REPORT OF INDEPENDENT PUBLIC ACCOUNTANTS
 
 

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, 2000

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.:

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, 2000 and 1999, 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, 2000 and 1999, 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 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 24, 2001
UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN
STATEMENT OF NET ASSETS AVAILABLE FOR PLAN BENEFITS
(In Thousands)
 
 

                                                                                                              November 30

 
            2000____
  
             1999 ____
       
ASSETS:      
   Investments      
       Cash and cash equivalents
$   641,244
  
$   695,206
       Equity securities, net of offsets
 1,348,154
  
1,492,403 
       Assets backed securities
18,040
  
- 
       Corporate and international bonds
52,341
  
48,868
       Government securities
149,507
  
196,470
      Other fixed instruments, net of offsets
15,222
51,428
      Other assets, net
__________17,917
  
__________22,280
                Total investments
 _______2,242,425
  
_______2,506,655
     
 Accrued income, net
                   3,490
  
                   3,907
     
Securities Loaned to Broker (see note #2b)
              106,890
  
                  -_____
      Total Assets
           2,352,805
  
            2,510,562
LIABILITIES:
    Pending trade payables, net
61,072
  
53,665
     Collateral Payable to Broker (see note #2b)
_________106,890
________- _______
        Total Liabilities
               167,962
                  53,665
NET ASSETS AVAILABLE FOR PLAN BENEFITS
           $2,184,843
  
           $2,456,897

.

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

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
(In Thousands)



 
 
 
 
 
 
 

   
 Year Ended November 30
   
          2000 
  
          1999 
         
NET ASSETS AVAILABLE FOR PLAN BENEFITS,        
   beginning of year  
         $2,456,897
  
       $2,339,593
CONTRIBUTIONS        
  Employer  
95,743 
  
 11,249
  Employee
                23,450
                 4,369
                Total contributions  
              119,193
  
               15,618
       
RESULTS OF INVESTMENT ACTIVITY      
   Dividends  
15,931
  
14,933
   Interest  
51,103
  
50,943
  Other income (expense), net
4,737
2,523
   Net appreciation (depreciation)        
     in value of investments (see note #2c)  
           (150,275)
  
            323,679
         
         Total Investment Activity  
             (78,504)
  
            392,078
       
BENEFIT PAYMENTS  
           (298,694)
  
          (276,749)
         
ADMINISTRATIVE EXPENSES  
             (14,049)
  
            (13,643)
         
NET ASSETS AVAILABLE FOR PLAN BENEFITS  
         $2,184,843
  
       $2,456,897

 

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









1.     DESCRIPTION OF THE PLAN

This description is for general information purposes only. Participants should refer to their summary plan description for detailed benefit information.                                  a.   General and Plan Participants United Air Lines, Inc. ("United") established the Pilots' Variable Benefit Retirement Income Plan ("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. Therefore, after these actions, the Variable Plan covered essentially only retired participants and the Directed Account Plan covered only active participants. 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 first anniversary of their initial employment.

                                  b.    Directed Account Plan Investment Options Participants are able to individually allocate their account balances among twelve different investment options. The investment funds consist of the Money Market Fund, the UAL Stock Fund, the Short-Term Government Securities Fund, the Diversified Bond Fund, the Government Bond Fund, the Income/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 the Mutual Fund Option. 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. Automatic daily reallocation is accomplished in three Balanced Funds that invest in the other investment funds in predetermined portions.

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.

                                  c.    Contributions and Vesting Effective 4/12/2000, United makes a contribution in an amount equivalent to 9% which in mid year 2000 increased to 11% (retroactive to 4/12/2000) of a pilot's earnings to the Plan. Prior to 4/12/2000, 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 pre-tax election deferrals to the Plan can be made, subject to a maximum of $10,000 in 1999 and $10,500 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. Based on expectations that no pilot would pass this test for the plan years ending November 30, 2000 and 1999, pre-tax and post-tax salary deferrals were prohibited for those years. During each calendar year a pilot's pre-tax election deferrals will be changed from a pretax basis to an after tax basis if the pilot elects and if the legal limit for pretax contributions is exceeded. 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 $30,000.

Contributions to the Plan include $ 2,702,865 and $4,369,100 for 2000 and 1999, respectively, which were transferred from other qualified plans as rollovers under Internal Revenue Code Section 402(c) and 408(d).
 
 

                                  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 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 $3,500, 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.

                                   e.   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.                                   f.    Trustee The Frank Russell Trust Company serves as Plan trustee. 2.         SIGNIFICANT ACCOUNTING POLICIES a.         Basis of Accounting
  The financial statements are presented on the accrual basis.


b.        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. Accordingly, information previously required to be disclosed about participant-directed fund investment programs is not presented in the Plan's 2000 financial statements.

The Trustee is authorized to engage in the lending of certain Trust assets. Securities lending is an investment management enhancement that utilizes the existing securities (government bonds, corporate bonds or equities) of the Trust to earn additional income. It involves the loan 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 percent for domestic securities and 105 percent for international securities of the fair value of the loan plus accrued interest. The collateral is marked-to-market on a daily basis to maintain the margin requirement.

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 percent or more of the Plan's net assets:

  
    ____2000_____
____1999___
Money Market Fund
$444,811
    $513,314
c.         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 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.
 
 
 
 

During 2000 and 1999, the plan appreciated (depreciated) in valued (in thousands) by ($150,275) and $323,679, respectively, as follows:

                                                                                                                                  November 30
                                                                                                                                  (In Thousands)
   
        2000____
  
    _   1999___
UAL Stock Fund  
(63,912)
  
17,030
Short-Term Securities Fund  
(605)
  
(2,542)
Diversified Bond Fund  
1,646
  
(7,076)
Government Bond Fund  
3,859
  
(2,785)
Value Equity Fund  
5,586
  
12,187
Growth Equity Fund  
(30,019)
  
97,443
Small Cap Equity Fund  
4,218
  
49,150
International Equity Fund  
(14,025)
  
39,126
S & P 500 Index Fund  
(16,777)
  
68,707
Individual Brokerage Account Option  
(28,916)
  
42,117
Mutual Fund Option  
(11,330)
  
10,322
   
      $(150,275)
  
       $323,679
d.         Plan Expenses
  Management fees 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.


e.        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 fifty percent 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 (10.50% as of 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.


f.        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 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.


g.        Payment of Benefits
 

Benefits are recorded when paid.   h.        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, 2000, 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
   
     Government Bond Fund - Frank Russell Trust Company
   
     Value Equity Fund - Westpeak Investment Advisors
  - Dodge & Cox, Inc.
  - Frank Russell Trust Company
   
     Growth Equity Fund - Alliance Capital Management
  - Lincoln Capital Management Company
  - Suffolk Investment Partners
  - Frank Russell Trust Company
   
     Small Cap Equity Fund - Jacobs Levy Equity Management, Inc.
  - 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.
   
     S & P 500 Index Fund - PanAgora Asset Management
   
     Individual Brokerage Account Option - Self-Directed Account with Charles Schwab
   
     Mutual Fund Option- Self-Directed Account - Self-Directed Account

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 (IRC). The Plan has been amended since receiving the determination letter. However, 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 IRC. 5.       NEW ACCOUNTING PRONOUNCEMENTS In June 1998, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No.    133, "Accounting for Derivative Instruments and hedging Activities" ("SFAS No. 133"), which establishes accounting and reporting standards requiring that every derivative instrument be recorded in the balance sheet as either an asset or liability measured at its fair value.  SFAS No. 133 has been amended by SFAS No. 137 and SFAS No. 138.  The Plan is required to adopt SFAS No. 133, as amended, on December 1, 2000.  The Plan Administrator has not yet quantified the impacts of adopting SFAS No. 133, as amended, on the Plan's financial statements. 6.       RECONCILIATION TO FORM 5500
 
At November 30, 2000 certain participants had requested distributions from the plan, but were not paid until December.   No liability is recorded in the financial statements for such transaction.  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:
 
Net Assets Available for Plan Benefits per Financial Statements
$  2,184,843
Less:  Amounts Allocated to withdrawing participants
_____(16,978)
Net Assets Available for Plan Benefits per Form 5500
$  2,167,865
Benefits paid to participants per the financial statements
$     298,694
Add:  Amounts allocated to withdrawing participants at November 30, 2000
16,978
Less:  Amounts allocated to withdrawing participants at November 30, 1999
  ________-___
Benefits paid to participants per Form 5500
$     315,672
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 24, 2001 

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

 


</TEXT>

5% Report - Part B

Identity of party involved
   Description of asset
(include interest rate and maturity in case of a loan)
   Shares/
Par Value
   Cost of asset
   Current value of asset on transaction date
   Net gain or (loss)
  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/AUD   (550,000.00 ) 366,080.00   333,244.47   32,835.53  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/AUD   (4,636.76 ) 2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 AUD/USD   4,636.76   2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/20/2000 USD/AUD   (799.50 ) 471.71   471.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 USD/AUD   (550,000.00 ) 366,080.00   366,080.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/AUD   (3,945.06 ) 2,327.59   2,327.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   132.92   78.82   78.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   42.02   24.92   24.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/AUD   (7,452.14 ) 4,247.72   4,247.72   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/AUD   (37,851.38 ) 21,662.72   22,326.59   (663.87 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/AUD   (5,375.00 ) 3,222.85   3,222.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/AUD   (45,186.79 ) 26,854.96   27,166.30   (311.34 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/AUD   (16,815.50 ) 9,584.84   9,955.60   (370.76 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/AUD   (7,171.20 ) 3,800.74   3,899.34   (98.60 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 AUD/USD   10.00   10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/09/2000 AUD/USD   500,000.00   265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/AUD   (122,630.48 ) 62,541.55   62,541.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/AUD   (500,000.00 ) 265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/AUD   (66,647.00 ) 34,856.38   34,856.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   (280.31 ) 142.96   147.71   (4.75 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   (587.89 ) 299.82   309.79   (9.97 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 AUD/USD   39,823.87   20,800.41   20,973.29   172.88  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 AUD/USD   5,000.70   2,570.36   2,625.12   54.76  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 USD/AUD   (3,342.77 ) 1,734.90   1,738.41   (3.51 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/AUD   (117,870.00 ) 76,014.36   76,014.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   (220.64 ) 118.62   118.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   (317.33 ) 170.61   170.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/BRL   (42.63 ) 23.30   23.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/GBP   (6,519.00 ) 10,625.97   10,625.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/02/2000 USD/GBP   (3,735.50 ) 5,939.45   5,939.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/14/2000 USD/GBP   (363.82 ) 571.20   571.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/15/2000 GBP/EUR   209,803.01   335,095.05   335,095.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   (200,000.00 ) 321,652.00   318,831.80   2,820.20  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 GBP/EUR   225,491.27   364,136.08   364,136.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 GBP/USD   400,000.00   633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/07/2000 USD/GBP   (378.00 ) 589.68   589.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   (400,000.00 ) 633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   (2,890.00 ) 4,508.40   4,508.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   (200,000.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 GBP/USD   200,000.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 GBP/USD   200,000.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/31/2000 GBP/USD   200,000.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/GBP   (94,810.03 ) 151,415.41   151,415.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/GBP   (5,325.30 ) 8,307.47   8,411.87   (104.40 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/GBP   (4,525.40 ) 7,172.76   7,081.12   91.64  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/GBP   (5,874.18 ) 8,881.76   8,756.32   125.44  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   40,849.69   60,866.04   60,866.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   (57,051.25 ) 85,006.36   85,006.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   (40,849.69 ) 60,866.04   61,781.14   (915.10 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   29,915.55   44,257.06   44,672.74   415.68  
Broker name unavailable   FX DEAL TRANSACTED ON 05/22/2000 USD/GBP   (4,338.19 ) 6,377.14   6,377.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   (4,027.90 ) 5,921.01   5,921.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/GBP   (8,832.00 ) 13,248.00   13,248.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   (2,461.50 ) 3,618.41   3,739.74   (121.33 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   (1.50 ) 2.21   2.28   (0.07 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   (7,184.55 ) 10,561.29   10,915.45   (354.16 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/12/2000 USD/GBP   (2,158.92 ) 3,216.79   3,216.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 GBP/USD   164,313.72   246,503.44   246,503.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/GBP   (59,887.15 ) 90,998.52   90,998.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   (18,574.98 ) 27,704.58   27,704.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/02/2000 USD/GBP   (2,437.50 ) 3,607.50   3,607.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/03/2000 USD/GBP   (4,823.00 ) 7,138.04   7,256.01   (117.97 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/11/2000 GBP/USD   54,266.33   81,675.17   81,675.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/14/2000 USD/GBP   (1.04 ) 1.54   1.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/15/2000 EUR/GBP   (1,407.42 ) 2,120.88   2,120.88   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

1

Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/GBP   (273.60 ) 410.40   408.21   2.19  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/GBP   (1,501.61 ) 2,147.30   2,128.16   19.14  
Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/GBP   (5,796.45 ) 8,144.01   8,153.33   (9.32 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/GBP   (9,183.20 ) 12,718.73   12,872.98   (154.25 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/GBP   (912.00 ) 1,267.68   1,324.21   (56.53 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 USD/GBP   (4,347.82 ) 6,360.86   6,338.67   22.19  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/GBP   (1,587.00 ) 2,332.89   2,332.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/05/2000 USD/GBP   (1,802.02 ) 2,594.91   2,606.71   (11.80 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/10/2000 USD/GBP   (2,295.00 ) 3,281.85   3,281.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/12/2000 USD/GBP   (4,489.60 ) 6,465.02   6,491.33   (26.31 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/GBP   (1,843.00 ) 2,635.49   2,635.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/GBP   (2,799.90 ) 4,003.86   4,059.83   (55.97 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/02/2000 USD/GBP   (507.00 ) 730.08   726.91   3.17  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 EUR/GBP   (32,079.10 ) 46,623.35   45,993.52   629.83  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 GBP/EUR   32,079.10   46,465.19   46,465.19   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/20/2000 USD/GBP   (1,773.44 ) 2,482.82   2,482.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/GBP   (2,428.80 ) 3,934.66   3,934.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 GBP/USD   50,357.92   80,700.48   80,700.48   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/GBP   (50,357.92 ) 80,599.76   80,599.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/GBP   (400,000.00 ) 642,320.00   636,577.76   5,742.24  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/GBP   (1,061.10 ) 1,697.76   1,697.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/GBP   (289,319.83 ) 464,705.51   464,705.51   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/CAD   (1,292.00 ) 891.03   891.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 EUR/CAD   (249,533.40 ) 170,491.91   168,410.20   2,081.71  
Broker name unavailable   FX DEAL TRANSACTED ON 02/01/2000 USD/CAD   (1,896.59 ) 1,299.03   1,299.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/17/2000 USD/CAD   (1,950.00 ) 1,317.57   1,326.53   (8.96 )
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/CAD   (300.00 ) 300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (20.13 ) 29.25   29.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (969.00 ) 668.28   668.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (3,944.00 ) 2,714.38   2,714.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (7,868.00 ) 5,415.00   5,415.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   (3,904.00 ) 2,688.71   2,688.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   (7,553.42 ) 5,202.08   5,202.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   (11,199.99 ) 7,645.04   7,645.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   (11,295.48 ) 7,710.23   7,710.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/27/2000 USD/CAD   (3,360.00 ) 2,270.27   2,261.56   8.71  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/CAD   (1,400.00 ) 942.76   939.09   3.67  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/CAD   (166,588.61 ) 113,765.39   113,765.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 CAD/USD   166,588.61   166,588.61   166,588.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/CAD   (10,171.80 ) 6,754.18   6,754.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CAD   (2,321.59 ) 1,547.73   1,574.49   (26.76 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/CAD   (12,449.20 ) 8,355.17   8,432.70   (77.53 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/07/2000 USD/CAD   (62,172.00 ) 42,051.30   42,051.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/CAD   (1,200.00 ) 805.37   816.44   (11.07 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/CAD   (300.00 ) 300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/CAD   (1,160.00 ) 778.52   778.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/CAD   (3,360.00 ) 2,270.27   2,260.50   9.77  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   (2,322.20 ) 1,548.13   1,548.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   (1,750.00 ) 1,166.67   1,166.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/01/2000 USD/CAD   (1,200.00 ) 810.81   813.39   (2.58 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 CAD/USD   14,595.44   9,905.29   9,905.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 CAD/USD   14,427.24   9,725.14   9,725.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   13,639.64   9,194.23   9,171.97   (22.26 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   13,639.64   9,194.23   9,171.97   (22.26 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   10,561.47   7,112.10   7,101.10   (11.00 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   7,040.98   4,741.40   4,734.07   (7.33 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   6,968.46   4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   6,968.46   4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   3,373.67   2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   3,373.67   2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/CAD   (439.50 ) 439.50   439.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   (41.63 ) 41.63   41.63   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   (84.38 ) 84.38   84.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   4,531.00   3,005.64   3,005.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   9,131.14   6,057.14   6,057.14   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

2

Broker name unavailable   FX DEAL TRANSACTED ON 10/17/2000 CAD/USD   310.20   204.21   204.21   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/CAD   (3,856.04 ) 2,541.89   2,541.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/CAD   (7,660.04 ) 5,059.47   5,059.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/30/2000 USD/CAD   (3,920.00 ) 2,545.46   2,545.46   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   (1,750.00 ) 1,143.79   1,142.67   1.12  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   (2,117.30 ) 1,383.86   1,382.50   1.36  
Broker name unavailable   FX DEAL TRANSACTED ON 11/08/2000 USD/CAD   (10,783.14 ) 6,987.52   6,987.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/CAD   (151.96 ) 225.00   225.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/31/1999 USD/CAD   (14.73 ) 21.38   21.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 SEK/DKK   (61,855.71 ) 7,480.13   7,480.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/EUR   (1,955.70 ) 1,955.70   1,955.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 USD/EUR   (53,660.00 ) 53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 EUR/USD   52,660.00   53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/EUR   (28,360.00 ) 29,352.60   29,352.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 EUR/USD   28,630.00   29,632.05   29,632.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/14/2000 USD/EUR   (1,000,000.00 ) 1,021,400.00   971,552.93   49,847.07  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   (1,500,000.00 ) 1,527,000.00   1,457,329.40   69,670.60  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   (116.80 ) 117.97   117.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   1,000,000.00   1,021,400.00   971,552.93   (49,847.07 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   1,500,000.00   1,527,000.00   1,457,329.40   (69,670.60 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 USD/EUR   (24,229.26 ) 24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 EUR/USD   24,229.26   24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/EUR   (787,306.85 ) 781,087.13   765,929.75   15,157.38  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 EUR/USD   787,306.85   781,087.13   770,260.97   (10,826.16 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 EUR/CAD   172,911.24   170,491.91   157,565.90   (12,926.01 )
Broker name unavailable   FX DEAL TRANSACTED ON 02/15/2000 GBP/EUR   (339,562.21 ) 335,095.05   335,095.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   955,602.70   45,357.30  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 GBP/EUR   (365,017.28 ) 364,136.08   364,136.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/28/2000 USD/EUR   (11,250.00 ) 10,462.50   10,462.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 EUR/USD   2,285.78   2,230.92   2,230.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 EUR/USD   1,000,000.00   1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   1,000,000.00   1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (199.21 ) 185.27   185.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (3,187.50 ) 2,964.38   2,964.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (20,187.50 ) 18,774.38   18,774.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   615,000.00   588,684.15   554,943.96   (33,740.19 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (615,000.00 ) 587,325.00   587,325.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   (460.16 ) 432.55   432.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   (1,610.57 ) 1,513.94   1,513.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   (2,096.10 ) 1,970.33   1,970.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/05/2000 USD/EUR   (10,132.00 ) 9,524.08   9,524.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 EUR/USD   9,022.50   8,684.16   8,658.91   (25.25 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   (2,720.00 ) 2,584.00   2,584.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   (1,323.29 ) 1,263.74   1,263.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/EUR   (13,284.17 ) 12,683.73   12,685.05   (1.32 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/EUR   (406,411.32 ) 388,920.47   381,882.98   7,037.49  
Broker name unavailable   FX DEAL TRANSACTED ON 04/19/2000 JPY/EUR   (406,411.32 ) 387,387.81   387,387.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   (71.55 ) 67.06   67.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   (628.71 ) 589.23   589.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   (3,155,000.00 ) 2,923,107.50   2,923,107.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 EUR/USD   3,155,000.00   2,927,918.88   2,867,113.17   (60,805.71 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/EUR   (1,277.15 ) 1,149.44   1,149.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   1,000,000.00   1,000,960.00   960,799.39   (40,160.61 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 USD/EUR   (615,000.00 ) 549,810.00   549,810.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   615,000.00   550,658.70   580,654.30   29,995.60  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   (2,990.00 ) 2,631.20   2,631.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   (2,522.00 ) 2,219.36   2,219.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   (17.27 ) 15.20   15.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   (320.57 ) 283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   (1,018.63 ) 901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   (837.00 ) 740.75   774.98   (34.23 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   (679.00 ) 597.52   614.56   (17.04 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   (3,492.00 ) 3,072.96   3,160.61   (87.65 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/16/2000 USD/EUR   (459.64 ) 409.08   409.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/EUR   (3,960.00 ) 3,465.00   3,598.66   (133.66 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

3

Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   320.57   283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   1,018.63   901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   (5,377.61 ) 4,759.19   4,987.21   (228.02 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   (2,827.08 ) 2,501.97   2,621.84   (119.87 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 EUR/USD   119,300.80   111,725.20   111,725.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (5,564.00 ) 4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (3,136.50 ) 2,807.17   2,807.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (5,107.69 ) 4,571.38   4,571.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (1,606.50 ) 1,437.82   1,437.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   (435,900.00 ) 402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   (435,900.00 ) 402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   (6,693.00 ) 6,057.17   6,057.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   (4,074.00 ) 3,686.97   3,686.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   (615,000.00 ) 573,795.00   573,795.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 EUR/USD   615,000.00   574,877.40   589,509.60   14,632.20  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   (61.20 ) 55.69   57.80   (2.11 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   (12.52 ) 11.39   11.83   (0.44 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (3,142.80 ) 2,859.95   2,859.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (261.90 ) 238.33   238.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (754.16 ) 686.29   686.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (2,765.27 ) 2,516.40   2,516.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (478.84 ) 451.07   451.07   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (1,683.00 ) 1,531.53   1,531.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (402.74 ) 366.49   366.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (62.86 ) 57.20   57.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (4,035.20 ) 3,672.03   3,672.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/EUR   (1,500,000.00 ) 1,434,600.00   1,434,600.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/15/2000 USD/EUR   (4,559.00 ) 4,217.08   4,377.76   (160.68 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   (1,396.80 ) 1,312.99   1,334.51   (21.52 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   (198.00 ) 189.39   190.13   (0.74 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/EUR   (592,022.78 ) 568,341.87   568,341.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   (3,155,000.00 ) 3,013,025.00   3,013,025.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   3,155,000.00   3,019,492.75   2,941,889.52   (77,603.23 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   (3,155,000.00 ) 3,019,492.75   2,943,783.53   75,709.22  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   3,155,000.00   3,019,492.75   2,969,635.36   (49,857.39 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   (3,155,000.00 ) 3,019,492.75   2,969,635.36   49,857.39  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   3,155,000.00   3,019,492.75   2,972,797.26   (46,695.49 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   (16,830.00 ) 15,315.30   15,875.71   (560.41 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   (18,744.80 ) 17,057.77   17,681.94   (624.17 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   (11,528.13 ) 10,490.60   10,874.47   (383.87 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/EUR   (615,000.00 ) 580,560.00   580,560.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 EUR/USD   615,000.00   581,261.10   568,412.88   (12,848.22 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (2,047.95 ) 1,884.11   1,884.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (4,365.00 ) 4,015.80   4,015.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (831.10 ) 764.61   764.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (387.61 ) 356.60   356.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (2,447.89 ) 2,252.06   2,252.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (53,363.06 ) 50,868.34   50,868.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (8,083.80 ) 7,699.82   7,699.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (8,120.00 ) 7,726.18   7,726.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 EUR/USD   5,564.00   4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/EUR   (5,554.63 ) 4,971.39   4,971.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/11/2000 USD/EUR   (1,312.00 ) 1,220.16   1,220.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   (264.71 ) 239.56   245.00   (5.44 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   (3,441.23 ) 3,114.31   3,185.03   (70.72 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   (21,115.01 ) 19,109.08   19,542.97   (433.89 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/EUR   (3,717.95 ) 3,429.81   3,429.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/15/2000 EUR/GBP   2,322.47   2,120.88   2,120.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/EUR   (2,991.15 ) 2,662.12   2,662.12   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   (5,857.20 ) 5,338.84   5,293.45   45.39  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 EUR/USD   10.00   10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/EUR   (2,039,000.00 ) 1,821,438.70   1,827,650.50   (6,211.80 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/EUR   (50,491.67 ) 45,630.84   45,109.24   521.60  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/EUR   (6,952.41 ) 6,006.88   6,006.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 EUR/USD   5,348.68   4,688.12   4,688.12   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

4

Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/EUR   (13,562.40 ) 11,392.42   11,682.66   (290.24 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/EUR   (3,000,000.00 ) 2,715,540.00   2,715,540.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   (1,335.37 ) 1,175.13   1,175.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/26/2000 USD/EUR   (4,562.48 ) 3,878.11   3,878.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 SEK/EUR   (16.74 ) 14.68   14.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   (1,840.00 ) 1,582.40   1,582.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   (1,232.00 ) 1,059.52   1,059.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/EUR   (1,680.00 ) 1,478.40   1,478.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 EUR/CHF   5,760.00   5,078.29   5,078.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   (2,140.20 ) 1,819.17   1,819.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   (5,760.00 ) 4,896.00   4,896.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/EUR   (1,312.00 ) 1,128.32   1,128.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 EUR/SEK   50,084.87   43,045.62   42,502.07   (543.55 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 EUR/GBP   53,987.04   46,623.35   46,493.66   (129.69 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 GBP/EUR   (53,987.04 ) 46,465.19   46,465.19   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 USD/EUR   (9,186.20 ) 7,881.76   7,906.53   (24.77 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   (798.11 ) 686.38   686.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 EUR/USD   1,614.53   1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 USD/EUR   (1,614.53 ) 1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   (746,204.70 ) 752,398.20   752,398.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   (100.00 ) 100.00   100.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 HKD/USD   550,244.32   70,675.53   70,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/HKD   (48,300.00 ) 6,192.31   6,192.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 HKD/USD   386,850.00   49,646.44   49,646.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/HKD   (90,900.00 ) 11,653.85   11,653.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/HKD   (163,207.67 ) 20,934.26   20,933.72   0.54  
Broker name unavailable   FX DEAL TRANSACTED ON 07/19/2000 USD/HKD   (3,456.00 ) 443.08   443.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/31/2000 USD/HKD   (307,078.05 ) 39,375.54   39,375.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/HKD   (14,250.00 ) 1,824.58   1,824.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 USD/HKD   (329,688.00 ) 42,362.40   42,362.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/HKD   (416,286.72 ) 53,370.78   53,370.43   0.35  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/HKD   (10,220.00 ) 1,308.58   1,308.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 USD/HKD   (8,280.00 ) 1,060.18   1,062.11   (1.93 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 HKD/USD   173,615.33   22,264.94   22,264.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 USD/HKD   (23,562.00 ) 3,016.90   3,016.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 HKD/USD   171,613.14   22,008.74   22,005.21   (3.53 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/HKD   (10,260.00 ) 1,313.70   1,313.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/23/1999 USD/HKD   (77,972.00 ) 10,022.11   10,033.07   (10.96 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/29/1999 USD/HKD   (650,750.00 ) 83,741.91   83,741.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/24/2000 JPY/USD   50,000,000.00   450,998.97   466,744.46   15,745.49  
Broker name unavailable   FX DEAL TRANSACTED ON 03/02/2000 JPY/USD   75,000,000.00   695,216.91   701,360.64   6,143.73  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 USD/JPY   (75,000,000.00 ) 695,216.91   695,216.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/JPY   (50,000,000.00 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   50,000,000.00   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   50,000,000.00   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 JPY/USD   50,000,000.00   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/JPY   (96,900.00 ) 905.61   905.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/USD   40,511,080.00   406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/EUR   40,511,080.00   388,920.47   384,246.23   (4,674.24 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/19/2000 JPY/EUR   40,511,080.00   387,387.81   387,387.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/JPY   (40,511,080.00 ) 406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/JPY   (68,850.00 ) 625.91   632.55   (6.64 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/JPY   (299,200.00 ) 2,695.50   2,805.04   (109.54 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 USD/JPY   (3,987,945.00 ) 37,114.43   37,540.67   (426.24 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   42,718,200.00   402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   42,718,200.00   402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   (17,398,762.00 ) 163,108.30   163,108.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   (215,000,000.00 ) 2,012,920.14   2,012,920.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/JPY   (3,268,806.00 ) 31,031.00   31,344.93   (313.93 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/26/2000 JPY/USD   6,776,407.00   64,158.37   64,567.96   409.59  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/JPY   (31,025.00 ) 289.95   292.99   (3.04 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (89,250.00 ) 826.39   834.54   (8.15 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (122,400.00 ) 1,133.33   1,144.51   (11.18 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (19,019.00 ) 176.10   177.84   (1.74 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (89,250.00 ) 826.39   834.54   (8.15 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

5

Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (297,500.00 ) 2,729.36   2,729.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (204,000.00 ) 1,871.56   1,871.56   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (80,750.00 ) 740.83   740.83   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (97,750.00 ) 896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (191,250.00 ) 1,754.59   1,754.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (68,000.00 ) 623.85   623.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (10,200.00 ) 93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (153,000.00 ) 1,403.67   1,403.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (17,000.00 ) 155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (263,500.00 ) 2,417.43   2,417.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (113,900.00 ) 1,044.95   1,044.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (97,750.00 ) 896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (26,775.00 ) 245.64   245.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (84,150.00 ) 772.02   772.02   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (104,125.00 ) 955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (21,675.00 ) 198.85   198.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (61,200.00 ) 561.47   561.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (85,000.00 ) 779.82   779.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (10,200.00 ) 93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (43,138.00 ) 395.76   395.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (24,650.00 ) 226.15   226.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (87,125.00 ) 799.31   799.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (59,500.00 ) 545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (160,650.00 ) 1,473.85   1,473.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (79,050.00 ) 725.23   725.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (59,500.00 ) 545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (104,125.00 ) 955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (20,400.00 ) 187.16   187.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (29,877.00 ) 274.10   274.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (17,000.00 ) 155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (28,900.00 ) 265.14   265.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (114,750.00 ) 1,052.75   1,052.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (70,125.00 ) 643.35   643.35   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/JPY   (16,779,144.00 ) 156,622.68   155,391.22   1,231.46  
Broker name unavailable   FX DEAL TRANSACTED ON 07/13/2000 JPY/USD   3,531,138.00   32,608.16   32,645.85   37.69  
Broker name unavailable   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   250,000,000.00   2,337,540.91   2,332,633.54   (4,907.37 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/JPY   (2,517,528.00 ) 22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 JPY/USD   2,517,528.00   22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   (8,415.00 ) 76.50   76.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   (190,485.00 ) 1,731.68   1,731.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/06/2000 JPY/USD   2,866,836.00   26,697.80   26,667.00   (30.80 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/28/2000 USD/JPY   (38,250.00 ) 338.50   338.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/10/1999 USD/JPY   (97,750.00 ) 930.95   943.53   (12.58 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (22,950.00 ) 218.57   218.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (156,187.00 ) 1,487.50   1,487.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (204,000.00 ) 1,942.86   1,942.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (132,600.00 ) 1,262.86   1,262.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (32,300.00 ) 307.62   307.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (50,575.00 ) 481.67   481.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (158,100.00 ) 1,505.71   1,505.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (121,380.00 ) 1,156.00   1,156.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (102,000.00 ) 971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (21,250.00 ) 202.38   202.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (89,250.00 ) 850.00   850.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (56,100.00 ) 534.29   534.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/14/1999 USD/JPY   (63,750.00 ) 607.14   607.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/JPY   (3,315.00 ) 31.57   32.25   (0.68 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/JPY   (70,201,913.00 ) 690,963.71   690,963.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/13/2000 USD/MYR   (238,662.17 ) 62,772.80   62,772.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/MYR   (78,404.68 ) 20,619.25   20,619.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/15/2000 USD/NZD   (8,912.48 ) 4,361.77   4,361.77   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/NZD   (4,036.76 ) 1,967.11   2,029.48   (62.37 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/NZD   (652.97 ) 324.85   323.15   1.70  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/NZD   (5,402.18 ) 2,630.86   2,630.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/28/2000 USD/NZD   (211,457.00 ) 102,704.66   103,635.07   (930.41 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

6

Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 NZD/USD   211,457.00   102,704.66   102,704.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 NZD/USD   950.03   455.54   449.08   (6.46 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/28/2000 NZD/USD   26,026.38   12,172.54   12,172.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/28/2000 NOK/USD   444,572.27   53,114.97   53,114.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/NOK   (47,600.00 ) 5,118.28   5,226.17   (107.89 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/28/2000 NOK/USD   77,537.77   8,669.25   8,669.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/31/2000 USD/SGD   (5,727.60 ) 3,330.00   3,330.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 SGD/USD   421,246.73   245,481.78   245,481.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 SGD/USD   412,464.73   240,364.06   240,364.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/SGD   (25,011.88 ) 14,499.64   14,499.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/SGD   (2,682.00 ) 1,550.29   1,556.59   (6.30 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/29/2000 USD/SGD   (43,350.83 ) 25,179.00   24,694.29   484.71  
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 USD/SGD   (86,701.66 ) 86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 SGD/USD   86,701.66   86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/SGD   (45,702.17 ) 26,119.08   26,033.71   85.37  
Broker name unavailable   FX DEAL TRANSACTED ON 02/08/2000 USD/ZAR   (18,127.82 ) 2,788.90   2,788.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/ZAR   (12,118.00 ) 1,756.23   1,787.45   (31.22 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/10/2000 USD/ZAR   (130.96 ) 18.45   18.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 USD/KRW   (61,192,442.00 ) 54,381.20   54,381.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 KRW/USD   61,192,442.00   54,381.20   54,381.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/KRW   (35,010,940.00 ) 30,873.84   30,873.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/17/2000 USD/SEK   (798,349.68 ) 92,842.15   92,842.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 SEK/USD   37,487.00   4,335.01   4,386.50   51.49  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 SEK/USD   76,094.00   8,888.45   8,888.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/SEK   (8,500.00 ) 971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/SEK   (100,931.70 ) 11,404.71   11,413.42   (8.71 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/SEK   (96,900.00 ) 10,826.82   10,823.19   3.63  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 SEK/DKK   67,500.73   7,480.13   7,480.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 SEK/EUR   141.78   14.68   14.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 EUR/SEK   (428,100.44 ) 43,045.62   42,762.15   283.47  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/SEK   (61,047.00 ) 5,973.29   6,051.57   (78.28 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 CHF/USD   93,446.62   57,399.64   56,514.44   (885.20 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/CHF   (93,446.62 ) 57,399.64   56,849.65   549.99  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/CHF   (7,515.30 ) 4,446.92   4,568.57   (121.65 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/CHF   (8,881.60 ) 5,302.45   5,235.71   66.74  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/CHF   (7,865.00 ) 4,443.50   4,572.94   (129.44 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 CHF/USD   40,220.30   23,478.08   23,830.72   352.64  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CHF   (6,232.85 ) 3,623.75   3,738.29   (114.54 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/CHF   (20,504.25 ) 11,990.79   11,990.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/08/2000 USD/CHF   (2,063.75 ) 1,221.15   1,267.97   (46.82 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/CHF   (3,575.00 ) 2,166.67   2,200.68   (34.01 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/CHF   (462,156.00 ) 266,372.33   268,017.51   (1,645.18 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 EUR/CHF   (5,760.00 ) 5,078.29   5,078.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/CAD   891.03   891.03   891.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/EUR   1,955.70   1,955.70   1,955.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 USD/EUR   53,160.27   53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 EUR/USD   (53,160.27 ) 53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/GBP   10,625.97   10,625.97   10,625.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/EUR   29,352.60   29,352.60   29,352.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 EUR/USD   (29,632.05 ) 29,632.05   29,632.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/13/2000 USD/MYR   62,772.80   62,772.80   62,772.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/14/2000 USD/EUR   1,021,400.00   1,021,400.00   1,021,400.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   1,527,000.00   1,527,000.00   1,527,000.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   117.97   117.97   117.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/AUD   366,080.00   366,080.00   366,080.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   (1,021,400.00 ) 1,021,400.00   1,021,400.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   (1,527,000.00 ) 1,527,000.00   1,527,000.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 USD/EUR   24,529.70   24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 EUR/USD   (24,529.70 ) 24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/EUR   781,087.13   781,087.13   781,087.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 CHF/USD   (57,399.64 ) 57,399.64   57,399.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 EUR/USD   (781,087.13 ) 781,087.13   781,087.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/CHF   57,399.64   57,399.64   57,399.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 USD/KRW   54,381.20   54,381.20   54,381.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 KRW/USD   (54,381.20 ) 54,381.20   54,381.20   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

7

Broker name unavailable   FX DEAL TRANSACTED ON 01/31/2000 USD/SGD   3,330.00   3,330.00   3,330.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/01/2000 USD/CAD   1,299.03   1,299.03   1,299.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/02/2000 USD/GBP   5,939.45   5,939.45   5,939.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/08/2000 USD/ZAR   2,788.90   2,788.90   2,788.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/14/2000 USD/GBP   571.20   571.20   571.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/17/2000 USD/SEK   92,842.15   92,842.15   92,842.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/24/2000 JPY/USD   (450,998.97 ) 450,998.97   450,998.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/28/2000 USD/EUR   10,462.50   10,462.50   10,462.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/02/2000 JPY/USD   (695,216.91 ) 695,216.91   695,216.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 GBP/USD   (633,088.00 ) 633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 USD/JPY   695,216.91   695,216.91   695,216.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/07/2000 USD/GBP   589.68   589.68   589.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   633,088.00   633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/AUD   2,795.97   2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 AUD/USD   (2,795.97 ) 2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   4,508.40   4,508.40   4,508.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/15/2000 USD/NZD   4,361.77   4,361.77   4,361.77   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/17/2000 USD/CAD   1,317.57   1,317.57   1,317.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/20/2000 USD/AUD   471.71   471.71   471.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/CAD   300.00   300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 GBP/USD   (321,652.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 HKD/USD   (70,675.53 ) 70,675.53   70,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 SEK/USD   (4,335.01 ) 4,335.01   4,335.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/CHF   4,446.92   4,446.92   4,446.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   (475,723.81 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   (475,723.81 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/NZD   1,967.11   1,967.11   1,967.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 SEK/USD   (8,888.45 ) 8,888.45   8,888.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 EUR/USD   (2,230.92 ) 2,230.92   2,230.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/28/2000 NOK/USD   (53,114.97 ) 53,114.97   53,114.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 USD/AUD   366,080.00   366,080.00   366,080.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 JPY/USD   (475,723.81 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 EUR/USD   (1,000,960.00 ) 1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 GBP/USD   (321,652.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/31/2000 GBP/USD   (321,652.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   (1,000,960.00 ) 1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   29.25   29.25   29.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/AUD   2,327.59   2,327.59   2,327.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   668.28   668.28   668.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/JPY   905.61   905.61   905.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   185.27   185.27   185.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   2,964.38   2,964.38   2,964.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   18,774.38   18,774.38   18,774.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   2,714.38   2,714.38   2,714.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   5,415.00   5,415.00   5,415.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   (588,684.15 ) 588,684.15   588,684.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   587,325.00   587,325.00   587,325.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   432.55   432.55   432.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   1,513.94   1,513.94   1,513.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   1,970.33   1,970.33   1,970.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/05/2000 USD/EUR   9,524.08   9,524.08   9,524.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   2,688.71   2,688.71   2,688.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   5,202.08   5,202.08   5,202.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 EUR/USD   (8,684.16 ) 8,684.16   8,684.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 SGD/USD   (245,481.78 ) 245,481.78   245,481.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   2,584.00   2,584.00   2,584.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   1,263.74   1,263.74   1,263.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 SGD/USD   (240,364.06 ) 240,364.06   240,364.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/SEK   971.43   971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/GBP   151,415.41   151,415.41   151,415.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   7,645.04   7,645.04   7,645.04   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

8

Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   7,710.23   7,710.23   7,710.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/EUR   12,683.73   12,683.73   12,683.73   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/NZD   324.85   324.85   324.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/USD   (406,411.32 ) 406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/CHF   5,302.45   5,302.45   5,302.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/GBP   8,307.47   8,307.47   8,307.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/SEK   11,404.71   11,404.71   11,404.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/JPY   406,411.32   406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   67.06   67.06   67.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   589.23   589.23   589.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/ZAR   1,756.23   1,756.23   1,756.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/SEK   10,826.82   10,826.82   10,826.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/GBP   7,172.76   7,172.76   7,172.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   2,923,107.50   2,923,107.50   2,923,107.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 EUR/USD   (2,927,918.88 ) 2,927,918.88   2,927,918.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/EUR   1,149.44   1,149.44   1,149.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/SGD   14,499.64   14,499.64   14,499.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   (78.82 ) 78.82   78.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   (24.92 ) 24.92   24.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/NZD   2,630.86   2,630.86   2,630.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/27/2000 USD/CAD   2,270.27   2,270.27   2,270.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/28/2000 USD/NZD   102,704.66   102,704.66   102,704.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/JPY   625.91   625.91   625.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/CAD   942.76   942.76   942.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/CAD   113,765.39   113,765.39   113,765.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/SGD   1,550.29   1,550.29   1,550.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 CAD/USD   (166,588.61 ) 166,588.61   166,588.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 NZD/USD   (102,704.66 ) 102,704.66   102,704.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   (1,000,960.00 ) 1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 USD/EUR   549,810.00   549,810.00   549,810.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   (550,658.70 ) 550,658.70   550,658.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/AUD   4,247.72   4,247.72   4,247.72   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   2,631.20   2,631.20   2,631.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   2,219.36   2,219.36   2,219.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   15.20   15.20   15.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   283.70   283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   901.49   901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   740.75   740.75   740.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   597.52   597.52   597.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   3,072.96   3,072.96   3,072.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/GBP   8,881.76   8,881.76   8,881.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 NZD/USD   (455.54 ) 455.54   455.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/16/2000 USD/EUR   409.08   409.08   409.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/CHF   4,443.50   4,443.50   4,443.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/EUR   3,465.00   3,465.00   3,465.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/JPY   2,695.50   2,695.50   2,695.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   (60,866.04 ) 60,866.04   60,866.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   85,006.36   85,006.36   85,006.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   60,866.04   60,866.04   60,866.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   (44,257.06 ) 44,257.06   44,257.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/NOK   5,118.28   5,118.28   5,118.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/22/2000 USD/GBP   6,377.14   6,377.14   6,377.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   5,921.01   5,921.01   5,921.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 USD/JPY   37,114.43   37,114.43   37,114.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 CHF/USD   (23,478.08 ) 23,478.08   23,478.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   (283.70 ) 283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   (901.49 ) 901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   4,759.19   4,759.19   4,759.19   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   2,501.97   2,501.97   2,501.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   118.62   118.62   118.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   170.61   170.61   170.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 EUR/USD   (111,725.20 ) 111,725.20   111,725.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/KRW   30,873.84   30,873.84   30,873.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/HKD   6,192.31   6,192.31   6,192.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/GBP   13,248.00   13,248.00   13,248.00   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

9

Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   4,979.78   4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   2,807.17   2,807.17   2,807.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   4,571.38   4,571.38   4,571.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   1,437.82   1,437.82   1,437.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   6,057.17   6,057.17   6,057.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   3,686.97   3,686.97   3,686.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/CAD   6,754.18   6,754.18   6,754.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   573,795.00   573,795.00   573,795.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 EUR/USD   (574,877.40 ) 574,877.40   574,877.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CAD   1,547.73   1,547.73   1,547.73   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CHF   3,623.75   3,623.75   3,623.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   55.69   55.69   55.69   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   11.39   11.39   11.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/AUD   21,662.72   21,662.72   21,662.72   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   3,618.41   3,618.41   3,618.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   2.21   2.21   2.21   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   10,561.29   10,561.29   10,561.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/CAD   8,355.17   8,355.17   8,355.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   2,859.95   2,859.95   2,859.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   238.33   238.33   238.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   686.29   686.29   686.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   2,516.40   2,516.40   2,516.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   451.07   451.07   451.07   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   1,531.53   1,531.53   1,531.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   366.49   366.49   366.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   57.20   57.20   57.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   3,672.03   3,672.03   3,672.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/CHF   11,990.79   11,990.79   11,990.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/07/2000 USD/CAD   42,051.30   42,051.30   42,051.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/08/2000 USD/CHF   1,221.15   1,221.15   1,221.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/EUR   1,434,600.00   1,434,600.00   1,434,600.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/CAD   805.37   805.37   805.37   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/12/2000 USD/GBP   3,216.79   3,216.79   3,216.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/15/2000 USD/EUR   4,217.08   4,217.08   4,217.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   1,312.99   1,312.99   1,312.99   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   189.39   189.39   189.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/AUD   3,222.85   3,222.85   3,222.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/EUR   568,341.87   568,341.87   568,341.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 GBP/USD   (246,503.44 ) 246,503.44   246,503.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 HKD/USD   (49,646.44 ) 49,646.44   49,646.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   163,108.30   163,108.30   163,108.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   2,012,920.14   2,012,920.14   2,012,920.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/CAD   300.00   300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/JPY   31,031.00   31,031.00   31,031.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   3,013,025.00   3,013,025.00   3,013,025.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   (3,019,492.75 ) 3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   3,019,492.75   3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   (3,019,492.75 ) 3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   3,019,492.75   3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   (3,019,492.75 ) 3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   15,315.30   15,315.30   15,315.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   17,057.77   17,057.77   17,057.77   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   10,490.60   10,490.60   10,490.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/AUD   26,854.96   26,854.96   26,854.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/26/2000 JPY/USD   (64,158.37 ) 64,158.37   64,158.37   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/28/2000 NZD/USD   (12,172.54 ) 12,172.54   12,172.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/JPY   289.95   289.95   289.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/EUR   580,560.00   580,560.00   580,560.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 EUR/USD   (581,261.10 ) 581,261.10   581,261.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   826.39   826.39   826.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   1,133.33   1,133.33   1,133.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   176.10   176.10   176.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   826.39   826.39   826.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/HKD   11,653.85   11,653.85   11,653.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   2,729.36   2,729.36   2,729.36   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

10

Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,871.56   1,871.56   1,871.56   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   740.83   740.83   740.83   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   896.79   896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,754.59   1,754.59   1,754.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   623.85   623.85   623.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   93.58   93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,403.67   1,403.67   1,403.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   155.96   155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   2,417.43   2,417.43   2,417.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,044.95   1,044.95   1,044.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   896.79   896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   245.64   245.64   245.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   772.02   772.02   772.02   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   955.28   955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   198.85   198.85   198.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   561.47   561.47   561.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   779.82   779.82   779.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   93.58   93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   395.76   395.76   395.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   226.15   226.15   226.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   799.31   799.31   799.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   545.87   545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,473.85   1,473.85   1,473.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   725.23   725.23   725.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   545.87   545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   955.28   955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   187.16   187.16   187.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   274.10   274.10   274.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   155.96   155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   265.14   265.14   265.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,052.75   1,052.75   1,052.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   643.35   643.35   643.35   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/BRL   23.30   23.30   23.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   1,884.11   1,884.11   1,884.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   4,015.80   4,015.80   4,015.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   764.61   764.61   764.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   356.60   356.60   356.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   2,252.06   2,252.06   2,252.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   50,868.34   50,868.34   50,868.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   7,699.82   7,699.82   7,699.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   7,726.18   7,726.18   7,726.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/AUD   9,584.84   9,584.84   9,584.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/CHF   2,166.67   2,166.67   2,166.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/GBP   90,998.52   90,998.52   90,998.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/HKD   20,934.26   20,934.26   20,934.26   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/CAD   778.52   778.52   778.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 EUR/USD   (4,979.78 ) 4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/EUR   4,971.39   4,971.39   4,971.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/JPY   156,622.68   156,622.68   156,622.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/11/2000 USD/EUR   1,220.16   1,220.16   1,220.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/13/2000 JPY/USD   (32,608.16 ) 32,608.16   32,608.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   27,704.58   27,704.58   27,704.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/19/2000 USD/HKD   443.08   443.08   443.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/CAD   2,270.27   2,270.27   2,270.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   239.56   239.56   239.56   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   3,114.31   3,114.31   3,114.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   19,109.08   19,109.08   19,109.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/31/2000 USD/HKD   39,375.54   39,375.54   39,375.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   1,548.13   1,548.13   1,548.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   1,166.67   1,166.67   1,166.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/EUR   3,429.81   3,429.81   3,429.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/02/2000 USD/GBP   3,607.50   3,607.50   3,607.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/03/2000 USD/GBP   7,138.04   7,138.04   7,138.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/10/2000 USD/ZAR   18.45   18.45   18.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/11/2000 GBP/USD   (81,675.17 ) 81,675.17   81,675.17   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

11

Broker name unavailable   FX DEAL TRANSACTED ON 08/14/2000 USD/GBP   1.54   1.54   1.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/EUR   2,662.12   2,662.12   2,662.12   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/HKD   1,824.58   1,824.58   1,824.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/GBP   410.40   410.40   410.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   5,338.84   5,338.84   5,338.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 USD/HKD   42,362.40   42,362.40   42,362.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 EUR/USD   (10.00 ) 10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/CHF   266,372.33   266,372.33   266,372.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/EUR   1,821,438.70   1,821,438.70   1,821,438.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/EUR   45,630.84   45,630.84   45,630.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/HKD   53,370.78   53,370.78   53,370.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/28/2000 NOK/USD   (8,669.25 ) 8,669.25   8,669.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/29/2000 USD/SGD   25,179.00   25,179.00   25,179.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/01/2000 USD/CAD   810.81   810.81   810.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 CAD/USD   (9,905.29 ) 9,905.29   9,905.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 USD/SGD   86,701.66   86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/GBP   2,147.30   2,147.30   2,147.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 CAD/USD   (9,725.14 ) 9,725.14   9,725.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/EUR   6,006.88   6,006.88   6,006.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 EUR/USD   (4,688.12 ) 4,688.12   4,688.12   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/EUR   11,392.42   11,392.42   11,392.42   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/GBP   8,144.01   8,144.01   8,144.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   (2,337,540.91 ) 2,337,540.91   2,337,540.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/GBP   12,718.73   12,718.73   12,718.73   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/EUR   2,715,540.00   2,715,540.00   2,715,540.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   (9,194.23 ) 9,194.23   9,194.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   (9,194.23 ) 9,194.23   9,194.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   (7,112.10 ) 7,112.10   7,112.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   (4,741.40 ) 4,741.40   4,741.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/JPY   22,675.53   22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/AUD   3,800.74   3,800.74   3,800.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   (4,698.89 ) 4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   (4,698.89 ) 4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 JPY/USD   (22,675.53 ) 22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   (2,270.30 ) 2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   (2,270.30 ) 2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/CAD   439.50   439.50   439.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/GBP   1,267.68   1,267.68   1,267.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   1,175.13   1,175.13   1,175.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/26/2000 USD/EUR   3,878.11   3,878.11   3,878.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   1,582.40   1,582.40   1,582.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   1,059.52   1,059.52   1,059.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 USD/GBP   6,360.86   6,360.86   6,360.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 AUD/USD   (10.00 ) 10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   41.63   41.63   41.63   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   84.38   84.38   84.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/EUR   1,478.40   1,478.40   1,478.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/GBP   2,332.89   2,332.89   2,332.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/HKD   1,308.58   1,308.58   1,308.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   76.50   76.50   76.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   1,731.68   1,731.68   1,731.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   1,819.17   1,819.17   1,819.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   4,896.00   4,896.00   4,896.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 USD/HKD   1,060.18   1,060.18   1,060.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 SGD/USD   (86,701.66 ) 86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/05/2000 USD/GBP   2,594.91   2,594.91   2,594.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/09/2000 AUD/USD   (265,575.00 ) 265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/10/2000 USD/GBP   3,281.85   3,281.85   3,281.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/AUD   62,541.55   62,541.55   62,541.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/EUR   1,128.32   1,128.32   1,128.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/12/2000 USD/GBP   6,465.02   6,465.02   6,465.02   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/AUD   265,575.00   265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/SGD   26,119.08   26,119.08   26,119.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/GBP   2,635.49   2,635.49   2,635.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/AUD   34,856.38   34,856.38   34,856.38   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

12

Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   (3,005.64 ) 3,005.64   3,005.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   (6,057.14 ) 6,057.14   6,057.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/17/2000 CAD/USD   (204.21 ) 204.21   204.21   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 HKD/USD   (22,264.94 ) 22,264.94   22,264.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 USD/HKD   3,016.90   3,016.90   3,016.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   142.96   142.96   142.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   299.82   299.82   299.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 AUD/USD   (20,800.41 ) 20,800.41   20,800.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 HKD/USD   (22,008.74 ) 22,008.74   22,008.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/CAD   2,541.89   2,541.89   2,541.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/CAD   5,059.47   5,059.47   5,059.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/HKD   1,313.70   1,313.70   1,313.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/GBP   4,003.86   4,003.86   4,003.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/SEK   5,973.29   5,973.29   5,973.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 AUD/USD   (2,570.36 ) 2,570.36   2,570.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 USD/AUD   1,734.90   1,734.90   1,734.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/30/2000 USD/CAD   2,545.46   2,545.46   2,545.46   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   1,143.79   1,143.79   1,143.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   1,383.86   1,383.86   1,383.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/02/2000 USD/GBP   730.08   730.08   730.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 USD/EUR   7,881.76   7,881.76   7,881.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/06/2000 JPY/USD   (26,697.80 ) 26,697.80   26,697.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/08/2000 USD/CAD   6,987.52   6,987.52   6,987.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   686.38   686.38   686.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/20/2000 USD/GBP   2,482.82   2,482.82   2,482.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/28/2000 USD/JPY   338.50   338.50   338.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/10/1999 USD/JPY   930.95   930.95   930.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   218.57   218.57   218.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,487.50   1,487.50   1,487.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,942.86   1,942.86   1,942.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,262.86   1,262.86   1,262.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   307.62   307.62   307.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   481.67   481.67   481.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,505.71   1,505.71   1,505.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,156.00   1,156.00   1,156.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   971.43   971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   202.38   202.38   202.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   850.00   850.00   850.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   534.29   534.29   534.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/GBP   3,934.66   3,934.66   3,934.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/14/1999 USD/JPY   607.14   607.14   607.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/JPY   31.57   31.57   31.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 GBP/USD   (80,700.48 ) 80,700.48   80,700.48   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/GBP   80,599.76   80,599.76   80,599.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/GBP   642,320.00   642,320.00   642,320.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/MYR   20,619.25   20,619.25   20,619.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/CAD   225.00   225.00   225.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/GBP   1,697.76   1,697.76   1,697.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 EUR/USD   (1,690.74 ) 1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 USD/EUR   1,690.74   1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/23/1999 USD/HKD   10,022.11   10,022.11   10,022.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/AUD   76,014.36   76,014.36   76,014.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/GBP   464,705.51   464,705.51   464,705.51   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/JPY   690,963.71   690,963.71   690,963.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   752,398.20   752,398.20   752,398.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   100.00   100.00   100.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/29/1999 USD/HKD   83,741.91   83,741.91   83,741.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/31/1999 USD/CAD   21.38   21.38   21.38   0.00  

 
 
TOTAL FX DEALS WITH BROKER NAME UNAVAILABLE
 
 
 
138,952,146.22
 
138,200,760.12
 
(65,089.64
)

STATE STREET BANK
 
FX DEAL TRANSACTED ON 01/18/2000 AUD/USD
 
550,000.00
 
366,080.00
 
333,244.47
 
(32,835.53
)
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/AUD   (500,000.00 ) 317,090.00   302,949.52   14,140.48  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   (250,000.00 ) 157,500.00   151,474.76   6,025.24  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   (250,000.00 ) 157,500.00   151,474.76   6,025.24  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/AUD   (500,000.00 ) 306,780.00   302,949.52   3,830.48  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

13

STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 AUD/USD   950,000.00   579,177.00   577,504.09   (1,672.91 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/AUD   (950,000.00 ) 578,569.00   575,604.08   2,964.92  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/24/2000 AUD/USD   200,000.00   121,256.00   121,579.81   323.81  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/AUD   (500,000.00 ) 301,590.00   303,949.52   (2,359.52 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   500,000.00   294,035.00   303,949.52   9,914.52  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 AUD/USD   200,000.00   117,048.00   121,579.81   4,531.81  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 AUD/USD   1,050,000.00   632,885.40   577,656.26   (55,229.14 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/AUD   (1,050,000.00 ) 631,890.00   631,890.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/AUD   (300,000.00 ) 178,230.00   165,044.64   13,185.36  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/AUD   (100,000.00 ) 58,386.00   55,014.88   3,371.12  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/AUD   (300,000.00 ) 176,946.00   165,044.64   11,901.36  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/24/2000 AUD/USD   700,000.00   400,393.00   385,104.17   (15,288.83 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/AUD   (1,050,000.00 ) 586,845.00   586,845.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 AUD/USD   1,050,000.00   587,086.50   552,065.28   (35,021.22 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/AUD   (300,000.00 ) 164,283.00   157,732.94   6,550.06  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/06/2000 AUD/USD   500,000.00   265,575.00   262,888.23   (2,686.77 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/09/2000 USD/AUD   (300,000.00 ) 160,563.00   157,732.94   2,830.06  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 AUD/USD   200,000.00   105,684.00   105,155.29   (528.71 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/22/2000 USD/AUD   (200,000.00 ) 105,256.00   105,155.29   100.71  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/GBP   (800,000.00 ) 1,285,056.00   1,270,950.83   14,105.17  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/GBP   (100,000.00 ) 159,275.00   158,868.85   406.15  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   (200,000.00 ) 321,652.00   317,737.71   3,914.29  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   (200,000.00 ) 321,652.00   317,737.71   3,914.29  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/02/2000 GBP/USD   400,000.00   633,088.00   635,475.42   2,387.42  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/GBP   (200,000.00 ) 314,514.00   317,737.71   (3,223.71 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 GBP/USD   1,050,000.00   1,654,380.00   1,590,957.30   (63,422.70 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   (1,050,000.00 ) 1,653,760.50   1,668,122.96   (14,362.46 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/29/2000 USD/GBP   (200,000.00 ) 318,720.00   303,039.49   15,680.51  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/20/2000 USD/GBP   (500,000.00 ) 790,137.50   757,598.72   32,538.78  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 GBP/USD   500,000.00   789,395.00   757,598.72   (31,796.28 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 GBP/USD   200,000.00   311,580.00   303,039.49   (8,540.51 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   (250,000.00 ) 372,867.50   378,799.36   (5,931.86 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 GBP/USD   200,000.00   299,560.00   303,039.49   3,479.49  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   850,000.00   1,279,738.75   1,197,048.22   (82,690.53 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   300,000.00   451,437.00   422,487.61   (28,949.39 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/GBP   (850,000.00 ) 1,277,550.00   1,277,550.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/GBP   (400,000.00 ) 606,080.00   563,316.81   42,763.19  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   (200,000.00 ) 299,046.00   281,658.40   17,387.60  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/GBP   (100,000.00 ) 151,185.00   140,829.20   10,355.80  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 GBP/USD   500,000.00   736,285.00   704,146.01   (32,138.99 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/31/2000 GBP/USD   200,000.00   290,500.00   281,658.40   (8,841.60 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/GBP   (1,150,000.00 ) 1,615,060.00   1,615,060.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 GBP/USD   1,150,000.00   1,617,210.50   1,630,329.68   13,119.18  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/GBP   (400,000.00 ) 564,700.00   567,071.19   (2,371.19 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 GBP/USD   500,000.00   723,625.00   708,838.99   (14,786.01 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 GBP/USD   200,000.00   290,438.00   283,535.60   (6,902.40 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/03/2000 GBP/USD   400,000.00   577,592.00   567,071.19   (10,520.81 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/04/2000 USD/EUR   (500,000.00 ) 496,400.00   485,776.47   10,623.53  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/EUR   (2,000,000.00 ) 1,984,200.00   1,943,105.86   41,094.14  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 EUR/USD   2,000,000.00   1,965,600.00   1,943,105.86   (22,494.14 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   (2,500,000.00 ) 2,474,050.00   2,428,882.33   45,167.67  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   (1,000,000.00 ) 986,800.00   971,552.93   15,247.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   971,552.93   29,407.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   960,799.39   40,160.61  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   971,552.93   29,407.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/EUR   (1,000,000.00 ) 968,800.00   971,552.93   (2,752.93 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 EUR/USD   5,500,000.00   5,369,100.00   5,284,396.62   (84,703.38 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/EUR   (5,500,000.00 ) 5,338,135.00   5,343,541.12   (5,406.12 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/07/2000 USD/EUR   (1,000,000.00 ) 963,700.00   960,799.39   2,900.61  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/EUR   (1,000,000.00 ) 969,600.00   960,799.39   8,800.61  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   (500,000.00 ) 463,625.00   480,399.69   (16,774.69 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   1,000,000.00   925,700.00   960,799.39   35,099.39  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   1,500,000.00   1,378,050.00   1,441,199.08   63,149.08  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/EUR   (1,000,000.00 ) 905,180.00   960,799.39   (55,619.39 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   (1,000,000.00 ) 926,400.00   960,799.39   (34,399.39 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

14

STATE STREET BANK   FX DEAL TRANSACTED ON 06/08/2000 EUR/USD   1,000,000.00   951,760.00   960,799.39   9,039.39  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 EUR/USD   4,000,000.00   3,857,940.00   3,445,602.55   (412,337.45 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/EUR   (4,000,000.00 ) 3,836,400.00   3,836,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/15/2000 EUR/USD   800,000.00   767,240.00   689,120.51   (78,119.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/EUR   (800,000.00 ) 752,800.00   689,120.51   63,679.49  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/EUR   (700,000.00 ) 656,950.00   602,980.45   53,969.55  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/EUR   (600,000.00 ) 560,742.00   516,840.38   43,901.62  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/01/2000 EUR/USD   500,000.00   462,475.00   430,700.32   (31,774.68 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   (500,000.00 ) 457,650.00   430,700.32   26,949.68  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   3,000,000.00   2,715,540.00   2,584,201.91   (131,338.09 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   3,000,000.00   2,715,540.00   2,584,201.91   (131,338.09 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/EUR   (5,700,000.00 ) 4,899,720.00   4,899,720.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 EUR/USD   5,700,000.00   4,920,240.00   4,962,540.38   42,300.38  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   (1,000,000.00 ) 875,370.00   870,621.12   4,748.88  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/EUR   (2,000,000.00 ) 1,772,420.00   1,741,242.24   31,177.76  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 EUR/USD   1,000,000.00   878,350.00   870,621.12   (7,728.88 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   (500,000.00 ) 432,215.00   435,310.56   (3,095.56 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/12/2000 USD/EUR   (1,000,000.00 ) 868,750.00   870,621.12   (1,871.12 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 EUR/USD   2,000,000.00   1,676,800.00   1,741,242.24   64,442.24  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/17/2000 EUR/USD   1,000,000.00   851,460.00   870,621.12   19,161.12  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 USD/EUR   (500,000.00 ) 423,835.00   435,310.56   (11,475.56 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/01/2000 EUR/USD   1,000,000.00   849,970.00   870,621.12   20,651.12  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/10/2000 USD/EUR   (1,000,000.00 ) 866,910.00   870,621.12   (3,711.12 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   (500,000.00 ) 431,820.00   435,310.56   (3,490.56 )
STATE STREET BANK   FX DEAL TRANSACTED ON 01/27/2000 USD/JPY   (50,000,000.00 ) 478,973.08   466,744.46   12,228.62  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/03/2000 USD/JPY   (50,000,000.00 ) 468,252.48   466,744.46   1,508.02  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/JPY   (100,000,000.00 ) 922,364.57   933,488.91   (11,124.34 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/JPY   (100,000,000.00 ) 924,385.28   933,488.91   (9,103.63 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/24/2000 USD/JPY   (50,000,000.00 ) 450,998.97   466,744.46   (15,745.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/25/2000 USD/JPY   (50,000,000.00 ) 450,998.97   466,744.46   (15,745.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/28/2000 USD/JPY   (100,000,000.00 ) 913,500.63   933,488.91   (19,988.28 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/01/2000 USD/JPY   (75,000,000.00 ) 695,216.91   700,116.69   (4,899.78 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/13/2000 USD/JPY   (50,000,000.00 ) 472,920.57   466,744.46   6,176.11  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   (50,000,000.00 ) 475,723.81   466,744.46   8,979.35  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   (50,000,000.00 ) 475,723.81   466,744.46   8,979.35  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   (50,000,000.00 ) 475,723.81   466,744.46   8,979.35  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 JPY/USD   240,000,000.00   2,278,942.57   2,254,579.61   (24,362.96 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/JPY   (240,000,000.00 ) 2,247,506.67   2,240,373.40   7,133.27  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/10/2000 USD/JPY   (50,000,000.00 ) 477,646.16   469,704.09   7,942.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/18/2000 USD/JPY   (50,000,000.00 ) 482,392.67   469,704.09   12,688.58  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/19/2000 USD/JPY   (100,000,000.00 ) 968,358.87   939,408.17   28,950.70  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   100,000,000.00   946,835.20   939,408.17   (7,427.03 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   100,000,000.00   948,073.99   939,408.17   (8,665.82 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/28/2000 JPY/USD   50,000,000.00   469,938.07   469,704.09   (233.98 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/24/2000 USD/JPY   (100,000,000.00 ) 942,640.34   939,408.17   3,232.17  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 JPY/USD   100,000,000.00   925,497.46   939,408.17   13,910.71  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 JPY/USD   215,000,000.00   2,046,605.49   2,004,662.00   (41,943.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/JPY   (100,000,000.00 ) 970,496.89   932,400.93   38,095.96  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/JPY   (20,000,000.00 ) 186,802.41   186,480.19   322.22  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/JPY   (20,000,000.00 ) 186,410.66   186,480.19   (69.53 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/03/2000 USD/JPY   (50,000,000.00 ) 466,157.00   466,200.47   (43.47 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/JPY   (50,000,000.00 ) 458,841.88   466,200.47   (7,358.59 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/29/2000 JPY/USD   200,000,000.00   1,885,191.82   1,864,801.86   (20,389.96 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/JPY   (175,000,000.00 ) 1,637,503.51   1,637,503.51   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   175,000,000.00   1,661,444.98   1,580,570.25   (80,874.73 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/JPY   (100,000,000.00 ) 949,757.81   903,183.00   46,574.81  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/19/2000 JPY/USD   100,000,000.00   930,682.75   903,183.00   (27,499.75 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/JPY   (100,000,000.00 ) 933,889.93   903,183.00   30,706.93  
STATE STREET BANK   FX DEAL TRANSACTED ON 01/18/2000 AUD/USD   (366,080.00 ) 366,080.00   366,080.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 01/27/2000 USD/JPY   478,973.08   478,973.08   478,973.08   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/03/2000 USD/JPY   468,252.48   468,252.48   468,252.48   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/04/2000 USD/EUR   496,400.00   496,400.00   496,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/JPY   922,364.57   922,364.57   922,364.57   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/GBP   1,285,056.00   1,285,056.00   1,285,056.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/EUR   1,984,200.00   1,984,200.00   1,984,200.00   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

15

STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/AUD   317,090.00   317,090.00   317,090.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   157,500.00   157,500.00   157,500.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/JPY   924,385.28   924,385.28   924,385.28   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   157,500.00   157,500.00   157,500.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 EUR/USD   (1,965,600.00 ) 1,965,600.00   1,965,600.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   2,474,050.00   2,474,050.00   2,474,050.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   986,800.00   986,800.00   986,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/GBP   159,275.00   159,275.00   159,275.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/24/2000 USD/JPY   450,998.97   450,998.97   450,998.97   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/25/2000 USD/JPY   450,998.97   450,998.97   450,998.97   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/28/2000 USD/JPY   913,500.63   913,500.63   913,500.63   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/01/2000 USD/JPY   695,216.91   695,216.91   695,216.91   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/02/2000 GBP/USD   (633,088.00 ) 633,088.00   633,088.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/13/2000 USD/JPY   472,920.57   472,920.57   472,920.57   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/EUR   968,800.00   968,800.00   968,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/GBP   314,514.00   314,514.00   314,514.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/AUD   306,780.00   306,780.00   306,780.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 AUD/USD   (579,177.00 ) 579,177.00   579,177.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 EUR/USD   (5,369,100.00 ) 5,369,100.00   5,369,100.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 GBP/USD   (1,654,380.00 ) 1,654,380.00   1,654,380.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 JPY/USD   (2,278,942.57 ) 2,278,942.57   2,278,942.57   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/AUD   578,569.00   578,569.00   578,569.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   1,653,760.50   1,653,760.50   1,653,760.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/EUR   5,338,135.00   5,338,135.00   5,338,135.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/JPY   2,247,506.67   2,247,506.67   2,247,506.67   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/24/2000 AUD/USD   (121,256.00 ) 121,256.00   121,256.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/29/2000 USD/GBP   318,720.00   318,720.00   318,720.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/07/2000 USD/EUR   963,700.00   963,700.00   963,700.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/10/2000 USD/JPY   477,646.16   477,646.16   477,646.16   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/AUD   301,590.00   301,590.00   301,590.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/EUR   969,600.00   969,600.00   969,600.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/18/2000 USD/JPY   482,392.67   482,392.67   482,392.67   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/19/2000 USD/JPY   968,358.87   968,358.87   968,358.87   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/20/2000 USD/GBP   790,137.50   790,137.50   790,137.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   463,625.00   463,625.00   463,625.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   (294,035.00 ) 294,035.00   294,035.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   (925,700.00 ) 925,700.00   925,700.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 GBP/USD   (789,395.00 ) 789,395.00   789,395.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   (946,835.20 ) 946,835.20   946,835.20   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   (1,378,050.00 ) 1,378,050.00   1,378,050.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   (948,073.99 ) 948,073.99   948,073.99   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/28/2000 JPY/USD   (469,938.07 ) 469,938.07   469,938.07   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 AUD/USD   (117,048.00 ) 117,048.00   117,048.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 GBP/USD   (311,580.00 ) 311,580.00   311,580.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/EUR   905,180.00   905,180.00   905,180.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   372,867.50   372,867.50   372,867.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/24/2000 USD/JPY   942,640.34   942,640.34   942,640.34   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   926,400.00   926,400.00   926,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 GBP/USD   (299,560.00 ) 299,560.00   299,560.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 JPY/USD   (925,497.46 ) 925,497.46   925,497.46   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/08/2000 EUR/USD   (951,760.00 ) 951,760.00   951,760.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 AUD/USD   (632,885.40 ) 632,885.40   632,885.40   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 EUR/USD   (3,857,940.00 ) 3,857,940.00   3,857,940.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   (1,279,738.75 ) 1,279,738.75   1,279,738.75   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   (451,437.00 ) 451,437.00   451,437.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 JPY/USD   (2,046,605.49 ) 2,046,605.49   2,046,605.49   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/AUD   631,890.00   631,890.00   631,890.00   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

16

STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/GBP   1,277,550.00   1,277,550.00   1,277,550.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/EUR   3,836,400.00   3,836,400.00   3,836,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/15/2000 EUR/USD   (767,240.00 ) 767,240.00   767,240.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/JPY   970,496.89   970,496.89   970,496.89   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/GBP   606,080.00   606,080.00   606,080.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/AUD   178,230.00   178,230.00   178,230.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/EUR   752,800.00   752,800.00   752,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/JPY   186,802.41   186,802.41   186,802.41   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   299,046.00   299,046.00   299,046.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/EUR   656,950.00   656,950.00   656,950.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/JPY   186,410.66   186,410.66   186,410.66   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/GBP   151,185.00   151,185.00   151,185.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/EUR   560,742.00   560,742.00   560,742.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/AUD   58,386.00   58,386.00   58,386.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/01/2000 EUR/USD   (462,475.00 ) 462,475.00   462,475.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/03/2000 USD/JPY   466,157.00   466,157.00   466,157.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/AUD   176,946.00   176,946.00   176,946.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/JPY   458,841.88   458,841.88   458,841.88   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   457,650.00   457,650.00   457,650.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/24/2000 AUD/USD   (400,393.00 ) 400,393.00   400,393.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 GBP/USD   (736,285.00 ) 736,285.00   736,285.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   (2,715,540.00 ) 2,715,540.00   2,715,540.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   (2,715,540.00 ) 2,715,540.00   2,715,540.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/29/2000 JPY/USD   (1,885,191.82 ) 1,885,191.82   1,885,191.82   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/31/2000 GBP/USD   (290,500.00 ) 290,500.00   290,500.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/GBP   1,615,060.00   1,615,060.00   1,615,060.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/AUD   586,845.00   586,845.00   586,845.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/JPY   1,637,503.51   1,637,503.51   1,637,503.51   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/EUR   4,899,720.00   4,899,720.00   4,899,720.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 AUD/USD   (587,086.50 ) 587,086.50   587,086.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 EUR/USD   (4,920,240.00 ) 4,920,240.00   4,920,240.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 GBP/USD   (1,617,210.50 ) 1,617,210.50   1,617,210.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   (1,661,444.98 ) 1,661,444.98   1,661,444.98   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/GBP   564,700.00   564,700.00   564,700.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/JPY   949,757.81   949,757.81   949,757.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   875,370.00   875,370.00   875,370.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/AUD   164,283.00   164,283.00   164,283.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/EUR   1,772,420.00   1,772,420.00   1,772,420.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 EUR/USD   (878,350.00 ) 878,350.00   878,350.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   432,215.00   432,215.00   432,215.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/06/2000 AUD/USD   (265,575.00 ) 265,575.00   265,575.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/09/2000 USD/AUD   160,563.00   160,563.00   160,563.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/12/2000 USD/EUR   868,750.00   868,750.00   868,750.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 GBP/USD   (723,625.00 ) 723,625.00   723,625.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 EUR/USD   (1,676,800.00 ) 1,676,800.00   1,676,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/17/2000 EUR/USD   (851,460.00 ) 851,460.00   851,460.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/19/2000 JPY/USD   (930,682.75 ) 930,682.75   930,682.75   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 AUD/USD   (105,684.00 ) 105,684.00   105,684.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 GBP/USD   (290,438.00 ) 290,438.00   290,438.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 USD/EUR   423,835.00   423,835.00   423,835.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/01/2000 EUR/USD   (849,970.00 ) 849,970.00   849,970.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/03/2000 GBP/USD   (577,592.00 ) 577,592.00   577,592.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/10/2000 USD/EUR   866,910.00   866,910.00   866,910.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   431,820.00   431,820.00   431,820.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/JPY   933,889.93   933,889.93   933,889.93   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/22/2000 USD/AUD   105,256.00   105,256.00   105,256.00   0.00  
    TOTAL FX DEALS WITH STATE STREET BANK       247,728,499.34   245,856,124.85   (610,774.69 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

17





Identity of party involved
  Description of asset
(include interest rate and maturity in case of a loan)
  Purchase price
  Selling price
  Lease rental
  Expense incurred
  Cost of asset
  Current value of asset on transaction date
  Net gain or (loss)
 
    US TREAS NTS DTD 00870 6.625 DUE 05-31-2000                              
    Total number of purchases = 6                   114,551,484.38       0.00  
    Total number of sales = 7                       114,508,810.57   (42,673.81 )
    Total US TREAS NTS DTD 00870 6.625 DUE 05-31-2000                   114,551,484.38   114,508,810.57   (42,673.81 )

US TREAS INFL INDX INFL I/L 15/7/2002 REG
    Total number of purchases = 15                   68,701,045.39   68,701,045.39   0.00  
    Total number of sales = 10                   61,471,958.78   61,635,006.58   163,047.80  
    Total US TREAS INFL INDX INFL I/L 15/7/2002 REG                   68,701,045.39   61,471,958.78   163,047.80  

Loans to Participants/Other
    Total number of purchases = 253                   101,130,509.52       0.00  
    Total number of sales = 253                       100,886,970.52   0.00  
    Total Loans to Participants                   101,130,509.52   100,886,970.52   0.00  

COLTV SHORT TERM INVT FD
    Total number of purchases = 3017                   1,365,480,070.51       0.00  
`   Total number of sales = 3336                       1,317,644,316.73   0.00  
    TOTAL COLTV SHORT TERM INVT FD                   1,365,480,070.51   1,317,644,316.73   0.00  

MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV
    Total number of purchases = 121                   352,386,933.74       0.00  
    Total number of sales = 146                       432,258,177.40   0.00  
    TOTAL MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV                   352,386,933.74   432,258,177.40   0.00  

MFO SCHWAB FAMILY FD MONEY MKT FD
    Total number of purchases = 265                   106,833,422.29       0.00  
    Total number of sales = 255                       111,051,303.31   0.00  
    TOTAL MFO SCHWAB FAMILY FD MONEY MKT FD                   106,833,422.29   111,051,303.31   0.00  

MFO FRANK RUSSELL UAL STIF
    Total number of purchases = 54                   170,295,258.45       0.00  
    Total number of sales = 45                       175,500,000.00   0.00  
    TOTAL MFO FRANK RUSSELL UAL STIF                   170,295,258.45   175,500,000.00   0.00  

</TEXT>
</DOCUMENT>
</SUBMISSION>

Schedule of Assets Held for Investment Purposes

Identity of issue, borrower,
lessor, or similar party
   Description of investment including maturity date,
rate of interest, collateral, par, or maturity value
   Shares/Par Value
   Cost
   Current value
  
Non-Interest Bearing Cash - USD   Australian dollar   17,310.72   17,205.48   17,310.72  
Non-Interest Bearing Cash - USD   Canadian dollar   826.15   825.46   826.15  
Non-Interest Bearing Cash - USD   Swiss franc   112.91   109.02   112.91  
Non-Interest Bearing Cash - USD   Danish krone   27.09   27.15   27.09  
Non-Interest Bearing Cash - USD   Euro   224,367.68   217,905.35   224,367.68  
Non-Interest Bearing Cash - USD   British pound sterling   (145,339.12 ) (145,021.92 ) (145,339.12 )
Non-Interest Bearing Cash - USD   Hong Kong dollar   (8,505.55 ) (8,505.52 ) (8,505.55 )
Non-Interest Bearing Cash - USD   Indonesian rupiah   0.08   0.10   0.08  
Non-Interest Bearing Cash - USD   Japanese yen   (511,572.53 ) (521,518.98 ) (511,572.53 )
Non-Interest Bearing Cash - USD   Mexican peso   72.52   71.55   72.52  
Non-Interest Bearing Cash - USD   Malaysian ringgit   26.96   26.96   26.96  
Non-Interest Bearing Cash - USD   Norwegian krone   74.76   74.34   74.76  
Non-Interest Bearing Cash - USD   New Zealand dollar   73.45   72.89   73.45  
Non-Interest Bearing Cash - USD   Swedish krona   54.22   53.81   54.22  
Non-Interest Bearing Cash - USD   Singapore dollar   362.75   364.92   362.75  
Non-Interest Bearing Cash - USD   United States dollar   491,908.71   491,908.71   491,908.71  
Receivables - Other - USD   Pending foreign exchange purchases: Australian dollar   0.00   1,617,370.64   1,566,555.88  
Receivables - Other - USD   Pending trade sales: Australian dollar   0.00   47,458.47   47,558.22  
Receivables - Other - USD   Pending trade sales: Brazilian real   0.00   12,877.58   12,831.96  
Receivables - Other - USD   Pending foreign exchange purchases: Canadian dollar   0.00   16,903.04   16,925.75  
Receivables - Other - USD   Pending trade sales: Canadian dollar   0.00   45,414.39   45,353.31  
Receivables - Other - USD   Pending foreign exchange purchases: Euro   0.00   16,112,726.45   16,162,853.37  
Receivables - Other - USD   Pending trade sales: Euro   0.00   261,988.46   267,130.41  
Receivables - Other - USD   Pending foreign exchange purchases: British pound sterling   0.00   4,279,983.51   4,262,845.24  
Receivables - Other - USD   Pending trade sales: British pound sterling   0.00   114,697.76   114,990.76  
Receivables - Other - USD   Pending foreign exchange purchases: Hong Kong dollar   0.00   22,756.43   22,756.29  
Receivables - Other - USD   Pending trade sales: Hong Kong dollar   0.00   21,993.44   21,994.00  
Receivables - Other - USD   Pending foreign exchange purchases: Japanese yen   0.00   2,636,114.53   2,527,645.22  
Receivables - Other - USD   Pending trade sales: Japanese yen   0.00   91,537.69   91,576.55  
Receivables - Other - USD   Pending trade sales: Singapore dollar   0.00   18,439.91   18,455.68  
Receivables - Other - USD   Pending foreign exchange purchases: United States dollar   0.00   9,103,441.15   9,103,441.15  
Receivables - Other - USD   Pending trade sales: United States dollar   0.00   15,192,359.50   15,192,359.50  
Interest Bearing Cash - USD   Australian dollar   126,706.06   125,849.40   126,706.06  
Interest Bearing Cash - USD   Canadian dollar   37,738.30   38,342.80   37,738.30  
Interest Bearing Cash - USD   Swiss franc   24,196.34   23,576.13   24,196.34  
Interest Bearing Cash - USD   Danish krone   30,233.70   30,586.39   30,233.70  
Interest Bearing Cash - USD   Euro   419,579.20   410,059.05   419,579.20  
Interest Bearing Cash - USD   British pound sterling   115,530.74   115,310.95   115,530.74  
Interest Bearing Cash - USD   Hong Kong dollar   54,104.30   54,108.24   54,104.30  
Interest Bearing Cash - USD   Japanese yen   168,783.57   170,881.28   168,783.57  
Interest Bearing Cash - USD   Norwegian krone   34,834.94   35,169.62   34,834.94  
Interest Bearing Cash - USD   New Zealand dollar   36,913.54   39,931.18   36,913.54  
Interest Bearing Cash - USD   Swedish krona   10,768.77   10,794.76   10,768.77  
Interest Bearing Cash - USD   Singapore dollar   245,153.93   247,001.29   245,153.93  
Interest Bearing Cash - USD   United States dollar   27,738,926.54   27,738,926.54   27,738,926.54  
U.S. Government Securities   ANRC AUTO OWNER TR 1999-A NT CL A-2 6.53999 DUE 11-15-2002 BEO   65,212.56   65,211.35   65,218.43  
U.S. Government Securities   BEAR STEARNS MTG SECS INC PASSTHRU CTF SER 1993-8 CL A-5 6.35 DUE 08-25-202 4   243,910.14   242,549.49   242,690.59  
U.S. Government Securities   CHASE COML MTG SECS CORP 1996-1 CL A-1 MTG 7.6 PASSTHRU CTF DUE 12-18-2005 REG   495,883.31   528,893.46   507,460.20  
U.S. Government Securities   CHEM MTG SECS INC SER 1996-1 CL A-8 7.25 MO BD 1-25-26 BEO   946,062.90   961,140.79   936,299.53  
U.S. Government Securities   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   903,750.00  
U.S. Government Securities   CMO CMC SECS CORP III COLL MTG OBLIG 1994-B CL B-A5 6 DUE 02-25-2009 BEO   1,379,662.74   1,355,949.78   1,364,996.93  
U.S. Government Securities   CMO COLLATERALIZED MTG SECS CORP 1992-3 CL 3-I 8.00 BD 3-20-2001 BEO001 BEO   111,802.95   115,576.30   111,523.44  
U.S. Government Securities   CMO CONSECO FIN SECURITIZATIONS CORP 2000-D HOME EQTY LN A-5 8.41 12-15-25   800,000.00   800,000.00   815,000.00  
U.S. Government Securities   CMO CWMBS INC PASS THRU CTFS SER 98-4 IIA1 6.75 DUE 06-25-2028 BEO   923,124.80   930,336.70   912,179.31  
U.S. Government Securities   CMO MELLON RESDNTL FDG CORP 99-TBC2 MTG PASSTHRU CTF CL A-1 6.46 7-25-29 BEO   371,002.25   371,002.25   366,441.89  

18

U.S. Government Securities   CMO NORWEST AST SECS CORP 1998-23 PASS THRU CTF CL A-13 6.75 DUE 10-25-2028   771.30   783.47   743.34  
U.S. Government Securities   CMO RESDNTL FDG MTG SECS I INC PASS THRUCTF S-94-S3 CL A-1 VAR RT 02-25-24 BEO   951,330.41   950,735.83   945,574.86  
U.S. Government Securities   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   150,819.90  
U.S. Government Securities   DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020   411,469.54   415,712.81   422,414.63  
U.S. Government Securities   FED HOME LN BNK CONS 9.50 BD DUE 2-25-04REG   40,000.00   48,875.00   44,024.80  
U.S. Government Securities   FFCB MTN 5.73 06-30-2003   170,000.00   170,425.00   168,220.10  
U.S. Government Securities   FHA 1 HUNDRED 20 9 7.43% BDS P7-01 01.08.2023   555,255.58   594,991.05   552,479.30  
U.S. Government Securities   FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021   1,174,501.73   1,200,117.61   1,172,187.96  
U.S. Government Securities   FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023   1,383,411.26   1,490,021.11   1,377,575.06  
U.S. Government Securities   FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG   526,482.57   541,634.76   526,893.91  
U.S. Government Securities   FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG   3,434,015.56   3,488,168.39   3,400,229.31  
U.S. Government Securities   FHA PROJ #075-35261-PM SLEEPY HOLLOW APTS 7.73 PARTN CTF DUE 05-01-2021   1,668,802.59   1,729,296.44   1,661,762.41  
U.S. Government Securities   FHA USGI PROJ LN #2063P6 7.44 BD DUE 08-01-2022   1,762,264.48   1,771,075.80   1,780,365.05  
U.S. Government Securities   FHLB 5.760 08-04-2003   225,000.00   226,001.95   223,418.25  
U.S. Government Securities   FHLB 6 08-15-2002   275,000.00   273,311.23   273,924.75  
U.S. Government Securities   FHLB 7.31 06-16-2004   85,000.00   89,356.25   88,386.40  
U.S. Government Securities   FHLB BD 5.805 08-17-2005   100,000.00   101,156.25   98,062.00  
U.S. Government Securities   FHLB VAR RT BD DUE 08-19-2004   100,000.00   109,249.00   104,281.00  
U.S. Government Securities   FHLMC 10.25% SER J CL 4 31.12.14   2,235,572.01   2,447,951.34   2,454,233.31  
U.S. Government Securities   FHLMC 6.5% TBA POOL 30YR DECEMBER   900,000.00   865,125.00   874,971.00  
U.S. Government Securities   FHLMC 6.81 DEB DUE 4-1-04 BEO   75,000.00   78,345.70   76,687.50  
U.S. Government Securities   FHLMC 6.875% NT 15.09.2010   90,000.00   89,905.50   92,868.30  
U.S. Government Securities   FHLMC 7.750 DEB DUE 11-7-2001 REG   210,000.00   215,484.38   212,887.50  
U.S. Government Securities   FHLMC 8% PL#C01080 01.10.2030   399,472.12   403,466.84   407,585.40  
U.S. Government Securities   FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG   1,050,339.73   1,116,642.43   1,099,894.76  
U.S. Government Securities   FHLMC GROUP #B0-0083 8.5 MTG PARTN CTF DUE 11-01-2002 REG   316,212.86   331,232.96   317,303.79  
U.S. Government Securities   FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG   200,387.70   205,929.68   201,079.04  
U.S. Government Securities   FHLMC MULTICLASS SER 1475 CL H 6.75 MTG PARTN CTF DUE 04-15-2006 REG   134,495.32   135,588.10   134,242.47  
U.S. Government Securities   FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG   309,358.80   49,110.71   19,430.83  
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   187,326.70  
U.S. Government Securities   FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG   745,176.50   110,961.45   48,075.06  
U.S. Government Securities   FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018   63,996.62   67,017.59   67,636.11  
U.S. Government Securities   FHLMC MULTICLASS SER 1971 CL E 7.5 MTG PARTN CTF DUE 01-20-2024 REG   192,653.50   195,934.63   193,375.95  
U.S. Government Securities   FHLMC MULTICLASS SER E3 CL A 6.504 MTG PARTN CTF DUE 08-15-2032 REG   554,011.14   554,617.02   539,579.70  
U.S. Government Securities   FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG   47,695.30   52,375.39   52,359.90  
U.S. Government Securities   FHLMC TBA GOLD POOL #9999999 8 12-01-2029   1,900,000.00   1,922,562.50   1,938,589.00  
U.S. Government Securities   FHLMC-GNMA REMIC TR SER 30 CL E 6.6 GTD MTG PASS THRU CTF DUE 07-25-2018 REG   484,422.60   490,395.13   482,150.66  
U.S. Government Securities   FNMA 5.5% TBA POOL 15YR DECEMBER   200,000.00   188,812.50   190,688.00  
U.S. Government Securities   FNMA 6% PL#99999 TBA 15.11.2029   720,000.00   670,581.15   679,050.00  
U.S. Government Securities   FNMA 6% PL#9999999 01.12.2014   550,000.00   530,062.50   535,392.00  
U.S. Government Securities   FNMA 6.00% PL#99999 TBA 01.12.23   5,900,000.00   5,534,893.59   5,603,171.00  
U.S. Government Securities   FNMA 6.16 MTN DUE 03-29-2001 REG   325,000.00   326,007.50   324,493.00  
U.S. Government Securities   FNMA 6.23 MTN DUE 03-01-2002 BEO   90,000.00   91,926.56   90,027.90  
U.S. Government Securities   FNMA 6.5% PL#447135 01.11.2029   797,419.09   763,030.39   774,740.49  
U.S. Government Securities   FNMA 6.5% TBA POOL 30YR DECEMBER   700,000.00   677,140.63   680,092.00  
U.S. Government Securities   FNMA 6.69 MTN DUE 08-07-2001 REG   275,000.00   283,316.00   274,397.75  
U.S. Government Securities   FNMA 7% TBA POOL 30YR DECEMBER   1,800,000.00   1,762,312.50   1,782,000.00  
U.S. Government Securities   FNMA 7.05 BD DUE 11-12-2002 REG   475,000.00   509,140.62   482,642.75  
U.S. Government Securities   FNMA 7.55 BD DUE 4-22-02 REG   720,000.00   756,320.31   732,715.20  
U.S. Government Securities   FNMA 8% TBA PL#999999 15.12.2029   7,300,000.00   7,383,593.75   7,441,474.00  

19

U.S. Government Securities   FNMA 8.0% PL# 99999 TBA 01.12.29   900,000.00   912,656.25   914,765.63  
U.S. Government Securities   FNMA 8.0% PL#538927 01.06.2015   599,999.07   610,686.55   614,999.05  
U.S. Government Securities   FNMA 8.00% PL#535460 01.09.2015   299,970.45   305,313.67   307,469.71  
U.S. Government Securities   FNMA DEB 8.25 12-18-2000   605,000.00   682,843.76   605,375.10  
U.S. Government Securities   FNMA DISC NT 02-08-2001   500,000.00   491,873.19   493,830.00  
U.S. Government Securities   FNMA MTN 5.89 11-06-2002   165,000.00   166,521.09   164,201.40  
U.S. Government Securities   FNMA POOL #066414 ADJ RT DUE 09-01-2028 REG   1,625,038.40   1,653,646.28   1,634,431.12  
U.S. Government Securities   FNMA POOL #080323 8.875 DUE 06-01-2007 REG   56,699.63   59,322.00   57,627.86  
U.S. Government Securities   FNMA POOL #300309 6.5 DUE 12-01-2024 REG   543,325.87   543,371.43   535,855.14  
U.S. Government Securities   FNMA POOL #313968 ADJ RT DUE 12-01-2027 REG   1,670,658.33   1,703,549.40   1,668,052.10  
U.S. Government Securities   FNMA POOL #420656 8 DUE 07-01-2017 REG   553,046.98   569,292.74   569,460.31  
U.S. Government Securities   FNMA POOL #443624 ADJ RT DUE 05-01-2023 REG   668,303.35   680,103.08   680,419.69  
U.S. Government Securities   FNMA POOL #497582 6.5 DUE 06-01-2029 REG   738,956.81   707,089.30   717,940.88  
U.S. Government Securities   FNMA POOL #516051 9.5 DUE 01-01-2021 REG   818,302.94   860,240.97   866,885.59  
U.S. Government Securities   FNMA PREASSIGN 00700 5.31 05-18-2001   95,000.00   93,330.85   94,599.10  
U.S. Government Securities   FNMA REMIC TR 1992-142 KB 1197.96765 08-25-2007   2,830.30   56,889.01   69,260.71  
U.S. Government Securities   FNMA REMIC TR SER 1992-103 CL JC 5.0 GTDMTG PASS THRU CTF DUE 11-25-2020 REG   125,065.12   118,180.02   124,009.57  
U.S. Government Securities   FNMA REMIC TR SER 1993-162 CL C 3.0 GTD MTG PASS THRU CTF DUE 08-25-2023 REG   127,995.67   119,515.96   125,995.10  
U.S. Government Securities   FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG   656,808.90   656,090.52   673,636.34  
U.S. Government Securities   FNMA REMIC TR SER 221 CL A 6.0 GTD MTG PASS THRU CTF DUE 11-25-2006 REG   20,808.54   20,795.54   20,697.84  
U.S. Government Securities   FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG   891,079.60   886,624.22   876,920.04  
U.S. Government Securities   FNMA TBA POOL #9999999 7 DUE 12-01-2 REG   300,000.00   298,781.25   300,375.00  
U.S. Government Securities   FNMA TBA POOL #9999999 7.5 DUE 12-01-2014 REG   300,000.00   302,718.75   304,125.00  
U.S. Government Securities   GMAC COML MTG SEC INC SER 1998-C1 CL A2 6.7 CTF DUE 03-15-2008 BEO   80,000.00   75,126.17   78,932.96  
U.S. Government Securities   GMAC COMM MTG SECS 6.869% BDS 15/7/29 USD1000   30,000.00   28,543.36   30,055.98  
U.S. Government Securities   GNMA 6.0% PL# 999999 15.12.2029   1,400,000.00   1,319,937.50   1,335,250.00  
U.S. Government Securities   GNMA 6.5% PL#9999999 15.12.2030   3,070,000.00   2,965,428.13   2,995,184.10  
U.S. Government Securities   GNMA 7% TBA POOL 30YR DECEMBER   600,000.00   591,750.00   596,436.00  
U.S. Government Securities   GNMA 7.5% TBA POOL 30YR DECEMBER   7,500,000.00   7,529,687.50   7,577,325.00  
U.S. Government Securities   GNMA GPM POOL #090947 11 DUE 01-15-2010 REG   37,178.50   40,745.35   40,410.80  
U.S. Government Securities   GNMA GPM POOL #092213 11 DUE 07-15-2010 REG   22,668.09   24,842.77   24,638.85  
U.S. Government Securities   GNMA GPM POOL #092923 11 DUE 09-15-2010 REG   25,364.82   27,798.28   27,570.04  
U.S. Government Securities   GNMA GPM POOL #098572 11 DUE 06-15-2013 REG   104,594.04   114,628.55   115,118.29  
U.S. Government Securities   GNMA GPM POOL #099519 10.5 DUE 08-15-2013 REG   37,264.18   40,478.22   39,898.76  
U.S. Government Securities   GNMA II ARM TBA POOL #9999999 6.5 DUE 12-01-2030 REG   9,000,000.00   8,978,580.00   8,983,125.00  
U.S. Government Securities   GNMA POOL #459066 SER 2028 7.5 DUE 06-15-2028 REG   470,756.85   468,292.72   476,052.86  
U.S. Government Securities   GNMA POOL #471901 SER 2028 7 DUE 05-15-2028 REG   191,899.48   186,982.05   190,759.60  
U.S. Government Securities   GNMA POOL #486470 SER 2028 6.5 DUE 08-15-2028 REG   191,539.93   182,815.88   186,870.19  
U.S. Government Securities   GNMA POOL #486516 SER 2028 6.5 DUE 09-15-2028 REG   177,127.36   168,997.48   172,808.99  
U.S. Government Securities   GNMA POOL #781001 SER 2029 7.5 DUE 03-15-2029 REG   301,909.53   300,352.82   305,115.81  
U.S. Government Securities   GNMA TBA POOL #9999999 SER 2029 7 DUE 01-15-2029 REG   6,400,000.00   6,344,000.00   6,360,000.00  
U.S. Government Securities   GNMA TBA POOL #9999999 SER 2029 8.5 DUE 12-01-2029 REG   1,100,000.00   1,130,250.00   1,131,966.00  
U.S. Government Securities   GNMA, POOL # 423415 SERIES 2025 7.5% DUE 12-15-2025   15,373.97   15,815.98   15,556.46  
U.S. Government Securities   GNMA, POOL # 90741 SERIES 2010 11.0% DUE 01-15-2010   9,792.36   10,731.85   10,643.71  
U.S. Government Securities   GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010   60,258.14   66,039.14   65,496.98  
U.S. Government Securities   GNMAII POOL #008540 SER 2024 ADJ RT 11-20-2024   114,116.00   113,830.71   114,901.12  
U.S. Government Securities   GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG   972,196.32   981,270.16   978,885.03  
U.S. Government Securities   GNMAII POOL #008580 ADJ RT 01-20-2025   55,024.97   55,747.19   55,300.09  
U.S. Government Securities   GNMAII POOL #008597 ADJ RT 02-20-2025   204,366.13   207,942.53   205,484.01  
U.S. Government Securities   GNMAII POOL #008608 SER 2025 ADJ RT 03-20-2025   427,286.66   435,373.09   429,423.09  
U.S. Government Securities   GNMAII POOL #008682 6.75 DUE 08-20-2025 REG   389,761.57   385,285.13   392,197.58  
U.S. Government Securities   GNMAII POOL #008685 6.75 DUE 08-20-2025 REG   90,459.37   93,248.40   91,024.74  
U.S. Government Securities   GNMAII POOL #008781 ADJ RT 01-20-2026   150,072.54   148,714.19   150,798.89  
U.S. Government Securities   GNMAII POOL #008945 ADJ RT 08-20-2026   290,355.66   283,006.02   292,033.92  
U.S. Government Securities   GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO   376,535.90   375,888.73   375,003.40  
U.S. Government Securities   I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028   801,830.84   139,597.02   160,366.17  
U.S. Government Securities   I/O CMO GMAC COML MTG SEC INC SER 1999-CTL1 CL X 07-15-2009   17,800,000.00   552,227.20   500,714.00  

20

U.S. Government Securities   I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12   300,064.20   37,508.03   39,101.37  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007   3,373.85   48,920.82   54,263.62  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008   1,134,543.90   124,664.75   125,151.54  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008   418,446.90   70,024.48   61,850.64  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020   376,751.10   35,850.25   23,309.59  
U.S. Government Securities   I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007   3,353.20   60,692.93   70,102.88  
U.S. Government Securities   I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008   1,445,348.29   107,640.77   97,981.61  
U.S. Government Securities   I/O FNMA REMIC TR SER 1993-147 CL K 7.0 GTD MTG PASS THRU CTF DUE 06-25-2020 REG   883,306.70   126,719.39   51,894.27  
U.S. Government Securities   I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG   912,400.00   132,012.88   72,417.19  
U.S. Government Securities   IMC HOME EQTY LN TR SER 1998-1 6.41 ABS CTF DUE 04-20-2018 BEO   1,327,853.00   1,333,454.88   1,314,149.56  
U.S. Government Securities   M.LYNCH MTG INVS INC SER 1996-C1 CL A-1 7.15 MTG PASSTHRU CTF DUE 04-25-2028 BEO   561,280.62   573,646.34   560,657.60  
U.S. Government Securities   M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO   802,897.26   802,114.76   793,200.67  
U.S. Government Securities   MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO   359,500.40   361,297.90   358,003.80  
U.S. Government Securities   MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO   774,330.75   758,450.91   766,238.22  
U.S. Government Securities   NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO   1,355,994.66   1,419,768.79   1,374,872.82  
U.S. Government Securities   PP&L TRANSITION BD LLC SER 1999-1 BD VARRATE CL A-1 6.08 DUE 03-25-2003 BEO   393,506.84   393,478.07   392,889.03  
U.S. Government Securities   PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO   279,930.85   279,930.85   279,668.58  
U.S. Government Securities   PVTPL CMO SALOMON BROS MTG SECS VII INC COML MTG 2000-FL1 144A VAR RT 5-1-13 BEO   179,474.76   179,502.80   179,530.40  
U.S. Government Securities   PVTPL CMO SASCO FLOATING RATE COML MTG TR 144A VAR RT DUE 10-21-2002 BEO   84,975.12   84,991.72   85,072.84  
U.S. Government Securities   PVTPL KOREA AST FDG 2000-1 LTD SECD NTFLTG RATE 144A VAR RT 02-10-2009 BEO   200,000.00   200,000.00   206,312.50  
U.S. Government Securities   RESDNTL FDG MTG SECS I INC SER 1993-S40 CL A5 6.2 MTG PASS THRU CTF 11-25-23 BEO   84,115.75   83,590.02   83,590.03  
U.S. Government Securities   RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO   948,334.42   957,817.78   931,435.10  
U.S. Government Securities   RESDNTL FDG MTG SECS I INC SER 97-S9 CL A20 7.5 MTG PASS THRU CTFS 7-25-27 BEO   635,000.00   646,509.38   640,353.05  
U.S. Government Securities   SECURITIZED AST SALES INC SER 1995-B CL A4 INC 7.41 MTG BKD CTF DUE 9-25-24 BEO   1,000,000.00   1,013,125.00   1,006,560.00  
U.S. Government Securities   SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004   862,646.50   863,050.85   863,129.58  
U.S. Government Securities   TREAS INVT GROWTH RCPTS 11-15-2001 REG   1,063,000.00   137,203.54   1,004,141.69  
U.S. Government Securities   U.S TREAS 5.875 NT DUE 11-15-2005   16,000.00   16,860.07   16,270.08  
U.S. Government Securities   U.S TREAS SEC STRIPPED INT PMT GENERIC TINT PMT DUE 2-15-2019 B/E   215,000.00   69,085.16   75,385.45  
U.S. Government Securities   U.S. TREAS BDS 5.25 DUE 11-15-2028 REG   97,000.00   99,325.35   90,998.61  
U.S. Government Securities   U.S. TREAS SEC STRIPPED INT PMT GENERIC TINT PMT DUE 11-15-18 REG   455,000.00   131,805.41   161,993.65  
U.S. Government Securities   U.S. TREAS SEC STRIPPED INT PMT GENERIC TINT PMT REPST INT PMT ON 2-15-2003   222,000.00   125,634.71   196,867.38  
U.S. Government Securities   U.S. TREAS SEC STRIPPED INT PYMT GENERICTINT PYMT DUE 11-15-03 REG   1,240,000.00   714,145.82   1,056,876.80  
U.S. Government Securities   U.S. TREAS SEC STRIPPED NT PMT GENERIC TINT PYMT DUE 2-15-2007 REG   170,000.00   102,641.46   121,138.60  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC PMT DUE 8-15-15 BEO   180,000.00   56,329.56   77,752.80  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 11-15-10 REG   397,000.00   190,447.32   228,858.59  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 2-15-11 BEO   205,000.00   100,551.82   116,259.60  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 5-15-11 REG   110,000.00   42,203.70   61,493.30  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 5-15-13 REG   280,000.00   103,565.74   138,616.80  

21

U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 8-15-10 REG   1,010,000.00   487,166.51   590,324.80  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT IMPT GENTINT PMT DUE 11-15-12 REG   305,000.00   113,457.24   155,675.05  
U.S. Government Securities   U.S.A TREAS SEC STRIPPED INT PMT GENERTIC TINT PMT DUE 5-15-2018 REG   185,000.00   54,770.99   67,673.00  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 11-15-2001 B/E   345,000.00   291,363.30   326,742.60  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 11-15-2005 B/E   2,210,000.00   1,176,564.69   1,692,197.00  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 11-15-2008 B/E   1,670,000.00   925,328.06   1,082,443.90  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 8-15-2001 B/E   410,000.00   199,557.59   393,202.30  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 8-15-2002 B/E   1,025,000.00   731,766.97   932,104.25  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT DUE 11-15-2004 REG   2,020,000.00   1,369,807.71   1,633,594.20  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT DUE 11-15-2014 REG   1,740,000.00   501,343.06   787,715.40  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT DUE 5-15-02 B/E   290,000.00   266,631.80   267,368.40  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PYMT GENERIC TINT PYMT DUE 11-15-16 REG   1,050,000.00   339,745.92   421,365.00  
U.S. Government Securities   US T BOND 6.25% (WI) BDS 15/05/2030   880,000.00   946,756.67   962,640.80  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 08-15-2021REG   5,645,000.00   1,184,829.05   1,712,297.85  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 11-15-2016REG   100,000.00   24,578.20   39,969.00  
U.S. Government Securities   US TREAS BDS 6.125 DUE 08-15-2029 REG   40,000.00   40,625.00   42,624.80  
U.S. Government Securities   US TREAS BDS BD 5.25 DUE 02-15-2029 REG   10,000.00   9,191.19   9,400.00  
U.S. Government Securities   US TREAS BDS DTD 08/15/1993 6.25 DUE 08-15-2023 REG   10,000.00   8,920.88   10,603.10  
U.S. Government Securities   US TREAS BILLS 02-01-2001   55,000.00   51,828.86   51,828.86  
U.S. Government Securities   US TREAS BILLS 12-07-2000   970,000.00   957,717.84   969,020.30  
U.S. Government Securities   US TREAS BILLS 12-21-2000   8,000,000.00   7,810,755.00   7,972,239.58  
U.S. Government Securities   US TREAS CPN / BOOK ENTRY SAFEKEEPING 05-15-2005 REG   1,080,625.00   205,221.49   836,857.61  
U.S. Government Securities   US TREAS DET CPN EXCL 14.25 DUE 02-15-2002 REG   1,000,000.00   147,670.00   1,000,000.00  
U.S. Government Securities   US TREAS NT 4.75 DUE 02-15-2004 REG   16,000.00   15,855.74   15,624.96  
U.S. Government Securities   US TREAS NT SER A-2003 6.25 2-15-2003 REG   16,000.00   16,719.73   16,204.96  
U.S. Government Securities   US TREAS NT STRIPPED PRIN PMT 05-15-2002REG   190,000.00   167,074.60   174,876.00  
U.S. Government Securities   US TREAS NT STRIPPED PRIN PMT 11-15-2001REG   1,175,000.00   1,055,330.63   1,109,670.00  
U.S. Government Securities   US TREAS NTS 6.25 DUE 02-28-2002 REG   16,000.00   16,578.73   16,064.96  
U.S. Government Securities   US TREAS NTS 6.25 DUE 06-30-2002 REG   145,000.00   148,307.81   145,996.15  
U.S. Government Securities   US TREAS NTS 7.875 DUE 08-15-2001 REG   95,000.00   106,444.33   96,098.20  
U.S. Government Securities   US TREAS NTS 8 DUE 05-15-2001 REG   35,000.00   38,229.08   35,278.95  
U.S. Government Securities   US TREAS NTS DTD 00844 5 DUE 02-28-2001 REG   16,000.00   16,075.89   15,944.96  
U.S. Government Securities   US TREAS NTS DTD 00858 5.875 DUE 11-15-2004 BEO   70,000.00   69,611.72   70,842.10  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2001REG   85,000.00   42,727.85   83,968.95  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2002REG   170,000.00   91,745.65   159,199.90  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2004REG   180,000.00   65,460.38   151,327.80  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2005REG   1,350,000.00   582,815.14   1,075,612.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2006REG   70,000.00   49,207.90   52,799.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2008REG   15,000.00   5,816.35   10,106.55  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2010REG   765,000.00   391,105.53   460,285.20  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2012REG   185,000.00   55,635.23   98,760.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2014REG   125,000.00   51,496.25   59,162.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2018REG   115,000.00   34,363.78   42,711.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2025REG   733,000.00   166,994.41   183,250.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2001REG   250,000.00   107,003.96   243,322.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2004REG   456,000.00   226,205.63   378,297.30  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2005REG   642,000.00   316,316.24   504,427.56  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2007REG   405,000.00   229,738.30   284,615.65  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2008REG   375,000.00   176,532.63   249,219.15  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2009REG   515,000.00   218,649.87   323,368.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2010REG   2,435,000.00   1,279,787.95   1,443,735.85  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2012REG   150,000.00   50,500.50   78,834.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2015REG   160,000.00   36,672.75   70,209.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2016REG   135,000.00   41,789.34   55,748.25  

22

U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2020REG   14,535,000.00   4,537,463.25   4,747,276.35  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2003REG   2,090,000.00   1,409,144.05   1,805,028.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2005REG   1,312,000.00   590,142.31   1,017,718.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2006REG   564,000.00   350,991.60   414,049.32  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2007REG   523,000.00   257,485.99   362,642.97  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2008REG   335,000.00   157,392.83   219,612.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2009REG   515,000.00   243,540.22   319,207.30  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2012REG   220,000.00   68,198.31   113,942.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2013REG   140,000.00   41,527.37   68,250.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2020REG   20,000.00   5,812.78   6,438.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2002REG   650,000.00   315,976.83   583,888.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2006REG   245,000.00   132,129.58   177,245.25  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2007REG   102,000.00   39,785.97   69,793.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2009REG   1,170,000.00   565,213.80   715,946.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2011REG   625,000.00   305,816.27   340,900.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2013REG   300,000.00   83,055.43   144,111.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2015REG   485,000.00   178,006.78   206,391.75  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2017REG   370,000.00   126,908.66   139,760.10  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2019REG   1,740,000.00   505,110.09   584,866.20  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT GNRC INT 5-15-03 RPSTG INT PMT 11.625 11/15/04   470,000.00   353,746.98   411,320.50  
U.S. Government Securities   US TREAS STRIPPED PRIN PMT NT DUE 8-15-2003   95,000.00   77,786.95   81,895.70  
U.S. Government Securities   USA T-BILLS 0% 21/12/2000   1,700,000.00   1,651,036.46   1,693,879.59  
U.S. Government Securities   USA TREAS SEC STRIPPED INT PMT DUE 5-15-2006 GENERIC TINT PMT   23,000.00   15,798.93   17,113.38  
U.S. Government Securities   USA TREAS SEC STRIPPED INT PMT GENERIC TINT PMT DUE 2-15-17 REG   240,000.00   81,799.65   94,641.60  
U.S. Government Securities   USA TREAS STRIPPED SECS INT GENERIC TINTPMT DUE 2-15-13 BEO   149,000.00   41,178.40   74,853.13  
U.S. Government Securities   USA TREASURY BOND STRIP PRIN PMT 15.11.2027   110,000.00   21,858.10   24,020.70  
U.S. Government Securities   USA TREASURY STRIP STRIP PRIN PMT 15/2/19 USD   1,360,000.00   437,756.80   476,856.80  
U.S. Government Securities   USA TREASURY STRIP STRIP PRIN PMT 15/8/20 USD   200,000.00   51,684.00   64,390.00  
Corporate Debt Instruments - Preferred   CIT GROUP INC 7.125 SNR NTS 15.10.2004   370,000.00   369,955.60   366,416.99  
Corporate Debt Instruments - Preferred   MEDALLION TR MTG FLT RT 2000-2G A1 18.12.31   900,000.00   900,000.00   900,000.00  
Corporate Debt Instruments - Preferred   & T UNVL CARD MASTER TR SER 1996-3 CL A VAR RT ABS DUE 09-17-2003 BEO   1,000,000.00   999,296.88   1,000,310.00  
Corporate Debt Instruments - Preferred   1ST CHGO MASTER TR FLTG RATE ABS DUE 04-15-2003 BEO   1,000,000.00   999,648.44   1,000,310.00  
Corporate Debt Instruments - Preferred   ABBEY NATL CAP 8.963%-FRN PERP USD1000   190,000.00   190,000.00   192,371.20  
Corporate Debt Instruments - Preferred   AMERICREDIT AUTOMOBILE RECEIVABLES TR 2000-C AST BKD NT CL A-2 6.97 1-12-04   800,000.00   799,955.12   802,900.80  
Corporate Debt Instruments - Preferred   AMERICREDIT AUTOMOBILE RECEIVABLES TR SER 1999-D 6.41 DUE 02-12-2002 BEO   415,852.89   415,851.81   415,740.61  
Corporate Debt Instruments - Preferred   ANHEUSER BUSCH COS INC NT 7.5 DUE 03-15-2012 BEO   590,000.00   586,306.60   615,830.20  
Corporate Debt Instruments - Preferred   ARCADIA AUTOMOBILE RECEIVABLES TR 1999-BBKD NT CL A-2 5.715 07-15-2002 BEO   238,815.73   238,813.99   238,603.18  
Corporate Debt Instruments - Preferred   ARCHER DANIEL MIDLAND CO 7.5 BD DUE 03-15-2027   515,000.00   477,641.90   491,196.70  
Corporate Debt Instruments - Preferred   ASSOC AUTOMOBILE RECEIVABLES TR 2000-2 CL A-2 6.79 DUE 06-15-2003 BEO   800,000.00   799,979.95   800,500.00  
Corporate Debt Instruments - Preferred   AUBURN HILLS TRUST 12.% DEBENTURES 01.05.2020   330,000.00   289,384.27   450,268.50  
Corporate Debt Instruments - Preferred   BOEING CO 6.625 DEB DUE 02-15-2038   140,000.00   137,902.80   128,581.60  
Corporate Debt Instruments - Preferred   CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO   953,666.98   953,666.98   954,224.88  
Corporate Debt Instruments - Preferred   CIT GROUP INC 7.625 DUE 08-16-2005 BEO   1,300,000.00   1,298,141.00   1,305,096.00  
Corporate Debt Instruments - Preferred   CMO SEQUOIA MTG TR 4 AST BKD CTF CL A FLTG DUE 04-15-2010 BEO   699,134.05   699,134.05   697,618.33  
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   1,028,384.00  
Corporate Debt Instruments - Preferred   CMO WASHINGTON MUTUAL SER 2000-1 CL A-1DUE 07-25-2024 BEO   1,129,082.91   1,129,082.91   1,126,260.20  
Corporate Debt Instruments - Preferred   CONSECO FIN SECURITIZATIONS CORP 2000-5 MFG HSG CTF A-6 7.96 02-01-2032 BEO   800,000.00   800,000.00   819,250.00  
Corporate Debt Instruments - Preferred   DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO   330,000.00   329,974.03   330,970.20  
Corporate Debt Instruments - Preferred   DOW CHEM CO 7.375 DUE 11-01-2029 BEO   150,000.00   148,305.00   146,848.50  
Corporate Debt Instruments - Preferred   EQUITY ONE ABS INC 7.55% 00-1 CL A3 25.05.2015   1,000,000.00   1,000,000.00   1,010,312.50  
Corporate Debt Instruments - Preferred   FORD CREDIT AUTO 6.67% 00-G A3 15.04.2003   740,000.00   739,964.92   741,383.80  
Corporate Debt Instruments - Preferred   FORD CREDIT AUTO 6.74% 00-E A3 16.12.2002   800,000.00   799,933.78   800,496.00  

23

Corporate Debt Instruments - Preferred   FORD MOTOR CREDIT 5.75% BDS 23/2/2004 USD1000   1,330,000.00   1,278,914.70   1,275,208.14  
Corporate Debt Instruments - Preferred   GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98   1,500,000.00   1,842,315.00   1,635,075.00  
Corporate Debt Instruments - Preferred   GEN MTRS ACCEP CORP 5.625 NT DUE 02-15-2001 BEO   25,000.00   24,720.59   24,875.00  
Corporate Debt Instruments - Preferred   GEN MTRS ACCEP CORP 7.625 DUE 06-15-2004BEO   1,300,000.00   1,299,194.00   1,333,657.00  
Corporate Debt Instruments - Preferred   GMAC 7.75% NTS 19.01.2010   380,000.00   378,250.48   382,715.48  
Corporate Debt Instruments - Preferred   GREEN TREE FINL CORP SER 1999-E HOME IMPT LN CTF CL A-1 6.32 8-15-30 BEO   341,707.53   341,707.53   340,853.26  
Corporate Debt Instruments - Preferred   GREEN TREE RCRTONL EQUIP & CONSUMERTR 96-B AST BCKD NT CL A-1 7-15-18 BEO   591,393.06   591,277.55   590,872.63  
Corporate Debt Instruments - Preferred   I/O CONSECO FIN SECURITIZATIONS CORP 1999-H HOME EQUITY LN A-IO 12-15-29   6,500,000.00   694,211.51   422,500.00  
Corporate Debt Instruments - Preferred   LEHMAN BROS HLDGS INC MEDIUM TERM NTS BEO TRANCHE # TR 00358 VAR 07-08-2002   900,000.00   900,000.00   901,321.20  
Corporate Debt Instruments - Preferred   MERCK & CO INC TRANCHE # TR 11 5.76 MTN DUE 05-03-2037/99 BEO PUTTABLE 5-3-**PUT   740,000.00   762,200.00   737,979.80  
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   209,808.30  
Corporate Debt Instruments - Preferred   MOTOROLA INC 7.625% NOTES 15.11.2010   150,000.00   149,554.50   153,928.50  
Corporate Debt Instruments - Preferred   MOTOROLA INC 8.40 BD DUE 8-15-2031 REG OPT PUT ON 8-15-2001 @PAR DELIVERY **PUT   420,000.00   516,196.80   456,405.60  
Corporate Debt Instruments - Preferred   ORANGE & ROCKLAND UTILS INC DEB SER 2000-A 7.5 DUE 06-15-2010 BEO   50,000.00   49,825.00   51,106.00  
Corporate Debt Instruments - Preferred   PAINE WEBBER GROUP INC 6.5 DUE 11-01-2005 REG   925,000.00   738,066.75   921,771.75  
Corporate Debt Instruments - Preferred   PHILIP MORRIS 7.50 NT DUE 1-15-2002 REG   35,000.00   37,105.92   34,819.05  
Corporate Debt Instruments - Preferred   PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027   1,260,000.00   1,440,129.60   1,120,543.20  
Corporate Debt Instruments - Preferred   PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO   240,000.00   240,000.00   218,092.80  
Corporate Debt Instruments - Preferred   SLM STUD LN TR SER 1998-2 CL A1 VAR RT ABS DUE 04-25-2007   105,492.70   104,680.90   105,273.28  
Corporate Debt Instruments - Preferred   TCI COMMUNICATIONS INC 7.875 DEB DUE 02-15-2026   310,000.00   362,486.39   294,208.60  
Corporate Debt Instruments - Preferred   UBS PFD FUNDING TR 8.622% VARIABLE 29.10.2049   210,000.00   211,302.00   213,440.43  
Corporate Debt Instruments - Preferred   UNILEVER CAPITAL 7.125% CO GUAR 01.11.2010   210,000.00   208,118.40   211,713.70  
Corporate Debt Instruments - Preferred   US TREAS INFL INDX INFL I/L 15/7/2002 REG   6,650,000.00   7,203,647.21   7,215,531.36  
Corporate Debt Instruments - Preferred   US TREAS INFLATION INDEX 3.625 BD DUE 01-15-2008 REG   5,620,000.00   5,707,196.43   5,967,687.60  
Corporate Debt Instruments - Preferred   US TREAS INFLATION INDEX BDS 3.875 DUE 04-15-2029 REG   1,900,000.00   1,880,623.73   2,042,304.64  
Corporate Debt Instruments - Preferred   WACHOVIA BK N C N A WINSTON- SALEM FLT RT DUE 07-31-2010 BEO   600,000.00   599,730.00   607,062.00  
Corporate Debt Instruments - Preferred   WELLS FARGO & CO FRN 5/2005 USD1000   100,000.00   100,000.00   100,063.00  
Corporate Debt Instruments - Preferred   WELLS FARGO BANK VAR SER BKNT 15.06.2010   1,300,000.00   1,300,000.00   1,336,309.00  
Corporate Debt Instruments - Other   360NETWORKS INC 13% SR NT 01.05.2008   19,000.00   18,542.10   13,300.00  
Corporate Debt Instruments - Other   ADELPHIA COMMUNICATIONS CORP 10.875 DUE 10-01-2010 BEO   47,000.00   46,644.21   37,600.00  
Corporate Debt Instruments - Other   ADELPHIA COMMUNICATIONS CORP SR NT 7.875DUE 05-01-2009 BEO   16,000.00   13,995.44   11,040.00  
Corporate Debt Instruments - Other   AES CORP SR NT 9.375 DUE 09-15-2010 BEO   25,000.00   25,000.00   25,657.00  
Corporate Debt Instruments - Other   AES CORP SR NT 9.5 DUE 06-01-2009 BEO   32,000.00   31,896.97   32,817.60  
Corporate Debt Instruments - Other   AIRGATE PCS INC SR SUB DISC NT DUE 10-01-2009/04 PUT 0 10/4 13.5 AFTER   74,000.00   34,429.26   38,480.00  
Corporate Debt Instruments - Other   AK STL CORP SR NT 7.875 DUE 02-15-2009/02-15-2004 BEO PUT   15,000.00   13,087.50   13,125.00  
Corporate Debt Instruments - Other   ALLIED WASTE N AMER INC SR NT 7.375 DUE 01-01-2004 BEO   450,000.00   417,375.00   414,000.00  
Corporate Debt Instruments - Other   ALLIED WASTE N AMER INC SR SUB NT 10 DUE08-01-2009/08-01-2004 BEO PUT   104,000.00   103,654.72   88,400.00  
Corporate Debt Instruments - Other   AMER STD COS INC 8.25 COM GUAR 01.06.2009   22,000.00   22,137.50   21,560.00  
Corporate Debt Instruments - Other   AMER STD INC 7.625 SR NT DUE 02-15-2010   14,000.00   13,352.50   13,055.00  
Corporate Debt Instruments - Other   AMERCO SR NOTES 7.2 DUE 04-01-2002 BEO   1,000,000.00   997,900.00   953,000.00  
Corporate Debt Instruments - Other   AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT   49,000.00   48,055.00   42,875.00  
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   68,620.00  
Corporate Debt Instruments - Other   AVIS RENT A CAR IN 11% NTS 1/5/2009 USD1000   75,000.00   75,687.50   80,625.00  
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   2,074,747.40  
Corporate Debt Instruments - Other   BCO NAC DE COM EXT 8% NTS 18/7/2002 USD1000   750,000.00   727,125.00   748,125.00  
Corporate Debt Instruments - Other   BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO   750,000.00   749,722.50   733,822.50  
Corporate Debt Instruments - Other   BK OF TOKYO-MITSUB 8.4% SR SB NTS 15/4/10 USD   450,000.00   449,595.00   460,305.00  

24

Corporate Debt Instruments - Other   BLOUNT INC SR SUB NT 13 DUE 08-01-2009/08-01-2004 BEO PUT   65,000.00   65,000.00   55,250.00  
Corporate Debt Instruments - Other   CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO   28,000.00   27,895.00   26,979.96  
Corporate Debt Instruments - Other   CENTURY COMMUNICATIONS CORP 8.875 SR NT DUE 01-15-2007   23,000.00   24,150.00   16,905.00  
Corporate Debt Instruments - Other   CENTURYTEL INC SR NT SER I 7.75 DUE 10-15-2002/10-15-2002 BEO   1,000,000.00   999,440.00   1,002,310.00  
Corporate Debt Instruments - Other   CHARTER COM HLDGS 8.625%SNR NTS 1/4/09USD1000   75,000.00   71,313.21   64,312.50  
Corporate Debt Instruments - Other   CIE FIN DE CIC ET FL RT 29.06.2049 REGS   300,000.00   287,283.00   287,250.00  
Corporate Debt Instruments - Other   CKE RESTAURANTS INC 4.25 DUE 03-15-2004/03-20-2001 REG   26,000.00   12,496.83   11,115.00  
Corporate Debt Instruments - Other   CLASSIC CABLE INC SR SUB NT 10.5 DUE 03-01-2010/03-01-2005 BEO PUT   28,000.00   27,528.75   11,200.00  
Corporate Debt Instruments - Other   CMS ENERGY CORP 7.5 DUE 01-15-2009 BEO   45,000.00   42,432.36   40,188.15  
Corporate Debt Instruments - Other   CMS ENERGY CORP SR NT 9.875 DUE 10-15-2007 BEO   16,000.00   15,915.30   16,324.16  
Corporate Debt Instruments - Other   CMS PANHANDLE HLDG CO NT 6.125 DUE 03-15-2004 BEO   300,000.00   299,052.00   284,427.00  
Corporate Debt Instruments - Other   COLLINS & AIKMAN PRODS CO 11.5 GTD SR SUB NT DUE 04-15-2006   17,000.00   14,575.00   13,940.00  
Corporate Debt Instruments - Other   CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG   90,000.00   95,416.20   84,430.80  
Corporate Debt Instruments - Other   CROWN CASTLE INTL CORP SR NT 10.75 DUE 08-01-2011/08-01-2005 BEO   66,000.00   66,775.00   67,320.00  
Corporate Debt Instruments - Other   CSC HLDGS INC SER B 8.125 SR DEB DUE 08-15-2009   160,000.00   161,300.80   159,649.60  
Corporate Debt Instruments - Other   CSC HLDGS INC SR NT SER B DTD 07/13/19998.125 DUE 07-15-2009 BEO   60,000.00   59,720.40   58,788.00  
Corporate Debt Instruments - Other   CVRD FIN LTD 2-A FRN BD 15.10.2007   400,000.00   400,000.00   400,000.00  
Corporate Debt Instruments - Other   DUKE ENERGY FIELD SVCS LLC NT 7.5 DUE 08-16-2005 BEO   1,300,000.00   1,295,099.00   1,328,041.00  
Corporate Debt Instruments - Other   ECHOSTAR BROAD 10.375% SR NT 14A 01.10.07   45,000.00   45,000.00   43,650.00  
Corporate Debt Instruments - Other   ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT   32,000.00   31,575.06   28,800.00  
Corporate Debt Instruments - Other   FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024   1,248,946.15   205,685.82   161,576.16  
Corporate Debt Instruments - Other   FING CORP 9.8 DUE 04-06-2018 REG   100.00   7,344.29   15.00  
Corporate Debt Instruments - Other   FOCAL COMMUNICATIONS CORP SR NT 11.875 DUE 01-15-2010/01-15-2005 BEO PUT   32,000.00   31,931.60   17,600.00  
Corporate Debt Instruments - Other   FRESENIUS MED CARE CAP TR PFD SECS 9.0 BD DUE 12-01-2006/01   28,000.00   27,720.00   27,370.00  
Corporate Debt Instruments - Other   GA GULF CORP SR SUB NT 10.375 DUE 11-01-2007/11-01-2003 BEO PUT   25,000.00   25,223.75   23,000.00  
Corporate Debt Instruments - Other   GLOBAL CROSSING HLDGS LTD SR NT 9.5 DUE 11-15-2009/11-15-2004 BEO PUT   77,000.00   75,603.17   66,027.50  
Corporate Debt Instruments - Other   GS ESCR CORP SR NT 7 DUE 08-01-2003 BEO   400,000.00   370,852.00   384,284.00  
Corporate Debt Instruments - Other   HELLER FINANCIAL FLT RTE NTS 0% 05.02.01MTNI   1,000,000.00   1,000,120.00   1,000,730.00  
Corporate Debt Instruments - Other   HERCULES INC 11.125% SR NT 144A 15.11.07   37,000.00   37,020.00   35,150.00  
Corporate Debt Instruments - Other   HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO   8,000.00   6,920.00   7,600.00  
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   51,975.00  
Corporate Debt Instruments - Other   HOST MARRIOTT LP 9.25% NT 144A 01.10.2007   8,000.00   7,899.28   7,940.00  
Corporate Debt Instruments - Other   HOUGHTON MIFFLIN 5.99 NTS 03.12.2001 SER MTN   1,000,000.00   1,000,000.00   988,056.00  
Corporate Debt Instruments - Other   HSEHD CR CARD MASTER TR I 1995-1 PARTN CTF CL A VAR 12-15-2002 BEO   83,333.41   83,339.93   83,333.41  
Corporate Debt Instruments - Other   HUNTSMAN ICI HLDGS LLC SR DISC NT 0 DUE 12-31-2009/07-01-2004 BEO PUT   405,000.00   108,211.95   121,500.00  
Corporate Debt Instruments - Other   HYPERION TELECOMMUNICATIONS INC SR SUB NT 12 DUE 11-01-2007/11-01-2003 BEO PUT   102,000.00   107,010.00   40,800.00  
Corporate Debt Instruments - Other   ICN PHARMACEUTICALS INC 9.25 SR NT DUE 08-15-2005/01 BEO   30,000.00   29,351.25   29,625.00  
Corporate Debt Instruments - Other   INSIGHT MIDWEST 10.500% SR NOTE 01.11.2010   37,000.00   36,556.10   37,000.00  
Corporate Debt Instruments - Other   INTL GAME TECH SR NT 8.375 DUE 05-15-2009 BEO   40,000.00   39,589.60   39,200.00  
Corporate Debt Instruments - Other   J L FRENCH AUTOMOTIVE CASTINGS INC SR SUB NT SER B 11.5 DUE 6-1-09/6-1-04 BEO   50,000.00   50,000.00   26,000.00  
Corporate Debt Instruments - Other   KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO   70,000.00   15,004.34   52,150.00  
Corporate Debt Instruments - Other   KONINKLIJKE KPN NV 8.375% SR NT 144A 01.10.30   100,000.00   99,751.00   95,968.00  
Corporate Debt Instruments - Other   KOREA DEVEL BANK 9.6% BDS 1/12/2000   1,000,000.00   1,024,680.00   1,000,000.00  
Corporate Debt Instruments - Other   LEAR CORP SR NT SER B 7.96 DUE 05-15-2005 BEO   160,000.00   160,000.00   151,748.80  
Corporate Debt Instruments - Other   LEVEL 3 COMMUNICATIONS INC SR DISC NT STEP UP 03-15-2010 BEO   84,000.00   44,778.72   30,240.00  
Corporate Debt Instruments - Other   LEVEL 3 COMMUNICATIONS INC SR NT 9.125 DUE 05-01-2008/05-01-2003 BEO   44,000.00   41,082.38   29,260.00  

25

Corporate Debt Instruments - Other   LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO   350,000.00   348,692.50   384,020.00  
Corporate Debt Instruments - Other   LYONDELL CHEM CO SR SECD NT SER A 9.625 DUE 05-01-2007   16,000.00   15,227.50   15,400.00  
Corporate Debt Instruments - Other   LYONDELL CHEM CO SR SECD NT SER B 9.875 DUE 05-01-2007 BEO   20,000.00   20,000.00   19,200.00  
Corporate Debt Instruments - Other   MARCONI CORP 8.375% BD 15.09.2030   190,000.00   188,438.20   175,853.72  
Corporate Debt Instruments - Other   MCLEODUSA INC SR NT 8.125 DUE 02-15-2009/02-15-2004 BEO PUT   76,000.00   69,386.25   59,660.00  
Corporate Debt Instruments - Other   MCLEODUSA INC SR NT 9.5 DUE 11-01-2008/03 BEO   6,000.00   5,400.00   5,040.00  
Corporate Debt Instruments - Other   METROMEDIA FIBER NETWORK INC SR NT 10 DUE 12-15-2009/12-15-2004 BEO   76,000.00   73,871.09   57,760.00  
Corporate Debt Instruments - Other   MEXICO-UNITED MEXICAN STS 11.5 DISC BD DUE 05-15-2026 BEO   1,290,000.00   1,388,740.41   1,531,875.00  
Corporate Debt Instruments - Other   MGM GRAND INC GTD SR SUB NT 9.75 DUE 06-01-2007 BEO   21,000.00   21,330.00   21,577.50  
Corporate Debt Instruments - Other   NEWS AMER HLDGS INC 7.75 DUE 02-01-2024 REG   40,000.00   36,008.80   37,152.00  
Corporate Debt Instruments - Other   NEWS AMER INC GTD SR DEB 7.625 DUE 11-30-2028 BEO   270,000.00   245,070.90   243,375.39  
Corporate Debt Instruments - Other   NEXTEL COMMUNICATIONS INC SR SER NT 9.375 DUE 11-15-2009/11-15-2004 BEO   33,000.00   32,550.00   28,710.00  
Corporate Debt Instruments - Other   NEXTLINK COMMUNICATIONS INC CORP SR NT 10.75 DUE 06-01-2009/06-01-2004 BEO PUT   109,000.00   110,362.50   80,878.00  
Corporate Debt Instruments - Other   NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003   756,097.78   771,212.17   762,517.05  
Corporate Debt Instruments - Other   NORTEK INC 9.25 SR NT DUE 03-15-2007/02   4,000.00   3,370.00   3,620.00  
Corporate Debt Instruments - Other   NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT   60,000.00   61,500.00   52,500.00  
Corporate Debt Instruments - Other   NTL COMM CORP 11.875% SR NT 144A 01.10.10   84,000.00   82,212.48   71,820.00  
Corporate Debt Instruments - Other   NTL INC SR DEFD CPN NT STEP UP 04-01-2008 04-01-2003   20,000.00   10,800.00   10,000.00  
Corporate Debt Instruments - Other   OXFORD AUTOMOTIVE INC SR SUB NT SER D 10.125 DUE 06-15-2007/06-15-2002 BEO   30,000.00   24,000.00   23,850.00  
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   67,900.00  
Corporate Debt Instruments - Other   PACIFIC GAS & ELEC 7.375% SR NT 144A 01.11.05   60,000.00   59,901.00   61,020.60  
Corporate Debt Instruments - Other   PARK PLACE ENTER 9.375% SNR NTS 15/02/2007   41,000.00   41,000.00   41,410.00  
Corporate Debt Instruments - Other   PERU(REP OF) 3.75% NTS 7/3/2017 USD1000   90,000.00   51,975.00   48,771.00  
Corporate Debt Instruments - Other   PERU(REP OF) VAR% NTS 7/3/2017 USD1000   300,000.00   190,022.37   183,750.00  
Corporate Debt Instruments - Other   PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010 BEO PUT   12,000.00   11,957.64   12,600.00  
Corporate Debt Instruments - Other   PRIMUS TELECOM GRP 12.75% SNR NOTES 15/10/09   62,000.00   62,000.00   27,900.00  
Corporate Debt Instruments - Other   PSI NET INC US$SR NT 11 DUE 08-01-2009/08-01-2004 BEO   10,000.00   9,895.24   3,000.00  
Corporate Debt Instruments - Other   PSINET INC SR NT 10.5 DUE 12-01-2006 BEOPUT   48,000.00   48,000.00   14,400.00  
Corporate Debt Instruments - Other   PUBLIC SVC ENTERPR FLT RT NT 21.05.2002   400,000.00   400,000.00   399,993.60  
Corporate Debt Instruments - Other   PVTPL ACTUANT FIN CORP SR SUB NT 13 DUE 05-01-2009/05-01-2007 BEO   9,000.00   8,797.50   8,685.00  
Corporate Debt Instruments - Other   PVTPL ANCHOR GAMING ANCHOR GAMING 144A 9.875 DUE 10-15-2008/10-15-2004 BEO   47,000.00   46,816.47   47,587.50  
Corporate Debt Instruments - Other   PVTPL ASSOC MANUFACTURED HSG CONT TR SER1999-1 CL A 144A VAR RT 07-15-30 BEO   2,047,026.99   2,050,396.91   2,043,188.81  
Corporate Debt Instruments - Other   PVTPL BAYVIEW FINL REVOLVING AST TR 2000-D CL A FLTG 144A 3C7 11-25-2030 BEO   800,000.00   800,000.00   803,875.00  
Corporate Debt Instruments - Other   PVTPL COMPAGNIE GENERALE DES GEOPHYSIQUESR NT 144A 10.625 11-15-07   31,000.00   31,000.00   31,077.50  
Corporate Debt Instruments - Other   PVTPL ENRON CORP NT FLT RT 144A CPN RT=3MO US$LIBOR+45BP 6.58 9-10-2001 BEO   1,000,000.00   1,000,000.00   1,000,247.00  
Corporate Debt Instruments - Other   PVTPL FLEXTRONICS INTL LTD SR SUB NT 144A 9.875 DUE 07-01-2010/07-01-2005 BEO   36,000.00   35,710.40   34,200.00  
Corporate Debt Instruments - Other   PVTPL HERCULES TR VI FLTG RATE PFD SECS 144A VAR RT DUE 12-29-2000 BEO   420,000.00   420,000.00   419,949.18  
Corporate Debt Instruments - Other   PVTPL ORION PWR HLDGS INC SR NT 144A 12 DUE 05-01-2010 BEO   58,000.00   58,000.00   61,770.00  
Corporate Debt Instruments - Other   PVTPL WILLIAMS COMMUNICATIONS GROUP INC US$SR NT 144A 11.875 8-1-2010/05 BEO   24,000.00   23,829.60   18,000.00  
Corporate Debt Instruments - Other   PVTPL WINSTAR COMMUNICATIONS INC SR NT 144A 12.75 DUE 04-15-2010/04-15-2005 BEO   2,000.00   1,500.57   1,140.00  
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   678,446.80  
Corporate Debt Instruments - Other   RAYTHEON CO 7.2 DUE 08-15-2027 REG   150,000.00   136,210.50   138,907.50  
Corporate Debt Instruments - Other   RIVERWOOD INTL CORP 10.875 DUE 04-01-2008/04-01-2001 REG   50,000.00   44,468.75   45,625.00  

26

Corporate Debt Instruments - Other   RJ REYNOLDS TOB HLDGS INC NT SER B 7.875DUE 05-15-2009 BEO   500,000.00   492,870.00   448,000.00  
Corporate Debt Instruments - Other   ROYAL BK SCOTLAND ADR REP 1 SER'2'NON-CUM PRF   130,000.00   130,000.00   135,599.10  
Corporate Debt Instruments - Other   RYLAND GROUP INC SR NT 9.75 DUE 09-01-2010/09-01-2005 BEO   6,000.00   5,910.00   6,000.00  
Corporate Debt Instruments - Other   SAFETY-KLEEN CORP 9.25%SR NTS 15/5/09 USD1000   65,000.00   65,165.00   650.00  
Corporate Debt Instruments - Other   SANWA FIN ARUBA A E C GTD NT 144A 8.35 DUE 07-15-2009 BEO ISIN US803035AA20   280,000.00   279,840.40   281,531.60  
Corporate Debt Instruments - Other   SAXON AST SECS TR SER 1999-3 CL AF1 VAR RT AST BKD 06-25-2014 BEO   534,297.14   534,297.14   534,462.77  
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   119,857.60  
Corporate Debt Instruments - Other   SEAGRAM JOSEPH E & SONS INC 6.4 DUE 12-15-2003 BEO   460,000.00   458,256.60   465,635.00  
Corporate Debt Instruments - Other   SEAGRAM JOSEPH E & SONS INC 7.6 DUE 12-15-2028 BEO   170,000.00   174,183.80   191,964.00  
Corporate Debt Instruments - Other   SEAGRAM(JOSEPH E) 7.5% CNV NTS 15/12/18 USD   220,000.00   205,585.60   240,693.20  
Corporate Debt Instruments - Other   SMS STUD LN TR SER 1997-9A CL A1 VAR RT ABS CTF DUE 10-27-2025 REG   1,000,000.00   979,765.63   982,730.00  
Corporate Debt Instruments - Other   SPRINT CAP CORP 7.625% NOTES MTN 10.06.2002   1,500,000.00   1,498,515.00   1,503,015.00  
Corporate Debt Instruments - Other   SPRINT CAP CORP DEB 6.9 DUE 05-01-2019 BEO   80,000.00   75,670.40   68,114.40  
Corporate Debt Instruments - Other   STA CASINOS INC 10.125 SUB SR NT DUE 03-15-2006/01   61,000.00   61,095.00   61,610.00  
Corporate Debt Instruments - Other   TELE COMMUNICATIONS INC TRANCHE # TR 00019 6.58 MTN DUE 2-15-2005 BEO   700,000.00   720,020.00   722,288.00  
Corporate Debt Instruments - Other   TENET HEALTHCARE CORP 7.875 DUE 01-15-2003 REG   1,000,000.00   1,002,500.00   991,250.00  
Corporate Debt Instruments - Other   TENET HEALTHCARE CORP 8.625 SR SUB NT DUE 01-15-2007/02 BEO   30,000.00   29,512.50   29,925.00  
Corporate Debt Instruments - Other   TENET HEALTHCARE CORP SR SUB NT SER B 8.125 DUE 12-01-2008/06-01-2003 BEO   10,000.00   9,450.00   9,675.00  
Corporate Debt Instruments - Other   TENNECO AUTOMOTIVE INC SR SUB NT SER B 11.625 DUE 10-15-2009/10-15-2004 BEO PUT   68,000.00   52,420.00   40,120.00  
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   82,720.00  
Corporate Debt Instruments - Other   TEXTRON FINL CORP FLTG RATE DUE 03-18-2002 BEO   200,000.00   200,000.00   200,149.80  
Corporate Debt Instruments - Other   TN VY AUTH PWR BD 1998 SER G 5.375 DUE 11-13-2008 REG   1,880,000.00   1,633,128.40   1,752,517.20  
Corporate Debt Instruments - Other   TN VY AUTH PWR BD 2000 SER G 7.125 DUE 05-01-2030 BEO   710,000.00   699,378.40   752,820.10  
Corporate Debt Instruments - Other   TRITON ENERGY LTD 8.875% SR NT 144A 01.10.07   14,000.00   13,977.50   14,105.00  
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   399,680.40  
Corporate Debt Instruments - Other   TV GUIDE INC SR SUB NT SER B 8.125 DUE 03-01-2009/03-01-2004 BEO PUT   50,000.00   47,125.00   49,125.00  
Corporate Debt Instruments - Other   UN PAC CORP 6.625 DUE 02-01-2029 BEO   700,000.00   695,705.34   595,469.00  
Corporate Debt Instruments - Other   US UNWIRED INC SR SUB DISC NT SER B STEPUP 11-01-2009 11-01-2004   25,000.00   12,437.50   9,500.00  
Corporate Debt Instruments - Other   UTD RENTALS INC SR SUB NT SER B 9.25 DUE01-15-2009/01-15-2004 BEO PUT   4,000.00   3,280.00   2,960.00  
Corporate Debt Instruments - Other   VENETIAN CASINO RESORT LLC 12.25 MTG NT DUE 11-15-2004/01   40,000.00   40,150.00   39,200.00  
Corporate Debt Instruments - Other   VISTEON CORP NT DTD 08/03/2000 8.25 DUE 08-01-2010 BEO   440,000.00   440,083.60   431,191.20  
Corporate Debt Instruments - Other   VOICESTREAM WIRELESS CORP SR NT 10.375 DUE 11-15-2009/11-15-2004 BEO PUT   56,000.00   56,937.50   59,360.00  
Corporate Debt Instruments - Other   WILLIAMS COMMUNICATIONS GROUP INC SR NT 10.875 DUE 10-01-2009/10-01-2004 BEO PUT   35,000.00   35,483.22   25,200.00  
Corporate Debt Instruments - Other   WINSTAR COMM 12.75% SR NT 15.04.2010   48,000.00   36,013.76   26,880.00  
Corporate Debt Instruments - Other   WINSTAR COMM INC 14.75% SR DISC NT 15.04.10   143,000.00   52,027.14   28,600.00  
Corporate Debt Instruments - Other   WORLDCOM INC GA NEW NT 8.25 DUE 05-15-2010 BEO   230,000.00   242,491.30   239,121.80  
Corporate Debt Instruments - Other   WORLDWIDE FIBER INC SR NT 12 DUE 08-01-2009/08-01-2004 BEO PUT   30,000.00   30,000.00   19,800.00  
Corporate Debt Instruments - Other   WORLDWIDE FLIGHT SVCS INC SR SUB NT 12.25 DUE 08-15-2007/08-15-2003 BEO PUT   48,000.00   46,815.84   32,640.00  
Corporate Debt Instruments - Other   XEROX CORP SHELF 18 5.5 DUE 11-15-2003   70,000.00   52,150.00   38,500.00  
Corporate Stock - Preferred   NEWS CORPORATION PRF AUD0.50   31,887.00   226,383.76   245,702.44  
Corporate Stock - Preferred   PETROL BRASILEIROS PRF NPV   9,369.00   206,906.26   226,246.82  
Corporate Stock - Preferred   GDR UNIAO DE BANCOS BRASILEIROS S A   1,630.00   38,888.43   36,267.50  
Corporate Stock - Preferred   SANWA INTERNL FINA UNIT(1000 CV PRF SHS SANWA)   39,000,000.00   303,336.70   343,263.37  
Corporate Stock - Preferred   ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646   2,192.65   58,821.09   45,694.72  

27

Corporate Stock - Preferred   #REORG CENDANT CORP INC DEFAULT OPT PUR TO CENDANT CORP 2113736 EFF 2/16/01   500.00   19,582.65   6,843.75  
Corporate Stock - Preferred   ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD   42,100.00   864,920.00   1,284,050.00  
Corporate Stock - Preferred   DUKE RLTY INVTS INC   500.00   12,359.90   12,187.50  
Corporate Stock - Preferred   ENRON CAP TR I TR ORIGINATED PFD SEC 8.30   100.00   2,662.00   2,493.75  
Corporate Stock - Preferred   GRAND MET DEL L P GTD PFD SECS SER A 9.42   100.00   2,867.00   2,575.00  
Corporate Stock - Preferred   HSEHD CAP TR II TR PFD SECS 8.70   100.00   2,780.75   2,450.00  
Corporate Stock - Preferred   LINCOLN NATL CAP I GTD QRTLY INC PFD SECS A 8.750   200.00   5,469.90   4,987.50  
Corporate Stock - Preferred   MISSION CAP L P GTD MONTHLY INC PFD SECSB 8.50   300.00   7,841.14   7,425.00  
Corporate Stock - Preferred   PVTPL SEALED AIR CORP NEW PFD CONV SER A$2   13,000.00   732,298.40   440,375.00  
Corporate Stock - Preferred   TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75   200.00   5,390.98   4,812.50  
Corporate Stock - Preferred   UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25   6,130.00   199,218.04   176,237.50  
Corporate Stock - Preferred   UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25   4,218.40   135,773.88   118,115.23  
Corporate Stock - Preferred   USX-MARATHON GROUP   285.00   12,575.31   9,280.31  
Corporate Stock - Common   AUST & NZ BANK GRP NPV   24,223.00   162,154.62   191,283.81  
Corporate Stock - Common   BHP LIMITED NPV   46,075.00   583,432.43   471,641.11  
Corporate Stock - Common   BRAMBLES INDS LTD A$0.50   3,000.00   69,363.40   71,078.95  
Corporate Stock - Common   CABLE & WIRE OPTUS NPV   85,800.00   312,313.45   180,437.85  
Corporate Stock - Common   CMNWLTH BK OF AUST NPV   3,480.00   44,889.64   57,985.97  
Corporate Stock - Common   FOSTERS BREWING GP NPV   12,541.00   32,302.92   30,877.11  
Corporate Stock - Common   GOODMAN FIELDR NPV   222,914.00   218,059.14   148,840.60  
Corporate Stock - Common   LEND LEASE CORP ORD A$0.50   12,889.00   67,052.07   142,989.00  
Corporate Stock - Common   NATIONAL AUST BANK NPV   20,100.00   300,407.84   315,168.13  
Corporate Stock - Common   NEWS CORPORATION NPV(AUST LISTING)   18,687.00   39,863.02   166,008.20  
Corporate Stock - Common   ONESTEEL NPV   3,475.00   2,354.58   1,662.56  
Corporate Stock - Common   PUBLISHING & BROAD NPV   11,150.00   55,644.09   74,742.12  
Corporate Stock - Common   TELSTRA CORP NPV   23,459.00   91,628.53   76,714.99  
Corporate Stock - Common   WESTPAC BKG CORP NPV   33,441.00   124,905.27   246,143.09  
Corporate Stock - Common   WMC LTD NPV   44,000.00   165,590.53   167,483.33  
Corporate Stock - Common   ABITIBI-CONS INC COM NPV   17,200.00   133,463.12   148,845.08  
Corporate Stock - Common   ALCAN INC COM STK (CAN QUOTE)   10,470.00   330,611.65   318,480.38  
Corporate Stock - Common   BK OF NOVA SCOTIA COM NPV   8,500.00   178,742.68   212,928.62  
Corporate Stock - Common   BOMBARDIER INC CLASS'B'SUB VTG NPV CAD   50,300.00   336,557.31   729,839.29  
Corporate Stock - Common   FAIRFAX FINL HLDGS COM STK 144A (IPO)   1,500.00   502,308.86   179,484.68  
Corporate Stock - Common   MAGNA INTL INC CL'A'SUB VTG COM NPV (CAD)   3,800.00   163,289.18   165,040.02  
Corporate Stock - Common   MITEL CORP COM NPV   7,900.00   186,630.29   72,991.09  
Corporate Stock - Common   NORTEL NETWORKS CP COM NPV   1,080.00   46,190.45   40,476.28  
Corporate Stock - Common   ROYAL BANK CANADA COM NPV (CAD)   1,220.00   12,889.65   36,237.23  
Corporate Stock - Common   ABB LTD CHF10(RG)   1,501.00   78,182.05   136,627.49  
Corporate Stock - Common   ADECCO SA CHF10(REGD)   241.00   92,372.07   149,948.15  
Corporate Stock - Common   BARRY CALLEBAUT AG CHF100(REGD)   1,724.00   314,512.05   228,436.46  
Corporate Stock - Common   CLARIANT CHF50(REGD)   976.00   304,484.54   289,010.25  
Corporate Stock - Common   CREDIT SUISSE GRP CHF20(REGD)   640.00   90,782.03   111,533.59  
Corporate Stock - Common   FORBO HLDGS AG CHF50(REGD)   282.00   115,737.69   116,647.08  
Corporate Stock - Common   HOLDERBK FN GLARUS CHF50(BR)   550.00   285,031.17   574,144.49  
Corporate Stock - Common   NESTLE SA CHF10(REGD)   329.00   479,023.28   714,558.13  
Corporate Stock - Common   NOVARTIS AG CHF20(REGD)   717.00   964,532.66   1,163,193.92  
Corporate Stock - Common   PUBLIGROUPE AG CHF10(REGD)   290.00   219,879.82   165,399.24  
Corporate Stock - Common   RICHEMONT(CIE FIN) 'A'CHF100(BR) EQUITY UNIT   240.00   405,446.74   662,426.55  
Corporate Stock - Common   ROCHE HLDG AG GENUSSCHEINE(PTG CERTS) NPV   16.00   105,788.46   158,543.61  
Corporate Stock - Common   SULZER AG CHF60(REGD)   319.00   176,875.44   202,705.96  
Corporate Stock - Common   SWISS REINSURANCE SZF10 (REGD)   187.00   378,270.35   416,166.03  
Corporate Stock - Common   SWISSCOM AG CHF25(REGD)   1,744.00   533,462.34   416,960.48  
Corporate Stock - Common   SYNGENTA CHF10 (REGD)   1,171.00   35,983.00   52,620.12  
Corporate Stock - Common   UBS AG CHF10(REGD)   6,623.00   809,808.55   915,727.61  
Corporate Stock - Common   ZURICH FIN SVS GRP CHF10   550.00   245,379.24   296,577.95  
Corporate Stock - Common   JYSKE BANK A/S DKK20   5,886.00   125,125.21   106,099.98  
Corporate Stock - Common   TELE DANMARK A/S DKK5   490.00   24,937.77   19,658.69  
Corporate Stock - Common   DEXIA NPV   2,781.00   295,396.79   447,533.71  
Corporate Stock - Common   DEXIA NPV STRIPS VVPR   1,845.00   19.00   32.12  
Corporate Stock - Common   FORTIS B NPV   3,668.00   64,269.00   108,114.31  
Corporate Stock - Common   UCB NPV NEW SHARES   440.00   3,136.92   15,236.47  
Corporate Stock - Common   SOC EUROPEENNE FIDUCIARY DR REP 1'A' (BEL)   206.00   31,702.66   27,077.66  
Corporate Stock - Common   KESKO OYJ NPV SER'B'   17,238.00   256,903.06   161,910.58  
Corporate Stock - Common   NOKIA (AB) OY EUR0.06   68,889.00   784,007.86   2,887,440.78  
Corporate Stock - Common   UPM-KYMMENE OYJ NPV   10,000.00   248,806.37   287,263.77  

28

Corporate Stock - Common   AIR LIQUIDE (L') EUR11   3,241.00   413,184.45   424,038.15  
Corporate Stock - Common   ALCATEL EUR2 SER'A'   4,355.00   143,258.77   216,087.64  
Corporate Stock - Common   ALSTOM EUR6   7,877.00   246,027.98   185,136.28  
Corporate Stock - Common   ALTRAN TECHNOLOGIE EUR1   230.00   67,214.52   44,047.11  
Corporate Stock - Common   ASS GEN DE FRANCE NPV(BR)   3,650.00   187,879.10   227,177.76  
Corporate Stock - Common   AVENTIS SA EUR3.82   5,423.00   301,187.64   425,146.85  
Corporate Stock - Common   AXA EUR9.15   2,748.00   318,356.64   385,131.92  
Corporate Stock - Common   BIC EUR3.82   6,000.00   256,117.94   214,664.38  
Corporate Stock - Common   BNP PARIBAS EUR4   8,459.00   697,894.80   653,881.28  
Corporate Stock - Common   BONGRAIN SA EUR1   4,112.00   220,043.69   128,109.61  
Corporate Stock - Common   BOUYGUES EUR1   15,860.00   854,684.59   697,206.58  
Corporate Stock - Common   CANAL PLUS EUR0.75   210.00   61,751.64   26,598.01  
Corporate Stock - Common   CAP GEMINI EUR8   490.00   95,139.70   67,777.71  
Corporate Stock - Common   CHRISTIAN DIOR EUR2   4,400.00   192,224.45   196,679.93  
Corporate Stock - Common   CIE DE ST-GOBAIN EUR16   4,716.00   728,274.97   650,683.78  
Corporate Stock - Common   DANONE EUR1   2,620.00   318,922.43   348,262.92  
Corporate Stock - Common   HERMES INTL FRF10 (POST SPLIT)   370.00   41,914.09   52,821.71  
Corporate Stock - Common   LAFARGE FRF25   248.00   18,727.34   18,619.92  
Corporate Stock - Common   LEGRAND EUR2   789.00   150,990.82   135,990.67  
Corporate Stock - Common   L'OREAL EUR0.2   450.00   9,032.97   35,999.37  
Corporate Stock - Common   LVMH MOET HENNESSY EUR0.30   1,620.00   113,122.57   107,175.50  
Corporate Stock - Common   MICHELIN CGDE EUR2(REGD)   15,686.00   633,856.22   450,601.95  
Corporate Stock - Common   PEUGEOT SA EUR6   1,300.00   147,895.80   268,539.39  
Corporate Stock - Common   SANOFI-SYNTHELABO EUR2   16,960.00   436,734.45   1,033,453.18  
Corporate Stock - Common   SCHNEIDER ELECTRIC EUR8 (BR)   686.00   41,587.09   42,398.39  
Corporate Stock - Common   SOC AIR FRANCE FRF54   9,073.00   164,972.70   168,780.53  
Corporate Stock - Common   SOC GENERALE EUR1.25   5,288.00   209,528.99   285,397.42  
Corporate Stock - Common   SODEXHO ALLIANCE EUR16   225.00   28,866.84   40,347.50  
Corporate Stock - Common   SUEZ LYONN EAUX EUR10   305.00   51,049.02   51,693.12  
Corporate Stock - Common   TF1 - TV FRANCAISE EUR0.20   18,100.00   278,411.49   794,101.52  
Corporate Stock - Common   TOTAL FINA ELF EUR10   5,260.00   526,147.00   752,298.54  
Corporate Stock - Common   USINOR NPV   15,899.00   244,182.55   168,709.85  
Corporate Stock - Common   VIVENDI EUR5.5   9,388.00   777,159.94   580,227.55  
Corporate Stock - Common   WANADOO EUR0.30   9,400.00   159,083.54   90,091.14  
Corporate Stock - Common   AIXTRON ORD NPV   2,700.00   367,286.32   244,435.35  
Corporate Stock - Common   ALLIANZ AG DEM5(REGD)(VINKULIERT) DEM   500.00   110,087.38   174,752.13  
Corporate Stock - Common   BAYER AG ORD NPV   12,884.00   396,000.31   567,502.99  
Corporate Stock - Common   BAYER HYPO-VEREINS ORD NPV   2,832.00   158,118.12   141,751.61  
Corporate Stock - Common   BAYER MOTOREN WERK EUR1   11,000.00   279,504.08   330,353.33  
Corporate Stock - Common   DAIMLERCHRYSLER AG ORD NPV(REGD)   6,200.00   265,959.73   242,760.52  
Corporate Stock - Common   DEUT TELEK REGD NPV(REGD)   4,650.00   116,700.21   147,259.24  
Corporate Stock - Common   DEUTSCHE BANK AG NPV(REGD)   3,828.00   273,757.54   277,910.46  
Corporate Stock - Common   DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)   13,294.00   266,030.16   283,523.25  
Corporate Stock - Common   DEUTSCHE POST AG COM STK   1,900.00   34,021.15   36,717.53  
Corporate Stock - Common   DRESDNER BANK AG NPV(REGD)   12,050.00   511,681.79   452,096.59  
Corporate Stock - Common   E.ON AG NPV   11,386.00   504,532.61   650,886.27  
Corporate Stock - Common   EPCOS AG ORD NPV   2,400.00   83,513.94   184,893.41  
Corporate Stock - Common   GEHE AG NPV   1,630.00   64,099.02   60,076.60  
Corporate Stock - Common   INFINEON TECHNOLOG ORD NPV   14,300.00   970,771.46   553,940.30  
Corporate Stock - Common   INTERSHOP COMMUNIC NPV   3,000.00   263,701.43   85,656.83  
Corporate Stock - Common   MERCK KGAA DEM5   6,106.00   228,727.40   241,312.36  
Corporate Stock - Common   METRO AG ORD NPV   11,600.00   459,676.15   495,799.86  
Corporate Stock - Common   MG TECHNOLOGIES AG NPV   11,419.00   187,729.46   129,222.56  
Corporate Stock - Common   RHON-KLINIKUM AG ORD NPV   739.00   16,569.18   41,170.99  
Corporate Stock - Common   SAP AG ORD NPV   1,240.00   188,094.55   131,688.68  
Corporate Stock - Common   SIEMENS AG NPV(REGD)   5,942.00   426,652.36   680,182.28  
Corporate Stock - Common   VOLKSWAGEN AG ORD NPV   5,041.00   274,004.27   250,564.60  
Corporate Stock - Common   ALLIED IRISH BANKS ORD EUR0.32(DUBLIN LISTING)   16,700.00   186,158.97   180,698.49  
Corporate Stock - Common   BK OF IRELAND ORD STK EUR0.64   47,492.63   322,137.81   390,890.10  
Corporate Stock - Common   CRH ORD EUR0.32(DUBLIN LISTING)   16,072.00   279,070.43   234,342.82  
Corporate Stock - Common   ALLEANZA ASSICURAZ EUR0.5   9,000.00   85,911.01   140,942.05  
Corporate Stock - Common   ASSICUR GENERALI ITL2000   14,600.00   491,311.76   533,152.85  
Corporate Stock - Common   BCA INTESA SPA LIRE1000   100,855.00   383,771.64   439,847.45  
Corporate Stock - Common   BCA POP BERGAMO EUR3   11,481.00   257,701.23   201,782.25  
Corporate Stock - Common   BIPOP-CARIRE EUR0.26   13,000.00   77,456.92   97,547.81  
Corporate Stock - Common   ENI ITL1000(REGD)   190,675.00   1,050,616.00   1,148,594.58  

29

Corporate Stock - Common   FIAT SPA EUR5 DI RISP(NON CNV)   17,000.00   292,364.28   236,774.99  
Corporate Stock - Common   FINMECCANICA SPA ITL430   261,097.00   363,484.60   296,378.29  
Corporate Stock - Common   MEDIASET ITL1000   2,000.00   46,811.68   26,097.48  
Corporate Stock - Common   MEDIOLANUM ITL200(POST SUBD)   7,150.00   43,724.16   85,891.87  
Corporate Stock - Common   OLIVETTI SPA EUR1   159,205.00   514,269.75   451,794.79  
Corporate Stock - Common   SAN PAOLO-IMI SPA EUR2.80   16,862.00   177,385.07   261,714.24  
Corporate Stock - Common   SEAT-PAGINE GIALLE ITL50   7,531.00   11,871.86   18,585.45  
Corporate Stock - Common   T.I.M.SPA EUR0.06   26,002.00   149,428.42   205,522.57  
Corporate Stock - Common   TECNOST SPA EUR1   15,600.00   14,780.44   49,837.65  
Corporate Stock - Common   TELECOM ITALIA SPA DI RISP ITL1000   97,809.00   333,793.58   531,288.39  
Corporate Stock - Common   TELECOM ITALIA SPA ITL1000   23,485.00   147,508.60   271,899.95  
Corporate Stock - Common   UNICREDITO ITALIAN ITL500   48,194.00   162,759.86   241,228.01  
Corporate Stock - Common   ABN-AMRO HLDGS NV NLG1.25   35,057.00   649,585.33   735,459.41  
Corporate Stock - Common   AEGON NV EUR0.12   30,661.00   757,622.65   1,263,251.24  
Corporate Stock - Common   AKZO NOBEL NV NLG5 (NL EXCH)   440.00   10,106.06   20,893.65  
Corporate Stock - Common   ASM LITHOGRAPHY HL EUR0.02   5,470.00   106,553.34   114,802.53  
Corporate Stock - Common   BUHRMANN NV NLG2.50(POST CONS)   4,828.00   116,040.13   119,568.41  
Corporate Stock - Common   EQUANT NV NLG0.02   556.00   53,724.01   16,794.66  
Corporate Stock - Common   FORTIS NL EUR0.24   20,383.00   491,938.20   599,724.40  
Corporate Stock - Common   HAGEMEYER EUR1.2   7,000.00   200,922.96   152,824.33  
Corporate Stock - Common   HEINEKEN HOLDING 'A'NLG5   11,500.00   458,105.75   417,947.02  
Corporate Stock - Common   HEINEKEN NV NLG5   7,700.00   394,164.78   415,910.06  
Corporate Stock - Common   HUNTER DOUGLAS NV NLG0.50   8,266.00   247,712.00   235,653.35  
Corporate Stock - Common   ING GROEP NV CVA EUR0.48   11,837.00   535,218.62   852,970.45  
Corporate Stock - Common   KLM EUR2   12,000.00   270,810.03   227,199.53  
Corporate Stock - Common   KON KPN NV EUR0.24   706.00   7,045.43   9,513.55  
Corporate Stock - Common   PHILIPS ELEC(KON) EUR0.20   14,130.06   475,170.75   467,529.25  
Corporate Stock - Common   ROYAL DUTCH PETROL NLG1.25   3,972.00   147,592.36   238,229.41  
Corporate Stock - Common   STMICROELECTRONICS EUR1.04(SICOVAM)   11,376.00   288,258.40   479,789.00  
Corporate Stock - Common   STORK NV EUR5   20,642.00   429,666.78   228,203.56  
Corporate Stock - Common   UNITED PAN EUROPE COM EUR1 'A' SHS   4,787.00   195,255.46   54,171.86  
Corporate Stock - Common   VEDIOR CVA NLG0.05   11,541.00   148,391.62   128,091.57  
Corporate Stock - Common   VNU NV EUR0.2   7,370.00   426,400.89   322,060.99  
Corporate Stock - Common   WOLTERS KLUWER CVA EUR0.12   18,728.00   399,816.50   459,082.74  
Corporate Stock - Common   JERONIMO MARTINS EUR5   2,944.00   51,133.54   32,674.95  
Corporate Stock - Common   PORTUGAL TELECOM EUR1(REGD)   66,493.00   568,713.59   544,089.94  
Corporate Stock - Common   PORTUGAL TELECOM NEW EUR1(REGD)(S/R24/11/00)   62,623.00   0.00   545.13  
Corporate Stock - Common   PT MULTIMEDIA SGPS EUR0.5(REGD)   400.00   51,283.17   9,248.15  
Corporate Stock - Common   TELECEL COMUNI PES EUR0.5   5,200.00   117,987.82   53,549.45  
Corporate Stock - Common   BBVA(BILB-VIZ-ARG) EUR0.49   44,427.00   564,611.76   594,025.54  
Corporate Stock - Common   BCO POPULAR ESP EUR0.5   18,778.00   608,417.82   621,154.80  
Corporate Stock - Common   BCO SANT CENT HISP EUR0.50(REGD)   17,939.00   149,774.18   159,125.33  
Corporate Stock - Common   ENDESA SA EUR1.2   42,857.00   780,652.67   693,534.50  
Corporate Stock - Common   REPSOL YPF SA EUR1   4,786.00   76,701.23   78,241.14  
Corporate Stock - Common   TELEFONICA SA EUR1   24,971.00   292,610.48   392,355.78  
Corporate Stock - Common   SYNGENTA CHF10   147.00   4,112.16   6,459.80  
Corporate Stock - Common   ABBEY NATIONAL ORD GBP0.10   2,430.00   24,409.43   38,063.48  
Corporate Stock - Common   ASTRAZENECA USD PAR .25   24,254.00   728,214.49   1,237,729.64  
Corporate Stock - Common   AUTONOMY CORP ORD GBP0.003333   4,000.00   203,373.65   131,832.62  
Corporate Stock - Common   AUTONOMY CORP ORD GBX0.333333   1,000.00   47,598.98   33,844.13  
Corporate Stock - Common   BAE SYSTEMS ORD GBP0.025   86,239.00   537,464.50   442,539.66  
Corporate Stock - Common   BALTIMORE TECH ORD GBP0.001   4,000.00   64,602.52   16,443.64  
Corporate Stock - Common   BARCLAYS PLC ORD GBP1   14,711.00   374,668.17   412,276.69  
Corporate Stock - Common   BG GROUP ORD GBP0.10   20,242.00   81,128.86   82,137.00  
Corporate Stock - Common   BILLITON ORD USD0.50   38,000.00   140,055.60   123,894.31  
Corporate Stock - Common   BOC GROUP ORD 25P   16,266.00   245,886.59   227,927.83  
Corporate Stock - Common   BP AMOCO ORD USD0.25   14,520.00   84,083.33   112,897.20  
Corporate Stock - Common   BRITISH TELECOM ORD 25P   12,000.00   139,754.32   103,594.92  
Corporate Stock - Common   BUNZL ORD 25P   83,949.00   346,103.45   510,519.97  
Corporate Stock - Common   CABLE & WIRELESS ORD GBP0.25   26,290.00   353,041.94   324,972.78  
Corporate Stock - Common   CADBURY SCHWEPPES ORD GBP0.125   18,936.00   94,605.73   131,932.47  
Corporate Stock - Common   CELLTECH GROUP ORD GBP0.50   4,000.00   75,703.18   65,491.04  
Corporate Stock - Common   CENTRICA ORD GBX5.555555   10,683.00   17,681.69   36,344.98  
Corporate Stock - Common   DIAGEO ORD GBX28.935185   20,211.00   156,870.23   209,719.49  
Corporate Stock - Common   DIMENSION DATA HLD ORD USD0.01   54,000.00   443,953.98   375,085.06  
Corporate Stock - Common   DIXONS GROUP ORD GBP0.025   50,761.00   253,933.84   177,732.58  

30

Corporate Stock - Common   ELECTROCOMPONENTS ORD GBP0.10   4,000.00   21,609.64   38,841.01  
Corporate Stock - Common   ENTERPRISE OIL ORD GBP0.25   29,448.00   226,104.44   246,290.54  
Corporate Stock - Common   GKN ORD GBP0.50   24,000.00   352,262.99   261,283.74  
Corporate Stock - Common   GLAXO WELLCOME ORD GBP0.25   21,000.00   405,603.34   612,341.23  
Corporate Stock - Common   GRANADA MEDIA ORD GBP0.025   27,434.00   185,085.15   149,528.99  
Corporate Stock - Common   GRANADA ORD GBP0.10   62,710.00   620,927.43   598,262.50  
Corporate Stock - Common   HALIFAX GROUP ORD GBP0.20   37,000.00   317,985.04   345,117.94  
Corporate Stock - Common   HAYS ORD 1P   17,000.00   97,282.45   84,344.52  
Corporate Stock - Common   HILTON GRP ORD 10P   7,770.00   24,505.20   20,652.00  
Corporate Stock - Common   INVENSYS ORD GBP0.25   107,100.00   454,308.69   260,371.54  
Corporate Stock - Common   KINGFISHER ORD GBP0.125   14,640.00   98,696.29   95,463.82  
Corporate Stock - Common   LAPORTE NEW 'B' ORD GBP0.01(REGD)   288,000.00   0.00   3,674.30  
Corporate Stock - Common   LAPORTE ORD GBP0.50   32,000.00   216,427.64   254,025.86  
Corporate Stock - Common   LATTICE GROUP ORD GBP0.10   20,242.00   41,073.21   42,754.28  
Corporate Stock - Common   LLOYDS TSB GROUP ORD GBP0.25   134,869.00   1,470,490.28   1,286,669.84  
Corporate Stock - Common   MARCONI ORD GBP0.05   16,600.00   210,710.73   157,660.47  
Corporate Stock - Common   MORGAN CRUCIBLE CO ORD GBP0.25   90,285.00   393,361.63   383,951.86  
Corporate Stock - Common   POWERGEN ORD GBP0.50   45,276.00   368,557.05   373,534.70  
Corporate Stock - Common   PRUDENTIAL PLC 5P   3,000.00   45,954.43   45,928.78  
Corporate Stock - Common   RECKITT BENCKISER ORD GBP0.105263   3,000.00   36,689.69   38,103.88  
Corporate Stock - Common   REED INTERNATIONAL ORD GBP0.125   49,000.00   362,221.53   438,988.43  
Corporate Stock - Common   REUTERS GROUP ORD GBP0.25   31,940.00   362,660.73   469,972.22  
Corporate Stock - Common   REXAM ORD GBX64.285714   82,562.00   305,835.39   264,501.76  
Corporate Stock - Common   RIO TINTO PLC ORD 10P(REGD)   31,483.00   488,714.08   470,834.73  
Corporate Stock - Common   ROYAL BK SCOTLAND ORD GBP0.25   60,651.00   737,789.66   1,246,653.86  
Corporate Stock - Common   ROYAL&SUN ALLIANCE ORD GBP0.275   85,575.00   667,762.68   653,846.19  
Corporate Stock - Common   SAFEWAY PLC ORD GBP0.25   71,557.00   360,250.19   326,623.87  
Corporate Stock - Common   SCOT & SOUTHERN EN ORD GBP0.50   25,404.00   236,177.93   233,174.90  
Corporate Stock - Common   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   102,620.00   744,110.31   808,810.39  
Corporate Stock - Common   SMITH(DAVID S.)HLD ORD GBP0.10   7,560.00   28,720.42   15,807.16  
Corporate Stock - Common   SMITHKLINE BEECHAM ORD GBP0.0625   29,400.00   245,051.82   383,211.90  
Corporate Stock - Common   STANDARD CHARTERED ORD GBP0.25   12,000.00   160,503.16   155,562.49  
Corporate Stock - Common   TATE & LYLE ORD GBP0.25   53,000.00   377,183.42   186,323.43  
Corporate Stock - Common   TESCO ORD 5P   35,600.00   90,378.95   142,815.83  
Corporate Stock - Common   TI GROUP ORD GBP0.25   73,600.00   641,888.03   408,981.63  
Corporate Stock - Common   TOMKINS ORD GBP0.05   91,346.00   387,760.95   194,231.97  
Corporate Stock - Common   UNILEVER PLC ORD GBP0.014   150,079.00   1,089,677.42   1,242,432.18  
Corporate Stock - Common   UNITED BUSNS MEDIA ORD 25P   6,190.00   67,111.06   72,829.72  
Corporate Stock - Common   VODAFONE GROUP PLC ORD USD0.10   945,617.00   1,037,854.99   3,233,869.67  
Corporate Stock - Common   WOLSELEY ORD 25P   54,420.00   416,503.61   298,544.74  
Corporate Stock - Common   WPP GROUP ORD 10P   21,000.00   346,941.66   228,027.90  
Corporate Stock - Common   CHINA MOBILE (HK) HKD0.10   114,500.00   639,781.27   625,366.19  
Corporate Stock - Common   CHEUNG KONG(HLDGS) HKD0.50   54,000.00   641,667.80   607,519.47  
Corporate Stock - Common   DAO HENG BANK GRP USD0.50   7,000.00   29,734.56   34,193.40  
Corporate Stock - Common   HENDERSON LAND DEV HKD2   7,000.00   34,723.62   27,013.69  
Corporate Stock - Common   HONG KONG ELECTRIC HKD1   123,941.00   392,988.51   427,451.25  
Corporate Stock - Common   HSBC HLDGS USD0.50(HONGKONG REG)   4,800.00   48,545.77   64,309.75  
Corporate Stock - Common   HUTCHISON WHAMPOA HKD0.25   63,300.00   528,286.56   756,783.87  
Corporate Stock - Common   JOHNSON ELEC HLDGS HKD0.0125   200,000.00   323,333.43   376,935.16  
Corporate Stock - Common   PACIFIC CENTURY COMMON STK HKD .005   43,448.00   86,049.83   27,016.61  
Corporate Stock - Common   SHANGRI-LA ASIA HKD1   146,000.00   170,115.88   146,940.61  
Corporate Stock - Common   SWIRE PACIFIC 'A'HKD0.60   26,500.00   176,653.00   169,877.24  
Corporate Stock - Common   77TH BANK JPY50   35,000.00   365,152.16   229,699.84  
Corporate Stock - Common   ADVANTEST JPY50   5,400.00   373,948.35   634,691.94  
Corporate Stock - Common   AIFUL CORP JPY50   5,500.00   460,619.02   447,844.73  
Corporate Stock - Common   CANON INC JPY50   26,000.00   773,346.44   1,020,988.49  
Corporate Stock - Common   CHUDENKO CORP JPY50   18,600.00   262,053.42   229,865.94  
Corporate Stock - Common   CHUGAI PHARMA CO Y50   16,000.00   253,868.31   283,096.37  
Corporate Stock - Common   CREDIT SAISON CO JPY50   28,400.00   552,837.85   587,099.98  
Corporate Stock - Common   DAI-TOKYO FI & MAR Y50   77,000.00   510,536.02   227,993.68  
Corporate Stock - Common   DAIWA SEC CO Y50   14,000.00   154,496.15   147,235.39  
Corporate Stock - Common   DDI CORP JPY5000   25.00   276,073.40   117,806.36  
Corporate Stock - Common   EAST JAPAN RAILWAY JPY50000   8.00   40,223.58   46,075.38  
Corporate Stock - Common   FANUC JPY50   1,400.00   117,773.16   112,859.40  
Corporate Stock - Common   FUJI BANK Y50   0.00   0.00   0.00  
Corporate Stock - Common   FUJI MACHINE JPY50   8,100.00   324,855.67   205,104.94  

31

Corporate Stock - Common   FUJI SOFT ABC INC JPY50   2,700.00   191,145.54   175,490.86  
Corporate Stock - Common   FUJI TELEVISION JPY5000   16.00   241,822.97   141,403.75  
Corporate Stock - Common   FUJITSU Y50   5,000.00   105,307.32   79,801.40  
Corporate Stock - Common   FURUKAWA ELEC CO Y50   14,000.00   403,645.15   336,176.93  
Corporate Stock - Common   HIROSE ELECTRIC JPY50   5,000.00   248,179.18   609,343.26  
Corporate Stock - Common   HITACHI JPY50   39,000.00   297,653.57   372,132.70  
Corporate Stock - Common   HONDA MOTOR CO Y50   16,000.00   412,582.46   560,415.26  
Corporate Stock - Common   ITO-YOKADO CO Y50   1,000.00   72,475.36   50,101.56  
Corporate Stock - Common   JUSCO CO Y50   16,000.00   273,928.69   358,203.57  
Corporate Stock - Common   KAO CORP JPY50   2,000.00   25,083.41   61,385.69  
Corporate Stock - Common   KOKUSAI SECURITIES JPY50   7,000.00   84,871.76   58,135.86  
Corporate Stock - Common   KOKUYO CO Y50   5,000.00   93,290.79   71,721.96  
Corporate Stock - Common   KYOCERA CORP JPY50   2,300.00   273,273.33   301,060.71  
Corporate Stock - Common   MABUCHI MOTOR CO JPY50   3,900.00   327,936.97   451,347.33  
Corporate Stock - Common   MAKITA CORP Y50   6,000.00   113,955.97   47,935.00  
Corporate Stock - Common   MARUBENI CORP JPY50   148,000.00   413,548.00   352,714.96  
Corporate Stock - Common   MARUI CO JPY50   7,000.00   108,276.54   90,236.97  
Corporate Stock - Common   MATSUMOTOKIYOSHI C JPY50   6,500.00   317,881.99   228,842.25  
Corporate Stock - Common   MATSUSHITA COMM JPY50   400.00   54,378.57   55,752.65  
Corporate Stock - Common   MATSUSHITA ELC IND Y50   13,000.00   277,420.54   326,246.90  
Corporate Stock - Common   MINEBEA CO JPY50   41,000.00   437,214.78   419,715.64  
Corporate Stock - Common   MITSUBISHI HVY IND Y50   113,000.00   465,548.45   493,721.51  
Corporate Stock - Common   MITSUBISHI MOTORS JPY50   79,000.00   274,897.40   235,341.91  
Corporate Stock - Common   MITSUI CHEMICALS Y50   4,000.00   26,535.95   19,210.11  
Corporate Stock - Common   MITSUI FUDOSAN JPY50   38,000.00   388,123.91   440,803.44  
Corporate Stock - Common   MITSUI MARINE FIRE JPY50   50,000.00   258,415.33   293,838.86  
Corporate Stock - Common   MIZUHO HLDGS JPY50000   46.00   410,936.23   297,738.66  
Corporate Stock - Common   MURATA MFG CO JPY50   7,700.00   367,172.93   1,028,751.97  
Corporate Stock - Common   NAMCO LTD JPY50   6,700.00   233,175.33   168,142.63  
Corporate Stock - Common   NEC CORP Y50   75,000.00   1,240,392.94   1,411,645.22  
Corporate Stock - Common   NICHICON CORP JPY50   8,000.00   193,812.99   119,810.43  
Corporate Stock - Common   NIKKO SECURITIES Y50   9,000.00   68,058.83   68,977.66  
Corporate Stock - Common   NIKON CORP JPY50   41,000.00   596,606.65   588,860.30  
Corporate Stock - Common   NINTENDO CO JPY50   2,300.00   208,599.82   344,454.98  
Corporate Stock - Common   NIPPON EXPRESS CO Y50   97,000.00   644,549.37   607,700.29  
Corporate Stock - Common   NIPPON TEL&TEL CP JPY50000   65.00   809,047.25   560,370.12  
Corporate Stock - Common   NISHIMATSU CONS CO Y50   35,000.00   347,995.29   121,642.97  
Corporate Stock - Common   NISSAN MOTOR CO Y50   94,000.00   474,472.35   574,479.80  
Corporate Stock - Common   NOMURA SECURITIES Y50   12,000.00   261,582.58   252,403.52  
Corporate Stock - Common   NTT DOCOMO INC NPV   65.00   894,024.80   1,660,573.24  
Corporate Stock - Common   RINNAI CORP Y50   17,900.00   298,255.22   330,449.11  
Corporate Stock - Common   ROHM CO JPY50   4,100.00   394,618.88   988,219.36  
Corporate Stock - Common   SAKURA BANK JPY50   45,000.00   287,489.43   259,986.46  
Corporate Stock - Common   SANKYO CO JPY50   29,000.00   674,691.47   626,991.66  
Corporate Stock - Common   SANWA BANK JPY50   16,000.00   141,325.30   115,260.66  
Corporate Stock - Common   SEKISUI CHEM Y50   35,000.00   251,014.64   110,584.52  
Corporate Stock - Common   SEKISUI HOUSE Y50   26,000.00   208,160.73   252,078.54  
Corporate Stock - Common   SEVEN ELEVEN NPV   2,000.00   147,536.33   146,242.38  
Corporate Stock - Common   SHIN-ETSU CHEM CO Y50   14,000.00   598,432.56   626,856.24  
Corporate Stock - Common   SHIONOGI & CO JPY50   23,000.00   401,275.07   463,010.61  
Corporate Stock - Common   SHISEIDO CO Y50   4,000.00   48,539.11   51,852.85  
Corporate Stock - Common   SHOHKOH FUND & CO JPY50   800.00   178,379.37   85,939.97  
Corporate Stock - Common   SOFTBANK CORP JPY50   1,000.00   176,915.22   52,268.11  
Corporate Stock - Common   SONY CORP Y50   24,000.00   1,002,309.56   1,811,239.00  
Corporate Stock - Common   SUMITOMO BANK JPY50   19,000.00   259,445.54   189,528.32  
Corporate Stock - Common   SUMITOMO CORP JPY50   8,000.00   83,365.62   63,335.59  
Corporate Stock - Common   TAIYO YUDEN CO Y50   8,000.00   407,552.45   316,316.86  
Corporate Stock - Common   TDK CORP JPY50   4,100.00   385,529.71   445,253.89  
Corporate Stock - Common   TERUMO CORP Y50   8,000.00   213,578.04   158,519.52  
Corporate Stock - Common   TOKYO ELECTRON Y50   16,800.00   696,559.19   1,198,104.26  
Corporate Stock - Common   TOKYO SEIMITSU CO JPY50   2,800.00   317,501.59   172,385.47  
Corporate Stock - Common   TOKYU CORP Y50   33,000.00   164,441.62   176,655.38  
Corporate Stock - Common   TORAY IND INC Y50   74,000.00   275,235.10   295,933.20  
Corporate Stock - Common   TOSHIBA CORP Y50   30,000.00   239,610.22   212,593.09  
Corporate Stock - Common   USHIO INC JPY50   8,000.00   186,348.48   130,282.10  
Corporate Stock - Common   YAMANOUCHI PHARM JPY50   15,000.00   551,186.76   729,857.82  

32

Corporate Stock - Common   SAMSUNG ELECTRONIC KRW5000   6,059.00   1,380,378.99   807,534.34  
Corporate Stock - Common   FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D' SHS)   21,890.00   86,898.74   75,366.45  
Corporate Stock - Common   KIMBERLY CLARK MEX 'A'NPV   0.00   0.00   0.00  
Corporate Stock - Common   NORSK HYDRO AS NOK20   10,387.00   515,077.91   416,721.21  
Corporate Stock - Common   ORKLA ASA NOK6.25 ORD   3,560.00   42,439.75   64,117.86  
Corporate Stock - Common   TELECOM CORP OF NZ NPV   96,776.00   392,833.80   227,836.19  
Corporate Stock - Common   MANILA ELECTRIC CO 'B'PHP10   69,420.00   146,894.60   62,250.68  
Corporate Stock - Common   ATLAS COPCO AB SER'B'SEK5   1,140.00   19,280.68   23,302.42  
Corporate Stock - Common   AUTOLIV INC USD1 SDR   16,519.00   463,640.00   339,307.41  
Corporate Stock - Common   ELECTROLUX AB SER'B'SEK5   3,270.00   56,234.86   45,321.57  
Corporate Stock - Common   ERICSSON(LM)TEL SEK1 SER'B'   60,660.00   1,101,397.49   692,548.60  
Corporate Stock - Common   FORENINGSSPARBK SEK20 SER'A'   22,800.00   324,868.62   308,046.66  
Corporate Stock - Common   HENNES & MAURITZ SEK0.25'B'   5,330.00   76,978.33   89,816.53  
Corporate Stock - Common   INVESTOR AB SEK6.25'B'   12,453.00   183,941.53   165,766.83  
Corporate Stock - Common   NORDEA ORD EUR0.39632   27,916.00   139,096.63   197,630.47  
Corporate Stock - Common   SANDVIK AB SEK6   1,270.00   27,063.79   27,226.04  
Corporate Stock - Common   SECURITAS SER'B'SEK1   17,938.00   365,914.76   289,755.31  
Corporate Stock - Common   SYNGENTA CHF10   573.00   13,970.04   25,253.37  
Corporate Stock - Common   SYNGENTA CHF10(ASTRAZENECA-TEMP)   0.34   8.39   15.16  
Corporate Stock - Common   ASTRAZENECA COMM STK   23,070.00   612,857.18   1,175,468.14  
Corporate Stock - Common   CHARTERED SEMI CON SGD0.26   5,800.00   37,773.60   19,344.36  
Corporate Stock - Common   CREATIVE TECHNLGY SGD0.25   3,000.00   81,718.11   37,457.24  
Corporate Stock - Common   DBS GROUP HLDGS SGD1   3,000.00   37,288.40   34,036.49  
Corporate Stock - Common   O/SEAS CHINESE BK SGD1   48,200.00   331,068.90   324,264.54  
Corporate Stock - Common   SINGAPORE AIRLINES SGD1(1000 BOARD LOT)   6,000.00   55,620.81   57,810.72  
Corporate Stock - Common   SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)   13,000.00   220,923.35   202,337.51  
Corporate Stock - Common   SINGAPORE TECH ENG SGD0.10   361,000.00   363,254.99   539,236.03  
Corporate Stock - Common   SINGAPORE TELECOMM SGD0.15   24,000.00   38,561.38   39,954.39  
Corporate Stock - Common   UTD O/S BANK SGD1   70,214.00   485,997.83   504,387.91  
Corporate Stock - Common   ADR BROKEN HILL PROPREITARY LTD SPONSORED APR   10,500.00   208,647.59   211,968.75  
Corporate Stock - Common   ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR   2,400.00   63,973.13   61,800.00  
Corporate Stock - Common   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD   1.00   13.84   18.13  
Corporate Stock - Common   ADR TELECOMUNICACOES BRASILEIRAS S A SPONSORED ADR REPSTG ADR FOR PFD   3,162.00   199,720.79   182,407.88  
Corporate Stock - Common   PETROL BRASILEIROS SPON ADR REP 1 PRF SHS   5,755.00   101,426.98   142,436.25  
Corporate Stock - Common   CELESTICA INC COM NPV (USD)   3,771.00   141,646.28   196,563.38  
Corporate Stock - Common   INCO LTD COM NPV (USD QUOTE)   23,000.00   650,393.27   330,625.00  
Corporate Stock - Common   NORTEL NETWORKS CP COM NPV   800.00   37,358.88   30,200.00  
Corporate Stock - Common   THOMSON CORP (USD) COM NPV   24,300.00   387,116.57   893,440.48  
Corporate Stock - Common   ADR ALSTOM S A   3.00   100.00   71.63  
Corporate Stock - Common   ADR TOTALE FINA S A SPONSORED ADR   6,481.00   267,933.22   457,720.63  
Corporate Stock - Common   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   8,200.00   546,550.35   314,675.00  
Corporate Stock - Common   ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR   35,202.00   390,345.03   242,013.75  
Corporate Stock - Common   ADR ASAT HLDGS LTD SPONSORED ADR ISIN# US00208B1052   5,600.00   67,200.00   27,650.00  
Corporate Stock - Common   ADR ICICI LTD SPONSORED ADR   5,980.00   79,624.79   59,052.50  
Corporate Stock - Common   ADR CBT GROUP PUB LTD SPONSORED NEW   1,952.00   64,115.04   62,586.00  
Corporate Stock - Common   ADR ENI SPA   6,000.00   287,185.71   366,375.00  
Corporate Stock - Common   ADR GRUPO TELEVISA SA DE CV REP ORD PARTN CTF   8,557.00   418,410.14   398,435.31  
Corporate Stock - Common   ADR NUEVO GRUPO IUSACELL S A DE C V DR REPSTG SER V SHS ISIN US6705121027   3,000.00   45,756.99   33,375.00  
Corporate Stock - Common   ADR TELE DE MEX SA CV L RPSTG SH ORD L   30,062.00   1,278,666.30   1,409,156.25  
Corporate Stock - Common   AKZO NOBEL NV SPON ADR-REP 1 NLG5   8,100.00   278,825.04   387,281.25  
Corporate Stock - Common   ASM LITHOGRAPHY HL EUR0.02(NY REGD)   31,900.00   111,767.83   651,956.25  
Corporate Stock - Common   STMICROELECTRONICS COM EUR1.04 (NY REG)   3,000.00   74,565.39   122,250.00  
Corporate Stock - Common   ADR KOREA ELEC PWR CO SPONSORED   10,965.00   152,161.20   109,650.00  
Corporate Stock - Common   ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD   10,678.00   247,791.91   154,163.63  
Corporate Stock - Common   HYUNDAI MOTOR CO GDS REP(1/2 ORD KRW 500O)   21,472.00   218,143.61   125,074.40  
Corporate Stock - Common   KOREA TELECOM ADR(REP 1/2 ORD KRW5000)(WI   2,400.00   96,831.64   65,400.00  
Corporate Stock - Common   SAMSUNG ELECTRONIC GDR-REP 1/2 SH KRW5000(REGS   6,888.00   1,049,227.49   438,421.20  
Corporate Stock - Common   SAMSUNG ELECTRONIC GDS(1/2 NON VTG SHS)RG   4,800.00   146,524.26   140,400.00  
Corporate Stock - Common   ADR OIL CO LUKOIL   3,200.00   175,196.93   116,000.00  

33

Corporate Stock - Common   CREATIVE TECH LTD ORD   4,000.00   120,821.86   48,750.00  
Corporate Stock - Common   DATACRAFT ASIA SGD0.10   7,000.00   51,298.08   42,700.00  
Corporate Stock - Common   ADR REPSOL YPF S A SPONSORED ADR   28,663.00   431,333.06   469,356.63  
Corporate Stock - Common   ADR TELEFONICA DE ESPANA SA SPONSORED   2,921.00   195,163.69   138,199.82  
Corporate Stock - Common   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   20,000.00   450,031.50   227,500.00  
Corporate Stock - Common   SYNGENTA ADR(1/5TH CHF10(NOVARTIS)   273.38   1,794.45   2,409.16  
Corporate Stock - Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   47,930.00   686,906.77   805,823.13  
Corporate Stock - Common   ASUSTEK COMPUTER GDR REP 1 ORD TWD10 REG'S'   31,660.00   264,219.22   135,346.50  
Corporate Stock - Common   GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT   17,594.00   206,023.54   218,605.45  
Corporate Stock - Common   PVTPL GDR ASUSTEK COMPUTER INC ISIN US04648R1005 GLOBAL DEPOS RCPT   20.00   95.70   85.50  
Corporate Stock - Common   ADR SHELL TRANS & TRADING PLC NY SH NEW   1,800.00   93,802.50   85,612.50  
Corporate Stock - Common   ASTRAZENECA SPON ADR REP 1 ORD USD0.25   2,200.00   80,519.67   113,162.50  
Corporate Stock - Common   ##ADR EMBRATEL PARTICIPACOES S A SPONS ADR REPSTG PFD DO NOT USE SEE #1306344   201.00   4,351.45   2,424.56  
Corporate Stock - Common   #REORG ACNIELSEN CORP CASH MERGER EFF 2/16/01   17,830.00   431,206.77   404,518.13  
Corporate Stock - Common   #REORG ACUTANT CORP CLASS A COM REV SPLTTO ACUTANT CORP CL A 2000577 @.2 1/25/01   23,600.00   91,839.61   85,550.00  
Corporate Stock - Common   #REORG AETNA INC CASH MERGER @35.332247 EFF 12/13/00   3,654.02   216,237.75   245,960.88  
Corporate Stock - Common   #REORG AIRBORN FGHT CORP PLAN OF REORG TO AIRBORNE INC 2002804 @1 EFF 12/26/00   2,700.00   45,025.12   25,650.00  
Corporate Stock - Common   #REORG ALAMCO ENVIRONMENTAL RES CORP COMN/C ALANCO TECH INC 2-003805 EFF N/A   143.00   3,215.00   147.48  
Corporate Stock - Common   #REORG ALLSCRIPTS INC FORM OF A HLDG CO ALLSCRTS HLTH CRE SOL 2012598 @1 1/9/01   100.00   8,029.95   1,087.50  
Corporate Stock - Common   #REORG AMERICA ONLINE STK MERGER TO AOL TIME WARNER 2157776 @1 EFF 1/11/01   185,206.00   9,948,518.45   7,521,215.66  
Corporate Stock - Common   #REORG ASSOC FIRST CORP CL A STK MERGER CITIGROUP 2000136 @.7334 EFF 11/30/00   76,008.00   2,248,350.82   2,684,032.50  
Corporate Stock - Common   #REORG AVIS GROUP HLDGS INC CL A CASH MERGER EFF 3/1/01   17,390.00   402,188.96   559,740.63  
Corporate Stock - Common   #REORG AXA FINL CSH & STK MRGR TO AXA ADR 2042791 STK @.295 CASH @35.75 1/2/01   200.00   5,822.93   11,262.56  
Corporate Stock - Common   #REORG AXENT TECHNOLOGIES STOCK MERGER TO SYMANTEC 2851423 @.5 EFF 12/18/00   50.00   895.79   881.25  
Corporate Stock - Common   #REORG BATTLE MTN GOLD STK MRGR NEWMONT MINING CORP 2652996 @.105 1/10/01   6,000.00   12,856.07   9,375.00  
Corporate Stock - Common   #REORG BINDLY WESTERN INDS INC STK MRGR TO CARDINAL HLTH 2019071 @.4275 2/14/01   12,600.00   198,308.88   396,900.00  
Corporate Stock - Common   #REORG BIOFILTRATION SYS INC N/C TO BIFSTECH CORP 2049222 @1 EFF 11/9/00   1,015.00   992.00   253.75  
Corporate Stock - Common   #REORG BIOMTRX CSH STK MRGR GNZYM CRP BIOSRGY 2321323 .07 CSH 10.5 12/19/00   250.00   4,983.72   5,031.25  
Corporate Stock - Common   #REORG BIRNER DNTL MGMT SVCS REV SPLT TOBIRNER DNTL MGMT SVCS 2069689 2/26/01   25,000.00   29,038.06   14,062.50  
Corporate Stock - Common   #REORG CAMBRIDGE NEURS STCK MRGR TO CENES PHARM PLC 2218688 12/18/00   3,000.00   7,074.71   4,890.00  
Corporate Stock - Common   #REORG CHASE MANHATTAN CORP NEW N/C TO JP MORGAN CHASE & CO 2427148 @1 1/2/01   79,883.99   2,901,961.99   2,945,721.95  
Corporate Stock - Common   #REORG CHELSEA RLTY N/C TO CHELSEA PPTY GROUP INC 2123889 @1 EFF 1/2/01   619.05   23,211.08   21,821.37  
Corporate Stock - Common   #REORG CLEARWORKS NET COM STK MRGR EAGLEWIRLESS INTL 2291538 @.8 2/1/01   2,300.00   16,833.60   4,025.00  
Corporate Stock - Common   #REORG COASTAL CORP STK MERGER TO EL PASO ENERGY CORP 2301024 @1.23 1/29/01   5,600.00   98,461.77   410,200.00  
Corporate Stock - Common   #REORG COLUMBUS ENERGY CORP STCK MRGRTO KEY PRODUCTION CO 2451945 @.355 1/2/01   220.00   1,672.86   1,815.00  
Corporate Stock - Common   #REORG CP & L ENERGY INC N/C TO PROGRESSENERGY INC 2748007 @1 EFF 11/30/00   4,200.00   125,973.60   180,600.00  
Corporate Stock - Common   #REORG CREDITR CORP PLN OF REORG TO NCO PTF MGMT INC 2597369 & CREDITR 6066273   300.00   2,698.65   257.82  
Corporate Stock - Common   #REORG DATALINK NET INC COMM N/C TO SEMOTUS SOLUTIONS INC 2818050 @1 1/11/01   500.00   3,686.20   1,875.00  
Corporate Stock - Common   #REORG DIAMOND TECH PRTNRS INC CL A N/C DIAMNDCLSTR INTL 2279014 @1 11/28/00   23,760.00   1,775,007.15   751,410.00  

34

Corporate Stock - Common   #REORG DIGITAL BIOMETRICS INC N/C TO VISIONICS CORP 2892119 EFF 2/15/01   200.00   1,517.45   862.50  
Corporate Stock - Common   #REORG EL PASO ENERGY CORP N/C TO EL PASO CORP 2301049 @1 EFF 2/7/01   24,730.00   911,788.57   1,485,345.63  
Corporate Stock - Common   #REORG EXCALIBUR TECH STOCK MERGER TO CONVERA CORP 2203084 @1 12/21/00   4,400.00   228,594.52   97,900.00  
Corporate Stock - Common   #REORG FATBRAIN.COM INC CSHSTCK MRGR BRN-NOBL.COM INC 2055731 1.0625.8557   10,000.00   48,143.30   33,750.00  
Corporate Stock - Common   #REORG FIRSTAR CORP NEW WIS STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   25,091.00   733,083.81   486,138.13  
Corporate Stock - Common   #REORG FLORIDA PROGRESS CORP CASH MERGER@54 EFF 11/30/00   2,600.00   109,534.02   142,512.50  
Corporate Stock - Common   #REORG FLUOR CORP N/C TO MASSEY ENERGY CO SEC 2537570 @1 EFF 11/30/00   24,837.69   894,823.50   906,575.54  
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   1.70  
Corporate Stock - Common   #REORG GASONICS INTL CORP COM STK MERGERTO NOVELLUS SYSTEMS 2667251 @.52 1/10/01   9,200.00   228,850.00   123,625.00  
Corporate Stock - Common   #REORG GENZYME CORP TISS REPAIR STK MGR GENZ CORP BIOSRGRY 2321323 .33 12/18/00   9.00   28.31   35.44  
Corporate Stock - Common   #REORG GLB TELMDIA INT INC COM RV SPLT GLB TELMDIA INT INC 2351387 @.2 11/27/00   800.00   773.95   176.00  
Corporate Stock - Common   #REORG INFINITY BROADCSTNG NEW CLA STK MRGR TO VIACOM CL B 2888754 2/21/01   36,400.00   1,352,241.18   1,101,100.00  
Corporate Stock - Common   #REORG INPRISE CORP N/C TO BORLAND SOFTWARE CORP 2075365 EFF 1/22/01   12,500.00   187,192.15   62,891.25  
Corporate Stock - Common   #REORG INTEG COM STK MRGR TO IVERNESS MED TECH 2424204 @.173856 1/23/01   384.00   831.12   2,304.00  
Corporate Stock - Common   #REORG KAUFMAN & BROAD HOME CORP COM N/CKB HOME 1-17-01 SEE #2447812   17,573.00   449,222.18   551,352.88  
Corporate Stock - Common   #REORG MORGAN JP & CO INC STK MRGR TO JPMORGAN CHASE & CO 2427148 @3.7 12/31/00   14,196.14   1,593,880.12   1,913,816.58  
Corporate Stock - Common   #REORG NABISCO GROUP HLDG CORP COM STK CASH MERGER @ 30 EFF 12-12-00   8,600.00   151,317.24   252,625.00  
Corporate Stock - Common   #REORG PCORDER COM CL A CASH MERGER @6.375 EFF 12/20/00   800.00   49,991.55   5,000.00  
Corporate Stock - Common   #REORG PE CORP N/C APPLERA CORP-APPLIED BIOSYS GRP 2023356 @1 11/30/00   255.00   20,175.95   21,069.38  
Corporate Stock - Common   #REORG PE CORP N/C TO APPLERA CORP CELERA GENOMICS GRP 2023357 @1 11/30/00   978.00   113,288.05   40,709.25  
Corporate Stock - Common   #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014   421.00   4,633.74   5,683.50  
Corporate Stock - Common   #REORG QXL RICARDO PLC REV SPLT TO QXL RICARDO PLC ADR 2753529 @.2 12/18/00   10.00   217.50   11.88  
Corporate Stock - Common   #REORG R&B FALCON CORP STK MRGR TO TRANOCEAN SECO FOREX 2828059 @.5 1/31/01   12,000.00   331,929.18   228,000.00  
Corporate Stock - Common   #REORG RAINFOREST CAFE CASH MERGER @3.25EFF 12/6/00   1,000.00   4,529.95   3,187.50  
Corporate Stock - Common   #REORG RMI.NET INC N/C INTERNET COMMERCE& COMM INC 2421800 @1.00 11/30/00   600.00   4,791.50   562.50  
Corporate Stock - Common   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   9,259.00   2,136,388.27   1,682,823.25  
Corporate Stock - Common   #REORG SEAGATE TECH CASH & STK MERGER TOESC 2814333 @1 EFF 11/22/00   1,100.00   49,207.31   54,450.00  
Corporate Stock - Common   #REORG SEAGRAM CO LTD DEFAULT MERGER TO VIVENDI SPONS ADR #2-892145 12/08/00   11,400.00   369,606.10   542,925.00  
Corporate Stock - Common   #REORG SMITHKLINE BEECHAM PLC STK MRGR GLAXO WELLCOME 2349278 @1.138 12/27/00   400.00   26,347.83   25,900.00  
Corporate Stock - Common   #REORG SOUTHERN ENERGY INC DEL N/C TO MIRANT CORP 2577659 @1 EFF 1/19/01   16,800.00   369,600.00   409,500.00  
Corporate Stock - Common   #REORG STAPLES INC COM N/C STAPLES INC (RETAIL & DELIVERY) #2844553 EFF N/A   3,750.00   71,499.91   45,000.00  
Corporate Stock - Common   #REORG SUMMIT BANCORP STK MERGER TO FLEETBOSTON FINL CORP 2323734 3/1/01   4,500.00   215,853.31   167,343.75  
Corporate Stock - Common   #REORG SUNRISE MEDICAL INC CASH MERGER @10 EFF 12/13/00   100.00   717.45   981.25  

35

Corporate Stock - Common   #REORG T ROWE PRICE ASSOC INC COM N/C T ROWE PRICE GROUP INC 2746924 @1 12/28/00   3,200.00   101,958.83   116,800.00  
Corporate Stock - Common   #REORG TELCOM SEMICONDUCTOR INC STK MRGRMICROCHIP TECH INC 2593849 @.53 1/16/00   1,300.00   24,686.56   14,787.50  
Corporate Stock - Common   #REORG TELXON CORP STK MERGER SYMBOL TECH 2851439 @.50 EFF 11/30/00   245.00   4,470.58   4,900.00  
Corporate Stock - Common   #REORG TIME WARNER STK MERGER TO AOL TIME WARNER INC 2157776 @1.5 1/11/01   113,230.02   7,045,310.17   7,020,260.99  
Corporate Stock - Common   #REORG TNPC INC N/C TO NEWPOWER HLDGS INC 2653657 @1 EFF 1/22/01   28,800.00   700,838.40   145,800.00  
Corporate Stock - Common   #REORG UNION CARBIDE CORP STK MERGER TO DOW CHEMICAL 2280938 @1.611 EFF 2/6/01   16,700.00   664,967.72   721,231.25  
Corporate Stock - Common   #REORG US BANCORP DEL INC STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   19,502.00   357,219.60   471,704.63  
Corporate Stock - Common   #REORG VIDESH SANCHAR NIGAM ADR REVSPL VIDESH SANCHAR NIGAM 2890277 12/11/00   300.00   2,467.45   2,681.25  
Corporate Stock - Common   #REORG VIRTUAL TECHNOLOGY CORP NEW N/C TO GRAPHICS TECH INC 2356996 @1 12/20/00   1,000.00   4,311.15   16.00  
Corporate Stock - Common   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   4,585.76   137,602.94   132,700.55  
Corporate Stock - Common   #REORG WEST TELESERVICES CORP N/C TO WEST CORP 2913096 @1 EFF 1/2/01   3,300.00   78,978.57   87,862.50  
Corporate Stock - Common   1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK   10.00   51,217.02   63,700.00  
Corporate Stock - Common   1ST COMWLTH FNCL CORP COM LM   3,100.00   36,821.49   29,450.00  
Corporate Stock - Common   1ST MIRACLE GROUP INC COM   32,000.00   1,759.05   192.00  
Corporate Stock - Common   2U ONLINE COM INC COM STK   100.00   82.95   28.00  
Corporate Stock - Common   3COM CORP COMMON STOCK   1,559.00   23,386.60   19,097.75  
Corporate Stock - Common   3DFX INTERACTIVE INC COM   30,315.00   265,076.64   81,471.56  
Corporate Stock - Common   3DSHOPPING COM   22,000.00   116,722.69   57,750.00  
Corporate Stock - Common   5TH 3RD BANCORP COM   12,162.00   324,181.16   652,187.25  
Corporate Stock - Common   5TH AVE CHANNEL CORP COM   2,500.00   889.20   468.75  
Corporate Stock - Common   7 SEAS PETE INC COM   200.00   462.06   400.00  
Corporate Stock - Common   724 SOLUTIONS INC COM ISIN CA81781000   100.00   13,038.38   1,987.50  
Corporate Stock - Common   9278 COMMUNICATIONS INC COM   175.00   719.01   180.43  
Corporate Stock - Common   A C L N LTD COM STK   625.00   10,700.84   11,718.75  
Corporate Stock - Common   AAON INC COM PAR $0.004   500.00   11,467.45   10,750.00  
Corporate Stock - Common   AAR CORP COM   8,700.00   140,545.02   90,262.50  
Corporate Stock - Common   AARON RENTS INC CL B   1,900.00   35,306.75   28,500.00  
Corporate Stock - Common   ABACAN RES CORP NEW COM   2,000.00   6,054.40   6.00  
Corporate Stock - Common   ABACUS MIN CORP COM   5,000.00   5,800.00   130.50  
Corporate Stock - Common   ABBOTT LAB COM   41,002.64   772,266.83   2,257,707.81  
Corporate Stock - Common   ABERCROMBIE & FITCH CO CL A   16,200.00   362,936.61   338,175.00  
Corporate Stock - Common   ABGENIX INC COM   12,020.00   865,555.75   586,726.25  
Corporate Stock - Common   ABIOMED INC COM   400.00   3,279.95   9,325.00  
Corporate Stock - Common   ACCELERATED NETWORKS INC COM ISIN US0042P1075   100.00   2,335.56   550.00  
Corporate Stock - Common   ACE CASH EXPRESS INC COM   100.00   929.95   1,156.25  
Corporate Stock - Common   ACLARA BIOSCIENCES INC COM   100.00   4,244.06   1,168.75  
Corporate Stock - Common   ACTEL CORP COM   17,900.00   593,127.21   406,106.25  
Corporate Stock - Common   ACTERNA CORP COM   200.00   4,042.45   1,687.50  
Corporate Stock - Common   ACTIVE PWR INC COM   18,400.00   602,407.08   251,850.00  
Corporate Stock - Common   ACTV INC COM   500.00   5,738.83   3,343.75  
Corporate Stock - Common   ACXIOM CORP COM   28,625.00   1,191,851.90   1,030,500.00  
Corporate Stock - Common   ADAIR INTL OIL & GAS INC COM   5,400.00   3,800.45   1,458.00  
Corporate Stock - Common   ADAM COM INC COM   1,375.00   19,978.75   3,007.81  
Corporate Stock - Common   ADAPTEC INC COM   35,400.00   763,141.26   387,187.50  
Corporate Stock - Common   ADC TELECOMMUNICATIONS INC COM   20,490.00   352,113.10   413,641.88  
Corporate Stock - Common   ADELPHIA BUSINESS SOLUTIONS INC CL A   600.00   13,248.72   1,987.50  
Corporate Stock - Common   ADELPHIA COMMUNICATIONS CORP CL A   4,900.00   300,490.31   136,281.25  
Corporate Stock - Common   ADMINISTAFF INC COM   20,920.00   524,525.50   712,535.20  
Corporate Stock - Common   ADOBE SYS INC COM   6,440.08   91,374.41   408,140.20  
Corporate Stock - Common   ADR ALCATEL ALSTHOM ISIN #US0139043055   200.00   12,490.99   10,100.00  
Corporate Stock - Common   ADR AMVESCAP PLC   87.00   3,704.86   2,773.13  
Corporate Stock - Common   ADR AO TATNEFT SPONSORED REG S ISIN US03737P3064   389.00   4,503.45   3,136.31  
Corporate Stock - Common   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   50.00   2,207.96   915.63  
Corporate Stock - Common   ADR ASIA PULP & PAPER LTD SPONSORED ADR   4,400.00   20,030.21   3,575.00  
Corporate Stock - Common   ADR AVENTIS SPONSORED ADR   601.00   20,447.53   47,140.94  

36

Corporate Stock - Common   ADR BANCA QUADRUM S A SPONSORED ADR   3,000.00   11,011.17   2,250.00  
Corporate Stock - Common   ADR BANCO SANTANDER CENT HISPANO S A   2,448.00   13,189.21   21,420.00  
Corporate Stock - Common   ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099   300.00   2,227.05   150.00  
Corporate Stock - Common   ADR BIOTECH HOLDRS TR DEPOS RCPTS   200.00   37,589.07   31,100.00  
Corporate Stock - Common   ADR BNK TOKYO MITSUBISHI LTD SPONSORED   200.00   3,222.52   2,125.00  
Corporate Stock - Common   ADR BOOKHAM TECH PLC SPONSORED   50.00   3,193.21   621.88  
Corporate Stock - Common   ADR BOUYGUES OFFSHORE S A   160.00   3,975.00   3,300.00  
Corporate Stock - Common   ADR BP AMOCO P L C SPONSORED ADR   65,368.00   3,359,245.00   3,100,894.50  
Corporate Stock - Common   ADR BROKAT AKTIENGESELLSCHAFT SPONSORED ADR   109.00   4,289.81   1,526.00  
Corporate Stock - Common   ADR BUENOS AIRES EMBOTELLADORA S A   2,000.00   26,867.53   20.00  
Corporate Stock - Common   ADR BUSINESS OBJECTS S A SPONSORED ADR   25.00   2,806.25   1,546.88  
Corporate Stock - Common   ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022   3,845.00   19,792.79   1,526.47  
Corporate Stock - Common   ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR   1,030.00   35,216.35   38,110.00  
Corporate Stock - Common   ADR CATHAY PAC AWYS LTD SPONSORED ADR   500.00   4,404.95   4,439.50  
Corporate Stock - Common   ADR CELLTECH GROUP PLC SPONSORED ADR   100.00   3,425.00   3,250.00  
Corporate Stock - Common   ADR CHINA CONVERGENT CORP LTD   200.00   2,185.76   193.76  
Corporate Stock - Common   ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H   250.00   7,037.09   3,531.25  
Corporate Stock - Common   ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR   60.00   2,903.13   1,590.00  
Corporate Stock - Common   ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091   1,000.00   17,135.43   11,625.00  
Corporate Stock - Common   ADR CHINA UNICOM LTD SPONSORED ADR   100.00   2,129.95   1,412.50  
Corporate Stock - Common   ADR COFLEXIP SPONSORED   22,200.00   1,369,005.47   1,276,500.00  
Corporate Stock - Common   ADR CORUS GROUP PLC SPONSORED ADR   500.00   12,583.41   3,906.25  
Corporate Stock - Common   ADR CR SUISSE GROUP SPONSORED ADR ISIN US2254011081   65.00   3,730.00   2,831.99  
Corporate Stock - Common   ADR DEUTSCHE BK A G SPONSORED ADR   60.00   5,360.58   4,355.94  
Corporate Stock - Common   ADR DEUTSCHE TELEKOM AG ISIN #US2515661054   25.00   905.96   807.81  
Corporate Stock - Common   ADR DIAGEO PLC SPONSORED   200.00   7,073.77   8,350.00  
Corporate Stock - Common   ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS   100.00   3,052.43   2,125.00  
Corporate Stock - Common   ADR DURBAN ROODERPORT DEEP LTD   1,375.00   2,201.28   816.48  
Corporate Stock - Common   ADR ELAN PLC   34,686.00   1,067,494.39   1,870,876.13  
Corporate Stock - Common   ADR EMPRESAS ICA SOCIEDAD CONTROLADORA SA DE C V SPONSORED REPSTG ORD CTF COM   4,670.00   21,738.85   6,421.25  
Corporate Stock - Common   ADR ENI SPA   85.00   4,722.33   5,190.31  
Corporate Stock - Common   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   12,550.00   178,682.56   142,756.25  
Corporate Stock - Common   ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002   750.00   13,983.68   13,828.13  
Corporate Stock - Common   ADR EURO909 COM A/S SPONSORED ADR ISIN US2987371075   100.00   1,886.20   178.13  
Corporate Stock - Common   ADR FLETCHER CHALLENGE LTD FOREST   850.00   3,911.82   850.00  
Corporate Stock - Common   ADR FRANCE TELECOM   100.00   9,984.71   8,506.25  
Corporate Stock - Common   ADR GENSET SA   16.00   1,105.95   264.00  
Corporate Stock - Common   ADR GOLD FIELDS LTD NEW SPONSORED ADR   3,000.00   26,214.20   8,625.00  
Corporate Stock - Common   ADR GRUPO CASA SABA S A DE C V SPONSORED ADR   430.00   4,491.20   3,762.50  
Corporate Stock - Common   ADR HARMONY GOLD MNG LTD   1,000.00   4,967.45   3,812.50  
Corporate Stock - Common   ADR HONDA MOTOR CO. LTD AMER DEPOSITARY SHARES REPRESENTING 10 SHARES OF COMMON   100.00   6,529.95   6,912.50  
Corporate Stock - Common   ADR HONG KONG & CHINA GAS LTD   3,993.00   6,501.60   5,019.20  
Corporate Stock - Common   ADR HSBC HLDGS PLC SPONSORED ADR NEW   110.00   6,322.50   7,414.00  
Corporate Stock - Common   ADR HUTCHISON WHAMPOA LTD FOR ORD HK   35.00   2,667.50   2,092.30  
Corporate Stock - Common   ADR IMPALA PLATINUM HLDG LTD FOR ORD RAND   85.00   2,988.75   3,998.49  
Corporate Stock - Common   ADR INDPT ENERGY HLDGS PLC SPONSORED ADR   2,000.00   16,310.37   5.00  
Corporate Stock - Common   ADR INSIGNIA SOLUTIONS PLC SPONSORED   233,140.00   861,442.13   1,515,410.00  
Corporate Stock - Common   ADR ISPAT INTL N V CL A - NY REGISTRY SH   500.00   3,623.70   1,562.50  
Corporate Stock - Common   ADR JOHNSON ELEC HLDGS LTD SPONSORED   108.00   1,875.27   2,035.58  
Corporate Stock - Common   ADR KAO CORP ADR ISIN #US4855372037   10.00   3,355.00   3,069.39  
Corporate Stock - Common   ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW   79,330.00   2,864,904.15   1,492,395.62  
Corporate Stock - Common   ADR KONINKLIJKE PHILIPS ELECTRS N V SPONSORED ADR NEW 2000   41,614.00   833,907.91   1,365,459.38  
Corporate Stock - Common   ADR LEGEND HLDGS LTD SPONSORED ADR   1,900.00   38,085.29   26,066.10  
Corporate Stock - Common   ADR LONDON PAC GROUP LTD SPONSORED   680.00   14,194.86   7,905.00  
Corporate Stock - Common   ADR LUXOTTICA GROUP S P A SPONSORED ADR   100.00   1,548.70   1,450.00  
Corporate Stock - Common   ADR MINAS BUENAVENTURA SPON   300.00   5,744.74   3,487.50  
Corporate Stock - Common   ADR NEC CORP AMER DEPOS   0.00   0.00   0.00  
Corporate Stock - Common   ADR NESTLE SA SPONSORED REPSTG REG SH   65.00   4,560.46   7,058.94  
Corporate Stock - Common   ADR NOKIA CORP SPONSORED FINLAND   140,633.00   4,590,208.50   6,012,060.75  

37

Corporate Stock - Common   ADR NOMURA SEC CO FOR COM 50 YEN (NEW)   20.00   5,380.00   4,206.88
Corporate Stock - Common   ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098   45.00   1,749.06   1,825.31
Corporate Stock - Common   ADR NTT DOCOMO INC SPONSORED ADR   20.00   3,905.00   2,554.82
Corporate Stock - Common   ADR OIL CO LUKOIL   55.00   2,885.00   2,004.20
Corporate Stock - Common   ADR P T INTI INDORAYON UTAMA SPONSORED ADR   284.00   0.00   0.28
Corporate Stock - Common   ADR P T TRI POLYTA INDONESIA SPONSORED ADR   9,800.00   19,892.88   980.00
Corporate Stock - Common   ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR   115.00   2,272.28   668.44
Corporate Stock - Common   ADR PETRO GEO SERVICES   1,500.00   24,848.62   16,593.75
Corporate Stock - Common   ADR PIONEER CORP SPONSORED   75.00   2,270.31   2,353.13
Corporate Stock - Common   ADR PIRELLI S P A   2,280.00   7,057.55   7,184.28
Corporate Stock - Common   ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD   100.00   2,284.47   1,443.75
Corporate Stock - Common   ADR PRUDENTIAL PLC ADR ISIN #US74435K2042   100.00   2,929.95   3,037.50
Corporate Stock - Common   ADR PT TELEKOMUNIKASI INDONESIA SPONSORED   1,456.00   10,319.19   7,098.00
Corporate Stock - Common   ADR RIO TINTO PLC   18,800.00   1,027,067.97   1,153,850.00
Corporate Stock - Common   ADR SEMICONDUCTOR HOLDRS TR DEP RCPT   200.00   13,407.95   9,600.00
Corporate Stock - Common   ADR SHELL TRANS & TRADING PLC NY SH NEW   75.00   2,832.67   3,567.19
Corporate Stock - Common   ADR SHIRE PHARMACEUTICALS GROUP PLC   17,190.00   863,797.50   784,293.75
Corporate Stock - Common   ADR SOCIETE GENERALE FRANCE SPONSORED ADR   210.00   2,755.00   2,266.74
Corporate Stock - Common   ADR SONS OF GWALIA LTD ADR   145.00   2,345.00   2,344.22
Corporate Stock - Common   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   2,054.00   85,752.72   153,023.00
Corporate Stock - Common   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   540.00   14,521.93   22,005.00
Corporate Stock - Common   ADR SYNGENTA AG SPONSORED ADR   4.00   0.00   35.25
Corporate Stock - Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   1,006.00   30,483.78   16,913.38
Corporate Stock - Common   ADR TELE DE MEX SA CV L RPSTG SH ORD L   150.00   9,381.78   7,031.25
Corporate Stock - Common   ADR TELE NORDESTE CELULAR PARTICIPACOES S A SPONSORED ADR REPSTG PFD   75.00   4,529.95   2,400.00
Corporate Stock - Common   ADR TELEFONICA S A SPONSORED   245.00   20,080.58   11,591.56
Corporate Stock - Common   ADR TERRA NETWORKS S A SPONSORED ADR   408.00   27,347.49   5,712.00
Corporate Stock - Common   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   50.00   2,054.95   3,287.50
Corporate Stock - Common   ADR TNT POST GROUP N V SPONSORD ADR   201.00   7,027.13   4,773.75
Corporate Stock - Common   ADR TOMRA SYSTEMS A/S/A SPON ADR NEW   65.00   2,462.50   1,170.72
Corporate Stock - Common   ADR TOTALE FINA ELF S A SPONSORED ADR   35.00   2,595.31   2,471.88
Corporate Stock - Common   ADR TOYOTA MTR CORP ADR FOR 2 COM   30.00   2,618.13   2,137.50
Corporate Stock - Common   ADR TRINITY BIOTECH PLC SPONSORED ADR   2,000.00   5,434.90   5,250.00
Corporate Stock - Common   ADR TSINGTAO BREWERY LTD SPONSORED ADR REPSTG CL H SHS   1,000.00   3,031.00   2,205.00
Corporate Stock - Common   ADR TV AZTECA S A DE C V ISIN US9011451021   165.00   2,716.56   1,650.00
Corporate Stock - Common   ADR UNILEVER N V NY SHS NEW   24,457.00   925,802.68   1,517,862.56
Corporate Stock - Common   ADR UTD PAN-EUROPE COMMUNICATIONS N V CLA   1,400.00   41,999.60   16,450.00
Corporate Stock - Common   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   195,996.00   9,056,213.04   6,713,175.00
Corporate Stock - Common   ADR WAL-MART DE MEX S A DE C V SPONSOREDADR REPSTG SER V SHS   111.00   1,195.80   2,435.78
Corporate Stock - Common   ADR WPP GROUP PLC NEW   0.50   37.19   26.72
Corporate Stock - Common   ADTRAN INC COM   25,400.00   1,436,926.89   887,412.50
Corporate Stock - Common   ADVANCED COMMUNICATIONS TECHNOLOGIES INCCOM   1,000.00   1,279.95   490.00
Corporate Stock - Common   ADVANCED DEPOSITION TECHNOLOGIES INC COM   300.00   1,506.39   187.50
Corporate Stock - Common   ADVANCED DIGITAL INFORMATION CORP COM   1,200.00   18,438.97   17,718.72
Corporate Stock - Common   ADVANCED ENGINE TECHNOLOGIES INC COM   100.00   1,342.45   112.50
Corporate Stock - Common   ADVANCED FIBRE COMMUNICATIONS INC COM   19,225.00   660,242.54   497,446.88
Corporate Stock - Common   ADVANCED MICRO DEVICES INC COM   12,000.00   196,802.24   183,000.00
Corporate Stock - Common   ADVANCED RADIO TELECOM CORP COM   200.00   3,529.95   412.50
Corporate Stock - Common   ADVANCED TISSUE SCIENCES INC COM   7,000.00   52,322.36   27,562.50
Corporate Stock - Common   ADVENT SOFTWARE INC COM STK   8,920.00   246,194.28   439,310.00
Corporate Stock - Common   ADVO INC COM   12,303.00   392,476.70   498,271.50
Corporate Stock - Common   AES CORP COM   11,950.00   285,969.06   619,906.25
Corporate Stock - Common   AETHER SYSTEMS INC COM   50.00   5,420.58   2,831.25
Corporate Stock - Common   AFFILIATED COMPUTER SVCS INC CL A COM   34,320.00   1,479,123.41   1,930,500.00
Corporate Stock - Common   AFFILIATED MANAGERS GROUP INC COM STK   8,600.00   521,508.52   380,012.50
Corporate Stock - Common   AFFYMETRIX INC OC-CAP STK   20.00   669.07   1,180.00
Corporate Stock - Common   AFLAC INC COM   6,900.00   352,860.99   485,587.50
Corporate Stock - Common   AG SVCS AMER INC COM   200.00   3,395.15   2,487.50
Corporate Stock - Common   AG-CHEM EQUIP INC COM   2,000.00   21,220.55   46,125.00
Corporate Stock - Common   AGILE SOFTWARE CORP DEL COM   100.00   6,467.45   4,614.06

38

Corporate Stock - Common   AGILENT TECHNOLOGIES INC COM   17,300.00   704,248.64   902,843.76
Corporate Stock - Common   AGL RES INC COM   12,233.70   213,423.75   275,258.30
Corporate Stock - Common   AGNICO EAGLE MINES LTD COM   1,600.00   8,990.95   10,600.00
Corporate Stock - Common   AGRIUM INC COM   82,500.00   822,053.79   974,531.25
Corporate Stock - Common   AHT CORP COM   2,400.00   8,468.82   1,050.00
Corporate Stock - Common   AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074   841.00   9,453.49   6,833.13
Corporate Stock - Common   AIR PROD & CHEM INC COM   51,500.00   1,595,066.91   1,773,531.25
Corporate Stock - Common   AIRNET COMMUNICATIONS CORP COM   800.00   16,049.01   6,550.00
Corporate Stock - Common   AIRTRAN HLDGS INC COM   7,500.00   41,728.19   44,062.50
Corporate Stock - Common   AK AIR GROUP INC COM   450.00   14,089.01   12,571.88
Corporate Stock - Common   AK STL HLDG CORP COM STK PAR $0.01   29,400.00   584,259.55   268,275.00
Corporate Stock - Common   AKAMAI TECHNOLOGIES INC COM STK   610.00   34,787.84   17,537.50
Corporate Stock - Common   AKORN INC   300.00   3,475.40   1,425.00
Corporate Stock - Common   AKSYS LTD COM   16,112.00   131,063.69   237,652.00
Corporate Stock - Common   ALADDIN KNOWLEDGE SYS COM   100.00   1,021.21   493.75
Corporate Stock - Common   ALBEMARLE CORP COM   5,700.00   112,318.50   125,756.25
Corporate Stock - Common   ALBERTO-CULVER CO CL B COM   14,200.00   488,907.34   520,075.00
Corporate Stock - Common   ALBERTSON S INC COM   11,114.00   263,457.92   284,101.63
Corporate Stock - Common   ALCAN INC   8,750.00   235,621.16   265,781.25
Corporate Stock - Common   ALCOA INC COM STK   116,413.12   2,548,691.33   3,281,394.74
Corporate Stock - Common   ALDILA INC   1,200.00   6,935.39   2,025.00
Corporate Stock - Common   ALLAIRE CORP COM   583.00   7,438.03   3,133.63
Corporate Stock - Common   ALLEGHENY TECHNOLOGIES INC COM   2,106.00   63,863.65   41,856.75
Corporate Stock - Common   ALLEGIANCE TELECOM INC COM   37,100.00   1,027,062.30   519,956.56
Corporate Stock - Common   ALLENERGY INC COM   2.00   0.00   0.20
Corporate Stock - Common   ALLERGAN INC COM   3,400.00   50,334.84   315,562.50
Corporate Stock - Common   ALLETE COM   107.68   2,267.98   2,463.20
Corporate Stock - Common   ALLIANCE PHARMACEUTICAL CORP COM   200.00   2,879.95   1,712.50
Corporate Stock - Common   ALLIANCE SEMICONDUCTOR CORP   12,600.00   242,277.42   164,587.50
Corporate Stock - Common   ALLIED RISER COMMUNICATIONS CORP COM STK   21,000.00   223,732.52   35,437.50
Corporate Stock - Common   ALLIED WASTE INDS INC COM PAR $0.01 NEW   5,100.00   88,633.35   62,793.75
Corporate Stock - Common   ALLMERICA FINL CORP COM   5,880.00   334,592.58   364,927.50
Corporate Stock - Common   ALLSTATE CORP COM   20,382.57   371,955.31   779,633.19
Corporate Stock - Common   ALLTEL CORP COM ISIN #US0200391037   8,451.93   355,497.06   517,680.71
Corporate Stock - Common   ALPHA BETA TECH INC COM   4,000.00   25,520.30   32.00
Corporate Stock - Common   ALPHA INDS INC COM   27,270.00   1,020,800.03   833,439.38
Corporate Stock - Common   ALPINE GROUP INC COM   200.00   3,098.41   775.00
Corporate Stock - Common   ALTA GOLD CO COM   2,000.00   7,880.00   4.00
Corporate Stock - Common   ALTAIR INTL GOLD INC COM   6,200.00   20,178.72   7,944.06
Corporate Stock - Common   ALTERA CORP COM   22,698.00   958,596.47   543,333.38
Corporate Stock - Common   ALZA CORP COM   6,000.00   111,597.61   266,250.00
Corporate Stock - Common   AMAZON COM INC COM   90,426.00   3,527,388.32   2,232,391.88
Corporate Stock - Common   AMBAC FNCL GROUP COM STK   11,480.00   762,652.19   876,785.00
Corporate Stock - Common   AMCOL INTL CORP COM   500.00   6,015.00   3,187.50
Corporate Stock - Common   AMDOCS LTD COM   26,550.00   1,900,831.63   1,437,018.75
Corporate Stock - Common   AMER ELEC PWR CO INC COM   35,520.00   1,285,370.86   1,633,920.00
Corporate Stock - Common   AMER EXPRESS CO COM   54,607.00   1,531,517.66   2,999,972.06
Corporate Stock - Common   AMER FINL GROUP INC OH COM STK   3,200.00   121,189.00   61,000.00
Corporate Stock - Common   AMER GEN CORP COM   6,615.00   219,090.81   495,711.56
Corporate Stock - Common   AMER GREETINGS CORP CL A COM   25,002.09   439,730.36   229,706.70
Corporate Stock - Common   AMER HOME PROD CORP COM   79,052.25   3,034,052.76   4,753,016.23
Corporate Stock - Common   AMER INTL GROUP INC COM   71,024.53   2,227,942.71   6,884,940.18
Corporate Stock - Common   AMER W HLDGS CORP CL B   2,941.00   51,398.90   27,388.06
Corporate Stock - Common   AMER WILD WOODLAND GINSENG CORP   140,500.00   281,353.61   19,248.50
Corporate Stock - Common   AMER WTR WK CO INC COM   1,000.00   20,857.17   24,875.02
Corporate Stock - Common   AMERADA HESS CORP COM   28,900.00   1,520,561.31   1,770,125.00
Corporate Stock - Common   AMEREN CORP COM   18,600.00   720,437.63   825,375.00
Corporate Stock - Common   AMERICAN TOWER CORP CL A   200.00   7,018.43   6,025.00
Corporate Stock - Common   AMERICREDIT CORP   54,500.00   1,105,491.57   1,134,281.25
Corporate Stock - Common   AMERISOURCE DISTR CORP CL A COM   12,300.00   348,422.96   605,775.00
Corporate Stock - Common   AMERITRADE HLDG CORP CL A   46,000.00   792,647.73   379,500.00
Corporate Stock - Common   AMERN COMMUNICATIONS ENTERPRISES INC COM   10,000.00   7,575.00   1,000.00
Corporate Stock - Common   AMERN DIVERSIFIED GROUP INC COM   10,000.00   4,063.87   1,050.00
Corporate Stock - Common   AMERN EAGLE OUTFITTERS INC NEW COM   13,990.00   445,501.71   616,434.38
Corporate Stock - Common   AMERN ECOLOGY CORP COM   1,440.00   5,018.65   3,420.00

39

Corporate Stock - Common   AMERN FINL HLDGS INC COM STK   28,500.00   342,337.36   537,937.50
Corporate Stock - Common   AMERN MULTIPLEXER CORP COM   10,150.00   39,854.37   42,630.00
Corporate Stock - Common   AMERN NORTEL COMMUNICATIONS INC COM   1,000.00   1,904.95   200.00
Corporate Stock - Common   AMERN PWR CONVERSION CORP COM   5,350.00   195,373.95   62,862.50
Corporate Stock - Common   AMERN STD COS INC DEL COM   18,430.00   803,887.90   770,604.38
Corporate Stock - Common   AMERN SUPERCONDUCTOR CORP   12,420.00   645,673.04   294,975.00
Corporate Stock - Common   AMERON INTL CORP DEL COM   900.00   35,562.60   30,825.00
Corporate Stock - Common   AMERUS GROUP CO COM   1,600.00   27,835.84   46,700.00
Corporate Stock - Common   AMF BOWLING INC COM STK   186.00   461.38   13.02
Corporate Stock - Common   AMGEN INC COM   55,646.00   1,698,945.29   3,540,476.75
Corporate Stock - Common   AMKOR TECH INC COM   100.00   3,079.47   1,593.75
Corporate Stock - Common   AMPEX CORP DEL CL A   2,800.00   11,114.95   1,750.00
Corporate Stock - Common   AMPHENOL CORP NEW CL A   100.00   6,587.80   5,337.50
Corporate Stock - Common   AMR CORP COM   14,310.00   442,972.56   478,490.63
Corporate Stock - Common   AMSOUTH BANCORPORATION COM   9,900.00   273,789.83   147,262.50
Corporate Stock - Common   AMTECH SYS INC COM PAR $0.01 NEW   1,500.00   14,309.90   9,375.00
Corporate Stock - Common   AMYLIN PHARMACEUTICALS INC   81,300.00   405,648.87   873,975.00
Corporate Stock - Common   ANADARKO PETRO CORP COM   6,536.00   265,644.46   388,892.00
Corporate Stock - Common   ANADIGICS INC COM   150.00   10,274.50   2,381.25
Corporate Stock - Common   ANALOG DEVICES INC COM   9,400.00   291,752.08   466,475.00
Corporate Stock - Common   ANATOLIA MINERALS DEV LTD   5,000.00   1,848.10   550.00
Corporate Stock - Common   ANC RENT CORP COM   841.00   5,948.77   4,467.81
Corporate Stock - Common   ANDOVER BANCORP INC DEL COM   1,000.00   32,020.00   29,812.50
Corporate Stock - Common   ANDREW CORP COM   27,410.00   819,387.59   498,519.38
Corporate Stock - Common   ANDRX GROUP COM   500.00   21,572.69   35,679.70
Corporate Stock - Common   ANGEION CORP COM NEW   1,000.00   3,092.45   500.00
Corporate Stock - Common   ANHEUSER BUSCH COS INC COM   58,500.00   1,811,287.03   2,775,093.75
Corporate Stock - Common   ANIXTER INTL INC COM   14,100.00   329,523.24   262,612.50
Corporate Stock - Common   ANNTAYLOR STORES CORP COM   50.00   1,961.20   1,037.50
Corporate Stock - Common   ANTHRACITE CAP INC COM   1,038.67   7,507.45   7,660.17
Corporate Stock - Common   ANTS SOFTWARE COM COM   45.00   1,671.41   120.96
Corporate Stock - Common   AON CORP COM   6,700.00   176,345.19   208,118.75
Corporate Stock - Common   APA OPTICS INC COM   400.00   18,754.85   2,300.00
Corporate Stock - Common   APAC CUSTOMER SVCS INC COM   1,176.00   12,201.03   3,601.50
Corporate Stock - Common   APACHE CORP COM   3,500.00   135,219.71   182,875.00
Corporate Stock - Common   APIVA.COM WEB CORP COM   2,000.00   7,871.10   420.00
Corporate Stock - Common   APOLLO GROUP INC CL A   14,010.00   554,008.34   490,350.00
Corporate Stock - Common   APPLE COMPUTER INC COM   13,678.00   348,067.16   225,687.00
Corporate Stock - Common   APPLEBEES INTL INC COM   1,108.97   24,382.16   36,596.11
Corporate Stock - Common   APPLERA CORP - APPLIED BIOSYSTEMS GROUP   16,100.00   750,923.96   1,330,262.50
Corporate Stock - Common   APPLERA CORP COM CELERA GENOMICS GROUP   13,600.00   885,555.43   566,100.00
Corporate Stock - Common   APPLIED DIGITAL SOLUTIONS INC COM   4,500.00   23,107.34   7,453.35
Corporate Stock - Common   APPLIED EXTRUSION TECHNOLOGIES INC COM   1,000.00   4,404.95   2,500.00
Corporate Stock - Common   APPLIED INDL TECHNOLOGIES INC COM   2,100.00   33,104.40   37,275.00
Corporate Stock - Common   APPLIED MAGNETICS CORP COM   232,800.00   109,961.68   3,631.68
Corporate Stock - Common   APPLIED MATERIALS INC COM   236,076.00   13,055,830.39   9,546,323.25
Corporate Stock - Common   APPLIED MICRO CIRCUITS CORP CDT-COM   29,424.00   2,417,792.82   1,425,225.00
Corporate Stock - Common   APPONLINE COM INC COM   500.00   2,029.95   3.50
Corporate Stock - Common   APW LTD COM   9,810.00   384,482.35   378,911.25
Corporate Stock - Common   AR BEST CORP DEL COM   5,200.00   37,589.50   76,375.00
Corporate Stock - Common   ARAMEX INTL LTD COM   300.00   2,804.95   2,700.00
Corporate Stock - Common   ARC WIRELESS SOLUTIONS INC COM   11,000.00   15,194.30   3,850.00
Corporate Stock - Common   ARCH WIRELESS INC COM   425.00   5,432.60   464.87
Corporate Stock - Common   ARCHER-DANIELS-MIDLAND CO COM   118,451.30   1,725,703.64   1,510,254.10
Corporate Stock - Common   AREMISSOFT CORP DEL COM ISIN #US0400261063   100.00   3,892.45   3,725.00
Corporate Stock - Common   ARIAD PHARMACEUTICALS INC COM   3,750.00   58,057.68   27,656.25
Corporate Stock - Common   ARIBA INC COM   6,950.00   865,914.34   432,637.50
Corporate Stock - Common   ARIEL CORP COM   1,000.00   9,084.19   1,062.50
Corporate Stock - Common   ARMSTRONG HLDGS INC COM ISIN US0423841073   14,300.00   189,646.60   13,406.25
Corporate Stock - Common   ARQULE INC COM   80.00   2,249.95   1,905.00
Corporate Stock - Common   ARROW ELECTR INC COM   18,800.00   652,892.83   450,025.00
Corporate Stock - Common   ART TECH GROUP INC OC-COM ISIN US04289L107   7,670.00   706,362.02   220,033.13
Corporate Stock - Common   ASANTE TECHNOLOGIES INC COM   2,000.00   11,076.49   1,626.00
Corporate Stock - Common   ASCENDANT SOLUTIONS INC COM   100.00   1,774.50   40.63
Corporate Stock - Common   ASCENT ASSURN INC COM   37.00   0.00   69.38
Corporate Stock - Common   ASCENT ASSURN INC WT EXP 03-24-2004   197.00   0.00   4.93

40

Corporate Stock - Common   ASHLAND INC COM   2,100.00   72,381.37   65,887.50
Corporate Stock - Common   ASHTON TECH GROUP INC COM   6,000.00   31,323.80   6,000.00
Corporate Stock - Common   ASHWORTH INC COM   1,000.00   4,779.95   7,000.00
Corporate Stock - Common   ASIAINFO HLDGS INC COM STK ISIN# US04518A1043   300.00   2,392.45   2,343.75
Corporate Stock - Common   ASK JEEVES INC OC-COM   100.00   3,027.01   893.75
Corporate Stock - Common   ASPEN GROUP RES CORPORATION COM   11,000.00   34,236.00   1,595.00
Corporate Stock - Common   ASTEA INTL IINC COM   147.00   1,319.43   101.06
Corporate Stock - Common   ASTORIA FINL CORP COM   23,400.00   780,199.70   1,047,150.00
Corporate Stock - Common   ASTROPOWER INC CDT-COM   100.00   4,033.99   2,900.00
Corporate Stock - Common   ASYST TECHNOLOGIES INC COM   4,930.00   103,964.55   53,305.63
Corporate Stock - Common   AT & T CORP COM STK   187,502.18   4,944,803.32   3,679,730.20
Corporate Stock - Common   AT HOME CORP COM SER A   597.00   9,079.89   3,712.62
Corporate Stock - Common   AT&T CORP COM LIBERTY MEDIA GROUP SER A   289,142.00   4,948,019.59   3,921,488.38
Corporate Stock - Common   AT&T WIRELESS GROUP COM   176,424.00   4,983,557.43   3,175,632.00
Corporate Stock - Common   ATLAS AIR WORLDWIDE HLDGS INC   10,620.00   269,003.46   369,045.00
Corporate Stock - Common   ATLC COAST AIRLINES HLDG COM   19,100.00   519,698.00   812,943.75
Corporate Stock - Common   ATMEL CORP COM   6,371.00   126,739.33   61,520.29
Corporate Stock - Common   AUDIOVOX CORP CL A   11,350.00   250,521.30   109,243.75
Corporate Stock - Common   AURA SYS INC   179,000.00   220,141.53   68,020.00
Corporate Stock - Common   AUTO DATA PROCESSING INC COM   17,014.19   315,403.62   1,122,936.67
Corporate Stock - Common   AUTODESK INC COM   6,500.00   166,367.89   167,781.25
Corporate Stock - Common   AUTOIMMUNE INC COM   1,500.00   4,576.04   2,671.95
Corporate Stock - Common   AUTONATION INC DEL COM   6,735.00   55,189.67   43,356.56
Corporate Stock - Common   AUTOZONE INC COM   3,400.00   88,028.84   87,762.50
Corporate Stock - Common   AVANEX CORP COM STK   1,093.00   123,146.94   50,824.50
Corporate Stock - Common   AVANT CORP COM   17,400.00   262,626.82   276,225.00
Corporate Stock - Common   AVATERRA COM INC COM   200.00   1,529.95   20.00
Corporate Stock - Common   AVATEX CORP CL A   500.00   8,170.23   250.00
Corporate Stock - Common   AVAYA INC COM   9,763.00   195,853.99   114,105.06
Corporate Stock - Common   AVERT INC COM   115.00   2,962.45   1,610.00
Corporate Stock - Common   AVERY DENNISON CORP COM   2,900.00   73,685.19   159,500.00
Corporate Stock - Common   AVI BIOPHARMA INC COM   500.00   5,730.59   3,031.25
Corporate Stock - Common   AVICI SYS INC COM   100.00   6,817.45   2,112.50
Corporate Stock - Common   AVIGEN INC COM   275.00   14,319.95   9,470.31
Corporate Stock - Common   AVNET INC COM   37,100.00   1,124,707.18   653,887.50
Corporate Stock - Common   AVOCENT CORP COM   3,200.00   135,736.54   147,200.00
Corporate Stock - Common   AVON PROD INC COM   17,000.00   631,095.28   707,625.00
Corporate Stock - Common   AVX CORP COM   5,200.00   109,099.90   97,500.00
Corporate Stock - Common   AWARE INC MASS COM   27,600.00   1,083,010.68   538,200.00
Corporate Stock - Common   AXS-ONE INC COM   514.00   4,163.95   449.75
Corporate Stock - Common   AXYS PHARMACEUTICALS INC COM   800.00   4,764.85   3,200.00
Corporate Stock - Common   AZCO MNG INC DEL COM   7,200.00   9,816.73   4,500.00
Corporate Stock - Common   AZTAR CORP COM   14,000.00   105,018.10   203,000.00
Corporate Stock - Common   B A T INTL INC COM   5,500.00   2,787.29   192.50
Corporate Stock - Common   BAKER HUGHES INC COM   31,940.00   638,915.16   1,056,016.25
Corporate Stock - Common   BALACLAVA INDS LTD COM   10,000.00   3,868.30   392.00
Corporate Stock - Common   BALL CORP COM   800.00   23,870.27   31,150.00
Corporate Stock - Common   BALLARD PWR SYS INC COM   1,737.00   178,401.50   120,070.13
Corporate Stock - Common   BALLISTIC RECOVERY SYS INC COM STK   1,000.00   2,092.46   531.00
Corporate Stock - Common   BALLY TOTAL FITNESS HLDG CORP COM   475.00   8,000.50   13,300.00
Corporate Stock - Common   BANCPRO INC COM   1,000.00   1,404.95   50.00
Corporate Stock - Common   BANCWEST CORP NEW COM   22,700.00   401,876.58   473,862.50
Corporate Stock - Common   BANDAG INC COM   2,800.00   67,230.80   106,925.00
Corporate Stock - Common   BANK N.Y. CO INC COM   37,361.03   1,182,260.75   2,061,861.90
Corporate Stock - Common   BANK ONE CORP COM   94,654.00   3,068,860.03   3,389,796.52
Corporate Stock - Common   BANKNORTH GROUP INC NEW COM   21,500.00   374,219.37   412,531.25
Corporate Stock - Common   BANNER CORP COM   1,089.00   24,543.00   14,361.19
Corporate Stock - Common   BARD C R INC CAP   1,300.00   36,871.83   64,025.00
Corporate Stock - Common   BARNES & NOBLE INC COM   500.00   10,631.88   13,562.50
Corporate Stock - Common   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   1,100.00   7,725.61   2,750.00
Corporate Stock - Common   BARR LABS INC COM   10,600.00   690,382.26   639,312.50
Corporate Stock - Common   BARRA INC COM   8,100.00   474,180.70   463,725.00
Corporate Stock - Common   BARRICK GOLD CORP   16,098.00   378,536.57   241,470.00
Corporate Stock - Common   BARRISTER GLOBAL SERVICES NETWORK INC COM NEW   7,000.00   16,772.50   4,375.00
Corporate Stock - Common   BARRY R G CORP - OH COM   300.00   3,324.60   693.75
Corporate Stock - Common   BAUSCH & LOMB INC COM   14,900.00   586,865.61   652,806.25

41

Corporate Stock - Common   BAXTER INTL INC COM   31,918.00   1,621,303.87   2,762,901.88
Corporate Stock - Common   BAY VIEW CAP CORP DEL COM   8,000.00   64,058.88   62,500.00
Corporate Stock - Common   BB&T CORP COM   10,500.00   331,377.30   350,437.50
Corporate Stock - Common   BCE INC COM   29.00   1,007.02   793.88
Corporate Stock - Common   BE AEROSPACE INC COM   550.00   5,666.49   7,631.25
Corporate Stock - Common   BE FREE INC COM   180.00   739.95   427.50
Corporate Stock - Common   BE INC COM STK   500.00   6,029.95   875.00
Corporate Stock - Common   BEA SYS INC COM   38,313.00   2,190,798.69   2,243,705.06
Corporate Stock - Common   BEAR STEARNS COS INC COM   2,810.00   142,585.51   129,084.38
Corporate Stock - Common   BECKMAN COULTER INC COM   11,900.00   676,956.70   911,837.50
Corporate Stock - Common   BECTON DICKINSON & CO COM   58,900.00   1,579,742.77   2,002,600.00
Corporate Stock - Common   BED BATH BEYOND INC COM   16,200.00   244,860.88   337,162.50
Corporate Stock - Common   BEDFORD PPTY INVS INC COM PAR $0.02   4,500.00   86,393.25   88,875.00
Corporate Stock - Common   BELL MICROPRODUCTS INC COM   252.00   4,513.45   4,709.25
Corporate Stock - Common   BELLSOUTH CORP COM STK   115,701.77   3,978,659.97   4,837,780.09
Corporate Stock - Common   BELLWETHER EXPL CO COM NEW   2,000.00   9,460.08   12,875.00
Corporate Stock - Common   BEMA GOLD CORP COM   8,000.00   44,668.50   2,000.00
Corporate Stock - Common   BEMIS CO INC COM   1,400.00   35,396.77   41,562.50
Corporate Stock - Common   BENTHOS INC COM   233.00   2,006.05   1,660.13
Corporate Stock - Common   BENTON OIL & GAS CO COM   3,000.00   7,839.85   4,687.50
Corporate Stock - Common   BERGEN BRUNSWIG CORP CL A COM   49,900.00   475,396.09   751,618.75
Corporate Stock - Common   BERKSHIRE HATHAWAY INC CL B COM   63.00   109,439.97   136,962.00
Corporate Stock - Common   BEST BUY INC COM STK   33,300.00   1,497,739.87   857,475.00
Corporate Stock - Common   BETHLEHEM STEEL CORP COM   3,400.00   46,898.61   7,650.00
Corporate Stock - Common   BEVERLY ENTERPRISES INC COM STK   5,000.00   15,120.15   27,500.00
Corporate Stock - Common   BICO INC COM   38,445.00   22,177.76   2,306.70
Corporate Stock - Common   BIO RAD LABS INC CL A   500.00   12,029.95   16,500.00
Corporate Stock - Common   BIO TECH GEN CORP COM   1,200.00   11,057.69   8,100.00
Corporate Stock - Common   BIOFIELD CORP COM   300.00   4,681.65   120.00
Corporate Stock - Common   BIOGEN INC COM   4,285.00   341,297.00   234,603.75
Corporate Stock - Common   BIOLASE TECH INC COM   12,000.00   51,898.86   19,500.00
Corporate Stock - Common   BIOMET INC COM   4,600.00   53,594.37   170,200.00
Corporate Stock - Common   BIOMIRA INC   1,250.00   12,388.10   9,062.50
Corporate Stock - Common   BIOPURE CORP CL A   5,815.00   96,866.51   130,837.50
Corporate Stock - Common   BIOSITE DIAGNOSTICS INC COM   52.00   3,825.95   1,946.75
Corporate Stock - Common   BIOVAIL CORP COM   19,100.00   380,271.90   625,525.00
Corporate Stock - Common   BISYS GROUP INC COM   11,218.00   319,262.10   482,374.00
Corporate Stock - Common   BK AMER CORP COM   105,769.56   3,893,514.98   4,224,171.84
Corporate Stock - Common   BLACK & DECKER CORP COM   19,100.00   799,503.89   691,181.25
Corporate Stock - Common   BLACK BOX CORP DEL COM   16.00   1,040.95   894.00
Corporate Stock - Common   BLACKROCK INC CL A COM STK   12,690.00   196,348.74   553,601.25
Corporate Stock - Common   BLIMPIE INTL INC COM   7,100.00   14,938.86   8,875.00
Corporate Stock - Common   BLOCK H & R INC COM   2,400.00   75,427.88   84,450.00
Corporate Stock - Common   BLUEGREEN CORP COM   2,030.00   9,195.90   4,313.75
Corporate Stock - Common   BMC INDS INC MINN COM   200.00   1,037.65   1,000.00
Corporate Stock - Common   BMC SOFTWARE INC COM STK   10,256.00   482,801.17   177,557.00
Corporate Stock - Common   BOEING CO CAP   51,787.91   1,800,325.12   3,576,602.40
Corporate Stock - Common   BOISE CASCADE CORP COM   18,300.00   603,162.48   528,412.50
Corporate Stock - Common   BOLDER TECHNOLOGIES CORP COM   5,850.00   44,338.30   20,475.00
Corporate Stock - Common   BOMBARDIER INC CL B COM   23.00   407.92   334.67
Corporate Stock - Common   BOOKTECH COM INC COM   200.00   529.95   400.00
Corporate Stock - Common   BORDERS GROUP INC COM STK   60,200.00   921,509.41   771,312.50
Corporate Stock - Common   BORG WARNER INC COM   200.60   7,258.18   7,346.79
Corporate Stock - Common   BOSTON CHICKEN INC COMMON STOCK   8,100.00   11,147.74   81.00
Corporate Stock - Common   BOTTOMLINE TECHNOLOGIES DEL INC COM   22.00   1,007.58   379.50
Corporate Stock - Common   BOYKIN LODGING CO COM   3,600.00   48,801.96   31,275.00
Corporate Stock - Common   BRAINTECH INC NEW COM   10,000.00   26,800.00   1,900.00
Corporate Stock - Common   BRASS EAGLE INC COM   100.00   2,179.95   512.50
Corporate Stock - Common   BRE-X MINERALS LTD COM   2,000.00   175.73   0.00
Corporate Stock - Common   BRIGGS & STRATTON CORP CAP   600.00   20,213.13   22,275.00
Corporate Stock - Common   BRIGHTPOINT INC COM   75,300.00   387,055.04   409,443.75
Corporate Stock - Common   BRINKER INTL INC COM   22,200.00   594,436.86   907,425.00
Corporate Stock - Common   BRISTOL MYERS SQUIBB CO COM   52,000.43   1,124,958.71   3,604,279.53
Corporate Stock - Common   BROADBAND WIRELESS INTL CORP COM   12,450.00   43,928.66   1,008.45
Corporate Stock - Common   BROADCOM CORP CL A   18,620.00   3,386,226.25   1,815,450.00
Corporate Stock - Common   BROADVISION INC COM   41,630.00   1,243,858.92   941,878.75

42

Corporate Stock - Common   BROADWING INC COM ISIN US1116201005   5,400.00   135,686.88   116,100.00
Corporate Stock - Common   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   7,515.00   1,162,761.75   1,262,050.31
Corporate Stock - Common   BROWN & BROWN INC COM   2,100.00   65,131.50   66,412.50
Corporate Stock - Common   BROWN SHOE INC NEW COM   3,400.00   51,493.00   36,337.50
Corporate Stock - Common   BROWN TOM INC COM NEW   1,200.00   25,811.46   32,100.00
Corporate Stock - Common   BROWN-FORMAN INC CL B NON-VTG COM   1,800.00   58,634.84   116,550.00
Corporate Stock - Common   BRUNSWICK CORP COM   13,000.00   292,376.31   223,437.50
Corporate Stock - Common   BSTN COMMUNICATIONS GROUP INC COM   100.00   2,379.95   2,037.50
Corporate Stock - Common   BSTN LIFE SCIENCES INC COM NEW   1,000.00   15,269.95   4,000.00
Corporate Stock - Common   BSTN SCIENTIFIC CORP COM   13,070.00   249,292.14   168,276.25
Corporate Stock - Common   BURL NORTHN SANTA FE CORP COM   10,575.00   194,446.22   267,679.69
Corporate Stock - Common   BURL RES INC COM   5,813.00   229,187.14   237,243.07
Corporate Stock - Common   BUY COM INC COM   640.00   3,705.67   640.00
Corporate Stock - Common   BUYERSONLINE COM INC COM   3,000.00   6,773.58   5,625.00
Corporate Stock - Common   C CORNET CORP COM   200.00   2,717.45   2,175.00
Corporate Stock - Common   C&D TECHNOLOGIES INC COM   19,200.00   603,271.39   782,400.00
Corporate Stock - Common   CA MICRO DEVICES CORP   50.00   1,635.58   387.50
Corporate Stock - Common   CABLE DESIGN TECHNOLOGIES CORP   33,585.00   707,897.78   503,775.00
Corporate Stock - Common   CABLETRON SYS INC COM   7,276.00   185,880.10   114,597.00
Corporate Stock - Common   CABOT MICROELECTRONICS CORP COM   9,500.00   442,939.16   349,125.00
Corporate Stock - Common   CACI INTL INC CL A   1,500.00   31,313.25   33,187.50
Corporate Stock - Common   CAL DIVE INTL INC COM   17,260.00   395,941.81   338,727.50
Corporate Stock - Common   CALIPER TECHNOLOGIES CORP OC-COM ISIN US1308761055   300.00   15,928.65   13,293.75
Corporate Stock - Common   CALLAWAY GOLF CO COM   700.00   12,544.05   12,381.25
Corporate Stock - Common   CALLOWAYS NURSERY INC   1,200.00   1,992.25   1,762.56
Corporate Stock - Common   CALPINE CORP COM   21,520.00   983,729.19   763,960.00
Corporate Stock - Common   CAMBRIDGE TECH PARTNERS MASS INC COM   250.00   834.63   585.95
Corporate Stock - Common   CAMPBELL SOUP CO COM   11,062.93   260,959.59   369,225.39
Corporate Stock - Common   CANDLEWOOD HOTEL CO INC COM   2,000.00   7,184.90   5,125.00
Corporate Stock - Common   CANNONDALE CORP COM   2,000.00   12,934.90   7,125.00
Corporate Stock - Common   CANYON RES CORP COM NEW   2,750.00   15,435.32   2,750.00
Corporate Stock - Common   CAP 1 FNCL COM   34,200.00   1,581,530.82   1,908,787.50
Corporate Stock - Common   CAPITOL FED FINL COM ISIN #US14057C1062   2,500.00   23,631.25   36,875.00
Corporate Stock - Common   CAPSTEAD MTG CORP COM NEW   275.00   10,757.26   2,853.13
Corporate Stock - Common   CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028   31,120.00   925,973.84   575,720.00
Corporate Stock - Common   CARDINAL HLTH INC   26,149.00   1,603,357.43   2,613,265.69
Corporate Stock - Common   CAREER ED CORP COM   3,000.00   104,815.80   107,812.50
Corporate Stock - Common   CAREMARK RX INC COM   109,500.00   694,222.27   1,190,812.50
Corporate Stock - Common   CARING PRODS INTL INC COM STK   125.00   2,285.40   8.75
Corporate Stock - Common   CARNIVAL CORP COM   15,420.55   657,552.15   349,853.75
Corporate Stock - Common   CARPENTER TECH CORP COM   4,500.00   117,869.82   149,343.75
Corporate Stock - Common   CARREKER CORPORATION COM   6,050.00   101,091.59   139,150.00
Corporate Stock - Common   CARRIER ACCESS CORP COM   300.00   4,342.45   2,118.75
Corporate Stock - Common   CASCADE NAT GAS CORP COM   3,300.00   55,901.76   57,750.00
Corporate Stock - Common   CASH TECHNOLOGIES INC COM   600.00   10,091.05   1,725.00
Corporate Stock - Common   CASMYN CORP COM   200.00   1,443.09   3.12
Corporate Stock - Common   CATALINA MARKETING CORP COM   100.00   4,192.45   3,968.75
Corporate Stock - Common   CATAPULT COMMUNICATIONS CORP COM   100.00   2,222.31   1,287.50
Corporate Stock - Common   CATERPILLAR INC COM   35,370.76   840,579.14   1,390,512.88
Corporate Stock - Common   CB RICHARD ELLIS SVCS INC COM   200.00   5,111.50   3,012.50
Corporate Stock - Common   CBRL GROUP INC COM STK   1,000.06   12,389.02   21,688.89
Corporate Stock - Common   CDA SOUTHN PETE LTD LTD VTG SH   2,000.00   14,526.56   6,250.00
Corporate Stock - Common   CDN PAC LTD NEW COM   33,300.00   493,064.06   892,856.25
Corporate Stock - Common   CEC ENTMT INC COM   16,100.00   412,408.86   537,337.50
Corporate Stock - Common   CELGENE CORP COM   11,450.00   614,757.86   653,365.63
Corporate Stock - Common   CELL PATHWAYS INC NEW COM   3,660.00   127,728.51   19,672.50
Corporate Stock - Common   CELSION CORP COM   4,280.00   24,620.40   5,885.00
Corporate Stock - Common   CENDANT CORP COM STK   21,432.00   473,971.83   196,906.51
Corporate Stock - Common   CENTENNIAL COMMUNICATIONS CORP NEW   100.00   3,200.45   1,700.00
Corporate Stock - Common   CENTENNIAL TECHNOLOGIES INC COM NEW   87.00   12,284.80   1,337.63
Corporate Stock - Common   CENTEX CORP COM   11,200.00   332,427.45   396,200.00
Corporate Stock - Common   CENTURA SOFTWARE CORP COM   10,000.00   32,824.00   14,375.00
Corporate Stock - Common   CENTURYTEL INC COM ISIN US1567001060   36,410.00   1,217,703.28   1,281,176.88
Corporate Stock - Common   CENTY TECHNOLOGIES INC COLO COM   780.00   740.77   0.78
Corporate Stock - Common   CEPHALON INC CON   7,377.00   260,285.59   341,186.25

43

Corporate Stock - Common   CERIDIAN CORP COM   3,800.00   64,268.83   87,162.50
Corporate Stock - Common   CERNER CORP COM   9,900.00   516,079.08   483,862.50
Corporate Stock - Common   CERUS CORP COM   200.00   14,979.95   11,950.00
Corporate Stock - Common   CH & DWIGHT INC COM   3,200.00   64,074.46   67,800.00
Corporate Stock - Common   CHALONE WINE GROUP LTD   500.00   4,779.95   4,031.25
Corporate Stock - Common   CHAMPIONSHIP AUTO RACING TEAM INC COM   100.00   3,176.92   2,218.75
Corporate Stock - Common   CHARMING SHOPPES INC COM   16,200.00   93,593.88   91,125.00
Corporate Stock - Common   CHARTER 1 FINCL INC COM   30,523.00   842,953.21   732,552.00
Corporate Stock - Common   CHARTER COMMUNICATIONS INC DEL CL A   1,620.00   29,844.46   31,995.00
Corporate Stock - Common   CHATTEM INC COM   275.00   2,144.01   1,340.63
Corporate Stock - Common   CHEAP TICKETS INC COM COM   100.00   3,020.90   715.63
Corporate Stock - Common   CHECK PT SOFTWARE COM   700.00   86,855.84   71,837.50
Corporate Stock - Common   CHECKFREE CORP NEW COM   2,700.00   136,454.95   141,075.00
Corporate Stock - Common   CHEESECAKE FACTORY INC COM   12,000.00   288,040.25   519,750.00
Corporate Stock - Common   CHEMED CORP COM   5,500.00   161,328.02   189,062.50
Corporate Stock - Common   CHEVRON CORP COM   54,095.99   3,607,285.71   4,429,108.85
Corporate Stock - Common   CHICOS FAS INC   7,400.00   230,056.38   180,375.00
Corporate Stock - Common   CHILDRENS BEVERAGE GROUP INC COM   500.00   865.93   75.00
Corporate Stock - Common   CHIQUITA BRANDS INTL INC COM   32,750.78   238,345.08   55,266.95
Corporate Stock - Common   CHIRON CORP COM   5,338.00   233,776.72   218,190.75
Corporate Stock - Common   CHOICEPOINT INC COM   20.00   401.88   1,052.50
Corporate Stock - Common   CHRISTOPHER & BANKS CORP COM   100.00   3,511.20   3,012.50
Corporate Stock - Common   CHUBB CORP COM   13,100.00   519,061.52   1,067,650.00
Corporate Stock - Common   CIBER INC COM   100.00   1,191.53   562.50
Corporate Stock - Common   CIENA CORP COM   22,146.00   1,874,303.60   1,681,711.88
Corporate Stock - Common   CIGNA CORP COM   15,900.00   1,114,045.26   2,094,825.00
Corporate Stock - Common   CIN FNCL CORP COM   4,200.00   190,309.01   153,562.50
Corporate Stock - Common   CINERGY CORP COM   4,162.00   102,870.02   132,923.88
Corporate Stock - Common   CIRCUIT CY STORES INC COM   5,529.00   72,181.42   70,149.19
Corporate Stock - Common   CIRRUS LOGIC INC COM   18,430.00   789,008.22   435,408.75
Corporate Stock - Common   CISCO SYS INC COM   581,843.00   14,899,398.45   27,855,733.63
Corporate Stock - Common   CIT GROUP INC CL A COM STK   89,510.00   2,144,906.07   1,504,886.88
Corporate Stock - Common   CITIGROUP INC COM   352,657.59   10,591,662.61   17,566,756.40
Corporate Stock - Common   CITIZENS COMMUNICATIONS CO COM   500.00   8,467.45   6,968.75
Corporate Stock - Common   CITRIX SYS INC COM   7,874.00   306,440.82   187,499.63
Corporate Stock - Common   CITY NATL CORP COM   16,900.00   658,100.73   558,756.25
Corporate Stock - Common   CLARENT CORP DEL COM ISIN US1804611051   18,723.00   579,016.75   224,676.00
Corporate Stock - Common   CLARUS CORP DEL COM   2,395.00   55,227.15   18,261.88
Corporate Stock - Common   CLEAR CHANNEL COMMUNICATIONS INC COM   68,541.00   4,125,869.33   3,461,320.50
Corporate Stock - Common   CLOROX CO COM   34,300.00   1,172,962.86   1,532,781.25
Corporate Stock - Common   CLOTHESTIME INC COM   10,000.00   1,079.00   0.00
Corporate Stock - Common   CMGI INC ISIN #US1257501098   14,515.00   714,137.50   146,057.19
Corporate Stock - Common   CMS ENERGY CORP COM   3,713.72   144,451.69   103,287.78
Corporate Stock - Common   CNET NETWORKS INC CNET NETWORKS INC COM STK   2,029.00   87,998.80   43,369.88
Corporate Stock - Common   CNF INC COM   16,000.00   386,710.05   416,000.00
Corporate Stock - Common   COCA COLA CO COM   109,883.04   4,630,996.90   6,881,425.07
Corporate Stock - Common   COCA COLA ENTERPRISES INC COM   11,541.97   334,641.31   253,201.99
Corporate Stock - Common   COEUR D ALENE MINES CORP IDA COM   200.00   1,383.06   225.00
Corporate Stock - Common   COGNEX CORP COM   12,300.00   518,028.93   216,018.75
Corporate Stock - Common   COGNOS INC COM   110.00   4,522.29   3,642.03
Corporate Stock - Common   COHESION TECHNOLOGIES INC COM   500.00   5,809.90   2,750.00
Corporate Stock - Common   COHO ENERGY INC COM NEW   12.00   4,482.82   54.00
Corporate Stock - Common   COHU INC COM   180.00   7,623.70   2,565.00
Corporate Stock - Common   COINSTAR INC COM   1,000.00   9,274.93   12,062.50
Corporate Stock - Common   COLE KENNETH PRODTNS INC CL A   10,550.00   357,100.10   466,837.50
Corporate Stock - Common   COLGATE-PALMOLIVE CO COM   17,500.00   400,327.95   1,028,125.00
Corporate Stock - Common   COLORMAX TECHNOLOGIES INC COM NEW   4,000.00   28,120.00   980.00
Corporate Stock - Common   COLUMBIA BKG SYS INC COM   5,585.00   111,122.94   69,812.50
Corporate Stock - Common   COLUMBIA SPORTSWEAR CO COM   2,400.00   67,548.00   99,374.40
Corporate Stock - Common   COMCAST CORP CL A COM   1,000.00   37,005.62   37,500.00
Corporate Stock - Common   COMCAST CORP CL A SPL   107,550.00   3,402,131.24   4,133,953.13
Corporate Stock - Common   COMDIAL CORP COM NEW   400.00   4,198.47   700.00
Corporate Stock - Common   COMDISCO INC COM   9,163.36   142,784.64   111,678.40
Corporate Stock - Common   COMERICA INC COM   11,100.00   498,909.27   577,893.75
Corporate Stock - Common   COML METALS CO COM   2,600.00   78,573.65   63,700.00
Corporate Stock - Common   COMM 1 INC DEL COM STK   2,700.00   168,816.15   77,793.75

44

Corporate Stock - Common   COMM BANCORP INC N J COM   13,126.00   586,301.40   749,002.38
Corporate Stock - Common   COMM BANCSHARES INC COM   7,035.00   244,026.54   265,571.25
Corporate Stock - Common   COMM GROUP INC MASS COM   4,300.00   112,015.73   106,962.50
Corporate Stock - Common   COMMSCOPE INC COM   400.00   12,570.39   6,775.00
Corporate Stock - Common   COMMUNICATION INTELLIGENCE CORP DEL NEW COM   1,000.00   2,779.95   1,750.00
Corporate Stock - Common   COMPAQ COMPUTER CORP COM   150,594.10   3,490,169.84   3,237,773.24
Corporate Stock - Common   COMPARATOR SYS CORP COM NEW   1,385,000.00   17,973.42   6,925.00
Corporate Stock - Common   COMPUCOM SYS INC COM   1,000.00   5,669.85   1,562.50
Corporate Stock - Common   COMPUDYNE CORP COM STK PAR $0.75   2,500.00   18,021.83   19,375.00
Corporate Stock - Common   COMPUTER ASSOC INTL INC COM   51,686.68   2,528,142.27   1,350,314.47
Corporate Stock - Common   COMPUTER LEARNING CTRS INC COM   1,306.00   0.00   979.50
Corporate Stock - Common   COMPUTER SCI CORP COM   16,100.00   1,016,575.05   1,097,818.75
Corporate Stock - Common   COMPUWARE CORP COM   12,000.00   410,000.71   82,500.00
Corporate Stock - Common   COMSHARE INC COM   940.00   9,269.05   2,820.00
Corporate Stock - Common   COMVERSE TECH INC   4,100.00   227,964.54   353,368.75
Corporate Stock - Common   CONAGRA FOODS INC   13,900.00   239,730.53   353,581.25
Corporate Stock - Common   CONCORD CAMERA CORP COM   18,200.00   430,796.29   364,000.00
Corporate Stock - Common   CONCORD EFS INC COM   16,200.00   438,303.17   706,725.00
Corporate Stock - Common   CONCUR TECHNOLOGIES INC COM   1,775.00   15,696.89   3,827.43
Corporate Stock - Common   CONCURRENT COMPUTER CORP NEW COM NEW   14,450.00   68,352.35   143,146.04
Corporate Stock - Common   CONDUCTUS INC COM   200.00   3,396.23   1,100.00
Corporate Stock - Common   CONEXANT SYS INC COM   6,660.00   506,651.33   135,281.25
Corporate Stock - Common   CONNETICS CORP COM   18,500.00   95,658.90   89,031.25
Corporate Stock - Common   CONOCO INC CL B COM STK   65,489.88   1,663,073.35   1,641,340.02
Corporate Stock - Common   CONS EDISON INC COM   5,500.00   162,755.97   204,875.00
Corporate Stock - Common   CONS GOLDEN QUAIL RES   133.00   934.20   2.07
Corporate Stock - Common   CONS STORES CORP COM   32,900.00   508,813.88   281,706.25
Corporate Stock - Common   CONSECO INC COM   95,249.51   957,636.21   684,605.85
Corporate Stock - Common   CONSOL ENERGY INC COM   7,500.00   129,764.46   142,968.75
Corporate Stock - Common   CONSTELLATION BRANDS INC CL A   4,700.00   241,161.66   230,300.00
Corporate Stock - Common   CONSTELLATION ENERGY GROUP INC COM   3,950.00   95,349.93   160,715.63
Corporate Stock - Common   CONTIFINANCIAL CORP COM   10,000.00   746.55   200.00
Corporate Stock - Common   CONTL AIRL INC CL B   46,760.00   1,652,272.72   2,139,270.00
Corporate Stock - Common   CONVERGENT COS INC COM NEW   5,000.00   5,150.00   20,940.00
Corporate Stock - Common   CONVERGYS CORP COM   4,000.00   186,636.40   168,250.00
Corporate Stock - Common   COOPER COS INC COM NEW   17,600.00   545,317.54   573,100.00
Corporate Stock - Common   COOPER IND INC COM   2,400.00   101,287.87   97,950.00
Corporate Stock - Common   COOPER TIRE & RUBBER CO COM, NO PAR   2,100.00   44,579.63   19,425.00
Corporate Stock - Common   COORS ADOLPH CO CL B   12,840.00   805,919.31   963,000.00
Corporate Stock - Common   COPPER MTN NETWORKS INC COM   2,240.00   27,997.91   13,720.00
Corporate Stock - Common   COPYTELE INC COM   800.00   2,209.10   575.04
Corporate Stock - Common   CORAM HEALTHCARE CORP COM   95,477.00   132,617.25   13,366.78
Corporate Stock - Common   COREL CORP COM STK   8,380.00   84,878.07   21,736.04
Corporate Stock - Common   CORIXA CORP COM   55.00   4,396.53   1,722.19
Corporate Stock - Common   CORNERSTONE INTERNET SOLUTIONS CO COM   10,385.00   20,752.99   649.06
Corporate Stock - Common   CORNING INC COM   124,771.02   6,909,037.06   7,299,104.38
Corporate Stock - Common   CORONADO INDS INC COM   6,000.00   8,800.34   3,300.00
Corporate Stock - Common   CORRIENTE RES INC COM   1,000.00   11,996.39   587.30
Corporate Stock - Common   CORVIS CORP COM   150.00   5,651.10   4,321.88
Corporate Stock - Common   COSINE COMMUNICATIONS INC COM   300.00   7,559.90   3,843.75
Corporate Stock - Common   COSTCO WHSL CORP NEW COM   15,865.00   306,617.18   517,595.63
Corporate Stock - Common   COUNTRYWIDE CR IND INC COM   4,219.26   139,522.07   156,640.10
Corporate Stock - Common   COVAD COMMUNICATIONS GROUP INC COM   66,415.00   976,608.46   130,711.53
Corporate Stock - Common   COVENTRY HLTH CARE INC COM   8,700.00   112,644.99   184,875.00
Corporate Stock - Common   COX COMMUNICATIONS INC NEW CL A   184.00   15,321.56   7,325.50
Corporate Stock - Common   CPX CORP COM ISIN US12616N100   800.00   9,458.42   72.00
Corporate Stock - Common   CRANE CO COM   3,337.00   66,734.47   84,259.25
Corporate Stock - Common   CREATIVE HOST SVCS INC COM STK   1,000.00   5,029.95   4,000.00
Corporate Stock - Common   CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM   9,010.00   985,859.95   505,686.25
Corporate Stock - Common   CRESCENT REAL ESTATE EQUITIES TR TEX COMSTK   200.00   5,212.06   4,450.00
Corporate Stock - Common   CRESTLINE CAP CORP COM   3,200.00   65,066.88   76,600.00
Corporate Stock - Common   CRITICAL PATH INC COM   100.00   5,785.63   2,112.50
Corporate Stock - Common   CROSS TIMBERS OIL CO COM   200.00   3,840.35   3,975.00
Corporate Stock - Common   CROSSROADS SYS INC COM   2,000.00   25,356.22   9,750.00
Corporate Stock - Common   CROSSWORLDS SOFTWARE INC COM ISIN US22769P1093   150.00   1,622.40   637.50

45

Corporate Stock - Common   CROWN CASTLE INTL CORP COM STK   100.00   3,354.95   2,381.25
Corporate Stock - Common   CROWN CORK & SEAL CO INC COM   3,300.00   123,508.73   13,406.25
Corporate Stock - Common   CRYOLIFE INC COM   100.00   4,754.95   4,131.25
Corporate Stock - Common   CSX CORP COM   5,716.00   197,755.71   148,258.75
Corporate Stock - Common   CUBIST PHARMACEUTICALS INC COM   24,500.00   907,050.48   796,250.00
Corporate Stock - Common   CULLEN FROST BANKERS INC COM   17,420.00   470,256.68   561,795.00
Corporate Stock - Common   CUMMINS ENGINE CO INC COM   1,600.00   59,947.78   56,500.00
Corporate Stock - Common   CURAGEN CORP COM   354.00   14,628.41   12,013.88
Corporate Stock - Common   CURATIVE HLTH SVCS INC COM   1,500.00   9,074.68   8,156.25
Corporate Stock - Common   CUTTER & BUCK INC COM   400.00   5,582.92   3,325.00
Corporate Stock - Common   CVS CORP COM STK   33,600.00   1,204,344.24   1,911,000.00
Corporate Stock - Common   CY HLDG CO COM   2,000.00   13,309.90   12,250.00
Corporate Stock - Common   CYBEAR GROUP COM   72.00   2,396.97   24.75
Corporate Stock - Common   CYBER-CARE INC COM   1,000.00   12,056.58   2,843.80
Corporate Stock - Common   CYBERCASH INC COM   1,600.00   9,633.77   2,400.00
Corporate Stock - Common   CYBERIAN OUTPOST INC OC-COM   65.00   713.37   85.31
Corporate Stock - Common   CYCLOPSS CORP COM NEW   3,000.00   6,527.90   450.00
Corporate Stock - Common   CYGNUS INC COM   1,000.00   13,592.45   5,031.30
Corporate Stock - Common   CYLINK CORP COM   200.00   2,839.40   687.50
Corporate Stock - Common   CYMER INC COM   8,300.00   187,331.17   166,000.00
Corporate Stock - Common   CYPRESS SEMICONDUCTOR CORP COM   1,822.00   77,412.98   38,489.75
Corporate Stock - Common   CYTEC IND COM   100.00   3,511.20   3,456.25
Corporate Stock - Common   D R HORTON INC COM   27,795.00   500,083.90   515,944.69
Corporate Stock - Common   DAIMLER CHRYSLER AG STK ISIN #DE0007100000 SEDOL # 5529027   1,060.00   69,108.18   40,746.40
Corporate Stock - Common   DAISYTEK INTL CORP COM   11,700.00   76,887.72   93,600.00
Corporate Stock - Common   DALLAS SEMICONDUCTOR CORP COM   27,200.00   1,147,191.18   804,100.00
Corporate Stock - Common   DANA CORP COM   32,016.00   835,765.32   536,268.00
Corporate Stock - Common   DANAHER CORP COM   3,700.00   169,766.57   241,193.75
Corporate Stock - Common   DARDEN RESTAURANTS INC COM   9,700.00   144,575.53   255,837.50
Corporate Stock - Common   DATA BROADCASTING CORP   40.00   807.01   122.50
Corporate Stock - Common   DATA DIMENSIONS INC COM PAR $0.001   1,500.00   10,708.79   843.75
Corporate Stock - Common   DATA RETURN CORP COM STK   1,100.00   27,322.40   6,256.25
Corporate Stock - Common   DATATEC SYS INC COM   100.00   1,620.17   234.38
Corporate Stock - Common   DAUPHIN TECH INC COM   8,200.00   21,620.59   14,604.20
Corporate Stock - Common   DAVE & BUSTERS INC COM   50.00   720.32   462.50
Corporate Stock - Common   DDI CORP COM   19,680.00   548,580.00   432,960.00
Corporate Stock - Common   DEERE & CO COM   53,418.08   1,522,236.62   2,173,448.01
Corporate Stock - Common   DELANO TECH CORP COM   500.00   24,294.08   4,125.00
Corporate Stock - Common   DELHAIZE AMER INC CL B   348.74   9,599.62   5,797.84
Corporate Stock - Common   DELIAS CORP CL A   1,985.00   2,335.20   1,550.88
Corporate Stock - Common   DELL COMPUTER CORP COM   97,487.00   1,535,887.06   1,876,624.75
Corporate Stock - Common   DELPHI AUTOMOTIVE SYS CORP COM   55,586.10   767,036.14   767,782.96
Corporate Stock - Common   DELTA AIR LINES INC COM   31,000.30   1,561,736.13   1,472,514.20
Corporate Stock - Common   DELTAGEN INC COM STK   21,400.00   544,418.75   256,800.00
Corporate Stock - Common   DELUXE CORP COM   1,900.00   66,961.65   44,293.75
Corporate Stock - Common   DENBURY RES INC COM (NEW)   249.00   1,912.70   1,774.13
Corporate Stock - Common   DENDRITE INTL INC COM   37,000.00   1,073,476.46   626,687.50
Corporate Stock - Common   DENTSPLY INTL INC NEW COM   18,400.00   624,722.84   665,850.00
Corporate Stock - Common   DEVON ENERGY CORPORATIOIN NEW COM   10,542.02   498,405.13   519,194.39
Corporate Stock - Common   DEVRY INC DEL COM   100.00   3,811.20   3,031.25
Corporate Stock - Common   DIAGNOSTIC PRODS CORP COM   1,900.00   61,107.61   85,500.00
Corporate Stock - Common   DIAMOND OFFSHORE DRILLING INC COM   604.08   19,164.02   18,235.51
Corporate Stock - Common   DIATECT INTL CORP   6,000.00   1,610.54   540.00
Corporate Stock - Common   DIEBOLD INC COM   11,370.00   338,192.69   329,019.38
Corporate Stock - Common   DIEDRICH COFFEE INC COM   2,000.00   10,278.60   1,250.00
Corporate Stock - Common   DIGITAL RECORDERS INC COM ISIN# US2538691013   600.00   3,906.25   900.00
Corporate Stock - Common   DIGITAL VIDEO SYS INC WT EXP 05-08-01   13,300.00   9,330.47   13.30
Corporate Stock - Common   DIGITALTHINK INC COM STK ISIN# US25388M1009   250.00   8,088.49   2,734.38
Corporate Stock - Common   DILLARDS INC CL A COM   22,200.00   620,260.44   244,200.00
Corporate Stock - Common   DIME BANCORP INC NEW COM   19,970.00   354,341.97   496,753.75
Corporate Stock - Common   DIME CMNTY BANCORP INC COM   2,700.00   74,979.00   55,181.25
Corporate Stock - Common   DIPPY FOODS INC COM   4,500.00   2,979.44   675.00
Corporate Stock - Common   DIRECT FOCUS INC COM ISIN CA2549311082   17,550.00   408,930.99   752,456.25
Corporate Stock - Common   DISNEY WALT CO COM   99,300.00   2,659,284.62   2,873,493.75
Corporate Stock - Common   DISPLAY TECHNOLOGIES INC COM   34.00   260.95   9.56

46

Corporate Stock - Common   DITECH COMMUNICATIONS CORP COM STK   5,900.00   300,531.14   92,556.25
Corporate Stock - Common   DIVERSA CORP COM STK ISIN# US2550641078   90.00   2,264.95   1,743.75
Corporate Stock - Common   DMC STRATEX NETWORKS INC COM   17,200.00   299,300.82   226,825.00
Corporate Stock - Common   DOBSON COMMUNICATIONS CORP CL A   33,850.00   562,744.25   459,090.63
Corporate Stock - Common   DOCPLANET COM INC COM   3,100.00   31,286.75   1,258.60
Corporate Stock - Common   DOCUMENTUM INC COM   25,430.00   863,612.25   977,465.63
Corporate Stock - Common   DOLE FOOD INC COM   20,368.00   753,774.40   264,784.00
Corporate Stock - Common   DOLLAR GEN CORP COM   11,298.12   229,530.32   161,704.37
Corporate Stock - Common   DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM STK   13,300.00   236,726.07   232,750.00
Corporate Stock - Common   DOMINION RES INC VA NEW COM   6,802.00   239,711.27   408,120.00
Corporate Stock - Common   DONNELLEY R R & SONS CO COM   41,200.00   1,073,648.04   921,850.00
Corporate Stock - Common   DORAL FINL CORP COM   5,500.00   95,328.75   103,812.50
Corporate Stock - Common   DOT HILL SYS CORP COM   200.00   3,379.95   600.00
Corporate Stock - Common   DOUBLECLICK INC COM   2,870.00   54,272.28   40,718.13
Corporate Stock - Common   DOVER CORP COM   14,200.00   475,574.19   581,312.50
Corporate Stock - Common   DOW CHEM CO COM   52,250.00   1,129,763.89   1,596,890.63
Corporate Stock - Common   DOW JONES & CO INC COM   6,900.00   401,108.82   390,281.25
Corporate Stock - Common   DOWNEY FINL CORP COM   4,615.00   139,756.02   209,982.50
Corporate Stock - Common   DRAGON PHARMEUCETICALS INC COM   400.00   2,482.40   1,050.00
Corporate Stock - Common   DRIVERSSHIELD COM CORP COM   15,500.00   35,793.11   10,656.25
Corporate Stock - Common   DRUGSTORE COM INC COM ISIN #US2622411021   15,625.00   96,506.11   27,343.75
Corporate Stock - Common   DSL NET INC COM STOCK   600.00   8,176.90   637.50
Corporate Stock - Common   DSP GROUP INC COM   5,150.00   236,980.84   124,243.75
Corporate Stock - Common   DTE ENERGY CO COM   3,857.15   110,652.77   146,330.51
Corporate Stock - Common   DU PONT E I DE NEMOURS & CO COM STK   29,146.24   991,598.71   1,233,250.41
Corporate Stock - Common   DUKE ENERGY CORP COM STK   10,447.00   372,331.71   939,577.07
Corporate Stock - Common   DURAMED PHARMACEUTICALS INC COM   520.00   5,780.53   1,844.39
Corporate Stock - Common   DVI INC COM   4,200.00   63,210.84   69,562.50
Corporate Stock - Common   DYCAM INC COM NEW   500.00   2,964.00   35.00
Corporate Stock - Common   DYCOM INDS INC COM   25,865.00   696,045.42   966,704.38
Corporate Stock - Common   DYNAMIC HEALTHCARE TECHNOLOGIES INC COM   1,000.00   2,529.95   625.00
Corporate Stock - Common   DYNEGY INC NEW CL A COM   9,308.14   485,662.28   411,885.28
Corporate Stock - Common   E DIGITAL CORP COM   12,041.00   104,374.62   30,475.77
Corporate Stock - Common   E MEDSOFT COM COM   33,830.00   279,535.09   38,058.75
Corporate Stock - Common   E PIPHANY INC COM   16,700.00   980,874.54   654,940.60
Corporate Stock - Common   E SPIRE COMMUNICATIONS INC COM   1,800.00   10,501.41   1,856.34
Corporate Stock - Common   E*TRADE GROUP INC COM   2,748.00   58,440.90   21,984.00
Corporate Stock - Common   EARTH SCIENCES INC COM   2,000.00   3,583.65   440.00
Corporate Stock - Common   EARTHGRAINS CO COM   100.00   2,176.10   2,268.75
Corporate Stock - Common   EARTHLINK INC COM STK   1,268.00   33,925.94   8,242.00
Corporate Stock - Common   EARTHSHELL CORP COM   5,064.00   13,102.64   15,825.00
Corporate Stock - Common   EARTHWEB INC COM   50.00   2,610.48   606.25
Corporate Stock - Common   EASTGROUP PPTYS INC COM   2,700.00   62,554.68   53,493.75
Corporate Stock - Common   EASTMAN CHEM CO COM   18,525.00   961,431.06   800,048.44
Corporate Stock - Common   EASTMAN KODAK CO COM   24,192.52   1,299,174.73   1,016,085.88
Corporate Stock - Common   EAT AT JOES LTD COM   28,000.00   21,170.00   3,024.00
Corporate Stock - Common   EATON CORP COM   1,900.00   95,298.98   133,237.50
Corporate Stock - Common   EATON VANCE CORP COM NON VTG   200.00   4,179.95   4,575.00
Corporate Stock - Common   EBAY INC COM   2,396.00   153,750.51   82,212.75
Corporate Stock - Common   ECHO BAY MINES LTD COM   3,200.00   12,855.72   1,800.00
Corporate Stock - Common   ECHOSTAR COMMUNICATIONS CORP NEW CL A   15,598.00   329,575.37   455,266.63
Corporate Stock - Common   ECOLAB INC COM   3,400.00   45,290.80   147,687.50
Corporate Stock - Common   ECONNECT COM   4,550.00   13,768.28   2,775.50
Corporate Stock - Common   EDELBROCK CORP COM   100.00   2,112.52   987.50
Corporate Stock - Common   EDGE PETE CORP DEL COM   1,000.00   3,123.65   4,687.50
Corporate Stock - Common   EDGE TECH GROUP INC COM   8,750.00   27,722.16   6,020.00
Corporate Stock - Common   EDISON INTL COM   8,500.00   171,305.95   194,968.75
Corporate Stock - Common   EDULINK INC COM STK   25,000.00   12,103.00   800.00
Corporate Stock - Common   EDWARDS A.G INC COM   13,860.00   699,507.36   621,101.25
Corporate Stock - Common   EDWARDS J D & CO COM   700.00   13,244.90   17,762.50
Corporate Stock - Common   EEX CORP COM NEW   27,700.00   137,331.40   93,487.50
Corporate Stock - Common   EFFICIENT NETWORKS INC COM   16,300.00   680,889.98   297,475.00
Corporate Stock - Common   EGAIN COMMUNICATIONS CORP COM STCK   450.00   4,041.82   1,139.09
Corporate Stock - Common   EGAMES INC COM   2,000.00   3,059.90   937.60
Corporate Stock - Common   EGGHEAD COM INC NEW COM   510.00   9,137.27   541.88
Corporate Stock - Common   EGLOBE INC COM NEW   212.00   9,029.95   59.57

47

Corporate Stock - Common   EL PASO ELEC CO COM NEW   9,800.00   112,498.12   134,260.00
Corporate Stock - Common   ELAN CORP PLC RT EXP 03-31-2003   646.00   5,953.53   464.34
Corporate Stock - Common   ELCOM INTL INC COM   775.00   6,853.02   1,404.69
Corporate Stock - Common   ELEC FL CORP COM   200.00   2,679.83   1,175.00
Corporate Stock - Common   ELECTR BUSINESS SVCS INC COM   1,000.00   1,447.09   31.00
Corporate Stock - Common   ELECTR DATA SYS CORP NEW COM   49,500.00   2,009,336.79   2,620,406.25
Corporate Stock - Common   ELECTRIC CITY CORP COM   200.00   1,474.76   643.80
Corporate Stock - Common   ELECTRONICS FOR IMAGING INC COM   300.00   5,859.63   3,975.00
Corporate Stock - Common   ELI LILLY & CO COM   59,056.72   2,872,659.70   5,532,876.17
Corporate Stock - Common   ELOQUENT INC COM STK   7,300.00   63,523.70   12,547.24
Corporate Stock - Common   ELRON ELECTR INDS LTD ORD   400.00   4,334.05   10,775.00
Corporate Stock - Common   EMAGIN CORP COM STK   1,653.00   25,063.03   5,339.19
Corporate Stock - Common   EMC CORP MASS COM   209,105.00   7,278,207.52   15,552,184.38
Corporate Stock - Common   EMCOR GROUP INC COM   800.00   15,066.00   19,800.00
Corporate Stock - Common   EMERSON ELEC CO COM   33,900.00   1,682,489.41   2,470,462.50
Corporate Stock - Common   EMERSON RADIO CORP COM NEW   500.00   998.70   906.25
Corporate Stock - Common   EMP SOLUTIONS INC DESP   3,081.00   1,488.07   385.13
Corporate Stock - Common   EMPIRE DIST ELEC CO COM   1,011.99   26,099.95   29,727.24
Corporate Stock - Common   EMULEX CORP COM NEW   750.00   68,617.66   87,187.50
Corporate Stock - Common   EMUSIC COM INC COM   1,000.00   15,702.43   625.00
Corporate Stock - Common   ENAMELON INC COM   4,300.00   10,061.94   301.00
Corporate Stock - Common   ENDOCARE INC COM   17,400.00   64,637.75   227,287.50
Corporate Stock - Common   ENERGEN CORP COM   5,600.00   114,320.68   159,950.00
Corporate Stock - Common   ENERGIZER HLDGS INC COM   29,300.00   644,954.79   565,856.25
Corporate Stock - Common   ENERGY E. CORP COM   175.25   442.92   3,548.85
Corporate Stock - Common   ENGELHARD CORP COM   28,350.00   418,604.69   558,140.63
Corporate Stock - Common   ENRON CORP COM   59,978.23   3,307,648.18   3,883,590.65
Corporate Stock - Common   ENSCO INTL INC COM   2,300.40   56,297.44   55,928.38
Corporate Stock - Common   ENTERGY CORP NEW COM   5,800.00   155,334.59   238,525.00
Corporate Stock - Common   ENTMNT PPTYS TR COM SH BEN INT   4,200.00   52,546.20   48,562.50
Corporate Stock - Common   ENTMNT TECHNOLOGIES & PROGRAMS INC COM   705,489.00   317,532.21   81,131.24
Corporate Stock - Common   ENTREMED INC COM   500.00   18,754.55   8,781.25
Corporate Stock - Common   ENTRUST TECHNOLOGIES INC COM   400.00   21,945.50   6,150.00
Corporate Stock - Common   ENVOY COMMUNICATIONS GROUP INC COM STK   500.00   3,342.45   1,687.50
Corporate Stock - Common   ENZO BIOCHEM INC COM   9,774.00   223,639.71   278,559.00
Corporate Stock - Common   ENZON INC COM   100.00   3,004.95   5,581.25
Corporate Stock - Common   EOG RESOURCES INC COM   24,800.00   832,647.07   1,052,450.00
Corporate Stock - Common   EON COMMUNICATIONS CORP COM   300.00   4,022.40   525.00
Corporate Stock - Common   EPICOR SOFTWARE CORP COM   2,500.00   13,520.64   2,578.25
Corporate Stock - Common   EPIQ SYS INC COM   1,000.00   11,029.95   17,312.50
Corporate Stock - Common   EPLUS INC COM   182.00   7,062.31   1,785.88
Corporate Stock - Common   EPRESENCE INC COM STK   8,700.00   76,364.16   33,168.75
Corporate Stock - Common   EQUIFAX INC COM   3,700.00   118,891.35   123,025.00
Corporate Stock - Common   E-REX INC COM   2,500.00   2,339.57   860.00
Corporate Stock - Common   ERIE INDTY CO CL A   15,400.00   451,058.61   385,000.00
Corporate Stock - Common   ESENJAY EXPL INC COM   1,000.00   4,279.95   3,937.50
Corporate Stock - Common   ESHARE COMMUNICATIONS INC GA COM   200.00   3,803.65   425.00
Corporate Stock - Common   E-SIM LTD   200.00   2,017.45   625.00
Corporate Stock - Common   ESPEED INC CL A   3,700.00   74,499.50   51,337.50
Corporate Stock - Common   ESS TECH INC COM   450.00   6,907.40   4,190.63
Corporate Stock - Common   ESTERLINE TECHNOLOGIES CORP COM STK   3,100.00   58,947.74   60,643.75
Corporate Stock - Common   ETOYS INC COM   8,000.00   37,856.71   11,500.00
Corporate Stock - Common   ETRAVELSERVE.COM INC COM   7,000.00   3,846.00   357.00
Corporate Stock - Common   EVEREST RE GROUP LTD.ISIN BMG3223R1088 SEDOL 2709907   23,760.00   780,043.77   1,430,055.00
Corporate Stock - Common   EXABYTE CORP   7,000.00   63,127.42   23,947.45
Corporate Stock - Common   EXAR CORP COM   16,600.00   715,489.73   417,075.00
Corporate Stock - Common   EXCEL TECH INC COM   1,260.00   40,963.96   22,837.50
Corporate Stock - Common   EXCELON CORP COM   100.00   936.20   493.75
Corporate Stock - Common   EXCELSIOR-HENDERSON MOTORCYCLE MFG CO COM   4,800.00   45,744.00   192.00
Corporate Stock - Common   EXELON CORP COM   8,525.00   245,679.59   564,781.25
Corporate Stock - Common   EXFO ELECTRO-OPTICAL ENGR INC SUB VTG SHS SUB VTG SHS ISIN CA3020431043   7,780.00   475,377.50   149,278.75
Corporate Stock - Common   EXIDE CORP   50.00   1,392.15   453.13
Corporate Stock - Common   EXIGENT INTL INC COM   2,000.00   10,185.00   2,250.00
Corporate Stock - Common   EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096   3,808.00   134,580.64   86,632.00

48

Corporate Stock - Common   EXPEDITORS INTL WASH INC COM   7,600.00   357,019.20   394,250.00
Corporate Stock - Common   EXPRESS SCRIPTS INC CL A   7,290.00   468,382.50   545,838.75
Corporate Stock - Common   EXTD STAY AMER INC COM   9,400.00   106,032.00   116,912.50
Corporate Stock - Common   EXTREME NETWORKS INC COM   22,720.00   1,543,403.43   1,167,240.00
Corporate Stock - Common   EXXON MOBIL CORP COM   139,866.56   7,352,868.59   12,308,257.54
Corporate Stock - Common   F P L GROUP INC COM   8,000.00   303,823.16   530,000.00
Corporate Stock - Common   F Y I INC COM   4,700.00   166,992.19   136,887.50
Corporate Stock - Common   F5 NETWORKS INC COM STK   305.00   16,165.05   7,586.88
Corporate Stock - Common   FAIRCHILD SEMICONDUCTOR INTL INC CL A   46,500.00   1,463,276.20   674,250.00
Corporate Stock - Common   FAMILY DLR STORES INC COM   44,500.00   780,454.04   864,968.75
Corporate Stock - Common   FANTASTIC CORPORATION ORD   6,000.00   37,798.00   15,790.20
Corporate Stock - Common   FDRY NETWORKS INC COM   200.00   12,328.65   7,375.00
Corporate Stock - Common   FED MOGUL CORP COM   700.03   9,616.65   1,356.30
Corporate Stock - Common   FEDEX CORP COM   51,080.00   998,843.59   2,447,753.60
Corporate Stock - Common   FEDT DEPT STORES INC DEL COM   5,400.00   172,380.68   164,700.00
Corporate Stock - Common   FEDT INVESTORS INC CL B   24,350.00   545,604.58   687,887.50
Corporate Stock - Common   FHLMC VTG COM   18,200.00   356,567.97   1,099,962.50
Corporate Stock - Common   FID NATL FINL INC COM   58,800.00   1,359,840.98   1,407,525.00
Corporate Stock - Common   FINDWHAT COM COM   400.00   2,829.95   375.00
Corporate Stock - Common   FINISAR CORP COM   100.00   4,605.65   2,331.25
Corporate Stock - Common   FINOVA GROUP INC COM   31,400.00   187,657.47   15,700.00
Corporate Stock - Common   FIRST AMERN FINL CORP CAL COM N/C TO 1STAMERICAN CORP @ 1.00 EFF 5-19-00   203.26   2,555.72   4,420.95
Corporate Stock - Common   FIRST DATA CORP COM   16,200.00   615,819.62   829,237.50
Corporate Stock - Common   FIRST HLTH GROUP CORP COM   45,290.00   1,150,321.37   2,131,460.63
Corporate Stock - Common   FIRST MED GROUP INC COM   67.00   676.26   0.67
Corporate Stock - Common   FIRST MONTAUK FINL CORP COM   1,000.00   2,497.40   970.00
Corporate Stock - Common   FIRST TEAM SPORTS INC COM   25.00   226.50   25.00
Corporate Stock - Common   FIRST UN CORP COM ISIN #US3373581053   26,843.74   772,383.57   674,448.87
Corporate Stock - Common   FIRSTENERGY CORP COM   6,000.00   141,361.75   177,000.00
Corporate Stock - Common   FIRSTFED FINL CORP DEL COM   6,800.00   128,027.00   180,625.00
Corporate Stock - Common   FIRSTPLUS FINL GROUP COM   7,000.00   19,068.99   840.00
Corporate Stock - Common   FLANDERS CORP COM   2,000.00   8,310.00   3,750.00
Corporate Stock - Common   FLEETBOSTON FINL CORP COM STK   121,987.00   4,016,096.45   4,574,512.50
Corporate Stock - Common   FLETCHER CHALLENGE LTD RT PUR PREF SER AEXP 12-05-2000   500.00   0.00   2.00
Corporate Stock - Common   FLEXTRONICS INTL LTD COM STK   6,270.00   212,924.73   157,141.88
Corporate Stock - Common   FLIR SYS INC COM   400.00   6,929.53   1,437.52
Corporate Stock - Common   FMC CORP COM (NEW)   800.00   42,844.44   54,300.00
Corporate Stock - Common   FNMA COM STK   49,153.36   2,121,886.84   3,883,115.68
Corporate Stock - Common   FONAR CORP COM   1,800.00   3,888.91   3,206.34
Corporate Stock - Common   FONIX CORP DEL COM   250.00   522.45   116.25
Corporate Stock - Common   FOOD TECH SVC INC COM   300.00   1,306.87   600.00
Corporate Stock - Common   FOOTSTAR INC COM   8,200.00   291,595.06   349,012.50
Corporate Stock - Common   FORD MTR CO DEL COM PAR $0.01   91,971.30   1,789,994.35   2,092,347.17
Corporate Stock - Common   FOREST LAB INC COM   12,965.00   1,364,353.39   1,756,757.50
Corporate Stock - Common   FORTEL INC CAL COM   400.00   1,697.24   162.52
Corporate Stock - Common   FORTUNE BRANDS INC COM STK   4,100.00   104,359.95   118,387.50
Corporate Stock - Common   FOUNDERS HOLDINGS LTD   5,000.00   6,725.00   1,150.00
Corporate Stock - Common   FRANCO NEV MNG LTD COM   100.00   1,970.67   982.01
Corporate Stock - Common   FREEMARKETS INC COM   17,000.00   636,146.07   545,062.50
Corporate Stock - Common   FREEPORT MCMORAN C & G CL B COM STK   4,800.00   121,304.00   38,700.00
Corporate Stock - Common   FRIEDE GOLDMAN HALTER INC   60,200.00   453,934.10   244,562.50
Corporate Stock - Common   FRKLN RES INC COM   23,520.33   976,298.01   851,670.97
Corporate Stock - Common   FRONTIER AIRLS INC NEW COM   10,700.00   187,930.77   303,612.50
Corporate Stock - Common   FSI INTL INC COM   10,400.00   227,543.68   92,622.40
Corporate Stock - Common   FUELCELL ENERGY INC COM   200.00   19,464.95   11,178.12
Corporate Stock - Common   FURNITURE BRANDS INTL INC COM   29.00   519.33   458.56
Corporate Stock - Common   GA PAC CORP COM-GEORGIA PAC GROUP   13,436.72   265,306.90   338,437.39
Corporate Stock - Common   GABELLI AST MGMT INC CL A   1,000.00   29,444.26   27,187.50
Corporate Stock - Common   GADZOOKS INC COM   3,000.00   37,281.00   54,187.50
Corporate Stock - Common   GALILEO INTL INC COM   27,200.00   421,126.72   523,600.00
Corporate Stock - Common   GALLAGHER ARTHUR J & CO COM   4,200.00   98,440.37   247,800.00
Corporate Stock - Common   GANNETT INC COM   6,900.00   211,884.84   370,012.50
Corporate Stock - Common   GAP INC COM   22,728.14   177,619.32   566,783.02
Corporate Stock - Common   GARDENBURGER INC COM   100.00   1,129.95   100.00

49

Corporate Stock - Common   GARTNER INC   1,500.00   23,532.76   12,750.00
Corporate Stock - Common   GATEWAY INC COM   9,010.00   279,476.12   171,190.00
Corporate Stock - Common   GATX CORP COM   10,220.00   387,718.18   480,340.00
Corporate Stock - Common   GDR ASHANTI GOLDFIELDS LTD GLOBAL DEPOS RCPT   200.00   2,720.01   475.00
Corporate Stock - Common   GEMSTAR-TV GUIDE INTL INC COM   50.00   3,011.73   2,034.38
Corporate Stock - Common   GEN CABLE CORP DEL NEW COM   19,600.00   175,312.60   111,475.00
Corporate Stock - Common   GEN DYNAMICS CORP COM   5,200.00   202,488.37   396,500.00
Corporate Stock - Common   GEN ELEC CO COM   494,436.76   11,818,477.66   24,505,521.67
Corporate Stock - Common   GEN MAGIC INC COM   1,300.00   12,480.54   3,006.25
Corporate Stock - Common   GEN MILLS INC COM   7,500.00   187,534.80   308,437.50
Corporate Stock - Common   GEN MTRS CORP CL H NEW   69.00   2,108.90   1,500.06
Corporate Stock - Common   GEN SEMICONDUCTOR INC COM   29,300.00   404,682.82   249,050.00
Corporate Stock - Common   GENCORP INC COM   13,000.00   110,305.00   104,000.00
Corporate Stock - Common   GENE LOGIC INC COM   40.00   2,027.45   645.00
Corporate Stock - Common   GENELABS TECHNOLOGIES INC COM   800.00   9,243.47   3,450.00
Corporate Stock - Common   GENENCOR INTL INC COM ISIN US3687091013   20,710.00   399,715.40   377,957.50
Corporate Stock - Common   GENENTECH INC COM STK   1,100.00   74,815.50   74,868.75
Corporate Stock - Common   GENERAL MOTORS CORP COMMON STOCK   44,739.03   2,206,474.18   2,214,581.99
Corporate Stock - Common   GENERATION ENTMT CORP COM   5,000.00   1,500.00   5.00
Corporate Stock - Common   GENESIS DIRECT INC COM   100.00   488.63   0.10
Corporate Stock - Common   GENESIS MICROCHIP INC COM   500.00   9,579.45   4,507.80
Corporate Stock - Common   GENOME THERAPEUTICS CORP COM   900.00   20,554.91   10,462.50
Corporate Stock - Common   GENTEX CORP COM   15,090.00   458,863.71   262,188.75
Corporate Stock - Common   GENTNER COMMUNICATIONS CORP COM   150.00   2,898.70   1,800.00
Corporate Stock - Common   GENUINE PARTS CO COM   56,625.00   1,507,672.27   1,086,492.19
Corporate Stock - Common   GENUITY INC CL A   604.00   3,889.79   2,604.75
Corporate Stock - Common   GENZYME CORP COM   21,200.00   1,018,939.13   1,861,625.00
Corporate Stock - Common   GENZYME CORP COM-MOLECULAR ONCOLOGY DIV   200.00   3,509.46   2,287.50
Corporate Stock - Common   GENZYME TRANSGENICS CORP COM   450.00   9,568.17   7,256.25
Corporate Stock - Common   GEOTEK COMMUNICATIONS INC COM   3,000.00   10,240.33   0.00
Corporate Stock - Common   GEOWORKS COM   200.00   2,827.27   412.50
Corporate Stock - Common   GERBER SCIENTIFIC INC COM   3,200.00   29,264.00   22,400.00
Corporate Stock - Common   GETTY IMAGES INC COM   26,660.00   1,017,164.75   743,147.50
Corporate Stock - Common   GILLETTE CO COM   52,564.55   1,523,006.55   1,780,624.10
Corporate Stock - Common   GLAMIS GOLD LTD COM   10,300.00   28,548.26   14,806.25
Corporate Stock - Common   GLAXO SMITHKLINE SPONS ADR   350.00   17,906.14   20,059.38
Corporate Stock - Common   GLENAYRE TECHNOLOGIES INC COM   202.00   2,500.78   909.00
Corporate Stock - Common   GLOBAL CROSSING LTD COM   33,909.00   857,293.61   419,623.88
Corporate Stock - Common   GLOBAL MARINE INC DEL COM (NEW)   900.00   19,083.03   19,743.75
Corporate Stock - Common   GLOBAL MED TECHNOLOGIES INC COM STK   1,000.00   869.77   688.00
Corporate Stock - Common   GLOBAL TELESYSTEMS INC CDT-COM   2,140.00   20,097.61   2,675.00
Corporate Stock - Common   GLOBAL-PAC MINERALS INC COM   2,000.00   2,590.00   215.40
Corporate Stock - Common   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   21,787.00   235,578.54   35,403.88
Corporate Stock - Common   GLOBESPAN INC COM ISIN US3795711023   200.00   16,092.45   6,262.50
Corporate Stock - Common   GLOBIX CORP COM   317.00   9,817.33   832.13
Corporate Stock - Common   GOAMERICA INC COM   53,640.00   555,992.07   274,905.00
Corporate Stock - Common   GOLDEN ST BANCORP INC COM STK   63,232.50   1,301,092.77   1,612,428.75
Corporate Stock - Common   GOLDEN ST BANCORP INC LITIGATION TRACKING WT   500.00   2,000.00   609.40
Corporate Stock - Common   GOLDEN W. FNCL CORP COM   63,700.00   1,608,038.38   3,730,431.25
Corporate Stock - Common   GOLDMAN SACHS GROUP INC COM   16,815.00   1,493,801.24   1,380,931.88
Corporate Stock - Common   GOODRICH B F CO COM   3,000.00   102,112.53   113,625.00
Corporate Stock - Common   GOODYEAR TIRE & RUBBER CO COM   4,615.17   161,856.47   78,227.10
Corporate Stock - Common   GOTTSCHALKS INC COM   1,000.00   5,466.48   4,500.00
Corporate Stock - Common   GPU INC COM   3,200.00   102,754.72   112,600.00
Corporate Stock - Common   GRACE W R & CO DEL NEW COM STK   16,200.00   185,441.99   37,462.50
Corporate Stock - Common   GRAINGER W W INC COM   2,500.00   71,007.63   91,406.25
Corporate Stock - Common   GRAPHON CORP COM   300.00   2,837.29   450.00
Corporate Stock - Common   GREAT BASIN GOLD LTD COM   1,000.00   1,788.50   990.00
Corporate Stock - Common   GREAT LAKES CHEM CORP COM   1,400.00   72,591.35   48,912.50
Corporate Stock - Common   GREENSTONE RES LTD COM   5,000.00   37,165.00   25.00
Corporate Stock - Common   GREY WOLF INC COM   2,200.00   10,475.55   8,525.00
Corporate Stock - Common   GRIC COMMUNICATIONS INC COM STK ISIN# US3980811091   400.00   4,436.89   800.00
Corporate Stock - Common   GROEN BROS AVIATION INC COM   1,000.00   904.95   781.00
Corporate Stock - Common   GSI LUMONICS INC COM   14,200.00   312,690.59   143,775.00
Corporate Stock - Common   GST TELECOMMUNICATIONS INC COM   1,000.00   8,066.27   20.00

50

Corporate Stock - Common   GTR BAY BANCORP COM   8,600.00   196,614.52   285,412.50
Corporate Stock - Common   GUESS INC COM   5,800.00   26,274.00   26,462.50
Corporate Stock - Common   GUIDANT CORP COM STK   8,075.00   147,131.78   435,545.31
Corporate Stock - Common   GUILFORD PHARMACEUTICALS INC COM   19,400.00   317,931.15   398,912.50
Corporate Stock - Common   GULF CDA RES LTD ORD   673.00   3,931.77   2,818.19
Corporate Stock - Common   GULF INDONESIA RES LTD COM   37,100.00   433,065.16   301,437.50
Corporate Stock - Common   GUM TECH INTL INC COM   500.00   4,779.95   4,718.75
Corporate Stock - Common   HAEMONETICS CORP MASS COM   13,100.00   336,510.31   316,037.50
Corporate Stock - Common   HALL KINION & ASSOCS INC COM   6,800.00   267,611.28   117,300.00
Corporate Stock - Common   HALLIBURTON CO COM   11,722.00   279,120.78   391,221.65
Corporate Stock - Common   HA-LO INDS INC COM DE COM STK   2,400.00   24,774.83   7,800.00
Corporate Stock - Common   HANDLEMAN CO DEL COM   7,100.00   68,554.05   49,700.00
Corporate Stock - Common   HANDSPRING INC COM   95.00   5,724.01   4,417.50
Corporate Stock - Common   HARCOURT GEN INC COM   1,900.00   50,249.01   104,956.00
Corporate Stock - Common   HARKEN ENERGY CORP COM NEW   180.00   2,482.42   596.25
Corporate Stock - Common   HARLEY DAVIDSON INC COM   9,787.52   342,947.99   444,720.30
Corporate Stock - Common   HARMONIC INC COM   592.00   16,777.02   4,440.00
Corporate Stock - Common   HARNISCHFEGER IND INC COM   1,200.00   3,837.61   120.00
Corporate Stock - Common   HARRAH S ENTMT INC COM STK   4,313.00   69,019.39   120,764.00
Corporate Stock - Common   HARRIS INTERACTIVE INC COM STCK   1,900.00   20,053.65   6,531.25
Corporate Stock - Common   HARTCOURT COS INC COM NEW   2,000.00   14,029.95   1,812.00
Corporate Stock - Common   HARTFORD FINL SVCS GROUP INC COM   6,000.00   149,741.00   424,500.00
Corporate Stock - Common   HASBRO INC COM   4,600.00   63,707.64   53,187.50
Corporate Stock - Common   HAVERTY FURNITURE COS INC COM   3,800.00   48,891.04   40,375.00
Corporate Stock - Common   HAWAIIAN ELEC INDS INC COM   10,400.00   373,465.00   353,600.00
Corporate Stock - Common   HBR FLA BANCSHARES INC COM   1,000.00   11,705.00   12,187.50
Corporate Stock - Common   HCA-HEALTHCARE CO COM   46,188.00   1,304,009.29   1,913,915.25
Corporate Stock - Common   HEADWATERS INC COM   1,000.00   3,342.45   2,562.50
Corporate Stock - Common   HEALTH NET INC COM   30,530.00   458,047.55   717,455.00
Corporate Stock - Common   HEALTHCARE INTEGRATED SVCS INC COM NEW   260.00   3,003.00   243.75
Corporate Stock - Common   HEALTHSOUTH CORP COM STK   10,100.00   217,154.25   140,768.75
Corporate Stock - Common   HEARME COM   100.00   892.45   137.50
Corporate Stock - Common   HEARX LTD COM NEW   300.00   3,323.79   562.50
Corporate Stock - Common   HEICO CORP NEW CL A   770.00   9,196.25   8,951.25
Corporate Stock - Common   HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023   2,200.00   119,819.04   108,900.00
Corporate Stock - Common   HEILIG MEYERS CO COM   2,000.00   2,310.00   150.00
Corporate Stock - Common   HEINZ H J CO COM   20,000.00   711,789.77   912,500.00
Corporate Stock - Common   HELIX TECH CORP COM   100.00   3,547.26   2,356.25
Corporate Stock - Common   HELLER FINL INC CL A COM STK   17,300.00   408,447.81   457,368.75
Corporate Stock - Common   HELMERICH & PAYNE INC COM   15,400.00   396,095.63   459,112.50
Corporate Stock - Common   HENDERSON INVT LTD ORD F   5,000.00   3,402.10   3,000.00
Corporate Stock - Common   HENRY JACK & ASSOC INC   9,400.00   516,676.64   504,075.00
Corporate Stock - Common   HERBALIFE INTL INC CL B   1,000.00   9,158.63   7,000.00
Corporate Stock - Common   HERCULES INC VTG COM   2,800.00   80,367.78   53,200.00
Corporate Stock - Common   HERSHEY FOODS CORP COM   3,701.00   108,090.48   234,088.25
Corporate Stock - Common   HEWLETT-PACKARD CO COM   80,707.01   1,960,341.67   2,552,359.29
Corporate Stock - Common   HI SPEED ACCESS CORP COM STK   19,200.00   73,948.07   33,600.00
Corporate Stock - Common   HIBERNIA CORP CL A COM   61,500.00   777,755.60   734,156.25
Corporate Stock - Common   HIGHTEC INC COM   2,000.00   1,545.00   130.00
Corporate Stock - Common   HILLENBRAND IND INC COM   135.00   4,928.97   6,885.00
Corporate Stock - Common   HILTON HOTELS CORP COM   14,273.91   147,938.79   133,817.88
Corporate Stock - Common   HISPANIC T V NETWORK INC COM   100.00   1,082.47   206.25
Corporate Stock - Common   HLTH CARE PPTY INVS INC COM   1,035.89   34,177.92   28,228.06
Corporate Stock - Common   HLTH MGMT ASSOC INC NEW CL A COM   55,300.00   708,921.17   1,178,581.25
Corporate Stock - Common   HOLLINGER INTL INC CL A   400.00   4,384.38   5,750.00
Corporate Stock - Common   HOLLYWOOD CASINO CORP CL A   678.00   4,564.08   5,890.13
Corporate Stock - Common   HOLLYWOOD ENTMT CORP COM   350.00   3,777.08   350.00
Corporate Stock - Common   HOME DEPOT INC COM   214,950.81   7,047,906.86   8,423,384.95
Corporate Stock - Common   HOME HLTH CORP AMER INC COM   200.00   1,648.80   3.00
Corporate Stock - Common   HOMEBASE INC COM   3,450.00   11,292.88   4,743.75
Corporate Stock - Common   HOMECOM COMMUNICATIONS INC COM   1,000.00   4,733.05   62.50
Corporate Stock - Common   HOMESEEKERS COM INC COM   6,506.00   39,788.05   4,472.88
Corporate Stock - Common   HOMESTAKE MNG CO CAP   12,323.03   143,723.33   60,844.95
Corporate Stock - Common   HOMESTORE COM INC COM   35,790.00   1,110,312.35   876,855.00
Corporate Stock - Common   HONEYWELL INTL INC COM STK   102,988.32   4,331,775.77   5,020,680.50
Corporate Stock - Common   HOOPER HOLMES INC COM   800.00   3,462.83   7,992.00

51

Corporate Stock - Common   HOSP STAFFING SVCS INC COM DBTFL   500.00   1,291.05   0.05
Corporate Stock - Common   HOT TOPIC INC COM   8,150.00   168,273.84   301,550.00
Corporate Stock - Common   HOTJOBS COM LTD COM STK   8,600.00   142,737.64   103,200.00
Corporate Stock - Common   HSEHD INTL INC COM   13,246.00   257,286.45   660,644.25
Corporate Stock - Common   HUMAN GENOME SCIENCES INC   1,664.00   115,297.14   103,480.00
Corporate Stock - Common   HUMAN PHEROMONE SCIENCES INC COM NEW   333.00   1,322.09   187.31
Corporate Stock - Common   HUMANA INC COM   62,346.00   519,854.25   748,152.00
Corporate Stock - Common   HUMATECH INC COM   1,000.00   1,529.95   531.00
Corporate Stock - Common   HUNTINGTON BANCSHARES INC COM   6,565.00   166,832.22   100,116.25
Corporate Stock - Common   HUNTWAY REFNG CO COM   1,000.00   1,529.95   875.00
Corporate Stock - Common   HURRICANE HYDROCARBONS LTD CL A   330.00   446.55   1,699.50
Corporate Stock - Common   HYDROGIENE CORP COM ISIN US4488841069   16,000.00   9,106.98   1,280.00
Corporate Stock - Common   HYPERION SOLUTIONS CORP COM   500.00   13,442.31   6,562.50
Corporate Stock - Common   HYSEQ INC COM   1,990.00   77,111.35   24,128.75
Corporate Stock - Common   I CRYSTAL INC COM   1,000.00   2,154.95   125.00
Corporate Stock - Common   I2 TECHNOLOGIES INC COM   11,745.00   1,767,816.27   1,133,392.50
Corporate Stock - Common   ICG COMMUNICATIONS INC COM   7,060.00   10,519.51   2,206.25
Corporate Stock - Common   ICN PHARMACEUTICALS INC NEW COM   252.70   6,350.61   8,512.73
Corporate Stock - Common   ICO GLOBAL COM STK   200.00   1,417.45   0.00
Corporate Stock - Common   ICO GLOBAL COMMUNICATIONS HLDGS LTD NEW WT EXP 05-16-06   14.00   0.00   16.80
Corporate Stock - Common   ICOS CORP COM   7,255.00   155,442.88   282,491.56
Corporate Stock - Common   IDACORP INC COM   37,430.00   1,584,582.80   1,876,178.75
Corporate Stock - Common   IDEAMALL INC COM   100.00   3,758.94   156.25
Corporate Stock - Common   IDEC PHARMACEUTICALS CORP COM   2,740.00   386,256.81   476,931.26
Corporate Stock - Common   IDT CORP COM   500.00   12,501.07   13,000.00
Corporate Stock - Common   IDX SYS CORP COM   300.00   4,942.45   7,837.50
Corporate Stock - Common   IKON OFFICE SOLUTIONS INC COM STK   1,250.00   4,044.28   3,750.00
Corporate Stock - Common   I-LINK CORP COM   1,000.00   8,133.21   1,750.00
Corporate Stock - Common   ILL TOOL WKS INC COM   7,900.00   257,959.60   444,868.75
Corporate Stock - Common   IMAGING TECHNOLOGIES CORP COM   12,000.00   27,285.02   1,164.00
Corporate Stock - Common   IMAGINON INC COM   1,500.00   7,991.69   375.00
Corporate Stock - Common   IMANAGE INC COM STK   150.00   5,277.38   468.75
Corporate Stock - Common   IMATION CORP COM   100.00   3,100.27   1,587.50
Corporate Stock - Common   IMATRON INC COM   27,000.00   96,668.32   37,970.10
Corporate Stock - Common   IMCLONE SYS INC COM   110.00   4,769.83   4,881.25
Corporate Stock - Common   IMMUNE RESPONSE CORP DEL COM   300.00   3,022.33   1,087.50
Corporate Stock - Common   IMMUNEX CORP NEW COM   9,282.00   242,075.03   345,174.38
Corporate Stock - Common   IMMUNOGEN INC COM   125.00   5,006.51   3,148.44
Corporate Stock - Common   IMMUNOMEDICS INC COM   200.00   4,836.02   3,812.50
Corporate Stock - Common   IMP INC COM NEW   300.00   7,661.06   225.00
Corporate Stock - Common   IMPATH INC COM   400.00   26,504.95   18,800.00
Corporate Stock - Common   IMS HLTH INC COM STK   8,200.00   113,312.68   229,600.00
Corporate Stock - Common   INCO LTD COM   4,800.00   123,595.04   69,000.00
Corporate Stock - Common   INCOMNET INC COM NEW   1,000.00   1,654.95   10.00
Corporate Stock - Common   INCYTE GENOMICS INC COM   184.00   8,376.69   4,876.00
Corporate Stock - Common   INDEPENDENCE CMNTY BK CORP COM   12,100.00   194,090.05   173,937.50
Corporate Stock - Common   INDIVIDUAL INV GROUP INC COM   200.00   1,014.31   125.00
Corporate Stock - Common   INDL HLDGS INC COM   400.00   5,294.99   687.52
Corporate Stock - Common   INDYMAC BANCORP INC COM   37,960.00   689,918.08   778,180.00
Corporate Stock - Common   INFINIUM SOFTWARE INC COM   4,473.00   16,231.39   11,182.50
Corporate Stock - Common   INFOCUS CORP COM   17,000.00   561,037.34   527,000.00
Corporate Stock - Common   INFONET SVCS CORP CL B   300.00   7,347.78   1,706.25
Corporate Stock - Common   INFORMATION HLDGS INC COM   2,300.00   84,168.96   47,725.00
Corporate Stock - Common   INFORMATION MGMT TECHNOLOGIES CORP CL A PAR $0.04   100.00   314.00   0.50
Corporate Stock - Common   INFORMATION RES INC COM   100.00   1,346.89   375.00
Corporate Stock - Common   INFORMIX CORP COM   9,662.00   79,582.69   35,628.63
Corporate Stock - Common   INFOSPACE INC COM   1,788.00   56,061.50   19,444.50
Corporate Stock - Common   INGERSOLL-RAND CO COM   28,300.00   1,114,275.61   1,139,075.00
Corporate Stock - Common   INGRAM MICRO INC CL A   42,240.00   624,125.49   596,640.00
Corporate Stock - Common   INHALE THERAPEUTIC SYS INC COM   13,758.00   461,361.74   529,683.00
Corporate Stock - Common   INKTOMI CORP COM   7,623.00   707,046.64   198,674.44
Corporate Stock - Common   INNOVEX INC COM   1,500.00   15,566.15   15,750.00
Corporate Stock - Common   INSIGHT ENTERPRISES INC COM   20,175.00   669,891.36   443,850.00
Corporate Stock - Common   INSITE VISION INC COM   1,000.00   2,342.45   5,812.50
Corporate Stock - Common   INSITUFORM TECHNOLOGIES INC CL A COM   4,500.00   122,461.63   153,281.25

52

Corporate Stock - Common   INSWEB CORP OC-COM   500.00   8,029.95   750.00
Corporate Stock - Common   INSYNQ INC COM   400.00   1,742.45   392.00
Corporate Stock - Common   INTASYS CORP COM   7,500.00   54,225.33   7,266.00
Corporate Stock - Common   INTEGRATED CIRCUIT SYS INC COM STK   11,500.00   171,372.93   182,562.50
Corporate Stock - Common   INTEGRATED DEVICE TECH INC COM   6,025.00   351,990.37   179,243.75
Corporate Stock - Common   INTEGRATED SILICON SOLUTION INC COM   16,700.00   394,242.65   128,381.25
Corporate Stock - Common   INTEGRATED SURGICAL SYS INC COM ISIN# US45812Y1082   1,000.00   4,061.15   218.80
Corporate Stock - Common   INTEL CORP CAP   291,716.38   5,930,736.09   11,103,454.56
Corporate Stock - Common   INTELIDATA TECHNOLOGIES CORP COM   160.00   2,327.14   450.00
Corporate Stock - Common   INTELISPAN INC COM STK   2,000.00   2,020.00   1,400.00
Corporate Stock - Common   INTERACT COMM CORP COM   2,100.00   31,177.44   16,537.50
Corporate Stock - Common   INTERCEPT GROUP INC COM   18,660.00   492,232.97   417,517.50
Corporate Stock - Common   INTERDIGITAL COMMUNICATIONS CORP COM   322.00   9,314.93   1,942.08
Corporate Stock - Common   INTERGRAPH CORP COM   8,200.00   47,006.50   49,200.00
Corporate Stock - Common   INTERLOTT TECHNOLOGIES INC COM   200.00   3,329.95   2,600.00
Corporate Stock - Common   INTERMEDIA COMMUNICATIONS INC COM   1,000.00   23,853.38   13,687.50
Corporate Stock - Common   INTERNAP NETWORK SVCS CORP COM STK   160.00   2,932.41   1,760.00
Corporate Stock - Common   INTERNATIONAL BIOTECHNOLOGY CORP COM   80,000.00   8,240.00   11,200.00
Corporate Stock - Common   INTERNATIONAL MAPLE LEAF SPRINGS LTD   6,000.00   4,302.90   0.00
Corporate Stock - Common   INTERNET CAP GROUP INC COM ISIN US46059C1062   500.00   7,608.26   2,875.00
Corporate Stock - Common   INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS   1,200.00   160,205.15   58,425.00
Corporate Stock - Common   INTERNET PICTURES CORP COM   10,350.00   29,304.64   18,759.38
Corporate Stock - Common   INTERNET SEC SYS INC COM   100.00   10,941.74   7,387.50
Corporate Stock - Common   INTERPORE INTL COM   300.00   2,954.95   1,125.00
Corporate Stock - Common   INTERPUBLIC GROUP COMPANIES INC COM   8,000.00   144,226.82   312,500.00
Corporate Stock - Common   INTERSPEED INC COM STK   1,000.00   20,404.95   1,437.50
Corporate Stock - Common   INTERSTATE HOTELS MGMT INC COM   7.00   0.00   12.91
Corporate Stock - Common   INTERTAN INC COM   200.00   2,227.45   2,362.50
Corporate Stock - Common   INTERTRUST TECHNOLOGIES CORP COM ISIN US46113Q1094   200.00   3,629.95   800.00
Corporate Stock - Common   INTERVOICE INC COM   800.00   10,821.20   6,150.00
Corporate Stock - Common   INTERWAVE COMMUNCATIONS COM STK ISIN#BMG4911N1020   1,000.00   8,536.56   2,656.30
Corporate Stock - Common   INTERWORLD CORP COM   100.00   454.95   125.00
Corporate Stock - Common   INTERWOVEN INC COM ISIN # US6114T1025   22,583.00   1,556,905.57   1,243,476.44
Corporate Stock - Common   INTEST CORP COM   100.00   2,374.50   968.75
Corporate Stock - Common   INTIMATE BRANDS INC CL A   420.00   7,594.40   6,273.75
Corporate Stock - Common   INTL BUSINESS MACH CORP CAP   72,223.38   3,915,566.86   6,752,885.84
Corporate Stock - Common   INTL DISPENSING CORP COM   1,200.00   2,038.20   516.00
Corporate Stock - Common   INTL FIBERCOM INC COM   1,200.00   14,554.72   14,025.00
Corporate Stock - Common   INTL FLAVORS & FRAGRANCES INC COM   2,600.00   91,451.72   48,587.50
Corporate Stock - Common   INTL GAME TECH COM   85.00   3,345.58   3,793.13
Corporate Stock - Common   INTL HERITAGE INC COM   735.00   11,271.83   7.35
Corporate Stock - Common   INTL MULTIFOODS CORP COM   4,600.00   107,579.28   88,837.50
Corporate Stock - Common   INTL PAPER CO COM   35,228.04   1,162,585.72   1,193,349.92
Corporate Stock - Common   INTL PURSUIT CORP COM   6,000.00   12,414.00   430.80
Corporate Stock - Common   INTL RECTIFIER CORP COM   240.00   13,099.01   7,260.00
Corporate Stock - Common   INTUIT COM   800.00   34,077.35   36,450.00
Corporate Stock - Common   INVESTAMERICA INC COM   1,500.00   12,153.22   891.00
Corporate Stock - Common   INVISION TECHNOLOGIES INC COM   2,810.00   19,791.44   5,093.13
Corporate Stock - Common   INVITROGEN CORP COM   70.00   4,925.58   5,044.38
Corporate Stock - Common   IOMEGA CORP COM   17,032.00   79,131.33   81,753.60
Corporate Stock - Common   IR OPER CORP COM STK   2,385.00   3,487.40   155.03
Corporate Stock - Common   IREGENT COM LTD WT EXP 06/30/03   1,000.00   0.00   22.40
Corporate Stock - Common   IREGENT.COM LTD COM   5,000.00   1,796.30   737.50
Corporate Stock - Common   IRIDIUM WORLD COMMUNICATIONS LTD COM   1,100.00   11,963.10   495.00
Corporate Stock - Common   IRVINE SENSORS CORP COM   6,300.00   25,520.85   9,056.25
Corporate Stock - Common   ISIS PHARMACEUTICALS COM   600.00   5,865.50   5,475.00
Corporate Stock - Common   IT CAPITAL LIMITED ORD F   100,000.00   20,755.10   9,090.00
Corporate Stock - Common   ITC DELTACOM INC COM   25,900.00   658,566.70   131,118.75
Corporate Stock - Common   ITEX CORP COM PAR $0.01   61,558.00   209,420.06   16,620.66
Corporate Stock - Common   ITT INDS INC COM   2,300.00   42,465.78   76,618.75
Corporate Stock - Common   IVAX CORP COM   1,173.00   44,140.88   48,093.00
Corporate Stock - Common   IVILLAGE INC COM COM ISIN # US6588H1059   14,300.00   102,102.00   17,875.00
Corporate Stock - Common   IXYS CORP DEL COM   200.00   8,179.95   2,600.00
Corporate Stock - Common   JABIL CIRCUIT INC COM   200.00   10,552.01   6,250.00
Corporate Stock - Common   JACK IN BOX INC COM   54,580.00   1,298,574.75   1,473,660.00

53

Corporate Stock - Common   JAKKS PAC INC COM   2,700.00   41,332.70   20,587.50
Corporate Stock - Common   JB OXFORD HLDGS INC COM   5,300.00   43,697.56   9,772.14
Corporate Stock - Common   JDA SOFTWARE GROUP INC COM   9,700.00   135,885.36   117,612.50
Corporate Stock - Common   JDS UNIPHASE CORP COM ISIN US46612J1016   47,840.00   5,569,296.98   2,394,990.00
Corporate Stock - Common   JEFFERIES GROUP INC NEW COM   6,200.00   167,565.54   155,000.00
Corporate Stock - Common   JEFFERSON-PILOT CORP COM   7,287.00   363,607.47   497,337.75
Corporate Stock - Common   JNI CORP COM   50.00   4,798.70   2,000.00
Corporate Stock - Common   JOHNSON & JOHNSON COM   59,203.53   3,525,869.22   5,920,352.60
Corporate Stock - Common   JOHNSON CTL INC COM   2,200.00   59,065.29   121,275.00
Corporate Stock - Common   JONES APPAREL GROUP INC COM   400.00   10,217.78   13,075.00
Corporate Stock - Common   JUNIPER NETWORKS INC COM   18,135.00   2,012,127.90   2,260,074.38
Corporate Stock - Common   JUST TOYS INC COM NEW   5,000.00   11,526.95   780.00
Corporate Stock - Common   K MART CORP COM   156,593.00   2,198,970.11   861,261.50
Corporate Stock - Common   K TEL INTL INC COM   80.00   889.02   30.00
Corporate Stock - Common   K2 INC COM   4,000.00   39,870.00   31,500.00
Corporate Stock - Common   KAMAN CORP CL A   3,400.00   62,730.34   39,525.00
Corporate Stock - Common   KANA COMMUNICATIONS INC COM   1,100.00   43,467.63   13,887.50
Corporate Stock - Common   KAZAKHSTAN MINERALS CORP COM   500.00   3,503.61   75.00
Corporate Stock - Common   KAZAKSTAN GOLDFIELDS CORP COM STK   4,500.00   4,466.80   0.00
Corporate Stock - Common   KCS ENERGY INC   1,018.55   4,521.63   2,100.75
Corporate Stock - Common   KEITHLEY INSTRS INC COM   15.00   970.33   555.00
Corporate Stock - Common   KELLOGG CO COM   10,600.00   301,719.39   261,025.00
Corporate Stock - Common   KELLY SERVICES INC CL A COM   2,400.00   58,441.84   56,700.00
Corporate Stock - Common   KEMET CORP COM   35,260.00   759,613.91   617,050.00
Corporate Stock - Common   KENDLE INTL INC COM   1,000.00   15,696.92   10,375.00
Corporate Stock - Common   KENSEY NASH CORP COM   300.00   3,817.45   2,850.00
Corporate Stock - Common   KENT ELECTRS CORP COM   20.00   677.69   313.75
Corporate Stock - Common   KERAVISION INC COM   810.00   8,030.25   506.25
Corporate Stock - Common   KERR MCGEE CORP COM   3,845.00   202,735.82   233,824.06
Corporate Stock - Common   KEY ENERGY SVCS INC   55,840.00   591,000.62   404,840.00
Corporate Stock - Common   KEY PRODTN INC COM   200.00   4,363.70   4,825.00
Corporate Stock - Common   KEYCORP NEW COM   13,200.00   250,476.83   329,175.00
Corporate Stock - Common   KEYSPAN CORP COM   3,912.42   132,097.84   149,161.01
Corporate Stock - Common   KILROY RLTY CORP COM   500.00   13,105.32   13,437.50
Corporate Stock - Common   KIMBERLY-CLARK CORP COM   34,339.21   1,591,349.77   2,401,598.43
Corporate Stock - Common   KINDER MORGAN INC COM STK   17,180.00   619,624.85   711,896.25
Corporate Stock - Common   KING PHARMACEUTICALS INC COM   62,927.00   1,856,238.68   3,067,691.25
Corporate Stock - Common   KINROSS GOLD CORP COM   5,000.00   3,540.63   2,812.50
Corporate Stock - Common   KLA-TENCOR CORP   5,900.00   236,097.70   162,250.00
Corporate Stock - Common   KNICKERBOCKER L L INC COM NEW   3,500.00   11,184.71   290.50
Corporate Stock - Common   KNIGHT TRADING GROUP INC COM   7,626.00   280,659.87   127,735.50
Corporate Stock - Common   KNIGHT-RIDDER INC COM STK   2,000.00   62,247.03   102,875.00
Corporate Stock - Common   KNOT INC COM   100.00   1,367.45   96.88
Corporate Stock - Common   KOHLS CORP COM   93,280.00   4,466,722.70   4,996,310.00
Corporate Stock - Common   KOPIN CORP   33,350.00   565,544.74   341,837.50
Corporate Stock - Common   KOREA THRUNET'A'COMMON SHS   2,000.00   24,916.02   8,000.00
Corporate Stock - Common   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   285.00   21,846.41   19,950.00
Corporate Stock - Common   KROGER CO COM   21,800.00   319,021.00   577,700.00
Corporate Stock - Common   K-SWISS INC CL A   5,000.00   68,694.00   120,000.00
Corporate Stock - Common   KULICKE & SOFFA INDS INC COM   1,000.00   16,552.30   9,343.80
Corporate Stock - Common   KUSHNER-LOCKE CO COM NEW   1,500.00   3,352.38   468.75
Corporate Stock - Common   L-3 COMMUNICATIONS HLDG CORP COM   13,280.00   746,514.14   858,220.00
Corporate Stock - Common   LA JOLLA PHARMACEUTICAL CO COM   100.00   625.20   662.50
Corporate Stock - Common   LAB CORP AMER HLDGS COM NEW   7,791.00   868,905.22   1,106,808.94
Corporate Stock - Common   LABOR READY INC COM NEW   500.00   6,597.75   1,500.00
Corporate Stock - Common   LABRANCHE & CO INC COM ISIN US554471025   500.00   13,498.70   11,625.00
Corporate Stock - Common   LAMAR ADVERTISING CO CL A COM   14,130.00   449,246.09   551,070.00
Corporate Stock - Common   LAMSON & SESSIONS CO COM   213.00   4,356.51   1,890.38
Corporate Stock - Common   LANDAMERICA FINL GROUP INC COM   300.00   10,078.27   9,000.00
Corporate Stock - Common   LANDRYS SEAFOOD RESTAURANTS INC COM   6,700.00   56,970.77   60,300.00
Corporate Stock - Common   LANOPTICS LTG ORD   465.00   15,179.10   6,074.06
Corporate Stock - Common   LASER VISION CTR INC COM DBTFL   10,058.00   58,478.44   22,001.88
Corporate Stock - Common   LASERSCOPE COM   2,000.00   4,591.25   2,312.60
Corporate Stock - Common   LASERSIGHT INC   400.00   3,504.95   850.00
Corporate Stock - Common   LASON HLDGS INC COM   200.00   2,442.45   100.00

54

Corporate Stock - Common   LATITUDE COMMUNICATIONS INC COM   240.00   4,091.15   1,200.00
Corporate Stock - Common   LATTICE SEMICONDUCTOR CORP COM   6,400.00   173,888.64   106,400.00
Corporate Stock - Common   LCA-VISION INC COM NEW   6,133.00   40,029.87   8,049.56
Corporate Stock - Common   LEAP WIRELESS INTL INC COM   312.00   10,229.91   9,672.00
Corporate Stock - Common   LEAR CORP COM STK PAR $0.01   26,100.00   893,604.28   570,937.50
Corporate Stock - Common   LEARN2 COM INC COM STK   17,000.00   80,467.64   14,875.00
Corporate Stock - Common   LEARNING TREE INTL INC COM   9,200.00   335,856.28   317,975.00
Corporate Stock - Common   LEGATO SYS INC COM   635.00   8,441.73   5,794.38
Corporate Stock - Common   LEGGETT & PLATT INC COM   5,100.00   112,974.30   83,193.75
Corporate Stock - Common   LEHMAN BROS HLDGS INC COM   12,598.27   390,557.86   624,401.86
Corporate Stock - Common   LENNAR CORP COM   16,800.00   520,235.52   532,350.00
Corporate Stock - Common   LERNOUT & HAUSPIE SPEECH PRO COM   250.00   9,889.57   1,554.70
Corporate Stock - Common   LEUCADIA NATL CORP COM   6,500.00   144,443.00   179,562.50
Corporate Stock - Common   LEVEL 3 COMMUNICATIONS INC COM STK   1,065.00   76,961.25   28,621.88
Corporate Stock - Common   LEVEL JUMP FINL GROUP INC FLA COM   1,000.00   1,998.65   156.00
Corporate Stock - Common   LEVITZ FURNITURE INC COM   500.00   1,540.50   25.00
Corporate Stock - Common   LEXICO RES INTL INC COM   51,000.00   26,165.62   3,570.00
Corporate Stock - Common   LEXICON GENETICS INC COMMON STOCK   100.00   4,079.95   1,318.75
Corporate Stock - Common   LEXMARK INTL INC NEW CL A   3,333.00   222,854.51   153,318.00
Corporate Stock - Common   LIFE PT INC COM STK   5,000.00   12,624.79   21,875.00
Corporate Stock - Common   LIFEPOINT HOSPS INC COM ISIN US53219L1098   9,305.00   205,023.15   368,129.06
Corporate Stock - Common   LIGAND PHARMACEUTICALS INC CL B   200.00   3,562.41   2,512.50
Corporate Stock - Common   LIGHTPATH TECHNOLOGIES INC CL A   20,910.00   563,410.66   297,967.50
Corporate Stock - Common   LINCARE HLDGS INC COM   20,550.00   623,312.11   906,768.75
Corporate Stock - Common   LINCOLN NATL CORP COM   5,000.00   104,359.65   225,937.50
Corporate Stock - Common   LINEAR TECH CORP DEL   9,705.29   469,655.75   459,181.72
Corporate Stock - Common   LINENS N THINGS INC COM   16,600.00   391,097.52   455,462.50
Corporate Stock - Common   LIQUID AUDIO INC COM   4,500.00   38,105.29   19,687.50
Corporate Stock - Common   LITHIUM TECH CORP COM   66,350.00   75,293.60   33,175.00
Corporate Stock - Common   LIZ CLAIBORNE INC COM   5,000.00   189,685.62   196,250.00
Corporate Stock - Common   LNR PPTY CORP COM   4,600.00   120,221.00   94,875.00
Corporate Stock - Common   LOCH HARRIS INC COM ISIN US 5395782031   1,000.00   1,797.45   125.00
Corporate Stock - Common   LOCKHEED MARTIN CORP COM   54,784.75   2,012,514.78   1,868,159.98
Corporate Stock - Common   LOEWEN GROUP INC COM   200.00   6,598.02   9.60
Corporate Stock - Common   LOEWS CORP COM   30,200.00   2,392,891.82   2,853,900.00
Corporate Stock - Common   LOGIC DEVICES INC COM   1,000.00   2,279.95   1,375.00
Corporate Stock - Common   LOGILITY INC COM   700.00   13,469.08   1,268.75
Corporate Stock - Common   LONE STAR TECHNOLOGIES INC COM   17,590.00   796,626.50   467,894.00
Corporate Stock - Common   LONGS DRUG STORES CORP COM   1,000.00   17,187.44   19,875.00
Corporate Stock - Common   LORAL SPACE & COMMUNICATIONS LTD   10,625.00   112,820.19   45,820.31
Corporate Stock - Common   LORUS THERAPEUTICS INC COM   5,000.00   23,245.15   5,470.00
Corporate Stock - Common   LOUISIANA-PACIFIC CORP COM   3,700.00   67,493.40   26,131.25
Corporate Stock - Common   LOWES COS INC COM   29,137.00   1,087,706.45   1,167,301.06
Corporate Stock - Common   LSI LOGIC CORP COM   43,822.00   2,095,839.31   788,796.00
Corporate Stock - Common   LTD INC COM   26,210.00   419,617.87   509,456.88
Corporate Stock - Common   LTV CORP NEW COM   200.00   2,585.27   100.00
Corporate Stock - Common   LTX CORP COM   500.00   10,705.03   6,000.00
Corporate Stock - Common   LUBRIZOL CORP COM   7,000.00   202,405.00   150,937.50
Corporate Stock - Common   LUCENT TECHNOLOGIES INC COM STK   143,518.48   4,456,220.53   2,233,506.27
Corporate Stock - Common   LUMINANT WORLWIDE CORP COM   1,000.00   1,467.45   937.50
Corporate Stock - Common   M D C HLDGS INC COM   2,800.00   58,884.00   78,575.00
Corporate Stock - Common   MACDERMID INC COM   14,490.00   498,298.54   271,687.50
Corporate Stock - Common   MACHEEZMO MOUSE RESTAURANTS INC COM   800.00   1,075.60   24.00
Corporate Stock - Common   MACROCHEM CORP DEL COM STK   100.00   715.88   309.38
Corporate Stock - Common   MACROMEDIA INC COM   6,060.00   386,982.06   387,840.00
Corporate Stock - Common   MACROVISION CORP COM   7,062.00   412,507.43   293,073.00
Corporate Stock - Common   MAF BANCORP INC COM   1,400.00   34,678.00   30,800.00
Corporate Stock - Common   MAGAININ PHARMACEUTICALS INC COM   1,000.00   3,592.45   4,031.30
Corporate Stock - Common   MAI SYS CORP COM NEW   3,000.00   2,124.38   750.00
Corporate Stock - Common   MAIN ST & MAIN INC COM NEW   575.00   2,024.45   1,743.00
Corporate Stock - Common   MALLON RES CORP COM NEW   1,000.00   5,404.95   5,187.50
Corporate Stock - Common   MAN SANG HLDGS INC COM NEW   800.00   3,629.95   675.20
Corporate Stock - Common   MANHATTAN ASSOCS INC COM   5,084.00   331,920.53   203,360.00
Corporate Stock - Common   MANOR CARE INC NEW COM STK   103,250.00   1,392,398.17   1,755,250.00
Corporate Stock - Common   MANPOWER INC WIS COM   13,740.00   452,136.15   445,691.25
Corporate Stock - Common   MARCHFIRST INC COM COM STK ISIN# US5662441097   39,473.00   609,623.41   51,808.31

55

Corporate Stock - Common   MARINE DRILLING COS INC COM PAR $0.01   8,700.00   206,083.20   174,000.00
Corporate Stock - Common   MARKETING SVCS GROUP INC COM   300.00   5,058.72   450.00
Corporate Stock - Common   MARRIOTT INTL INC NEW COM STK CL A   13,800.00   514,787.97   571,837.50
Corporate Stock - Common   MARSH & MC LENNAN CO'S INC   7,050.00   251,645.04   811,631.25
Corporate Stock - Common   MARTHA STEWART LIVING OMNIMEDIA INC CL ACOM STK   2,600.00   78,776.45   58,337.50
Corporate Stock - Common   MARVEL ENTERPRISES INC WT CL A EXP WT CLA EXP 10-02-2002   28.00   0.00   2.63
Corporate Stock - Common   MARVEL ENTERPRISES INC WT CL C EXP 10-02-2002   48.00   0.00   3.02
Corporate Stock - Common   MASCO CORP COM   40,100.00   734,840.95   774,431.25
Corporate Stock - Common   MATHSOFT INC COM   1,000.00   4,959.75   1,875.00
Corporate Stock - Common   MATTEL INC COM   46,901.68   740,897.93   592,133.67
Corporate Stock - Common   MAVERICK TUBE CORP COM   15,470.00   452,686.67   196,275.63
Corporate Stock - Common   MAXIM INTEGRATED PRODS INC COM   8,000.00   506,038.43   408,000.00
Corporate Stock - Common   MAXYGEN INC COM STK ISIN# US5777761074   27,200.00   1,158,453.21   821,100.00
Corporate Stock - Common   MAY DEPT STORES CO COM   50,836.00   1,326,667.31   1,426,585.25
Corporate Stock - Common   MAYTAG CORP COM   2,100.00   46,097.12   60,112.50
Corporate Stock - Common   MBIA INC COM   4,500.00   232,727.82   309,937.50
Corporate Stock - Common   MBNA CORP COM   267,606.68   2,392,377.42   9,550,213.22
Corporate Stock - Common   MC DERMOTT INTL INC COM $1 PAR   1,500.00   34,297.90   13,500.00
Corporate Stock - Common   MC DONALDS CORP COM   37,446.65   654,814.88   1,193,612.03
Corporate Stock - Common   MCAFEE COM CORP CL A   100.00   4,919.30   606.25
Corporate Stock - Common   MCGRAW HILL COMPANIES INC COM   11,600.00   470,962.50   616,250.00
Corporate Stock - Common   MCKESSON HBOC INC COM   9,029.31   552,377.48   296,838.41
Corporate Stock - Common   MCLEODUSA INC   100.00   1,758.56   1,356.25
Corporate Stock - Common   MCSI INC COM ISIN US55270M1080   18,700.00   535,637.50   440,618.75
Corporate Stock - Common   MDSI MOBILE DATA SOLUTIONS INC COM   100.00   933.07   962.50
Corporate Stock - Common   MDU RES GROUP INC COM   15,740.00   430,284.49   478,102.50
Corporate Stock - Common   MEAD CORP COM   2,700.00   63,976.10   71,381.25
Corporate Stock - Common   MECH TECH INC COM   200.00   2,192.45   762.50
Corporate Stock - Common   MED ASSURN INC COM   2,400.00   43,826.40   34,950.00
Corporate Stock - Common   MED DISCOVERIES INC   11,300.00   4,207.77   1,130.00
Corporate Stock - Common   MED DYNAMICS INC COM PAR $0.001   2,500.00   1,045.97   700.00
Corporate Stock - Common   MED RES INC COM NEW   666.00   30,722.54   23.98
Corporate Stock - Common   MEDAREX INC COM   495.00   17,832.20   17,943.75
Corporate Stock - Common   MEDCARE TECHNOLOGIES INC COM   3,000.00   6,879.80   390.00
Corporate Stock - Common   MEDIA ARTS GROUP INC COM   2,500.00   16,838.36   10,468.75
Corporate Stock - Common   MEDIABAY INC COM   1,000.00   8,420.55   1,750.00
Corporate Stock - Common   MEDICONSULT COM INC COM   3,500.00   19,474.90   875.00
Corporate Stock - Common   MEDIMMUNE INC COM   6,153.00   426,466.05   327,262.69
Corporate Stock - Common   MEDINEX SYS INC COM   1,000.00   5,309.90   375.00
Corporate Stock - Common   MEDIS TECHNOLOGIES LTD COM   3,571.00   78,463.81   57,805.56
Corporate Stock - Common   MEDIUM4 COM INC COM STK   1,000.00   5,573.93   625.00
Corporate Stock - Common   MEDTRONIC INC COM   33,738.00   613,206.49   1,796,548.55
Corporate Stock - Common   MELLON FINL CORP COM   35,800.00   1,143,655.55   1,678,125.00
Corporate Stock - Common   MEN S WEARHOUSE INC COMMOM   39,350.00   1,132,808.55   919,806.25
Corporate Stock - Common   MENTOR CORP COM   100.00   2,948.70   1,818.75
Corporate Stock - Common   MENTOR GRAPHICS CORP COM   41,300.00   699,769.53   975,712.50
Corporate Stock - Common   MERCK & CO INC COM   112,172.22   5,660,481.67   10,396,962.64
Corporate Stock - Common   MERCURY INTERACTIVE CORP   2,100.00   198,255.75   141,356.25
Corporate Stock - Common   MEREDITH CORP COM   1,300.00   16,816.36   39,893.75
Corporate Stock - Common   MERIDIAN RES CORP COM   9,400.00   45,923.41   56,987.50
Corporate Stock - Common   MERIS LABS INC COM   1,500.00   1,184.40   1.50
Corporate Stock - Common   MERRILL LYNCH & CO INC COM   32,812.19   989,838.01   1,899,005.55
Corporate Stock - Common   METHANEX CORP COM STK   77,200.00   384,051.68   386,000.00
Corporate Stock - Common   METLIFE INC COM ISIN US59156R1086   100.00   1,562.97   2,962.50
Corporate Stock - Common   METRICOM INC COM   21,123.00   800,031.38   143,900.44
Corporate Stock - Common   METRIS COS INC COM   15,970.24   312,387.44   386,280.19
Corporate Stock - Common   METRO INFORMATION SVCS INC COM   500.00   5,080.10   2,812.50
Corporate Stock - Common   METROCALL INC COM   4,367.00   11,817.76   2,866.06
Corporate Stock - Common   METROMEDIA FIBER NETWORK INC CL A   25,800.00   501,682.08   301,537.50
Corporate Stock - Common   METROMEDIA INTL GROUP INC COM   500.00   2,795.44   1,490.00
Corporate Stock - Common   METTLER-TOLEDO INTL INC COM   13,500.00   354,188.50   633,656.25
Corporate Stock - Common   MFN FINL CORP COM   17.00   0.00   80.75
Corporate Stock - Common   MFN FINL CORP WT SER A EXP 03-23-02   20.00   0.00   2.50
Corporate Stock - Common   MFN FINL CORP WT SER B EXP 03-23-2003   20.00   0.00   1.80
Corporate Stock - Common   MFN FINL CORP WT SER C EXP 03-23-2004   20.00   0.00   0.40

56

Corporate Stock - Common   MGI PHARMA INC COM   200.00   4,154.95   4,050.00
Corporate Stock - Common   MGIC INVT CORP WIS COM   12,800.00   562,870.15   806,400.00
Corporate Stock - Common   MGM MIRAGE COM   7,200.00   192,708.00   206,100.00
Corporate Stock - Common   MICHAEL FOODS INC NEW COM   1,100.41   23,267.60   28,885.76
Corporate Stock - Common   MICHAELS STORES INC COM   81.00   2,287.95   2,065.50
Corporate Stock - Common   MICROCHIP TECH INC COM   30,200.00   889,701.92   705,925.00
Corporate Stock - Common   MICROGRAFX INC COM   100.00   646.29   112.50
Corporate Stock - Common   MICROMEM TECHNOLOGIES INC COM   795.00   11,163.03   2,260.98
Corporate Stock - Common   MICROMUSE INC COM   13,770.00   1,479,809.89   1,210,038.75
Corporate Stock - Common   MICRON ELECTRONICS INC COM   1,930.00   24,154.36   10,253.13
Corporate Stock - Common   MICRON TECH INC COM   44,526.41   2,190,112.82   1,402,581.79
Corporate Stock - Common   MICROSEMI CORP COM   11,800.00   376,900.64   283,565.80
Corporate Stock - Common   MICROSOFT CORP COM   277,894.00   12,491,150.22   15,944,168.25
Corporate Stock - Common   MICROSTRATEGY INC CL A   6,300.00   144,282.51   58,275.00
Corporate Stock - Common   MICROTEST INC COM   400.00   2,705.37   1,212.52
Corporate Stock - Common   MICROVISION INC WASH COM   750.00   29,935.47   14,671.88
Corporate Stock - Common   MIDDLEBY CORP COM   700.00   4,579.95   4,418.75
Corporate Stock - Common   MIDLAND INC WT EXP 08-14-01   65,000.00   36,155.08   0.00
Corporate Stock - Common   MIDWAY AIRLS CORP COM   1,450.00   10,771.47   6,434.38
Corporate Stock - Common   MIDWEST EXPRESS HLDGS INC COM   11,100.00   255,470.64   176,212.50
Corporate Stock - Common   MILESTONE SCIENTIFIC INC COM   1,665.00   7,334.33   2,705.63
Corporate Stock - Common   MILLENNIUM PHARMACEUTICALS INC COM   6,430.00   436,261.64   312,256.88
Corporate Stock - Common   MILLER EXPL CO COM   3,000.00   5,246.10   3,093.90
Corporate Stock - Common   MILLER HERMAN INC COM   100.00   3,254.95   2,362.50
Corporate Stock - Common   MILLIPORE CORP COM   1,200.00   29,224.02   52,800.00
Corporate Stock - Common   MINIMED INC COM   8,290.00   257,363.62   493,255.00
Corporate Stock - Common   MINN MNG & MFG CO COM   47,479.37   3,922,684.13   4,742,002.28
Corporate Stock - Common   MIPS TECHNOLOGIES INC CL A   15.00   820.55   405.00
Corporate Stock - Common   MIPS TECHNOLOGIES INC CL B COM   2,371.00   150,075.41   52,754.75
Corporate Stock - Common   MISONIX INC COM   400.00   3,211.51   2,775.00
Corporate Stock - Common   MITCHAM INDS INC COM   5,100.00   51,302.11   19,762.50
Corporate Stock - Common   MITCHELL ENERGY & DEV CORP CL A   200.00   9,744.95   9,325.00
Corporate Stock - Common   MODERN COMPUTER SYS INC COM   3,975.00   28,039.88   1,987.50
Corporate Stock - Common   MOLEX INC COM   5,125.00   208,529.42   210,445.31
Corporate Stock - Common   MOMENTUM BUSINESS APPLICATIONS INC CL A   26.00   0.00   270.56
Corporate Stock - Common   MONDAVI ROBERT CORP CL A   1,500.00   57,750.00   74,343.75
Corporate Stock - Common   MONY GROUP INC COM   13,200.00   407,428.53   560,175.00
Corporate Stock - Common   MOODYS CORP COM   4,200.00   65,980.38   108,937.50
Corporate Stock - Common   MORGAN KEEGAN INC COM   2,800.00   44,480.80   49,000.00
Corporate Stock - Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   50,009.13   1,494,509.82   3,169,328.74
Corporate Stock - Common   MOSSIMO INC COM   1,000.00   14,374.45   2,281.00
Corporate Stock - Common   MOTOROLA INC COM   97,075.03   1,874,321.64   1,947,567.75
Corporate Stock - Common   MOYCO TECHNOLOGIES INC COM PAR $0.005 STK ISIN# US6247202079   1,200.00   6,822.00   2,400.00
Corporate Stock - Common   MPTV INC COM   25,000.00   1,159.71   500.00
Corporate Stock - Common   MRV COMMUNICATIONS INC COM   11,420.00   707,684.96   167,017.50
Corporate Stock - Common   MSC INDL DIRECT INC CL A COM   23,250.00   483,267.44   360,375.00
Corporate Stock - Common   MTI TECH CORP COM   100.00   4,079.95   581.25
Corporate Stock - Common   MUT RISK MGMT LTD COM   200.00   3,133.73   3,200.00
Corporate Stock - Common   MYTURN.COM COM   305.00   6,961.18   981.73
Corporate Stock - Common   N V R INC COM   2,600.00   97,114.49   236,600.00
Corporate Stock - Common   N. FORK BANCORPORATION INC COM   400.00   8,666.51   8,475.00
Corporate Stock - Common   N.W. AIRLS CORP CL A COM STK PAR $0.01   60,920.00   1,607,005.96   1,534,422.50
Corporate Stock - Common   NABI COM   300.00   2,692.45   1,425.00
Corporate Stock - Common   NABORS IND INC COM   5,150.00   246,441.76   226,291.00
Corporate Stock - Common   NANOMETRICS INC COM   150.00   5,617.45   2,043.75
Corporate Stock - Common   NAR RES LTD COM   2,900.00   4,109.35   4,352.32
Corporate Stock - Common   NASDAQ 100 TR UNIT SER 1   26,058.00   2,104,484.21   1,641,247.50
Corporate Stock - Common   NAT ALTERNATIVES INTL INC COM NEW   9,815.00   42,637.15   24,537.50
Corporate Stock - Common   NAT MICROSYSTEMS CORP COM   620.00   35,979.90   10,152.50
Corporate Stock - Common   NATIONWIDE FINL SVCS INC CL A COM   6,660.00   304,070.96   273,476.25
Corporate Stock - Common   NATL COMM BANCORPORATION COM   12,300.00   221,012.84   270,600.00
Corporate Stock - Common   NATL CY CORP COM   15,900.00   388,984.80   393,525.00
Corporate Stock - Common   NATL FUEL GAS CO COM   8,400.00   387,077.32   478,275.00
Corporate Stock - Common   NATL SEMICONDUCTOR CORP COM   5,235.00   132,603.20   97,174.69

57

Corporate Stock - Common   NATL SERVICE IND INC COM   1,100.00   31,064.05   22,618.75
Corporate Stock - Common   NATL STL CORP CL B   6,840.00   28,781.45   11,970.00
Corporate Stock - Common   NAVARRE CORP COM   600.00   7,103.82   712.50
Corporate Stock - Common   NAVIDEC INC COM   155.00   1,718.74   368.13
Corporate Stock - Common   NAVISITE INC COM   76.00   5,212.41   190.00
Corporate Stock - Common   NAVISTAR INTL CORP NEW COM   1,500.00   34,355.05   48,750.00
Corporate Stock - Common   NBC INTERNET INC CL A   18,900.00   90,555.57   81,506.25
Corporate Stock - Common   NBTY INC COM   23,800.00   307,455.26   109,313.40
Corporate Stock - Common   NCR CORP COM   25,500.00   862,742.83   1,204,875.00
Corporate Stock - Common   NCT GROUP INC COM   25,000.00   12,179.75   6,000.00
Corporate Stock - Common   NEIMAN-MARCUS GROUP INC CL A   5,400.00   175,639.28   162,675.00
Corporate Stock - Common   NEON COMMUNICATIONS INC COM   200.00   12,695.27   1,200.00
Corporate Stock - Common   NEOPROBE CORP COM   1,100.00   3,922.45   715.00
Corporate Stock - Common   NEORX CORP COM PAR $0.02   13,840.00   228,937.08   94,718.19
Corporate Stock - Common   NET2000 COMMUNICATIONS INC COM   32.00   1,233.95   65.50
Corporate Stock - Common   NET2PHONE INC COM   200.00   7,326.29   2,412.50
Corporate Stock - Common   NETCRUISE COM INC COM   500.00   3,029.95   312.50
Corporate Stock - Common   NETEGRITY INC COM   11,300.00   322,081.77   521,918.76
Corporate Stock - Common   NETLOJIX COMMUNICATIONS INC COM   500.00   1,654.95   218.75
Corporate Stock - Common   NETMANAGE INC COM   400.00   1,090.55   375.00
Corporate Stock - Common   NETPLIANCE INC COM STK   300.00   2,129.95   300.00
Corporate Stock - Common   NETSCOUT SYS INC COM   200.00   5,427.53   3,312.50
Corporate Stock - Common   NETWORK APPLIANCE INC COM   38,913.00   2,566,767.13   1,921,329.38
Corporate Stock - Common   NETWORK COMM INC COM   500.00   6,445.25   671.90
Corporate Stock - Common   NETWORK COMPUTING DEVICES INC COM   3,000.00   3,007.06   937.50
Corporate Stock - Common   NETWORKS ASSOC INC COM STK   58,575.00   1,361,638.55   761,475.00
Corporate Stock - Common   NEUROCRINE BIOSCIENCES INC COM   14,900.00   290,604.04   433,031.25
Corporate Stock - Common   NEW ERA OF NETWORKS INC COM   3,475.00   88,570.90   19,546.88
Corporate Stock - Common   NEW FRONTIER MEDIA INC COM   300.00   1,216.79   618.75
Corporate Stock - Common   NEW GERMANY FD INC COM   939.92   13,034.10   8,459.27
Corporate Stock - Common   NEW YORK TIMES CO CL A ISIN #US6501111073   4,400.00   73,636.38   155,375.00
Corporate Stock - Common   NEWELL RUBBERMAID INC COM   7,193.00   196,321.07   139,813.94
Corporate Stock - Common   NEWICO GLB COM H CL-A   2.00   0.00   12.00
Corporate Stock - Common   NEWMONT MINING CORP NEW COM   7,810.00   232,962.30   122,031.26
Corporate Stock - Common   NEWPARK RES INC COM PAR $0.01 NEW   4,500.00   90,439.27   34,031.25
Corporate Stock - Common   NEWPORT CORP COM   6,230.00   652,546.71   355,110.00
Corporate Stock - Common   NEXELL THERAPEUTICS INC COM NEW   1,550.00   41,378.74   5,231.25
Corporate Stock - Common   NEXT LEVEL COMMUNICATIONS INC COM STK   18.00   915.65   193.50
Corporate Stock - Common   NEXTEL COMMUNICATIONS INC CL A COM STK   24,053.00   628,986.92   745,643.00
Corporate Stock - Common   NEXTEL PARTNERS INC CL A   600.00   19,171.76   9,675.00
Corporate Stock - Common   NEXUS TELECOM SYSTEMS   100.00   749.97   71.88
Corporate Stock - Common   NIAGARA MOHAWK HLDGS INC COM ISIN# US6535201064   4,200.00   62,979.36   69,037.50
Corporate Stock - Common   NICOR INC COM   1,200.00   29,421.13   46,275.00
Corporate Stock - Common   NIKE INC CL B COM   12,800.00   411,926.44   545,600.00
Corporate Stock - Common   NISOURCE INC COM   21,528.59   496,128.31   553,015.71
Corporate Stock - Common   NJ RES CORP COM   1,000.00   34,488.80   40,250.00
Corporate Stock - Common   NOBEL LEARNING CMNTYS INC COM   200.00   3,017.92   1,400.00
Corporate Stock - Common   NOBLE DRILLING CORP COM   3,500.00   118,440.85   100,843.75
Corporate Stock - Common   NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060   85.00   1,761.57   1,519.38
Corporate Stock - Common   NORDSTROM INC COM   38,129.00   705,389.20   612,447.06
Corporate Stock - Common   NORFOLK SOUTHN CORP COM   10,000.00   205,864.55   143,750.00
Corporate Stock - Common   NORSAT INTL INC NEW COM COM STK   100.00   1,223.70   412.50
Corporate Stock - Common   NORTEL NETWORKS CORP NEW COM   294,514.00   13,580,664.03   11,117,903.50
Corporate Stock - Common   NORTHN TR CORP COM   7,400.00   332,951.44   637,325.00
Corporate Stock - Common   NORTHROP GRUMMAN CORP COM   2,003.29   123,903.74   168,902.56
Corporate Stock - Common   NORTHWESTN CORP COM   4,500.00   108,627.50   99,000.00
Corporate Stock - Common   NOVA CHEMICALS CORP COM   16,000.00   314,454.30   306,000.00
Corporate Stock - Common   NOVELL INC COM   13,400.00   284,076.96   71,187.50
Corporate Stock - Common   NOVELLUS SYS INC COM   4,150.00   227,867.11   107,640.63
Corporate Stock - Common   NTN COMMUNICATIONS INC COM NEW   500.00   1,841.75   406.25
Corporate Stock - Common   NU HORIZONS ELECTRS CORP COM   693.00   11,935.10   5,803.88
Corporate Stock - Common   NUCOR CORP COM   16,500.00   574,456.19   573,375.00
Corporate Stock - Common   NUTEK INC COM   250.00   234.00   55.00
Corporate Stock - Common   NUTRACEUTICAL INTL CORP COM   12,000.00   195,414.11   24,000.00
Corporate Stock - Common   NUTRACEUTIX INC COM STK   5,000.00   2,974.88   2,190.00

58

Corporate Stock - Common   NVIDIA CORP COM   75.00   5,359.64   3,037.50
Corporate Stock - Common   OAK TECH INC COM   100.00   2,077.45   1,212.50
Corporate Stock - Common   OAKLEY INC COM   22,900.00   256,798.94   412,200.00
Corporate Stock - Common   OAKWOOD HOMES CORP COM   500.00   12,826.52   250.00
Corporate Stock - Common   OCCIDENTAL PETE CORP COM   86,800.00   2,017,367.50   1,877,050.00
Corporate Stock - Common   OCEAN ENERGY INC TEX COM   25,302.00   318,891.92   328,926.00
Corporate Stock - Common   OCTUS INC COM STK   5,000.00   2,314.00   150.00
Corporate Stock - Common   OCULAR SCIENCES INC COM   2,000.00   24,435.00   26,125.00
Corporate Stock - Common   OFFICE DEPOT INC COM   10,300.00   193,547.95   68,237.50
Corporate Stock - Common   OFFSHORE LOGISTICS INC COM   2,500.00   25,200.00   46,093.75
Corporate Stock - Common   OH CAS CORP COM   14,500.00   102,509.83   119,161.00
Corporate Stock - Common   OLD KENT FNCL CORP COM   3,580.00   133,470.27   139,172.50
Corporate Stock - Common   OLD REP INTL CORP COM   48,245.00   915,650.09   1,257,385.31
Corporate Stock - Common   OLIN CORP COM   12,600.00   218,238.51   218,137.50
Corporate Stock - Common   OMI CORP NEW COM   1,000.00   4,334.85   4,375.00
Corporate Stock - Common   OMICRON TECHNOLOGIES INC COM   2,000.00   1,751.00   60.00
Corporate Stock - Common   OMNICARE INC COM   45,500.00   751,265.06   745,062.50
Corporate Stock - Common   OMNICOM GROUP INC COM   4,600.00   204,710.83   361,675.00
Corporate Stock - Common   ON ASSIGNMENT INC   9,400.00   236,818.26   235,587.50
Corporate Stock - Common   ON SEMICONDUCTOR CORP COM   20,000.00   421,552.72   132,500.00
Corporate Stock - Common   ON TECH CORP COM   500.00   2,967.45   343.75
Corporate Stock - Common   ONEITA INDS INC COM   1,000.00   934.27   5.00
Corporate Stock - Common   ONEOK INC COM STK   800.00   15,971.64   32,650.00
Corporate Stock - Common   ONLINE PWR SUP INC COM   10,720.00   142,958.58   91,795.36
Corporate Stock - Common   ONYX PHARMACEUTICALS INC DEL COM   200.00   3,558.93   2,800.00
Corporate Stock - Common   ONYX SOFTWARE CORP COM   8,500.00   149,143.43   121,656.25
Corporate Stock - Common   OPENTV CORP ISIN NL0000470755   100.00   2,504.95   1,868.75
Corporate Stock - Common   OPENWAVE SYS INC COM   6,997.01   480,709.25   319,238.58
Corporate Stock - Common   OPTIKA INC COM   2,000.00   7,997.40   2,000.00
Corporate Stock - Common   OPTIMAL ROBOTICS CORP CL A NEW   10,900.00   305,292.29   288,850.00
Corporate Stock - Common   OR STL MLS INC COM   2,000.00   11,402.35   3,125.00
Corporate Stock - Common   ORACLE CORP COM   323,399.00   5,702,144.62   8,570,073.50
Corporate Stock - Common   ORBITAL SCI CORP COM   550.00   9,594.84   3,093.75
Corporate Stock - Common   ORBITTRAVEL.COM CORP COM   33.00   8.22   0.36
Corporate Stock - Common   ORBOTECH LTD SH COM   11,350.00   374,668.50   505,075.00
Corporate Stock - Common   ORION PWR HLDGS INC   41,800.00   910,484.10   788,975.00
Corporate Stock - Common   OROPERU RES INC COM   2,000.00   3,386.67   10.00
Corporate Stock - Common   ORTHODONTIC CTRS AMER INC COM   11,650.00   176,786.52   353,868.75
Corporate Stock - Common   ORYX TECH CORP COM   5,000.00   14,525.00   2,187.50
Corporate Stock - Common   OSHKOSH TRUCK CORP COM   11,800.00   314,459.29   459,462.50
Corporate Stock - Common   OUTLOOK GROUP CORP COM   400.00   2,354.95   2,400.00
Corporate Stock - Common   OVERLAND DATA INC COM   1,000.00   5,029.95   6,875.00
Corporate Stock - Common   OWENS & MINOR INC NEW COM   10,600.00   151,477.18   148,400.00
Corporate Stock - Common   OWENS CORNING COM   11,410.00   88,479.95   12,123.13
Corporate Stock - Common   OWENS ILL INC COM NEW   3,800.00   136,650.07   10,925.00
Corporate Stock - Common   PAC AEROSPACE & ELECTRONICS INC COM   24,700.00   61,270.75   19,298.11
Corporate Stock - Common   PAC CENTY FINL CORP COM   300.00   4,792.45   4,462.50
Corporate Stock - Common   PAC GATEWAY EXCHANGE INC COM   2,400.00   45,934.50   300.00
Corporate Stock - Common   PACCAR INC COM   2,149.99   55,304.27   102,124.34
Corporate Stock - Common   PACIFIC CENTURY CYBERWORKS LTD   60,100.00   117,982.93   44,474.00
Corporate Stock - Common   PACIFIC CENTURY REGL DEV LTDORD NEW   4,000.00   3,225.98   2,760.00
Corporate Stock - Common   PACIFICARE HLTH SYS INC DEL COM   16,600.00   1,004,630.76   209,575.00
Corporate Stock - Common   PACKAGING CORP AMER COM ISIN US6951561090   46,200.00   460,671.28   678,562.50
Corporate Stock - Common   PACTIV CORP COM   4,419.00   133,263.41   51,647.06
Corporate Stock - Common   PALL CORP COM   3,233.00   61,473.02   64,457.94
Corporate Stock - Common   PALM INC COM STK ISIN# US6966421074   74,862.00   2,733,490.54   2,709,068.63
Corporate Stock - Common   PANACO INC COM   1,200.00   5,187.81   2,850.00
Corporate Stock - Common   PARAMETRIC TECH CORP COM   35,175.00   472,440.31   391,321.88
Corporate Stock - Common   PARKER DRILLING CO COM   62,650.00   377,391.23   250,600.00
Corporate Stock - Common   PARKER-HANNIFIN CORP COM   3,075.00   71,339.43   118,964.06
Corporate Stock - Common   PATTERSON DENTAL CO COM   28,150.00   539,207.47   837,462.50
Corporate Stock - Common   PATTERSON ENERGY INC COM   7,700.00   208,535.25   179,506.25
Corporate Stock - Common   PAYCHEX INC COM   10,054.66   223,394.32   584,427.11
Corporate Stock - Common   PC CONNECTION INC COM   6,984.00   315,122.05   120,910.50
Corporate Stock - Common   P-COM INC COM   2,800.00   21,788.79   9,275.00
Corporate Stock - Common   PEAR TECHNOLOGIES INC COM   5,000.00   829.95   50.00

59

Corporate Stock - Common   PEGASUS GOLD INC COM   17,700.00   26,842.04   159.30
Corporate Stock - Common   PEGASUS SOLUTIONS INC COM   11,400.00   162,337.26   112,928.40
Corporate Stock - Common   PEGASYSTEMS INC COM   1,000.00   5,259.78   3,937.50
Corporate Stock - Common   PENNEY J.C CO INC COM   6,800.00   262,858.57   65,450.00
Corporate Stock - Common   PENNZOIL-QUAKER ST CO COM   502.00   5,404.65   5,929.88
Corporate Stock - Common   PENTON MEDIA INC COM   7,900.00   225,206.28   208,362.50
Corporate Stock - Common   PEOPLES ENERGY CORP COM   900.00   24,550.78   37,012.50
Corporate Stock - Common   PEOPLESOFT INC COM   8,493.00   247,152.88   282,392.25
Corporate Stock - Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   21,470.00   615,181.98   838,671.88
Corporate Stock - Common   PEPSICO INC COM   98,351.43   3,255,269.17   4,462,696.14
Corporate Stock - Common   PEREGRINE PHARMACEUTICALS INC COM   4,600.00   20,832.37   6,325.00
Corporate Stock - Common   PEREGRINE SYS INC COM   24,370.00   594,649.05   396,012.50
Corporate Stock - Common   PERFORMANCE FOOD GROUP CO COM   1,600.00   39,032.00   72,400.00
Corporate Stock - Common   PERICOM SEMICONDUCTOR CORP COM   20,500.00   524,502.71   320,312.50
Corporate Stock - Common   PERKINELMER INC COM   8,911.00   507,471.47   793,635.94
Corporate Stock - Common   PERLE SYS LTD COM   500.00   7,256.13   812.50
Corporate Stock - Common   PERRIGO CO COM   8,300.00   54,375.79   58,100.00
Corporate Stock - Common   PER-SE TECHNOLOGIES INC COM NEW   166.00   2,247.64   451.32
Corporate Stock - Common   PERSISTENCE SOFTWARE INC COM ISIN US7153291080   700.00   13,210.16   4,659.41
Corporate Stock - Common   PERSONNEL GROUP OF AMER INC COM   2,600.00   11,960.96   5,525.00
Corporate Stock - Common   PERVASIVE SOFTWARE INC COM   1,200.00   4,437.69   1,950.00
Corporate Stock - Common   PETROQUEST ENERGY INC COM   17,300.00   28,173.57   54,062.50
Corporate Stock - Common   PETSMART INC COM   1,730.00   9,321.68   4,649.38
Corporate Stock - Common   PFIZER INC COM   457,338.88   10,309,268.15   20,265,829.26
Corporate Stock - Common   PG& E CORP COM   23,500.00   618,795.07   644,781.25
Corporate Stock - Common   PHARMACIA CORP COM   89,755.00   3,127,687.24   5,475,055.00
Corporate Stock - Common   PHARMOS CORP COM NEW   1,000.00   5,044.57   2,125.00
Corporate Stock - Common   PHELPS DODGE CORP CAP   2,279.32   123,198.20   111,971.50
Corporate Stock - Common   PHILIP MORRIS COS INC COM   62,860.00   1,650,560.43   2,400,466.10
Corporate Stock - Common   PHILLIPS PETRO CO COM   36,037.15   1,626,330.28   2,036,098.81
Corporate Stock - Common   PHILLIPS VAN HEUSEN CORP COM   4,600.00   47,544.22   59,225.00
Corporate Stock - Common   PHOENIX INFORMATION SYS CORP COM   11,281.00   27,614.80   112.81
Corporate Stock - Common   PHOTOMEDEX INC COM   1,500.00   17,402.89   13,875.00
Corporate Stock - Common   PHOTRONICS INC COM   28,700.00   785,207.59   466,375.00
Corporate Stock - Common   PHYCOR INC COM   700.00   513.00   45.50
Corporate Stock - Common   PHYSICIANS RES GROUP INC COM   7,780.00   5,736.15   38.90
Corporate Stock - Common   PICK COMMUNICATIONS CORP COM NEW   80.00   473.70   20.00
Corporate Stock - Common   PICTURETEL CORP COM NEW   8,425.00   40,680.68   37,912.50
Corporate Stock - Common   PIEDMONT NAT GAS INC COM   112.99   3,547.83   3,735.67
Corporate Stock - Common   PIER 1 IMPORTS INC COM   61,988.88   579,746.67   685,751.93
Corporate Stock - Common   PILOT NETWORK SVCS INC COM   1,100.00   15,269.92   1,546.93
Corporate Stock - Common   PINNACLE MICRO INC COM   7,100.00   7,395.58   35.50
Corporate Stock - Common   PINNACLE SYS INC COM   600.00   13,098.55   5,325.00
Corporate Stock - Common   PINNACLE W. CAP CORP COM   2,200.00   83,440.94   102,437.50
Corporate Stock - Common   PIONEER NAT RES CO COM STK   102,700.00   1,384,346.23   1,489,150.00
Corporate Stock - Common   PITNEY BOWES INC COM   28,800.00   970,348.60   837,000.00
Corporate Stock - Common   PIXTECH INC COM   1,000.00   7,209.95   1,500.00
Corporate Stock - Common   PIZZA INN INC NEW COM   2,500.00   8,572.50   6,718.75
Corporate Stock - Common   PK ELECTROCHEMICAL CORP COM   7,200.00   158,087.59   255,150.01
Corporate Stock - Common   PK PL ENTMT CORP COM   30,756.00   456,454.20   413,283.76
Corporate Stock - Common   PLACER DOME INC COM   9,100.00   136,455.28   82,468.75
Corporate Stock - Common   PLANET ENTMT CORP COM   20,000.00   12,553.13   1,700.00
Corporate Stock - Common   PLANTRONICS INC NEW COM   345.00   16,476.27   13,498.13
Corporate Stock - Common   PLAYBOY ENTERPRISES INC (HOLDINGS CO) 1 NEW CL B   2,500.00   31,637.50   26,718.75
Corporate Stock - Common   PLC SYS INC COM   2,500.00   18,669.43   1,250.00
Corporate Stock - Common   PLEXUS CORP COM   13,200.00   815,640.52   534,600.00
Corporate Stock - Common   PLIANT SYS INC COM   200.00   1,779.95   568.80
Corporate Stock - Common   PLUG PWR INC COM   330.00   14,671.22   3,898.13
Corporate Stock - Common   PLX TECH INC COM   17,000.00   504,464.97   263,500.00
Corporate Stock - Common   PMC SIERRA INC COM   8,366.00   1,042,980.73   771,240.63
Corporate Stock - Common   PMI GROUP INC COM   7,600.00   390,002.85   483,075.00
Corporate Stock - Common   PNC FINANCIAL SERVICES GROUP COM STK   7,600.00   235,029.32   505,400.00
Corporate Stock - Common   PNV INC COM   2,000.00   3,263.10   250.00
Corporate Stock - Common   POLARIS INDS INC COM   638.00   22,669.20   23,486.38
Corporate Stock - Common   POLAROID CORP COM   1,206.00   42,423.33   9,045.00
Corporate Stock - Common   POLYCOM INC COM   21,140.00   418,722.43   714,796.25

60

Corporate Stock - Common   POLYMEDICA INDS INC COM   7,091.00   189,404.36   161,763.44
Corporate Stock - Common   POMEROY COMPUTER RES INC COM   4,500.00   81,236.25   60,750.00
Corporate Stock - Common   POPE & TALBOT INC COM   4,400.00   61,771.64   58,850.00
Corporate Stock - Common   POPMAIL COM INC COM NEW   100.00   998.65   28.13
Corporate Stock - Common   PORTAL SOFTWARE INC COM   1,332.00   31,412.64   8,491.50
Corporate Stock - Common   POTLATCH CORP COM   700.00   27,853.87   21,918.75
Corporate Stock - Common   POWER-ONE INC COM   16,480.00   989,692.26   697,310.00
Corporate Stock - Common   POWERWAVE TECHNOLOGIES INC COM   14,710.00   629,830.13   723,548.13
Corporate Stock - Common   PPG IND INC COM   4,600.00   167,104.05   191,762.50
Corporate Stock - Common   PPL CORP COM ISIN US69351T1060   13,200.00   292,735.12   551,100.00
Corporate Stock - Common   PRANDIUM INC COM   5,000.00   15,050.34   400.00
Corporate Stock - Common   PRAXAIR INC COM   35,400.00   1,798,888.78   1,272,187.50
Corporate Stock - Common   PRE PAID LEGAL SVCS INC COM   150.00   4,528.64   4,340.63
Corporate Stock - Common   PRECISION CASTPARTS CORP COM   25,800.00   506,123.46   911,062.50
Corporate Stock - Common   PRECISION DRILLING CORP COM   14,240.00   321,465.16   366,680.00
Corporate Stock - Common   PRECISION OPTICS INC MASS COM   300.00   3,779.95   862.50
Corporate Stock - Common   PREMIER CONCEPTS INC WT EXP 4/21/2000   1,500.00   2,044.25   328.20
Corporate Stock - Common   PRICE NET U S A INC COM   47,358.00   145,029.84   24,152.58
Corporate Stock - Common   PRICELINE COM INC COM   310.00   12,503.99   775.00
Corporate Stock - Common   PRIDE INTL INC COM   1,000.00   8,248.84   18,937.50
Corporate Stock - Common   PRIMA ENERGY CORP COM PAR $0.015   60.00   2,889.34   2,280.00
Corporate Stock - Common   PRIME HOSPITALITY CORP COM   9,500.00   81,799.75   97,375.00
Corporate Stock - Common   PRIMUS TELECOMMUNICATIONS GROUP INC COM   1,140.00   14,309.90   3,847.50
Corporate Stock - Common   PRINS RECYCLING CORP COM   516.00   2,885.40   0.52
Corporate Stock - Common   PROBEX CORP COM NEW   1,000.00   4,831.00   1,812.50
Corporate Stock - Common   PROCOM TECH INC COM   400.00   24,898.70   5,075.00
Corporate Stock - Common   PROCTER & GAMBLE CO COM   37,537.85   1,458,042.07   2,810,646.14
Corporate Stock - Common   PROFESSIONAL DETAILING INC COM   100.00   10,979.95   12,900.00
Corporate Stock - Common   PROGRESSIVE CORP OH COM   1,900.00   205,412.29   177,768.75
Corporate Stock - Common   PROTEIN DESIGN LABS INC COM   7,700.00   747,378.94   594,825.00
Corporate Stock - Common   PROVANT INC COM   10,800.00   92,513.02   74,250.00
Corporate Stock - Common   PROVIDIAN FINL CORP COM   3,750.00   57,774.49   337,500.00
Corporate Stock - Common   PROXIM INC   200.00   7,883.82   9,262.50
Corporate Stock - Common   PROXYMED INC COM   45.00   654.33   43.60
Corporate Stock - Common   PSINET INC COM   6,639.00   78,738.17   7,468.88
Corporate Stock - Common   PUB SERVICE ENTERPRISE GROUP INC COM   5,702.75   163,020.29   243,792.61
Corporate Stock - Common   PUB STORAGE INC COM   200.00   4,938.95   4,387.50
Corporate Stock - Common   PUB STORAGE INC DEPOS SH REPSTG 1/1000THCOM SER A   5.00   10.00   114.06
Corporate Stock - Common   PUB SVC CO N MEX COM   21,900.00   464,198.10   529,706.25
Corporate Stock - Common   PUGET SOUND ENERGY COM STK   237.24   6,035.85   6,212.67
Corporate Stock - Common   PULTE CORP COM   22,725.61   490,617.60   877,776.65
Corporate Stock - Common   PURCHASEPRO COM INC COM STK   14,900.00   430,122.69   206,737.50
Corporate Stock - Common   PVTPL WORLDWIDE FLIGHT SVCS INC WT EXP 08-15-2007   48.00   0.00   0.48
Corporate Stock - Common   PW EAGLE INC COM   1,000.00   22,029.95   7,437.50
Corporate Stock - Common   PWR SPECTRA INC COM   20,000.00   7,774.93   200.00
Corporate Stock - Common   PYRAMID BREWERIES INC COM   100.00   394.24   218.75
Corporate Stock - Common   QIAGEN N V COM   80.00   3,985.00   2,765.00
Corporate Stock - Common   QLOGIC CORP COM   10,588.00   992,237.58   856,966.26
Corporate Stock - Common   QUADRAMED CORP COM   4,000.00   43,476.22   4,250.00
Corporate Stock - Common   QUADRAX CORP NEW COM ACCREDITED INVS   75.00   417.66   2.25
Corporate Stock - Common   QUAKER CHEM CORP COM   200.00   3,613.62   3,575.00
Corporate Stock - Common   QUAKER OATS CO COM   3,500.00   122,734.06   304,281.25
Corporate Stock - Common   QUALCOMM INC COM   67,887.00   4,938,453.40   5,447,931.75
Corporate Stock - Common   QUANTA SVCS INC COM   22,020.00   472,155.91   686,748.75
Corporate Stock - Common   QUANTUM CORP HDDG COM   210.00   1,130.48   1,837.50
Corporate Stock - Common   QUEST DIAGNOSTICS INC COM   80.00   8,454.45   8,990.00
Corporate Stock - Common   QUEST SOFTWARE INC COM ISIN US74834T1034   19,620.00   973,672.91   529,740.00
Corporate Stock - Common   QUESTAR CORP COM   200.00   4,949.93   5,575.00
Corporate Stock - Common   QUICKLOGIC CORP CDT-COM STK   100.00   923.70   693.75
Corporate Stock - Common   QUINTILES TRANSNATIONAL CORP COM   3,000.00   65,221.60   45,000.00
Corporate Stock - Common   QWEST COMMUNICATIONS INTL INC COM   55,694.00   2,173,869.16   2,102,448.50
Corporate Stock - Common   R G S ENERGY GROUP INC COM   13,900.00   318,284.76   422,212.50
Corporate Stock - Common   RADIAN GROUP INC COM   25,440.00   1,178,092.81   1,653,600.00
Corporate Stock - Common   RADIANCE MED SYS INC COM   15,829.00   184,166.28   93,984.69
Corporate Stock - Common   RADIANT SYS INC COM   4,300.00   78,960.90   86,000.00
Corporate Stock - Common   RADIO ONE INC CL A   5,200.00   41,489.76   55,250.00

61

Corporate Stock - Common   RADIOSHACK CORP COM   4,812.00   59,055.20   225,562.50
Corporate Stock - Common   RAINBOW TECHNOLOGIES INC COM   500.00   11,404.95   8,562.50
Corporate Stock - Common   RALSTON-RALSTON PURINA GROUP   8,165.00   115,239.55   214,841.56
Corporate Stock - Common   RAMBUS INC DEL COM   10,713.00   853,248.24   411,111.38
Corporate Stock - Common   RANGE RES CORP COM   10,300.00   28,566.62   42,487.50
Corporate Stock - Common   RARE HOSPITALITY INTL INC COM   6,450.00   85,548.50   166,087.50
Corporate Stock - Common   RATIONAL SOFTWARE CORP COM NEW   120.00   5,558.65   3,780.00
Corporate Stock - Common   RAYTHEON CO CL A COM STK   644.00   17,573.08   20,849.50
Corporate Stock - Common   RAYTHEON CO CL B COM STK   9,100.00   342,743.77   319,068.75
Corporate Stock - Common   RAZORFISH INC CL A COM STK   75.00   2,177.09   192.19
Corporate Stock - Common   RCN CORP COM   500.00   15,834.25   5,843.75
Corporate Stock - Common   READERS DIGEST ASSN INC CL A NON VTG   16,090.00   646,230.92   612,425.63
Corporate Stock - Common   READ-RITE CORP COM   2,000.00   17,343.65   6,437.60
Corporate Stock - Common   REALNETWORKS INC COM   1,520.00   88,288.67   18,905.00
Corporate Stock - Common   RECOTON CORP COM   150.00   2,759.90   1,321.88
Corporate Stock - Common   RED HAT INC COM   4,327.00   135,406.50   27,043.75
Corporate Stock - Common   REDBACK NETWORKS INC COM ISIN US7572091012   50.00   5,081.05   3,490.63
Corporate Stock - Common   REDHOOK ALE BREWERY INC COM   45,500.00   106,775.03   72,517.90
Corporate Stock - Common   REDOX TECH CORP COM STK   1,000.00   859.95   210.00
Corporate Stock - Common   REEBOK INTL COM   1,500.00   42,076.52   31,968.75
Corporate Stock - Common   REGIONS FNCL CORP COM   5,700.00   198,797.88   138,225.00
Corporate Stock - Common   REHABCARE GROUP INC COM   15,000.00   407,414.82   648,750.00
Corporate Stock - Common   REINS GROUP AMER INC COM   9,400.00   345,915.95   337,225.00
Corporate Stock - Common   RELIANT ENERGY INC COM   29,469.00   733,019.86   1,156,658.25
Corporate Stock - Common   REMEDY CORP COM   1,000.00   26,568.82   16,125.00
Corporate Stock - Common   REMINGTON OIL & GAS CORP COM   3,800.00   13,591.63   32,300.00
Corporate Stock - Common   RENAISSANCE WORLDWIDE INC COM   1,000.00   5,904.95   843.80
Corporate Stock - Common   REP BANCORP INC COM   69.29   937.52   545.64
Corporate Stock - Common   REPTRON ELECTRS INC COM   500.00   7,217.45   3,625.00
Corporate Stock - Common   RESEARCH IN MOTION LTD EURO COM STK ISINCA7609751028 SDL 207766X   20.00   2,071.73   1,300.00
Corporate Stock - Common   RESMED INC COM   100.00   3,023.70   3,506.25
Corporate Stock - Common   REYNOLDS R J TOB HLDGS INC COM   35,920.26   1,039,723.76   1,414,360.12
Corporate Stock - Common   RF MICRO DEVICES INC COM   1,200.00   34,143.10   22,800.00
Corporate Stock - Common   RHEOMETRIC SCIENTIFIC INC COM   1,500.00   21,006.33   3,750.00
Corporate Stock - Common   RHYTHMS NETCONNECTIONS INC COM   650.00   12,978.17   710.97
Corporate Stock - Common   RICHARDSON ELECTRS LTD COM   789.78   11,452.34   9,773.53
Corporate Stock - Common   RICHMOND CNTY FINL CORP COM   4,900.00   90,308.96   102,287.50
Corporate Stock - Common   RITE AID CORP COM   38,386.00   253,449.53   95,965.00
Corporate Stock - Common   RMH TELESERVICES INC COM   1,000.00   4,467.45   14,500.00
Corporate Stock - Common   ROAD KING INFRASTRUCTURE LTD   4,000.00   2,480.06   1,680.00
Corporate Stock - Common   ROADWAY EXPRESS INC DEL COM   2,900.00   54,375.00   56,368.75
Corporate Stock - Common   ROCKWELL INTL CORP NEW COM   4,800.00   119,890.98   193,200.00
Corporate Stock - Common   ROGERS CORP COM   4,200.00   133,373.10   152,775.00
Corporate Stock - Common   ROGERS WIRELESS COMMUNICATIONS INC CL B NON VTG   50.00   1,718.19   793.75
Corporate Stock - Common   ROHM & HAAS CO COM   25,685.00   700,675.93   764,128.75
Corporate Stock - Common   ROHN INDS INC COM   1,000.00   3,029.95   3,750.00
Corporate Stock - Common   ROLLINS INC COM   104.95   2,129.48   2,197.33
Corporate Stock - Common   ROLLINS TRUCK LEASING CORP COM   14,100.00   185,468.00   89,887.50
Corporate Stock - Common   ROSLYN BANCORP INC COM   28,400.00   486,074.18   669,175.00
Corporate Stock - Common   ROTONICS MFG INC COM   2,000.00   4,935.00   1,500.00
Corporate Stock - Common   ROUGE INDS INC DEL CL A   500.00   7,302.64   937.50
Corporate Stock - Common   ROWAN COMPANIES INC COM   5,400.00   85,833.69   107,325.00
Corporate Stock - Common   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   56,165.00   1,592,457.78   3,352,348.44
Corporate Stock - Common   ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH   250.00   6,548.90   2,984.38
Corporate Stock - Common   ROYAL OAK MINES INC COM   68,200.00   138,140.73   204.60
Corporate Stock - Common   RPM INC COM   3,133.64   33,426.88   29,377.83
Corporate Stock - Common   RSA SEC INC COM   500.00   34,145.27   21,500.00
Corporate Stock - Common   RUBY TUESDAY INC COM   69,500.00   741,505.16   1,055,531.25
Corporate Stock - Common   RUSSELL CORP COM   800.00   21,749.87   13,350.00
Corporate Stock - Common   RYANS FAMILY STEAK HSES INC COM   6,700.00   65,729.66   59,462.50
Corporate Stock - Common   RYDER SYS INC COM   1,500.00   39,507.37   26,062.50
Corporate Stock - Common   RYLAND GROUP INC COM   4,100.00   94,254.08   143,500.00
Corporate Stock - Common   S JERSEY INDS INC COM   500.00   14,944.50   14,687.50
Corporate Stock - Common   S W GAS CORP COM   300.00   5,579.95   5,850.00
Corporate Stock - Common   S W SECS GROUP INC COM   5,280.00   153,348.00   105,930.00

62

Corporate Stock - Common   S.W. AIRL CO COM   24,896.73   328,635.13   785,802.98
Corporate Stock - Common   SABA SOFTWARE INC COM ISIN US789321051   2,000.00   44,060.00   27,250.00
Corporate Stock - Common   SABRE HLDGS CORP   3,801.00   111,596.81   135,648.19
Corporate Stock - Common   SAFECO CORP COM   13,800.00   322,657.01   370,012.50
Corporate Stock - Common   SAFEGUARD SCIENTIFICS INC COM   300.00   4,792.45   2,625.00
Corporate Stock - Common   SAFEWAY INC COM NEW   13,300.00   715,822.20   783,868.75
Corporate Stock - Common   SAFLINK CORP COM   1,000.00   5,029.95   656.30
Corporate Stock - Common   SAGENT TECH INC OC-COM ISIN US7866931014   1,000.00   9,957.45   2,562.50
Corporate Stock - Common   SALTON INC COM   250.00   9,872.40   4,515.63
Corporate Stock - Common   SAMSONITE CORP NEW COM   1,000.00   6,048.70   2,406.30
Corporate Stock - Common   SANDISK CORP COM   8,230.00   533,962.35   327,656.88
Corporate Stock - Common   SANMINA CORP COM   4,000.00   337,529.19   305,000.00
Corporate Stock - Common   SANTA CRUZ OPN INC COM   200.00   4,068.29   331.26
Corporate Stock - Common   SANTA FE INTL CORP COM STK   1,000.00   18,806.12   24,687.50
Corporate Stock - Common   SAPIENS INTL CORP NV SHS COM   500.00   6,717.45   937.50
Corporate Stock - Common   SAPIENT CORP COM   3,200.00   162,171.33   56,600.00
Corporate Stock - Common   SARA LEE CORP COM   23,840.00   338,214.19   572,160.00
Corporate Stock - Common   SAWTEK INC COM   9,550.00   380,779.58   491,228.13
Corporate Stock - Common   SBC COMMUNICATIONS INC COM   126,067.67   3,683,647.59   6,925,842.57
Corporate Stock - Common   SBS TECHNOLOGIES INC COM   1,000.00   17,248.70   27,625.00
Corporate Stock - Common   SCAN OPTICS INC COM   1,000.00   2,967.45   281.00
Corporate Stock - Common   SCANTEK MED INC COM   1,100.00   2,364.58   143.00
Corporate Stock - Common   SCHEID VINEYARDS INC CL A   1,000.00   4,635.94   3,250.00
Corporate Stock - Common   SCHEIN HENRY INC COM   7,100.00   129,048.89   187,706.25
Corporate Stock - Common   SCHERING-PLOUGH CORP COM   139,868.31   5,392,045.36   7,841,367.35
Corporate Stock - Common   SCHLOTZSKYS INC COM   550.00   10,394.53   1,925.00
Corporate Stock - Common   SCHLUMBERGER LTD COM ISIN AN8068571086   15,597.32   559,268.43   967,033.65
Corporate Stock - Common   SCHOLASTIC CORP COM   4,400.00   271,580.55   320,100.00
Corporate Stock - Common   SCHWAB CHARLES CORP COM NEW   106,534.28   2,761,675.09   2,949,667.88
Corporate Stock - Common   SCI DYNAMICS CORP COM   2,000.00   20,934.90   6,125.00
Corporate Stock - Common   SCI SYS INC COM   84.00   4,429.45   2,252.25
Corporate Stock - Common   SCICLONE PHARMACEUTICALS INC COM   42,500.00   503,364.19   170,000.00
Corporate Stock - Common   SCIENTIFIC-ATLANTA INC COM   6,772.75   119,038.93   273,449.94
Corporate Stock - Common   SCIOS INC   200.00   3,369.95   3,925.00
Corporate Stock - Common   SCOTTSDALE TECHNOLOGIES INC COM   3,500.00   2,402.35   455.00
Corporate Stock - Common   SCP POOL CORP COM   3,000.00   57,582.60   81,000.00
Corporate Stock - Common   SEALED AIR CORP NEW COM STK   11,515.00   584,944.63   366,320.94
Corporate Stock - Common   SEARS ROEBUCK & CO COM   47,567.86   1,512,371.66   1,543,101.22
Corporate Stock - Common   SEAVIEW UNDERWATER RESH INC COM   2,000.00   4,997.40   15,626.00
Corporate Stock - Common   SEC CAP GROUP INC CL B   13,500.00   258,018.75   259,031.25
Corporate Stock - Common   SECURE COMPUTING CORP COM   100.00   788.89   1,168.75
Corporate Stock - Common   SEDNA GEOTECH INC COM   1,000.00   2,171.00   45.00
Corporate Stock - Common   SEDONA CORP PA COM   5,000.00   6,400.00   5,469.00
Corporate Stock - Common   SEI INVTS CO COM   12,604.29   612,171.41   1,122,569.67
Corporate Stock - Common   SEITEL INC COM NEW   12,900.00   205,178.97   180,600.00
Corporate Stock - Common   SEMITOOL INC COM   400.00   4,429.95   4,350.00
Corporate Stock - Common   SEMPRA ENERGY INC COM STK   17,676.16   357,387.63   431,961.16
Corporate Stock - Common   SEMTECH CORP   400.00   18,270.86   8,775.00
Corporate Stock - Common   SENSORMATIC ELECTRS CORP COM   31,250.00   483,331.08   558,593.75
Corporate Stock - Common   SEPRACOR INC COM   200.00   19,438.43   14,612.50
Corporate Stock - Common   SEQUENOM INC COM ISIN US8173371084   23,000.00   837,397.02   349,312.50
Corporate Stock - Common   SERANOVA INC COM   100.00   434.71   303.13
Corporate Stock - Common   SERENA SOFTWARE INC COM   150.00   3,944.95   4,771.88
Corporate Stock - Common   SEROLOGICALS CORP COM   500.00   4,873.70   4,843.75
Corporate Stock - Common   SERVICEMASTER CO COM   4,212.11   70,825.44   41,594.61
Corporate Stock - Common   SEYCHELLE ENVIRONMENTAL TECHNOLOGIES INCCOM STK   1,000.00   967.45   550.00
Corporate Stock - Common   SHARPER IMAGE CORP COM   5,722.00   77,030.72   95,485.88
Corporate Stock - Common   SHAW GROUP INC COM   11,030.00   588,010.20   679,723.75
Corporate Stock - Common   SHELLS SEAFOOD RESTAURANTS INC COM   3,100.00   13,341.19   2,712.50
Corporate Stock - Common   SHERWIN-WILLIAMS CO COM   4,200.00   70,009.40   91,612.50
Corporate Stock - Common   SHOP AT HOME INC COM NEW   75.00   817.39   93.75
Corporate Stock - Common   SHOPKO STORES INC COM   200.00   1,392.45   1,212.50
Corporate Stock - Common   SHUFFLE MASTER INC COM   100.00   2,029.95   2,100.00
Corporate Stock - Common   SIDEWARE SYS INC COM   1,300.00   9,274.12   1,462.50
Corporate Stock - Common   SIEBEL SYS INC COM   19,223.00   1,402,949.03   1,343,207.13

63

Corporate Stock - Common   SIGMA-ALDRICH CORP COM   2,100.00   46,876.44   75,075.00
Corporate Stock - Common   SILICON GRAPHICS INC COM   17,292.00   94,088.56   69,168.00
Corporate Stock - Common   SILICON IMAGE INC COM STK   1,200.00   31,120.63   7,650.00
Corporate Stock - Common   SILICON STORAGE TECH INC COM   35,970.00   986,740.43   431,640.00
Corporate Stock - Common   SILICON VAL BANCSHARES COM N.P   32,870.00   1,174,717.25   1,134,015.00
Corporate Stock - Common   SILICONIX INC COM NEW   150.00   10,911.66   3,646.88
Corporate Stock - Common   SILVER STD RES INC COM   10,000.00   14,735.45   12,500.00
Corporate Stock - Common   SIPEX CORP COM   15,100.00   522,603.35   377,500.00
Corporate Stock - Common   SIRIUS SATELLITE RADIO INC COM   8,280.00   351,199.32   265,995.00
Corporate Stock - Common   SITEL CORP COM   679.00   4,273.70   1,570.19
Corporate Stock - Common   SK WHEAT POOL CL B NON VTG COM   100.00   1,453.80   197.06
Corporate Stock - Common   SKECHERS U S A INC CL A CL A ISIN #US8305661055   4,500.00   68,679.00   55,406.25
Corporate Stock - Common   SKYWEST INC COM   13,961.10   385,441.84   830,685.63
Corporate Stock - Common   SL GREEN RLTY CORP COM STK   100.00   2,368.25   2,731.25
Corporate Stock - Common   SMURFIT-STONE CONTAINER CORP COM   1,495.00   24,088.76   18,874.38
Corporate Stock - Common   SNAP-ON INC COM   1,500.00   40,935.46   38,906.25
Corporate Stock - Common   SOLA INTL INC COM   4,000.00   48,944.00   14,500.00
Corporate Stock - Common   SOLECTRON CORP COM   69,730.00   2,650,639.47   1,952,440.00
Corporate Stock - Common   SONERA GROUP PLC SPONSORED ADR   300.00   18,385.95   5,587.50
Corporate Stock - Common   SONIC AUTOMOTIVE INC CL A   9,100.00   84,344.26   72,800.00
Corporate Stock - Common   SONIC CORP COM   1,600.00   51,977.76   62,400.00
Corporate Stock - Common   SONICBLUE INC COM   6,200.00   74,794.31   34,875.00
Corporate Stock - Common   SONOCO PROD CO COM   114.25   4,206.08   1,970.83
Corporate Stock - Common   SONUS NETWORKS INC COM ISIN US8359161077   63.00   2,660.97   1,531.69
Corporate Stock - Common   SOUTHERN CO COM STK   18,466.84   364,848.68   582,859.76
Corporate Stock - Common   SOUTHN PERU COPPER CORP COM   501.84   8,201.70   6,210.22
Corporate Stock - Common   SOUTHTRUST CORP COM   4,400.00   174,141.66   148,500.00
Corporate Stock - Common   SOUTHWESTN GOLD CORP COM   10,000.00   32,505.00   18,923.00
Corporate Stock - Common   SPANISH BROADCASTING SYS INC CL A COM STK   1,500.00   15,170.00   7,125.00
Corporate Stock - Common   SPECTRALINK COM   5,000.00   58,751.95   44,375.00
Corporate Stock - Common   SPECTRASITE HLDGS INC COM   32,200.00   596,304.90   422,625.00
Corporate Stock - Common   SPECTRIAN CORP COM   30,600.00   558,042.33   357,637.50
Corporate Stock - Common   SPHERION CORP COM COM STK ISIN# US8484201053   20,800.00   361,262.50   219,700.00
Corporate Stock - Common   SPIEGEL INC CL A NON-VTG   11,600.00   89,452.83   58,359.96
Corporate Stock - Common   SPRINGS IND INC CL A COM   500.00   18,733.62   13,625.00
Corporate Stock - Common   SPRINT CORP COM   23,370.64   457,114.63   537,524.74
Corporate Stock - Common   SPRINT CORP PCS COM SER 1   52,460.00   1,666,957.47   1,190,186.25
Corporate Stock - Common   SPX CORP COM   5,465.00   366,562.46   578,265.31
Corporate Stock - Common   SR HSG PPTYS TR SH BEN INT   10.00   0.00   91.88
Corporate Stock - Common   SSE TELECOM INC COM   200.00   1,604.95   193.76
Corporate Stock - Common   ST JOE CO COM   9,500.00   190,216.60   188,812.50
Corporate Stock - Common   ST JUDE MED INC COM   20,540.00   879,984.58   1,223,413.76
Corporate Stock - Common   ST PAUL COS INC COM   31,450.00   801,237.21   1,576,431.25
Corporate Stock - Common   ST STR CORP COM   16,200.00   1,110,653.05   2,089,800.00
Corporate Stock - Common   STAAR SURGICAL CO COM NEW PAR $0.01   3,600.00   52,575.48   49,950.00
Corporate Stock - Common   STAMPS COM INC COM ISIN US8528571016   18,890.00   122,463.34   49,586.25
Corporate Stock - Common   STANCORP FINL GROUP INC COM   7,000.00   181,095.75   302,750.00
Corporate Stock - Common   STANFORD MICRODEVICES INC COM ISIN US8543991025   1,000.00   38,099.91   18,812.50
Corporate Stock - Common   STANLEY WKS COM   2,300.00   54,099.56   61,956.25
Corporate Stock - Common   STAPLES INC (RETAIL & DELIVERY)   11,900.00   227,320.01   142,800.00
Corporate Stock - Common   STAR ENTMT GROUP INC COM   5,000.00   3,900.00   55.00
Corporate Stock - Common   STAR TELECOMMUNICATIONS INC COM   7,900.00   22,462.00   8,887.50
Corporate Stock - Common   STARBASE CORP COM NEW   275.00   3,889.91   842.19
Corporate Stock - Common   STARBUCKS CORP COM   11,396.00   356,298.63   519,230.25
Corporate Stock - Common   STARTEC GLOBAL COMMUNICATIONS CORP COM   200.00   2,228.65   675.00
Corporate Stock - Common   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   5,301.00   174,680.37   169,632.00
Corporate Stock - Common   STATEN IS BANCORP INC COM   8,800.00   170,764.00   167,750.00
Corporate Stock - Common   STD MICROSYSTEMS CORP COM   100.00   1,214.99   1,943.75
Corporate Stock - Common   STD PAC CORP NEW COM   10,900.00   157,173.94   224,812.50
Corporate Stock - Common   STEELCASE INC CL A COM   11,600.00   200,109.28   156,600.00
Corporate Stock - Common   STEIN MART INC COM   9,800.00   114,557.10   136,587.50
Corporate Stock - Common   STEMCELLS INC COM   500.00   2,284.71   1,375.00
Corporate Stock - Common   STERIS CORP COM   100.00   1,329.95   1,500.00
Corporate Stock - Common   STERLING BANCORP COM   945.00   18,598.97   17,955.00
Corporate Stock - Common   STEWART INFORMATION SVCS CORP COM   3,800.00   80,449.15   57,237.50

64

Corporate Stock - Common   STILLWATER MNG CO COM   2,740.00   58,476.51   92,310.60
Corporate Stock - Common   STILWELL FINL INC COM   21,000.00   902,908.69   682,500.00
Corporate Stock - Common   STL DYNAMICS INC COM   100.00   929.95   1,000.00
Corporate Stock - Common   STONEPATH GROUP INC COM   50.00   1,529.95   28.13
Corporate Stock - Common   STORAGE TECH CORP COM (NEW)   59,000.00   971,805.11   538,375.00
Corporate Stock - Common   STORMEDIA INC CL A   700.00   3,959.19   6.30
Corporate Stock - Common   STRATASYS INC COM   45.00   801.07   160.31
Corporate Stock - Common   STREAMLOGIC CORP   1,400.00   8,869.42   0.00
Corporate Stock - Common   STRUCTURAL DYNAMICS RESH CORP COM   75.00   1,394.01   773.44
Corporate Stock - Common   STRUTHERS INC COM NEW ISIN #US8635822013   29,000.00   11,953.39   6,670.00
Corporate Stock - Common   STRYKER CORP COM   100.00   4,911.20   5,331.25
Corporate Stock - Common   STURM RUGER & CO INC COM   763.07   9,606.12   6,104.59
Corporate Stock - Common   STYLECLICK INC CL A   1,100.00   16,970.50   3,300.00
Corporate Stock - Common   SUIZA FOODS CORP COM   13,440.00   685,133.57   580,440.00
Corporate Stock - Common   SUN HEALTHCARE GROUP INC COM   83.00   96.37   4.98
Corporate Stock - Common   SUN MICROSYSTEMS INC COM STK $.00067 PAR   141,103.00   8,310,782.05   10,732,646.94
Corporate Stock - Common   SUN TR BANKS INC COM   7,800.00   348,348.56   396,337.50
Corporate Stock - Common   SUNBEAM CORP COM   11,772.07   49,698.78   4,414.53
Corporate Stock - Common   SUNGARD DATA SYS INC COM   8,100.00   393,858.18   397,406.25
Corporate Stock - Common   SUNOCO INC COM   48,100.00   1,376,901.41   1,334,775.00
Corporate Stock - Common   SUNSHINE MNG & REFNG CO COM NEW   375.00   2,174.86   19.88
Corporate Stock - Common   SUPER VALU INC COM   35,401.00   790,665.18   641,643.13
Corporate Stock - Common   SUPERCONDUCTOR TECHNOLOGIES INC COM   400.00   9,376.32   1,825.00
Corporate Stock - Common   SUPERGEN INC COM   575.00   25,640.49   9,954.69
Corporate Stock - Common   SURGICAL SAFETY PRODS INC   2,000.00   3,872.40   400.00
Corporate Stock - Common   SVC MERCHANDISE INC COM   30,000.00   6,642.30   1,410.00
Corporate Stock - Common   SVI SYSTEMS INC COM   1,000.00   6,592.45   1,020.00
Corporate Stock - Common   SWIFT ENERGY CO COM   200.00   7,719.95   6,125.00
Corporate Stock - Common   SWISSRAY INTL INC COM NEW   1,000.00   7,043.20   850.00
Corporate Stock - Common   SYCAMORE NETWORKS INC COM   890.00   65,548.63   36,879.38
Corporate Stock - Common   SYLVAN LEARNING SYS INC   12,300.00   186,995.78   169,125.00
Corporate Stock - Common   SYMANTEC CORP COM   22,350.00   1,444,309.36   804,600.00
Corporate Stock - Common   SYMBOL TECHNOLOGIES INC COM   265.18   6,671.15   10,623.85
Corporate Stock - Common   SYMBOLLON CORP CL A CL A COM STK ISIN# US87151H1068   500.00   2,561.20   1,437.50
Corporate Stock - Common   SYMPHONIX DEVICES INC COM   2,000.00   10,642.35   6,000.00
Corporate Stock - Common   SYMS CORP COM   500.00   2,592.45   2,250.00
Corporate Stock - Common   SYMYX TECHNOLOGIES INC COM   21,080.00   490,032.06   661,385.00
Corporate Stock - Common   SYNAVANT INC COM   20.00   271.53   77.50
Corporate Stock - Common   SYNBIOTICS CORP COM   4,000.00   13,120.00   1,500.00
Corporate Stock - Common   SYNOPSYS INC COM   10,400.00   310,823.29   405,600.00
Corporate Stock - Common   SYNOVUS FINL CORP COM   7,450.00   159,430.56   164,831.25
Corporate Stock - Common   SYNTROLEUM CORP COM   200.00   1,762.60   3,100.00
Corporate Stock - Common   SYQUEST TECH INC COM   13,250.00   25,721.95   13.25
Corporate Stock - Common   SYSCO CORP COM   19,765.00   541,548.82   1,092,016.25
Corporate Stock - Common   SYSTEMS & COMPUTER TECH CORP COM   200.00   5,114.95   2,437.50
Corporate Stock - Common   TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM   1,000.00   14,290.53   9,687.50
Corporate Stock - Common   TALISMAN ENERGY INC COM   240.00   9,565.12   7,335.00
Corporate Stock - Common   TALK COM INC COM   900.00   15,458.59   1,800.00
Corporate Stock - Common   TANISYS TECH INC COM NEW   2,000.00   2,686.10   1,800.00
Corporate Stock - Common   TANNING TECH CORP COM ISIN #US87588P1012   150.00   6,329.95   768.75
Corporate Stock - Common   TANOX INC COM STK   11,800.00   435,392.97   454,300.00
Corporate Stock - Common   TARGET CORP COM   25,200.00   253,632.43   757,575.00
Corporate Stock - Common   TARGETED GENETICS CORP COM   5,000.00   21,593.54   42,500.00
Corporate Stock - Common   TCF FNCL CORP COM   38,610.00   1,047,346.16   1,570,944.38
Corporate Stock - Common   TEARDROP GOLF CO COM   3,200.00   5,762.40   200.00
Corporate Stock - Common   TECH DATA CORP COM   27,400.00   959,576.16   839,125.00
Corporate Stock - Common   TECHNE CORP COM   15,940.00   1,503,465.96   1,418,660.00
Corporate Stock - Common   TECHNITROL INC COM   15,200.00   450,640.20   570,000.00
Corporate Stock - Common   TECO ENERGY INC COM   459.00   9,914.36   13,425.75
Corporate Stock - Common   TEEKAY SHIPPING CORP COM   7,370.00   294,034.26   235,379.38
Corporate Stock - Common   TEKELEC COM   31,830.00   1,064,253.60   986,730.00
Corporate Stock - Common   TEKTRONIX INC COM   21,000.00   587,379.21   497,437.50
Corporate Stock - Common   TEL & DATA SYS INC COM STK NEW   301.20   22,510.94   27,198.54
Corporate Stock - Common   TELECORP PCS INC NEW CL A   20,630.00   423,402.75   389,391.25
Corporate Stock - Common   TELEGROUP INC COM   1,500.00   13,916.35   7.50
Corporate Stock - Common   TELESERVICES INTERNET GROUP INC COM NEW   5,000.00   16,995.00   3,150.00

65

Corporate Stock - Common   TELETECH HLDGS INC COM   28,330.00   1,041,223.04   540,040.63
Corporate Stock - Common   TELIGENT INC CL A COM STK   40.00   2,256.02   68.75
Corporate Stock - Common   TELLABS INC COM   13,075.00   346,752.31   692,975.00
Corporate Stock - Common   TELTRONICS INC COM NEW   3,400.00   11,369.47   4,887.50
Corporate Stock - Common   TEMPLE INLAND INC COM   13,100.00   789,552.81   602,600.00
Corporate Stock - Common   TEMPLETON CHINA WORLD FD INC COM   1,000.00   13,245.63   7,000.00
Corporate Stock - Common   TENERA INC COM   3,500.00   4,698.75   1,312.50
Corporate Stock - Common   TENET HEALTHCARE CORP COM   21,100.00   467,273.57   898,068.75
Corporate Stock - Common   TENFOLD CORP COM   100.00   3,154.95   128.13
Corporate Stock - Common   TENNECO AUTOMOTIVE INC COM   6,000.00   49,577.73   23,625.00
Corporate Stock - Common   TERADYNE INC COM   4,550.00   229,401.94   136,784.38
Corporate Stock - Common   TERAYON COMMUNICATION SYS COM   1,580.00   139,955.02   19,552.50
Corporate Stock - Common   TETRA TECH INC NEW COM   27,680.00   829,038.61   967,070.00
Corporate Stock - Common   TEXACO INC COM   21,890.49   925,848.32   1,271,016.75
Corporate Stock - Common   TEXTRON INC COM   3,700.00   116,162.44   187,312.50
Corporate Stock - Common   THAI FD INC COM   500.00   10,976.68   1,468.75
Corporate Stock - Common   THERAGENICS CORP COM   1,000.00   4,967.45   4,250.00
Corporate Stock - Common   THERMO ELECTRON CORP COM   44,090.00   868,498.43   1,278,610.00
Corporate Stock - Common   THERMO TECH TECHNOLOGIES INC COM   840,000.00   78,796.55   16,800.00
Corporate Stock - Common   THESTREET COM INC COM   180.00   4,626.91   438.75
Corporate Stock - Common   THOMAS & BETTS CORP COM   1,500.00   53,228.17   21,937.50
Corporate Stock - Common   THORNECLIFF VENTURES LTD COM   500.00   1,570.00   293.65
Corporate Stock - Common   THREE-FIVE SYS INC COM   26,900.00   734,949.45   743,112.50
Corporate Stock - Common   TIDEL TECHNOLOGIES INC COM   4,000.00   32,484.80   15,500.00
Corporate Stock - Common   TIDEWATER INC COM   29,260.41   879,983.96   1,185,046.44
Corporate Stock - Common   TIFFANY & CO COM   3,800.00   122,512.00   129,912.50
Corporate Stock - Common   TIMBERLAND CO CL A   100.00   3,692.45   4,900.00
Corporate Stock - Common   TIMKEN CO COM   4,600.00   70,838.77   61,812.50
Corporate Stock - Common   TIREX CORP COM   4,000.00   1,277.20   540.00
Corporate Stock - Common   TITAN CORP COM   91.00   3,593.49   1,427.56
Corporate Stock - Common   TIVO INC COM   500.00   16,653.65   4,625.00
Corporate Stock - Common   TJX COS INC COM NEW   7,700.00   64,891.22   197,312.50
Corporate Stock - Common   TOLL BROS INC COM   10,400.00   258,970.40   414,700.00
Corporate Stock - Common   TOLLGRADE COMMUNICATIONS INC COM   431.00   46,774.68   18,479.13
Corporate Stock - Common   TOMMY HILFIGER ORD SH   3,000.00   40,027.50   35,812.50
Corporate Stock - Common   TOO INC COM STK   8.00   0.00   132.50
Corporate Stock - Common   TOOTSIE ROLL INDS INC COM   51.09   2,019.33   2,030.67
Corporate Stock - Common   TOPPS INC COM   25,050.00   260,484.71   247,368.75
Corporate Stock - Common   TORCHMARK CORP COM   3,300.00   65,062.55   125,400.00
Corporate Stock - Common   TORO CO COM   3,900.00   141,618.15   130,406.25
Corporate Stock - Common   TOSCO CORP COM NEW   3,800.00   101,409.02   109,012.50
Corporate Stock - Common   TOTAL ENTMT INC COM   5,000.00   4,377.50   450.00
Corporate Stock - Common   TOUR CFG INC COM STK   100.00   740.77   0.29
Corporate Stock - Common   TOWER SEMICONDUCTOR LTD COM   120.00   2,114.95   1,627.50
Corporate Stock - Common   TOYS R US INC (HOLDING COMPANY)   19,250.00   381,606.44   364,546.88
Corporate Stock - Common   TRACK DATA CORP COM   100.00   211.02   100.00
Corporate Stock - Common   TRACKPOWER INC COM   55,000.00   52,223.68   17,050.00
Corporate Stock - Common   TRAMMELL CROW CO COM   5,100.00   56,412.12   60,881.25
Corporate Stock - Common   TRANS ENERGY INC COM NEW   50,000.00   6,621.47   3,500.00
Corporate Stock - Common   TRANS WORLD AIRLS INC COM PAR $.01 NEW   32,032.00   117,281.99   48,688.64
Corporate Stock - Common   TRANSMETA CORP DEL COM   53.00   2,492.72   1,199.13
Corporate Stock - Common   TRANSOCEAN SEDCO FOREX INC   33,030.56   930,961.45   1,317,093.58
Corporate Stock - Common   TRANSWITCH CORP COM   34,790.00   1,666,295.36   948,027.50
Corporate Stock - Common   TREAS INTL INC COM   2,000.00   2,104.90   150.00
Corporate Stock - Common   TREND MICRO INC SPN ADR ISIN US89486M1071   5,148.00   100,308.14   54,054.00
Corporate Stock - Common   TREX INC COM   1,357.00   56,256.23   29,684.38
Corporate Stock - Common   TRIAD HOSPS INC COM ISIN US89579K1097   171.00   4,744.98   5,108.63
Corporate Stock - Common   TRIANT TECHNOLOGIES INC COM   1,000.00   2,969.95   730.80
Corporate Stock - Common   TRIBUNE CO COM   8,217.00   204,325.80   304,029.00
Corporate Stock - Common   TRICON GLOBAL RESTAURANT INC   3,840.00   66,188.63   138,240.00
Corporate Stock - Common   TRIDENT MICROSYSTEMS INC COM   200.00   1,406.67   1,106.26
Corporate Stock - Common   TRIGON HEALTHCARE INC CL A COM   3,800.00   137,529.42   272,412.50
Corporate Stock - Common   TRIKON TECHNOLOGIES INC COM NEW   150.00   5,663.33   1,650.00
Corporate Stock - Common   TRIMBLE NAV LTD COM   50.00   2,280.19   1,075.00
Corporate Stock - Common   TRIQUINT SEMICONDUCTOR INC COM   19,300.00   847,845.14   638,106.25
Corporate Stock - Common   TRITEAL CORP COM   1,000.00   4,009.59   55.00

66

Corporate Stock - Common   TRITON ENERGY LTD CL A ORD   11,210.00   229,888.64   271,842.50  
Corporate Stock - Common   TRIZETTO GROUP INC COM STK   1,500.00   33,334.05   26,062.50  
Corporate Stock - Common   TRSG CORP COM   15.00   386.20   21.57  
Corporate Stock - Common   TRUE N. COMMUNICATIONS   29,580.00   1,109,295.75   1,055,636.25  
Corporate Stock - Common   TRW INC COM   3,200.00   110,060.25   105,800.00  
Corporate Stock - Common   TUCKER ANTHONY SUTRO COM   3,000.00   51,783.00   51,375.00  
Corporate Stock - Common   TUMBLEWEED COMMUNICATIONS CORP COM   560.00   10,377.38   8,330.00  
Corporate Stock - Common   TUPPERWARE CORP COM   1,500.00   33,257.92   27,375.00  
Corporate Stock - Common   TVX GOLD INC COM NEW   2,000.00   19,655.72   3,875.00  
Corporate Stock - Common   TX BIOTECHNOLOGY CORP COM ISIN US88221T1043   13,100.00   211,597.75   115,935.00  
Corporate Stock - Common   TX INSTRS INC COM   74,947.54   2,457,585.96   2,796,480.24  
Corporate Stock - Common   TXU CORP COM   27,807.00   1,037,822.54   1,110,542.06  
Corporate Stock - Common   TYCO INTL LTD NEW COM   259,207.88   8,464,340.55   13,673,215.46  
Corporate Stock - Common   U S DIAGNOSTIC INC COM   1,925.00   14,384.64   1,597.75  
Corporate Stock - Common   U S ENERGY SYS INC COM   1,000.00   7,467.45   5,062.50  
Corporate Stock - Common   U S MICROBICS COM   800.00   781.74   700.00  
Corporate Stock - Common   U S PHYSICAL THERAPY COM   800.00   15,179.95   15,200.00  
Corporate Stock - Common   U S WIRELESS DATA INC CL A NEW   5,625.00   104,536.45   10,546.88  
Corporate Stock - Common   U.S AIR GROUP COM   4,468.00   155,326.98   172,297.25  
Corporate Stock - Common   U.S. CELLULAR CORP COM   100.00   9,422.75   5,650.00  
Corporate Stock - Common   UAL CORP COM STK PAR $0.01   2,378,738.35   144,033,061.17   83,553,184.58  
Corporate Stock - Common   UIL HLDG CORP COM   2,800.00   130,987.05   129,150.00  
Corporate Stock - Common   ULTIMATE SOFTWARE GROUP INC COM   500.00   4,529.95   1,750.00  
Corporate Stock - Common   ULTRAMAR-DIAMOND SHAMROCK CORP COM STK   51,000.00   1,451,764.75   1,405,687.50  
Corporate Stock - Common   ULTRATECH STEPPER INC COM   1,248.00   21,136.31   21,918.00  
Corporate Stock - Common   UN CMNTY BANCORP COM   100.00   1,562.00   1,200.00  
Corporate Stock - Common   UN PAC CORP COM   43,500.00   1,878,646.24   2,022,750.00  
Corporate Stock - Common   UN PLANTERS CORP COM   4,594.74   209,002.35   156,221.06  
Corporate Stock - Common   UNICAPITAL CORP NEW COM   187,900.00   28,538.07   5,881.27  
Corporate Stock - Common   UNIFY CORP COM   1,500.00   27,043.62   750.00  
Corporate Stock - Common   UNIONBANCAL CORP COM   14,100.00   528,337.15   331,350.00  
Corporate Stock - Common   UNISYS CORP COM   8,200.00   166,789.42   99,937.50  
Corporate Stock - Common   UNITED PARCEL SVC INC CL B   767.26   47,802.31   46,562.91  
Corporate Stock - Common   UNITEDGLOBALCOM CL A   28,800.00   1,056,459.63   435,600.00  
Corporate Stock - Common   UNITEDHEALTH GROUP INC COM   35,187.00   3,398,245.92   4,127,874.94  
Corporate Stock - Common   UNITIL CORP COM   775.09   21,105.44   20,055.48  
Corporate Stock - Common   UNIVIEW TECHNOLOGIES CORP COM PAR $0.10   200.00   1,723.47   143.76  
Corporate Stock - Common   UNOCAL CORP COM   44,400.00   1,625,513.22   1,515,150.00  
Corporate Stock - Common   UNOVA INC COM   17,000.00   302,617.54   68,000.00  
Corporate Stock - Common   UNUMPROVIDENT CORP COM   6,304.00   244,250.31   170,208.00  
Corporate Stock - Common   UNVL ACCESS INC COM   600.00   24,141.15   6,075.00  
Corporate Stock - Common   UNVL CORP VA COM   13,500.00   296,666.25   426,937.50  
Corporate Stock - Common   UNVL HEALTH SERVICES INC CL B COM   9,250.00   417,564.52   947,546.88  
Corporate Stock - Common   UNVL MED SYS INC   600.00   418.25   3.00  
Corporate Stock - Common   UPGRADE INTL CORP COM NEW   1,000.00   13,064.85   4,375.00  
Corporate Stock - Common   URS CORP NEW COM   3,800.00   101,228.20   52,725.00  
Corporate Stock - Common   US ONCOLOGY INC COM   500.00   6,455.41   2,375.00  
Corporate Stock - Common   USA EDUCATION INC COM   4,100.00   195,837.87   237,287.50  
Corporate Stock - Common   USA NETWORKS INC COM STK   64,600.00   1,237,445.38   1,086,087.50  
Corporate Stock - Common   USA TALKS COM INC COM   9,464.00   74,873.72   147.64  
Corporate Stock - Common   USA TECHNOLOGIES INC COM NEW   250.00   287.75   250.00  
Corporate Stock - Common   USABANCSHARES COM INC   1,600.00   18,348.57   0.00  
Corporate Stock - Common   USEC INC COM   200.00   1,842.45   912.50  
Corporate Stock - Common   USINTERNETWORKING INC COM   3,890.00   70,503.81   10,819.26  
Corporate Stock - Common   UST INC COM   19,400.00   461,802.78   460,750.00  
Corporate Stock - Common   USX - MARATHON GROUP COM NEW   36,810.99   888,357.96   970,889.91  
Corporate Stock - Common   USX-US STEEL GROUP COM   28,700.00   661,474.89   408,975.00  
Corporate Stock - Common   UTD HERITAGE CORP COM NEW   4,000.00   13,119.90   6,000.00  
Corporate Stock - Common   UTD STATIONERS INC COM   11,600.00   332,420.04   298,700.00  
Corporate Stock - Common   UTD TECHNOLOGIES CORP COM   36,801.75   1,716,510.34   2,606,023.78  
Corporate Stock - Common   UTI ENERGY CORP COM   9,500.00   204,682.95   212,562.50  
Corporate Stock - Common   UTILICORP UNITED INC COM   41,660.00   966,556.04   1,228,970.00  
Corporate Stock - Common   UTSTARCOM INC COM   150.00   3,962.02   2,540.63  
Corporate Stock - Common   V F CORP COM   32,968.00   891,609.82   888,075.50  
Corporate Stock - Common   VALENCE TECH INC COM   39,800.00   624,631.48   402,975.00  
Corporate Stock - Common   VALERO ENERGY CORP COM STK NEW   44,100.00   1,225,718.64   1,386,393.75  

67

Corporate Stock - Common   VALSPAR CORP COM   9,650.00   349,262.26   266,822.50  
Corporate Stock - Common   VALUE AMER INC COM   1,720.00   7,162.31   51.60  
Corporate Stock - Common   VANS INC COM   26,500.00   390,516.30   400,812.50  
Corporate Stock - Common   VARCO INTL INC DEL COM   19,645.00   334,546.55   310,636.56  
Corporate Stock - Common   VARIAN MED SYS INC COM ISIN #US9222091057   27,700.00   981,805.66   1,630,837.50  
Corporate Stock - Common   VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM   15,700.00   732,146.21   284,562.50  
Corporate Stock - Common   VASOMEDICAL INC COM   1,000.00   4,201.80   2,750.00  
Corporate Stock - Common   VAST SOLUTIONS INC CL B1   113.00   1,444.43   0.00  
Corporate Stock - Common   VAST SOLUTIONS INC CL B2   113.00   1,444.43   0.00  
Corporate Stock - Common   VAST SOLUTIONS INC CL B3   113.00   1,444.44   0.00  
Corporate Stock - Common   VENATOR GROUP INC COM STK   20,800.00   226,835.44   279,500.00  
Corporate Stock - Common   VENTRO CORP COM   1,550.00   24,747.98   2,954.77  
Corporate Stock - Common   VENTURE SEISMIC LTD COM   1,000.00   6,703.92   10.00  
Corporate Stock - Common   VERDX MINERALS CORP COM   1,750.00   9,985.00   105.00  
Corporate Stock - Common   VERISIGN INC COM   940.00   129,207.71   81,486.25  
Corporate Stock - Common   VERITAS DGC INC COM   24,260.00   644,516.83   595,886.25  
Corporate Stock - Common   VERITAS SOFTWARE CORP   40,553.00   4,953,444.02   3,956,452.06  
Corporate Stock - Common   VERIZON COMMUNICATIONS COM   125,819.19   4,987,822.01   7,069,465.69  
Corporate Stock - Common   VERSAR INC COM   160.00   614.71   270.00  
Corporate Stock - Common   VERTEL CORP COM   300.00   8,981.17   890.64  
Corporate Stock - Common   VERTEX PHARMACEUTICALS INC COM   11,400.00   688,606.22   636,975.00  
Corporate Stock - Common   VERTICAL COMPUTER SYS INC COM NEW   3,600.00   5,937.15   370.80  
Corporate Stock - Common   VERTICALNET INC OC-COM   15,085.00   396,518.95   134,822.19  
Corporate Stock - Common   VESTAS WIND SYS COM ISIN# DK0010242056   1,000.00   11,181.50   45,500.00  
Corporate Stock - Common   VIACOM COM CL B   171,340.00   7,787,135.41   8,759,757.51  
Corporate Stock - Common   VIADOR INC COM   100.00   4,767.45   156.25  
Corporate Stock - Common   VIASAT INC COM   400.00   7,248.91   4,850.00  
Corporate Stock - Common   VIATEL INC COM   700.00   4,930.79   3,893.75  
Corporate Stock - Common   VIC CORP OC-COM   2,000.00   19,809.90   5,562.60  
Corporate Stock - Common   VICAL INC COM   300.00   4,462.72   4,425.00  
Corporate Stock - Common   VIDESH SANCHAR ADR REP 1/2 SHS INR10(144A)   11,100.00   270,940.90   103,428.69  
Corporate Stock - Common   VIEW SYS INC COM   6,500.00   13,787.38   3,250.00  
Corporate Stock - Common   VIGNETTE CORP COM   308.00   9,686.31   4,851.00  
Corporate Stock - Common   VINTAGE PETE INC COM   53,700.00   999,348.46   1,030,368.75  
Corporate Stock - Common   VIRATA CORP COM   250.00   15,263.02   3,562.50  
Corporate Stock - Common   VIROPHARMA INC COM   2,400.00   52,049.18   37,200.00  
Corporate Stock - Common   VISHAY INTERTECHNOLOGY INC COM   1,800.00   66,479.84   33,975.00  
Corporate Stock - Common   VISTA INFORMATION SOLUTIONS INC COM NEW   5,500.00   19,074.13   4,812.50  
Corporate Stock - Common   VISTEON CORP COM   4,621.01   40,559.05   68,737.54  
Corporate Stock - Common   VISUAL DATA CORP COM NEW   300.00   5,366.95   609.39  
Corporate Stock - Common   VISUAL NETWORKS INC COM   500.00   26,480.88   1,156.25  
Corporate Stock - Common   VISX INC DEL COM   5,000.00   140,813.86   82,187.50  
Corporate Stock - Common   VITESSE SEMICONDUCTOR CORP COM   1,600.00   98,696.36   69,000.00  
Corporate Stock - Common   VIVUS INC COM   4,000.00   21,692.50   8,125.20  
Corporate Stock - Common   VIXEL CORP DEL COM STK   2,000.00   27,184.96   5,437.60  
Corporate Stock - Common   VOICE POWERED TECH INTL INC COM   4,600.00   9,721.50   138.00  
Corporate Stock - Common   VORNADO OPER CO COM   4.00   30.50   10.00  
Corporate Stock - Common   VOXEL COM   1,213.00   5,105.73   7.28  
Corporate Stock - Common   VTEL CORP   560.00   4,364.68   787.53  
Corporate Stock - Common   VULCAN MATERIALS CO COM   2,600.00   125,099.66   111,475.00  
Corporate Stock - Common   W COAST ENTMT CORP COM   5,000.00   12,725.00   25.00  
Corporate Stock - Common   WA MUT INC COM   17,761.90   521,878.01   807,056.11  
Corporate Stock - Common   WA REAL ESTATE INVT TR SH BEN INT   1,700.00   29,260.14   36,018.75  
Corporate Stock - Common   WACHOVIA CORP COM NEW   17,404.00   956,665.14   871,287.75  
Corporate Stock - Common   WACKENHUT CORRECTIONS CORP COM   2,100.00   33,864.52   13,912.50  
Corporate Stock - Common   WADDELL & REED FINL INC CL A COM   38,760.00   859,699.54   1,225,785.00  
Corporate Stock - Common   WADE COOK FINL CORP COM   33,500.00   35,795.51   4,690.00  
Corporate Stock - Common   WALGREEN CO COM   28,778.04   255,461.04   1,282,421.50  
Corporate Stock - Common   WALL STR FINL CORP   7,000.00   1,126.90   700.00  
Corporate Stock - Common   WALLACE COMPUTER SVCS INC COM   159.22   3,255.46   2,477.78  
Corporate Stock - Common   WAL-MART STORES INC COM   182,330.70   5,298,794.54   9,515,383.15  
Corporate Stock - Common   WALT DISNEY INTERNET GROUP COM   15,499.00   197,874.45   71,682.88  
Corporate Stock - Common   WARNACO GROUP INC CL A COM   30,800.00   126,705.04   73,150.00  
Corporate Stock - Common   WASTE MGMT INC DEL COM STK   17,680.53   787,290.47   423,227.68  
Corporate Stock - Common   WATCHGUARD TECHNOLOGIES INC COM   9,200.00   387,603.13   209,300.00  
Corporate Stock - Common   WATSON PHARMACEUTICALS INC COM   2,900.00   134,971.78   133,400.00  

68

Corporate Stock - Common   WATTS INDS INC CL A   3,500.00   48,601.00   35,218.75  
Corporate Stock - Common   WAVE SYS CORP CL A   1,673.00   42,422.83   8,992.38  
Corporate Stock - Common   WAVERIDER COMMUNICATIONS INC COM   246.00   2,023.29   492.00  
Corporate Stock - Common   WD 40 CO COM   1,048.60   19,905.64   21,037.52  
Corporate Stock - Common   WEBB DEL CORP COM   200.89   5,021.63   4,871.66  
Corporate Stock - Common   WEBMD CORP COM STK COM   43,961.00   650,173.42   329,707.50  
Corporate Stock - Common   WEBVAN GROUP INC COM STK   500.00   1,463.61   343.75  
Corporate Stock - Common   WEGENER CORP COM   1,200.00   5,151.38   975.00  
Corporate Stock - Common   WEIS MKT INC COM   16,600.00   596,208.92   592,412.50  
Corporate Stock - Common   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   7,000.00   454,462.92   754,687.50  
Corporate Stock - Common   WELLS FARGO & CO NEW COM STK   64,880.07   853,214.38   3,077,748.23  
Corporate Stock - Common   WENDY S INTL INC COM   3,202.51   52,373.04   86,067.32  
Corporate Stock - Common   WESTN COPPER HLDGS LTD COM   34,000.00   50,532.45   21,297.60  
Corporate Stock - Common   WESTN DIGITAL CORP COM   550.00   3,553.88   1,787.50  
Corporate Stock - Common   WESTN GAS RES INC COM   200.00   5,019.95   4,862.50  
Corporate Stock - Common   WESTN PAC AIRLS INC COM   2,000.00   952.27   12.00  
Corporate Stock - Common   WESTN RES INC COM   40,000.00   950,615.05   915,000.00  
Corporate Stock - Common   WESTN WIRELESS CORP CL A   17,760.00   867,789.09   704,850.00  
Corporate Stock - Common   WESTPORT RES CORP COM   23,510.00   359,353.20   414,363.75  
Corporate Stock - Common   WESTVACO CORP COM   32,380.00   958,853.12   892,473.76  
Corporate Stock - Common   WESTWOOD 1 INC COM   33,270.00   1,187,477.66   609,256.88  
Corporate Stock - Common   WEYERHAEUSER CO COM   22,765.00   871,374.06   995,968.75  
Corporate Stock - Common   WEYMIN MNG CORP COM   3,000.00   1,899.90   39.30  
Corporate Stock - Common   W-H ENERGY SVCS INC COM   15,300.00   252,450.00   202,725.00  
Corporate Stock - Common   WHIRLPOOL CORP COM   22,900.00   995,442.24   895,962.50  
Corporate Stock - Common   WHITEHALL ENTERPRISES INC COM   200,500.00   20,266.14   10,426.00  
Corporate Stock - Common   WHOLE FOODS MKT INC COM   25,470.00   1,039,100.13   1,494,770.63  
Corporate Stock - Common   WIDEPOINT CORP COM   1,100.00   5,959.90   171.93  
Corporate Stock - Common   WILLAMETTE IND INC COM   2,900.00   98,979.14   142,462.50  
Corporate Stock - Common   WILLAMETTE VY VINEYARD INC COM   1,000.00   1,895.45   1,500.00  
Corporate Stock - Common   WILLIAMS CO INC COM   11,609.00   210,039.44   410,668.38  
Corporate Stock - Common   WILLIAMS COMMUNICATIONS GROUP INC COM   100.00   3,670.14   1,087.50  
Corporate Stock - Common   WILLIAMS CTLS INC COM   400.00   1,192.65   262.52  
Corporate Stock - Common   WIND RIV SYS INC COM   642.00   23,396.26   25,680.00  
Corporate Stock - Common   WINK COMMUNICATIONS INC COM   300.00   9,312.28   3,037.50  
Corporate Stock - Common   WINN-DIXIE STORES INC COM   3,700.00   95,041.00   80,012.50  
Corporate Stock - Common   WINNEBAGO INDS INC COM   2,037.00   42,042.20   24,698.63  
Corporate Stock - Common   WINSTAR COMMUNICATIONS INC COM   33,060.00   810,002.86   483,502.50  
Corporate Stock - Common   WIRELESS FACS INC COM   11,880.00   664,033.12   379,417.50  
Corporate Stock - Common   WIS ENERGY COM   23,000.00   572,290.40   490,187.50  
Corporate Stock - Common   WIT SOUNDVIEW GROUP INC COM   310.00   6,034.53   1,617.83  
Corporate Stock - Common   WMS INDS INC COM   10,800.00   193,720.68   189,675.00  
Corporate Stock - Common   WORKFLOW MGMT INC COM   2,000.00   53,559.90   12,500.00  
Corporate Stock - Common   WORLD ACCESS INC (NEW)   5,641.00   89,524.81   17,275.56  
Corporate Stock - Common   WORLD WIDE WIRELESS COMMUNICATIONS INC COM   8,300.00   13,353.88   4,150.00  
Corporate Stock - Common   WORLDCOM INC GA NEW COM STK ISIN# US98157D1063   100,320.00   2,371,954.24   1,498,530.01  
Corporate Stock - Common   WORTHINGTON INDS INC COM   31,050.00   482,177.15   285,271.88  
Corporate Stock - Common   WPS RES CORP COM   4,800.00   145,860.48   152,400.00  
Corporate Stock - Common   WRIGLEY WM JR CO CAP   3,000.00   109,108.27   272,437.50  
Corporate Stock - Common   WSI INTERACTIVE MARKETING INC COM   5,000.00   19,191.26   475.00  
Corporate Stock - Common   XATA CORP COM NEW   1,000.00   6,964.44   3,375.00  
Corporate Stock - Common   XCEL ENERGY INC COM   25,660.00   618,378.50   699,235.00  
Corporate Stock - Common   XCELERA INC   334.00   9,703.18   1,690.88  
Corporate Stock - Common   XEROX CORP COM   143,492.23   2,125,666.33   995,477.34  
Corporate Stock - Common   XICOR INC COM   100.00   1,174.02   421.88  
Corporate Stock - Common   XILINX INC COM   43,200.00   2,963,323.37   1,684,800.00  
Corporate Stock - Common   XIRCOM COM   1,000.00   14,529.95   14,437.50  
Corporate Stock - Common   XO COMMUNICATIONS INC CL A   1,295.00   63,866.88   19,263.13  
Corporate Stock - Common   XOMA CORP COM BERMUDA   750.00   8,430.94   6,773.48  
Corporate Stock - Common   XYBERNAUT CORP COM   100.00   2,496.83   250.00  
Corporate Stock - Common   YAHOO INC COM   67,456.00   7,801,618.44   2,672,944.00  
Corporate Stock - Common   YANKEE CANDLE CO COM ISIN US9847571042   300.00   5,566.15   3,843.75  
Corporate Stock - Common   YELLOW CORP COM   8,500.00   151,613.96   154,062.50  
Corporate Stock - Common   ZALE CORP NEW COM STK   33,280.00   1,100,478.87   798,720.00  
Corporate Stock - Common   ZAMBA CORP COM   2,000.00   10,301.54   5,437.60  

69

Corporate Stock - Common   ZANE INTERACTIVE PUBG INC COM   132.00   558.55   7.92  
Corporate Stock - Common   ZI CORP COM   500.00   5,185.61   2,812.50  
Corporate Stock - Common   ZIONS BANCORP COM   14,440.00   731,622.46   788,785.00  
Corporate Stock - Common   ZIXIT CORP   800.00   34,707.52   9,050.00  
Corporate Stock - Common   ZOLTEK COS INC COM   55.00   1,926.75   213.13  
Corporate Stock - Common   ZOMAX INC COM   12,000.00   77,637.22   57,000.00  
Corporate Stock - Common   ZONAGEN INC COM   100.00   2,899.50   250.00  
Corporate Stock - Common   ZORAN CORP COM   242.00   11,525.23   6,337.38  
Partnership/Joint Venture Interests   ##ALLIANCE CAP MGMT HLDG L P   100.00   4,767.45   4,550.00  
Partnership/Joint Venture Interests   ##MFO STRONG INTL STK FD OPEN END   39,846.11   684,970.30   485,889.22  
Partnership/Joint Venture Interests   DIAMONDS TR SER 1 UNIT   400.00   43,618.31   41,762.31  
Partnership/Joint Venture Interests   LANGUAGE WARE NET COMPANY LTD   20,000.00   18,786.07   3,000.00  
Partnership/Joint Venture Interests   M.LYNCH & CO INC 2002 NIKKEI 225 MKT INDEX TARGET TERM SECS   400.00   4,049.01   3,575.00  
Partnership/Joint Venture Interests   MLP ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTNERSHIP INT   2,400.00   47,650.80   109,200.00  
Partnership/Joint Venture Interests   MLP CROWN PAC PARTNERS L P UNIT REPSTG LTD PARTNERSHIP INT   400.00   10,890.70   7,450.00  
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   1,450.00  
Partnership/Joint Venture Interests   PBHG LARGE CAP 20 FD   584.58   20,925.44   17,309.27  
Partnership/Joint Venture Interests   SPECTRA FD INC COM STK   1,849.18   19,402.62   16,864.55  
Partnership/Joint Venture Interests   TORCH ENERGY RTY TR UNIT BEN INT COM STK   273.66   1,503.11   1,864.28  
Partnership/Joint Venture Interests   WILLIAMS COAL SEAM GAS RTY TR TR UNIT   67.00   578.51   527.63  
Real Estate - Income Producing   AVALONBAY CMNTYS REIT   154.00   4,974.20   7,209.13  
Real Estate - Income Producing   BSTN PPTYS INC COM STK   100.00   3,210.30   4,243.75  
Real Estate - Income Producing   CAP AUTOMOTIVE REIT COM SH BEN INT   5,600.00   78,498.00   70,350.00  
Real Estate - Income Producing   CBL & ASSOC PPTYS INC COM   4,400.00   107,448.88   100,925.00  
Real Estate - Income Producing   COML NET LEASE RLTY INC COM   16,377.46   192,237.55   163,774.56  
Real Estate - Income Producing   COUSINS PROPS INC COM   6,900.00   181,561.50   190,181.25  
Real Estate - Income Producing   DUKE-WEEKS RLTY CORP INC COM NEW   274.00   5,983.00   6,233.50  
Real Estate - Income Producing   EQTY OFFICE PPTYS TR REIT   6.23   158.71   188.73  
Real Estate - Income Producing   EQTY RESDNTL PPTYS TR SH BEN INT   595.64   26,732.51   30,377.49  
Real Estate - Income Producing   ESSEX PPTY TR REIT   0.00   0.02   0.05  
Real Estate - Income Producing   FELCOR LODGING TR INC COM   14,200.00   304,984.32   314,175.00  
Real Estate - Income Producing   FRANCHISE FIN CORP MD   1,027.22   24,315.10   20,865.41  
Real Estate - Income Producing   GLIMCHER RLTY TR COM   2,669.15   40,133.45   32,697.03  
Real Estate - Income Producing   HOSPITALITY PROPS TR COM   11,300.00   272,667.87   244,362.50  
Real Estate - Income Producing   HOST MARRIOTT CORP REIT   1,113.85   11,886.53   13,226.98  
Real Estate - Income Producing   INNKEEPERS USA TR COM   10,000.00   103,233.08   100,625.00  
Real Estate - Income Producing   ISTAR FINL INC COM   517.00   14,250.36   10,210.75  
Real Estate - Income Producing   KIMCO RLTY CORP COM   307.00   10,788.54   12,663.75  
Real Estate - Income Producing   LIBERTE INVS INC REIT   5,000.00   19,223.51   15,937.50  
Real Estate - Income Producing   LTC PPTYS INC COM   1,000.00   6,211.78   3,625.00  
Real Estate - Income Producing   MEDITRUST PAIRED CTF NEW COM STK   950.00   4,262.53   2,493.75  
Real Estate - Income Producing   MERISTAR HOSPITALITY CORP REIT   12,300.00   275,233.41   231,393.75  
Real Estate - Income Producing   NATL HLTH INVS INC COM   889.34   19,883.52   5,613.93  
Real Estate - Income Producing   NEW PLAN EXCEL RLTY TR INC   200.00   3,923.62   2,724.99  
Real Estate - Income Producing   PAC GULF PPTYS INC COM   4,800.00   122,752.80   131,100.00  
Real Estate - Income Producing   RECKSON ASSOCS RLTY CORP REIT   15,000.00   359,212.50   351,562.50  
Real Estate - Income Producing   RFS HOTEL INVS INC COM   7,200.00   87,379.20   91,350.00  
Real Estate - Income Producing   SIMON PPTY GROUP INC COM   1,624.83   38,324.89   37,269.52  
Real Estate - Income Producing   SMITH CHARLES E RESDNTL RLTY INC COM   12,150.00   527,783.88   552,065.63  
Real Estate - Income Producing   SOVRAN SELF STORAGE INC   428.37   8,683.83   7,764.26  
Real Estate - Income Producing   SPIEKER PPTYS INC   245.94   9,693.28   12,850.37  
Real Estate - Income Producing   SUMMIT PPTY INC COM   500.00   9,806.10   12,093.75  
Real Estate - Income Producing   VORNADO RLTY TR COM   10,678.43   395,355.55   394,434.36  
Real Estate - Income Producing   WINSTON HOTELS INC COM   200.00   1,879.95   1,475.00  
Real Estate - Income Producing   WYNDHAM INTL INC CL A   235.00   5,341.84   352.50  
Loans to Participants/Other   &&& PARTICIPANT LOANS OUTSTANDING   17,613,844.19   17,613,844.19   17,613,844.19  
Loans to Participants/Other   &&& UAL - LOAN ASSET   303,229.00   303,229.00   303,229.00  
Value of Interest in Common/Collective Trusts   CF SCHWAB SHORT TERM BD MKT INDEX FD   528.24   5,092.62   51.45  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   82,223,489.42   82,223,489.42   82,223,489.42  

70

Value of Interest in Registered Investment Companies   ##MFO FIDELITY MT VERNON STR TR GROWTH   53,725.34   3,321,949.52   4,016,506.72  
Value of Interest in Registered Investment Companies   ##MFO INVESCO SECTOR FDS INC TECH FD#55 CL II DO NOT USE SEE SEC #2424236   4,300.93   354,867.91   276,463.65  
Value of Interest in Registered Investment Companies   ##MFO SCUDDER INVT TR GROWTH & INC N/C INVT TR SCUDDER GROWTH & INC SEE 2423858   1,954.90   51,174.76   50,064.89  
Value of Interest in Registered Investment Companies   #REORG KEMPER HI INC N/C TO SCUDDERHIGH INC TR 4812968 @1 EFF 1/2/01   3,000.00   22,108.50   21,562.50  
Value of Interest in Registered Investment Companies   #REORG MFC MORGAN STANLEY EMERGING MKTS FD N/C MFC M/S/D/W EMERGING MKTS 2589378   500.00   8,092.88   5,218.75  
Value of Interest in Registered Investment Companies   #REORG MFO BERGER 100D FD INC N/C TO BERGER GROWTH FD #2-066406 EFF 01-31-00   2,916.82   45,585.85   54,777.86  
Value of Interest in Registered Investment Companies   ISHARES TR DOW JONES U S ENERGY SECTOR INDEX FD   200.00   10,134.17   9,787.50  
Value of Interest in Registered Investment Companies   MFB NORTHN FDS TECH FD   700.37   43,127.03   23,280.37  
Value of Interest in Registered Investment Companies   MFC 1ST AUSTRALIA PRIME INC FD INC   3,595.95   16,927.62   13,772.50  
Value of Interest in Registered Investment Companies   MFC ASIA TIGERS FD INC   516.00   4,984.44   3,547.50  
Value of Interest in Registered Investment Companies   MFC BRAZIL FD   340.00   6,748.24   4,887.50  
Value of Interest in Registered Investment Companies   MFC CENT EUROPEAN EQTY FD   600.00   9,029.95   6,750.00  
Value of Interest in Registered Investment Companies   MFC CHILE FD INC COM CLOSED END FD   150.80   1,934.66   1,310.04  
Value of Interest in Registered Investment Companies   MFC DUFF & PHELPS UTILS INC INC CLOSED END FD   450.00   4,336.46   4,528.13  
Value of Interest in Registered Investment Companies   MFC H & Q LIFE SCI INVESTORS SH BEN INT   224.00   3,490.54   4,830.00  
Value of Interest in Registered Investment Companies   MFC ISHARES INC MSCI HONG KONG INDEX FD   250.00   2,128.86   2,625.00  
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S FINL SVCS COMPOSITE   100.00   8,784.63   8,950.00  
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR   40.03   2,676.81   2,790.70  
Value of Interest in Registered Investment Companies   MFC JAKARTA GROWTH FD INC CLOSED END FD   750.00   6,876.17   937.50  
Value of Interest in Registered Investment Companies   MFC KOREA FD INC CLOSED END FD   500.00   4,231.34   4,840.00  
Value of Interest in Registered Investment Companies   MFC SCUDDER GLOBAL HI INC FD INC COM   446.71   2,331.01   2,205.62  
Value of Interest in Registered Investment Companies   MFC SECTOR SPDR TR SHS BEN INT-ENERGY   300.00   9,231.49   9,060.93  
Value of Interest in Registered Investment Companies   MFC SINGAPORE FD INC COM CLOSED END FD   1,000.00   11,728.97   6,062.50  
Value of Interest in Registered Investment Companies   MFC SO AFRICA FD INC COM   200.00   2,920.75   2,250.00  
Value of Interest in Registered Investment Companies   MFC SWISS HELVETIA FD INC COM CLOSED ENDFD   0.54   10.87   7.82  
Value of Interest in Registered Investment Companies   MFC TEMPLETON DRAGON FD INC COM   3,000.00   40,354.39   21,937.50  
Value of Interest in Registered Investment Companies   MFC TEMPLETON VIETNAM & S E ASIA FD INC   104.69   1,188.68   595.42  
Value of Interest in Registered Investment Companies   MFC VAN KAMPEN SR INC TR   3,121.92   27,328.13   24,194.86  
Value of Interest in Registered Investment Companies   MFO 3RD AVE FD   281.85   8,744.41   10,234.01  
Value of Interest in Registered Investment Companies   MFO 59 WALL STR FD INC PAC BASIN EQTY FDOPEN END FD   195.57   9,000.00   6,637.54  
Value of Interest in Registered Investment Companies   MFO ACCESSOR FDS INC MTG SECS PORTFOLIO ADVISOR   419.34   5,138.64   5,191.42  
Value of Interest in Registered Investment Companies   MFO ADVISORS INNER CIRCLE FD PIN OAK AGGRESSIVE GROWTH STK FD   1,572.96   114,690.34   75,045.83  
Value of Interest in Registered Investment Companies   MFO AIM CONSTELLATION FD OPEN END FD   34,938.79   1,160,173.82   1,229,845.27  

71

Value of Interest in Registered Investment Companies   MFO AIM EQTY FD INC CHARTER FD RETAIL CLDBTFL   14,629.56   252,238.45   226,611.83  
Value of Interest in Registered Investment Companies   MFO AIM EQTY FDS INC WEINGARTEN CL A   10,700.91   293,675.12   248,261.20  
Value of Interest in Registered Investment Companies   MFO AIM INTERNATIONAL EQUITY FUND   26,544.07   583,689.75   525,041.67  
Value of Interest in Registered Investment Companies   MFO AIM VALUE FD CL A   69,579.49   903,155.64   940,714.07  
Value of Interest in Registered Investment Companies   MFO AL FRANK FD   655.17   8,629.50   9,061.00  
Value of Interest in Registered Investment Companies   MFO AMER CENTY CAP PORTFOLIOS INC EQTY INC FD INV   29.11   162.01   181.08  
Value of Interest in Registered Investment Companies   MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV   2,003.76   11,525.04   12,142.79  
Value of Interest in Registered Investment Companies   MFO AMER CENTY GLOBAL GOLD EQUITIES I   17,595.10   128,536.92   64,574.02  
Value of Interest in Registered Investment Companies   MFO AMER CENTY GOVT INC TR BENHAM LONG-TERM TREAS   5,885.12   57,983.32   60,263.64  
Value of Interest in Registered Investment Companies   MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV   2,640.55   39,111.40   52,362.13  
Value of Interest in Registered Investment Companies   MFO AMER CENTY QUANTITATIVE EQTY FDS UTILS FD INV CL   1,314.15   21,987.49   20,461.28  
Value of Interest in Registered Investment Companies   MFO AMER CENTY QUANTITATIVE EQTY FDS INC& GROWTH INV CL   142.68   4,055.20   4,261.94  
Value of Interest in Registered Investment Companies   MFO AMER CENTY TARGET MATS TR 2005   316.61   23,213.50   25,106.86  
Value of Interest in Registered Investment Companies   MFO AMER CENTY TARGET MATS TR BENHAM TARGET MATS TR 2025 INVS CL   1,719.40   50,000.00   54,470.43  
Value of Interest in Registered Investment Companies   MFO AMER CENTY WORLD MUT FDS INC 20TH CENTY INTL DISCOVERY FD INV   6,517.33   79,843.62   92,741.58  
Value of Interest in Registered Investment Companies   MFO AMER CENTY WORLD MUT FDS INC 20TH CENTY INTL GROWTH FD INV   1,681.97   23,674.95   20,267.68  
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC HLTH & BIOTECHNOLOGY FD CL D   428.97   5,975.58   5,722.49  
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC INTERNET B2B FD CL D   375.59   5,975.58   4,349.29  
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC TECH FD CL D   683.98   20,884.32   9,076.44  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY CAP PORTFOLIOS INC SMALLCAP VALUE FD INV CL   335.57   2,000.00   1,989.93  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY ULTRA INV FD   6,292.52   198,991.52   228,859.10  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY EMERGING MKTS FD INV   436.59   3,615.00   2,043.26  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC LIFE SCIENCES FD INV CL   497.09   2,500.00   2,624.62  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC TECH FD INV CL   3,400.00   17,000.00   10,846.00  
Value of Interest in Registered Investment Companies   MFO ARTISAN FDS INC MID CAP FD INV SHS   1,018.00   31,064.42   24,981.72  
Value of Interest in Registered Investment Companies   MFO ARTISAN INC INTL FD   6,418.02   159,076.95   133,944.12  
Value of Interest in Registered Investment Companies   MFO AXA ROSENBERG VALUE MKT NUETRAL FDINV SHS   5,783.48   57,702.24   45,053.30  
Value of Interest in Registered Investment Companies   MFO BABSON D L BD TR PORTFOLIO L   6,831.76   10,180.51   10,315.95  
Value of Interest in Registered Investment Companies   MFO BABSON VALUE FD INC OPEN END FD   267.99   11,966.41   11,443.04  
Value of Interest in Registered Investment Companies   MFO BARON AST FD IOPPORTUNITY FD #580   2,923.55   29,206.08   18,272.21  
Value of Interest in Registered Investment Companies   MFO BARON AST FD SH BEN INT   1,928.28   92,397.56   97,358.76  
Value of Interest in Registered Investment Companies   MFO BARON AST FD SMALL CAP FD   2,571.71   34,878.09   34,769.53  
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR NEW GENERATION FD   2,135.91   79,204.44   45,537.54  

72

Value of Interest in Registered Investment Companies   MFO BERGER SMALL CAP VALUE INVESTOR FD   922.89   17,476.48   22,804.66  
Value of Interest in Registered Investment Companies   MFO BERGER SMALL CO FD OPEN END FD   24,780.06   180,135.05   134,803.52  
Value of Interest in Registered Investment Companies   MFO BERKSHIRE FDS FOCUS FD   77.90   4,526.02   2,589.30  
Value of Interest in Registered Investment Companies   MFO BRAMWELL FDS INC FOCUS FD   1,925.76   20,967.61   21,125.62  
Value of Interest in Registered Investment Companies   MFO BRAMWELL FDS INC GROWTH FD   2,171.18   62,146.53   55,538.73  
Value of Interest in Registered Investment Companies   MFO BRANDES INVT TR INSTL INTL EQTY FD   2,481.78   45,482.63   55,418.08  
Value of Interest in Registered Investment Companies   MFO BRANDYWINE FD INC COM OPEN END FD   1,811.95   55,914.61   50,897.59  
Value of Interest in Registered Investment Companies   MFO BRIDGEWAY FD INC AGGRESSIVE GROWTH PORTFOLIO   139.52   7,305.44   5,638.12  
Value of Interest in Registered Investment Companies   MFO CAPPIELLO RUSHMORE TR GOLD FD   5,945.57   64,568.91   17,301.61  
Value of Interest in Registered Investment Companies   MFO CHOICE FDS BALANCED FD   5,550.19   59,973.54   55,113.42  
Value of Interest in Registered Investment Companies   MFO CHOICE FDS FOCUS FD   1,688.08   21,084.14   16,931.46  
Value of Interest in Registered Investment Companies   MFO CITIZENS INVT TR GLOBAL EQTY PORTFOLIO   521.10   16,026.54   12,865.84  
Value of Interest in Registered Investment Companies   MFO CLIPPER FD INC COM OPEN END FD   671.78   52,224.73   55,885.71  
Value of Interest in Registered Investment Companies   MFO COHEN & STEERS RLTY SHS INC COM   4,885.14   218,479.56   206,592.44  
Value of Interest in Registered Investment Companies   MFO COLUMBIA SPL FD INC OPEN END FD   518.27   20,000.00   16,112.98  
Value of Interest in Registered Investment Companies   MFO DODGE & COX BALANCED FD COM   56.60   3,783.43   3,790.57  
Value of Interest in Registered Investment Companies   MFO DODGE & COX FD OPEN END FD   84.30   7,862.76   8,504.62  
Value of Interest in Registered Investment Companies   MFO DOMINI SOCIAL INDEX FD SH BEN INT   82.40   3,023.33   2,976.93  
Value of Interest in Registered Investment Companies   MFO DRESDNER RCM GLOBAL HEALTHCARE FD   6,518.73   154,327.25   149,865.60  
Value of Interest in Registered Investment Companies   MFO DREYFUS 3RD CENTY FD INC OPEN END FD   28,751.93   411,625.59   365,436.97  
Value of Interest in Registered Investment Companies   MFO DREYFUS A BDS PLUS INC COM   745.01   10,154.13   10,199.17  
Value of Interest in Registered Investment Companies   MFO DREYFUS APPRECIATION FD INC   2,321.98   84,539.44   106,973.48  
Value of Interest in Registered Investment Companies   MFO DREYFUS FOUNDERS FDS INC BALANCED FDCL F   583.43   6,508.46   5,379.21  
Value of Interest in Registered Investment Companies   MFO DREYFUS FOUNDERS FDS INC GROWTH FD CL F   1,071.06   18,630.04   18,797.12  
Value of Interest in Registered Investment Companies   MFO DREYFUS GNMA FD INC COM   1,338.28   18,950.00   19,110.60  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & INC FD INC   13,191.36   251,439.81   235,070.05  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC EMERGING LEADERS FD   150.46   5,617.05   5,389.62  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC TECH GROWTH FD   618.52   13,486.82   24,493.35  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH OPPORTUNITY FD INC COM   2,606.19   26,532.04   24,784.85  
Value of Interest in Registered Investment Companies   MFO DREYFUS INDEX FDS INTL STK FD   492.59   7,117.90   6,713.97  
Value of Interest in Registered Investment Companies   MFO DREYFUS INDEX FDS S&P 500 INDEX FD   193.58   7,401.77   7,475.91  
Value of Interest in Registered Investment Companies   MFO DREYFUS PREMIER STRATEGIC INVESTING CL A   8,806.91   191,093.31   169,356.94  
Value of Interest in Registered Investment Companies   MFO DREYFUS SHORT TERM INC FD   435.20   5,100.87   5,135.31  

73

Value of Interest in Registered Investment Companies   MFO DREYFUS/LAUREL FDS INC PREMIER BALANCED CL A FD   310.54   5,069.24   4,505.98  
Value of Interest in Registered Investment Companies   MFO EATON VANCE SPL INVT TR EV CLASSIC SPL EQUITIES FD   1,126.26   13,158.37   12,287.47  
Value of Interest in Registered Investment Companies   MFO EVERGREEN GLOBAL OPPORTUNITIES FD   21,733.28   655,343.79   399,022.92  
Value of Interest in Registered Investment Companies   MFO EVERGREEN OMEGA FD   23,224.84   796,531.02   649,598.78  
Value of Interest in Registered Investment Companies   MFO EXCELSIOR VALUE & RESTRUCTURING FD   2,649.96   84,413.23   82,281.26  
Value of Interest in Registered Investment Companies   MFO FEDT EQTY FDS COMMUNICATIONS TECH FDCL A   245.22   5,000.00   2,457.08  
Value of Interest in Registered Investment Companies   MFO FEDT HI YIELD TR SH BEN INT OPEN ENDFD   386.61   3,476.97   2,551.59  
Value of Interest in Registered Investment Companies   MFO FID AGGRESSIVE GROWTH FD   483.29   21,470.00   19,394.35  
Value of Interest in Registered Investment Companies   MFO FID CAP TR CAP APPRECIATION FD   752.49   16,812.04   19,421.69  
Value of Interest in Registered Investment Companies   MFO FID CHINA REGION FD   352.01   5,439.38   5,058.44  
Value of Interest in Registered Investment Companies   MFO FID EQTY INC FD SH BEN INT   247,960.48   12,068,517.08   13,280,763.09  
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS DEVELOPING COMMUNICATIONS PORTFOLIO   81.34   3,403.41   3,699.16  
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS MONEY MKT PORTFOLIO   9,323.54   9,348.54   9,323.54  
Value of Interest in Registered Investment Companies   MFO FIDELITY BALANCED FD OPEN END FD   8,804.27   139,404.72   133,120.56  
Value of Interest in Registered Investment Companies   MFO FIDELITY COMWLTH TR SMALL CAP STK OPEN END FD   1,290.12   17,140.51   21,777.29  
Value of Interest in Registered Investment Companies   MFO FIDELITY CONV SEC FD   1,329.06   27,932.16   31,950.70  
Value of Interest in Registered Investment Companies   MFO FIDELITY DEVONSHIRE TR MID-CAP STK FD   1,562.98   31,860.50   39,121.36  
Value of Interest in Registered Investment Companies   MFO FIDELITY DVD GROWTH FD OPEN END FD   1,249.61   35,824.76   37,625.88  
Value of Interest in Registered Investment Companies   MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD   3,288.90   58,522.93   57,983.32  
Value of Interest in Registered Investment Companies   MFO FIDELITY FD OPEN END FD   1,662.84   59,597.57   56,819.38  
Value of Interest in Registered Investment Companies   MFO FIDELITY GROWTH COMPANY FUND   92,492.35   9,091,584.51   6,914,727.92  
Value of Interest in Registered Investment Companies   MFO FIDELITY INVT TR INTL VALUE FD   1,849.83   28,623.13   25,620.13  
Value of Interest in Registered Investment Companies   MFO FIDELITY INVT TR S.E. ASIA FD   173.28   2,641.43   2,034.31  
Value of Interest in Registered Investment Companies   MFO FIDELITY LOW PRICED STOCK FUND   31,202.31   754,054.21   697,995.76  
Value of Interest in Registered Investment Companies   MFO FIDELITY MAGELLAN FD INC OPEN END FD   22,209.31   2,654,964.78   2,670,891.98  
Value of Interest in Registered Investment Companies   MFO FIDELITY NEW LATIN AMER FD OPEN END FD   146.39   2,419.13   2,030.48  
Value of Interest in Registered Investment Companies   MFO FIDELITY OTC PORTFOLIO OPEN END FD   131,955.78   8,034,891.46   5,840,362.73  
Value of Interest in Registered Investment Companies   MFO FIDELITY OVERSEAS FD OPEN END FD   16,030.60   620,384.05   625,033.10  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT AMER GOLD FD OPEN END FD   1,651.71   29,257.66   17,970.62  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS BIOTECHNOLOGY PORTFOLIO   283.75   28,244.32   22,858.82  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS BOKERAGE & INVT MGMT PORTFOLIO   306.06   19,636.70   16,465.81  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS ELECTRS   1,563.78   167,604.92   106,837.45  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS ENERGY PORTFOLIO   1,072.85   23,919.61   29,599.96  

74

Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS ENERGY SVC PORTFOLIO   797.58   23,627.05   22,850.52  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS EXPT FD   209,641.54   209,779.94   209,641.54  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS HLTH CAREPORTFOLIO   114.68   18,188.68   18,437.43  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS TECH FD   793.15   122,393.39   81,273.77  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT TELECOMMUNICATIONS FD OPEN END FD   426.35   37,085.82   22,127.31  
Value of Interest in Registered Investment Companies   MFO FIDELITY VALUE FD OPEN END FD   134.10   6,802.92   5,744.76  
Value of Interest in Registered Investment Companies   MFO FIRSTAR FDS INC BD IMMDEX FD RETAIL A CL   372.33   10,250.06   10,313.51  
Value of Interest in Registered Investment Companies   MFO FIRSTHAND COMMUNICATIONS FD   1,110.04   20,422.13   9,113.39  
Value of Interest in Registered Investment Companies   MFO FIRSTHAND FDS E-COMMERCE FD #41   1,275.85   19,750.57   8,229.25  
Value of Interest in Registered Investment Companies   MFO FIRSTHAND FDS TECH INNOVATORS FD   597.40   27,596.08   16,763.07  
Value of Interest in Registered Investment Companies   MFO FIRSTHAND FDS TECH LEADERS FD   1,239.31   70,267.16   42,644.55  
Value of Interest in Registered Investment Companies   MFO FMI FDS INC FOCUS FD   12,299.55   403,741.14   325,815.13  
Value of Interest in Registered Investment Companies   MFO FOUNDERS DISCOVERY FD OPEN END FD   347.41   7,174.20   12,069.06  
Value of Interest in Registered Investment Companies   MFO FOUNDERS FDS INC BLUE CHIP FD   999.25   7,528.89   6,075.45  
Value of Interest in Registered Investment Companies   MFO FOUNDERS FDS INC PASSPORT FD   330.23   5,379.76   5,260.58  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV   444,810,835.21   444,810,835.21   444,810,835.21  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL UAL STIF   59,064,109.13   59,064,109.13   59,064,109.13  
Value of Interest in Registered Investment Companies   MFO FREMONT MUT FDS INC US MICRO-CAP   228.55   9,524.25   6,691.83  
Value of Interest in Registered Investment Companies   MFO FREMONT MUT FDS INC US SMALL CAP FD   423.09   10,506.13   6,460.51  
Value of Interest in Registered Investment Companies   MFO FREMONT MUTS FDS INC INTL GROWTH FD   1,364.58   20,212.79   15,829.10  
Value of Interest in Registered Investment Companies   MFO FRKLN BALANCE SHEET INVT FD SH BEN INT   1,420.11   51,693.29   48,851.75  
Value of Interest in Registered Investment Companies   MFO FRKLN CAL GROWTH FD SH BEN INT CL A   1,732.79   36,926.49   72,465.11  
Value of Interest in Registered Investment Companies   MFO FRKLN STRATEGIC SER BIOTECHNOLOGY DISCOVERY FD   390.51   36,276.83   26,952.66  
Value of Interest in Registered Investment Companies   MFO GABELLI GLOBAL SER FDS INC COMMUNICATIONS FD   661.75   12,190.36   13,685.03  
Value of Interest in Registered Investment Companies   MFO GABELLI GLOBAL SER FDS INC INTERACTIVE COUCH POTATO FD   885.64   24,815.46   19,909.19  
Value of Interest in Registered Investment Companies   MFO GABELLI GROWTH FD OPEN END FD   809.14   39,124.05   33,474.04  
Value of Interest in Registered Investment Companies   MFO GABELLI WESTWOOD FDS INTER BD FD CL AAA   1,010.23   10,154.12   10,344.79  
Value of Interest in Registered Investment Companies   MFO GABELLI WESTWOOD FDS MIGHTY MITES FDRETAIL CL RETAIL CL   219.30   3,000.00   2,927.63  
Value of Interest in Registered Investment Companies   MFO GATEWAY TR INDEX PLUS FD OPEN END FD   3,951.01   99,999.99   99,012.24  
Value of Interest in Registered Investment Companies   MFO HAMBRECHT & QUIST FD TR IPO & EMERGING CO FD COM CL   7,255.99   88,540.52   49,485.82  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK INTL SMALL CAP FD CL I   1,706.01   19,866.35   17,384.24  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK SELECT FD CL I   2,755.10   52,784.45   57,085.73  
Value of Interest in Registered Investment Companies   MFO HBR FD CAP APPRECIATION FD   3,407.94   121,288.20   141,429.39  

75

Value of Interest in Registered Investment Companies   MFO HBR FD INTL FD   259.64   10,538.00   9,835.31  
Value of Interest in Registered Investment Companies   MFO HEARTLAND VALUE FD OPEN END FD   1,304.53   47,074.44   43,988.75  
Value of Interest in Registered Investment Companies   MFO INTERACTIVE INVTS TECH VALUE FD   3,679.00   380,782.64   280,597.56  
Value of Interest in Registered Investment Companies   MFO INTERNET FD INC COM   829.17   42,505.36   20,812.07  
Value of Interest in Registered Investment Companies   MFO INVESCO BD FDS INC HI YIELD FD   5,843.82   39,106.62   29,219.10  
Value of Interest in Registered Investment Companies   MFO INVESCO DYNAMICS FD   330.08   8,193.51   7,426.80  
Value of Interest in Registered Investment Companies   MFO INVESCO EQTY INC FD INV CL   3,302.24   45,474.43   45,405.81  
Value of Interest in Registered Investment Companies   MFO INVESCO INTL FDS INC EUROPEAN FD   9,123.85   165,884.94   152,915.69  
Value of Interest in Registered Investment Companies   MFO INVESCO SECTOR FDS INC HLTH SCIENCESFD   2,609.66   174,531.12   145,723.58  
Value of Interest in Registered Investment Companies   MFO INVESCO SECTOR FDS INC UTILS FD INV CL   544.00   9,368.84   9,590.63  
Value of Interest in Registered Investment Companies   MFO INVESCO SPECIALTY FDS INC WORLDWIDE COMMUNICATIONS FD   6,133.95   284,567.24   236,770.55  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC BLUE CHIP GROWTHFD INV CL   7,922.65   69,921.30   42,861.54  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC SMALL CO GROWTH FD   12,367.42   241,588.45   175,617.35  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC ENERGY FD   1,580.40   26,928.20   26,487.50  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC FINL SVCS PORTFOLIO   4,906.96   145,600.52   151,477.92  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC GOLD PORTFOLIO   22,749.62   123,229.55   30,029.49  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC LEISURE PORTFOLIO   569.87   23,922.49   19,854.17  
Value of Interest in Registered Investment Companies   MFO INVESTEC GUINNESS FLIGHT ASIA SMALL CAP FD   326.69   2,516.30   0.00  
Value of Interest in Registered Investment Companies   MFO INVESTEC GUINNESS FLIGHT CHINA & HONG KONG FD   778.29   10,924.75   11,853.36  
Value of Interest in Registered Investment Companies   MFO IPS FDS MILLENNIUM FD   1,012.78   72,557.36   49,919.78  
Value of Interest in Registered Investment Companies   MFO IPS FDS NEW FRONTIER FD   135.98   5,000.00   2,317.10  
Value of Interest in Registered Investment Companies   MFO IVY INTL FD SH BEN INT OPEN END FD   4,780.58   197,003.98   162,013.95  
Value of Interest in Registered Investment Companies   MFO JANUS 20 FD OPEN END FD   59,731.84   2,366,646.92   3,591,078.28  
Value of Interest in Registered Investment Companies   MFO JANUS FD INC CAP OPEN END FD   13,849.28   533,675.02   525,441.65  
Value of Interest in Registered Investment Companies   MFO JANUS GROWTH & INC FD   2,546.66   106,545.25   93,513.36  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD BALANCED FD   6,309.08   131,727.53   138,673.60  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD ENTERPRISE FD   6,473.73   506,089.76   333,073.46  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD EQTY INC FD   56.47   1,400.80   1,274.01  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD FLEXIBLE INC FD   12,239.75   121,154.94   110,035.33  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL LIFE SCIENCES FD   24,008.48   533,826.62   489,773.07  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL TECH FD   49,068.29   1,273,236.37   1,024,055.17  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD OLYMPUS FD   52,391.08   3,184,881.39   2,203,044.75  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD ORION FD   457.46   4,679.55   3,133.60  

76

Value of Interest in Registered Investment Companies   MFO JANUS INVT FD OVERSEAS   16,728.86   293,275.13   502,702.36  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD SPL SITUATIONS FD   5,255.41   115,476.19   96,384.24  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD STRATEGIC VALUE FD #61   22,723.00   236,772.94   256,542.66  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD WORLDWIDE FD   35,909.21   1,928,569.05   2,298,189.44  
Value of Interest in Registered Investment Companies   MFO JANUS MERCURY FD OPEN END FD   30,278.77   1,166,014.63   1,027,055.95  
Value of Interest in Registered Investment Companies   MFO JULIUS BAER INVT FDS INTL EQTY FD CLA   108.30   3,000.00   2,628.51  
Value of Interest in Registered Investment Companies   MFO JURIKA & VOYLES FD GROUP MINI CAP FD   954.65   20,000.00   16,591.89  
Value of Interest in Registered Investment Companies   MFO JURIKA & VOYLES FD GROUP VALUE + GROWTH FD   1,164.14   20,000.00   20,197.90  
Value of Interest in Registered Investment Companies   MFO KAUFMANN FD OPEN END FD   5,502.10   28,703.15   22,778.71  
Value of Interest in Registered Investment Companies   MFO KEMPER NEW EUROPE FD INC CL A   344.69   6,014.75   5,166.83  
Value of Interest in Registered Investment Companies   MFO LEGG MASON NON US FXD INC   464,487.60   4,449,640.09   4,157,164.02  
Value of Interest in Registered Investment Companies   MFO LEXINGTON GOLDFUND INC COM OPEN END FD   13,577.14   68,649.60   32,313.59  
Value of Interest in Registered Investment Companies   MFO LEXINGTON SMALL CAP ASIA GROWTH FD INC COM   4,296.67   44,472.54   22,729.40  
Value of Interest in Registered Investment Companies   MFO LEXINGTON STRATEGIC SILVER FD INC OPEN END FD   8,386.95   35,626.12   17,444.86  
Value of Interest in Registered Investment Companies   MFO LIBERTY FDS TR VII NEWPORT TIGER FD CL A   438.38   97.34   4,852.82  
Value of Interest in Registered Investment Companies   MFO LIBERTY-STEIN ROE FDS INC TR STEIN ROE INC FD CL S   1,103.37   10,205.24   10,150.97  
Value of Interest in Registered Investment Companies   MFO LIBERTY-STEIN ROE FDS INVT TR STEIN ROE DISCIPLINED STK FD CL S   686.55   14,342.00   13,518.15  
Value of Interest in Registered Investment Companies   MFO LIBERTY-STEIN ROE FDS INVT TR STEIN ROE LARGE CO FOCUS FD CL S   508.26   8,000.00   6,383.73  
Value of Interest in Registered Investment Companies   MFO LONGLEAF PARTNERS FDS TR SH BEN INT   498.45   13,069.76   10,851.23  
Value of Interest in Registered Investment Companies   MFO LOOMIS SAYLES BD FD OPEN END FD   13,772.57   175,116.92   150,671.95  
Value of Interest in Registered Investment Companies   MFO LOOMIS SAYLES FDS AGGRESSIVE GROWTH FD RETAIL CL   64.49   2,562.70   1,905.06  
Value of Interest in Registered Investment Companies   MFO MAINSTAY INSTL FDS INC VALUE EQTY FDINSTL CL ISIN #US56062N8662   179.59   2,385.41   2,438.76  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS 500 PLUS FD   382.57   5,367.44   4,904.53  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS CAP APPRECIATION FD   250.61   16,575.50   11,450.28  
Value of Interest in Registered Investment Companies   MFO MANGERS FDS SPL EQTY FD   358.22   34,938.64   29,327.64  
Value of Interest in Registered Investment Companies   MFO MARICO INVT FD GROWTH & INC FD   1,665.63   28,627.08   29,198.41  
Value of Interest in Registered Investment Companies   MFO MARKMAN MULTIFUND TR AGGRESIVE ALLOCPORTFOLIO   266.98   5,959.09   4,301.11  
Value of Interest in Registered Investment Companies   MFO MARSICO INVT FD FOCUS FD   7,013.66   132,131.06   129,051.34  
Value of Interest in Registered Investment Companies   MFO MAS FDS MIDCAP GROWTH FD   147.71   5,034.71   4,001.46  
Value of Interest in Registered Investment Companies   MFO MAS SMALL CAP GROWTH FD PORTFOLIO INSTL CL   84.08   5,034.71   3,131.83  
Value of Interest in Registered Investment Companies   MFO MASTERS CONCENTRATED SELECT TR MASTERS SELECT EQTY FD   467.59   6,475.14   7,037.24  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS PAC TIGER FD   1,542.77   14,901.44   14,610.00  
Value of Interest in Registered Investment Companies   MFO MATTHEWS KOREA FD   17,278.30   106,220.71   66,348.65  

77

Value of Interest in Registered Investment Companies   MFO METAMARKETS.COM FDS OPENFUND   76.24   1,500.00   1,071.10  
Value of Interest in Registered Investment Companies   MFO MIDAS FD INC COM   88,723.10   162,595.85   68,316.78  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS EMERGING MKTS FD INC OPEN END FD   68.85   963.30   604.53  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS GLOBAL OPPORTUNITIES FD   808.52   14,505.85   13,405.29  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS II GLOBAL LONG-SHORT FD CL R   660.55   14,673.52   15,159.55  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS TOTAL RETURN BD FD CLR   891.10   10,186.88   10,345.69  
Value of Interest in Registered Investment Companies   MFO MUNDER FDS INC NETNET FD CL A   172.93   11,036.42   6,344.65  
Value of Interest in Registered Investment Companies   MFO MUT SER FD INC BEACON FD CL Z   7,581.08   98,307.96   107,348.05  
Value of Interest in Registered Investment Companies   MFO N E INVS TR SH BEN INT   5,452.03   58,279.97   44,161.46  
Value of Interest in Registered Investment Companies   MFO NATIONS FD TR MARSICO FOUSED EQUITIES FD INV A   4,598.95   66,501.81   82,229.24  
Value of Interest in Registered Investment Companies   MFO NEEDHAM FDS INC GROWTH FD   109.65   3,000.00   2,803.72  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN EQTY FDS MILLENNIUM FD   2,713.31   109,200.00   57,006.66  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD   159.51   2,594.29   2,863.28  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN GUARDIAN EQTY FD COM OPEN END FD   627.91   14,219.02   10,956.98  
Value of Interest in Registered Investment Companies   MFO NEVIS FD INC COM   468.51   17,671.02   11,787.69  
Value of Interest in Registered Investment Companies   MFO NEWBERGER & BERMAN EQTY FDS MANHATTAN FDS   519.15   10,311.54   7,216.21  
Value of Interest in Registered Investment Companies   MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO   5,117.56   158,182.38   109,720.38  
Value of Interest in Registered Investment Companies   MFO OAKMARK FD HARRIS ASSOC INVT TR   1,714.77   60,091.20   48,013.64  
Value of Interest in Registered Investment Companies   MFO OAKMARK INTL FD OPEN END FD   209.01   3,206.54   3,005.49  
Value of Interest in Registered Investment Companies   MFO ONESOURCE PORT-GRWTH GROWTH ALLOCATION FD   333.63   5,029.84   4,290.52  
Value of Interest in Registered Investment Companies   MFO PAYDEN & RYGEL INVT GROUP GROWTH & INC FD CL A   1,622.13   21,942.08   18,897.80  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC FOCUSED VALUE FD   458.57   8,033.68   7,538.94  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC GLOBAL TECH & COMMUNICATIONS FD   220.34   2,487.61   1,582.02  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC LARGE CAP GROWTH FD ISIN #US69316H3049   2,404.11   94,462.33   72,195.45  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC SELECT EQTY FD   3,415.85   269,877.57   150,365.81  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC TECH & COMMUNICATIONS FD   4,045.39   241,059.40   154,938.59  
Value of Interest in Registered Investment Companies   MFO PBHG GROWTH FD INC COMMOM OPEN END FD   4,414.41   158,121.66   157,461.93  
Value of Interest in Registered Investment Companies   MFO PBHG MID CAP VALUE FD   1,846.38   24,693.12   26,033.97  
Value of Interest in Registered Investment Companies   MFO PBHG SMALL CAP VALUE FD   99.26   2,000.00   1,807.45  
Value of Interest in Registered Investment Companies   MFO PBHG STRATEGIC SM   717.36   15,000.00   11,556.67  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS MULTI MANAGER SER INNOVATION FD CL A   52.05   3,472.21   2,558.63  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS MULTI MANAGER SER GLOBAL INNOVATION FD CL D   1,614.39   35,000.00   29,591.79  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D   1,004.20   10,132.48   10,283.00  

78

Value of Interest in Registered Investment Companies   MFO PIONEER CAP GROWTH   16,286.90   330,628.62   299,841.79  
Value of Interest in Registered Investment Companies   MFO PIONEER EMERGING MKTS FD CL A   1,088,443.16   12,825,637.91   11,776,954.97  
Value of Interest in Registered Investment Companies   MFO PIONEER II INC COM STK OPEN END FD   5.01   114.46   102.36  
Value of Interest in Registered Investment Companies   MFO PIONEER INTL GROWTH FD CL A   5,532.78   124,887.46   98,870.84  
Value of Interest in Registered Investment Companies   MFO POTOMAC FDS OTC PLUS FD   353.98   11,968.07   8,364.55  
Value of Interest in Registered Investment Companies   MFO POTOMAC FDS SMALL CAP PLUS FD   1,948.09   23,903.00   20,474.37  
Value of Interest in Registered Investment Companies   MFO PRICE T ROWE HLTH SCI FD INC COM   392.79   5,684.90   8,720.00  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULRABULL PROFUND INVS CL   5,027.01   103,793.39   85,308.31  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRABEAR PROFUND INVS CL   2,296.84   60,663.75   60,590.61  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRAOTC PROFUND INVS CL   8,374.57   655,173.98   262,710.29  
Value of Interest in Registered Investment Companies   MFO RAINIER INVT MGMT MUT FDS BALANCED PORTFOLIO   1,061.04   20,079.26   18,812.27  
Value of Interest in Registered Investment Companies   MFO RBB FD INC SCHNEIDER SMALL CAP VALUEFD   1,188.33   20,000.00   19,536.08  
Value of Interest in Registered Investment Companies   MFO RCM EQTY FDS INC DRESDNER RCM BIOTECHNOLOGY FD   3,038.91   114,230.65   100,587.99  
Value of Interest in Registered Investment Companies   MFO RCM EQTY FDS INC DRESDNER RCM GLOBALSMALL FD CL N   11,475.12   227,384.56   215,732.31  
Value of Interest in Registered Investment Companies   MFO RCM EQTY FDS INC DRESDNER RCM GLOBALTECH FD CL N   4,471.49   290,192.39   248,167.53  
Value of Interest in Registered Investment Companies   MFO RENAISSANCE IPO PLUS AFTER MKT FD   172.65   5,320.73   3,059.39  
Value of Interest in Registered Investment Companies   MFO REYNOLDS FDS BLUE CHIP GROWTH FD   169.75   13,288.11   8,718.36  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR CONTRARIAN FD   1,162.13   14,342.90   12,074.53  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR DIVERSIFIED GROWTH FD   1,114.15   37,689.80   24,277.39  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR GROWTH & INC FD   1,023.02   16,940.70   14,393.86  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR INFO AGE FD   889.81   14,481.22   21,844.91  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR MICROCAP GROWTH FD   1,275.18   19,036.23   27,709.64  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR VALUE PLUS GROWTH FD   0.03   0.77   0.75  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE BLUE CHIP GROWTH FD   705.27   19,238.11   24,423.57  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD   1,278.32   31,399.65   32,686.67  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD   1,157.11   52,958.04   36,159.72  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD   671.31   5,000.00   4,638.77  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE MID-CAP GROWTH FD INC COM   185.92   5,719.38   7,418.29  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE NEW HORIZONS FD INC COM   294.99   6,505.40   7,227.23  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE SCI & TECH FD OPEN END   5,480.76   210,987.72   226,848.62  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE VALUE FD INC COM   742.84   14,342.00   14,158.57  
Value of Interest in Registered Investment Companies   MFO ROYCE TOTAL RETURN FD   441.29   3,052.40   3,442.08  
Value of Interest in Registered Investment Companies   MFO RS EMERGING GROWTH FD   5,207.49   292,906.54   225,276.19  

79

Value of Interest in Registered Investment Companies   MFO RS INVT TR INTERNET AGE FD   3,754.20   52,003.32   23,388.69  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC VELOCITY 100 FD   364.70   5,000.00   4,620.71  
Value of Interest in Registered Investment Companies   MFO RYDEX SER TR ARKTOS FD   122.43   2,702.60   3,168.46  
Value of Interest in Registered Investment Companies   MFO RYDEX SER TR BIOTECHNOLOGY FD INVS CL   339.27   11,865.12   9,553.70  
Value of Interest in Registered Investment Companies   MFO RYDEX SER TR NOVA FD   907.11   33,341.75   30,034.54  
Value of Interest in Registered Investment Companies   MFO RYDEX SER TR OTC FD   24,164.35   520,934.47   437,858.09  
Value of Interest in Registered Investment Companies   MFO RYDEX SER TR URSA FD   23,180.06   208,502.58   212,329.35  
Value of Interest in Registered Investment Companies   MFO SAFECO EQTY FD INC   415.00   8,885.24   8,822.94  
Value of Interest in Registered Investment Companies   MFO SAFECO GROWTH FD INC   1,286.49   31,534.72   27,801.03  
Value of Interest in Registered Investment Companies   MFO SCHWAB ANALYTICS FD   1,422.73   27,120.40   24,542.06  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD   553.27   7,390.36   8,254.85  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR AST DIR HI GROWTH FD   289.85   4,141.32   4,704.20  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR INTL INDEX FD INV SHS   518.80   10,155.93   8,482.31  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ONESOURCE BALANCED PORTFOLIO   33,110.74   395,933.70   423,155.22  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ONESOURCE PORTFOLIOS FD   1,120.80   18,081.24   16,419.68  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR S&P 500 FD INV SHS   3,613.94   63,997.20   73,724.38  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR SMALL CAP INDEX FD   475.08   10,155.93   9,045.56  
Value of Interest in Registered Investment Companies   MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD   1,674,812.82   1,674,812.82   1,674,812.82  
Value of Interest in Registered Investment Companies   MFO SCHWAB FAMILY FD MONEY MKT FD   12,917,275.26   12,917,275.26   12,917,275.26  
Value of Interest in Registered Investment Companies   MFO SCHWAB GOVT SEC FD   32,406.27   32,406.27   32,406.27  
Value of Interest in Registered Investment Companies   MFO SCHWAB INVTS 1000 EQTY FD   1,873.32   63,859.22   68,451.15  
Value of Interest in Registered Investment Companies   MFO SCHWAB TOTAL BOND MKT INDEX FD   1,057.59   10,185.31   10,332.62  
Value of Interest in Registered Investment Companies   MFO SCHWAB U.S TREAS MONEY FD   196,008.47   196,008.47   196,008.47  
Value of Interest in Registered Investment Companies   MFO SCUDDER INTL FD INC GRTR EUROPE GROWTH FD   661.46   17,774.42   19,791.00  
Value of Interest in Registered Investment Companies   MFO SCUDDER INTL FD INC PAC OPPORTUNITIES FD CL S   778.55   9,276.43   7,326.13  
Value of Interest in Registered Investment Companies   MFO SCUDDER JAPAN FD INC COM   910.47   12,000.00   10,579.66  
Value of Interest in Registered Investment Companies   MFO SCUDDER LARGE CO VALUE FD   900.58   25,000.00   26,603.02  
Value of Interest in Registered Investment Companies   MFO SCUDDER LATIN AMER FD OPEN END FD   124.91   3,177.35   2,580.60  
Value of Interest in Registered Investment Companies   MFO SCUDDER MUT FDS INC GOLD FD CL S   8,189.84   71,626.95   45,617.39  
Value of Interest in Registered Investment Companies   MFO SCUDDER SEC TR HLTH CARE FD   124.59   3,000.00   2,867.95  
Value of Interest in Registered Investment Companies   MFO SCUDDER SEC TR TECH FD   322.10   10,642.05   10,287.75  
Value of Interest in Registered Investment Companies   MFO SELECTED AMER SH INC CAP STK OPEN END FD   2,221.58   75,296.04   74,000.70  
Value of Interest in Registered Investment Companies   MFO SENECA FDS MID CAP GROWTH   558.36   8,001.94   13,506.80  

80

Value of Interest in Registered Investment Companies   MFO SIT MUT FDS INC SMALL CAP GROWTH FD SER   1,098.91   46,531.11   36,461.77  
Value of Interest in Registered Investment Companies   MFO SOUND SHORE FD INC COM   356.55   9,680.95   11,691.41  
Value of Interest in Registered Investment Companies   MFO SSGA FDS BD MKT FD   1,051.51   10,146.14   10,346.82  
Value of Interest in Registered Investment Companies   MFO SSGA FDS INTER FD   535.96   5,075.15   51.72  
Value of Interest in Registered Investment Companies   MFO STEIN ROE INTER BD FD   1,199.82   10,198.93   10,258.49  
Value of Interest in Registered Investment Companies   MFO STEIN ROE INVT TR CAP OPPORTUNITIES FD   492.82   14,267.71   15,676.45  
Value of Interest in Registered Investment Companies   MFO STRONG AMER UTILS FD   202.61   3,410.61   3,486.87  
Value of Interest in Registered Investment Companies   MFO STRONG ASIA PAC FD OPEN END   216.45   2,500.00   1,668.83  
Value of Interest in Registered Investment Companies   MFO STRONG BALANCED FD INC   3,266.42   70,129.21   75,356.24  
Value of Interest in Registered Investment Companies   MFO STRONG DISCOVERY FD OPEN END FD   7,268.94   133,051.38   131,058.99  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC ENTERPRISE FD   784.08   23,972.89   20,393.95  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC GROWTH FD   3,469.81   75,802.70   109,125.49  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC TECH 100 FD   69.53   942.15   518.01  
Value of Interest in Registered Investment Companies   MFO STRONG GROWTH 20 FD   345.03   9,233.11   9,367.51  
Value of Interest in Registered Investment Companies   MFO STRONG LARGE CAP GROWTH FD INC   1,452.79   74,593.73   57,835.61  
Value of Interest in Registered Investment Companies   MFO STRONG OPPORTUNITY FD OPEN END FD   20,523.00   828,762.10   926,613.59  
Value of Interest in Registered Investment Companies   MFO STRONG SCHAFER VALUE FD   2,888.78   181,652.25   141,810.06  
Value of Interest in Registered Investment Companies   MFO STRONG TOTAL RETURN FD INC COM STK OPEN END FD   596,425.40   28,576,196.57   23,743,695.09  
Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N   885.90   24,927.22   19,144.23  
Value of Interest in Registered Investment Companies   MFO THORNBURG INVT TR VALUE FD CL A   274.28   8,290.62   8,469.74  
Value of Interest in Registered Investment Companies   MFO TIP FDS CLOVER CAP FXD INC FD   1,057.96   10,168.09   10,336.31  
Value of Interest in Registered Investment Companies   MFO TIP FDS TURNER TECH FD   80.84   2,000.00   1,324.98  
Value of Interest in Registered Investment Companies   MFO TIP INSTL FDS TURNER MICRO CAP GROWTH FD   60.86   2,000.00   2,170.41  
Value of Interest in Registered Investment Companies   MFO TORRAY FD SH BEN INT   1,432.10   53,469.05   54,820.79  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER AGGRESIVE GROWTH FD INV CL   126.44   2,679.91   3,525.04  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER BALANCED FD INVS SHS   1,461.85   30,262.56   31,853.78  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER EQTY FD INV SHS   93.08   2,057.58   2,596.93  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER SMALL CO FD INV CL   620.58   18,241.37   17,661.68  
Value of Interest in Registered Investment Companies   MFO TURNER FDS MIDCAP GROWTH FD   1,099.73   46,002.61   34,652.59  
Value of Interest in Registered Investment Companies   MFO TUSCARORA INVT TR OAK VALUE FD   588.59   16,506.41   16,368.58  
Value of Interest in Registered Investment Companies   MFO TWEEDY BROWN FD INC GLOBAL VALUE FD   703.52   11,818.04   15,751.86  
Value of Interest in Registered Investment Companies   MFO UAM FDS INC II ANALYTIC ENHANCED EQTY FD CL A   413.84   5,023.88   4,581.22  
Value of Interest in Registered Investment Companies   MFO UAM FDS TR PELL RUDMAN MID CAP GROWTH PORTFOLIO   1,144.17   25,000.00   19,038.91  

81

Value of Interest in Registered Investment Companies   MFO UNITED SERVICES WORLD GOLD FD OPEN END FD   7,066.95   132,069.64   33,568.02  
Value of Interest in Registered Investment Companies   MFO VALUE LINE AGGRESSIVE INC TR SH BEN INT   755.89   6,016.46   3,756.76  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC EMERGING GROWTH FD ISIN #US9212802022   3,911.45   158,590.77   114,331.63  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC MICRO-CAP FD   491.62   11,966.41   11,671.01  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC MID-CAP FD   77.91   2,066.41   1,442.87  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC POST-VENTURE FD   3,034.49   122,797.68   76,226.29  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC TECH FD   292.16   17,746.17   11,666.11  
Value of Interest in Registered Investment Companies   MFO VANGAURD HORIZON FD GOLBAL AST ALLOCATION   176.10   2,000.00   1,914.22  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC GNMA PORTFOLIO   13,343.13   137,113.20   135,566.18  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC HI YIELD BD PORTFOLIO   2,178.26   17,060.80   14,311.18  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC INTER TERM CORP PORTFOLIO   3,174.64   29,141.24   29,651.16  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC SHORT TERM GOVT BD PORTFOLIO   6,708.18   67,585.48   67,618.47  
Value of Interest in Registered Investment Companies   MFO VANGUARD GROWTH & INC FD   1,988.51   61,755.41   63,930.50  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR - 500 PORTFOLIO SHBEN INT OPEN END FD   2,347.41   250,693.12   285,491.88  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR GROWTH PORTFOLIO   1,777.54   51,202.12   56,934.57  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR TOTAL STK MKT PORTFOLIO OPEN END FD   253.15   6,825.95   7,323.63  
Value of Interest in Registered Investment Companies   MFO VANGUARD INTL EQTY INDEX FD INC EUROPEAN PORTFOLIO OPEN END FD   2,293.60   55,982.41   56,697.74  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIO ENERGY PORTFOLIO OPEN END FD   287.94   6,389.28   7,532.41  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS GOLD& PRECIOUS METALS PORTFOLIO OPEN END FD   4,970.30   40,831.50   35,189.70  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS HLTHCARE PORTFOLIO OPEN END FD   2,615.10   238,751.32   359,707.42  
Value of Interest in Registered Investment Companies   MFO VANGUARD U.S GROWTH PORTFOLIO   355.52   13,527.16   12,695.73  
Value of Interest in Registered Investment Companies   MFO VANGUARD WORLD FD INTL GROWTH FD   1,739.32   29,259.29   34,229.80  
Value of Interest in Registered Investment Companies   MFO VANGUARD/WELLESLEY INC FD INC COMM OPEN END FD   1,414.58   29,704.64   28,631.04  
Value of Interest in Registered Investment Companies   MFO VONTOBEL FDS INC EASTN EUROPEAN EQTYFD   110.37   1,937.61   714.06  
Value of Interest in Registered Investment Companies   MFO WARBURG PINCUS COUNSELLORS CAP APPRECIATION OPEND END FD   1,310.79   43,963.87   35,745.22  
Value of Interest in Registered Investment Companies   MFO WARBURG PINCUS GLOBAL TELECOMMUNICATIONS FD INC COM SHS   182.54   12,487.19   8,278.23  
Value of Interest in Registered Investment Companies   MFO WARBURG PINCUS JAPAN GWTH FD   1,297.31   29,416.03   13,323.36  
Value of Interest in Registered Investment Companies   MFO WARBURG PINCUS JAPAN SMALL CO FD FORMERLY WARBURG PINCUS JAPAN OTC COM   10,171.27   129,169.89   43,533.04  
Value of Interest in Registered Investment Companies   MFO WASATCH ADVISORS FDS INC MICRO-CAP FD   12,274.45   40,753.35   56,216.99  
Value of Interest in Registered Investment Companies   MFO WEITZ PARTNERS INC VALUE FD   3,483.91   70,026.64   69,434.37  
Value of Interest in Registered Investment Companies   MFO WEITZ SER FD INC VALUE PORTFOLIO OPEN END FD   1,838.19   59,762.24   60,366.06  
Value of Interest in Registered Investment Companies   MFO WESTCORE TR SMALL-CAP GROWTH FD   2,953.96   80,170.35   59,965.29  
Value of Interest in Registered Investment Companies   MFO WHITE OAKS GROWTH FD   434,620.83   35,424,393.91   28,359,009.29  

82

Value of Interest in Registered Investment Companies   MFO WILSHIRE TARGET FDS INC   146.93   6,123.67   5,386.42  
Value of Interest in Registered Investment Companies   MFO YACKTMAN FD INC OPEN END FD   1,623.86   17,636.08   16,823.23  
Other   ARGENTINA (REP OF) 0% BOND 15.10.2002 SER D   90,000.00   67,407.30   73,800.00  
Other   ARGENTINA(REP OF) 0% BDS 15/10/2004 USD1000   300,000.00   192,000.00   182,625.00  
Other   ARGENTINA(REP OF) 11.375% BDS 15/3/10 USD1000   200,000.00   195,632.40   170,120.42  
Other   SPI DEC 2000 FUTURE   0.00   0.00   0.00  
Other   BRAZIL FEDERATIVE REP US$ GLOBAL BD 11 DUE 08-17-2040/08-17-2015 BEO   820,000.00   650,835.00   607,620.00  
Other   BRAZIL(FED REP OF) FRNBDS 15/4/2014 USD   270,000.00   247,968.08   246,037.90  
Other   BULGARIA(NAT REP) FRN 7/11 USD(VAR)BR   310,000.00   227,385.00   223,975.00  
Other   CAC 40 INDEX DEC 2000 FUTURE   0.00   0.00   0.00  
Other   DAX INDEX DEC 2000 FUTURE   0.00   0.00   0.00  
Other   HANG SENG INDEX DEC 2000 FUTURE   0.00   0.00   0.00  
Other   TOPIX INDEX DEC 2000 FUTURE   0.00   0.00   0.00  
Other   MEXICO(UTD MEX ST) 10.375% BDS 17/2/09 USD(XW)   590,000.00   630,161.00   631,300.00  
Other   PANAMA REP GLOBAL BD DTD 07/13/2000 10.75 DUE 05-15-2020 BEO   180,000.00   178,237.80   172,800.00  
Other   PANAMA(REP OF) 4.25% BDS 17/7/2014 USD1250   750,000.00   624,375.00   597,187.50  
Other   PANAMA(REP OF) FRN 7/2016 USD10000   250,000.00   197,723.73   190,950.00  
Other   PHILIPPINES REP GLOBAL BD 9.5 DUE 10-21-2024 BEO PUT   230,000.00   229,284.70   203,550.00  
Other   REP OF PHILLIPPINES BONDS   280,000.00   270,531.08   211,446.14  
Other   POLAND(GOVT OF) 6% ST/UP 27/10/2014 US$(VA   420,000.00   373,228.92   390,768.00  
Other   KOREA DEV BK 6.625 BD DUE 11-21-2003   600,000.00   579,480.00   582,468.70  
Other   KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG   100,000.00   93,058.00   95,524.00  
Other   TURKEY(REP OF) 11.875% SR UNSUB 15.01.2030   190,000.00   189,247.60   167,127.52  
Other   DAX INDEX DEC 2000 FUTURE   (27.00 ) (2,466,744.51 ) (2,352,127.75 )
Other   FTSE 100 INDEX DEC 2000 FUTURE   27.00   2,466,744.51   2,352,127.75  
Other   LONG GILT DEC 2000 FUTURE @ LIF   0.00   0.00   0.00  
Other   LONG GILT MAR 2001 FUTURE @ LIF   0.00   0.00   0.00  
Other   &&&EQUITY FUTURES OFFSET - LONG   (274.00 ) (85,610,605.00 ) (79,106,475.00 )
Other   1YR MIDCURVE 9300 CALL OPTION DEC 2000   56.00   82,655.00   49,560.00  
Other   DEC 00 IMM NASDAQ 100   21.00   6,736,620.00   5,313,000.00  
Other   DEC 00 RUSSEL 2000   70.00   17,022,425.00   15,722,000.00  
Other   DEC 00 S&P 500   133.00   46,920,015.00   43,939,875.00  
Other   DEC 00 S&P MID 400   28.00   7,442,920.00   6,755,000.00  
Other   FED NATL MORT ASSC 5.75% BDS 15/02/08 USD1000   70,000.00   64,610.00   67,462.50  
Other   FHLMC DEB DTD 11/22/1999 6.75 09-15-2029   20,000.00   19,264.47   20,378.20  
Other   FHLMC NT 6.625 09-15-2009   690,000.00   683,635.34   697,976.40  
Other   FIN CORP PRIN FICO STRIPS SER 16 PRIN PMT 4-5-10 CPN 9.7 BD DUE 2019 BEO   150,000.00   41,838.00   48,108.00  
Other   FNMA 99.434123 CALL OP 12/02/01   1,500.00   11,835.94   11,835.90  
Other   FNMA BD 7.125 02-15-2005   110,000.00   111,014.10   113,626.70  
Other   FNMA DEB 6.21 08-06-2038   80,000.00   71,072.00   74,762.40  
Other   MAR 01 S&P 500   22.00   7,488,625.00   7,376,600.00  
Other   PHILIPPINES(REP OF 10.625% BDS 16/3/2025 USD10   90,000.00   75,600.00   68,737.50  
Other   TVA 6.75 BD DUE 11-1-25 REG   430,000.00   390,357.20   432,941.20  
Other   UIT AMERN CENTY TARGET MATS TR BENHAM TARGET MATS TR 2015   428.14   20,810.00   21,899.31  
Other   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   630.00   93,658.86   83,337.22  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS 235BIRINYI SELECT TR 1 INT $1000UNIT REG   500.00   5,000.00   4,125.00  
Other   US 10 YR AGENCY MAR 2001 FUTURE   0.00   0.00   0.00  
Other   US 10YR AGENCY DECEMBER 2000 FUTURES   0.00   0.00   0.00  
Other   US 10YR NOTE DEC 2000 FUTURE   0.00   0.00   0.00  
Other   US 2YR NOTE MAR 2001 FUTURE   0.00   0.00   (34,031.25 )
Other   US 5YR NOTE DEC 2000 FUTURE   0.00   0.00   0.00  
Other   US T-BOND MARCH 2001 FUTURES   0.00   0.00   0.00  
Other   UST BOND DEC 2000 FUTURE   0.00   0.00   0.00  
Other Liabilities   1ST UN CORP COM STK CALL OPTION EXP 12-16-00 PR $30 PER SH   (5.00 ) (525.63 ) (593.75 )
Other Liabilities   1YR MIDCURVE 9362 CALL OPTION DEC 2000   (2.00 ) (415.00 ) (540.00 )
Other Liabilities   AMERICA ONLINE INC COM STK CALL OPTION EXP 04/22/2000 W/STRK PR $60.00 PER SHR   (3.00 ) (415.27 ) (390.00 )

83

Other Liabilities   AMGEN INC COM STK CALL OPTION EXP 1-20-01 PR $80 PER SH   (2.00 ) (327.77 ) (6,950.00 )
Other Liabilities   BEST BUY INC COM STK CALL OPTION EXP 1-20-01 PR $60 PER SH   (5.00 ) (1,089.96 ) (10.31 )
Other Liabilities   BROADVISION INC COM STK CALL OPTION EXP 12-16-00 PR $35 PER SH   (1.00 ) (302.77 ) (300.00 )
Other Liabilities   CIENA CORP COM STK CALL OPTION EXP 1-20-01 PR $125 PER SH   (1.00 ) (715.26 ) (725.00 )
Other Liabilities   CISCO SYSTEMS INC COM STK CALL OPTION EXP 01/20/01 W/STRK PR $90.00 PER SHR   (2.00 ) (665.26 ) (675.00 )
Other Liabilities   COMPAQ COMP COM STK CALL OPTION EXP 01/20/01 W/STRK PR $35.00 PER SHARE   (15.00 ) (1,609.30 ) (1,800.00 )
Other Liabilities   COSTCO WHSL COM STK CALL OPTION EXP 4-21-01 PR $42.50 PER SH   (2.00 ) (427.77 ) (500.00 )
Other Liabilities   CYPRESS SEMICONDUCTOR COM STK CALL OPTIOEXP 12-16-00 PR $65.00 PER SH   (5.00 ) (902.46 ) (31.25 )
Other Liabilities   DELL COMPUTER CORP COM STK CALL OPTION EXP 01/20/01 W/STRK PR $65.00 PER SHR   (2.00 ) (465.27 ) (12.50 )
Other Liabilities   DOW JONES INDUS IND COM STK CALL OPTION EXP 01-20-01 PR $110 PER SH   (2.00 ) (310.98 ) (337.50 )
Other Liabilities   E-TRADE GROUP INC COM STK CALL OPTION EXP 12/16/00 PR $15 PER SHR   (10.00 ) (1,704.28 ) (1,812.50 )
Other Liabilities   EURO DOLLAR 93.25 CALL OPTION MAR 2001   (1.00 ) (282.13 ) (450.00 )
Other Liabilities   HEWLETT PACKARD COM STK CALL OPTION EXP 12-16-00 PR $37.50 PER SH   (20.00 ) (2,567.04 ) (2,750.00 )
Other Liabilities   HILTON HOTELS CORP COM STK CALL OPTION EXP 01/20/01 W/STRK PR $55.00 PER SHR   (5.00 ) (494.38 ) (125.00 )
Other Liabilities   HOME DEPOT COM STK CALL OPTION EXP 2-17-01 PR $45 PER SH   (1.00 ) (177.78 ) (218.75 )
Other Liabilities   HOME DEPOT INC COM STK CALL OPTION EXP 01/20/01 W/STRK PR $70.00 PER SHR   (3.00 ) (602.76 ) (18.75 )
Other Liabilities   HONEYWELL INTL INC COM STK CALL OPTION EXP 01-20-01 PR $45 PER SH   (4.00 ) (364.54 ) (425.00 )
Other Liabilities   INTEL CORP COM STK CALL OPTION EXP 01/20/01 W/STRK PR $42.50 PER SHR   (3.00 ) (1,235.38 ) (1,350.00 )
Other Liabilities   INTERVOICE-BRITE INC COM STK CALL OPTIONEXP 1-20-01 PR $12.50 PER SH   (8.00 ) (558.98 ) (650.00 )
Other Liabilities   LIZ CLAIRBORNE INC COM STK CALL OPTION EXP 12-16-00 PR $45 PER SH   (4.00 ) (314.54 ) (350.00 )
Other Liabilities   LOWES COS COM STK CALL OPTION EXP 01-20-01 PR $50 PER SH   (5.00 ) (1,214.95 ) (1,218.75 )
Other Liabilities   MERCK & CO INC COM STK CALL OPTION EXP 01/20/01 W/STRK PR $85.00 PER SHR   (2.00 ) (565.27 ) (2,275.00 )
Other Liabilities   MOTOROLA INC COM STK CALL OPTION EXP 12-16-00 PR $25 PER SH   (5.00 ) (556.85 ) (687.50 )
Other Liabilities   NEW ERA OF NETWORKS COM STK CALL OPTION EXP 01-20-01 PR $20 PER SH   (5.00 ) (1,334.15 ) (1,312.50 )
Other Liabilities   NOKIA CORP COM STK CALL OPTION EXP 04-21-01 PR $60 PER SH   (2.00 ) (352.77 ) (312.50 )
Other Liabilities   NOKIA CORP SPN COM STK CALL OPTION EXP 01-20-2001 PR $55 PER SH   (20.00 ) (2,453.67 ) (2,000.00 )
Other Liabilities   PALM INC COM STK CALL OPTION EXP 12-16-00 PR $65 PER SH   (4.00 ) (1,556.20 ) (1,700.00 )
Other Liabilities   pfizer INC COM STK CALL OPTION EXP 01-20-01 PR $47.50 PER SH   (1.00 ) (165.28 ) (200.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 01-18-2003 PR $40 PER SH   (6.00 ) (10,797.72 ) (11,700.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 12-16-00 PR $95 PER SH   (3.00 ) (1,267.00 ) (1,500.00 )
Other Liabilities   SEAGATE TECH COM STK CALL OPTION EXP 01-20-01 PR $85 PER SH   (10.00 ) (3,201.89 ) (1,125.00 )
Other Liabilities   TAKE TWO INTER SOFTWR COM STK CALL OPTN EXP 12/16/00 W/STRK PR $15.00 PER SHR   (10.00 ) (2,012.77 ) (125.00 )
Other Liabilities   THREE COM CORP COM STK CALL OPTION EXP 1-19-02 PR $20 PER SH   (3.00 ) (939.23 ) (975.00 )

84

Other Liabilities   WALMART STORES COM STK CALL OPTION EXP 1-20-01 PR $55 PER SH   (2.00 ) (377.77 ) (437.50 )
Other Liabilities   WASTE MGMT INC COM STK CALL OPTION EXP 1/20/01 W/STRK PR $25.00 PER SH   (7.00 ) (878.40 ) (612.50 )
Other Liabilities   XILINX INC COM STK CALL OPTION EXP 12-16-00 PR $110 PER SH   (5.00 ) (1,713.45 ) (1,750.00 )
Other Liabilities   ZIXIT CORP COM STK CALL OPTION EXP 12-16-00 PR $30 PER SH   (5.00 ) (1,642.64 ) (1,937.50 )
Other Liabilities   Pending foreign exchange sales: Australian dollar   0.00   (826,471.84 ) (775,583.39 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0.00   (1,117,415.33 ) (1,097,332.02 )
Other Liabilities   Pending foreign exchange sales: Canadian dollar   0.00   (474,659.42 ) (460,301.05 )
Other Liabilities   Pending foreign exchange sales: Euro   0.00   (6,037,864.70 ) (6,040,030.92 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0.00   (5,612,060.00 ) (5,426,795.64 )
Other Liabilities   Pending foreign exchange sales: Singapore dollar   0.00   (18,430.46 ) (18,455.68 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0.00   (19,702,394.00 ) (19,702,394.00 )
Other Liabilities   Pending trade purchases: Australian dollar   0.00   (103,739.20 ) (103,968.29 )
Other Liabilities   Pending trade purchases: British pound sterling   0.00   (102,142.01 ) (102,515.80 )
Other Liabilities   Pending trade purchases: Canadian dollar   0.00   (16,952.75 ) (16,925.75 )
Other Liabilities   Pending trade purchases: Euro   0.00   (284,724.44 ) (288,049.05 )
Other Liabilities   Pending trade purchases: Hong Kong dollar   0.00   (28,589.66 ) (28,589.81 )
Other Liabilities   Pending trade purchases: Japanese yen   0.00   (68,054.92 ) (67,746.76 )
Other Liabilities   Pending trade purchases: Swedish krona   0.00   (56,855.85 ) (57,615.52 )
Other Liabilities   Pending trade purchases: Swiss franc   0.00   (2,970.38 ) (3,027.45 )
Other Liabilities   Pending trade purchases: United States dollar   0.00   (76,358,331.12 ) (76,358,331.12 )
            2,121,133,065.92   2,181,352,869.82  

85

Schedule of Acquisitions & Dispositions

Identity of issue,
   (b) Description of investment including maturity date,
rate of interest, collateral, par, or maturity value
   Transaction Type
   Shares/Par
   Costs of acquisitions
   Proceeds of dispositions
C000005637   &&& PARTICIPANT LOANS OUTSTANDING   Acquisitions   3,776,000.00   (3,776,000.00 ) -
C000005637   &&& PARTICIPANT LOANS OUTSTANDING   Dispositions   (8,382,819.67 ) 0.00   8,382,819.67
C999954274   &&& UAL - LOAN ASSET   Acquisitions   101,130,509.52   (101,130,509.52 ) -
C999954274   &&& UAL - LOAN ASSET   Dispositions   (100,886,970.52 ) 0.00   100,886,970.52
C999959943   &&&EQUITY FUTURES OFFSET - LONG   Free Delivery   (1,901.00 ) 0.00   -
C999959943   &&&EQUITY FUTURES OFFSET - LONG   Free Receipt   1,887.00   0.00   -
S6881436   *** TELECOM CORP OF NEW ZEAL   Acquisitions   74,117.00   (281,911.21 ) -
S6881436   *** TELECOM CORP OF NEW ZEAL   Dispositions   (30,541.00 ) 0.00   77,276.37
C879246106   ##ADR TELE NORTE LESTE PARTICIPACOES S ASPONS ADR PFD DO NOT USE SEE #1856577   Acquisitions   1,000.00   (22,654.85 ) -
C879246106   ##ADR TELE NORTE LESTE PARTICIPACOES S ASPONS ADR PFD DO NOT USE SEE #1856577   Dispositions   (2,100.00 ) 0.00   54,030.49
C879246106   ##ADR TELE NORTE LESTE PARTICIPACOES S ASPONS ADR PFD DO NOT USE SEE #1856577   Free Receipt   100.00   0.00   -
C879287308   ##ADR TELECOMUNICACOES BRASILEIRAS S A SPONS ADR PFD DO NOT USE SEE #1856583   Acquisitions   60.00   (8,309.95 ) -
C879287308   ##ADR TELECOMUNICACOES BRASILEIRAS S A SPONS ADR PFD DO NOT USE SEE #1856583   Dispositions   (60.00 ) 0.00   5,321.12
C87929A102   ##ADR TELECOMUNICACOES DE SAO PAULO S A ADR REPSTG PFD DO NOT USE SEE 1-856582   Dispositions   (60.00 ) 0.00   1,578.74
C87929A102   ##ADR TELECOMUNICACOES DE SAO PAULO S A ADR REPSTG PFD DO NOT USE SEE 1-856582   Free Receipt   60.00   0.00   -
C88100W103   ##ADR TERRA NETWORKS S A SPONSORED ADR DO NOT USE SEE 2-858579   Acquisitions   200.00   (20,829.95 ) -
C88100W103   ##ADR TERRA NETWORKS S A SPONSORED ADR DO NOT USE SEE 2-858579   Dispositions   (100.00 ) 0.00   5,369.87
C88100W103   ##ADR TERRA NETWORKS S A SPONSORED ADR DO NOT USE SEE 2-858579   Free Delivery   (200.00 ) 0.00   -
N   ##KFORCE COM INC DO NOT USE SEE SEC# 2-452638   Free Delivery   (61,100.00 ) 0.00   -
N   ##KFORCE COM INC DO NOT USE SEE SEC# 2-452638   Free Receipt   61,100.00   0.00   -
C353825102   ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646   Acquisitions   229.58   (4,451.94 ) -
C353825102   ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646   Dispositions   (40.72 ) 0.00   789.49
C863348108   ##MFO STRONG INTL STK FD OPEN END FD DO NOT USE SEE SEC #2848295   Acquisitions   140,007.72   (2,564,137.25 ) -
C863348108   ##MFO STRONG INTL STK FD OPEN END FD DO NOT USE SEE SEC #2848295   Dispositions   (123,041.43 ) 0.00   2,152,206.89
C82028K200   ##SHAW COMMUNICATIONS INC ISIN CA82028K2002 DO NOT USE SEE SEC #2819310   Acquisitions   100.00   (4,429.95 ) -
C82028K200   ##SHAW COMMUNICATIONS INC ISIN CA82028K2002 DO NOT USE SEE SEC #2819310   Free Delivery   (200.00 ) 0.00   -
C82028K200   ##SHAW COMMUNICATIONS INC ISIN CA82028K2002 DO NOT USE SEE SEC #2819310   Free Receipt   100.00   0.00   -
C282912104   #REORG 8X8 INC N/C TO NETERGY NETWORKS INC #2-609481 @ 1 EFF 08-14-00   Acquisitions   1,650.00   (21,993.57 ) -
C282912104   #REORG 8X8 INC N/C TO NETERGY NETWORKS INC #2-609481 @ 1 EFF 08-14-00   Dispositions   (1,650.00 ) 0.00   24,081.84
C003712304   #REORG ABLE TELECOMMUNICATIONS HLDG CORP2085419 @.6 EFF 12/26/00   Acquisitions   1,000.00   (4,519.95 ) -
C003712304   #REORG ABLE TELECOMMUNICATIONS HLDG CORP2085419 @.6 EFF 12/26/00   Dispositions   (1,000.00 ) 0.00   5,417.35
C003736105   #REORG ABOUT.COM INC STK MERGER TO PRIMEDIA INC 2746979 EFF 2/28/01   Acquisitions   2,300.00   (146,665.39 ) -
C003736105   #REORG ABOUT.COM INC STK MERGER TO PRIMEDIA INC 2746979 EFF 2/28/01   Dispositions   (2,300.00 ) 0.00   178,392.15
C000975102   #REORG ACT NETWORKS INC COM STK MERGER TO CLARENT CORP SEC 2-166416 EFF 8-11-00   Acquisitions   4,350.00   (37,528.95 ) -
C000975102   #REORG ACT NETWORKS INC COM STK MERGER TO CLARENT CORP SEC 2-166416 EFF 8-11-00   Dispositions   (4,350.00 ) 0.00   34,544.25
C00504E100   #REORG ACTIVE SOFTWARE STK MERGER TOWEBMETHODS INC #2-911659 EFF 08-18-00   Acquisitions   500.00   (44,092.45 ) -
C00504E100   #REORG ACTIVE SOFTWARE STK MERGER TOWEBMETHODS INC #2-911659 EFF 08-18-00   Dispositions   (500.00 ) 0.00   43,218.60
C005313200   #REORG ADAC LABS INC CASH MERGER @18.5 EFF 12/18/00   Acquisitions   17,890.00   (334,736.37 ) -
C005313200   #REORG ADAC LABS INC CASH MERGER @18.5 EFF 12/18/00   Dispositions   (18,294.93 ) 0.00   220,542.65

86

C16940W207   #REORG ADR CHINA PROSPERITY INTL HLDGS /C TO CN BROADBAND 2156479 @1 EF 6-29-00   Acquisitions   300.00   (3,278.65 ) -
C16940W207   #REORG ADR CHINA PROSPERITY INTL HLDGS /C TO CN BROADBAND 2156479 @1 EF 6-29-00   Free Delivery   (300.00 ) 0.00   -
C007491103   #REORG ADVANCE PCS CUSIP CHANGE TO ADVANCE PCS 2001977 @1 EFF 1/2/01   Dispositions   (18,740.00 ) 0.00   336,331.02
C007491103   #REORG ADVANCE PCS CUSIP CHANGE TO ADVANCE PCS 2001977 @1 EFF 1/2/01   Free Receipt   9,370.00   0.00   -
C00751B106   #REORG ADVANCED COMM GRP INC COM N/C TO WORLDSPAGES.COM INC 2-945472 EFF 2-25-00   Acquisitions   1,000.00   (11,529.95 ) -
C00751B106   #REORG ADVANCED COMM GRP INC COM N/C TO WORLDSPAGES.COM INC 2-945472 EFF 2-25-00   Free Delivery   (1,000.00 ) 0.00   -
C008117103   #REORG AETNA INC CASH MERGER @35.332247 EFF 12/13/00   Acquisitions   1,205.02   (70,784.60 ) -
C008117103   #REORG AETNA INC CASH MERGER @35.332247 EFF 12/13/00   Dispositions   (2,600.00 ) 0.00   148,375.86
C020903100   #REORG ALPHA MICROSYSTEMS COM N/C TO NQLINC #2-597946 @ 1 EFF 09-11-00   Acquisitions   3,000.00   (17,193.25 ) -
C020903100   #REORG ALPHA MICROSYSTEMS COM N/C TO NQLINC #2-597946 @ 1 EFF 09-11-00   Dispositions   (3,000.00 ) 0.00   19,131.08
C02145A109   #REORG ALTEON WEBSYS INC STOCK MERGER TONORTEL NETWORKS CORP 2656730 10/5/00   Acquisitions   2,880.00   (324,069.70 ) -
C02145A109   #REORG ALTEON WEBSYS INC STOCK MERGER TONORTEL NETWORKS CORP 2656730 10/5/00   Dispositions   (2,880.00 ) 0.00   420,094.18
C02364J104   #REORG AMERICA ONLINE STK MERGER TO AOL TIME WARNER 2157776 @1 EFF 1/11/01   Acquisitions   90,487.00   (5,961,696.42 ) -
C02364J104   #REORG AMERICA ONLINE STK MERGER TO AOL TIME WARNER 2157776 @1 EFF 1/11/01   Dispositions   (116,465.00 ) 0.00   7,467,904.54
C02364J104   #REORG AMERICA ONLINE STK MERGER TO AOL TIME WARNER 2157776 @1 EFF 1/11/01   Free Delivery   (3,237.00 ) 0.00   -
C030514103   #REORG AMERICAN XTAL TECH N/C TO AXT INC#2-000589 @ 1 EFF 04-28-00   Acquisitions   2,275.00   (42,524.15 ) -
C030514103   #REORG AMERICAN XTAL TECH N/C TO AXT INC#2-000589 @ 1 EFF 04-28-00   Dispositions   (2,275.00 ) 0.00   43,669.35
C001693100   #REORG AMFM INC MERGER TO CLEAR CHANNEL COMMUNICATION INC #2-167110 EFF 8-30-00   Acquisitions   12,775.00   (833,970.06 ) -
C001693100   #REORG AMFM INC MERGER TO CLEAR CHANNEL COMMUNICATION INC #2-167110 EFF 8-30-00   Dispositions   (14,275.00 ) 0.00   1,079,560.97
C001693100   #REORG AMFM INC MERGER TO CLEAR CHANNEL COMMUNICATION INC #2-167110 EFF 8-30-00   Free Delivery   (19,700.00 ) 0.00   -
C034553206   #REORG ANDRX CORP DEL CYBEAR GRP COM N/CTO CYBEAR GROUP #2-225783 EFF 09-05-00   Free Delivery   (72.00 ) 0.00   -
C034553206   #REORG ANDRX CORP DEL CYBEAR GRP COM N/CTO CYBEAR GROUP #2-225783 EFF 09-05-00   Free Receipt   72.00   0.00   -
C034551101   #REORG ANDRX CORP MERGER TO ANDRX CORP &CYBEAR GRP 2021143 & 2021144 09-07-00   Acquisitions   375.00   (25,818.29 ) -
C034551101   #REORG ANDRX CORP MERGER TO ANDRX CORP &CYBEAR GRP 2021143 & 2021144 09-07-00   Dispositions   (25.00 ) 0.00   2,446.48
C034551101   #REORG ANDRX CORP MERGER TO ANDRX CORP &CYBEAR GRP 2021143 & 2021144 09-07-00   Free Delivery   (500.00 ) 0.00   -
C034551101   #REORG ANDRX CORP MERGER TO ANDRX CORP &CYBEAR GRP 2021143 & 2021144 09-07-00   Free Receipt   150.00   0.00   -
C034603100   #REORG ANESTA CORP STOCK MERGER TO CEPHALON INC 2117903 @.4765 10/11/00   Acquisitions   5,200.00   (123,650.00 ) -
C034603100   #REORG ANESTA CORP STOCK MERGER TO CEPHALON INC 2117903 @.4765 10/11/00   Free Delivery   (5,200.00 ) 0.00   -
C03672W100   #REORG ANTEX BIOLOGICS INC REV SPLIT TO ANTEX BIO INC NEW 2-021823 EFF 07-20-00   Acquisitions   800.00   (2,194.91 ) -
C03672W100   #REORG ANTEX BIOLOGICS INC REV SPLIT TO ANTEX BIO INC NEW 2-021823 EFF 07-20-00   Dispositions   (700.00 ) 0.00   2,692.45
C03672W100   #REORG ANTEX BIOLOGICS INC REV SPLIT TO ANTEX BIO INC NEW 2-021823 EFF 07-20-00   Free Delivery   (100.00 ) 0.00   -
C038236105   #REORG APPLIED SCIENCE STK MRGR MKS INSTRUMENTS INC 2519486 @.76690 1/26/01   Acquisitions   11,000.00   (292,637.90 ) -
C038236105   #REORG APPLIED SCIENCE STK MRGR MKS INSTRUMENTS INC 2519486 @.76690 1/26/01   Dispositions   (24,200.00 ) 0.00   453,717.55
C03831Q101   #REORG APPNET INC STOCK MERGER TO COMMERE 1 INC 2194787 @ FOR 1 EF 9-13-00   Acquisitions   100.00   (6,177.45 ) -

87

C03831Q101   #REORG APPNET INC STOCK MERGER TO COMMERE 1 INC 2194787 @ FOR 1 EF 9-13-00   Dispositions   (100.00 ) 0.00   4,478.99
C03831Q101   #REORG APPNET INC STOCK MERGER TO COMMERE 1 INC 2194787 @ FOR 1 EF 9-13-00   Free Delivery   (200.00 ) 0.00   -
C03839F107   #REORG AQUILA BIOPHARM INC COM/STK MRGR ANTIGENICS INC 2023505 @.2898011/17/00   Acquisitions   600.00   (4,159.90 ) -
C03839F107   #REORG AQUILA BIOPHARM INC COM/STK MRGR ANTIGENICS INC 2023505 @.2898011/17/00   Dispositions   (600.00 ) 0.00   3,245.03
C043339100   #REORG ARVIN INDS INC MERGER TO CASH @ $2 & ARVINMERITOR INC 2-028262 7-7-00   Acquisitions   90.00   (2,373.53 ) -
C043339100   #REORG ARVIN INDS INC MERGER TO CASH @ $2 & ARVINMERITOR INC 2-028262 7-7-00   Dispositions   (8,740.00 ) 0.00   229,270.17
C00207W100   #REORG ASD SYSTEMS INC COM N/C TO ASCENDANT SOLTNS INC 2028324 @1 10/20/00   Acquisitions   100.00   (1,774.50 ) -
C00207W100   #REORG ASD SYSTEMS INC COM N/C TO ASCENDANT SOLTNS INC 2028324 @1 10/20/00   Free Delivery   (100.00 ) 0.00   -
C046008108   #REORG ASSOC FIRST CORP CL A STK MERGER CITIGROUP 2000136 @.7334 EFF 11/30/00   Acquisitions   79,200.00   (2,231,757.79 ) -
C046008108   #REORG ASSOC FIRST CORP CL A STK MERGER CITIGROUP 2000136 @.7334 EFF 11/30/00   Dispositions   (86,900.00 ) 0.00   2,049,897.23
C048825103   #REORG ATLC RICHFIELD CO COM DFLT MERGERTO BP AMOCO PLC ADS 2-043009 4-18-00   Acquisitions   40,121.62   (3,091,799.84 ) -
C048825103   #REORG ATLC RICHFIELD CO COM DFLT MERGERTO BP AMOCO PLC ADS 2-043009 4-18-00   Dispositions   (18,800.00 ) 0.00   1,574,922.43
C048825103   #REORG ATLC RICHFIELD CO COM DFLT MERGERTO BP AMOCO PLC ADS 2-043009 4-18-00   Free Delivery   (48,926.33 ) 0.00   -
C053790101   #REORG AVIS GROUP HLDGS INC CL A CASH MERGER EFF 3/1/01   Acquisitions   3,810.00   (57,787.22 ) -
C053790101   #REORG AVIS GROUP HLDGS INC CL A CASH MERGER EFF 3/1/01   Dispositions   (10,840.00 ) 0.00   269,605.46
C002451102   #REORG AXA FINL CSH & STK MRGR TO AXA ADR 2042791 STK @.295 CASH @35.75 1/2/01   Acquisitions   3,600.70   (98,452.01 ) -
C002451102   #REORG AXA FINL CSH & STK MRGR TO AXA ADR 2042791 STK @.295 CASH @35.75 1/2/01   Dispositions   (10,200.70 ) 0.00   499,885.23
C05459C108   #REORG AXENT TECHNOLOGIES STOCK MERGER TO SYMANTEC 2851423 @.5 EFF 12/18/00   Acquisitions   1,850.00   (40,536.85 ) -
C05459C108   #REORG AXENT TECHNOLOGIES STOCK MERGER TO SYMANTEC 2851423 @.5 EFF 12/18/00   Dispositions   (5,600.00 ) 0.00   120,838.21
C05942K105   #REORG BAMBOO.COM INC COM N/C TO INTERNET PICTURES CORP #2-423828 EFF N/A   Acquisitions   250.00   (7,498.70 ) -
C05942K105   #REORG BAMBOO.COM INC COM N/C TO INTERNET PICTURES CORP #2-423828 EFF N/A   Free Delivery   (1,250.00 ) 0.00   -
C065412108   #REORG BANK UNITED MERGER TO WASHINGTON MUTAL & BANK UTD CPR 2901113 & 2055117   Acquisitions   71.04   (1,967.78 ) -
C065412108   #REORG BANK UNITED MERGER TO WASHINGTON MUTAL & BANK UTD CPR 2901113 & 2055117   Dispositions   (71.04 ) 0.00   3,357.56
C06646L100   #REORG BANKNORTH GRP INC DEL COM STKMGR BANKNORTH GRP INC NEW 2-055379 5-10-00   Free Delivery   (26,780.00 ) 0.00   -
C06646L100   #REORG BANKNORTH GRP INC DEL COM STKMGR BANKNORTH GRP INC NEW 2-055379 5-10-00   Free Receipt   26,780.00   0.00   -
C066908104   #REORG BANYAN SYS INC COM N/C TO EPRESENCE INC 2308249 @ 1 EFF 5-9-00   Acquisitions   650.00   (22,049.90 ) -
C066908104   #REORG BANYAN SYS INC COM N/C TO EPRESENCE INC 2308249 @ 1 EFF 5-9-00   Dispositions   (650.00 ) 0.00   11,873.49
C071593107   #REORG BATTLE MTN GOLD STK MRGR NEWMONT MINING CORP 2652996 @.105 1/10/01   Acquisitions   11,700.00   (20,925.80 ) -
C071593107   #REORG BATTLE MTN GOLD STK MRGR NEWMONT MINING CORP 2652996 @.105 1/10/01   Dispositions   (13,800.00 ) 0.00   23,870.82
C077853109   #REORG BELL ATLC CORP N/C TO VERIZON COMM INC 2888499 @ 1 EFF 06-30-00   Acquisitions   32,476.00   (1,828,378.21 ) -
C077853109   #REORG BELL ATLC CORP N/C TO VERIZON COMM INC 2888499 @ 1 EFF 06-30-00   Dispositions   (37,602.61 ) 0.00   2,118,261.59
C077853109   #REORG BELL ATLC CORP N/C TO VERIZON COMM INC 2888499 @ 1 EFF 06-30-00   Free Delivery   (85,002.00 ) 0.00   -
C084102102   #REORG BERINGER WINE ESTATES HLDGS INC CASH MERGER RATE 55.75 EFF 10/2/00   Acquisitions   4,580.00   (173,890.28 ) -

88

C084102102   #REORG BERINGER WINE ESTATES HLDGS INC CASH MERGER RATE 55.75 EFF 10/2/00   Dispositions   (11,390.00 ) 0.00   622,435.71
C090324104   #REORG BINDLY WESTERN INDS INC STK MRGR TO CARDINAL HLTH 2019071 @.4275 2/14/01   Acquisitions   12,600.00   (198,308.88 ) -
C090324104   #REORG BINDLY WESTERN INDS INC STK MRGR TO CARDINAL HLTH 2019071 @.4275 2/14/01   Dispositions   (10,000.00 ) 0.00   175,795.13
C090586108   #REORG BIOCONTRL TECH INC COM N/C TO BICO INC 2864094 @ 1 EFF10/11/00   Acquisitions   44,500.00   (30,555.35 ) -
C090586108   #REORG BIOCONTRL TECH INC COM N/C TO BICO INC 2864094 @ 1 EFF10/11/00   Dispositions   (29,500.00 ) 0.00   10,155.69
C090586108   #REORG BIOCONTRL TECH INC COM N/C TO BICO INC 2864094 @ 1 EFF10/11/00   Free Delivery   (38,445.00 ) 0.00   -
C09060P102   #REORG BIOMTRX CSH STK MRGR GNZYM CRP BIOSRGY 2321323 .07 CSH 10.5 12/19/00   Acquisitions   500.00   (9,967.45 ) -
C09060P102   #REORG BIOMTRX CSH STK MRGR GNZYM CRP BIOSRGY 2321323 .07 CSH 10.5 12/19/00   Dispositions   (250.00 ) 0.00   6,172.97
C09061T608   #REORG BIOMUNE SYS INC COM REV SPLT TO BIOMUNE SYS INC 2069542 @.20 10/24/00   Acquisitions   6,000.00   (17,364.75 ) -
C09061T608   #REORG BIOMUNE SYS INC COM REV SPLT TO BIOMUNE SYS INC 2069542 @.20 10/24/00   Dispositions   (6,000.00 ) 0.00   8,181.31
C09067K106   #REORG BIOVAIL CORP INTL NEW COM N/C TO BIOVAIL CORP COM #2-069335 EFF 3-16-00   Acquisitions   4,400.00   (232,896.43 ) -
C09067K106   #REORG BIOVAIL CORP INTL NEW COM N/C TO BIOVAIL CORP COM #2-069335 EFF 3-16-00   Dispositions   (7,300.00 ) 0.00   526,531.94
C09067K106   #REORG BIOVAIL CORP INTL NEW COM N/C TO BIOVAIL CORP COM #2-069335 EFF 3-16-00   Free Delivery   (16,400.00 ) 0.00   -
C09067K106   #REORG BIOVAIL CORP INTL NEW COM N/C TO BIOVAIL CORP COM #2-069335 EFF 3-16-00   Free Receipt   8,600.00   0.00   -
C092036102   #REORG BLACK GIANT OIL CO COM N/C TO BROADBAND WIRELESS INTL CORP 2-087916   Acquisitions   2,750.00   (16,487.88 ) -
C092036102   #REORG BLACK GIANT OIL CO COM N/C TO BROADBAND WIRELESS INTL CORP 2-087916   Free Delivery   (2,750.00 ) 0.00   -
C09347T109   #REORG BLAZE SFTWR STK MRGR TO BROKAT AKTNGESESLLSCHFT 2088702 @.3652 10/2/00   Acquisitions   595.00   (9,170.35 ) -
C09347T109   #REORG BLAZE SFTWR STK MRGR TO BROKAT AKTNGESESLLSCHFT 2088702 @.3652 10/2/00   Dispositions   (295.00 ) 0.00   4,555.44
C09347T109   #REORG BLAZE SFTWR STK MRGR TO BROKAT AKTNGESESLLSCHFT 2088702 @.3652 10/2/00   Free Delivery   (300.00 ) 0.00   -
CG1368B102   #REORG BRILLIANCE CHINA AUTOMOTIVE CV TOBRILLIANCE CHINA ADR 2-086926 4-17-00   Acquisitions   200.00   (742.45 ) -
CG1368B102   #REORG BRILLIANCE CHINA AUTOMOTIVE CV TOBRILLIANCE CHINA ADR 2-086926 4-17-00   Dispositions   (700.00 ) 0.00   1,763.73
CG1368B102   #REORG BRILLIANCE CHINA AUTOMOTIVE CV TOBRILLIANCE CHINA ADR 2-086926 4-17-00   Free Delivery   (2,000.00 ) 0.00   -
C112462106   #REORG BROOKDALE LIVING CMNTYS INC COM CASH MERGER RT 15.25 EFF 9-19-00   Acquisitions   500.00   (6,154.95 ) -
C112462106   #REORG BROOKDALE LIVING CMNTYS INC COM CASH MERGER RT 15.25 EFF 9-19-00   Dispositions   (500.00 ) 0.00   6,813.57
C122574106   #REORG BURR BROWN CORP STK MERGER TO TX INSTRUMENTS INC #2-859960 8-24-00   Acquisitions   100.00   (7,329.95 ) -
C122574106   #REORG BURR BROWN CORP STK MERGER TO TX INSTRUMENTS INC #2-859960 8-24-00   Dispositions   (100.00 ) 0.00   8,957.25
C126516103   #REORG C3D INC COM N/C TO CONSTELLATION 3D INC COM SEE #2-200526 @ 1:1 EFF N/A   Free Delivery   (1,200.00 ) 0.00   -
C126516103   #REORG C3D INC COM N/C TO CONSTELLATION 3D INC COM SEE #2-200526 @ 1:1 EFF N/A   Free Receipt   800.00   0.00   -
C126828102   #REORG CABLE&WIRELESS HKT STKMRGR TO PACCENTY CYBERWORKS ADR #2695552 08-17-00   Acquisitions   100.00   (3,182.45 ) -
C126828102   #REORG CABLE&WIRELESS HKT STKMRGR TO PACCENTY CYBERWORKS ADR #2695552 08-17-00   Dispositions   (100.00 ) 0.00   2,257.47
C126828102   #REORG CABLE&WIRELESS HKT STKMRGR TO PACCENTY CYBERWORKS ADR #2695552 08-17-00   Free Delivery   (105.00 ) 0.00   -
C126828102   #REORG CABLE&WIRELESS HKT STKMRGR TO PACCENTY CYBERWORKS ADR #2695552 08-17-00   Free Receipt   1.00   0.00   -
C127382109   #REORG CADE INDUSTRIES INC COM CASH MERGER @ $5.05/SHR EFF 02-04-00   Acquisitions   200.00   (1,029.95 ) -

89

C127382109   #REORG CADE INDUSTRIES INC COM CASH MERGER @ $5.05/SHR EFF 02-04-00   Dispositions   (200.00 ) 0.00   963.75
C140667106   #REORG CAPROCK COMM STOCK MERGER TO MCLEOD USA INC 2546321 @.3876 12/8/00   Acquisitions   27,920.00   (544,440.00 ) -
C140667106   #REORG CAPROCK COMM STOCK MERGER TO MCLEOD USA INC 2546321 @.3876 12/8/00   Dispositions   (27,920.00 ) 0.00   330,058.11
C14067E100   #REORG CAPSTEAD MTG CORP COM REVSPLIT TOCAPSTEAD MTG CORP NEW 2-108902 05-08-00   Dispositions   (11,496.00 ) 0.00   52,306.80
C14067E100   #REORG CAPSTEAD MTG CORP COM REVSPLIT TOCAPSTEAD MTG CORP NEW 2-108902 05-08-00   Free Delivery   (2,352.00 ) 0.00   -
C14067E100   #REORG CAPSTEAD MTG CORP COM REVSPLIT TOCAPSTEAD MTG CORP NEW 2-108902 05-08-00   Free Receipt   (2,352.00 ) 0.00   -
C141706101   #REORG CAREMATRIX CORP REVERSE SPLIT TO CAREMATRIX CORP 2109236 @18 EFF 9/18/00   Acquisitions   300.00   (639.31 ) -
C141706101   #REORG CAREMATRIX CORP REVERSE SPLIT TO CAREMATRIX CORP 2109236 @18 EFF 9/18/00   Dispositions   (300.00 ) 0.00   607.52
C141888107   #REORG CARIBNER INTL INC N/C TO AUDIO VISUAL SVCS CORP 2-033617 EFF 06-29-00   Acquisitions   2,600.00   (5,339.65 ) -
C141888107   #REORG CARIBNER INTL INC N/C TO AUDIO VISUAL SVCS CORP 2-033617 EFF 06-29-00   Dispositions   (2,600.00 ) 0.00   3,542.52
C144141108   #REORG CAROLINA PWR & LT CO STK N/C TO CP & L ENERGY INC 2096827 EFF 6-19-00   Acquisitions   200.00   (6,875.00 ) -
C144141108   #REORG CAROLINA PWR & LT CO STK N/C TO CP & L ENERGY INC 2096827 EFF 6-19-00   Dispositions   (1,200.00 ) 0.00   37,606.57
C144141108   #REORG CAROLINA PWR & LT CO STK N/C TO CP & L ENERGY INC 2096827 EFF 6-19-00   Free Delivery   (4,400.00 ) 0.00   -
C12490K107   #REORG CBS CORP COM STK STOCK MERGER TO VIA INC CL B 2888754 RT 1.085 EFF 5-4-00   Acquisitions   1,000.00   (52,464.76 ) -
C12490K107   #REORG CBS CORP COM STK STOCK MERGER TO VIA INC CL B 2888754 RT 1.085 EFF 5-4-00   Free Delivery   (15,300.00 ) 0.00   -
C125015107   #REORG C-CUBE MICROSYSTEMS INC STKMGR TOHARMONIC INC 2-372892 @.5427 EFF 5-03-00   Acquisitions   400.00   (29,758.01 ) -
C125015107   #REORG C-CUBE MICROSYSTEMS INC STKMGR TOHARMONIC INC 2-372892 @.5427 EFF 5-03-00   Dispositions   (300.00 ) 0.00   21,929.40
C125015107   #REORG C-CUBE MICROSYSTEMS INC STKMGR TOHARMONIC INC 2-372892 @.5427 EFF 5-03-00   Free Delivery   (200.00 ) 0.00   -
C125086108   #REORG CDNOW INC CASH MERGER @ 3.00 FOR 1 EFF 09-01-00   Acquisitions   2,500.00   (26,246.20 ) -
C125086108   #REORG CDNOW INC CASH MERGER @ 3.00 FOR 1 EFF 09-01-00   Dispositions   (2,500.00 ) 0.00   19,149.39
C151186103   #REORG CELTRIX PHARMACEUTICALS INC COM N/C TO INSMED INC #2-421192 EFF 06-01-00   Acquisitions   4,000.00   (17,026.15 ) -
C151186103   #REORG CELTRIX PHARMACEUTICALS INC COM N/C TO INSMED INC #2-421192 EFF 06-01-00   Free Delivery   (4,000.00 ) 0.00   -
C152317103   #REORG CENTIGRAM COMM CORP MERGER CASH &ESCROW CENTIGRAM COMM 6066243 7-27-00   Acquisitions   1,900.00   (33,763.00 ) -
C152317103   #REORG CENTIGRAM COMM CORP MERGER CASH &ESCROW CENTIGRAM COMM 6066243 7-27-00   Dispositions   (1,900.00 ) 0.00   48,092.88
C152357109   #REORG CENTRAL & SW CORP COM STKMGR TO AMERICAN ELEC POWER INC 2-015680 6-15-00   Acquisitions   200.00   (4,087.50 ) -
C152357109   #REORG CENTRAL & SW CORP COM STKMGR TO AMERICAN ELEC POWER INC 2-015680 6-15-00   Dispositions   (1,500.00 ) 0.00   28,193.94
C152357109   #REORG CENTRAL & SW CORP COM STKMGR TO AMERICAN ELEC POWER INC 2-015680 6-15-00   Free Delivery   (5,900.00 ) 0.00   -
C158525105   #REORG CHAMPION INTL CORP CASH & STK MERGER TO INTL PAPER CO 2-423444 6-27-00   Acquisitions   4,600.00   (326,698.62 ) -
C158525105   #REORG CHAMPION INTL CORP CASH & STK MERGER TO INTL PAPER CO 2-423444 6-27-00   Dispositions   (4,600.00 ) 0.00   337,783.57
C16161A108   #REORG CHASE MANHATTAN CORP NEW N/C TO JP MORGAN CHASE & CO 2427148 @1 1/2/01   Acquisitions   66,704.54   (4,612,942.74 ) -
C16161A108   #REORG CHASE MANHATTAN CORP NEW N/C TO JP MORGAN CHASE & CO 2427148 @1 1/2/01   Dispositions   (110,117.09 ) 0.00   6,486,515.65
C16161A108   #REORG CHASE MANHATTAN CORP NEW N/C TO JP MORGAN CHASE & CO 2427148 @1 1/2/01   Free Delivery   (151.14 ) 0.00   -
C16161A108   #REORG CHASE MANHATTAN CORP NEW N/C TO JP MORGAN CHASE & CO 2427148 @1 1/2/01   Free Receipt   44,727.00   0.00   -

90

C162816102   #REORG CHECHKFREE HLDGS CORP COM N/C TO CHECKFREE CORP #2-123929 EFF 8-3-00   Acquisitions   9,500.00   (733,653.62 ) -
C162816102   #REORG CHECHKFREE HLDGS CORP COM N/C TO CHECKFREE CORP #2-123929 EFF 8-3-00   Dispositions   (750.00 ) 0.00   71,035.36
C162816102   #REORG CHECHKFREE HLDGS CORP COM N/C TO CHECKFREE CORP #2-123929 EFF 8-3-00   Free Delivery   (9,150.00 ) 0.00   -
C16411R109   #REORG CHENIERE ENGY INC COM RVRS SPLIT TO CHENIERE ENGY INC 2124314 10/18/00   Acquisitions   7,200.00   (5,765.93 ) -
C16411R109   #REORG CHENIERE ENGY INC COM RVRS SPLIT TO CHENIERE ENGY INC 2124314 10/18/00   Dispositions   (3,000.00 ) 0.00   2,182.42
C16411R109   #REORG CHENIERE ENGY INC COM RVRS SPLIT TO CHENIERE ENGY INC 2124314 10/18/00   Free Delivery   (4,200.00 ) 0.00   -
C169428109   #REORG CHINA TELECOM HONG KONG LTD N/C TO CHINA MOBILE LTD #2-156487 7-05-00   Acquisitions   27.00   (4,913.08 ) -
C169428109   #REORG CHINA TELECOM HONG KONG LTD N/C TO CHINA MOBILE LTD #2-156487 7-05-00   Dispositions   (12.00 ) 0.00   2,003.98
C169428109   #REORG CHINA TELECOM HONG KONG LTD N/C TO CHINA MOBILE LTD #2-156487 7-05-00   Free Delivery   (60.00 ) 0.00   -
C169428109   #REORG CHINA TELECOM HONG KONG LTD N/C TO CHINA MOBILE LTD #2-156487 7-05-00   Free Receipt   45.00   0.00   -
C170038103   #REORG CHIREX INC COM CSH MERGER @ 31.25EFF 09-06-00   Acquisitions   1,300.00   (19,749.39 ) -
C170038103   #REORG CHIREX INC COM CSH MERGER @ 31.25EFF 09-06-00   Dispositions   (1,300.00 ) 0.00   20,559.23
C172574105   #REORG CIRCLE INTL GROUP INC COM STOCK MERGER TO EGL INC 2348587 10/3/00   Acquisitions   21,300.00   (556,462.50 ) -
C172574105   #REORG CIRCLE INTL GROUP INC COM STOCK MERGER TO EGL INC 2348587 10/3/00   Dispositions   (21,300.00 ) 0.00   402,899.92
C185395100   #REORG CLEARWORKS NET COM STK MRGR EAGLEWIRLESS INTL 2291538 @.8 2/1/01   Acquisitions   2,300.00   (16,833.60 ) -
C185395100   #REORG CLEARWORKS NET COM STK MRGR EAGLEWIRLESS INTL 2291538 @.8 2/1/01   Dispositions   (100.00 ) 0.00   266.91
C190441105   #REORG COASTAL CORP STK MERGER TO EL PASO ENERGY CORP 2301024 @1.23 1/29/01   Acquisitions   1,200.00   (61,306.05 ) -
C190441105   #REORG COASTAL CORP STK MERGER TO EL PASO ENERGY CORP 2301024 @1.23 1/29/01   Dispositions   (2,800.00 ) 0.00   137,492.67
C19074R101   #REORG COBALT NETWORKS INC STK MERGER TOSUN MICROSYSTEMS #2-850213 12/06/00   Acquisitions   550.00   (28,472.30 ) -
C19074R101   #REORG COBALT NETWORKS INC STK MERGER TOSUN MICROSYSTEMS #2-850213 12/06/00   Dispositions   (450.00 ) 0.00   23,675.60
C19074R101   #REORG COBALT NETWORKS INC STK MERGER TOSUN MICROSYSTEMS #2-850213 12/06/00   Free Delivery   (100.00 ) 0.00   -
C197648108   #REORG COL ENRGY GRP COM NISRCE INC CSH STK MRGR 2654631 STK @1 CSH RT 7 11/1/00   Acquisitions   100.00   (6,431.25 ) -
C197648108   #REORG COL ENRGY GRP COM NISRCE INC CSH STK MRGR 2654631 STK @1 CSH RT 7 11/1/00   Dispositions   (2,052.00 ) 0.00   138,766.25
C197648108   #REORG COL ENRGY GRP COM NISRCE INC CSH STK MRGR 2654631 STK @1 CSH RT 7 11/1/00   Free Delivery   (2,848.00 ) 0.00   -
C197648108   #REORG COL ENRGY GRP COM NISRCE INC CSH STK MRGR 2654631 STK @1 CSH RT 7 11/1/00   Free Receipt   2,050.00   0.00   -
C197677107   #REORG COLUMBIA/HCA HEALTHCARE CORP N/C HCA-THE HEALTHCARE CO 2365141 5-30-00   Acquisitions   9,000.00   (279,375.58 ) -
C197677107   #REORG COLUMBIA/HCA HEALTHCARE CORP N/C HCA-THE HEALTHCARE CO 2365141 5-30-00   Dispositions   (3,900.00 ) 0.00   98,733.28
C197677107   #REORG COLUMBIA/HCA HEALTHCARE CORP N/C HCA-THE HEALTHCARE CO 2365141 5-30-00   Free Delivery   (24,188.00 ) 0.00   -
C20476A100   #REORG COMPU-DAWN INC N/C TO MYTURN.COM INC COM #2-596490 @ 1:1 EFF 01-24-00   Acquisitions   5,305.00   (93,861.18 ) -
C20476A100   #REORG COMPU-DAWN INC N/C TO MYTURN.COM INC COM #2-596490 @ 1:1 EFF 01-24-00   Dispositions   (5,000.00 ) 0.00   70,472.63
C20476A100   #REORG COMPU-DAWN INC N/C TO MYTURN.COM INC COM #2-596490 @ 1:1 EFF 01-24-00   Free Delivery   (305.00 ) 0.00   -
C204897300   #REORG COMPUTER CONCEPTS CORP COM N/C TODIRECT INSITE CORP #2-279411 08/23/00   Acquisitions   4,800.00   (11,227.96 ) -
C204897300   #REORG COMPUTER CONCEPTS CORP COM N/C TODIRECT INSITE CORP #2-279411 08/23/00   Dispositions   (4,800.00 ) 0.00   6,755.75

91

C205631104   #REORG COMPUTRON SOFTWARE INC COM N/C TOAXS-ONE INC 2000446 @1 EFF 11/1/00   Acquisitions   140.00   (1,563.70 ) -
C205631104   #REORG COMPUTRON SOFTWARE INC COM N/C TOAXS-ONE INC 2000446 @1 EFF 11/1/00   Dispositions   (140.00 ) 0.00   705.02
C205631104   #REORG COMPUTRON SOFTWARE INC COM N/C TOAXS-ONE INC 2000446 @1 EFF 11/1/00   Free Delivery   (514.00 ) 0.00   -
C209759109   #REORG CONSOLIDATED PAPERS INC STKMERGERTO STORA ENSO OYJ #2-848344 8-31-00   Acquisitions   400.00   (15,844.95 ) -
C209759109   #REORG CONSOLIDATED PAPERS INC STKMERGERTO STORA ENSO OYJ #2-848344 8-31-00   Dispositions   (400.00 ) 0.00   15,665.81
C21247V100   #REORG CONVERGENT GROUP CORP COM CASH MERGER $8.00/SHR EFF 12/1/00   Acquisitions   350.00   (2,410.25 ) -
C21247V100   #REORG CONVERGENT GROUP CORP COM CASH MERGER $8.00/SHR EFF 12/1/00   Dispositions   (350.00 ) 0.00   2,259.97
C220406102   #REORG CORSAIR COMM INC STK MRGR LIGHTBRIDGE INC 2475101 @.5978 2/7/01   Acquisitions   23,282.00   (527,891.52 ) -
C220406102   #REORG CORSAIR COMM INC STK MRGR LIGHTBRIDGE INC 2475101 @.5978 2/7/01   Dispositions   (23,282.00 ) 0.00   378,977.49
C223575101   #REORG COVOL TECH INC DEL N/C TO HEADWATERS INC #2-379473 EFF 09-13-00   Acquisitions   1,000.00   (3,342.45 ) -
C223575101   #REORG COVOL TECH INC DEL N/C TO HEADWATERS INC #2-379473 EFF 09-13-00   Free Delivery   (1,000.00 ) 0.00   -
C12614C106   #REORG CP & L ENERGY INC N/C TO PROGRESSENERGY INC 2748007 @1 EFF 11/30/00   Dispositions   (200.00 ) 0.00   6,862.27
C12614C106   #REORG CP & L ENERGY INC N/C TO PROGRESSENERGY INC 2748007 @1 EFF 11/30/00   Free Receipt   4,400.00   0.00   -
C225270107   #REORG CREATIVE BIOMOLECULES INC STK MERGER CURIS INC #2-223889 EFF 07-31-00   Acquisitions   11,850.00   (76,217.58 ) -
C225270107   #REORG CREATIVE BIOMOLECULES INC STK MERGER CURIS INC #2-223889 EFF 07-31-00   Dispositions   (12,850.00 ) 0.00   88,530.08
C225429109   #REORG CREDITR CORP PLN OF REORG TO NCO PTF MGMT INC 2597369 & CREDITR 6066273   Acquisitions   300.00   (1,511.20 ) -
C225429109   #REORG CREDITR CORP PLN OF REORG TO NCO PTF MGMT INC 2597369 & CREDITR 6066273   Dispositions   (100.00 ) 0.00   457.53
C177342201   #REORG CTZN UTILS CO DEL SER B COM N/C CITIZENS COMM CO #2-165519 5-18-00   Acquisitions   5,000.00   (84,653.80 ) -
C177342201   #REORG CTZN UTILS CO DEL SER B COM N/C CITIZENS COMM CO #2-165519 5-18-00   Dispositions   (4,500.00 ) 0.00   74,842.85
C177342201   #REORG CTZN UTILS CO DEL SER B COM N/C CITIZENS COMM CO #2-165519 5-18-00   Free Delivery   (500.00 ) 0.00   -
C232923102   #REORG CYTOTHERAPEUTICS INC N/C TO STEMCELLS INC 2846647 @ 1 EFF 5-25-00   Acquisitions   5,300.00   (27,704.90 ) -
C232923102   #REORG CYTOTHERAPEUTICS INC N/C TO STEMCELLS INC 2846647 @ 1 EFF 5-25-00   Dispositions   (300.00 ) 0.00   3,334.36
C232923102   #REORG CYTOTHERAPEUTICS INC N/C TO STEMCELLS INC 2846647 @ 1 EFF 5-25-00   Free Delivery   (5,000.00 ) 0.00   -
C233856103   #REORG DAIN RAUSCHER CASH MERGER @95 EFF1/10/01   Acquisitions   22,800.00   (1,279,286.19 ) -
C233856103   #REORG DAIN RAUSCHER CASH MERGER @95 EFF1/10/01   Dispositions   (22,800.00 ) 0.00   1,743,354.78
C23804A206   #REORG DATALINK NET INC COMM N/C TO SEMOTUS SOLUTIONS INC 2818050 @1 1/11/01   Acquisitions   9,500.00   (191,051.70 ) -
C23804A206   #REORG DATALINK NET INC COMM N/C TO SEMOTUS SOLUTIONS INC 2818050 @1 1/11/01   Dispositions   (9,000.00 ) 0.00   188,029.11
C246885107   #REORG DELIA'S INC COM STOCK MERGER TO DELIA'S CORP 2256277 @1.1715 11/20/00   Acquisitions   1,000.00   (2,077.45 ) -
C246885107   #REORG DELIA'S INC COM STOCK MERGER TO DELIA'S CORP 2256277 @1.1715 11/20/00   Free Delivery   (1,000.00 ) 0.00   -
C250637105   #REORG DESTRON FEARING CORP MERGER TO APPLIED DIGITAL SOL INC 2-023352 9-11-00   Acquisitions   3,000.00   (17,847.45 ) -
C250637105   #REORG DESTRON FEARING CORP MERGER TO APPLIED DIGITAL SOL INC 2-023352 9-11-00   Dispositions   (3,000.00 ) 0.00   18,698.76
C255408106   #REORG DIVOT GOLF CORP COM N/C TO ORBITTRAVEL.COM CORP 2-690412 4-20-00   Acquisitions   1,000,000.00   (248,433.94 ) -
C255408106   #REORG DIVOT GOLF CORP COM N/C TO ORBITTRAVEL.COM CORP 2-690412 4-20-00   Dispositions   (200,000.00 ) 0.00   21,096.73
C255408106   #REORG DIVOT GOLF CORP COM N/C TO ORBITTRAVEL.COM CORP 2-690412 4-20-00   Free Delivery   (800,033.00 ) 0.00   -

92

C257470104   #REORG DOMINION RES INC VA COM MERGER DFLT DOMINION RES INC #2-280211 01-28-00   Dispositions   (100.00 ) 0.00   3,186.00
C257470104   #REORG DOMINION RES INC VA COM MERGER DFLT DOMINION RES INC #2-280211 01-28-00   Free Delivery   (25.00 ) 0.00   -
C257470104   #REORG DOMINION RES INC VA COM MERGER DFLT DOMINION RES INC #2-280211 01-28-00   Free Receipt   25.00   0.00   -
C257661108   #REORG DONALDSON LUFKIN & JENRETTE INC CASH MERGER RATE @90 EFF 11/3/00   Acquisitions   100.00   (5,098.70 ) -
C257661108   #REORG DONALDSON LUFKIN & JENRETTE INC CASH MERGER RATE @90 EFF 11/3/00   Dispositions   (100.00 ) 0.00   4,369.90
C257661504   #REORG DONALDSON LUFKIN & LENRETTRE N/C CRED SUISSE 1ST BOSTN 2222092 @1 1/16/01   Acquisitions   16,300.00   (166,533.05 ) -
C257661504   #REORG DONALDSON LUFKIN & LENRETTRE N/C CRED SUISSE 1ST BOSTN 2222092 @1 1/16/01   Dispositions   (16,300.00 ) 0.00   119,028.42
C26483B106   #REORG DUN & BRADSTREET CORP DEL COM STKN/C TO MOODYS CORP #2-588464 10-02-00   Acquisitions   200.00   (6,215.50 ) -
C26483B106   #REORG DUN & BRADSTREET CORP DEL COM STKN/C TO MOODYS CORP #2-588464 10-02-00   Dispositions   (1,500.00 ) 0.00   42,100.09
C26483B106   #REORG DUN & BRADSTREET CORP DEL COM STKN/C TO MOODYS CORP #2-588464 10-02-00   Free Delivery   (4,200.00 ) 0.00   -
C26632S109   #REORG DURA PHARMA INC COM STCK MRGR TO ELAN CORP PLC ADR 2301824 @.6715 11/9/00   Acquisitions   16,300.00   (223,459.46 ) -
C26632S109   #REORG DURA PHARMA INC COM STCK MRGR TO ELAN CORP PLC ADR 2301824 @.6715 11/9/00   Dispositions   (16,300.00 ) 0.00   244,604.22
C26632S109   #REORG DURA PHARMA INC COM STCK MRGR TO ELAN CORP PLC ADR 2301824 @.6715 11/9/00   Free Delivery   (600.00 ) 0.00   -
C292872108   #REORG EAI ENGINEERING CASH MERGER @13.75 EFF 10/23/00   Acquisitions   1,000.00   (8,154.95 ) -
C292872108   #REORG EAI ENGINEERING CASH MERGER @13.75 EFF 10/23/00   Dispositions   (1,085.00 ) 0.00   11,256.90
C270322100   #REORG EARTHLINK NETWORK INC STKMGR W/ EARTHLINK INC COM #2-295009 EFF 2-04-00   Acquisitions   8,499.00   (515,386.95 ) -
C270322100   #REORG EARTHLINK NETWORK INC STKMGR W/ EARTHLINK INC COM #2-295009 EFF 2-04-00   Dispositions   (8,099.00 ) 0.00   381,171.33
C270322100   #REORG EARTHLINK NETWORK INC STKMGR W/ EARTHLINK INC COM #2-295009 EFF 2-04-00   Free Delivery   (400.00 ) 0.00   -
C27637F100   #REORG EASTERN ENTERPRISES COM CASH MERGER @643558 EFF 11/8/00   Acquisitions   100.00   (6,190.50 ) -
C27637F100   #REORG EASTERN ENTERPRISES COM CASH MERGER @643558 EFF 11/8/00   Dispositions   (1,000.00 ) 0.00   63,381.73
C282012103   #REORG EFAX.COM STOCK MERGER TO J2 GLOBAL COMM INC 2427135 @.266 12/13/00   Acquisitions   600.00   (648.67 ) -
C282012103   #REORG EFAX.COM STOCK MERGER TO J2 GLOBAL COMM INC 2427135 @.266 12/13/00   Dispositions   (1,700.00 ) 0.00   7,641.13
C282339100   #REORG EGLOBE INC COM REVERSE SPLIT TO EGLOBE INC 2300483 @4.7 EFF 11/13/00   Acquisitions   1,100.00   (10,334.90 ) -
C282339100   #REORG EGLOBE INC COM REVERSE SPLIT TO EGLOBE INC 2300483 @4.7 EFF 11/13/00   Dispositions   (100.00 ) 0.00   1,032.51
C282339100   #REORG EGLOBE INC COM REVERSE SPLIT TO EGLOBE INC 2300483 @4.7 EFF 11/13/00   Free Delivery   (1,000.00 ) 0.00   -
C283905107   #REORG EL PASO ENERGY CORP N/C TO EL PASO CORP 2301049 @1 EFF 2/7/01   Acquisitions   930.00   (50,620.25 ) -
C283905107   #REORG EL PASO ENERGY CORP N/C TO EL PASO CORP 2301049 @1 EFF 2/7/01   Dispositions   (2,000.00 ) 0.00   84,216.27
C285798104   #REORG ELECTRONIC PROCESSING INC COM N/CTO EPIQ SYS INC 2-289819 EFF 6-9-00   Acquisitions   1,000.00   (11,029.95 ) -
C285798104   #REORG ELECTRONIC PROCESSING INC COM N/CTO EPIQ SYS INC 2-289819 EFF 6-9-00   Free Delivery   (1,000.00 ) 0.00   -
C29265L706   #REORG ENERGY BIOSYS CORP COM NEW N/C TOENCHIRA BIOTECH CORP @ 1 EFF 06-09-00   Acquisitions   600.00   (6,914.95 ) -
C29265L706   #REORG ENERGY BIOSYS CORP COM NEW N/C TOENCHIRA BIOTECH CORP @ 1 EFF 06-09-00   Dispositions   (600.00 ) 0.00   5,159.87
C292896107   #REORG ENGLE HOMES INC COM CASH MERGER @19.1 EFF 11/22/00   Acquisitions   300.00   (2,936.20 ) -
C292896107   #REORG ENGLE HOMES INC COM CASH MERGER @19.1 EFF 11/22/00   Dispositions   (300.00 ) 0.00   2,860.65

93

C300651205   #REORG EXCALIBUR TECH STOCK MERGER TO CONVERA CORP 2203084 @1 12/21/00   Acquisitions   200.00   (11,814.95 ) -
C300651205   #REORG EXCALIBUR TECH STOCK MERGER TO CONVERA CORP 2203084 @1 12/21/00   Dispositions   (200.00 ) 0.00   11,009.68
C301607107   #REORG EXECUTONE INFO SYS INC N/C TO ELOT INC #2-305975 @ 1:1 EFF 12-14-99   Acquisitions   1,000.00   (4,529.95 ) -
C301607107   #REORG EXECUTONE INFO SYS INC N/C TO ELOT INC #2-305975 @ 1:1 EFF 12-14-99   Free Delivery   (1,000.00 ) 0.00   -
C302290101   #REORG EXXON CORP COM N/C EXXON-MOBIL CORP EFF 11-30-99 SEE SEC#2313338   Free Delivery   (117,185.30 ) 0.00   -
C302290101   #REORG EXXON CORP COM N/C EXXON-MOBIL CORP EFF 11-30-99 SEE SEC#2313338   Free Receipt   34,985.30   0.00   -
C311643100   #REORG FAROUDJA INC COM STK MERGER W/ SAGE INC #2-775290 @ .285 EFF 06-08-00   Acquisitions   2,300.00   (20,469.45 ) -
C311643100   #REORG FAROUDJA INC COM STK MERGER W/ SAGE INC #2-775290 @ .285 EFF 06-08-00   Dispositions   (2,300.00 ) 0.00   16,319.73
C311889109   #REORG FATBRAIN.COM INC CSHSTCK MRGR BRN-NOBL.COM INC 2055731 1.0625.8557   Acquisitions   10,500.00   (55,673.25 ) -
C311889109   #REORG FATBRAIN.COM INC CSHSTCK MRGR BRN-NOBL.COM INC 2055731 1.0625.8557   Dispositions   (500.00 ) 0.00   5,049.93
C31304N107   #REORG FDX CORP COM STK N/C TO FEDEX CORP COM STK #2-319604 EFF 01-19-00   Acquisitions   1,312.00   (52,737.85 ) -
C31304N107   #REORG FDX CORP COM STK N/C TO FEDEX CORP COM STK #2-319604 EFF 01-19-00   Dispositions   (300.00 ) 0.00   12,250.89
C31304N107   #REORG FDX CORP COM STK N/C TO FEDEX CORP COM STK #2-319604 EFF 01-19-00   Free Delivery   (3,612.00 ) 0.00   -
C317922300   #REORG FINET.COM INC REV SPLT TO FINET.COM INC 2320167 EFF 2/20/01   Acquisitions   5,500.00   (4,045.87 ) -
C317922300   #REORG FINET.COM INC REV SPLT TO FINET.COM INC 2320167 EFF 2/20/01   Dispositions   (5,500.00 ) 0.00   3,470.57
C335914206   #REORG FIRST PRIORITY GROUP NEW N/C TO DRIVERSHIELD COM CORP 2281696 11/2/00   Acquisitions   2,500.00   (12,528.11 ) -
C335914206   #REORG FIRST PRIORITY GROUP NEW N/C TO DRIVERSHIELD COM CORP 2281696 11/2/00   Free Delivery   (15,500.00 ) 0.00   -
C336294103   #REORG FIRST SECURITY CORP STCK MRGR TO WELLS FARGO & CO 2912332 @.355 10/25/00   Acquisitions   1,001.00   (25,745.63 ) -
C336294103   #REORG FIRST SECURITY CORP STCK MRGR TO WELLS FARGO & CO 2912332 @.355 10/25/00   Dispositions   (1,202.26 ) 0.00   31,980.78
C33748T104   #REORG FIRST WOASHINGTON BANCORP N/C TO BANNER CORP 2055359 @1 EFF 10/30/00   Free Delivery   (1,089.00 ) 0.00   -
C33748T104   #REORG FIRST WOASHINGTON BANCORP N/C TO BANNER CORP 2055359 @1 EFF 10/30/00   Free Receipt   99.00   0.00   -
C33763V109   #REORG FIRSTAR CORP NEW WIS STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   Acquisitions   700.00   (16,712.50 ) -
C33763V109   #REORG FIRSTAR CORP NEW WIS STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   Dispositions   (9,000.00 ) 0.00   193,509.99
C33763T104   #REORG FIRSTCOM CORP STK MERGER TO AT&T LATIN AMER CORP #2-032231 EFF 08-28-00   Acquisitions   100.00   (3,304.95 ) -
C33763T104   #REORG FIRSTCOM CORP STK MERGER TO AT&T LATIN AMER CORP #2-032231 EFF 08-28-00   Dispositions   (100.00 ) 0.00   3,069.94
C341109106   #REORG FLORIDA PROGRESS CORP CASH MERGER@54 EFF 11/30/00   Acquisitions   100.00   (4,887.50 ) -
C341109106   #REORG FLORIDA PROGRESS CORP CASH MERGER@54 EFF 11/30/00   Dispositions   (800.00 ) 0.00   35,870.56
C343861100   #REORG FLUOR CORP N/C TO MASSEY ENERGY CO SEC 2537570 @1 EFF 11/30/00   Acquisitions   25,463.56   (852,724.77 ) -
C343861100   #REORG FLUOR CORP N/C TO MASSEY ENERGY CO SEC 2537570 @1 EFF 11/30/00   Dispositions   (34,687.43 ) 0.00   1,110,245.59
C345370100   #REORG FORD MTR CO DEL COM MERGER TO CASH & FORD MOTOR CO 2-326542 08-2-00   Acquisitions   33,355.02   (1,617,884.26 ) -
C345370100   #REORG FORD MTR CO DEL COM MERGER TO CASH & FORD MOTOR CO 2-326542 08-2-00   Dispositions   (58,122.59 ) 0.00   2,647,885.19
C345370100   #REORG FORD MTR CO DEL COM MERGER TO CASH & FORD MOTOR CO 2-326542 08-2-00   Free Delivery   (56,131.22 ) 0.00   -
C345469100   #REORG FOREMOST CORP AMER COM CASH MERGER @ $29.25 EFF 03-07-2000   Acquisitions   100.32   (2,814.09 ) -

94

C345469100   #REORG FOREMOST CORP AMER COM CASH MERGER @ $29.25 EFF 03-07-2000   Free Delivery   (101.08 ) 0.00   -
C346091606   #REORG FOREST OIL CORP NEW REV SPLT TO FOREST OIL CORP 2-326829 @.50 12/8/00   Acquisitions   16,500.00   (272,418.76 ) -
C346091606   #REORG FOREST OIL CORP NEW REV SPLT TO FOREST OIL CORP 2-326829 @.50 12/8/00   Dispositions   (16,500.00 ) 0.00   237,875.86
C350404109   #REORG FOUNDATION HEALTH SYSTEM INC N/C TO HEALTH NET INC 2379475 @1.00 11/6/00   Acquisitions   10,200.00   (170,233.49 ) -
C350404109   #REORG FOUNDATION HEALTH SYSTEM INC N/C TO HEALTH NET INC 2379475 @1.00 11/6/00   Dispositions   (10,600.00 ) 0.00   215,178.12
C350404109   #REORG FOUNDATION HEALTH SYSTEM INC N/C TO HEALTH NET INC 2379475 @1.00 11/6/00   Free Delivery   (30,300.00 ) 0.00   -
C347471104   #REORG FT JAMES CORP CSH & STK MRGR TO GA PAC CORP 2347112 .26 CSH 29 11/27/00   Acquisitions   200.00   (4,775.00 ) -
C347471104   #REORG FT JAMES CORP CSH & STK MRGR TO GA PAC CORP 2347112 .26 CSH 29 11/27/00   Dispositions   (2,400.00 ) 0.00   59,462.20
C347471104   #REORG FT JAMES CORP CSH & STK MRGR TO GA PAC CORP 2347112 .26 CSH 29 11/27/00   Free Delivery   (5,300.00 ) 0.00   -
C367278108   #REORG GASONICS INTL CORP COM STK MERGERTO NOVELLUS SYSTEMS 2667251 @.52 1/10/01   Acquisitions   19,800.00   (516,078.96 ) -
C367278108   #REORG GASONICS INTL CORP COM STK MERGERTO NOVELLUS SYSTEMS 2667251 @.52 1/10/01   Dispositions   (10,600.00 ) 0.00   246,486.93
C368538104   #REORG GELTEX PHARMACEUTICALS CASH MERGER RATE $47.50 EFF 12/15/00   Acquisitions   480.00   (9,239.90 ) -
C368538104   #REORG GELTEX PHARMACEUTICALS CASH MERGER RATE $47.50 EFF 12/15/00   Dispositions   (680.00 ) 0.00   16,034.60
CG3788V106   #REORG GEMSTAR INTL GRP LTD COM N/C TO GEMSTAR-TVGUIDE INTL INC 2346019 7-12-00   Acquisitions   3,035.00   (158,176.38 ) -
CG3788V106   #REORG GEMSTAR INTL GRP LTD COM N/C TO GEMSTAR-TVGUIDE INTL INC 2346019 7-12-00   Dispositions   (3,185.00 ) 0.00   183,262.36
CG3788V106   #REORG GEMSTAR INTL GRP LTD COM N/C TO GEMSTAR-TVGUIDE INTL INC 2346019 7-12-00   Free Delivery   (1,050.00 ) 0.00   -
CG3788V106   #REORG GEMSTAR INTL GRP LTD COM N/C TO GEMSTAR-TVGUIDE INTL INC 2346019 7-12-00   Free Receipt   600.00   0.00   -
C372917401   #REORG GENZYME CORP TISS REPAIR STK MGR GENZ CORP BIOSRGRY 2321323 .33 12/18/00   Acquisitions   500.00   (1,529.95 ) -
C372917401   #REORG GENZYME CORP TISS REPAIR STK MGR GENZ CORP BIOSRGRY 2321323 .33 12/18/00   Dispositions   (500.00 ) 0.00   2,235.57
C374266104   #REORG GETTHERE INC COM CASH MERGER @17.75 EFF 10/17/00   Acquisitions   500.00   (13,716.15 ) -
C374266104   #REORG GETTHERE INC COM CASH MERGER @17.75 EFF 10/17/00   Dispositions   (800.00 ) 0.00   20,343.29
C383486107   #REORG GO 2 NET INC STOCK MERGER TO INFOSPACE INC 2420920 @ 1.82 10/12/00   Acquisitions   670.00   (46,412.05 ) -
C383486107   #REORG GO 2 NET INC STOCK MERGER TO INFOSPACE INC 2420920 @ 1.82 10/12/00   Dispositions   (550.00 ) 0.00   38,293.45
C383486107   #REORG GO 2 NET INC STOCK MERGER TO INFOSPACE INC 2420920 @ 1.82 10/12/00   Free Delivery   (269.00 ) 0.00   -
C362320103   #REORG GTE CORP COM STK MERGER TO VERIZON COMM 2-888499 EFF 6-30-00   Acquisitions   703.01   (45,016.33 ) -
C362320103   #REORG GTE CORP COM STK MERGER TO VERIZON COMM 2-888499 EFF 6-30-00   Dispositions   (7,526.97 ) 0.00   500,413.09
C362320103   #REORG GTE CORP COM STK MERGER TO VERIZON COMM 2-888499 EFF 6-30-00   Free Delivery   (27,217.38 ) 0.00   -
C41145C103   #REORG HARBINGER CORP COM STK MERGER TO PEREGRINE SYSTEMS #2-710941 EFF 6-16-00   Acquisitions   700.00   (23,141.15 ) -
C41145C103   #REORG HARBINGER CORP COM STK MERGER TO PEREGRINE SYSTEMS #2-710941 EFF 6-16-00   Dispositions   (200.00 ) 0.00   4,957.38
C41145C103   #REORG HARBINGER CORP COM STK MERGER TO PEREGRINE SYSTEMS #2-710941 EFF 6-16-00   Free Delivery   (500.00 ) 0.00   -
C412552101   #REORG HARKEN ENRGY CORP REV SPLT HARKENENRGY CORP (NEW) 2372584 @.10 11/8/00   Acquisitions   2,800.00   (2,789.95 ) -
C412552101   #REORG HARKEN ENRGY CORP REV SPLT HARKENENRGY CORP (NEW) 2372584 @.10 11/8/00   Dispositions   (2,000.00 ) 0.00   1,959.93
C412552101   #REORG HARKEN ENRGY CORP REV SPLT HARKENENRGY CORP (NEW) 2372584 @.10 11/8/00   Free Delivery   (1,800.00 ) 0.00   -

95

C416592103   #REORG HARTFORD LIFE INC CL A CASH MERGER @ 50.50 EFF 06-27-00   Acquisitions   1.19   (52.89 ) -
C416592103   #REORG HARTFORD LIFE INC CL A CASH MERGER @ 50.50 EFF 06-27-00   Dispositions   (279.23 ) 0.00   14,062.11
C403917107   #REORG HMT TECH CORP STK MERGER TO KOMAG#2-456683 @ .9094 EFF 10-02-00   Acquisitions   2,000.00   (6,060.00 ) -
C403917107   #REORG HMT TECH CORP STK MERGER TO KOMAG#2-456683 @ .9094 EFF 10-02-00   Dispositions   (2,000.00 ) 0.00   5,564.81
S2489395   #REORG ICICI LTD SPONS ADR CUS CONSLDTN TO ICICI LTD LVL 3 ADR 2-409214 6-19-00   Acquisitions   2,000.00   (37,859.21 ) -
S2489395   #REORG ICICI LTD SPONS ADR CUS CONSLDTN TO ICICI LTD LVL 3 ADR 2-409214 6-19-00   Free Delivery   (5,980.00 ) 0.00   -
C452556103   #REORG IMPERIAL BANCORP COM STK MERGER TO COMERICA INC 2194768 @.46 EFF 1/29/01   Acquisitions   30,070.00   (699,938.05 ) -
C452556103   #REORG IMPERIAL BANCORP COM STK MERGER TO COMERICA INC 2194768 @.46 EFF 1/29/01   Dispositions   (55,018.00 ) 0.00   1,142,134.52
C452556103   #REORG IMPERIAL BANCORP COM STK MERGER TO COMERICA INC 2194768 @.46 EFF 1/29/01   Free Receipt   1,648.00   0.00   -
C452919103   #REORG IN FOCUS SYS INC COM N/C TO INFOCUS CORP #2-420522 @ 1 EFF 06-14-00   Acquisitions   29,100.00   (928,009.87 ) -
C452919103   #REORG IN FOCUS SYS INC COM N/C TO INFOCUS CORP #2-420522 @ 1 EFF 06-14-00   Free Delivery   (29,100.00 ) 0.00   -
C45662S102   #REORG INFINITY BROADCSTNG NEW CLA STK MRGR TO VIACOM CL B 2888754 2/21/01   Acquisitions   30,900.00   (1,164,276.16 ) -
C45662S102   #REORG INFINITY BROADCSTNG NEW CLA STK MRGR TO VIACOM CL B 2888754 2/21/01   Dispositions   (2,600.00 ) 0.00   68,280.21
C45675F303   #REORG INFORMATION RES ENERGY INC N/C TOSAFENET INC 2775167 EFF 11/1/00   Acquisitions   2,000.00   (54,310.00 ) -
C45675F303   #REORG INFORMATION RES ENERGY INC N/C TOSAFENET INC 2775167 EFF 11/1/00   Dispositions   (5,000.00 ) 0.00   127,678.50
C45764D102   #REORG INNERDYNE INC COM STK MERGER TO TYCO INTL LTD #2878569 EFF 12-08-00   Acquisitions   300.00   (2,794.95 ) -
C45764D102   #REORG INNERDYNE INC COM STK MERGER TO TYCO INTL LTD #2878569 EFF 12-08-00   Dispositions   (1,040.00 ) 0.00   5,773.64
C45766C102   #REORG INPRISE CORP N/C TO BORLAND SOFTWARE CORP 2075365 EFF 1/22/01   Acquisitions   23,500.00   (338,522.62 ) -
C45766C102   #REORG INPRISE CORP N/C TO BORLAND SOFTWARE CORP 2075365 EFF 1/22/01   Dispositions   (11,000.00 ) 0.00   188,605.51
C457654101   #REORG INPUT SOFTWARE INC COM N/C TOACTIONPOINT INC COM #2-000052 4-26-00   Acquisitions   3,800.00   (67,885.85 ) -
C457654101   #REORG INPUT SOFTWARE INC COM N/C TOACTIONPOINT INC COM #2-000052 4-26-00   Dispositions   (3,800.00 ) 0.00   69,719.67
C457669109   #REORG INSMED INC COM REVSPLIT TO INSMEDINC COM NEW 2-421193 @ .25:1 EFF 7-28-00   Free Delivery   (4,000.00 ) 0.00   -
C457669109   #REORG INSMED INC COM REVSPLIT TO INSMEDINC COM NEW 2-421193 @ .25:1 EFF 7-28-00   Free Receipt   4,000.00   0.00   -
C457674109   #REORG INSO CORP N/C TO EBT INTL INC#2-289768 @ 1 EFF 08-25-00   Acquisitions   1,000.00   (20,091.15 ) -
C457674109   #REORG INSO CORP N/C TO EBT INTL INC#2-289768 @ 1 EFF 08-25-00   Dispositions   (1,000.00 ) 0.00   4,199.95
C457674109   #REORG INSO CORP N/C TO EBT INTL INC#2-289768 @ 1 EFF 08-25-00   Free Delivery   (500.00 ) 0.00   -
C457674109   #REORG INSO CORP N/C TO EBT INTL INC#2-289768 @ 1 EFF 08-25-00   Free Receipt   500.00   0.00   -
C458144102   #REORG INTELECT COMM IN COM N/C TO TERAFORCE TECH CORP 2857173 @1 1/31/01   Acquisitions   300.00   (620.56 ) -
C458144102   #REORG INTELECT COMM IN COM N/C TO TERAFORCE TECH CORP 2857173 @1 1/31/01   Dispositions   (300.00 ) 0.00   1,338.75
C45868P100   #REORG INTERIM SVCS INC COM N/C TO SPHERION CORP COM #2-838781 EFF 7-7-00   Acquisitions   33,000.00   (596,087.50 ) -
C45868P100   #REORG INTERIM SVCS INC COM N/C TO SPHERION CORP COM #2-838781 EFF 7-7-00   Dispositions   (12,200.00 ) 0.00   207,027.08
C45868P100   #REORG INTERIM SVCS INC COM N/C TO SPHERION CORP COM #2-838781 EFF 7-7-00   Free Delivery   (20,800.00 ) 0.00   -
C45923D100   #REORG INTERNATIONAL CAPRI RES LTD N/C TO APIVA.COM WEB CORP 2-023178 7-19-00   Acquisitions   2,000.00   (7,871.10 ) -

96

C45923D100   #REORG INTERNATIONAL CAPRI RES LTD N/C TO APIVA.COM WEB CORP 2-023178 7-19-00   Free Delivery   (2,000.00 ) 0.00   -
C450306105   #REORG ISS GROUP INC N/C TO INTERNET SECURITY SYS INC #2-421801 07-20-00   Acquisitions   7,060.00   (720,032.35 ) -
C450306105   #REORG ISS GROUP INC N/C TO INTERNET SECURITY SYS INC #2-421801 07-20-00   Free Delivery   (7,060.00 ) 0.00   -
C480236108   #REORG JONES INC STOCKMERGER TO KING INC#2453331 @1.125 EFF 08-31-2000   Acquisitions   34,380.00   (1,371,329.39 ) -
C480236108   #REORG JONES INC STOCKMERGER TO KING INC#2453331 @1.125 EFF 08-31-2000   Dispositions   (22,350.00 ) 0.00   833,641.34
C480236108   #REORG JONES INC STOCKMERGER TO KING INC#2453331 @1.125 EFF 08-31-2000   Free Delivery   (50,530.00 ) 0.00   -
C480236108   #REORG JONES INC STOCKMERGER TO KING INC#2453331 @1.125 EFF 08-31-2000   Free Receipt   13,420.00   0.00   -
C482731106   #REORG K2 DESIGN N/C TO K2 DIGITAL INC 2436038 @1.00 EFF 11/16/00   Acquisitions   1,000.00   (7,967.45 ) -
C482731106   #REORG K2 DESIGN N/C TO K2 DIGITAL INC 2436038 @1.00 EFF 11/16/00   Dispositions   (1,000.00 ) 0.00   6,844.82
C486168107   #REORG KAUFMAN & BROAD HOME CORP COM N/CKB HOME 1-17-01 SEE #2447812   Acquisitions   100.00   (1,893.75 ) -
C486168107   #REORG KAUFMAN & BROAD HOME CORP COM N/CKB HOME 1-17-01 SEE #2447812   Dispositions   (400.00 ) 0.00   8,028.68
C499068104   #REORG KNIGHT/TRIMARK GROUP CL A N/C TO KNIGHT TRADING 2454746 @1.00 EFF 5-16-00   Acquisitions   4,480.00   (185,699.33 ) -
C499068104   #REORG KNIGHT/TRIMARK GROUP CL A N/C TO KNIGHT TRADING 2454746 @1.00 EFF 5-16-00   Dispositions   (5,986.00 ) 0.00   227,859.57
C499068104   #REORG KNIGHT/TRIMARK GROUP CL A N/C TO KNIGHT TRADING 2454746 @1.00 EFF 5-16-00   Free Delivery   (6,161.00 ) 0.00   -
C499068104   #REORG KNIGHT/TRIMARK GROUP CL A N/C TO KNIGHT TRADING 2454746 @1.00 EFF 5-16-00   Free Receipt   7,667.00   0.00   -
C499067106   #REORG KNIGHT/TRIMARK GROUP INC CL A CUSIP CHG SEE #2-454745 EFF 1-06-00   Acquisitions   4,400.00   (175,071.51 ) -
C499067106   #REORG KNIGHT/TRIMARK GROUP INC CL A CUSIP CHG SEE #2-454745 EFF 1-06-00   Dispositions   (3,050.00 ) 0.00   134,577.12
C499067106   #REORG KNIGHT/TRIMARK GROUP INC CL A CUSIP CHG SEE #2-454745 EFF 1-06-00   Free Delivery   (7,667.00 ) 0.00   -
C500472204   #REORG KONINKLIJKE PHILIPS ELECTR EXCH TO KONINKLIJKE PHILIPS ELECTR NV 2456708   Acquisitions   100.00   (4,249.50 ) -
C500472204   #REORG KONINKLIJKE PHILIPS ELECTR EXCH TO KONINKLIJKE PHILIPS ELECTR NV 2456708   Dispositions   (3,473.00 ) 0.00   592,524.93
C500472204   #REORG KONINKLIJKE PHILIPS ELECTR EXCH TO KONINKLIJKE PHILIPS ELECTR NV 2456708   Free Delivery   (47,748.00 ) 0.00   -
C500472204   #REORG KONINKLIJKE PHILIPS ELECTR EXCH TO KONINKLIJKE PHILIPS ELECTR NV 2456708   Free Receipt   35,736.00   0.00   -
C501917108   #REORG LG & E ENERGY CASH MERGER @ 24.85EFF 12/11/00   Acquisitions   203.82   (3,693.45 ) -
C501917108   #REORG LG & E ENERGY CASH MERGER @ 24.85EFF 12/11/00   Dispositions   (303.82 ) 0.00   6,635.97
C53219H108   #REORG LIFEMINDERS COM INC COM N/C TO LIFEMINDERS INC #2-475119 EFF 6-14-00   Acquisitions   2,640.00   (87,120.00 ) -
C53219H108   #REORG LIFEMINDERS COM INC COM N/C TO LIFEMINDERS INC #2-475119 EFF 6-14-00   Dispositions   (2,640.00 ) 0.00   95,366.82
C536310105   #REORG LIPOSOME INC COM STKMRGR TO ELAN CORP COM #2-301824 & RT 2-348599 5-12-00   Acquisitions   350.00   (5,826.83 ) -
C536310105   #REORG LIPOSOME INC COM STKMRGR TO ELAN CORP COM #2-301824 & RT 2-348599 5-12-00   Free Delivery   (646.00 ) 0.00   -
C550818108   #REORG LYCOS INC COM STK MERGER TO TERRANETWORKS SA 2858579 EFF 10/27/00   Acquisitions   1,046.00   (73,198.53 ) -
C550818108   #REORG LYCOS INC COM STK MERGER TO TERRANETWORKS SA 2858579 EFF 10/27/00   Dispositions   (1,046.00 ) 0.00   68,285.78
C550818108   #REORG LYCOS INC COM STK MERGER TO TERRANETWORKS SA 2858579 EFF 10/27/00   Free Delivery   (50.00 ) 0.00   -
C561232109   #REORG MALLINCKRODT INC NEW STK MERGER TO TYCO INTL LTD 2-878569 10-17-00   Acquisitions   4,200.00   (116,458.56 ) -
C561232109   #REORG MALLINCKRODT INC NEW STK MERGER TO TYCO INTL LTD 2-878569 10-17-00   Dispositions   (10,000.00 ) 0.00   423,414.82

97

C561232109   #REORG MALLINCKRODT INC NEW STK MERGER TO TYCO INTL LTD 2-878569 10-17-00   Free Delivery   (1,800.00 ) 0.00   -
C565644101   #REORG MAPQUEST.COM INC COM STKMERGER TOAMERICA ONLINE INC #2-014101 EFF 6-29-00   Acquisitions   200.00   (5,167.45 ) -
C565644101   #REORG MAPQUEST.COM INC COM STKMERGER TOAMERICA ONLINE INC #2-014101 EFF 6-29-00   Dispositions   (200.00 ) 0.00   4,707.39
C55268B106   #REORG MCI WORLDCOM INC COM N/C TO WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0   Acquisitions   32,891.00   (1,520,505.12 ) -
C55268B106   #REORG MCI WORLDCOM INC COM N/C TO WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0   Dispositions   (59,804.50 ) 0.00   2,999,642.85
C55268B106   #REORG MCI WORLDCOM INC COM N/C TO WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0   Free Delivery   (171,920.00 ) 0.00   -
C55268B106   #REORG MCI WORLDCOM INC COM N/C TO WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0   Free Receipt   64,540.50   0.00   -
C58440J104   #REORG MEDIAONE GROUP INC COM CASH & STKMERGER TO AT&T CORP 2-000836 7-20-00   Acquisitions   26,900.00   (2,036,154.36 ) -
C58440J104   #REORG MEDIAONE GROUP INC COM CASH & STKMERGER TO AT&T CORP 2-000836 7-20-00   Dispositions   (18,800.00 ) 0.00   1,411,301.63
C58440J104   #REORG MEDIAONE GROUP INC COM CASH & STKMERGER TO AT&T CORP 2-000836 7-20-00   Free Delivery   (85,800.00 ) 0.00   -
C59000G100   #REORG MERITOR AUTOMOTIVE INC STKMERGER TO ARVINMERITOR INC 2-028262 EFF 7-7-00   Acquisitions   200.00   (3,454.95 ) -
C59000G100   #REORG MERITOR AUTOMOTIVE INC STKMERGER TO ARVINMERITOR INC 2-028262 EFF 7-7-00   Dispositions   (200.00 ) 0.00   3,219.94
C591016100   #REORG METACREATIONS CORP N/C TO VIEWPOINT 2890362 @1 EFF 12/01/00   Acquisitions   100.00   (3,027.45 ) -
C591016100   #REORG METACREATIONS CORP N/C TO VIEWPOINT 2890362 @1 EFF 12/01/00   Dispositions   (100.00 ) 0.00   1,070.01
C59133P100   #REORG METAMOR WORLDWIDE INC COM STK MERGER TO PSINET INC 2-749463 6-15-00   Acquisitions   100.00   (2,167.45 ) -
C59133P100   #REORG METAMOR WORLDWIDE INC COM STK MERGER TO PSINET INC 2-749463 6-15-00   Dispositions   (100.00 ) 0.00   1,782.48
C552763302   #REORG MGC COMMUN N/C TO MPOWER COMMUNS CORP #2-594496 @ 1 EFF 08-28-00   Acquisitions   29,600.00   (1,567,870.00 ) -
C552763302   #REORG MGC COMMUN N/C TO MPOWER COMMUNS CORP #2-594496 @ 1 EFF 08-28-00   Dispositions   (29,600.00 ) 0.00   1,442,647.50
C593261100   #REORG MIAMI COMPUTER SUP CORP COM N/C TO MCSI INC 2519348 @ 1 EFF 06-30-00   Acquisitions   18,700.00   (535,637.50 ) -
C593261100   #REORG MIAMI COMPUTER SUP CORP COM N/C TO MCSI INC 2519348 @ 1 EFF 06-30-00   Free Delivery   (18,700.00 ) 0.00   -
C253859102   #REORG MICROWAVE N/C TO DMC STRATEX NETWORKS INC #2-226317 EFF 08-15-00   Acquisitions   39,300.00   (1,437,620.33 ) -
C253859102   #REORG MICROWAVE N/C TO DMC STRATEX NETWORKS INC #2-226317 EFF 08-15-00   Dispositions   (24,870.00 ) 0.00   815,378.87
C253859102   #REORG MICROWAVE N/C TO DMC STRATEX NETWORKS INC #2-226317 EFF 08-15-00   Free Delivery   (40,430.00 ) 0.00   -
C604110106   #REORG MINNESOTA PWR INC CM N/C TO ALLETE COM #2-011702 @ 1 EFF 09-01-00   Acquisitions   4.91   (82.81 ) -
C604110106   #REORG MINNESOTA PWR INC CM N/C TO ALLETE COM #2-011702 @ 1 EFF 09-01-00   Free Delivery   (106.42 ) 0.00   -
C60462E104   #REORG MIRAGE RESORTS INC COM CASH MERGER @ $21 EFF 05-31-00   Acquisitions   4,200.00   (53,878.65 ) -
C60462E104   #REORG MIRAGE RESORTS INC COM CASH MERGER @ $21 EFF 05-31-00   Dispositions   (12,300.00 ) 0.00   224,672.12
C606592301   #REORG MITCHELL ENERGY & DEV CORP CL B RECLS MITCHELL ENERGY & DEV CL A 2580938   Acquisitions   600.00   (12,789.72 ) -
C606592301   #REORG MITCHELL ENERGY & DEV CORP CL B RECLS MITCHELL ENERGY & DEV CL A 2580938   Free Delivery   (600.00 ) 0.00   -
C55308N102   #REORG MMC NTWRK INC COM STCK MRGR APPLDMICRO CRCTS CORP 2023418 .619 10/25/00   Acquisitions   200.00   (7,829.95 ) -
C55308N102   #REORG MMC NTWRK INC COM STCK MRGR APPLDMICRO CRCTS CORP 2023418 .619 10/25/00   Dispositions   (200.00 ) 0.00   10,804.68
C611662107   #REORG MONSANTO CO COM N/C TO PHARMACIA CORP COM #2-712644 @ 1 EFF 3-31-00   Acquisitions   4,600.00   (195,654.52 ) -
C611662107   #REORG MONSANTO CO COM N/C TO PHARMACIA CORP COM #2-712644 @ 1 EFF 3-31-00   Dispositions   (5,800.00 ) 0.00   257,806.48

98

C611662107   #REORG MONSANTO CO COM N/C TO PHARMACIA CORP COM #2-712644 @ 1 EFF 3-31-00   Free Delivery   (71,800.00 ) 0.00   -
C616880100   #REORG MORGAN JP & CO INC STK MRGR TO JPMORGAN CHASE & CO 2427148 @3.7 12/31/00   Acquisitions   11,018.49   (1,434,759.69 ) -
C616880100   #REORG MORGAN JP & CO INC STK MRGR TO JPMORGAN CHASE & CO 2427148 @3.7 12/31/00   Dispositions   (2,856.10 ) 0.00   378,800.01
C616880100   #REORG MORGAN JP & CO INC STK MRGR TO JPMORGAN CHASE & CO 2427148 @3.7 12/31/00   Free Delivery   (62.81 ) 0.00   -
C62473C101   #REORG MPATH INTERACTIVE INC COM N/C TO HEARME INC #2-379470 @ 1:1 EFF 01-31-00   Acquisitions   18,800.00   (488,977.94 ) -
C62473C101   #REORG MPATH INTERACTIVE INC COM N/C TO HEARME INC #2-379470 @ 1:1 EFF 01-31-00   Free Delivery   (18,800.00 ) 0.00   -
C664334109   #REORG N EAST OPTIC NETWORK STOCK MERGERTO NEON COMMUNS 2609482 EFF 09-15-00   Acquisitions   3,110.00   (349,492.60 ) -
C664334109   #REORG N EAST OPTIC NETWORK STOCK MERGERTO NEON COMMUNS 2609482 EFF 09-15-00   Dispositions   (4,140.00 ) 0.00   332,947.06
C664334109   #REORG N EAST OPTIC NETWORK STOCK MERGERTO NEON COMMUNS 2609482 EFF 09-15-00   Free Delivery   (225.00 ) 0.00   -
C62952P102   #REORG NABISCO GROUP HLDG CORP COM STK CASH MERGER @ 30 EFF 12-12-00   Acquisitions   203.46   (3,375.38 ) -
C62952P102   #REORG NABISCO GROUP HLDG CORP COM STK CASH MERGER @ 30 EFF 12-12-00   Dispositions   (3,039.08 ) 0.00   42,933.40
C631728409   #REORG NASTECH PHARMACEUTICAL INC COM RVSPLIT FOLLOWED FW SPLIT EFF 8-17-99   Acquisitions   15,000.00   (85,603.95 ) -
C631728409   #REORG NASTECH PHARMACEUTICAL INC COM RVSPLIT FOLLOWED FW SPLIT EFF 8-17-99   Dispositions   (15,000.00 ) 0.00   86,481.40
C635646102   #REORG NATIONAL DISCOUNT BROKERS CASH MERGER @ $49/SHR EFF 11/30/00   Acquisitions   21,860.00   (740,304.11 ) -
C635646102   #REORG NATIONAL DISCOUNT BROKERS CASH MERGER @ $49/SHR EFF 11/30/00   Dispositions   (21,960.00 ) 0.00   699,550.15
C64115R108   #REORG NETIVATION N/C TO MEDINEX SYS INC#2-548882 @ 1 EFF 07-27-00   Acquisitions   1,000.00   (5,309.90 ) -
C64115R108   #REORG NETIVATION N/C TO MEDINEX SYS INC#2-548882 @ 1 EFF 07-27-00   Free Delivery   (1,000.00 ) 0.00   -
C641148101   #REORG NETRIX CORP COM N/C TO NX NETWORKS INC #2951121 @1 EFF 09-19-00   Acquisitions   600.00   (10,878.65 ) -
C641148101   #REORG NETRIX CORP COM N/C TO NX NETWORKS INC #2951121 @1 EFF 09-19-00   Dispositions   (600.00 ) 0.00   11,724.70
C64120C104   #REORG NETVALUE HLDGS INC COM N/C TO STONEPATH GP 2878254 @ 1 EFF 09-25-00   Acquisitions   50.00   (1,529.95 ) -
C64120C104   #REORG NETVALUE HLDGS INC COM N/C TO STONEPATH GP 2878254 @ 1 EFF 09-25-00   Free Delivery   (50.00 ) 0.00   -
C64121Q102   #REORG NETWORK SOLUTIONS INC DEL STK MERGER TO VERSIGN INC #2-888502 6-8-00   Acquisitions   920.00   (154,215.88 ) -
C64121Q102   #REORG NETWORK SOLUTIONS INC DEL STK MERGER TO VERSIGN INC #2-888502 6-8-00   Dispositions   (945.00 ) 0.00   146,020.72
C64121Q102   #REORG NETWORK SOLUTIONS INC DEL STK MERGER TO VERSIGN INC #2-888502 6-8-00   Free Delivery   (550.00 ) 0.00   -
C64121Q102   #REORG NETWORK SOLUTIONS INC DEL STK MERGER TO VERSIGN INC #2-888502 6-8-00   Free Receipt   75.00   0.00   -
C64352U103   #REORG NEW CENTURY ENERGIES INC MERGER TO XCEL ENERGY INC 2-946712 8-18-00   Acquisitions   100.00   (3,368.75 ) -
C64352U103   #REORG NEW CENTURY ENERGIES INC MERGER TO XCEL ENERGY INC 2-946712 8-18-00   Dispositions   (900.00 ) 0.00   26,446.31
C64352U103   #REORG NEW CENTURY ENERGIES INC MERGER TO XCEL ENERGY INC 2-946712 8-18-00   Free Delivery   (3,100.00 ) 0.00   -
C650901101   #REORG NEWBRIDGE NETWORKS MERGER DEFAULTSTOCK TO ALCATEL 2005912 @.81 EFF 5-25-0   Acquisitions   2,250.00   (57,012.99 ) -
C650901101   #REORG NEWBRIDGE NETWORKS MERGER DEFAULTSTOCK TO ALCATEL 2005912 @.81 EFF 5-25-0   Dispositions   (2,550.00 ) 0.00   84,159.75
C65332H104   #REORG NEXELL THERAPEUTICS INC REVSPL TONEXELL THEREAPEUTICS 2-653669 6-15-00   Acquisitions   6,900.00   (55,938.19 ) -
C65332H104   #REORG NEXELL THERAPEUTICS INC REVSPL TONEXELL THEREAPEUTICS 2-653669 6-15-00   Dispositions   (2,400.00 ) 0.00   13,556.56
C65332H104   #REORG NEXELL THERAPEUTICS INC REVSPL TONEXELL THEREAPEUTICS 2-653669 6-15-00   Free Delivery   (6,200.00 ) 0.00   -

99

C65333H707   #REORG NEXTLINK COM INC CL A N/C TO XO COM 2946743 @1 EFF 10/25/00   Acquisitions   3,150.00   (283,438.29 ) -
C65333H707   #REORG NEXTLINK COM INC CL A N/C TO XO COM 2946743 @1 EFF 10/25/00   Dispositions   (2,705.00 ) 0.00   196,775.21
C65333H707   #REORG NEXTLINK COM INC CL A N/C TO XO COM 2946743 @1 EFF 10/25/00   Free Delivery   (2,295.00 ) 0.00   -
C65333H707   #REORG NEXTLINK COM INC CL A N/C TO XO COM 2946743 @1 EFF 10/25/00   Free Receipt   1,085.00   0.00   -
C656569100   #REORG NORTEL NETWORKS CORP COM N/C TO NORTEL NTWK CORP HLDG CO 2656730 5-01-00   Acquisitions   25,315.00   (2,806,255.74 ) -
C656569100   #REORG NORTEL NETWORKS CORP COM N/C TO NORTEL NTWK CORP HLDG CO 2656730 5-01-00   Dispositions   (13,279.00 ) 0.00   1,502,532.94
C656569100   #REORG NORTEL NETWORKS CORP COM N/C TO NORTEL NTWK CORP HLDG CO 2656730 5-01-00   Free Delivery   (63,002.00 ) 0.00   -
C659317101   #REORG NORTH FACE INC COM CASH MERGER @ 2 EFF 08-14-00   Acquisitions   200.00   (1,004.95 ) -
C659317101   #REORG NORTH FACE INC COM CASH MERGER @ 2 EFF 08-14-00   Dispositions   (200.00 ) 0.00   361.00
C665772109   #REORG NORTHERN STS PWR CO MINN N/C TO XCEL ENERGY INC #2-946712 EFF 08-18-00   Acquisitions   12,600.00   (272,712.37 ) -
C665772109   #REORG NORTHERN STS PWR CO MINN N/C TO XCEL ENERGY INC #2-946712 EFF 08-18-00   Dispositions   (1,100.00 ) 0.00   21,103.00
C665772109   #REORG NORTHERN STS PWR CO MINN N/C TO XCEL ENERGY INC #2-946712 EFF 08-18-00   Free Delivery   (16,700.00 ) 0.00   -
C629424508   #REORG NTT MOBILE COMM NETWK INC ADR N/CNTT DOCOMO INC COM 2-597951 4-1-00   Acquisitions   20.00   (3,905.00 ) -
C629424508   #REORG NTT MOBILE COMM NETWK INC ADR N/CNTT DOCOMO INC COM 2-597951 4-1-00   Free Delivery   (20.00 ) 0.00   -
C674424106   #REORG OBJECTIVE SYSTEM INTEGRATORS INC CASH MERGER @17.75 EFF 1/5/01   Acquisitions   6,400.00   (55,911.30 ) -
C674424106   #REORG OBJECTIVE SYSTEM INTEGRATORS INC CASH MERGER @17.75 EFF 1/5/01   Dispositions   (6,400.00 ) 0.00   111,968.10
C67082N109   #REORG ODS NETWORKS INC COM N/C TO INTRUSION.COM INC #2-424203 EFF 06-01-00   Acquisitions   400.00   (11,224.90 ) -
C67082N109   #REORG ODS NETWORKS INC COM N/C TO INTRUSION.COM INC #2-424203 EFF 06-01-00   Dispositions   (350.00 ) 0.00   6,127.39
C67082N109   #REORG ODS NETWORKS INC COM N/C TO INTRUSION.COM INC #2-424203 EFF 06-01-00   Free Delivery   (400.00 ) 0.00   -
C68232L100   #REORG ONDISPLAY INC COM STK MERGER TO VIGNETTE CORP 2-684559 @ 1.58 EFF 7-5-00   Acquisitions   8,770.00   (471,527.50 ) -
C68232L100   #REORG ONDISPLAY INC COM STK MERGER TO VIGNETTE CORP 2-684559 @ 1.58 EFF 7-5-00   Dispositions   (8,770.00 ) 0.00   446,698.92
C68267P109   #REORG ONEMAIN COM INC MERGER TO EARTHLINK INC 2-295009 & CASH 9-12-00   Acquisitions   2,600.00   (46,848.20 ) -
C68267P109   #REORG ONEMAIN COM INC MERGER TO EARTHLINK INC 2-295009 & CASH 9-12-00   Dispositions   (18,400.00 ) 0.00   255,542.53
C68272W107   #REORG ONHEALTH NETWORK CO STK MERGER TOWEBMD CORP #2-911670 EFF 09-12-00   Acquisitions   500.00   (5,825.25 ) -
C68272W107   #REORG ONHEALTH NETWORK CO STK MERGER TOWEBMD CORP #2-911670 EFF 09-12-00   Dispositions   (800.00 ) 0.00   7,236.34
C682913207   #REORG ONLINE ENTMT INC COM N/C ONLINE POWER SUPPLY INC #2-684815 EFF 12/20/99   Acquisitions   5,100.00   (31,398.65 ) -
C682913207   #REORG ONLINE ENTMT INC COM N/C ONLINE POWER SUPPLY INC #2-684815 EFF 12/20/99   Free Delivery   (5,100.00 ) 0.00   -
C68749W102   #REORG ORTEL CORP COM STKMGR TO LUCENT TECHNOLOGIES COM #2-517369 EFF 04-27-00   Acquisitions   100.00   (17,894.06 ) -
C68749W102   #REORG ORTEL CORP COM STKMGR TO LUCENT TECHNOLOGIES COM #2-517369 EFF 04-27-00   Dispositions   (600.00 ) 0.00   33,440.46
C693499105   #REORG P P & L RES INC COM N/C TO PPL CORP COM #2-693904 @ 1:1 EFF 02-14-00   Acquisitions   3,700.00   (84,071.03 ) -
C693499105   #REORG P P & L RES INC COM N/C TO PPL CORP COM #2-693904 @ 1:1 EFF 02-14-00   Dispositions   (800.00 ) 0.00   17,497.55
C693499105   #REORG P P & L RES INC COM N/C TO PPL CORP COM #2-693904 @ 1:1 EFF 02-14-00   Free Delivery   (8,300.00 ) 0.00   -
C693499105   #REORG P P & L RES INC COM N/C TO PPL CORP COM #2-693904 @ 1:1 EFF 02-14-00   Free Receipt   100.00   0.00   -

100

CY6801N100   #REORG PACIFIC CENTURY CYBERWORKS COM IDENTIFIER CHG SEE #2-690400 EFF 8-17-00   Acquisitions   209,600.00   (457,178.09 ) -
CY6801N100   #REORG PACIFIC CENTURY CYBERWORKS COM IDENTIFIER CHG SEE #2-690400 EFF 8-17-00   Dispositions   (28,500.00 ) 0.00   60,189.00
CY6801N100   #REORG PACIFIC CENTURY CYBERWORKS COM IDENTIFIER CHG SEE #2-690400 EFF 8-17-00   Free Delivery   (231,100.00 ) 0.00   -
C694821109   #REORG PACIFIC SOFTWORKS INC COM N/C TO PASW INC #2-693621 @ 1 EFF 07-25-00   Acquisitions   300.00   (2,504.95 ) -
C694821109   #REORG PACIFIC SOFTWORKS INC COM N/C TO PASW INC #2-693621 @ 1 EFF 07-25-00   Dispositions   (300.00 ) 0.00   1,694.99
C695542100   #REORG PAGING NETWORK INC PLAN OF REORG TO ARCH WIRELESS INC 2023778 11/10/00   Acquisitions   26,004.00   (49,933.02 ) -
C695542100   #REORG PAGING NETWORK INC PLAN OF REORG TO ARCH WIRELESS INC 2023778 11/10/00   Dispositions   (22,100.00 ) 0.00   39,628.83
C695542100   #REORG PAGING NETWORK INC PLAN OF REORG TO ARCH WIRELESS INC 2023778 11/10/00   Free Delivery   (9,404.00 ) 0.00   -
C695629105   #REORG PAINE WEBBER GROUP INC STOCK MERGER TO UBS AG 2477157 @.4954 11/3/00   Acquisitions   3,300.00   (130,218.94 ) -
C695629105   #REORG PAINE WEBBER GROUP INC STOCK MERGER TO UBS AG 2477157 @.4954 11/3/00   Dispositions   (13,525.50 ) 0.00   801,102.60
C695629105   #REORG PAINE WEBBER GROUP INC STOCK MERGER TO UBS AG 2477157 @.4954 11/3/00   Free Delivery   (1,774.50 ) 0.00   -
C695934109   #REORG PAIRGAIN TECH INC STKMERGER TO ADC TELECOMM 2-000049 @ .430 EFF 6-28-00   Acquisitions   1,000.00   (14,561.20 ) -
C695934109   #REORG PAIRGAIN TECH INC STKMERGER TO ADC TELECOMM 2-000049 @ .430 EFF 6-28-00   Dispositions   (2,086.00 ) 0.00   40,319.59
C69332S102   #REORG PE CORP N/C APPLERA CORP-APPLIED BIOSYS GRP 2023356 @1 11/30/00   Acquisitions   12,475.00   (805,394.54 ) -
C69332S102   #REORG PE CORP N/C APPLERA CORP-APPLIED BIOSYS GRP 2023356 @1 11/30/00   Dispositions   (2,720.00 ) 0.00   259,449.78
C69332S102   #REORG PE CORP N/C APPLERA CORP-APPLIED BIOSYS GRP 2023356 @1 11/30/00   Free Delivery   (16,100.00 ) 0.00   -
C69332S102   #REORG PE CORP N/C APPLERA CORP-APPLIED BIOSYS GRP 2023356 @1 11/30/00   Free Receipt   3,100.00   0.00   -
C69332S201   #REORG PE CORP N/C TO APPLERA CORP CELERA GENOMICS GRP 2023357 @1 11/30/00   Acquisitions   18,974.00   (1,556,003.82 ) -
C69332S201   #REORG PE CORP N/C TO APPLERA CORP CELERA GENOMICS GRP 2023357 @1 11/30/00   Dispositions   (4,631.00 ) 0.00   502,401.95
C69332S201   #REORG PE CORP N/C TO APPLERA CORP CELERA GENOMICS GRP 2023357 @1 11/30/00   Free Delivery   (13,600.00 ) 0.00   -
C69332S201   #REORG PE CORP N/C TO APPLERA CORP CELERA GENOMICS GRP 2023357 @1 11/30/00   Free Receipt   235.00   0.00   -
C693304107   #REORG PECO ENERGY CO COM N/C TO EXELON CORP 2313162 @1 EFF 10/20/00   Acquisitions   300.00   (13,753.65 ) -
C693304107   #REORG PECO ENERGY CO COM N/C TO EXELON CORP 2313162 @1 EFF 10/20/00   Dispositions   (2,100.00 ) 0.00   87,303.12
C693304107   #REORG PECO ENERGY CO COM N/C TO EXELON CORP 2313162 @1 EFF 10/20/00   Free Delivery   (4,500.00 ) 0.00   -
C713766103   #REORG PERFUMANIA INC COM N/C TO E COM VENTURES INC COM #2-289806 EFF 1-31-00   Acquisitions   300.00   (1,089.31 ) -
C713766103   #REORG PERFUMANIA INC COM N/C TO E COM VENTURES INC COM #2-289806 EFF 1-31-00   Dispositions   (300.00 ) 0.00   1,301.25
C716016100   #REORG PETCO ANIMAL SUPPLIES INC COM CASH MERGER @ 22.00 EFF 10-03-00   Acquisitions   5,000.00   (56,688.50 ) -
C716016100   #REORG PETCO ANIMAL SUPPLIES INC COM CASH MERGER @ 22.00 EFF 10-03-00   Dispositions   (9,600.00 ) 0.00   181,089.31
C04033A118   #REORG PHARMACEUTICALS INC WT EXP 1999 WT RED RATE $0.5 EFF 047-27-00   Acquisitions   280.00   (589.95 ) -
C04033A118   #REORG PHARMACEUTICALS INC WT EXP 1999 WT RED RATE $0.5 EFF 047-27-00   Dispositions   (280.00 ) 0.00   594.98
C716941109   #REORG PHARMACIA & UPJOHN INC STKMGR TO PHARMACIA CORP COM #2-712644 EFF 3-31-00   Acquisitions   20,600.00   (1,062,496.71 ) -
C716941109   #REORG PHARMACIA & UPJOHN INC STKMGR TO PHARMACIA CORP COM #2-712644 EFF 3-31-00   Dispositions   (16,400.00 ) 0.00   810,066.15
C716941109   #REORG PHARMACIA & UPJOHN INC STKMGR TO PHARMACIA CORP COM #2-712644 EFF 3-31-00   Free Delivery   (49,750.00 ) 0.00   -

101

C71920Q100   #REORG PHONE.COM INC N/C TO OPENWAVE SYSTEMS INC 2685999 EFF 11/20/00   Acquisitions   1,513.00   (148,712.76 ) -
C71920Q100   #REORG PHONE.COM INC N/C TO OPENWAVE SYSTEMS INC 2685999 EFF 11/20/00   Dispositions   (1,508.00 ) 0.00   150,447.10
C71920Q100   #REORG PHONE.COM INC N/C TO OPENWAVE SYSTEMS INC 2685999 EFF 11/20/00   Free Delivery   (5.00 ) 0.00   -
C727049108   #REORG PLANETRX.COM REVERSE SPLIT @.125 2737136 EFF 12/4/00   Acquisitions   1,230.00   (13,222.50 ) -
C727049108   #REORG PLANETRX.COM REVERSE SPLIT @.125 2737136 EFF 12/4/00   Dispositions   (16,690.00 ) 0.00   75,829.66
C733167100   #REORG POPMAIL.COM INC REVERSE SPLIT TO POPMAIL.COM INC 2741252 @.10 10/12/00   Acquisitions   13,500.00   (62,311.15 ) -
C733167100   #REORG POPMAIL.COM INC REVERSE SPLIT TO POPMAIL.COM INC 2741252 @.10 10/12/00   Dispositions   (12,500.00 ) 0.00   24,624.13
C733167100   #REORG POPMAIL.COM INC REVERSE SPLIT TO POPMAIL.COM INC 2741252 @.10 10/12/00   Free Delivery   (1,000.00 ) 0.00   -
C74137R101   #REORG PREVIEW TRAVEL INC MERGER TO TRAVELOCITY.COM INC COM 2-866627 3-08-00   Acquisitions   500.00   (18,654.95 ) -
C74137R101   #REORG PREVIEW TRAVEL INC MERGER TO TRAVELOCITY.COM INC COM 2-866627 3-08-00   Free Delivery   (1,610.00 ) 0.00   -
C741903108   #REORG PRIMARK CORP COM CASH MERGER @ 38.00 EFF 9/13/00   Acquisitions   2,600.00   (61,591.14 ) -
C741903108   #REORG PRIMARK CORP COM CASH MERGER @ 38.00 EFF 9/13/00   Dispositions   (2,600.00 ) 0.00   56,821.10
C74315V106   #REORG PROF WRESTLING ALLIANCE CORP REV SPLT TO TRSG CORP 2851984 @.05 11/1/00   Acquisitions   300.00   (386.20 ) -
C74315V106   #REORG PROF WRESTLING ALLIANCE CORP REV SPLT TO TRSG CORP 2851984 @.05 11/1/00   Free Delivery   (300.00 ) 0.00   -
C747906105   #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014   Acquisitions   1,400.00   (14,751.00 ) -
C747906105   #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014   Dispositions   (1,500.00 ) 0.00   18,165.91
C74912W101   #REORG QXL RICARDO PLC REV SPLT TO QXL RICARDO PLC ADR 2753529 @.2 12/18/00   Acquisitions   1,284.00   (66,293.99 ) -
C74912W101   #REORG QXL RICARDO PLC REV SPLT TO QXL RICARDO PLC ADR 2753529 @.2 12/18/00   Dispositions   (1,100.00 ) 0.00   43,703.10
C74912W101   #REORG QXL RICARDO PLC REV SPLT TO QXL RICARDO PLC ADR 2753529 @.2 12/18/00   Free Delivery   (174.00 ) 0.00   -
C74912E101   #REORG R&B FALCON CORP STK MRGR TO TRANOCEAN SECO FOREX 2828059 @.5 1/31/01   Acquisitions   1,000.00   (19,779.95 ) -
C74912E101   #REORG R&B FALCON CORP STK MRGR TO TRANOCEAN SECO FOREX 2828059 @.5 1/31/01   Dispositions   (3,595.00 ) 0.00   63,397.49
C756246203   #REORG RECONVERSION TECH INC COM NEW N/CTO LOGISOFT CORP #2-480826 5-01-00   Acquisitions   1,000.00   (3,779.95 ) -
C756246203   #REORG RECONVERSION TECH INC COM NEW N/CTO LOGISOFT CORP #2-480826 5-01-00   Free Delivery   (1,000.00 ) 0.00   -
C75952U103   #REORG RELIASTER FINL CORP COM CASHMERGER @54.00 EFF 09-01-2000   Acquisitions   610.00   (17,726.60 ) -
C75952U103   #REORG RELIASTER FINL CORP COM CASHMERGER @54.00 EFF 09-01-2000   Dispositions   (8,350.00 ) 0.00   427,331.61
C76168W107   #REORG REXX ENVIRONMENT CORP STKMERGER TO NEWTEK CAPITAL INC 2-653673 9-20-00   Acquisitions   500.00   (1,904.95 ) -
C76168W107   #REORG REXX ENVIRONMENT CORP STKMERGER TO NEWTEK CAPITAL INC 2-653673 9-20-00   Dispositions   (500.00 ) 0.00   1,688.74
C74961K107   #REORG RMI.NET INC N/C INTERNET COMMERCE& COMM INC 2421800 @1.00 11/30/00   Acquisitions   1,600.00   (12,777.33 ) -
C74961K107   #REORG RMI.NET INC N/C INTERNET COMMERCE& COMM INC 2421800 @1.00 11/30/00   Dispositions   (1,000.00 ) 0.00   5,032.38
C770810109   #REORG ROBINSON NUGENT INC STK MERGER TOMINNESOTA MNG & MFG CO 2577122 2/16/01   Acquisitions   1,500.00   (18,747.40 ) -
C770810109   #REORG ROBINSON NUGENT INC STK MERGER TOMINNESOTA MNG & MFG CO 2577122 2/16/01   Dispositions   (1,500.00 ) 0.00   26,470.43
C775102205   #REORG ROGERS CANTEL MOBILE COMM N/C TO ROGERS WIRELESS COMMUN #2-770435 6-27-00   Acquisitions   95.00   (4,009.06 ) -
C775102205   #REORG ROGERS CANTEL MOBILE COMM N/C TO ROGERS WIRELESS COMMUN #2-770435 6-27-00   Dispositions   (95.00 ) 0.00   2,931.78

102

C775102205   #REORG ROGERS CANTEL MOBILE COMM N/C TO ROGERS WIRELESS COMMUN #2-770435 6-27-00   Free Delivery   (50.00 ) 0.00   -
C775835101   #REORG ROMAC INTL INC COM N/C TO KFORCE.COM INC 2-452638 @ 1 EFF 05-16-00   Acquisitions   61,100.00   (764,844.50 ) -
C775835101   #REORG ROMAC INTL INC COM N/C TO KFORCE.COM INC 2-452638 @ 1 EFF 05-16-00   Free Delivery   (61,100.00 ) 0.00   -
C784849101   #REORG S3 INC N/C TO SONICBLUE INC 2828338 @1.00 EFF 11/15/00   Acquisitions   4,700.00   (61,884.85 ) -
C784849101   #REORG S3 INC N/C TO SONICBLUE INC 2828338 @1.00 EFF 11/15/00   Dispositions   (2,860.00 ) 0.00   33,358.50
C784849101   #REORG S3 INC N/C TO SONICBLUE INC 2828338 @1.00 EFF 11/15/00   Free Delivery   (6,200.00 ) 0.00   -
C785144205   #REORG SAATCHI & SAATCHI PLC STK MERGER TO PUB GROUP 2-751099 & 2-310526 9-7-00   Acquisitions   75.00   (2,481.25 ) -
C785144205   #REORG SAATCHI & SAATCHI PLC STK MERGER TO PUB GROUP 2-751099 & 2-310526 9-7-00   Dispositions   (75.00 ) 0.00   2,309.30
C783884109   #REORG SCG HLDG N/C TO ON SEMICONDUCTOR CORP SEC #2-684289 EFF 08-10-00   Acquisitions   42,200.00   (889,476.24 ) -
C783884109   #REORG SCG HLDG N/C TO ON SEMICONDUCTOR CORP SEC #2-684289 EFF 08-10-00   Free Delivery   (42,200.00 ) 0.00   -
C784076101   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   Acquisitions   11,119.00   (2,709,596.81 ) -
C784076101   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   Dispositions   (23,010.00 ) 0.00   6,639,378.61
C784076101   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   Free Delivery   (25.00 ) 0.00   -
C784076101   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   Free Receipt   7,115.00   0.00   -
C811804103   #REORG SEAGATE TECH CASH & STK MERGER TOESC 2814333 @1 EFF 11/22/00   Acquisitions   3,350.00   (163,557.76 ) -
C811804103   #REORG SEAGATE TECH CASH & STK MERGER TOESC 2814333 @1 EFF 11/22/00   Dispositions   (10,650.00 ) 0.00   516,515.08
C811850106   #REORG SEAGRAM CO LTD DEFAULT MERGER TO VIVENDI SPONS ADR #2-892145 12/08/00   Acquisitions   22,000.00   (1,169,065.93 ) -
C811850106   #REORG SEAGRAM CO LTD DEFAULT MERGER TO VIVENDI SPONS ADR #2-892145 12/08/00   Dispositions   (42,300.00 ) 0.00   2,320,258.46
C784178105   #REORG SFX ENTNMT STK MERGER TO CLEAR CHANNEL COMM INC 2-167110 EFF 7-31-00   Acquisitions   45,890.00   (1,713,230.51 ) -
C784178105   #REORG SFX ENTNMT STK MERGER TO CLEAR CHANNEL COMM INC 2-167110 EFF 7-31-00   Free Delivery   (51,890.00 ) 0.00   -
C819486101   #REORG SHARED MED SYS CORP COM CASH MERGER @ 73.00 EFF 07-05-00   Acquisitions   100.00   (7,100.00 ) -
C819486101   #REORG SHARED MED SYS CORP COM CASH MERGER @ 73.00 EFF 07-05-00   Dispositions   (1,000.00 ) 0.00   67,972.43
C82508R105   #REORG SHOPNOW COM INC N/C TO NETWORK COMMERCE INC 2609830 @ 1 EFF 5-17-00   Acquisitions   600.00   (8,248.55 ) -
C82508R105   #REORG SHOPNOW COM INC N/C TO NETWORK COMMERCE INC 2609830 @ 1 EFF 5-17-00   Dispositions   (100.00 ) 0.00   1,859.98
C82508R105   #REORG SHOPNOW COM INC N/C TO NETWORK COMMERCE INC 2609830 @ 1 EFF 5-17-00   Free Delivery   (500.00 ) 0.00   -
C78442A109   #REORG SLM HLDG CORP COM STK N/C TO USA EDUCATION INC #2-879023 @ 1 EFF 07-31-00   Acquisitions   100.00   (2,937.50 ) -
C78442A109   #REORG SLM HLDG CORP COM STK N/C TO USA EDUCATION INC #2-879023 @ 1 EFF 07-31-00   Dispositions   (1,400.00 ) 0.00   50,135.65
C78442A109   #REORG SLM HLDG CORP COM STK N/C TO USA EDUCATION INC #2-879023 @ 1 EFF 07-31-00   Free Delivery   (4,200.00 ) 0.00   -
C832378301   #REORG SMITHKLINE BEECHAM PLC STK MRGR GLAXO WELLCOME 2349278 @1.138 12/27/00   Acquisitions   500.00   (31,955.79 ) -
C832378301   #REORG SMITHKLINE BEECHAM PLC STK MRGR GLAXO WELLCOME 2349278 @1.138 12/27/00   Dispositions   (100.00 ) 0.00   6,863.57
C83404P102   #REORG SOFTWORKS INC COM CASH MERGER@ $10/SHR EFF 01-27-00   Acquisitions   500.00   (4,811.20 ) -
C83404P102   #REORG SOFTWORKS INC COM CASH MERGER@ $10/SHR EFF 01-27-00   Dispositions   (500.00 ) 0.00   4,782.38
C83402P104   #REORG SOFTWRE COM INC STCK MRGR OPENWVESYS INC 2685999 @1.16105 11/20/00   Acquisitions   7,652.00   (800,159.52 ) -

103

C83402P104   #REORG SOFTWRE COM INC STCK MRGR OPENWVESYS INC 2685999 @1.16105 11/20/00   Dispositions   (3,310.00 ) 0.00   481,759.41
C83402P104   #REORG SOFTWRE COM INC STCK MRGR OPENWVESYS INC 2685999 @1.16105 11/20/00   Free Delivery   (4,342.00 ) 0.00   -
C841297104   #REORG SOUTHDOWN INC CASH MERGER @73 EFF11/16/00   Acquisitions   3,200.00   (188,546.56 ) -
C841297104   #REORG SOUTHDOWN INC CASH MERGER @73 EFF11/16/00   Dispositions   (3,200.00 ) 0.00   227,143.14
C842816100   #REORG SOUTHERN ENERGY INC DEL N/C TO MIRANT CORP 2577659 @1 EFF 1/19/01   Acquisitions   35,500.00   (781,000.00 ) -
C842816100   #REORG SOUTHERN ENERGY INC DEL N/C TO MIRANT CORP 2577659 @1 EFF 1/19/01   Dispositions   (18,700.00 ) 0.00   559,415.55
C852192103   #REORG SPYGLASS INC COM STK MERGER TO OPEN TV INC SEC #2-669551 EFF 07-24-00   Acquisitions   682.00   (33,155.98 ) -
C852192103   #REORG SPYGLASS INC COM STK MERGER TO OPEN TV INC SEC #2-669551 EFF 07-24-00   Dispositions   (2,282.00 ) 0.00   90,764.54
C855030102   #REORG STAPLES INC COM N/C STAPLES INC (RETAIL & DELIVERY) #2844553 EFF N/A   Acquisitions   3,500.00   (65,601.88 ) -
C855030102   #REORG STAPLES INC COM N/C STAPLES INC (RETAIL & DELIVERY) #2844553 EFF N/A   Dispositions   (765.00 ) 0.00   17,342.33
C859205106   #REORG STERLING COMM INC COM CASH MERGER@ $44.25 EFF 03-24-00   Acquisitions   500.00   (16,123.70 ) -
C859205106   #REORG STERLING COMM INC COM CASH MERGER@ $44.25 EFF 03-24-00   Dispositions   (1,100.00 ) 0.00   43,476.88
C859547101   #REORG STERLING SOFTWARE INC STKMGR TO COMPUTER ASSOC INTL INC 2-196409 4-7-00   Acquisitions   100.00   (3,023.70 ) -
C859547101   #REORG STERLING SOFTWARE INC STKMGR TO COMPUTER ASSOC INTL INC 2-196409 4-7-00   Dispositions   (100.00 ) 0.00   3,561.18
C864221106   #REORG STYLECLICK.COM INC RECLASS TOSTYLECLICK INC CL A @ 1 EFF 07-27-00   Acquisitions   1,100.00   (16,970.50 ) -
C864221106   #REORG STYLECLICK.COM INC RECLASS TOSTYLECLICK INC CL A @ 1 EFF 07-27-00   Free Delivery   (1,100.00 ) 0.00   -
C866005101   #REORG SUMMIT BANCORP STK MERGER TO FLEETBOSTON FINL CORP 2323734 3/1/01   Acquisitions   200.00   (5,159.25 ) -
C866005101   #REORG SUMMIT BANCORP STK MERGER TO FLEETBOSTON FINL CORP 2323734 3/1/01   Dispositions   (1,700.00 ) 0.00   45,378.26
C86627E101   #REORG SUMMIT TECHNOLOGY INC CASHMERGER @19.00 EFF 08-31-2000   Acquisitions   2,650.00   (37,077.25 ) -
C86627E101   #REORG SUMMIT TECHNOLOGY INC CASHMERGER @19.00 EFF 08-31-2000   Dispositions   (4,110.00 ) 0.00   57,889.80
C867910101   #REORG SUNRISE MEDICAL INC CASH MERGER @10 EFF 12/13/00   Acquisitions   1,000.00   (6,092.45 ) -
C867910101   #REORG SUNRISE MEDICAL INC CASH MERGER @10 EFF 12/13/00   Dispositions   (1,000.00 ) 0.00   5,777.39
C741477103   #REORG T ROWE PRICE ASSOC INC COM N/C T ROWE PRICE GROUP INC 2746924 @1 12/28/00   Acquisitions   600.00   (26,692.45 ) -
C741477103   #REORG T ROWE PRICE ASSOC INC COM N/C T ROWE PRICE GROUP INC 2746924 @1 12/28/00   Dispositions   (1,500.00 ) 0.00   53,030.91
C873425102   #REORG TACO CABANA INC COM CASH MERGER @$9.04 EFF 12/18/00   Acquisitions   6,000.00   (50,558.40 ) -
C873425102   #REORG TACO CABANA INC COM CASH MERGER @$9.04 EFF 12/18/00   Dispositions   (66,400.00 ) 0.00   450,176.99
C875382103   #REORG TANDY CORP COM N/C TO RADIOSHACK CORP COM #2-754875 @ 1 EFF 05-31-00   Acquisitions   1,290.00   (64,316.15 ) -
C875382103   #REORG TANDY CORP COM N/C TO RADIOSHACK CORP COM #2-754875 @ 1 EFF 05-31-00   Dispositions   (2,490.00 ) 0.00   120,654.13
C875382103   #REORG TANDY CORP COM N/C TO RADIOSHACK CORP COM #2-754875 @ 1 EFF 05-31-00   Free Delivery   (5,312.00 ) 0.00   -
C875927105   #REORG TANISYS TECH INC REV SPLIT TO TANISYS TECH 2853925 @.50 EFF 5-25-00   Acquisitions   1,000.00   (3,269.95 ) -
C875927105   #REORG TANISYS TECH INC REV SPLIT TO TANISYS TECH 2853925 @.50 EFF 5-25-00   Dispositions   (1,000.00 ) 0.00   1,485.00
C872298104   #REORG TCI SATELLITE N/C TO LIBERTY SATELLITE & TECH INC #2-474061 8-15-00   Acquisitions   3,505.00   (54,267.58 ) -
C872298104   #REORG TCI SATELLITE N/C TO LIBERTY SATELLITE & TECH INC #2-474061 8-15-00   Dispositions   (3,505.00 ) 0.00   59,477.65
C878517309   #REORG TECHNICLONE CORP N/C TO PEREGRINEPHARMACEUTICALS INC 2710957 @1 11/7/00   Acquisitions   134,590.00   (896,070.22 ) -

104

C878517309   #REORG TECHNICLONE CORP N/C TO PEREGRINEPHARMACEUTICALS INC 2710957 @1 11/7/00   Dispositions   (150,990.00 ) 0.00   919,578.01  
C878517309   #REORG TECHNICLONE CORP N/C TO PEREGRINEPHARMACEUTICALS INC 2710957 @1 11/7/00   Free Delivery   (4,600.00 ) 0.00   -  
C87921P107   #REORG TELCOM SEMICONDUCTOR INC STK MRGRMICROCHIP TECH INC 2593849 @.53 1/16/00   Acquisitions   1,355.00   (25,730.99 ) -  
C87921P107   #REORG TELCOM SEMICONDUCTOR INC STK MRGRMICROCHIP TECH INC 2593849 @.53 1/16/00   Dispositions   (55.00 ) 0.00   795.02  
C87952E104   #REORG TELESVCS INTERNET GRP INC REVSPL TO TELESVCS INTERNET GRP INC NEW 2856449   Acquisitions   100,000.00   (33,990.00 ) -  
C87952E104   #REORG TELESVCS INTERNET GRP INC REVSPL TO TELESVCS INTERNET GRP INC NEW 2856449   Free Delivery   (100,000.00 ) 0.00   -  
C882848104   #REORG TEXAS UTILS CO COM N/C TO TXU CORP COM #2-851954 EFF 05-17-00   Acquisitions   22,825.30   (756,379.32 ) -  
C882848104   #REORG TEXAS UTILS CO COM N/C TO TXU CORP COM #2-851954 EFF 05-17-00   Dispositions   (4,800.00 ) 0.00   157,279.49  
C882848104   #REORG TEXAS UTILS CO COM N/C TO TXU CORP COM #2-851954 EFF 05-17-00   Free Delivery   (30,766.71 ) 0.00   -  
C88355K200   #REORG THERMO CARDIO NEW STK MERGER TO THORATEC LABS 2863285 EFF 2/14/01   Acquisitions   800.00   (9,859.90 ) -  
C88355K200   #REORG THERMO CARDIO NEW STK MERGER TO THORATEC LABS 2863285 EFF 2/14/01   Dispositions   (800.00 ) 0.00   10,979.68  
C887315109   #REORG TIME WARNER STK MERGER TO AOL TIME WARNER INC 2157776 @1.5 1/11/01   Acquisitions   86,030.09   (6,906,348.16 ) -  
C887315109   #REORG TIME WARNER STK MERGER TO AOL TIME WARNER INC 2157776 @1.5 1/11/01   Dispositions   (41,700.14 ) 0.00   3,558,984.18  
C887364107   #REORG TIMES MIRROR CO NEW CASH & STOCK MERGER TO TRIBUNE 2868346 EFF 06-12-00   Acquisitions   1,300.00   (128,453.00 ) -  
C887364107   #REORG TIMES MIRROR CO NEW CASH & STOCK MERGER TO TRIBUNE 2868346 EFF 06-12-00   Dispositions   (2,000.00 ) 0.00   167,147.75  
C887364107   #REORG TIMES MIRROR CO NEW CASH & STOCK MERGER TO TRIBUNE 2868346 EFF 06-12-00   Free Delivery   (1,700.00 ) 0.00   -  
C872534102   #REORG TJ INTL INC COM CASH MERGER @$42.00/SHR EFF 01-20-00   Acquisitions   0.27   (11.19 ) -  
C872534102   #REORG TJ INTL INC COM CASH MERGER @$42.00/SHR EFF 01-20-00   Dispositions   (203.70 ) 0.00   8,516.24  
C879299105   #REORG TLCRP PCS INC CL A STK MRGR TLCRPPCS INC NEW CL A 2856384 @1 11/14/00   Acquisitions   11,640.00   (259,997.72 ) -  
C879299105   #REORG TLCRP PCS INC CL A STK MRGR TLCRPPCS INC NEW CL A 2856384 @1 11/14/00   Free Delivery   (11,640.00 ) 0.00   -  
CG90076103   #REORG TRANSOCEAN OFFSHORE INC N/C TRANSOCEAN SEDCO FOREX INC #2-828059   Acquisitions   2,020.00   (56,004.84 ) -  
CG90076103   #REORG TRANSOCEAN OFFSHORE INC N/C TRANSOCEAN SEDCO FOREX INC #2-828059   Dispositions   (420.00 ) 0.00   10,699.73  
CG90076103   #REORG TRANSOCEAN OFFSHORE INC N/C TRANSOCEAN SEDCO FOREX INC #2-828059   Free Delivery   (32,800.29 ) 0.00   -  
CG90076103   #REORG TRANSOCEAN OFFSHORE INC N/C TRANSOCEAN SEDCO FOREX INC 2828059   Acquisitions   3,300.00   (108,858.75 ) -  
CG90076103   #REORG TRANSOCEAN OFFSHORE INC N/C TRANSOCEAN SEDCO FOREX INC 2828059   Free Delivery   (6,600.00 ) 0.00   -  
CG90076103   #REORG TRANSOCEAN OFFSHORE INC N/C TRANSOCEAN SEDCO FOREX INC 2828059   Free Receipt   3,300.00   0.00   -  
C895290104   #REORG TRENWICK GROUP INC N/C TO TRENWICK GROUP LTD #2-828062 09-28-00   Acquisitions   200.00   (3,121.15 ) -  
C895290104   #REORG TRENWICK GROUP INC N/C TO TRENWICK GROUP LTD #2-828062 09-28-00   Free Delivery   (200.00 ) 0.00   -  
C895835106   #REORG TRIANGLE BANCORP INC COM STKMRGR TO CENTURA BKS INC COM #2-117738 2-17-00   Acquisitions   5.18   (101.08 ) -  
C895835106   #REORG TRIANGLE BANCORP INC COM STKMRGR TO CENTURA BKS INC COM #2-117738 2-17-00   Free Delivery   (1,015.97 ) 0.00   -  
C89621J100   #REORG TRIMARK HLDG INC COM CSHSTCK MRGRLIONS GATE ENTRTNMNT CORP (NEW) @4.5   Acquisitions   2,500.00   (15,076.52 ) -  
C89621J100   #REORG TRIMARK HLDG INC COM CSHSTCK MRGRLIONS GATE ENTRTNMNT CORP (NEW) @4.5   Dispositions   (2,500.00 ) 0.00   20,425.05  
C898600101   #REORG TUBOSCOPE INC COM N/C TO VARCO INTERNATIONAL INC NEW #2-887868 05-30-00   Acquisitions   6,600.00   (125,118.84 ) -  

105

C898600101   #REORG TUBOSCOPE INC COM N/C TO VARCO INTERNATIONAL INC NEW #2-887868 05-30-00   Free Delivery   (6,600.00 ) 0.00   -  
C87307Q109   #REORG TV GUIDE INC CL A STKMRGR TO GEMSTAR-TVGUIDE INTL INC 2346019 7-12-00   Acquisitions   600.00   (31,022.40 ) -  
C87307Q109   #REORG TV GUIDE INC CL A STKMRGR TO GEMSTAR-TVGUIDE INTL INC 2346019 7-12-00   Dispositions   (800.00 ) 0.00   32,214.01  
C87307Q109   #REORG TV GUIDE INC CL A STKMRGR TO GEMSTAR-TVGUIDE INTL INC 2346019 7-12-00   Free Receipt   200.00   0.00   -  
C87308K101   #REORG TVX GOLD INC REV SPLIT TVX GOLD INC NEW #2-851818 @ .20:1 EFF 7-31-00   Acquisitions   3,000.00   (1,931.25 ) -  
C87308K101   #REORG TVX GOLD INC REV SPLIT TVX GOLD INC NEW #2-851818 @ .20:1 EFF 7-31-00   Free Delivery   (10,000.00 ) 0.00   -  
C91273H101   #REORG U S WEST INC STK MERGER TO QUEST COMM INTL 2753481 @1.72932 EFF 6-30-00   Acquisitions   2,910.73   (212,328.37 ) -  
C91273H101   #REORG U S WEST INC STK MERGER TO QUEST COMM INTL 2753481 @1.72932 EFF 6-30-00   Dispositions   (5,600.00 ) 0.00   397,333.45  
C91273H101   #REORG U S WEST INC STK MERGER TO QUEST COMM INTL 2753481 @1.72932 EFF 6-30-00   Free Delivery   (14,964.60 ) 0.00   -  
C904911104   #REORG UNICOM CORP CSH & STK MRGR EXELONCORP 2313162 .875 CSH RT 3 10/20/00   Acquisitions   100.00   (4,037.50 ) -  
C904911104   #REORG UNICOM CORP CSH & STK MRGR EXELONCORP 2313162 .875 CSH RT 3 10/20/00   Dispositions   (2,900.00 ) 0.00   112,852.82  
C904911104   #REORG UNICOM CORP CSH & STK MRGR EXELONCORP 2313162 .875 CSH RT 3 10/20/00   Free Delivery   (4,600.00 ) 0.00   -  
C905581104   #REORG UNION CARBIDE CORP STK MERGER TO DOW CHEMICAL 2280938 @1.611 EFF 2/6/01   Acquisitions   100.00   (6,231.25 ) -  
C905581104   #REORG UNION CARBIDE CORP STK MERGER TO DOW CHEMICAL 2280938 @1.611 EFF 2/6/01   Dispositions   (1,100.00 ) 0.00   58,007.09  
C907834105   #REORG UNION PAC RES GRP INC STKMRGR TO ANADARKO PETROLEUM CORP 2-020590 7-14-00   Acquisitions   3,200.00   (39,457.35 ) -  
C907834105   #REORG UNION PAC RES GRP INC STKMRGR TO ANADARKO PETROLEUM CORP 2-020590 7-14-00   Dispositions   (1,900.00 ) 0.00   24,942.42  
C907834105   #REORG UNION PAC RES GRP INC STKMRGR TO ANADARKO PETROLEUM CORP 2-020590 7-14-00   Free Delivery   (9,831.00 ) 0.00   -  
C910581107   #REORG UNITED HEALTHCARE CORP COM N/C TOUNITEDHEALTH GROUP INC #2-883755 4-20-00   Acquisitions   11,100.00   (600,693.93 ) -  
C910581107   #REORG UNITED HEALTHCARE CORP COM N/C TOUNITEDHEALTH GROUP INC #2-883755 4-20-00   Free Delivery   (11,100.00 ) 0.00   -  
C910637107   #REORG UNITED ILLUM CO N/C TO UIL HOLDINGS CORP #2-878649 @ 1 EFF 07-20-00   Acquisitions   1,500.00   (66,054.00 ) -  
C910637107   #REORG UNITED ILLUM CO N/C TO UIL HOLDINGS CORP #2-878649 @ 1 EFF 07-20-00   Free Delivery   (1,500.00 ) 0.00   -  
C902973106   #REORG US BANCORP DEL INC STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   Acquisitions   27,000.00   (610,314.85 ) -  
C902973106   #REORG US BANCORP DEL INC STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   Dispositions   (32,300.00 ) 0.00   608,907.96  
C90331R101   #REORG US FOODSERVICE COM STK CASH MERGER @ $26.00 EFF 04-12-00   Acquisitions   4,980.00   (119,793.75 ) -  
C90331R101   #REORG US FOODSERVICE COM STK CASH MERGER @ $26.00 EFF 04-12-00   Dispositions   (33,720.00 ) 0.00   838,916.10  
C912899101   #REORG US WIRELESS DATA INC REV SPLIT TOUS WIRELESS DATA INC 2-883418 10-18-00   Acquisitions   22,500.00   (104,536.45 ) -  
C912899101   #REORG US WIRELESS DATA INC REV SPLIT TOUS WIRELESS DATA INC 2-883418 10-18-00   Dispositions   (20,000.00 ) 0.00   99,396.66  
C912899101   #REORG US WIRELESS DATA INC REV SPLIT TOUS WIRELESS DATA INC 2-883418 10-18-00   Free Delivery   (22,500.00 ) 0.00   -  
C917327108   #REORG USWEB CORP COM STK MERGER WITH WHITTMAN-HART INC COM #2-929792 3-01-00   Acquisitions   14,100.00   (566,306.04 ) -  
C917327108   #REORG USWEB CORP COM STK MERGER WITH WHITTMAN-HART INC COM #2-929792 3-01-00   Dispositions   (16,400.00 ) 0.00   685,504.99  
C917327108   #REORG USWEB CORP COM STK MERGER WITH WHITTMAN-HART INC COM #2-929792 3-01-00   Free Delivery   (21,500.00 ) 0.00   -  
C918031105   #REORG UTILX CORP CASH MERGER @ 6.125 FOR 1 EFF 09/15/00   Acquisitions   200.00   (1,479.95 ) -  
C918031105   #REORG UTILX CORP CASH MERGER @ 6.125 FOR 1 EFF 09/15/00   Dispositions   (200.00 ) 0.00   1,225.00  

106

C922126107   #REORG VARCO INTL INC STKMGR TO VARCO INTL INC NEW #2-887868 EFF 05-30-00   Acquisitions   31,010.00   (446,129.21 ) -  
C922126107   #REORG VARCO INTL INC STKMGR TO VARCO INTL INC NEW #2-887868 EFF 05-30-00   Free Delivery   (33,610.00 ) 0.00   -  
C923433106   #REORG VERIO INC COM CASH MERGER @ 60 EFF 09-08-00   Acquisitions   500.00   (15,114.75 ) -  
C923433106   #REORG VERIO INC COM CASH MERGER @ 60 EFF 09-08-00   Dispositions   (300.00 ) 0.00   17,585.95  
C923433106   #REORG VERIO INC COM CASH MERGER @ 60 EFF 09-08-00   Free Delivery   (200.00 ) 0.00   -  
C926707100   #REORG VIEW TECH INC COM REVSPLIT TO WIRE ONE TECH INC # 2-941762 EFF 5-19-00   Acquisitions   1,000.00   (3,436.15 ) -  
C926707100   #REORG VIEW TECH INC COM REVSPLIT TO WIRE ONE TECH INC # 2-941762 EFF 5-19-00   Dispositions   (1,000.00 ) 0.00   6,104.84  
C928430107   #REORG VISUAL EDGE SYS INC REVSPLIT TO EDGE TECHNOLOGY GROUP INC 2298946 9-6-00   Acquisitions   50,000.00   (29,174.75 ) -  
C928430107   #REORG VISUAL EDGE SYS INC REVSPLIT TO EDGE TECHNOLOGY GROUP INC 2298946 9-6-00   Dispositions   (18,350.00 ) 0.00   12,507.71  
C928430107   #REORG VISUAL EDGE SYS INC REVSPLIT TO EDGE TECHNOLOGY GROUP INC 2298946 9-6-00   Free Delivery   (35,000.00 ) 0.00   -  
C92851S105   #REORG VIVENDI ADR PLAN OF REORG TO VIVENDI UNVL 2892145 EFF 12/8/00   Acquisitions   100.00   (2,725.00 ) -  
C92851S105   #REORG VIVENDI ADR PLAN OF REORG TO VIVENDI UNVL 2892145 EFF 12/8/00   Dispositions   (100.00 ) 0.00   1,712.44  
C92857T107   #REORG VODAFONE AIRTOUCH PLC N/C TO VODAFONE GROUP PLC #2-892181 EFF 7-31-00   Acquisitions   177,026.00   (9,061,279.60 ) -  
C92857T107   #REORG VODAFONE AIRTOUCH PLC N/C TO VODAFONE GROUP PLC #2-892181 EFF 7-31-00   Dispositions   (49,325.00 ) 0.00   2,253,108.92  
C92857T107   #REORG VODAFONE AIRTOUCH PLC N/C TO VODAFONE GROUP PLC #2-892181 EFF 7-31-00   Free Delivery   (159,196.00 ) 0.00   -  
C254687106   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   Acquisitions   2,580.43   (88,658.44 ) -  
C254687106   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   Dispositions   (7,266.70 ) 0.00   252,512.38  
C254687106   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   Free Delivery   (1,007.50 ) 0.00   -  
C934488107   #REORG WARNER LAMBERT CO COM STK MERGER TO PFIZER INC COM #2-712656 EFF 6-19-00   Acquisitions   52,046.41   (5,038,300.83 ) -  
C934488107   #REORG WARNER LAMBERT CO COM STK MERGER TO PFIZER INC COM #2-712656 EFF 6-19-00   Dispositions   (39,800.00 ) 0.00   3,458,452.34  
C934488107   #REORG WARNER LAMBERT CO COM STK MERGER TO PFIZER INC COM #2-712656 EFF 6-19-00   Free Delivery   (193,447.03 ) 0.00   -  
C934488107   #REORG WARNER LAMBERT CO COM STK MERGER TO PFIZER INC COM #2-712656 EFF 6-19-00   Free Receipt   24,400.00   0.00   -  
C938837101   #REORG WASHINGTON GAS LIGHT COMPANY N/C TO WGL HLDGS INC 2934483 @1.00 10/31/00   Acquisitions   100.00   (2,629.95 ) -  
C938837101   #REORG WASHINGTON GAS LIGHT COMPANY N/C TO WGL HLDGS INC 2934483 @1.00 10/31/00   Dispositions   (100.00 ) 0.00   2,494.96  
C951018100   #REORG WESLELY JESSEN VISIONCARE INC COMCASH MERGER @38.5 EFF 10/3/00   Acquisitions   11,800.00   (444,717.00 ) -  
C951018100   #REORG WESLELY JESSEN VISIONCARE INC COMCASH MERGER @38.5 EFF 10/3/00   Dispositions   (11,800.00 ) 0.00   312,401.45  
C966834103   #REORG WHITTMAN HART INC COM N/C TO MARCHFIRST INC COM #2-529855 EFF 3-23-00   Dispositions   (18,597.50 ) 0.00   788,159.86  
C966834103   #REORG WHITTMAN HART INC COM N/C TO MARCHFIRST INC COM #2-529855 EFF 3-23-00   Free Delivery   (173.00 ) 0.00   -  
C966834103   #REORG WHITTMAN HART INC COM N/C TO MARCHFIRST INC COM #2-529855 EFF 3-23-00   Free Receipt   18,770.50   0.00   -  
C973411101   #REORG WINDMERE CORP COM N/C TO APPLICA INC #2-023360 @ 1 EFF 05-09-00   Acquisitions   7,000.00   (101,041.50 ) -  
C973411101   #REORG WINDMERE CORP COM N/C TO APPLICA INC #2-023360 @ 1 EFF 05-09-00   Free Delivery   (7,000.00 ) 0.00   -  
C97737K309   #REORG WIT CAP GROUP INC COM N/C TO WIT SOUNDVIEW GROUP INC 2-942981 EFF 6-12-00   Acquisitions   3,700.00   (49,418.37 ) -  
C97737K309   #REORG WIT CAP GROUP INC COM N/C TO WIT SOUNDVIEW GROUP INC 2-942981 EFF 6-12-00   Dispositions   (890.00 ) 0.00   16,763.62  
C97737K309   #REORG WIT CAP GROUP INC COM N/C TO WIT SOUNDVIEW GROUP INC 2-942981 EFF 6-12-00   Free Delivery   (3,910.00 ) 0.00   -  

107

C98388N105   #REORG XCEED INC N/C TO WORLDWIDE XCEED GROUP INC 2945900 @1.00 EFF 11/29/00   Acquisitions   1,525.00   (24,763.65 ) -  
C98388N105   #REORG XCEED INC N/C TO WORLDWIDE XCEED GROUP INC 2945900 @1.00 EFF 11/29/00   Dispositions   (1,525.00 ) 0.00   23,066.77  
C98388K309   #REORG XCEL MGMT INC STK MERGER TO INSYNQ INC #2-421527 @ 2:1 EFF 08-03-00   Acquisitions   200.00   (1,742.45 ) -  
C98388K309   #REORG XCEL MGMT INC STK MERGER TO INSYNQ INC #2-421527 @ 2:1 EFF 08-03-00   Free Delivery   (200.00 ) 0.00   -  
C98583Q101   #REORG YESMAIL.COM INC COM STKMERGER W/ CMGI INC #2-096805 @ .25040 EFF 3-13-00   Acquisitions   100.00   (2,829.95 ) -  
C98583Q101   #REORG YESMAIL.COM INC COM STKMERGER W/ CMGI INC #2-096805 @ .25040 EFF 3-13-00   Dispositions   (100.00 ) 0.00   3,502.47  
C987425105   #REORG YNG & RUBICAM INC DFLT MRGR WPP GRP PLC ADR NEW SEC#2893521 .835 10/3/00   Acquisitions   27,000.00   (1,371,503.02 ) -  
C987425105   #REORG YNG & RUBICAM INC DFLT MRGR WPP GRP PLC ADR NEW SEC#2893521 .835 10/3/00   Dispositions   (18,300.00 ) 0.00   981,047.55  
C987425105   #REORG YNG & RUBICAM INC DFLT MRGR WPP GRP PLC ADR NEW SEC#2893521 .835 10/3/00   Free Delivery   (13,700.00 ) 0.00   -  
C989511209   #REORG ZIFF-DAVIS INC COM STK MERGER TO CNET NETWORKS INC #2-096744 EFF 10-17-00   Acquisitions   12,800.00   (327,238.48 ) -  
C989511209   #REORG ZIFF-DAVIS INC COM STK MERGER TO CNET NETWORKS INC #2-096744 EFF 10-17-00   Dispositions   (12,800.00 ) 0.00   317,141.17  
C989913108   #REORG ZITEL CORP COM N/C TO FORTEL INC #2-326991 @ 1 EFF 05-08-00   Acquisitions   1,000.00   (3,029.95 ) -  
C989913108   #REORG ZITEL CORP COM N/C TO FORTEL INC #2-326991 @ 1 EFF 05-08-00   Dispositions   (1,000.00 ) 0.00   5,847.40  
C989913108   #REORG ZITEL CORP COM N/C TO FORTEL INC #2-326991 @ 1 EFF 05-08-00   Free Delivery   (400.00 ) 0.00   -  
C98974T201   #REORG ZMAX CORP COM NEW N/C TO WIDEPOINT CORP #2-934512 @ 1 EFF 5-25-00   Acquisitions   1,100.00   (5,959.90 ) -  
C98974T201   #REORG ZMAX CORP COM NEW N/C TO WIDEPOINT CORP #2-934512 @ 1 EFF 5-25-00   Free Delivery   (1,100.00 ) 0.00   -  
C08658U101   #REORG/ BESTFOODS COM CASH MERGER @ 73.00 EFF 10-04-00   Acquisitions   9,300.00   (476,961.67 ) -  
C08658U101   #REORG/ BESTFOODS COM CASH MERGER @ 73.00 EFF 10-04-00   Dispositions   (18,700.00 ) 0.00   1,184,529.62  
C030732101   #REORG/AMERUS LIFE HLDGS INC N/C TO AMERUS GP CO #2018812 @ 1 EFF 09-20-00   Acquisitions   1,600.00   (27,835.84 ) -  
C030732101   #REORG/AMERUS LIFE HLDGS INC N/C TO AMERUS GP CO #2018812 @ 1 EFF 09-20-00   Free Delivery   (1,600.00 ) 0.00   -  
C137219200   #REORG/CANANDAIGUA BRANDS INC N/C TO CONSTELLATION #2200529 @1 EFF 9-19-00   Acquisitions   3,400.00   (179,205.50 ) -  
C137219200   #REORG/CANANDAIGUA BRANDS INC N/C TO CONSTELLATION #2200529 @1 EFF 9-19-00   Free Delivery   (4,700.00 ) 0.00   -  
C68243Q106   1 800 FLOWERS COM INC CL A COM STK   Acquisitions   12,500.00   (193,872.50 ) -  
C68243Q106   1 800 FLOWERS COM INC CL A COM STK   Dispositions   (12,500.00 ) 0.00   135,407.98  
S902393U   10YR T NOTE 97 PUT OPTION DECEMBER 2000   Acquisitions   3.00   (905.64 ) -  
S902393U   10YR T NOTE 97 PUT OPTION DECEMBER 2000   Dispositions   (3.00 ) 0.00   1,438.14  
C681977104   1-800 CONTACTS INC COM   Acquisitions   250.00   (14,779.95 ) -  
C681977104   1-800 CONTACTS INC COM   Dispositions   (500.00 ) 0.00   12,469.62  
C681977104   1-800 CONTACTS INC COM   Free Receipt   250.00   0.00   -  
S902392U   1YR MIDCURVE 93.00 PUT OPTION SEPT 2000   Acquisitions   16.00   (2,680.00 ) -  
S902392U   1YR MIDCURVE 93.00 PUT OPTION SEPT 2000   Dispositions   (16.00 ) 0.00   720.00  
C901314104   24 / 7 MEDIA INC COM STK   Acquisitions   18,600.00   (185,849.34 ) -  
C901314104   24 / 7 MEDIA INC COM STK   Dispositions   (18,600.00 ) 0.00   38,065.93  
C885535104   3COM CORP COMMON STOCK   Acquisitions   40,928.00   (1,921,903.78 ) -  
C885535104   3COM CORP COMMON STOCK   Dispositions   (56,550.00 ) 0.00   2,391,587.22  
CG8846W103   3D LABS IN LTD COM   Acquisitions   500.00   (3,809.90 ) -  
CG8846W103   3D LABS IN LTD COM   Dispositions   (500.00 ) 0.00   1,234.60  
C88553X103   3DFX INTERACTIVE INC COM   Acquisitions   34,300.00   (298,754.90 ) -  
C88553X103   3DFX INTERACTIVE INC COM   Dispositions   (4,300.00 ) 0.00   36,322.74  
S902338U   5 YR T-NOTE 995 CALL OPTION AUGUST 2000   Acquisitions   3.00   0.00   -  
S902338U   5 YR T-NOTE 995 CALL OPTION AUGUST 2000   Dispositions   (3.00 ) 0.00   360.00  
C338283104   5B TECHNOLOGIES CORP COM   Dispositions   (1,000.00 ) 0.00   17,284.00  
C338283104   5B TECHNOLOGIES CORP COM   Free Receipt   1,000.00   0.00   -  
C316773100   5TH 3RD BANCORP COM   Acquisitions   400.00   (25,128.88 ) -  

108

C316773100   5TH 3RD BANCORP COM   Dispositions   (2,900.50 ) 0.00   169,457.38  
C316773100   5TH 3RD BANCORP COM   Free Receipt   4,187.50   0.00   -  
S902390U   5YR T NOTE 100.0 CALL OPTION DEC 2000   Acquisitions   7.00   (3,753.75 ) -  
S902390U   5YR T NOTE 100.0 CALL OPTION DEC 2000   Dispositions   (7.00 ) 0.00   4,449.41  
S902331U   5YR T NOTE 1000 CALL OPTION SEPT 2000   Acquisitions   4.00   (395.00 ) -  
S902331U   5YR T NOTE 1000 CALL OPTION SEPT 2000   Dispositions   (4.00 ) 0.00   1,292.52  
S902029U   5YR T NOTE 975 CALL OPTION JUNE 2000   Acquisitions   4.00   0.00   -  
S902029U   5YR T NOTE 975 CALL OPTION JUNE 2000   Dispositions   (4.00 ) 0.00   480.00  
S902146U   5YR T NOTE 980 CALL OPTION JULY 2000   Acquisitions   18.00   0.00   -  
S902146U   5YR T NOTE 980 CALL OPTION JULY 2000   Dispositions   (18.00 ) 0.00   6,238.17  
S902241U   5YR T NOTE 985 PUT OPTION JULY 2000   Acquisitions   4.00   0.00   -  
S902241U   5YR T NOTE 985 PUT OPTION JULY 2000   Dispositions   (4.00 ) 0.00   230.00  
S902240U   5YR T NOTE 985 PUT OPTION SEPT 2000   Acquisitions   33.00   (1,540.00 ) -  
S902240U   5YR T NOTE 985 PUT OPTION SEPT 2000   Dispositions   (33.00 ) 0.00   12,788.29  
C817917107   7 SEAS PETE INC COM   Acquisitions   22,500.00   (48,502.50 ) -  
C817917107   7 SEAS PETE INC COM   Dispositions   (22,500.00 ) 0.00   55,619.36  
C81788Q100   724 SOLUTIONS INC COM ISIN CA81781000   Acquisitions   560.00   (86,245.45 ) -  
C81788Q100   724 SOLUTIONS INC COM ISIN CA81781000   Dispositions   (460.00 ) 0.00   53,122.47  
S6804165   77TH BANK JPY50   Acquisitions   15,000.00   (145,084.00 ) -  
S6804165   77TH BANK JPY50   Dispositions   (10,000.00 ) 0.00   77,734.34  
S9855233   90 DAY LIBOR SEPT 2000 FUTURE PUT 93   Free Delivery   (1.00 ) 0.00   -  
S985523L   90 DAY LIBOR SEPT 2000 FUTURE PUT 93   Free Delivery   (5.00 ) 0.00   -  
S9855233   90 DAY LIBOR SEPT 2000 FUTURE PUT 93   Free Receipt   5.00   0.00   -  
S985523L   90 DAY LIBOR SEPT 2000 FUTURE PUT 93   Free Receipt   1.00   0.00   -  
CM01764105   A C L N LTD COM STK   Acquisitions   500.00   (12,543.29 ) -  
CM01764105   A C L N LTD COM STK   Dispositions   (100.00 ) 0.00   1,676.24  
CM01764105   A C L N LTD COM STK   Free Receipt   225.00   0.00   -  
C000361105   AAR CORP COM   Acquisitions   9,900.00   (159,930.54 ) -  
C000361105   AAR CORP COM   Dispositions   (1,200.00 ) 0.00   14,086.33  
C00253U107   AASTROM BIOSCIENCES INC COM   Acquisitions   7,000.00   (20,382.40 ) -  
C00253U107   AASTROM BIOSCIENCES INC COM   Dispositions   (7,000.00 ) 0.00   16,039.23  
S5661190   ABB LTD CHF10(RG)   Dispositions   (820.00 ) 0.00   80,123.91  
S5661190   ABB LTD CHF10(RG)   Free Receipt   863.00   0.00   -  
S0004455   ABBEY NATIONAL ORD GBP0.10   Acquisitions   4,000.00   (60,025.99 ) -  
S0004455   ABBEY NATIONAL ORD GBP0.10   Dispositions   (9,000.00 ) 0.00   100,166.76  
C002824100   ABBOTT LAB COM   Acquisitions   3,882.64   (142,590.15 ) -  
C002824100   ABBOTT LAB COM   Dispositions   (16,880.45 ) 0.00   620,242.14  
C002896207   ABERCROMBIE & FITCH CO CL A   Acquisitions   23,650.00   (517,714.98 ) -  
C002896207   ABERCROMBIE & FITCH CO CL A   Dispositions   (7,650.00 ) 0.00   189,363.17  
C00339B107   ABGENIX INC COM   Acquisitions   42,920.00   (3,356,696.01 ) -  
C00339B107   ABGENIX INC COM   Dispositions   (34,600.00 ) 0.00   2,878,595.48  
C00339B107   ABGENIX INC COM   Free Receipt   3,700.00   0.00   -  
S512599W   ABN AMRO (STK DIV) 08/10/2000   Dispositions   (61,910.00 ) 0.00   8,930.24  
S512599W   ABN AMRO (STK DIV) 08/10/2000   Free Receipt   61,910.00   0.00   -  
S5250769   ABN-AMRO HLDGS NV NLG1.25   Acquisitions   31,169.00   (668,660.19 ) -  
S5250769   ABN-AMRO HLDGS NV NLG1.25   Dispositions   (35,838.00 ) 0.00   815,161.86  
S5931202   ABN-AMRO HLDGS NV NLG1.25(STK DIV 31/5/2000)   Dispositions   (2,152.00 ) 0.00   26.80  
S5931202   ABN-AMRO HLDGS NV NLG1.25(STK DIV 31/5/2000)   Free Receipt   62,596.00   0.00   -  
C00429P107   ACCELERATED NETWORKS INC COM ISIN US0042P1075   Acquisitions   1,900.00   (57,002.25 ) -  
C00429P107   ACCELERATED NETWORKS INC COM ISIN US0042P1075   Dispositions   (1,800.00 ) 0.00   52,722.75  
C004325205   ACCLAIM ENTMT INC COM PAR $0.02   Acquisitions   500.00   (2,483.05 ) -  
C004325205   ACCLAIM ENTMT INC COM PAR $0.02   Dispositions   (500.00 ) 0.00   1,251.25  
S5852842   ACCOR EUR3   Dispositions   (6,000.00 ) 0.00   237,450.66  
S5852842   ACCOR EUR3   Free Receipt   6,000.00   0.00   -  
C00437V104   ACCREDO HLTH INC COM   Acquisitions   1,500.00   (40,342.50 ) -  
C00437V104   ACCREDO HLTH INC COM   Dispositions   (2,250.00 ) 0.00   64,780.96  
C00437V104   ACCREDO HLTH INC COM   Free Receipt   750.00   0.00   -  
C00437W102   ACCRUE SOFTWARE INC COM   Acquisitions   182.00   (11,317.22 ) -  
C00437W102   ACCRUE SOFTWARE INC COM   Dispositions   (182.00 ) 0.00   9,956.76  
C000973107   ACT MFG INC COM   Acquisitions   12,900.00   (425,318.75 ) -  
C000973107   ACT MFG INC COM   Dispositions   (13,100.00 ) 0.00   477,151.84  
C000955104   ACT TELECONFERENCING INC COM   Acquisitions   50.00   (435.58 ) -  
C000955104   ACT TELECONFERENCING INC COM   Dispositions   (50.00 ) 0.00   288.78  
C004934105   ACTEL CORP COM   Acquisitions   895.00   (31,860.48 ) -  
C004934105   ACTEL CORP COM   Dispositions   (895.00 ) 0.00   29,301.66  
C00504W100   ACTIVE PWR INC COM   Acquisitions   31,080.00   (903,597.71 ) -  

109

C00504W100   ACTIVE PWR INC COM   Dispositions   (12,680.00 ) 0.00   880,601.69  
C004930202   ACTIVISION INC NEW COM NEW   Acquisitions   2,325.00   (25,040.25 ) -  
C004930202   ACTIVISION INC NEW COM NEW   Dispositions   (2,325.00 ) 0.00   24,655.79  
C00507P102   ACTRADE FINL TECHNOLOGIES LTD COM STK   Acquisitions   300.00   (9,104.95 ) -  
C00507P102   ACTRADE FINL TECHNOLOGIES LTD COM STK   Dispositions   (300.00 ) 0.00   9,419.73  
C00088E104   ACTV INC COM   Acquisitions   10,100.00   (97,656.50 ) -  
C00088E104   ACTV INC COM   Dispositions   (9,600.00 ) 0.00   94,585.26  
C00651F108   ADAPTEC INC COM   Acquisitions   56,260.00   (1,196,381.99 ) -  
C00651F108   ADAPTEC INC COM   Dispositions   (25,060.00 ) 0.00   558,475.03  
C00650M104   ADAPTIVE BROADBAND CORP COM   Acquisitions   639.00   (60,105.09 ) -  
C00650M104   ADAPTIVE BROADBAND CORP COM   Dispositions   (639.00 ) 0.00   58,396.65  
C00650Q105   ADATOM COM INC COM   Acquisitions   1,000.00   (5,804.95 ) -  
C00650Q105   ADATOM COM INC COM   Dispositions   (1,000.00 ) 0.00   5,326.11  
C000886101   ADC TELECOMMUNICATIONS INC COM   Acquisitions   26,828.00   (1,100,048.75 ) -  
C000886101   ADC TELECOMMUNICATIONS INC COM   Dispositions   (63,781.00 ) 0.00   2,291,066.34  
C000886101   ADC TELECOMMUNICATIONS INC COM   Free Receipt   40,543.00   0.00   -  
S5683097   ADECCO SA CHF10(REGD)   Acquisitions   440.00   (352,824.57 ) -  
S5683097   ADECCO SA CHF10(REGD)   Dispositions   (720.00 ) 0.00   489,288.79  
C006847107   ADELPHIA BUSINESS SOLUTIONS INC CL A   Acquisitions   7,300.00   (373,506.55 ) -  
C006847107   ADELPHIA BUSINESS SOLUTIONS INC CL A   Dispositions   (35,084.00 ) 0.00   1,326,039.57  
C006848105   ADELPHIA COMMUNICATIONS CORP CL A   Acquisitions   22,400.00   (1,373,092.41 ) -  
C006848105   ADELPHIA COMMUNICATIONS CORP CL A   Dispositions   (17,500.00 ) 0.00   540,034.70  
S208548U   ADELPHIA COMMUNICATIONS CORP SR NT 7.875DUE 05-01-2009 BEO   Acquisitions   67,000.00   (58,122.50 ) -  
S208548U   ADELPHIA COMMUNICATIONS CORP SR NT 7.875DUE 05-01-2009 BEO   Dispositions   (63,000.00 ) 0.00   53,075.00  
C006854103   ADEPT TECH INC COM   Acquisitions   950.00   (25,495.48 ) -  
C006854103   ADEPT TECH INC COM   Dispositions   (950.00 ) 0.00   26,069.27  
C007094105   ADMINISTAFF INC COM   Acquisitions   11,560.00   (579,543.67 ) -  
C007094105   ADMINISTAFF INC COM   Dispositions   (2,300.00 ) 0.00   93,387.24  
C007094105   ADMINISTAFF INC COM   Free Receipt   11,560.00   0.00   -  
C00724F101   ADOBE SYS INC COM   Acquisitions   31,870.08   (2,061,450.99 ) -  
C00724F101   ADOBE SYS INC COM   Dispositions   (33,020.00 ) 0.00   3,302,587.53  
C00724F101   ADOBE SYS INC COM   Free Receipt   3,220.00   0.00   -  
C013904305   ADR ALCATEL ALSTHOM ISIN #US0139043055   Acquisitions   920.00   (47,205.08 ) -  
C013904305   ADR ALCATEL ALSTHOM ISIN #US0139043055   Dispositions   (920.00 ) 0.00   42,528.83  
C035128206   ADR ANGLOGOLD LTD SPONSORED ADR   Acquisitions   250.00   (6,248.70 ) -  
C035128206   ADR ANGLOGOLD LTD SPONSORED ADR   Dispositions   (500.00 ) 0.00   11,314.72  
C037376308   ADR AO MOSENERGO SPONSORED ADR   Acquisitions   1,000.00   (3,779.95 ) -  
C037376308   ADR AO MOSENERGO SPONSORED ADR   Dispositions   (1,000.00 ) 0.00   3,844.92  
C00203R105   ADR APT SATELLITE HLDGS LTD SPONSORED ADR ISIN #US00203R1059   Acquisitions   5,000.00   (35,470.90 ) -  
C00203R105   ADR APT SATELLITE HLDGS LTD SPONSORED ADR ISIN #US00203R1059   Dispositions   (5,000.00 ) 0.00   31,563.58  
C042068106   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   Acquisitions   25.00   (5,519.90 ) -  
C042068106   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   Dispositions   (15.00 ) 0.00   3,544.31  
C042068106   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   Free Receipt   40.00   0.00   -  
C046353108   ADR ASTRAZENECA PLC SPONSORED ADR   Acquisitions   7,100.00   (315,245.68 ) -  
C046353108   ADR ASTRAZENECA PLC SPONSORED ADR   Dispositions   (37,300.00 ) 0.00   1,517,359.15  
C053561106   ADR AVENTIS SPONSORED ADR   Dispositions   (200.00 ) 0.00   9,657.22  
C053561106   ADR AVENTIS SPONSORED ADR   Free Delivery   (404.00 ) 0.00   -  
C053561106   ADR AVENTIS SPONSORED ADR   Free Receipt   1,205.00   0.00   -  
C054536107   ADR AXA   Acquisitions   65.00   (4,095.63 ) -  
C054536107   ADR AXA   Dispositions   (65.00 ) 0.00   4,638.59  
C06738E204   ADR BARCLAYS PLC A.D.R.   Acquisitions   7,500.00   (723,412.96 ) -  
C06738E204   ADR BARCLAYS PLC A.D.R.   Dispositions   (7,500.00 ) 0.00   735,967.85  
C09067D201   ADR BIOTECH HOLDRS TR DEPOS RCPTS   Acquisitions   500.00   (84,932.60 ) -  
C09067D201   ADR BIOTECH HOLDRS TR DEPOS RCPTS   Dispositions   (300.00 ) 0.00   43,544.08  
C09856Q108   ADR BOOKHAM TECH PLC SPONSORED   Acquisitions   360.00   (23,141.05 ) -  
C09856Q108   ADR BOOKHAM TECH PLC SPONSORED   Dispositions   (310.00 ) 0.00   14,040.29  
C055622104   ADR BP AMOCO P L C SPONSORED ADR   Acquisitions   54,600.00   (2,912,447.33 ) -  
C055622104   ADR BP AMOCO P L C SPONSORED ADR   Dispositions   (69,671.00 ) 0.00   3,750,225.52  
C055622104   ADR BP AMOCO P L C SPONSORED ADR   Free Delivery   (200.00 ) 0.00   -  
C055622104   ADR BP AMOCO P L C SPONSORED ADR   Free Receipt   80,239.00   0.00   -  
C10949Q105   ADR BRILLIANCE CHINA AUTOMOTIVE HLDGS LTD SPONSORED ADR   Dispositions   (400.00 ) 0.00   12,969.61  

110

C10949Q105   ADR BRILLIANCE CHINA AUTOMOTIVE HLDGS LTD SPONSORED ADR   Free Receipt   400.00   0.00   -  
C126830207   ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR   Acquisitions   300.00   (17,259.90 ) -  
C126830207   ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR   Dispositions   (300.00 ) 0.00   16,455.79  
C144500303   ADR CARRIER1 INTL S A ADR   Acquisitions   10,000.00   (174,835.00 ) -  
C144500303   ADR CARRIER1 INTL S A ADR   Dispositions   (10,000.00 ) 0.00   276,303.78  
S2254463   ADR CBT GROUP PUB LTD SPONSORED NEW   Acquisitions   870.00   (34,908.75 ) -  
S2254463   ADR CBT GROUP PUB LTD SPONSORED NEW   Dispositions   (1,180.00 ) 0.00   67,228.25  
C151290889   ADR CEMEX S A SPONSOR ADR NEW REP ORD PARTN CTF NEW   Acquisitions   145.00   (4,003.44 ) -  
C151290889   ADR CEMEX S A SPONSOR ADR NEW REP ORD PARTN CTF NEW   Dispositions   (145.00 ) 0.00   3,328.01  
C16936X102   ADR CHINA CONVERGENT CORP LTD   Dispositions   (100.00 ) 0.00   488.78  
C16936X102   ADR CHINA CONVERGENT CORP LTD   Free Receipt   300.00   0.00   -  
C196877104   ADR COLT TELECOM GROUP PLC   Acquisitions   25.00   (6,200.00 ) -  
C196877104   ADR COLT TELECOM GROUP PLC   Dispositions   (25.00 ) 0.00   2,753.03  
S2634797   ADR COMPANHIA DE BEBIDAS DAS AMERS-AMBEV SPONSORED ADR REPSTG PFD SHS   Dispositions   (1,000.00 ) 0.00   21,665.57  
S2634797   ADR COMPANHIA DE BEBIDAS DAS AMERS-AMBEV SPONSORED ADR REPSTG PFD SHS   Free Receipt   1,000.00   0.00   -  
S2178938   ADR COMPANHIA ENERGETICA DE MINAS GERAIS SPONSORED ADR PAR $0.01 REP NON VTG PFD   Acquisitions   1,000.00   (19,750.00 ) -  
S2178938   ADR COMPANHIA ENERGETICA DE MINAS GERAIS SPONSORED ADR PAR $0.01 REP NON VTG PFD   Dispositions   (3,584.00 ) 0.00   61,400.47  
C227686102   ADR CROSSWAVE COMMUNICATIONS INC ADR   Acquisitions   1,700.00   (24,454.50 ) -  
C227686102   ADR CROSSWAVE COMMUNICATIONS INC ADR   Dispositions   (1,700.00 ) 0.00   23,782.20  
C251566105   ADR DEUTSCHE TELEKOM AG ISIN # US2515661054   Acquisitions   270.00   (12,054.28 ) -  
C251566105   ADR DEUTSCHE TELEKOM AG ISIN # US2515661054   Dispositions   (245.00 ) 0.00   8,514.45  
C25243Q205   ADR DIAGEO PLC SPONSORED   Acquisitions   500.00   (16,416.15 ) -  
C25243Q205   ADR DIAGEO PLC SPONSORED   Dispositions   (425.00 ) 0.00   12,036.57  
C266597301   ADR DURBAN ROODERPORT DEEP LTD   Acquisitions   3,200.00   (5,282.79 ) -  
C266597301   ADR DURBAN ROODERPORT DEEP LTD   Dispositions   (1,900.00 ) 0.00   2,808.81  
C284131208   ADR ELAN PLC   Acquisitions   2,750.00   (92,412.00 ) -  
C284131208   ADR ELAN PLC   Dispositions   (29,813.00 ) 0.00   1,535,094.80  
C284131208   ADR ELAN PLC   Free Delivery   (113.00 ) 0.00   -  
C284131208   ADR ELAN PLC   Free Receipt   762.00   0.00   -  
S2819817   ADR ELF AQUITAINE SPONSORED   Acquisitions   6.00   (223.62 ) -  
S2819817   ADR ELF AQUITAINE SPONSORED   Dispositions   (6.00 ) 0.00   567.19  
S2297963   ADR EMBRATEL PARTICIPACOES S A SPONSOREDADR REPSTG PFD   Acquisitions   2,000.00   (52,717.26 ) -  
S2297963   ADR EMBRATEL PARTICIPACOES S A SPONSOREDADR REPSTG PFD   Dispositions   (2,000.00 ) 0.00   32,036.71  
C294821400   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   Acquisitions   9,185.00   (311,201.63 ) -  
C294821400   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   Dispositions   (9,930.00 ) 0.00   196,768.70  
C294821400   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   Free Delivery   (3,000.00 ) 0.00   -  
C294821400   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   Free Receipt   12,915.00   0.00   -  
C338488109   ADR FLAMEL TECHNOLOGIES SA SPONSORED   Acquisitions   1,000.00   (2,061.15 ) -  
C338488109   ADR FLAMEL TECHNOLOGIES SA SPONSORED   Dispositions   (1,000.00 ) 0.00   6,548.57  
C36865M109   ADR GEMINI GENOMICS PLC SPONSORED ADR   Acquisitions   2,270.00   (41,946.23 ) -  
C36865M109   ADR GEMINI GENOMICS PLC SPONSORED ADR   Dispositions   (2,270.00 ) 0.00   44,066.60  
C380597500   ADR GOLD FIELDS S AFRICA LTD SPONSORED ADR ISIN #US38059105006   Acquisitions   600.00   (764.95 ) -  
C380597500   ADR GOLD FIELDS S AFRICA LTD SPONSORED ADR ISIN #US38059105006   Dispositions   (600.00 ) 0.00   697.52  
S2399450   ADR GRUPO TELEVISA SA DE CV REP ORD PARTN CTF   Acquisitions   7,300.00   (475,453.97 ) -  
S2399450   ADR GRUPO TELEVISA SA DE CV REP ORD PARTN CTF   Dispositions   (3,000.00 ) 0.00   173,652.75  
S2385824   ADR GUCCI GROUP N V SHS-N Y REGISTRY   Acquisitions   464.00   (51,863.60 ) -  
S2385824   ADR GUCCI GROUP N V SHS-N Y REGISTRY   Dispositions   (1,462.00 ) 0.00   133,883.27  
C411352404   ADR HANSON PLC   Acquisitions   1,000.00   (32,264.95 ) -  
C411352404   ADR HANSON PLC   Dispositions   (1,000.00 ) 0.00   32,608.96  
C423012202   ADR HEINEKEN N.V NETH A.D.R. FOR BR 25 GUILDERS   Acquisitions   85.00   (4,020.00 ) -  
C423012202   ADR HEINEKEN N.V NETH A.D.R. FOR BR 25 GUILDERS   Dispositions   (85.00 ) 0.00   4,139.86  
S2303730   ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR   Acquisitions   13,146.00   (156,447.08 ) -  
S2303730   ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR   Dispositions   (14,744.00 ) 0.00   163,007.08  

111

C433578507   ADR HITACHI LTD A.D.R. FOR 10 COM   Acquisitions   20.00   (2,695.00 ) -  
C433578507   ADR HITACHI LTD A.D.R. FOR 10 COM   Dispositions   (20.00 ) 0.00   2,541.16  
C45384X108   ADR INDPT ENERGY HLDGS PLC SPONSORED ADR   Acquisitions   7,900.00   (323,589.95 ) -  
C45384X108   ADR INDPT ENERGY HLDGS PLC SPONSORED ADR   Dispositions   (27,200.00 ) 0.00   585,386.73  
S2559975   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   Acquisitions   10,200.00   (653,669.33 ) -  
S2559975   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   Dispositions   (2,000.00 ) 0.00   116,980.81  
C45766J107   ADR INSIGNIA SOLUTIONS PLC SPONSORED   Acquisitions   2,000.00   (26,888.55 ) -  
C45766J107   ADR INSIGNIA SOLUTIONS PLC SPONSORED   Dispositions   (1,500.00 ) 0.00   10,595.99  
C47214R152   ADR JAZZTEL P L C ADR   Acquisitions   5,000.00   (87,235.00 ) -  
C47214R152   ADR JAZZTEL P L C ADR   Dispositions   (5,000.00 ) 0.00   259,991.33  
C479087207   ADR JOHNSON ELEC HLDGS LTD SPONSORED   Acquisitions   55.00   (3,820.00 ) -  
C479087207   ADR JOHNSON ELEC HLDGS LTD SPONSORED   Dispositions   (28.00 ) 0.00   2,424.91  
C479087207   ADR JOHNSON ELEC HLDGS LTD SPONSORED   Free Receipt   81.00   0.00   -  
C500472303   ADR KONINKLIJKE PHILIPS ELECTRS N V SPONSORED ADR NEW 2000   Dispositions   (5,400.64 ) 0.00   195,661.06  
C500472303   ADR KONINKLIJKE PHILIPS ELECTRS N V SPONSORED ADR NEW 2000   Free Receipt   45,504.64   0.00   -  
S2480495   ADR KOREA ELEC PWR CO SPONSORED   Acquisitions   6,300.00   (101,877.86 ) -  
S2480495   ADR KOREA ELEC PWR CO SPONSORED   Dispositions   (3,035.00 ) 0.00   44,847.47  
C501173207   ADR KUBOTA CORP   Acquisitions   45.00   (2,618.13 ) -  
C501173207   ADR KUBOTA CORP   Dispositions   (45.00 ) 0.00   2,742.40  
C52465V100   ADR LEGEND HLDGS LTD SPONSORED ADR   Acquisitions   2,425.00   (62,491.58 ) -  
C52465V100   ADR LEGEND HLDGS LTD SPONSORED ADR   Dispositions   (1,200.00 ) 0.00   26,050.21  
C52465V100   ADR LEGEND HLDGS LTD SPONSORED ADR   Free Receipt   675.00   0.00   -  
C536191109   ADR LION BIOSCIENCE AKTIENGESELLSCHAFT SPONSORED ADR   Acquisitions   400.00   (21,789.95 ) -  
C536191109   ADR LION BIOSCIENCE AKTIENGESELLSCHAFT SPONSORED ADR   Dispositions   (400.00 ) 0.00   22,159.31  
C542073101   ADR LONDON PAC GROUP LTD SPONSORED   Acquisitions   335.00   (21,709.79 ) -  
C542073101   ADR LONDON PAC GROUP LTD SPONSORED   Dispositions   (360.00 ) 0.00   5,120.00  
C542073101   ADR LONDON PAC GROUP LTD SPONSORED   Free Receipt   705.00   0.00   -  
C629050204   ADR NEC CORP AMER DEPOS   Acquisitions   35.00   (4,426.25 ) -  
C629050204   ADR NEC CORP AMER DEPOS   Dispositions   (35.00 ) 0.00   3,396.13  
C652487703   ADR NEWS CORP LTD ADR NEW   Acquisitions   400.00   (22,066.05 ) -  
C652487703   ADR NEWS CORP LTD ADR NEW   Dispositions   (400.00 ) 0.00   22,086.90  
C652487802   ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD   Acquisitions   8,400.00   (258,277.32 ) -  
C652487802   ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD   Dispositions   (20,300.00 ) 0.00   999,170.95  
C653656108   ADR NICE SYS LTD   Acquisitions   229.00   (20,338.70 ) -  
C653656108   ADR NICE SYS LTD   Dispositions   (429.00 ) 0.00   27,287.93  
C653656108   ADR NICE SYS LTD   Free Delivery   (200.00 ) 0.00   -  
C654445303   ADR NINTENDO LTD   Acquisitions   155.00   (3,880.63 ) -  
C654445303   ADR NINTENDO LTD   Dispositions   (155.00 ) 0.00   3,191.14  
C654624105   ADR NIPPON TELEG & TEL CORP   Acquisitions   100.00   (7,264.95 ) -  
C654624105   ADR NIPPON TELEG & TEL CORP   Dispositions   (100.00 ) 0.00   6,472.33  
C654902204   ADR NOKIA CORP SPONSORED FINLAND   Acquisitions   89,416.00   (7,204,923.36 ) -  
C654902204   ADR NOKIA CORP SPONSORED FINLAND   Dispositions   (157,984.00 ) 0.00   10,701,893.90  
C654902204   ADR NOKIA CORP SPONSORED FINLAND   Free Delivery   (1,890.00 ) 0.00   -  
C654902204   ADR NOKIA CORP SPONSORED FINLAND   Free Receipt   152,010.00   0.00   -  
C66987V109   ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098   Acquisitions   45.00   (1,749.06 ) -  
C66987V109   ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098   Free Delivery   (100.00 ) 0.00   -  
C677862104   ADR OIL CO LUKOIL   Acquisitions   150.00   (8,278.25 ) -  
C677862104   ADR OIL CO LUKOIL   Dispositions   (95.00 ) 0.00   3,922.05  
C685563306   ADR ORBITAL ENGINE LTD SPONSORED NEW   Acquisitions   1,000.00   (4,654.95 ) -  
C685563306   ADR ORBITAL ENGINE LTD SPONSORED NEW   Dispositions   (1,000.00 ) 0.00   7,219.80  
C686330101   ADR ORIX CORP SPONSORED ADR   Acquisitions   45.00   (3,872.50 ) -  
C686330101   ADR ORIX CORP SPONSORED ADR   Dispositions   (54.00 ) 0.00   4,045.11  
C686330101   ADR ORIX CORP SPONSORED ADR   Free Receipt   9.00   0.00   -  
C694059106   ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR   Dispositions   (2,000.00 ) 0.00   27,479.37  
C694059106   ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR   Free Receipt   2,115.00   0.00   -  
C716597109   ADR PETRO GEO SERVICES   Acquisitions   1,500.00   (24,622.40 ) -  
C716597109   ADR PETRO GEO SERVICES   Dispositions   (500.00 ) 0.00   7,889.83  
S2692795   ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD   Acquisitions   8,500.00   (198,494.70 ) -  
C730450103   ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD   Acquisitions   175.00   (4,739.06 ) -  
C730450103   ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD   Dispositions   (175.00 ) 0.00   3,617.06  

112

S2692795   ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD   Dispositions   (2,074.00 ) 0.00   34,910.14  
C737273102   ADR PORTUGAL TELECOM SGPS S A SPONSORED ADR   Acquisitions   500.00   (5,897.40 ) -  
C737273102   ADR PORTUGAL TELECOM SGPS S A SPONSORED ADR   Dispositions   (1,500.00 ) 0.00   18,298.23  
C737273102   ADR PORTUGAL TELECOM SGPS S A SPONSORED ADR   Free Receipt   800.00   0.00   -  
C757479100   ADR REDIFF COM INDIA LTD SPONSORED ADR ISIN# US7574791007   Acquisitions   100.00   (2,119.95 ) -  
C757479100   ADR REDIFF COM INDIA LTD SPONSORED ADR ISIN# US7574791007   Dispositions   (100.00 ) 0.00   1,529.99  
S2731803   ADR REPSOL YPF S A SPONSORED ADR   Acquisitions   15,675.00   (289,697.79 ) -  
C76026T205   ADR REPSOL YPF S A SPONSORED ADR   Acquisitions   195.00   (3,961.56 ) -  
C76026T205   ADR REPSOL YPF S A SPONSORED ADR   Dispositions   (195.00 ) 0.00   3,984.55  
S2731803   ADR REPSOL YPF S A SPONSORED ADR   Dispositions   (5,512.00 ) 0.00   103,719.14  
C76132M102   ADR REUTERS GROUP ISIN US76132M1027   Acquisitions   70.00   (10,603.65 ) -  
C76132M102   ADR REUTERS GROUP ISIN US76132M1027   Dispositions   (70.00 ) 0.00   8,384.81  
C767204100   ADR RIO TINTO PLC   Acquisitions   3,900.00   (238,602.33 ) -  
C767204100   ADR RIO TINTO PLC   Dispositions   (6,600.00 ) 0.00   583,840.04  
C778529107   ADR ROSTELECOM LONG DISTANCE & INTL TELCOM OPEN JT STK CO ISIN#US7785291078   Acquisitions   115.00   (2,670.00 ) -  
C778529107   ADR ROSTELECOM LONG DISTANCE & INTL TELCOM OPEN JT STK CO ISIN#US7785291078   Dispositions   (115.00 ) 0.00   1,527.44  
C817209307   ADR SENETEK PLC   Acquisitions   4,000.00   (8,354.35 ) -  
C817209307   ADR SENETEK PLC   Dispositions   (4,000.00 ) 0.00   13,959.51  
C81752M101   ADR SERONO S A SPONSORED ADR ISIN# US81752M1018   Acquisitions   16,300.00   (384,520.43 ) -  
C81752M101   ADR SERONO S A SPONSORED ADR ISIN# US81752M1018   Dispositions   (16,300.00 ) 0.00   456,707.90  
C822703609   ADR SHELL TRANS & TRADING PLC NY SH NEW   Acquisitions   60.00   (2,732.50 ) -  
C822703609   ADR SHELL TRANS & TRADING PLC NY SH NEW   Dispositions   (85.00 ) 0.00   4,031.44  
C826197402   ADR SIEMENS A.G COM CAP DM50 (NEW)   Acquisitions   25.00   (4,350.00 ) -  
C826197402   ADR SIEMENS A.G COM CAP DM50 (NEW)   Dispositions   (25.00 ) 0.00   3,299.88  
C784375404   ADR SKF AB SPONSORD PAR SKR $12.50   Acquisitions   200.00   (3,975.00 ) -  
C784375404   ADR SKF AB SPONSORD PAR SKR $12.50   Dispositions   (200.00 ) 0.00   2,634.07  
C835699307   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   Acquisitions   79.00   (19,153.58 ) -  
C835699307   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   Dispositions   (9,530.00 ) 0.00   2,014,067.92  
C835699307   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   Free Receipt   1,975.00   0.00   -  
C861012102   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   Acquisitions   15.00   (3,292.19 ) -  
C861012102   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   Dispositions   (45.00 ) 0.00   2,658.04  
C861012102   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   Free Receipt   390.00   0.00   -  
C868861204   ADR SURGUTNEFTEGAZ JSC SPONSORED ADR   Acquisitions   300.00   (4,154.95 ) -  
C868861204   ADR SURGUTNEFTEGAZ JSC SPONSORED ADR   Dispositions   (300.00 ) 0.00   4,357.40  
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   1,600.00   (58,707.52 ) -  
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   2,000.00   (94,539.90 ) -  
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   700.00   (25,926.74 ) -  
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   1,150.00   (41,611.23 ) -  
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   200.00   (7,805.86 ) -  
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   200.00   (7,569.95 ) -  
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   600.00   (22,489.20 ) -  
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   500.00   (21,959.80 ) -  
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   100.00   (3,876.40 ) -  
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   250.00   (7,746.10 ) -  
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   9,784.88   0.00   -  
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Dispositions   (3,710.00 ) 0.00   125,907.50  

113

S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Dispositions   (0.88 ) 0.00   -  
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Free Receipt   616.00   0.00   -  
S2881612   ADR TELE DE MEX SA CV L RPSTG SH ORD L   Acquisitions   3,478.00   (314,896.71 ) -  
C879403780   ADR TELE DE MEX SA CV L RPSTG SH ORD L   Acquisitions   150.00   (9,381.78 ) -  
C879403780   ADR TELE DE MEX SA CV L RPSTG SH ORD L   Dispositions   (117.00 ) 0.00   11,655.04  
S2881612   ADR TELE DE MEX SA CV L RPSTG SH ORD L   Dispositions   (4,858.00 ) 0.00   247,259.98  
S2881612   ADR TELE DE MEX SA CV L RPSTG SH ORD L   Free Receipt   4,495.00   0.00   -  
S2297930   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD   Dispositions   (731.06 ) 0.00   14,980.35  
S2297930   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD   Free Receipt   732.06   0.00   -  
C879252104   ADR TELE SUDESTE CELULAR PARTICIPACOES SA SPONSORED ADR REPSTG PFD   Dispositions   (12.00 ) 0.00   513.03  
S2297985   ADR TELE SUDESTE CELULAR PARTICIPACOES SA SPONSORED ADR REPSTG PFD   Dispositions   (314.00 ) 0.00   13,639.23  
S2297985   ADR TELE SUDESTE CELULAR PARTICIPACOES SA SPONSORED ADR REPSTG PFD   Free Delivery   (1,472.00 ) 0.00   -  
C879252104   ADR TELE SUDESTE CELULAR PARTICIPACOES SA SPONSORED ADR REPSTG PFD   Free Receipt   12.00   0.00   -  
S2297985   ADR TELE SUDESTE CELULAR PARTICIPACOES SA SPONSORED ADR REPSTG PFD   Free Receipt   1,786.00   0.00   -  
S2279477   ADR TELECOMUNICACOES BRASILEIRAS S A SPONSORED ADR REPSTG ADR FOR PFD   Acquisitions   2,418.00   (298,066.91 ) -  
S2279477   ADR TELECOMUNICACOES BRASILEIRAS S A SPONSORED ADR REPSTG ADR FOR PFD   Dispositions   (4,390.00 ) 0.00   415,811.41  
S2297952   ADR TELECOMUNICACOES DE SAO PAULO S A - TELESP SPONSORED ADR REPSTG PFD   Acquisitions   3,200.00   (113,224.61 ) -  
S2297952   ADR TELECOMUNICACOES DE SAO PAULO S A - TELESP SPONSORED ADR REPSTG PFD   Dispositions   (1,572.00 ) 0.00   40,406.28  
S2297952   ADR TELECOMUNICACOES DE SAO PAULO S A - TELESP SPONSORED ADR REPSTG PFD   Free Delivery   (10,560.00 ) 0.00   -  
S2297952   ADR TELECOMUNICACOES DE SAO PAULO S A - TELESP SPONSORED ADR REPSTG PFD   Free Receipt   8,932.00   0.00   -  
S2881098   ADR TELEFONICA DE ESPANA SA SPONSORED   Acquisitions   400.00   (32,574.88 ) -  
S2881098   ADR TELEFONICA DE ESPANA SA SPONSORED   Dispositions   (1,861.61 ) 0.00   117,358.73  
S2881098   ADR TELEFONICA DE ESPANA SA SPONSORED   Free Receipt   4,382.61   0.00   -  
C879384105   ADR TELEFONICA DEL   Acquisitions   500.00   (9,019.90 ) -  
C879384105   ADR TELEFONICA DEL   Dispositions   (500.00 ) 0.00   9,859.72  
C881624209   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   Acquisitions   7,200.00   (373,673.71 ) -  
C881624209   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   Dispositions   (57,300.00 ) 0.00   3,394,859.14  
C881624209   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   Free Receipt   16,800.00   0.00   -  
C885118109   ADR THOMSON MULTIMEDIA SPONSORED ADR   Acquisitions   750.00   (59,846.10 ) -  
C885118109   ADR THOMSON MULTIMEDIA SPONSORED ADR   Dispositions   (750.00 ) 0.00   75,677.62  
S2898032   ADR TOTAL FINA S A SPONSORED ADR   Acquisitions   4,477.00   (289,835.16 ) -  
S2898032   ADR TOTAL FINA S A SPONSORED ADR   Dispositions   (4,617.54 ) 0.00   355,872.77  
C89612A100   ADR TRICOM SA CL A SPONSORED ISIN US89612A1007   Acquisitions   1,000.00   (19,029.95 ) -  
C89612A100   ADR TRICOM SA CL A SPONSORED ISIN US89612A1007   Dispositions   (1,000.00 ) 0.00   18,906.91  
C896438108   ADR TRINITY BIOTECH PLC SPONSORED ADR   Acquisitions   3,000.00   (8,173.55 ) -  
C896438108   ADR TRINITY BIOTECH PLC SPONSORED ADR   Dispositions   (1,000.00 ) 0.00   2,609.96  
C898592506   ADR TUBOS DE ACERO DE MEX S.A NEW   Acquisitions   1,000.00   (12,904.95 ) -  
C898592506   ADR TUBOS DE ACERO DE MEX S.A NEW   Dispositions   (1,000.00 ) 0.00   14,469.56  
C904784709   ADR UNILEVER N V NY SHS NEW   Acquisitions   500.00   (21,593.75 ) -  
C904784709   ADR UNILEVER N V NY SHS NEW   Dispositions   (4,900.00 ) 0.00   223,496.86  
C915436109   ADR UPM KYMMENE CORP SPONSORED ISIN US9154361094   Acquisitions   500.00   (13,279.95 ) -  
C915436109   ADR UPM KYMMENE CORP SPONSORED ISIN US9154361094   Dispositions   (500.00 ) 0.00   12,907.11  
C911300200   ADR UTD PAN-EUROPE COMMUNICATIONS N V CLA   Acquisitions   1,305.00   (51,645.84 ) -  
C911300200   ADR UTD PAN-EUROPE COMMUNICATIONS N V CLA   Dispositions   (405.00 ) 0.00   9,250.03  
C911300200   ADR UTD PAN-EUROPE COMMUNICATIONS N V CLA   Free Receipt   500.00   0.00   -  
C92857W100   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   Acquisitions   48,900.00   (1,760,949.22 ) -  
C92857W100   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   Dispositions   (11,800.00 ) 0.00   464,358.70  
C92857W100   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   Free Receipt   156,400.00   0.00   -  

114

C929309300   ADR WPP GROUP PLC NEW   Dispositions   (11,439.00 ) 0.00   681,723.33  
C929309300   ADR WPP GROUP PLC NEW   Free Receipt   11,439.50   0.00   -  
C00738A106   ADTRAN INC COM   Acquisitions   46,150.00   (2,533,419.44 ) -  
C00738A106   ADTRAN INC COM   Dispositions   (20,750.00 ) 0.00   1,193,812.78  
C00750J100   ADVANCED BIOTHERAPY CONCEPTS INC COM STK   Acquisitions   11,000.00   (20,130.00 ) -  
C00750J100   ADVANCED BIOTHERAPY CONCEPTS INC COM STK   Dispositions   (11,000.00 ) 0.00   23,576.68  
C007525108   ADVANCED DIGITAL INFORMATION CORP COM   Acquisitions   21,130.00   (985,486.37 ) -  
C007525108   ADVANCED DIGITAL INFORMATION CORP COM   Dispositions   (33,390.00 ) 0.00   596,162.89  
C007525108   ADVANCED DIGITAL INFORMATION CORP COM   Free Delivery   (500.00 ) 0.00   -  
C007525108   ADVANCED DIGITAL INFORMATION CORP COM   Free Receipt   13,960.00   0.00   -  
C00754A105   ADVANCED FIBRE COMMUNICATIONS INC COM   Acquisitions   57,611.00   (2,607,425.18 ) -  
C00754A105   ADVANCED FIBRE COMMUNICATIONS INC COM   Dispositions   (53,401.00 ) 0.00   1,947,691.98  
C00753C102   ADVANCED LTG TECHNOLOGIES INC COM   Acquisitions   100.00   (2,142.45 ) -  
C00753C102   ADVANCED LTG TECHNOLOGIES INC COM   Dispositions   (100.00 ) 0.00   1,651.24  
C007903107   ADVANCED MICRO DEVICES INC COM   Acquisitions   15,729.00   (587,214.41 ) -  
C007903107   ADVANCED MICRO DEVICES INC COM   Dispositions   (43,329.00 ) 0.00   2,011,159.46  
C007903107   ADVANCED MICRO DEVICES INC COM   Free Receipt   5,800.00   0.00   -  
C00754U101   ADVANCED RADIO TELECOM CORP COM   Acquisitions   1,300.00   (26,582.30 ) -  
C00754U101   ADVANCED RADIO TELECOM CORP COM   Dispositions   (1,500.00 ) 0.00   32,889.08  
C00757V106   ADVANCED SWITCHING COMMUNICATIONS INC COM   Acquisitions   150.00   (2,414.95 ) -  
C00757V106   ADVANCED SWITCHING COMMUNICATIONS INC COM   Dispositions   (150.00 ) 0.00   2,300.60  
C00755F103   ADVANCED TISSUE SCIENCES INC COM   Acquisitions   3,200.00   (25,257.40 ) -  
C00755F103   ADVANCED TISSUE SCIENCES INC COM   Dispositions   (4,200.00 ) 0.00   17,055.59  
C00756G209   ADVANTAGE MARKETING SYS INC COM NEW   Acquisitions   4,000.00   (28,604.90 ) -  
C00756G209   ADVANTAGE MARKETING SYS INC COM NEW   Dispositions   (4,000.00 ) 0.00   27,050.43  
S6870490   ADVANTEST JPY50   Acquisitions   800.00   (123,216.22 ) -  
S6870490   ADVANTEST JPY50   Dispositions   (2,900.00 ) 0.00   602,913.63  
C007974108   ADVENT SOFTWARE INC COM STK   Acquisitions   4,390.00   (212,052.48 ) -  
C007974108   ADVENT SOFTWARE INC COM STK   Dispositions   (17,230.00 ) 0.00   951,575.95  
C007974108   ADVENT SOFTWARE INC COM STK   Free Receipt   10,230.00   0.00   -  
S5462304   AEGON NV NLG0.50   Acquisitions   1,118.00   (86,178.16 ) -  
S5462304   AEGON NV NLG0.50   Free Delivery   (14,232.00 ) 0.00   -  
S511148W   AEGON NV STK DIV 2000   Dispositions   (72.00 ) 0.00   38.25  
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S512558W   AEGON STOCK DIV   Dispositions   (28,464.00 ) 0.00   (7,257.61 )
S512558W   AEGON STOCK DIV   Free Receipt   28,464.00   0.00   -  
C00760J108   AEHR TEST SYS COM   Acquisitions   200.00   (1,829.16 ) -  
C00760J108   AEHR TEST SYS COM   Dispositions   (200.00 ) 0.00   1,320.00  
C007768104   AEROFLEX INC COM   Acquisitions   600.00   (22,214.95 ) -  
C007768104   AEROFLEX INC COM   Dispositions   (600.00 ) 0.00   23,969.25  
C00130H105   AES CORP COM   Acquisitions   1,400.00   (97,327.86 ) -  
C00130H105   AES CORP COM   Dispositions   (2,650.00 ) 0.00   183,912.23  
C00130H105   AES CORP COM   Free Receipt   6,000.00   0.00   -  
C008190100   AFFILIATED COMPUTER SVCS INC CL A COM   Acquisitions   12,130.00   (455,555.81 ) -  
C008190100   AFFILIATED COMPUTER SVCS INC CL A COM   Dispositions   (7,910.00 ) 0.00   346,942.88  
C008252108   AFFILIATED MANAGERS GROUP INC COM STK   Acquisitions   14,600.00   (737,501.21 ) -  
C008252108   AFFILIATED MANAGERS GROUP INC COM STK   Dispositions   (6,000.00 ) 0.00   244,056.86  
C00826F108   AFFINITY INTL TRAVEL SYS INC COM   Acquisitions   13,000.00   (31,129.35 ) -  
C00826F108   AFFINITY INTL TRAVEL SYS INC COM   Dispositions   (13,000.00 ) 0.00   53,068.23  
C00826M103   AFFINITY TECH GROUP INC COM   Acquisitions   1,800.00   (6,707.59 ) -  
C00826M103   AFFINITY TECH GROUP INC COM   Dispositions   (1,800.00 ) 0.00   5,992.34  
C00826T108   AFFYMETRIX INC OC-CAP STK   Acquisitions   210.00   (43,044.95 ) -  
C00826T108   AFFYMETRIX INC OC-CAP STK   Dispositions   (1,600.00 ) 0.00   131,469.66  
C00826T108   AFFYMETRIX INC OC-CAP STK   Free Receipt   710.00   0.00   -  
C001055102   AFLAC INC COM   Acquisitions   1,601.55   (66,052.36 ) -  
C001055102   AFLAC INC COM   Dispositions   (8,202.05 ) 0.00   403,720.93  
C008363103   AG-CHEM EQUIP INC COM   Acquisitions   5,500.00   (56,251.00 ) -  
C008363103   AG-CHEM EQUIP INC COM   Dispositions   (3,500.00 ) 0.00   58,378.22  
C001084102   AGCO CORP COM   Acquisitions   700.00   (9,819.95 ) -  
C001084102   AGCO CORP COM   Dispositions   (700.00 ) 0.00   9,692.22  
C008447104   AGENCY COM LTD COM   Acquisitions   300.00   (5,373.70 ) -  
C008447104   AGENCY COM LTD COM   Dispositions   (300.00 ) 0.00   5,163.62  
C00846U101   AGILENT TECHNOLOGIES INC COM   Acquisitions   36,122.00   (2,653,732.59 ) -  
C00846U101   AGILENT TECHNOLOGIES INC COM   Dispositions   (40,509.82 ) 0.00   2,113,938.61  
C00846U101   AGILENT TECHNOLOGIES INC COM   Free Delivery   (155.00 ) 0.00   -  
C00846U101   AGILENT TECHNOLOGIES INC COM   Free Receipt   20,967.82   0.00   -  

115

C001204106   AGL RES INC COM   Acquisitions   12.14   (220.53 ) -  
C001204106   AGL RES INC COM   Dispositions   (500.00 ) 0.00   8,464.80  
C008474108   AGNICO EAGLE MINES LTD COM   Acquisitions   1,600.00   (8,990.95 ) -  
C008474108   AGNICO EAGLE MINES LTD COM   Dispositions   (1,000.00 ) 0.00   6,407.33  
C008916108   AGRIUM INC COM   Acquisitions   90,100.00   (897,782.38 ) -  
C008916108   AGRIUM INC COM   Dispositions   (7,600.00 ) 0.00   85,487.02  
C00130R103   AHT CORP COM   Acquisitions   22,100.00   (69,870.42 ) -  
C00130R103   AHT CORP COM   Dispositions   (20,100.00 ) 0.00   28,489.74  
C00130R103   AHT CORP COM   Free Delivery   (2,000.00 ) 0.00   -  
S6226543   AIFUL CORP BONUS SHARES   Free Delivery   (1,500.00 ) 0.00   -  
S6226543   AIFUL CORP BONUS SHARES   Free Receipt   1,500.00   0.00   -  
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S6019419   AIFUL CORP JPY50   Dispositions   (650.00 ) 0.00   58,884.43  
S6019419   AIFUL CORP JPY50   Free Receipt   1,500.00   0.00   -  
C008911307   AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074   Acquisitions   841.00   (9,453.49 ) -  
C008911307   AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074   Dispositions   (6,495.00 ) 0.00   33,102.24  
C008911307   AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074   Free Receipt   2,415.00   0.00   -  
S4011406   AIR LIQUIDE (L') EUR11   Acquisitions   1,986.00   (271,101.67 ) -  
S4011406   AIR LIQUIDE (L') EUR11   Dispositions   (1,731.00 ) 0.00   210,373.14  
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S511933W   AIR LIQUIDE NON NEG RTS 27/06/2000   Free Receipt   3,612.00   0.00   -  
C009158106   AIR PROD & CHEM INC COM   Acquisitions   900.00   (28,498.70 ) -  
C009158106   AIR PROD & CHEM INC COM   Dispositions   (2,700.00 ) 0.00   82,949.14  
S217201U   AIRGATE PCS INC WT UNIT 01.10.2009   Dispositions   (25.00 ) 0.00   2,374.92  
S217201U   AIRGATE PCS INC WT UNIT 01.10.2009   Free Receipt   25.00   0.00   -  
C00941P106   AIRNET COMMUNICATIONS CORP COM   Acquisitions   1,500.00   (32,055.85 ) -  
C00941P106   AIRNET COMMUNICATIONS CORP COM   Dispositions   (700.00 ) 0.00   17,532.71  
C00950H102   AIRSPAN NETWORKS INC COM STK ISIN#US00950H1023   Acquisitions   200.00   (7,614.95 ) -  
C00950H102   AIRSPAN NETWORKS INC COM STK ISIN#US00950H1023   Dispositions   (200.00 ) 0.00   7,372.30  
C00949P108   AIRTRAN HLDGS INC COM   Acquisitions   6,500.00   (28,655.20 ) -  
C00949P108   AIRTRAN HLDGS INC COM   Dispositions   (1,500.00 ) 0.00   7,017.36  
S5468346   AIXTRON ORD NPV   Acquisitions   1,800.00   (380,889.52 ) -  
S5468346   AIXTRON ORD NPV   Dispositions   (100.00 ) 0.00   10,539.21  
S5468346   AIXTRON ORD NPV   Free Receipt   1,000.00   0.00   -  
C011659109   AK AIR GROUP INC COM   Acquisitions   1,489.00   (48,615.87 ) -  
C011659109   AK AIR GROUP INC COM   Dispositions   (1,454.00 ) 0.00   47,071.22  
C00971T101   AKAMAI TECHNOLOGIES INC COM STK   Acquisitions   5,360.00   (473,813.12 ) -  
C00971T101   AKAMAI TECHNOLOGIES INC COM STK   Dispositions   (4,730.00 ) 0.00   432,345.52  
C00971T101   AKAMAI TECHNOLOGIES INC COM STK   Free Delivery   (20.00 ) 0.00   -  
C010196103   AKSYS LTD COM   Acquisitions   8,432.00   (86,440.81 ) -  
C010196103   AKSYS LTD COM   Dispositions   (6,320.00 ) 0.00   80,462.48  
S5458314   AKZO NOBEL NV NLG5 (NL EXCH)   Acquisitions   1,600.00   (62,547.86 ) -  
S5458314   AKZO NOBEL NV NLG5 (NL EXCH)   Dispositions   (1,600.00 ) 0.00   68,061.96  
CM0392N101   ALADDIN KNOWLEDGE SYS COM   Acquisitions   100.00   (1,455.76 ) -  
CM0392N101   ALADDIN KNOWLEDGE SYS COM   Dispositions   (1,000.00 ) 0.00   15,708.00  
C013068101   ALBERTO-CULVER CO CL B COM   Acquisitions   100.00   (2,350.00 ) -  
C013068101   ALBERTO-CULVER CO CL B COM   Dispositions   (500.00 ) 0.00   11,641.02  
C013104104   ALBERTSON S INC COM   Acquisitions   300.00   (9,262.50 ) -  
C013104104   ALBERTSON S INC COM   Dispositions   (3,500.00 ) 0.00   97,798.61  
C013716105   ALCAN INC   Acquisitions   3,200.00   (97,998.00 ) -  
C013716105   ALCAN INC   Dispositions   (2,100.00 ) 0.00   75,530.82  
S2013200   ALCAN INC COM STK (CAN QUOTE)   Acquisitions   1,430.00   (51,020.47 ) -  
S2013200   ALCAN INC COM STK (CAN QUOTE)   Dispositions   (760.00 ) 0.00   23,051.83  
S4216825   ALCATEL EUR10   Acquisitions   490.00   (109,026.74 ) -  
S4216825   ALCATEL EUR10   Dispositions   (110.00 ) 0.00   23,312.44  
S4216825   ALCATEL EUR10   Free Delivery   (1,421.00 ) 0.00   -  
S5975006   ALCATEL EUR2 SER'A'   Acquisitions   570.00   (35,135.22 ) -  
S5975006   ALCATEL EUR2 SER'A'   Dispositions   (3,320.00 ) 0.00   231,015.55  
S5975006   ALCATEL EUR2 SER'A'   Free Receipt   7,105.00   0.00   -  
C013817101   ALCOA INC COM STK   Acquisitions   64,251.18   (3,678,663.05 ) -  
C013817101   ALCOA INC COM STK   Dispositions   (87,903.00 ) 0.00   4,625,746.26  

116

C013817101   ALCOA INC COM STK   Free Receipt   69,564.00   0.00   -  
C01642T108   ALKERMES INC COM   Acquisitions   31,800.00   (1,304,038.06 ) -  
C01642T108   ALKERMES INC COM   Dispositions   (56,500.00 ) 0.00   3,793,625.07  
C016714107   ALLAIRE CORP COM   Acquisitions   6,118.00   (455,921.10 ) -  
C016714107   ALLAIRE CORP COM   Dispositions   (8,475.00 ) 0.00   284,661.75  
C016714107   ALLAIRE CORP COM   Free Receipt   2,940.00   0.00   -  
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S4015970   ALLEANZA ASSICURAZ EUR0.5   Dispositions   (3,000.00 ) 0.00   37,611.80  
C01741R102   ALLEGHENY TECHNOLOGIES INC COM   Acquisitions   100.00   (2,543.75 ) -  
C01741R102   ALLEGHENY TECHNOLOGIES INC COM   Dispositions   (1,200.00 ) 0.00   25,336.28  
C01741R102   ALLEGHENY TECHNOLOGIES INC COM   Free Receipt   6,412.00   0.00   -  
C01747T102   ALLEGIANCE TELECOM INC COM   Acquisitions   4,620.00   (450,428.75 ) -  
C01747T102   ALLEGIANCE TELECOM INC COM   Dispositions   (14,040.00 ) 0.00   1,215,310.06  
C018490102   ALLERGAN INC COM   Acquisitions   100.00   (5,775.00 ) -  
C018490102   ALLERGAN INC COM   Dispositions   (1,100.00 ) 0.00   64,329.64  
C018490102   ALLERGAN INC COM   Free Receipt   2,200.00   0.00   -  
C018773101   ALLIANCE PHARMACEUTICAL CORP COM   Acquisitions   1,000.00   (14,589.85 ) -  
C018773101   ALLIANCE PHARMACEUTICAL CORP COM   Dispositions   (1,800.00 ) 0.00   15,663.50  
C01877H100   ALLIANCE SEMICONDUCTOR CORP   Acquisitions   1,540.00   (29,294.75 ) -  
C01877H100   ALLIANCE SEMICONDUCTOR CORP   Dispositions   (1,040.00 ) 0.00   19,920.77  
C018802108   ALLIANT ENERGY CORP COM ISIN #US0188021085   Acquisitions   4,200.00   (119,397.60 ) -  
C018802108   ALLIANT ENERGY CORP COM ISIN #US0188021085   Dispositions   (4,200.00 ) 0.00   120,932.86  
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S5231485   ALLIANZ AG DEM5(REGD)(VINKULIERT) DEM   Dispositions   (140.00 ) 0.00   48,334.10  
C01903Q108   ALLIED CAP CORP NEW COM   Acquisitions   10.83   (200.87 ) -  
C01903Q108   ALLIED CAP CORP NEW COM   Dispositions   (120.84 ) 0.00   2,265.94  
C019496108   ALLIED RISER COMMUNICATIONS CORP COM STK   Acquisitions   6,320.00   (155,566.26 ) -  
C019496108   ALLIED RISER COMMUNICATIONS CORP COM STK   Dispositions   (30,410.00 ) 0.00   477,344.18  
C019589308   ALLIED WASTE INDS INC COM PAR $0.01 NEW   Acquisitions   800.00   (7,336.68 ) -  
C019589308   ALLIED WASTE INDS INC COM PAR $0.01 NEW   Dispositions   (2,100.00 ) 0.00   15,659.00  
C019754100   ALLMERICA FINL CORP COM   Acquisitions   11,370.00   (646,992.80 ) -  
C019754100   ALLMERICA FINL CORP COM   Dispositions   (5,490.00 ) 0.00   351,374.04  
C019782101   ALLOU HLTH & BEAUTY CARE INC CL A   Acquisitions   400.00   (2,929.95 ) -  
C019782101   ALLOU HLTH & BEAUTY CARE INC CL A   Dispositions   (400.00 ) 0.00   2,972.49  
C020002101   ALLSTATE CORP COM   Acquisitions   2,334.88   (53,415.44 ) -  
C020002101   ALLSTATE CORP COM   Dispositions   (11,503.96 ) 0.00   268,424.90  
C020002101   ALLSTATE CORP COM   Free Delivery   (207.78 ) 0.00   -  
C020039103   ALLTEL CORP COM ISIN #US0200391037   Acquisitions   1,650.58   (101,618.16 ) -  
C020039103   ALLTEL CORP COM ISIN #US0200391037   Dispositions   (3,500.00 ) 0.00   221,377.51  
C020753109   ALPHA INDS INC COM   Acquisitions   53,078.00   (2,097,832.38 ) -  
C020753109   ALPHA INDS INC COM   Dispositions   (25,816.00 ) 0.00   881,843.97  
C020753109   ALPHA INDS INC COM   Free Receipt   8.00   0.00   -  
C020813101   ALPHARMA INC CL A   Acquisitions   11,000.00   (601,082.76 ) -  
C020813101   ALPHARMA INC CL A   Dispositions   (11,000.00 ) 0.00   612,874.07  
CG03910109   ALREF COM STK   Acquisitions   1,380.00   (36,052.50 ) -  
CG03910109   ALREF COM STK   Dispositions   (18,900.00 ) 0.00   343,985.60  
S5474978   ALSTOM ISIN FR0000120198   Acquisitions   3,812.00   (102,931.40 ) -  
S5474978   ALSTOM ISIN FR0000120198   Dispositions   (1,950.00 ) 0.00   43,403.69  
C021441100   ALTERA CORP COM   Acquisitions   21,092.00   (1,529,107.47 ) -  
C021441100   ALTERA CORP COM   Dispositions   (11,086.00 ) 0.00   663,628.78  
C021441100   ALTERA CORP COM   Free Receipt   11,428.00   0.00   -  
S4021869   ALTRAN TECHNOLOGIE EUR1   Acquisitions   330.00   (96,438.23 ) -  
S4021869   ALTRAN TECHNOLOGIE EUR1   Dispositions   (100.00 ) 0.00   18,974.72  
C022615108   ALZA CORP COM   Acquisitions   9,200.00   (315,692.10 ) -  
C022615108   ALZA CORP COM   Dispositions   (31,400.00 ) 0.00   1,176,865.56  
C022615108   ALZA CORP COM   Free Receipt   3,000.00   0.00   -  
C023135106   AMAZON COM INC COM   Acquisitions   106,425.00   (4,520,971.01 ) -  
C023135106   AMAZON COM INC COM   Dispositions   (20,529.00 ) 0.00   1,096,174.46  
C023139108   AMBAC FNCL GROUP COM STK   Acquisitions   13,200.00   (872,539.66 ) -  
C023139108   AMBAC FNCL GROUP COM STK   Dispositions   (1,720.00 ) 0.00   124,718.02  
CG02602103   AMDOCS LTD COM   Acquisitions   250.00   (14,989.33 ) -  
CG02602103   AMDOCS LTD COM   Dispositions   (200.00 ) 0.00   11,934.65  
C025119108   AMER CHAMPION ENTMT INC COM   Acquisitions   150.00   (126.90 ) -  
C025119108   AMER CHAMPION ENTMT INC COM   Free Delivery   (150.00 ) 0.00   -  
C025537101   AMER ELEC PWR CO INC COM   Acquisitions   100.00   (3,537.50 ) -  
C025537101   AMER ELEC PWR CO INC COM   Dispositions   (1,800.00 ) 0.00   57,016.74  

117

C025537101   AMER ELEC PWR CO INC COM   Free Delivery   (7,080.00 ) 0.00   -
C025537101   AMER ELEC PWR CO INC COM   Free Receipt   10,620.00   0.00   -
C025816109   AMER EXPRESS CO COM   Acquisitions   27,700.00   (2,779,592.81 ) -
C025816109   AMER EXPRESS CO COM   Dispositions   (48,500.00 ) 0.00   3,387,102.59
C025816109   AMER EXPRESS CO COM   Free Receipt   50,800.00   0.00   -
C026351106   AMER GEN CORP COM   Acquisitions   200.00   (13,182.67 ) -
C026351106   AMER GEN CORP COM   Dispositions   (2,000.00 ) 0.00   119,413.98
C026609107   AMER HOME PROD CORP COM   Acquisitions   32,851.27   (1,700,779.00 ) -
C026609107   AMER HOME PROD CORP COM   Dispositions   (35,963.24 ) 0.00   1,816,987.92
C026874107   AMER INTL GROUP INC COM   Acquisitions   7,905.98   (802,601.46 ) -
C026874107   AMER INTL GROUP INC COM   Dispositions   (32,933.00 ) 0.00   3,147,717.27
C026874107   AMER INTL GROUP INC COM   Free Receipt   21,150.00   0.00   -
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C023657208   AMER W HLDGS CORP CL B   Dispositions   (10,143.00 ) 0.00   155,956.83
C030411102   AMER WTR WK CO INC COM   Acquisitions   1,000.00   (20,529.95 ) -
C030411102   AMER WTR WK CO INC COM   Dispositions   (209.91 ) 0.00   4,404.24
C030411102   AMER WTR WK CO INC COM   Free Delivery   (100.02 ) 0.00   -
C023551104   AMERADA HESS CORP COM   Acquisitions   100.00   (6,468.75 ) -
C023551104   AMERADA HESS CORP COM   Dispositions   (800.00 ) 0.00   44,564.54
C023608102   AMEREN CORP COM   Acquisitions   106.38   (3,827.29 ) -
C023608102   AMEREN CORP COM   Dispositions   (1,100.00 ) 0.00   35,595.91
C023608102   AMEREN CORP COM   Free Delivery   (164.12 ) 0.00   -
C029912201   AMERICAN TOWER CORP CL A   Acquisitions   300.00   (13,285.70 ) -
C029912201   AMERICAN TOWER CORP CL A   Dispositions   (600.00 ) 0.00   27,990.44
C03060R101   AMERICREDIT CORP   Acquisitions   42,000.00   (903,514.04 ) -
C03060R101   AMERICREDIT CORP   Dispositions   (11,100.00 ) 0.00   310,751.24
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C03071P102   AMERISOURCE DISTR CORP CL A COM   Acquisitions   27,000.00   (744,768.99 ) -
C03071P102   AMERISOURCE DISTR CORP CL A COM   Dispositions   (14,700.00 ) 0.00   582,251.18
C03072H109   AMERITRADE HLDG CORP CL A   Acquisitions   63,100.00   (1,093,858.91 ) -
C03072H109   AMERITRADE HLDG CORP CL A   Dispositions   (20,750.00 ) 0.00   249,082.69
C02368F108   AMERN ACCESS TECHNOLOGIES INC COM   Acquisitions   435.00   (4,135.26 ) -
C02368F108   AMERN ACCESS TECHNOLOGIES INC COM   Dispositions   (435.00 ) 0.00   3,504.31
C025119207   AMERN CHAMPION ENTMT INC COM NEW   Acquisitions   500.00   (4,248.70 ) -
C025119207   AMERN CHAMPION ENTMT INC COM NEW   Dispositions   (538.00 ) 0.00   3,195.23
C025119207   AMERN CHAMPION ENTMT INC COM NEW   Free Receipt   38.00   0.00   -
C02541M103   AMERN DIVERSIFIED GROUP INC COM   Acquisitions   15,000.00   (6,095.80 ) -
C02541M103   AMERN DIVERSIFIED GROUP INC COM   Dispositions   (5,000.00 ) 0.00   1,212.45
C02553E106   AMERN EAGLE OUTFITTERS INC NEW COM   Acquisitions   18,440.00   (626,688.88 ) -
C02553E106   AMERN EAGLE OUTFITTERS INC NEW COM   Dispositions   (19,390.00 ) 0.00   601,158.64
C026075101   AMERN FINL HLDGS INC COM STK   Acquisitions   35,700.00   (428,822.59 ) -
C026075101   AMERN FINL HLDGS INC COM STK   Dispositions   (7,200.00 ) 0.00   117,996.06
C027070101   AMERN ITALIAN PASTA CO CL A   Acquisitions   9,000.00   (246,290.40 ) -
C027070101   AMERN ITALIAN PASTA CO CL A   Dispositions   (27,500.00 ) 0.00   490,014.94
C02744M108   AMERN MED SYS HLDGS INC COM STK   Acquisitions   1,820.00   (20,151.95 ) -
C02744M108   AMERN MED SYS HLDGS INC COM STK   Dispositions   (1,820.00 ) 0.00   20,114.86
C027648104   AMERN MULTIPLEXER CORP COM   Acquisitions   8,550.00   (43,927.30 ) -
C027648104   AMERN MULTIPLEXER CORP COM   Dispositions   (28,000.00 ) 0.00   228,827.36
C027648104   AMERN MULTIPLEXER CORP COM   Free Delivery   (84,901.00 ) 0.00   -
C029066107   AMERN PWR CONVERSION CORP COM   Acquisitions   21,320.00   (867,715.95 ) -
C029066107   AMERN PWR CONVERSION CORP COM   Dispositions   (16,170.00 ) 0.00   709,053.57
C029683109   AMERN SOFTWARE INC CL A   Acquisitions   400.00   (1,994.95 ) -
C029683109   AMERN SOFTWARE INC CL A   Dispositions   (400.00 ) 0.00   2,482.44
C029712106   AMERN STD COS INC DEL COM   Acquisitions   4,740.00   (191,914.48 ) -
C029712106   AMERN STD COS INC DEL COM   Dispositions   (3,200.00 ) 0.00   124,666.19
C030111108   AMERN SUPERCONDUCTOR CORP   Acquisitions   800.00   (22,757.30 ) -
C030111108   AMERN SUPERCONDUCTOR CORP   Dispositions   (1,100.00 ) 0.00   64,350.45
C030143101   AMERN TECHNOLOGIES GROUP INC COM   Acquisitions   2,000.00   (650.46 ) -
C030143101   AMERN TECHNOLOGIES GROUP INC COM   Dispositions   (2,000.00 ) 0.00   1,396.75
C03113V109   AMF BOWLING INC COM STK   Acquisitions   1,200.00   (2,949.00 ) -
C03113V109   AMF BOWLING INC COM STK   Dispositions   (1,200.00 ) 0.00   2,525.91
C031162100   AMGEN INC COM   Acquisitions   28,678.00   (1,826,440.71 ) -
C031162100   AMGEN INC COM   Dispositions   (53,700.00 ) 0.00   3,458,801.47
C031162100   AMGEN INC COM   Free Delivery   (400.00 ) 0.00   -
C031652100   AMKOR TECH INC COM   Acquisitions   20,200.00   (1,032,629.63 ) -

118

C031652100   AMKOR TECH INC COM   Dispositions   (20,100.00 ) 0.00   1,048,500.77
C032095101   AMPHENOL CORP NEW CL A   Acquisitions   13,700.00   (1,124,527.64 ) -
C032095101   AMPHENOL CORP NEW CL A   Dispositions   (20,900.00 ) 0.00   1,306,724.93
C032095101   AMPHENOL CORP NEW CL A   Free Receipt   7,300.00   0.00   -
C001765106   AMR CORP COM   Acquisitions   35,676.00   (1,097,739.38 ) -
C001765106   AMR CORP COM   Dispositions   (28,766.00 ) 0.00   974,122.64
C032165102   AMSOUTH BANCORPORATION COM   Acquisitions   300.00   (4,500.00 ) -
C032165102   AMSOUTH BANCORPORATION COM   Dispositions   (3,700.00 ) 0.00   61,429.98
C032332504   AMTECH SYS INC COM PAR $0.01 NEW   Acquisitions   4,100.00   (49,219.65 ) -
C032332504   AMTECH SYS INC COM PAR $0.01 NEW   Dispositions   (2,600.00 ) 0.00   36,852.79
C032346108   AMYLIN PHARMACEUTICALS INC   Acquisitions   15,300.00   (162,734.66 ) -
C032346108   AMYLIN PHARMACEUTICALS INC   Dispositions   (1,400.00 ) 0.00   16,295.78
C032511107   ANADARKO PETRO CORP COM   Acquisitions   963.00   (57,960.65 ) -
C032511107   ANADARKO PETRO CORP COM   Dispositions   (16,486.10 ) 0.00   1,077,603.63
C032511107   ANADARKO PETRO CORP COM   Free Receipt   17,759.10   0.00   -
C032515108   ANADIGICS INC COM   Acquisitions   20,500.00   (681,802.53 ) -
C032515108   ANADIGICS INC COM   Dispositions   (20,500.00 ) 0.00   523,719.39
C032654105   ANALOG DEVICES INC COM   Acquisitions   3,020.00   (221,068.63 ) -
C032654105   ANALOG DEVICES INC COM   Dispositions   (4,220.00 ) 0.00   349,261.24
C032654105   ANALOG DEVICES INC COM   Free Delivery   (100.00 ) 0.00   -
C032654105   ANALOG DEVICES INC COM   Free Receipt   4,900.00   0.00   -
C032681108   ANALYSTS INTL CORP COM   Acquisitions   300.00   (3,029.95 ) -
C032681108   ANALYSTS INTL CORP COM   Dispositions   (300.00 ) 0.00   3,003.74
C032744104   ANAREN MICROWAVE INC COM   Acquisitions   250.00   (23,279.95 ) -
C032744104   ANAREN MICROWAVE INC COM   Dispositions   (350.00 ) 0.00   36,251.38
C033037102   ANCHOR GAMING COM   Acquisitions   40.00   (1,967.45 ) -
C033037102   ANCHOR GAMING COM   Dispositions   (40.00 ) 0.00   3,414.93
C034318105   ANDOVER NET INC COM   Acquisitions   500.00   (38,029.95 ) -
C034318105   ANDOVER NET INC COM   Dispositions   (500.00 ) 0.00   17,988.19
C034425108   ANDREW CORP COM   Acquisitions   2,160.00   (62,099.85 ) -
C034425108   ANDREW CORP COM   Dispositions   (2,160.00 ) 0.00   64,132.90
C035229103   ANHEUSER BUSCH COS INC COM   Acquisitions   17,100.00   (959,420.55 ) -
C035229103   ANHEUSER BUSCH COS INC COM   Dispositions   (5,650.00 ) 0.00   400,260.52
C035229103   ANHEUSER BUSCH COS INC COM   Free Delivery   (450.00 ) 0.00   -
C035229103   ANHEUSER BUSCH COS INC COM   Free Receipt   16,500.00   0.00   -
C035250109   ANICOM INC COM DBTFL   Acquisitions   500.00   (4,092.45 ) -
C035250109   ANICOM INC COM DBTFL   Dispositions   (500.00 ) 0.00   2,251.22
C036115103   ANNTAYLOR STORES CORP COM   Acquisitions   1,050.00   (27,205.03 ) -
C036115103   ANNTAYLOR STORES CORP COM   Dispositions   (1,000.00 ) 0.00   25,158.05
C03664P105   ANTEC CORP COM   Acquisitions   30,200.00   (1,353,087.89 ) -
C03664P105   ANTEC CORP COM   Dispositions   (30,200.00 ) 0.00   1,202,101.32
C036727105   ANTENNAS AMER INC COM   Acquisitions   21,000.00   (29,007.30 ) -
C036727105   ANTENNAS AMER INC COM   Dispositions   (10,000.00 ) 0.00   7,171.01
C036727105   ANTENNAS AMER INC COM   Free Delivery   (11,000.00 ) 0.00   -
C037032109   ANTIGENICS INC DEL COM STK   Acquisitions   17,000.00   (406,135.77 ) -
C037032109   ANTIGENICS INC DEL COM STK   Dispositions   (17,000.00 ) 0.00   488,145.09
C037271103   ANTS SOFTWARE COM COM   Acquisitions   435.00   (16,182.30 ) -
C037271103   ANTS SOFTWARE COM COM   Dispositions   (390.00 ) 0.00   9,876.01
C037351103   ANYTHING INTERNET CORP CL A   Acquisitions   200.00   (1,511.19 ) -
C037351103   ANYTHING INTERNET CORP CL A   Dispositions   (200.00 ) 0.00   770.02
C037389103   AON CORP COM   Acquisitions   200.00   (5,925.00 ) -
C037389103   AON CORP COM   Dispositions   (2,200.00 ) 0.00   64,626.44
C037411105   APACHE CORP COM   Acquisitions   1,350.00   (73,165.85 ) -
C037411105   APACHE CORP COM   Dispositions   (1,955.30 ) 0.00   95,676.19
C037411105   APACHE CORP COM   Free Delivery   (200.00 ) 0.00   -
C037548104   APEX INC COM ISIN US0375481043   Acquisitions   4,800.00   (223,746.91 ) -
C037548104   APEX INC COM ISIN US0375481043   Dispositions   (4,800.00 ) 0.00   166,464.05
C037833100   APPLE COMPUTER INC COM   Acquisitions   48,740.00   (3,393,129.13 ) -
C037833100   APPLE COMPUTER INC COM   Dispositions   (72,740.00 ) 0.00   4,153,236.84
C037833100   APPLE COMPUTER INC COM   Free Delivery   (100.00 ) 0.00   -
C037833100   APPLE COMPUTER INC COM   Free Receipt   12,989.00   0.00   -
C037899101   APPLEBEES INTL INC COM   Acquisitions   6,004.26   (182,317.45 ) -
C037899101   APPLEBEES INTL INC COM   Dispositions   (13,400.00 ) 0.00   306,352.85
C03815A106   APPLICA INC COMMON STOCK   Dispositions   (7,000.00 ) 0.00   55,350.64
C03815A106   APPLICA INC COMMON STOCK   Free Receipt   7,000.00   0.00   -
C038188108   APPLIED DIGITAL SOLUTIONS INC COM   Acquisitions   6,200.00   (34,987.20 ) -

119

C038188108   APPLIED DIGITAL SOLUTIONS INC COM   Dispositions   (1,700.00 ) 0.00   7,609.88
C038222105   APPLIED MATERIALS INC COM   Acquisitions   143,274.00   (11,490,570.60 ) -
C038222105   APPLIED MATERIALS INC COM   Dispositions   (51,097.00 ) 0.00   4,998,945.96
C038222105   APPLIED MATERIALS INC COM   Free Receipt   79,564.00   0.00   -
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Acquisitions   20,826.00   (3,303,465.24 ) -
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Dispositions   (40,326.00 ) 0.00   5,835,548.01
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Free Receipt   24,954.00   0.00   -
C03823E108   APPLIED MOLECULAR EVOLUTION INC COM ISINUS03823E1082   Acquisitions   1,485.00   (45,234.85 ) -
C03823E108   APPLIED MOLECULAR EVOLUTION INC COM ISINUS03823E1082   Dispositions   (1,485.00 ) 0.00   49,989.65
C03828R104   APPLIEDTHEORY CORP COM   Acquisitions   1,100.00   (12,348.60 ) -
C03828R104   APPLIEDTHEORY CORP COM   Dispositions   (1,100.00 ) 0.00   17,761.97
C038336103   APTARGROUP INC COM   Acquisitions   3,120.00   (69,908.45 ) -
C038336103   APTARGROUP INC COM   Dispositions   (23,080.00 ) 0.00   572,842.27
C039380100   ARCH COAL INC COM   Acquisitions   5,400.00   (41,909.40 ) -
C039380100   ARCH COAL INC COM   Dispositions   (5,965.19 ) 0.00   55,709.55
C039380100   ARCH COAL INC COM   Free Receipt   565.19   0.00   -
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Acquisitions   500.00   (4,968.75 ) -
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Dispositions   (5,700.75 ) 0.00   62,197.69
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Free Receipt   811.75   0.00   -
C040026106   AREMISSOFT CORP DEL COM ISIN #US0400261063   Acquisitions   3,500.00   (131,583.90 ) -
C040026106   AREMISSOFT CORP DEL COM ISIN #US0400261063   Dispositions   (3,500.00 ) 0.00   133,790.97
S5401459   ARGENTARIA CORP BC EUR0.75(REGD)   Acquisitions   1,281.00   (28,842.92 ) -
S5401459   ARGENTARIA CORP BC EUR0.75(REGD)   Free Delivery   (13,901.00 ) 0.00   -
S2609267   ARGENTINA REP GLOBAL BD DTD 07/21/2000 10.25 DUE 07-21-2030 BEO   Acquisitions   140,000.00   (112,201.60 ) -
S2609267   ARGENTINA REP GLOBAL BD DTD 07/21/2000 10.25 DUE 07-21-2030 BEO   Dispositions   (140,000.00 ) 0.00   111,700.00
S5922262   ARGENTINA(REP OF) 11.375% BDS 15/3/10 USD1000   Acquisitions   400,000.00   (391,264.80 ) -
S5922262   ARGENTINA(REP OF) 11.375% BDS 15/3/10 USD1000   Dispositions   (200,000.00 ) 0.00   181,065.00
S2105873   ARGENTINA(REP OF) 9.75% BDS 19/09/27 USD1000   Acquisitions   250,000.00   (188,750.00 ) -
S2105873   ARGENTINA(REP OF) 9.75% BDS 19/09/27 USD1000   Dispositions   (442,000.00 ) 0.00   365,134.50
C040228108   ARGOSY GAMING CO COM   Acquisitions   26,300.00   (386,270.70 ) -
C040228108   ARGOSY GAMING CO COM   Dispositions   (33,500.00 ) 0.00   451,501.66
C04033A100   ARIAD PHARMACEUTICALS INC COM   Acquisitions   12,740.00   (215,447.94 ) -
C04033A100   ARIAD PHARMACEUTICALS INC COM   Dispositions   (8,990.00 ) 0.00   117,653.30
C04033V104   ARIBA INC COM   Acquisitions   25,000.00   (3,371,009.17 ) -
C04033V104   ARIBA INC COM   Dispositions   (18,230.00 ) 0.00   2,442,573.92
C04033V104   ARIBA INC COM   Free Receipt   180.00   0.00   -
C04033M104   ARIEL CORP COM   Acquisitions   27,700.00   (250,086.12 ) -
C04033M104   ARIEL CORP COM   Dispositions   (29,200.00 ) 0.00   249,226.45
C042260109   ARMOR HLDGS INC COM   Acquisitions   100.00   (1,454.95 ) -
C042260109   ARMOR HLDGS INC COM   Dispositions   (100.00 ) 0.00   1,370.00
C042384107   ARMSTRONG HLDGS INC COM ISIN US0423841073   Acquisitions   100.00   (1,337.88 ) -
C042384107   ARMSTRONG HLDGS INC COM ISIN US0423841073   Dispositions   (1,200.00 ) 0.00   2,817.14
C042384107   ARMSTRONG HLDGS INC COM ISIN US0423841073   Free Receipt   1,100.00   0.00   -
C042666206   ARONEX PHARMACEUTICALS INC COM NEW   Acquisitions   1,000.00   (2,894.95 ) -
C042666206   ARONEX PHARMACEUTICALS INC COM NEW   Dispositions   (1,000.00 ) 0.00   3,526.78
C04269E107   ARQULE INC COM   Acquisitions   1,080.00   (21,957.40 ) -
C04269E107   ARQULE INC COM   Dispositions   (1,000.00 ) 0.00   19,969.38
C042735100   ARROW ELECTR INC COM   Acquisitions   55,300.00   (1,867,849.88 ) -
C042735100   ARROW ELECTR INC COM   Dispositions   (61,300.00 ) 0.00   2,035,270.87
C04289L107   ART TECH GROUP INC OC-COM ISIN US04289L107   Acquisitions   12,325.00   (1,035,601.00 ) -
C04289L107   ART TECH GROUP INC OC-COM ISIN US04289L107   Dispositions   (12,325.00 ) 0.00   1,138,164.54
C043127109   ARTESYN TECHNOLOGIES INC COM   Acquisitions   300.00   (10,459.90 ) -
C043127109   ARTESYN TECHNOLOGIES INC COM   Dispositions   (300.00 ) 0.00   9,808.51
C043136100   ARTHROCARE CORP COM   Acquisitions   470.00   (17,583.03 ) -
C043136100   ARTHROCARE CORP COM   Dispositions   (470.00 ) 0.00   17,880.12
C043353101   ARVINMERITOR INC COM STK ISIN# US0433531011   Dispositions   (7,300.00 ) 0.00   108,967.11
C043353101   ARVINMERITOR INC COM STK ISIN# US0433531011   Free Receipt   7,300.00   0.00   -
CY02516105   ASE TEST LTD COM   Acquisitions   600.00   (20,264.95 ) -
CY02516105   ASE TEST LTD COM   Dispositions   (600.00 ) 0.00   18,884.41
CG05345106   ASIA PAC COM   Acquisitions   7,500.00   (13,350.00 ) -
CG05345106   ASIA PAC COM   Dispositions   (8,500.00 ) 0.00   13,498.33
C04518A104   ASIAINFO HLDGS INC COM STK ISIN# US04518A1043   Acquisitions   900.00   (13,552.35 ) -

120

C04518A104   ASIAINFO HLDGS INC COM STK ISIN# US04518A1043   Dispositions   (600.00 ) 0.00   10,462.24
C045174109   ASK JEEVES INC OC-COM   Acquisitions   1,100.00   (31,397.35 ) -
C045174109   ASK JEEVES INC OC-COM   Dispositions   (1,000.00 ) 0.00   22,088.09
S5949368   ASM LITHOGRAPHY HL EUR0.02   Dispositions   (3,920.00 ) 0.00   130,333.45
S5949368   ASM LITHOGRAPHY HL EUR0.02   Free Receipt   9,390.00   0.00   -
S2242253   ASM LITHOGRAPHY HL EUR0.02(NY REGD)   Dispositions   (5,300.00 ) 0.00   192,131.09
S2242253   ASM LITHOGRAPHY HL EUR0.02(NY REGD)   Free Receipt   24,800.00   0.00   -
S5460784   ASM LITHOGRAPHY HL NLG0.13   Acquisitions   690.00   (93,999.30 ) -
S5460784   ASM LITHOGRAPHY HL NLG0.13   Dispositions   (630.00 ) 0.00   86,114.92
S5460784   ASM LITHOGRAPHY HL NLG0.13   Free Delivery   (3,130.00 ) 0.00   -
C04523Q102   ASPECT COMMUNICATIONS INC COM   Acquisitions   43,480.00   (1,640,052.08 ) -
C04523Q102   ASPECT COMMUNICATIONS INC COM   Dispositions   (43,480.00 ) 0.00   1,222,321.40
C045354107   ASPEON INC COM   Acquisitions   100.00   (2,214.95 ) -
C045354107   ASPEON INC COM   Dispositions   (100.00 ) 0.00   2,016.23
S4034737   ASS GEN DE FRANCE NPV(BR)   Acquisitions   2,630.00   (137,953.17 ) -
S4034737   ASS GEN DE FRANCE NPV(BR)   Dispositions   (4,430.00 ) 0.00   248,924.76
S4056719   ASSICUR GENERALI ITL2000   Acquisitions   8,600.00   (294,923.15 ) -
S4056719   ASSICUR GENERALI ITL2000   Dispositions   (11,200.00 ) 0.00   341,031.34
S4056719   ASSICUR GENERALI ITL2000   Free Receipt   560.00   0.00   -
C046224101   ASTEC INDS INC COM   Acquisitions   200.00   (5,279.95 ) -
C046224101   ASTEC INDS INC COM   Dispositions   (200.00 ) 0.00   3,919.91
C046265104   ASTORIA FINL CORP COM   Acquisitions   37,000.00   (1,234,004.44 ) -
C046265104   ASTORIA FINL CORP COM   Dispositions   (13,600.00 ) 0.00   532,678.29
S5659902   ASTRAZENECA COMM STK   Acquisitions   7,900.00   (304,037.30 ) -
S5659902   ASTRAZENECA COMM STK   Dispositions   (6,000.00 ) 0.00   278,137.20
S0989529   ASTRAZENECA USD PAR .25   Acquisitions   5,000.00   (203,523.73 ) -
S0989529   ASTRAZENECA USD PAR .25   Dispositions   (5,000.00 ) 0.00   213,912.15
C04644A101   ASTROPOWER INC CDT-COM   Acquisitions   1,060.00   (25,682.35 ) -
C04644A101   ASTROPOWER INC CDT-COM   Dispositions   (1,060.00 ) 0.00   29,472.89
C04648X107   ASYST TECHNOLOGIES INC COM   Acquisitions   36,700.00   (1,281,294.28 ) -
C04648X107   ASYST TECHNOLOGIES INC COM   Dispositions   (34,700.00 ) 0.00   901,001.23
C04648X107   ASYST TECHNOLOGIES INC COM   Free Delivery   (400.00 ) 0.00   -
C04648X107   ASYST TECHNOLOGIES INC COM   Free Receipt   1,665.00   0.00   -
C001957109   AT & T CORP COM STK   Acquisitions   105,980.59   (3,217,931.77 ) -
C001957109   AT & T CORP COM STK   Dispositions   (153,542.83 ) 0.00   5,523,944.13
C001957109   AT & T CORP COM STK   Free Delivery   (77,986.00 ) 0.00   -
C001957109   AT & T CORP COM STK   Free Receipt   164,210.82   0.00   -
C045919107   AT HOME CORP COM SER A   Acquisitions   15,572.00   (499,165.36 ) -
C045919107   AT HOME CORP COM SER A   Dispositions   (18,321.00 ) 0.00   578,324.43
C045919107   AT HOME CORP COM SER A   Free Delivery   (200.00 ) 0.00   -
C001957208   AT&T CORP COM LIBERTY MEDIA GROUP SER A   Acquisitions   214,585.00   (5,604,873.84 ) -
C001957208   AT&T CORP COM LIBERTY MEDIA GROUP SER A   Dispositions   (102,000.00 ) 0.00   3,118,861.13
C001957208   AT&T CORP COM LIBERTY MEDIA GROUP SER A   Free Receipt   92,571.00   0.00   -
C001957406   AT&T WIRELESS GROUP COM   Acquisitions   939.00   (26,844.41 ) -
C001957406   AT&T WIRELESS GROUP COM   Dispositions   (715.00 ) 0.00   18,446.44
C00206P106   ATG INC COM   Acquisitions   200.00   (929.95 ) -
C00206P106   ATG INC COM   Free Delivery   (500.00 ) 0.00   -
C049164106   ATLAS AIR WORLDWIDE HLDGS INC   Acquisitions   5,385.00   (147,432.61 ) -
C049164106   ATLAS AIR WORLDWIDE HLDGS INC   Dispositions   (10,915.00 ) 0.00   359,133.28
C049164106   ATLAS AIR WORLDWIDE HLDGS INC   Free Delivery   (50.00 ) 0.00   -
S4050982   ATLAS COPCO AB SER'B'SEK5   Acquisitions   640.00   (19,478.05 ) -
S4050982   ATLAS COPCO AB SER'B'SEK5   Dispositions   (1,220.00 ) 0.00   28,128.50
C048396105   ATLC COAST AIRLINES HLDG COM   Acquisitions   37,800.00   (980,845.92 ) -
C048396105   ATLC COAST AIRLINES HLDG COM   Dispositions   (22,785.00 ) 0.00   670,395.42
C049513104   ATMEL CORP COM   Acquisitions   24,276.00   (956,179.64 ) -
C049513104   ATMEL CORP COM   Dispositions   (69,945.00 ) 0.00   2,875,512.34
C049513104   ATMEL CORP COM   Free Delivery   (500.00 ) 0.00   -
C049513104   ATMEL CORP COM   Free Receipt   27,120.00   0.00   -
C050095108   ATWOOD OCEANICS INC COM   Acquisitions   4,400.00   (194,348.46 ) -
C050095108   ATWOOD OCEANICS INC COM   Dispositions   (4,400.00 ) 0.00   181,103.03
C05069A104   AUDIBLE INC COM   Acquisitions   300.00   (4,699.90 ) -
C05069A104   AUDIBLE INC COM   Dispositions   (300.00 ) 0.00   3,643.72
CM15342104   AUDIO CODES COM   Acquisitions   7,400.00   (927,312.50 ) -
CM15342104   AUDIO CODES COM   Dispositions   (14,800.00 ) 0.00   391,821.97
CM15342104   AUDIO CODES COM   Free Receipt   7,400.00   0.00   -
C050757103   AUDIOVOX CORP CL A   Acquisitions   3,150.00   (53,003.40 ) -

121

C050757103   AUDIOVOX CORP CL A   Dispositions   (1,600.00 ) 0.00   36,072.68
C051526101   AURA SYS INC   Acquisitions   173,000.00   (190,755.95 ) -
C051526101   AURA SYS INC   Dispositions   (10,000.00 ) 0.00   3,782.87
C051526101   AURA SYS INC   Free Delivery   (10,000.00 ) 0.00   -
C051920106   AURORA BIOSCIENCES CORP COM   Acquisitions   41,010.00   (1,493,167.23 ) -
C051920106   AURORA BIOSCIENCES CORP COM   Dispositions   (41,010.00 ) 0.00   2,710,674.74
S6065586   AUST & NZ BANK GRP NPV   Acquisitions   22,099.00   (150,481.80 ) -
S6065586   AUST & NZ BANK GRP NPV   Dispositions   (54,750.00 ) 0.00   405,830.60
C053015103   AUTO DATA PROCESSING INC COM   Acquisitions   1,144.19   (59,962.28 ) -
C053015103   AUTO DATA PROCESSING INC COM   Dispositions   (5,400.00 ) 0.00   268,906.45
C053015103   AUTO DATA PROCESSING INC COM   Free Delivery   (200.00 ) 0.00   -
C05275N106   AUTOBYTEL COM INC COM   Acquisitions   1,750.00   (23,028.65 ) -
C05275N106   AUTOBYTEL COM INC COM   Dispositions   (1,750.00 ) 0.00   16,923.27
C052769106   AUTODESK INC COM   Acquisitions   60,500.00   (2,104,916.69 ) -
C052769106   AUTODESK INC COM   Dispositions   (56,000.00 ) 0.00   1,844,276.92
C052776101   AUTOIMMUNE INC COM   Acquisitions   11,000.00   (35,455.00 ) -
C052776101   AUTOIMMUNE INC COM   Dispositions   (31,000.00 ) 0.00   87,785.61
S5247374   AUTOLIV INC USD1 SDR   Acquisitions   13,931.00   (369,724.99 ) -
S5247374   AUTOLIV INC USD1 SDR   Dispositions   (5,812.00 ) 0.00   143,288.29
C05329W102   AUTONATION INC DEL COM   Acquisitions   6,335.00   (54,037.55 ) -
C05329W102   AUTONATION INC DEL COM   Dispositions   (600.00 ) 0.00   5,188.55
S403232X   AUTONOMY CORP ORD GBP0.003333   Acquisitions   4,000.00   (203,373.65 ) -
S403232X   AUTONOMY CORP ORD GBP0.003333   Free Delivery   (4,000.00 ) 0.00   -
C053323101   AUTOTOTE CORP   Acquisitions   1,500.00   (4,809.90 ) -
C053323101   AUTOTOTE CORP   Dispositions   (1,500.00 ) 0.00   5,878.64
C053332102   AUTOZONE INC COM   Acquisitions   190.00   (4,228.08 ) -
C053332102   AUTOZONE INC COM   Dispositions   (2,390.00 ) 0.00   59,663.05
C05348W109   AVANEX CORP COM STK   Acquisitions   2,993.00   (331,205.00 ) -
C05348W109   AVANEX CORP COM STK   Dispositions   (1,900.00 ) 0.00   233,547.58
C05348P104   AVANIR PHARMACEUTICALS CL A   Acquisitions   200.00   (1,617.45 ) -
C05348P104   AVANIR PHARMACEUTICALS CL A   Dispositions   (200.00 ) 0.00   995.01
C053487104   AVANT CORP COM   Acquisitions   30,800.00   (473,352.31 ) -
C053487104   AVANT CORP COM   Dispositions   (39,000.00 ) 0.00   651,702.34
C053499109   AVAYA INC COM   Acquisitions   315.00   (4,160.53 ) -
C053499109   AVAYA INC COM   Dispositions   (3,897.92 ) 0.00   63,949.13
C053499109   AVAYA INC COM   Free Receipt   13,345.92   0.00   -
S508499W   AVENTIS FRACTIONS   Acquisitions   1.13   (48.02 ) -
S508499W   AVENTIS FRACTIONS   Dispositions   (1.13 ) 0.00   62.01
S508499W   AVENTIS FRACTIONS   Free Delivery   (2,513.13 ) 0.00   -
S508499W   AVENTIS FRACTIONS   Free Receipt   2,513.13   0.00   -
S4736817   AVENTIS SA EUR3.82   Acquisitions   5,953.00   (358,677.54 ) -
S5416839   AVENTIS SA EUR3.82   Acquisitions   750.00   (17,746.17 ) -
S4736817   AVENTIS SA EUR3.82   Acquisitions   (530.00 ) 32,888.63   -
S4736817   AVENTIS SA EUR3.82   Dispositions   (3,042.00 ) 0.00   188,265.94
S5416839   AVENTIS SA EUR3.82   Dispositions   (750.00 ) 0.00   14,527.41
S5416839   AVENTIS SA EUR3.82   Free Delivery   (1,762.00 ) 0.00   -
S4736817   AVENTIS SA EUR3.82   Free Receipt   1,762.00   0.00   -
S5416839   AVENTIS SA EUR3.82   Free Receipt   2,512.00   0.00   -
C053611109   AVERY DENNISON CORP COM   Acquisitions   100.00   (6,693.75 ) -
C053611109   AVERY DENNISON CORP COM   Dispositions   (1,000.00 ) 0.00   63,531.54
C002346104   AVI BIOPHARMA INC COM   Acquisitions   500.00   (7,061.20 ) -
C002346104   AVI BIOPHARMA INC COM   Dispositions   (200.00 ) 0.00   4,769.89
C05379B107   AVISTA CORP COM   Acquisitions   12,700.00   (433,372.40 ) -
C05379B107   AVISTA CORP COM   Dispositions   (12,700.00 ) 0.00   432,448.19
C053807103   AVNET INC COM   Acquisitions   13,300.00   (792,524.50 ) -
C053807103   AVNET INC COM   Dispositions   (7,900.00 ) 0.00   209,535.77
C053807103   AVNET INC COM   Free Receipt   13,300.00   0.00   -
C053893103   AVOCENT CORP COM   Acquisitions   23,310.00   (990,691.10 ) -
C053893103   AVOCENT CORP COM   Dispositions   (20,110.00 ) 0.00   1,245,275.15
C054303102   AVON PROD INC COM   Acquisitions   14,000.00   (649,067.22 ) -
C054303102   AVON PROD INC COM   Dispositions   (5,800.00 ) 0.00   214,112.39
C002420107   AVT CORP COM   Dispositions   (6,000.00 ) 0.00   72,455.07
C002420107   AVT CORP COM   Free Receipt   3,000.00   0.00   -
C002444107   AVX CORP COM   Acquisitions   3,825.00   (143,653.40 ) -
C002444107   AVX CORP COM   Dispositions   (1,250.00 ) 0.00   37,062.79
C002444107   AVX CORP COM   Free Receipt   2,625.00   0.00   -

122

C05453N100   AWARE INC MASS COM   Acquisitions   32,390.00   (1,275,514.38 ) -
C05453N100   AWARE INC MASS COM   Dispositions   (16,090.00 ) 0.00   859,012.78
S4026927   AXA EUR9.15   Acquisitions   2,362.00   (321,638.25 ) -
S4026927   AXA EUR9.15   Dispositions   (1,050.00 ) 0.00   137,355.90
S5964509   AXA EUR9.15(S/R 24/5/2000)   Dispositions   (2,666.00 ) 0.00   3.67
S5964509   AXA EUR9.15(S/R 24/5/2000)   Free Receipt   2,666.00   0.00   -
C054635107   AXYS PHARMACEUTICALS INC COM   Acquisitions   1,200.00   (9,144.80 ) -
C054635107   AXYS PHARMACEUTICALS INC COM   Dispositions   (400.00 ) 0.00   4,469.89
S4999621   BA HOLDING AG NPV   Acquisitions   5,246.00   (251,256.60 ) -
S4999621   BA HOLDING AG NPV   Dispositions   (7,846.00 ) 0.00   434,943.37
S0877420   BAE SYSTEMS 7.45% CAP AMORT LN 29/11/03   Dispositions   (1,029.00 ) 0.00   1,633.46
S0877420   BAE SYSTEMS 7.45% CAP AMORT LN 29/11/03   Free Receipt   0.00   0.00   -
S0263494   BAE SYSTEMS ORD GBP0.025   Acquisitions   107,232.00   (550,400.90 ) -
S0263494   BAE SYSTEMS ORD GBP0.025   Dispositions   (89,852.00 ) 0.00   554,405.72
S0263494   BAE SYSTEMS ORD GBP0.025   Free Receipt   0.00   0.00   -
C057224107   BAKER HUGHES INC COM   Acquisitions   800.00   (20,029.95 ) -
C057224107   BAKER HUGHES INC COM   Dispositions   (3,400.00 ) 0.00   86,591.69
C058498106   BALL CORP COM   Acquisitions   100.00   (3,081.25 ) -
C058498106   BALL CORP COM   Dispositions   (300.00 ) 0.00   9,466.42
C05858H104   BALLARD PWR SYS INC COM   Acquisitions   15,187.00   (1,236,907.41 ) -
C05858H104   BALLARD PWR SYS INC COM   Dispositions   (21,814.00 ) 0.00   1,463,057.08
S0436122   BALTIMORE TECH ORD GBP0.001   Dispositions   (10,000.00 ) 0.00   99,781.39
S0436122   BALTIMORE TECH ORD GBP0.001   Free Receipt   14,000.00   0.00   -
S0989648   BALTIMORE TECH ORD GBP0.01   Acquisitions   1,400.00   (226,108.82 ) -
S0989648   BALTIMORE TECH ORD GBP0.01   Free Delivery   (1,400.00 ) 0.00   -
C059790105   BANCWEST CORP NEW COM   Acquisitions   22,700.00   (401,876.58 ) -
C059790105   BANCWEST CORP NEW COM   Dispositions   (2,400.00 ) 0.00   98,970.29
C064057102   BANK N.Y. CO INC COM   Acquisitions   786.03   (31,906.08 ) -
C064057102   BANK N.Y. CO INC COM   Dispositions   (6,225.00 ) 0.00   242,118.69
C06423A103   BANK ONE CORP COM   Acquisitions   4,132.20   (137,815.50 ) -
C06423A103   BANK ONE CORP COM   Dispositions   (12,201.39 ) 0.00   351,478.44
C06423A103   BANK ONE CORP COM   Free Delivery   (159.13 ) 0.00   -
C06646R107   BANKNORTH GROUP INC NEW COM   Dispositions   (5,280.00 ) 0.00   95,366.82
C06646R107   BANKNORTH GROUP INC NEW COM   Free Delivery   (48,873.50 ) 0.00   -
C06646R107   BANKNORTH GROUP INC NEW COM   Free Receipt   75,653.50   0.00   -
S0078201   BARCLAYS PLC ORD GBP1   Acquisitions   13,106.00   (318,736.71 ) -
S0078201   BARCLAYS PLC ORD GBP1   Dispositions   (8,100.00 ) 0.00   212,191.44
C067383109   BARD C R INC CAP   Acquisitions   400.00   (18,634.90 ) -
C067383109   BARD C R INC CAP   Dispositions   (800.00 ) 0.00   35,977.55
C067846105   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   Acquisitions   6,500.00   (48,464.95 ) -
C067846105   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   Dispositions   (5,700.00 ) 0.00   37,706.37
C068306109   BARR LABS INC COM   Acquisitions   11,720.00   (759,013.94 ) -
C068306109   BARR LABS INC COM   Dispositions   (1,420.00 ) 0.00   77,149.78
C068313105   BARRA INC COM   Acquisitions   15,268.00   (857,393.70 ) -
C068313105   BARRA INC COM   Dispositions   (7,168.00 ) 0.00   398,388.04
C067901108   BARRICK GOLD CORP   Acquisitions   7,998.00   (132,869.55 ) -
C067901108   BARRICK GOLD CORP   Dispositions   (9,998.00 ) 0.00   180,597.82
C067901108   BARRICK GOLD CORP   Free Delivery   (100.00 ) 0.00   -
S5476929   BARRY CALLEBAUT AG CHF100(REGD)   Acquisitions   507.00   (75,963.38 ) -
S5476929   BARRY CALLEBAUT AG CHF100(REGD)   Dispositions   (477.00 ) 0.00   67,519.76
C071707103   BAUSCH & LOMB INC COM   Acquisitions   6,000.00   (308,301.00 ) -
C071707103   BAUSCH & LOMB INC COM   Dispositions   (5,000.00 ) 0.00   387,987.05
C071813109   BAXTER INTL INC COM   Acquisitions   13,600.00   (872,068.25 ) -
C071813109   BAXTER INTL INC COM   Dispositions   (14,700.00 ) 0.00   1,111,058.39
C07262L101   BAY VIEW CAP CORP DEL COM   Acquisitions   8,000.00   (64,058.88 ) -
C07262L101   BAY VIEW CAP CORP DEL COM   Dispositions   (9,900.00 ) 0.00   123,441.61
S5069211   BAYER AG ORD NPV   Acquisitions   6,715.00   (290,181.10 ) -
S5069211   BAYER AG ORD NPV   Dispositions   (5,671.00 ) 0.00   236,424.73
S4325419   BAYER HYPO-VEREINS ORD NPV   Acquisitions   470.00   (27,556.73 ) -
S4325419   BAYER HYPO-VEREINS ORD NPV   Dispositions   (1,100.00 ) 0.00   62,028.50
C054937107   BB&T CORP COM   Acquisitions   3,050.00   (84,246.54 ) -
C054937107   BB&T CORP COM   Dispositions   (3,350.00 ) 0.00   85,837.18
S5501906   BBVA(BILB-VIZ-ARG) EUR0.49   Acquisitions   14,569.00   (197,893.01 ) -
S5501906   BBVA(BILB-VIZ-ARG) EUR0.49   Dispositions   (21,670.38 ) 0.00   318,222.59
S5501906   BBVA(BILB-VIZ-ARG) EUR0.49   Free Receipt   23,168.38   0.00   -
S511146W   BCA INTESA SPA SUB RTS 29/5/00 ITL1000   Dispositions   (21,102.00 ) 0.00   0.43

123

S511146W   BCA INTESA SPA SUB RTS 29/5/00 ITL1000   Free Receipt   21,102.00   0.00   -
S4072050   BCA POP BERGAMO EUR3   Acquisitions   6,900.00   (133,878.01 ) -
S4072050   BCA POP BERGAMO EUR3   Dispositions   (1,419.00 ) 0.00   25,151.33
C05534B109   BCE INC COM   Acquisitions   54.00   (6,090.08 ) -
C05534B109   BCE INC COM   Dispositions   (25.00 ) 0.00   529.41
S5857836   BCO POPULAR ESP EUR0.5   Acquisitions   13,786.00   (389,830.78 ) -
S5857836   BCO POPULAR ESP EUR0.5   Dispositions   (4,008.00 ) 0.00   126,407.67
S5857836   BCO POPULAR ESP EUR0.5   Free Delivery   (15,372.00 ) 0.00   -
S5857836   BCO POPULAR ESP EUR0.5   Free Receipt   15,372.00   0.00   -
S5286140   BCO POPULAR ESP EUR1   Acquisitions   2,993.00   (188,462.89 ) -
S5286140   BCO POPULAR ESP EUR1   Dispositions   (6,893.00 ) 0.00   389,830.78
S5286140   BCO POPULAR ESP EUR1   Free Delivery   (7,686.00 ) 0.00   -
S5286140   BCO POPULAR ESP EUR1   Free Receipt   7,686.00   0.00   -
S5705946   BCO SANT CENT HISP EUR0.50(REGD)   Acquisitions   22,420.00   (242,609.33 ) -
S5705946   BCO SANT CENT HISP EUR0.50(REGD)   Dispositions   (17,907.00 ) 0.00   179,939.92
C073302101   BE AEROSPACE INC COM   Acquisitions   3,050.00   (29,143.48 ) -
C073302101   BE AEROSPACE INC COM   Dispositions   (2,800.00 ) 0.00   27,678.95
C073308108   BE FREE INC COM   Acquisitions   1,300.00   (34,199.69 ) -
C073308108   BE FREE INC COM   Dispositions   (1,120.00 ) 0.00   32,053.46
C073325102   BEA SYS INC COM   Acquisitions   71,464.00   (4,510,523.89 ) -
C073325102   BEA SYS INC COM   Dispositions   (55,651.00 ) 0.00   3,536,142.42
C073325102   BEA SYS INC COM   Free Receipt   22,325.00   0.00   -
C073902108   BEAR STEARNS COS INC COM   Acquisitions   200.00   (10,092.45 ) -
C073902108   BEAR STEARNS COS INC COM   Dispositions   (1,500.75 ) 0.00   66,558.75
C075811109   BECKMAN COULTER INC COM   Acquisitions   23,500.00   (1,387,531.48 ) -
C075811109   BECKMAN COULTER INC COM   Dispositions   (11,600.00 ) 0.00   813,617.48
C075887109   BECTON DICKINSON & CO COM   Acquisitions   27,000.00   (729,373.40 ) -
C075887109   BECTON DICKINSON & CO COM   Dispositions   (27,500.00 ) 0.00   716,006.75
C075896100   BED BATH BEYOND INC COM   Acquisitions   200.00   (7,361.20 ) -
C075896100   BED BATH BEYOND INC COM   Dispositions   (27,900.00 ) 0.00   681,126.30
C075896100   BED BATH BEYOND INC COM   Free Receipt   20,400.00   0.00   -
C076446301   BEDFORD PPTY INVS INC COM PAR $0.02   Acquisitions   5.42   (94.66 ) -
C076446301   BEDFORD PPTY INVS INC COM PAR $0.02   Dispositions   (116.78 ) 0.00   2,042.78
C076446301   BEDFORD PPTY INVS INC COM PAR $0.02   Free Delivery   0.00   0.00   -
C05538P104   BEI TECHNOLOGIES INC COM   Acquisitions   100.00   (5,792.45 ) -
C05538P104   BEI TECHNOLOGIES INC COM   Dispositions   (100.00 ) 0.00   3,919.91
C077459105   BELDEN INC COM   Acquisitions   200.00   (5,422.40 ) -
C077459105   BELDEN INC COM   Dispositions   (200.00 ) 0.00   5,069.88
C079860102   BELLSOUTH CORP COM STK   Acquisitions   28,901.77   (1,413,254.17 ) -
C079860102   BELLSOUTH CORP COM STK   Dispositions   (21,200.00 ) 0.00   918,184.40
C080555105   BELO CORP   Acquisitions   7,200.00   (114,698.16 ) -
C080555105   BELO CORP   Dispositions   (7,200.00 ) 0.00   118,623.24
C081437105   BEMIS CO INC COM   Acquisitions   18,670.00   (656,586.90 ) -
C081437105   BEMIS CO INC COM   Dispositions   (19,070.00 ) 0.00   535,500.08
C083288100   BENTON OIL & GAS CO COM   Acquisitions   4,000.00   (10,557.30 ) -
C083288100   BENTON OIL & GAS CO COM   Dispositions   (1,000.00 ) 0.00   3,469.93
C083739102   BERGEN BRUNSWIG CORP CL A COM   Acquisitions   2,000.00   (11,747.40 ) -
C083739102   BERGEN BRUNSWIG CORP CL A COM   Dispositions   (1,000.00 ) 0.00   14,094.57
C084670207   BERKSHIRE HATHAWAY INC CL B COM   Acquisitions   67.00   (110,645.31 ) -
C084670207   BERKSHIRE HATHAWAY INC CL B COM   Dispositions   (104.00 ) 0.00   181,691.40
C086516101   BEST BUY INC COM STK   Acquisitions   5,650.00   (318,011.43 ) -
C086516101   BEST BUY INC COM STK   Dispositions   (8,275.00 ) 0.00   533,443.21
C086516101   BEST BUY INC COM STK   Free Delivery   (50.00 ) 0.00   -
C087509105   BETHLEHEM STEEL CORP COM   Acquisitions   98,700.00   (502,701.87 ) -
C087509105   BETHLEHEM STEEL CORP COM   Dispositions   (99,700.00 ) 0.00   420,568.99
C08860E101   BEYOND COM CORP COM   Acquisitions   3,000.00   (20,280.00 ) -
C08860E101   BEYOND COM CORP COM   Dispositions   (4,400.00 ) 0.00   21,429.75
S0876289   BG GROUP ORD GBP0.10   Acquisitions   56,242.00   (347,965.70 ) -
S0876289   BG GROUP ORD GBP0.10   Dispositions   (36,000.00 ) 0.00   220,831.09
S6144690   BHP LIMITED NPV   Acquisitions   15,000.00   (182,409.54 ) -
S6144690   BHP LIMITED NPV   Dispositions   (25,678.00 ) 0.00   271,696.64
C088788104   BID COM INTL INC COM   Acquisitions   300.00   (2,230.70 ) -
C088788104   BID COM INTL INC COM   Dispositions   (300.00 ) 0.00   1,758.15
C090327107   BINDVIEW DEV CORP COM   Acquisitions   14,140.00   (628,779.12 ) -
C090327107   BINDVIEW DEV CORP COM   Dispositions   (23,680.00 ) 0.00   218,975.89
C090327107   BINDVIEW DEV CORP COM   Free Receipt   9,540.00   0.00   -

124

C090909102   BIO LOGIC SYS CORP COM   Acquisitions   500.00   (5,842.45 ) -
C090909102   BIO LOGIC SYS CORP COM   Dispositions   (500.00 ) 0.00   4,532.39
C090578105   BIO TECH GEN CORP COM   Acquisitions   4,388.00   (54,271.50 ) -
C090578105   BIO TECH GEN CORP COM   Dispositions   (3,288.00 ) 0.00   40,589.50
C090923103   BIO VASCULAR INC COM   Acquisitions   1,000.00   (5,718.05 ) -
C090923103   BIO VASCULAR INC COM   Dispositions   (1,000.00 ) 0.00   4,984.88
C09058T108   BIOCHEM PHARMA INC COM   Acquisitions   100.00   (2,854.95 ) -
C09058T108   BIOCHEM PHARMA INC COM   Dispositions   (100.00 ) 0.00   2,436.21
C090597105   BIOGEN INC COM   Acquisitions   8,163.00   (643,585.54 ) -
C090597105   BIOGEN INC COM   Dispositions   (3,878.00 ) 0.00   290,837.55
C090597105   BIOGEN INC COM   Free Delivery   (50.00 ) 0.00   -
C090911108   BIOLASE TECH INC COM   Acquisitions   15,500.00   (64,937.35 ) -
C090911108   BIOLASE TECH INC COM   Dispositions   (3,300.00 ) 0.00   15,672.06
C090911108   BIOLASE TECH INC COM   Free Delivery   (500.00 ) 0.00   -
C090613100   BIOMET INC COM   Acquisitions   544.00   (21,840.96 ) -
C090613100   BIOMET INC COM   Dispositions   (1,466.00 ) 0.00   50,200.58
C090613100   BIOMET INC COM   Free Receipt   1,722.00   0.00   -
C09161R106   BIOMIRA INC   Acquisitions   4,550.00   (44,683.58 ) -
C09161R106   BIOMIRA INC   Dispositions   (3,300.00 ) 0.00   29,546.74
C09065H105   BIOPURE CORP CL A   Acquisitions   1,465.00   (25,553.56 ) -
C09065H105   BIOPURE CORP CL A   Dispositions   (1,450.00 ) 0.00   38,410.68
C09068A107   BIOSHIELD TECHNOLOGIES INC COM   Acquisitions   2,000.00   (4,332.40 ) -
C09068A107   BIOSHIELD TECHNOLOGIES INC COM   Dispositions   (2,000.00 ) 0.00   3,104.88
C09066H104   BIOSOURCE INTL INC   Acquisitions   700.00   (11,664.95 ) -
C09066H104   BIOSOURCE INTL INC   Dispositions   (700.00 ) 0.00   13,519.59
C090931106   BIOSPECIFICS TECHNOLOGIES CORP COM   Acquisitions   1,500.00   (6,951.15 ) -
C090931106   BIOSPECIFICS TECHNOLOGIES CORP COM   Dispositions   (1,500.00 ) 0.00   4,158.70
C09067J109   BIOVAIL CORP COM   Acquisitions   11,400.00   (579,503.04 ) -
C09067J109   BIOVAIL CORP COM   Dispositions   (22,200.00 ) 0.00   1,268,146.15
C09067J109   BIOVAIL CORP COM   Free Receipt   29,900.00   0.00   -
S5975062   BIPOP-CARIRE EUR0.26   Acquisitions   26,000.00   (154,913.85 ) -
S5975062   BIPOP-CARIRE EUR0.26   Dispositions   (33,000.00 ) 0.00   202,634.75
S5975062   BIPOP-CARIRE EUR0.26   Free Receipt   20,000.00   0.00   -
S4072083   BIPOP-CARIRE ITL5000   Acquisitions   1,000.00   (88,888.92 ) -
S4072083   BIPOP-CARIRE ITL5000   Dispositions   (2,000.00 ) 0.00   177,124.28
S4072083   BIPOP-CARIRE ITL5000   Free Delivery   (2,000.00 ) 0.00   -
C055472104   BISYS GROUP INC COM   Acquisitions   3,660.00   (224,853.77 ) -
C055472104   BISYS GROUP INC COM   Dispositions   (7,090.00 ) 0.00   401,544.50
C055472104   BISYS GROUP INC COM   Free Receipt   7,700.00   0.00   -
C091747105   BITWISE DESIGNS INC COM   Acquisitions   300.00   (4,229.95 ) -
C091747105   BITWISE DESIGNS INC COM   Dispositions   (300.00 ) 0.00   4,919.88
C05548J106   BJS WHSL CLUB INC COM STK   Acquisitions   3,200.00   (112,656.77 ) -
C05548J106   BJS WHSL CLUB INC COM STK   Dispositions   (3,200.00 ) 0.00   90,711.21
C060505104   BK AMER CORP COM   Acquisitions   67,758.56   (3,226,883.50 ) -
C060505104   BK AMER CORP COM   Dispositions   (40,600.00 ) 0.00   2,019,047.54
C060505104   BK AMER CORP COM   Free Delivery   (1,000.00 ) 0.00   -
S0764403   BK OF IRELAND ORD STK EUR0.64   Acquisitions   53,968.63   (366,063.88 ) -
S0764403   BK OF IRELAND ORD STK EUR0.64   Dispositions   (6,476.00 ) 0.00   44,797.71
S0156806   BK TOKYO-MITSUBISHI LTD GLOBAL SR SUB NT8.4 DUE 04-15-2010 BEO   Acquisitions   510,000.00   (509,541.00 ) -
S0156806   BK TOKYO-MITSUBISHI LTD GLOBAL SR SUB NT8.4 DUE 04-15-2010 BEO   Dispositions   (60,000.00 ) 0.00   61,119.00
C05548G102   BKF CAP GROUP INC COM   Acquisitions   100.00   (1,963.70 ) -
C05548G102   BKF CAP GROUP INC COM   Dispositions   (100.00 ) 0.00   1,869.98
C091797100   BLACK & DECKER CORP COM   Acquisitions   900.88   (34,339.60 ) -
C091797100   BLACK & DECKER CORP COM   Dispositions   (1,703.83 ) 0.00   66,149.97
C091826107   BLACK BOX CORP DEL COM   Acquisitions   15,691.00   (993,465.35 ) -
C091826107   BLACK BOX CORP DEL COM   Dispositions   (15,800.00 ) 0.00   1,029,469.26
C09247X101   BLACKROCK INC CL A COM STK   Acquisitions   5,410.00   (127,443.34 ) -
C09247X101   BLACKROCK INC CL A COM STK   Dispositions   (26,770.00 ) 0.00   625,541.87
C093671105   BLOCK H & R INC COM   Acquisitions   200.00   (7,364.95 ) -
C093671105   BLOCK H & R INC COM   Dispositions   (1,100.00 ) 0.00   43,255.99
C096081104   BLUE WAVE SYS INC COM   Acquisitions   3,750.00   (87,728.45 ) -
C096081104   BLUE WAVE SYS INC COM   Dispositions   (3,750.00 ) 0.00   37,382.84
C096227103   BLUEFLY INC COM   Acquisitions   100.00   (1,579.95 ) -
C096227103   BLUEFLY INC COM   Dispositions   (100.00 ) 0.00   1,363.75

125

C096231105   BLUEGREEN CORP COM   Acquisitions   2,070.00   (9,377.10 ) -
C096231105   BLUEGREEN CORP COM   Dispositions   (40.00 ) 0.00   140.04
C055607105   BMC INDS INC MINN COM   Acquisitions   400.00   (2,057.60 ) -
C055607105   BMC INDS INC MINN COM   Dispositions   (200.00 ) 0.00   1,056.13
C055921100   BMC SOFTWARE INC COM STK   Acquisitions   7,206.00   (267,477.95 ) -
C055921100   BMC SOFTWARE INC COM STK   Dispositions   (5,030.00 ) 0.00   214,700.96
C055921100   BMC SOFTWARE INC COM STK   Free Delivery   (300.00 ) 0.00   -
S2076281   BNK NOVA SCOTIA CAN CAP   Acquisitions   14,000.00   (294,399.70 ) -
S2076281   BNK NOVA SCOTIA CAN CAP   Dispositions   (5,500.00 ) 0.00   140,656.59
S4133667   BNP PARIBAS EUR4   Acquisitions   4,932.00   (414,613.32 ) -
S4133667   BNP PARIBAS EUR4   Dispositions   (3,183.00 ) 0.00   277,312.65
S0108120   BOC GROUP ORD 25P   Acquisitions   8,057.00   (134,470.92 ) -
S0108120   BOC GROUP ORD 25P   Dispositions   (5,502.00 ) 0.00   78,230.90
C097023105   BOEING CO CAP   Acquisitions   19,081.81   (775,860.12 ) -
C097023105   BOEING CO CAP   Dispositions   (20,537.36 ) 0.00   904,294.77
C097023105   BOEING CO CAP   Free Delivery   (476.96 ) 0.00   -
C097383103   BOISE CASCADE CORP COM   Acquisitions   500.00   (14,873.70 ) -
C097383103   BOISE CASCADE CORP COM   Dispositions   (500.00 ) 0.00   13,652.13
S2109723   BOMBARDIER INC CLASS'B'SUB VTG NPV CAD   Dispositions   (17,700.00 ) 0.00   269,870.09
S2109723   BOMBARDIER INC CLASS'B'SUB VTG NPV CAD   Free Receipt   34,000.00   0.00   -
S4110444   BONGRAIN SA FRF50   Acquisitions   166.00   (53,024.40 ) -
S4110444   BONGRAIN SA FRF50   Dispositions   (63.00 ) 0.00   16,315.39
S4110444   BONGRAIN SA FRF50   Free Delivery   (4,112.00 ) 0.00   -
S4110444   BONGRAIN SA FRF50   Free Receipt   3,598.00   0.00   -
C098529308   BONSO ELECTRS INTL INC COM PAR $0.003   Acquisitions   500.00   (5,248.70 ) -
C098529308   BONSO ELECTRS INTL INC COM PAR $0.003   Dispositions   (500.00 ) 0.00   8,594.76
C098570104   BOOKS-A-MILLION INC COM   Acquisitions   6,900.00   (68,489.78 ) -
C098570104   BOOKS-A-MILLION INC COM   Dispositions   (6,900.00 ) 0.00   21,060.33
C099709107   BORDERS GROUP INC COM STK   Acquisitions   74,000.00   (1,131,095.20 ) -
C099709107   BORDERS GROUP INC COM STK   Dispositions   (14,000.00 ) 0.00   182,546.68
C099724106   BORG WARNER INC COM   Acquisitions   950.60   (32,134.19 ) -
C099724106   BORG WARNER INC COM   Dispositions   (6,420.00 ) 0.00   238,207.05
S5726709   BOSS (HUGO) AG PRF NPV   Acquisitions   700.00   (95,523.56 ) -
S5726709   BOSS (HUGO) AG PRF NPV   Dispositions   (1,745.00 ) 0.00   271,337.10
S4115159   BOUYGUES EUR10   Acquisitions   800.00   (464,018.85 ) -
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S4115159   BOUYGUES EUR10   Free Receipt   46.00   0.00   -
S5869273   BOUYGUES FRF50 (RFD1/1/00)   Acquisitions   46.00   (32,996.98 ) -
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S5923878   BOUYGUES NEW FRF50 (S/R 24/03/2000)   Dispositions   (510.00 ) 0.00   580.78
S5923878   BOUYGUES NEW FRF50 (S/R 24/03/2000)   Free Receipt   1,200.00   0.00   -
C103430104   BOYKIN LODGING CO COM   Acquisitions   500.00   (5,436.20 ) -
C103430104   BOYKIN LODGING CO COM   Free Delivery   (500.00 ) 0.00   -
S0798059   BP AMOCO ORD USD0.25   Acquisitions   6,000.00   (56,632.66 ) -
S0798059   BP AMOCO ORD USD0.25   Dispositions   (5,000.00 ) 0.00   44,067.11
S6120009   BRAMBLES INDS LTD A$0.50   Acquisitions   3,000.00   (74,184.77 ) -
S6120009   BRAMBLES INDS LTD A$0.50   Dispositions   (2,000.00 ) 0.00   57,147.43
S4152178   BRAZIL C EUROCLEAR BD 8 DUE 04-15-2014 BEO   Acquisitions   820,000.00   (744,668.08 ) -
S4152178   BRAZIL C EUROCLEAR BD 8 DUE 04-15-2014 BEO   Free Delivery   (550,000.00 ) 0.00   -
S6132101   BRIDGESTONE CORP Y50   Acquisitions   2,000.00   (46,379.96 ) -
S6132101   BRIDGESTONE CORP Y50   Dispositions   (4,000.00 ) 0.00   66,402.00
C109043109   BRIGGS & STRATTON CORP CAP   Acquisitions   200.00   (7,223.70 ) -
C109043109   BRIGGS & STRATTON CORP CAP   Dispositions   (400.00 ) 0.00   16,752.47
C109473108   BRIGHTPOINT INC COM   Acquisitions   97,475.00   (527,010.87 ) -
C109473108   BRIGHTPOINT INC COM   Dispositions   (27,175.00 ) 0.00   236,855.96
C109473108   BRIGHTPOINT INC COM   Free Delivery   (400.00 ) 0.00   -
C109641100   BRINKER INTL INC COM   Acquisitions   5,720.00   (151,986.88 ) -
C109641100   BRINKER INTL INC COM   Dispositions   (3,870.00 ) 0.00   82,015.53
C110122108   BRISTOL MYERS SQUIBB CO COM   Acquisitions   18,380.43   (1,116,430.94 ) -
C110122108   BRISTOL MYERS SQUIBB CO COM   Dispositions   (69,780.00 ) 0.00   4,018,427.73
C110122108   BRISTOL MYERS SQUIBB CO COM   Free Delivery   (750.00 ) 0.00   -
S0129057   BRITISH AIRWAYS ORD 25P   Acquisitions   7,449.00   (43,958.78 ) -
S0129057   BRITISH AIRWAYS ORD 25P   Dispositions   (32,320.00 ) 0.00   179,031.33
C11130Q102   BROADBAND WIRELESS INTL CORP COM   Acquisitions   19,700.00   (73,845.90 ) -
C11130Q102   BROADBAND WIRELESS INTL CORP COM   Dispositions   (10,000.00 ) 0.00   41,208.65
C11130Q102   BROADBAND WIRELESS INTL CORP COM   Free Receipt   2,750.00   0.00   -

126

C11130R100   BROADBASE SOFTWARE INC COM   Acquisitions   12,300.00   (403,770.50 ) -
C11130R100   BROADBASE SOFTWARE INC COM   Dispositions   (12,300.00 ) 0.00   260,522.97
C111320107   BROADCOM CORP CL A   Acquisitions   23,925.00   (4,872,849.28 ) -
C111320107   BROADCOM CORP CL A   Dispositions   (9,431.00 ) 0.00   1,940,359.76
C111320107   BROADCOM CORP CL A   Free Receipt   3,320.00   0.00   -
C111412102   BROADVISION INC COM   Acquisitions   50,836.00   (3,196,202.91 ) -
C111412102   BROADVISION INC COM   Dispositions   (71,296.00 ) 0.00   4,042,909.25
C111412102   BROADVISION INC COM   Free Delivery   (50.00 ) 0.00   -
C111412102   BROADVISION INC COM   Free Receipt   18,890.00   0.00   -
C111620100   BROADWING INC COM ISIN US1116201005   Acquisitions   47,410.00   (1,512,620.43 ) -
C111620100   BROADWING INC COM ISIN US1116201005   Dispositions   (47,410.00 ) 0.00   1,265,803.13
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Acquisitions   21,858.00   (3,450,280.89 ) -
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Dispositions   (14,976.00 ) 0.00   2,664,924.38
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Free Receipt   633.00   0.00   -
C11434A100   BROOKS AUTOMATION INC COM   Acquisitions   7,000.00   (376,386.10 ) -
C11434A100   BROOKS AUTOMATION INC COM   Dispositions   (7,000.00 ) 0.00   477,604.27
C114580103   BROOKTROUT INC COM   Acquisitions   570.00   (17,298.65 ) -
C114580103   BROOKTROUT INC COM   Dispositions   (570.00 ) 0.00   18,676.97
C115223109   BROWN & SHARPE MFG CO CL A   Acquisitions   1,000.00   (4,144.95 ) -
C115223109   BROWN & SHARPE MFG CO CL A   Dispositions   (1,000.00 ) 0.00   3,219.94
C115660201   BROWN TOM INC COM NEW   Acquisitions   5,600.00   (120,453.48 ) -
C115660201   BROWN TOM INC COM NEW   Dispositions   (7,500.00 ) 0.00   150,873.23
C115637209   BROWN-FORMAN INC CL B NON-VTG COM   Acquisitions   100.00   (5,693.75 ) -
C115637209   BROWN-FORMAN INC CL B NON-VTG COM   Dispositions   (600.00 ) 0.00   31,564.95
C116795105   BRUKER DALTONICS INC COM ISIN US1167951052   Acquisitions   975.00   (22,993.39 ) -
C116795105   BRUKER DALTONICS INC COM ISIN US1167951052   Dispositions   (975.00 ) 0.00   23,135.52
C117043109   BRUNSWICK CORP COM   Acquisitions   5,100.00   (82,926.00 ) -
C117043109   BRUNSWICK CORP COM   Dispositions   (23,400.00 ) 0.00   387,055.84
C100534106   BSTN ACOUSTICS INC COM   Acquisitions   2.22   (26.16 ) -
C100534106   BSTN ACOUSTICS INC COM   Dispositions   (104.13 ) 0.00   1,421.28
C101121101   BSTN PPTYS INC COM STK   Acquisitions   100.00   (3,087.00 ) -
C101121101   BSTN PPTYS INC COM STK   Dispositions   (300.00 ) 0.00   11,819.65
C101137107   BSTN SCIENTIFIC CORP COM   Acquisitions   1,600.00   (33,203.65 ) -
C101137107   BSTN SCIENTIFIC CORP COM   Dispositions   (5,000.00 ) 0.00   100,239.56
C118255108   BUCKEYE TECHNOLOGIES INC COM   Acquisitions   3,200.00   (51,535.36 ) -
C118255108   BUCKEYE TECHNOLOGIES INC COM   Dispositions   (3,200.00 ) 0.00   37,715.22
S5516751   BUHRMANN NV NLG2.50(POST CONS)   Acquisitions   3,092.00   (56,038.72 ) -
S5516751   BUHRMANN NV NLG2.50(POST CONS)   Dispositions   (17,236.00 ) 0.00   469,735.24
S510866W   BUHRMANN NV STK DIV 01/05/2000   Dispositions   (40.00 ) 0.00   15.59
S510866W   BUHRMANN NV STK DIV 01/05/2000   Free Delivery   (13,472.00 ) 0.00   -
S510866W   BUHRMANN NV STK DIV 01/05/2000   Free Receipt   26,944.00   0.00   -
S0154004   BUNZL ORD 25P   Acquisitions   27,009.00   (145,632.92 ) -
S0154004   BUNZL ORD 25P   Dispositions   (33,239.00 ) 0.00   172,254.25
C121579106   BURL COAT FACTORY WHSE CORP COM   Acquisitions   9,900.00   (153,569.05 ) -
C121579106   BURL COAT FACTORY WHSE CORP COM   Dispositions   (9,900.00 ) 0.00   120,973.95
C12189T104   BURL NORTHN SANTA FE CORP COM   Acquisitions   400.00   (9,075.00 ) -
C12189T104   BURL NORTHN SANTA FE CORP COM   Dispositions   (5,600.00 ) 0.00   128,329.63
C122014103   BURL RES INC COM   Acquisitions   326.00   (12,278.03 ) -
C122014103   BURL RES INC COM   Dispositions   (2,200.00 ) 0.00   72,636.99
C124269101   BUY COM INC COM   Acquisitions   1,740.00   (29,054.45 ) -
C124269101   BUY COM INC COM   Dispositions   (1,100.00 ) 0.00   19,249.57
C12500B105   C BRDG INTERNET SOLUTIONS INC COM   Acquisitions   7,000.00   (112,000.00 ) -
C12500B105   C BRDG INTERNET SOLUTIONS INC COM   Dispositions   (7,000.00 ) 0.00   387,725.81
C125010108   C CORNET CORP COM   Acquisitions   18,823.00   (434,936.82 ) -
C125010108   C CORNET CORP COM   Dispositions   (19,123.00 ) 0.00   466,659.70
C125010108   C CORNET CORP COM   Free Receipt   500.00   0.00   -
C12541W100   C H ROBINSON WORLDWIDE INC COM   Acquisitions   3,900.00   (174,907.86 ) -
C12541W100   C H ROBINSON WORLDWIDE INC COM   Dispositions   (8,800.00 ) 0.00   480,710.05
C124661109   C&D TECHNOLOGIES INC COM   Acquisitions   15,200.00   (704,024.99 ) -
C124661109   C&D TECHNOLOGIES INC COM   Dispositions   (3,200.00 ) 0.00   175,228.30
C124661109   C&D TECHNOLOGIES INC COM   Free Receipt   7,200.00   0.00   -
C129900106   CA AMPLIFIER INC COM   Acquisitions   3,100.00   (97,801.88 ) -
C129900106   CA AMPLIFIER INC COM   Dispositions   (3,000.00 ) 0.00   93,275.06

127

C129900106   CA AMPLIFIER INC COM   Free Delivery   (300.00 ) 0.00   -
C130439102   CA MICRO DEVICES CORP   Acquisitions   2,350.00   (74,747.40 ) -
C130439102   CA MICRO DEVICES CORP   Dispositions   (2,300.00 ) 0.00   43,037.35
C13054D109   CA PIZZA KITCHEN INC COM ISIN US13054D1090   Acquisitions   1,000.00   (20,858.70 ) -
C13054D109   CA PIZZA KITCHEN INC COM ISIN US13054D1090   Dispositions   (1,000.00 ) 0.00   20,859.35
S0162557   CABLE & WIRELESS ORD GBP0.25   Acquisitions   25,700.00   (440,762.44 ) -
S0162557   CABLE & WIRELESS ORD GBP0.25   Dispositions   (18,000.00 ) 0.00   297,006.51
C126924109   CABLE DESIGN TECHNOLOGIES CORP   Acquisitions   13,200.00   (284,671.20 ) -
C126924109   CABLE DESIGN TECHNOLOGIES CORP   Dispositions   (7,600.00 ) 0.00   211,036.21
S6436461   CABLE&WIRELESS HKT HKD0.50   Acquisitions   25,600.00   (69,361.94 ) -
S6436461   CABLE&WIRELESS HKT HKD0.50   Dispositions   (18,161.58 ) 0.00   42,272.57
S6436461   CABLE&WIRELESS HKT HKD0.50   Free Delivery   (27,438.42 ) 0.00   -
C126920107   CABLETRON SYS INC COM   Acquisitions   3,070.00   (84,815.61 ) -
C126920107   CABLETRON SYS INC COM   Dispositions   (4,070.00 ) 0.00   106,600.22
C126920107   CABLETRON SYS INC COM   Free Delivery   (200.00 ) 0.00   -
C127055101   CABOT CORP COM   Acquisitions   3,700.00   (110,460.17 ) -
C127055101   CABOT CORP COM   Dispositions   (3,700.00 ) 0.00   124,143.06
C12709P103   CABOT MICROELECTRONICS CORP COM   Acquisitions   36,700.00   (741,704.95 ) -
C12709P103   CABOT MICROELECTRONICS CORP COM   Dispositions   (36,700.00 ) 0.00   942,891.56
S9875430   CAC 40 INDEX DEC 2000 FUTURE   Free Delivery   (65.00 ) 0.00   -
S987543L   CAC 40 INDEX DEC 2000 FUTURE   Free Delivery   (121.00 ) 0.00   -
S9875430   CAC 40 INDEX DEC 2000 FUTURE   Free Receipt   121.00   0.00   -
S987543L   CAC 40 INDEX DEC 2000 FUTURE   Free Receipt   65.00   0.00   -
S9374898   CAC 40-10 INDEX DEC 1999 FUTURE   Free Delivery   (53.00 ) 0.00   -
S937489L   CAC 40-10 INDEX DEC 1999 FUTURE   Free Delivery   (2.00 ) 0.00   -
S9374898   CAC 40-10 INDEX DEC 1999 FUTURE   Free Receipt   2.00   0.00   -
S937489L   CAC 40-10 INDEX DEC 1999 FUTURE   Free Receipt   53.00   0.00   -
S9888223   CAC 40-10 INDEX JUNE 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S988822L   CAC 40-10 INDEX JUNE 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S9888223   CAC 40-10 INDEX JUNE 2000 FUTURE   Free Receipt   99.00   0.00   -
S988822L   CAC 40-10 INDEX JUNE 2000 FUTURE   Free Receipt   99.00   0.00   -
S9152302   CAC 40-10 INDEX MARCH 2000 FUTURE   Free Delivery   (164.00 ) 0.00   -
S915230L   CAC 40-10 INDEX MARCH 2000 FUTURE   Free Delivery   (164.00 ) 0.00   -
S9152302   CAC 40-10 INDEX MARCH 2000 FUTURE   Free Receipt   164.00   0.00   -
S915230L   CAC 40-10 INDEX MARCH 2000 FUTURE   Free Receipt   164.00   0.00   -
S9497679   CAC 40-10 INDEX SEP 2000 FUTURE   Free Delivery   (92.00 ) 0.00   -
S949767L   CAC 40-10 INDEX SEP 2000 FUTURE   Free Delivery   (92.00 ) 0.00   -
S9497679   CAC 40-10 INDEX SEP 2000 FUTURE   Free Receipt   92.00   0.00   -
S949767L   CAC 40-10 INDEX SEP 2000 FUTURE   Free Receipt   92.00   0.00   -
C126946102   CACHEFLOW INC COM ISIN US1269461026   Acquisitions   100.00   (11,104.95 ) -
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C12476Q102   CAIS INTERNET INC COM   Acquisitions   5,000.00   (66,456.50 ) -
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C131193104   CALLAWAY GOLF CO COM   Acquisitions   500.00   (7,570.28 ) -
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C131347106   CALPINE CORP COM   Acquisitions   14,100.00   (1,320,952.01 ) -
C131347106   CALPINE CORP COM   Dispositions   (47,320.00 ) 0.00   3,930,428.47
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C131910101   CAMBRIDGE HEART INC COM   Acquisitions   2,200.00   (8,340.64 ) -
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C132524109   CAMBRIDGE TECH PARTNERS MASS INC COM   Acquisitions   250.00   (834.63 ) -
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128

C14040H105   CAP 1 FNCL COM   Dispositions   (2,943.01 ) 0.00   153,534.32
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C141665109   CAREER ED CORP COM   Acquisitions   17,100.00   (599,812.50 ) -
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C143658102   CARNIVAL CORP COM   Free Delivery   (100.00 ) 0.00   -
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C149111106   CATELLUS DEV CORP   Acquisitions   13,600.00   (249,636.16 ) -
C149111106   CATELLUS DEV CORP   Dispositions   (13,600.00 ) 0.00   240,613.90
C149123101   CATERPILLAR INC COM   Acquisitions   3,399.84   (133,386.32 ) -
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C12489V106   CBRL GROUP INC COM STK   Acquisitions   1,000.00   (10,779.95 ) -
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C150934107   CELL THERAPEUTICS INC CDT-COM   Acquisitions   55.00   (3,311.51 ) -
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C150934107   CELL THERAPEUTICS INC CDT-COM   Free Delivery   (1,000.00 ) 0.00   -
S0182276   CELLTECH GROUP ORD GBP0.50   Acquisitions   6,000.00   (113,554.77 ) -
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C15117N107   CELSION CORP COM   Acquisitions   4,880.00   (26,438.40 ) -

129

C15117N107   CELSION CORP COM   Dispositions   (600.00 ) 0.00   1,619.99
C151313103   CENDANT CORP COM STK   Acquisitions   9,520.00   (184,184.00 ) -
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C15234X103   CENTRA SOFTWARE INC COM   Acquisitions   1,680.00   (42,549.13 ) -
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C15640T100   CENTURA BNK INC COM   Acquisitions   12.29   (461.04 ) -
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C156700106   CENTURYTEL INC COM ISIN US1567001060   Acquisitions   100.00   (2,556.25 ) -
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C156708109   CEPHALON INC CON   Acquisitions   13,700.00   (777,761.18 ) -
C156708109   CEPHALON INC CON   Dispositions   (42,700.00 ) 0.00   1,948,965.76
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C15670R107   CEPHEID INC COM   Dispositions   (100.00 ) 0.00   1,038.76
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C15677T106   CERIDIAN CORP COM   Dispositions   (1,200.00 ) 0.00   23,734.21
C171340102   CH & DWIGHT INC COM   Acquisitions   3,200.00   (51,360.32 ) -
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C158828103   CHANCELLOR CORP MASS COM STK   Acquisitions   3,000.00   (1,385.79 ) -
C158828103   CHANCELLOR CORP MASS COM STK   Dispositions   (3,000.00 ) 0.00   1,818.68
C160903100   CHARTER 1 FINCL INC COM   Acquisitions   5,800.00   (139,867.00 ) -
C160903100   CHARTER 1 FINCL INC COM   Dispositions   (10,800.80 ) 0.00   208,775.72
C160903100   CHARTER 1 FINCL INC COM   Free Receipt   1,467.80   0.00   -
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S2505224   CHARTER COM HLDGS 8.625%SNR NTS 1/4/09USD1000   Dispositions   (27,000.00 ) 0.00   24,411.25
C16117M107   CHARTER COMMUNICATIONS INC DEL CL A   Acquisitions   7,087.00   (132,348.25 ) -
C16117M107   CHARTER COMMUNICATIONS INC DEL CL A   Dispositions   (7,952.00 ) 0.00   145,886.11
C16117M107   CHARTER COMMUNICATIONS INC DEL CL A   Free Delivery   (200.00 ) 0.00   -
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S230062U   CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO   Acquisitions   1,000,000.00   (1,000,000.00 ) -
S230062U   CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO   Dispositions   (46,333.02 ) 0.00   46,333.02
C162456107   CHATTEM INC COM   Acquisitions   1,075.00   (16,603.91 ) -
C162456107   CHATTEM INC COM   Dispositions   (1,800.00 ) 0.00   34,571.49
CM22465104   CHECK PT SOFTWARE COM   Acquisitions   3,708.00   (595,234.34 ) -
CM22465104   CHECK PT SOFTWARE COM   Dispositions   (4,443.00 ) 0.00   745,567.65
CM22465104   CHECK PT SOFTWARE COM   Free Receipt   610.00   0.00   -
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C163072101   CHEESECAKE FACTORY INC COM   Acquisitions   100.00   (4,832.45 ) -
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C163731102   CHEM FINL CORP COM   Acquisitions   1.32   (42.00 ) -
C163731102   CHEM FINL CORP COM   Dispositions   (211.32 ) 0.00   5,789.81
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C165167107   CHES ENERGY CORP COM   Acquisitions   3,000.00   (21,214.85 ) -
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S6190273   CHEUNG KONG(HLDGS) HKD0.50   Acquisitions   14,000.00   (175,638.58 ) -
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C166751107   CHEVRON CORP COM   Acquisitions   45,210.11   (3,784,852.69 ) -
C166751107   CHEVRON CORP COM   Dispositions   (46,001.37 ) 0.00   4,001,354.43
C166751107   CHEVRON CORP COM   Free Delivery   (237.30 ) 0.00   -

130

C168615102   CHICOS FAS INC   Acquisitions   11,450.00   (381,104.38 ) -
C168615102   CHICOS FAS INC   Dispositions   (6,650.00 ) 0.00   100,816.42
C168615102   CHICOS FAS INC   Free Receipt   2,600.00   0.00   -
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S6073556   CHINA MOBILE (HK) HKD0.10   Acquisitions   22,000.00   (165,848.56 ) -
S6073556   CHINA MOBILE (HK) HKD0.10   Dispositions   (34,000.00 ) 0.00   259,198.85
S6263830   CHINA UNICOM HKD0.10   Acquisitions   62,000.00   (123,945.90 ) -
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CG2108N109   CHINADOTCOM CORP   Acquisitions   2,190.00   (71,769.80 ) -
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C170032106   CHIQUITA BRANDS INTL INC COM   Acquisitions   916.36   (4,411.67 ) -
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C170040109   CHIRON CORP COM   Acquisitions   788.00   (36,779.08 ) -
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C17038P104   CHOICE 1 COMMUNICATIONS INC COM   Acquisitions   1,200.00   (44,982.40 ) -
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C170404107   CHORDIANT SOFTWARE INC COM STK ISIN#US1704041078   Acquisitions   4,800.00   (78,304.95 ) -
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C170520100   CHRIS-CRAFT IND INC COM   Acquisitions   100.00   (7,329.95 ) -
C170520100   CHRIS-CRAFT IND INC COM   Dispositions   (100.00 ) 0.00   7,544.79
C171232101   CHUBB CORP COM   Acquisitions   100.00   (6,125.00 ) -
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C171605207   CHYRON CORP COM NEW   Acquisitions   1,000.00   (1,947.09 ) -
C171605207   CHYRON CORP COM NEW   Dispositions   (1,000.00 ) 0.00   4,012.61
C17163B102   CIBER INC COM   Acquisitions   600.00   (7,010.70 ) -
C17163B102   CIBER INC COM   Dispositions   (700.00 ) 0.00   7,952.33
C17163B102   CIBER INC COM   Free Delivery   (500.00 ) 0.00   -
C171768104   CIDCO INC COM   Acquisitions   1,000.00   (5,217.45 ) -
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S4768371   CIE DE ST-GOBAIN EUR16   Acquisitions   2,780.00   (381,867.51 ) -
S4768371   CIE DE ST-GOBAIN EUR16   Dispositions   (1,041.00 ) 0.00   139,859.14
C171779101   CIENA CORP COM   Acquisitions   42,653.00   (5,290,701.49 ) -
C171779101   CIENA CORP COM   Dispositions   (38,510.00 ) 0.00   5,551,696.41
C171779101   CIENA CORP COM   Free Receipt   9,353.00   0.00   -
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C125509109   CIGNA CORP COM   Dispositions   (2,300.00 ) 0.00   180,605.67
C172062101   CIN FNCL CORP COM   Acquisitions   100.00   (3,962.50 ) -
C172062101   CIN FNCL CORP COM   Dispositions   (1,500.00 ) 0.00   48,174.94
C172474108   CINERGY CORP COM   Acquisitions   100.00   (2,631.25 ) -
C172474108   CINERGY CORP COM   Dispositions   (1,300.00 ) 0.00   31,943.91
C172737306   CIRCUIT CY STORES INC CARMAX GROUP   Acquisitions   6,900.00   (14,957.00 ) -
C172737306   CIRCUIT CY STORES INC CARMAX GROUP   Dispositions   (7,900.00 ) 0.00   24,449.67
C172737108   CIRCUIT CY STORES INC COM   Acquisitions   1,624.00   (64,512.32 ) -
C172737108   CIRCUIT CY STORES INC COM   Dispositions   (2,895.08 ) 0.00   121,423.26
C172755100   CIRRUS LOGIC INC COM   Acquisitions   2,035.00   (42,686.20 ) -
C172755100   CIRRUS LOGIC INC COM   Dispositions   (3,035.00 ) 0.00   60,768.69
C17275R102   CISCO SYS INC COM   Acquisitions   178,380.00   (12,129,829.70 ) -
C17275R102   CISCO SYS INC COM   Dispositions   (219,202.00 ) 0.00   17,705,074.41
C17275R102   CISCO SYS INC COM   Free Delivery   (4,350.00 ) 0.00   -
C17275R102   CISCO SYS INC COM   Free Receipt   281,223.00   0.00   -
C125577106   CIT GROUP INC CL A COM STK   Acquisitions   43,400.00   (723,049.46 ) -
C125577106   CIT GROUP INC CL A COM STK   Dispositions   (25,000.00 ) 0.00   435,449.19
S235803U   CITIBANK CR CARD ISSUANCE TR NT CL 2000-C1 7.45 DUE 09-15-2005 BEO   Acquisitions   420,000.00   (419,277.60 ) -
S235803U   CITIBANK CR CARD ISSUANCE TR NT CL 2000-C1 7.45 DUE 09-15-2005 BEO   Dispositions   (420,000.00 ) 0.00   419,276.80
C172967101   CITIGROUP INC COM   Acquisitions   101,071.04   (5,816,297.34 ) -
C172967101   CITIGROUP INC COM   Dispositions   (86,928.83 ) 0.00   4,937,045.19
C172967101   CITIGROUP INC COM   Free Delivery   (2,683.33 ) 0.00   -
C172967101   CITIGROUP INC COM   Free Receipt   74,819.00   0.00   -
S6197304   CITIZEN WATCH CO Y50   Acquisitions   3,000.00   (20,924.95 ) -
S6197304   CITIZEN WATCH CO Y50   Dispositions   (7,000.00 ) 0.00   56,157.20
C177376100   CITRIX SYS INC COM   Acquisitions   13,436.00   (649,907.34 ) -
C177376100   CITRIX SYS INC COM   Dispositions   (8,792.00 ) 0.00   341,820.35

131

C177376100   CITRIX SYS INC COM   Free Delivery   (100.00 ) 0.00   -
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C125896100   CMS ENERGY CORP COM   Acquisitions   400.00   (10,065.00 ) -
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132

C192446102   COGNIZANT TECH SOLUTIONS CORP CL A   Acquisitions   500.00   (66,082.45 ) -
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C192479103   COHERENT INC COM   Acquisitions   760.00   (22,674.90 ) -
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C194162103   COLGATE-PALMOLIVE CO COM   Acquisitions   22,400.00   (1,189,686.35 ) -
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C197236102   COLUMBIA BKG SYS INC COM   Acquisitions   475.00   (6,199.23 ) -
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133

C205363104   COMPUTER SCI CORP COM   Dispositions   (14,250.00 ) 0.00   951,680.06
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C206708109   CONCUR TECHNOLOGIES INC COM   Acquisitions   9,450.00   (232,550.73 ) -
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C211914403   CONVERGENT COMMUNICATIONS INC COM NEW STK   Acquisitions   2,000.00   (8,020.00 ) -
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C216648402   COOPER COS INC COM NEW   Acquisitions   6,500.00   (209,537.40 ) -
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C216669101   COOPER IND INC COM   Acquisitions   100.00   (3,306.25 ) -
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C217016104   COORS ADOLPH CO CL B   Acquisitions   100.00   (5,506.25 ) -
C217016104   COORS ADOLPH CO CL B   Dispositions   (300.00 ) 0.00   14,634.30
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134

C217204106   COPART INC COM   Dispositions   (44,500.00 ) 0.00   636,995.78
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C217510106   COPPER MTN NETWORKS INC COM   Dispositions   (22,050.00 ) 0.00   1,439,465.16
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C217721109   COPYTELE INC COM   Acquisitions   2,000.00   (5,691.10 ) -
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C217753102   COR THERAPEUTICS INC   Acquisitions   7,700.00   (418,946.92 ) -
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C21923C103   CORNERSTONE INTERNET SOLUTIONS CO COM   Acquisitions   11,385.00   (28,407.94 ) -
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C219350105   CORNING INC COM   Acquisitions   104,169.33   (10,649,231.83 ) -
C219350105   CORNING INC COM   Dispositions   (32,146.06 ) 0.00   6,603,685.15
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C221009103   CORVIS CORP COM   Acquisitions   600.00   (31,472.01 ) -
C221009103   CORVIS CORP COM   Dispositions   (450.00 ) 0.00   23,351.41
C22160K105   COSTCO WHSL CORP NEW COM   Acquisitions   4,325.00   (215,995.32 ) -
C22160K105   COSTCO WHSL CORP NEW COM   Dispositions   (72,330.00 ) 0.00   3,321,709.85
C22160K105   COSTCO WHSL CORP NEW COM   Free Receipt   38,920.00   0.00   -
C221630106   COTELLIGENT INC COM STK   Acquisitions   1,000.00   (5,217.45 ) -
C221630106   COTELLIGENT INC COM STK   Dispositions   (1,000.00 ) 0.00   5,407.36
C222372104   COUNTRYWIDE CR IND INC COM   Acquisitions   412.83   (10,934.43 ) -
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C224051102   COX RADIO INC CL A   Acquisitions   8,300.00   (237,522.76 ) -
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C225302108   CREDENCE SYS CORP DEL   Acquisitions   11,735.00   (779,531.22 ) -
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135

C22674V100   CRITICAL PATH INC COM   Free Receipt   70.00   0.00   -
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C228186102   CROWN AMERN RLTY TR COM   Acquisitions   3,400.00   (18,976.05 ) -
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C231021106   CUMMINS ENGINE CO INC COM   Acquisitions   12,500.00   (453,575.46 ) -
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C231914102   CYBERIAN OUTPOST INC OC-COM   Acquisitions   7,300.00   (71,227.82 ) -
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136

C232674101   CYPRESS BIOSCIENCES INC COM   Dispositions   (2,200.00 ) 0.00   2,777.68
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C232824102   CYTOGEN CORP COM   Acquisitions   4,100.00   (52,973.50 ) -
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C232946103   CYTYC CORP COM   Acquisitions   8,900.00   (453,892.47 ) -
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S6251363   DAIWA HOUSE IND CO 50   Acquisitions   2,000.00   (16,686.41 ) -
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C234264109   DAKTRONICS INC COM   Acquisitions   400.00   (6,179.95 ) -
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C235691102   DAMARK INTL INC CL A   Acquisitions   1,600.00   (48,171.20 ) -
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C235811106   DANA CORP COM   Acquisitions   100.00   (2,925.00 ) -
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S6287131   DAO HENG BK GROUP COM STCK   Acquisitions   14,000.00   (58,233.36 ) -
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C237015102   DAOU SYS INC COM   Acquisitions   1,000.00   (1,358.65 ) -
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C237194105   DARDEN RESTAURANTS INC COM   Acquisitions   10,900.00   (190,094.38 ) -
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137

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138

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C25243N103   DIACRIN INC COM   Acquisitions   275.00   (4,478.65 ) -
C25243N103   DIACRIN INC COM   Dispositions   (275.00 ) 0.00   3,781.21
S0237400   DIAGEO ORD GBX28.935185   Acquisitions   17,000.00   (139,272.44 ) -
S0237400   DIAGEO ORD GBX28.935185   Dispositions   (19,000.00 ) 0.00   141,527.48
C25247D101   DIAL CORP NEW COM   Acquisitions   1,700.00   (39,659.30 ) -
C25247D101   DIAL CORP NEW COM   Dispositions   (1,600.00 ) 0.00   36,345.23
C25247D101   DIAL CORP NEW COM   Free Delivery   (300.00 ) 0.00   -
C25271C102   DIAMOND OFFSHORE DRILLING INC COM   Acquisitions   294.08   (10,266.36 ) -
C25271C102   DIAMOND OFFSHORE DRILLING INC COM   Dispositions   (190.00 ) 0.00   7,202.93
C252787106   DIAMONDS TR SER 1 UNIT   Acquisitions   5,092.27   (538,690.04 ) -
C252787106   DIAMONDS TR SER 1 UNIT   Dispositions   (4,993.37 ) 0.00   541,130.22
C252826102   DIANON SYS INC COM   Acquisitions   300.00   (5,104.95 ) -
C252826102   DIANON SYS INC COM   Dispositions   (300.00 ) 0.00   4,882.38
C253571103   DICOM IMAGING SYS INC COM   Acquisitions   950.00   (17,129.95 ) -
C253571103   DICOM IMAGING SYS INC COM   Dispositions   (2,850.00 ) 0.00   18,795.12
C253571103   DICOM IMAGING SYS INC COM   Free Receipt   1,900.00   0.00   -
C253651103   DIEBOLD INC COM   Acquisitions   19,100.00   (401,110.18 ) -
C253651103   DIEBOLD INC COM   Dispositions   (19,100.00 ) 0.00   529,512.52
C253756100   DIGEX INC DEL CL A COMMON STOCK   Acquisitions   3,390.00   (290,538.95 ) -
C253756100   DIGEX INC DEL CL A COMMON STOCK   Dispositions   (17,870.00 ) 0.00   851,684.53
C253798102   DIGI INTL INC COM   Acquisitions   1,000.00   (10,205.00 ) -
C253798102   DIGI INTL INC COM   Dispositions   (1,000.00 ) 0.00   11,683.11
C253807101   DIGIMARC CORP COM STK   Acquisitions   16,960.00   (944,336.10 ) -
C253807101   DIGIMARC CORP COM STK   Dispositions   (16,960.00 ) 0.00   405,730.20
C25385N101   DIGITAL IS INC DEL COM   Acquisitions   9,965.00   (527,365.25 ) -
C25385N101   DIGITAL IS INC DEL COM   Dispositions   (9,965.00 ) 0.00   518,602.20
C253855100   DIGITAL LIGHTWAVE INC COM   Acquisitions   875.00   (60,550.38 ) -
C253855100   DIGITAL LIGHTWAVE INC COM   Dispositions   (875.00 ) 0.00   94,233.97
C25387N109   DIGITAL TRANSM SYS INC COM   Acquisitions   700.00   (4,527.20 ) -
C25387N109   DIGITAL TRANSM SYS INC COM   Dispositions   (700.00 ) 0.00   5,840.53
C25388M100   DIGITALTHINK INC COM STK ISIN# US25388M1009   Acquisitions   750.00   (27,524.85 ) -
C25388M100   DIGITALTHINK INC COM STK ISIN# US25388M1009   Dispositions   (500.00 ) 0.00   18,609.42
C254067101   DILLARDS INC CL A COM   Acquisitions   100.00   (1,375.00 ) -
C254067101   DILLARDS INC CL A COM   Dispositions   (1,300.00 ) 0.00   20,733.86
C25429Q102   DIME BANCORP INC NEW COM   Acquisitions   37,660.00   (668,228.27 ) -
C25429Q102   DIME BANCORP INC NEW COM   Dispositions   (17,690.00 ) 0.00   381,566.92
S0843540   DIMENSION DATA HLD ORD USD0.01   Acquisitions   10,500.00   (81,648.52 ) -
S0843540   DIMENSION DATA HLD ORD USD0.01   Dispositions   (7,000.00 ) 0.00   66,846.56
C254543101   DIODES INC COM   Acquisitions   375.00   (12,522.40 ) -
C254543101   DIODES INC COM   Dispositions   (375.00 ) 0.00   14,206.80
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Acquisitions   20,800.00   (565,640.64 ) -
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Dispositions   (25,300.00 ) 0.00   969,948.95
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Free Receipt   7,250.00   0.00   -
C254687106   DISNEY WALT CO COM   Acquisitions   35,900.00   (1,284,037.69 ) -
C254687106   DISNEY WALT CO COM   Dispositions   (60,300.00 ) 0.00   2,072,635.67
C25500M103   DITECH COMMUNICATIONS CORP COM STK   Acquisitions   30,780.00   (1,882,084.18 ) -
C25500M103   DITECH COMMUNICATIONS CORP COM STK   Dispositions   (24,880.00 ) 0.00   953,405.11
C255064107   DIVERSA CORP COM STK ISIN# US2550641078   Acquisitions   265.00   (7,592.66 ) -
C255064107   DIVERSA CORP COM STK ISIN# US2550641078   Dispositions   (175.00 ) 0.00   4,179.95
S002241W   DIXONS GROUP ASSD CASH   Dispositions   (619.00 ) 0.00   5,125.54
S002241W   DIXONS GROUP ASSD CASH   Free Delivery   (12,381.00 ) 0.00   -
S002241W   DIXONS GROUP ASSD CASH   Free Receipt   13,000.00   0.00   -
S0272304   DIXONS GROUP ORD GBP0.10   Acquisitions   13,000.00   (259,169.05 ) -
S0272304   DIXONS GROUP ORD GBP0.10   Dispositions   (13,000.00 ) 0.00   246,826.66
S0272304   DIXONS GROUP ORD GBP0.10   Free Delivery   (262.60 ) 0.00   -
S0272304   DIXONS GROUP ORD GBP0.10   Free Receipt   262.60   0.00   -
C23322L106   DMC STRATEX NETWORKS INC COM   Acquisitions   27,600.00   (474,974.77 ) -

139

C23322L106   DMC STRATEX NETWORKS INC COM   Dispositions   (50,830.00 ) 0.00   977,310.41
C23322L106   DMC STRATEX NETWORKS INC COM   Free Receipt   40,430.00   0.00   -
C256069105   DOBSON COMMUNICATIONS CORP CL A   Acquisitions   55,800.00   (1,025,088.82 ) -
C256069105   DOBSON COMMUNICATIONS CORP CL A   Dispositions   (21,950.00 ) 0.00   323,964.39
C256605106   DOLE FOOD INC COM   Acquisitions   2,000.00   (29,560.00 ) -
C256605106   DOLE FOOD INC COM   Free Delivery   (2,000.00 ) 0.00   -
C256669102   DOLLAR GEN CORP COM   Acquisitions   2,200.00   (52,152.65 ) -
C256669102   DOLLAR GEN CORP COM   Dispositions   (3,000.50 ) 0.00   63,672.75
C256669102   DOLLAR GEN CORP COM   Free Receipt   2,359.50   0.00   -
C256743105   DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM STK   Acquisitions   22,100.00   (399,874.27 ) -
C256743105   DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM STK   Dispositions   (22,100.00 ) 0.00   321,764.96
C256747106   DOLLAR TREE STORES INC COM   Acquisitions   10,700.00   (562,608.17 ) -
C256747106   DOLLAR TREE STORES INC COM   Dispositions   (10,700.00 ) 0.00   403,300.87
C25746U109   DOMINION RES INC VA NEW COM   Acquisitions   1,275.00   (58,581.78 ) -
C25746U109   DOMINION RES INC VA NEW COM   Dispositions   (4,400.88 ) 0.00   187,310.14
C25746U109   DOMINION RES INC VA NEW COM   Free Receipt   9,927.88   0.00   -
C257826107   DONNA KARAN INTL INC COM   Acquisitions   100.00   (632.45 ) -
C257826107   DONNA KARAN INTL INC COM   Dispositions   (100.00 ) 0.00   567.53
C257867101   DONNELLEY R R & SONS CO COM   Acquisitions   100.00   (2,225.00 ) -
C257867101   DONNELLEY R R & SONS CO COM   Dispositions   (1,200.00 ) 0.00   26,574.48
C258609304   DOUBLECLICK INC COM   Acquisitions   24,051.00   (1,918,431.25 ) -
C258609304   DOUBLECLICK INC COM   Dispositions   (29,177.00 ) 0.00   2,080,044.44
C258609304   DOUBLECLICK INC COM   Free Receipt   3,806.00   0.00   -
C260003108   DOVER CORP COM   Acquisitions   9,100.00   (403,904.93 ) -
C260003108   DOVER CORP COM   Dispositions   (2,000.00 ) 0.00   87,134.44
C260543103   DOW CHEM CO COM   Acquisitions   600.00   (28,777.50 ) -
C260543103   DOW CHEM CO COM   Dispositions   (36,800.00 ) 0.00   1,815,429.15
C260543103   DOW CHEM CO COM   Free Receipt   53,700.00   0.00   -
C260561105   DOW JONES & CO INC COM   Acquisitions   100.00   (6,343.75 ) -
C260561105   DOW JONES & CO INC COM   Dispositions   (900.00 ) 0.00   59,329.62
C26150J101   DRAXIS HLTH INC COM   Acquisitions   800.00   (2,659.90 ) -
C26150J101   DRAXIS HLTH INC COM   Dispositions   (800.00 ) 0.00   2,646.26
C261570105   DRESS BARN INC COM   Acquisitions   3,800.00   (84,143.20 ) -
C261570105   DRESS BARN INC COM   Dispositions   (3,800.00 ) 0.00   90,717.79
C261878102   DREYERS GRAND ICE CREAM INC COM   Acquisitions   2,600.00   (64,889.50 ) -
C261878102   DREYERS GRAND ICE CREAM INC COM   Dispositions   (2,600.00 ) 0.00   57,487.76
C262037104   DRIL-QUIP INC COM   Acquisitions   2,130.00   (83,244.68 ) -
C262037104   DRIL-QUIP INC COM   Dispositions   (15,720.00 ) 0.00   664,123.41
C262241102   DRUGSTORE COM INC COM ISIN #US2622411021   Acquisitions   37,475.00   (641,922.69 ) -
C262241102   DRUGSTORE COM INC COM ISIN #US2622411021   Dispositions   (36,550.00 ) 0.00   299,385.21
C262506108   DSL NET INC COM STOCK   Acquisitions   2,825.00   (50,380.29 ) -
C262506108   DSL NET INC COM STOCK   Dispositions   (2,350.00 ) 0.00   43,760.66
S5773987   DSM NV CVA EUR3.00   Acquisitions   265.00   (9,724.17 ) -
S5773987   DSM NV CVA EUR3.00   Dispositions   (10,365.00 ) 0.00   324,389.43
S5931310   DSM NV NLG6.67(STK DIV 30/4/2000)   Dispositions   (30.00 ) 0.00   23.18
S5931310   DSM NV NLG6.67(STK DIV 30/4/2000)   Free Receipt   10,100.00   0.00   -
S4216472   DSM NV STK DIV   Dispositions   (5,865.00 ) 0.00   -
S4216472   DSM NV STK DIV   Free Receipt   5,865.00   0.00   -
C23332B106   DSP GROUP INC COM   Acquisitions   550.00   (26,781.41 ) -
C23332B106   DSP GROUP INC COM   Dispositions   (400.00 ) 0.00   20,864.40
C233326107   DST SYS INC COM   Acquisitions   16,900.00   (1,100,345.66 ) -
C233326107   DST SYS INC COM   Dispositions   (22,500.00 ) 0.00   1,699,082.09
C233331107   DTE ENERGY CO COM   Acquisitions   100.00   (3,206.25 ) -
C233331107   DTE ENERGY CO COM   Dispositions   (1,300.00 ) 0.00   41,661.04
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Acquisitions   11,074.38   (524,046.55 ) -
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Dispositions   (18,468.41 ) 0.00   938,853.20
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Free Delivery   (1,650.76 ) 0.00   -
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Free Receipt   1,650.00   0.00   -
C264399106   DUKE ENERGY CORP COM STK   Acquisitions   6,850.00   (397,194.03 ) -
C264399106   DUKE ENERGY CORP COM STK   Dispositions   (8,900.00 ) 0.00   562,195.80
C264411505   DUKE-WEEKS RLTY CORP INC COM NEW   Acquisitions   34.27   (672.75 ) -
C264411505   DUKE-WEEKS RLTY CORP INC COM NEW   Free Delivery   (597.47 ) 0.00   -
C26483E100   DUN & BRADSTREET CORP DEL NEW COM   Dispositions   (2,100.00 ) 0.00   40,858.12
C26483E100   DUN & BRADSTREET CORP DEL NEW COM   Free Receipt   2,100.00   0.00   -
C266354109   DURAMED PHARMACEUTICALS INC COM   Acquisitions   500.00   (5,623.70 ) -
C266354109   DURAMED PHARMACEUTICALS INC COM   Dispositions   (200.00 ) 0.00   1,603.44

140

C266898105   DUSA PHARMACEUTICALS INC   Acquisitions   500.00   (13,822.40 ) -
C266898105   DUSA PHARMACEUTICALS INC   Dispositions   (500.00 ) 0.00   14,070.87
C26746E103   DYAX CORP COM   Acquisitions   1,100.00   (29,504.90 ) -
C26746E103   DYAX CORP COM   Dispositions   (1,100.00 ) 0.00   28,819.12
C267475101   DYCOM INDS INC COM   Acquisitions   30,000.00   (1,365,748.92 ) -
C267475101   DYCOM INDS INC COM   Dispositions   (23,540.00 ) 0.00   1,029,389.73
C267475101   DYCOM INDS INC COM   Free Receipt   6,855.00   0.00   -
C268140100   DYNATECH CORP NEW COM   Acquisitions   200.00   (4,042.45 ) -
C268140100   DYNATECH CORP NEW COM   Free Delivery   (200.00 ) 0.00   -
C26816Q101   DYNEGY INC NEW CL A COM   Acquisitions   2,504.41   (141,360.69 ) -
C26816Q101   DYNEGY INC NEW CL A COM   Dispositions   (1,350.00 ) 0.00   80,249.42
C26816Q101   DYNEGY INC NEW CL A COM   Free Delivery   (200.26 ) 0.00   -
C26816Q101   DYNEGY INC NEW CL A COM   Free Receipt   254.00   0.00   -
C26841Y103   E DIGITAL CORP COM   Acquisitions   34,060.00   (338,366.36 ) -
C26841Y103   E DIGITAL CORP COM   Dispositions   (22,319.00 ) 0.00   145,887.84
C26873Q101   E MEDSOFT COM COM   Acquisitions   32,200.00   (292,241.65 ) -
C26873Q101   E MEDSOFT COM COM   Dispositions   (2,870.00 ) 0.00   38,365.53
C26881V100   E PIPHANY INC COM   Acquisitions   25.00   (4,131.51 ) -
C26881V100   E PIPHANY INC COM   Dispositions   (25.00 ) 0.00   4,044.91
C269153102   E SPIRE COMMUNICATIONS INC COM   Acquisitions   7,500.00   (52,802.00 ) -
C269153102   E SPIRE COMMUNICATIONS INC COM   Dispositions   (8,500.00 ) 0.00   62,771.20
C269246104   E*TRADE GROUP INC COM   Acquisitions   5,832.00   (121,584.20 ) -
C269246104   E*TRADE GROUP INC COM   Dispositions   (16,142.00 ) 0.00   370,800.88
C269246104   E*TRADE GROUP INC COM   Free Receipt   525.00   0.00   -
S511962W   E.ON AG FRACTIONAL LINE   Dispositions   (0.60 ) 0.00   31.96
S511962W   E.ON AG FRACTIONAL LINE   Free Delivery   (6,133.00 ) 0.00   -
S511962W   E.ON AG FRACTIONAL LINE   Free Receipt   6,133.60   0.00   -
S4942904   E.ON AG NPV   Acquisitions   5,755.00   (264,774.89 ) -
S4942904   E.ON AG NPV   Dispositions   (9,597.00 ) 0.00   505,493.39
S4942904   E.ON AG NPV   Free Receipt   6,133.00   0.00   -
C270018104   EAGLE USA AIRFREIGHT INC COM   Acquisitions   5,000.00   (177,600.00 ) -
C270018104   EAGLE USA AIRFREIGHT INC COM   Free Delivery   (5,000.00 ) 0.00   -
C270313109   EARTH SEARCH SCIENCES INC COM STK ISIN #US2703131092   Acquisitions   1,000.00   (1,998.65 ) -
C270313109   EARTH SEARCH SCIENCES INC COM STK ISIN #US2703131092   Dispositions   (1,000.00 ) 0.00   1,345.00
C27032B100   EARTHSHELL CORP COM   Acquisitions   6,250.00   (19,919.47 ) -
C27032B100   EARTHSHELL CORP COM   Dispositions   (2,000.00 ) 0.00   10,814.62
C27032C108   EARTHWEB INC COM   Acquisitions   4,150.00   (54,168.08 ) -
C27032C108   EARTHWEB INC COM   Dispositions   (4,220.00 ) 0.00   41,194.62
S6298542   EAST JAPAN RAILWAY JPY50000   Acquisitions   4.00   (20,419.49 ) -
S6298542   EAST JAPAN RAILWAY JPY50000   Dispositions   (11.00 ) 0.00   53,002.72
C277432100   EASTMAN CHEM CO COM   Acquisitions   5,600.00   (225,134.60 ) -
C277432100   EASTMAN CHEM CO COM   Dispositions   (2,700.00 ) 0.00   128,149.03
C277461109   EASTMAN KODAK CO COM   Acquisitions   817.66   (48,528.55 ) -
C277461109   EASTMAN KODAK CO COM   Dispositions   (3,442.67 ) 0.00   204,860.58
C278058102   EATON CORP COM   Acquisitions   100.00   (8,012.50 ) -
C278058102   EATON CORP COM   Dispositions   (600.00 ) 0.00   42,970.30
C278642103   EBAY INC COM   Acquisitions   28,403.00   (4,106,105.11 ) -
C278642103   EBAY INC COM   Dispositions   (30,388.00 ) 0.00   4,448,799.25
C278642103   EBAY INC COM   Free Receipt   1,133.00   0.00   -
C27874N105   ECHELON CORP OC-COM STK   Acquisitions   17,450.00   (577,051.30 ) -
C27874N105   ECHELON CORP OC-COM STK   Dispositions   (17,450.00 ) 0.00   573,527.63
C278751102   ECHO BAY MINES LTD COM   Acquisitions   350.00   (642.45 ) -
C278751102   ECHO BAY MINES LTD COM   Dispositions   (350.00 ) 0.00   473.16
C278762109   ECHOSTAR COMMUNICATIONS CORP NEW CL A   Acquisitions   5,231.00   (285,001.55 ) -
C278762109   ECHOSTAR COMMUNICATIONS CORP NEW CL A   Dispositions   (5,190.00 ) 0.00   278,309.67
C278762109   ECHOSTAR COMMUNICATIONS CORP NEW CL A   Free Receipt   7,994.00   0.00   -
S2488251   ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT   Acquisitions   42,000.00   (40,802.50 ) -
S2488251   ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT   Dispositions   (45,000.00 ) 0.00   44,212.50
C268258100   ECI TELECOM LTD ORD   Acquisitions   900.00   (30,414.90 ) -
C268258100   ECI TELECOM LTD ORD   Dispositions   (900.00 ) 0.00   27,035.43
C278856109   ECLIPSYS CORP COM   Acquisitions   2,300.00   (29,227.35 ) -
C278856109   ECLIPSYS CORP COM   Dispositions   (2,300.00 ) 0.00   26,557.37
C278865100   ECOLAB INC COM   Acquisitions   100.00   (3,987.50 ) -
C278865100   ECOLAB INC COM   Dispositions   (1,100.00 ) 0.00   37,807.85

141

C27887E100   ECOLLEGE COM COM   Acquisitions   1,000.00   (13,279.95 ) -
C27887E100   ECOLLEGE COM COM   Dispositions   (1,000.00 ) 0.00   10,282.19
C27889S107   ECONNECT COM   Acquisitions   11,215.00   (67,717.66 ) -
C27889S107   ECONNECT COM   Dispositions   (6,665.00 ) 0.00   87,247.36
C28139T101   ED MGMT CORP COM   Acquisitions   200.00   (5,579.95 ) -
C28139T101   ED MGMT CORP COM   Dispositions   (200.00 ) 0.00   5,069.88
C281020107   EDISON INTL COM   Acquisitions   9,600.00   (266,786.38 ) -
C281020107   EDISON INTL COM   Dispositions   (12,900.00 ) 0.00   286,499.32
C281760108   EDWARDS A.G INC COM   Acquisitions   10,970.00   (509,205.46 ) -
C281760108   EDWARDS A.G INC COM   Dispositions   (2,910.00 ) 0.00   132,388.36
C281667105   EDWARDS J D & CO COM   Acquisitions   26,725.00   (1,006,299.79 ) -
C281667105   EDWARDS J D & CO COM   Dispositions   (29,725.00 ) 0.00   488,558.38
C28176E108   EDWARDS LIFESCIENCES CORP COM   Dispositions   (8,500.00 ) 0.00   178,936.00
C28176E108   EDWARDS LIFESCIENCES CORP COM   Free Receipt   8,500.00   0.00   -
C26842V207   EEX CORP COM NEW   Acquisitions   27,200.00   (135,854.84 ) -
C26842V207   EEX CORP COM NEW   Dispositions   (11,800.00 ) 0.00   33,036.23
C282056100   EFFICIENT NETWORKS INC COM   Acquisitions   35,500.00   (1,537,984.83 ) -
C282056100   EFFICIENT NETWORKS INC COM   Dispositions   (19,200.00 ) 0.00   710,468.01
C28225C103   EGAIN COMMUNICATIONS CORP COM STCK   Acquisitions   1,050.00   (14,897.15 ) -
C28225C103   EGAIN COMMUNICATIONS CORP COM STCK   Dispositions   (600.00 ) 0.00   9,949.90
C282329101   EGGHEAD COM INC NEW COM   Acquisitions   400.00   (7,054.95 ) -
C282329101   EGGHEAD COM INC NEW COM   Dispositions   (300.00 ) 0.00   4,657.39
C268484102   EGL INC COM   Acquisitions   800.00   (22,536.20 ) -
C268484102   EGL INC COM   Dispositions   (5,800.00 ) 0.00   138,230.43
C268484102   EGL INC COM   Free Receipt   5,000.00   0.00   -
S5728415   EIRCOM ORD EUR0.25   Dispositions   (7,300.00 ) 0.00   32,045.52
S5728415   EIRCOM ORD EUR0.25   Free Receipt   7,300.00   0.00   -
C283677854   EL PASO ELEC CO COM NEW   Acquisitions   13,500.00   (154,971.90 ) -
C283677854   EL PASO ELEC CO COM NEW   Dispositions   (3,700.00 ) 0.00   49,939.82
C284155108   ELANTEC SEMICONDUCTOR INC COM   Acquisitions   5,204.00   (416,413.11 ) -
C284155108   ELANTEC SEMICONDUCTOR INC COM   Dispositions   (5,343.00 ) 0.00   399,170.23
C284155108   ELANTEC SEMICONDUCTOR INC COM   Free Receipt   139.00   0.00   -
C284159100   ELASTIC NETWORKS INC COM   Acquisitions   300.00   (2,227.45 ) -
C284159100   ELASTIC NETWORKS INC COM   Dispositions   (300.00 ) 0.00   2,216.22
C284434107   ELCOM INTL INC COM   Acquisitions   2,425.00   (40,737.10 ) -
C284434107   ELCOM INTL INC COM   Dispositions   (2,150.00 ) 0.00   32,143.85
C284443108   ELCOR CORP COM   Acquisitions   350.00   (10,775.53 ) -
C284443108   ELCOR CORP COM   Dispositions   (350.00 ) 0.00   10,670.98
S5249187   ELEC DE PORTUGAL EUR5   Acquisitions   9,787.00   (159,279.69 ) -
S5249187   ELEC DE PORTUGAL EUR5   Dispositions   (11,187.00 ) 0.00   196,070.54
C284871100   ELEC FL CORP COM   Acquisitions   725.00   (9,622.49 ) -
C284871100   ELEC FL CORP COM   Dispositions   (525.00 ) 0.00   6,490.55
C284895109   ELEC LIGHTWAVE INC CL A   Acquisitions   600.00   (15,002.64 ) -
C284895109   ELEC LIGHTWAVE INC CL A   Dispositions   (600.00 ) 0.00   13,562.54
C285512109   ELECTR ARTS COM   Acquisitions   10,020.00   (633,688.74 ) -
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C285661104   ELECTR DATA SYS CORP NEW COM   Acquisitions   8,200.00   (448,724.21 ) -
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C285229100   ELECTRO SCIENTIFIC INDS INC COM   Acquisitions   16,675.00   (1,018,265.60 ) -
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S5466782   ELECTROLUX AB SER'B'SEK5   Acquisitions   6,640.00   (155,682.90 ) -
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C286082102   ELECTRONICS FOR IMAGING INC COM   Dispositions   (40,050.00 ) 0.00   742,702.02
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C290140102   ELOQUENT INC COM STK   Dispositions   (5,450.00 ) 0.00   152,049.68
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142

C290143106   ELOT, INC COM   Dispositions   (2,000.00 ) 0.00   2,864.97
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C268648102   EMC CORP MASS COM   Acquisitions   64,461.00   (6,122,798.06 ) -
C268648102   EMC CORP MASS COM   Dispositions   (93,540.00 ) 0.00   9,070,545.30
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C291011104   EMERSON ELEC CO COM   Acquisitions   27,100.00   (1,565,103.98 ) -
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C291345106   EMISPHERE TECHNOLOGIES ASSOC INC COM   Acquisitions   7,500.00   (410,780.34 ) -
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C291525103   EMMIS COMMUNICATIONS CORP   Acquisitions   13,150.00   (494,007.25 ) -
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S5271782   ENDESA SA EUR1.2   Acquisitions   25,082.00   (504,122.67 ) -
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C29264F205   ENDO PHARMACEUTICALS HLDGS INC COM   Dispositions   (500.00 ) 0.00   4,219.90
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C29264N307   ENDOREX CORP COM NEW   Acquisitions   1,000.00   (8,529.95 ) -
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C29266R108   ENERGIZER HLDGS INC COM   Acquisitions   29,300.00   (644,954.79 ) -
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CY2293Q107   E-NEW MEDIA CO LTD ORD   Acquisitions   5,000.00   (2,210.70 ) -
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C292827102   ENGAGE INC COM ISIN US2928271020   Acquisitions   34,518.00   (251,845.45 ) -
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S4436399   ENI ITL1000(REGD)   Acquisitions   72,353.00   (388,527.05 ) -
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C29336A101   ENLIGHTEN SOFTWARE SOLUTIONS INC COM ISIN #US29336A1016   Acquisitions   600.00   (1,929.17 ) -
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C293561106   ENRON CORP COM   Acquisitions   26,512.36   (1,722,407.89 ) -
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C26874Q100   ENSCO INTL INC COM   Acquisitions   20,750.40   (518,502.49 ) -
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C293639100   ENTERCOM COMMUNICATIONS CORP CL A   Acquisitions   2,700.00   (130,351.21 ) -
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143

C29364G103   ENTERGY CORP NEW COM   Acquisitions   100.00   (2,593.75 ) -
C29364G103   ENTERGY CORP NEW COM   Dispositions   (2,700.00 ) 0.00   71,063.26
S0318866   ENTERPRISE OIL ORD GBP0.25   Acquisitions   37,600.00   (288,696.24 ) -
S0318866   ENTERPRISE OIL ORD GBP0.25   Dispositions   (8,152.00 ) 0.00   66,580.34
C29381A105   ENTMNT BLVD INC COM   Acquisitions   500.00   (1,904.95 ) -
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C293810107   ENTMNT TECHNOLOGIES & PROGRAMS INC COM   Acquisitions   207,000.00   (40,218.50 ) -
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C29382F103   ENTREMED INC COM   Acquisitions   2,500.00   (83,031.10 ) -
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C293848107   ENTRUST TECHNOLOGIES INC COM   Acquisitions   1,400.00   (73,063.55 ) -
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C293949996   ENVIROMART.COM INC CL B COM NON VTG   Free Delivery   (2,666.00 ) 0.00   -
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C294100102   ENZO BIOCHEM INC COM   Acquisitions   4,095.00   (190,392.51 ) -
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C29426L108   EPICOR SOFTWARE CORP COM   Acquisitions   3,600.00   (24,090.90 ) -
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C294268107   EPLUS INC COM   Acquisitions   432.00   (16,763.28 ) -
C294268107   EPLUS INC COM   Dispositions   (250.00 ) 0.00   4,857.60
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C29476L107   EQTY RESDNTL PPTYS TR SH BEN INT   Acquisitions   58.34   (2,615.87 ) -
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S5497135   EQUANT N.V   Dispositions   (1,160.00 ) 0.00   59,567.20
C294429105   EQUIFAX INC COM   Acquisitions   100.00   (2,487.50 ) -
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C29444U106   EQUINIX INC COM   Acquisitions   2,600.00   (33,489.15 ) -
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C26883R107   E-REX INC COM   Acquisitions   18,000.00   (17,638.29 ) -
C26883R107   E-REX INC COM   Dispositions   (15,500.00 ) 0.00   13,679.50
S4321558   ERICSSON(LM)TEL SEK2.50 SER'B'   Acquisitions   9,390.00   (753,981.35 ) -
S4321558   ERICSSON(LM)TEL SEK2.50 SER'B'   Dispositions   (590.00 ) 0.00   58,035.01
S4321558   ERICSSON(LM)TEL SEK2.50 SER'B'   Free Delivery   (11,200.00 ) 0.00   -
C296428105   ESHARE COMMUNICATIONS INC GA COM   Acquisitions   200.00   (3,803.65 ) -
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CM4095C107   ESHED ROBOTEC 1982 LIMITEDISIN IL000266015 SEDOL 2321776   Acquisitions   1,300.00   (15,620.95 ) -
CM4095C107   ESHED ROBOTEC 1982 LIMITEDISIN IL000266015 SEDOL 2321776   Dispositions   (1,300.00 ) 0.00   10,177.29
C296904105   ESOFT INC COM   Acquisitions   1,000.00   (13,015.45 ) -
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C296643109   ESPEED INC CL A   Acquisitions   25,760.00   (751,576.00 ) -
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C269129102   ESPS INC COM   Acquisitions   200.00   (2,128.33 ) -
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C269151106   ESS TECH INC COM   Acquisitions   450.00   (6,907.40 ) -
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S4303761   ESSILOR INTL FRF20   Acquisitions   325.00   (76,875.33 ) -
S4303761   ESSILOR INTL FRF20   Dispositions   (325.00 ) 0.00   87,622.81
C269240107   E-TEK DYNAMICS INC COM   Acquisitions   5,395.00   (992,385.81 ) -
C269240107   E-TEK DYNAMICS INC COM   Dispositions   (3,350.00 ) 0.00   574,163.67
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C297602104   ETHAN ALLEN INTERIORS INC COM   Acquisitions   0.89   (24.09 ) -
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C297862104   ETOYS INC COM   Acquisitions   8,500.00   (40,351.43 ) -
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C297865107   ETRAVELSERVE.COM INC COM   Acquisitions   8,500.00   (4,670.15 ) -
C297865107   ETRAVELSERVE.COM INC COM   Dispositions   (1,500.00 ) 0.00   232.54
S9944410   EUROBUND 104 PUT NOV2000 MARGINED OP   Free Delivery   (26.00 ) 0.00   -

144

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C298786104   EUROPEAN MICRO HLDGS INC COM   Acquisitions   100.00   (729.95 ) -
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C298801101   EUROWEB INTL CORP COM   Acquisitions   1,000.00   (16,967.45 ) -
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CG3223R108   EVEREST RE GROUP LTD.ISIN BMG3223R1088 SEDOL 2709907   Acquisitions   25,900.00   (660,968.33 ) -
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C299900308   EVERGREEN RES INC COM NO PAR   Acquisitions   450.00   (9,009.90 ) -
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C30048Q202   EVOKE COMMUNICATIONS INC COM NEW   Acquisitions   4,450.00   (26,433.83 ) -
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C302130109   EXPEDITORS INTL WASH INC COM   Acquisitions   12,190.00   (530,172.00 ) -
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C302182100   EXPRESS SCRIPTS INC CL A   Acquisitions   500.00   (29,947.40 ) -
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145

C302571104   F P L GROUP INC COM   Dispositions   (1,600.00 ) 0.00   71,768.64
C315616102   F5 NETWORKS INC COM STK   Acquisitions   405.00   (28,116.60 ) -
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C303075105   FACTSET RESH SYS INC COM   Acquisitions   5,300.00   (173,664.57 ) -
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C303726103   FAIRCHILD SEMICONDUCTOR INTL INC CL A   Acquisitions   56,500.00   (1,901,350.49 ) -
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C307000109   FAMILY DLR STORES INC COM   Acquisitions   62,600.00   (1,098,047.61 ) -
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S6356934   FANUC JPY50   Acquisitions   1,400.00   (146,831.73 ) -
S6356934   FANUC JPY50   Dispositions   (900.00 ) 0.00   92,709.97
C35063R100   FDRY NETWORKS INC COM   Acquisitions   945.00   (97,312.30 ) -
C35063R100   FDRY NETWORKS INC COM   Dispositions   (745.00 ) 0.00   82,177.40
S2144315   FED NATL MORT ASSC 5.75% BDS 15/02/08 USD1000   Acquisitions   160,000.00   (147,680.00 ) -
S2144315   FED NATL MORT ASSC 5.75% BDS 15/02/08 USD1000   Dispositions   (90,000.00 ) 0.00   84,346.20
S5261352   FED NATL MORT ASSC 7.25% EMTN 20/6/02 NZD(REG)   Acquisitions   20,000,000.00   (9,497,384.71 ) -
S5261352   FED NATL MORT ASSC 7.25% EMTN 20/6/02 NZD(REG)   Dispositions   (22,000,000.00 ) 0.00   10,307,086.34
S2545725   FED NATL MORT ASSC 7.25% NTS 15/1/2010 USD1000   Acquisitions   2,870,000.00   (2,892,143.75 ) -
S2545725   FED NATL MORT ASSC 7.25% NTS 15/1/2010 USD1000   Dispositions   (2,870,000.00 ) 0.00   2,872,697.28
C31428X106   FEDEX CORP COM   Acquisitions   8,400.00   (327,961.68 ) -
C31428X106   FEDEX CORP COM   Dispositions   (12,512.00 ) 0.00   438,261.43
C31428X106   FEDEX CORP COM   Free Receipt   55,192.00   0.00   -
C31410H101   FEDT DEPT STORES INC DEL COM   Acquisitions   6,300.00   (304,883.75 ) -
C31410H101   FEDT DEPT STORES INC DEL COM   Dispositions   (19,200.00 ) 0.00   675,193.35
S2531348   FHLMC DEB DTD 11/22/1999 6.75 09-15-2029   Acquisitions   850,000.00   (818,740.10 ) -
S2531348   FHLMC DEB DTD 11/22/1999 6.75 09-15-2029   Dispositions   (830,000.00 ) 0.00   767,546.90
S2492887   FHLMC NT 6.625 09-15-2009   Acquisitions   820,000.00   (812,436.20 ) -
S2492887   FHLMC NT 6.625 09-15-2009   Dispositions   (130,000.00 ) 0.00   127,796.09
S9008520   FHLMC TBA GOLD POOL #9999999 7 05-01-2029   Acquisitions   1,600,000.00   (1,552,000.00 ) -
S9008520   FHLMC TBA GOLD POOL #9999999 7 05-01-2029   Dispositions   (1,600,000.00 ) 0.00   1,545,750.00
C313400301   FHLMC VTG COM   Acquisitions   13,800.00   (587,169.92 ) -
C313400301   FHLMC VTG COM   Dispositions   (101,300.00 ) 0.00   4,697,312.17
S5748521   FIAT SPA EUR5   Acquisitions   1.00   (26.86 ) -
S5748521   FIAT SPA EUR5   Dispositions   (7,000.00 ) 0.00   200,268.58
S4335601   FIAT SPA ITL1000   Acquisitions   4.00   (11.77 ) -
S4335601   FIAT SPA ITL1000   Dispositions   (4.00 ) 0.00   11.13
C315633305   FIBERCHEM INC NEW COM NEW   Acquisitions   2,000.00   (569.95 ) -
C315633305   FIBERCHEM INC NEW COM NEW   Dispositions   (2,000.00 ) 0.00   2,661.20
C317705AE1   FING CORP 9.8 DUE 04-06-2018 REG   Acquisitions   1,772.00   (179,635.04 ) -
C317705AE1   FING CORP 9.8 DUE 04-06-2018 REG   Dispositions   (1,972.00 ) 0.00   127,163.48
C31787A101   FINISAR CORP COM   Acquisitions   21,420.00   (495,102.37 ) -
C31787A101   FINISAR CORP COM   Dispositions   (21,467.00 ) 0.00   570,077.42
S5859951   FINMECCANICA SPA ITL430   Acquisitions   330,350.00   (460,588.18 ) -
S5859951   FINMECCANICA SPA ITL430   Dispositions   (69,253.00 ) 0.00   83,813.55
CX2864M114   FINVEST OYJ COM   Acquisitions   3,800.00   (10,099.80 ) -
CX2864M114   FINVEST OYJ COM   Dispositions   (3,800.00 ) 0.00   5,708.20
C318319605   FIRETECTOR INC COM NEW PAR $0.001 1998 ISS   Acquisitions   1,900.00   (7,182.00 ) -
C318319605   FIRETECTOR INC COM NEW PAR $0.001 1998 ISS   Dispositions   (1,900.00 ) 0.00   5,819.97
C319963104   FIRST DATA CORP COM   Acquisitions   11,500.00   (572,150.27 ) -
C319963104   FIRST DATA CORP COM   Dispositions   (10,100.00 ) 0.00   466,597.66
C320960107   FIRST HLTH GROUP CORP COM   Acquisitions   18,500.00   (527,399.85 ) -
C320960107   FIRST HLTH GROUP CORP COM   Dispositions   (18,500.00 ) 0.00   552,813.15
C336158100   FIRST REP BK SAN FRAN CAL COM   Acquisitions   100.00   (2,829.95 ) -
C336158100   FIRST REP BK SAN FRAN CAL COM   Dispositions   (100.00 ) 0.00   2,619.96
C337358105   FIRST UN CORP COM ISIN #US3373581053   Acquisitions   2,317.32   (74,299.64 ) -
C337358105   FIRST UN CORP COM ISIN #US3373581053   Dispositions   (10,100.00 ) 0.00   313,112.61
C337358105   FIRST UN CORP COM ISIN #US3373581053   Free Delivery   (100.00 ) 0.00   -
C337932107   FIRSTENERGY CORP COM   Acquisitions   100.00   (2,437.50 ) -
C337932107   FIRSTENERGY CORP COM   Dispositions   (2,000.00 ) 0.00   44,452.52
C338032204   FISHER SCIENTIFIC INTL INC COM NEW   Acquisitions   250.00   (7,858.08 ) -
C338032204   FISHER SCIENTIFIC INTL INC COM NEW   Dispositions   (250.00 ) 0.00   9,282.23
C341140101   FL ROCK INDS INC COM   Acquisitions   100.00   (2,979.95 ) -

146

C341140101   FL ROCK INDS INC COM   Dispositions   (100.00 ) 0.00   3,969.91
CG3529L102   FLAG TELECOM HOLDINGS   Acquisitions   54,990.00   (877,401.67 ) -
CG3529L102   FLAG TELECOM HOLDINGS   Dispositions   (54,990.00 ) 0.00   612,220.50
C339030108   FLEETBOSTON FINL CORP COM STK   Acquisitions   1,785.00   (58,205.21 ) -
C339030108   FLEETBOSTON FINL CORP COM STK   Dispositions   (9,663.00 ) 0.00   314,989.34
C339130106   FLEMING COS INC COM   Acquisitions   13,400.00   (190,034.17 ) -
C339130106   FLEMING COS INC COM   Dispositions   (13,400.00 ) 0.00   187,432.94
C339324600   FLETCHER CHALLENGE LTD RT PUR PREF SER AEXP 12-05-2000   Free Delivery   (1,200.00 ) 0.00   -
C339324600   FLETCHER CHALLENGE LTD RT PUR PREF SER AEXP 12-05-2000   Free Receipt   1,700.00   0.00   -
S6342933   FLETCHER CHALLENGE PAPER SHARES NPV   Acquisitions   59,333.00   (38,984.92 ) -
S6342933   FLETCHER CHALLENGE PAPER SHARES NPV   Dispositions   (257,441.00 ) 0.00   294,084.31
CY2573F102   FLEXTRONICS INTL LTD COM STK   Acquisitions   5,005.00   (290,040.10 ) -
CY2573F102   FLEXTRONICS INTL LTD COM STK   Dispositions   (2,720.00 ) 0.00   165,522.84
CY2573F102   FLEXTRONICS INTL LTD COM STK   Free Receipt   1,735.00   0.00   -
CM45919103   FLOWARE WIRELESS LTD ISIN IL0010851330   Acquisitions   400.00   (7,514.95 ) -
CM45919103   FLOWARE WIRELESS LTD ISIN IL0010851330   Dispositions   (400.00 ) 0.00   6,984.81
C34354P105   FLOWSERVE CORP COM   Acquisitions   400.00   (4,904.95 ) -
C34354P105   FLOWSERVE CORP COM   Dispositions   (400.00 ) 0.00   5,394.85
C302491303   FMC CORP COM (NEW)   Acquisitions   2,800.00   (134,384.09 ) -
C302491303   FMC CORP COM (NEW)   Dispositions   (3,100.00 ) 0.00   187,645.81
S229500U   FNMA 7.125 06-15-2010   Acquisitions   490,000.00   (486,849.30 ) -
S229500U   FNMA 7.125 06-15-2010   Dispositions   (490,000.00 ) 0.00   486,367.14
S221862U   FNMA BD 7.125 02-15-2005   Acquisitions   1,790,000.00   (1,806,502.10 ) -
S221862U   FNMA BD 7.125 02-15-2005   Dispositions   (1,680,000.00 ) 0.00   1,690,001.00
C313586109   FNMA COM STK   Acquisitions   10,655.84   (610,850.31 ) -
C313586109   FNMA COM STK   Dispositions   (21,359.44 ) 0.00   1,282,551.99
C313586109   FNMA COM STK   Free Delivery   (605.28 ) 0.00   -
S2244895   FNMA NT 6 05-15-2008   Acquisitions   1,210,000.00   (1,121,115.80 ) -
S2244895   FNMA NT 6 05-15-2008   Dispositions   (1,210,000.00 ) 0.00   1,098,400.70
S2511641   FNMA NT 6.625 09-15-2009   Acquisitions   850,000.00   (815,711.00 ) -
S2511641   FNMA NT 6.625 09-15-2009   Dispositions   (1,700,000.00 ) 0.00   1,635,349.43
C344155106   FOCAL COMMUNICATIONS CORP COM   Acquisitions   7,140.00   (313,215.63 ) -
C344155106   FOCAL COMMUNICATIONS CORP COM   Dispositions   (29,740.00 ) 0.00   962,020.33
S2242059   FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D' SHS)   Acquisitions   15,000.00   (65,218.42 ) -
S2242059   FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D' SHS)   Dispositions   (8,000.00 ) 0.00   28,120.60
C345370860   FORD MTR CO DEL COM PAR $0.01   Acquisitions   25,732.38   (717,958.20 ) -
C345370860   FORD MTR CO DEL COM PAR $0.01   Dispositions   (89,535.53 ) 0.00   2,418,836.38
C345370860   FORD MTR CO DEL COM PAR $0.01   Free Delivery   (120,786.80 ) 0.00   -
C345370860   FORD MTR CO DEL COM PAR $0.01   Free Receipt   276,561.25   0.00   -
S230630U   FORD MTR CR MEDIUM TERM NTS BOOK ENTRY TR 00845 7.23 DUE 06-30-2005   Acquisitions   1,000,000.00   (999,580.00 ) -
S230630U   FORD MTR CR MEDIUM TERM NTS BOOK ENTRY TR 00845 7.23 DUE 06-30-2005   Dispositions   (1,000,000.00 ) 0.00   1,000,110.00
C345838106   FOREST LAB INC COM   Acquisitions   11,465.00   (1,135,695.35 ) -
C345838106   FOREST LAB INC COM   Dispositions   (800.00 ) 0.00   86,257.16
C346563109   FORRESTER RESH INC COM   Acquisitions   9,400.00   (652,252.93 ) -
C346563109   FORRESTER RESH INC COM   Dispositions   (9,400.00 ) 0.00   445,361.68
S5596593   FORTIS B NPV   Acquisitions   1,230.00   (41,514.69 ) -
S5596593   FORTIS B NPV   Dispositions   (1,090.00 ) 0.00   30,719.23
S5593798   FORTIS NL EUR0.24   Acquisitions   20,940.00   (585,614.27 ) -
S5593798   FORTIS NL EUR0.24   Dispositions   (5,371.00 ) 0.00   161,533.72
S5973862   FORTIS NL EUR0.24(STK DIV 30/6/2000)   Dispositions   (5,454.00 ) 0.00   -
S5973862   FORTIS NL EUR0.24(STK DIV 30/6/2000)   Free Receipt   5,454.00   0.00   -
C349631101   FORTUNE BRANDS INC COM STK   Acquisitions   100.00   (2,493.75 ) -
C349631101   FORTUNE BRANDS INC COM STK   Dispositions   (1,600.00 ) 0.00   41,747.10
C349882100   FOSSIL INC COM   Acquisitions   600.00   (11,369.90 ) -
C349882100   FOSSIL INC COM   Dispositions   (600.00 ) 0.00   12,345.48
C350244109   FOSTER WHEELER CORP COM   Acquisitions   3,000.00   (28,083.00 ) -
C350244109   FOSTER WHEELER CORP COM   Dispositions   (8,400.00 ) 0.00   70,095.65
S6349268   FOSTERS BREWING GP NPV   Acquisitions   241.00   (514.78 ) -
S6349268   FOSTERS BREWING GP NPV   Dispositions   (7,600.00 ) 0.00   20,543.56
CY2618P107   FOUNDER HONG KONG LTD COM STK   Acquisitions   5,000.00   (6,725.00 ) -
CY2618P107   FOUNDER HONG KONG LTD COM STK   Free Delivery   (5,000.00 ) 0.00   -
CCGD534105   FR CUSIP FOR DU PONT E I DE NEMOURS & CO   Dispositions   (0.76 ) 0.00   51.11

147

CCGD534105   FR CUSIP FOR DU PONT E I DE NEMOURS & CO   Free Receipt   0.76   0.00   -
C351807102   FRANCHISE FIN CORP MD   Acquisitions   91.29   (2,053.37 ) -
C351807102   FRANCHISE FIN CORP MD   Dispositions   (1,730.00 ) 0.00   36,709.37
C356602102   FREEMARKETS INC COM   Acquisitions   18,315.00   (701,309.16 ) -
C356602102   FREEMARKETS INC COM   Dispositions   (1,315.00 ) 0.00   67,077.80
C35671D857   FREEPORT MCMORAN C & G CL B COM STK   Acquisitions   4,500.00   (87,237.70 ) -
C35671D857   FREEPORT MCMORAN C & G CL B COM STK   Dispositions   (25,800.00 ) 0.00   270,080.86
C358430106   FRIEDE GOLDMAN HALTER INC   Acquisitions   500.00   (4,436.20 ) -
C358430106   FRIEDE GOLDMAN HALTER INC   Dispositions   (1,526.00 ) 0.00   10,381.04
C354613101   FRKLN RES INC COM   Acquisitions   6,025.14   (232,524.34 ) -
C354613101   FRKLN RES INC COM   Dispositions   (18,025.00 ) 0.00   478,137.13
C359065109   FRONTIER AIRLS INC NEW COM   Acquisitions   8,000.00   (93,503.34 ) -
C359065109   FRONTIER AIRLS INC NEW COM   Dispositions   (6,000.00 ) 0.00   70,526.47
CG3682L105   FRUIT LOOM INC CL A GCI COM STK DBTFL   Acquisitions   21,500.00   (44,956.58 ) -
CG3682L105   FRUIT LOOM INC CL A GCI COM STK DBTFL   Dispositions   (21,500.00 ) 0.00   45,654.53
C302633102   FSI INTL INC COM   Acquisitions   22,400.00   (255,265.92 ) -
C302633102   FSI INTL INC COM   Dispositions   (22,400.00 ) 0.00   358,790.03
S9353449   FTSE 100 INDEX DEC 2000 FUTURE   Free Delivery   (30.00 ) 0.00   -
S935344L   FTSE 100 INDEX DEC 2000 FUTURE   Free Delivery   (57.00 ) 0.00   -
S9353449   FTSE 100 INDEX DEC 2000 FUTURE   Free Receipt   57.00   0.00   -
S935344L   FTSE 100 INDEX DEC 2000 FUTURE   Free Receipt   30.00   0.00   -
S9665410   FTSE 100 INDEX JUNE 2000 FUTURE   Free Delivery   (49.00 ) 0.00   -
S966541L   FTSE 100 INDEX JUNE 2000 FUTURE   Free Delivery   (49.00 ) 0.00   -
S9665410   FTSE 100 INDEX JUNE 2000 FUTURE   Free Receipt   49.00   0.00   -
S966541L   FTSE 100 INDEX JUNE 2000 FUTURE   Free Receipt   49.00   0.00   -
S9136931   FTSE 100 INDEX MARCH 2000 FUTURE   Free Delivery   (57.00 ) 0.00   -
S913693L   FTSE 100 INDEX MARCH 2000 FUTURE   Free Delivery   (54.00 ) 0.00   -
S9136931   FTSE 100 INDEX MARCH 2000 FUTURE   Free Receipt   54.00   0.00   -
S913693L   FTSE 100 INDEX MARCH 2000 FUTURE   Free Receipt   57.00   0.00   -
S9542219   FTSE 100 INDEX SEP 2000 FUTURE   Free Delivery   (45.00 ) 0.00   -
S954221L   FTSE 100 INDEX SEP 2000 FUTURE   Free Delivery   (45.00 ) 0.00   -
S9542219   FTSE 100 INDEX SEP 2000 FUTURE   Free Receipt   45.00   0.00   -
S954221L   FTSE 100 INDEX SEP 2000 FUTURE   Free Receipt   45.00   0.00   -
C35952H106   FUELCELL ENERGY INC COM   Acquisitions   400.00   (39,119.85 ) -
C35952H106   FUELCELL ENERGY INC COM   Dispositions   (200.00 ) 0.00   18,646.92
S6356280   FUJI BANK Y50   Acquisitions   46,000.00   (410,936.23 ) -
S6356280   FUJI BANK Y50   Free Delivery   (46,000.00 ) 0.00   -
S6356592   FUJI MACHINE JPY50   Acquisitions   2,400.00   (173,678.62 ) -
S6356592   FUJI MACHINE JPY50   Dispositions   (2,300.00 ) 0.00   86,581.84
S6357001   FUJI SOFT ABC INC JPY50   Acquisitions   3,000.00   (212,383.93 ) -
S6357001   FUJI SOFT ABC INC JPY50   Dispositions   (300.00 ) 0.00   19,391.63
S6127130   FUJITSU SUPPORT AN JPY50   Acquisitions   1,500.00   (224,590.70 ) -
S6127130   FUJITSU SUPPORT AN JPY50   Dispositions   (1,500.00 ) 0.00   151,540.98
S6356945   FUJITSU Y50   Acquisitions   1,000.00   (34,813.38 ) -
S6356945   FUJITSU Y50   Dispositions   (3,000.00 ) 0.00   64,101.30
C360921100   FURNITURE BRANDS INTL INC COM   Acquisitions   129.00   (2,574.28 ) -
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C349853101   FWD AIR CORP COM   Acquisitions   900.00   (22,275.00 ) -
C349853101   FWD AIR CORP COM   Dispositions   (17,090.00 ) 0.00   505,596.08
C349853101   FWD AIR CORP COM   Free Receipt   3,350.00   0.00   -
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C373200203   GA GULF CORP COM PAR $0.01   Dispositions   (13,200.00 ) 0.00   247,192.57
C373298108   GA PAC CORP COM-GEORGIA PAC GROUP   Acquisitions   100.00   (3,637.50 ) -
C373298108   GA PAC CORP COM-GEORGIA PAC GROUP   Dispositions   (1,400.00 ) 0.00   52,748.87
C373298108   GA PAC CORP COM-GEORGIA PAC GROUP   Free Receipt   1,401.32   0.00   -
C373298702   GA PAC CORP COM-TIMBER GROUP   Acquisitions   4,100.00   (98,485.98 ) -
C373298702   GA PAC CORP COM-TIMBER GROUP   Dispositions   (37,700.00 ) 0.00   879,881.91
C362555104   GADZOOX NETWORKS INC COM STK   Acquisitions   1,800.00   (18,894.90 ) -
C362555104   GADZOOX NETWORKS INC COM STK   Dispositions   (1,800.00 ) 0.00   11,762.43
C362913105   GALAGEN INC COM   Acquisitions   500.00   (1,077.45 ) -
C362913105   GALAGEN INC COM   Dispositions   (500.00 ) 0.00   938.11
C363547100   GALILEO INTL INC COM   Acquisitions   400.00   (10,154.95 ) -
C363547100   GALILEO INTL INC COM   Dispositions   (400.00 ) 0.00   8,494.76
C364730101   GANNETT INC COM   Acquisitions   200.00   (12,412.50 ) -
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C364760108   GAP INC COM   Acquisitions   51,155.23   (1,670,744.86 ) -

148

C364760108   GAP INC COM   Dispositions   (164,383.74 ) 0.00   5,739,299.32
C366651107   GARTNER INC   Acquisitions   500.00   (9,592.45 ) -
C366651107   GARTNER INC   Dispositions   (300.00 ) 0.00   4,619.89
S5650422   GAS NATURAL SDG EUR1   Acquisitions   1,060.00   (23,463.02 ) -
S5650422   GAS NATURAL SDG EUR1   Dispositions   (2,848.00 ) 0.00   54,525.19
C367626108   GATEWAY INC COM   Acquisitions   1,788.00   (114,001.61 ) -
C367626108   GATEWAY INC COM   Dispositions   (5,178.00 ) 0.00   318,905.68
C367626108   GATEWAY INC COM   Free Delivery   (800.00 ) 0.00   -
C361448103   GATX CORP COM   Acquisitions   12,320.00   (467,386.30 ) -
C361448103   GATX CORP COM   Dispositions   (2,100.00 ) 0.00   98,619.00
S5174342   GDR ASUSTEK COMPUTER INC   Acquisitions   40,040.80   0.00   -
S5174342   GDR ASUSTEK COMPUTER INC   Dispositions   (31,660.80 ) 0.00   -
S2481669   GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT   Acquisitions   1,000.20   0.00   -
S2481669   GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT   Dispositions   (0.20 ) 0.00   -
S2000815   GDR UNIAO DE BANCOS BRASILEIROS S A   Acquisitions   1,000.00   (23,097.09 ) -
S2000815   GDR UNIAO DE BANCOS BRASILEIROS S A   Dispositions   (1,000.00 ) 0.00   24,811.98
C36866W106   GEMSTAR-TV GUIDE INTL INC COM   Acquisitions   405.00   (29,339.90 ) -
C36866W106   GEMSTAR-TV GUIDE INTL INC COM   Dispositions   (1,405.00 ) 0.00   83,241.10
C36866W106   GEMSTAR-TV GUIDE INTL INC COM   Free Receipt   1,050.00   0.00   -
C369550108   GEN DYNAMICS CORP COM   Acquisitions   100.00   (5,581.25 ) -
C369550108   GEN DYNAMICS CORP COM   Dispositions   (1,600.00 ) 0.00   77,145.62
C369604103   GEN ELEC CO COM   Acquisitions   94,251.98   (8,540,391.66 ) -
C369604103   GEN ELEC CO COM   Dispositions   (144,936.88 ) 0.00   11,711,198.64
C369604103   GEN ELEC CO COM   Free Delivery   (767.57 ) 0.00   -
C369604103   GEN ELEC CO COM   Free Receipt   344,764.00   0.00   -
C370253106   GEN MAGIC INC COM   Acquisitions   73,500.00   (1,005,238.02 ) -
C370253106   GEN MAGIC INC COM   Dispositions   (73,300.00 ) 0.00   452,026.62
C370334104   GEN MILLS INC COM   Acquisitions   200.00   (7,612.50 ) -
C370334104   GEN MILLS INC COM   Dispositions   (3,100.00 ) 0.00   105,023.83
C370442832   GEN MTRS CORP CL H NEW   Acquisitions   22,100.00   (1,765,523.04 ) -
C370442832   GEN MTRS CORP CL H NEW   Dispositions   (35,040.90 ) 0.00   2,364,585.27
C370442832   GEN MTRS CORP CL H NEW   Free Delivery   (600.00 ) 0.00   -
C370442832   GEN MTRS CORP CL H NEW   Free Receipt   13,609.90   0.00   -
C370787103   GEN SEMICONDUCTOR INC COM   Acquisitions   39,800.00   (549,985.70 ) -
C370787103   GEN SEMICONDUCTOR INC COM   Dispositions   (10,500.00 ) 0.00   136,549.74
C36867W105   GENAISSANCE PHARMACEUTICALS INC COM   Acquisitions   1,500.00   (25,491.70 ) -
C36867W105   GENAISSANCE PHARMACEUTICALS INC COM   Dispositions   (1,500.00 ) 0.00   27,156.59
C368689105   GENE LOGIC INC COM   Acquisitions   11,147.00   (693,174.44 ) -
C368689105   GENE LOGIC INC COM   Dispositions   (11,107.00 ) 0.00   300,112.43
C368706107   GENELABS TECHNOLOGIES INC COM   Acquisitions   1,200.00   (14,235.68 ) -
C368706107   GENELABS TECHNOLOGIES INC COM   Dispositions   (400.00 ) 0.00   2,230.62
C368710406   GENENTECH INC COM STK   Acquisitions   10,160.00   (1,369,621.91 ) -
C368710406   GENENTECH INC COM STK   Dispositions   (9,160.00 ) 0.00   1,554,571.50
C368710406   GENENTECH INC COM STK   Free Receipt   100.00   0.00   -
C370442105   GENERAL MOTORS CORP COMMON STOCK   Acquisitions   25,035.39   (1,954,144.73 ) -
C370442105   GENERAL MOTORS CORP COMMON STOCK   Dispositions   (40,143.22 ) 0.00   3,171,249.20
C370442105   GENERAL MOTORS CORP COMMON STOCK   Free Delivery   (2,711.03 ) 0.00   -
C370442105   GENERAL MOTORS CORP COMMON STOCK   Free Receipt   37.00   0.00   -
C371912106   GENESIS HLTH VENTURES INC COM   Acquisitions   35,500.00   (72,755.40 ) -
C371912106   GENESIS HLTH VENTURES INC COM   Dispositions   (35,500.00 ) 0.00   104,652.03
C371933102   GENESIS MICROCHIP INC COM   Acquisitions   1,700.00   (36,868.70 ) -
C371933102   GENESIS MICROCHIP INC COM   Dispositions   (2,500.00 ) 0.00   51,303.47
C37184T106   GENESISINTERMEDIA COM INC COM ISIN US37184T1060   Acquisitions   350.00   (10,198.55 ) -
C37184T106   GENESISINTERMEDIA COM INC COM ISIN US37184T1060   Dispositions   (350.00 ) 0.00   8,821.72
C372430108   GENOME THERAPEUTICS CORP COM   Acquisitions   1,108.00   (24,575.04 ) -
C372430108   GENOME THERAPEUTICS CORP COM   Dispositions   (208.00 ) 0.00   9,191.54
C371901109   GENTEX CORP COM   Acquisitions   300.00   (6,929.95 ) -
C371901109   GENTEX CORP COM   Dispositions   (300.00 ) 0.00   6,879.17
C372460105   GENUINE PARTS CO COM   Acquisitions   27,105.97   (666,494.04 ) -
C372460105   GENUINE PARTS CO COM   Dispositions   (4,500.00 ) 0.00   97,906.25
C372460105   GENUINE PARTS CO COM   Free Delivery   (173.89 ) 0.00   -
C37248E103   GENUITY INC CL A   Acquisitions   704.00   (4,533.79 ) -
C37248E103   GENUITY INC CL A   Dispositions   (100.00 ) 0.00   482.53
C372917104   GENZYME CORP COM   Acquisitions   29,100.00   (1,307,881.79 ) -
C372917104   GENZYME CORP COM   Dispositions   (31,300.00 ) 0.00   1,859,323.37
C372917500   GENZYME CORP COM-MOLECULAR ONCOLOGY DIV   Acquisitions   1,900.00   (39,925.71 ) -

149

C372917500   GENZYME CORP COM-MOLECULAR ONCOLOGY DIV   Dispositions   (1,711.00 ) 0.00   27,160.10
C37246E105   GENZYME TRANSGENICS CORP COM   Acquisitions   2,150.00   (52,115.90 ) -
C37246E105   GENZYME TRANSGENICS CORP COM   Dispositions   (1,700.00 ) 0.00   37,323.98
C372476101   GEORESOURCES INC COM   Acquisitions   500.00   (1,264.95 ) -
C372476101   GEORESOURCES INC COM   Dispositions   (500.00 ) 0.00   918.17
C373692102   GEOWORKS COM   Acquisitions   2,335.00   (28,504.13 ) -
C373692102   GEOWORKS COM   Dispositions   (2,135.00 ) 0.00   34,580.89
C374163103   GERON CORP COM   Acquisitions   355.00   (12,560.74 ) -
C374163103   GERON CORP COM   Dispositions   (355.00 ) 0.00   12,162.62
C374276103   GETTY IMAGES INC COM   Acquisitions   32,240.00   (1,235,599.68 ) -
C374276103   GETTY IMAGES INC COM   Dispositions   (5,594.00 ) 0.00   211,775.36
C375175106   GIGA TRONICS INC COM   Acquisitions   250.00   (3,707.45 ) -
C375175106   GIGA TRONICS INC COM   Dispositions   (250.00 ) 0.00   3,336.18
C36237H101   G-III APPAREL GROUP LTD COM   Acquisitions   350.00   (1,976.83 ) -
C36237H101   G-III APPAREL GROUP LTD COM   Dispositions   (350.00 ) 0.00   2,485.59
CM50876107   GILAT COMMUNICATIONS COM STK   Acquisitions   300.00   (8,729.95 ) -
CM50876107   GILAT COMMUNICATIONS COM STK   Dispositions   (450.00 ) 0.00   11,002.22
C375558103   GILEAD SCI INC COM   Acquisitions   75.00   (6,371.20 ) -
C375558103   GILEAD SCI INC COM   Dispositions   (75.00 ) 0.00   6,284.84
C375766102   GILLETTE CO COM   Acquisitions   45,737.00   (1,729,303.66 ) -
C375766102   GILLETTE CO COM   Dispositions   (63,100.00 ) 0.00   2,183,705.00
C375766102   GILLETTE CO COM   Free Delivery   (300.00 ) 0.00   -
S5980613   GIVAUDAN AG CHF10   Dispositions   (12.00 ) 0.00   3,800.22
S5980613   GIVAUDAN AG CHF10   Free Receipt   12.00   0.00   -
S0325402   GKN 'B'PREF SHS GBP0.117   Dispositions   (24,000.00 ) 0.00   4,238.56
S0325402   GKN 'B'PREF SHS GBP0.117   Free Receipt   24,000.00   0.00   -
C37733W105   GLAXO SMITHKLINE SPONS ADR   Acquisitions   100.00   (5,479.95 ) -
C37733W105   GLAXO SMITHKLINE SPONS ADR   Dispositions   (200.00 ) 0.00   11,719.65
C37733W105   GLAXO SMITHKLINE SPONS ADR   Free Delivery   (100.00 ) 0.00   -
S0371784   GLAXO WELLCOME ORD GBP0.25   Acquisitions   14,000.00   (384,521.54 ) -
S0371784   GLAXO WELLCOME ORD GBP0.25   Dispositions   (8,000.00 ) 0.00   235,060.95
C377899109   GLENAYRE TECHNOLOGIES INC COM   Acquisitions   90.00   (2,454.33 ) -
C377899109   GLENAYRE TECHNOLOGIES INC COM   Dispositions   (588.00 ) 0.00   4,772.93
C379302102   GLIMCHER RLTY TR COM   Acquisitions   4,139.59   (57,793.66 ) -
C379302102   GLIMCHER RLTY TR COM   Dispositions   (2,400.00 ) 0.00   33,226.89
C379302102   GLIMCHER RLTY TR COM   Free Delivery   (1,400.00 ) 0.00   -
C379317100   GLOBAL CONNECTIONS INC COM   Acquisitions   11,000.00   (16,660.00 ) -
C379317100   GLOBAL CONNECTIONS INC COM   Dispositions   (11,000.00 ) 0.00   16,939.41
S229361W   GLOBAL CROSSING HLDGS LTD SR NT 9.5 DUE 11-15-2009/11-15-2004 BEO PUT   Acquisitions   4,000.00   (3,750.00 ) -
S229361W   GLOBAL CROSSING HLDGS LTD SR NT 9.5 DUE 11-15-2009/11-15-2004 BEO PUT   Dispositions   (16,000.00 ) 0.00   16,000.00
S229361W   GLOBAL CROSSING HLDGS LTD SR NT 9.5 DUE 11-15-2009/11-15-2004 BEO PUT   Free Receipt   89,000.00   0.00   -
CG3921A100   GLOBAL CROSSING LTD COM   Acquisitions   19,974.00   (735,361.33 ) -
CG3921A100   GLOBAL CROSSING LTD COM   Dispositions   (24,237.00 ) 0.00   1,149,928.01
CG3921A100   GLOBAL CROSSING LTD COM   Free Delivery   (400.00 ) 0.00   -
C379336100   GLOBAL INDS LTD COM   Acquisitions   18,030.00   (170,952.31 ) -
C379336100   GLOBAL INDS LTD COM   Dispositions   (55,360.00 ) 0.00   844,319.21
C379352404   GLOBAL MARINE INC DEL COM (NEW)   Acquisitions   2,750.00   (58,162.25 ) -
C379352404   GLOBAL MARINE INC DEL COM (NEW)   Dispositions   (19,950.00 ) 0.00   451,247.70
C37939M109   GLOBAL TECHNOVATIONS INC COM   Dispositions   (1,000.00 ) 0.00   1,470.00
C37939M109   GLOBAL TECHNOVATIONS INC COM   Free Receipt   1,000.00   0.00   -
C37936U104   GLOBAL TELESYSTEMS INC CDT-COM   Acquisitions   2,740.00   (32,242.63 ) -
C37936U104   GLOBAL TELESYSTEMS INC CDT-COM   Dispositions   (800.00 ) 0.00   12,811.43
CG3930H104   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   Acquisitions   34,470.00   (527,508.47 ) -
CG3930H104   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   Dispositions   (17,408.00 ) 0.00   306,626.71
C37956X103   GLOBECOMM SYS INC COM   Acquisitions   2,000.00   (65,310.00 ) -
C37956X103   GLOBECOMM SYS INC COM   Dispositions   (2,000.00 ) 0.00   58,688.03
C379571102   GLOBESPAN INC COM ISIN US3795711023   Acquisitions   3,551.00   (319,257.18 ) -
C379571102   GLOBESPAN INC COM ISIN US3795711023   Dispositions   (8,381.00 ) 0.00   1,372,366.12
C37957F101   GLOBIX CORP COM   Acquisitions   2,207.00   (122,012.29 ) -
C37957F101   GLOBIX CORP COM   Dispositions   (2,455.00 ) 0.00   127,914.51
C37957F101   GLOBIX CORP COM   Free Receipt   565.00   0.00   -

150

S219661U   GMAC 7.75% NTS 19.01.2010   Acquisitions   1,000,000.00   (995,396.00 ) -
S219661U   GMAC 7.75% NTS 19.01.2010   Dispositions   (620,000.00 ) 0.00   626,706.50
S223946U   GNMA TBA POOL #9999999 SER 2030 6.5 DUE 05-24-2030 REG   Acquisitions   8,000,000.00   (7,967,500.00 ) -
S223946U   GNMA TBA POOL #9999999 SER 2030 6.5 DUE 05-24-2030 REG   Dispositions   (8,000,000.00 ) 0.00   7,840,000.00
C381197102   GOLDEN ST BANCORP INC COM STK   Acquisitions   27,100.00   (597,845.06 ) -
C381197102   GOLDEN ST BANCORP INC COM STK   Dispositions   (45,600.00 ) 0.00   738,493.39
C381317106   GOLDEN W. FNCL CORP COM   Acquisitions   22,300.00   (1,049,074.96 ) -
C381317106   GOLDEN W. FNCL CORP COM   Dispositions   (35,100.00 ) 0.00   1,319,193.23
C381317106   GOLDEN W. FNCL CORP COM   Free Receipt   51,000.00   0.00   -
C38141G104   GOLDMAN SACHS GROUP INC COM   Acquisitions   10,670.00   (952,116.52 ) -
C38141G104   GOLDMAN SACHS GROUP INC COM   Dispositions   (39,570.00 ) 0.00   3,687,493.79
C382091106   GOOD GUYS INC COM   Acquisitions   100.00   (648.70 ) -
C382091106   GOOD GUYS INC COM   Dispositions   (100.00 ) 0.00   570.03
S6336549   GOODMAN FIELDR NPV   Acquisitions   60,360.00   (51,871.56 ) -
S6336549   GOODMAN FIELDR NPV   Dispositions   (31,000.00 ) 0.00   19,291.19
C382388106   GOODRICH B F CO COM   Acquisitions   1,300.00   (30,759.90 ) -
C382388106   GOODRICH B F CO COM   Dispositions   (2,000.00 ) 0.00   55,938.22
C382388106   GOODRICH B F CO COM   Free Delivery   (1,000.00 ) 0.00   -
C382550101   GOODYEAR TIRE & RUBBER CO COM   Acquisitions   19,414.42   (463,615.59 ) -
C382550101   GOODYEAR TIRE & RUBBER CO COM   Dispositions   (20,844.00 ) 0.00   483,705.17
C382550101   GOODYEAR TIRE & RUBBER CO COM   Free Delivery   (100.00 ) 0.00   -
C38348T107   GOTO COM INC COM STK   Acquisitions   4,700.00   (295,532.00 ) -
C38348T107   GOTO COM INC COM STK   Dispositions   (4,700.00 ) 0.00   296,729.14
C36225X100   GPU INC COM   Acquisitions   100.00   (2,718.75 ) -
C36225X100   GPU INC COM   Dispositions   (1,100.00 ) 0.00   30,133.67
C384802104   GRAINGER W W INC COM   Acquisitions   100.00   (4,437.50 ) -
C384802104   GRAINGER W W INC COM   Dispositions   (800.00 ) 0.00   36,489.76
S0827566   GRANADA ORD GBP0.10   Acquisitions   21,710.00   (218,257.11 ) -
S0827566   GRANADA ORD GBP0.10   Dispositions   (3,000.00 ) 0.00   36,084.90
S0827566   GRANADA ORD GBP0.10   Free Receipt   28,000.00   0.00   -
C387328107   GRANITE CONST INC COM   Acquisitions   5,500.00   (138,435.45 ) -
C387328107   GRANITE CONST INC COM   Dispositions   (12,600.00 ) 0.00   288,796.17
C388707101   GRAPHON CORP COM   Acquisitions   2,000.00   (30,927.57 ) -
C388707101   GRAPHON CORP COM   Dispositions   (1,700.00 ) 0.00   28,119.29
C390064103   GREAT ATLC & PAC TEA CO INC COM   Acquisitions   11,300.00   (202,897.65 ) -
C390064103   GREAT ATLC & PAC TEA CO INC COM   Dispositions   (11,300.00 ) 0.00   210,026.43
CY2869H101   GREAT WALL TECHNOLOGY COM   Acquisitions   5,000.00   (4,230.90 ) -
CY2869H101   GREAT WALL TECHNOLOGY COM   Dispositions   (5,000.00 ) 0.00   4,431.68
C397888108   GREY WOLF INC COM   Acquisitions   104,750.00   (451,037.13 ) -
C397888108   GREY WOLF INC COM   Dispositions   (104,750.00 ) 0.00   431,888.97
C398081109   GRIC COMMUNICATIONS INC COM STK ISIN# US3980811091   Acquisitions   2,000.00   (30,759.55 ) -
C398081109   GRIC COMMUNICATIONS INC COM STK ISIN# US3980811091   Dispositions   (1,600.00 ) 0.00   25,139.47
C36229U102   GSI LUMONICS INC COM   Acquisitions   59,000.00   (1,140,759.32 ) -
C36229U102   GSI LUMONICS INC COM   Dispositions   (44,800.00 ) 0.00   1,062,514.61
C361942105   GST TELECOMMUNICATIONS INC COM   Acquisitions   2,800.00   (23,377.42 ) -
C361942105   GST TELECOMMUNICATIONS INC COM   Dispositions   (3,650.00 ) 0.00   20,869.07
C362359408   GT GROUP TELECOM INC CL B NON-VTG COM STK   Acquisitions   50,120.00   (774,316.60 ) -
C362359408   GT GROUP TELECOM INC CL B NON-VTG COM STK   Dispositions   (50,120.00 ) 0.00   476,293.71
C362368102   GTR GROUP INC COM   Acquisitions   500.00   (1,436.20 ) -
C362368102   GTR GROUP INC COM   Dispositions   (500.00 ) 0.00   532.53
C401617105   GUESS INC COM   Acquisitions   13,300.00   (202,942.91 ) -
C401617105   GUESS INC COM   Dispositions   (8,500.00 ) 0.00   152,756.97
C401698105   GUIDANT CORP COM STK   Acquisitions   3,775.00   (215,012.90 ) -
C401698105   GUIDANT CORP COM STK   Dispositions   (8,100.00 ) 0.00   515,169.53
C401829106   GUILFORD PHARMACEUTICALS INC COM   Acquisitions   30,900.00   (502,137.00 ) -
C401829106   GUILFORD PHARMACEUTICALS INC COM   Dispositions   (11,500.00 ) 0.00   275,511.76
C40218L305   GULF CDA RES LTD ORD   Acquisitions   1,300.00   (6,306.15 ) -
C40218L305   GULF CDA RES LTD ORD   Dispositions   (1,300.00 ) 0.00   5,447.45
C40427A108   H PWR CORP CDT-COM STK   Acquisitions   2,300.00   (49,901.10 ) -
C40427A108   H PWR CORP CDT-COM STK   Dispositions   (2,300.00 ) 0.00   50,907.22
C405024100   HAEMONETICS CORP MASS COM   Acquisitions   27,500.00   (706,414.76 ) -
C405024100   HAEMONETICS CORP MASS COM   Dispositions   (14,400.00 ) 0.00   326,885.63
C405217100   HAIN CELESTIAL GROUP INC COM   Dispositions   (4,700.00 ) 0.00   149,080.90
C405217100   HAIN CELESTIAL GROUP INC COM   Free Receipt   4,700.00   0.00   -
C406069104   HALL KINION & ASSOCS INC COM   Acquisitions   27,300.00   (561,954.95 ) -
C406069104   HALL KINION & ASSOCS INC COM   Dispositions   (27,300.00 ) 0.00   705,523.32

151

C406216101   HALLIBURTON CO COM   Acquisitions   2,482.27   (100,419.38 ) -
C406216101   HALLIBURTON CO COM   Dispositions   (8,327.15 ) 0.00   331,102.59
C404429102   HA-LO INDS INC COM DE COM STK   Acquisitions   19,200.00   (192,595.85 ) -
C404429102   HA-LO INDS INC COM DE COM STK   Dispositions   (16,800.00 ) 0.00   159,872.30
S936023L   HAN SENG INDEX DEC 1999 FUTURE   Free Delivery   (6.00 ) 0.00   -
S936023L   HAN SENG INDEX DEC 1999 FUTURE   Free Receipt   11.00   0.00   -
C41014S106   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   Acquisitions   51,100.00   (868,929.95 ) -
C41014S106   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   Dispositions   (51,100.00 ) 0.00   782,515.84
C410293104   HANDSPRING INC COM   Acquisitions   855.00   (65,341.89 ) -
C410293104   HANDSPRING INC COM   Dispositions   (760.00 ) 0.00   58,947.00
S9644750   HANG SENG INDEX APRIL 2000 FUTURE   Free Delivery   (7.00 ) 0.00   -
S964475L   HANG SENG INDEX APRIL 2000 FUTURE   Free Delivery   (7.00 ) 0.00   -
S9644750   HANG SENG INDEX APRIL 2000 FUTURE   Free Receipt   7.00   0.00   -
S964475L   HANG SENG INDEX APRIL 2000 FUTURE   Free Receipt   7.00   0.00   -
S9888850   HANG SENG INDEX AUGUST 2000 FUTURE   Free Delivery   (5.00 ) 0.00   -
S988885L   HANG SENG INDEX AUGUST 2000 FUTURE   Free Delivery   (5.00 ) 0.00   -
S9888850   HANG SENG INDEX AUGUST 2000 FUTURE   Free Receipt   5.00   0.00   -
S988885L   HANG SENG INDEX AUGUST 2000 FUTURE   Free Receipt   5.00   0.00   -
S9360230   HANG SENG INDEX DEC 1999 FUTURE   Free Delivery   (11.00 ) 0.00   -
S9360230   HANG SENG INDEX DEC 1999 FUTURE   Free Receipt   6.00   0.00   -
S9035414   HANG SENG INDEX FEB 2000 FUTURE   Free Delivery   (15.00 ) 0.00   -
S903541L   HANG SENG INDEX FEB 2000 FUTURE   Free Delivery   (15.00 ) 0.00   -
S9035414   HANG SENG INDEX FEB 2000 FUTURE   Free Receipt   15.00   0.00   -
S903541L   HANG SENG INDEX FEB 2000 FUTURE   Free Receipt   15.00   0.00   -
S9015307   HANG SENG INDEX JAN 2000 FUTURE   Free Delivery   (17.00 ) 0.00   -
S901530L   HANG SENG INDEX JAN 2000 FUTURE   Free Delivery   (17.00 ) 0.00   -
S9015307   HANG SENG INDEX JAN 2000 FUTURE   Free Receipt   17.00   0.00   -
S901530L   HANG SENG INDEX JAN 2000 FUTURE   Free Receipt   17.00   0.00   -
S9336909   HANG SENG INDEX JUL 2000 FUTURE   Free Delivery   (6.00 ) 0.00   -
S933690L   HANG SENG INDEX JUL 2000 FUTURE   Free Delivery   (6.00 ) 0.00   -
S9336909   HANG SENG INDEX JUL 2000 FUTURE   Free Receipt   6.00   0.00   -
S933690L   HANG SENG INDEX JUL 2000 FUTURE   Free Receipt   6.00   0.00   -
S9964299   HANG SENG INDEX JUN 2000 FUTURE   Free Delivery   (6.00 ) 0.00   -
S996429L   HANG SENG INDEX JUN 2000 FUTURE   Free Delivery   (6.00 ) 0.00   -
S9964299   HANG SENG INDEX JUN 2000 FUTURE   Free Receipt   6.00   0.00   -
S996429L   HANG SENG INDEX JUN 2000 FUTURE   Free Receipt   6.00   0.00   -
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S934778L   HANG SENG INDEX MARCH 2000 FUTURE   Free Delivery   (9.00 ) 0.00   -
S9347785   HANG SENG INDEX MARCH 2000 FUTURE   Free Receipt   9.00   0.00   -
S934778L   HANG SENG INDEX MARCH 2000 FUTURE   Free Receipt   9.00   0.00   -
S9118819   HANG SENG INDEX MAY 2000 FUTURE   Free Delivery   (8.00 ) 0.00   -
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S9118819   HANG SENG INDEX MAY 2000 FUTURE   Free Receipt   8.00   0.00   -
S911881L   HANG SENG INDEX MAY 2000 FUTURE   Free Receipt   8.00   0.00   -
S9101879   HANG SENG INDEX NOV 2000 FUTURE   Free Delivery   (8.00 ) 0.00   -
S910187L   HANG SENG INDEX NOV 2000 FUTURE   Free Delivery   (8.00 ) 0.00   -
S9101879   HANG SENG INDEX NOV 2000 FUTURE   Free Receipt   8.00   0.00   -
S910187L   HANG SENG INDEX NOV 2000 FUTURE   Free Receipt   8.00   0.00   -
S9287759   HANG SENG INDEX OCT 2000 FUTURE   Free Delivery   (10.00 ) 0.00   -
S928775L   HANG SENG INDEX OCT 2000 FUTURE   Free Delivery   (10.00 ) 0.00   -
S9287759   HANG SENG INDEX OCT 2000 FUTURE   Free Receipt   10.00   0.00   -
S928775L   HANG SENG INDEX OCT 2000 FUTURE   Free Receipt   10.00   0.00   -
S9792889   HANG SENG INDEX SEP 2000 FUTURE   Free Delivery   (12.00 ) 0.00   -
S979288L   HANG SENG INDEX SEP 2000 FUTURE   Free Delivery   (12.00 ) 0.00   -
S9792889   HANG SENG INDEX SEP 2000 FUTURE   Free Receipt   12.00   0.00   -
S979288L   HANG SENG INDEX SEP 2000 FUTURE   Free Receipt   12.00   0.00   -
C41043F208   HANGER ORTHOPEDIC GROUP INC COM NEW   Acquisitions   20,000.00   (85,612.00 ) -
C41043F208   HANGER ORTHOPEDIC GROUP INC COM NEW   Dispositions   (20,000.00 ) 0.00   104,166.44
C410768105   HANOVER COMPRESSOR CO (HOLDING COMPANY) COM   Acquisitions   100.00   (3,611.20 ) -
C410768105   HANOVER COMPRESSOR CO (HOLDING COMPANY) COM   Dispositions   (100.00 ) 0.00   3,869.92
C412822108   HARLEY DAVIDSON INC COM   Acquisitions   7,942.64   (470,583.00 ) -
C412822108   HARLEY DAVIDSON INC COM   Dispositions   (5,165.33 ) 0.00   236,425.23
C412822108   HARLEY DAVIDSON INC COM   Free Receipt   5,705.00   0.00   -
C413160102   HARMONIC INC COM   Acquisitions   19,528.00   (1,191,152.03 ) -
C413160102   HARMONIC INC COM   Dispositions   (18,944.00 ) 0.00   789,603.18
C413160102   HARMONIC INC COM   Free Delivery   (100.00 ) 0.00   -

152

C413160102   HARMONIC INC COM   Free Receipt   108.00   0.00   -
C413619107   HARRAH S ENTMT INC COM STK   Acquisitions   900.00   (18,284.90 ) -
C413619107   HARRAH S ENTMT INC COM STK   Dispositions   (2,900.00 ) 0.00   68,791.94
C413619107   HARRAH S ENTMT INC COM STK   Free Delivery   (400.00 ) 0.00   -
C413833104   HARRIS & HARRIS GROUP INC COM   Acquisitions   1,200.00   (11,267.40 ) -
C413833104   HARRIS & HARRIS GROUP INC COM   Dispositions   (1,200.00 ) 0.00   7,817.33
C413875105   HARRIS CORP COM   Acquisitions   38,550.00   (1,259,922.19 ) -
C413875105   HARRIS CORP COM   Dispositions   (38,550.00 ) 0.00   1,276,123.27
C414549105   HARRIS INTERACTIVE INC COM STCK   Acquisitions   1,960.00   (21,283.60 ) -
C414549105   HARRIS INTERACTIVE INC COM STCK   Dispositions   (60.00 ) 0.00   1,005.01
C416515104   HARTFORD FINL SVCS GROUP INC COM   Acquisitions   700.00   (38,413.48 ) -
C416515104   HARTFORD FINL SVCS GROUP INC COM   Dispositions   (2,400.00 ) 0.00   104,647.00
C417660107   HARVEY ELECTRONICS INC COM   Acquisitions   500.00   (1,538.35 ) -
C417660107   HARVEY ELECTRONICS INC COM   Dispositions   (500.00 ) 0.00   953.76
C418056107   HASBRO INC COM   Acquisitions   1,900.00   (31,524.37 ) -
C418056107   HASBRO INC COM   Dispositions   (4,000.00 ) 0.00   65,355.52
C419131107   HAUPPAUGE DIGITAL INC COM   Acquisitions   50.00   (4,179.95 ) -
C419131107   HAUPPAUGE DIGITAL INC COM   Dispositions   (100.00 ) 0.00   1,007.51
C419131107   HAUPPAUGE DIGITAL INC COM   Free Delivery   (500.00 ) 0.00   -
C419131107   HAUPPAUGE DIGITAL INC COM   Free Receipt   50.00   0.00   -
S0416102   HAYS ORD 1P   Acquisitions   23,500.00   (127,324.61 ) -
S0416102   HAYS ORD 1P   Dispositions   (8,000.00 ) 0.00   42,320.72
C404119109   HCA-HEALTHCARE CO COM   Dispositions   (1,000.00 ) 0.00   32,036.67
C404119109   HCA-HEALTHCARE CO COM   Free Receipt   15,588.00   0.00   -
C42221V106   HEALTHCENTRAL COM COM   Acquisitions   2,000.00   (19,571.13 ) -
C42221V106   HEALTHCENTRAL COM COM   Dispositions   (2,000.00 ) 0.00   17,023.62
C422209106   HEALTHEON/WEBMD CORP   Acquisitions   64,236.00   (970,971.27 ) -
C422209106   HEALTHEON/WEBMD CORP   Dispositions   (1,400.00 ) 0.00   32,514.09
C422209106   HEALTHEON/WEBMD CORP   Free Delivery   (63,235.00 ) 0.00   -
C421924101   HEALTHSOUTH CORP COM STK   Acquisitions   10,800.00   (78,292.15 ) -
C421924101   HEALTHSOUTH CORP COM STK   Dispositions   (14,800.00 ) 0.00   149,941.77
C421903105   HEARME COM   Acquisitions   0.00   0.00   -
C421903105   HEARME COM   Dispositions   (18,800.00 ) 0.00   358,785.23
C421903105   HEARME COM   Free Receipt   18,800.00   0.00   -
C422704106   HECLA MNG CO COM   Acquisitions   2,000.00   (3,685.00 ) -
C422704106   HECLA MNG CO COM   Dispositions   (2,000.00 ) 0.00   3,189.89
C422819102   HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023   Acquisitions   7,700.00   (519,754.06 ) -
C422819102   HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023   Dispositions   (5,500.00 ) 0.00   245,884.69
S5455821   HEINEKEN NV NLG5   Acquisitions   5,000.00   (254,176.51 ) -
S5455821   HEINEKEN NV NLG5   Dispositions   (2,000.00 ) 0.00   107,638.05
C423074103   HEINZ H J CO COM   Acquisitions   300.00   (10,992.45 ) -
C423074103   HEINZ H J CO COM   Dispositions   (3,300.00 ) 0.00   121,598.15
C423319102   HELIX TECH CORP COM   Acquisitions   6,035.00   (440,850.86 ) -
C423319102   HELIX TECH CORP COM   Dispositions   (5,935.00 ) 0.00   180,592.76
S6420538   HENDERSON LAND DEV HKD2   Acquisitions   5,000.00   (28,598.26 ) -
S6420538   HENDERSON LAND DEV HKD2   Dispositions   (12,000.00 ) 0.00   63,703.93
S5687431   HENNES & MAURITZ SEK0.25'B'   Acquisitions   6,010.00   (209,271.72 ) -
S5687431   HENNES & MAURITZ SEK0.25'B'   Dispositions   (10,640.00 ) 0.00   285,547.85
C427056106   HERCULES INC VTG COM   Acquisitions   980.00   (13,859.20 ) -
C427056106   HERCULES INC VTG COM   Dispositions   (1,780.00 ) 0.00   28,141.83
S5253973   HERMES INTL FRF10 (POST SPLIT)   Acquisitions   210.00   (28,610.81 ) -
S5253973   HERMES INTL FRF10 (POST SPLIT)   Dispositions   (410.00 ) 0.00   55,691.39
C427866108   HERSHEY FOODS CORP COM   Acquisitions   1.17   (54.36 ) -
C427866108   HERSHEY FOODS CORP COM   Free Delivery   (105.42 ) 0.00   -
C428236103   HEWLETT-PACKARD CO COM   Acquisitions   27,156.46   (3,034,983.38 ) -
C428236103   HEWLETT-PACKARD CO COM   Dispositions   (31,025.52 ) 0.00   3,637,907.18
C428236103   HEWLETT-PACKARD CO COM   Free Delivery   (507.05 ) 0.00   -
C428236103   HEWLETT-PACKARD CO COM   Free Receipt   28,951.00   0.00   -
C42979U102   HI SPEED ACCESS CORP COM STK   Acquisitions   6,000.00   (34,677.90 ) -
C42979U102   HI SPEED ACCESS CORP COM STK   Dispositions   (4,000.00 ) 0.00   24,027.33
C431284108   HIGHWOODS PPTYS INC COM   Acquisitions   11.40   (259.43 ) -
C431284108   HIGHWOODS PPTYS INC COM   Free Delivery   (242.15 ) 0.00   -
C431294107   HILB ROGAL & HAMILTON CO COM   Acquisitions   3,300.00   (124,961.25 ) -
C431294107   HILB ROGAL & HAMILTON CO COM   Dispositions   (3,300.00 ) 0.00   135,812.25
C432848109   HILTON HOTELS CORP COM   Acquisitions   8,413.15   (80,515.67 ) -
C432848109   HILTON HOTELS CORP COM   Dispositions   (5,789.57 ) 0.00   48,534.87

153

C432848109   HILTON HOTELS CORP COM   Free Delivery   (300.00 ) 0.00   -
C43357C102   HISPANIC T V NETWORK INC COM   Acquisitions   200.00   (2,164.95 ) -
C43357C102   HISPANIC T V NETWORK INC COM   Dispositions   (100.00 ) 0.00   1,145.01
S6429104   HITACHI JPY50   Acquisitions   3,000.00   (45,333.11 ) -
S6429104   HITACHI JPY50   Dispositions   (8,000.00 ) 0.00   108,586.90
C421933102   HLTH MGMT ASSOC INC NEW CL A COM   Acquisitions   112,000.00   (1,400,556.37 ) -
C421933102   HLTH MGMT ASSOC INC NEW CL A COM   Dispositions   (56,700.00 ) 0.00   989,000.27
C42219M100   HLTH MGMT SYS INC COM   Acquisitions   1,000.00   (6,404.95 ) -
C42219M100   HLTH MGMT SYS INC COM   Dispositions   (1,000.00 ) 0.00   6,594.82
C421935107   HLTH RISK MGMT INC COM   Acquisitions   1,000.00   (6,529.95 ) -
C421935107   HLTH RISK MGMT INC COM   Dispositions   (1,000.00 ) 0.00   7,957.27
C40425P107   HNC SOFTWARE INC COM   Acquisitions   10,600.00   (456,373.46 ) -
C40425P107   HNC SOFTWARE INC COM   Dispositions   (10,600.00 ) 0.00   635,495.27
C435902101   HOLLIS-EDEN PHARMACEUTICALS INC COM   Acquisitions   1,250.00   (15,028.65 ) -
C435902101   HOLLIS-EDEN PHARMACEUTICALS INC COM   Dispositions   (1,250.00 ) 0.00   14,470.86
C436141105   HOLLYWOOD ENTMT CORP COM   Acquisitions   55,600.00   (459,004.09 ) -
C436141105   HOLLYWOOD ENTMT CORP COM   Dispositions   (55,600.00 ) 0.00   98,159.42
C437076102   HOME DEPOT INC COM   Acquisitions   139,520.41   (7,030,717.25 ) -
C437076102   HOME DEPOT INC COM   Dispositions   (149,875.51 ) 0.00   8,111,051.22
C437076102   HOME DEPOT INC COM   Free Delivery   (700.00 ) 0.00   -
C437076102   HOME DEPOT INC COM   Free Receipt   68,757.00   0.00   -
C43738E108   HOMEBASE INC COM   Acquisitions   9,000.00   (25,438.30 ) -
C43738E108   HOMEBASE INC COM   Dispositions   (11,450.00 ) 0.00   30,083.73
C43738N108   HOMECOM COMMUNICATIONS INC COM   Acquisitions   2,000.00   (8,575.50 ) -
C43738N108   HOMECOM COMMUNICATIONS INC COM   Dispositions   (1,000.00 ) 0.00   3,365.29
C437614100   HOMESTAKE MNG CO CAP   Acquisitions   3,100.00   (20,334.50 ) -
C437614100   HOMESTAKE MNG CO CAP   Dispositions   (5,300.00 ) 0.00   36,122.07
S6435145   HONDA MOTOR CO Y50   Acquisitions   4,000.00   (146,912.23 ) -
S6435145   HONDA MOTOR CO Y50   Dispositions   (4,000.00 ) 0.00   139,259.30
C438516106   HONEYWELL INTL INC COM STK   Acquisitions   96,222.73   (5,150,601.94 ) -
C438516106   HONEYWELL INTL INC COM STK   Dispositions   (52,775.50 ) 0.00   2,432,490.74
C438516106   HONEYWELL INTL INC COM STK   Free Delivery   (302.35 ) 0.00   -
C438516106   HONEYWELL INTL INC COM STK   Free Receipt   34,143.43   0.00   -
S6435327   HONG KONG ELECTRIC HKD1   Acquisitions   60,145.00   (186,823.41 ) -
S6435327   HONG KONG ELECTRIC HKD1   Dispositions   (54,500.00 ) 0.00   171,387.06
C439104100   HOOPER HOLMES INC COM   Acquisitions   1,500.00   (54,616.50 ) -
C439104100   HOOPER HOLMES INC COM   Dispositions   (17,000.00 ) 0.00   208,037.34
C439104100   HOOPER HOLMES INC COM   Free Receipt   8,500.00   0.00   -
C440452100   HORMEL FOODS CORP COM   Dispositions   (11,800.00 ) 0.00   195,922.26
C440452100   HORMEL FOODS CORP COM   Free Receipt   5,700.00   0.00   -
C44106M102   HOSPITALITY PROPS TR COM   Acquisitions   7,748.00   (190,353.52 ) -
C44106M102   HOSPITALITY PROPS TR COM   Dispositions   (7,748.00 ) 0.00   164,541.88
C441451101   HOTEL RESERVATIONS NETWORK INC CL A ISINUS4414511018   Acquisitions   25,000.00   (400,000.00 ) -
C441451101   HOTEL RESERVATIONS NETWORK INC CL A ISINUS4414511018   Dispositions   (25,000.00 ) 0.00   459,359.68
C441474103   HOTJOBS COM LTD COM STK   Acquisitions   1,110.00   (20,213.38 ) -
C441474103   HOTJOBS COM LTD COM STK   Dispositions   (1,110.00 ) 0.00   19,142.22
C441560109   HOUGHTON MIFFLIN CO COM   Acquisitions   15,400.00   (637,800.97 ) -
C441560109   HOUGHTON MIFFLIN CO COM   Dispositions   (29,700.00 ) 0.00   979,427.92
C443051107   HOWELL CORP COM   Acquisitions   1,200.00   (9,303.59 ) -
C443051107   HOWELL CORP COM   Dispositions   (1,200.00 ) 0.00   9,667.27
C404297103   HS RES INC COM   Acquisitions   200.00   (6,647.40 ) -
C404297103   HS RES INC COM   Dispositions   (200.00 ) 0.00   6,387.37
S6158163   HSBC HLDGS USD0.50(HONGKONG REG)   Acquisitions   2,000.00   (24,812.85 ) -
S6158163   HSBC HLDGS USD0.50(HONGKONG REG)   Dispositions   (5,600.00 ) 0.00   63,556.29
C441815107   HSEHD INTL INC COM   Acquisitions   24,600.00   (890,818.56 ) -
C441815107   HSEHD INTL INC COM   Dispositions   (27,600.00 ) 0.00   1,137,512.16
C442120101   HSTN EXPL CO COM   Acquisitions   300.00   (7,659.90 ) -
C442120101   HSTN EXPL CO COM   Dispositions   (300.00 ) 0.00   7,334.85
S218373U   HSTN INDS FIN CO LP CPN 03-15-2000   Acquisitions   1,000,000.00   (981,625.00 ) -
S218373U   HSTN INDS FIN CO LP CPN 03-15-2000   Dispositions   (1,000,000.00 ) 0.00   1,000,000.00
C444165104   HUDSON UTD BANCORP COM   Acquisitions   10,700.00   (297,457.41 ) -
C444165104   HUDSON UTD BANCORP COM   Dispositions   (19,249.00 ) 0.00   403,077.13
C444903108   HUMAN GENOME SCIENCES INC   Acquisitions   15,885.00   (1,887,192.50 ) -
C444903108   HUMAN GENOME SCIENCES INC   Dispositions   (17,764.00 ) 0.00   1,547,483.10

154

C444903108   HUMAN GENOME SCIENCES INC   Free Receipt   3,543.00   0.00   -
C444859102   HUMANA INC COM   Acquisitions   200.00   (1,325.00 ) -
C444859102   HUMANA INC COM   Dispositions   (1,600.00 ) 0.00   11,579.23
C445542103   HUNGARIAN TEL & CABLE CORP COM   Acquisitions   5,000.00   (44,489.60 ) -
C445542103   HUNGARIAN TEL & CABLE CORP COM   Dispositions   (7,000.00 ) 0.00   64,014.08
S5291810   HUNTER DOUGLAS NV NLG0.50   Acquisitions   5,512.00   (137,822.28 ) -
S5291810   HUNTER DOUGLAS NV NLG0.50   Dispositions   (7,610.00 ) 0.00   221,441.58
C446150104   HUNTINGTON BANCSHARES INC COM   Acquisitions   400.00   (6,836.56 ) -
C446150104   HUNTINGTON BANCSHARES INC COM   Dispositions   (2,300.00 ) 0.00   45,397.05
C446150104   HUNTINGTON BANCSHARES INC COM   Free Receipt   615.00   0.00   -
S6448068   HUTCHISON WHAMPOA HKD0.25   Acquisitions   12,000.00   (157,276.32 ) -
S6448068   HUTCHISON WHAMPOA HKD0.25   Dispositions   (16,000.00 ) 0.00   233,169.57
S6448068   HUTCHISON WHAMPOA HKD0.25   Free Receipt   2,100.00   0.00   -
C448451104   HUTTIG BLDG PRODS INC COM   Dispositions   (874.88 ) 0.00   3,471.45
C448451104   HUTTIG BLDG PRODS INC COM   Free Receipt   874.88   0.00   -
C44913S102   HYPERFEED TECHNOLOGIES INC COM   Acquisitions   125.00   (674.48 ) -
C44913S102   HYPERFEED TECHNOLOGIES INC COM   Dispositions   (125.00 ) 0.00   696.58
C44914M104   HYPERION SOLUTIONS CORP COM   Acquisitions   13,010.00   (351,531.27 ) -
C44914M104   HYPERION SOLUTIONS CORP COM   Dispositions   (13,010.00 ) 0.00   169,522.64
C449163302   HYSEQ INC COM   Acquisitions   3,985.00   (163,056.24 ) -
C449163302   HYSEQ INC COM   Dispositions   (1,995.00 ) 0.00   113,932.41
C465754109   I2 TECHNOLOGIES INC COM   Acquisitions   45,958.00   (6,023,497.74 ) -
C465754109   I2 TECHNOLOGIES INC COM   Dispositions   (34,513.00 ) 0.00   3,688,678.79
C465754109   I2 TECHNOLOGIES INC COM   Free Delivery   (100.00 ) 0.00   -
C465754109   I2 TECHNOLOGIES INC COM   Free Receipt   100.00   0.00   -
C465713105   I3 MOBILE INC COM   Acquisitions   18,200.00   (363,004.46 ) -
C465713105   I3 MOBILE INC COM   Dispositions   (18,200.00 ) 0.00   217,247.97
C450732102   IBASIS INC COM STK   Acquisitions   1,650.00   (55,692.30 ) -
C450732102   IBASIS INC COM STK   Dispositions   (2,250.00 ) 0.00   92,275.92
S4424640   IBERDROLA SA EUR3   Acquisitions   2,090.00   (28,295.12 ) -
S4424640   IBERDROLA SA EUR3   Dispositions   (9,279.00 ) 0.00   118,826.75
C450909106   IBIS TECH CORP COM   Acquisitions   150.00   (5,708.02 ) -
C450909106   IBIS TECH CORP COM   Dispositions   (150.00 ) 0.00   5,129.92
C449223106   IBP INC COM   Acquisitions   8,400.00   (130,988.76 ) -
C449223106   IBP INC COM   Dispositions   (31,100.00 ) 0.00   667,656.79
C449246107   ICG COMMUNICATIONS INC COM   Acquisitions   9,560.00   (60,551.95 ) -
C449246107   ICG COMMUNICATIONS INC COM   Dispositions   (2,500.00 ) 0.00   42,111.09
C448924100   ICN PHARMACEUTICALS INC NEW COM   Acquisitions   2,802.05   (79,339.11 ) -
C448924100   ICN PHARMACEUTICALS INC NEW COM   Dispositions   (3,800.00 ) 0.00   92,414.60
C449295104   ICOS CORP COM   Acquisitions   885.00   (32,958.45 ) -
C449295104   ICOS CORP COM   Dispositions   (4,730.00 ) 0.00   205,945.60
C449295104   ICOS CORP COM   Free Delivery   (1,000.00 ) 0.00   -
C451107106   IDACORP INC COM   Acquisitions   39,810.00   (1,797,656.44 ) -
C451107106   IDACORP INC COM   Dispositions   (15,220.00 ) 0.00   716,650.22
C449370105   IDEC PHARMACEUTICALS CORP COM   Acquisitions   4,840.00   (639,867.52 ) -
C449370105   IDEC PHARMACEUTICALS CORP COM   Dispositions   (11,740.00 ) 0.00   1,226,943.10
C449370105   IDEC PHARMACEUTICALS CORP COM   Free Receipt   4,610.00   0.00   -
C448947101   IDT CORP COM   Acquisitions   1,000.00   (25,294.90 ) -
C448947101   IDT CORP COM   Dispositions   (1,200.00 ) 0.00   30,711.29
C45169U105   IGATE CAP CORP COM STK ISIN# US45169U1051   Acquisitions   200.00   (10,014.95 ) -
C45169U105   IGATE CAP CORP COM STK ISIN# US45169U1051   Dispositions   (200.00 ) 0.00   11,984.65
C451713101   IKON OFFICE SOLUTIONS INC COM STK   Acquisitions   100.00   (626.63 ) -
C451713101   IKON OFFICE SOLUTIONS INC COM STK   Dispositions   (5,178.00 ) 0.00   26,477.44
C452284102   IL SUPERCONDUCTOR CORP COM   Acquisitions   3,800.00   (44,194.61 ) -
C452284102   IL SUPERCONDUCTOR CORP COM   Dispositions   (3,800.00 ) 0.00   27,262.07
C451923106   ILEX ONCOLOGY INC COM   Acquisitions   490.00   (18,600.56 ) -
C451923106   ILEX ONCOLOGY INC COM   Dispositions   (490.00 ) 0.00   18,473.90
C449927102   I-LINK CORP COM   Acquisitions   2,100.00   (17,339.85 ) -
C449927102   I-LINK CORP COM   Dispositions   (2,100.00 ) 0.00   30,328.74
C452308109   ILL TOOL WKS INC COM   Acquisitions   200.00   (12,500.00 ) -
C452308109   ILL TOOL WKS INC COM   Dispositions   (2,400.00 ) 0.00   140,366.78
C452327109   ILLUMINA INC COM   Acquisitions   500.00   (19,514.95 ) -
C452327109   ILLUMINA INC COM   Dispositions   (500.00 ) 0.00   18,609.42
C45245S108   IMAGEWARE SYS INC COM   Acquisitions   900.00   (7,679.95 ) -
C45245S108   IMAGEWARE SYS INC COM   Dispositions   (900.00 ) 0.00   9,700.97
C45244D102   IMAGEX COM INC COM STK   Acquisitions   2,000.00   (11,851.03 ) -

155

C45244D102   IMAGEX COM INC COM STK   Dispositions   (2,000.00 ) 0.00   8,792.57
C45244U104   IMAGING TECHNOLOGIES CORP COM   Acquisitions   41,000.00   (86,356.85 ) -
C45244U104   IMAGING TECHNOLOGIES CORP COM   Dispositions   (35,000.00 ) 0.00   73,328.84
C45246K104   IMAGINON INC COM   Acquisitions   1,000.00   (4,759.59 ) -
C45246K104   IMAGINON INC COM   Dispositions   (1,000.00 ) 0.00   3,844.92
C452906100   IMATRON INC COM   Acquisitions   19,700.00   (64,369.25 ) -
C452906100   IMATRON INC COM   Dispositions   (4,700.00 ) 0.00   12,095.96
C45245W109   IMCLONE SYS INC COM   Acquisitions   445.00   (37,408.60 ) -
C45245W109   IMCLONE SYS INC COM   Dispositions   (390.00 ) 0.00   32,719.05
C45245W109   IMCLONE SYS INC COM   Free Receipt   55.00   0.00   -
C45252T106   IMMUNE RESPONSE CORP DEL COM   Acquisitions   2,800.00   (29,340.72 ) -
C45252T106   IMMUNE RESPONSE CORP DEL COM   Dispositions   (2,500.00 ) 0.00   24,148.75
C452528102   IMMUNEX CORP NEW COM   Acquisitions   1,097.00   (197,922.38 ) -
C452528102   IMMUNEX CORP NEW COM   Dispositions   (685.00 ) 0.00   33,715.61
C452528102   IMMUNEX CORP NEW COM   Free Receipt   6,396.00   0.00   -
C45253H101   IMMUNOGEN INC COM   Acquisitions   6,785.00   (59,971.54 ) -
C45253H101   IMMUNOGEN INC COM   Dispositions   (4,760.00 ) 0.00   42,943.53
C45253H101   IMMUNOGEN INC COM   Free Delivery   (2,000.00 ) 0.00   -
C452907108   IMMUNOMEDICS INC COM   Acquisitions   900.00   (23,821.05 ) -
C452907108   IMMUNOMEDICS INC COM   Dispositions   (700.00 ) 0.00   16,017.05
C45255G101   IMPATH INC COM   Acquisitions   450.00   (30,009.90 ) -
C45255G101   IMPATH INC COM   Dispositions   (50.00 ) 0.00   3,076.19
C45255W106   IMPCO TECHNOLOGIES INC COM   Acquisitions   230.00   (6,452.40 ) -
C45255W106   IMPCO TECHNOLOGIES INC COM   Dispositions   (230.00 ) 0.00   7,186.09
C45321T103   IMPSAT CORP COM STK   Acquisitions   190.00   (6,081.78 ) -
C45321T103   IMPSAT CORP COM STK   Dispositions   (190.00 ) 0.00   6,814.86
C45321W106   IMRGLOBAL CORP COM STK   Acquisitions   29,100.00   (440,818.18 ) -
C45321W106   IMRGLOBAL CORP COM STK   Dispositions   (29,100.00 ) 0.00   349,917.49
C449934108   IMS HLTH INC COM STK   Acquisitions   510.00   (10,097.45 ) -
C449934108   IMS HLTH INC COM STK   Dispositions   (3,310.00 ) 0.00   68,431.09
C453235103   INAMED CORP COM   Acquisitions   860.00   (39,203.70 ) -
C453235103   INAMED CORP COM   Dispositions   (11,720.00 ) 0.00   413,481.21
C453258402   INCO LTD COM   Acquisitions   200.00   (3,175.00 ) -
C453258402   INCO LTD COM   Dispositions   (1,900.00 ) 0.00   35,428.27
C45337C102   INCYTE GENOMICS INC COM   Acquisitions   392.00   (34,790.18 ) -
C45337C102   INCYTE GENOMICS INC COM   Dispositions   (400.00 ) 0.00   18,576.97
C45337C102   INCYTE GENOMICS INC COM   Free Receipt   192.00   0.00   -
C45578L100   INDUS INTL INC COM   Acquisitions   600.00   (4,154.95 ) -
C45578L100   INDUS INTL INC COM   Dispositions   (600.00 ) 0.00   5,444.85
C456607100   INDYMAC BANCORP INC COM   Acquisitions   5,293.36   (60,446.20 ) -
C456607100   INDYMAC BANCORP INC COM   Dispositions   (15,025.31 ) 0.00   227,985.94
C456607100   INDYMAC BANCORP INC COM   Free Delivery   (1,908.31 ) 0.00   -
C45662V105   INET TECHNOLOGIES INC ISIN US45662V1052   Acquisitions   3,300.00   (154,787.52 ) -
C45662V105   INET TECHNOLOGIES INC ISIN US45662V1052   Dispositions   (3,300.00 ) 0.00   126,292.78
S5889505   INFINEON TECHNOLOG ORD NPV   Acquisitions   19,725.00   (1,316,999.95 ) -
S5889505   INFINEON TECHNOLOG ORD NPV   Dispositions   (5,425.00 ) 0.00   303,648.49
C45665B106   INFOCUS CORP COM   Acquisitions   3,000.00   (121,780.97 ) -
C45665B106   INFOCUS CORP COM   Dispositions   (21,700.00 ) 0.00   957,252.43
C45665B106   INFOCUS CORP COM   Free Receipt   35,500.00   0.00   -
C45666T106   INFONET SVCS CORP CL B   Acquisitions   5,950.00   (150,551.00 ) -
C45666T106   INFONET SVCS CORP CL B   Dispositions   (5,650.00 ) 0.00   116,880.08
C45666Q102   INFORMATICA CORP COM   Acquisitions   250.00   (9,904.95 ) -
C45666Q102   INFORMATICA CORP COM   Dispositions   (250.00 ) 0.00   11,719.65
C45677N205   INFORMAX INC COM COM   Acquisitions   850.00   (18,919.28 ) -
C45677N205   INFORMAX INC COM COM   Dispositions   (850.00 ) 0.00   18,851.95
C456779107   INFORMIX CORP COM   Acquisitions   40,782.00   (479,936.97 ) -
C456779107   INFORMIX CORP COM   Dispositions   (142,350.00 ) 0.00   1,331,553.19
C456779107   INFORMIX CORP COM   Free Receipt   22,750.00   0.00   -
C45677R107   INFORTE CORP COM ISIN US45677R1077   Acquisitions   3,000.00   (96,000.00 ) -
C45677R107   INFORTE CORP COM ISIN US45677R1077   Dispositions   (3,000.00 ) 0.00   219,367.68
C45678T102   INFOSPACE INC COM   Acquisitions   15,485.00   (933,253.90 ) -
C45678T102   INFOSPACE INC COM   Dispositions   (14,913.00 ) 0.00   754,916.44
C45678T102   INFOSPACE INC COM   Free Receipt   1,166.00   0.00   -
S5058877   ING GROEP NV CVA EUR0.48   Acquisitions   10,199.00   (577,544.73 ) -
S5058877   ING GROEP NV CVA EUR0.48   Dispositions   (15,574.00 ) 0.00   973,873.59
S5961124   ING GROEP NV CVA NLG1(STK DIV 31/5/2000)   Free Delivery   (2.00 ) 0.00   -

156

S5961124   ING GROEP NV CVA NLG1(STK DIV 31/5/2000)   Free Receipt   10,532.00   0.00   -
S4344362   ING GROEP NV NEW CVA NLG1(8/09/2000)   Dispositions   (12,067.00 ) 0.00   -
S4344362   ING GROEP NV NEW CVA NLG1(8/09/2000)   Free Receipt   12,067.00   0.00   -
C456866102   INGERSOLL-RAND CO COM   Acquisitions   11,600.00   (400,134.95 ) -
C456866102   INGERSOLL-RAND CO COM   Dispositions   (14,900.00 ) 0.00   566,210.45
C457153104   INGRAM MICRO INC CL A   Acquisitions   87,100.00   (1,260,365.88 ) -
C457153104   INGRAM MICRO INC CL A   Dispositions   (45,400.00 ) 0.00   779,277.65
C457191104   INHALE THERAPEUTIC SYS INC COM   Acquisitions   219.00   (20,166.65 ) -
C457191104   INHALE THERAPEUTIC SYS INC COM   Dispositions   (100.00 ) 0.00   11,969.65
C457191104   INHALE THERAPEUTIC SYS INC COM   Free Receipt   119.00   0.00   -
C457277101   INKTOMI CORP COM   Acquisitions   21,698.00   (2,742,606.20 ) -
C457277101   INKTOMI CORP COM   Dispositions   (23,210.00 ) 0.00   2,310,071.13
C457277101   INKTOMI CORP COM   Free Receipt   4,335.00   0.00   -
C4576J0104   INNKEEPERS USA TR COM   Acquisitions   19,600.00   (190,863.60 ) -
C4576J0104   INNKEEPERS USA TR COM   Dispositions   (10,100.00 ) 0.00   90,154.64
C457652105   INPUT/OUTPUT INC COM   Acquisitions   7,000.00   (40,146.15 ) -
C457652105   INPUT/OUTPUT INC COM   Dispositions   (7,000.00 ) 0.00   40,793.67
C45769V206   INRANGE TECHNOLOGIES CORP CL B   Acquisitions   365.00   (18,537.40 ) -
C45769V206   INRANGE TECHNOLOGIES CORP CL B   Dispositions   (365.00 ) 0.00   17,896.98
C45765T106   INSCI-STATEMENTS.COM CORP   Acquisitions   700.00   (6,329.95 ) -
C45765T106   INSCI-STATEMENTS.COM CORP   Dispositions   (700.00 ) 0.00   1,763.74
C45765U103   INSIGHT ENTERPRISES INC COM   Acquisitions   14,200.00   (623,495.96 ) -
C45765U103   INSIGHT ENTERPRISES INC COM   Dispositions   (21,050.00 ) 0.00   560,414.83
C45765U103   INSIGHT ENTERPRISES INC COM   Free Receipt   6,850.00   0.00   -
C45769H108   INSILICON CORP COM STK   Acquisitions   1,000.00   (9,389.95 ) -
C45769H108   INSILICON CORP COM STK   Dispositions   (1,000.00 ) 0.00   12,797.10
C457669208   INSMED INC COM NEW   Acquisitions   35,500.00   (560,045.25 ) -
C457669208   INSMED INC COM NEW   Dispositions   (35,500.00 ) 0.00   114,783.00
C45809M109   INTASYS CORP COM   Acquisitions   17,600.00   (150,055.67 ) -
C45809M109   INTASYS CORP COM   Dispositions   (10,100.00 ) 0.00   110,449.61
C45811K208   INTEGRATED CIRCUIT SYS INC COM STK   Acquisitions   40,400.00   (568,913.23 ) -
C45811K208   INTEGRATED CIRCUIT SYS INC COM STK   Dispositions   (28,900.00 ) 0.00   605,419.80
C458118106   INTEGRATED DEVICE TECH INC COM   Acquisitions   45,035.00   (2,054,567.13 ) -
C458118106   INTEGRATED DEVICE TECH INC COM   Dispositions   (91,710.00 ) 0.00   5,024,226.68
C45811E103   INTEGRATED ELEC SVCS INC COM   Acquisitions   2,000.00   (18,059.90 ) -
C45811E103   INTEGRATED ELEC SVCS INC COM   Free Delivery   (2,000.00 ) 0.00   -
C45812C106   INTEGRATED HLTH SERVICES INC COM   Acquisitions   13,000.00   (5,968.25 ) -
C45812C106   INTEGRATED HLTH SERVICES INC COM   Dispositions   (15,000.00 ) 0.00   2,327.92
C45817B103   INTEGRATED INFORMATION SYS INC COM COM STK ISIN# US45817B1035   Acquisitions   500.00   (4,639.95 ) -
C45817B103   INTEGRATED INFORMATION SYS INC COM COM STK ISIN# US45817B1035   Dispositions   (500.00 ) 0.00   4,141.16
C45812P107   INTEGRATED SILICON SOLUTION INC COM   Acquisitions   45,695.00   (963,541.45 ) -
C45812P107   INTEGRATED SILICON SOLUTION INC COM   Dispositions   (29,095.00 ) 0.00   761,356.80
C45812Y108   INTEGRATED SURGICAL SYS INC COM ISIN# US45812Y1082   Acquisitions   1,000.00   (4,061.15 ) -
C45812Y108   INTEGRATED SURGICAL SYS INC COM ISIN# US45812Y1082   Dispositions   (1,500.00 ) 0.00   3,766.66
C45817U101   INTEGRATED TELECOM EXPRESS INC COM STK   Acquisitions   1,520.00   (36,267.40 ) -
C45817U101   INTEGRATED TELECOM EXPRESS INC COM STK   Dispositions   (1,520.00 ) 0.00   35,421.40
C458140100   INTEL CORP CAP   Acquisitions   127,745.88   (10,916,382.54 ) -
C458140100   INTEL CORP CAP   Dispositions   (386,272.15 ) 0.00   23,785,817.89
C458140100   INTEL CORP CAP   Free Delivery   (1,700.95 ) 0.00   -
C458140100   INTEL CORP CAP   Free Receipt   261,544.00   0.00   -
C45814T107   INTELIDATA TECHNOLOGIES CORP COM   Acquisitions   1,000.00   (16,483.70 ) -
C45814T107   INTELIDATA TECHNOLOGIES CORP COM   Dispositions   (2,400.00 ) 0.00   35,866.43
S2603407   INTER AMERN DEV BK 7 DUE 06-16-2003 BEO   Acquisitions   510,000.00   (508,510.80 ) -
S2603407   INTER AMERN DEV BK 7 DUE 06-16-2003 BEO   Dispositions   (510,000.00 ) 0.00   509,799.40
C458372109   INTER TEL INC COM   Acquisitions   100.00   (4,454.95 ) -
C458372109   INTER TEL INC COM   Dispositions   (100.00 ) 0.00   1,295.00
C45839Y107   INTERACT COMM CORP COM   Acquisitions   9,500.00   (141,040.80 ) -
C45839Y107   INTERACT COMM CORP COM   Dispositions   (7,400.00 ) 0.00   94,380.14
C45845L107   INTERCEPT GROUP INC COM   Acquisitions   200.00   (5,069.95 ) -
C45845L107   INTERCEPT GROUP INC COM   Dispositions   (200.00 ) 0.00   4,934.88
C45866A105   INTERDIGITAL COMMUNICATIONS CORP COM   Acquisitions   4,922.00   (193,386.48 ) -
C45866A105   INTERDIGITAL COMMUNICATIONS CORP COM   Dispositions   (4,700.00 ) 0.00   147,447.28
C458738101   INTERLEUKIN GENETICS INC COM   Acquisitions   250.00   (1,779.95 ) -
C458738101   INTERLEUKIN GENETICS INC COM   Dispositions   (250.00 ) 0.00   1,407.50

157

C458742103   INTERLIANT INC COM ISIN #US4587421037   Acquisitions   100.00   (4,117.45 ) -
C458742103   INTERLIANT INC COM ISIN #US4587421037   Dispositions   (200.00 ) 0.00   8,329.77
C458751104   INTERLINK ELECTRS   Acquisitions   330.00   (11,951.20 ) -
C458751104   INTERLINK ELECTRS   Dispositions   (330.00 ) 0.00   13,169.61
C458801107   INTERMEDIA COMMUNICATIONS INC COM   Acquisitions   16,325.00   (752,607.52 ) -
C458801107   INTERMEDIA COMMUNICATIONS INC COM   Dispositions   (30,795.00 ) 0.00   803,601.82
C46058Y109   INTERNET AMER INC COM   Acquisitions   100.00   (2,111.20 ) -
C46058Y109   INTERNET AMER INC COM   Dispositions   (100.00 ) 0.00   1,245.00
C46059C106   INTERNET CAP GROUP INC COM ISIN US46059C1062   Acquisitions   8,700.00   (613,153.48 ) -
C46059C106   INTERNET CAP GROUP INC COM ISIN US46059C1062   Dispositions   (8,300.00 ) 0.00   528,051.18
C46059C106   INTERNET CAP GROUP INC COM ISIN US46059C1062   Free Receipt   100.00   0.00   -
C460967102   INTERNET COM CORP COM STK   Acquisitions   1,700.00   (86,198.55 ) -
C460967102   INTERNET COM CORP COM STK   Dispositions   (1,700.00 ) 0.00   97,171.90
CM56595107   INTERNET GOLD COM STK   Acquisitions   500.00   (17,448.70 ) -
CM56595107   INTERNET GOLD COM STK   Dispositions   (500.00 ) 0.00   11,438.41
C46059W102   INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS   Acquisitions   400.00   (57,853.15 ) -
C46059W102   INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS   Dispositions   (300.00 ) 0.00   41,232.47
C46059W102   INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS   Free Delivery   (100.00 ) 0.00   -
C46059S101   INTERNET PICTURES CORP COM   Acquisitions   10,600.00   (33,196.90 ) -
C46059S101   INTERNET PICTURES CORP COM   Dispositions   (1,000.00 ) 0.00   24,094.24
C46059S101   INTERNET PICTURES CORP COM   Free Delivery   (500.00 ) 0.00   -
C46059S101   INTERNET PICTURES CORP COM   Free Receipt   1,250.00   0.00   -
C46060X107   INTERNET SEC SYS INC COM   Acquisitions   10,500.00   (934,541.02 ) -
C46060X107   INTERNET SEC SYS INC COM   Dispositions   (17,460.00 ) 0.00   1,248,557.44
C46060X107   INTERNET SEC SYS INC COM   Free Receipt   6,960.00   0.00   -
C460573108   INTERNEURON PHARMACEUTICALS INC COM   Acquisitions   5,000.00   (24,899.76 ) -
C460573108   INTERNEURON PHARMACEUTICALS INC COM   Dispositions   (5,000.00 ) 0.00   12,974.56
C46062W107   INTERPORE INTL COM   Acquisitions   400.00   (3,916.15 ) -
C46062W107   INTERPORE INTL COM   Dispositions   (1,100.00 ) 0.00   7,252.34
C460690100   INTERPUBLIC GROUP COMPANIES INC COM   Acquisitions   1,100.00   (47,875.55 ) -
C460690100   INTERPUBLIC GROUP COMPANIES INC COM   Dispositions   (2,700.00 ) 0.00   122,490.02
C46069S109   INTERSIL HLDG CORP CL A   Acquisitions   12,030.00   (678,639.90 ) -
C46069S109   INTERSIL HLDG CORP CL A   Dispositions   (12,030.00 ) 0.00   285,615.43
C46072H108   INTERSTATE BAKERIES CORP DEL COM NEW   Acquisitions   200.00   (3,650.00 ) -
C46072H108   INTERSTATE BAKERIES CORP DEL COM NEW   Dispositions   (200.00 ) 0.00   3,619.92
CG4911N102   INTERWAVE COMMUNCATIONS COM STK ISIN#BMG4911N1020   Acquisitions   18,480.00   (449,792.92 ) -
CG4911N102   INTERWAVE COMMUNCATIONS COM STK ISIN#BMG4911N1020   Dispositions   (17,480.00 ) 0.00   654,979.64
C46114T102   INTERWOVEN INC COM ISIN # US6114T1025   Acquisitions   813.00   (100,801.89 ) -
C46114T102   INTERWOVEN INC COM ISIN # US6114T1025   Dispositions   (200.00 ) 0.00   20,411.33
C46114T102   INTERWOVEN INC COM ISIN # US6114T1025   Free Receipt   1,000.00   0.00   -
C461156101   INTIMATE BRANDS INC CL A   Acquisitions   200.00   (7,105.26 ) -
C461156101   INTIMATE BRANDS INC CL A   Dispositions   (200.00 ) 0.00   6,969.49
C461156101   INTIMATE BRANDS INC CL A   Free Receipt   210.00   0.00   -
C459200101   INTL BUSINESS MACH CORP CAP   Acquisitions   29,680.62   (3,371,500.50 ) -
C459200101   INTL BUSINESS MACH CORP CAP   Dispositions   (44,400.27 ) 0.00   4,969,959.59
C459200101   INTL BUSINESS MACH CORP CAP   Free Delivery   (200.00 ) 0.00   -
C45950T101   INTL FIBERCOM INC COM   Acquisitions   12,600.00   (208,069.43 ) -
C45950T101   INTL FIBERCOM INC COM   Dispositions   (11,600.00 ) 0.00   194,808.83
C459506101   INTL FLAVORS & FRAGRANCES INC COM   Acquisitions   100.00   (3,381.25 ) -
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C460146103   INTL PAPER CO COM   Acquisitions   51,991.45   (1,864,654.27 ) -
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C460254105   INTL RECTIFIER CORP COM   Dispositions   (1,000.00 ) 0.00   22,719.29
C46118M103   INTRAWARE INC COM   Acquisitions   3,300.00   (193,917.90 ) -
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C46121E106   INTRUSION.COM INC COM   Dispositions   (400.00 ) 0.00   4,239.95
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C461202103   INTUIT COM   Dispositions   (7,360.00 ) 0.00   376,978.40
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S0807041   INVENSYS ORD GBP0.25   Dispositions   (69,500.00 ) 0.00   154,549.43

158

C46128X107   INVESTAMERICA INC COM   Acquisitions   3,000.00   (21,279.65 ) -
C46128X107   INVESTAMERICA INC COM   Dispositions   (1,500.00 ) 0.00   10,617.68
S5679591   INVESTOR AB SEK6.25'B'   Acquisitions   15,900.00   (234,856.68 ) -
S5679591   INVESTOR AB SEK6.25'B'   Dispositions   (3,447.00 ) 0.00   46,944.33
C461915100   INVESTORS FINL SVCS CORP DEL COM   Acquisitions   2,100.00   (110,167.04 ) -
C461915100   INVESTORS FINL SVCS CORP DEL COM   Dispositions   (5,400.00 ) 0.00   350,902.45
C461915100   INVESTORS FINL SVCS CORP DEL COM   Free Receipt   2,100.00   0.00   -
C46185R100   INVITROGEN CORP COM   Acquisitions   170.00   (11,430.53 ) -
C46185R100   INVITROGEN CORP COM   Dispositions   (100.00 ) 0.00   5,394.86
C462030107   IOMEGA CORP COM   Acquisitions   13,180.00   (50,646.60 ) -
C462030107   IOMEGA CORP COM   Dispositions   (11,357.00 ) 0.00   43,387.16
C462030107   IOMEGA CORP COM   Free Delivery   (1,500.00 ) 0.00   -
C462628108   IPRINT COM INC COM   Acquisitions   100.00   (694.95 ) -
C462628108   IPRINT COM INC COM   Dispositions   (100.00 ) 0.00   338.15
C463664102   IRVINE SENSORS CORP COM   Acquisitions   19,750.00   (113,685.42 ) -
C463664102   IRVINE SENSORS CORP COM   Dispositions   (41,450.00 ) 0.00   399,101.27
C464330109   ISIS PHARMACEUTICALS COM   Acquisitions   900.00   (7,894.80 ) -
C464330109   ISIS PHARMACEUTICALS COM   Dispositions   (800.00 ) 0.00   13,459.68
C45031X105   ISTA PHARMACEUTICALS INC COM   Acquisitions   700.00   (10,164.95 ) -
C45031X105   ISTA PHARMACEUTICALS INC COM   Dispositions   (700.00 ) 0.00   9,915.96
C465266104   IT GROUP INC COM STK   Acquisitions   10,200.00   (55,897.74 ) -
C465266104   IT GROUP INC COM STK   Dispositions   (14,600.00 ) 0.00   87,542.78
C45031T104   ITC DELTACOM INC COM   Acquisitions   25,100.00   (718,858.85 ) -
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C450430103   ITEQ INC COM   Acquisitions   2,000.00   (966.10 ) -
C450430103   ITEQ INC COM   Dispositions   (2,000.00 ) 0.00   782.41
S6467944   ITO-YOKADO CO Y50   Acquisitions   1,000.00   (92,019.97 ) -
S6467944   ITO-YOKADO CO Y50   Dispositions   (2,000.00 ) 0.00   164,377.86
C450911102   ITT INDS INC COM   Acquisitions   14,800.00   (412,394.66 ) -
C450911102   ITT INDS INC COM   Dispositions   (25,500.00 ) 0.00   843,781.78
C45069F109   ITXC CORP COM   Acquisitions   2,700.00   (111,068.25 ) -
C45069F109   ITXC CORP COM   Dispositions   (2,700.00 ) 0.00   129,683.52
C465790103   IVANHOE ENERGY INC COM ISIN #CA4657901035   Acquisitions   1,000.00   (2,819.95 ) -
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C465823102   IVAX CORP COM   Acquisitions   32,133.00   (757,559.44 ) -
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C465823102   IVAX CORP COM   Free Delivery   (200.00 ) 0.00   -
C465823102   IVAX CORP COM   Free Receipt   29,800.00   0.00   -
C46588L106   IVOICE COM INC COM STK   Acquisitions   2,300.00   (6,681.50 ) -
C46588L106   IVOICE COM INC COM STK   Dispositions   (2,300.00 ) 0.00   752.02
C45071R109   IXIA COM   Acquisitions   280.00   (6,669.95 ) -
C45071R109   IXIA COM   Dispositions   (280.00 ) 0.00   6,909.81
C450718101   IXL ENTERPRISES INC COM STK   Acquisitions   400.00   (5,948.65 ) -
C450718101   IXL ENTERPRISES INC COM STK   Dispositions   (400.00 ) 0.00   6,201.13
C466313103   JABIL CIRCUIT INC COM   Acquisitions   1,550.00   (87,515.70 ) -
C466313103   JABIL CIRCUIT INC COM   Dispositions   (950.00 ) 0.00   65,161.86
C466313103   JABIL CIRCUIT INC COM   Free Delivery   (400.00 ) 0.00   -
C466367109   JACK IN BOX INC COM   Acquisitions   54,180.00   (1,265,042.17 ) -
C466367109   JACK IN BOX INC COM   Dispositions   (53,940.00 ) 0.00   1,188,999.85
C469783104   JACO ELECTRS INC COM   Acquisitions   200.00   (3,714.95 ) -
C469783104   JACO ELECTRS INC COM   Dispositions   (200.00 ) 0.00   3,997.41
C47012E106   JAKKS PAC INC COM   Acquisitions   2,900.00   (54,662.10 ) -
C47012E106   JAKKS PAC INC COM   Dispositions   (10,250.00 ) 0.00   110,588.78
C466107109   JB OXFORD HLDGS INC COM   Acquisitions   7,700.00   (62,140.92 ) -
C466107109   JB OXFORD HLDGS INC COM   Dispositions   (3,750.00 ) 0.00   18,111.88
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Acquisitions   85,001.00   (10,570,236.50 ) -
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Dispositions   (74,216.64 ) 0.00   8,400,693.54
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Free Delivery   (610.00 ) 0.00   -
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Free Receipt   27,959.64   0.00   -
C472319102   JEFFERIES GROUP INC NEW COM   Acquisitions   8,700.00   (229,780.54 ) -
C472319102   JEFFERIES GROUP INC NEW COM   Dispositions   (2,500.00 ) 0.00   55,104.41
C475070108   JEFFERSON-PILOT CORP COM   Acquisitions   100.00   (6,275.00 ) -
C475070108   JEFFERSON-PILOT CORP COM   Dispositions   (1,000.00 ) 0.00   57,982.04
S4477235   JERONIMO MARTINS EUR5   Acquisitions   1,650.00   (39,835.12 ) -
S4477235   JERONIMO MARTINS EUR5   Dispositions   (3,250.00 ) 0.00   66,625.23
C477155105   JETFORM CORP   Acquisitions   1,350.00   (10,656.15 ) -

159

C477155105   JETFORM CORP   Dispositions   (1,350.00 ) 0.00   9,014.17
C466210101   JLG INDS INC COM   Acquisitions   10,900.51   (124,545.10 ) -
C466210101   JLG INDS INC COM   Dispositions   (11,101.16 ) 0.00   156,764.79
C46621D103   JLM INDS INC COM   Acquisitions   700.00   (2,109.90 ) -
C46621D103   JLM INDS INC COM   Dispositions   (700.00 ) 0.00   2,201.22
C478129109   JOHNS MANVILLE CORP COM STK   Acquisitions   500.00   (6,248.70 ) -
C478129109   JOHNS MANVILLE CORP COM STK   Dispositions   (500.00 ) 0.00   6,594.82
C478160104   JOHNSON & JOHNSON COM   Acquisitions   39,482.83   (3,648,742.94 ) -
C478160104   JOHNSON & JOHNSON COM   Dispositions   (51,423.80 ) 0.00   4,412,899.76
C478160104   JOHNSON & JOHNSON COM   Free Delivery   (410.95 ) 0.00   -
S6126331   JOHNSON ELEC HLDGS HKD0.05   Acquisitions   50,000.00   (323,333.43 ) -
S6126331   JOHNSON ELEC HLDGS HKD0.05   Free Delivery   (50,000.00 ) 0.00   -
S6281940   JOHNSON ELECTRIC HKD0.05(PARALLEL 20/9/2000)   Free Delivery   (200,000.00 ) 0.00   -
S6281940   JOHNSON ELECTRIC HKD0.05(PARALLEL 20/9/2000)   Free Receipt   200,000.00   0.00   -
C480074103   JONES APPAREL GROUP INC COM   Acquisitions   1,200.00   (28,816.15 ) -
C480074103   JONES APPAREL GROUP INC COM   Dispositions   (1,200.00 ) 0.00   35,588.90
C999599GH0   JUN 00 S&P 500   Free Delivery   (388.00 ) 0.00   -
C999599GH0   JUN 00 S&P 500   Free Receipt   388.00   0.00   -
C999599GH0   JUN 00 S&P MID 400   Free Delivery   (157.00 ) 0.00   -
C999599GH0   JUN 00 S&P MID 400   Free Receipt   157.00   0.00   -
C48203R104   JUNIPER NETWORKS INC COM   Acquisitions   21,994.00   (3,986,653.32 ) -
C48203R104   JUNIPER NETWORKS INC COM   Dispositions   (16,672.00 ) 0.00   3,562,401.97
C48203R104   JUNIPER NETWORKS INC COM   Free Receipt   12,813.00   0.00   -
C482048105   JUNO ONLINE SVCS INC COM STK   Acquisitions   664.00   (34,474.30 ) -
C482048105   JUNO ONLINE SVCS INC COM STK   Dispositions   (664.00 ) 0.00   16,582.61
S5786792   JYSKE BANK A/S DKK20   Acquisitions   1,844.00   (36,284.83 ) -
S5786792   JYSKE BANK A/S DKK20   Dispositions   (8,253.00 ) 0.00   157,098.97
C482584109   K MART CORP COM   Acquisitions   13,100.00   (123,736.65 ) -
C482584109   K MART CORP COM   Dispositions   (16,800.00 ) 0.00   154,427.71
C483060109   KAISER GROUP INTL INC COM   Dispositions   (5,000.00 ) 0.00   279.53
C483060109   KAISER GROUP INTL INC COM   Free Receipt   5,000.00   0.00   -
C485134100   KAN CY PWR & LT CO COM STK   Acquisitions   16,347.15   (440,695.60 ) -
C485134100   KAN CY PWR & LT CO COM STK   Dispositions   (16,340.00 ) 0.00   436,100.03
C485134100   KAN CY PWR & LT CO COM STK   Free Delivery   (207.15 ) 0.00   -
C483600102   KANA COMMUNICATIONS INC COM   Acquisitions   23,735.00   (1,033,332.21 ) -
C483600102   KANA COMMUNICATIONS INC COM   Dispositions   (23,801.00 ) 0.00   954,901.39
C483600102   KANA COMMUNICATIONS INC COM   Free Receipt   666.00   0.00   -
C485170302   KANSAS CITY SOUTHN INDS INC COM NEW   Acquisitions   1,500.00   (10,361.85 ) -
C485170302   KANSAS CITY SOUTHN INDS INC COM NEW   Dispositions   (3,000.00 ) 0.00   15,786.96
C485170302   KANSAS CITY SOUTHN INDS INC COM NEW   Free Receipt   1,500.00   0.00   -
S6484244   KATOKICHI JPY50   Acquisitions   7,000.00   (151,059.08 ) -
S6484244   KATOKICHI JPY50   Dispositions   (7,000.00 ) 0.00   177,650.86
S4497749   KBC BANKVERZEKERIN NPV   Acquisitions   550.00   (23,866.43 ) -
S4497749   KBC BANKVERZEKERIN NPV   Dispositions   (3,830.00 ) 0.00   141,574.32
C486665102   KEANE INC COM   Acquisitions   100.00   (2,313.70 ) -
C486665102   KEANE INC COM   Dispositions   (100.00 ) 0.00   2,679.96
C487256109   KEEBLER FOODS CO COM   Acquisitions   3,300.00   (115,019.19 ) -
C487256109   KEEBLER FOODS CO COM   Dispositions   (3,300.00 ) 0.00   144,933.47
C487584104   KEITHLEY INSTRS INC COM   Acquisitions   815.00   (52,531.84 ) -
C487584104   KEITHLEY INSTRS INC COM   Dispositions   (800.00 ) 0.00   56,283.13
C487836108   KELLOGG CO COM   Acquisitions   4,600.00   (129,427.91 ) -
C487836108   KELLOGG CO COM   Dispositions   (7,700.00 ) 0.00   185,024.37
C488044108   KELLWOOD CO COM   Acquisitions   5,500.00   (92,922.50 ) -
C488044108   KELLWOOD CO COM   Dispositions   (9,800.00 ) 0.00   172,893.43
C488360108   KEMET CORP COM   Acquisitions   2,263.00   (91,423.67 ) -
C488360108   KEMET CORP COM   Dispositions   (676.00 ) 0.00   35,185.97
C488360108   KEMET CORP COM   Free Delivery   (1,000.00 ) 0.00   -
C488360108   KEMET CORP COM   Free Receipt   73.00   0.00   -
C489170100   KENNAMETAL INC CAP   Acquisitions   5,700.00   (145,768.95 ) -
C489170100   KENNAMETAL INC CAP   Dispositions   (5,700.00 ) 0.00   138,870.16
C490553104   KENT ELECTRS CORP COM   Acquisitions   100.00   (3,877.45 ) -
C490553104   KENT ELECTRS CORP COM   Dispositions   (100.00 ) 0.00   3,410.28
C492386107   KERR MCGEE CORP COM   Acquisitions   300.00   (15,109.59 ) -
C492386107   KERR MCGEE CORP COM   Dispositions   (800.00 ) 0.00   42,394.25
S4490005   KESKO OYJ NPV SER'B'   Acquisitions   5,610.00   (68,410.84 ) -
S4490005   KESKO OYJ NPV SER'B'   Dispositions   (5,772.00 ) 0.00   56,870.95

160

C492914106   KEY ENERGY SVCS INC   Acquisitions   23,300.00   (210,492.24 ) -
C492914106   KEY ENERGY SVCS INC   Dispositions   (11,300.00 ) 0.00   118,053.73
C493138101   KEY PRODTN INC COM   Acquisitions   500.00   (10,357.35 ) -
C493138101   KEY PRODTN INC COM   Dispositions   (300.00 ) 0.00   6,637.37
C493267108   KEYCORP NEW COM   Acquisitions   3,200.00   (61,887.55 ) -
C493267108   KEYCORP NEW COM   Dispositions   (5,400.00 ) 0.00   101,570.21
C49337W100   KEYSPAN CORP COM   Acquisitions   4,012.42   (134,924.61 ) -
C49337W100   KEYSPAN CORP COM   Dispositions   (100.00 ) 0.00   3,381.13
C49337W100   KEYSPAN CORP COM   Free Delivery   (200.00 ) 0.00   -
C493732101   KFORCE COM INC COM ISIN US4937321010   Dispositions   (61,100.00 ) 0.00   331,489.30
C493732101   KFORCE COM INC COM ISIN US4937321010   Free Receipt   61,100.00   0.00   -
S2491914   KIMBERLY CLARK MEX 'A'NPV   Acquisitions   15,000.00   (45,737.43 ) -
S2491914   KIMBERLY CLARK MEX 'A'NPV   Dispositions   (24,504.00 ) 0.00   83,149.76
C494368103   KIMBERLY-CLARK CORP COM   Acquisitions   5,227.21   (332,757.52 ) -
C494368103   KIMBERLY-CLARK CORP COM   Dispositions   (9,278.00 ) 0.00   537,248.20
C494368103   KIMBERLY-CLARK CORP COM   Free Receipt   234.00   0.00   -
C49455P101   KINDER MORGAN INC COM STK   Acquisitions   22,410.00   (806,957.83 ) -
C49455P101   KINDER MORGAN INC COM STK   Dispositions   (5,430.00 ) 0.00   202,393.23
C495582108   KING PHARMACEUTICALS INC COM   Acquisitions   45,980.00   (1,868,559.94 ) -
C495582108   KING PHARMACEUTICALS INC COM   Dispositions   (59,349.25 ) 0.00   2,446,083.25
C495582108   KING PHARMACEUTICALS INC COM   Free Receipt   61,996.25   0.00   -
S0262015   KINGFISHER ORD GBP0.125   Acquisitions   15,000.00   (146,739.68 ) -
S0262015   KINGFISHER ORD GBP0.125   Dispositions   (33,000.00 ) 0.00   255,222.59
C497266106   KIRBY CORP COM   Acquisitions   2,400.00   (52,360.40 ) -
C497266106   KIRBY CORP COM   Dispositions   (2,400.00 ) 0.00   44,119.64
C482480100   KLA-TENCOR CORP   Acquisitions   850.00   (52,643.04 ) -
C482480100   KLA-TENCOR CORP   Dispositions   (1,250.00 ) 0.00   85,547.38
C482480100   KLA-TENCOR CORP   Free Receipt   3,100.00   0.00   -
C499063105   KNIGHT TRADING GROUP INC COM   Acquisitions   15,320.00   (446,838.88 ) -
C499063105   KNIGHT TRADING GROUP INC COM   Dispositions   (13,855.00 ) 0.00   481,398.58
C499063105   KNIGHT TRADING GROUP INC COM   Free Receipt   6,161.00   0.00   -
C499040103   KNIGHT-RIDDER INC COM STK   Acquisitions   100.00   (4,643.75 ) -
C499040103   KNIGHT-RIDDER INC COM STK   Dispositions   (800.00 ) 0.00   40,883.65
C500255104   KOHLS CORP COM   Acquisitions   75,900.00   (4,191,587.61 ) -
C500255104   KOHLS CORP COM   Dispositions   (22,000.00 ) 0.00   1,857,357.98
C500255104   KOHLS CORP COM   Free Receipt   10,500.00   0.00   -
C500453105   KOMAG INC COM   Acquisitions   23,000.00   (48,689.75 ) -
C500453105   KOMAG INC COM   Dispositions   (43,800.00 ) 0.00   143,812.19
S6496658   KOMORI CORP JPY50   Acquisitions   1,000.00   (18,213.57 ) -
S6496658   KOMORI CORP JPY50   Dispositions   (4,000.00 ) 0.00   64,251.76
S5956078   KON KPN NV EUR0.24   Acquisitions   16.00   (350.00 ) -
S5956078   KON KPN NV EUR0.24   Dispositions   (1,600.00 ) 0.00   22,597.80
S5956078   KON KPN NV EUR0.24   Free Receipt   2,290.00   0.00   -
S5959130   KON KPN NV NLG1(STK DIV 31/5/2000)   Dispositions   (1,145.00 ) 0.00   -
S5959130   KON KPN NV NLG1(STK DIV 31/5/2000)   Free Receipt   1,145.00   0.00   -
S4363431   KONONKLIJKE KPN WUEO0.24(STK DIV 25/09/00)   Dispositions   (2,290.00 ) 0.00   0.27
S4363431   KONONKLIJKE KPN WUEO0.24(STK DIV 25/09/00)   Free Receipt   2,290.00   0.00   -
C500600101   KOPIN CORP   Acquisitions   700.00   (32,292.20 ) -
C500600101   KOPIN CORP   Dispositions   (725.00 ) 0.00   18,147.03
C500600101   KOPIN CORP   Free Receipt   175.00   0.00   -
S2643889   KOREA DEPOSIT INSU 2.25% EX.BDS 144A 11.10.05   Acquisitions   800,000.00   (800,000.00 ) -
S2643889   KOREA DEPOSIT INSU 2.25% EX.BDS 144A 11.10.05   Dispositions   (800,000.00 ) 0.00   829,000.00
S2419875   KOREA TELECOM ADR(REP 1/2 ORD KRW5000)(WI   Acquisitions   2,600.00   (119,297.58 ) -
S2419875   KOREA TELECOM ADR(REP 1/2 ORD KRW5000)(WI   Dispositions   (2,200.00 ) 0.00   79,005.94
CY49975108   KOREA THRUNET'A'COMMON SHS   Acquisitions   3,800.00   (88,013.45 ) -
CY49975108   KOREA THRUNET'A'COMMON SHS   Dispositions   (1,300.00 ) 0.00   35,753.99
CY49975108   KOREA THRUNET'A'COMMON SHS   Free Delivery   (500.00 ) 0.00   -
C500643200   KORN FERRY INTL COM NEW   Acquisitions   4,000.00   (122,844.20 ) -
C500643200   KORN FERRY INTL COM NEW   Dispositions   (4,000.00 ) 0.00   134,251.52
C500648100   KOS PHARMACEUTICALS INC COM   Acquisitions   1,300.00   (22,199.90 ) -
C500648100   KOS PHARMACEUTICALS INC COM   Dispositions   (1,300.00 ) 0.00   22,974.33
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Acquisitions   2,435.00   (139,201.63 ) -
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Dispositions   (2,150.00 ) 0.00   168,321.16
C501044101   KROGER CO COM   Acquisitions   37,200.00   (594,359.25 ) -

161

C501044101   KROGER CO COM   Dispositions   (103,800.00 ) 0.00   2,062,638.43
C485170104   KS CY SOUTHN INDS INC COM   Acquisitions   100.00   (6,981.25 ) -
C485170104   KS CY SOUTHN INDS INC COM   Dispositions   (800.00 ) 0.00   59,656.52
C485170104   KS CY SOUTHN INDS INC COM   Free Delivery   (1,500.00 ) 0.00   -
C485170104   KS CY SOUTHN INDS INC COM   Free Receipt   (1,500.00 ) 0.00   -
C501242101   KULICKE & SOFFA INDS INC COM   Acquisitions   53,900.00   (1,209,871.30 ) -
C501242101   KULICKE & SOFFA INDS INC COM   Dispositions   (85,500.00 ) 0.00   2,191,912.09
C501242101   KULICKE & SOFFA INDS INC COM   Free Receipt   14,000.00   0.00   -
C501337406   KUSHNER-LOCKE CO COM NEW   Acquisitions   19,300.00   (52,055.76 ) -
C501337406   KUSHNER-LOCKE CO COM NEW   Dispositions   (46,550.00 ) 0.00   158,698.19
S6499260   KYOCERA CORP COM   Acquisitions   2,000.00   (332,314.62 ) -
S6499260   KYOCERA CORP COM   Dispositions   (2,700.00 ) 0.00   424,548.29
C539441105   L90 INC COM   Acquisitions   10,000.00   (150,000.00 ) -
C539441105   L90 INC COM   Dispositions   (10,000.00 ) 0.00   229,992.33
C503459109   LA JOLLA PHARMACEUTICAL CO COM   Acquisitions   1,100.00   (6,877.16 ) -
C503459109   LA JOLLA PHARMACEUTICAL CO COM   Dispositions   (1,000.00 ) 0.00   7,303.59
C50540R409   LAB CORP AMER HLDGS COM NEW   Acquisitions   191.00   (22,512.41 ) -
C50540R409   LAB CORP AMER HLDGS COM NEW   Dispositions   (100.00 ) 0.00   11,379.67
C505401208   LABOR READY INC COM NEW   Acquisitions   30,500.00   (427,635.02 ) -
C505401208   LABOR READY INC COM NEW   Dispositions   (30,500.00 ) 0.00   263,798.40
C505447102   LABRANCHE & CO INC COM ISIN US554471025   Acquisitions   2,200.00   (68,684.35 ) -
C505447102   LABRANCHE & CO INC COM ISIN US554471025   Dispositions   (1,700.00 ) 0.00   54,758.76
C505862102   LAFARGE CORP COM   Acquisitions   3,700.00   (89,667.28 ) -
C505862102   LAFARGE CORP COM   Dispositions   (3,700.00 ) 0.00   92,880.58
S5902855   LAFARGE NEW BD AND WT (S/R 3/3/00)   Dispositions   (509.00 ) 0.00   260.42
S5902855   LAFARGE NEW BD AND WT (S/R 3/3/00)   Free Receipt   509.00   0.00   -
S0500522   LAIRD GROUP ORD GBP0.25   Acquisitions   5,200.00   (17,529.26 ) -
S0500522   LAIRD GROUP ORD GBP0.25   Dispositions   (45,200.00 ) 0.00   174,589.65
C512807108   LAM RESH CORP COM   Acquisitions   43,442.00   (2,301,718.11 ) -
C512807108   LAM RESH CORP COM   Dispositions   (82,172.00 ) 0.00   2,696,005.89
C512807108   LAM RESH CORP COM   Free Receipt   29,000.00   0.00   -
C512815101   LAMAR ADVERTISING CO CL A COM   Acquisitions   1,798.00   (95,951.20 ) -
C512815101   LAMAR ADVERTISING CO CL A COM   Dispositions   (1,808.00 ) 0.00   105,916.51
C514756105   LANDACORP INC   Acquisitions   5,000.00   (50,000.00 ) -
C514756105   LANDACORP INC   Dispositions   (5,000.00 ) 0.00   85,309.65
C514936103   LANDAMERICA FINL GROUP INC COM   Acquisitions   2,100.00   (53,048.10 ) -
C514936103   LANDAMERICA FINL GROUP INC COM   Dispositions   (2,100.00 ) 0.00   67,257.18
C515086106   LANDS END INC COM   Acquisitions   230.00   (7,639.90 ) -
C515086106   LANDS END INC COM   Dispositions   (530.00 ) 0.00   21,209.43
C515098101   LANDSTAR SYS INC COM   Acquisitions   1,700.00   (98,523.89 ) -
C515098101   LANDSTAR SYS INC COM   Dispositions   (3,300.00 ) 0.00   167,507.56
CM6706C103   LANOPTICS LTG ORD   Acquisitions   1,015.00   (31,144.05 ) -
CM6706C103   LANOPTICS LTG ORD   Dispositions   (550.00 ) 0.00   15,797.02
S0828406   LAPORTE 'B' ORD GBP0.01   Free Delivery   (576,000.00 ) 0.00   -
S0828406   LAPORTE 'B' ORD GBP0.01   Free Receipt   576,000.00   0.00   -
S0959544   LAPORTE NEW 'B' ORD GBP0.01(REGD)   Free Delivery   (288,000.00 ) 0.00   -
S0959544   LAPORTE NEW 'B' ORD GBP0.01(REGD)   Free Receipt   576,000.00   0.00   -
C517903308   LASER PHOTONICS INC COM NEW   Acquisitions   2,800.00   (32,485.40 ) -
C517903308   LASER PHOTONICS INC COM NEW   Dispositions   (300.00 ) 0.00   3,626.17
C517903308   LASER PHOTONICS INC COM NEW   Free Delivery   (2,500.00 ) 0.00   -
C51806K104   LASER PWR CORP COM   Acquisitions   400.00   (3,669.95 ) -
C51806K104   LASER PWR CORP COM   Dispositions   (400.00 ) 0.00   2,992.42
C51807H100   LASER VISION CTR INC COM DBTFL   Acquisitions   2,000.00   (13,769.80 ) -
C51807H100   LASER VISION CTR INC COM DBTFL   Dispositions   (500.00 ) 0.00   5,907.35
C518415104   LATTICE SEMICONDUCTOR CORP COM   Acquisitions   27,820.00   (1,833,625.74 ) -
C518415104   LATTICE SEMICONDUCTOR CORP COM   Dispositions   (44,320.00 ) 0.00   1,777,058.92
C518415104   LATTICE SEMICONDUCTOR CORP COM   Free Receipt   14,620.00   0.00   -
S6266914   LAWSON JPY50   Acquisitions   1,400.00   (93,350.62 ) -
S6266914   LAWSON JPY50   Dispositions   (1,400.00 ) 0.00   73,807.02
C501810105   LCC INTL INC CL A   Acquisitions   1,000.00   (28,139.95 ) -
C501810105   LCC INTL INC CL A   Dispositions   (1,000.00 ) 0.00   28,484.10
C521863100   LEAP WIRELESS INTL INC COM   Acquisitions   12,420.00   (978,458.27 ) -
C521863100   LEAP WIRELESS INTL INC COM   Dispositions   (13,120.00 ) 0.00   928,296.52
S2549761   LEAR CORP 8.11% CO GUAN B 15.05.2009   Dispositions   (440,000.00 ) 0.00   417,322.40
S2549761   LEAR CORP 8.11% CO GUAN B 15.05.2009   Free Receipt   440,000.00   0.00   -
C521865105   LEAR CORP COM STK PAR $0.01   Acquisitions   20,200.00   (453,675.80 ) -

162

C521865105   LEAR CORP COM STK PAR $0.01   Dispositions   (26,200.00 ) 0.00   608,087.75
C522002104   LEARN2 COM INC COM STK   Acquisitions   24,900.00   (113,582.15 ) -
C522002104   LEARN2 COM INC COM STK   Dispositions   (12,000.00 ) 0.00   57,554.71
C523768109   LEE ENTERPRISES INC COM   Acquisitions   500.00   (10,738.70 ) -
C523768109   LEE ENTERPRISES INC COM   Dispositions   (500.00 ) 0.00   10,542.19
C524651106   LEGATO SYS INC COM   Acquisitions   41,155.00   (1,305,570.46 ) -
C524651106   LEGATO SYS INC COM   Dispositions   (46,660.00 ) 0.00   1,981,575.73
S6218089   LEGEND HOLDINGS HKD0.025   Dispositions   (352,000.00 ) 0.00   494,026.48
S6218089   LEGEND HOLDINGS HKD0.025   Free Receipt   352,000.00   0.00   -
S6508821   LEGEND HOLDINGS HKD0.10   Acquisitions   40,000.00   (302,904.09 ) -
S6508821   LEGEND HOLDINGS HKD0.10   Free Delivery   (40,000.00 ) 0.00   -
S6218067   LEGEND HOLDINGS HKD0.10(PARALLEL 13/4/2000)   Acquisitions   192,000.00   (365,458.57 ) -
S6218067   LEGEND HOLDINGS HKD0.10(PARALLEL 13/4/2000)   Free Delivery   (192,000.00 ) 0.00   -
C524901105   LEGG MASON INC COM   Acquisitions   7,370.00   (275,241.82 ) -
C524901105   LEGG MASON INC COM   Dispositions   (15,875.00 ) 0.00   779,484.36
C524660107   LEGGETT & PLATT INC COM   Acquisitions   400.00   (6,987.40 ) -
C524660107   LEGGETT & PLATT INC COM   Dispositions   (2,300.00 ) 0.00   42,027.77
S4558583   LEGRAND EUR2   Acquisitions   290.00   (61,524.88 ) -
S4558583   LEGRAND EUR2   Dispositions   (110.00 ) 0.00   19,588.32
C524908100   LEHMAN BROS HLDGS INC COM   Acquisitions   483.14   (55,743.27 ) -
C524908100   LEHMAN BROS HLDGS INC COM   Dispositions   (10,034.00 ) 0.00   722,010.26
C524908100   LEHMAN BROS HLDGS INC COM   Free Receipt   7,849.00   0.00   -
S6512004   LEND LEASE CORP ORD A$0.50   Acquisitions   2,532.00   (31,693.40 ) -
S6512004   LEND LEASE CORP ORD A$0.50   Dispositions   (27,307.00 ) 0.00   257,468.58
C526057104   LENNAR CORP COM   Acquisitions   18,500.00   (547,485.38 ) -
C526057104   LENNAR CORP COM   Dispositions   (18,500.00 ) 0.00   633,233.87
C526107107   LENNOX INTL INC COM   Acquisitions   7,300.00   (64,021.00 ) -
C526107107   LENNOX INTL INC COM   Dispositions   (7,300.00 ) 0.00   92,540.56
CB5628B104   LERNOUT & HAUSPIE SPEECH PRO COM   Acquisitions   630.00   (36,091.23 ) -
CB5628B104   LERNOUT & HAUSPIE SPEECH PRO COM   Dispositions   (600.00 ) 0.00   19,516.93
CB5628B104   LERNOUT & HAUSPIE SPEECH PRO COM   Free Receipt   220.00   0.00   -
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Acquisitions   10,025.00   (1,032,919.66 ) -
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Dispositions   (10,000.00 ) 0.00   695,411.36
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Free Delivery   (1,400.00 ) 0.00   -
S222750U   LEVEL 3 COMMUNICATIONS INC SR DISC NT 144A STEP UP 03-15-2010   Acquisitions   84,000.00   (44,778.72 ) -
S222750U   LEVEL 3 COMMUNICATIONS INC SR DISC NT 144A STEP UP 03-15-2010   Free Delivery   (84,000.00 ) 0.00   -
C528872104   LEXICON GENETICS INC COMMON STOCK   Acquisitions   600.00   (15,219.90 ) -
C528872104   LEXICON GENETICS INC COMMON STOCK   Dispositions   (500.00 ) 0.00   12,109.64
C529771107   LEXMARK INTL INC NEW CL A   Acquisitions   233.00   (16,800.99 ) -
C529771107   LEXMARK INTL INC NEW CL A   Dispositions   (1,408.00 ) 0.00   121,569.47
C529771107   LEXMARK INTL INC NEW CL A   Free Delivery   (50.00 ) 0.00   -
C530129105   LIBERATE TECHNOLOGIES COM   Acquisitions   1,345.00   (63,270.69 ) -
C530129105   LIBERATE TECHNOLOGIES COM   Dispositions   (1,345.00 ) 0.00   53,256.31
C531172104   LIBERTY PPTY TR SH BEN INT   Acquisitions   4.89   (116.24 ) -
C531172104   LIBERTY PPTY TR SH BEN INT   Dispositions   (200.00 ) 0.00   4,969.88
C531172104   LIBERTY PPTY TR SH BEN INT   Free Delivery   (115.44 ) 0.00   -
C53215R100   LIFE PT INC COM STK   Acquisitions   1,000.00   (5,154.95 ) -
C53215R100   LIFE PT INC COM STK   Dispositions   (1,000.00 ) 0.00   4,657.39
C53220K207   LIGAND PHARMACEUTICALS INC CL B   Acquisitions   220.00   (3,918.65 ) -
C53220K207   LIGAND PHARMACEUTICALS INC CL B   Dispositions   (20.00 ) 0.00   221.29
C532257102   LIGHTPATH TECHNOLOGIES INC CL A   Acquisitions   26,894.00   (793,954.91 ) -
C532257102   LIGHTPATH TECHNOLOGIES INC CL A   Dispositions   (11,646.00 ) 0.00   337,039.73
C531939106   LIGNEX INC COM   Acquisitions   80,000.00   (8,240.00 ) -
C531939106   LIGNEX INC COM   Free Delivery   (80,000.00 ) 0.00   -
C532791100   LINCARE HLDGS INC COM   Acquisitions   21,000.00   (680,685.66 ) -
C532791100   LINCARE HLDGS INC COM   Dispositions   (24,600.00 ) 0.00   853,781.59
C534187109   LINCOLN NATL CORP COM   Acquisitions   14,100.00   (497,267.04 ) -
C534187109   LINCOLN NATL CORP COM   Dispositions   (15,800.00 ) 0.00   692,246.27
C535678106   LINEAR TECH CORP DEL   Acquisitions   9,537.01   (506,564.82 ) -
C535678106   LINEAR TECH CORP DEL   Dispositions   (1,634.40 ) 0.00   101,827.11
C535678106   LINEAR TECH CORP DEL   Free Receipt   1,001.00   0.00   -
C535679104   LINENS N THINGS INC COM   Acquisitions   47,632.00   (1,090,882.61 ) -
C535679104   LINENS N THINGS INC COM   Dispositions   (31,032.00 ) 0.00   906,063.98
C536808306   LITHIUM TECH CORP COM   Acquisitions   91,350.00   (126,292.35 ) -

163

C536808306   LITHIUM TECH CORP COM   Dispositions   (40,000.00 ) 0.00   44,673.46
C537008104   LITTELFUSE INC COM   Acquisitions   9,000.00   (317,109.30 ) -
C537008104   LITTELFUSE INC COM   Dispositions   (9,000.00 ) 0.00   258,304.88
C539320101   LIZ CLAIBORNE INC COM   Acquisitions   100.00   (4,218.75 ) -
C539320101   LIZ CLAIBORNE INC COM   Dispositions   (800.00 ) 0.00   30,731.44
C539578203   LOCH HARRIS INC COM ISIN US 5395782031   Acquisitions   4,000.00   (9,404.80 ) -
C539578203   LOCH HARRIS INC COM ISIN US 5395782031   Dispositions   (1,000.00 ) 0.00   565.03
C539578203   LOCH HARRIS INC COM ISIN US 5395782031   Free Delivery   (2,000.00 ) 0.00   -
C539830109   LOCKHEED MARTIN CORP COM   Acquisitions   5,610.95   (120,908.35 ) -
C539830109   LOCKHEED MARTIN CORP COM   Dispositions   (7,710.23 ) 0.00   167,903.41
C540424108   LOEWS CORP COM   Acquisitions   8,700.00   (580,043.31 ) -
C540424108   LOEWS CORP COM   Dispositions   (9,700.00 ) 0.00   430,827.04
C54140Y103   LOGILITY INC COM   Acquisitions   1,200.00   (23,089.85 ) -
C54140Y103   LOGILITY INC COM   Dispositions   (500.00 ) 0.00   10,032.21
C54141K102   LOGISOFT CORP COM   Dispositions   (1,000.00 ) 0.00   2,344.97
C54141K102   LOGISOFT CORP COM   Free Receipt   1,000.00   0.00   -
S9007319   LONG GILT DEC 2000 FUTURE @ LIF   Free Delivery   (25.00 ) 0.00   -
S900731L   LONG GILT DEC 2000 FUTURE @ LIF   Free Delivery   (16.00 ) 0.00   -
S9007319   LONG GILT DEC 2000 FUTURE @ LIF   Free Receipt   16.00   0.00   -
S900731L   LONG GILT DEC 2000 FUTURE @ LIF   Free Receipt   25.00   0.00   -
S9354939   LONG GILT SEP 2000 FUTURE @ LIF   Free Delivery   (5.00 ) 0.00   -
S935493L   LONG GILT SEP 2000 FUTURE @ LIF   Free Delivery   (5.00 ) 0.00   -
S9354939   LONG GILT SEP 2000 FUTURE @ LIF   Free Receipt   5.00   0.00   -
S935493L   LONG GILT SEP 2000 FUTURE @ LIF   Free Receipt   5.00   0.00   -
C543213102   LONGVIEW FIBRE CO COM   Acquisitions   7,800.00   (115,135.80 ) -
C543213102   LONGVIEW FIBRE CO COM   Dispositions   (7,800.00 ) 0.00   113,096.22
CG56462107   LORAL SPACE & COMMUNICATIONS LTD   Acquisitions   29,825.00   (389,094.29 ) -
CG56462107   LORAL SPACE & COMMUNICATIONS LTD   Dispositions   (41,600.00 ) 0.00   578,720.60
C545754103   LOUDEYE TECHNOLOGIES INC COM STK ISIN# US5457541036   Acquisitions   200.00   (9,154.96 ) -
C545754103   LOUDEYE TECHNOLOGIES INC COM STK ISIN# US5457541036   Dispositions   (200.00 ) 0.00   8,979.75
C546347105   LOUISIANA-PACIFIC CORP COM   Acquisitions   96,100.00   (1,231,298.93 ) -
C546347105   LOUISIANA-PACIFIC CORP COM   Dispositions   (126,500.00 ) 0.00   1,322,307.03
C548661107   LOWES COS INC COM   Acquisitions   28,837.00   (1,368,622.08 ) -
C548661107   LOWES COS INC COM   Dispositions   (70,494.05 ) 0.00   3,300,499.98
C502161102   LSI LOGIC CORP COM   Acquisitions   53,689.00   (3,028,611.19 ) -
C502161102   LSI LOGIC CORP COM   Dispositions   (24,694.00 ) 0.00   918,204.39
C502161102   LSI LOGIC CORP COM   Free Receipt   7,821.00   0.00   -
C532716107   LTD INC COM   Acquisitions   9,900.00   (256,103.13 ) -
C532716107   LTD INC COM   Dispositions   (4,100.00 ) 0.00   123,322.91
C532716107   LTD INC COM   Free Receipt   10,755.00   0.00   -
C501921100   LTV CORP NEW COM   Acquisitions   49,600.00   (180,784.96 ) -
C501921100   LTV CORP NEW COM   Dispositions   (49,600.00 ) 0.00   131,937.65
C502392103   LTX CORP COM   Acquisitions   14,620.00   (459,639.85 ) -
C502392103   LTX CORP COM   Dispositions   (29,020.00 ) 0.00   781,722.80
C502392103   LTX CORP COM   Free Delivery   (500.00 ) 0.00   -
C549271104   LUBRIZOL CORP COM   Acquisitions   13,900.00   (387,373.57 ) -
C549271104   LUBRIZOL CORP COM   Dispositions   (13,900.00 ) 0.00   349,925.19
C549463107   LUCENT TECHNOLOGIES INC COM STK   Acquisitions   170,186.88   (10,229,118.43 ) -
C549463107   LUCENT TECHNOLOGIES INC COM STK   Dispositions   (256,664.16 ) 0.00   14,307,266.96
C549463107   LUCENT TECHNOLOGIES INC COM STK   Free Delivery   (450.36 ) 0.00   -
C55027E102   LUMINEX CORP DEL COM   Acquisitions   300.00   (15,779.95 ) -
C55027E102   LUMINEX CORP DEL COM   Dispositions   (300.00 ) 0.00   15,344.53
S4061412   LVMH MOET HENNESSY EUR0.30   Dispositions   (620.00 ) 0.00   52,944.75
S4061412   LVMH MOET HENNESSY EUR0.30   Free Receipt   1,240.00   0.00   -
S4535649   LVMH MOET HENNESSY EUR1.5   Acquisitions   408.00   (168,482.56 ) -
S4535649   LVMH MOET HENNESSY EUR1.5   Dispositions   (160.00 ) 0.00   67,104.62
S4535649   LVMH MOET HENNESSY EUR1.5   Free Delivery   (248.00 ) 0.00   -
C552078107   LYONDELL CHEMICAL CO COM STK   Acquisitions   12,800.00   (127,970.66 ) -
C552078107   LYONDELL CHEMICAL CO COM STK   Dispositions   (12,800.00 ) 0.00   171,610.77
C55301Q102   M H MEYERSON & CO INC COM   Acquisitions   400.00   (2,814.95 ) -
C55301Q102   M H MEYERSON & CO INC COM   Dispositions   (400.00 ) 0.00   2,309.97
S6551030   MABUCHI MOTOR CO JPY50   Acquisitions   1,200.00   (177,376.35 ) -
S6551030   MABUCHI MOTOR CO JPY50   Dispositions   (1,100.00 ) 0.00   135,451.09
C554273102   MACDERMID INC COM   Acquisitions   6,160.00   (211,489.19 ) -

164

C554273102   MACDERMID INC COM   Dispositions   (2,860.00 ) 0.00   101,159.98
C556100105   MACROMEDIA INC COM   Acquisitions   45,535.00   (3,751,244.91 ) -
C556100105   MACROMEDIA INC COM   Dispositions   (39,475.00 ) 0.00   3,199,675.91
C555904101   MACROVISION CORP COM   Acquisitions   15,800.00   (1,058,999.90 ) -
C555904101   MACROVISION CORP COM   Dispositions   (11,900.00 ) 0.00   1,031,853.77
C555904101   MACROVISION CORP COM   Free Receipt   3,000.00   0.00   -
C556269108   MADDEN STEVEN LTD COM   Acquisitions   4,400.00   (59,954.44 ) -
C556269108   MADDEN STEVEN LTD COM   Dispositions   (8,200.00 ) 0.00   73,829.73
C559036108   MAGAININ PHARMACEUTICALS INC COM   Acquisitions   3,000.00   (10,527.35 ) -
C559036108   MAGAININ PHARMACEUTICALS INC COM   Dispositions   (2,000.00 ) 0.00   9,627.25
C55972F203   MAGNUM HUNTER RES INC COM PAR $0.002   Acquisitions   200.00   (1,642.45 ) -
C55972F203   MAGNUM HUNTER RES INC COM PAR $0.002   Dispositions   (200.00 ) 0.00   1,420.00
C560345993   MAIN ST & MAIN INC RT EXP 09/20/2000   Free Delivery   (230.00 ) 0.00   -
C560345993   MAIN ST & MAIN INC RT EXP 09/20/2000   Free Receipt   230.00   0.00   -
CX51723108   MANDATUM BANK PLC HELSINKI SHS B   Dispositions   (90.00 ) 0.00   351.60
CX51723108   MANDATUM BANK PLC HELSINKI SHS B   Free Receipt   90.00   0.00   -
S6574833   MANILA ELEC CO B COM   Acquisitions   45,000.00   (64,261.89 ) -
S6574833   MANILA ELEC CO B COM   Dispositions   (8,580.00 ) 0.00   11,404.82
S508115W   MANNESMANN AG NPV   Free Delivery   (1,679.00 ) 0.00   -
S508115W   MANNESMANN AG NPV   Free Receipt   1,679.00   0.00   -
S5767504   MANNESMANN AG NPV(REGD)   Acquisitions   1,220.00   (276,845.81 ) -
S5767504   MANNESMANN AG NPV(REGD)   Dispositions   (1,600.00 ) 0.00   529,798.31
S5767504   MANNESMANN AG NPV(REGD)   Free Delivery   (19,379.00 ) 0.00   -
S5767504   MANNESMANN AG NPV(REGD)   Free Receipt   1,679.00   0.00   -
S5855476   MANNESMANN AG NPV(VODAFONE SWAP)   Dispositions   (19,379.00 ) 0.00   701,530.29
S5855476   MANNESMANN AG NPV(VODAFONE SWAP)   Free Receipt   19,379.00   0.00   -
C564055101   MANOR CARE INC NEW COM STK   Acquisitions   100.00   (693.75 ) -
C564055101   MANOR CARE INC NEW COM STK   Dispositions   (1,100.00 ) 0.00   13,096.42
C56418H100   MANPOWER INC WIS COM   Acquisitions   5,400.00   (196,171.72 ) -
C56418H100   MANPOWER INC WIS COM   Dispositions   (5,400.00 ) 0.00   176,139.96
C565011103   MANUGISTICS GROUP INC COM   Acquisitions   7,135.00   (700,653.01 ) -
C565011103   MANUGISTICS GROUP INC COM   Dispositions   (7,135.00 ) 0.00   818,352.15
C999599GH0   MAR 00 S&P 500   Free Delivery   (401.00 ) 0.00   -
C999599GH0   MAR 00 S&P 500   Free Receipt   375.00   0.00   -
C999599GH0   MAR 00 S&P MID 400   Free Delivery   (141.00 ) 0.00   -
C999599GH0   MAR 00 S&P MID 400   Free Receipt   141.00   0.00   -
S0877431   MARCONI ORD GBP0.05   Acquisitions   12,000.00   (170,460.87 ) -
S0877431   MARCONI ORD GBP0.05   Dispositions   (3,000.00 ) 0.00   39,081.20
S0877431   MARCONI ORD GBP0.05   Free Receipt   0.00   0.00   -
C571903202   MARRIOTT INTL INC NEW COM STK CL A   Acquisitions   200.00   (6,462.50 ) -
C571903202   MARRIOTT INTL INC NEW COM STK CL A   Dispositions   (2,300.00 ) 0.00   75,012.72
C571748102   MARSH & MC LENNAN CO'S INC   Acquisitions   301.81   (30,697.59 ) -
C571748102   MARSH & MC LENNAN CO'S INC   Dispositions   (2,300.00 ) 0.00   210,396.13
C571748102   MARSH & MC LENNAN CO'S INC   Free Delivery   (132.67 ) 0.00   -
C573284106   MARTIN MARIETTA MATLS INC COM   Acquisitions   4,560.00   (202,314.62 ) -
C573284106   MARTIN MARIETTA MATLS INC COM   Dispositions   (13,740.00 ) 0.00   471,762.35
S6569464   MARUBENI CORP JPY50   Acquisitions   69,000.00   (232,545.63 ) -
S6569464   MARUBENI CORP JPY50   Dispositions   (38,000.00 ) 0.00   101,673.95
S6569527   MARUI CO JPY50   Acquisitions   4,000.00   (54,664.76 ) -
S6569527   MARUI CO JPY50   Dispositions   (5,000.00 ) 0.00   81,355.15
CG5876H105   MARVELL TECHNOLOGY GROUP INCISIN BMG5876H1051 SEDOL 2594653   Acquisitions   150.00   (8,729.95 ) -
CG5876H105   MARVELL TECHNOLOGY GROUP INCISIN BMG5876H1051 SEDOL 2594653   Dispositions   (150.00 ) 0.00   8,299.45
C574599106   MASCO CORP COM   Acquisitions   20,000.00   (451,670.15 ) -
C574599106   MASCO CORP COM   Dispositions   (41,398.00 ) 0.00   889,811.13
C576292106   MASSMUTUAL CORP INVS INC COM   Acquisitions   700.00   (15,867.45 ) -
C576292106   MASSMUTUAL CORP INVS INC COM   Dispositions   (700.00 ) 0.00   15,982.01
C576323109   MASTEC INC COM   Acquisitions   24,000.00   (1,429,842.63 ) -
C576323109   MASTEC INC COM   Dispositions   (34,947.00 ) 0.00   1,372,224.53
C576323109   MASTEC INC COM   Free Receipt   9,550.00   0.00   -
C576844104   MATRIX PHARMACEUTICAL INC   Acquisitions   1,500.00   (16,809.85 ) -
C576844104   MATRIX PHARMACEUTICAL INC   Dispositions   (1,500.00 ) 0.00   18,430.82
C57685P304   MATRIXONE INC COM   Acquisitions   4,700.00   (121,204.95 ) -
C57685P304   MATRIXONE INC COM   Dispositions   (4,700.00 ) 0.00   348,508.41
S6572581   MATSUMOTOKIYOSHI C JPY50   Acquisitions   2,000.00   (155,019.96 ) -

165

S6572581   MATSUMOTOKIYOSHI C JPY50   Dispositions   (1,900.00 ) 0.00   168,335.49
S6572707   MATSUSHITA ELC IND Y50   Acquisitions   6,000.00   (171,615.46 ) -
S6572707   MATSUSHITA ELC IND Y50   Dispositions   (4,000.00 ) 0.00   96,567.19
C577081102   MATTEL INC COM   Acquisitions   10,113.02   (114,235.59 ) -
C577081102   MATTEL INC COM   Dispositions   (15,500.00 ) 0.00   185,330.52
C577081102   MATTEL INC COM   Free Delivery   (1,000.00 ) 0.00   -
C57772K101   MAXIM INTEGRATED PRODS INC COM   Acquisitions   9,950.00   (633,001.05 ) -
C57772K101   MAXIM INTEGRATED PRODS INC COM   Dispositions   (1,950.00 ) 0.00   135,164.11
C57772M107   MAXIM PHARMACEUTICALS INC COM   Acquisitions   12,540.00   (727,047.19 ) -
C57772M107   MAXIM PHARMACEUTICALS INC COM   Dispositions   (12,540.00 ) 0.00   682,968.92
C577729205   MAXTOR CORP COM NEW   Acquisitions   77,800.00   (766,672.06 ) -
C577729205   MAXTOR CORP COM NEW   Dispositions   (77,800.00 ) 0.00   713,761.09
C577778103   MAY DEPT STORES CO COM   Acquisitions   300.00   (8,193.75 ) -
C577778103   MAY DEPT STORES CO COM   Dispositions   (3,800.00 ) 0.00   98,679.02
C578592107   MAYTAG CORP COM   Acquisitions   400.00   (11,277.35 ) -
C578592107   MAYTAG CORP COM   Dispositions   (2,400.00 ) 0.00   107,836.85
C578592107   MAYTAG CORP COM   Free Delivery   (100.00 ) 0.00   -
C55262C100   MBIA INC COM   Acquisitions   200.00   (12,804.95 ) -
C55262C100   MBIA INC COM   Dispositions   (200.00 ) 0.00   12,544.63
C55262L100   MBNA CORP COM   Acquisitions   2,360.18   (69,376.40 ) -
C55262L100   MBNA CORP COM   Dispositions   (13,514.01 ) 0.00   327,235.01
C579780206   MC CORMICK & CO INC COM NON-VTG   Acquisitions   11,800.00   (423,753.34 ) -
C579780206   MC CORMICK & CO INC COM NON-VTG   Dispositions   (11,800.00 ) 0.00   365,027.90
C580037109   MC DERMOTT INTL INC COM $1 PAR   Acquisitions   100.00   (825.00 ) -
C580037109   MC DERMOTT INTL INC COM $1 PAR   Dispositions   (600.00 ) 0.00   5,703.15
C580135101   MC DONALDS CORP COM   Acquisitions   15,196.98   (549,385.42 ) -
C580135101   MC DONALDS CORP COM   Dispositions   (24,940.12 ) 0.00   848,133.27
C579062100   MCAFEE COM CORP CL A   Acquisitions   4,500.00   (76,315.85 ) -
C579062100   MCAFEE COM CORP CL A   Dispositions   (4,400.00 ) 0.00   190,338.76
C580578102   MCGLEN INTERNET GROUP INC COM   Acquisitions   500.00   (3,211.57 ) -
C580578102   MCGLEN INTERNET GROUP INC COM   Dispositions   (500.00 ) 0.00   2,094.32
C580645109   MCGRAW HILL COMPANIES INC COM   Acquisitions   100.00   (5,187.50 ) -
C580645109   MCGRAW HILL COMPANIES INC COM   Dispositions   (1,700.00 ) 0.00   92,659.36
C55268B205   MCI WORLDCOM INC PFD CONV EXCHANGEABLE ISIN US55268B2051   Acquisitions   100.00   (5,161.20 ) -
C55268B205   MCI WORLDCOM INC PFD CONV EXCHANGEABLE ISIN US55268B2051   Dispositions   (100.00 ) 0.00   5,075.00
C58155Q103   MCKESSON HBOC INC COM   Acquisitions   1,203.08   (24,226.82 ) -
C58155Q103   MCKESSON HBOC INC COM   Dispositions   (4,500.12 ) 0.00   100,956.94
C582266102   MCLEODUSA INC   Acquisitions   22,940.00   (1,738,270.24 ) -
C582266102   MCLEODUSA INC   Dispositions   (65,700.00 ) 0.00   2,433,872.72
C582266102   MCLEODUSA INC   Free Receipt   24,700.00   0.00   -
C552690109   MDU RES GROUP INC COM   Acquisitions   23,030.00   (629,571.27 ) -
C552690109   MDU RES GROUP INC COM   Dispositions   (7,290.00 ) 0.00   208,961.11
C582834107   MEAD CORP COM   Acquisitions   4,610.00   (154,816.99 ) -
C582834107   MEAD CORP COM   Dispositions   (23,440.00 ) 0.00   627,633.86
C583421102   MEASUREMENT SPECIALTIES INC COM   Acquisitions   700.00   (23,519.85 ) -
C583421102   MEASUREMENT SPECIALTIES INC COM   Dispositions   (700.00 ) 0.00   22,674.65
C583538103   MECH TECH INC COM   Acquisitions   200.00   (2,192.45 ) -
C583538103   MECH TECH INC COM   Dispositions   (487.00 ) 0.00   20,860.34
C584900401   MED DYNAMICS INC COM PAR $0.001   Acquisitions   5,500.00   (5,605.97 ) -
C584900401   MED DYNAMICS INC COM PAR $0.001   Dispositions   (3,000.00 ) 0.00   2,546.16
S224667U   MEDALLION TRUST FRN 00-1G CL A1 12.07.2031   Acquisitions   1,200,000.00   (1,200,000.00 ) -
S224667U   MEDALLION TRUST FRN 00-1G CL A1 12.07.2031   Dispositions   (1,200,000.00 ) 0.00   1,200,781.26
C583916101   MEDAREX INC COM   Acquisitions   729.00   (53,057.42 ) -
C583916101   MEDAREX INC COM   Dispositions   (366.00 ) 0.00   38,615.89
C583916101   MEDAREX INC COM   Free Receipt   132.00   0.00   -
C584062103   MEDCOM USA INC COM   Acquisitions   100.00   (513.70 ) -
C584062103   MEDCOM USA INC COM   Dispositions   (100.00 ) 0.00   207.54
C58440W105   MEDIA 100 INC COM   Acquisitions   600.00   (13,241.15 ) -
C58440W105   MEDIA 100 INC COM   Dispositions   (600.00 ) 0.00   12,770.91
C58439C102   MEDIA ARTS GROUP INC COM   Acquisitions   1,000.00   (5,842.45 ) -
C58439C102   MEDIA ARTS GROUP INC COM   Dispositions   (1,000.00 ) 0.00   4,094.91
C584404107   MEDIA GEN INC CL A   Acquisitions   4,400.00   (214,664.12 ) -
C584404107   MEDIA GEN INC CL A   Dispositions   (4,400.00 ) 0.00   158,852.84
S5077946   MEDIASET ITL1000   Acquisitions   9,000.00   (210,652.56 ) -

166

S5077946   MEDIASET ITL1000   Dispositions   (7,000.00 ) 0.00   107,293.02
C584642102   MEDICALOGIC/MEDSCAPE INC   Acquisitions   18,340.00   (417,667.63 ) -
C584642102   MEDICALOGIC/MEDSCAPE INC   Dispositions   (18,340.00 ) 0.00   322,724.30
C584690309   MEDICIS PHARMACEUTICAL CORP CL A NEW   Acquisitions   200.00   (11,742.45 ) -
C584690309   MEDICIS PHARMACEUTICAL CORP CL A NEW   Dispositions   (200.00 ) 0.00   13,517.09
C58469J100   MEDICONSULT COM INC COM   Acquisitions   1,500.00   (3,653.60 ) -
C58469J100   MEDICONSULT COM INC COM   Dispositions   (600.00 ) 0.00   361.93
C584699102   MEDIMMUNE INC COM   Acquisitions   13,481.00   (1,490,661.02 ) -
C584699102   MEDIMMUNE INC COM   Dispositions   (20,250.00 ) 0.00   2,085,700.37
C584699102   MEDIMMUNE INC COM   Free Delivery   (200.00 ) 0.00   -
C584699102   MEDIMMUNE INC COM   Free Receipt   8,662.00   0.00   -
S5535198   MEDIOLANUM ITL200(POST SUBD)   Acquisitions   5,000.00   (66,761.77 ) -
S5535198   MEDIOLANUM ITL200(POST SUBD)   Dispositions   (7,000.00 ) 0.00   109,442.92
CM6879H103   MEDIS EL LTD COM STK   Acquisitions   2,607.00   (78,463.81 ) -
CM6879H103   MEDIS EL LTD COM STK   Free Delivery   (2,607.00 ) 0.00   -
C58501T306   MEDITRUST PAIRED CTF NEW COM STK   Acquisitions   950.00   (3,354.95 ) -
C58501T306   MEDITRUST PAIRED CTF NEW COM STK   Free Delivery   (200.00 ) 0.00   -
C585055106   MEDTRONIC INC COM   Acquisitions   32,135.00   (1,507,601.57 ) -
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CM6786D104   MEGAL SEC SYS LTD COM   Acquisitions   600.00   (1,948.70 ) -
CM6786D104   MEGAL SEC SYS LTD COM   Dispositions   (1,400.00 ) 0.00   6,005.50
C58551A108   MELLON FINL CORP COM   Acquisitions   400.00   (12,317.45 ) -
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C587118100   MEN S WEARHOUSE INC COMMOM   Acquisitions   11,310.00   (309,774.79 ) -
C587118100   MEN S WEARHOUSE INC COMMOM   Dispositions   (1,500.00 ) 0.00   38,061.23
CX5311H125   MENIRE CORP RT EXP 06-27-2000   Dispositions   (1,000.00 ) 0.00   167.00
CX5311H125   MENIRE CORP RT EXP 06-27-2000   Free Receipt   1,000.00   0.00   -
CX87316109   MENIRE CORPORATION COM   Acquisitions   1,000.00   (6,065.92 ) -
CX87316109   MENIRE CORPORATION COM   Dispositions   (1,000.00 ) 0.00   4,599.00
C587200106   MENTOR GRAPHICS CORP COM   Acquisitions   86,200.00   (1,392,627.26 ) -
C587200106   MENTOR GRAPHICS CORP COM   Dispositions   (63,300.00 ) 0.00   1,018,390.30
C587587106   MERCATOR SOFTWARE INC COM   Acquisitions   300.00   (3,884.90 ) -
C587587106   MERCATOR SOFTWARE INC COM   Dispositions   (300.00 ) 0.00   2,270.01
C589331107   MERCK & CO INC COM   Acquisitions   91,955.26   (6,823,998.17 ) -
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C589331107   MERCK & CO INC COM   Free Delivery   (50.00 ) 0.00   -
S4741844   MERCK KGAA DEM5   Acquisitions   3,807.00   (117,000.19 ) -
S4741844   MERCK KGAA DEM5   Dispositions   (9,601.00 ) 0.00   364,279.51
C589378108   MERCURY COMPUTER SYS INC COM   Acquisitions   10,900.00   (413,985.38 ) -
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C589378108   MERCURY COMPUTER SYS INC COM   Free Delivery   (1,000.00 ) 0.00   -
C589378108   MERCURY COMPUTER SYS INC COM   Free Receipt   2,900.00   0.00   -
C589405109   MERCURY INTERACTIVE CORP   Acquisitions   16,874.00   (1,156,532.28 ) -
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C589405109   MERCURY INTERACTIVE CORP   Free Receipt   16,115.00   0.00   -
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C589433101   MEREDITH CORP COM   Dispositions   (600.00 ) 0.00   18,296.91
C59001A102   MERITAGE CORP COM   Acquisitions   300.00   (7,023.70 ) -
C59001A102   MERITAGE CORP COM   Dispositions   (300.00 ) 0.00   7,769.79
C590188108   MERRILL LYNCH & CO INC COM   Acquisitions   9,356.19   (909,449.42 ) -
C590188108   MERRILL LYNCH & CO INC COM   Dispositions   (7,000.00 ) 0.00   589,435.11
C590188108   MERRILL LYNCH & CO INC COM   Free Receipt   17,656.00   0.00   -
C590479101   MESA AIR GROUP INC COM   Acquisitions   3,600.00   (16,844.80 ) -
C590479101   MESA AIR GROUP INC COM   Dispositions   (3,800.00 ) 0.00   19,398.20
C59066B102   MESABA HLDGS INC COM   Acquisitions   13,000.00   (133,513.95 ) -
C59066B102   MESABA HLDGS INC COM   Dispositions   (26,107.00 ) 0.00   319,849.99
C590787107   MESSAGEMEDIA INC COM   Acquisitions   2,700.00   (40,688.48 ) -
C590787107   MESSAGEMEDIA INC COM   Dispositions   (2,700.00 ) 0.00   31,192.75
C591097100   METAL MGMT INC COM   Acquisitions   10,100.00   (21,254.95 ) -
C591097100   METAL MGMT INC COM   Dispositions   (11,000.00 ) 0.00   14,641.27
C591097100   METAL MGMT INC COM   Free Delivery   (100.00 ) 0.00   -
C59151K108   METHANEX CORP COM STK   Acquisitions   1,500.00   (5,997.40 ) -
C59151K108   METHANEX CORP COM STK   Dispositions   (1,500.00 ) 0.00   6,043.63
C591520200   METHODE ELECTRS INC CL A   Acquisitions   1,000.00   (36,467.45 ) -
C591520200   METHODE ELECTRS INC CL A   Dispositions   (1,000.00 ) 0.00   42,468.63

167

C59156R108   METLIFE INC COM ISIN US59156R1086   Acquisitions   500.00   (7,814.85 ) -
C59156R108   METLIFE INC COM ISIN US59156R1086   Dispositions   (400.00 ) 0.00   8,947.34
C591596101   METRICOM INC COM   Acquisitions   48,158.00   (2,097,793.23 ) -
C591596101   METRICOM INC COM   Dispositions   (38,550.00 ) 0.00   1,874,582.11
C591598107   METRIS COS INC COM   Acquisitions   14,140.00   (422,286.33 ) -
C591598107   METRIS COS INC COM   Dispositions   (24,540.00 ) 0.00   957,900.64
C591598107   METRIS COS INC COM   Free Receipt   7,460.00   0.00   -
C591647102   METROCALL INC COM   Acquisitions   19,867.00   (150,049.45 ) -
C591647102   METROCALL INC COM   Dispositions   (15,500.00 ) 0.00   154,231.09
C591689104   METROMEDIA FIBER NETWORK INC CL A   Acquisitions   8,529.00   (339,161.94 ) -
C591689104   METROMEDIA FIBER NETWORK INC CL A   Dispositions   (7,707.00 ) 0.00   288,469.16
C591689104   METROMEDIA FIBER NETWORK INC CL A   Free Delivery   (574.00 ) 0.00   -
C591689104   METROMEDIA FIBER NETWORK INC CL A   Free Receipt   1,187.00   0.00   -
CN5665B105   METRON TECH NV COM   Acquisitions   500.00   (6,842.45 ) -
CN5665B105   METRON TECH NV COM   Dispositions   (500.00 ) 0.00   5,229.87
S2386407   MEXICO(UTD MEX ST) 10.375% BDS 17/2/09 USD(XW)   Acquisitions   1,160,000.00   (1,246,812.00 ) -
S2386407   MEXICO(UTD MEX ST) 10.375% BDS 17/2/09 USD(XW)   Dispositions   (760,000.00 ) 0.00   806,535.00
S5322163   MEXICO(UTD MEX ST) 6.25% BDS 31/12/2019 USD'A'   Acquisitions   710,000.00   (614,575.00 ) -
S5322163   MEXICO(UTD MEX ST) 6.25% BDS 31/12/2019 USD'A'   Dispositions   (710,000.00 ) 0.00   619,875.00
S2896306   MEXICO-UNITED MEXICAN STS 11.5 DISC BD DUE 05-15-2026 BEO   Acquisitions   240,000.00   (270,960.00 ) -
S2896306   MEXICO-UNITED MEXICAN STS 11.5 DISC BD DUE 05-15-2026 BEO   Dispositions   (350,000.00 ) 0.00   424,750.00
S4557104   MG TECHNOLOGIES AG NPV   Acquisitions   12,830.00   (210,926.44 ) -
S4557104   MG TECHNOLOGIES AG NPV   Dispositions   (1,411.00 ) 0.00   17,740.57
C552880106   MGI PHARMA INC COM   Acquisitions   200.00   (4,154.95 ) -
C552880106   MGI PHARMA INC COM   Dispositions   (2,000.00 ) 0.00   22,939.21
C552848103   MGIC INVT CORP WIS COM   Acquisitions   7,800.00   (366,715.35 ) -
C552848103   MGIC INVT CORP WIS COM   Dispositions   (1,200.00 ) 0.00   60,143.58
C552953101   MGM MIRAGE COM   Dispositions   (300.00 ) 0.00   14,653.01
C552953101   MGM MIRAGE COM   Free Receipt   3,600.00   0.00   -
C594079105   MICHAEL FOODS INC NEW COM   Acquisitions   2,600.00   (54,977.00 ) -
C594079105   MICHAEL FOODS INC NEW COM   Dispositions   (1,500.00 ) 0.00   40,259.95
C594087108   MICHAELS STORES INC COM   Acquisitions   30,667.00   (1,083,778.02 ) -
C594087108   MICHAELS STORES INC COM   Dispositions   (51,786.00 ) 0.00   1,493,583.32
S4588364   MICHELIN CGDE EUR2(REGD)   Acquisitions   10,000.00   (356,411.19 ) -
S4588364   MICHELIN CGDE EUR2(REGD)   Dispositions   (4,516.00 ) 0.00   140,522.60
C594793101   MICREL INC COM   Acquisitions   1,100.00   (101,123.69 ) -
C594793101   MICREL INC COM   Dispositions   (23,460.00 ) 0.00   1,105,670.75
C594793101   MICREL INC COM   Free Receipt   10,980.00   0.00   -
C594928103   MICROAGE INC COM   Acquisitions   1,800.00   (7,031.20 ) -
C594928103   MICROAGE INC COM   Dispositions   (1,800.00 ) 0.00   5,658.26
C59501T304   MICROCELL TELECOMMUNICATIONS INC CL B NON VTG   Acquisitions   19,855.00   (756,450.90 ) -
C59501T304   MICROCELL TELECOMMUNICATIONS INC CL B NON VTG   Dispositions   (19,855.00 ) 0.00   509,181.19
C595017104   MICROCHIP TECH INC COM   Acquisitions   1,650.00   (91,388.55 ) -
C595017104   MICROCHIP TECH INC COM   Dispositions   (1,700.00 ) 0.00   101,616.75
C595017104   MICROCHIP TECH INC COM   Free Receipt   150.00   0.00   -
C595094103   MICROMUSE INC COM   Acquisitions   15,130.00   (1,990,812.31 ) -
C595094103   MICROMUSE INC COM   Dispositions   (18,970.00 ) 0.00   3,195,247.61
C595094103   MICROMUSE INC COM   Free Receipt   8,410.00   0.00   -
C595100108   MICRON ELECTRONICS INC COM   Acquisitions   3,675.00   (45,066.60 ) -
C595100108   MICRON ELECTRONICS INC COM   Dispositions   (1,800.00 ) 0.00   25,258.03
C595112103   MICRON TECH INC COM   Acquisitions   93,375.00   (6,150,439.37 ) -
C595112103   MICRON TECH INC COM   Dispositions   (74,270.00 ) 0.00   3,704,402.83
C595112103   MICRON TECH INC COM   Free Receipt   9,200.00   0.00   -
C594901100   MICROS SYS INC COM   Acquisitions   1,200.00   (71,697.60 ) -
C594901100   MICROS SYS INC COM   Dispositions   (4,500.00 ) 0.00   192,842.86
C594944100   MICROS TO MAINFRAMES INC COM   Acquisitions   1,000.00   (18,029.95 ) -
C594944100   MICROS TO MAINFRAMES INC COM   Dispositions   (1,000.00 ) 0.00   6,994.80
C595137100   MICROSEMI CORP COM   Acquisitions   100.00   (3,029.95 ) -
C595137100   MICROSEMI CORP COM   Dispositions   (100.00 ) 0.00   4,469.90
C594918104   MICROSOFT CORP COM   Acquisitions   169,393.00   (13,100,683.88 ) -
C594918104   MICROSOFT CORP COM   Dispositions   (263,640.00 ) 0.00   20,985,738.37
C594918104   MICROSOFT CORP COM   Free Delivery   (5,929.00 ) 0.00   -
C594918104   MICROSOFT CORP COM   Free Receipt   45.00   0.00   -
C594972101   MICROSTRATEGY INC CL A   Acquisitions   10,950.00   (1,187,600.58 ) -

168

C594972101   MICROSTRATEGY INC CL A   Dispositions   (14,380.00 ) 0.00   1,638,020.64
C594972101   MICROSTRATEGY INC CL A   Free Receipt   3,930.00   0.00   -
C59514P109   MICROTUNE INC DEL COM   Acquisitions   500.00   (18,964.95 ) -
C59514P109   MICROTUNE INC DEL COM   Dispositions   (500.00 ) 0.00   16,015.75
C594960106   MICROVISION INC WASH COM   Acquisitions   1,375.00   (57,979.65 ) -
C594960106   MICROVISION INC WASH COM   Dispositions   (625.00 ) 0.00   24,319.01
C595176108   MICROWAVE FILTER INC COM   Acquisitions   60.00   (1,169.95 ) -
C595176108   MICROWAVE FILTER INC COM   Dispositions   (60.00 ) 0.00   432.96
C59523C107   MID ATLC MED SVCS INC COM   Acquisitions   900.00   (15,273.70 ) -
C59523C107   MID ATLC MED SVCS INC COM   Dispositions   (900.00 ) 0.00   15,832.02
C595635103   MIDCAP SPDR TR UNIT SER 1 COM   Acquisitions   577.00   (54,347.72 ) -
C595635103   MIDCAP SPDR TR UNIT SER 1 COM   Dispositions   (577.00 ) 0.00   54,245.70
C595635103   MIDCAP SPDR TR UNIT SER 1 COM   Free Delivery   (100.00 ) 0.00   -
C598126993   MIDWAY AIRLS CORP RT EXP 07-26-00   Free Delivery   (1,950.00 ) 0.00   -
C598126993   MIDWAY AIRLS CORP RT EXP 07-26-00   Free Receipt   1,950.00   0.00   -
C597911106   MIDWEST EXPRESS HLDGS INC COM   Acquisitions   18,700.00   (430,387.47 ) -
C597911106   MIDWEST EXPRESS HLDGS INC COM   Dispositions   (7,600.00 ) 0.00   126,875.45
C60038B105   MILLENNIUM CELL INC COM   Acquisitions   1,000.00   (15,764.95 ) -
C60038B105   MILLENNIUM CELL INC COM   Dispositions   (1,000.00 ) 0.00   17,421.96
C599903101   MILLENNIUM CHEMICALS INC COM   Acquisitions   5,800.00   (107,720.50 ) -
C599903101   MILLENNIUM CHEMICALS INC COM   Dispositions   (18,800.00 ) 0.00   255,051.08
C599902103   MILLENNIUM PHARMACEUTICALS INC COM   Acquisitions   6,790.00   (493,936.81 ) -
C599902103   MILLENNIUM PHARMACEUTICALS INC COM   Dispositions   (750.00 ) 0.00   60,436.95
C599902103   MILLENNIUM PHARMACEUTICALS INC COM   Free Receipt   390.00   0.00   -
C600533103   MILLER EXPL CO COM   Acquisitions   2,000.00   (1,997.40 ) -
C600533103   MILLER EXPL CO COM   Dispositions   (1,000.00 ) 0.00   1,969.98
C600544100   MILLER HERMAN INC COM   Acquisitions   100.42   (3,264.63 ) -
C600544100   MILLER HERMAN INC COM   Dispositions   (333.82 ) 0.00   8,313.37
C601073109   MILLIPORE CORP COM   Acquisitions   30,560.00   (1,625,444.41 ) -
C601073109   MILLIPORE CORP COM   Dispositions   (30,560.00 ) 0.00   1,463,929.25
S6642406   MINEBEA CO INC   Acquisitions   11,000.00   (163,992.67 ) -
S6642406   MINEBEA CO INC   Dispositions   (5,000.00 ) 0.00   55,936.62
C60365K108   MINIMED INC COM   Acquisitions   680.00   (68,649.95 ) -
C60365K108   MINIMED INC COM   Dispositions   (7,170.00 ) 0.00   577,167.81
C60365K108   MINIMED INC COM   Free Receipt   7,130.00   0.00   -
C604059105   MINN MNG & MFG CO COM   Acquisitions   44,729.12   (3,987,207.14 ) -
C604059105   MINN MNG & MFG CO COM   Dispositions   (18,807.00 ) 0.00   1,679,682.87
C604059105   MINN MNG & MFG CO COM   Free Delivery   (296.41 ) 0.00   -
C604567107   MIPS TECHNOLOGIES INC CL A   Acquisitions   24,418.00   (1,045,492.63 ) -
C604567107   MIPS TECHNOLOGIES INC CL A   Dispositions   (24,403.00 ) 0.00   1,047,403.65
C606592202   MITCHELL ENERGY & DEV CORP CL A   Dispositions   (600.00 ) 0.00   26,504.41
C606592202   MITCHELL ENERGY & DEV CORP CL A   Free Receipt   600.00   0.00   -
S6596785   MITSUBISHI CORP Y50   Acquisitions   3,000.00   (24,766.44 ) -
S6596785   MITSUBISHI CORP Y50   Dispositions   (10,000.00 ) 0.00   84,110.99
S6597067   MITSUBISHI HEAVY IND LTD   Acquisitions   22,000.00   (73,273.22 ) -
S6597067   MITSUBISHI HEAVY IND LTD   Dispositions   (69,000.00 ) 0.00   296,687.34
S6597603   MITSUI FUDOSAN JPY50   Acquisitions   7,000.00   (48,697.24 ) -
S6597603   MITSUI FUDOSAN JPY50   Dispositions   (4,000.00 ) 0.00   46,757.63
C55306N104   MKS INSTRS INC COM   Acquisitions   3,300.00   (127,519.28 ) -
C55306N104   MKS INSTRS INC COM   Dispositions   (3,300.00 ) 0.00   150,141.36
C651426108   MLP NEWHALL LD & FARMING CO CAL DEPOS RCPT   Acquisitions   1,300.00   (36,739.30 ) -
C651426108   MLP NEWHALL LD & FARMING CO CAL DEPOS RCPT   Dispositions   (1,300.00 ) 0.00   35,653.26
C607830106   MODIS PROFESSIONAL SVCS INC COM   Acquisitions   70,000.00   (937,302.59 ) -
C607830106   MODIS PROFESSIONAL SVCS INC COM   Dispositions   (70,000.00 ) 0.00   632,411.15
C608554101   MOLEX INC COM   Acquisitions   5,400.00   (272,250.00 ) -
C608554101   MOLEX INC COM   Dispositions   (1,400.00 ) 0.00   73,566.27
C608554101   MOLEX INC COM   Free Receipt   1,125.00   0.00   -
C609200100   MONDAVI ROBERT CORP CL A   Acquisitions   1,600.00   (61,600.00 ) -
C609200100   MONDAVI ROBERT CORP CL A   Dispositions   (100.00 ) 0.00   5,017.06
C612085100   MONTANA PWR CO COM   Acquisitions   19,430.00   (664,155.42 ) -
C612085100   MONTANA PWR CO COM   Dispositions   (19,430.00 ) 0.00   487,692.24
C612570101   MONTEREY PASTA CO COM   Acquisitions   2,000.00   (8,060.00 ) -
C612570101   MONTEREY PASTA CO COM   Dispositions   (2,000.00 ) 0.00   9,798.95
C615337102   MONY GROUP INC COM   Acquisitions   19,500.00   (684,567.27 ) -
C615337102   MONY GROUP INC COM   Dispositions   (14,800.00 ) 0.00   619,935.71
S0602729   MORGAN CRUCIBLE CO ORD GBP0.25   Acquisitions   30,727.00   (137,513.23 ) -

169

S0602729   MORGAN CRUCIBLE CO ORD GBP0.25   Dispositions   (23,921.00 ) 0.00   85,628.08
C617446448   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   Acquisitions   33,653.48   (2,708,441.50 ) -
C617446448   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   Dispositions   (124,100.00 ) 0.00   10,954,584.16
C617446448   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   Free Receipt   58,253.00   0.00   -
C620076109   MOTOROLA INC COM   Acquisitions   61,039.44   (3,002,249.93 ) -
C620076109   MOTOROLA INC COM   Dispositions   (111,627.86 ) 0.00   6,719,407.71
C620076109   MOTOROLA INC COM   Free Delivery   (1,201.35 ) 0.00   -
C620076109   MOTOROLA INC COM   Free Receipt   86,039.00   0.00   -
C62473M109   MP3 COM INC COM ISIN US62473M109   Acquisitions   6,900.00   (102,081.29 ) -
C62473M109   MP3 COM INC COM ISIN US62473M109   Dispositions   (6,700.00 ) 0.00   93,140.43
C62473M109   MP3 COM INC COM ISIN US62473M109   Free Delivery   (200.00 ) 0.00   -
C62472C102   MPHASE TECHNOLOGIES INC COM ISIN #US62472C1027   Acquisitions   550.00   (8,585.26 ) -
C62472C102   MPHASE TECHNOLOGIES INC COM ISIN #US62472C1027   Dispositions   (550.00 ) 0.00   8,287.31
C553477100   MRV COMMUNICATIONS INC COM   Acquisitions   2,090.00   (103,292.18 ) -
C553477100   MRV COMMUNICATIONS INC COM   Dispositions   (1,140.00 ) 0.00   64,058.31
C553477100   MRV COMMUNICATIONS INC COM   Free Delivery   (400.00 ) 0.00   -
C553477100   MRV COMMUNICATIONS INC COM   Free Receipt   150.00   0.00   -
CM7061C100   M-SYSTMES FLASH DISK PIONEER COM   Acquisitions   5,200.00   (196,429.60 ) -
CM7061C100   M-SYSTMES FLASH DISK PIONEER COM   Dispositions   (5,200.00 ) 0.00   199,376.21
S6290054   MTR CORP HKD1   Acquisitions   23,000.00   (27,949.83 ) -
S6290054   MTR CORP HKD1   Dispositions   (23,000.00 ) 0.00   35,563.77
C553769100   MTR GAMING GROUP INC COM   Acquisitions   9,000.00   (49,612.75 ) -
C553769100   MTR GAMING GROUP INC COM   Dispositions   (9,000.00 ) 0.00   57,085.17
C625367107   MULTEX SYS INC COM   Acquisitions   22,550.00   (743,008.53 ) -
C625367107   MULTEX SYS INC COM   Dispositions   (22,550.00 ) 0.00   323,111.67
C624906103   MULTIPLE ZONES INC COM   Acquisitions   1,600.00   (21,467.30 ) -
C624906103   MULTIPLE ZONES INC COM   Dispositions   (1,400.00 ) 0.00   14,342.86
C624906103   MULTIPLE ZONES INC COM   Free Delivery   (300.00 ) 0.00   -
S6610403   MURATA MFG CO JPY50   Acquisitions   1,000.00   (198,445.48 ) -
S6610403   MURATA MFG CO JPY50   Dispositions   (1,300.00 ) 0.00   162,949.54
C626717102   MURPHY OIL CORP COM   Acquisitions   4,200.00   (248,535.00 ) -
C626717102   MURPHY OIL CORP COM   Dispositions   (4,200.00 ) 0.00   267,709.57
C628451106   MY WEB INC COM COM   Acquisitions   1,000.00   (4,514.95 ) -
C628451106   MY WEB INC COM COM   Dispositions   (1,000.00 ) 0.00   3,609.92
C628530107   MYLAN LAB INC COM   Acquisitions   43,300.00   (1,139,281.54 ) -
C628530107   MYLAN LAB INC COM   Dispositions   (71,000.00 ) 0.00   1,542,407.88
C62855T102   MYPOINTS.COM INC COM STK   Acquisitions   50.00   (3,664.33 ) -
C62855T102   MYPOINTS.COM INC COM STK   Dispositions   (50.00 ) 0.00   2,851.20
C62855J104   MYRIAD GENETICS INC COM   Acquisitions   5,500.00   (758,958.23 ) -
C62855J104   MYRIAD GENETICS INC COM   Dispositions   (5,500.00 ) 0.00   841,869.88
C656912102   N AMERN PALLADIUM LTD COM   Acquisitions   200.00   (1,632.95 ) -
C656912102   N AMERN PALLADIUM LTD COM   Dispositions   (200.00 ) 0.00   968.01
C65715D100   N AMERN SCIENTIFIC INC COM   Acquisitions   800.00   (15,672.35 ) -
C65715D100   N AMERN SCIENTIFIC INC COM   Dispositions   (400.00 ) 0.00   7,469.80
C65715D100   N AMERN SCIENTIFIC INC COM   Free Delivery   (400.00 ) 0.00   -
CK7197J138   N E G MICON A/S 99 RTSF EXP 12-23-99   Dispositions   (228.00 ) 0.00   1,126.32
CK7197J138   N E G MICON A/S 99 RTSF EXP 12-23-99   Free Receipt   228.00   0.00   -
C659424105   N. FORK BANCORPORATION INC COM   Acquisitions   23,810.00   (477,519.07 ) -
C659424105   N. FORK BANCORPORATION INC COM   Dispositions   (23,810.00 ) 0.00   451,965.34
C667280101   N.W. AIRLS CORP CL A COM STK PAR $0.01   Acquisitions   1,720.00   (62,667.19 ) -
C667280101   N.W. AIRLS CORP CL A COM STK PAR $0.01   Dispositions   (2,500.00 ) 0.00   70,461.24
S218433U   NABISCO INC CPN 02-04-2000   Acquisitions   1,000,000.00   (988,800.00 ) -
S218433U   NABISCO INC CPN 02-04-2000   Dispositions   (1,000,000.00 ) 0.00   1,000,000.00
C629568106   NABORS IND INC COM   Acquisitions   18,150.00   (576,259.84 ) -
C629568106   NABORS IND INC COM   Dispositions   (20,500.00 ) 0.00   823,798.71
C631100104   NASDAQ 100 TR UNIT SER 1   Acquisitions   45,680.00   (4,324,588.51 ) -
C631100104   NASDAQ 100 TR UNIT SER 1   Dispositions   (24,103.00 ) 0.00   2,665,648.97
C631100104   NASDAQ 100 TR UNIT SER 1   Free Delivery   (300.00 ) 0.00   -
C631100104   NASDAQ 100 TR UNIT SER 1   Free Receipt   2,101.00   0.00   -
C638882100   NAT MICROSYSTEMS CORP COM   Acquisitions   8,220.00   (590,339.35 ) -
C638882100   NAT MICROSYSTEMS CORP COM   Dispositions   (7,600.00 ) 0.00   557,289.21
C635449101   NATL COMM BANCORPORATION COM   Acquisitions   24,580.00   (443,733.07 ) -
C635449101   NATL COMM BANCORPORATION COM   Dispositions   (41,110.00 ) 0.00   729,928.36

170

C635405103   NATL CY CORP COM   Acquisitions   400.00   (6,650.00 ) -
C635405103   NATL CY CORP COM   Dispositions   (5,400.00 ) 0.00   105,561.38
C636518102   NATL INSTRS CORP COM   Acquisitions   430.00   (20,332.45 ) -
C636518102   NATL INSTRS CORP COM   Dispositions   (430.00 ) 0.00   17,883.20
C637640103   NATL SEMICONDUCTOR CORP COM   Acquisitions   41,865.00   (2,529,767.12 ) -
C637640103   NATL SEMICONDUCTOR CORP COM   Dispositions   (42,480.00 ) 0.00   2,380,872.77
C637657107   NATL SERVICE IND INC COM   Acquisitions   100.00   (2,143.75 ) -
C637657107   NATL SERVICE IND INC COM   Dispositions   (400.00 ) 0.00   9,478.60
C637844309   NATL STL CORP CL B   Acquisitions   5,100.00   (37,874.13 ) -
C637844309   NATL STL CORP CL B   Dispositions   (5,100.00 ) 0.00   30,861.61
S0059875   NATL WESTMINSTER ORD GBP1(ASSD RBS PART CSH)   Dispositions   (29,830.00 ) 0.00   348,249.62
S0059875   NATL WESTMINSTER ORD GBP1(ASSD RBS PART CSH)   Free Receipt   29,830.00   0.00   -
S6073750   NATSTEEL ELECTRONI SGD0.10   Acquisitions   56,000.00   (170,746.17 ) -
S6073750   NATSTEEL ELECTRONI SGD0.10   Dispositions   (56,000.00 ) 0.00   233,690.23
C63935M109   NAVISITE INC COM   Acquisitions   12,793.00   (608,715.01 ) -
C63935M109   NAVISITE INC COM   Dispositions   (12,775.00 ) 0.00   565,753.35
C63935M109   NAVISITE INC COM   Free Receipt   58.00   0.00   -
C642876106   NB SCIENTIFIC INC COM   Acquisitions   500.00   (3,608.05 ) -
C642876106   NB SCIENTIFIC INC COM   Dispositions   (500.00 ) 0.00   3,219.94
C62873D105   NBC INTERNET INC CL A   Acquisitions   14,370.00   (812,567.24 ) -
C62873D105   NBC INTERNET INC CL A   Dispositions   (14,370.00 ) 0.00   234,055.73
C62873Q106   NBG RADIO NETWORK INC COM STK   Acquisitions   3,000.00   (5,808.60 ) -
C62873Q106   NBG RADIO NETWORK INC COM STK   Dispositions   (5,250.00 ) 0.00   14,443.57
C628782104   NBTY INC COM   Acquisitions   1,000.00   (6,545.55 ) -
C628782104   NBTY INC COM   Dispositions   (1,000.00 ) 0.00   6,094.84
C628858102   NCO GROUP INC COM   Acquisitions   19,000.00   (565,906.21 ) -
C628858102   NCO GROUP INC COM   Dispositions   (26,000.00 ) 0.00   729,084.32
C62886E108   NCR CORP COM   Acquisitions   3,700.00   (142,122.45 ) -
C62886E108   NCR CORP COM   Dispositions   (1,200.00 ) 0.00   45,770.49
C62888Q109   NCT GROUP INC COM   Acquisitions   32,000.00   (14,595.10 ) -
C62888Q109   NCT GROUP INC COM   Dispositions   (7,000.00 ) 0.00   5,092.32
S6640400   NEC CORP Y50   Acquisitions   23,000.00   (614,864.72 ) -
S6640400   NEC CORP Y50   Dispositions   (21,000.00 ) 0.00   494,049.58
C640204202   NEIMAN-MARCUS GROUP INC CL A   Acquisitions   7,000.00   (177,556.40 ) -
C640204202   NEIMAN-MARCUS GROUP INC CL A   Dispositions   (7,000.00 ) 0.00   268,938.52
C640475109   NEOFORMA COM INC COM ISIN US6404751090   Acquisitions   7,600.00   (89,816.43 ) -
C640475109   NEOFORMA COM INC COM ISIN US6404751090   Dispositions   (7,600.00 ) 0.00   355,129.67
C640506101   NEON COMMUNICATIONS INC COM   Dispositions   (25.00 ) 0.00   237.23
C640506101   NEON COMMUNICATIONS INC COM   Free Receipt   225.00   0.00   -
C640520300   NEORX CORP COM PAR $0.02   Acquisitions   5,240.00   (195,556.13 ) -
C640520300   NEORX CORP COM PAR $0.02   Dispositions   (12,248.00 ) 0.00   300,051.36
C640520300   NEORX CORP COM PAR $0.02   Free Delivery   (2,500.00 ) 0.00   -
S4616696   NESTLE SA CHF10(REGD)   Acquisitions   175.00   (330,785.09 ) -
S4616696   NESTLE SA CHF10(REGD)   Dispositions   (254.00 ) 0.00   476,314.81
C64107Y103   NET VOICE TECHNOLOGIES CORP COM   Acquisitions   500.00   (5,124.75 ) -
C64107Y103   NET VOICE TECHNOLOGIES CORP COM   Free Delivery   (500.00 ) 0.00   -
C64122G103   NET2000 COMMUNICATIONS INC COM   Acquisitions   42,540.00   (1,074,930.06 ) -
C64122G103   NET2000 COMMUNICATIONS INC COM   Dispositions   (42,540.00 ) 0.00   559,219.91
C64108N106   NET2PHONE INC COM   Acquisitions   3,240.00   (145,751.95 ) -
C64108N106   NET2PHONE INC COM   Dispositions   (3,040.00 ) 0.00   121,780.69
C64108P101   NETCENTIVES INC COM STK   Acquisitions   200.00   (10,922.40 ) -
C64108P101   NETCENTIVES INC COM STK   Dispositions   (2,200.00 ) 0.00   60,409.32
C641082102   NETCOMMERCE INC COM ISIN US6410821028   Acquisitions   985.00   (2,707.09 ) -
C641082102   NETCOMMERCE INC COM ISIN US6410821028   Dispositions   (985.00 ) 0.00   1,078.14
C64110P107   NETEGRITY INC COM   Acquisitions   1,045.00   (73,641.05 ) -
C64110P107   NETEGRITY INC COM   Dispositions   (4,065.00 ) 0.00   225,441.55
C64110P107   NETEGRITY INC COM   Free Receipt   4,060.00   0.00   -
C641111109   NETGATEWAY INC COM   Acquisitions   500.00   (6,014.95 ) -
C641111109   NETGATEWAY INC COM   Dispositions   (500.00 ) 0.00   3,907.41
C64115P102   NETIQ CORP COM   Acquisitions   100.00   (6,757.45 ) -
C64115P102   NETIQ CORP COM   Dispositions   (100.00 ) 0.00   6,142.34
C64114K104   NETOPIA INC COM   Acquisitions   710.00   (8,904.95 ) -
C64114K104   NETOPIA INC COM   Dispositions   (710.00 ) 0.00   7,722.28
C64115K103   NETPLIANCE INC COM STK   Acquisitions   970.00   (11,237.30 ) -
C64115K103   NETPLIANCE INC COM STK   Dispositions   (670.00 ) 0.00   6,910.44
C64114R109   NETRO CORP COM ISIN US64114R1095   Acquisitions   2,175.00   (92,697.05 ) -

171

C64114R109   NETRO CORP COM ISIN US64114R1095   Dispositions   (3,325.00 ) 0.00   137,304.27
C64120L104   NETWORK APPLIANCE INC COM   Acquisitions   62,814.00   (5,745,334.08 ) -
C64120L104   NETWORK APPLIANCE INC COM   Dispositions   (72,350.00 ) 0.00   6,933,915.52
C64120L104   NETWORK APPLIANCE INC COM   Free Delivery   (300.00 ) 0.00   -
C64120L104   NETWORK APPLIANCE INC COM   Free Receipt   38,889.00   0.00   -
C64120N100   NETWORK COMPUTING DEVICES INC COM   Acquisitions   10,000.00   (10,758.82 ) -
C64120N100   NETWORK COMPUTING DEVICES INC COM   Dispositions   (8,000.00 ) 0.00   11,370.75
C64122D506   NETWORK PLUS CORP COM   Acquisitions   200.00   (2,822.83 ) -
C64122D506   NETWORK PLUS CORP COM   Dispositions   (200.00 ) 0.00   1,356.86
C640938106   NETWORKS ASSOC INC COM STK   Acquisitions   2,261.00   (63,058.28 ) -
C640938106   NETWORKS ASSOC INC COM STK   Dispositions   (3,611.00 ) 0.00   94,065.92
C640938106   NETWORKS ASSOC INC COM STK   Free Delivery   (600.00 ) 0.00   -
C64122R109   NETZERO INC COM   Acquisitions   9,700.00   (180,617.32 ) -
C64122R109   NETZERO INC COM   Dispositions   (23,500.00 ) 0.00   317,592.76
C641234109   NEUBERGER BERMAN INC COM STK   Acquisitions   2,600.00   (166,244.65 ) -
C641234109   NEUBERGER BERMAN INC COM STK   Dispositions   (2,600.00 ) 0.00   155,316.22
C64125C109   NEUROCRINE BIOSCIENCES INC COM   Acquisitions   28,200.00   (521,459.38 ) -
C64125C109   NEUROCRINE BIOSCIENCES INC COM   Dispositions   (13,300.00 ) 0.00   377,860.74
C644312100   NEW ERA OF NETWORKS INC COM   Acquisitions   32,850.00   (833,097.93 ) -
C644312100   NEW ERA OF NETWORKS INC COM   Dispositions   (44,625.00 ) 0.00   1,204,205.78
C644383101   NEW FOCUS INC COM STK   Acquisitions   10.00   (629.33 ) -
C644383101   NEW FOCUS INC COM STK   Dispositions   (10.00 ) 0.00   667.52
C644465106   NEW GERMANY FD INC COM   Acquisitions   262.39   (2,738.83 ) -
C644465106   NEW GERMANY FD INC COM   Dispositions   (600.00 ) 0.00   8,444.76
C648053106   NEW PLAN EXCEL RLTY TR INC   Acquisitions   243.80   (3,914.24 ) -
C648053106   NEW PLAN EXCEL RLTY TR INC   Dispositions   (4,373.75 ) 0.00   58,345.16
C648053106   NEW PLAN EXCEL RLTY TR INC   Free Delivery   (900.00 ) 0.00   -
C650111107   NEW YORK TIMES CO CL A ISIN #US6501111073   Acquisitions   13,200.00   (550,861.79 ) -
C650111107   NEW YORK TIMES CO CL A ISIN #US6501111073   Dispositions   (14,700.00 ) 0.00   553,148.24
S6634696   NEW ZEALAND(GOVT) 10% BDS 15/3/02 NZD100   Acquisitions   7,000,000.00   (3,615,119.73 ) -
S6634696   NEW ZEALAND(GOVT) 10% BDS 15/3/02 NZD100   Dispositions   (8,000,000.00 ) 0.00   4,124,693.77
C651229106   NEWELL RUBBERMAID INC COM   Acquisitions   200.00   (5,025.00 ) -
C651229106   NEWELL RUBBERMAID INC COM   Dispositions   (2,800.00 ) 0.00   74,077.96
C651290108   NEWFIELD EXPL CO COMMON STOCK   Acquisitions   13,300.00   (549,620.23 ) -
C651290108   NEWFIELD EXPL CO COMMON STOCK   Dispositions   (13,300.00 ) 0.00   506,973.36
C651639106   NEWMONT MINING CORP NEW COM   Acquisitions   1,671.00   (36,722.73 ) -
C651639106   NEWMONT MINING CORP NEW COM   Dispositions   (3,600.00 ) 0.00   84,186.45
C651824104   NEWPORT CORP COM   Acquisitions   19,255.00   (2,006,742.95 ) -
C651824104   NEWPORT CORP COM   Dispositions   (13,225.00 ) 0.00   1,465,318.99
C651824104   NEWPORT CORP COM   Free Receipt   200.00   0.00   -
S6886925   NEWS CORPORATION NPV(AUST LISTING)   Acquisitions   15,500.00   (216,646.70 ) -
S6886925   NEWS CORPORATION NPV(AUST LISTING)   Dispositions   (23,854.00 ) 0.00   292,811.01
S6620758   NEWS CORPORATION PRF AUD0.50   Acquisitions   26,047.00   (310,135.37 ) -
S6620758   NEWS CORPORATION PRF AUD0.50   Dispositions   (25,000.00 ) 0.00   241,150.50
C652503103   NEWSTAR MEDIA INC COM STK   Acquisitions   2,000.00   (2,204.65 ) -
C652503103   NEWSTAR MEDIA INC COM STK   Dispositions   (2,000.00 ) 0.00   969.96
C65333U104   NEXT LEVEL COMMUNICATIONS INC COM STK   Acquisitions   598.00   (29,695.55 ) -
C65333U104   NEXT LEVEL COMMUNICATIONS INC COM STK   Dispositions   (580.00 ) 0.00   27,509.17
C65332K107   NEXTCARD INC COM   Acquisitions   500.00   (5,480.57 ) -
C65332K107   NEXTCARD INC COM   Dispositions   (575.00 ) 0.00   7,126.73
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Acquisitions   5,207.00   (371,812.94 ) -
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Dispositions   (6,404.00 ) 0.00   584,509.19
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Free Delivery   (1,500.00 ) 0.00   -
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Free Receipt   12,029.00   0.00   -
C65333F107   NEXTEL PARTNERS INC CL A   Acquisitions   27,040.00   (714,308.02 ) -
C65333F107   NEXTEL PARTNERS INC CL A   Dispositions   (27,040.00 ) 0.00   796,430.45
CM74919107   NEXUS TELECOM SYSTEMS   Acquisitions   200.00   (2,519.95 ) -
CM74919107   NEXUS TELECOM SYSTEMS   Dispositions   (300.00 ) 0.00   2,999.99
C65334P104   NHANCEMENT TECHNOLOGIES INC COM   Acquisitions   1,000.00   (14,342.45 ) -
C65334P104   NHANCEMENT TECHNOLOGIES INC COM   Dispositions   (1,000.00 ) 0.00   16,656.99
S6638892   NICHIEI CO Y50(OTC LISTING)8577   Acquisitions   1,900.00   (43,511.58 ) -
S6638892   NICHIEI CO Y50(OTC LISTING)8577   Dispositions   (7,400.00 ) 0.00   60,803.10
C654086107   NICOR INC COM   Acquisitions   204.69   (6,841.88 ) -
C654086107   NICOR INC COM   Dispositions   (100.00 ) 0.00   3,156.64
C654086107   NICOR INC COM   Free Delivery   (204.69 ) 0.00   -
C654106103   NIKE INC CL B COM   Acquisitions   749.01   (27,615.47 ) -

172

C654106103   NIKE INC CL B COM   Dispositions   (2,950.01 ) 0.00   109,989.26
S6642321   NIKON CORP JPY50   Acquisitions   4,000.00   (133,149.25 ) -
S6642321   NIKON CORP JPY50   Dispositions   (9,000.00 ) 0.00   322,340.13
S6642127   NIPPON EXPRESS CO Y50   Acquisitions   39,000.00   (251,419.27 ) -
S6642127   NIPPON EXPRESS CO Y50   Dispositions   (27,000.00 ) 0.00   157,285.59
S6641373   NIPPON TEL&TEL CP JPY50000   Acquisitions   29.00   (395,517.62 ) -
S6641373   NIPPON TEL&TEL CP JPY50000   Dispositions   (51.00 ) 0.00   601,253.61
S6640983   NISHIMATSU CONS CO Y50   Acquisitions   10,000.00   (38,766.80 ) -
S6640983   NISHIMATSU CONS CO Y50   Dispositions   (10,000.00 ) 0.00   33,056.32
C65473P105   NISOURCE INC COM   Acquisitions   3,200.00   (79,536.00 ) -
C65473P105   NISOURCE INC COM   Dispositions   (600.22 ) 0.00   14,836.85
C65473P105   NISOURCE INC COM   Free Delivery   (7,038.49 ) 0.00   -
C65473P105   NISOURCE INC COM   Free Receipt   9,467.71   0.00   -
C65473P600   NISOURCE INC SAILS 1 SH PUR CONTRACT $2.60 & 1 DEB   Dispositions   (1,252.00 ) 0.00   2,569.64
C65473P600   NISOURCE INC SAILS 1 SH PUR CONTRACT $2.60 & 1 DEB   Free Receipt   1,252.00   0.00   -
C629294109   NMT MED INC COM   Acquisitions   900.00   (2,111.20 ) -
C629294109   NMT MED INC COM   Dispositions   (900.00 ) 0.00   2,219.97
C655042109   NOBLE DRILLING CORP COM   Acquisitions   17,600.00   (546,725.01 ) -
C655042109   NOBLE DRILLING CORP COM   Dispositions   (18,600.00 ) 0.00   764,107.44
S5902941   NOKIA (AB) OY EUR0.06   Acquisitions   6,800.00   (303,875.03 ) -
S5902941   NOKIA (AB) OY EUR0.06   Dispositions   (21,631.00 ) 0.00   962,478.22
S5902941   NOKIA (AB) OY EUR0.06   Free Receipt   83,720.00   0.00   -
S5655212   NOKIA (AB) OY EUR0.24   Acquisitions   1,740.00   (345,709.72 ) -
S5655212   NOKIA (AB) OY EUR0.24   Free Delivery   (6,030.00 ) 0.00   -
S6643108   NOMURA SECURITIES Y50   Acquisitions   6,000.00   (161,787.04 ) -
S6643108   NOMURA SECURITIES Y50   Dispositions   (6,000.00 ) 0.00   139,467.51
S5952496   NORDEA EUR0.39632   Acquisitions   6,606.00   (16,774.07 ) -
S5952496   NORDEA EUR0.39632   Dispositions   (3,303.00 ) 0.00   7,899.08
S5952496   NORDEA EUR0.39632   Free Delivery   (3,303.00 ) 0.00   -
S5380031   NORDEA ORD EUR0.39632   Acquisitions   8,390.00   (47,983.08 ) -
S5380031   NORDEA ORD EUR0.39632   Dispositions   (5,920.00 ) 0.00   39,046.56
S5380031   NORDEA ORD EUR0.39632   Free Receipt   3,303.00   0.00   -
CG65773106   NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060   Acquisitions   285.00   (5,906.46 ) -
CG65773106   NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060   Dispositions   (200.00 ) 0.00   3,719.92
S511001W   NORDIC BALTIC FRACTIONAL SHARES   Acquisitions   0.04   0.00   -
S511001W   NORDIC BALTIC FRACTIONAL SHARES   Dispositions   (0.04 ) 0.00   0.24
S5952805   NORDIC BALTIC HLDG SEK3.50 (RFD 1/1/2000)   Dispositions   (3,303.00 ) 0.00   7,562.15
S5952805   NORDIC BALTIC HLDG SEK3.50 (RFD 1/1/2000)   Free Receipt   3,303.00   0.00   -
C655664100   NORDSTROM INC COM   Acquisitions   1,370.64   (32,553.53 ) -
C655664100   NORDSTROM INC COM   Dispositions   (3,391.64 ) 0.00   82,246.30
C655844108   NORFOLK SOUTHN CORP COM   Acquisitions   300.00   (4,893.75 ) -
C655844108   NORFOLK SOUTHN CORP COM   Dispositions   (3,200.00 ) 0.00   52,915.94
S4645805   NORSK HYDRO AS NOK20   Acquisitions   7,150.00   (289,334.60 ) -
S4645805   NORSK HYDRO AS NOK20   Dispositions   (4,763.00 ) 0.00   201,126.02
C656553104   NORTECH SYS INC COM   Acquisitions   100.00   (696.20 ) -
C656553104   NORTECH SYS INC COM   Dispositions   (100.00 ) 0.00   641.27
S2647966   NORTEL NETWKS CORP NEW COM STK   Acquisitions   1,330.00   (113,765.39 ) -
S2647966   NORTEL NETWKS CORP NEW COM STK   Dispositions   (1,330.00 ) 0.00   166,588.61
S2647944   NORTEL NETWORKS CORP COM ISIN CA6565691004   Acquisitions   760.00   (83,444.77 ) -
S2647944   NORTEL NETWORKS CORP COM ISIN CA6565691004   Dispositions   (1,330.00 ) 0.00   111,214.77
C656568102   NORTEL NETWORKS CORP NEW COM   Acquisitions   218,183.00   (13,742,862.31 ) -
C656568102   NORTEL NETWORKS CORP NEW COM   Dispositions   (67,457.00 ) 0.00   3,743,634.82
C656568102   NORTEL NETWORKS CORP NEW COM   Free Receipt   143,788.00   0.00   -
S2583877   NORTEL NETWORKS CP COM NPV   Acquisitions   5,830.00   (325,858.15 ) -
S2583877   NORTEL NETWORKS CP COM NPV   Dispositions   (6,080.00 ) 0.00   283,883.72
S2583877   NORTEL NETWORKS CP COM NPV   Free Receipt   1,330.00   0.00   -
C665859104   NORTHN TR CORP COM   Acquisitions   200.00   (12,725.00 ) -
C665859104   NORTHN TR CORP COM   Dispositions   (2,000.00 ) 0.00   117,742.25
C665859104   NORTHN TR CORP COM   Free Receipt   3,800.00   0.00   -
C666807102   NORTHROP GRUMMAN CORP COM   Acquisitions   4,000.00   (230,691.97 ) -
C666807102   NORTHROP GRUMMAN CORP COM   Dispositions   (4,500.00 ) 0.00   340,663.51
C669784100   NOVA CORP GA COM   Acquisitions   42,630.00   (1,361,392.64 ) -
C669784100   NOVA CORP GA COM   Dispositions   (68,450.00 ) 0.00   1,022,818.01
S5047831   NOVARTIS AG CHF20(REGD)   Acquisitions   471.00   (635,149.29 ) -

173

S5047831   NOVARTIS AG CHF20(REGD)   Dispositions   (181.00 ) 0.00   277,522.61
S5047831   NOVARTIS AG CHF20(REGD)   Free Delivery   (14.13 ) 0.00   -
S5047831   NOVARTIS AG CHF20(REGD)   Free Receipt   14.13   0.00   -
C66987M109   NOVATEL WIRELESS INC COM   Acquisitions   450.00   (4,008.70 ) -
C66987M109   NOVATEL WIRELESS INC COM   Dispositions   (450.00 ) 0.00   4,119.28
C670006105   NOVELL INC COM   Acquisitions   5,450.00   (131,684.56 ) -
C670006105   NOVELL INC COM   Dispositions   (6,850.00 ) 0.00   168,660.03
C670008101   NOVELLUS SYS INC COM   Acquisitions   14,845.00   (1,190,522.91 ) -
C670008101   NOVELLUS SYS INC COM   Dispositions   (68,055.00 ) 0.00   4,003,673.11
C670008101   NOVELLUS SYS INC COM   Free Receipt   39,460.00   0.00   -
C629377102   NRG ENERGY INC COM STK   Acquisitions   400.00   (12,329.85 ) -
C629377102   NRG ENERGY INC COM STK   Dispositions   (400.00 ) 0.00   11,342.25
C628916108   NS GROUP INC COM   Acquisitions   3,500.00   (34,975.85 ) -
C628916108   NS GROUP INC COM   Dispositions   (3,500.00 ) 0.00   26,210.62
C629410309   NTN COMMUNICATIONS INC COM NEW   Acquisitions   1,000.00   (4,279.95 ) -
C629410309   NTN COMMUNICATIONS INC COM NEW   Dispositions   (1,000.00 ) 0.00   2,480.60
S6129277   NTT DOCOMO INC NPV   Acquisitions   6.00   (223,525.44 ) -
S6129277   NTT DOCOMO INC NPV   Dispositions   (8.00 ) 0.00   228,156.49
C669967101   NUANCE COMMUNICATIONS COM STK ISIN# US6699671011   Acquisitions   264.00   (25,677.19 ) -
C669967101   NUANCE COMMUNICATIONS COM STK ISIN# US6699671011   Dispositions   (264.00 ) 0.00   25,367.66
C670346105   NUCOR CORP COM   Acquisitions   7,500.56   (367,209.92 ) -
C670346105   NUCOR CORP COM   Dispositions   (8,602.58 ) 0.00   345,086.97
C67053T101   NUMERICAL TECHNOLOGIES INC COM STK   Acquisitions   18,070.00   (295,370.00 ) -
C67053T101   NUMERICAL TECHNOLOGIES INC COM STK   Dispositions   (18,070.00 ) 0.00   799,845.88
CM75165106   NUR MACROPRINTERS LTD COM STK   Acquisitions   500.00   (5,636.76 ) -
CM75165106   NUR MACROPRINTERS LTD COM STK   Dispositions   (500.00 ) 0.00   8,969.75
C67066G104   NVIDIA CORP COM   Acquisitions   16,805.00   (1,118,868.69 ) -
C67066G104   NVIDIA CORP COM   Dispositions   (17,030.00 ) 0.00   1,185,206.24
C67066G104   NVIDIA CORP COM   Free Receipt   300.00   0.00   -
C670712108   NYFIX INC COM   Acquisitions   84.00   (3,789.70 ) -
C670712108   NYFIX INC COM   Dispositions   (84.00 ) 0.00   3,266.94
S6663689   O/SEAS CHINESE BK SGD1   Acquisitions   61,700.00   (423,795.66 ) -
S6663689   O/SEAS CHINESE BK SGD1   Dispositions   (13,500.00 ) 0.00   89,141.67
CG6797E106   O2 MICRO INTL LTD COM STK   Acquisitions   7,500.00   (67,500.00 ) -
CG6797E106   O2 MICRO INTL LTD COM STK   Dispositions   (7,500.00 ) 0.00   143,432.71
C689803104   O2WIRELESS SOLUTIONS INC COM STK   Acquisitions   1,000.00   (13,264.95 ) -
C689803104   O2WIRELESS SOLUTIONS INC COM STK   Dispositions   (1,000.00 ) 0.00   13,734.59
C671802106   OAK TECH INC COM   Acquisitions   17,770.00   (371,245.50 ) -
C671802106   OAK TECH INC COM   Dispositions   (17,670.00 ) 0.00   376,185.05
C673662102   OAKLEY INC COM   Acquisitions   800.00   (15,393.65 ) -
C673662102   OAKLEY INC COM   Dispositions   (500.00 ) 0.00   6,299.88
C674391107   OBIE MEDIA CORP COM   Acquisitions   100.00   (1,079.95 ) -
C674391107   OBIE MEDIA CORP COM   Dispositions   (100.00 ) 0.00   976.26
C674599105   OCCIDENTAL PETE CORP COM   Acquisitions   35,800.00   (731,616.49 ) -
C674599105   OCCIDENTAL PETE CORP COM   Dispositions   (11,200.00 ) 0.00   229,131.39
C67481E106   OCEAN ENERGY INC TEX COM   Acquisitions   7,300.00   (82,267.96 ) -
C67481E106   OCEAN ENERGY INC TEX COM   Dispositions   (23,380.00 ) 0.00   299,156.20
C676220106   OFFICE DEPOT INC COM   Acquisitions   137,800.00   (1,565,780.57 ) -
C676220106   OFFICE DEPOT INC COM   Dispositions   (140,900.00 ) 0.00   1,117,826.07
C679833103   OLD KENT FNCL CORP COM   Acquisitions   4,500.00   (176,852.08 ) -
C679833103   OLD KENT FNCL CORP COM   Dispositions   (1,100.00 ) 0.00   32,824.31
C679833103   OLD KENT FNCL CORP COM   Free Receipt   180.00   0.00   -
C680223104   OLD REP INTL CORP COM   Acquisitions   65,500.00   (1,235,267.99 ) -
C680223104   OLD REP INTL CORP COM   Dispositions   (17,400.00 ) 0.00   454,975.04
C680665205   OLIN CORP COM   Acquisitions   15,900.00   (275,396.21 ) -
C680665205   OLIN CORP COM   Dispositions   (3,300.00 ) 0.00   58,603.18
CY6476W104   OMI CORP NEW COM   Acquisitions   2,300.00   (10,932.35 ) -
CY6476W104   OMI CORP NEW COM   Dispositions   (2,300.00 ) 0.00   10,261.05
C681919106   OMNICOM GROUP INC COM   Acquisitions   200.00   (17,325.00 ) -
C681919106   OMNICOM GROUP INC COM   Dispositions   (1,600.00 ) 0.00   145,153.62
C68213L103   OMNISKY CORP COM   Acquisitions   2,250.00   (40,577.30 ) -
C68213L103   OMNISKY CORP COM   Dispositions   (2,250.00 ) 0.00   41,643.86
C682189105   ON SEMICONDUCTOR CORP COM   Dispositions   (22,200.00 ) 0.00   250,379.14
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S6293729   ONESTEEL NPV   Dispositions   (8,043.00 ) 0.00   4,367.03
S6293729   ONESTEEL NPV   Free Receipt   11,518.00   0.00   -

174

C68273F103   ONI SYS CORP COM   Acquisitions   50.00   (4,129.95 ) -
C68273F103   ONI SYS CORP COM   Dispositions   (50.00 ) 0.00   4,016.79
C68274C109   ONLINE PWR SUP INC COM   Acquisitions   6,700.00   (125,383.78 ) -
C68274C109   ONLINE PWR SUP INC COM   Dispositions   (1,080.00 ) 0.00   16,477.63
C68274C109   ONLINE PWR SUP INC COM   Free Receipt   5,100.00   0.00   -
C683399109   ONYX PHARMACEUTICALS INC DEL COM   Acquisitions   2,380.00   (42,214.78 ) -
C683399109   ONYX PHARMACEUTICALS INC DEL COM   Dispositions   (2,180.00 ) 0.00   38,675.05
C683402101   ONYX SOFTWARE CORP COM   Acquisitions   700.00   (35,192.30 ) -
C683402101   ONYX SOFTWARE CORP COM   Dispositions   (600.00 ) 0.00   15,802.06
C683402101   ONYX SOFTWARE CORP COM   Free Receipt   500.00   0.00   -
C68370M100   OPEN MKT INC COM   Acquisitions   1,000.00   (10,154.95 ) -
C68370M100   OPEN MKT INC COM   Dispositions   (1,000.00 ) 0.00   9,969.71
CG67543101   OPENTV CORP ISIN NL0000470755   Acquisitions   150.00   (5,449.90 ) -
CG67543101   OPENTV CORP ISIN NL0000470755   Dispositions   (50.00 ) 0.00   3,964.29
C683718100   OPENWAVE SYS INC COM   Dispositions   (0.46 ) 0.00   22.08
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C68375Q106   OPLINK COMMUNICATIONS INC OC-COM   Acquisitions   210.00   (7,379.95 ) -
C68375Q106   OPLINK COMMUNICATIONS INC OC-COM   Dispositions   (210.00 ) 0.00   6,952.31
C683757108   OPNET TECHNOLOGIES INC COM ISIN US6837571081   Acquisitions   1,285.00   (28,938.20 ) -
C683757108   OPNET TECHNOLOGIES INC COM ISIN US6837571081   Dispositions   (1,285.00 ) 0.00   27,906.17
C683818207   OPTELECOM INC   Acquisitions   1,490.00   (17,708.70 ) -
C683818207   OPTELECOM INC   Dispositions   (1,490.00 ) 0.00   17,119.46
C68382T101   OPTICAL COMMUNICATION PRODS INC CL A   Acquisitions   1,850.00   (36,001.58 ) -
C68382T101   OPTICAL COMMUNICATION PRODS INC CL A   Dispositions   (1,850.00 ) 0.00   36,579.97
C683973101   OPTIKA INC COM   Acquisitions   2,500.00   (21,637.35 ) -
C683973101   OPTIKA INC COM   Dispositions   (500.00 ) 0.00   11,000.93
C68388R208   OPTIMAL ROBOTICS CORP CL A NEW   Acquisitions   15,900.00   (443,873.28 ) -
C68388R208   OPTIMAL ROBOTICS CORP CL A NEW   Dispositions   (5,100.00 ) 0.00   189,859.45
C68400F109   OPUS360 CORP COM STK   Dispositions   (5.00 ) 0.00   -
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C68400F901   OPUS360 CORP RTS EXP 05-03-00   Acquisitions   5.00   (50.00 ) -
C68400F901   OPUS360 CORP RTS EXP 05-03-00   Free Delivery   (5.00 ) 0.00   -
C68400F992   OPUS360 CORP SUBS OFFER   Free Delivery   (8.00 ) 0.00   -
C68400F992   OPUS360 CORP SUBS OFFER   Free Receipt   8.00   0.00   -
C68389X105   ORACLE CORP COM   Acquisitions   127,264.00   (8,866,455.03 ) -
C68389X105   ORACLE CORP COM   Dispositions   (144,589.00 ) 0.00   7,961,679.50
C68389X105   ORACLE CORP COM   Free Delivery   (700.00 ) 0.00   -
C68389X105   ORACLE CORP COM   Free Receipt   248,277.00   0.00   -
C685564106   ORBITAL SCI CORP COM   Acquisitions   550.00   (7,473.91 ) -
C685564106   ORBITAL SCI CORP COM   Dispositions   (200.00 ) 0.00   3,321.23
C685564106   ORBITAL SCI CORP COM   Free Delivery   (500.00 ) 0.00   -
C68556V106   ORBITTRAVEL.COM CORP COM   Dispositions   (800,000.00 ) 0.00   49,057.63
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CM75253100   ORBOTECH LTD SH COM   Acquisitions   9,585.00   (823,550.49 ) -
CM75253100   ORBOTECH LTD SH COM   Dispositions   (18,165.00 ) 0.00   1,071,155.15
CM75253100   ORBOTECH LTD SH COM   Free Receipt   12,130.00   0.00   -
CM7531S107   ORCKIT COMMUNICATIONS LTD COM   Acquisitions   500.00   (15,326.15 ) -
CM7531S107   ORCKIT COMMUNICATIONS LTD COM   Dispositions   (500.00 ) 0.00   4,322.49
C68617E101   ORGANIC INC OC-COM   Acquisitions   10,960.00   (382,780.00 ) -
C68617E101   ORGANIC INC OC-COM   Dispositions   (10,960.00 ) 0.00   137,472.26
C685906109   ORGANOGENESIS INC COM   Acquisitions   400.00   (6,219.95 ) -
C685906109   ORGANOGENESIS INC COM   Dispositions   (400.00 ) 0.00   6,279.84
S5459715   ORKLA ASA NOK6.25 ORD   Acquisitions   7,743.00   (116,680.58 ) -
S5459715   ORKLA ASA NOK6.25 ORD   Dispositions   (23,953.00 ) 0.00   412,378.33
S5459715   ORKLA ASA NOK6.25 ORD   Free Receipt   10,800.00   0.00   -
C68750P103   ORTHODONTIC CTRS AMER INC COM   Acquisitions   32,950.00   (491,993.45 ) -
C68750P103   ORTHODONTIC CTRS AMER INC COM   Dispositions   (21,500.00 ) 0.00   536,558.64
C68763X101   ORYX TECH CORP COM   Acquisitions   15,500.00   (37,072.40 ) -
C68763X101   ORYX TECH CORP COM   Dispositions   (10,500.00 ) 0.00   37,902.45
C687735100   OSAGE SYS GROUP INC COM   Acquisitions   1,000.00   (7,279.95 ) -
C687735100   OSAGE SYS GROUP INC COM   Dispositions   (1,000.00 ) 0.00   8,219.77
C688222207   OSHKOSH B GOSH INC CL A   Acquisitions   0.90   (16.73 ) -
C688222207   OSHKOSH B GOSH INC CL A   Dispositions   (112.14 ) 0.00   1,848.25
C688239201   OSHKOSH TRUCK CORP COM   Acquisitions   4,600.00   (129,209.68 ) -
C688239201   OSHKOSH TRUCK CORP COM   Dispositions   (6,500.00 ) 0.00   247,105.76
C671040103   OSI PHARMACEUTICALS INC COM   Acquisitions   33.00   (2,302.83 ) -

175

C671040103   OSI PHARMACEUTICALS INC COM   Dispositions   (33.00 ) 0.00   2,682.14
C671044105   OSI SYS INC COM   Acquisitions   200.00   (5,314.95 ) -
C671044105   OSI SYS INC COM   Free Delivery   (200.00 ) 0.00   -
C688582105   OSTEOTECH INC COM   Acquisitions   100.00   (1,842.45 ) -
C688582105   OSTEOTECH INC COM   Dispositions   (100.00 ) 0.00   1,273.12
C689899102   OUTBACK STEAKHOUSE INC COM   Acquisitions   33,600.00   (1,022,849.73 ) -
C689899102   OUTBACK STEAKHOUSE INC COM   Dispositions   (33,600.00 ) 0.00   845,485.34
C69073F103   OWENS CORNING COM   Acquisitions   22,700.00   (272,559.06 ) -
C69073F103   OWENS CORNING COM   Dispositions   (30,100.00 ) 0.00   351,569.12
C690768403   OWENS ILL INC COM NEW   Acquisitions   37,300.00   (445,501.02 ) -
C690768403   OWENS ILL INC COM NEW   Dispositions   (38,800.00 ) 0.00   543,806.74
C691471106   OXFORD HLTH PLANS INC COM   Acquisitions   593.00   (12,651.60 ) -
C691471106   OXFORD HLTH PLANS INC COM   Dispositions   (693.00 ) 0.00   14,005.71
C693758104   PAC AEROSPACE & ELECTRONICS INC COM   Acquisitions   26,600.00   (65,816.37 ) -
C693758104   PAC AEROSPACE & ELECTRONICS INC COM   Dispositions   (2,000.00 ) 0.00   1,818.67
C694327107   PAC GATEWAY EXCHANGE INC COM   Acquisitions   3,800.00   (72,664.00 ) -
C694327107   PAC GATEWAY EXCHANGE INC COM   Dispositions   (2,400.00 ) 0.00   47,926.44
CY66183107   PAC INTERNET   Acquisitions   200.00   (12,429.95 ) -
CY66183107   PAC INTERNET   Free Delivery   (200.00 ) 0.00   -
C694873100   PAC SUNWEAR CAL INC COM   Acquisitions   62,580.00   (1,333,526.24 ) -
C694873100   PAC SUNWEAR CAL INC COM   Dispositions   (73,080.00 ) 0.00   1,659,800.07
C693718108   PACCAR INC COM   Acquisitions   4,400.00   (198,140.88 ) -
C693718108   PACCAR INC COM   Dispositions   (9,300.00 ) 0.00   397,809.42
S6164007   PACIFIC CENTURY COMMON STK HKD .005   Acquisitions   155,000.00   (330,721.02 ) -
S6164007   PACIFIC CENTURY COMMON STK HKD .005   Dispositions   (219,477.00 ) 0.00   400,548.80
S6164007   PACIFIC CENTURY COMMON STK HKD .005   Free Receipt   69,925.00   0.00   -
CY6801N134   PACIFIC CENTURY CYBERWORKS LTD   Dispositions   (51,000.00 ) 0.00   51,275.42
CY6801N134   PACIFIC CENTURY CYBERWORKS LTD   Free Delivery   (20,000.00 ) 0.00   -
CY6801N134   PACIFIC CENTURY CYBERWORKS LTD   Free Receipt   131,100.00   0.00   -
S6808565   PACIFIC CENTURY SGD1   Acquisitions   3,000.00   (43,357.24 ) -
S6808565   PACIFIC CENTURY SGD1   Dispositions   (3,000.00 ) 0.00   32,660.35
S6295015   PACIFIC CENTURY SUB RIGHTS 24/11/2000   Dispositions   (1,303.00 ) 0.00   55.18
S6295015   PACIFIC CENTURY SUB RIGHTS 24/11/2000   Free Receipt   1,303.00   0.00   -
C695112102   PACIFICARE HLTH SYS INC DEL COM   Acquisitions   5,200.00   (283,284.33 ) -
C695112102   PACIFICARE HLTH SYS INC DEL COM   Dispositions   (5,200.00 ) 0.00   140,008.23
C695156109   PACKAGING CORP AMER COM ISIN US6951561090   Acquisitions   70,700.00   (704,966.66 ) -
C695156109   PACKAGING CORP AMER COM ISIN US6951561090   Dispositions   (24,500.00 ) 0.00   291,424.29
C695210104   PACKETEER INC COM   Acquisitions   800.00   (44,707.35 ) -
C695210104   PACKETEER INC COM   Dispositions   (800.00 ) 0.00   49,569.09
C695257105   PACTIV CORP COM   Acquisitions   100.00   (793.75 ) -
C695257105   PACTIV CORP COM   Dispositions   (1,500.00 ) 0.00   13,354.78
C696429307   PALL CORP COM   Acquisitions   9,100.00   (208,566.52 ) -
C696429307   PALL CORP COM   Dispositions   (10,600.00 ) 0.00   216,447.10
C696642107   PALM INC COM STK ISIN# US6966421074   Acquisitions   65,067.00   (2,621,883.63 ) -
C696642107   PALM INC COM STK ISIN# US6966421074   Dispositions   (28,850.72 ) 0.00   1,501,456.91
C696642107   PALM INC COM STK ISIN# US6966421074   Free Delivery   (35,022.40 ) 0.00   -
C696642107   PALM INC COM STK ISIN# US6966421074   Free Receipt   73,668.12   0.00   -
S231160U   PANAMA REP GLOBAL BD DTD 07/13/2000 10.75 DUE 05-15-2020 BEO   Acquisitions   600,000.00   (594,126.00 ) -
S231160U   PANAMA REP GLOBAL BD DTD 07/13/2000 10.75 DUE 05-15-2020 BEO   Dispositions   (600,000.00 ) 0.00   615,750.00
S2674469   PANAMERICAN BEVERAGES INC CL A (NONVTG) COM STK   Acquisitions   9,000.00   (182,303.17 ) -
S2674469   PANAMERICAN BEVERAGES INC CL A (NONVTG) COM STK   Dispositions   (9,000.00 ) 0.00   151,785.65
S2228532   PAO DE ACUCAR CIA ADR-REPR 1000 PRF   Acquisitions   1,000.00   (35,195.00 ) -
S2228532   PAO DE ACUCAR CIA ADR-REPR 1000 PRF   Dispositions   (2,686.00 ) 0.00   95,355.40
C69900R106   PARADIGM GENETICS INC COM ISIN US69980R1068   Acquisitions   675.00   (13,527.09 ) -
C69900R106   PARADIGM GENETICS INC COM ISIN US69980R1068   Dispositions   (675.00 ) 0.00   11,400.65
C69911G107   PARADYNE CORP COM   Acquisitions   11,200.00   (296,310.56 ) -
C69911G107   PARADYNE CORP COM   Dispositions   (11,200.00 ) 0.00   382,756.16
C699173100   PARAMETRIC TECH CORP COM   Acquisitions   14,668.00   (195,738.31 ) -
C699173100   PARAMETRIC TECH CORP COM   Dispositions   (16,593.00 ) 0.00   232,815.61
C701081101   PARKER DRILLING CO COM   Acquisitions   6,000.00   (32,117.40 ) -
C701081101   PARKER DRILLING CO COM   Dispositions   (10,400.00 ) 0.00   42,394.09
C701094104   PARKER-HANNIFIN CORP COM   Acquisitions   2,500.00   (102,933.16 ) -
C701094104   PARKER-HANNIFIN CORP COM   Dispositions   (6,600.00 ) 0.00   251,750.19
C703224105   PATINA OIL & GAS CORP COM   Acquisitions   100.00   (1,823.70 ) -

176

C703224105   PATINA OIL & GAS CORP COM   Dispositions   (3,700.00 ) 0.00   56,320.86
C70336N107   PATRIOT SCIENTIFIC CORP COM   Acquisitions   3,000.00   (3,471.95 ) -
C70336N107   PATRIOT SCIENTIFIC CORP COM   Dispositions   (3,000.00 ) 0.00   3,929.86
C703412106   PATTERSON DENTAL CO COM   Acquisitions   10,340.00   (404,276.94 ) -
C703412106   PATTERSON DENTAL CO COM   Dispositions   (28,500.00 ) 0.00   1,035,608.33
C703412106   PATTERSON DENTAL CO COM   Free Receipt   16,820.00   0.00   -
C703414102   PATTERSON ENERGY INC COM   Acquisitions   1,300.00   (44,239.00 ) -
C703414102   PATTERSON ENERGY INC COM   Dispositions   (1,300.00 ) 0.00   44,159.52
C704326107   PAYCHEX INC COM   Acquisitions   1,204.33   (55,433.18 ) -
C704326107   PAYCHEX INC COM   Dispositions   (3,200.00 ) 0.00   143,905.02
C704326107   PAYCHEX INC COM   Free Receipt   3,513.00   0.00   -
C69316H791   PBHG LARGE CAP 20 FD   Acquisitions   699.76   (25,176.54 ) -
C69316H791   PBHG LARGE CAP 20 FD   Free Delivery   (1,011.69 ) 0.00   -
C69318J100   PC CONNECTION INC COM   Acquisitions   13,784.00   (708,804.99 ) -
C69318J100   PC CONNECTION INC COM   Dispositions   (13,700.00 ) 0.00   357,259.38
C693262107   P-COM INC COM   Acquisitions   129,400.00   (1,406,931.57 ) -
C693262107   P-COM INC COM   Dispositions   (127,600.00 ) 0.00   1,688,605.49
C705221109   PECO II INC COM STK   Acquisitions   1,495.00   (36,127.40 ) -
C705221109   PECO II INC COM STK   Dispositions   (1,495.00 ) 0.00   36,953.88
C705536100   PEERLESS SYS CORP COM   Acquisitions   1,000.00   (6,029.95 ) -
C705536100   PEERLESS SYS CORP COM   Dispositions   (2,000.00 ) 0.00   9,897.05
C705904100   PEGASUS COMMUNICATIONS CORP CL A   Acquisitions   8,770.00   (449,600.35 ) -
C705904100   PEGASUS COMMUNICATIONS CORP CL A   Dispositions   (8,770.00 ) 0.00   268,702.09
C705906105   PEGASUS SOLUTIONS INC COM   Acquisitions   1,000.00   (14,514.95 ) -
C705906105   PEGASUS SOLUTIONS INC COM   Dispositions   (1,000.00 ) 0.00   14,984.55
C705573103   PEGASYSTEMS INC COM   Acquisitions   7,375.00   (98,589.83 ) -
C705573103   PEGASYSTEMS INC COM   Dispositions   (6,375.00 ) 0.00   64,475.48
C708160106   PENNEY J.C CO INC COM   Acquisitions   200.00   (3,437.50 ) -
C708160106   PENNEY J.C CO INC COM   Dispositions   (2,300.00 ) 0.00   39,719.62
C709323109   PENNZOIL-QUAKER ST CO COM   Acquisitions   54,656.00   (659,166.38 ) -
C709323109   PENNZOIL-QUAKER ST CO COM   Dispositions   (54,400.00 ) 0.00   559,638.18
C709631105   PENTAIR INC COM   Acquisitions   3,800.00   (143,078.00 ) -
C709631105   PENTAIR INC COM   Dispositions   (32,100.00 ) 0.00   1,036,796.23
C711147108   PEOPLES HERITAGE FNCL GROUP INC COM   Acquisitions   2,190.00   (28,470.00 ) -
C711147108   PEOPLES HERITAGE FNCL GROUP INC COM   Dispositions   (3,200.00 ) 0.00   49,022.36
C711147108   PEOPLES HERITAGE FNCL GROUP INC COM   Free Delivery   (26,780.00 ) 0.00   -
C712713106   PEOPLESOFT INC COM   Acquisitions   4,163.00   (97,828.16 ) -
C712713106   PEOPLESOFT INC COM   Dispositions   (7,775.00 ) 0.00   179,394.58
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C713409100   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   Acquisitions   42,700.00   (882,892.32 ) -
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C714152105   PERLE SYS LTD COM   Acquisitions   1,750.00   (25,396.47 ) -
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C714157104   PERMA-FIX ENVIRONMENTAL SVCS INC COM   Acquisitions   1,000.00   (1,404.95 ) -
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C714290103   PERRIGO CO COM   Acquisitions   8,300.00   (54,375.79 ) -
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C715710109   PERVASIVE SOFTWARE INC COM   Acquisitions   1,700.00   (10,842.64 ) -
C715710109   PERVASIVE SOFTWARE INC COM   Dispositions   (500.00 ) 0.00   5,001.13
S2684532   PETROL BRASILEIROS PRF NPV   Acquisitions   508,000.00   (129,478.67 ) -
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S2684532   PETROL BRASILEIROS PRF NPV   Free Receipt   927,566.64   0.00   -
S2683410   PETROL BRASILEIROS SPON ADR REP 1 PRF SHS   Acquisitions   1,840.00   (45,960.00 ) -
S2683410   PETROL BRASILEIROS SPON ADR REP 1 PRF SHS   Dispositions   (1,685.00 ) 0.00   47,153.40
S2632597   PETROLEOS MEXICANO 9.5% BDS 15/9/27 USD1000   Dispositions   (480,000.00 ) 0.00   484,296.50

177

S2632597   PETROLEOS MEXICANO 9.5% BDS 15/9/27 USD1000   Free Receipt   440,000.00   0.00   -
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C716768106   PETSMART INC COM   Dispositions   (1,180.00 ) 0.00   6,469.87
C717081103   PFIZER INC COM   Acquisitions   60,226.00   (2,438,337.92 ) -
C717081103   PFIZER INC COM   Dispositions   (334,050.00 ) 0.00   13,448,580.70
C717081103   PFIZER INC COM   Free Delivery   (68,107.04 ) 0.00   -
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C743168106   PFT RECOVERY GROUP INTL INC COM   Dispositions   (21,015.00 ) 0.00   471,877.52
C69331C108   PG& E CORP COM   Acquisitions   307.05   (7,982.03 ) -
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C71713U102   PHARMACIA CORP COM   Acquisitions   58,560.00   (3,187,164.35 ) -
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C71713B104   PHARMACOPEIA INC COM   Dispositions   (350.00 ) 0.00   12,256.52
C716950100   PHARMAPRINT INC COM   Acquisitions   1,500.00   (3,767.80 ) -
C716950100   PHARMAPRINT INC COM   Dispositions   (1,500.00 ) 0.00   2,683.75
C717113203   PHAR-MOR INC COM NEW   Acquisitions   1,000.00   (3,514.95 ) -
C717113203   PHAR-MOR INC COM NEW   Dispositions   (1,000.00 ) 0.00   2,935.10
C717139208   PHARMOS CORP COM NEW   Acquisitions   2,100.00   (10,739.85 ) -
C717139208   PHARMOS CORP COM NEW   Dispositions   (1,100.00 ) 0.00   5,653.95
C718009608   PHIL SUBN CORP COM PAR $0.50   Acquisitions   100.00   (2,317.45 ) -
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C718154107   PHILIP MORRIS COS INC COM   Acquisitions   66,702.08   (1,375,689.94 ) -
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C718154107   PHILIP MORRIS COS INC COM   Free Delivery   (914.32 ) 0.00   -
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S5671434   PHILIPS ELEC(KON) EUR1   Free Delivery   (3,353.00 ) 0.00   -
C718507106   PHILLIPS PETRO CO COM   Acquisitions   200.00   (9,775.00 ) -
C718507106   PHILLIPS PETRO CO COM   Dispositions   (2,100.00 ) 0.00   92,362.29
C719153108   PHOENIX TECHNOLOGIES LTD COM   Acquisitions   8,200.00   (169,916.30 ) -
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C719358103   PHOTOMEDEX INC COM   Dispositions   (1,000.00 ) 0.00   12,188.38
C719358103   PHOTOMEDEX INC COM   Free Receipt   2,500.00   0.00   -
C719364101   PHOTON DYNAMICS INC COM   Acquisitions   700.00   (45,339.70 ) -
C719364101   PHOTON DYNAMICS INC COM   Dispositions   (700.00 ) 0.00   46,327.48
C71940B109   PHOTOWORKS INC COM   Dispositions   (200.00 ) 0.00   1,382.50
C71940B109   PHOTOWORKS INC COM   Free Receipt   200.00   0.00   -
C719405102   PHOTRONICS INC COM   Acquisitions   35,400.00   (968,411.77 ) -
C719405102   PHOTRONICS INC COM   Dispositions   (6,700.00 ) 0.00   229,650.71
C719567109   PICCADILLY CAFETERIAS INC COM   Acquisitions   100.00   (423.70 ) -
C719567109   PICCADILLY CAFETERIAS INC COM   Dispositions   (100.00 ) 0.00   270.04
C720035302   PICTURETEL CORP COM NEW   Acquisitions   8,425.00   (35,008.94 ) -
C720035302   PICTURETEL CORP COM NEW   Dispositions   (5,000.00 ) 0.00   36,098.77
C721596104   PILOT NETWORK SVCS INC COM   Acquisitions   24,600.00   (586,371.32 ) -
C721596104   PILOT NETWORK SVCS INC COM   Dispositions   (25,100.00 ) 0.00   370,347.31
C723456109   PINNACLE ENTMT INC COM   Dispositions   (8,400.00 ) 0.00   168,559.88
C723456109   PINNACLE ENTMT INC COM   Free Receipt   8,400.00   0.00   -
C72346N101   PINNACLE HLDGS INC COM   Acquisitions   14,650.00   (658,966.01 ) -
C72346N101   PINNACLE HLDGS INC COM   Dispositions   (41,230.00 ) 0.00   1,542,849.02
C723481107   PINNACLE SYS INC COM   Acquisitions   1,200.00   (45,378.45 ) -
C723481107   PINNACLE SYS INC COM   Dispositions   (800.00 ) 0.00   33,563.97
C723481107   PINNACLE SYS INC COM   Free Receipt   200.00   0.00   -
C723484101   PINNACLE W. CAP CORP COM   Acquisitions   8,500.00   (227,692.05 ) -
C723484101   PINNACLE W. CAP CORP COM   Dispositions   (8,500.00 ) 0.00   376,601.18
C723787107   PIONEER NAT RES CO COM STK   Acquisitions   27,300.00   (363,369.55 ) -

178

C723787107   PIONEER NAT RES CO COM STK   Dispositions   (18,500.00 ) 0.00   245,719.90
S2577212   PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010 BEO PUT   Acquisitions   33,000.00   (32,883.51 ) -
S2577212   PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010 BEO PUT   Dispositions   (21,000.00 ) 0.00   22,076.25
C724479100   PITNEY BOWES INC COM   Acquisitions   200.00   (7,900.00 ) -
C724479100   PITNEY BOWES INC COM   Dispositions   (2,600.00 ) 0.00   113,096.31
C725811103   PIXAR COM   Acquisitions   200.00   (8,686.51 ) -
C725811103   PIXAR COM   Dispositions   (200.00 ) 0.00   7,030.21
C72583K109   PIXTECH INC COM   Acquisitions   2,000.00   (14,419.90 ) -
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C700690100   PK PL ENTMT CORP COM   Acquisitions   1,000.00   (12,342.45 ) -
C700690100   PK PL ENTMT CORP COM   Dispositions   (1,000.00 ) 0.00   13,407.10
C725906101   PLACER DOME INC COM   Acquisitions   1,200.00   (12,429.95 ) -
C725906101   PLACER DOME INC COM   Dispositions   (3,600.00 ) 0.00   33,259.55
C726503105   PLAINS ALL AMERN PIPELN L P UNIT LTD PARTNERSHIP INT   Acquisitions   100.00   (1,823.70 ) -
C726503105   PLAINS ALL AMERN PIPELN L P UNIT LTD PARTNERSHIP INT   Dispositions   (100.00 ) 0.00   1,876.23
C726900103   PLANAR SYS INC   Acquisitions   200.00   (1,617.45 ) -
C726900103   PLANAR SYS INC   Dispositions   (200.00 ) 0.00   3,082.44
C727493108   PLANTRONICS INC NEW COM   Acquisitions   733.00   (66,749.78 ) -
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C727493108   PLANTRONICS INC NEW COM   Free Receipt   330.00   0.00   -
C729132100   PLEXUS CORP COM   Acquisitions   13,500.00   (579,443.75 ) -
C729132100   PLEXUS CORP COM   Dispositions   (13,500.00 ) 0.00   1,163,659.47
C72919P103   PLUG PWR INC COM   Acquisitions   22,610.00   (1,222,643.06 ) -
C72919P103   PLUG PWR INC COM   Dispositions   (22,480.00 ) 0.00   1,265,958.25
C693417107   PLX TECH INC COM   Acquisitions   24,200.00   (718,956.43 ) -
C693417107   PLX TECH INC COM   Dispositions   (7,200.00 ) 0.00   243,552.77
C69344F106   PMC SIERRA INC COM   Acquisitions   33,859.00   (5,660,688.79 ) -
C69344F106   PMC SIERRA INC COM   Dispositions   (46,460.00 ) 0.00   8,855,853.70
C69344F106   PMC SIERRA INC COM   Free Receipt   7,992.00   0.00   -
C69344M101   PMI GROUP INC COM   Acquisitions   2,500.00   (122,458.00 ) -
C69344M101   PMI GROUP INC COM   Dispositions   (3,600.00 ) 0.00   228,804.54
C693475105   PNC FINANCIAL SERVICES GROUP COM STK   Acquisitions   33,900.00   (1,623,197.69 ) -
C693475105   PNC FINANCIAL SERVICES GROUP COM STK   Dispositions   (36,600.00 ) 0.00   1,776,286.39
C730448107   POGO PROD CO COM   Acquisitions   8,000.00   (162,512.00 ) -
C730448107   POGO PROD CO COM   Dispositions   (8,000.00 ) 0.00   205,583.54
S4668181   POLAND(GOVT OF) 6% ST/UP 27/10/2014 US$(VA   Acquisitions   450,000.00   (399,888.13 ) -
S4668181   POLAND(GOVT OF) 6% ST/UP 27/10/2014 US$(VA   Dispositions   (30,000.00 ) 0.00   26,737.50
C731095105   POLAROID CORP COM   Acquisitions   100.00   (1,975.00 ) -
C731095105   POLAROID CORP COM   Dispositions   (400.00 ) 0.00   8,684.86
C73172K104   POLYCOM INC COM   Acquisitions   5,120.00   (337,152.42 ) -
C73172K104   POLYCOM INC COM   Dispositions   (8,460.00 ) 0.00   836,360.81
C73172K104   POLYCOM INC COM   Free Receipt   10,570.00   0.00   -
C731738100   POLYMEDICA INDS INC COM   Acquisitions   8,500.00   (231,976.65 ) -
C731738100   POLYMEDICA INDS INC COM   Dispositions   (1,500.00 ) 0.00   62,044.10
C73179P106   POLYONE CORP COM   Dispositions   (12,400.00 ) 0.00   80,904.80
C73179P106   POLYONE CORP COM   Free Receipt   12,400.00   0.00   -
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C731822102   POMEROY COMPUTER RES INC COM   Dispositions   (100.00 ) 0.00   2,248.72
C736126103   PORTAL SOFTWARE INC COM   Acquisitions   11,212.00   (692,448.73 ) -
C736126103   PORTAL SOFTWARE INC COM   Dispositions   (9,980.00 ) 0.00   666,210.33
C736126103   PORTAL SOFTWARE INC COM   Free Receipt   100.00   0.00   -
S5817186   PORTUGAL TELECOM EUR1(REGD)   Acquisitions   5,100.00   (57,836.90 ) -
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S0443746   POWERGEN ORD GBP0.50   Acquisitions   22,167.00   (160,746.08 ) -
S0443746   POWERGEN ORD GBP0.50   Dispositions   (16,381.00 ) 0.00   127,269.48
C739308104   POWER-ONE INC COM   Acquisitions   1,165.00   (113,438.15 ) -
C739308104   POWER-ONE INC COM   Dispositions   (600.00 ) 0.00   53,164.62
C739308104   POWER-ONE INC COM   Free Delivery   (200.00 ) 0.00   -
C739308104   POWER-ONE INC COM   Free Receipt   415.00   0.00   -
C73936C109   POWERTEL INC COM   Acquisitions   8,030.00   (670,514.77 ) -
C73936C109   POWERTEL INC COM   Dispositions   (14,130.00 ) 0.00   1,191,884.41
C739363109   POWERWAVE TECHNOLOGIES INC COM   Acquisitions   2,292.00   (202,570.73 ) -
C739363109   POWERWAVE TECHNOLOGIES INC COM   Dispositions   (1,542.00 ) 0.00   196,535.96
C739363109   POWERWAVE TECHNOLOGIES INC COM   Free Receipt   1,200.00   0.00   -

179

C693506107   PPG IND INC COM   Acquisitions   10,900.00   (604,711.10 ) -
C693506107   PPG IND INC COM   Dispositions   (12,200.00 ) 0.00   565,118.98
C69351T106   PPL CORP COM ISIN US69351T1060   Acquisitions   100.00   (2,337.50 ) -
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C69351T106   PPL CORP COM ISIN US69351T1060   Free Delivery   (100.00 ) 0.00   -
C69351T106   PPL CORP COM ISIN US69351T1060   Free Receipt   4,600.00   0.00   -
C74005P104   PRAXAIR INC COM   Acquisitions   4,300.00   (208,172.96 ) -
C74005P104   PRAXAIR INC COM   Dispositions   (1,800.00 ) 0.00   76,511.99
CM41450103   PRECISE SOFTWARE SOLUTIONS LTD   Acquisitions   635.00   (15,889.95 ) -
CM41450103   PRECISE SOFTWARE SOLUTIONS LTD   Dispositions   (635.00 ) 0.00   17,129.47
C740189105   PRECISION CASTPARTS CORP COM   Acquisitions   50.00   (3,770.58 ) -
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C740189105   PRECISION CASTPARTS CORP COM   Free Receipt   50.00   0.00   -
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C74022D100   PRECISION DRILLING CORP COM   Dispositions   (49,940.00 ) 0.00   1,559,016.00
C740474127   PREMIER CONCEPTS INC WT EXP 4/21/2000   Acquisitions   1,500.00   (2,044.25 ) -
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C69357H106   PRI AUTOMATION INC COM   Acquisitions   2,930.00   (155,793.72 ) -
C69357H106   PRI AUTOMATION INC COM   Dispositions   (15,220.00 ) 0.00   639,792.52
C741472104   PRICE NET U S A INC COM   Acquisitions   46,408.00   (147,202.49 ) -
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C741503106   PRICELINE COM INC COM   Acquisitions   1,410.00   (75,112.15 ) -
C741503106   PRICELINE COM INC COM   Dispositions   (1,279.00 ) 0.00   68,129.04
C741503106   PRICELINE COM INC COM   Free Delivery   (100.00 ) 0.00   -
C741901201   PRIMA ENERGY CORP COM PAR $0.015   Acquisitions   260.00   (11,954.85 ) -
C741901201   PRIMA ENERGY CORP COM PAR $0.015   Dispositions   (200.00 ) 0.00   8,533.56
C74163Q100   PRIMUS KNOWLEDGE SOLUTIONS INC COM STK   Acquisitions   4,000.00   (201,978.00 ) -
C74163Q100   PRIMUS KNOWLEDGE SOLUTIONS INC COM STK   Dispositions   (4,000.00 ) 0.00   110,291.52
C741929103   PRIMUS TELECOMMUNICATIONS GROUP INC COM   Acquisitions   22,765.00   (644,567.10 ) -
C741929103   PRIMUS TELECOMMUNICATIONS GROUP INC COM   Dispositions   (47,445.00 ) 0.00   937,218.16
C74270W107   PROCOM TECH INC COM   Acquisitions   800.00   (49,797.40 ) -
C74270W107   PROCOM TECH INC COM   Dispositions   (400.00 ) 0.00   22,969.27
C742718109   PROCTER & GAMBLE CO COM   Acquisitions   68,478.28   (4,669,046.86 ) -
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C742718109   PROCTER & GAMBLE CO COM   Free Delivery   (200.00 ) 0.00   -
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C742807100   PROCYTE CORP   Dispositions   (100.00 ) 0.00   70.04
C74283P107   PRODIGY COMMUNICATIONS CORP COM   Acquisitions   200.00   (4,799.00 ) -
C74283P107   PRODIGY COMMUNICATIONS CORP COM   Dispositions   (300.00 ) 0.00   4,478.74
C74312N107   PROFESSIONAL DETAILING INC COM   Acquisitions   16,000.00   (448,000.00 ) -
C74312N107   PROFESSIONAL DETAILING INC COM   Dispositions   (16,000.00 ) 0.00   687,241.09
C742963101   PROFESSIONAL TRANSN GROUP INC COM STK ISIN# US7429631010   Acquisitions   500.00   (1,342.45 ) -
C742963101   PROFESSIONAL TRANSN GROUP INC COM STK ISIN# US7429631010   Dispositions   (500.00 ) 0.00   970.01
C743187106   PROGENICS PHARMACEUTICALS   Acquisitions   915.00   (22,849.90 ) -
C743187106   PROGENICS PHARMACEUTICALS   Dispositions   (915.00 ) 0.00   21,971.85
C743312100   PROGRESS SOFTWARE CORP COM   Acquisitions   11,000.00   (278,864.42 ) -
C743312100   PROGRESS SOFTWARE CORP COM   Dispositions   (43,200.00 ) 0.00   843,377.79
C743312100   PROGRESS SOFTWARE CORP COM   Free Receipt   15,200.00   0.00   -
C743315103   PROGRESSIVE CORP OH COM   Acquisitions   100.00   (6,706.25 ) -
C743315103   PROGRESSIVE CORP OH COM   Dispositions   (700.00 ) 0.00   45,458.23
C743410508   PROLOGIS TR PFD SH BEN INT SER D   Acquisitions   79.85   (1,566.14 ) -
C743410508   PROLOGIS TR PFD SH BEN INT SER D   Free Delivery   (233.49 ) 0.00   -
C74342L105   PROMEDCO MGMT CO COM   Acquisitions   4,000.00   (7,475.00 ) -
C74342L105   PROMEDCO MGMT CO COM   Dispositions   (4,200.00 ) 0.00   8,761.09
C74369L103   PROTEIN DESIGN LABS INC COM   Acquisitions   14,500.00   (1,660,770.28 ) -
C74369L103   PROTEIN DESIGN LABS INC COM   Dispositions   (13,200.00 ) 0.00   1,732,564.44
C74369L103   PROTEIN DESIGN LABS INC COM   Free Receipt   6,400.00   0.00   -
C74371K101   PROTON ENERGY SYS INC COM   Acquisitions   665.00   (21,768.65 ) -
C74371K101   PROTON ENERGY SYS INC COM   Dispositions   (665.00 ) 0.00   19,331.32
C743724106   PROVANT INC COM   Acquisitions   12,900.00   (132,225.66 ) -
C743724106   PROVANT INC COM   Dispositions   (6,400.00 ) 0.00   56,463.15
C74406A102   PROVIDIAN FINL CORP COM   Acquisitions   100.00   (8,537.50 ) -
C74406A102   PROVIDIAN FINL CORP COM   Dispositions   (1,200.00 ) 0.00   91,930.71
C744282104   PROXICOM INC COM ISIN US7442821044   Acquisitions   20,680.00   (1,107,791.46 ) -

180

C744282104   PROXICOM INC COM ISIN US7442821044   Dispositions   (24,690.00 ) 0.00   812,470.70
C744282104   PROXICOM INC COM ISIN US7442821044   Free Receipt   4,010.00   0.00   -
C744284100   PROXIM INC   Acquisitions   890.00   (73,439.80 ) -
C744284100   PROXIM INC   Dispositions   (890.00 ) 0.00   67,825.42
C744284100   PROXIM INC   Free Receipt   100.00   0.00   -
S217885W   PSI NET INC US$ SR NT 11 DUE 08-01-2009/08-01-2004 BEO   Acquisitions   21,000.00   (20,780.00 ) -
S217885W   PSI NET INC US$ SR NT 11 DUE 08-01-2009/08-01-2004 BEO   Dispositions   (11,000.00 ) 0.00   4,125.00
C74437C101   PSINET INC COM   Acquisitions   21,839.00   (564,016.66 ) -
C74437C101   PSINET INC COM   Dispositions   (16,650.00 ) 0.00   487,606.77
C74437C101   PSINET INC COM   Free Delivery   (500.00 ) 0.00   -
C74437C101   PSINET INC COM   Free Receipt   750.00   0.00   -
C69366A100   PSS WORLD MED INC COM   Acquisitions   1,000.00   (9,279.95 ) -
C69366A100   PSS WORLD MED INC COM   Dispositions   (1,000.00 ) 0.00   9,813.42
S511630W   PT MULTIMEDIA BABY SHARES   Acquisitions   1,600.00   (891.48 ) -
S511630W   PT MULTIMEDIA BABY SHARES   Free Delivery   (1,600.00 ) 0.00   -
S5811412   PT MULTIMEDIA SGPS EUR0.5(REGD)   Acquisitions   1,600.00   (205,132.71 ) -
S5811412   PT MULTIMEDIA SGPS EUR0.5(REGD)   Dispositions   (1,200.00 ) 0.00   34,421.42
S5983504   PT MULTIMEDIA.COM EUR0.58(REGD)   Dispositions   (1,600.00 ) 0.00   9,400.82
S5983504   PT MULTIMEDIA.COM EUR0.58(REGD)   Free Receipt   1,600.00   0.00   -
C744573106   PUB SERVICE ENTERPRISE GROUP INC COM   Acquisitions   2,806.10   (95,378.44 ) -
C744573106   PUB SERVICE ENTERPRISE GROUP INC COM   Dispositions   (36,603.35 ) 0.00   1,450,735.70
C74460D109   PUB STORAGE INC COM   Acquisitions   200.00   (4,647.40 ) -
C74460D109   PUB STORAGE INC COM   Dispositions   (173.00 ) 0.00   3,891.65
S6637082   PUBLISHING & BROAD NPV   Acquisitions   3,000.00   (24,759.59 ) -
S6637082   PUBLISHING & BROAD NPV   Dispositions   (4,000.00 ) 0.00   26,822.26
C745769109   PULITZER INC COM   Acquisitions   1,500.00   (55,891.50 ) -
C745769109   PULITZER INC COM   Dispositions   (1,500.00 ) 0.00   65,201.79
C745867101   PULTE CORP COM   Acquisitions   12,700.00   (231,377.55 ) -
C745867101   PULTE CORP COM   Dispositions   (5,300.00 ) 0.00   205,947.78
C745887109   PUMATECH INC   Acquisitions   2,920.00   (90,078.36 ) -
C745887109   PUMATECH INC   Dispositions   (2,920.00 ) 0.00   85,776.52
C746144104   PURCHASEPRO COM INC COM STK   Acquisitions   25,710.00   (1,041,973.04 ) -
C746144104   PURCHASEPRO COM INC COM STK   Dispositions   (12,410.00 ) 0.00   586,320.21
C746144104   PURCHASEPRO COM INC COM STK   Free Receipt   1,600.00   0.00   -
S219647U   PVT EXPT FDG CORP 7.2 DUE 01-15-2010 BEO   Acquisitions   850,000.00   (849,056.50 ) -
S219647U   PVT EXPT FDG CORP 7.2 DUE 01-15-2010 BEO   Dispositions   (850,000.00 ) 0.00   845,546.00
S2586144   PVTPL 360NETWORKS INC SR NT 144A 13 DUE 05-01-2008 BEO   Acquisitions   19,000.00   (18,542.10 ) -
S2586144   PVTPL 360NETWORKS INC SR NT 144A 13 DUE 05-01-2008 BEO   Free Delivery   (19,000.00 ) 0.00   -
S236438U   PVTPL ANCHOR GAMING ANCHOR GAMING 144A 9.875 DUE 10-15-2008/10-15-2004 BEO   Acquisitions   63,000.00   (62,753.99 ) -
S236438U   PVTPL ANCHOR GAMING ANCHOR GAMING 144A 9.875 DUE 10-15-2008/10-15-2004 BEO   Dispositions   (16,000.00 ) 0.00   16,462.50
S236429U   PVTPL ASSOC MANUFACTURED HSG CONT TR SER1999-1 CL A 144A VAR RT 07-15-30 BEO   Acquisitions   2,074,626.26   (2,078,042.15 ) -
S236429U   PVTPL ASSOC MANUFACTURED HSG CONT TR SER1999-1 CL A 144A VAR RT 07-15-30 BEO   Dispositions   (27,599.27 ) 0.00   27,599.27
S2548649   PVTPL CLASSIC CABLE INC SR SUB NT 144A 10.5 DUE 03-01-2010/03-01-2005 BEO   Acquisitions   28,000.00   (27,528.75 ) -
S2548649   PVTPL CLASSIC CABLE INC SR SUB NT 144A 10.5 DUE 03-01-2010/03-01-2005 BEO   Free Delivery   (28,000.00 ) 0.00   -
S2546320   PVTPL FOCAL COMMUNICATIONS CORP SR NT 144A 11.875 DUE 01-15-2010 BEO   Acquisitions   32,000.00   (31,931.60 ) -
S2546320   PVTPL FOCAL COMMUNICATIONS CORP SR NT 144A 11.875 DUE 01-15-2010 BEO   Free Delivery   (32,000.00 ) 0.00   -
S2934077   PVTPL GDR VIDESH SANCHAR NIGAM LTD   Acquisitions   11,100.00   (270,940.90 ) -
S2934077   PVTPL GDR VIDESH SANCHAR NIGAM LTD   Free Delivery   (11,100.00 ) 0.00   -
S5949476   PVTPL HSBC CAP FDG DLR 1 L P 144A FLT RTDUE 12-29-2049/06-30-2010 BEO   Acquisitions   210,000.00   (210,000.00 ) -
S5949476   PVTPL HSBC CAP FDG DLR 1 L P 144A FLT RTDUE 12-29-2049/06-30-2010 BEO   Dispositions   (210,000.00 ) 0.00   221,894.40
S2556772   PVTPL PK PL ENTMT CORP 144A NTS 9.375%DUE 02-15-2007 BEO   Acquisitions   41,000.00   (41,000.00 ) -
S2556772   PVTPL PK PL ENTMT CORP 144A NTS 9.375%DUE 02-15-2007 BEO   Free Delivery   (41,000.00 ) 0.00   -
S2515085   PVTPL VOICESTREAM WIRELESS CORP SR NT144A 10.375 DUE 11-15-2009/04 BEO   Acquisitions   60,000.00   (60,000.00 ) -

181

S2515085   PVTPL VOICESTREAM WIRELESS CORP SR NT144A 10.375 DUE 11-15-2009/04 BEO   Dispositions   (21,000.00 ) 0.00   21,997.50
S2515085   PVTPL VOICESTREAM WIRELESS CORP SR NT144A 10.375 DUE 11-15-2009/04 BEO   Free Delivery   (39,000.00 ) 0.00   -
S224705U   PVTPL WINSTAR COMM INC SR DISC NT 144A STEP UP 4-15-10 0 TIL 4-15-05 14.75   Acquisitions   143,193.04   (52,097.37 ) -
S224705U   PVTPL WINSTAR COMM INC SR DISC NT 144A STEP UP 4-15-10 0 TIL 4-15-05 14.75   Dispositions   (193.04 ) 0.00   94.57
S224705U   PVTPL WINSTAR COMM INC SR DISC NT 144A STEP UP 4-15-10 0 TIL 4-15-05 14.75   Free Delivery   (143,000.00 ) 0.00   -
S2589853   PVTPL WINSTAR COMMUNICATIONS INC SR NT 144A 12.75 DUE 04-15-2010/04-15-2005 BEO   Acquisitions   50,889.73   (38,182.63 ) -
S2589853   PVTPL WINSTAR COMMUNICATIONS INC SR NT 144A 12.75 DUE 04-15-2010/04-15-2005 BEO   Dispositions   (889.73 ) 0.00   889.73
S2589853   PVTPL WINSTAR COMMUNICATIONS INC SR NT 144A 12.75 DUE 04-15-2010/04-15-2005 BEO   Free Delivery   (48,000.00 ) 0.00   -
S221814W   PVTPL WORLDWIDE FLIGHT SVCS INC SR SUB NT 144A 12.25 DUE 8-15-07/8-15-03 BEO   Acquisitions   48,000.00   (46,815.84 ) -
S221814W   PVTPL WORLDWIDE FLIGHT SVCS INC SR SUB NT 144A 12.25 DUE 8-15-07/8-15-03 BEO   Dispositions   (48,000.00 ) 0.00   46,815.84
C739276103   PWR INTEGRATIONS INC COM   Acquisitions   27,900.00   (752,506.93 ) -
C739276103   PWR INTEGRATIONS INC COM   Dispositions   (27,900.00 ) 0.00   414,870.13
CG7303A109   QIAO XING UNVL TELE INC COM   Acquisitions   2,510.00   (79,900.85 ) -
CG7303A109   QIAO XING UNVL TELE INC COM   Dispositions   (2,510.00 ) 0.00   64,451.86
C747277101   QLOGIC CORP COM   Acquisitions   17,992.00   (1,608,293.20 ) -
C747277101   QLOGIC CORP COM   Dispositions   (15,994.00 ) 0.00   1,493,332.97
C747277101   QLOGIC CORP COM   Free Delivery   (50.00 ) 0.00   -
C747277101   QLOGIC CORP COM   Free Receipt   4,110.00   0.00   -
C746927102   QLT INC COM STK   Acquisitions   9,985.00   (544,135.20 ) -
C746927102   QLT INC COM STK   Dispositions   (26,545.00 ) 0.00   1,533,831.34
C747402105   QUAKER OATS CO COM   Acquisitions   5,300.00   (354,066.91 ) -
C747402105   QUAKER OATS CO COM   Dispositions   (6,300.00 ) 0.00   499,477.39
C747525103   QUALCOMM INC COM   Acquisitions   131,957.00   (13,900,224.67 ) -
C747525103   QUALCOMM INC COM   Dispositions   (111,099.00 ) 0.00   11,765,741.48
C747525103   QUALCOMM INC COM   Free Delivery   (510.00 ) 0.00   -
C747525103   QUALCOMM INC COM   Free Receipt   35,220.00   0.00   -
C74762E102   QUANTA SVCS INC COM   Acquisitions   16,745.00   (697,636.75 ) -
C74762E102   QUANTA SVCS INC COM   Dispositions   (25,440.00 ) 0.00   954,821.78
C74762E102   QUANTA SVCS INC COM   Free Receipt   12,755.00   0.00   -
C747906303   QUANTUM CORP HDDG COM   Acquisitions   47,940.00   (467,664.83 ) -
C747906303   QUANTUM CORP HDDG COM   Dispositions   (47,940.00 ) 0.00   394,611.87
C74834L100   QUEST DIAGNOSTICS INC COM   Acquisitions   5,050.00   (395,421.19 ) -
C74834L100   QUEST DIAGNOSTICS INC COM   Dispositions   (9,270.00 ) 0.00   1,010,364.70
C74834T103   QUEST SOFTWARE INC COM ISIN US74834T1034   Acquisitions   100.00   (8,539.60 ) -
C74834T103   QUEST SOFTWARE INC COM ISIN US74834T1034   Dispositions   (100.00 ) 0.00   7,509.79
C748356102   QUESTAR CORP COM   Acquisitions   300.00   (7,424.90 ) -
C748356102   QUESTAR CORP COM   Dispositions   (100.00 ) 0.00   2,566.21
C748356102   QUESTAR CORP COM   Free Delivery   (200.00 ) 0.00   -
C74837P108   QUICKLOGIC CORP CDT-COM STK   Acquisitions   200.00   (4,805.26 ) -
C74837P108   QUICKLOGIC CORP CDT-COM STK   Dispositions   (100.00 ) 0.00   3,493.32
C74837R104   QUICKSILVER RES INC COM   Acquisitions   100.00   (667.45 ) -
C74837R104   QUICKSILVER RES INC COM   Dispositions   (100.00 ) 0.00   738.77
C748767100   QUINTILES TRANSNATIONAL CORP COM   Acquisitions   250.00   (3,871.20 ) -
C748767100   QUINTILES TRANSNATIONAL CORP COM   Dispositions   (1,229.00 ) 0.00   25,698.24
C749121109   QWEST COMMUNICATIONS INTL INC COM   Acquisitions   30,000.00   (1,632,891.02 ) -
C749121109   QWEST COMMUNICATIONS INTL INC COM   Dispositions   (10,502.37 ) 0.00   505,473.50
C749121109   QWEST COMMUNICATIONS INTL INC COM   Free Delivery   (27,993.90 ) 0.00   -
C749121109   QWEST COMMUNICATIONS INTL INC COM   Free Receipt   50,068.27   0.00   -
C74955W307   R H DONNELLEY CORP COM NEW   Acquisitions   12,900.00   (254,287.00 ) -
C74955W307   R H DONNELLEY CORP COM NEW   Dispositions   (12,900.00 ) 0.00   289,712.72
C750236101   RADIAN GROUP INC COM   Acquisitions   27,500.00   (1,189,651.83 ) -
C750236101   RADIAN GROUP INC COM   Dispositions   (55,690.00 ) 0.00   2,939,931.63
C750241101   RADIANCE MED SYS INC COM   Acquisitions   21,789.00   (253,819.72 ) -
C750241101   RADIANCE MED SYS INC COM   Dispositions   (6,000.00 ) 0.00   42,776.04
C75040P405   RADIO 1 INC CL D NON VTG   Acquisitions   6,320.00   (128,802.98 ) -
C75040P405   RADIO 1 INC CL D NON VTG   Dispositions   (22,520.00 ) 0.00   154,013.82

182

C75040P405   RADIO 1 INC CL D NON VTG   Free Receipt   16,200.00   0.00   -
C75040P108   RADIO ONE INC CL A   Acquisitions   4,390.00   (308,042.50 ) -
C75040P108   RADIO ONE INC CL A   Dispositions   (9,380.00 ) 0.00   194,781.24
C750438103   RADIOSHACK CORP COM   Acquisitions   40.00   (2,507.45 ) -
C750438103   RADIOSHACK CORP COM   Dispositions   (540.00 ) 0.00   29,716.82
C750438103   RADIOSHACK CORP COM   Free Receipt   5,312.00   0.00   -
C750459109   RADISYS CORP COM   Dispositions   (180.00 ) 0.00   8,058.53
C750459109   RADISYS CORP COM   Free Receipt   60.00   0.00   -
C750753105   RAILAMERICA INC COM   Acquisitions   400.00   (2,203.31 ) -
C750753105   RAILAMERICA INC COM   Dispositions   (400.00 ) 0.00   2,392.52
C750862104   RAINBOW TECHNOLOGIES INC COM   Acquisitions   1,500.00   (33,403.65 ) -
C750862104   RAINBOW TECHNOLOGIES INC COM   Dispositions   (1,000.00 ) 0.00   22,469.30
C750875106   RAINMAKER SYS INC COM   Acquisitions   100.00   (1,779.95 ) -
C750875106   RAINMAKER SYS INC COM   Dispositions   (200.00 ) 0.00   870.02
C751277302   RALSTON-RALSTON PURINA GROUP   Acquisitions   6,500.00   (170,676.73 ) -
C751277302   RALSTON-RALSTON PURINA GROUP   Dispositions   (9,500.00 ) 0.00   214,387.58
C750917106   RAMBUS INC DEL COM   Acquisitions   16,272.00   (1,757,074.63 ) -
C750917106   RAMBUS INC DEL COM   Dispositions   (11,685.00 ) 0.00   1,528,713.17
C750917106   RAMBUS INC DEL COM   Free Delivery   (440.00 ) 0.00   -
C750917106   RAMBUS INC DEL COM   Free Receipt   5,466.00   0.00   -
C751907304   RAMTRON INTL CORP COM NEW   Acquisitions   200.00   (4,748.65 ) -
C751907304   RAMTRON INTL CORP COM NEW   Dispositions   (200.00 ) 0.00   4,513.69
C75281A109   RANGE RES CORP COM   Acquisitions   10,700.00   (29,549.40 ) -
C75281A109   RANGE RES CORP COM   Dispositions   (400.00 ) 0.00   960.01
C75382N109   RARE MEDIUM GROUP INC COM   Acquisitions   18,250.00   (801,449.16 ) -
C75382N109   RARE MEDIUM GROUP INC COM   Dispositions   (18,250.00 ) 0.00   160,426.92
C75409P202   RATIONAL SOFTWARE CORP COM NEW   Acquisitions   7,265.00   (409,603.16 ) -
C75409P202   RATIONAL SOFTWARE CORP COM NEW   Dispositions   (22,075.00 ) 0.00   1,197,529.80
C75409P202   RATIONAL SOFTWARE CORP COM NEW   Free Receipt   30.00   0.00   -
C754440105   RAVISENT TECHNOLOGIES INC COM   Acquisitions   175.00   (4,842.45 ) -
C754440105   RAVISENT TECHNOLOGIES INC COM   Dispositions   (175.00 ) 0.00   6,094.84
C754907103   RAYONIER INC COM   Acquisitions   9,500.00   (455,430.66 ) -
C754907103   RAYONIER INC COM   Dispositions   (9,500.00 ) 0.00   307,651.04
C755111309   RAYTHEON CO CL A COM STK   Acquisitions   301.76   (5,789.30 ) -
C755111309   RAYTHEON CO CL A COM STK   Dispositions   (163.87 ) 0.00   3,920.83
C755111309   RAYTHEON CO CL A COM STK   Free Delivery   0.00   0.00   -
C755111408   RAYTHEON CO CL B COM STK   Acquisitions   300.00   (7,218.75 ) -
C755111408   RAYTHEON CO CL B COM STK   Dispositions   (2,800.00 ) 0.00   63,571.41
C755236106   RAZORFISH INC CL A COM STK   Acquisitions   47,075.00   (860,054.01 ) -
C755236106   RAZORFISH INC CL A COM STK   Dispositions   (47,270.00 ) 0.00   481,978.14
C749361101   RCN CORP COM   Acquisitions   300.00   (7,772.40 ) -
C749361101   RCN CORP COM   Free Delivery   (100.00 ) 0.00   -
C755267101   READERS DIGEST ASSN INC CL A NON VTG   Acquisitions   2,800.00   (89,492.20 ) -
C755267101   READERS DIGEST ASSN INC CL A NON VTG   Dispositions   (2,800.00 ) 0.00   106,684.83
C755246105   READ-RITE CORP COM   Acquisitions   31,855.00   (164,165.86 ) -
C755246105   READ-RITE CORP COM   Dispositions   (31,855.00 ) 0.00   160,512.38
C75605L104   REALNETWORKS INC COM   Acquisitions   2,020.00   (138,468.31 ) -
C75605L104   REALNETWORKS INC COM   Dispositions   (1,850.00 ) 0.00   125,324.82
C75605L104   REALNETWORKS INC COM   Free Receipt   650.00   0.00   -
C756577102   RED HAT INC COM   Acquisitions   13,607.00   (635,563.29 ) -
C756577102   RED HAT INC COM   Dispositions   (9,588.00 ) 0.00   401,254.80
C756577102   RED HAT INC COM   Free Delivery   (100.00 ) 0.00   -
C756577102   RED HAT INC COM   Free Receipt   176.00   0.00   -
C757209101   REDBACK NETWORKS INC COM ISIN US7572091012   Acquisitions   11,150.00   (1,799,712.82 ) -
C757209101   REDBACK NETWORKS INC COM ISIN US7572091012   Dispositions   (13,100.00 ) 0.00   1,239,433.97
C757209101   REDBACK NETWORKS INC COM ISIN US7572091012   Free Receipt   1,900.00   0.00   -
C757473103   REDHOOK ALE BREWERY INC COM   Acquisitions   25,500.00   (47,824.62 ) -
C757473103   REDHOOK ALE BREWERY INC COM   Dispositions   (100.00 ) 0.00   213.79
C758110100   REEBOK INTL COM   Acquisitions   18,700.00   (325,236.50 ) -
C758110100   REEBOK INTL COM   Dispositions   (19,100.00 ) 0.00   436,515.61
S0730835   REED INTERNATIONAL ORD GBP0.125   Acquisitions   29,000.00   (236,519.79 ) -
S0730835   REED INTERNATIONAL ORD GBP0.125   Dispositions   (20,000.00 ) 0.00   161,921.49
C75886N100   REGENERATION TECHNOLOGIES INC DEL COM STK   Acquisitions   300.00   (4,064.95 ) -
C75886N100   REGENERATION TECHNOLOGIES INC DEL COM STK   Dispositions   (300.00 ) 0.00   3,884.92
C75886F107   REGENERON PHARMACEUTICALS INC COM   Acquisitions   4,800.00   (62,196.00 ) -
C75886F107   REGENERON PHARMACEUTICALS INC COM   Dispositions   (4,800.00 ) 0.00   135,457.89

183

C758865109   REGENT COMMUNICATIONS INC DEL COM STK ISIN# US7588651098   Acquisitions   36,000.00   (306,000.00 ) -
C758865109   REGENT COMMUNICATIONS INC DEL COM STK ISIN# US7588651098   Dispositions   (36,000.00 ) 0.00   413,986.20
C758940100   REGIONS FNCL CORP COM   Acquisitions   200.00   (4,109.25 ) -
C758940100   REGIONS FNCL CORP COM   Dispositions   (2,100.00 ) 0.00   47,113.33
C758932107   REGIS CORP MINN COM   Acquisitions   34,700.00   (570,308.03 ) -
C758932107   REGIS CORP MINN COM   Dispositions   (55,700.00 ) 0.00   760,442.44
C75914G101   REGISTER COM INC COM   Acquisitions   11,950.00   (498,908.75 ) -
C75914G101   REGISTER COM INC COM   Dispositions   (11,950.00 ) 0.00   444,375.81
C759148109   REHABCARE GROUP INC COM   Acquisitions   13,800.00   (407,414.82 ) -
C759148109   REHABCARE GROUP INC COM   Dispositions   (2,100.00 ) 0.00   53,800.20
C759148109   REHABCARE GROUP INC COM   Free Receipt   1,200.00   0.00   -
C759903107   RELIABILITY INC COM   Acquisitions   1,000.00   (5,279.95 ) -
C759903107   RELIABILITY INC COM   Dispositions   (1,000.00 ) 0.00   4,719.89
C759464100   RELIANCE GROUP HLDG INC COM   Acquisitions   2,000.00   (3,770.00 ) -
C759464100   RELIANCE GROUP HLDG INC COM   Dispositions   (2,000.00 ) 0.00   3,604.87
C75952J108   RELIANT ENERGY INC COM   Acquisitions   3,400.00   (108,608.65 ) -
C75952J108   RELIANT ENERGY INC COM   Dispositions   (6,200.00 ) 0.00   187,827.25
C759543101   REMEC INC COM   Acquisitions   36,600.00   (1,379,576.08 ) -
C759543101   REMEC INC COM   Dispositions   (36,600.00 ) 0.00   1,474,676.02
C759548100   REMEDY CORP COM   Acquisitions   1,340.00   (46,324.61 ) -
C759548100   REMEDY CORP COM   Dispositions   (840.00 ) 0.00   45,112.38
C759930100   RENAL CARE GROUP INC COM   Acquisitions   30,800.00   (625,473.27 ) -
C759930100   RENAL CARE GROUP INC COM   Dispositions   (59,300.00 ) 0.00   1,187,373.82
S2377359   REP OF PHILLIPPINES BONDS   Acquisitions   370,000.00   (357,487.50 ) -
S2377359   REP OF PHILLIPPINES BONDS   Dispositions   (90,000.00 ) 0.00   72,787.50
S5669354   REPSOL YPF SA EUR1   Acquisitions   1,730.00   (38,115.30 ) -
S5669354   REPSOL YPF SA EUR1   Dispositions   (1,420.00 ) 0.00   23,927.61
C760975102   RESEARCH IN MOTION LTD EURO COM STK ISINCA7609751028 SDL 207766X   Acquisitions   615.00   (70,206.45 ) -
C760975102   RESEARCH IN MOTION LTD EURO COM STK ISINCA7609751028 SDL 207766X   Dispositions   (495.00 ) 0.00   51,418.10
C760975102   RESEARCH IN MOTION LTD EURO COM STK ISINCA7609751028 SDL 207766X   Free Delivery   (100.00 ) 0.00   -
C761152107   RESMED INC COM   Acquisitions   4,100.00   (295,379.60 ) -
C761152107   RESMED INC COM   Dispositions   (8,200.00 ) 0.00   278,173.74
C761152107   RESMED INC COM   Free Receipt   4,100.00   0.00   -
S3844404   RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS 0.00001 DUE 04-15-2030 REG   Acquisitions   130,000.00   (18,830.50 ) -
S3844404   RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS 0.00001 DUE 04-15-2030 REG   Dispositions   (130,000.00 ) 0.00   20,702.50
C76115Q104   RESONATE INC COM   Acquisitions   1,205.00   (56,459.90 ) -
C76115Q104   RESONATE INC COM   Dispositions   (1,205.00 ) 0.00   49,977.45
C76128Q109   RETEK INC COM STK   Acquisitions   360.00   (28,439.95 ) -
C76128Q109   RETEK INC COM STK   Dispositions   (360.00 ) 0.00   27,329.13
S224657U   REV REP W/MORGAN BB$1MM USTB 24.03.2000   Acquisitions   1,176,000.00   (1,176,000.00 ) -
S224657U   REV REP W/MORGAN BB$1MM USTB 24.03.2000   Dispositions   (1,176,000.00 ) 0.00   1,176,000.00
S212217U   REV RPO W/GOLDMAN BB2241019 BB2241019 14.7.99   Acquisitions   1,469,000.00   (1,469,000.00 ) -
S212217U   REV RPO W/GOLDMAN BB2241019 BB2241019 14.7.99   Dispositions   (1,469,000.00 ) 0.00   1,476,326.64
C761525500   REVLON INC CL A   Acquisitions   100.00   (717.45 ) -
C761525500   REVLON INC CL A   Dispositions   (200.00 ) 0.00   1,494.99
S0425045   REXAM ORD GBX64.285714   Acquisitions   38,067.00   (153,167.63 ) -
S0425045   REXAM ORD GBX64.285714   Dispositions   (32,855.00 ) 0.00   115,282.09
C76182K105   REYNOLDS R J TOB HLDGS INC COM   Acquisitions   32,320.26   (950,876.69 ) -
C76182K105   REYNOLDS R J TOB HLDGS INC COM   Dispositions   (5,844.00 ) 0.00   210,971.60
C749941100   RF MICRO DEVICES INC COM   Acquisitions   5,972.00   (383,870.30 ) -
C749941100   RF MICRO DEVICES INC COM   Dispositions   (5,850.00 ) 0.00   347,283.32
C749941100   RF MICRO DEVICES INC COM   Free Delivery   (100.00 ) 0.00   -
C749941100   RF MICRO DEVICES INC COM   Free Receipt   818.00   0.00   -
C74955F106   RF MONOLITHICS INC COM   Acquisitions   500.00   (5,686.20 ) -
C74955F106   RF MONOLITHICS INC COM   Dispositions   (500.00 ) 0.00   7,282.30
S4717629   RHON-KLINIKUM AG ORD NPV   Acquisitions   400.00   (17,129.85 ) -
S4717629   RHON-KLINIKUM AG ORD NPV   Dispositions   (1,080.00 ) 0.00   48,141.74
C762430205   RHYTHMS NETCONNECTIONS INC COM   Acquisitions   62,140.00   (1,328,538.96 ) -
C762430205   RHYTHMS NETCONNECTIONS INC COM   Dispositions   (77,840.00 ) 0.00   897,123.61

184

C762567105   RIBOZYME PHARMACEUTICALS INC COM   Acquisitions   250.00   (7,598.08 ) -
C762567105   RIBOZYME PHARMACEUTICALS INC COM   Dispositions   (250.00 ) 0.00   10,604.69
S6740582   RINNAI CORP Y50   Acquisitions   7,700.00   (140,361.80 ) -
S6740582   RINNAI CORP Y50   Dispositions   (5,000.00 ) 0.00   102,342.91
S0718875   RIO TINTO PLC ORD 10P(REGD)   Acquisitions   11,433.00   (233,103.69 ) -
S0718875   RIO TINTO PLC ORD 10P(REGD)   Dispositions   (9,387.00 ) 0.00   172,353.74
C767754104   RITE AID CORP COM   Acquisitions   48,856.00   (309,997.79 ) -
C767754104   RITE AID CORP COM   Dispositions   (24,900.00 ) 0.00   152,493.94
C767754104   RITE AID CORP COM   Free Delivery   (200.00 ) 0.00   -
C771062106   ROBOCOM SYS INTL INC FORMERLY ROBOCOM SYSTS 11/04/1998 COM ISIN#US27710621068   Acquisitions   1,000.00   (3,248.65 ) -
C771062106   ROBOCOM SYS INTL INC FORMERLY ROBOCOM SYSTS 11/04/1998 COM ISIN#US27710621068   Dispositions   (1,000.00 ) 0.00   2,469.96
S4745772   ROCHE HLDG AG GENUSSCHEINE(PTG CERTS) NPV   Acquisitions   4.00   (34,292.21 ) -
S4745772   ROCHE HLDG AG GENUSSCHEINE(PTG CERTS) NPV   Dispositions   (15.00 ) 0.00   179,798.01
C773903109   ROCKWELL INTL CORP NEW COM   Acquisitions   5,000.00   (232,821.51 ) -
C773903109   ROCKWELL INTL CORP NEW COM   Dispositions   (11,800.00 ) 0.00   412,418.90
C775043102   ROFIN SINAR TECHNOLOGIES INC COM   Acquisitions   500.00   (7,779.95 ) -
C775043102   ROFIN SINAR TECHNOLOGIES INC COM   Dispositions   (500.00 ) 0.00   6,063.59
C775369101   ROGUE WAVE SOFTWARE INC COM   Acquisitions   600.00   (6,603.65 ) -
C775369101   ROGUE WAVE SOFTWARE INC COM   Dispositions   (600.00 ) 0.00   4,804.20
C775371107   ROHM & HAAS CO COM   Acquisitions   200.51   (7,481.60 ) -
C775371107   ROHM & HAAS CO COM   Dispositions   (2,001.02 ) 0.00   75,526.48
C776696106   ROPER INDS INC NEW COM   Acquisitions   900.00   (30,739.50 ) -
C776696106   ROPER INDS INC NEW COM   Dispositions   (4,300.00 ) 0.00   145,341.60
C778162107   ROSLYN BANCORP INC COM   Acquisitions   35,300.00   (588,212.03 ) -
C778162107   ROSLYN BANCORP INC COM   Dispositions   (65,100.00 ) 0.00   1,261,177.98
C778296103   ROSS STORES INC COM   Acquisitions   1,000.00   (15,279.95 ) -
C778296103   ROSS STORES INC COM   Dispositions   (1,000.00 ) 0.00   13,219.60
C779382100   ROWAN COMPANIES INC COM   Acquisitions   1,700.00   (43,518.84 ) -
C779382100   ROWAN COMPANIES INC COM   Dispositions   (2,400.00 ) 0.00   59,564.05
C77957X108   ROWECOM INC COM   Acquisitions   7,200.00   (50,520.24 ) -
C77957X108   ROWECOM INC COM   Dispositions   (7,200.00 ) 0.00   15,165.34
S0676401   ROYAL BK OF SCOTLAND-VAL SHARE   Dispositions   (91,128.00 ) 0.00   107,612.95
S0676401   ROYAL BK OF SCOTLAND-VAL SHARE   Free Receipt   91,128.00   0.00   -
S0737546   ROYAL BK SCOT GRP ORD 25P(AVS ASS SALE FCLTY)   Dispositions   (7,000.00 ) 0.00   114,161.20
S0737546   ROYAL BK SCOT GRP ORD 25P(AVS ASS SALE FCLTY)   Free Delivery   (64,343.00 ) 0.00   -
S0737546   ROYAL BK SCOT GRP ORD 25P(AVS ASS SALE FCLTY)   Free Receipt   71,343.00   0.00   -
S0754783   ROYAL BK SCOTLAND ORD GBP0.25   Acquisitions   93,615.00   (1,071,792.58 ) -
S0754783   ROYAL BK SCOTLAND ORD GBP0.25   Dispositions   (43,636.00 ) 0.00   852,135.73
S0754783   ROYAL BK SCOTLAND ORD GBP0.25   Free Delivery   (71,343.00 ) 0.00   -
S0754783   ROYAL BK SCOTLAND ORD GBP0.25   Free Receipt   64,343.00   0.00   -
C780257804   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   Acquisitions   6,900.00   (408,796.78 ) -
C780257804   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   Dispositions   (23,400.00 ) 0.00   1,324,037.15
S5202704   ROYAL DUTCH PETROL NLG1.25   Acquisitions   1,400.00   (86,520.36 ) -
S5202704   ROYAL DUTCH PETROL NLG1.25   Dispositions   (1,310.00 ) 0.00   79,287.36
S0661689   ROYAL&SUN ALLIANCE ORD GBP0.275   Acquisitions   42,043.00   (258,864.00 ) -
S0661689   ROYAL&SUN ALLIANCE ORD GBP0.275   Dispositions   (22,211.00 ) 0.00   153,284.70
C749719100   RSA SEC INC COM   Acquisitions   2,050.00   (141,060.75 ) -
C749719100   RSA SEC INC COM   Dispositions   (2,110.00 ) 0.00   144,105.32
CG7702U102   RSL COMMUNICATIONS LTD CL A COM STK   Acquisitions   100.00   (2,829.95 ) -
CG7702U102   RSL COMMUNICATIONS LTD CL A COM STK   Dispositions   (100.00 ) 0.00   582.52
C781182100   RUBY TUESDAY INC COM   Acquisitions   55,000.00   (793,465.30 ) -
C781182100   RUBY TUESDAY INC COM   Dispositions   (44,900.00 ) 0.00   700,445.71
C781182100   RUBY TUESDAY INC COM   Free Receipt   28,200.00   0.00   -
C844895102   S W GAS CORP COM   Acquisitions   800.00   (14,797.40 ) -
C844895102   S W GAS CORP COM   Free Delivery   (500.00 ) 0.00   -
C844741108   S.W. AIRL CO COM   Acquisitions   22,281.11   (378,481.73 ) -
C844741108   S.W. AIRL CO COM   Dispositions   (25,072.04 ) 0.00   456,302.26
C844741108   S.W. AIRL CO COM   Free Delivery   (900.00 ) 0.00   -
C78463B101   S1 CORP COM STK   Acquisitions   500.00   (12,769.90 ) -
C78463B101   S1 CORP COM STK   Dispositions   (500.00 ) 0.00   13,754.63
C785688102   SABINE RTY TR UNIT BEN INT   Acquisitions   500.00   (7,113.70 ) -
C785688102   SABINE RTY TR UNIT BEN INT   Free Delivery   (500.00 ) 0.00   -
C785905100   SABRE HLDGS CORP   Acquisitions   800.00   (38,113.72 ) -
C785905100   SABRE HLDGS CORP   Dispositions   (1,122.87 ) 0.00   37,608.89

185

C785905100   SABRE HLDGS CORP   Free Delivery   (2,870.00 ) 0.00   -
C785905100   SABRE HLDGS CORP   Free Receipt   6,993.87   0.00   -
C786429100   SAFECO CORP COM   Acquisitions   100.00   (2,043.75 ) -
C786429100   SAFECO CORP COM   Dispositions   (1,300.00 ) 0.00   28,458.64
C786449108   SAFEGUARD SCIENTIFICS INC COM   Acquisitions   13,387.00   (1,893,097.36 ) -
C786449108   SAFEGUARD SCIENTIFICS INC COM   Dispositions   (24,728.00 ) 0.00   1,720,708.38
C786449108   SAFEGUARD SCIENTIFICS INC COM   Free Receipt   11,524.00   0.00   -
C786514208   SAFEWAY INC COM NEW   Acquisitions   8,700.00   (264,933.30 ) -
C786514208   SAFEWAY INC COM NEW   Dispositions   (13,500.00 ) 0.00   492,599.41
S0049241   SAFEWAY PLC ORD GBP0.25   Acquisitions   27,400.00   (95,778.30 ) -
S0049241   SAFEWAY PLC ORD GBP0.25   Dispositions   (41,312.00 ) 0.00   155,759.11
C786632109   SAGE INC COM   Acquisitions   300.00   (2,954.95 ) -
C786632109   SAGE INC COM   Dispositions   (300.00 ) 0.00   6,007.34
C786693101   SAGENT TECH INC OC-COM ISIN US7866931014   Acquisitions   66,610.00   (1,094,260.86 ) -
C786693101   SAGENT TECH INC OC-COM ISIN US7866931014   Dispositions   (65,610.00 ) 0.00   712,690.79
C794721100   SALIENT 3 COMMUNICATIONS INC CL A   Acquisitions   2,800.00   (30,924.03 ) -
C794721100   SALIENT 3 COMMUNICATIONS INC CL A   Dispositions   (2,800.00 ) 0.00   27,229.26
C795757103   SALTON INC COM   Acquisitions   9,200.00   (306,764.67 ) -
C795757103   SALTON INC COM   Dispositions   (9,200.00 ) 0.00   288,353.34
S6771720   SAMSUNG ELECTRONIC KRW5000   Acquisitions   470.00   (117,264.22 ) -
S6771720   SAMSUNG ELECTRONIC KRW5000   Dispositions   (820.00 ) 0.00   180,886.28
S6773812   SAMSUNG ELECTRONIC KSWN5000 PRF   Acquisitions   2,400.00   (146,524.26 ) -
S6773812   SAMSUNG ELECTRONIC KSWN5000 PRF   Free Delivery   (2,400.00 ) 0.00   -
C798241105   SAN JUAN BASIN RTY TR UNIT BEN INT   Acquisitions   500.00   (4,998.70 ) -
C798241105   SAN JUAN BASIN RTY TR UNIT BEN INT   Free Delivery   (500.00 ) 0.00   -
S5556575   SAN PAOLO-IMI SPA EUR2.80   Acquisitions   14,650.00   (190,697.29 ) -
S5556575   SAN PAOLO-IMI SPA EUR2.80   Dispositions   (14,224.00 ) 0.00   210,319.03
C80004C101   SANDISK CORP COM   Acquisitions   12,229.00   (846,803.23 ) -
C80004C101   SANDISK CORP COM   Dispositions   (4,161.00 ) 0.00   307,822.81
C80004C101   SANDISK CORP COM   Free Delivery   (100.00 ) 0.00   -
C80004C101   SANDISK CORP COM   Free Receipt   240.00   0.00   -
S4784894   SANDVIK AB 'B'SEK6   Acquisitions   900.00   (31,021.90 ) -
S4784894   SANDVIK AB 'B'SEK6   Dispositions   (1,980.00 ) 0.00   62,811.39
S4784894   SANDVIK AB 'B'SEK6   Free Delivery   (1,270.00 ) 0.00   -
S5704103   SANITEC OYJ ABP NPV   Acquisitions   2,413.72   (28,430.22 ) -
S5704103   SANITEC OYJ ABP NPV   Dispositions   (2,413.72 ) 0.00   26,494.87
S6775283   SANKYO CO JPY50   Acquisitions   11,000.00   (261,345.92 ) -
S6775283   SANKYO CO JPY50   Dispositions   (11,000.00 ) 0.00   246,796.57
C800907107   SANMINA CORP COM   Acquisitions   5,170.00   (441,595.60 ) -
C800907107   SANMINA CORP COM   Dispositions   (970.00 ) 0.00   97,023.36
C800907107   SANMINA CORP COM   Free Delivery   (200.00 ) 0.00   -
S5671735   SANOFI-SYNTHELABO EUR2   Acquisitions   2,890.00   (120,143.33 ) -
S5671735   SANOFI-SYNTHELABO EUR2   Dispositions   (3,050.00 ) 0.00   148,553.96
C801833104   SANTA CRUZ OPN INC COM   Acquisitions   1,650.00   (35,022.93 ) -
C801833104   SANTA CRUZ OPN INC COM   Dispositions   (1,450.00 ) 0.00   24,443.70
CG7805C108   SANTA FE INTL CORP COM STK   Acquisitions   45,800.00   (1,430,850.73 ) -
CG7805C108   SANTA FE INTL CORP COM STK   Dispositions   (45,800.00 ) 0.00   1,758,541.49
S4846868   SAP AG NON-VTG PRF NPV   Acquisitions   50.00   (40,499.00 ) -
S4846868   SAP AG NON-VTG PRF NPV   Dispositions   (150.00 ) 0.00   29,702.02
S4846868   SAP AG NON-VTG PRF NPV   Free Receipt   100.00   0.00   -
S4846288   SAP AG ORD NPV   Acquisitions   430.00   (299,477.64 ) -
S4846288   SAP AG ORD NPV   Dispositions   (1,130.00 ) 0.00   178,516.51
S4846288   SAP AG ORD NPV   Free Receipt   1,580.00   0.00   -
CN7716A102   SAPIENS INTL CORP NV SHS COM   Acquisitions   700.00   (10,647.40 ) -
CN7716A102   SAPIENS INTL CORP NV SHS COM   Dispositions   (500.00 ) 0.00   7,301.31
C803062108   SAPIENT CORP COM   Acquisitions   2,800.00   (256,901.68 ) -
C803062108   SAPIENT CORP COM   Dispositions   (340.00 ) 0.00   40,166.20
C803062108   SAPIENT CORP COM   Free Delivery   (1,000.00 ) 0.00   -
C803062108   SAPIENT CORP COM   Free Receipt   1,500.00   0.00   -
C803111103   SARA LEE CORP COM   Acquisitions   600.00   (10,200.00 ) -
C803111103   SARA LEE CORP COM   Dispositions   (8,500.00 ) 0.00   153,469.19
C804120202   SAUCONY INC CL B   Acquisitions   1,000.00   (13,279.95 ) -
C804120202   SAUCONY INC CL B   Dispositions   (1,000.00 ) 0.00   11,782.15
C805468105   SAWTEK INC COM   Acquisitions   44,480.00   (2,201,499.40 ) -
C805468105   SAWTEK INC COM   Dispositions   (34,930.00 ) 0.00   1,804,002.40
C78388J106   SBA COMMUNICATIONS CORP COM   Acquisitions   15,510.00   (670,912.79 ) -

186

C78388J106   SBA COMMUNICATIONS CORP COM   Dispositions   (15,510.00 ) 0.00   586,791.76
C78387G103   SBC COMMUNICATIONS INC COM   Acquisitions   4,894.00   (211,974.31 ) -
C78387G103   SBC COMMUNICATIONS INC COM   Dispositions   (30,214.00 ) 0.00   1,304,404.74
C78387G103   SBC COMMUNICATIONS INC COM   Free Delivery   (316.62 ) 0.00   -
C78387P103   SBS TECHNOLOGIES INC COM   Acquisitions   3,700.00   (107,828.22 ) -
C78387P103   SBS TECHNOLOGIES INC COM   Dispositions   (3,700.00 ) 0.00   98,783.86
C78387P103   SBS TECHNOLOGIES INC COM   Free Receipt   500.00   0.00   -
C80589M102   SCANA CORP NEW COM   Acquisitions   10,900.00   (284,524.88 ) -
C80589M102   SCANA CORP NEW COM   Dispositions   (10,900.00 ) 0.00   319,305.28
C806037107   SCANSOURCE INC COM   Acquisitions   1,100.00   (48,159.90 ) -
C806037107   SCANSOURCE INC COM   Dispositions   (1,100.00 ) 0.00   44,601.10
C806605101   SCHERING-PLOUGH CORP COM   Acquisitions   122,130.00   (5,734,650.30 ) -
C806605101   SCHERING-PLOUGH CORP COM   Dispositions   (185,500.00 ) 0.00   8,200,180.42
C806857108   SCHLUMBERGER LTD COM ISIN AN8068571086   Acquisitions   1,705.22   (113,993.44 ) -
C806857108   SCHLUMBERGER LTD COM ISIN AN8068571086   Dispositions   (5,455.05 ) 0.00   362,074.95
S4834108   SCHNEIDER ELECTRIC EUR8 (BR)   Acquisitions   760.00   (60,648.26 ) -
S4834108   SCHNEIDER ELECTRIC EUR8 (BR)   Dispositions   (2,700.00 ) 0.00   188,328.73
C808513105   SCHWAB CHARLES CORP COM NEW   Acquisitions   62,159.17   (2,959,213.58 ) -
C808513105   SCHWAB CHARLES CORP COM NEW   Dispositions   (26,043.55 ) 0.00   921,503.74
C808513105   SCHWAB CHARLES CORP COM NEW   Free Delivery   (1,050.00 ) 0.00   -
C808513105   SCHWAB CHARLES CORP COM NEW   Free Receipt   37,434.00   0.00   -
C783890106   SCI SYS INC COM   Acquisitions   9,200.00   (683,156.12 ) -
C783890106   SCI SYS INC COM   Dispositions   (18,400.00 ) 0.00   959,752.44
C783890106   SCI SYS INC COM   Free Receipt   9,200.00   0.00   -
C80862K104   SCICLONE PHARMACEUTICALS INC COM   Acquisitions   400.00   (6,212.35 ) -
C80862K104   SCICLONE PHARMACEUTICALS INC COM   Dispositions   (400.00 ) 0.00   6,477.43
C80864H109   SCIENT CORP COM   Acquisitions   8,670.00   (669,293.34 ) -
C80864H109   SCIENT CORP COM   Dispositions   (8,670.00 ) 0.00   483,010.21
C808655104   SCIENTIFIC-ATLANTA INC COM   Acquisitions   1,316.10   (102,325.09 ) -
C808655104   SCIENTIFIC-ATLANTA INC COM   Dispositions   (2,631.11 ) 0.00   215,480.76
C808655104   SCIENTIFIC-ATLANTA INC COM   Free Receipt   3,901.00   0.00   -
C808905103   SCIOS INC   Acquisitions   435.00   (6,557.71 ) -
C808905103   SCIOS INC   Dispositions   (3,235.00 ) 0.00   27,917.84
C80908Q107   SCIQUEST COM INC COM ISIN US80908A1076   Acquisitions   18,300.00   (436,131.30 ) -
C80908Q107   SCIQUEST COM INC COM ISIN US80908A1076   Dispositions   (18,300.00 ) 0.00   194,526.56
S0790873   SCOT & SOUTHERN EN ORD GBP0.50   Acquisitions   10,127.00   (81,180.14 ) -
S0790873   SCOT & SOUTHERN EN ORD GBP0.50   Dispositions   (10,523.00 ) 0.00   88,673.54
C784028102   SCP POOL CORP COM   Acquisitions   3,100.00   (79,437.50 ) -
C784028102   SCP POOL CORP COM   Dispositions   (41,800.00 ) 0.00   1,002,531.84
C784028102   SCP POOL CORP COM   Free Receipt   4,600.00   0.00   -
C78402P104   SCPIE HLDGS INC COM   Acquisitions   1,900.00   (66,107.40 ) -
C78402P104   SCPIE HLDGS INC COM   Dispositions   (1,900.00 ) 0.00   59,375.21
C810883108   SCREAMINGMEDIA INC COM   Acquisitions   570.00   (6,840.00 ) -
C810883108   SCREAMINGMEDIA INC COM   Dispositions   (570.00 ) 0.00   5,813.80
C811054204   SCRIPPS E.W INC NEW CL A COM   Acquisitions   2,500.00   (126,156.00 ) -
C811054204   SCRIPPS E.W INC NEW CL A COM   Dispositions   (9,700.00 ) 0.00   446,186.39
C811904101   SEACOR HLDGS INC COM   Acquisitions   2,300.00   (107,081.56 ) -
C811904101   SEACOR HLDGS INC COM   Dispositions   (2,300.00 ) 0.00   138,401.33
C81211K100   SEALED AIR CORP NEW COM STK   Acquisitions   100.00   (5,368.75 ) -
C81211K100   SEALED AIR CORP NEW COM STK   Dispositions   (700.00 ) 0.00   34,196.13
C812387108   SEARS ROEBUCK & CO COM   Acquisitions   2,009.19   (63,987.73 ) -
C812387108   SEARS ROEBUCK & CO COM   Dispositions   (5,782.00 ) 0.00   179,528.96
S5843642   SEAT-PAGINE GIALLE SPA COM STK   Acquisitions   35,000.00   (101,282.02 ) -
S5843642   SEAT-PAGINE GIALLE SPA COM STK   Dispositions   (35,000.00 ) 0.00   198,832.22
S5843642   SEAT-PAGINE GIALLE SPA COM STK   Free Delivery   (2,060.00 ) 0.00   -
S5843642   SEAT-PAGINE GIALLE SPA COM STK   Free Receipt   5,206.00   0.00   -
C81369Y407   SECTOR SPDR TR SHS BEN INT-CYCLICALS/TRANSN   Acquisitions   200.00   (5,267.45 ) -
C81369Y407   SECTOR SPDR TR SHS BEN INT-CYCLICALS/TRANSN   Dispositions   (200.00 ) 0.00   5,557.36
C813705100   SECURE COMPUTING CORP COM   Acquisitions   100.00   (1,304.95 ) -
C813705100   SECURE COMPUTING CORP COM   Dispositions   (440.00 ) 0.00   7,229.80
C784109100   SED INTL HLDGS INC COM   Acquisitions   1,000.00   (2,967.45 ) -
C784109100   SED INTL HLDGS INC COM   Dispositions   (1,000.00 ) 0.00   3,469.92
C784117103   SEI INVTS CO COM   Acquisitions   351.93   (32,249.88 ) -
C784117103   SEI INVTS CO COM   Dispositions   (5,740.00 ) 0.00   606,294.04
C784117103   SEI INVTS CO COM   Free Delivery   (205.33 ) 0.00   -
C784117103   SEI INVTS CO COM   Free Receipt   1,222.00   0.00   -

187

S6793821   SEKISUI CHEM Y50   Acquisitions   14,000.00   (57,939.46 ) -
S6793821   SEKISUI CHEM Y50   Dispositions   (19,000.00 ) 0.00   60,047.00
S6793906   SEKISUI HOUSE Y50   Acquisitions   2,000.00   (16,832.17 ) -
S6793906   SEKISUI HOUSE Y50   Dispositions   (8,000.00 ) 0.00   61,085.41
C816851109   SEMPRA ENERGY INC COM STK   Acquisitions   32,810.00   (675,748.85 ) -
C816851109   SEMPRA ENERGY INC COM STK   Dispositions   (35,649.00 ) 0.00   712,131.75
C816850101   SEMTECH CORP   Acquisitions   10,750.00   (810,464.08 ) -
C816850101   SEMTECH CORP   Dispositions   (20,200.00 ) 0.00   769,081.61
C816850101   SEMTECH CORP   Free Receipt   9,350.00   0.00   -
C817253107   SENSAR CORP COM   Acquisitions   890.00   (19,942.35 ) -
C817253107   SENSAR CORP COM   Dispositions   (1,330.00 ) 0.00   45,100.96
C817253107   SENSAR CORP COM   Free Receipt   200.00   0.00   -
C817265101   SENSORMATIC ELECTRS CORP COM   Acquisitions   47,200.00   (735,677.53 ) -
C817265101   SENSORMATIC ELECTRS CORP COM   Dispositions   (21,950.00 ) 0.00   354,010.59
C81726X100   SENSORY SCI CORP COM   Acquisitions   1,000.00   (1,842.45 ) -
C81726X100   SENSORY SCI CORP COM   Dispositions   (1,000.00 ) 0.00   2,344.97
C999599GH0   SEP 00 S&P 500   Free Delivery   (277.00 ) 0.00   -
C999599GH0   SEP 00 S&P 500   Free Receipt   277.00   0.00   -
C999599GH0   SEP 00 S&P MID 400   Free Delivery   (60.00 ) 0.00   -
C999599GH0   SEP 00 S&P MID 400   Free Receipt   60.00   0.00   -
C817315104   SEPRACOR INC COM   Acquisitions   221.00   (21,460.15 ) -
C817315104   SEPRACOR INC COM   Dispositions   (21.00 ) 0.00   2,688.14
C817337108   SEQUENOM INC COM ISIN US8173371084   Acquisitions   1,800.00   (54,975.00 ) -
C817337108   SEQUENOM INC COM ISIN US8173371084   Dispositions   (1,800.00 ) 0.00   53,323.22
C817439102   SEQUOIA SOFTWARE CORP COM   Acquisitions   190.00   (3,186.78 ) -
C817439102   SEQUOIA SOFTWARE CORP COM   Dispositions   (190.00 ) 0.00   1,861.23
C817492101   SERENA SOFTWARE INC COM   Acquisitions   400.00   (13,149.85 ) -
C817492101   SERENA SOFTWARE INC COM   Dispositions   (200.00 ) 0.00   5,522.36
C817492101   SERENA SOFTWARE INC COM   Free Delivery   (150.00 ) 0.00   -
C817492101   SERENA SOFTWARE INC COM   Free Receipt   100.00   0.00   -
C817565104   SERVICE CORP INTL COM   Acquisitions   2,000.00   (5,997.40 ) -
C817565104   SERVICE CORP INTL COM   Dispositions   (2,000.00 ) 0.00   5,064.92
S6797179   SEVEN ELEVEN NPV   Acquisitions   3,000.00   (267,330.10 ) -
S6797179   SEVEN ELEVEN NPV   Dispositions   (2,000.00 ) 0.00   130,476.10
C820280105   SHAW GROUP INC COM   Acquisitions   4,300.00   (146,569.60 ) -
C820280105   SHAW GROUP INC COM   Dispositions   (100.00 ) 0.00   3,611.27
S0803414   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   Acquisitions   48,000.00   (389,927.87 ) -
S0803414   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   Dispositions   (42,000.00 ) 0.00   344,121.18
C824348106   SHERWIN-WILLIAMS CO COM   Acquisitions   10,900.00   (234,132.65 ) -
C824348106   SHERWIN-WILLIAMS CO COM   Dispositions   (11,400.00 ) 0.00   246,461.17
C824348106   SHERWIN-WILLIAMS CO COM   Free Delivery   (1,000.00 ) 0.00   -
S6804585   SHIN-ETSU CHEM CO Y50   Acquisitions   12,000.00   (549,270.90 ) -
S6804585   SHIN-ETSU CHEM CO Y50   Dispositions   (5,000.00 ) 0.00   229,848.50
S6805986   SHINHAN BANK KRW5000   Acquisitions   15,000.00   (180,450.78 ) -
S6805986   SHINHAN BANK KRW5000   Dispositions   (15,000.00 ) 0.00   149,487.36
S6805715   SHOHKOH FUND & CO JPY50   Acquisitions   1,000.00   (222,974.21 ) -
S6805715   SHOHKOH FUND & CO JPY50   Dispositions   (200.00 ) 0.00   27,253.51
C824911101   SHOPKO STORES INC COM   Acquisitions   750.00   (11,769.28 ) -
C824911101   SHOPKO STORES INC COM   Dispositions   (550.00 ) 0.00   10,454.08
C825907108   SIDEWARE SYS INC COM   Acquisitions   1,500.00   (10,799.20 ) -
C825907108   SIDEWARE SYS INC COM   Dispositions   (200.00 ) 0.00   1,257.50
C826170102   SIEBEL SYS INC COM   Acquisitions   19,685.00   (2,434,018.24 ) -
C826170102   SIEBEL SYS INC COM   Dispositions   (11,326.00 ) 0.00   1,434,874.56
C826170102   SIEBEL SYS INC COM   Free Delivery   (200.00 ) 0.00   -
C826170102   SIEBEL SYS INC COM   Free Receipt   8,764.00   0.00   -
S5727973   SIEMENS AG NPV(REGD)   Acquisitions   1,318.00   (188,751.36 ) -
S5727973   SIEMENS AG NPV(REGD)   Dispositions   (5,658.00 ) 0.00   842,848.89
C826428104   SIERRA PAC RES NEW COM   Acquisitions   200.00   (2,604.95 ) -
C826428104   SIERRA PAC RES NEW COM   Dispositions   (200.00 ) 0.00   3,007.44
C826521106   SIERRACITIES COM INC COM   Dispositions   (100.00 ) 0.00   2,282.47
C826521106   SIERRACITIES COM INC COM   Free Receipt   100.00   0.00   -
C826917106   SIGA TECHNOLOGIES INC COM   Acquisitions   1,000.00   (3,654.95 ) -
C826917106   SIGA TECHNOLOGIES INC COM   Dispositions   (1,000.00 ) 0.00   4,719.88
C82655N105   SIGHT RES CORP COM   Acquisitions   800.00   (889.91 ) -
C82655N105   SIGHT RES CORP COM   Dispositions   (800.00 ) 0.00   835.02
C826552101   SIGMA-ALDRICH CORP COM   Acquisitions   100.00   (2,925.00 ) -

188

C826552101   SIGMA-ALDRICH CORP COM   Dispositions   (1,400.00 ) 0.00   40,800.17
C827056102   SILICON GRAPHICS INC COM   Acquisitions   10,550.00   (38,204.29 ) -
C827056102   SILICON GRAPHICS INC COM   Dispositions   (18,370.00 ) 0.00   110,065.14
C82705T102   SILICON IMAGE INC COM STK   Acquisitions   1,520.00   (81,766.53 ) -
C82705T102   SILICON IMAGE INC COM STK   Dispositions   (820.00 ) 0.00   49,014.79
C82705T102   SILICON IMAGE INC COM STK   Free Receipt   500.00   0.00   -
C826919102   SILICON LABORATORIES INC COM   Acquisitions   175.00   (16,485.17 ) -
C826919102   SILICON LABORATORIES INC COM   Dispositions   (175.00 ) 0.00   15,639.36
C827057100   SILICON STORAGE TECH INC COM   Acquisitions   44,260.00   (1,727,920.18 ) -
C827057100   SILICON STORAGE TECH INC COM   Dispositions   (23,090.00 ) 0.00   728,974.62
C827057100   SILICON STORAGE TECH INC COM   Free Receipt   14,400.00   0.00   -
C827064106   SILICON VAL BANCSHARES COM N.P   Acquisitions   14,050.00   (829,292.47 ) -
C827064106   SILICON VAL BANCSHARES COM N.P   Dispositions   (7,950.00 ) 0.00   253,141.26
C827064106   SILICON VAL BANCSHARES COM N.P   Free Receipt   12,100.00   0.00   -
C827066101   SILICON VY GROUP INC COM   Acquisitions   11,400.00   (282,695.60 ) -
C827066101   SILICON VY GROUP INC COM   Dispositions   (11,400.00 ) 0.00   399,637.85
C827068206   SILICON VY RESH INC COM NEW   Acquisitions   7,000.00   (8,707.60 ) -
C827068206   SILICON VY RESH INC COM NEW   Dispositions   (7,000.00 ) 0.00   3,555.52
C827079203   SILICONIX INC COM NEW   Acquisitions   1,885.00   (207,652.56 ) -
C827079203   SILICONIX INC COM NEW   Dispositions   (1,735.00 ) 0.00   197,057.35
C827907106   SILVERSTREAM SOFTWARE INC COM   Acquisitions   50.00   (2,869.95 ) -
C827907106   SILVERSTREAM SOFTWARE INC COM   Dispositions   (50.00 ) 0.00   1,753.74
C828820100   SIMPLE TECHNOLOGY INC COM COM   Acquisitions   1,600.00   (15,761.15 ) -
C828820100   SIMPLE TECHNOLOGY INC COM COM   Dispositions   (1,600.00 ) 0.00   15,382.07
CG81477104   SINA COM   Acquisitions   375.00   (18,348.08 ) -
CG81477104   SINA COM   Dispositions   (375.00 ) 0.00   17,263.85
S6133966   SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)   Acquisitions   1,000.00   (20,622.67 ) -
S6133966   SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)   Dispositions   (4,290.00 ) 0.00   76,479.26
S6810753   SINGAPORE TELECOMM SGD0.15   Acquisitions   24,000.00   (38,561.38 ) -
S6810753   SINGAPORE TELECOMM SGD0.15   Dispositions   (17,000.00 ) 0.00   23,990.42
C82966U103   SIRIUS SATELLITE RADIO INC COM   Acquisitions   18,370.00   (980,392.06 ) -
C82966U103   SIRIUS SATELLITE RADIO INC COM   Dispositions   (18,270.00 ) 0.00   874,984.92
S6495655   SK TELECOM CO KRW5000   Acquisitions   10.00   (25,471.32 ) -
S6495655   SK TELECOM CO KRW5000   Free Delivery   (10.00 ) 0.00   -
S6224871   SK TELECOM KRW500   Dispositions   (100.00 ) 0.00   31,184.59
S6224871   SK TELECOM KRW500   Free Receipt   100.00   0.00   -
C830879102   SKYWEST INC COM   Acquisitions   16,480.44   (548,047.21 ) -
C830879102   SKYWEST INC COM   Dispositions   (33,730.88 ) 0.00   1,377,452.68
C832154108   SMITH MICRO SOFTWARE INC COM   Acquisitions   1,700.00   (14,608.60 ) -
C832154108   SMITH MICRO SOFTWARE INC COM   Dispositions   (1,700.00 ) 0.00   13,831.52
C832248108   SMITHFIELD FOODS INC COM   Acquisitions   10,400.00   (297,031.28 ) -
C832248108   SMITHFIELD FOODS INC COM   Dispositions   (22,400.00 ) 0.00   525,800.91
S0135656   SMITHKLINE BEECHAM ORD GBP0.0625   Acquisitions   22,000.00   (280,885.16 ) -
S0135656   SMITHKLINE BEECHAM ORD GBP0.0625   Dispositions   (22,900.00 ) 0.00   299,952.27
C832727101   SMURFIT-STONE CONTAINER CORP COM   Acquisitions   1,200.00   (19,247.40 ) -
C832727101   SMURFIT-STONE CONTAINER CORP COM   Dispositions   (200.00 ) 0.00   3,744.92
C833034101   SNAP-ON INC COM   Acquisitions   100.00   (2,500.00 ) -
C833034101   SNAP-ON INC COM   Dispositions   (800.00 ) 0.00   21,398.94
S4916039   SOC AIR FRANCE FRF54   Acquisitions   10,310.00   (187,464.84 ) -
S4916039   SOC AIR FRANCE FRF54   Dispositions   (1,237.00 ) 0.00   19,597.54
S5966516   SOC GENERALE EUR1.25   Acquisitions   2,200.00   (116,772.54 ) -
S5966516   SOC GENERALE EUR1.25   Dispositions   (1,336.00 ) 0.00   69,671.13
S5966516   SOC GENERALE EUR1.25   Free Receipt   4,424.00   0.00   -
S4817756   SOC GENERALE EUR5   Acquisitions   200.00   (44,276.58 ) -
S4817756   SOC GENERALE EUR5   Dispositions   (380.00 ) 0.00   77,126.68
S4817756   SOC GENERALE EUR5   Free Delivery   (332.00 ) 0.00   -
C833672108   SOCKET COMMUNICATIONS INC COM   Acquisitions   100.00   (2,179.95 ) -
C833672108   SOCKET COMMUNICATIONS INC COM   Dispositions   (100.00 ) 0.00   1,070.01
CJ75963108   SOFTBANK CORP COM STK ISIN #JP3436100006SEDOL # 6770620   Free Delivery   (1,500.00 ) 0.00   -
CJ75963108   SOFTBANK CORP COM STK ISIN #JP3436100006SEDOL # 6770620   Free Receipt   1,000.00   0.00   -
S6770620   SOFTBANK CORP JPY50   Acquisitions   900.00   (259,699.07 ) -
S6770620   SOFTBANK CORP JPY50   Dispositions   (600.00 ) 0.00   74,081.56
S6770620   SOFTBANK CORP JPY50   Free Receipt   600.00   0.00   -
S6237051   SOFTBANK CORP NEW JPY50(25/4/2000-23/6/20   Free Delivery   (600.00 ) 0.00   -

189

S6237051   SOFTBANK CORP NEW JPY50(25/4/2000-23/6/20   Free Receipt   600.00   0.00   -
C834021107   SOFTECH INC COM   Acquisitions   500.00   (2,077.71 ) -
C834021107   SOFTECH INC COM   Dispositions   (500.00 ) 0.00   1,422.50
C833964109   SOFTNET SYS INC COM   Acquisitions   5,600.00   (168,144.75 ) -
C833964109   SOFTNET SYS INC COM   Dispositions   (8,000.00 ) 0.00   249,819.40
C834182107   SOLECTRON CORP COM   Acquisitions   55,480.00   (3,323,643.31 ) -
C834182107   SOLECTRON CORP COM   Dispositions   (38,950.00 ) 0.00   2,587,156.09
C834182107   SOLECTRON CORP COM   Free Delivery   (50.00 ) 0.00   -
C834182107   SOLECTRON CORP COM   Free Receipt   27,700.00   0.00   -
C834458101   SOMERA COMMUNICATIONS INC COM   Acquisitions   1,400.00   (14,797.40 ) -
C834458101   SOMERA COMMUNICATIONS INC COM   Dispositions   (1,400.00 ) 0.00   18,244.89
C835433202   SONERA GROUP PLC SPONSORED ADR   Acquisitions   470.00   (28,804.65 ) -
C835433202   SONERA GROUP PLC SPONSORED ADR   Dispositions   (70.00 ) 0.00   2,568.71
C835433202   SONERA GROUP PLC SPONSORED ADR   Free Delivery   (100.00 ) 0.00   -
C83545G102   SONIC AUTOMOTIVE INC CL A   Acquisitions   9,300.00   (86,024.21 ) -
C83545G102   SONIC AUTOMOTIVE INC CL A   Dispositions   (3,500.00 ) 0.00   33,763.74
C835451105   SONIC CORP COM   Acquisitions   12,700.00   (366,061.25 ) -
C835451105   SONIC CORP COM   Dispositions   (12,700.00 ) 0.00   434,342.69
C835916107   SONUS NETWORKS INC COM ISIN US8359161077   Acquisitions   655.00   (59,320.86 ) -
C835916107   SONUS NETWORKS INC COM ISIN US8359161077   Dispositions   (592.00 ) 0.00   55,124.43
S6226554   SONY CORP NEW JPY50(22/5/2000)   Free Delivery   (18,000.00 ) 0.00   -
S6226554   SONY CORP NEW JPY50(22/5/2000)   Free Receipt   18,000.00   0.00   -
S6821506   SONY CORP Y50   Acquisitions   2,900.00   (423,966.63 ) -
S6821506   SONY CORP Y50   Dispositions   (17,880.00 ) 0.00   2,417,632.49
S6821506   SONY CORP Y50   Free Receipt   24,680.00   0.00   -
C836153304   SOURCE MEDIA INC COM NEW   Acquisitions   300.00   (4,848.70 ) -
C836153304   SOURCE MEDIA INC COM NEW   Dispositions   (1,000.00 ) 0.00   12,335.92
S0483548   SOUTH AFRICAN BREW ORD USD0.10 GBP   Dispositions   (22,000.00 ) 0.00   142,188.52
S0483548   SOUTH AFRICAN BREW ORD USD0.10 GBP   Free Receipt   22,000.00   0.00   -
C842587107   SOUTHERN CO COM STK   Acquisitions   500.00   (12,437.50 ) -
C842587107   SOUTHERN CO COM STK   Dispositions   (6,600.00 ) 0.00   157,592.79
C844730101   SOUTHTRUST CORP COM   Acquisitions   6,600.00   (240,003.20 ) -
C844730101   SOUTHTRUST CORP COM   Dispositions   (32,200.00 ) 0.00   851,258.95
C845905108   SOVEREIGN BANCORP INC COM   Acquisitions   963.45   (7,490.25 ) -
C845905108   SOVEREIGN BANCORP INC COM   Dispositions   (1,966.32 ) 0.00   14,442.08
C84610H108   SOVRAN SELF STORAGE INC   Acquisitions   428.37   (8,683.83 ) -
C84610H108   SOVRAN SELF STORAGE INC   Dispositions   (100.00 ) 0.00   1,849.62
C847561107   SPECTRA FD INC COM STK   Acquisitions   923.85   (13,367.32 ) -
C847561107   SPECTRA FD INC COM STK   Dispositions   (540.18 ) 0.00   5,450.38
C847580107   SPECTRALINK COM   Acquisitions   8,400.00   (108,153.95 ) -
C847580107   SPECTRALINK COM   Dispositions   (3,400.00 ) 0.00   57,696.04
C84760C107   SPECTRANETICS CORP COM   Acquisitions   1,200.00   (5,136.00 ) -
C84760C107   SPECTRANETICS CORP COM   Dispositions   (1,200.00 ) 0.00   7,576.18
C84760T100   SPECTRASITE HLDGS INC COM   Acquisitions   89,920.00   (1,598,290.30 ) -
C84760T100   SPECTRASITE HLDGS INC COM   Dispositions   (57,720.00 ) 0.00   1,260,652.75
C847608106   SPECTRIAN CORP COM   Acquisitions   2,420.00   (54,517.90 ) -
C847608106   SPECTRIAN CORP COM   Dispositions   (2,220.00 ) 0.00   47,154.21
C847615101   SPECTRUM CTL INC COM   Acquisitions   2,500.00   (35,277.35 ) -
C847615101   SPECTRUM CTL INC COM   Dispositions   (2,500.00 ) 0.00   23,596.85
C84764M101   SPEECHWORKS INTL INC COM   Acquisitions   500.00   (47,369.85 ) -
C84764M101   SPEECHWORKS INTL INC COM   Dispositions   (500.00 ) 0.00   47,366.06
C847723103   SPEEDUS COM   Acquisitions   1,350.00   (26,529.23 ) -
C847723103   SPEEDUS COM   Dispositions   (1,350.00 ) 0.00   23,869.97
S9825719   SPI DEC 2000 FUTURE   Free Delivery   (14.00 ) 0.00   -
S982571L   SPI DEC 2000 FUTURE   Free Delivery   (31.00 ) 0.00   -
S9825719   SPI DEC 2000 FUTURE   Free Receipt   31.00   0.00   -
S982571L   SPI DEC 2000 FUTURE   Free Receipt   14.00   0.00   -
S9569941   SPI JUNE 2000 FUTURE   Free Delivery   (35.00 ) 0.00   -
S956994L   SPI JUNE 2000 FUTURE   Free Delivery   (35.00 ) 0.00   -
S9569941   SPI JUNE 2000 FUTURE   Free Receipt   35.00   0.00   -
S956994L   SPI JUNE 2000 FUTURE   Free Receipt   35.00   0.00   -
S9036588   SPI MARCH 2000 FUTURE   Free Delivery   (60.00 ) 0.00   -
S903658L   SPI MARCH 2000 FUTURE   Free Delivery   (60.00 ) 0.00   -
S9036588   SPI MARCH 2000 FUTURE   Free Receipt   60.00   0.00   -
S903658L   SPI MARCH 2000 FUTURE   Free Receipt   60.00   0.00   -
S9956859   SPI SEP 2000 FUTURE   Free Delivery   (27.00 ) 0.00   -

190

S995685L   SPI SEP 2000 FUTURE   Free Delivery   (27.00 ) 0.00   -
S9956859   SPI SEP 2000 FUTURE   Free Receipt   27.00   0.00   -
S995685L   SPI SEP 2000 FUTURE   Free Receipt   27.00   0.00   -
C848457107   SPIEGEL INC CL A NON-VTG   Acquisitions   1,900.00   (12,094.23 ) -
C848457107   SPIEGEL INC CL A NON-VTG   Dispositions   (700.00 ) 0.00   5,219.87
C848497103   SPIEKER PPTYS INC   Acquisitions   2,960.56   (143,768.98 ) -
C848497103   SPIEKER PPTYS INC   Dispositions   (3,327.76 ) 0.00   180,008.23
C849176102   SPORTS AUTH INC COM   Acquisitions   1,000.00   (1,904.95 ) -
C849176102   SPORTS AUTH INC COM   Dispositions   (1,000.00 ) 0.00   2,038.72
C848934105   SPORTSLINE.COM INC COM   Acquisitions   1,000.00   (18,654.95 ) -
C848934105   SPORTSLINE.COM INC COM   Dispositions   (1,000.00 ) 0.00   14,969.55
C851783100   SPRINGS IND INC CL A COM   Acquisitions   5,000.00   (213,604.77 ) -
C851783100   SPRINGS IND INC CL A COM   Dispositions   (9,700.00 ) 0.00   221,763.70
C852061100   SPRINT CORP COM   Acquisitions   21,570.64   (1,363,578.94 ) -
C852061100   SPRINT CORP COM   Dispositions   (93,200.00 ) 0.00   5,529,216.31
C852061506   SPRINT CORP PCS COM SER 1   Acquisitions   50,573.00   (2,534,829.85 ) -
C852061506   SPRINT CORP PCS COM SER 1   Dispositions   (28,268.00 ) 0.00   1,123,055.14
C852061506   SPRINT CORP PCS COM SER 1   Free Receipt   14,525.00   0.00   -
C784635104   SPX CORP COM   Acquisitions   880.00   (100,409.04 ) -
C784635104   SPX CORP COM   Dispositions   (1,030.00 ) 0.00   95,126.89
C78464M106   SRS LABS INC COM   Acquisitions   100.00   (3,927.45 ) -
C78464M106   SRS LABS INC COM   Dispositions   (100.00 ) 0.00   2,984.95
C790849103   ST JUDE MED INC COM   Acquisitions   22,990.00   (993,765.23 ) -
C790849103   ST JUDE MED INC COM   Dispositions   (6,050.00 ) 0.00   235,746.07
C790849103   ST JUDE MED INC COM   Free Delivery   (300.00 ) 0.00   -
C792860108   ST PAUL COS INC COM   Acquisitions   404.78   (17,791.74 ) -
C792860108   ST PAUL COS INC COM   Dispositions   (2,487.13 ) 0.00   80,357.98
C857477103   ST STR CORP COM   Acquisitions   8,800.00   (653,119.94 ) -
C857477103   ST STR CORP COM   Dispositions   (7,800.00 ) 0.00   768,500.17
C857689103   STA CASINOS INC COM   Acquisitions   35,220.00   (903,557.22 ) -
C857689103   STA CASINOS INC COM   Dispositions   (68,030.00 ) 0.00   1,001,377.00
C857689103   STA CASINOS INC COM   Free Receipt   19,210.00   0.00   -
C852857101   STAMPS COM INC COM ISIN US8528571016   Acquisitions   32,480.00   (1,368,068.30 ) -
C852857101   STAMPS COM INC COM ISIN US8528571016   Dispositions   (32,380.00 ) 0.00   676,555.71
S0840370   STANDARD CHARTERED ORD GBP0.25   Acquisitions   14,000.00   (187,277.60 ) -
S0840370   STANDARD CHARTERED ORD GBP0.25   Dispositions   (2,000.00 ) 0.00   30,495.48
C854399102   STANFORD MICRODEVICES INC COM ISIN US8543991025   Acquisitions   1,100.00   (41,909.90 ) -
C854399102   STANFORD MICRODEVICES INC COM ISIN US8543991025   Dispositions   (100.00 ) 0.00   4,388.65
C854616109   STANLEY WKS COM   Acquisitions   100.00   (2,968.75 ) -
C854616109   STANLEY WKS COM   Dispositions   (800.00 ) 0.00   20,843.62
C855030102   STAPLES INC (RETAIL & DELIVERY)   Acquisitions   800.00   (14,541.97 ) -
C855030102   STAPLES INC (RETAIL & DELIVERY)   Dispositions   (4,600.00 ) 0.00   93,404.33
C854923109   STAR TELECOMMUNICATIONS INC COM   Acquisitions   8,900.00   (25,789.45 ) -
C854923109   STAR TELECOMMUNICATIONS INC COM   Dispositions   (1,400.00 ) 0.00   6,711.06
C854910205   STARBASE CORP COM NEW   Acquisitions   3,775.00   (53,198.85 ) -
C854910205   STARBASE CORP COM NEW   Dispositions   (3,500.00 ) 0.00   41,535.94
C855244109   STARBUCKS CORP COM   Acquisitions   9,328.00   (315,372.77 ) -
C855244109   STARBUCKS CORP COM   Dispositions   (5,540.00 ) 0.00   206,857.58
C855546107   STARMEDIA NETWORK INC COM   Acquisitions   600.00   (11,426.15 ) -
C855546107   STARMEDIA NETWORK INC COM   Dispositions   (600.00 ) 0.00   10,239.74
C85590A203   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   Acquisitions   251.88   (8,623.25 ) -
C85590A203   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   Dispositions   (401.08 ) 0.00   11,244.15
C853626109   STD MICROSYSTEMS CORP COM   Acquisitions   300.00   (3,254.95 ) -
C853626109   STD MICROSYSTEMS CORP COM   Dispositions   (300.00 ) 0.00   4,151.16
C85375C101   STD PAC CORP NEW COM   Acquisitions   300.00   (3,179.95 ) -
C85375C101   STD PAC CORP NEW COM   Dispositions   (2,300.00 ) 0.00   23,161.81
C858155203   STEELCASE INC CL A COM   Acquisitions   8,200.00   (101,059.76 ) -
C858155203   STEELCASE INC CL A COM   Dispositions   (8,200.00 ) 0.00   137,099.42
C858375108   STEIN MART INC COM   Acquisitions   200.00   (2,029.95 ) -
C858375108   STEIN MART INC COM   Dispositions   (200.00 ) 0.00   2,257.47
C85857R105   STEMCELLS INC COM   Acquisitions   500.00   (2,284.71 ) -
C85857R105   STEMCELLS INC COM   Free Delivery   (5,000.00 ) 0.00   -
C85857R105   STEMCELLS INC COM   Free Receipt   5,000.00   0.00   -
C859152100   STERIS CORP COM   Acquisitions   57,500.00   (520,737.95 ) -

191

C859152100   STERIS CORP COM   Dispositions   (57,600.00 ) 0.00   802,934.68
C86074Q102   STILLWATER MNG CO COM   Acquisitions   1,240.00   (32,489.51 ) -
C86074Q102   STILLWATER MNG CO COM   Dispositions   (1,000.00 ) 0.00   28,942.13
C860831106   STILWELL FINL INC COM   Acquisitions   100.00   (4,956.97 ) -
C860831106   STILWELL FINL INC COM   Dispositions   (200.00 ) 0.00   8,774.70
C860831106   STILWELL FINL INC COM   Free Receipt   6,000.00   0.00   -
C858119100   STL DYNAMICS INC COM   Acquisitions   800.00   (9,639.75 ) -
C858119100   STL DYNAMICS INC COM   Dispositions   (700.00 ) 0.00   8,112.36
S2430025   STMICROELECTRONICS COM EUR1.04 (NY REG)   Dispositions   (3,200.00 ) 0.00   224,488.30
S2430025   STMICROELECTRONICS COM EUR1.04 (NY REG)   Free Receipt   6,200.00   0.00   -
S5962332   STMICROELECTRONICS EUR1.04(SICOVAM)   Acquisitions   3,826.00   (112,401.86 ) -
S5962332   STMICROELECTRONICS EUR1.04(SICOVAM)   Dispositions   (15,736.00 ) 0.00   767,311.32
S5962332   STMICROELECTRONICS EUR1.04(SICOVAM)   Free Receipt   23,286.00   0.00   -
S5701386   STMICROELECTRONICS EUR3.12(SICOVAM)   Acquisitions   720.00   (150,906.60 ) -
S5701386   STMICROELECTRONICS EUR3.12(SICOVAM)   Dispositions   (1,520.00 ) 0.00   262,579.11
S5701386   STMICROELECTRONICS EUR3.12(SICOVAM)   Free Delivery   (1,662.00 ) 0.00   -
C861642106   STONE ENERGY CORP COM   Acquisitions   100.00   (6,117.45 ) -
C861642106   STONE ENERGY CORP COM   Dispositions   (100.00 ) 0.00   5,538.61
C86211E103   STORAGENETWORKS INC COM   Acquisitions   1,100.00   (130,269.55 ) -
C86211E103   STORAGENETWORKS INC COM   Dispositions   (1,100.00 ) 0.00   108,576.70
S4925701   STORK NV EUR5   Acquisitions   10,845.00   (147,297.83 ) -
S4925701   STORK NV EUR5   Dispositions   (2,551.00 ) 0.00   30,024.03
S510507W   STORK NV STK DIV 04/04/2000   Dispositions   (22,089.00 ) 0.00   15,724.14
S510507W   STORK NV STK DIV 04/04/2000   Free Receipt   22,089.00   0.00   -
C863100103   STRATOS LIGHTWAVE INC COM   Acquisitions   11,670.00   (281,987.93 ) -
C863100103   STRATOS LIGHTWAVE INC COM   Dispositions   (11,670.00 ) 0.00   346,140.19
C86323T105   STREAMEDIA COMMUNICATIONS INC COM   Acquisitions   500.00   (1,108.70 ) -
C86323T105   STREAMEDIA COMMUNICATIONS INC COM   Dispositions   (500.00 ) 0.00   766.27
S4540438   SUEZ LYONN EAUX EUR10   Acquisitions   1,000.00   (167,373.85 ) -
S4540438   SUEZ LYONN EAUX EUR10   Dispositions   (695.00 ) 0.00   113,522.08
S4854719   SULZER AG CHF60(REGD)   Acquisitions   47.00   (31,616.57 ) -
S4854719   SULZER AG CHF60(REGD)   Dispositions   (88.00 ) 0.00   58,120.11
S6858526   SUMITOMO BANK JPY50   Acquisitions   17,000.00   (219,616.07 ) -
S6858526   SUMITOMO BANK JPY50   Dispositions   (6,000.00 ) 0.00   73,239.41
S6858946   SUMITOMO CORP JPY50   Acquisitions   6,000.00   (68,148.69 ) -
S6858946   SUMITOMO CORP JPY50   Dispositions   (9,000.00 ) 0.00   96,781.46
S6858708   SUMITOMO ELECT IND Y50   Acquisitions   5,000.00   (58,556.75 ) -
S6858708   SUMITOMO ELECT IND Y50   Dispositions   (17,000.00 ) 0.00   225,116.22
S6859927   SUN HUNG KAI PROP HKD0.50   Acquisitions   2,000.00   (18,610.76 ) -
S6859927   SUN HUNG KAI PROP HKD0.50   Dispositions   (9,000.00 ) 0.00   79,123.82
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Acquisitions   93,879.00   (8,494,532.82 ) -
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Dispositions   (54,472.00 ) 0.00   5,277,843.73
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Free Delivery   (2,750.00 ) 0.00   -
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Free Receipt   50,024.00   0.00   -
C867914103   SUN TR BANKS INC COM   Acquisitions   200.00   (9,887.50 ) -
C867914103   SUN TR BANKS INC COM   Dispositions   (3,300.00 ) 0.00   177,562.75
C867071102   SUNBEAM CORP COM   Acquisitions   12,350.00   (51,988.60 ) -
C867071102   SUNBEAM CORP COM   Dispositions   (1,850.00 ) 0.00   8,103.02
S6222217   SUNEVISION HLDGS HKD0.10   Acquisitions   50.00   (67.35 ) -
S6222217   SUNEVISION HLDGS HKD0.10   Dispositions   (50.00 ) 0.00   93.33
C867363103   SUNGARD DATA SYS INC COM   Acquisitions   1,200.00   (35,627.35 ) -
C867363103   SUNGARD DATA SYS INC COM   Dispositions   (1,100.00 ) 0.00   34,609.29
C86736F106   SUNGLASS HUT INTL INC COM   Acquisitions   43,700.00   (425,737.50 ) -
C86736F106   SUNGLASS HUT INTL INC COM   Dispositions   (43,700.00 ) 0.00   316,020.99
C86737B104   SUNHAWK COM CORP COM   Acquisitions   250.00   (4,779.95 ) -
C86737B104   SUNHAWK COM CORP COM   Dispositions   (250.00 ) 0.00   3,469.92
C86764P109   SUNOCO INC COM   Acquisitions   1,100.00   (26,929.95 ) -
C86764P109   SUNOCO INC COM   Dispositions   (900.00 ) 0.00   23,831.30
C86764P109   SUNOCO INC COM   Free Delivery   (1,000.00 ) 0.00   -
C86768K106   SUNRISE ASSISTED LIVING INC COM   Acquisitions   25,100.00   (354,204.43 ) -
C86768K106   SUNRISE ASSISTED LIVING INC COM   Dispositions   (25,600.00 ) 0.00   432,220.54
C86769L103   SUNRISE TECHNOLOGIES INTL INC COM   Acquisitions   500.00   (6,279.95 ) -
C86769L103   SUNRISE TECHNOLOGIES INTL INC COM   Dispositions   (1,500.00 ) 0.00   16,845.77
C86769Y105   SUNRISE TELECOM INC COM   Acquisitions   980.00   (50,369.85 ) -
C86769Y105   SUNRISE TELECOM INC COM   Dispositions   (980.00 ) 0.00   52,688.38
C868536103   SUPER VALU INC COM   Acquisitions   200.00   (3,599.33 ) -

192

C868536103   SUPER VALU INC COM   Dispositions   (1,400.00 ) 0.00   24,712.43
C867931107   SUPERCONDUCTOR TECHNOLOGIES INC COM   Acquisitions   2,605.00   (103,232.51 ) -
C867931107   SUPERCONDUCTOR TECHNOLOGIES INC COM   Dispositions   (2,205.00 ) 0.00   72,937.04
C868059106   SUPERGEN INC COM   Acquisitions   650.00   (28,984.90 ) -
C868059106   SUPERGEN INC COM   Dispositions   (75.00 ) 0.00   3,082.44
C868168105   SUPERIOR INDS INTL INC COM   Acquisitions   4,800.00   (120,177.60 ) -
C868168105   SUPERIOR INDS INTL INC COM   Dispositions   (4,800.00 ) 0.00   162,561.93
C868587106   SUPPORT COM INC COM   Acquisitions   665.00   (23,696.78 ) -
C868587106   SUPPORT COM INC COM   Dispositions   (665.00 ) 0.00   23,565.87
S6865504   SUZUKI MOTOR CORP JPY50   Acquisitions   6,000.00   (100,425.87 ) -
S6865504   SUZUKI MOTOR CORP JPY50   Dispositions   (23,000.00 ) 0.00   245,913.60
C870738101   SWIFT ENERGY CO COM   Acquisitions   18,900.00   (497,884.49 ) -
C870738101   SWIFT ENERGY CO COM   Dispositions   (18,700.00 ) 0.00   606,982.85
S5533976   SWISSCOM AG CHF25(REGD)   Acquisitions   95.00   (32,958.36 ) -
S5533976   SWISSCOM AG CHF25(REGD)   Dispositions   (179.00 ) 0.00   46,574.02
C871130100   SYBASE INC COM   Acquisitions   4,100.00   (70,683.89 ) -
C871130100   SYBASE INC COM   Dispositions   (4,600.00 ) 0.00   113,564.45
C87114F106   SYBRON INTL CORP COM   Acquisitions   15,400.00   (349,655.58 ) -
C87114F106   SYBRON INTL CORP COM   Dispositions   (50,200.00 ) 0.00   1,035,498.06
C871206108   SYCAMORE NETWORKS INC COM   Acquisitions   11,127.00   (1,437,580.94 ) -
C871206108   SYCAMORE NETWORKS INC COM   Dispositions   (10,237.00 ) 0.00   948,114.09
C871237103   SYKES ENTERPRISES INC COM   Acquisitions   600.00   (16,452.35 ) -
C871237103   SYKES ENTERPRISES INC COM   Dispositions   (600.00 ) 0.00   10,149.75
C871399101   SYLVAN LEARNING SYS INC   Acquisitions   16,300.00   (211,595.19 ) -
C871399101   SYLVAN LEARNING SYS INC   Dispositions   (16,300.00 ) 0.00   244,931.93
C871503108   SYMANTEC CORP COM   Acquisitions   4,550.00   (279,933.50 ) -
C871503108   SYMANTEC CORP COM   Dispositions   (22,900.00 ) 0.00   1,217,970.26
C871951109   SYMPHONIX DEVICES INC COM   Acquisitions   2,500.00   (15,307.28 ) -
C871951109   SYMPHONIX DEVICES INC COM   Dispositions   (500.00 ) 0.00   4,172.41
C87155S108   SYMYX TECHNOLOGIES INC COM   Acquisitions   4,592.00   (232,659.23 ) -
C87155S108   SYMYX TECHNOLOGIES INC COM   Dispositions   (2,162.00 ) 0.00   57,894.71
C87157A105   SYNAVANT INC COM   Dispositions   (2,085.00 ) 0.00   17,767.39
C87157A105   SYNAVANT INC COM   Free Receipt   2,085.00   0.00   -
C871566105   SYNBIOTICS CORP COM   Acquisitions   4,000.00   (13,120.00 ) -
C871566105   SYNBIOTICS CORP COM   Dispositions   (5,000.00 ) 0.00   21,411.77
S2674997   SYNGENTA ADR(1/5TH CHF10(ASTRA)TEMP   Free Delivery   (273.63 ) 0.00   -
S2674997   SYNGENTA ADR(1/5TH CHF10(ASTRA)TEMP   Free Receipt   273.63   0.00   -
S4356646   SYNGENTA CHF10 (REGD)   Free Delivery   (147.00 ) 0.00   -
S4356646   SYNGENTA CHF10 (REGD)   Free Receipt   147.00   0.00   -
S4702175   SYNGENTA CHF10(ASTRAZENECA-TEMP)   Free Delivery   (573.00 ) 0.00   -
S4702175   SYNGENTA CHF10(ASTRAZENECA-TEMP)   Free Receipt   573.34   0.00   -
S4356873   SYNGENTA COM STK   Free Delivery   (748.00 ) 0.00   -
S4356873   SYNGENTA COM STK   Free Receipt   748.00   0.00   -
S404510W   SYNGENTA UNITS   Free Delivery   (717.00 ) 0.00   -
S404510W   SYNGENTA UNITS   Free Receipt   717.00   0.00   -
C871607107   SYNOPSYS INC COM   Acquisitions   4,875.00   (281,366.36 ) -
C871607107   SYNOPSYS INC COM   Dispositions   (22,875.00 ) 0.00   954,118.87
C87161C105   SYNOVUS FINL CORP COM   Acquisitions   17,200.00   (350,650.76 ) -
C87161C105   SYNOVUS FINL CORP COM   Dispositions   (18,900.00 ) 0.00   398,680.47
C871829107   SYSCO CORP COM   Acquisitions   16,190.00   (621,989.73 ) -
C871829107   SYSCO CORP COM   Dispositions   (7,625.00 ) 0.00   312,735.85
C871873105   SYSTEMS & COMPUTER TECH CORP COM   Acquisitions   1,100.00   (23,472.40 ) -
C871873105   SYSTEMS & COMPUTER TECH CORP COM   Dispositions   (900.00 ) 0.00   18,091.93
S4876746   T.I.M.SPA EUR0.06   Acquisitions   21,000.00   (228,590.62 ) -
S4876746   T.I.M.SPA EUR0.06   Dispositions   (49,000.00 ) 0.00   448,809.16
C874054109   TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM   Acquisitions   4,400.00   (51,380.89 ) -
C874054109   TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM   Dispositions   (3,400.00 ) 0.00   43,113.88
C874090103   TALARIAN CORP COM STK ISIN# US8740901033   Acquisitions   560.00   (8,960.00 ) -
C874090103   TALARIAN CORP COM STK ISIN# US8740901033   Dispositions   (560.00 ) 0.00   14,419.51
C874161102   TALBOTS INC COM   Acquisitions   24,800.00   (1,202,226.11 ) -
C874161102   TALBOTS INC COM   Dispositions   (30,500.00 ) 0.00   1,866,703.15
C874264104   TALK COM INC COM   Acquisitions   1,000.00   (17,301.04 ) -
C874264104   TALK COM INC COM   Dispositions   (700.00 ) 0.00   12,189.68
C874264997   TALK COM INC RT EXP 02-12-2000   Free Delivery   (1.00 ) 0.00   -
C874264997   TALK COM INC RT EXP 02-12-2000   Free Receipt   1.00   0.00   -
C87612E106   TARGET CORP COM   Acquisitions   3,085.00   (192,119.30 ) -

193

C87612E106   TARGET CORP COM   Dispositions   (35,885.00 ) 0.00   1,524,168.86
C87612E106   TARGET CORP COM   Free Receipt   58,000.00   0.00   -
C87612M108   TARGETED GENETICS CORP COM   Acquisitions   200.00   (2,102.09 ) -
C87612M108   TARGETED GENETICS CORP COM   Dispositions   (200.00 ) 0.00   2,566.18
CM8737E108   TARO PHARMACEUTICAL INDL LTD COM   Acquisitions   2,000.00   (21,228.74 ) -
CM8737E108   TARO PHARMACEUTICAL INDL LTD COM   Dispositions   (2,000.00 ) 0.00   24,939.24
C872275102   TCF FNCL CORP COM   Acquisitions   58,030.00   (1,574,606.91 ) -
C872275102   TCF FNCL CORP COM   Dispositions   (36,540.00 ) 0.00   1,127,968.73
C87233R106   TCSI CORP COM   Acquisitions   800.00   (5,704.91 ) -
C87233R106   TCSI CORP COM   Dispositions   (800.00 ) 0.00   6,272.95
C872362108   TD WATERHOUSE GROUP INC COM   Acquisitions   1,000.00   (17,716.15 ) -
C872362108   TD WATERHOUSE GROUP INC COM   Dispositions   (1,000.00 ) 0.00   17,627.00
S6869302   TDK CORP JPY50   Acquisitions   6,000.00   (611,123.85 ) -
S6869302   TDK CORP JPY50   Dispositions   (3,900.00 ) 0.00   503,715.81
C87815U204   TEAMSTAFF INC COM NEW   Free Delivery   (1,428.00 ) 0.00   -
C87815U204   TEAMSTAFF INC COM NEW   Free Receipt   1,428.00   0.00   -
C878237106   TECH DATA CORP COM   Acquisitions   50,300.00   (1,500,784.91 ) -
C878237106   TECH DATA CORP COM   Dispositions   (22,900.00 ) 0.00   846,691.52
C87872T108   TECH SOLUTIONS CO COM   Acquisitions   1,000.00   (7,863.65 ) -
C87872T108   TECH SOLUTIONS CO COM   Dispositions   (1,000.00 ) 0.00   7,229.79
C878508100   TECH VENTURES INC COM   Acquisitions   3,000.00   (2,161.88 ) -
C878508100   TECH VENTURES INC COM   Dispositions   (3,000.00 ) 0.00   1,363.87
C878377100   TECHNE CORP COM   Acquisitions   8,000.00   (584,899.93 ) -
C878377100   TECHNE CORP COM   Dispositions   (2,100.00 ) 0.00   224,519.26
C878555101   TECHNITROL INC COM   Acquisitions   11,301.00   (595,852.02 ) -
C878555101   TECHNITROL INC COM   Dispositions   (2,301.00 ) 0.00   251,520.87
C878555101   TECHNITROL INC COM   Free Receipt   6,200.00   0.00   -
C872375100   TECO ENERGY INC COM   Acquisitions   341.50   (6,955.23 ) -
C872375100   TECO ENERGY INC COM   Dispositions   (865.00 ) 0.00   21,894.85
C872375100   TECO ENERGY INC COM   Free Delivery   (406.50 ) 0.00   -
C879008100   TEGAL CORP COM   Acquisitions   2,000.00   (16,373.65 ) -
C879008100   TEGAL CORP COM   Dispositions   (2,000.00 ) 0.00   11,690.65
C879101103   TEKELEC COM   Acquisitions   9,776.00   (356,947.32 ) -
C879101103   TEKELEC COM   Dispositions   (23,676.00 ) 0.00   730,038.63
C879131100   TEKTRONIX INC COM   Acquisitions   8,100.00   (457,108.11 ) -
C879131100   TEKTRONIX INC COM   Dispositions   (19,700.00 ) 0.00   956,422.51
C879131100   TEKTRONIX INC COM   Free Receipt   1,250.00   0.00   -
C879433100   TEL & DATA SYS INC COM STK NEW   Acquisitions   1,300.44   (143,750.30 ) -
C879433100   TEL & DATA SYS INC COM STK NEW   Dispositions   (2,300.00 ) 0.00   247,328.93
S5698790   TELE DANMARK A/S DKK5   Acquisitions   240.00   (18,577.23 ) -
S5698790   TELE DANMARK A/S DKK5   Dispositions   (550.00 ) 0.00   32,060.03
S225898W   TELECOM BRASILIRAS SPONS ADR P/PILL RTS27/3/00   Dispositions   (6,252.00 ) 0.00   58.14
S225898W   TELECOM BRASILIRAS SPONS ADR P/PILL RTS27/3/00   Free Receipt   6,252.00   0.00   -
S5297313   TELECOM ITALIA SPA DI RISP ITL1000   Acquisitions   43,585.00   (263,785.33 ) -
S5297313   TELECOM ITALIA SPA DI RISP ITL1000   Dispositions   (29,176.00 ) 0.00   183,434.00
S5297506   TELECOM ITALIA SPA ITL1000   Acquisitions   14,000.00   (240,626.26 ) -
S5297506   TELECOM ITALIA SPA ITL1000   Dispositions   (22,400.00 ) 0.00   311,269.92
C87928B101   TELECOMM INDS CORP COM   Acquisitions   1,000.00   (1,029.95 ) -
C87928B101   TELECOMM INDS CORP COM   Dispositions   (3,000.00 ) 0.00   2,546.16
C879360105   TELEDYNE TECHNOLOGIES INC COM   Acquisitions   1,000.00   (9,092.45 ) -
C879360105   TELEDYNE TECHNOLOGIES INC COM   Dispositions   (1,915.99 ) 0.00   17,139.45
C879360105   TELEDYNE TECHNOLOGIES INC COM   Free Delivery   (916.00 ) 0.00   -
C879360105   TELEDYNE TECHNOLOGIES INC COM   Free Receipt   1,831.99   0.00   -
S2607443   TELEFONICA BDR(EACH REP 1 ORD EUR1)   Dispositions   (2,754.78 ) 0.00   61,781.67
S2607443   TELEFONICA BDR(EACH REP 1 ORD EUR1)   Free Receipt   2,754.78   0.00   -
S229335W   TELEFONICA ORD RECIEPTS OF BDR   Free Delivery   (2,754.00 ) 0.00   -
S229335W   TELEFONICA ORD RECIEPTS OF BDR   Free Receipt   2,754.00   0.00   -
S5732524   TELEFONICA SA EUR1   Acquisitions   24,250.00   (639,756.94 ) -
S5732524   TELEFONICA SA EUR1   Dispositions   (59,000.00 ) 0.00   1,194,142.40
S5732524   TELEFONICA SA EUR1   Free Receipt   1,170.00   0.00   -
C87952E203   TELESERVICES INTERNET GROUP INC COM NEW   Dispositions   (5,000.00 ) 0.00   3,879.86
C87952E203   TELESERVICES INTERNET GROUP INC COM NEW   Free Receipt   10,000.00   0.00   -
S2622350   TELESP CELULAR PAR NEW PRF NPV(S/R 9/10/2000)   Dispositions   (136,127.00 ) 0.00   35.89
S2622350   TELESP CELULAR PAR NEW PRF NPV(S/R 9/10/2000)   Free Receipt   136,127.00   0.00   -
S2292690   TELESP CELULAR PAR PRF NPV   Acquisitions   1.00   0.00   -
S2292690   TELESP CELULAR PAR PRF NPV   Dispositions   (1,361,271.00 ) 0.00   12,877.58

194

S2292690   TELESP CELULAR PAR PRF NPV   Free Receipt   1,361,270.00   0.00   -
S2622929   TELESP CELULAR PARTICIPACOES S A RT PUR SPONSORED ADR REPSTG PFD SHS EXP 10-2-00   Dispositions   (165.00 ) 0.00   -
S2622929   TELESP CELULAR PARTICIPACOES S A RT PUR SPONSORED ADR REPSTG PFD SHS EXP 10-2-00   Free Receipt   165.00   0.00   -
S2528889   TELESP PARTICIP PRO RATA PREF SHS   Acquisitions   1.00   0.00   -
S2528889   TELESP PARTICIP PRO RATA PREF SHS   Free Delivery   (1,595,477.00 ) 0.00   -
S2528889   TELESP PARTICIP PRO RATA PREF SHS   Free Receipt   1,595,476.00   0.00   -
S2292720   TELESP TEL SAO PAU PRF NPV   Acquisitions   528,000.00   (17,423.00 ) -
S2292720   TELESP TEL SAO PAU PRF NPV   Free Delivery   (2,123,477.00 ) 0.00   -
S2292720   TELESP TEL SAO PAU PRF NPV   Free Receipt   1,595,477.00   0.00   -
C879939106   TELETECH HLDGS INC COM   Acquisitions   15,350.00   (520,101.29 ) -
C879939106   TELETECH HLDGS INC COM   Dispositions   (6,635.00 ) 0.00   154,472.38
C87959Y103   TELIGENT INC CL A COM STK   Acquisitions   200.00   (12,144.54 ) -
C87959Y103   TELIGENT INC CL A COM STK   Dispositions   (875.00 ) 0.00   27,256.11
C879664100   TELLABS INC COM   Acquisitions   4,384.00   (260,532.86 ) -
C879664100   TELLABS INC COM   Dispositions   (6,754.00 ) 0.00   414,173.79
S6087289   TELSTRA CORP NPV   Acquisitions   13,000.00   (63,861.71 ) -
S6087289   TELSTRA CORP NPV   Dispositions   (13,000.00 ) 0.00   51,097.55
S6087289   TELSTRA CORP NPV   Free Receipt   5,000.00   0.00   -
S6293785   TELSTRA CORP NPV(DFD)31/12/2001   Free Delivery   (5,000.00 ) 0.00   -
S6293785   TELSTRA CORP NPV(DFD)31/12/2001   Free Receipt   5,000.00   0.00   -
C879868107   TEMPLE INLAND INC COM   Acquisitions   2,690.00   (137,625.78 ) -
C879868107   TEMPLE INLAND INC COM   Dispositions   (2,340.00 ) 0.00   130,915.19
C88033G100   TENET HEALTHCARE CORP COM   Acquisitions   400.00   (12,569.95 ) -
C88033G100   TENET HEALTHCARE CORP COM   Dispositions   (2,700.00 ) 0.00   64,682.60
C880349105   TENNECO AUTOMOTIVE INC COM   Acquisitions   6,000.00   (51,367.50 ) -
C880349105   TENNECO AUTOMOTIVE INC COM   Dispositions   (5,000.00 ) 0.00   40,973.67
C880770102   TERADYNE INC COM   Acquisitions   700.00   (59,194.58 ) -
C880770102   TERADYNE INC COM   Dispositions   (2,150.00 ) 0.00   157,645.27
C880775101   TERAYON COMMUNICATION SYS COM   Acquisitions   13,136.00   (2,433,430.48 ) -
C880775101   TERAYON COMMUNICATION SYS COM   Dispositions   (19,137.00 ) 0.00   1,463,324.33
C880775101   TERAYON COMMUNICATION SYS COM   Free Delivery   (400.00 ) 0.00   -
C880775101   TERAYON COMMUNICATION SYS COM   Free Receipt   7,731.00   0.00   -
S0884709   TESCO ORD 5P   Acquisitions   26,500.00   (87,003.75 ) -
S0884709   TESCO ORD 5P   Dispositions   (25,000.00 ) 0.00   66,836.88
C881694103   TEXACO INC COM   Acquisitions   10,577.15   (561,960.75 ) -
C881694103   TEXACO INC COM   Dispositions   (9,224.26 ) 0.00   473,797.30
C883203101   TEXTRON INC COM   Acquisitions   100.00   (6,131.25 ) -
C883203101   TEXTRON INC COM   Dispositions   (1,500.00 ) 0.00   91,953.49
S5997118   TF1 - TV FRANCAISE EUR0.20   Dispositions   (7,100.00 ) 0.00   459,811.02
S5997118   TF1 - TV FRANCAISE EUR0.20   Free Receipt   25,200.00   0.00   -
S4881160   TF1 - TV FRANCAISE EUR2   Acquisitions   470.00   (292,150.22 ) -
S4881160   TF1 - TV FRANCAISE EUR2   Dispositions   (140.00 ) 0.00   94,221.47
S4881160   TF1 - TV FRANCAISE EUR2   Free Delivery   (1,020.00 ) 0.00   -
S4162791   THALES EUR3   Acquisitions   2,792.00   (92,724.11 ) -
S4162791   THALES EUR3   Dispositions   (9,907.00 ) 0.00   422,903.67
C883556102   THERMO ELECTRON CORP COM   Acquisitions   14,100.00   (254,112.10 ) -
C883556102   THERMO ELECTRON CORP COM   Dispositions   (5,600.00 ) 0.00   119,255.25
C883556102   THERMO ELECTRON CORP COM   Free Receipt   90.00   0.00   -
C883671505   THERMOVIEW INDS INC COM NEW   Acquisitions   1,000.00   (1,342.45 ) -
C883671505   THERMOVIEW INDS INC COM NEW   Dispositions   (1,000.00 ) 0.00   1,157.51
C88554L108   THREE-FIVE SYS INC COM   Acquisitions   46,265.00   (1,751,154.20 ) -
C88554L108   THREE-FIVE SYS INC COM   Dispositions   (21,764.00 ) 0.00   935,865.61
C88554L108   THREE-FIVE SYS INC COM   Free Receipt   2,399.00   0.00   -
C88632Q103   TIBCO SOFTWARE INC COM   Acquisitions   960.00   (114,190.28 ) -
C88632Q103   TIBCO SOFTWARE INC COM   Dispositions   (960.00 ) 0.00   110,950.37
C886368109   TIDEL TECHNOLOGIES INC COM   Acquisitions   4,700.00   (40,914.75 ) -
C886368109   TIDEL TECHNOLOGIES INC COM   Dispositions   (700.00 ) 0.00   7,144.81
C886423102   TIDEWATER INC COM   Acquisitions   27,690.41   (862,414.42 ) -
C886423102   TIDEWATER INC COM   Dispositions   (64,630.00 ) 0.00   2,410,955.56
C886547108   TIFFANY & CO COM   Acquisitions   18,780.00   (1,178,663.06 ) -
C886547108   TIFFANY & CO COM   Dispositions   (28,080.00 ) 0.00   1,948,019.79
C886547108   TIFFANY & CO COM   Free Receipt   2,000.00   0.00   -
C887100105   TIMBERLAND CO CL A   Acquisitions   9,600.00   (527,995.40 ) -
C887100105   TIMBERLAND CO CL A   Dispositions   (14,100.00 ) 0.00   604,058.44

195

C887100105   TIMBERLAND CO CL A   Free Receipt   4,500.00   0.00   -
C887319101   TIME WARNER TELECOM INC CL A ISIN 3US8873191014   Acquisitions   15,750.00   (870,366.25 ) -
C887319101   TIME WARNER TELECOM INC CL A ISIN 3US8873191014   Dispositions   (15,750.00 ) 0.00   1,024,059.38
C887389104   TIMKEN CO COM   Acquisitions   6,100.00   (91,079.70 ) -
C887389104   TIMKEN CO COM   Dispositions   (3,600.00 ) 0.00   69,899.23
CM8789G100   TIOGA TECHNOLOGIES LTD   Dispositions   (500.00 ) 0.00   4,202.43
CM8789G100   TIOGA TECHNOLOGIES LTD   Free Receipt   500.00   0.00   -
C888266103   TITAN CORP COM   Acquisitions   18,591.00   (822,594.04 ) -
C888266103   TITAN CORP COM   Dispositions   (18,500.00 ) 0.00   275,955.28
C872540109   TJX COS INC COM NEW   Acquisitions   300.00   (5,761.20 ) -
C872540109   TJX COS INC COM NEW   Dispositions   (4,400.00 ) 0.00   79,757.95
C872941109   TMP WORLDWIDE INC COM   Acquisitions   19,490.00   (1,457,042.77 ) -
C872941109   TMP WORLDWIDE INC COM   Dispositions   (34,170.00 ) 0.00   2,618,400.51
C872941109   TMP WORLDWIDE INC COM   Free Receipt   5,940.00   0.00   -
S230511U   TN VY AUTH PWR BD 2000 SER G 7.125 DUE 05-01-2030 BEO   Acquisitions   830,000.00   (817,583.20 ) -
S230511U   TN VY AUTH PWR BD 2000 SER G 7.125 DUE 05-01-2030 BEO   Dispositions   (120,000.00 ) 0.00   119,161.20
S6894768   TOKIO MARINE &FIRE JPY50   Acquisitions   2,000.00   (21,468.35 ) -
S6894768   TOKIO MARINE &FIRE JPY50   Dispositions   (5,000.00 ) 0.00   52,536.40
S6895675   TOKYO ELECTRON Y50   Acquisitions   1,800.00   (163,892.08 ) -
S6895675   TOKYO ELECTRON Y50   Dispositions   (1,000.00 ) 0.00   135,042.51
C889542106   TOLLGRADE COMMUNICATIONS INC COM   Acquisitions   4,523.00   (619,965.16 ) -
C889542106   TOLLGRADE COMMUNICATIONS INC COM   Dispositions   (4,250.00 ) 0.00   459,820.75
C889542106   TOLLGRADE COMMUNICATIONS INC COM   Free Receipt   158.00   0.00   -
S0896265   TOMKINS ORD GBP0.05   Acquisitions   11,682.00   (35,099.56 ) -
S0896265   TOMKINS ORD GBP0.05   Dispositions   (23,580.00 ) 0.00   69,025.93
CG8915Z102   TOMMY HILFIGER ORD SH   Acquisitions   14,800.00   (205,805.65 ) -
CG8915Z102   TOMMY HILFIGER ORD SH   Dispositions   (56,400.00 ) 0.00   563,552.34
S5932722   T-ONLINE INTL NPV   Acquisitions   5,200.00   (134,235.89 ) -
S5932722   T-ONLINE INTL NPV   Dispositions   (5,200.00 ) 0.00   140,585.80
S9611379   TOPIX INDEX DEC 2000 FUTURE   Free Delivery   (24.00 ) 0.00   -
S961137L   TOPIX INDEX DEC 2000 FUTURE   Free Delivery   (50.00 ) 0.00   -
S9611379   TOPIX INDEX DEC 2000 FUTURE   Free Receipt   50.00   0.00   -
S961137L   TOPIX INDEX DEC 2000 FUTURE   Free Receipt   24.00   0.00   -
S9542973   TOPIX INDEX FUTURE DEC 1999 (TSE)   Free Delivery   (68.00 ) 0.00   -
S954297L   TOPIX INDEX FUTURE DEC 1999 (TSE)   Free Delivery   (3.00 ) 0.00   -
S9542973   TOPIX INDEX FUTURE DEC 1999 (TSE)   Free Receipt   3.00   0.00   -
S954297L   TOPIX INDEX FUTURE DEC 1999 (TSE)   Free Receipt   68.00   0.00   -
S9053046   TOPIX INDEX FUTURE MARCH 2000   Free Delivery   (101.00 ) 0.00   -
S905304L   TOPIX INDEX FUTURE MARCH 2000   Free Delivery   (101.00 ) 0.00   -
S9053046   TOPIX INDEX FUTURE MARCH 2000   Free Receipt   101.00   0.00   -
S905304L   TOPIX INDEX FUTURE MARCH 2000   Free Receipt   101.00   0.00   -
S9358411   TOPIX INDEX JUNE 2000 FUTURE   Free Delivery   (58.00 ) 0.00   -
S935841L   TOPIX INDEX JUNE 2000 FUTURE   Free Delivery   (58.00 ) 0.00   -
S9358411   TOPIX INDEX JUNE 2000 FUTURE   Free Receipt   58.00   0.00   -
S935841L   TOPIX INDEX JUNE 2000 FUTURE   Free Receipt   58.00   0.00   -
S9690689   TOPIX INDEX SEP 2000 FUTURE   Free Delivery   (53.00 ) 0.00   -
S969068L   TOPIX INDEX SEP 2000 FUTURE   Free Delivery   (53.00 ) 0.00   -
S9690689   TOPIX INDEX SEP 2000 FUTURE   Free Receipt   53.00   0.00   -
S969068L   TOPIX INDEX SEP 2000 FUTURE   Free Receipt   53.00   0.00   -
S6897024   TOPPAN PRINTING CO Y50   Acquisitions   2,000.00   (20,257.26 ) -
S6897024   TOPPAN PRINTING CO Y50   Dispositions   (8,000.00 ) 0.00   91,283.89
C890786106   TOPPS INC COM   Acquisitions   2,450.00   (24,224.75 ) -
C890786106   TOPPS INC COM   Dispositions   (1,000.00 ) 0.00   11,782.15
S2897222   TORONTO-DOMINION COM STK NPV   Acquisitions   7,000.00   (168,226.49 ) -
S2897222   TORONTO-DOMINION COM STK NPV   Dispositions   (7,000.00 ) 0.00   174,700.03
C891490302   TOSCO CORP COM NEW   Acquisitions   6,700.00   (189,182.96 ) -
C891490302   TOSCO CORP COM NEW   Dispositions   (8,100.00 ) 0.00   248,330.40
S6897217   TOSHIBA CORP Y50   Acquisitions   65,000.00   (526,653.54 ) -
S6897217   TOSHIBA CORP Y50   Dispositions   (55,000.00 ) 0.00   540,609.08
S4905413   TOTAL FINA ELF EUR10   Acquisitions   3,590.00   (483,093.90 ) -
S4905413   TOTAL FINA ELF EUR10   Dispositions   (3,030.00 ) 0.00   453,031.04
CM87915100   TOWER SEMICONDUCTOR LTD COM   Acquisitions   650.00   (17,190.38 ) -
CM87915100   TOWER SEMICONDUCTOR LTD COM   Dispositions   (530.00 ) 0.00   12,586.01
S6900643   TOYOTA MOTOR CORP JPY50   Acquisitions   4,000.00   (174,115.46 ) -
S6900643   TOYOTA MOTOR CORP JPY50   Dispositions   (14,000.00 ) 0.00   709,431.95
C892335100   TOYS R US INC (HOLDING COMPANY)   Acquisitions   25,700.00   (391,011.11 ) -

196

C892335100   TOYS R US INC (HOLDING COMPANY)   Dispositions   (15,800.00 ) 0.00   205,232.06
S6236069   TOYS R US(JAPAN) JPY50   Acquisitions   1,000.00   (115,107.91 ) -
S6236069   TOYS R US(JAPAN) JPY50   Dispositions   (1,000.00 ) 0.00   152,264.21
C891918104   TRACK DATA CORP COM   Acquisitions   2,350.00   (16,510.38 ) -
C891918104   TRACK DATA CORP COM   Dispositions   (1,250.00 ) 0.00   3,518.05
C891918104   TRACK DATA CORP COM   Free Delivery   (1,000.00 ) 0.00   -
C893349837   TRANS WORLD AIRLS INC COM PAR $.01 NEW   Acquisitions   68,390.00   (178,314.35 ) -
C893349837   TRANS WORLD AIRLS INC COM PAR $.01 NEW   Dispositions   (70,560.00 ) 0.00   183,009.23
C893349837   TRANS WORLD AIRLS INC COM PAR $.01 NEW   Free Delivery   (2,000.00 ) 0.00   -
C893416107   TRANSACTION SYS ARCHITECTS INC CL A   Acquisitions   200.00   (6,217.45 ) -
C893416107   TRANSACTION SYS ARCHITECTS INC CL A   Dispositions   (200.00 ) 0.00   3,619.92
S0877419   TRANSCO HLDGS 4.1875%/IDX LKD BDS 2022   Acquisitions   8,069.00   (11,008.44 ) -
S0877419   TRANSCO HLDGS 4.1875%/IDX LKD BDS 2022   Dispositions   (8,069.00 ) 0.00   12,952.61
S0877378   TRANSCO HLDGS 7% FXD RTE BDS 2024 GBP   Acquisitions   8,069.00   (10,970.35 ) -
S0877378   TRANSCO HLDGS 7% FXD RTE BDS 2024 GBP   Dispositions   (8,069.00 ) 0.00   12,730.80
S0877390   TRANSCO HLDGS FRN 2009 GBP1000   Acquisitions   8,069.00   (10,970.35 ) -
S0877390   TRANSCO HLDGS FRN 2009 GBP1000   Dispositions   (8,069.00 ) 0.00   13,234.29
C893735100   TRANSKARYOTIC THERAPIES INC COM   Acquisitions   3,300.00   (130,178.40 ) -
C893735100   TRANSKARYOTIC THERAPIES INC COM   Dispositions   (3,300.00 ) 0.00   133,154.51
C89376R109   TRANSMETA CORP DEL COM   Acquisitions   626.00   (29,243.36 ) -
C89376R109   TRANSMETA CORP DEL COM   Dispositions   (573.00 ) 0.00   25,824.67
CG90078109   TRANSOCEAN SEDCO FOREX INC   Acquisitions   6,461.39   (214,801.00 ) -
CG90078109   TRANSOCEAN SEDCO FOREX INC   Dispositions   (17,090.27 ) 0.00   655,711.22
CG90078109   TRANSOCEAN SEDCO FOREX INC   Free Delivery   (3,319.00 ) 0.00   -
CG90078109   TRANSOCEAN SEDCO FOREX INC   Free Receipt   46,978.45   0.00   -
C893889105   TRANSTECHNOLOGY CORP COM   Acquisitions   2,000.00   (22,744.97 ) -
C893889105   TRANSTECHNOLOGY CORP COM   Dispositions   (2,000.00 ) 0.00   23,502.48
C894065101   TRANSWITCH CORP COM   Acquisitions   24,737.00   (1,758,530.70 ) -
C894065101   TRANSWITCH CORP COM   Dispositions   (15,502.00 ) 0.00   873,368.96
C894065101   TRANSWITCH CORP COM   Free Receipt   10,755.00   0.00   -
C893953109   TRAVELOCITY COM INC COM   Acquisitions   500.00   (21,514.95 ) -
C893953109   TRAVELOCITY COM INC COM   Dispositions   (2,110.00 ) 0.00   63,159.32
C893953109   TRAVELOCITY COM INC COM   Free Receipt   1,610.00   0.00   -
C89531P105   TREX INC COM   Acquisitions   5,137.00   (248,394.96 ) -
C89531P105   TREX INC COM   Dispositions   (6,480.00 ) 0.00   170,692.43
C89579K109   TRIAD HOSPS INC COM ISIN US89579K1097   Acquisitions   366.00   (10,294.65 ) -
C89579K109   TRIAD HOSPS INC COM ISIN US89579K1097   Dispositions   (200.00 ) 0.00   5,332.37
C896047107   TRIBUNE CO COM   Acquisitions   8,825.00   (411,189.35 ) -
C896047107   TRIBUNE CO COM   Dispositions   (15,025.13 ) 0.00   555,022.38
C896047107   TRIBUNE CO COM   Free Receipt   3,317.13   0.00   -
C896106101   TRICO MARINE SVCS INC COM   Acquisitions   300.00   (2,223.70 ) -
C896106101   TRICO MARINE SVCS INC COM   Dispositions   (300.00 ) 0.00   5,369.87
C895953107   TRICON GLOBAL RESTAURANT INC   Acquisitions   200.00   (6,238.70 ) -
C895953107   TRICON GLOBAL RESTAURANT INC   Dispositions   (1,610.00 ) 0.00   49,365.37
C895953107   TRICON GLOBAL RESTAURANT INC   Free Delivery   (20.00 ) 0.00   -
C896187408   TRIKON TECHNOLOGIES INC COM NEW   Dispositions   (1,327.00 ) 0.00   14,474.78
C896187408   TRIKON TECHNOLOGIES INC COM NEW   Free Receipt   1,477.00   0.00   -
C896239100   TRIMBLE NAV LTD COM   Acquisitions   3,650.00   (69,782.95 ) -
C896239100   TRIMBLE NAV LTD COM   Dispositions   (4,200.00 ) 0.00   93,854.00
C89674K103   TRIQUINT SEMICONDUCTOR INC COM   Acquisitions   30,321.00   (2,305,668.34 ) -
C89674K103   TRIQUINT SEMICONDUCTOR INC COM   Dispositions   (39,767.00 ) 0.00   2,772,769.72
C89674K103   TRIQUINT SEMICONDUCTOR INC COM   Free Receipt   20,606.00   0.00   -
CG90751101   TRITON ENERGY LTD CL A ORD   Acquisitions   3,860.00   (135,127.81 ) -
CG90751101   TRITON ENERGY LTD CL A ORD   Dispositions   (10,950.00 ) 0.00   356,972.26
C896775103   TRITON NETWORK SYS INC COM   Acquisitions   1,180.00   (38,609.85 ) -
C896775103   TRITON NETWORK SYS INC COM   Dispositions   (1,180.00 ) 0.00   40,577.52
C89677M106   TRITON PCS HLDGS INC CL A COM STK   Acquisitions   9,240.00   (438,513.11 ) -
C89677M106   TRITON PCS HLDGS INC CL A COM STK   Dispositions   (9,240.00 ) 0.00   315,449.12
C896938107   TRIZEC HAHN CORP SUB VTG   Acquisitions   162.00   (2,470.08 ) -
C896938107   TRIZEC HAHN CORP SUB VTG   Dispositions   (162.00 ) 0.00   2,723.95
C896882107   TRIZETTO GROUP INC COM STK   Acquisitions   3,300.00   (73,334.91 ) -
C896882107   TRIZETTO GROUP INC COM STK   Dispositions   (1,800.00 ) 0.00   31,283.37
C897844106   TRUE N. COMMUNICATIONS   Acquisitions   6,190.00   (256,145.33 ) -
C897844106   TRUE N. COMMUNICATIONS   Dispositions   (5,720.00 ) 0.00   216,803.57
C872649108   TRW INC COM   Acquisitions   100.00   (5,787.50 ) -
C872649108   TRW INC COM   Dispositions   (1,000.00 ) 0.00   47,407.70

197

C87305R109   TTM TECHNOLOGIES INC COM   Acquisitions   550.00   (12,664.95 ) -
C87305R109   TTM TECHNOLOGIES INC COM   Dispositions   (550.00 ) 0.00   12,153.39
C899035505   TUESDAY MORNING CORP COM NEW ISIN US8990355054   Acquisitions   3,840.00   (71,520.00 ) -
C899035505   TUESDAY MORNING CORP COM NEW ISIN US8990355054   Dispositions   (20,260.00 ) 0.00   274,168.95
C899690101   TUMBLEWEED COMMUNICATIONS CORP COM   Acquisitions   760.00   (14,083.60 ) -
C899690101   TUMBLEWEED COMMUNICATIONS CORP COM   Dispositions   (200.00 ) 0.00   3,547.43
C899896104   TUPPERWARE CORP COM   Acquisitions   300.00   (6,254.95 ) -
C899896104   TUPPERWARE CORP COM   Dispositions   (300.00 ) 0.00   5,819.85
C900423104   TURNSTONE SYS INC COM   Acquisitions   6,970.00   (622,287.62 ) -
C900423104   TURNSTONE SYS INC COM   Dispositions   (10,130.00 ) 0.00   198,843.55
C900423104   TURNSTONE SYS INC COM   Free Receipt   3,160.00   0.00   -
C901103101   TUT SYS INC COM   Acquisitions   300.00   (11,954.95 ) -
C901103101   TUT SYS INC COM   Dispositions   (1,100.00 ) 0.00   46,027.03
C901167106   TWEETER HOME ENTMT GROUP INC COM   Acquisitions   3,800.00   (124,123.96 ) -
C901167106   TWEETER HOME ENTMT GROUP INC COM   Dispositions   (3,800.00 ) 0.00   94,939.83
C901774109   TWINLAB CORP COM   Acquisitions   5,000.00   (40,352.12 ) -
C901774109   TWINLAB CORP COM   Dispositions   (25,000.00 ) 0.00   127,333.56
C88221T104   TX BIOTECHNOLOGY CORP COM ISIN US88221T1043   Acquisitions   1,500.00   (22,997.40 ) -
C88221T104   TX BIOTECHNOLOGY CORP COM ISIN US88221T1043   Dispositions   (1,500.00 ) 0.00   16,418.29
C88221T104   TX BIOTECHNOLOGY CORP COM ISIN US88221T1043   Free Delivery   (1,000.00 ) 0.00   -
C882491103   TX INDS INC   Acquisitions   200.00   (5,829.95 ) -
C882491103   TX INDS INC   Dispositions   (200.00 ) 0.00   6,482.33
C882508104   TX INSTRS INC COM   Acquisitions   91,662.59   (7,370,848.25 ) -
C882508104   TX INSTRS INC COM   Dispositions   (151,134.43 ) 0.00   8,496,127.46
C882508104   TX INSTRS INC COM   Free Delivery   (450.00 ) 0.00   -
C882508104   TX INSTRS INC COM   Free Receipt   62,397.00   0.00   -
C873168108   TXU CORP COM   Acquisitions   783.95   (25,381.04 ) -
C873168108   TXU CORP COM   Dispositions   (22,143.66 ) 0.00   709,127.30
C873168108   TXU CORP COM   Free Receipt   30,766.71   0.00   -
C902124106   TYCO INTL LTD NEW COM   Acquisitions   121,621.00   (5,041,981.76 ) -
C902124106   TYCO INTL LTD NEW COM   Dispositions   (142,720.48 ) 0.00   6,688,453.04
C902124106   TYCO INTL LTD NEW COM   Free Delivery   (100.00 ) 0.00   -
C902124106   TYCO INTL LTD NEW COM   Free Receipt   1,689.12   0.00   -
CG9144B106   TYCOM LTD COM   Acquisitions   5,600.00   (187,019.95 ) -
CG9144B106   TYCOM LTD COM   Dispositions   (5,600.00 ) 0.00   234,536.55
C912023207   U S GOLD CORP COM PAR $0.10   Acquisitions   10,000.00   (1,909.90 ) -
C912023207   U S GOLD CORP COM PAR $0.10   Dispositions   (10,000.00 ) 0.00   2,279.42
C90339C106   U S WIRELESS CORP COM   Acquisitions   230.00   (11,749.95 ) -
C90339C106   U S WIRELESS CORP COM   Dispositions   (230.00 ) 0.00   10,433.49
C911905107   U.S AIR GROUP COM   Acquisitions   19,860.00   (602,885.26 ) -
C911905107   U.S AIR GROUP COM   Dispositions   (22,989.00 ) 0.00   718,522.44
C911684108   U.S. CELLULAR CORP COM   Acquisitions   520.00   (49,634.70 ) -
C911684108   U.S. CELLULAR CORP COM   Dispositions   (420.00 ) 0.00   28,329.95
C911684108   U.S. CELLULAR CORP COM   Free Delivery   (50.00 ) 0.00   -
S2536547   U.S. TREAS INFLATION INDEX BDS 4.25 DUE 01-15-2010 REG   Acquisitions   1,020,000.00   (1,041,318.60 ) -
S2536547   U.S. TREAS INFLATION INDEX BDS 4.25 DUE 01-15-2010 REG   Dispositions   (1,020,000.00 ) 0.00   1,063,841.48
C902549500   UAL CORP COM STK PAR $0.01   Acquisitions   1,073,149.35   (55,304,550.93 ) -
C902549500   UAL CORP COM STK PAR $0.01   Dispositions   (525,207.00 ) 0.00   33,109,487.05
C902549500   UAL CORP COM STK PAR $0.01   Free Delivery   (2,000.00 ) 0.00   -
C902549708   UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25   Acquisitions   1,818.40   (54,196.89 ) -
C902549708   UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25   Dispositions   (400.00 ) 0.00   12,119.64
C903474302   UBIQUITEL INC COM   Acquisitions   41,610.00   (444,632.64 ) -
C903474302   UBIQUITEL INC COM   Dispositions   (41,610.00 ) 0.00   454,578.81
C90347Q105   UBRANDIT COM COM   Acquisitions   1,500.00   (8,528.65 ) -
C90347Q105   UBRANDIT COM COM   Dispositions   (1,500.00 ) 0.00   6,856.11
S5485958   UBS AG CHF20(REGD)   Acquisitions   785.00   (205,287.98 ) -
S5485958   UBS AG CHF20(REGD)   Free Delivery   (3,285.00 ) 0.00   -
S5962354   UBS AG COM STK   Acquisitions   320.00   (47,078.73 ) -
CH8920G155   UBS AG COM STK   Dispositions   (879.09 ) 0.00   125,025.05
S5962354   UBS AG COM STK   Dispositions   (1,367.00 ) 0.00   191,423.83
CH8920G155   UBS AG COM STK   Free Receipt   879.09   0.00   -
S5962354   UBS AG COM STK   Free Receipt   6,570.00   0.00   -
C78462F103   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Acquisitions   1,216.00   (180,852.53 ) -
C78462F103   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Dispositions   (641.00 ) 0.00   92,173.26

198

C90384V108   ULTIMATE FRANCHISE SYS INC COM   Free Delivery   (2,500.00 ) 0.00   -
C90384V108   ULTIMATE FRANCHISE SYS INC COM   Free Receipt   2,500.00   0.00   -
C904000106   ULTRAMAR-DIAMOND SHAMROCK CORP COM STK   Acquisitions   32,400.00   (817,151.67 ) -
C904000106   ULTRAMAR-DIAMOND SHAMROCK CORP COM STK   Dispositions   (3,900.00 ) 0.00   105,150.54
C904034105   ULTRATECH STEPPER INC COM   Acquisitions   13,400.00   (241,414.70 ) -
C904034105   ULTRATECH STEPPER INC COM   Dispositions   (27,400.00 ) 0.00   408,923.53
C907818108   UN PAC CORP COM   Acquisitions   4,700.00   (182,951.45 ) -
C907818108   UN PAC CORP COM   Dispositions   (4,600.00 ) 0.00   193,309.37
C907818108   UN PAC CORP COM   Free Delivery   (1,000.00 ) 0.00   -
C908068109   UN PLANTERS CORP COM   Acquisitions   100.00   (2,768.75 ) -
C908068109   UN PLANTERS CORP COM   Dispositions   (1,400.00 ) 0.00   43,717.13
C90459D108   UNICAPITAL CORP NEW COM   Acquisitions   222,400.00   (112,841.95 ) -
C90459D108   UNICAPITAL CORP NEW COM   Dispositions   (34,500.00 ) 0.00   67,011.58
C90465L409   UNICOMP INC COM PAR $0.01 NEW   Acquisitions   1,000.00   (6,951.80 ) -
C90465L409   UNICOMP INC COM PAR $0.01 NEW   Dispositions   (1,000.00 ) 0.00   8,094.77
S4232445   UNICREDITO ITALIAN ITL500   Acquisitions   82,000.00   (375,279.22 ) -
S4232445   UNICREDITO ITALIAN ITL500   Dispositions   (56,000.00 ) 0.00   287,877.12
S5921377   UNIDANMARK DKK100'A'1/12.704(NORDIC B)   Free Delivery   (260.00 ) 0.00   -
S5921377   UNIDANMARK DKK100'A'1/12.704(NORDIC B)   Free Receipt   260.00   0.00   -
C904743101   UNIFY CORP COM   Acquisitions   2,500.00   (46,240.89 ) -
C904743101   UNIFY CORP COM   Dispositions   (1,000.00 ) 0.00   22,862.24
S0574873   UNILEVER PLC ORD GBP0.014   Acquisitions   113,250.00   (746,941.00 ) -
S0574873   UNILEVER PLC ORD GBP0.014   Dispositions   (39,456.00 ) 0.00   247,830.45
C908906100   UNIONBANCAL CORP COM   Acquisitions   19,200.00   (607,133.93 ) -
C908906100   UNIONBANCAL CORP COM   Dispositions   (58,400.00 ) 0.00   1,484,842.94
C909214108   UNISYS CORP COM   Acquisitions   2,000.00   (37,412.95 ) -
C909214108   UNISYS CORP COM   Dispositions   (5,327.00 ) 0.00   105,306.06
S0916721   UNITED BUSNS MEDIA ORD 25P   Acquisitions   4,000.00   (51,459.27 ) -
S0916721   UNITED BUSNS MEDIA ORD 25P   Dispositions   (6,000.00 ) 0.00   83,549.60
S5931332   UNITED PAN EUROPE COM EUR1 'A' SHS   Dispositions   (3,020.00 ) 0.00   93,328.68
S5931332   UNITED PAN EUROPE COM EUR1 'A' SHS   Free Receipt   3,807.00   0.00   -
C911312106   UNITED PARCEL SVC INC CL B   Acquisitions   2,065.34   (124,493.86 ) -
C911312106   UNITED PARCEL SVC INC CL B   Dispositions   (4,098.08 ) 0.00   252,614.07
C913247508   UNITEDGLOBALCOM CL A   Acquisitions   33,100.00   (1,837,780.39 ) -
C913247508   UNITEDGLOBALCOM CL A   Dispositions   (28,900.00 ) 0.00   1,467,350.38
C913247508   UNITEDGLOBALCOM CL A   Free Receipt   12,300.00   0.00   -
C91324P102   UNITEDHEALTH GROUP INC COM   Acquisitions   35,200.00   (3,623,024.06 ) -
C91324P102   UNITEDHEALTH GROUP INC COM   Dispositions   (23,600.00 ) 0.00   1,946,413.66
C91324P102   UNITEDHEALTH GROUP INC COM   Free Receipt   23,400.00   0.00   -
C914906102   UNIVISION COMMUNICATIONS INC CL A   Acquisitions   200.00   (21,854.95 ) -
C914906102   UNIVISION COMMUNICATIONS INC CL A   Dispositions   (200.00 ) 0.00   21,029.34
C915289102   UNOCAL CORP COM   Acquisitions   200.00   (6,575.00 ) -
C915289102   UNOCAL CORP COM   Dispositions   (2,000.00 ) 0.00   60,734.74
C91529Y106   UNUMPROVIDENT CORP COM   Acquisitions   1,100.00   (15,317.45 ) -
C91529Y106   UNUMPROVIDENT CORP COM   Dispositions   (2,900.00 ) 0.00   56,769.58
C913456109   UNVL CORP VA COM   Acquisitions   13,500.00   (296,666.25 ) -
C913456109   UNVL CORP VA COM   Dispositions   (5,100.00 ) 0.00   95,645.35
C913483103   UNVL ELECTRS INC COM   Acquisitions   200.00   (7,729.95 ) -
C913483103   UNVL ELECTRS INC COM   Dispositions   (200.00 ) 0.00   7,869.78
C913903100   UNVL HEALTH SERVICES INC CL B COM   Acquisitions   15,720.00   (709,964.29 ) -
C913903100   UNVL HEALTH SERVICES INC CL B COM   Dispositions   (6,470.00 ) 0.00   535,658.68
S5051252   UPM-KYMMENE OYJ NPV   Acquisitions   3,000.00   (104,535.11 ) -
S5051252   UPM-KYMMENE OYJ NPV   Dispositions   (12,000.00 ) 0.00   312,988.81
C91724E103   URECOATS INDS INC COM   Acquisitions   2,000.00   (1,571.28 ) -
C91724E103   URECOATS INDS INC COM   Dispositions   (2,000.00 ) 0.00   3,593.67
S902347U   US 10YR 99 PUT OPTION OCTOBER 2000   Acquisitions   3.00   (1,046.25 ) -
S902347U   US 10YR 99 PUT OPTION OCTOBER 2000   Dispositions   (3.00 ) 0.00   1,485.00
S9023510   US 10YR AGENCY DECEMBER 2000 FUTURES   Free Delivery   (3.00 ) 0.00   -
S902351L   US 10YR AGENCY DECEMBER 2000 FUTURES   Free Delivery   (42.00 ) 0.00   -
S9023510   US 10YR AGENCY DECEMBER 2000 FUTURES   Free Receipt   42.00   0.00   -
S902351L   US 10YR AGENCY DECEMBER 2000 FUTURES   Free Receipt   3.00   0.00   -
S9020670   US 10YR AGENCY JUNE 2000 FUTURE   Free Delivery   (25.00 ) 0.00   -
S902067L   US 10YR AGENCY JUNE 2000 FUTURE   Free Delivery   (25.00 ) 0.00   -
S9020670   US 10YR AGENCY JUNE 2000 FUTURE   Free Receipt   25.00   0.00   -
S902067L   US 10YR AGENCY JUNE 2000 FUTURE   Free Receipt   25.00   0.00   -
S9022060   US 10YR AGENCY SEPTEMBER 2000 FUTURES   Free Delivery   (52.00 ) 0.00   -

199

S902206L   US 10YR AGENCY SEPTEMBER 2000 FUTURES   Free Delivery   (52.00 ) 0.00   -
S9022060   US 10YR AGENCY SEPTEMBER 2000 FUTURES   Free Receipt   52.00   0.00   -
S902206L   US 10YR AGENCY SEPTEMBER 2000 FUTURES   Free Receipt   52.00   0.00   -
S9017610   US 10YR NOTE JUNE 2000 FUTURE   Free Delivery   (80.00 ) 0.00   -
S901761L   US 10YR NOTE JUNE 2000 FUTURE   Free Delivery   (80.00 ) 0.00   -
S9017610   US 10YR NOTE JUNE 2000 FUTURE   Free Receipt   80.00   0.00   -
S901761L   US 10YR NOTE JUNE 2000 FUTURE   Free Receipt   80.00   0.00   -
S9628519   US 10YR NOTE SEP 2000 FUTURE   Free Delivery   (159.00 ) 0.00   -
S962851L   US 10YR NOTE SEP 2000 FUTURE   Free Delivery   (159.00 ) 0.00   -
S9628519   US 10YR NOTE SEP 2000 FUTURE   Free Receipt   159.00   0.00   -
S962851L   US 10YR NOTE SEP 2000 FUTURE   Free Receipt   159.00   0.00   -
S9435969   US 2YR NOTE DEC 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S943596L   US 2YR NOTE DEC 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S9435969   US 2YR NOTE DEC 2000 FUTURE   Free Receipt   99.00   0.00   -
S943596L   US 2YR NOTE DEC 2000 FUTURE   Free Receipt   99.00   0.00   -
S9225799   US 2YR NOTE SEP 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S922579L   US 2YR NOTE SEP 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S9225799   US 2YR NOTE SEP 2000 FUTURE   Free Receipt   99.00   0.00   -
S922579L   US 2YR NOTE SEP 2000 FUTURE   Free Receipt   99.00   0.00   -
S9833389   US 5YR NOTE DEC 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S983338L   US 5YR NOTE DEC 2000 FUTURE   Free Delivery   (89.00 ) 0.00   -
S9833389   US 5YR NOTE DEC 2000 FUTURE   Free Receipt   89.00   0.00   -
S983338L   US 5YR NOTE DEC 2000 FUTURE   Free Receipt   99.00   0.00   -
S9017600   US 5YR NOTE JUNE 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S901760L   US 5YR NOTE JUNE 2000 FUTURE   Free Delivery   (99.00 ) 0.00   -
S9017600   US 5YR NOTE JUNE 2000 FUTURE   Free Receipt   99.00   0.00   -
S901760L   US 5YR NOTE JUNE 2000 FUTURE   Free Receipt   99.00   0.00   -
S9590839   US 5YR NOTE SEP 2000 FUTURE   Free Delivery   (153.00 ) 0.00   -
S959083L   US 5YR NOTE SEP 2000 FUTURE   Free Delivery   (153.00 ) 0.00   -
S9590839   US 5YR NOTE SEP 2000 FUTURE   Free Receipt   153.00   0.00   -
S959083L   US 5YR NOTE SEP 2000 FUTURE   Free Receipt   153.00   0.00   -
C912080108   US IND INC NEW COM   Acquisitions   100.00   (1,429.95 ) -
C912080108   US IND INC NEW COM   Dispositions   (100.00 ) 0.00   1,420.00
S902946U   US T BOND 100 CALL OPTION OCT 2000   Acquisitions   1.00   (880.00 ) -
S902946U   US T BOND 100 CALL OPTION OCT 2000   Dispositions   (1.00 ) 0.00   791.88
S902111U   US T BOND 100 CALL OPTION SEPT 2000   Acquisitions   43.00   (19,074.59 ) -
S902053U   US T BOND 100 CALL OPTION SEPT 2000   Acquisitions   15.00   (3,481.29 ) -
S902111U   US T BOND 100 CALL OPTION SEPT 2000   Acquisitions   4.00   (1,520.00 ) -
S902053U   US T BOND 100 CALL OPTION SEPT 2000   Acquisitions   8.00   (2,915.04 ) -
S902111U   US T BOND 100 CALL OPTION SEPT 2000   Acquisitions   22.00   (7,266.33 ) -
S902053U   US T BOND 100 CALL OPTION SEPT 2000   Acquisitions   4.00   (957.52 ) -
S902111U   US T BOND 100 CALL OPTION SEPT 2000   Acquisitions   3.00   (1,171.25 ) -
S902053U   US T BOND 100 CALL OPTION SEPT 2000   Dispositions   (27.00 ) 0.00   17,380.66
S902111U   US T BOND 100 CALL OPTION SEPT 2000   Dispositions   (72.00 ) 0.00   39,715.76
S902032U   US T BOND 102 CALL OPTION SEPT 2000   Acquisitions   13.00   (1,690.00 ) -
S902032U   US T BOND 102 CALL OPTION SEPT 2000   Dispositions   (13.00 ) 0.00   9,075.69
S902394U   US T BOND 104 CALL OPTION DEC 2000   Acquisitions   12.00   (4,981.89 ) -
S902394U   US T BOND 104 CALL OPTION DEC 2000   Dispositions   (12.00 ) 0.00   4,595.64
S902349U   US T BOND 92 PUT OPTION DEC 2000   Acquisitions   9.00   (888.75 ) -
S902349U   US T BOND 92 PUT OPTION DEC 2000   Dispositions   (9.00 ) 0.00   4,173.78
S902123U   US T BOND 92 PUT OPTION SEPT 2000   Acquisitions   25.00   0.00   -
S902123U   US T BOND 92 PUT OPTION SEPT 2000   Dispositions   (25.00 ) 0.00   11,750.00
S902208U   US T BOND 94 CALL OPTION JULY 2000   Acquisitions   9.00   0.00   -
S902208U   US T BOND 94 CALL OPTION JULY 2000   Dispositions   (9.00 ) 0.00   6,595.65
S901728U   US T BOND 94 CALL OPTION JUNE 2000   Acquisitions   25.00   0.00   -
S901728U   US T BOND 94 CALL OPTION JUNE 2000   Dispositions   (25.00 ) 0.00   9,437.50
S902243U   US T BOND 94 PUT OPTION DEC 2000   Acquisitions   126.00   (8,630.50 ) -
S902243U   US T BOND 94 PUT OPTION DEC 2000   Dispositions   (126.00 ) 0.00   57,791.92
S902045U   US T BOND 94 PUT OPTION SEPT 2000   Acquisitions   38.00   (5,266.95 ) -
S902045U   US T BOND 94 PUT OPTION SEPT 2000   Dispositions   (38.00 ) 0.00   28,528.91
S902211U   US T BOND 95 CALL OPTION JULY 2000   Acquisitions   10.00   (2,191.88 ) -
S902211U   US T BOND 95 CALL OPTION JULY 2000   Dispositions   (10.00 ) 0.00   5,496.89
S902212U   US T BOND 96 CALL OPTION SEPT 2000   Acquisitions   9.00   (17,201.25 ) -
S902212U   US T BOND 96 CALL OPTION SEPT 2000   Dispositions   (9.00 ) 0.00   7,408.14
S902244U   US T BOND 96 PUT OPTION AUGUST 2000   Acquisitions   3.00   0.00   -
S902244U   US T BOND 96 PUT OPTION AUGUST 2000   Dispositions   (3.00 ) 0.00   922.50

200

S902049U   US T BOND 97 CALL OPTION JUNE 2000   Acquisitions   2.00   (103.76 ) -
S902049U   US T BOND 97 CALL OPTION JUNE 2000   Dispositions   (2.00 ) 0.00   708.76
S902143U   US T BOND 98 CALL OPTION JULY 2000   Acquisitions   9.00   (3,560.67 ) -
S902143U   US T BOND 98 CALL OPTION JULY 2000   Dispositions   (9.00 ) 0.00   5,439.42
S902174U   US T BOND 98 CALL OPTION SEPT 2000   Acquisitions   59.00   (32,374.44 ) -
S902174U   US T BOND 98 CALL OPTION SEPT 2000   Dispositions   (59.00 ) 0.00   41,580.03
S902076U   US T BOND 98 PUT OPTION SEPT 2000   Acquisitions   3.00   0.00   -
S902076U   US T BOND 98 PUT OPTION SEPT 2000   Dispositions   (3.00 ) 0.00   735.00
S902235U   US T BOND 99 CALL OPTION AUGUST 2000   Acquisitions   1.00   0.00   -
S902235U   US T BOND 99 CALL OPTION AUGUST 2000   Dispositions   (1.00 ) 0.00   88.75
S902395U   US T BOND 99 PUT OPTION SEPT 2000   Acquisitions   3.00   0.00   -
S902395U   US T BOND 99 PUT OPTION SEPT 2000   Dispositions   (3.00 ) 0.00   1,485.00
S902346U   US T BONDS 102 CALL OPTION DEC 2000   Acquisitions   29.00   (25,035.76 ) -
S902346U   US T BONDS 102 CALL OPTION DEC 2000   Dispositions   (29.00 ) 0.00   22,964.42
S902357U   US T BONDS 99 CALL OPTION SEPT 2000   Acquisitions   9.00   (6,326.28 ) -
S902357U   US T BONDS 99 CALL OPTION SEPT 2000   Dispositions   (9.00 ) 0.00   -
S902373U   US T NOTE 102 CALL OPTION DEC 2000   Acquisitions   12.00   (3,810.00 ) -
S902387U   US T NOTE 102 CALL OPTION DEC 2000   Acquisitions   3.00   0.00   -
S902373U   US T NOTE 102 CALL OPTION DEC 2000   Dispositions   (12.00 ) 0.00   3,798.78
S902387U   US T NOTE 102 CALL OPTION DEC 2000   Dispositions   (3.00 ) 0.00   1,156.89
S902154U   US T NOTE 96 OPTION JUNE 2000   Acquisitions   4.00   0.00   -
S902154U   US T NOTE 96 OPTION JUNE 2000   Dispositions   (4.00 ) 0.00   1,292.52
S902139U   US T NOTE 97 CALL OPTION JULY 2000   Acquisitions   19.00   0.00   -
S902139U   US T NOTE 97 CALL OPTION JULY 2000   Dispositions   (19.00 ) 0.00   6,717.56
S902144U   US T NOTE 98 CALL OPTION JULY 2000   Acquisitions   9.00   0.00   -
S902144U   US T NOTE 98 CALL OPTION JULY 2000   Dispositions   (9.00 ) 0.00   3,470.67
S902149U   US T NOTE 99 CALL OPTION SEPT 2000   Acquisitions   14.00   (2,082.52 ) -
S902149U   US T NOTE 99 CALL OPTION SEPT 2000   Dispositions   (14.00 ) 0.00   5,726.25
S2109789   US TREAS INFL INDX INFL I/L 15/7/2002 REG   Acquisitions   60,650,000.00   (64,316,815.98 ) -
S2109789   US TREAS INFL INDX INFL I/L 15/7/2002 REG   Dispositions   (58,250,000.00 ) 0.00   61,635,006.58
S2139601   US TREAS INFLATION INDEX 3.625 BD DUE 01-15-2008 REG   Acquisitions   11,200,000.00   (11,540,923.57 ) -
S2139601   US TREAS INFLATION INDEX 3.625 BD DUE 01-15-2008 REG   Dispositions   (11,200,000.00 ) 0.00   11,510,346.16
S2407096   US TREAS INFLATION INDEX BDS 3.875 DUE 04-15-2029 REG   Acquisitions   210,000.00   (215,558.85 ) -
S2407096   US TREAS INFLATION INDEX BDS 3.875 DUE 04-15-2029 REG   Dispositions   (2,110,000.00 ) 0.00   2,191,081.11
C90390U102   USA EDUCATION INC COM   Dispositions   (100.00 ) 0.00   3,724.87
C90390U102   USA EDUCATION INC COM   Free Receipt   4,200.00   0.00   -
C902984103   USA NETWORKS INC COM STK   Acquisitions   850.00   (19,830.58 ) -
C902984103   USA NETWORKS INC COM STK   Dispositions   (3,850.00 ) 0.00   172,319.98
C902984103   USA NETWORKS INC COM STK   Free Receipt   32,300.00   0.00   -
C90328S401   USA TECHNOLOGIES INC COM NEW   Acquisitions   250.00   (287.75 ) -
C90328S401   USA TECHNOLOGIES INC COM NEW   Dispositions   (1,000.00 ) 0.00   2,802.81
C917289100   USABANCSHARES COM INC   Acquisitions   2,600.00   (27,834.35 ) -
C917289100   USABANCSHARES COM INC   Dispositions   (1,000.00 ) 0.00   8,427.22
C916906100   USFREIGHTWAYS CORP COM   Acquisitions   21,400.00   (731,184.68 ) -
C916906100   USFREIGHTWAYS CORP COM   Dispositions   (46,500.00 ) 0.00   1,340,375.89
S4894544   USINOR NPV   Acquisitions   11,900.00   (176,325.87 ) -
S4894544   USINOR NPV   Dispositions   (10,001.00 ) 0.00   148,766.05
C917311805   USINTERNETWORKING INC COM   Acquisitions   13,007.00   (631,413.59 ) -
C917311805   USINTERNETWORKING INC COM   Dispositions   (12,976.00 ) 0.00   783,055.84
C917311805   USINTERNETWORKING INC COM   Free Receipt   3,510.00   0.00   -
S901761U   UST BOND 95 CALL OPTION JUNE 2000   Acquisitions   3.00   0.00   -
S901761U   UST BOND 95 CALL OPTION JUNE 2000   Dispositions   (3.00 ) 0.00   766.25
S901694U   UST BOND 98 CALL OPTION JUNE 2000   Acquisitions   1.00   0.00   -
S901694U   UST BOND 98 CALL OPTION JUNE 2000   Dispositions   (1.00 ) 0.00   323.13
S9937269   UST BOND DEC 2000 FUTURE   Free Delivery   (14.00 ) 0.00   -
S993726L   UST BOND DEC 2000 FUTURE   Free Delivery   (11.00 ) 0.00   -
S9937269   UST BOND DEC 2000 FUTURE   Free Receipt   11.00   0.00   -
S993726L   UST BOND DEC 2000 FUTURE   Free Receipt   14.00   0.00   -
S9016940   UST BOND JUNE 2000 FUTURES   Free Delivery   (22.00 ) 0.00   -
S901694L   UST BOND JUNE 2000 FUTURES   Free Delivery   (22.00 ) 0.00   -
S9016940   UST BOND JUNE 2000 FUTURES   Free Receipt   22.00   0.00   -
S901694L   UST BOND JUNE 2000 FUTURES   Free Receipt   22.00   0.00   -
S9302159   UST BOND SEP 2000 FUTURE   Free Delivery   (138.00 ) 0.00   -
S930215L   UST BOND SEP 2000 FUTURE   Free Delivery   (138.00 ) 0.00   -
S9302159   UST BOND SEP 2000 FUTURE   Free Receipt   138.00   0.00   -
S930215L   UST BOND SEP 2000 FUTURE   Free Receipt   138.00   0.00   -

201

C902911106   UST INC COM   Acquisitions   12,800.00   (214,263.00 ) -
C902911106   UST INC COM   Dispositions   (14,500.00 ) 0.00   226,662.59
S901917U   UST NOTE 97 CALL OPTION JUNE 2000   Acquisitions   4.00   0.00   -
S901917U   UST NOTE 97 CALL OPTION JUNE 2000   Dispositions   (4.00 ) 0.00   2,042.52
C902905827   USX - MARATHON GROUP COM NEW   Acquisitions   10,310.78   (263,932.46 ) -
C902905827   USX - MARATHON GROUP COM NEW   Dispositions   (12,966.58 ) 0.00   333,766.24
C90337T101   USX-US STEEL GROUP COM   Acquisitions   10,900.00   (216,948.20 ) -
C90337T101   USX-US STEEL GROUP COM   Dispositions   (2,450.00 ) 0.00   63,920.50
S5881299   UTD MEXICAN STS MTN 9.875 DUE 02-01-2010BEO US91086QAD07   Acquisitions   640,000.00   (664,718.40 ) -
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S6916781   UTD O/S BANK SGD1   Acquisitions   24,962.00   (189,895.41 ) -
S6916781   UTD O/S BANK SGD1   Dispositions   (37,500.00 ) 0.00   286,482.73
S5752191   UTD PAN-EUROPE COM EUR2'A'SHS   Acquisitions   1,020.00   (140,997.14 ) -
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S5752191   UTD PAN-EUROPE COM EUR2'A'SHS   Free Delivery   (1,269.00 ) 0.00   -
C911363109   UTD RENTALS INC COM   Acquisitions   200.00   (2,849.90 ) -
C911363109   UTD RENTALS INC COM   Dispositions   (200.00 ) 0.00   3,579.93
C913004107   UTD STATIONERS INC COM   Acquisitions   300.00   (8,429.95 ) -
C913004107   UTD STATIONERS INC COM   Dispositions   (300.00 ) 0.00   7,882.28
C913017109   UTD TECHNOLOGIES CORP COM   Acquisitions   13,201.75   (686,121.98 ) -
C913017109   UTD TECHNOLOGIES CORP COM   Dispositions   (45,400.00 ) 0.00   2,814,128.50
C903387108   UTI ENERGY CORP COM   Acquisitions   9,300.00   (200,043.00 ) -
C903387108   UTI ENERGY CORP COM   Dispositions   (4,200.00 ) 0.00   185,759.80
C918005109   UTILICORP UNITED INC COM   Acquisitions   24,720.00   (681,417.50 ) -
C918005109   UTILICORP UNITED INC COM   Dispositions   (3,760.00 ) 0.00   107,242.14
C918076100   UTSTARCOM INC COM   Acquisitions   4,550.00   (87,301.05 ) -
C918076100   UTSTARCOM INC COM   Dispositions   (4,400.00 ) 0.00   286,380.73
C918204108   V F CORP COM   Acquisitions   100.00   (2,862.50 ) -
C918204108   V F CORP COM   Dispositions   (1,200.00 ) 0.00   31,568.21
C917920100   V I TECHNOLOGIES INC COM   Acquisitions   800.00   (6,784.90 ) -
C917920100   V I TECHNOLOGIES INC COM   Dispositions   (800.00 ) 0.00   6,729.96
C91819B105   VA LINUX SYS INC COM   Acquisitions   1,500.00   (94,278.55 ) -
C91819B105   VA LINUX SYS INC COM   Dispositions   (1,500.00 ) 0.00   89,485.99
C918866104   VALASSIS COMMUNICATIONS INC COM   Acquisitions   3,600.00   (114,258.24 ) -
C918866104   VALASSIS COMMUNICATIONS INC COM   Dispositions   (16,150.00 ) 0.00   552,560.28
C918914102   VALENCE TECH INC COM   Acquisitions   200.00   (6,959.90 ) -
C918914102   VALENCE TECH INC COM   Dispositions   (400.00 ) 0.00   1,969.98
C91913Y100   VALERO ENERGY CORP COM STK NEW   Acquisitions   98,090.00   (2,653,525.25 ) -
C91913Y100   VALERO ENERGY CORP COM STK NEW   Dispositions   (58,190.00 ) 0.00   1,769,975.51
C920355104   VALSPAR CORP COM   Acquisitions   1,560.00   (53,064.85 ) -
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C92038N102   VALUE AMER INC COM   Acquisitions   22,120.00   (95,087.82 ) -
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C920387107   VALUE CY DEPT STORES INC COM   Acquisitions   3,800.00   (71,403.90 ) -
C920387107   VALUE CY DEPT STORES INC COM   Dispositions   (3,800.00 ) 0.00   57,856.70
C92047K107   VALUEVISION INTL INC COM   Acquisitions   11,700.00   (277,024.56 ) -
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C921930103   VANS INC COM   Acquisitions   35,400.00   (522,502.05 ) -
C921930103   VANS INC COM   Dispositions   (8,900.00 ) 0.00   142,688.55
C922122106   VARCO INTL INC DEL COM   Acquisitions   11,540.00   (247,482.22 ) -
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C92220P105   VARIAN MED SYS INC COM ISIN #US9222091057   Acquisitions   23,500.00   (689,106.42 ) -
C92220P105   VARIAN MED SYS INC COM ISIN #US9222091057   Dispositions   (8,800.00 ) 0.00   409,705.46
C922207105   VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM   Acquisitions   28,910.00   (1,429,874.80 ) -
C922207105   VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM   Dispositions   (30,970.00 ) 0.00   1,478,965.57
C922321104   VASOMEDICAL INC COM   Acquisitions   11,430.00   (94,827.87 ) -
C922321104   VASOMEDICAL INC COM   Dispositions   (10,430.00 ) 0.00   83,896.54
C922390208   VAXGEN INC COM NEW   Acquisitions   100.00   (2,469.95 ) -
C922390208   VAXGEN INC COM NEW   Dispositions   (100.00 ) 0.00   2,359.97
S5205361   VEDIOR CVA NLG0.05   Acquisitions   15,049.00   (153,162.96 ) -
S5205361   VEDIOR CVA NLG0.05   Dispositions   (11,408.00 ) 0.00   166,065.83

202

S5961243   VEDIOR CVA NLG0.05(STK DIV 31/5/00   Dispositions   (17.00 ) 0.00   9.02
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C922417100   VEECO INSTRS INC DEL COM   Acquisitions   1,000.00   (45,752.33 ) -
C922417100   VEECO INSTRS INC DEL COM   Dispositions   (10,900.00 ) 0.00   884,413.81
C922944103   VENATOR GROUP INC COM STK   Acquisitions   20,800.00   (226,835.44 ) -
C922944103   VENATOR GROUP INC COM STK   Dispositions   (28,900.00 ) 0.00   256,266.38
C922815105   VENTRO CORP COM   Acquisitions   5,390.00   (99,931.15 ) -
C922815105   VENTRO CORP COM   Dispositions   (3,540.00 ) 0.00   65,343.94
C922815105   VENTRO CORP COM   Free Delivery   (300.00 ) 0.00   -
C923432108   VERILINK CORP COM   Acquisitions   500.00   (6,248.70 ) -
C923432108   VERILINK CORP COM   Dispositions   (500.00 ) 0.00   3,907.41
C92343E102   VERISIGN INC COM   Acquisitions   10,165.00   (1,534,168.73 ) -
C92343E102   VERISIGN INC COM   Dispositions   (21,615.00 ) 0.00   3,750,435.17
C92343E102   VERISIGN INC COM   Free Receipt   6,490.00   0.00   -
C92343P107   VERITAS DGC INC COM   Acquisitions   10,830.00   (290,926.70 ) -
C92343P107   VERITAS DGC INC COM   Dispositions   (14,430.00 ) 0.00   337,459.79
C923436109   VERITAS SOFTWARE CORP   Acquisitions   59,418.00   (7,251,488.38 ) -
C923436109   VERITAS SOFTWARE CORP   Dispositions   (19,647.00 ) 0.00   2,548,858.36
C923436109   VERITAS SOFTWARE CORP   Free Receipt   632.00   0.00   -
C92343C106   VERITY INC COM   Acquisitions   500.00   (15,617.35 ) -
C92343C106   VERITY INC COM   Dispositions   (500.00 ) 0.00   16,909.58
C92343V104   VERIZON COMMUNICATIONS COM   Acquisitions   29,026.13   (1,318,620.45 ) -
C92343V104   VERIZON COMMUNICATIONS COM   Dispositions   (21,169.00 ) 0.00   1,033,180.59
C92343V104   VERIZON COMMUNICATIONS COM   Free Receipt   117,962.06   0.00   -
C924907108   VERTEL CORP COM   Acquisitions   500.00   (13,054.85 ) -
C924907108   VERTEL CORP COM   Dispositions   (200.00 ) 0.00   4,248.70
C92532F100   VERTEX PHARMACEUTICALS INC COM   Acquisitions   6,500.00   (783,668.50 ) -
C92532F100   VERTEX PHARMACEUTICALS INC COM   Dispositions   (1,700.00 ) 0.00   125,201.63
C92532F100   VERTEX PHARMACEUTICALS INC COM   Free Receipt   6,500.00   0.00   -
C92532L107   VERTICALNET INC OC-COM   Acquisitions   27,968.00   (1,609,029.87 ) -
C92532L107   VERTICALNET INC OC-COM   Dispositions   (30,633.00 ) 0.00   1,051,587.47
C92532L107   VERTICALNET INC OC-COM   Free Receipt   2,790.00   0.00   -
C925391104   VESTA INS GROUP INC COM   Acquisitions   200.00   (1,332.45 ) -
C925391104   VESTA INS GROUP INC COM   Dispositions   (200.00 ) 0.00   1,172.51
C925524308   VIACOM COM CL B   Acquisitions   87,400.00   (5,102,084.43 ) -
C925524308   VIACOM COM CL B   Dispositions   (9,709.24 ) 0.00   581,848.15
C925524308   VIACOM COM CL B   Free Receipt   39,649.24   0.00   -
C92553R108   VIADOR INC COM   Acquisitions   200.00   (9,072.40 ) -
C92553R108   VIADOR INC COM   Dispositions   (100.00 ) 0.00   3,444.93
S5761584   VIAG AG NPV   Acquisitions   3,534.00   (63,995.47 ) -
S5761584   VIAG AG NPV   Free Delivery   (15,334.00 ) 0.00   -
C92552V100   VIASAT INC COM   Acquisitions   400.00   (11,917.88 ) -
C92552V100   VIASAT INC COM   Dispositions   (250.00 ) 0.00   4,183.70
C92552V100   VIASAT INC COM   Free Receipt   250.00   0.00   -
C92552U102   VIASOFT INC COM   Dispositions   (350.00 ) 0.00   2,901.00
C92552U102   VIASOFT INC COM   Free Delivery   (350.00 ) 0.00   -
C92552U102   VIASOFT INC COM   Free Receipt   350.00   0.00   -
C92553H100   VIASYSTEMS GROUP INC COM   Acquisitions   58,000.00   (1,244,094.20 ) -
C92553H100   VIASYSTEMS GROUP INC COM   Dispositions   (58,000.00 ) 0.00   810,644.79
C925529208   VIATEL INC COM   Acquisitions   32,680.00   (1,454,067.25 ) -
C925529208   VIATEL INC COM   Dispositions   (32,880.00 ) 0.00   773,466.33
C925653107   VIC CORP OC-COM   Acquisitions   6,400.00   (104,523.60 ) -
C925653107   VIC CORP OC-COM   Dispositions   (4,400.00 ) 0.00   188,486.25
C925602104   VICAL INC COM   Acquisitions   14,000.00   (584,234.69 ) -
C925602104   VICAL INC COM   Dispositions   (14,000.00 ) 0.00   430,855.07
C925811101   VICON INDS INC COM   Acquisitions   1,000.00   (4,019.95 ) -
C925811101   VICON INDS INC COM   Dispositions   (1,000.00 ) 0.00   3,741.21
C925815102   VICOR CORP COM   Acquisitions   1,400.00   (35,708.96 ) -
C925815102   VICOR CORP COM   Dispositions   (1,400.00 ) 0.00   41,326.20
C926734104   VIGNETTE CORP COM   Acquisitions   15,168.00   (2,986,488.33 ) -
C926734104   VIGNETTE CORP COM   Dispositions   (21,360.00 ) 0.00   3,102,274.33
C926734104   VIGNETTE CORP COM   Free Receipt   6,500.00   0.00   -
C927140103   VILLAGEWORLD COM INC COM   Acquisitions   4,000.00   (16,120.00 ) -
C927140103   VILLAGEWORLD COM INC COM   Dispositions   (4,000.00 ) 0.00   9,919.66
C927460105   VINTAGE PETE INC COM   Acquisitions   72,300.00   (1,361,599.44 ) -
C927460105   VINTAGE PETE INC COM   Dispositions   (33,700.00 ) 0.00   632,410.31

203

C92763Q106   VIRAGE INC COM ISIN US92763Q1067   Acquisitions   1,910.00   (27,161.30 ) -
C92763Q106   VIRAGE INC COM ISIN US92763Q1067   Dispositions   (1,910.00 ) 0.00   28,189.00
C927646109   VIRATA CORP COM   Acquisitions   10,655.00   (266,226.14 ) -
C927646109   VIRATA CORP COM   Dispositions   (10,530.00 ) 0.00   256,608.40
C927646109   VIRATA CORP COM   Free Receipt   125.00   0.00   -
C928241108   VIROPHARMA INC COM   Acquisitions   6,230.00   (409,605.05 ) -
C928241108   VIROPHARMA INC COM   Dispositions   (6,030.00 ) 0.00   314,449.73
C92825Y105   VIRTUALSELLERS COM INC COM   Acquisitions   3,000.00   (8,222.40 ) -
C92825Y105   VIRTUALSELLERS COM INC COM   Dispositions   (4,000.00 ) 0.00   30,425.92
C928298108   VISHAY INTERTECHNOLOGY INC COM   Acquisitions   5,345.00   (226,790.46 ) -
C928298108   VISHAY INTERTECHNOLOGY INC COM   Dispositions   (5,712.00 ) 0.00   184,318.52
C928298108   VISHAY INTERTECHNOLOGY INC COM   Free Delivery   (150.00 ) 0.00   -
C928298108   VISHAY INTERTECHNOLOGY INC COM   Free Receipt   1,817.00   0.00   -
C928365204   VISTA INFORMATION SOLUTIONS INC COM NEW   Acquisitions   6,000.00   (20,239.10 ) -
C928365204   VISTA INFORMATION SOLUTIONS INC COM NEW   Dispositions   (1,000.00 ) 0.00   2,832.45
C92839U107   VISTEON CORP COM   Acquisitions   1,000.01   (15,842.63 ) -
C92839U107   VISTEON CORP COM   Dispositions   (7,708.30 ) 0.00   111,510.30
C92839U107   VISTEON CORP COM   Free Delivery   (52.00 ) 0.00   -
C92839U107   VISTEON CORP COM   Free Receipt   11,381.30   0.00   -
C928444108   VISUAL NETWORKS INC COM   Acquisitions   870.00   (47,554.85 ) -
C928444108   VISUAL NETWORKS INC COM   Dispositions   (370.00 ) 0.00   12,632.17
C92844S105   VISX INC DEL COM   Acquisitions   17,180.00   (598,844.14 ) -
C92844S105   VISX INC DEL COM   Dispositions   (16,455.00 ) 0.00   622,261.84
C92844S105   VISX INC DEL COM   Free Delivery   (100.00 ) 0.00   -
C928497106   VITESSE SEMICONDUCTOR CORP COM   Acquisitions   3,049.00   (224,268.29 ) -
C928497106   VITESSE SEMICONDUCTOR CORP COM   Dispositions   (4,449.00 ) 0.00   370,940.72
C92849Q104   VITRIA TECHNOLOGY INC COM   Acquisitions   335.00   (19,789.66 ) -
C92849Q104   VITRIA TECHNOLOGY INC COM   Dispositions   (470.00 ) 0.00   32,808.69
C92849Q104   VITRIA TECHNOLOGY INC COM   Free Receipt   35.00   0.00   -
S5687237   VIVENDI EUR5.5   Acquisitions   4,300.00   (520,103.33 ) -
S5687237   VIVENDI EUR5.5   Dispositions   (2,600.00 ) 0.00   178,502.26
C928551100   VIVUS INC COM   Acquisitions   14,600.00   (73,025.34 ) -
C928551100   VIVUS INC COM   Dispositions   (11,820.00 ) 0.00   63,156.89
C928552108   VIXEL CORP DEL COM STK   Acquisitions   7,400.00   (131,934.70 ) -
C928552108   VIXEL CORP DEL COM STK   Dispositions   (5,400.00 ) 0.00   94,471.24
S512631W   VNU N.V - STK (STOCK DIV) 06/09/2000   Dispositions   (7,360.00 ) 0.00   -
S512631W   VNU N.V - STK (STOCK DIV) 06/09/2000   Free Receipt   7,360.00   0.00   -
S4970950   VNU NV EUR0.2   Acquisitions   7,470.00   (473,654.91 ) -
S4970950   VNU NV EUR0.2   Dispositions   (2,230.00 ) 0.00   103,551.11
S0719210   VODAFONE GROUP PLC ORD USD0.10   Acquisitions   1,251,572.98   (1,302,749.30 ) -
S0719210   VODAFONE GROUP PLC ORD USD0.10   Dispositions   (397,000.98 ) 0.00   1,808,360.28
S2529763   VOICESTREAM WIRELESS CORP / VOICESTREAM WIRELESS HLDGS VORP STEP 11-15-2009   Acquisitions   (60,000.00 ) 60,000.00   -
S2529763   VOICESTREAM WIRELESS CORP / VOICESTREAM WIRELESS HLDGS VORP STEP 11-15-2009   Free Delivery   (40,000.00 ) 0.00   -
C928615103   VOICESTREAM WIRELESS CORP COM   Acquisitions   13,190.00   (1,497,062.96 ) -
C928615103   VOICESTREAM WIRELESS CORP COM   Dispositions   (19,055.00 ) 0.00   2,271,729.89
C928615103   VOICESTREAM WIRELESS CORP COM   Free Receipt   305.00   0.00   -
S2603151   VOICESTREAM WIRELESS CORP SR NT 10.375 DUE 11-15-2009/11-15-2004 BEO PUT   Acquisitions   25,000.00   (25,937.50 ) -
S2603151   VOICESTREAM WIRELESS CORP SR NT 10.375 DUE 11-15-2009/11-15-2004 BEO PUT   Dispositions   (8,000.00 ) 0.00   8,200.00
S2603151   VOICESTREAM WIRELESS CORP SR NT 10.375 DUE 11-15-2009/11-15-2004 BEO PUT   Free Receipt   39,000.00   0.00   -
S228978W   VOICESTREAM WIRELESS CORP/VOICESTREAM WIRELESS VORP SR NT 10.375 11-15-09 BEO   Free Delivery   (40,000.00 ) 0.00   -
S228978W   VOICESTREAM WIRELESS CORP/VOICESTREAM WIRELESS VORP SR NT 10.375 11-15-09 BEO   Free Receipt   40,000.00   0.00   -
S2596994   VOICESTREAM WIRELESS SR DISC NT STEP UP 11-15-09 0 TO 11-15-04 11.875 BEO   Dispositions   (40,000.00 ) 0.00   26,300.00
S2596994   VOICESTREAM WIRELESS SR DISC NT STEP UP 11-15-09 0 TO 11-15-04 11.875 BEO   Free Receipt   40,000.00   0.00   -
CM97601104   VOLCALTEC COMMUNICATION LTD   Acquisitions   800.00   (33,142.35 ) -
CM97601104   VOLCALTEC COMMUNICATION LTD   Dispositions   (800.00 ) 0.00   28,602.89
S5497102   VOLKSWAGEN AG ORD NPV   Acquisitions   3,596.00   (177,446.51 ) -
S5497102   VOLKSWAGEN AG ORD NPV   Dispositions   (4,705.00 ) 0.00   223,963.86

204

C928703107   VOLT INFORMATION SCIENCES INC COM   Acquisitions   100.00   (3,473.70 ) -
C928703107   VOLT INFORMATION SCIENCES INC COM   Dispositions   (100.00 ) 0.00   2,149.14
C928856129   VOLVO AKTIEBOLAGET RT PUR ADR B EXP 06/30/2000   Free Delivery   (100.00 ) 0.00   -
C928856129   VOLVO AKTIEBOLAGET RT PUR ADR B EXP 06/30/2000   Free Receipt   100.00   0.00   -
C918278102   V-ONE CORP COM   Acquisitions   1,730.00   (18,531.05 ) -
C918278102   V-ONE CORP COM   Dispositions   (1,730.00 ) 0.00   13,374.73
C929042109   VORNADO RLTY TR COM   Acquisitions   504.38   (18,713.58 ) -
C929042109   VORNADO RLTY TR COM   Dispositions   (307.72 ) 0.00   10,432.24
C92906L105   VOXWARE INC COM   Acquisitions   1,890.00   (18,809.85 ) -
C92906L105   VOXWARE INC COM   Dispositions   (1,890.00 ) 0.00   17,587.00
C918322108   VSI HLDGS INC COM   Acquisitions   1,000.00   (4,529.95 ) -
C918322108   VSI HLDGS INC COM   Dispositions   (1,000.00 ) 0.00   3,844.92
C929160109   VULCAN MATERIALS CO COM   Acquisitions   100.00   (4,406.25 ) -
C929160109   VULCAN MATERIALS CO COM   Dispositions   (900.00 ) 0.00   37,258.64
C939322103   WA MUT INC COM   Acquisitions   5,904.59   (154,018.95 ) -
C939322103   WA MUT INC COM   Dispositions   (12,392.48 ) 0.00   344,653.22
C939322103   WA MUT INC COM   Free Delivery   (200.00 ) 0.00   -
C929771103   WACHOVIA CORP COM NEW   Acquisitions   200.00   (12,112.50 ) -
C929771103   WACHOVIA CORP COM NEW   Dispositions   (1,800.00 ) 0.00   108,971.56
C930059100   WADDELL & REED FINL INC CL A COM   Acquisitions   3,315.00   (105,966.66 ) -
C930059100   WADDELL & REED FINL INC CL A COM   Dispositions   (9,005.00 ) 0.00   311,978.87
C930059100   WADDELL & REED FINL INC CL A COM   Free Receipt   5,920.00   0.00   -
C930128103   WADE COOK FINL CORP COM   Acquisitions   23,500.00   (6,088.50 ) -
C930128103   WADE COOK FINL CORP COM   Dispositions   (13,000.00 ) 0.00   6,705.01
C931422109   WALGREEN CO COM   Acquisitions   38,742.23   (1,092,711.22 ) -
C931422109   WALGREEN CO COM   Dispositions   (49,939.92 ) 0.00   1,618,202.88
C932270101   WALLACE COMPUTER SVCS INC COM   Acquisitions   159.22   (1,854.31 ) -
C932270101   WALLACE COMPUTER SVCS INC COM   Dispositions   (1,430.00 ) 0.00   21,406.38
S2196208   WALMART DE MEXICO 'C' NPV   Dispositions   (110,000.00 ) 0.00   221,598.55
S2196208   WALMART DE MEXICO 'C' NPV   Free Receipt   110,000.00   0.00   -
C931142103   WAL-MART STORES INC COM   Acquisitions   77,391.95   (4,272,317.16 ) -
C931142103   WAL-MART STORES INC COM   Dispositions   (109,408.35 ) 0.00   6,181,498.35
C931142103   WAL-MART STORES INC COM   Free Delivery   (1,151.98 ) 0.00   -
C254687205   WALT DISNEY INTERNET GROUP COM   Acquisitions   759.00   (19,501.33 ) -
C254687205   WALT DISNEY INTERNET GROUP COM   Dispositions   (390.00 ) 0.00   10,599.16
C254687205   WALT DISNEY INTERNET GROUP COM   Free Delivery   (115.00 ) 0.00   -
C934390105   WARNACO GROUP INC CL A COM   Acquisitions   55,600.00   (706,768.50 ) -
C934390105   WARNACO GROUP INC CL A COM   Dispositions   (55,600.00 ) 0.00   578,610.13
C94106L109   WASTE MGMT INC DEL COM STK   Acquisitions   9,175.24   (148,056.67 ) -
C94106L109   WASTE MGMT INC DEL COM STK   Dispositions   (15,560.12 ) 0.00   252,798.53
C941105108   WATCHGUARD TECHNOLOGIES INC COM   Acquisitions   12,600.00   (541,520.27 ) -
C941105108   WATCHGUARD TECHNOLOGIES INC COM   Dispositions   (3,400.00 ) 0.00   183,166.53
C941848103   WATERS CORP COM   Acquisitions   400.00   (36,059.90 ) -
C941848103   WATERS CORP COM   Dispositions   (400.00 ) 0.00   51,968.31
C941850109   WATERS INSTRS INC COM   Acquisitions   900.00   (5,204.95 ) -
C941850109   WATERS INSTRS INC COM   Dispositions   (900.00 ) 0.00   6,213.58
C942683103   WATSON PHARMACEUTICALS INC COM   Acquisitions   1,100.00   (45,422.15 ) -
C942683103   WATSON PHARMACEUTICALS INC COM   Dispositions   (2,560.00 ) 0.00   119,954.97
C943526103   WAVE SYS CORP CL A   Acquisitions   4,308.00   (118,824.68 ) -
C943526103   WAVE SYS CORP CL A   Dispositions   (3,000.00 ) 0.00   71,069.42
C943570101   WAVERIDER COMMUNICATIONS INC COM   Acquisitions   1,246.00   (11,702.45 ) -
C943570101   WAVERIDER COMMUNICATIONS INC COM   Dispositions   (1,000.00 ) 0.00   11,907.15
C944027101   WAVO CORP COM   Acquisitions   21,400.00   (38,853.70 ) -
C944027101   WAVO CORP COM   Dispositions   (21,400.00 ) 0.00   33,747.27
C947336103   WEB STR INC COM ISIN US9473361031   Acquisitions   1,000.00   (8,091.15 ) -
C947336103   WEB STR INC COM ISIN US9473361031   Dispositions   (1,000.00 ) 0.00   7,127.35
C947423109   WEBB DEL CORP COM   Acquisitions   9,900.00   (227,056.50 ) -
C947423109   WEBB DEL CORP COM   Dispositions   (27,500.00 ) 0.00   405,696.60
C94748P104   WEBB INTERACTIVE SVCS INC COM OC-COM   Acquisitions   1,000.00   (14,186.20 ) -
C94748P104   WEBB INTERACTIVE SVCS INC COM OC-COM   Dispositions   (1,000.00 ) 0.00   13,875.82
C94768W104   WEBHIRE INC COM   Acquisitions   2,000.00   (5,372.40 ) -
C94768W104   WEBHIRE INC COM   Dispositions   (2,000.00 ) 0.00   6,709.77
C94769M105   WEBMD CORP COM STK COM   Acquisitions   1,640.00   (18,075.10 ) -
C94769M105   WEBMD CORP COM STK COM   Dispositions   (20,540.00 ) 0.00   244,738.43
C94769M105   WEBMD CORP COM STK COM   Free Receipt   62,861.00   0.00   -
C94844D104   WEBTRENDS CORP COM   Acquisitions   150.00   (14,709.90 ) -

205

C94844D104   WEBTRENDS CORP COM   Dispositions   (350.00 ) 0.00   21,234.42
C94844D104   WEBTRENDS CORP COM   Free Receipt   100.00   0.00   -
C94845V103   WEBVAN GROUP INC COM STK   Acquisitions   20,300.00   (157,508.18 ) -
C94845V103   WEBVAN GROUP INC COM STK   Dispositions   (19,800.00 ) 0.00   134,326.75
C948585104   WEGENER CORP COM   Acquisitions   750.00   (5,432.78 ) -
C948585104   WEGENER CORP COM   Dispositions   (750.00 ) 0.00   4,410.58
C948741103   WEINGARTEN RLTY INVESTORS SH BEN INT   Acquisitions   2,502.19   (96,113.77 ) -
C948741103   WEINGARTEN RLTY INVESTORS SH BEN INT   Dispositions   (2,556.46 ) 0.00   99,406.34
C948849104   WEIS MKT INC COM   Acquisitions   16,600.00   (596,208.92 ) -
C948849104   WEIS MKT INC COM   Dispositions   (7,900.00 ) 0.00   307,951.47
C949702104   WELLMAN INC COM   Acquisitions   6,500.00   (117,192.61 ) -
C949702104   WELLMAN INC COM   Dispositions   (6,500.00 ) 0.00   88,481.54
C949746101   WELLS FARGO & CO NEW COM STK   Acquisitions   17,456.87   (675,814.15 ) -
C949746101   WELLS FARGO & CO NEW COM STK   Dispositions   (29,900.63 ) 0.00   1,228,536.07
C949746101   WELLS FARGO & CO NEW COM STK   Free Delivery   (410.67 ) 0.00   -
S229573U   WELLS FARGO BANK VAR SER BKNT 15.06.2010   Acquisitions   110,000.00   (110,000.00 ) -
S229573U   WELLS FARGO BANK VAR SER BKNT 15.06.2010   Dispositions   (110,000.00 ) 0.00   110,457.60
C950590109   WENDY S INTL INC COM   Acquisitions   2,302.53   (47,161.02 ) -
C950590109   WENDY S INTL INC COM   Dispositions   (3,203.48 ) 0.00   66,141.82
C95750P106   WESTCOAST HOSPITALITY CORP COM   Dispositions   (100.00 ) 0.00   682.52
C95750P106   WESTCOAST HOSPITALITY CORP COM   Free Receipt   100.00   0.00   -
C957541105   WESTELL TECHNOLOGIES INC CL A   Acquisitions   500.00   (8,358.70 ) -
C957541105   WESTELL TECHNOLOGIES INC CL A   Dispositions   (1,500.00 ) 0.00   15,173.34
C958102105   WESTN DIGITAL CORP COM   Acquisitions   34,900.00   (189,206.77 ) -
C958102105   WESTN DIGITAL CORP COM   Dispositions   (35,100.00 ) 0.00   189,307.07
C958102105   WESTN DIGITAL CORP COM   Free Delivery   (400.00 ) 0.00   -
C958259103   WESTN GAS RES INC COM   Acquisitions   5,500.00   (89,261.75 ) -
C958259103   WESTN GAS RES INC COM   Dispositions   (12,300.00 ) 0.00   228,773.38
C959425109   WESTN RES INC COM   Acquisitions   7.99   (133.75 ) -
C959425109   WESTN RES INC COM   Free Delivery   (257.99 ) 0.00   -
C95988E204   WESTN WIRELESS CORP CL A   Acquisitions   22,730.00   (1,127,171.26 ) -
C95988E204   WESTN WIRELESS CORP CL A   Dispositions   (14,390.00 ) 0.00   632,001.13
S6076146   WESTPAC BKG CORP NPV   Acquisitions   13,830.00   (95,157.27 ) -
S6076146   WESTPAC BKG CORP NPV   Dispositions   (54,714.00 ) 0.00   374,951.58
C961548104   WESTVACO CORP COM   Acquisitions   12,930.00   (371,383.22 ) -
C961548104   WESTVACO CORP COM   Dispositions   (20,940.00 ) 0.00   581,692.81
C961815107   WESTWOOD 1 INC COM   Acquisitions   13,900.00   (992,178.48 ) -
C961815107   WESTWOOD 1 INC COM   Dispositions   (7,500.00 ) 0.00   249,861.66
C961815107   WESTWOOD 1 INC COM   Free Receipt   13,900.00   0.00   -
C961840105   WET SEAL INC CL A   Acquisitions   200.00   (3,382.45 ) -
C961840105   WET SEAL INC CL A   Dispositions   (200.00 ) 0.00   3,204.94
C962166104   WEYERHAEUSER CO COM   Acquisitions   9,515.00   (544,991.60 ) -
C962166104   WEYERHAEUSER CO COM   Dispositions   (20,000.00 ) 0.00   1,105,307.82
C963320106   WHIRLPOOL CORP COM   Acquisitions   1,100.00   (63,895.18 ) -
C963320106   WHIRLPOOL CORP COM   Dispositions   (7,000.00 ) 0.00   288,720.06
C965042104   WHITEHALL ENTERPRISES INC COM   Acquisitions   204,000.00   (21,107.45 ) -
C965042104   WHITEHALL ENTERPRISES INC COM   Free Delivery   (4,000.00 ) 0.00   -
C965063100   WHITEHALL JEWELLERS INC COM   Acquisitions   4,100.00   (102,186.07 ) -
C965063100   WHITEHALL JEWELLERS INC COM   Dispositions   (4,100.00 ) 0.00   77,852.30
C966837106   WHOLE FOODS MKT INC COM   Acquisitions   39,600.00   (1,628,016.40 ) -
C966837106   WHOLE FOODS MKT INC COM   Dispositions   (24,800.00 ) 0.00   1,259,474.42
C96808B107   WILD OATS MKTS INC COM   Acquisitions   35,090.00   (631,444.59 ) -
C96808B107   WILD OATS MKTS INC COM   Dispositions   (50,300.00 ) 0.00   702,624.30
C96808B107   WILD OATS MKTS INC COM   Free Receipt   5,070.00   0.00   -
C969133107   WILLAMETTE IND INC COM   Acquisitions   5,500.00   (239,327.63 ) -
C969133107   WILLAMETTE IND INC COM   Dispositions   (8,100.00 ) 0.00   252,893.04
C969457100   WILLIAMS CO INC COM   Acquisitions   609.00   (24,672.90 ) -
C969457100   WILLIAMS CO INC COM   Dispositions   (3,736.00 ) 0.00   149,239.77
C969455104   WILLIAMS COMMUNICATIONS GROUP INC COM   Acquisitions   40.00   (1,844.95 ) -
C969455104   WILLIAMS COMMUNICATIONS GROUP INC COM   Dispositions   (40.00 ) 0.00   2,269.97
S215861U   WILLIAMS COMMUNICATIONS GROUP INC SR NT 10.875 DUE 10-01-2009/10-01-2004 BEO PUT   Acquisitions   31,000.00   (32,472.50 ) -
S215861U   WILLIAMS COMMUNICATIONS GROUP INC SR NT 10.875 DUE 10-01-2009/10-01-2004 BEO PUT   Dispositions   (45,000.00 ) 0.00   41,117.50
C973149107   WIND RIV SYS INC COM   Acquisitions   1,125.00   (42,639.34 ) -
C973149107   WIND RIV SYS INC COM   Dispositions   (1,025.00 ) 0.00   44,569.63

206

C973149107   WIND RIV SYS INC COM   Free Receipt   92.00   0.00   -
C974168106   WINK COMMUNICATIONS INC COM   Acquisitions   1,200.00   (45,809.80 ) -
C974168106   WINK COMMUNICATIONS INC COM   Dispositions   (900.00 ) 0.00   19,951.93
C974280109   WINN-DIXIE STORES INC COM   Acquisitions   100.00   (1,631.25 ) -
C974280109   WINN-DIXIE STORES INC COM   Dispositions   (1,400.00 ) 0.00   23,920.95
C974637100   WINNEBAGO INDS INC COM   Acquisitions   5,400.00   (112,109.40 ) -
C974637100   WINNEBAGO INDS INC COM   Dispositions   (3,400.00 ) 0.00   50,354.70
C975515107   WINSTAR COMMUNICATIONS INC COM   Acquisitions   54,980.00   (1,419,672.62 ) -
C975515107   WINSTAR COMMUNICATIONS INC COM   Dispositions   (32,120.00 ) 0.00   824,625.45
C975515107   WINSTAR COMMUNICATIONS INC COM   Free Receipt   3,100.00   0.00   -
S2301251   WINSTAR COMMUNICATIONS INC SR SUB DEFD INT NT 11 3-15-08 INT DEFD TIL 3-15-03   Acquisitions   10,000.00   (10,025.00 ) -
S2301251   WINSTAR COMMUNICATIONS INC SR SUB DEFD INT NT 11 3-15-08 INT DEFD TIL 3-15-03   Dispositions   (96,000.00 ) 0.00   88,820.00
C97653A103   WIRELESS FACS INC COM   Acquisitions   100.00   (7,907.45 ) -
C97653A103   WIRELESS FACS INC COM   Dispositions   (200.00 ) 0.00   8,294.77
C976524108   WIRELESS TELECOM GROUP INC COM   Acquisitions   2,000.00   (7,435.00 ) -
C976524108   WIRELESS TELECOM GROUP INC COM   Dispositions   (2,000.00 ) 0.00   7,314.75
C977383108   WIT SOUNDVIEW GROUP INC COM   Dispositions   (3,500.00 ) 0.00   29,434.75
C977383108   WIT SOUNDVIEW GROUP INC COM   Free Receipt   3,810.00   0.00   -
C977424100   WITNESS SYS INC COM   Acquisitions   3,780.00   (109,685.90 ) -
C977424100   WITNESS SYS INC COM   Dispositions   (3,780.00 ) 0.00   112,805.26
C929284107   WJ COMMUNICATIONS INC COM STK   Acquisitions   150.00   (6,174.33 ) -
C929284107   WJ COMMUNICATIONS INC COM STK   Dispositions   (150.00 ) 0.00   6,244.88
S0976402   WOLSELEY ORD 25P   Acquisitions   22,984.00   (149,966.03 ) -
S0976402   WOLSELEY ORD 25P   Dispositions   (19,964.00 ) 0.00   103,874.43
S5671519   WOLTERS KLUWER CVA EUR0.12   Acquisitions   18,640.00   (416,426.75 ) -
S5671519   WOLTERS KLUWER CVA EUR0.12   Dispositions   (3,712.00 ) 0.00   81,226.67
S5931536   WOLTERS KLUWER CVA EUR0.12(ST DIV 30/4/00)   Dispositions   (13,610.00 ) 0.00   12.75
S5931536   WOLTERS KLUWER CVA EUR0.12(ST DIV 30/4/00)   Free Receipt   13,610.00   0.00   -
C98141A101   WORLD ACCESS INC (NEW)   Acquisitions   24,900.00   (228,532.19 ) -
C98141A101   WORLD ACCESS INC (NEW)   Dispositions   (24,900.00 ) 0.00   96,495.39
C98155Q109   WORLD WIDE WIRELESS COMMUNICATIONS INC COM   Acquisitions   8,400.00   (13,468.40 ) -
C98155Q109   WORLD WIDE WIRELESS COMMUNICATIONS INC COM   Dispositions   (1,300.00 ) 0.00   1,840.03
C98157D106   WORLDCOM INC GA NEW COM STK ISIN# US98157D1063   Acquisitions   26,530.00   (839,062.66 ) -
C98157D106   WORLDCOM INC GA NEW COM STK ISIN# US98157D1063   Dispositions   (96,580.00 ) 0.00   3,734,553.55
C98157D106   WORLDCOM INC GA NEW COM STK ISIN# US98157D1063   Free Delivery   (1,100.00 ) 0.00   -
C98157D106   WORLDCOM INC GA NEW COM STK ISIN# US98157D1063   Free Receipt   171,470.00   0.00   -
C981922107   WORLDPAGES.COM INC COM   Dispositions   (1,000.00 ) 0.00   8,607.25
C981922107   WORLDPAGES.COM INC COM   Free Receipt   1,000.00   0.00   -
C981811102   WORTHINGTON INDS INC COM   Acquisitions   12,510.00   (192,759.25 ) -
C981811102   WORTHINGTON INDS INC COM   Dispositions   (10,300.00 ) 0.00   132,871.57
S0974042   WPP GROUP ORD 10P   Acquisitions   30,000.00   (497,812.74 ) -
S0974042   WPP GROUP ORD 10P   Dispositions   (9,000.00 ) 0.00   112,266.31
C982526105   WRIGLEY WM JR CO CAP   Acquisitions   100.00   (7,381.25 ) -
C982526105   WRIGLEY WM JR CO CAP   Dispositions   (1,000.00 ) 0.00   74,399.67
C92932N109   WSI INTERACTIVE MARKETING INC COM   Acquisitions   24,750.00   (94,996.71 ) -
C92932N109   WSI INTERACTIVE MARKETING INC COM   Dispositions   (19,750.00 ) 0.00   69,827.01
C94113U100   WTR PIK TECHNOLOGIES INC COM   Acquisitions   1,200.00   (9,809.06 ) -
C94113U100   WTR PIK TECHNOLOGIES INC COM   Dispositions   (1,520.60 ) 0.00   11,148.25
C94113U100   WTR PIK TECHNOLOGIES INC COM   Free Receipt   320.60   0.00   -
C983858101   X X SYS TECHNOLOGIES INC COM   Acquisitions   4,000.00   (869.95 ) -
C983858101   X X SYS TECHNOLOGIES INC COM   Free Delivery   (4,000.00 ) 0.00   -
C98389B100   XCEL ENERGY INC COM   Acquisitions   35,910.00   (944,197.63 ) -
C98389B100   XCEL ENERGY INC COM   Dispositions   (36,010.00 ) 0.00   939,933.61
C98389B100   XCEL ENERGY INC COM   Free Receipt   9,005.00   0.00   -
CG31611109   XCELERA INC   Acquisitions   3,615.00   (198,932.55 ) -
CG31611109   XCELERA INC   Dispositions   (3,500.00 ) 0.00   179,310.67
CG31611109   XCELERA INC   Free Delivery   (100.00 ) 0.00   -
CG31611109   XCELERA INC   Free Receipt   319.00   0.00   -
C984121103   XEROX CORP COM   Acquisitions   18,007.93   (329,609.46 ) -
C984121103   XEROX CORP COM   Dispositions   (15,121.70 ) 0.00   343,435.02
C983909102   XETA TECHNOLOGIES INC COM   Acquisitions   200.00   (8,853.65 ) -
C983909102   XETA TECHNOLOGIES INC COM   Dispositions   (250.00 ) 0.00   6,221.13
C983909102   XETA TECHNOLOGIES INC COM   Free Receipt   50.00   0.00   -
C984903104   XICOR INC COM   Acquisitions   950.00   (15,021.78 ) -

207

C984903104   XICOR INC COM   Dispositions   (1,050.00 ) 0.00   13,507.19
C983919101   XILINX INC COM   Acquisitions   50,900.00   (3,819,779.57 ) -
C983919101   XILINX INC COM   Dispositions   (21,570.00 ) 0.00   1,309,617.66
C983919101   XILINX INC COM   Free Delivery   (400.00 ) 0.00   -
C983919101   XILINX INC COM   Free Receipt   7,160.00   0.00   -
C983922105   XIRCOM COM   Acquisitions   31,200.00   (1,301,892.40 ) -
C983922105   XIRCOM COM   Dispositions   (30,200.00 ) 0.00   1,111,471.64
CG98255105   XL CAP LTD-CL A   Acquisitions   300.00   (20,504.95 ) -
CG98255105   XL CAP LTD-CL A   Dispositions   (300.00 ) 0.00   19,544.39
C983764101   XO COMMUNICATIONS INC CL A   Dispositions   (400.00 ) 0.00   7,869.78
C983764101   XO COMMUNICATIONS INC CL A   Free Receipt   1,695.00   0.00   -
CG9825R107   XOMA CORP COM BERMUDA   Acquisitions   93,850.00   (581,575.60 ) -
CG9825R107   XOMA CORP COM BERMUDA   Dispositions   (98,100.00 ) 0.00   959,544.53
C98413B100   XPEDIOR INC COM   Acquisitions   2,000.00   (58,685.00 ) -
C98413B100   XPEDIOR INC COM   Dispositions   (2,000.00 ) 0.00   2,049.27
C984149104   XYBERNAUT CORP COM   Acquisitions   725.00   (18,102.04 ) -
C984149104   XYBERNAUT CORP COM   Dispositions   (500.00 ) 0.00   12,142.23
C984149104   XYBERNAUT CORP COM   Free Delivery   (125.00 ) 0.00   -
C984332106   YAHOO INC COM   Acquisitions   113,635.00   (17,311,581.34 ) -
C984332106   YAHOO INC COM   Dispositions   (59,158.00 ) 0.00   9,623,413.97
C984332106   YAHOO INC COM   Free Receipt   9,618.00   0.00   -
S6985383   YAMANOUCHI PHARM JPY50   Acquisitions   5,000.00   (232,545.93 ) -
S6985383   YAMANOUCHI PHARM JPY50   Dispositions   (7,000.00 ) 0.00   342,187.45
C984757104   YANKEE CANDLE CO COM ISIN US9847571042   Acquisitions   500.00   (10,046.10 ) -
C984757104   YANKEE CANDLE CO COM ISIN US9847571042   Dispositions   (200.00 ) 0.00   4,169.91
C985509108   YELLOW CORP COM   Acquisitions   380.00   (6,584.95 ) -
C985509108   YELLOW CORP COM   Dispositions   (380.00 ) 0.00   7,284.80
C987048105   YORK RESH CORP COM   Acquisitions   1,000.00   (1,029.95 ) -
C987048105   YORK RESH CORP COM   Dispositions   (1,000.00 ) 0.00   1,220.00
C988858106   ZALE CORP NEW COM STK   Acquisitions   6,290.00   (262,142.67 ) -
C988858106   ZALE CORP NEW COM STK   Dispositions   (4,830.00 ) 0.00   146,486.61
C988881108   ZAMBA CORP COM   Acquisitions   4,000.00   (24,844.70 ) -
C988881108   ZAMBA CORP COM   Dispositions   (2,000.00 ) 0.00   7,939.73
C989207105   ZEBRA TECHNOLOGIES CORP CL A   Acquisitions   50.00   (2,344.95 ) -
C989207105   ZEBRA TECHNOLOGIES CORP CL A   Dispositions   (50.00 ) 0.00   2,079.98
C98935C990   ZENGINE INC SUBSCRIPTION OFFER   Free Delivery   (624.00 ) 0.00   -
C98935C990   ZENGINE INC SUBSCRIPTION OFFER   Free Receipt   624.00   0.00   -
C988918108   ZI CORP COM   Acquisitions   1,200.00   (15,137.40 ) -
C988918108   ZI CORP COM   Dispositions   (2,200.00 ) 0.00   51,382.82
C98974P100   ZIXIT CORP   Acquisitions   2,400.00   (96,547.20 ) -
C98974P100   ZIXIT CORP   Dispositions   (1,600.00 ) 0.00   65,098.05
C98974P100   ZIXIT CORP   Free Delivery   (1,000.00 ) 0.00   -
C989922109   ZOLL MED CORP COM   Acquisitions   1,550.00   (55,153.95 ) -
C989922109   ZOLL MED CORP COM   Dispositions   (1,550.00 ) 0.00   79,263.82
C989929104   ZOMAX INC COM   Acquisitions   41,760.00   (657,074.42 ) -
C989929104   ZOMAX INC COM   Dispositions   (39,760.00 ) 0.00   532,024.27
C989929104   ZOMAX INC COM   Free Delivery   (1,000.00 ) 0.00   -
C989929104   ZOMAX INC COM   Free Receipt   7,900.00   0.00   -
C98975F101   ZORAN CORP COM   Acquisitions   392.00   (19,221.42 ) -
C98975F101   ZORAN CORP COM   Dispositions   (350.00 ) 0.00   17,490.18
C988792107   Z-TEL TECHNOLOGIES INC COM   Acquisitions   400.00   (6,179.95 ) -
C988792107   Z-TEL TECHNOLOGIES INC COM   Dispositions   (400.00 ) 0.00   5,779.85
S5486779   ZURICH ALLIED AG CHF10(REGD)   Acquisitions   550.00   (245,379.24 ) -
S5486779   ZURICH ALLIED AG CHF10(REGD)   Free Delivery   (550.00 ) 0.00   -
C989855101   ZYGO CORP COM   Acquisitions   100.00   (2,379.95 ) -
C989855101   ZYGO CORP COM   Dispositions   (100.00 ) 0.00   2,582.46

208