Edgar Filing: UAL CORP /DE/

United Air Lines, Inc SECURITIES AND EXCHANGE COMMISSION

Washington D.C. 20549

FORM 11-K

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

(Mark One)

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

EXCHANGE ACT OF 1934

For the period ended December 31, 2002

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

EXCHANGE ACT OF 1934

For the transition period from ___ to ___

Commission File No. 1 - 6033

A.	United Airlines Pilot Directed Account Plan
	(Full title of the Plan)

	United Air Lines, Inc.
	(Employer sponsoring the Plan)

B.	UAL Corporation
	(Issuer of the shares held pursuant to the Plan)
	1200 East Algonquin Rd., Elk Grove Township, Illinois
	Mailing Address: P.O. Box 66100, Chicago, Illinois 60666
	(Address of principal executives offices)

UNITED AIRlINES
PILOT DIRECTED ACCOUNT PLAN

TABLE OF CONTENTS

	Page

INDEPENDENT AUDITORS' REPORT	1

FINANCIAL STATEMENTS AS OF DECEMBER 31, 2002 AND 2001
AND FOR THE YEAR ENDED DECEMBER 31 ,2002

Statements of Net Assets Available for Benefits	2

Statement of Changes in Net Assets Available for Benefits	3

SUPPLEMENTAL SCHEDULES AS OF AND FOR YEAR ENDED
DECEMBER 31, 2002:

Form 5500, Schedule H, Part IV, Line 4i-
Schedule of Assets Acquired & Disposed of Within the Plan Year	12

Reconciliation of scheudle H, Line 4i-
Schedule of Assets (Held at End of Year) to Net Assets Available
For Benefits	18

Form 5500, Schedule H, Part IV, Line 4i-
Schedule of Assets (Held at End of Year)	19

Note: Supplemental schedules required by the rules and regulations of the Department of Labor are omitted because of the absence of conditions under which they are required.

INDEPENDENT AUDITORS' REPORT

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

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

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

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

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

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

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

UNITED AIRLINES

PILOT DIRECTED ACCOUNT PLAN

STATEMENT OF NET ASSETS AVAILABLE FOR BENEFITS

YEAR ENDED DECEMBER 31, 2002

(In thousands)

	December 31	December 31
	2002	2001
ASSETS:
Participant directed investments:
Cash and cash equivalents net of offsets (Note 2)	$ 635,164	$ 587,960
Equity securities, net of offsets (Note 2)	731,690	1,058,808
Asset backed securities	38,893	47,293
Corporate and international bonds	55,277	69,202
Government securities and other fixed instruments,
net of offsets (Note 2)	83,302	112,497
Other	11,498	13,880
Securities on loan (Note 2)	161,988	150,176
Total investments	1,717,812	2,037,816

Contribution receivable	3,656	$ 16,793
Accrued income, net	2,739	2,791
Collateral received for securities loaned (Note 2)	166,165	147,284

Total assets	1,890,372	2,204,684

LIABILITIES:
Pending trade payables, net	(52,228)	(79,950)
Obligation for collateral received for securities
Loaned (Note 2)	(166,165)	(147,284)

Total liabilities	(218,393)	(227,234)

NET ASSETS AVAILABLE FOR PLAN BENEFITS	$1,671,979	$1,977,450

See notes to financial statements.

UNITED AIRLINES

PILOT DIRECTED ACCOUNT PLAN

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

YEAR ENDED DECEMBER 31, 2002

(In thousands)

ADDITIONS:
Contributions:
Employer contributions	$ 169,319
Participants contributions	54,456
Rollover contributions (Note 1)	10,135
Income from Securities Lending	372

Total additions	234,282

DEDUCTIONS:
Investment loss:
Net depreciation in fair value of investments	$ (336,863)
Dividends	12,269
Interest	21,670
Other loss (Note 2)	(3,139)

Net investment loss	(306,063)

Benefits paid to participants	(223,532)
Administrative expenses	(10,158)

Total deductions	(539,753)

DECREASE IN NET ASSETS	(305,471)

NET ASSETS AVAILABLE FOR BENEFITS:
Beginning of year	1,977,450

End of year	$ 1,671,979

See notes to financial statements.

UNITED AIRLINES

PILOT DIRECTED ACCOUNT PLAN

NOTES TO FINANCIAL STATEMENTS

DECEMBER 31, 2002 AND 2001

1. DESCRIPTION OF PLAN

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

- Discretionary withdrawals of post-tax contributions and earnings

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

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

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

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

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

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

2. SIGNIFICANT ACCOUNTING POLICIES

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

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

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

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

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

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

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

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

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

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

3. INVESTMENTS

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

	December 31	December 31
	2002	2001

Frank Russell Short-Term Investment Fund	$466,649	$434,546

During 2002, the Plan's investments (including gains and losses on investments bought and sold, as well as held during the year) appreciated (depreciated) in value by ($336,863) during the year ended December 31, 2002, as follows (in thousands):

Equities securities, net of offsets		(344,344)
Asset backed securities		(480)
Corporate and international bonds		785
Government securities and other fixed instruments,
net of offsets		6,080
Other		1,096

Total		$ (336,863)

The Trustee is authorized to engage in the lending of certain Trust assets. Securities lending is an investment management strategy that utilizes the existing securities (government bonds, corporate bonds or equities) of the Trust to earn additional income. It involves the loaning of securities to a select group of approved broker-dealers. In return for the loaned securities, the Trustee simultaneously receives collateral in the form of cash or U.S. Government securities as a safeguard against possible default of any borrower on the return of the loan. Each loan is collateralized to the extent of 102% for domestic securities and 105% for international securities of the fair value of the loan plus accrued interest. The collateral is marked-to-market on a daily basis to maintain the margin requirement. The Plan accounts for its securities lending activities in accordance with Statement of Financial Accounting Standards No. 140, Accounting for Transfers and Servicing of Financial Assets and Extinguishments of Liabilities

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

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

Money Market Fund	-	Frank Russell Trust Company

Short-Term Securities Fund	-	Pacific Investment Management

Diversified Bond Fund	-	Western Asset Management Company

Value Equity Bond	-	Dodge and Cox, Inc.
	-	Jacobs Levy Equity Management Inc.
	-	MFS Institutional
	-	Frank Russell Trust Company

Growth Equity Fund	-	Alliance Capital Management
	-	Lincoln Capital Management Company
	-	Suffolk Investment Partners
	-	Turner Investment Partners, Inc.
	-	Frank Russell Trust Company

Small Cap Equity Fund	-	Jacobs Levy Equity Management, Inc.
	-	Capital Works
	-	Peregrine Capital Management
	-	Turner Investment Partners, Inc.
	-	Frank Russell Trust Company

International Equity Fund	-	Capital Guardian Trust Company
	-	Rowe Price-Fleming International, Inc.
	-	The Boston Company Asset Mgt., Inc.
	-	Frank Russell Trust Company

S&P 500 Index Fund	-	PanAgora Asset Management

Individual Brokerage Account Option	-	Self-Directed Account with Charles Schwab

4. DERIVATIVE FINANCIAL INSTRUMENTS

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

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

6. PLAN TERMINATION

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

7. FEDERAL INCOME TAX STATUS

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

8. RECONCILIATION TO FORM 5500 At December 31, 2001, certain participants had requested distributions from the plan, but were not paid until January 2002. No liability is recorded in the financial statements for such transactions. However, these amounts are included as a benefit payable in the Form 5500. A reconciliation between the financial statements and the Form 5500 is as follows (in thousands):

	2002	2001
Net assets available for plan benefits per financial statements	$ 1,671,979	$ 1,977,450
Less- Amounts allocated to withdrawing participants		(4,811)
Net assets available for plan benefits per Form 5500	$ 1,671,979	$ 1,972,639

Benefits paid to participants per financial statements	$ 223,532	$ 27,414
Add- Amounts allocated to withdrawing participants at December 31, 2002		4,811
Less- Amounts allocated to withdrawing participants at December 31, 2001	(4,811)	(2,234)
Benefits paid to participants per Form 5500	$ 218,721	$ 29,991

9. SUBSEQUENT EVENTS

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

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

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

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

SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)

	(c) Costs of	(d) Proceeds of
(a) (b) Identity of Issue / Description of Investment	Acquisitions	Dispositions

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

UNITED AIRLINES

PILOT DIRECTED ACCOUNT PLAN

TIE IN OF SCHEDULE H, Line 4I

SCHEDULES OF ASSETS (HELD AT END OF YEAR) TO

NET ASSETS AVAILABLE FOR BENEFITS

DECEMBER 31, 2002

(In thousands)

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

SCHEDULE OF ASSETS HELD FOR INVESTMENT PURPOSES

Identity of issue, borrower, lessor, or similar party	Description of investments including maturity date, rate of interest, collateral, par, or maturity value	Current Value	Cost	Shares/Par Value
Non-Interest Bearing Cash - USD	Australian dollar	(25,637.21)	(25,637.21)	(25,637.21)
Non-Interest Bearing Cash - USD	Australian dollar	49.28	49.28	49.28
Non-Interest Bearing Cash - USD	Canadian dollar	308.95	308.95	308.95
Non-Interest Bearing Cash - USD	Canadian dollar	0.01	0.01	0.01
Non-Interest Bearing Cash - USD	Swiss franc	0.44	0.44	0.44
Non-Interest Bearing Cash - USD	Swiss franc	54.86	54.86	54.86
Non-Interest Bearing Cash - USD	Danish krone	3.55	3.55	3.55
Non-Interest Bearing Cash - USD	Danish krone	106.41	106.41	106.41
Non-Interest Bearing Cash - USD	Euro	(642,345.70)	(642,345.70)	(642,345.70)
Non-Interest Bearing Cash - USD	Euro	232.44	232.44	232.44
Non-Interest Bearing Cash - USD	Euro	109.30	109.30	109.30
Non-Interest Bearing Cash - USD	Euro	2,266.69	2,266.69	2,266.69
Non-Interest Bearing Cash - USD	Euro	192,239.41	192,239.41	192,239.41
Non-Interest Bearing Cash - USD	British pound sterling	(202,673.02)	(202,673.02)	(202,673.02)
Non-Interest Bearing Cash - USD	British pound sterling	114.29	114.29	114.29
Non-Interest Bearing Cash - USD	British pound sterling	775.74	775.74	775.74
Non-Interest Bearing Cash - USD	Hong Kong dollar	(235,829.85)	(235,829.85)	(235,829.85)
Non-Interest Bearing Cash - USD	Hong Kong dollar	0.03	0.03	0.03
Non-Interest Bearing Cash - USD	Hong Kong dollar	67.65	67.65	67.65
Non-Interest Bearing Cash - USD	Indonesian rupiah	0.08	0.08	0.08
Non-Interest Bearing Cash - USD	Japanese yen	(298,439.29)	(298,439.29)	(298,439.29)
Non-Interest Bearing Cash - USD	Japanese yen	44,217.58	44,217.58	44,217.58
Non-Interest Bearing Cash - USD	Japanese yen	27,617.25	27,617.25	27,617.25
Non-Interest Bearing Cash - USD	Mexican peso	22.38	22.38	22.38
Non-Interest Bearing Cash - USD	Malaysian ringgit	601.26	601.26	601.26
Non-Interest Bearing Cash - USD	Malaysian ringgit	3.16	3.16	3.16
Non-Interest Bearing Cash - USD	Norwegian krone	82.09	82.09	82.09
Non-Interest Bearing Cash - USD	New Zealand dollar	(413.54)	(413.54)	(413.54)
Non-Interest Bearing Cash - USD	New Zealand dollar	0.01	0.01	0.01
Non-Interest Bearing Cash - USD	Swedish krona	3.34	3.34	3.34
Non-Interest Bearing Cash - USD	Swedish krona	48.59	48.59	48.59
Non-Interest Bearing Cash - USD	Singapore dollar	0.51	0.51	0.51
Non-Interest Bearing Cash - USD	Singapore dollar	(7,258.86)	(7,258.86)	(7,258.86)
Non-Interest Bearing Cash - USD	Singapore dollar	347.37	347.37	347.37
Non-Interest Bearing Cash - USD	United States dollar	127,568.32	127,568.32	127,568.32
Non-Interest Bearing Cash - USD	United States dollar	(38,561.51)	(38,561.51)	(38,561.51)
Non-Interest Bearing Cash - USD	United States dollar	(145,036.09)	(145,036.09)	(145,036.09)
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivable Income - USD	INCOME FROM SECURITIES LENDING ACTIVITIES	0.00	0.00	1.00
Receivables - Other - USD	Pending foreign exchange purchases: Australian dollar	279,562.45	281,100.00	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Swiss franc	5,305.38	5,277.41	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	3,242,950.47	3,157,722.00	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	44,417.72	44,052.92	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	273,277.09	252,078.59	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	988,352.50	916,305.00	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	167,587.22	154,839.17	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	246,977.95	237,676.50	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	221,158.02	211,106.19	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	382,941.04	363,899.98	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	182,985.75	174,297.96	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Euro	8,971.07	8,946.32	0.00
Receivables - Other - USD	Pending foreign exchange purchases: British pound sterling	1,601,373.46	1,582,460.00	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Japanese yen	1,267,628.85	1,241,536.86	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Japanese yen	206,415.83	200,874.52	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Norwegian krone	8,996.70	8,978.02	0.00
Receivables - Other - USD	Pending foreign exchange purchases: New Zealand dollar	418.39	419.84	0.00
Receivables - Other - USD	Pending foreign exchange purchases: Swedish krona	4,793.73	4,773.88	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	306,780.00	306,780.00	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	316,880.00	316,880.00	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	20,846.45	20,846.45	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	22,007.57	22,007.57	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	20,888.33	20,888.33	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	21,004.95	21,004.95	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	5,925.28	5,925.28	0.00
Receivables - Other - USD	Pending foreign exchange purchases: United States dollar	324,025.00	324,025.00	0.00
Receivables - Other - USD	Pending trade sales: Australian dollar	929.12	929.12	0.00
Receivables - Other - USD	Pending trade sales: Euro	16,737.85	16,737.85	0.00
Receivables - Other - USD	Pending trade sales: Euro	27,364.98	26,856.45	0.00
Receivables - Other - USD	Pending trade sales: Euro	2,689.07	2,689.07	0.00
Receivables - Other - USD	Pending trade sales: British pound sterling	8,347.29	8,347.29	0.00
Receivables - Other - USD	Pending trade sales: British pound sterling	29,157.40	29,006.10	0.00
Receivables - Other - USD	Pending trade sales: Hong Kong dollar	1,314.38	1,314.38	0.00
Receivables - Other - USD	Pending trade sales: Japanese yen	64,643.95	63,829.38	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	6,170.00	6,170.00	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	2,029,200.03	2,029,200.03	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	343.77	343.77	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	266,885.89	266,885.89	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	218,090.87	218,090.87	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	87,624.72	87,624.72	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	41,148.47	41,148.47	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	10,850.00	10,850.00	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	5,950.00	5,950.00	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	5,400.00	5,400.00	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	218,342.36	218,342.36	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	208,110.12	208,110.12	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	38,018.31	38,018.31	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	369,790.64	369,790.64	0.00
Receivables - Other - USD	Pending trade sales: United States dollar	483,450.20	483,450.20	0.00
Interest Bearing Cash - USD	Australian dollar	0.00	0.00	0.00
Interest Bearing Cash - USD	Australian dollar	0.00	0.00	0.00
Interest Bearing Cash - USD	Swiss franc	50,625.59	50,625.59	50,625.59
Interest Bearing Cash - USD	Danish krone	10,030.59	10,030.59	10,030.59
Interest Bearing Cash - USD	Euro	171,051.39	171,051.39	171,051.39
Interest Bearing Cash - USD	Euro	0.00	0.00	0.00
Interest Bearing Cash - USD	Euro	556,179.36	556,179.36	556,179.36
Interest Bearing Cash - USD	British pound sterling	0.00	0.00	0.00
Interest Bearing Cash - USD	British pound sterling	15,293.97	15,293.97	15,293.97
Interest Bearing Cash - USD	British pound sterling	0.00	0.00	0.00
Interest Bearing Cash - USD	Hong Kong dollar	0.00	0.00	0.00
Interest Bearing Cash - USD	Hong Kong dollar	17,054.89	17,054.89	17,054.89
Interest Bearing Cash - USD	Norwegian krone	62,069.21	62,069.21	62,069.21
Interest Bearing Cash - USD	New Zealand dollar	0.00	0.00	0.00
Interest Bearing Cash - USD	Swedish krona	18,821.80	18,821.80	18,821.80
Interest Bearing Cash - USD	Singapore dollar	0.00	0.00	0.00
Interest Bearing Cash - USD	United States dollar	4,453,526.85	4,453,526.85	4,453,526.85
Interest Bearing Cash - USD	United States dollar	310,663.42	310,663.42	310,663.42
Interest Bearing Cash - USD	United States dollar	550,990.56	550,990.56	550,990.56
Interest Bearing Cash - USD	United States dollar	475,754.89	475,754.89	475,754.89
Interest Bearing Cash - USD	United States dollar	18,895,711.98	18,895,711.98	18,895,711.98
Interest Bearing Cash - USD	United States dollar	25,699,386.61	25,699,386.61	25,699,386.61
Certificates of Deposit	CAP 1 F S B FALLS CH VA DTD 05-22-2002 4.9 05-22-2007	518.00	50,000.00	50,000.00
Certificates of Deposit	DISCOVER BK GREENWOOD DEL CTF DEP DTD ACT/365 S/A DTD 11-20-02 2.85 11-21-05	246.91	25,000.00	25,000.00
Certificates of Deposit	DTD 05-24-2002 4.35 05-24-2005	1,024.12	100,000.00	100,000.00
Certificates of Deposit	DTD 07-12-2002 1.95 C/D 01-13-2003	50,000.00	50,000.00	50,000.00
Certificates of Deposit	E TRADE BK ARLGTN VA DTD 07-17-2002 2.6 C/D 07-17-2003	501.24	50,000.00	50,000.00
Certificates of Deposit	HUNTINGTON NATL BK COLBS OH CTF DEP DTD 02/06/2002 STEP UP DUE 08-06-2007	501.57	50,000.00	50,000.00
Certificates of Deposit	US TR CO N Y NY DTD 10-09-2002 2.25 C/D 10-09-2003	25,000.00	25,000.00	25,000.00
Certificates of Deposit	US TR CO N Y NY DTD 12-04-2002 1.55 C/D 03-06-2003	10,000.00	10,000.00	10,000.00
Certificates of Deposit	VOLKSWAGEN BK USA SALT LAKE UT DTD 07-17-2002 3.05 07-19-2004	501.52	50,000.00	50,000.00
Certificates of Deposit	WA TR CO DTD 05-29-2002 4.6 05-30-2006	517.61	50,000.00	50,000.00
U.S. Government Securities	PANAMA REP GLOBAL BD 9.375 DUE 07-23-2012 REG	149,800.00	137,126.30	140,000.00
U.S. Government Securities	##US TREAS NTS 4.625 DUE 05-15-2006 REG DO NOT USE SEE SEC 3995180	53,921.90	51,777.63	50,000.00
U.S. Government Securities	&&&US TREAS NTS 5.5 DUE 02-15-08 REG (CVHELD AT ST AGCY FOR REP MTG ACCTS)	56,406.25	52,674.87	50,000.00
U.S. Government Securities	&&&US TREAS NTS 7.875 11-15-04 REG (CV HELD AT ST DEP OF NM A/C #26-75791 ONLY)	44,662.52	44,818.67	40,000.00
U.S. Government Securities	7.43 DUE 08-01-2023 REG	363,162.80	381,069.97	355,620.86
U.S. Government Securities	FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021	929,038.49	929,586.35	909,744.80
U.S. Government Securities	FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023	1,142,705.88	1,176,640.78	1,092,453.04
U.S. Government Securities	FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG	288,615.09	283,863.73	275,922.65
U.S. Government Securities	FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG	2,101,456.47	2,076,364.85	2,044,129.87
U.S. Government Securities	FHA USGI PROJ LN #2063P6 7.44 DUE 08-01-2022 REG	1,012,237.69	998,665.19	993,696.70
U.S. Government Securities	FHLB 4.375 08-15-2007/08-15-2003	25,453.13	25,000.00	25,000.00
U.S. Government Securities	FHLB CONS BD DTD 08/26/2002 4.65 08-26-2009/08-26-2005	25,671.88	25,000.00	25,000.00
U.S. Government Securities	FHLMC 15 YR GOLD PARTN CTF (PC) 7 15 YEARS SETTLES JAN	318,468.00	318,000.00	300,000.00
U.S. Government Securities	FHLMC GOLD SINGLE FAMILY 7.5 30 YEARS SETTLES JAN	318,468.00	317,625.00	300,000.00
U.S. Government Securities	FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG	603,656.85	577,041.18	542,778.29
U.S. Government Securities	FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG	3,420.22	3,212.75	3,126.30
U.S. Government Securities	FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG	34.05	2,463.55	15,518.40
U.S. Government Securities	FHLMC MULTICLASS SER 1594 CL J 6.0 MTG PARTN CTF DUE 10-15-2008 REG	201,499.18	183,350.00	190,000.00
U.S. Government Securities	FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG	1,620.58	18,161.70	121,967.35
U.S. Government Securities	FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018	79,972.87	78,582.13	75,561.16
U.S. Government Securities	FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024	14,835.50	94,013.48	570,859.75
U.S. Government Securities	FHLMC MULTICLASS SER E3 CL A 4.721 08-15-2032	321,197.81	316,202.89	315,867.23
U.S. Government Securities	FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG	17,794.39	17,226.61	15,687.30
U.S. Government Securities	FIN CORP PRIN FICO STRIPS SER 16 PRIN PMT 4-5-10 CPN 9.7 BD DUE 2019 BEO	60,446.25	41,838.00	150,000.00
U.S. Government Securities	FNMA 15 YR PASS-THROUGHS 5.5 15 YEARS SETTLES JAN	207,000.00	205,812.50	200,000.00
U.S. Government Securities	FNMA 15 YR PASS-THROUGHS 5.5 15 YEARS SETTLES JAN	5,175,000.00	5,134,375.00	5,000,000.00
U.S. Government Securities	FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN	326,099.20	319,729.03	320,000.00
U.S. Government Securities	FNMA 30 YR PASS-THROUGHS 6 30 YEARS SETTLES JAN	1,343,472.00	1,332,437.50	1,300,000.00
U.S. Government Securities	FNMA 30 YR PASS-THROUGHS 6.5 30 YEARS SETTLES JAN	12,626,602.20	12,518,468.75	12,130,000.00
U.S. Government Securities	FNMA 30 YR PASS-THROUGHS 7 30 YEARS SETTLES JAN	2,049,937.50	2,036,515.63	1,950,000.00
U.S. Government Securities	FNMA 30 YR PASS-THROUGHS 7.5 30 YEARS SETTLES JAN	1,273,872.00	1,268,250.00	1,200,000.00
U.S. Government Securities	FNMA 6 TBA POOL 15YR JAN	626,628.00	624,375.00	600,000.00
U.S. Government Securities	FNMA 6 TBA POOL 15YR JAN	3,133,140.00	3,119,062.50	3,000,000.00
U.S. Government Securities	FNMA POOL # 066414 ADJ RT DUE 09-01-2028REG	1,092,999.17	1,057,796.03	1,039,496.30
U.S. Government Securities	FNMA POOL # 300309 ADJ RT DUE 12-01-2024REG	182,988.06	179,303.83	179,288.79
U.S. Government Securities	FNMA POOL # 313968 ADJ RT DUE 12-01-2027REG	597,922.82	589,954.54	578,564.07
U.S. Government Securities	FNMA POOL # 420656 8 DUE 07-01-2017 REG	259,870.64	244,031.89	237,068.02
U.S. Government Securities	FNMA POOL # 443624 ADJ RT DUE 05-01-2023REG	386,847.11	380,518.31	373,916.34
U.S. Government Securities	FNMA POOL # 516051 9.5 DUE 01-01-2021 REG	560,593.53	529,040.34	503,248.83
U.S. Government Securities	FNMA POOL # 535460 8 DUE 09-01-2015 REG	93,450.72	88,043.48	86,502.65
U.S. Government Securities	FNMA POOL # 538927 8 DUE 06-01-2015 REG	303,183.93	285,641.12	280,642.19
U.S. Government Securities	FNMA REMIC TR 1992-142 KB 1197.96766 08-25-2007	20,266.81	25,091.43	1,248.33
U.S. Government Securities	FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG	295,955.66	272,448.24	272,746.56
U.S. Government Securities	FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG	416,083.42	402,746.26	404,770.10
U.S. Government Securities	GNMA GPM POOL # 090947 11 DUE 01-15-2010REG	11,472.55	11,023.13	10,058.15
U.S. Government Securities	GNMA GPM POOL # 092923 11 DUE 09-15-2010REG	24,920.70	23,944.44	21,848.34
U.S. Government Securities	GNMA GPM POOL # 098572 11 DUE 06-15-2013REG	0.15	0.14	0.13
U.S. Government Securities	GNMA I 30 YR SINGLE FAMILY PASS-THROUGHS(SF) 6 30 YEARS SETTLES JAN	7,313,379.30	7,258,475.00	7,030,000.00
U.S. Government Securities	GNMA II ARMS PL#80120 10-20-2027	90,682.59	90,290.99	87,634.57
U.S. Government Securities	GNMA POOL # 423415 7.5 DUE 12-15-2025 REG	6,000.15	5,755.45	5,594.60
U.S. Government Securities	GNMA POOL # 434690 SER 2030 8.5 DUE 01-15-2030 REG	23,715.35	22,654.56	21,855.47
U.S. Government Securities	GNMA POOL # 459066 SER 2028 7.5 DUE 06-15-2028 REG	306,945.44	285,954.22	287,458.89
U.S. Government Securities	GNMA POOL # 471901 SER 2028 7 DUE 05-15-2028 REG	95,624.10	87,741.88	90,049.41
U.S. Government Securities	GNMA POOL # 486470 SER 2028 6.5 DUE 08-15-2028 REG	110,947.50	100,796.21	105,544.97
U.S. Government Securities	GNMA POOL # 486516 SER 2028 6.5 DUE 09-15-2028 REG	102,219.94	93,072.92	97,242.39
U.S. Government Securities	GNMA POOL # 500986 SER 2030 7.5 DUE 01-15-2030 REG	0.01	0.01	0.01
U.S. Government Securities	GNMA POOL # 514254 SER 2029 6.5 DUE 07-15-2029 REG	0.01	0.01	0.01
U.S. Government Securities	GNMA POOL # 525327 SER 2030 8.5 DUE 09-15-2030 REG	144,539.48	138,074.24	133,203.96
U.S. Government Securities	GNMA POOL # 531796 SER 2030 8.5 DUE 08-15-2030 REG	16,428.02	15,560.11	15,139.65
U.S. Government Securities	GNMA POOL # 781001 SER 2029 7.5 DUE 03-15-2029 REG	126,919.00	118,288.82	118,901.92
U.S. Government Securities	GNMA TBA ARM POOL #9999999 SER 20295.5 DUE 01-01-2029 REG	307,218.00	301,031.25	300,000.00
U.S. Government Securities	GNMA TBA POOL 6.5 TBA	12,585,000.00	12,520,919.05	12,000,000.00
U.S. Government Securities	GNMA TBA POOL 6.5 TBA	3,146,250.00	3,131,250.00	3,000,000.00
U.S. Government Securities	GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010	35,605.25	34,210.39	31,215.64
U.S. Government Securities	GNMAII POOL # 002855 SER 2029 8.5 DUE 12-20-2029 REG	736,435.86	711,131.16	680,508.29
U.S. Government Securities	GNMAII POOL # 008540 SER 2024 ADJ RT 11-20-2024	38,617.54	37,260.37	37,353.75
U.S. Government Securities	GNMAII POOL # 008580 ADJ RT 01-20-2025	27,240.40	26,685.57	26,350.19
U.S. Government Securities	GNMAII POOL # 008597 SER 2025 ADJ RT 02-20-2025	100,593.00	98,972.27	97,305.63
U.S. Government Securities	GNMAII POOL # 008608 SER 2025 ADJ RT 03-20-2025	214,109.45	211,031.97	207,112.37
U.S. Government Securities	GNMAII POOL # 008682 5.75 DUE 08-20-2025REG	129,088.51	123,967.96	125,408.28
U.S. Government Securities	GNMAII POOL # 008685 5.75 DUE 08-20-2025REG	31,282.46	31,327.62	30,390.62
U.S. Government Securities	GNMAII POOL # 008781 SER 2026 ADJ RT 01-20-2026	59,138.47	56,691.93	57,209.76
U.S. Government Securities	GNMAII POOL # 008945 SER 2026 ADJ RT 08-20-2026	85,276.90	80,753.70	82,850.86
U.S. Government Securities	GNMAII POOL # 080408 SER 2030 ADJ RT 05-20-2030	1,084,347.55	1,073,385.83	1,054,924.65
U.S. Government Securities	GNMAII POOL # 080416 SER 2030 4.5 DUE 06-20-2030 REG	3,016,452.35	2,951,927.69	2,934,603.33
U.S. Government Securities	GNMAII POOL # 080453 SER 2030 ADJ RT 09-20-2030	362,174.30	357,028.36	352,346.99
U.S. Government Securities	GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG	373,435.37	364,585.73	361,214.40
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007	12,426.31	19,876.02	1,370.76
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008	41,046.11	42,132.75	383,440.05
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008	24,959.72	39,018.86	233,166.00
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020	1.90	1,076.93	11,317.50
U.S. Government Securities	I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007	18,143.71	26,154.32	1,444.99
U.S. Government Securities	I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008	4,333.72	17,860.05	239,816.33
U.S. Government Securities	I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG	960.26	16,075.20	111,102.85
U.S. Government Securities	U.S TREAS 5.875 NT DUE 11-15-2005	17,740.00	16,860.07	16,000.00
U.S. Government Securities	US TREAS 8.75 BD DUE 11-15-2008/2003	53,125.00	54,968.11	50,000.00
U.S. Government Securities	US TREAS 9.125 BD DUE 5-15-2009/04	11,018.75	11,158.11	10,000.00
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 02-15-20 25	1,474,106.82	1,296,273.00	4,740,000.00
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 08-15-2005REG	95,093.80	92,330.00	100,000.00
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 08-15-2025REG	193,849.60	184,888.60	640,000.00
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 11-15-2027REG	490,376.06	403,434.33	1,810,000.00
U.S. Government Securities	US TREAS BDS 6.75 DUE 08-15-2026 REG	250,226.60	246,901.00	200,000.00
U.S. Government Securities	US TREAS BDS BD DTD 11/16/1998 5.25 DUE 11-15-2028 REG	522,246.00	506,445.31	500,000.00
U.S. Government Securities	US TREAS BDS BDS 5.375 DUE 02-15-2031 BEO	185,326.52	181,940.63	170,000.00
U.S. Government Securities	US TREAS BDS DTD 02/15/2000 6.25 DUE 05-15-2030 REG	1,196,680.00	1,160,703.12	1,000,000.00
U.S. Government Securities	US TREAS BDS DTD 11/17/1980 12.75 DUE 11-15-2010/CALL 11-15-2005 REG	64,718.75	64,961.56	50,000.00
U.S. Government Securities	US TREAS BDS INFLATION INDEX LINKED 3.875 04-15-2029	5,361,854.21	4,583,131.51	4,010,000.00
U.S. Government Securities	US TREAS BILLS 03-06-2003 0 U S T-BILL 06/03/2003 USD1000	967,915.81	967,306.63	970,000.00
U.S. Government Securities	US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000	997,540.00	997,017.22	1,000,000.00
U.S. Government Securities	US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000	798,032.00	797,613.78	800,000.00
U.S. Government Securities	US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000	997,540.00	997,017.22	1,000,000.00
U.S. Government Securities	US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000	798,032.00	797,613.78	800,000.00
U.S. Government Securities	US TREAS NT 4.75 DUE 02-15-2004 REG	16,625.01	15,855.74	16,000.00
U.S. Government Securities	US TREAS NTS 4 DUE 11-15-2012 REG	3,011,998.77	2,917,096.87	2,970,000.00
U.S. Government Securities	US TREAS NTS 6.25 15/2/2003 USD1000 6.25DUE 02-15-2003 REG	16,095.01	16,719.73	16,000.00
U.S. Government Securities	US TREAS NTS INFLATION INDEX 3.625 TIPS 01-15-2008	6,644,800.33	6,097,305.20	5,400,000.00
U.S. Government Securities	US TREAS NTS INFLATION INDEXED 3.375 DUE01-15-2007 REG	246,657.39	228,431.03	200,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 0 15/5/2007 USD1000 05-15-2007 REG	22,210.95	16,228.00	25,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2004REG	20,606.25	16,140.39	21,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2005REG	21,071.89	15,970.02	22,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2006REG	21,289.38	15,798.93	23,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2008REG	25,453.14	18,239.40	30,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2009REG	23,335.95	19,566.59	29,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 08-15-2011REG	35,453.15	29,738.50	50,000.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 05-15-2010 REG	23,521.25	20,310.89	31,000.00
Corporate Debt Instruments - Preferred	CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO	156,335.06	141,518.11	140,000.00
Corporate Debt Instruments - Preferred	CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO	1,116,679.00	998,380.00	1,000,000.00
Corporate Debt Instruments - Preferred	CVRD FIN LTD NT 2000-2 144A DUE 10-15-2007/10-16-2002 BEO SF 04-15-2003	400,036.00	401,031.59	400,000.00
Corporate Debt Instruments - Preferred	PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO	244,275.84	240,000.00	240,000.00
Corporate Debt Instruments - Preferred	CIT GROUP INC 7.125% BDS 15/10/2004 USD	394,171.17	369,955.60	370,000.00
Corporate Debt Instruments - Preferred	KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG	120,380.00	93,058.00	100,000.00
Corporate Debt Instruments - Preferred	BRIT TELECOMMUNICATIONS P L C NT 8.375 DUE 12-15-2010 BEO	233,785.11	194,682.15	195,000.00
Corporate Debt Instruments - Preferred	BRIT TELECOMMUNICATIONS P L C NT 8.875 DUE 12-15-2030 BEO	127,490.00	101,265.35	100,000.00
Corporate Debt Instruments - Preferred	MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO	844,001.57	846,451.87	846,762.01
Corporate Debt Instruments - Preferred	ROYAL BK SCOT GRP ADR REP 1 SER'2'NON-CUM PRF	147,178.69	130,000.00	130,000.00
Corporate Debt Instruments - Preferred	##SLM STUD LN TR LN BKD NT FLTG SER 1998-2CL A-1 04-25-2007 REG #477056	15,555.10	15,422.83	15,542.43
Corporate Debt Instruments - Preferred	AAMES MTG TR SER 1999-1 CL AV FLT RT 07-15-2029 BEO	163,675.72	163,493.50	163,646.92
Corporate Debt Instruments - Preferred	ARCHER DANIELS MIDLAND CO 7.5 DUE 03-15-2027 REG	617,363.98	477,641.90	515,000.00
Corporate Debt Instruments - Preferred	AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO	818,507.35	819,641.73	819,641.73
Corporate Debt Instruments - Preferred	AST SECURITIZATION CORP SER 1996-D2 CL A1 6.92 BD DUE 02-14-2029 BEO	379,476.12	383,592.39	354,255.60
Corporate Debt Instruments - Preferred	ATLC RICHFIELD CO 10.875 DUE 07-15-2005 REG	29,625.00	29,825.00	25,000.00
Corporate Debt Instruments - Preferred	AZ PUB SVC CO SR NT DTD 11/15/1996 6.75 DUE 11-15-2006 REG	2,057,998.30	1,955,784.00	1,900,000.00
Corporate Debt Instruments - Preferred	BEAR STEARNS COS INC MEDIUM TERM NTS BOOTRANCHE # TR 00459 VAR RT 12-01-2003	500,306.00	499,670.00	500,000.00
Corporate Debt Instruments - Preferred	BK 1 CORP 4.125 DUE 09-01-2007 BEO	195,406.45	189,711.20	190,000.00
Corporate Debt Instruments - Preferred	BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO	606,651.98	551,142.70	515,000.00
Corporate Debt Instruments - Preferred	BOEING CAP CORP NT 7.375 DUE 09-27-2010 BEO	301,263.30	283,230.60	270,000.00
Corporate Debt Instruments - Preferred	BOEING CO 6.625 DEB DUE 02-15-2038	139,702.78	137,902.80	140,000.00
Corporate Debt Instruments - Preferred	BRISTOL MYERS SQUIBB CO NT 5.75 DUE 10-01-2011 BEO	138,431.15	133,572.40	130,000.00
Corporate Debt Instruments - Preferred	BRIT TELECOMMUNICATIONS P L C NT STEP UP12-15-2005	1,578,787.00	1,397,746.00	1,400,000.00
Corporate Debt Instruments - Preferred	CDC MTG CAP TR 2002-HE MTG PASSTHRU CTF CL A 11-25-2032 BEO	899,145.98	897,830.66	897,830.66
Corporate Debt Instruments - Preferred	CENTEX HOME EQTY LN TR 2002-D AST BKD CTF CL AV 12-25-2032 BEO	2,022,525.00	2,020,000.00	2,020,000.00
Corporate Debt Instruments - Preferred	CHASE COML MTG SECS CORP 7.6 DUE 07-18-2028 REG	132,238.95	138,956.15	130,283.40
Corporate Debt Instruments - Preferred	CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO	193,313.76	193,189.35	193,189.35
Corporate Debt Instruments - Preferred	CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD 1-25-26 BEO	323,025.74	328,762.44	323,604.99
Corporate Debt Instruments - Preferred	CIT GROUP INC SR NT 7.625 DUE 08-16-2005BEO	753,096.40	698,999.00	700,000.00
Corporate Debt Instruments - Preferred	CITIGROUP INC 5.625 DUE 08-27-2012 BEO	63,088.92	62,038.80	60,000.00
Corporate Debt Instruments - Preferred	CITIGROUP INC NT GLOBAL 20120021 6 DUE 02-21-2012 BEO	482,854.68	441,052.08	440,000.00
Corporate Debt Instruments - Preferred	CMO BEAR STEARNS ARM TR 2001-10 MTG PASTHRU CTF V-A VAR DUE 12-25-2031 BEO	937,185.21	929,823.23	918,536.71
Corporate Debt Instruments - Preferred	CMO BEAR STEARNS ARM TR 2001-3 MTG PASSTHRU CTF VAR CL IV-A 01-25-32 BEO	198,940.94	195,887.72	194,704.44
Corporate Debt Instruments - Preferred	CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 9-25-31BE	421,195.73	422,549.76	418,603.32
Corporate Debt Instruments - Preferred	CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 01-25-2033 BEO	1,015,620.00	1,015,625.00	1,000,000.00
Corporate Debt Instruments - Preferred	CMO BEAR STEARNS ARM TR 2002-11 CL I-A-2DUE 01-25-2033 BEO	3,060,930.00	3,060,000.00	3,000,000.00
Corporate Debt Instruments - Preferred	CMO CHASE MTG FIN CORP 1998-AS1 MC MTG CTF CL IA-8 6.75 DUE 08-25-2028 BEO	1,032,668.00	975,625.00	1,000,000.00
Corporate Debt Instruments - Preferred	CMO CITICORP MTG SECS INC 2001-18 REMIC PASSTHRU CTF CL IA-1 4.15 12-25-31BE	914,710.24	903,702.92	908,775.93
Corporate Debt Instruments - Preferred	CMO CONSECO FIN SECURITIZATIONS CORP 2000-D HOME EQTY LN A-5 8.41 12-15-25	855,858.40	800,000.00	800,000.00
Corporate Debt Instruments - Preferred	CMO CWMBS INC PASS THRU CTFS 2002-1 CHL CL 5-A-1 DUE 02-01-2032 BEO	304,517.71	307,573.29	300,277.49
Corporate Debt Instruments - Preferred	CMO CWMBS INC PASS THRU CTFS 6.75 DUE 07-25-2028 BEO	122,951.61	123,633.38	122,674.98
Corporate Debt Instruments - Preferred	CMO HOLMES FING NO 4 PLC SER 1 NT CL A DUE 07-15-2015 BEO	899,163.00	900,000.00	900,000.00
Corporate Debt Instruments - Preferred	CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE 01-25-2032 BEO	1,073,045.01	1,061,201.38	1,054,051.01
Corporate Debt Instruments - Preferred	CMO MERRILL LYNCH MTG INVS INC 2002-NC1 ABS CTF CL A-1 FLTG RATE 8-25-09 BEO	90,234.94	90,467.26	90,467.26
Corporate Debt Instruments - Preferred	CMO SEQUOIA MTG TR 4 AST BKD CTF CL A FLTG DUE 04-15-2010 BEO	412,694.24	428,893.10	428,893.10
Corporate Debt Instruments - Preferred	CMO STRUCTURED AST SECS CORP 2001-13 MTGPASSTHRU CTF 2-A 7 DUE 10-25-2016 BEO	859,764.05	857,768.98	835,192.68
Corporate Debt Instruments - Preferred	CMO WA MUT INC SER 2000-1 CL A-1 DUE 06-25-2040 BEO	158,790.37	159,707.73	159,707.73
Corporate Debt Instruments - Preferred	CMO WAMU MTG PASS-THRU CTFS 2002-AR11 MTG PASSTHRU CTF A-1 5.243 10-25-32 BEO	1,838,626.05	1,816,094.40	1,785,377.18
Corporate Debt Instruments - Preferred	CMO WMC MTG LN TR 1998-A MTG PASSTHRU CTF CL M-1 VAR RATE 2.27 07-20-2029 REG	790,959.23	791,177.91	790,930.76
Corporate Debt Instruments - Preferred	COCA COLA CO SR NT DTD 03/08/2002 4 DUE 06-01-2005 BEO	26,172.50	24,780.45	25,000.00
Corporate Debt Instruments - Preferred	CONOCO INC NT DTD 04/20/1999 6.95 DUE 04-15-2029/04-20-1999 BEO	294,679.58	271,102.00	260,000.00
Corporate Debt Instruments - Preferred	CR SUISSE 1ST BSTN USA INC NT DTD 01/09/2002 6.5 DUE 01-15-2012 BEO	1,068,759.00	994,910.00	1,000,000.00
Corporate Debt Instruments - Preferred	CWABS INC 2002-1 AST BKD CTF CL A FLTG RATE .0001 12-01-2040 BEO	816,003.32	816,921.54	816,921.54
Corporate Debt Instruments - Preferred	CWMBS INC MTG SER 1993-12 CL A-11 MTG PASSTHRU 6.625 CTF DUE 02-25-2024 REG	169,863.54	125,013.28	165,000.00
Corporate Debt Instruments - Preferred	DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO	36,152.77	36,117.00	36,136.76
Corporate Debt Instruments - Preferred	DAIMLERCHRYSLER MASTER OWNER TR AUTO LN AST BACKED NT FLTG 05-15-2007 BEO	270,068.31	270,000.00	270,000.00
Corporate Debt Instruments - Preferred	DET EDISON CO 6.125 DUE 10-01-2010 BEO	121,160.05	109,980.20	110,000.00
Corporate Debt Instruments - Preferred	DIAMOND ST TEL CO 4.625 DEB DUE 9-1-2005REG	1,002.70	940.84	1,000.00
Corporate Debt Instruments - Preferred	DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020	165,903.05	165,798.03	164,271.83
Corporate Debt Instruments - Preferred	DU PONT E I DE NEMOURS & CO NT 6.75 DUE 10-15-2004/10-20-1999 BEO	54,255.00	52,974.00	50,000.00
Corporate Debt Instruments - Preferred	EQCC AST BACKED CORP 2002-1 AST BKD CTF CL 2-A FLTG RATE 11-25-2031 BEO	335,844.75	336,173.53	336,173.53
Corporate Debt Instruments - Preferred	EQTY 1 ABS INC 2000-1 MTG PASSTHRU CTF CL A-3 7.55 DUE 02-25-2032 BEO	864,209.78	842,102.07	842,102.07
Corporate Debt Instruments - Preferred	FIRSTAR BK 7.125 DUE 12-01-2009 BEO	59,093.85	52,900.00	50,000.00
Corporate Debt Instruments - Preferred	GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00528 6.75 DUE 03-15-2032	431,180.10	385,362.90	390,000.00
Corporate Debt Instruments - Preferred	GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00551 6 DUE 06-15-2012	464,260.25	428,972.90	430,000.00
Corporate Debt Instruments - Preferred	GOLDEN W FINL CORP DEL SR NT 5.5 DUE 08-08-2006 BEO	539,335.50	497,650.00	500,000.00
Corporate Debt Instruments - Preferred	GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO	131,685.97	131,526.44	131,739.46
Corporate Debt Instruments - Preferred	GREEN TREE RECREATIONAL EQUIP & CONSUMER97-D NT CL A-1 FLTG RT 3-15-29 BEO	152,181.81	151,665.07	152,147.58
Corporate Debt Instruments - Preferred	HELLER FINL INC HELLER FINL INC 6.375 DUE 03-15-2006 BEO	1,108,600.00	1,056,730.00	1,000,000.00
Corporate Debt Instruments - Preferred	HOME DEPOT INC SR NT 6.5 DUE 09-15-2004 BEO	26,790.00	25,802.00	25,000.00
Corporate Debt Instruments - Preferred	HSEHD FIN CORP CRP HI 7 DUE 05-15-2012 BEO	76,670.23	69,502.30	70,000.00
Corporate Debt Instruments - Preferred	HSEHD FIN CORP HSEHD FIN GLBL CPN 6.375 MAT 11/27/12 6.375 DUE 11-27-2012 BEO	52,196.60	49,683.00	50,000.00
Corporate Debt Instruments - Preferred	HSEHD FIN CORP NT 6.5 DUE 11-15-2008 BEO	109,671.73	101,890.86	102,000.00
Corporate Debt Instruments - Preferred	HSEHD FIN CORP NT 8 DUE 07-15-2010 BEO	90,374.96	85,793.00	80,000.00
Corporate Debt Instruments - Preferred	HSEHD FIN CORP NT DTD 06/17/1998 6.4 DUE06-17-2008 REG	53,316.90	49,341.50	50,000.00
Corporate Debt Instruments - Preferred	HSEHD FINL CORP LTD NT 7 DUE 08-01-2003 BEO	718,692.80	719,275.90	700,000.00
Corporate Debt Instruments - Preferred	HSEHD HOME EQTY LN TR 2002-1 AST BKD CTFCL A FLTG 12-22-2031 BEO	541,035.84	541,522.13	541,522.13
Corporate Debt Instruments - Preferred	HYDRO-QUEBEC QUE HYDRO 6.3 DUE 05-11-2011 BEO	113,850.80	99,831.00	100,000.00
Corporate Debt Instruments - Preferred	I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028	13,886.01	36,730.89	210,978.45
Corporate Debt Instruments - Preferred	I/O CMO GMAC COML MTG SEC INC SER 1999-CTL1 CL X 07-15-2009 BEO	276,324.17	378,977.25	12,733,832.84
Corporate Debt Instruments - Preferred	J P MORGAN CHASE & CO 5.625 DUE 08-15-2006 BEO	1,604,671.50	1,495,485.00	1,500,000.00
Corporate Debt Instruments - Preferred	J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO	141,771.14	139,763.40	140,000.00
Corporate Debt Instruments - Preferred	J P MORGAN CHASE & CO JP MORGAN CHASE 6.625 DUE 03-15-2012 BEO	390,173.76	362,312.93	360,000.00
Corporate Debt Instruments - Preferred	LEHMAN BROS HLDGS INC MEDIUM TERM NT TRANCHE # TR 00383 VAR RT DUE 07-06-2004	900,467.10	900,000.00	900,000.00
Corporate Debt Instruments - Preferred	M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO	577,243.36	543,946.75	544,456.72
Corporate Debt Instruments - Preferred	MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011	27,330.00	24,214.25	25,000.00
Corporate Debt Instruments - Preferred	MELLON RESDNTL FDG CORP 1999-TBC1 MTG PASSTHRU CTF CL A-3 6.11 1-25-29 BEO	848,772.74	850,860.07	834,432.19
Corporate Debt Instruments - Preferred	MORGAN J P & CO INC MEDIUM TERM SUB NTS BOOK ENTRY 6 DUE 01-15-2009 BEO	241,612.01	228,102.50	230,000.00
Corporate Debt Instruments - Preferred	MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO	168,427.48	169,368.88	168,526.24
Corporate Debt Instruments - Preferred	MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO	543,857.84	498,422.51	508,858.07
Corporate Debt Instruments - Preferred	MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO	33,336.00	30,075.00	30,000.00
Corporate Debt Instruments - Preferred	NABISCO INC 6.125 NT DUE 02-01-2033/03	801,948.00	816,288.00	800,000.00
Corporate Debt Instruments - Preferred	NABISCO INC DEB DTD 06/15/1995 7.55 DUE 06-15-2015 REG	533,826.94	479,720.90	430,000.00
Corporate Debt Instruments - Preferred	NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003	773,810.13	771,212.17	756,097.78
Corporate Debt Instruments - Preferred	NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO	1,108,030.15	1,119,961.35	1,069,654.17
Corporate Debt Instruments - Preferred	ORIGEN MFD HSG CONT TR SER 2002-A SR/SUBAB CTF CL A-1 2.12 12-15-13 BEO	581,357.78	581,102.10	581,102.10
Corporate Debt Instruments - Preferred	PAINE WEBBER GROUP INC 6.5 DUE 11-01-2005 REG	439,598.00	319,164.00	400,000.00
Corporate Debt Instruments - Preferred	PFIZER INC 5.625 DUE 02-01-2006 BEO	27,295.00	26,837.00	25,000.00
Corporate Debt Instruments - Preferred	PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027	726,177.54	754,353.60	660,000.00
Corporate Debt Instruments - Preferred	PHILLIPS PETE CO NT 8.75 DUE 05-25-2010 BEO	437,998.75	408,943.50	350,000.00
Corporate Debt Instruments - Preferred	PVTPL ALPINE PARTNERS L P SER 2000-1 NT CL A FLTG RATE 144A DUE 10-08-209 BEO	625,969.75	630,700.00	630,700.00
Corporate Debt Instruments - Preferred	PVTPL CMO BANC AMER LARGE LN INC 2002-144A A-1 VAR 11-06-2003 BEO	980,125.20	980,733.25	980,733.25
Corporate Debt Instruments - Preferred	PVTPL CMO CR SUISSE 1ST BSTN MTG SECS CORP 2001-TFL1 A 144AVAR 12-31-2040 BEO	699,510.00	700,000.00	700,000.00
Corporate Debt Instruments - Preferred	PVTPL CMO CRIIMI MAE COML MTG TR SER 1998-C1 BD CL A-2 144A 7 03-02-11 REG	765,551.50	751,125.00	700,000.00
Corporate Debt Instruments - Preferred	PVTPL CONOCOPHILLIPS NT 2012 144A 4.75 DUE 10-15-2012/10-14-2012 BEO	80,429.04	80,000.00	80,000.00
Corporate Debt Instruments - Preferred	PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.664 DUE 09-15-2013 BEO	367,171.10	342,881.30	340,699.12
Corporate Debt Instruments - Preferred	RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO	576,638.83	570,503.92	564,855.38
Corporate Debt Instruments - Preferred	SARA LEE CORP NT 6.25 DUE 09-15-2011 BEO	330,858.43	296,289.15	295,000.00
Corporate Debt Instruments - Preferred	SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004	3.25	3.25	3.25
Corporate Debt Instruments - Preferred	STRUCTURED AST SECS CORP 2002-BC1 CL A1 08-25-2032 BEO	891,821.82	884,142.65	885,526.28
Corporate Debt Instruments - Preferred	TELE COMM INC MEDIUM TERM NTS TRANCHE 00019 DTD 03/03/93 8.35 DUE02-15-2005	740,425.70	720,020.00	700,000.00
Corporate Debt Instruments - Preferred	UBS PFD FDG TST 8.622%-FRN NTS PERP USD1000	253,836.03	211,302.00	210,000.00
Corporate Debt Instruments - Preferred	UNILEVER CAP CORP NT 7.125 DUE 11-01-2010 BEO	247,863.21	208,118.40	210,000.00
Corporate Debt Instruments - Preferred	VERIZON GLOBAL FDG 4.25% CV BD 15/9/05 USD(BR)	52,375.00	51,131.25	50,000.00
Corporate Debt Instruments - Preferred	VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO	329,594.28	310,279.70	290,000.00
Corporate Debt Instruments - Preferred	VIACOM INC 5.625 DUE 08-15-2012 BEO	138,688.03	129,807.60	130,000.00
Corporate Debt Instruments - Preferred	WACHOVIA AST SECURITIZATION INC 2002-HE2TR AST BKD CTF CL A 12-25-2032 BEO	1,809,140.63	1,800,000.00	1,800,000.00
Corporate Debt Instruments - Preferred	WACHOVIA CORP 2ND NEW GLOBAL NT 4.95 DUE11-01-2006 REG	1,067,067.00	998,070.00	1,000,000.00
Corporate Debt Instruments - Preferred	WAL-MART STORES INC NT DTD 10/14/1993 5.875 DUE 10-15-2005 REG	26,397.60	25,317.60	24,000.00
Corporate Debt Instruments - Preferred	WELLS FARGO & CO NEW SUB GLOBAL NT 6.375DUE 08-01-2011 BEO	560,088.50	508,415.00	500,000.00
Corporate Debt Instruments - Other	ALLIANCE ATLANTIS COMMUNICATIONS INC SR SUB NT 13 DUE 12-15-2009/12-15-2004 BEO	13,080.00	11,880.00	12,000.00
Corporate Debt Instruments - Other	TEMBEC INDS INC GTD SR NT DTD 01/19/20018.5 DUE 02-01-2011 BEO	35,262.50	35,376.78	35,000.00
Corporate Debt Instruments - Other	PVTPL KOREA AST FDG 2000-1 LTD SECD NTFLTG RATE 144A VAR RT 02-10-2009 BEO	78,246.73	78,537.32	78,537.32
Corporate Debt Instruments - Other	CIE FIN DE CIC ET UNDTD FR DEBT INS USD(BR)	295,500.00	287,283.00	300,000.00
Corporate Debt Instruments - Other	FRANCE TELECOM SA NT STEP UP 03-01-2006 02-28-2006	328,459.20	306,762.00	300,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A CRP TYC 6.375 DUE 10-15-2011/10-14-2011 BEO	130,900.00	111,800.00	140,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A GTD NT DTD 02/21/2001 6.75 DUE 02-15-2011 BEO	28,350.00	25,400.00	30,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A NT 7 DUE 06-15-2028 BEO	149,600.00	129,600.00	170,000.00
Corporate Debt Instruments - Other	PVTPL PETROLIAM NASIONAL BERHAD BD 7.625DUE 10-15-2026 REG	31,048.83	28,634.40	30,000.00
Corporate Debt Instruments - Other	DEUTSCHE TELEKOM INTL FIN B V USD NT 9.25 DUE 06-01-2032 BEO	279,079.02	228,780.80	220,000.00
Corporate Debt Instruments - Other	PANAMA REP US$ GLOBAL BDS DTD 02/08/20019.625% DUE 02-08-2011 BEO	131,100.00	124,800.00	120,000.00
Corporate Debt Instruments - Other	KOREA DEPOSIT INSU 2.5% CV BD 11/12/05 USD(VAR	327,315.00	301,940.03	300,000.00
Corporate Debt Instruments - Other	FLEXTRONICS INTL LTD US$ SR SUB NT 9.875DUE 07-01-2010/07-01-2005 BEO	49,565.00	46,884.80	46,000.00
Corporate Debt Instruments - Other	AVECIA GROUP PLC SR NT 11 DUE 07-01-2009/07-01-2004 BEO PUT	23,400.00	30,000.00	30,000.00
Corporate Debt Instruments - Other	BRIT SKY BROADCASTING GROUP PLC GTD NT 6.875 DUE 02-23-2009 BEO	65,440.00	62,720.00	64,000.00
Corporate Debt Instruments - Other	##MOTOROLA INC NT 5.8 DUE 10-15-2008 BE O DO NOT USE SEE 4-780298	4,831.00	4,538.41	5,000.00
Corporate Debt Instruments - Other	AES CORP SR NT 9.5 DUE 06-01-2009/05-31-2009 BEO	47,162.50	69,546.97	77,000.00
Corporate Debt Instruments - Other	AGCO CORP SR NT 9.5 DUE 05-01-2008/05-01-2005 BEO	18,360.00	17,000.00	17,000.00
Corporate Debt Instruments - Other	AK STL CORP SR NT 7.875 DUE 02-15-2009/02-15-2004 BEO PUT	84,840.00	78,097.50	84,000.00
Corporate Debt Instruments - Other	ALBRTSNS INC MTN BOOK ENTRY TRANCHE #TR 00072 6.52 DUE 4-10-28	4,984.00	4,125.15	5,000.00
Corporate Debt Instruments - Other	ALLIED WASTE N AMER INC SR NT 7.375 DUE 01-01-2004 BEO	450,000.00	417,375.00	450,000.00
Corporate Debt Instruments - Other	ALLIED WASTE N AMER INC SR SECD NT DTD 01/30/2001 8.875 DUE 04-01-2008 BEO	137,025.00	138,407.50	135,000.00
Corporate Debt Instruments - Other	AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT	50,407.50	46,427.86	47,000.00
Corporate Debt Instruments - Other	AMERN GREETINGS CORP SR DEB DTD 07/27/1998 6.1 DUE 08-01-2028 BEO PUT	8,370.00	8,448.75	9,000.00
Corporate Debt Instruments - Other	AMERN STD COS INC DEL SR NT 8.25 DUE 06-01-2009 BEO	45,150.00	42,262.50	42,000.00
Corporate Debt Instruments - Other	AMERN STD INC 7.375 DUE 04-15-2005 REG	30,160.00	29,072.50	29,000.00
Corporate Debt Instruments - Other	AMERN STD INC 7.625 DUE 02-15-2010 REG	14,840.00	13,352.50	14,000.00
Corporate Debt Instruments - Other	AOL TIME WARNER INC 7.625 DUE 04-15-2031/04-14-2031 BEO	555,003.36	527,849.00	540,000.00
Corporate Debt Instruments - Other	AOL TIME WARNER INC DEB DTD 04/08/2002 7.7 DUE 05-01-2032 BEO	83,258.64	74,695.50	80,000.00
Corporate Debt Instruments - Other	AT&T BROADBAND CORP NT 9.455 DUE 11-15-2022 BEO	11,600.00	10,550.94	10,000.00
Corporate Debt Instruments - Other	AT&T CORP DEB DTD 01/15/1992 8.125 DUE 01-15-2022/01-15-2003 REG	127,725.00	124,692.91	130,000.00
Corporate Debt Instruments - Other	AT&T CORP NT 6.5 DUE 03-15-2013/03-14-2013 BEO	40,125.08	35,500.00	40,000.00
Corporate Debt Instruments - Other	AT&T CORP USD SR NT 8.5 DUE 11-15-2031/11-14-2031 BEO	187,379.61	168,174.20	170,000.00
Corporate Debt Instruments - Other	AUBURN HILLS TR 12.00 BD DUE 05-01-2020 REG	495,678.81	289,384.27	330,000.00
Corporate Debt Instruments - Other	AVIS GROUP HLDGS INC 11 DUE 05-01-2009/05-01-2004 BEO	94,170.00	89,615.00	86,000.00
Corporate Debt Instruments - Other	B.STEARNS MTG SECS INC SER 97-7 CL 1A9 7 MTG PASSTHRU CTF DUE 02-25-2028 BEO	712,317.87	703,420.30	701,010.57
Corporate Debt Instruments - Other	BEAZER HOMES USA INC SR NT 8.375 DUE 04-15-2012/04-15-2007 BEO	23,690.00	23,000.00	23,000.00
Corporate Debt Instruments - Other	BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO	754,447.50	749,722.50	750,000.00
Corporate Debt Instruments - Other	BEN CORP TRANCHE # TR 130 6.75 MTN DUE 07-20-2004 BEO	102,880.40	103,135.63	100,000.00
Corporate Debt Instruments - Other	BIOVAIL CORP SR SUB NT 7.875 DUE 04-01-2010/04-01-2006 BEO	30,000.00	29,781.00	30,000.00
Corporate Debt Instruments - Other	CALPINE CORP 8.5 DUE 02-15-2011 BEO	40,890.00	82,005.56	94,000.00
Corporate Debt Instruments - Other	CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO	11,760.00	27,895.00	28,000.00
Corporate Debt Instruments - Other	CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO	5,040.00	9,414.00	12,000.00
Corporate Debt Instruments - Other	CANANDAIGUA BRANDS INC SR SUB NT 8.5 DUE03-01-2009/03-01-2004 BEO	5,237.50	5,175.00	5,000.00
Corporate Debt Instruments - Other	CAP 1 BK MEDIUM TERM SR BK NTS BOOK ENTRY 6.62 DUE 08-04-2003 BEO	692,171.20	688,926.00	700,000.00
Corporate Debt Instruments - Other	CHANCELLOR MEDIA CORP L A SER B 8.125 SRSUB NT DUE 12-15-2007/02	91,630.00	91,078.75	88,000.00
Corporate Debt Instruments - Other	CHRYSLER CORP 7.45 DEB DUE 03-01-2027	5,419.50	4,585.81	5,000.00
Corporate Debt Instruments - Other	CIT GROUP INC INTERNOTES BOOK ENTRY TRANCHE # TR 00004 4.95 DUE 11-15-2004	5,100.50	5,000.00	5,000.00
Corporate Debt Instruments - Other	CITIBANK CR CARD ISSUANCE TR 2002-C1 NT FLTG RATE 02-09-2009 BEO	198,944.80	200,000.00	200,000.00
Corporate Debt Instruments - Other	CITIZENS UTILS CO DEL 7 DUE 11-01-2025 REG	9,304.00	7,905.55	10,000.00
Corporate Debt Instruments - Other	CITIZENS UTILS CO DEL 7.6 DUE 06-01-2006REG	10,895.00	10,048.45	10,000.00
Corporate Debt Instruments - Other	CKE RESTAURANTS INC 4.25 DUE 03-15-2004/03-15-2002 REG	14,193.00	6,658.88	15,000.00
Corporate Debt Instruments - Other	CMO CMC SECS CORP III COLL MTG OBLIG 1994-B CL B-A5 6 DUE 02-25-2009 BEO	182,042.12	177,609.62	180,715.67
Corporate Debt Instruments - Other	CMS ENERGY CORP CMS ENERGY CORP NT 8 1 2DUE 4 1 8.5 DUE 04-15-2011 BEO	24,360.00	27,445.04	28,000.00
Corporate Debt Instruments - Other	CMS ENERGY CORP SR NT 7.5 DUE 01-15-2009BEO	73,950.00	75,087.36	87,000.00
Corporate Debt Instruments - Other	CMS ENERGY CORP SR NT 9.875 DUE 10-15-2007/10-12-2000 BEO	53,200.00	58,315.30	56,000.00
Corporate Debt Instruments - Other	CMS PANHANDLE HLDG CO NT 6.125 DUE 03-15-2004 BEO	297,909.30	299,052.00	300,000.00
Corporate Debt Instruments - Other	COASTAL CORP NT 7.5 DUE 08-15-2006 BEO	492,000.00	615,078.00	600,000.00
Corporate Debt Instruments - Other	COLUMBIA / HCA HEALTHCARE CORP 7.25 DUE 05-20-2008 REG	58,893.89	55,875.00	55,000.00
Corporate Debt Instruments - Other	COLUMBIA /HCA HEALTHCARE CORP 6.91 BD DUE 06-15-2005 REG	21,015.12	20,650.00	20,000.00
Corporate Debt Instruments - Other	COMPAGNIE GENERALE DE GEOPHYSIQUE SR NT 10.625 DUE 11-15-2007/11-15-2002 BEO	27,280.00	31,000.00	31,000.00
Corporate Debt Instruments - Other	CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG	105,644.52	95,416.20	90,000.00
Corporate Debt Instruments - Other	CONSTELLATION BRANDS INC SR NT DTD 02/21/2001 8 DUE 02-15-2008 BEO	64,050.00	61,420.00	61,000.00
Corporate Debt Instruments - Other	COVENTRY HLTH CARE INC SR NT 8.125 DUE 02-15-2012/02-15-2003 BEO	33,280.00	32,000.00	32,000.00
Corporate Debt Instruments - Other	COX COMMUNICATIONS INC NEW SUB DISC DEB EXCHANGEABLE .42589 4-19-20/4-19-05 BEO	13,650.00	12,975.00	30,000.00
Corporate Debt Instruments - Other	COX ENTERPRISES INC NT 7.5 DUE 08-15-2004 BEO	743,752.10	732,284.00	700,000.00
Corporate Debt Instruments - Other	CROWN CORK & SEAL FIN S A NT DTD 12/17/1996 6.75 DUE 12-15-2003 REG	14,560.00	13,981.27	16,000.00
Corporate Debt Instruments - Other	CROWN CORK & SEAL INC 7.375 DUE 12-15-2026/12-14-2026 REG	3,450.00	3,397.21	5,000.00
Corporate Debt Instruments - Other	CSC HLDGS INC 7.875 DUE 02-15-2018 REG	896.25	695.00	1,000.00
Corporate Debt Instruments - Other	DAIMLERCHRYSLER N AMER HLDG CORP 7.75 DUE 05-27-2003 BEO	611,953.80	628,800.00	600,000.00
Corporate Debt Instruments - Other	DAIMLERCHRYSLER N AMER HLDG CORP GTD NT 6.9 DUE 09-01-2004 BEO	5,285.50	5,095.16	5,000.00
Corporate Debt Instruments - Other	DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00033 7.3 DUE	7,619.50	7,472.50	7,000.00
Corporate Debt Instruments - Other	DOLE FOOD INC SR NT 2009 7.25 DUE 05-01-2009 BEO	0.00	0.00	0.00
Corporate Debt Instruments - Other	DOMINION RES INC DEL 5.125 DUE 12-15-2009 BEO	70,919.24	69,687.10	70,000.00
Corporate Debt Instruments - Other	DOMINION RES INC DEL NT DTD 09/16/2002 5.7 DUE 09-17-2012 BEO	93,344.04	90,725.60	90,000.00
Corporate Debt Instruments - Other	DUKE ENERGY FIELD SVCS LLC NT 7.5 DUE 08-16-2005/08-15-2005 BEO	1,370,370.30	1,295,099.00	1,300,000.00
Corporate Debt Instruments - Other	DYNEGY HLDGS INC SR NT 8.75 DUE 02-15-2012/02-14-2012 BEO	101,500.00	260,032.50	290,000.00
Corporate Debt Instruments - Other	EASTMAN CHEM CO 6.375 DUE 01-15-2004 REG	10,381.00	10,016.65	10,000.00
Corporate Debt Instruments - Other	ECHOSTAR DBS CORP SR NT 9.125 DUE 01-15-2009/01-15-2006 BEO	31,575.00	30,000.00	30,000.00
Corporate Debt Instruments - Other	ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT	95,175.00	90,271.81	90,000.00
Corporate Debt Instruments - Other	EL PASO CORP ZERO CPN CONV DEB 0 DUE 02-28-2021/02-28-2006 BEO PUT	207,700.00	278,245.60	670,000.00
Corporate Debt Instruments - Other	EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31	12,400.00	18,752.80	20,000.00
Corporate Debt Instruments - Other	EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO	266,600.00	422,415.20	430,000.00
Corporate Debt Instruments - Other	EMMIS COMMUNICATIONS CORP SR SUB NT 8.125 DUE 03-15-2009/03-15-2004 BEO PUT	17,595.00	16,383.75	17,000.00
Corporate Debt Instruments - Other	ENTERGY MISS INC 1ST MTG BD DTD 02/15/2000 7.75 DUE 02-15-2003 BEO	1,005,433.00	1,011,660.00	1,000,000.00
Corporate Debt Instruments - Other	EXTD STAY AMER INC SR SUB NT 9.875 DUE 06-15-2011/06-15-2006 BEO	30,450.00	30,000.00	30,000.00
Corporate Debt Instruments - Other	FIRSTENERGY CORP NT SER B 6.45 DUE 11-15-2011/11-14-2011 BEO	129,329.59	129,546.30	130,000.00
Corporate Debt Instruments - Other	FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031/11-14-2031 BEO	116,326.20	119,798.40	120,000.00
Corporate Debt Instruments - Other	FNMA DISC NT 02-12-2003	698,754.49	694,603.19	700,000.00
Corporate Debt Instruments - Other	FORD MTR CO DEL DEB 8.9 DUE 01-15-2032 REG	215,959.70	234,194.40	220,000.00
Corporate Debt Instruments - Other	FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS 6.7 DUE 07-16-2004 BEO	10,188.00	10,104.00	10,000.00
Corporate Debt Instruments - Other	FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS FLTG RATE DUE 03-17-2003 BEO	998,526.00	996,560.00	1,000,000.00
Corporate Debt Instruments - Other	FORD MTR CR CO MEDIUM TERM NTS BOOK ENTRY TR 00845 VAR RT DUE 06-30-2005	1,177,460.70	1,284,140.00	1,300,000.00
Corporate Debt Instruments - Other	FORD MTR CR CO NT DTD 02/23/1999 5.75 DUE 02-23-2004 BEO	1,350,970.11	1,278,914.70	1,330,000.00
Corporate Debt Instruments - Other	FORD MTR CR CO NT FLTG RATE DUE 04-17-2003 BEO	498,931.50	502,888.00	500,000.00
Corporate Debt Instruments - Other	FOREST OIL CORP SR NT 7.75 DUE 05-01-2014/05-01-2007 BEO	51,737.10	49,045.00	50,000.00
Corporate Debt Instruments - Other	GA GULF CORP SR SUB NT 10.375 DUE 11-01-2007/11-01-2003 BEO PUT	5,300.00	5,044.75	5,000.00
Corporate Debt Instruments - Other	GA PAC CORP 8.875 DUE 05-15-2031/05-14-2031 BEO	4,300.00	4,682.50	5,000.00
Corporate Debt Instruments - Other	GA PAC CORP 9.5 DUE 12-01-2011 REG	15,680.00	16,505.00	16,000.00
Corporate Debt Instruments - Other	GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98	803,956.50	921,157.50	750,000.00
Corporate Debt Instruments - Other	GEN MTRS ACCEP CORP 7.625 DUE 06-15-2004BEO	1,365,065.00	1,299,194.00	1,300,000.00
Corporate Debt Instruments - Other	GEN MTRS ACCEP CORP GLOBAL BD 7.25 DUE 03-02-2011 BEO	407,612.40	399,168.40	400,000.00
Corporate Debt Instruments - Other	GEN MTRS ACCEP CORP MEDIUM TERM NTS BOOKENTRY TR # 00593 VAR RT DUE 01-20-24	788,468.80	800,000.00	800,000.00
Corporate Debt Instruments - Other	GEN MTRS ACCEP CORP MEDIUM TERM NTS TR 00609 VAR RT 5-16-2003 BEO	598,391.40	601,686.00	600,000.00
Corporate Debt Instruments - Other	GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00558 4 DUE 07-15-2004	24,945.00	25,000.00	25,000.00
Corporate Debt Instruments - Other	GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00666 5 DUE 11-15-2004	5,053.00	5,000.00	5,000.00
Corporate Debt Instruments - Other	GEN MTRS CORP SR UNSECD NT 7.2 DUE 01-15-2011 BEO	30,123.00	30,865.80	30,000.00
Corporate Debt Instruments - Other	GMAC COML MTG SEC INC 97-C1 CL A3 6.869 MTG PASSTHRU CTF DUE 8-15-2007 BEO	33,953.28	28,543.36	30,000.00
Corporate Debt Instruments - Other	GMAC COML MTG SEC INC MTG PASSTHRU CTF 1998-C1 CL A-2 6.7 DUE 05-15-2030 REG	87,587.36	75,126.17	80,000.00
Corporate Debt Instruments - Other	HARRAHS OPER INC GTD SR SUB NT 7.875 DUE12-15-2005 BEO	106,000.00	102,631.41	100,000.00
Corporate Debt Instruments - Other	HASBRO INC NT 5.6 DUE 11-01-2005 BEO	49,470.00	48,641.25	51,000.00
Corporate Debt Instruments - Other	HCA-HEALTHCARE CO HCA-06/01/2006 7.125	31,792.11	30,900.00	30,000.00
Corporate Debt Instruments - Other	HCA-HEALTHCARE CO NT 8.75 DUE 09-01-2010BEO	65,601.13	61,582.50	57,000.00
Corporate Debt Instruments - Other	HEALTHSOUTH CORP SR NT DTD 02/01/2001 8.5 DUE 02-01-2008 BEO	16,340.00	20,294.37	19,000.00
Corporate Debt Instruments - Other	HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO	3,950.00	3,786.79	4,000.00
Corporate Debt Instruments - Other	HMH PPTYS INC SR NT SER B 7.875 DUE 08-01-2008/08-01-2003 BEO	38,800.00	38,700.00	40,000.00
Corporate Debt Instruments - Other	HORSESHOE GAMING LLC SR SUB NT 8.625 DUE05-15-2009/05-15-2004 BEO	37,187.50	34,704.31	35,000.00
Corporate Debt Instruments - Other	HOST MARRIOTT L P SR NT SER G 9.25 DUE 10-01-2007 BEO	4,040.00	3,949.64	4,000.00
Corporate Debt Instruments - Other	I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12	9.51	466.24	3,729.90
Corporate Debt Instruments - Other	IMC GLOBAL INC SR NT SER B 10.875 DUE 06-01-2008 BEO	34,720.00	31,986.20	32,000.00
Corporate Debt Instruments - Other	INSIGHT MIDWEST L P / INSIGHT CAP INC SRNT 10.5 DUE 11-01-2010/11-01-2005 BEO	35,982.50	36,556.10	37,000.00
Corporate Debt Instruments - Other	INTL GAME TECH SR NT 8.375 DUE 05-15-2009 BEO	44,400.00	39,589.60	40,000.00
Corporate Debt Instruments - Other	KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO	52,850.00	15,004.34	70,000.00
Corporate Debt Instruments - Other	KELLOGG CO NT SER B 5.5 DUE 04-01-2003 BEO	503,850.00	513,375.00	500,000.00
Corporate Debt Instruments - Other	KS CY SOUTHN RY CO SR NT 9.5 DUE 10-01-2008 BEO	27,531.25	26,275.00	25,000.00
Corporate Debt Instruments - Other	L-3 COMMUNICATIONS CORP SR SUB NT 7.625 DUE 06-15-2012/06-15-2007 BEO	54,590.00	53,090.00	53,000.00
Corporate Debt Instruments - Other	LEAR CORP SR NT SER B 7.96 DUE 05-15-2005 BEO	70,811.25	69,000.00	69,000.00
Corporate Debt Instruments - Other	LENNAR CORP SR NT SER B 9.95 DUE 05-01-2010/05-01-2005 BEO	6,540.00	6,495.00	6,000.00
Corporate Debt Instruments - Other	LIBERTY MEDIA CORP SR EXCHANGEABLE EXCH INTO SPRINT 3.75 02-15-30/02-15-04	154,875.00	146,164.00	300,000.00
Corporate Debt Instruments - Other	LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO	335,410.50	249,066.07	250,000.00
Corporate Debt Instruments - Other	MACDERMID INC SR SUB NT 9.125 DUE 07-15-2011/07-15-2002 BEO	34,160.00	34,360.00	32,000.00
Corporate Debt Instruments - Other	MANOR CARE INC 7.5 DUE 06-15-2006 REG	43,621.96	42,832.50	42,000.00
Corporate Debt Instruments - Other	MANOR CARE INC NEW SR NT DTD 06/22/2001 8 DUE 03-01-2008/02-28-2008 BEO	48,530.00	46,758.75	46,000.00
Corporate Debt Instruments - Other	MEADWESTVACO CORP 6.85 DUE 04-01-2012 BEO	199,733.22	187,982.70	180,000.00
Corporate Debt Instruments - Other	MICROSTRATEGY INC CONV NT SER A 7.5 DUE 06-24-2007/06-23-2007 REG	4,717.50	0.00	18,500.00
Corporate Debt Instruments - Other	MIRAGE RESORTS INC NT 6.625 DUE 02-01-2005 REG	48,138.39	47,349.21	47,000.00
Corporate Debt Instruments - Other	MIRANT AMERICAS GENERATION LLC 8.3 5/1/11	77,625.00	158,194.50	150,000.00
Corporate Debt Instruments - Other	MOHEGAN TRIBAL GAMING AUTH SR NT 8.125 DUE 01-01-2006/12-31-2005 BEO PUT	10,525.00	10,500.00	10,000.00
Corporate Debt Instruments - Other	MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8.75 DUE 01-01-2009/01-01-2004 BEO PUT	28,350.00	27,847.50	27,000.00
Corporate Debt Instruments - Other	MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8 DUE 04-01-2012/04-01-2007 BEO	7,297.50	7,000.00	7,000.00
Corporate Debt Instruments - Other	MOTOROLA INC DEB DTD 05/15/1995 7.5 DUE 05-15-2025 REG	9,075.00	9,262.95	10,000.00
Corporate Debt Instruments - Other	NEWS AMER HLDGS INC 7.75 DUE 02-01-2024 REG	40,037.72	36,008.80	40,000.00
Corporate Debt Instruments - Other	NEWS AMER INC GTD SR DEB 7.625 DUE 11-30-2028 BEO	275,671.62	245,070.90	270,000.00
Corporate Debt Instruments - Other	NEXTEL COMMUNICATIONS INC SR SER NT 9.375 DUE 11-15-2009/11-15-2004 BEO	28,960.00	28,369.93	32,000.00
Corporate Debt Instruments - Other	NORTEK INC 9.25 SR NT DUE 03-15-2007/02	4,100.00	3,370.00	4,000.00
Corporate Debt Instruments - Other	NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT	97,137.50	94,126.61	95,000.00
Corporate Debt Instruments - Other	NORTHN TELECOM CAP CORP NT DTD 06/17/1996 7.875 DUE 06-15-2026 REG	5,100.00	9,393.85	10,000.00
Corporate Debt Instruments - Other	NRG N E GENERATING LLC SR SECD BD SER A DTD 2/25/2000 8.065 DUE 12-15-2004 BEO	318,060.53	406,013.84	395,312.50
Corporate Debt Instruments - Other	OCEAN ENERGY INC SR SUB NT SER B 8.375 DUE 07-01-2008/07-01-2003 BEO	31,575.00	31,650.00	30,000.00
Corporate Debt Instruments - Other	OMNICARE INC 8.125 BONDS 15 FEB 2011	80,250.00	77,750.00	75,000.00
Corporate Debt Instruments - Other	ORION PWR HLDGS INC SR NT 12 DUE 05-01-2010 REG	41,760.00	58,000.00	58,000.00
Corporate Debt Instruments - Other	P & L COAL HLDGS CORP SR NT 8.875 DUE 05-15-2008/05-15-2003 BEO	31,500.00	31,791.85	30,000.00
Corporate Debt Instruments - Other	P & L COAL HLDGS CORP SR SUB NT 9.625 DUE 05-15-2008/05-15-2003 BEO	73,937.50	69,250.00	70,000.00
Corporate Debt Instruments - Other	PARKER & PARSLEY PETE CO DEL 8.875 BD DUE 04-15-2005	4,290.44	4,220.00	4,000.00
Corporate Debt Instruments - Other	PARKER & PARSLEY PETE CO DEL SR NT DTD 08/22/1995 8.25 DUE 08-15-2007 REG	21,385.56	20,600.00	20,000.00
Corporate Debt Instruments - Other	PDVSA FIN LTD PDVSA FIN LTD NT 8 1 2 DUE1 8.5 DUE 11-16-2012	260,700.00	317,937.80	330,000.00
Corporate Debt Instruments - Other	PIONEER NAT RES CO PIONEER NAT RES CO 7.5 DUE 04-15-2012/04-14-2002 BEO	33,519.87	31,093.75	31,000.00
Corporate Debt Instruments - Other	PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010/03-31-2001 BEO PUT	26,172.32	23,232.64	22,000.00
Corporate Debt Instruments - Other	PK PL ENTMT CORP SR SUB NT 9.375 DUE 02-15-2007 BEO	66,185.00	63,451.89	62,000.00
Corporate Debt Instruments - Other	PREMIER PKS INC SR DISC NT STEP UP 4-1-08 RT=0 TIL 4-1-03 10 THEREAFTER	10,642.50	10,367.50	11,000.00
Corporate Debt Instruments - Other	PROGRESS ENERGY INC SR NT 7.1 DUE 03-01-2011 BEO	374,712.64	359,913.80	340,000.00
Corporate Debt Instruments - Other	PULTE HOMES INC SR NT 7.875 DUE 08-01-2011 BEO	14,424.58	12,882.09	13,000.00
Corporate Debt Instruments - Other	PVTPL AK STL CORP GTD SR NT 144A 7.75 DUE 06-15-2012/06-15-2007 BEO	15,112.50	14,935.50	15,000.00
Corporate Debt Instruments - Other	PVTPL ASSOC MANUFACTURED HSG	1,203,537.90	1,217,563.45	1,215,682.94
Corporate Debt Instruments - Other	PVTPL BALL CORP SR NT 144A 6.875 DUE 12-15-2012/12-15-2007 BEO	10,050.00	10,000.00	10,000.00
Corporate Debt Instruments - Other	PVTPL BAYVIEW FINL REVOLVING AST TR 2000-D CL A FLTG 144A 3C7 11-25-2030 BEO	798,000.00	800,000.00	800,000.00
Corporate Debt Instruments - Other	PVTPL CHANCELLOR MEDIA CORP L A SR NT DTD 11/16/1998 8 DUE 11-01-2008 BEO PUT	15,277.50	14,577.50	14,000.00
Corporate Debt Instruments - Other	PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO	67,463.85	67,468.91	67,468.91
Corporate Debt Instruments - Other	PVTPL CMO SEC NATL MTG LN TR 2001-3 MTG REMIC CTF CL 144A A-1 3.6 11-25-2010 BEO	435,256.22	434,414.93	434,452.48
Corporate Debt Instruments - Other	PVTPL EL PASO NAT GAS CO 144A 8.375 DUE 06-15-2032 BEO	74,500.00	99,889.00	100,000.00
Corporate Debt Instruments - Other	PVTPL FMC CORP SR SECD NT 144A 10.25 DUE11-01-2009/10-20-2002 BEO	31,320.00	28,643.88	29,000.00
Corporate Debt Instruments - Other	PVTPL ONCOR ELEC DELIVERY CO SR SECD NT 144A 6.375 DUE 01-15-2015/01-14-2015 BEO	40,820.72	39,675.20	40,000.00
Corporate Debt Instruments - Other	PVTPL PANAMSAT CORP NEW SR NT 144A 8.5 DUE 02-01-2012/02-01-2007 BEO	51,570.00	54,000.00	54,000.00
Corporate Debt Instruments - Other	PVTPL PETRONAS CAP LTD EURO GTD NT 144A 7.875 DUE 05-22-2022 BEO	128,930.52	119,438.40	120,000.00
Corporate Debt Instruments - Other	PVTPL SANMINA-SCI CORP SR SECD NT 10.37501-15-10 BEO	9,090.00	9,000.00	9,000.00
Corporate Debt Instruments - Other	PVTPL WESTPORT RES CORP NEW SR SUB NT 8.25 DUE 11-01-2011/11-01-2006 BEO	5,250.00	5,241.25	5,000.00
Corporate Debt Instruments - Other	PVTPL WILLIAMS COS INC NT 144A 8.75 DUE 03-15-2032 BEO	203,050.00	296,564.90	310,000.00
Corporate Debt Instruments - Other	QWEST CAP FDG INC NT 7.25 DUE 02-15-2011/02-14-2011 REG	7,680.00	9,360.00	12,000.00
Corporate Debt Instruments - Other	RAYTHEON CO NT 6.55 DUE 03-15-2010 REG	650,349.60	588,708.00	600,000.00
Corporate Debt Instruments - Other	RJ REYNOLDS TOB HLDGS INC NT SER B 7.875DUE 05-15-2009 BEO	545,374.00	492,870.00	500,000.00
Corporate Debt Instruments - Other	RYLAND GROUP INC SR NT 8 DUE 08-15-2006 BEO	33,990.00	33,000.00	33,000.00
Corporate Debt Instruments - Other	RYLAND GROUP INC SR NT 9.75 DUE 09-01-2010/09-01-2005 BEO	16,425.00	15,637.50	15,000.00
Corporate Debt Instruments - Other	SAFETY-KLEEN CORP NEW 9.25 DUE 05-15-2009 BEO BD IN DEFAULT DBTFL	2,360.00	59,149.77	59,000.00
Corporate Debt Instruments - Other	SCHULER HOMES INC SR NT 9.375 DUE 07-15-2009/07-15-2005 BEO	78,540.00	78,197.78	77,000.00
Corporate Debt Instruments - Other	SCOTIA PAC CO LLC TIMBER COLL NT SER B CL A-3 7.71 DUE 07-20-2028 BEO	78,037.20	85,200.00	120,000.00
Corporate Debt Instruments - Other	SEARS ROEBUCK ACCEP CORP INTERNOTES BOOK TR# 00001 5.65 12-15-2005	10,017.00	10,000.00	10,000.00
Corporate Debt Instruments - Other	SMITHFIELD FOODS INC SR NT 8 DUE 10-15-2009 BEO	33,660.00	33,150.00	33,000.00
Corporate Debt Instruments - Other	SONAT INC NT 7.625 DUE 07-15-2011 BEO	20,100.00	30,091.60	30,000.00
Corporate Debt Instruments - Other	SOUTHN CAL EDISON CO NT 8.95 DUE 11-03-2003 BEO	9,925.00	9,912.50	10,000.00
Corporate Debt Instruments - Other	SPRINT CAP CORP 6.9 DUE 05-01-2019 BEO	65,600.00	75,670.40	80,000.00
Corporate Debt Instruments - Other	SPRINT CAP CORP GTD NT 6 DUE 01-15-2007/01-14-2007 BEO	945,000.00	845,000.00	1,000,000.00
Corporate Debt Instruments - Other	SPRINT CAP CORP NT 7.625 DUE 01-30-2011 BEO	95,000.00	96,301.00	100,000.00
Corporate Debt Instruments - Other	SPRINT CAP CORP NT 8.375 DUE 03-15-2012 BEO	756,200.00	741,426.70	760,000.00
Corporate Debt Instruments - Other	SUMITOMO MITSUI BK CORP SUB NT 8 DUE 06-15-2012 BEO	188,832.43	169,845.30	170,000.00
Corporate Debt Instruments - Other	TCI COMMUNICATIONS INC 7.875 DUE 02-15-2026 REG	314,432.38	362,486.39	310,000.00
Corporate Debt Instruments - Other	TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO	91,336.25	91,216.25	89,000.00
Corporate Debt Instruments - Other	TEREX CORP NEW SR SUB NT DTD 03/29/2001 10.375 DUE 04-01-2011/04-01-2006 BEO	18,800.00	20,000.00	20,000.00
Corporate Debt Instruments - Other	TEREX CORP NEW SR SUB NT SER D 8.875 DUE04-01-2008/04-01-2003 BEO PUT	84,717.50	92,762.50	94,000.00
Corporate Debt Instruments - Other	TIME WARNER INC 6.875 DUE 06-15-2018 REG	999.80	783.29	1,000.00
Corporate Debt Instruments - Other	TIME WARNER INC 7.75 DUE 06-15-2005 REG	958,914.00	951,174.00	900,000.00
Corporate Debt Instruments - Other	TRICON GLOBAL RESTAURANTS INC 7.45 DUE 05-15-2005 REG	26,125.00	25,750.00	25,000.00
Corporate Debt Instruments - Other	TRICON GLOBAL RESTAURANTS INC 8.5 DUE 04-15-2006 BEO	8,500.00	8,550.00	8,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A CB 6.375 DUE 02-15-2006 BEO	6,790.00	6,614.65	7,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A GTD NT 6.125 DUE 01-15-2009 BEO	9,350.00	8,325.00	10,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A GTD NT 6.875 DUE 01-15-2029 BEO	466,400.00	399,975.00	530,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A NT 5.875 DUE 11-01-2004 BEO	9,700.00	8,600.00	10,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A NT 6.125 DUE 11-01-2008 BEO	28,050.00	23,700.00	30,000.00
Corporate Debt Instruments - Other	TYCO INTL GROUP S A NT VAR RT 7-30-2003 BEO	29,100.00	25,500.00	30,000.00
Corporate Debt Instruments - Other	TYSON FOODS INC 7 DUE 01-15-2028 REG	10,312.00	8,678.85	10,000.00
Corporate Debt Instruments - Other	TYSON FOODS INC 7 DUE 05-01-2018 REG	10,382.00	8,907.05	10,000.00
Corporate Debt Instruments - Other	UNISYS CORP SR NT 7.25 DUE 01-15-2005 BEO	61,610.00	59,768.41	61,000.00
Corporate Debt Instruments - Other	UTD AIR LINES INC DEB SER A DTD 7/12/94 10.67 DUE 05-01-2004 REG BD IN DEFAULT	19,690.00	37,186.81	179,000.00
Corporate Debt Instruments - Other	UTD AIR LINES INC DEB SER B DTD 07/12/1994 11.21 DUE 05-01-2014 REG	455.00	1,084.02	4,000.00
Corporate Debt Instruments - Other	VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPSR NT 2012 9 5-1-12/4-30-12 BEO	10,450.00	10,000.00	10,000.00
Corporate Debt Instruments - Other	VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPCORP SR NT 2009 8.75 DUE 05-01-2009 BEO	10,350.00	10,000.00	10,000.00
Corporate Debt Instruments - Other	VERIZON GLOBAL FDG CORP BD 6.875 DUE 06-15-2012 BEO	568,805.55	505,879.20	510,000.00
Corporate Debt Instruments - Other	VERIZON GLOBAL FDG CORP NT CONV ZERO CPN0 DUE 05-15-2021/05-15-2006 BEO PUT	207,900.00	194,267.05	360,000.00
Corporate Debt Instruments - Other	VINTAGE PETE INC 9.0 SR SUB NT DUE 12-15-2005	18,090.00	18,465.00	18,000.00
Corporate Debt Instruments - Other	VINTAGE PETE INC SR NT 8.25 DUE 05-01-2012/05-01-2007 BEO	20,800.00	20,000.00	20,000.00
Corporate Debt Instruments - Other	VINTAGE PETE INC SR SUB NT DTD 05/25/2001 7.875 DUE 5-15-11 REG	48,750.00	49,579.50	50,000.00
Corporate Debt Instruments - Other	WASTE MGMT INC DEL SR NT 6.875 DUE 05-15-2009 BEO	1,050,007.00	983,680.00	1,000,000.00
Corporate Debt Instruments - Other	WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO	558,011.40	507,924.30	510,000.00
Corporate Debt Instruments - Other	WESTN OIL SANDS INC SR SECD NT 8.375 DUE05-01-2012 BEO	40,795.00	41,000.00	41,000.00
Corporate Debt Instruments - Other	WESTPOINT STEVENS INC SR NT 7.875 DUE 06-15-2008 BEO	2,900.00	3,239.00	10,000.00
Corporate Debt Instruments - Other	WEYERHAEUSER CO DEB 7.375 DUE 03-15-2032 BEO	75,916.96	69,092.10	70,000.00
Corporate Debt Instruments - Other	WEYERHAEUSER CO NT 6.75 DUE 03-15-2012/03-14-2012 BEO	109,033.80	99,354.00	100,000.00
Corporate Debt Instruments - Other	WMX TECHNOLOGIES INC 6.375 NTS DUE 12-01-2003 REG	7,133.70	7,160.51	7,000.00
Corporate Debt Instruments - Other	WORLDCOM INC 7.875 05-15-2003 BEO BD IN DEFAULTED	2,350.00	1,350.00	10,000.00
Corporate Debt Instruments - Other	WORLDCOM INC GA NEW 7.50000 7.5 DUE 05-15-2011 BEO BOND IN DEFAULT	70,500.00	275,308.00	300,000.00
Corporate Debt Instruments - Other	WORLDCOM INC GA NEW 8.25 5/16/01 5/15/31 8.25 5-15-2031 BEO BD IN DEFAULT	33,605.00	140,280.14	143,000.00
Corporate Debt Instruments - Other	WORLDCOM INC GA NT 6.25 DUE 08-15-2003 BEO IN DEFAULTED	10,340.00	6,925.00	44,000.00
Corporate Debt Instruments - Other	WORLDCOM INC GA NT 8.25 DUE 05-15-2010 BEO BD IN DEFAULT	54,050.00	242,491.30	230,000.00
Corporate Debt Instruments - Other	XTO ENERGY INC SR NT 7.5 DUE 04-15-2012/04-14-2012 BEO	22,312.50	21,000.00	21,000.00
Corporate Debt Instruments - Other	PVTPL PETROZUATA FIN INC SER B 8.22 BD DUE 04-01-2017 BEO 144A	36,600.00	45,000.00	60,000.00
Corporate Stock - Preferred	NEWS CORPORATION PRF AUD0.50	133,348.73	213,638.77	24,797.00
Corporate Stock - Preferred	NEWS CORPORATION PRF AUD0.50	85,138.41	60,086.21	15,832.00
Corporate Stock - Preferred	ADR COMPANHIA BRASILEIRA DE DISTR DE ACUCR CIA SPONSORED REP PFD	24,480.00	42,236.32	1,600.00
Corporate Stock - Preferred	ADR COMPANHIA VALE DO RIO DOCE SPONSOREDADR REPSTG 250 PFD	132,000.00	118,870.88	4,800.00
Corporate Stock - Preferred	ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH	7.35	13.84	1.00
Corporate Stock - Preferred	ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK	105,782.80	253,170.71	5,672.00
Corporate Stock - Preferred	BOSS (HUGO) AG PRF NPV	69,994.12	108,411.80	6,650.00
Corporate Stock - Preferred	##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646	55,617.91	61,466.79	2,303.97
Corporate Stock - Preferred	ADR ABBEY NATL PLC ADR SER B REPSTG PREFSHS SER B	2,587.00	2,602.95	100.00
Corporate Stock - Preferred	ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD	1,073,610.00	1,019,451.45	47,400.00
Corporate Stock - Preferred	ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH	3,675.00	9,079.95	500.00
Corporate Stock - Preferred	AICI CAP TR PFD SEC	96.00	2,099.95	200.00
Corporate Stock - Preferred	AQUILA INC DEL NEW NEW QRTLY INT BD 7.875 PFD DUE 03-01-2032	26,000.00	29,474.79	2,000.00
Corporate Stock - Preferred	BANKUNITED CAP II TR PFD SECS	10,276.00	10,149.95	400.00
Corporate Stock - Preferred	BANKUNITED CAP III PFD STK	5,010.00	4,929.95	200.00
Corporate Stock - Preferred	CABCO TR FOR J C PENNEY DEBS TR CTF 7.625	2,110.00	2,047.95	100.00
Corporate Stock - Preferred	CAP 1 FINL CORP UPPER DECS 6.25	2,865.00	3,038.95	100.00
Corporate Stock - Preferred	CAPSTEAD MTG CORP PFD SER B CUM CONV $1.26	9,480.00	9,762.90	800.00
Corporate Stock - Preferred	CHUBB CORP CORP UNIT UNIT=1 CM STK PURCHCONT & 1 SR NT CONV TIL 11/16/2005	40,715.00	42,500.00	1,700.00
Corporate Stock - Preferred	CITIGROUP CAP VI 6.875 TR PFD SECS	14,319.20	14,100.01	560.00
Corporate Stock - Preferred	CONSECO FING TR I TR ORIGINATED PFD SECS9.16	380.00	15,609.90	2,000.00
Corporate Stock - Preferred	CONSECO FING TR V TR ORIGINATED PFD SECS8.70	238.00	10,600.27	1,400.00
Corporate Stock - Preferred	CORTS TR J C PENNEY CORPORATE-BACKED TR SECS CTF	2,170.00	2,183.95	100.00
Corporate Stock - Preferred	DELTA AIR LINES INC DEL NT 8.125	1,305.00	2,112.95	100.00
Corporate Stock - Preferred	DILLARDS CAP TR 1 PFD 7.5%	5,175.00	5,874.90	300.00
Corporate Stock - Preferred	DUKE RLTY CORP	25,830.00	25,243.16	1,000.00
Corporate Stock - Preferred	DUKE RLTY CORP SER I PFD	2,645.00	2,639.95	100.00
Corporate Stock - Preferred	ENRON CAP TR I TR ORIGINATED PFD SEC 8.30	85.00	2,662.00	100.00
Corporate Stock - Preferred	ENTERGY LA INC 1ST MTG BD	39,375.00	37,500.00	1,500.00
Corporate Stock - Preferred	EQTY INNS INC PFD SER A 9.50	4,660.00	4,509.95	200.00
Corporate Stock - Preferred	FORD MTR CO CAP TR II TR ORIGINATED PFD SECS	1,021.25	1,124.70	25.00
Corporate Stock - Preferred	FREEPORT-MCMORAN COPPER & GOLD INC DEPOSSH REP 0.025 SILVER PFD DENOM	7,875.00	8,559.90	900.00
Corporate Stock - Preferred	FRESENIUS MED CARE CAP TR II GTD TR PFD SECS 7.875	48,265.00	48,000.00	490.00
Corporate Stock - Preferred	G&L RLTY CORP PFD SER B	10,650.00	10,531.85	500.00
Corporate Stock - Preferred	GEN MTRS CORP SR DEB CONV SER B	203,280.00	253,783.05	8,800.00
Corporate Stock - Preferred	GRAND MET DEL L P GTD PFD SECS SER A 9.42	2,787.00	2,867.00	100.00
Corporate Stock - Preferred	GREAT ATLC & PAC TEA INC SR QRTLY INT BD-QUIBS PREF STK	9,125.00	9,846.90	500.00
Corporate Stock - Preferred	HECLA MNG CO PFD SER B CONV $3.50	4,290.00	2,889.95	130.00
Corporate Stock - Preferred	HILFIGER TOMMY U S A INC GTD SR BD PFD STK	9,350.00	10,670.90	500.00
Corporate Stock - Preferred	HL&P CAP TR I TR PFD SECS SER A 8.125	5,280.00	5,357.95	300.00
Corporate Stock - Preferred	HOSPITALITY PPTYS TR PFD SER A 9.5	13,195.00	13,249.95	500.00
Corporate Stock - Preferred	LTC PPTYS INC PFD SER A	4,540.00	4,611.95	200.00
Corporate Stock - Preferred	MAYTAG CORP PUB INC NT-PINES	2,132.80	2,173.95	80.00
Corporate Stock - Preferred	MBNA CAP D TR PFD SECS SER D TRUPS	2,525.00	2,559.95	100.00
Corporate Stock - Preferred	MERRILL LYNCH & CO INC S&P 500 MKT INDEXTARGET-TERM SECS	7,040.00	7,527.40	800.00
Corporate Stock - Preferred	MID-AMER APT CMNTYS INC SER A PFD STK	5,070.00	4,969.95	200.00
Corporate Stock - Preferred	MISSION CAP L P GTD MONTHLY INC PFD SECSB 8.50	9,775.00	12,881.09	500.00
Corporate Stock - Preferred	MORGAN STANLEY DEAN WITTER & CO STK PARTN ACCRETING RED QRTLY	800.00	1,499.95	100.00
Corporate Stock - Preferred	MOTOROLA INC EQTY SEC UNIT 7.00	17,684.35	20,393.35	552.64
Corporate Stock - Preferred	MOTOROLA INC EQTY SEC UNIT 7.00	348,800.00	526,108.84	10,900.00
Corporate Stock - Preferred	NORTHROP GRUMMAN CORP EQTY SECS UNITS	96,966.00	117,477.00	900.00
Corporate Stock - Preferred	PARTNERRE LTD SER A PFD STK	5,100.00	4,229.95	200.00
Corporate Stock - Preferred	PFD WACHOVIA CORP	31.50	1,328.02	252.00
Corporate Stock - Preferred	PPL CAP FDG TR I PREM EQTY PT SECS UNITS7.75	72.60	8,799.90	400.00
Corporate Stock - Preferred	PUB STORAGE INC DEPOS SH REPSTG 1/1000 PFD SER R	2,606.00	2,592.95	100.00
Corporate Stock - Preferred	STERLING CAP TR I CAP SECS	2,515.00	2,544.95	100.00
Corporate Stock - Preferred	TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75	5,040.00	5,390.98	200.00
Corporate Stock - Preferred	TRAVELERS PPTY CAS CORP NEW JR SUB NT CONV	113,985.00	126,528.03	5,100.00
Corporate Stock - Preferred	TXU CORP UT INIT EA REP 1 CORP UT=PURCH CONTRACT+1 TXU SR NT 50 MAT 04 50 05	125,840.00	231,317.97	4,400.00
Corporate Stock - Preferred	UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25	2,750.00	32,689.89	2,500.00
Corporate Stock - Preferred	UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25	3,375.00	55,258.79	3,375.00
Corporate Stock - Preferred	WESTN RES CAP II QRTLY INC PFD SECS SER B 8.50	9,965.25	10,039.40	645.00
Corporate Stock - Preferred	WINSTON HOTELS INC PFD SER A	4,510.00	4,619.95	200.00
Corporate Stock - Common	ALUMINA LTD NPV	54,632.07	0.00	19,800.00
Corporate Stock - Common	AUST & NZ BANK GRP NPV	214,271.35	228,492.28	21,932.00
Corporate Stock - Common	BHP BILLITON LTD NPV	108,594.05	105,103.37	19,000.00
Corporate Stock - Common	BHP BILLITON LTD NPV	80,731.10	80,245.57	14,125.00
Corporate Stock - Common	BRAMBLES INDS LTD A$0.50	14,254.45	29,772.55	5,386.00
Corporate Stock - Common	BRAMBLES INDS LTD A$0.50	25,142.46	51,027.94	9,500.00
Corporate Stock - Common	FOSTERS GROUP NPV	120,436.35	127,233.17	47,529.00
Corporate Stock - Common	NATL AUSTRALIA BK NPV	111,257.66	97,870.56	6,223.00
Corporate Stock - Common	NEWS CORPORATION NPV(AUST LISTING)	144,498.75	69,472.27	22,353.00
Corporate Stock - Common	SANTOS LIMITED NPV	249,155.35	245,479.35	73,500.00
Corporate Stock - Common	WESTPAC BKG CORP NPV	100,754.98	49,640.57	13,013.00
Corporate Stock - Common	WMC RESOURCES LTD NPV	47,050.48	74,515.74	19,800.00
Corporate Stock - Common	WOOLWORTHS LTD NPV	152,138.66	117,213.30	23,700.00
Corporate Stock - Common	BHP BILLITON LTD	149,304.50	74,956.50	12,983.00
Corporate Stock - Common	DEXIA NPV	77,713.79	66,472.04	6,260.00
Corporate Stock - Common	DEXIA NPV	308,496.43	278,490.95	24,850.00
Corporate Stock - Common	DEXIA VVPR STRIP	193.61	19.00	18,450.00
Corporate Stock - Common	FORTIS UNIT(FORTIS SA/NV NPV/0.42)	44,568.23	47,652.37	2,528.00
Corporate Stock - Common	UCB NPV	24,807.70	16,306.20	788.00
Corporate Stock - Common	ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED	67,924.60	110,860.94	5,069.00
Corporate Stock - Common	ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED	69,345.00	91,204.97	5,175.00
Corporate Stock - Common	ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	38,097.00	53,284.55	2,550.00
Corporate Stock - Common	ABITIBI-CONS INC COM NPV	132,064.82	133,463.12	17,200.00
Corporate Stock - Common	ALCAN INC COM STK (CAN QUOTE)	30,792.82	32,640.50	1,050.00
Corporate Stock - Common	ALCAN INC COM STK (CAN QUOTE)	79,181.54	86,495.98	2,700.00
Corporate Stock - Common	BCE INC COM NPV	328,332.70	280,509.70	18,200.00
Corporate Stock - Common	BK OF NOVA SCOTIA COM NPV	103,333.33	65,188.51	3,100.00
Corporate Stock - Common	FAIRFAX FINL HLDGS (R1933) COM STK 144A (IPO)	114,992.40	502,308.86	1,500.00
Corporate Stock - Common	ROYAL BANK CANADA COM NPV (CAD)	44,674.64	21,386.57	1,220.00
Corporate Stock - Common	SUNCOR ENERGY INC COM NPV (CAD QUOTE)	128,206.10	116,475.95	8,200.00
Corporate Stock - Common	TELUS CORPORATION NON VOTING SHS NPV	139,030.26	89,006.17	13,600.00
Corporate Stock - Common	THOMSON CORP COM NPV	132,928.22	156,067.11	5,000.00
Corporate Stock - Common	CELESTICA INC SUB VTG SHS	13,084.80	35,643.34	928.00
Corporate Stock - Common	THOMSON CORP COM	326,106.00	194,354.84	12,200.00
Corporate Stock - Common	CHINA MOBILE (HK) HKD0.10	156,994.75	409,363.89	66,000.00
Corporate Stock - Common	CHINA MOBILE (HK) HKD0.10	121,314.12	153,534.12	51,000.00
Corporate Stock - Common	PETROCHINA CO 'H'CNY1	103,871.97	107,392.85	522,600.00
Corporate Stock - Common	NOVO-NORDISK AS DKK2 SER B	78,005.47	87,136.76	2,700.00
Corporate Stock - Common	NOKIA OYJ EUR0.06	307,410.20	371,562.71	19,336.00
Corporate Stock - Common	NOKIA OYJ EUR0.06	639,113.05	453,349.91	40,200.00
Corporate Stock - Common	SAMPO OYJ SER'A'NPV	157,487.96	166,149.63	20,700.00
Corporate Stock - Common	UPM-KYMMENE CORP NPV	195,880.08	165,907.40	6,100.00
Corporate Stock - Common	ADR NOKIA CORP SPONSORED ADR	172,546.00	149,523.69	11,132.00
Corporate Stock - Common	ACCOR EUR3	124,170.72	163,863.34	4,100.00
Corporate Stock - Common	AIR LIQUIDE(L') EUR11	281,889.44	268,763.85	2,137.00
Corporate Stock - Common	ARCELOR NPV	168,728.74	192,606.67	13,719.00
Corporate Stock - Common	ASS GEN DE FRANCE NPV	149,971.14	225,529.74	4,480.00
Corporate Stock - Common	AVENTIS SA EUR3.82	350,776.45	383,862.62	6,453.00
Corporate Stock - Common	AXA EUR2.29	112,420.68	242,810.42	8,376.00
Corporate Stock - Common	BNP PARIBAS EUR2	348,884.45	365,504.20	8,562.00
Corporate Stock - Common	BNP PARIBAS EUR2	480,826.50	473,092.11	11,800.00
Corporate Stock - Common	BNP PARIBAS EUR2	201,213.67	197,821.21	4,938.00
Corporate Stock - Common	BOUYGUES EUR1	540,819.58	960,321.00	19,360.00
Corporate Stock - Common	CAP GEMINI (FR) EUR8	6,536.77	52,436.05	286.00
Corporate Stock - Common	CARREFOUR EUR2.50	29,387.05	29,731.48	660.00
Corporate Stock - Common	CARREFOUR EUR2.50	93,504.24	105,493.70	2,100.00
Corporate Stock - Common	CIE DE ST-GOBAIN EUR4	100,581.24	121,689.43	3,428.00
Corporate Stock - Common	ESSILOR INTL EUR0.35	144,160.64	130,155.10	3,500.00
Corporate Stock - Common	GROUPE DANONE EUR1	33,633.11	27,348.78	250.00
Corporate Stock - Common	GROUPE DANONE EUR1	242,158.40	230,059.77	1,800.00
Corporate Stock - Common	HERMES INTL NPV	100,813.28	96,381.71	730.00
Corporate Stock - Common	L'OREAL EUR0.20	19,718.60	9,427.74	259.00
Corporate Stock - Common	LAFARGE EUR4	21,021.69	20,978.69	279.00
Corporate Stock - Common	LVMH MOET HENNESSY EUR0.30	62,817.15	99,220.54	1,529.00
Corporate Stock - Common	MICHELIN (CGDE) EUR2	227,105.83	240,735.05	6,586.00
Corporate Stock - Common	ORANGE SA EUR1	47,855.35	61,765.93	6,920.00
Corporate Stock - Common	PECHINEY EUR15.25 'A'	150,894.61	141,299.88	4,300.00
Corporate Stock - Common	PERNOD RICARD NPV	248,928.04	211,404.55	2,570.00
Corporate Stock - Common	PIN-PRINTEMPS-REDO EUR4	32,293.98	51,273.32	439.00
Corporate Stock - Common	RENAULT(REGIE NTL EUR3.81	361,837.70	350,384.60	7,700.00
Corporate Stock - Common	SANOFI-SYNTHELABO EUR2	332,410.04	207,167.85	5,438.00
Corporate Stock - Common	SANOFI-SYNTHELABO EUR2	1,329,212.27	881,547.48	21,745.00
Corporate Stock - Common	SCHNEIDER ELECTRIC EUR8	139,301.90	164,455.86	2,944.00
Corporate Stock - Common	SCHNEIDER ELECTRIC EUR8	231,854.39	239,805.22	4,900.00
Corporate Stock - Common	SCHNEIDER ELECTRIC EUR8	135,327.25	116,361.13	2,860.00
Corporate Stock - Common	SOC AIR FRANCE EUR8.50	87,102.85	164,860.19	8,983.00
Corporate Stock - Common	SOC GENERALE EUR1.25	62,201.84	58,576.46	1,068.00
Corporate Stock - Common	SODEXHO ALLIANCE EUR4	146,808.27	246,703.47	6,359.00
Corporate Stock - Common	TF1 - TV FRANCAISE EUR0.20	146,946.79	170,743.78	5,500.00
Corporate Stock - Common	TF1 - TV FRANCAISE EUR0.20	109,542.15	42,367.23	4,100.00
Corporate Stock - Common	THOMSON SA EUR3.75	49,483.17	64,747.18	2,900.00
Corporate Stock - Common	THOMSON SA EUR3.75	131,386.36	118,359.36	7,700.00
Corporate Stock - Common	TOTAL FINA ELF EUR10	661,268.93	510,244.25	4,630.00
Corporate Stock - Common	TOTAL FINA ELF EUR10	26,422.19	22,946.90	185.00
Corporate Stock - Common	VIVENDI UNIVERSAL EUR5.50	30,007.05	139,980.78	1,858.00
Corporate Stock - Common	VIVENDI UNIVERSAL EUR5.50	382,759.49	663,596.38	23,700.00
Corporate Stock - Common	ADR ALSTOM SPONSORED ADR	15.21	100.00	3.00
Corporate Stock - Common	ADR TOTAL FINA ELF S A SPONSORED ADR	381,166.50	220,390.68	5,331.00
Corporate Stock - Common	AIXTRON ORD NPV	25,783.64	367,286.32	5,400.00
Corporate Stock - Common	ALLIANZ AG NPV(REGD)(VINKULIERT)	50,512.79	145,854.37	531.00
Corporate Stock - Common	ALLIANZ AG NPV(REGD)(VINKULIERT)	114,153.19	182,759.23	1,200.00
Corporate Stock - Common	BAYER AG ORD NPV	26,181.36	38,388.96	1,220.00
Corporate Stock - Common	BAYER AG ORD NPV	252,242.35	384,695.58	11,754.00
Corporate Stock - Common	BAYER HYPO-VEREINS ORD NPV	11,419.83	39,678.70	715.00
Corporate Stock - Common	BAYER MOTOREN WERK EUR1	121,394.02	101,637.85	4,000.00
Corporate Stock - Common	DAIMLERCHRYSLER AG ORD NPV(REGD)	163,238.64	233,084.88	5,300.00
Corporate Stock - Common	DEUTSCHE BANK AG NPV(REGD)	102,502.28	156,928.74	2,225.00
Corporate Stock - Common	DEUTSCHE BANK AG NPV(REGD)	119,777.95	120,593.22	2,600.00
Corporate Stock - Common	DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)	110,324.70	229,586.38	11,974.00
Corporate Stock - Common	DEUTSCHE POST AG NPV(REGD)	223,311.26	395,917.23	21,280.00
Corporate Stock - Common	DEUTSCHE TELEKOM NPV(REGD)	12,212.33	30,940.04	950.00
Corporate Stock - Common	DEUTSCHE TELEKOM NPV(REGD)	290,525.01	295,781.27	22,600.00
Corporate Stock - Common	E.ON AG NPV	83,724.67	97,031.60	2,075.00
Corporate Stock - Common	E.ON AG NPV	280,951.75	308,605.06	6,963.00
Corporate Stock - Common	EPCOS ORD NPV	37,287.10	198,898.77	3,600.00
Corporate Stock - Common	GEHE AG NPV	82,069.83	83,053.47	2,108.00
Corporate Stock - Common	INFINEON TECHNOLOG ORD NPV	61,616.28	352,823.63	8,400.00
Corporate Stock - Common	KARSTADT QUELLE AG NPV	225,095.23	315,791.50	13,000.00
Corporate Stock - Common	METRO AG ORD NPV	114,593.94	191,539.57	4,800.00
Corporate Stock - Common	MUENCHENER RUECKVE NPV(REGD)	167,483.45	206,610.54	1,400.00
Corporate Stock - Common	RHOEN-KLINIKUM AG ORD NPV	24,040.59	16,569.18	739.00
Corporate Stock - Common	SAP AG ORD NPV	49,927.70	86,929.36	630.00
Corporate Stock - Common	SIEMENS AG NPV(REGD)	31,492.87	44,147.53	741.00
Corporate Stock - Common	SIEMENS AG NPV(REGD)	357,004.19	444,046.08	8,400.00
Corporate Stock - Common	THYSSENKRUPP AG NPV	87,173.24	118,710.50	7,800.00
Corporate Stock - Common	VOLKSWAGEN AG ORD NPV	212,939.40	300,709.03	5,841.00
Corporate Stock - Common	OTE(HELLENIC TLCM) EUR2.39(CR)	23,800.28	34,287.52	2,160.00
Corporate Stock - Common	OTE(HELLENIC TLCM) EUR2.39(CR)	56,195.10	78,438.84	5,100.00
Corporate Stock - Common	OTE(HELLENIC TLCM) EUR2.39(CR)	24,241.03	34,103.44	2,200.00
Corporate Stock - Common	ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR	190,381.68	364,391.26	35,652.00
Corporate Stock - Common	CHEUNG KONG(HLDGS) HKD0.50	91,109.02	144,439.60	14,000.00
Corporate Stock - Common	CHEUNG KONG(HLDGS) HKD0.50	234,280.33	435,002.82	36,000.00
Corporate Stock - Common	HANG LUNG PROPERTIES HKD1	97,783.51	109,134.94	101,000.00
Corporate Stock - Common	HANG SENG BANK HKD5	216,058.53	229,186.84	20,300.00
Corporate Stock - Common	HSBC HLDGS USD0.50(HONGKONG REG)	48,099.92	48,453.69	4,400.00
Corporate Stock - Common	HUTCHISON WHAMPOA HKD0.25	50,687.65	71,281.08	8,100.00
Corporate Stock - Common	HUTCHISON WHAMPOA HKD0.25	188,983.57	256,953.55	30,200.00
Corporate Stock - Common	JOHNSON ELEC HLDGS HKD0.0125	150,753.04	222,291.73	137,500.00
Corporate Stock - Common	LI & FUNG HKD0.025	134,746.45	187,727.36	142,000.00
Corporate Stock - Common	MASS TRANSIT RY HKD1	135,155.13	166,133.25	127,756.00
Corporate Stock - Common	SHANGRI-LA ASIA HKD1	95,481.74	170,115.88	146,000.00
Corporate Stock - Common	SUN HUNG KAI PROP HKD0.50	71,091.96	82,629.60	12,000.00
Corporate Stock - Common	SWIRE PACIFIC 'A'HKD0.60	137,567.56	221,886.80	36,000.00
Corporate Stock - Common	SWIRE PACIFIC 'A'HKD0.60	129,924.92	175,369.38	34,000.00
Corporate Stock - Common	ADR ICICI BK LTD	25,590.50	40,328.17	3,937.00
Corporate Stock - Common	ALLIED IRISH BANKS ORD EUR0.32(DUBLIN LISTING)	90,417.97	74,721.88	6,700.00
Corporate Stock - Common	BK OF IRELAND ORD STK EUR0.64	401,193.47	272,573.86	39,051.00
Corporate Stock - Common	CRH ORD EUR0.32	28,480.58	33,528.96	2,300.00
Corporate Stock - Common	CRH ORD EUR0.32(DUBLIN LISTING)	166,336.98	212,833.44	13,490.00
Corporate Stock - Common	CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01	15,602.91	23,470.96	1,203.00
Corporate Stock - Common	ALLEANZA ASSICURAZ EUR0.5	103,496.79	142,269.81	13,660.00
Corporate Stock - Common	ASSIC GENERALI SPA EUR1	39,593.67	63,056.01	1,925.00
Corporate Stock - Common	ASSIC GENERALI SPA EUR1	84,329.38	138,539.34	4,100.00
Corporate Stock - Common	BCA INTESA EUR0.52	75,712.75	129,303.71	35,895.00
Corporate Stock - Common	BCA POP BERGAMO EUR3	139,702.81	164,205.28	7,831.00
Corporate Stock - Common	ENI EUR1	290,812.34	213,798.18	18,292.00
Corporate Stock - Common	ENI EUR1	606,521.47	478,091.78	38,150.00
Corporate Stock - Common	ENI EUR1	217,012.27	136,508.99	13,650.00
Corporate Stock - Common	FINMECCANICA SPA EUR0.22	204,853.01	433,049.00	369,717.00
Corporate Stock - Common	MEDIASET EUR0.52	25,217.59	60,806.97	3,310.00
Corporate Stock - Common	MEDIOLANUM EUR0.1	28,545.01	35,545.67	5,540.00
Corporate Stock - Common	OLIVETTI SPA EUR1	28,361.43	55,764.70	27,805.00
Corporate Stock - Common	SANPAOLO IMI SPA EUR2.80	118,556.87	186,331.81	18,222.00
Corporate Stock - Common	T.I.M.SPA EUR0.06	181,417.00	232,429.15	39,742.00
Corporate Stock - Common	TELECOM ITALIA SPA DI RISP EUR0.55	71,171.02	68,628.42	14,100.00
Corporate Stock - Common	TELECOM ITALIA SPA DI RISP EUR0.55	165,606.38	116,122.17	32,809.00
Corporate Stock - Common	TELECOM ITALIA SPA EUR0.55	96,318.56	112,598.58	12,695.00
Corporate Stock - Common	UNICREDITO ITALIAN EUR0.50	199,126.11	174,175.82	49,804.00
Corporate Stock - Common	77TH BANK JPY50	143,338.67	343,206.19	35,000.00
Corporate Stock - Common	ACOM CO JPY50	115,024.86	267,452.83	3,500.00
Corporate Stock - Common	ADVANTEST JPY50	242,083.09	380,273.01	5,400.00
Corporate Stock - Common	AEON CO LTD Y50	378,865.76	287,387.86	16,000.00
Corporate Stock - Common	AIFUL CORP JPY50	85,689.73	237,278.12	2,280.00
Corporate Stock - Common	AIFUL CORP JPY50	178,520.27	282,774.36	4,750.00
Corporate Stock - Common	CANON INC JPY50	226,004.89	190,390.50	6,000.00
Corporate Stock - Common	CANON INC JPY50	188,337.41	179,324.26	5,000.00
Corporate Stock - Common	CANON INC JPY50	414,342.29	317,364.89	11,000.00
Corporate Stock - Common	CHUBU ELEC POWER JPY500	64,312.80	78,204.77	3,600.00
Corporate Stock - Common	CHUGAI PHARMA CO Y50	134,263.08	175,924.74	14,100.00
Corporate Stock - Common	CREDIT SAISON CO COM STK	66,550.10	92,245.87	3,900.00
Corporate Stock - Common	CREDIT SAISON CO COM STK	319,099.18	364,016.48	18,700.00
Corporate Stock - Common	DAI NIPPON PRINTNG Y50	88,514.37	104,965.75	8,000.00
Corporate Stock - Common	DAIICHI PHARM CO JPY50	28,701.44	38,913.27	2,000.00
Corporate Stock - Common	DAIWA SEC CO Y50	124,344.82	253,602.45	28,000.00
Corporate Stock - Common	EISAI CO JPY50	242,538.13	240,199.55	10,800.00
Corporate Stock - Common	FANUC JPY50	39,816.30	71,287.73	900.00
Corporate Stock - Common	FUJI HEAVY INDUST Y50	73,270.41	66,843.27	18,500.00
Corporate Stock - Common	FUJI MACHINE JPY50	61,346.59	260,686.65	6,500.00
Corporate Stock - Common	FUJI SOFT ABC INC JPY50	42,660.32	191,145.54	2,700.00
Corporate Stock - Common	FUJI TELEVISION JPY5000	40,279.77	151,139.35	10.00
Corporate Stock - Common	FUJISAWA PHARMA CO Y50	137,271.42	129,636.62	6,000.00
Corporate Stock - Common	HIROSE ELECTRIC JPY50	381,730.85	248,179.18	5,000.00
Corporate Stock - Common	HITACHI CHEMICAL JPY50	36,959.64	47,786.39	4,300.00
Corporate Stock - Common	HITACHI JPY50	80,517.40	145,362.92	21,000.00
Corporate Stock - Common	HONDA MOTOR CO Y50	173,868.71	184,992.84	4,700.00
Corporate Stock - Common	HONDA MOTOR CO Y50	92,483.36	86,159.38	2,500.00
Corporate Stock - Common	HONDA MOTOR CO Y50	273,750.74	172,431.71	7,400.00
Corporate Stock - Common	HOYA CORP JPY50	175,065.31	180,462.37	2,500.00
Corporate Stock - Common	ITO-YOKADO CO Y50	58,987.11	121,234.09	2,000.00
Corporate Stock - Common	JAPAN TELECOM HOLDINGS CO NPV	21,707.26	21,433.16	7.00
Corporate Stock - Common	JAPAN TELECOM HOLDINGS CO NPV	27,909.33	21,591.93	9.00
Corporate Stock - Common	KANSAI ELEC JPY500	101,231.15	104,551.23	6,700.00
Corporate Stock - Common	KAO CORP JPY50	267,809.89	249,373.74	12,200.00
Corporate Stock - Common	KDDI CORP JPY5000	123,283.05	121,113.30	38.00
Corporate Stock - Common	KEYENCE CORP JPY50	52,203.59	56,625.66	300.00
Corporate Stock - Common	KONAMI CORP JPY50	101,592.65	167,418.03	4,400.00
Corporate Stock - Common	KYOCERA CORP JPY50	40,760.09	83,170.14	700.00
Corporate Stock - Common	LAWSON INC JPY50	142,192.64	206,410.40	5,900.00
Corporate Stock - Common	MABUCHI MOTOR CO JPY50	266,857.67	243,850.57	2,900.00
Corporate Stock - Common	MARUI CO JPY50	68,543.02	107,027.56	7,000.00
Corporate Stock - Common	MATSUMOTOKIYOSHI C JPY50	289,441.31	286,591.18	6,200.00
Corporate Stock - Common	MINEBEA CO JPY50	118,328.14	362,568.35	34,000.00
Corporate Stock - Common	MITSUBISHI EST CO Y50	83,795.40	88,480.46	11,000.00
Corporate Stock - Common	MITSUBISHI EST CO Y50	159,973.03	226,735.53	21,000.00
Corporate Stock - Common	MITSUBISHI HVY IND Y50	190,612.62	256,877.51	78,000.00
Corporate Stock - Common	MITSUBISHI MOTORS JPY50	169,756.47	274,897.40	79,000.00
Corporate Stock - Common	MITSUI FUDOSAN JPY50	129,771.64	190,134.98	20,000.00
Corporate Stock - Common	MITSUI FUDOSAN JPY50	214,123.20	344,283.00	33,000.00
Corporate Stock - Common	MITSUI SUMITOMO INSURANCE COMPANY	96,620.88	115,371.63	21,000.00
Corporate Stock - Common	MURATA MFG CO JPY50	31,347.43	61,171.27	800.00
Corporate Stock - Common	MURATA MFG CO JPY50	105,797.59	86,427.23	2,700.00
Corporate Stock - Common	MURATA MFG CO JPY50	160,655.60	283,793.90	4,100.00
Corporate Stock - Common	NEC CORP NPV	160,883.12	531,070.67	43,000.00
Corporate Stock - Common	NIKKO CORDIAL CORPORATION Y50	165,163.90	284,024.43	49,000.00
Corporate Stock - Common	NIKON CORP JPY50	37,583.21	68,214.39	5,000.00
Corporate Stock - Common	NINTENDO CO JPY50	102,797.67	134,239.77	1,100.00
Corporate Stock - Common	NIPPON EXPRESS CO Y50	289,963.77	491,718.08	74,000.00
Corporate Stock - Common	NIPPON TEL&TEL CP NPV	123,485.30	116,882.94	34.00
Corporate Stock - Common	NISHIMATSU CONS CO Y50	36,173.42	101,039.96	12,300.00
Corporate Stock - Common	NISSAN MOTOR CO Y50	460,385.94	293,560.41	59,000.00
Corporate Stock - Common	NISSAN MOTOR CO Y50	180,252.80	146,697.10	23,100.00
Corporate Stock - Common	NITTO DENKO CORP Y50	93,991.74	107,948.19	3,300.00
Corporate Stock - Common	NOMURA HOLDINGS JPY50	89,930.06	165,399.48	8,000.00
Corporate Stock - Common	NOMURA HOLDINGS JPY50	191,101.37	313,433.68	17,000.00
Corporate Stock - Common	NTT DOCOMO NPV	166,090.84	177,548.69	90.00
Corporate Stock - Common	NTT DOCOMO NPV	263,899.89	404,318.93	143.00
Corporate Stock - Common	ORIX CORP JPY50	270,750.82	327,003.60	4,200.00
Corporate Stock - Common	RINNAI CORP Y50	232,501.90	169,955.49	10,200.00
Corporate Stock - Common	ROHM CO JPY50	76,396.73	82,986.76	600.00
Corporate Stock - Common	ROHM CO JPY50	369,250.86	269,245.48	2,900.00
Corporate Stock - Common	SANKYO COMPANY LTD JPY50	100,379.20	99,845.23	8,000.00
Corporate Stock - Common	SECOM Y50	222,929.13	254,334.79	6,500.00
Corporate Stock - Common	SEKISUI HOUSE Y50	184,039.77	208,160.73	26,000.00
Corporate Stock - Common	SEVEN ELEVEN NPV	152,523.81	253,205.14	5,000.00
Corporate Stock - Common	SFCG CO LTD JPY50	115,951.80	251,670.24	1,600.00
Corporate Stock - Common	SHIN-ETSU CHEM CO Y50	55,725.96	59,438.99	1,700.00
Corporate Stock - Common	SHIN-ETSU CHEM CO Y50	209,791.86	291,247.45	6,400.00
Corporate Stock - Common	SHIONOGI & CO JPY50	395,921.46	499,736.11	28,000.00
Corporate Stock - Common	SHISEIDO CO Y50	117,021.99	106,986.42	9,000.00
Corporate Stock - Common	SKYLARK CO Y50	148,553.13	219,825.19	11,200.00
Corporate Stock - Common	SMC CORP JPY50	65,711.64	73,819.60	700.00
Corporate Stock - Common	SONY CORP Y50	238,240.50	347,424.55	5,700.00
Corporate Stock - Common	SONY CORP Y50	376,169.21	322,472.77	9,000.00
Corporate Stock - Common	SUMITOMO BAKELITE JPY50	109,833.99	183,804.55	26,600.00
Corporate Stock - Common	SUMITOMO CORP JPY50	17,190.53	38,993.86	4,000.00
Corporate Stock - Common	SUZUKI MOTOR CORP JPY50	54,352.41	53,722.70	5,000.00
Corporate Stock - Common	SUZUKI MOTOR CORP JPY50	217,409.62	220,353.40	20,000.00
Corporate Stock - Common	TAKEDA CHEMICAL IN Y50	83,593.16	87,496.70	2,000.00
Corporate Stock - Common	TAKEDA CHEMICAL IN Y50	292,576.05	305,591.00	7,000.00
Corporate Stock - Common	TAKEFUJI CORP JPY50	50,219.09	60,848.63	870.00
Corporate Stock - Common	TDK CORP JPY50	120,839.30	256,919.89	3,000.00
Corporate Stock - Common	TOKYO ELECTRON Y50	457,040.53	366,039.08	10,100.00
Corporate Stock - Common	TOKYU CORP Y50	116,238.31	164,441.62	33,000.00
Corporate Stock - Common	TOPPAN PRINTING CO Y50	22,575.21	29,545.27	3,000.00
Corporate Stock - Common	TORAY IND INC Y50	148,647.51	243,079.10	70,000.00
Corporate Stock - Common	TOYOTA MOTOR CORP JPY50	185,480.74	181,216.89	6,900.00
Corporate Stock - Common	USHIO INC JPY50	43,818.99	93,174.24	4,000.00
Corporate Stock - Common	YAMAHA MOTOR CO JPY50	313,811.41	244,910.17	38,000.00
Corporate Stock - Common	YAMANOUCHI PHARM JPY50	144,939.75	209,834.56	5,000.00
Corporate Stock - Common	YAMATO TRANSPORT COM ST	78,368.59	113,850.59	6,000.00
Corporate Stock - Common	SES FDR EACH REP 1 'A'NPV	51,289.18	58,996.21	8,500.00
Corporate Stock - Common	MALAYAN BKG BERHAD MYR 1	33,494.74	39,939.19	17,200.00
Corporate Stock - Common	SIME DARBY BHD MYR0.50	14,357.89	15,352.09	11,000.00
Corporate Stock - Common	FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D'SHS)	86,185.73	93,199.07	23,890.00
Corporate Stock - Common	GF BBVA BANCOMER SER'B'NPV	57,061.16	63,443.54	75,200.00
Corporate Stock - Common	WAL-MART DE MEXICO SER'V'NPV	56,800.46	62,090.28	25,400.00
Corporate Stock - Common	ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS	73,236.00	82,228.69	5,100.00
Corporate Stock - Common	ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS	201,040.00	230,828.43	14,000.00
Corporate Stock - Common	ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L	19,795.62	17,722.73	619.00
Corporate Stock - Common	ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L	514,878.00	401,746.21	16,100.00
Corporate Stock - Common	ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L	139,432.80	133,893.06	4,360.00
Corporate Stock - Common	ABN-AMRO HLDGS NV EUR0.56	480,873.68	530,469.29	29,412.00
Corporate Stock - Common	ABN-AMRO HLDGS NV EUR0.56	272,596.46	285,023.99	16,673.00
Corporate Stock - Common	AEGON NV EUR0.12	757,203.89	1,146,595.08	58,855.00
Corporate Stock - Common	AHOLD(KON)NV EUR0.25	34,283.74	76,470.39	2,700.00
Corporate Stock - Common	AHOLD(KON)NV EUR0.25	277,596.68	448,306.37	21,862.00
Corporate Stock - Common	AKZO NOBEL NV EUR2	13,958.21	10,106.06	440.00
Corporate Stock - Common	AKZO NOBEL NV EUR2	267,109.44	271,540.42	8,420.00
Corporate Stock - Common	ASML HLDG EUR0.02	67,744.33	158,413.04	8,110.00
Corporate Stock - Common	BUHRMANN NV EUR1.20	82,337.38	232,938.08	18,861.00
Corporate Stock - Common	EQUANT NV NLG0.02	2,258.00	53,724.01	556.00
Corporate Stock - Common	FORTIS UNIT(FORTIS SA/NV NPV/0.42)	89,407.66	76,231.98	5,114.00
Corporate Stock - Common	FORTIS UNIT(FORTIS SA/NV NPV/0.42)	314,150.61	449,815.67	17,969.00
Corporate Stock - Common	HAGEMEYER EUR1.2	18,102.06	71,758.20	2,500.00
Corporate Stock - Common	HEINEKEN HOLDING 'A'EUR2	337,308.35	370,468.13	11,625.00
Corporate Stock - Common	HEINEKEN NV EUR2	411,845.57	436,083.32	10,550.00
Corporate Stock - Common	HUNTER DOUGLAS NV EUR0.24	162,863.80	160,469.50	5,436.00
Corporate Stock - Common	ING GROEP NV CVA EUR0.24	213,341.42	286,259.83	12,596.00
Corporate Stock - Common	ING GROEP NV CVA EUR0.24	252,839.05	318,898.63	14,928.00
Corporate Stock - Common	KON KPN NV EUR0.24	81,328.11	61,166.22	12,500.00
Corporate Stock - Common	KON KPN NV EUR0.24	417,701.20	330,853.40	64,200.00
Corporate Stock - Common	NUMICO (KON) NV CVA EUR0.25	42,815.32	79,265.40	3,400.00
Corporate Stock - Common	PHILIPS ELEC(KON) EUR0.20	182,977.45	315,607.16	10,441.00
Corporate Stock - Common	PHILIPS ELEC(KON) EUR0.20	113,911.83	220,089.50	6,500.00
Corporate Stock - Common	REED ELSEVIER NV EUR0.06	78,731.91	76,097.73	6,440.00
Corporate Stock - Common	ROYAL DUTCH PETROL EUR0.56(BR)	115,866.22	108,412.37	2,632.00
Corporate Stock - Common	ROYAL DUTCH PETROL EUR0.56(BR)	1,047,726.49	1,132,815.01	23,800.00
Corporate Stock - Common	STMICROELECTRONICS EUR1.04	66,178.71	97,895.33	3,376.00
Corporate Stock - Common	STMICROELECTRONICS EUR1.04	307,762.37	362,740.67	15,700.00
Corporate Stock - Common	STORK NV EUR5	84,188.35	287,915.46	13,832.00
Corporate Stock - Common	VEDIOR CVA EUR0.05	79,037.08	171,352.99	13,845.00
Corporate Stock - Common	VNU NV EUR0.20	119,017.56	237,215.42	4,564.00
Corporate Stock - Common	VNU NV EUR0.20	92,314.23	178,379.05	3,540.00
Corporate Stock - Common	WOLTERS KLUWER CVA EUR0.12	83,964.19	90,112.41	4,820.00
Corporate Stock - Common	WOLTERS KLUWER CVA EUR0.12	185,226.41	226,837.91	10,633.00
Corporate Stock - Common	ADR ASML HLDG ASML HLDG NV EUR0.02(NY REG)	79,420.00	33,285.09	9,500.00
Corporate Stock - Common	ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000	53,040.00	99,411.33	3,000.00
Corporate Stock - Common	ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000	167,960.00	254,315.36	9,500.00
Corporate Stock - Common	ADR STMICROELECTRONICS N V SHS-N Y REGISTRY	29,265.00	34,817.27	1,500.00
Corporate Stock - Common	ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR	74,834.00	78,797.45	1,700.00
Corporate Stock - Common	TELECOM CORP OF NZ NPV	2,383.64	2,339.91	1,006.00
Corporate Stock - Common	TELECOM CORP OF NZ NPV	217,619.41	283,457.99	91,845.00
Corporate Stock - Common	TELECOM CORP NEW ZEALAND	183,156.40	163,200.78	77,300.00
Corporate Stock - Common	NORSK HYDRO AS NOK20	143,423.19	165,822.77	3,200.00
Corporate Stock - Common	ORKLA ASA NOK6.25 ORD	72,560.36	59,656.41	4,260.00
Corporate Stock - Common	STATOIL ASA NOK2.50	12,413.12	10,944.64	1,470.00
Corporate Stock - Common	STATOIL ASA NOK2.50	320,883.40	279,536.79	38,000.00
Corporate Stock - Common	STATOIL ASA NOK2.50	216,258.53	184,949.08	25,610.00
Corporate Stock - Common	ELEC DE PORTUGAL EUR1(REGD)	157,943.82	227,507.54	94,660.00
Corporate Stock - Common	JERONIMO MARTINS EUR5	21,471.46	51,133.54	2,944.00
Corporate Stock - Common	PORTUGAL TCOM SGPS EUR1(REGD)	227,651.56	282,755.42	33,120.00
Corporate Stock - Common	SAMSUNG ELECTRONIC KRW5000	265,538.55	138,910.11	1,003.00
Corporate Stock - Common	SAMSUNG ELECTRONIC KRW5000	364,288.18	335,592.06	1,376.00
Corporate Stock - Common	SHINHAN FIN GROUP KRW5000	59,592.77	64,388.11	5,700.00
Corporate Stock - Common	SK TELECOM KRW500	104,262.05	100,610.98	540.00
Corporate Stock - Common	ADR KOOKMIN BK NEW SPONSORED ADR KOOKMINBK ADRS	35,350.00	48,000.00	1,000.00
Corporate Stock - Common	ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063	132,727.50	197,728.41	15,615.00
Corporate Stock - Common	ADR KT CORP SPONSORED ADR	89,604.90	112,546.20	4,158.00
Corporate Stock - Common	ADR POSCO SPONSORED ADR	61,478.78	61,926.76	2,486.00
Corporate Stock - Common	HYUNDAI MOTOR CO GDR-REP 1/2 ORD KRW 5000	24.00	20.32	2.00
Corporate Stock - Common	SAMSUNG ELECTRONIC GDR REP 1/2 KRW5000(REG S)	276,893.50	315,504.01	2,078.00
Corporate Stock - Common	SAMSUNG ELECTRONIC GDS(1/2 NON VTG SHS)RG	302,400.00	146,524.26	4,800.00
Corporate Stock - Common	ADR OIL CO LUKOIL SPONSORED ADR	104,449.36	96,286.92	1,700.00
Corporate Stock - Common	ADR YUKOS CORP SPONSORED ADR	111,334.31	82,143.64	790.00

Corporate Stock - Common	DBS GROUP HLDGS SGD1	317,094.26	367,297.16	50,000.00
Corporate Stock - Common	HAW PAR CORP LTD SGD1	1,843.79	1,947.49	981.00
Corporate Stock - Common	MOBILEONE SGD0.20	37,278.75	38,900.11	53,000.00
Corporate Stock - Common	MOBILEONE SGD0.20	112,539.64	112,569.69	160,000.00
Corporate Stock - Common	O/SEAS CHINESE BK SGD1	72,326.32	73,464.49	13,000.00
Corporate Stock - Common	SINGAPORE AIRLINES SGD0.5(1000 BOARD LOT)	88,209.86	140,705.52	15,000.00
Corporate Stock - Common	SINGAPORE PRESS HD SGD1(POST RECONSTRUCTION)	136,408.19	220,923.35	13,000.00
Corporate Stock - Common	SINGAPORE TECH ENG SGD0.10	127,471.89	134,837.03	134,000.00
Corporate Stock - Common	SINGAPORE TELECOMM SGD0.15	490,881.29	710,409.93	686,640.00
Corporate Stock - Common	UTD O/S BANK SGD1	163,329.14	157,682.61	24,008.00
Corporate Stock - Common	VENTURE CORP LTD SGD0.25	104,179.88	105,660.89	13,000.00
Corporate Stock - Common	CREATIVE TECH INC COM STK	99,120.00	170,792.80	14,000.00
Corporate Stock - Common	DBS GROUP HLDGS GDS-EACH REP 1 SHARE ADR	403,200.00	335,712.00	64,000.00
Corporate Stock - Common	ALTADIS SA EUR0.6(REGD)	125,014.43	90,751.66	5,500.00
Corporate Stock - Common	BBVA(BILB-VIZ-ARG) EUR0.49	157,042.05	185,800.94	16,409.00
Corporate Stock - Common	BBVA(BILB-VIZ-ARG) EUR0.49	406,745.51	550,761.80	42,500.00
Corporate Stock - Common	BCO SANT CENT HISP EUR0.50(REGD)	124,687.77	154,210.91	18,168.00
Corporate Stock - Common	ENDESA SA EUR1.2	63,640.40	101,817.46	5,439.00
Corporate Stock - Common	ENDESA SA EUR1.2	355,855.05	538,931.62	30,413.00
Corporate Stock - Common	GAS NATURAL SDG EUR1	82,676.80	78,028.79	4,360.00
Corporate Stock - Common	INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK	89,763.15	77,005.15	3,800.00
Corporate Stock - Common	INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK	373,225.74	249,723.12	15,800.00
Corporate Stock - Common	REPSOL YPF SA EUR1	38,556.45	47,674.47	2,916.00
Corporate Stock - Common	TELEFONICA SA EUR1	114,908.35	179,933.04	12,837.00
Corporate Stock - Common	ADR REPSOL YPF S A SPONSORED ADR	279,820.44	321,931.00	21,393.00
Corporate Stock - Common	ADR TELEFONICA S A SPONSORED	39,855.00	63,234.88	1,500.00
Corporate Stock - Common	ASSA ABLOY SEK1 SER'B'	229,528.42	294,667.97	20,100.00
Corporate Stock - Common	AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT	148,502.46	185,800.71	7,249.00
Corporate Stock - Common	ELECTROLUX AB SER'B'SEK5	67,382.62	69,447.69	4,270.00
Corporate Stock - Common	ERICSSON(LM)TEL SEK1 SER'B'	18,403.68	149,098.05	26,288.00
Corporate Stock - Common	FORENINGSSPARBK SEK20 SER'A'	208,049.76	250,775.78	17,600.00
Corporate Stock - Common	HENNES & MAURITZ SEK0.25'B'	131,495.53	104,003.68	6,820.00
Corporate Stock - Common	INVESTOR AB SEK6.25'B'	170,401.11	317,101.24	28,553.00
Corporate Stock - Common	NORDEA ORD EUR0.39632	49,429.54	61,299.59	11,216.00
Corporate Stock - Common	SANDVIK AB SEK6	28,349.19	27,063.79	1,270.00
Corporate Stock - Common	SECURITAS SER'B'SEK1	276,169.99	438,273.14	23,138.00
Corporate Stock - Common	SVENSKA HANDELSBKN SER'A'SEK4	93,190.87	103,822.54	7,000.00
Corporate Stock - Common	ADR ERICSSON L M TEL CO ERICSSON L M TELCO ADR	9,840.40	5,978.25	1,460.00
Corporate Stock - Common	ADECCO SA CHF1(REGD)	236,367.98	288,146.67	6,030.00
Corporate Stock - Common	BARRY CALLEBAUT AG CHF100(REGD)	154,165.04	241,539.41	1,324.00
Corporate Stock - Common	CLARIANT CHF5(REGD)	203,626.24	337,262.94	12,740.00
Corporate Stock - Common	CREDIT SUISSE GRP CHF1(REGD)	31,243.22	51,151.52	1,440.00
Corporate Stock - Common	CREDIT SUISSE GRP CHF1(REGD)	295,682.36	398,028.06	13,628.00
Corporate Stock - Common	HOLCIM CHF10(BR)	432,220.29	253,783.82	2,381.00
Corporate Stock - Common	NESTLE SA CHF1(REGD)	496,915.46	389,134.29	2,345.00
Corporate Stock - Common	NESTLE SA CHF1(REGD)	577,015.26	470,522.36	2,723.00
Corporate Stock - Common	NESTLE SA CHF1(REGD)	180,118.61	174,083.67	850.00
Corporate Stock - Common	NOVARTIS AG CHF0.50(REGD)	680,657.23	669,409.50	18,655.00
Corporate Stock - Common	NOVARTIS AG CHF0.50(REGD)	334,217.11	316,253.25	9,160.00
Corporate Stock - Common	RICHEMONT(CIE FIN) 'A'CHF1(BR)EQUITY UNIT	474,632.68	438,196.25	25,437.00
Corporate Stock - Common	ROCHE HLDGS AG GENUSSCHEINE NPV	118,460.26	114,125.37	1,700.00
Corporate Stock - Common	ROCHE HLDGS AG GENUSSCHEINE NPV	200,337.20	228,668.47	2,875.00
Corporate Stock - Common	ROCHE HLDGS AG GENUSSCHEINE NPV	239,707.82	228,254.61	3,440.00
Corporate Stock - Common	SWISS REINSURANCE CHF0.1(REGD)	695,189.56	1,001,529.06	10,598.00
Corporate Stock - Common	SWISSCOM AG CHF9(REGD)	522,240.18	525,195.04	1,803.00
Corporate Stock - Common	SYNTHES-STRATEC COM CHF0.01	91,380.63	89,064.71	149.00
Corporate Stock - Common	UBS AG CHF0.80(REGD)	278,481.23	227,787.59	5,730.00
Corporate Stock - Common	UBS AG CHF0.80(REGD)	187,841.18	179,376.46	3,865.00
Corporate Stock - Common	UBS AG CHF0.80(REGD)	283,778.69	221,691.22	5,839.00
Corporate Stock - Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	78,255.00	98,409.10	11,100.00
Corporate Stock - Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	149,474.10	197,885.95	21,202.00
Corporate Stock - Common	ADR UTD MICROELECTRONICS CORP	109,872.00	143,572.35	32,700.00
Corporate Stock - Common	GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT	84,231.21	106,081.32	12,203.00
Corporate Stock - Common	BANGKOK BANK THB10 (NVDR)	52,830.63	57,319.31	46,000.00
Corporate Stock - Common	ABBEY NATIONAL ORD GBP0.10	37,543.24	56,132.30	4,502.00
Corporate Stock - Common	ALLIED DOMECQ ORD GBP0.25	438,440.98	418,379.96	68,600.00
Corporate Stock - Common	ARM HLDGS ORD GBP0.0005	32,146.31	129,562.07	41,600.00
Corporate Stock - Common	ASTRAZENECA USD PAR ..25	261,863.93	251,833.30	7,327.00
Corporate Stock - Common	ASTRAZENECA USD PAR ..25	600,425.01	503,769.08	16,800.00
Corporate Stock - Common	AUTONOMY CORP ORD GBP0.003333	6,423.47	54,123.63	2,280.00
Corporate Stock - Common	BAE SYSTEMS ORD GBP0.025	243,550.33	351,206.06	122,003.00
Corporate Stock - Common	BAE SYSTEMS ORD GBP0.025	163,028.98	476,532.12	81,667.00
Corporate Stock - Common	BARCLAYS ORD GBP0.25	176,645.31	226,259.23	28,500.00
Corporate Stock - Common	BARCLAYS ORD GBP0.25	341,433.69	372,906.83	55,087.00
Corporate Stock - Common	BG GROUP ORD GBP0.10	43,136.45	32,772.21	9,998.00
Corporate Stock - Common	BG GROUP ORD GBP0.10	249,378.58	226,540.90	57,800.00
Corporate Stock - Common	BILLITON ORD USD0.50	221,104.35	209,145.11	41,399.00
Corporate Stock - Common	BOC GROUP ORD 25P	161,542.92	165,970.55	11,300.00
Corporate Stock - Common	BOC GROUP ORD 25P	332,621.16	347,444.21	23,267.00
Corporate Stock - Common	BP ORD USD0.25	175,430.48	171,997.78	25,520.00
Corporate Stock - Common	BRAMBLES INDS (UK) ORD GBP0.05	91,152.04	167,707.16	37,250.00
Corporate Stock - Common	BRAMBLES INDS (UK) ORD GBP0.05	65,091.12	223,433.55	26,600.00
Corporate Stock - Common	BUNZL ORD 25P	240,849.38	167,287.25	39,370.00
Corporate Stock - Common	CABLE & WIRELESS ORD GBP0.25	10,103.26	164,057.51	14,024.00
Corporate Stock - Common	CADBURY SCHWEPPES ORD GBP0.125	95,422.95	83,794.27	15,316.00
Corporate Stock - Common	CADBURY SCHWEPPES ORD GBP0.125	273,783.37	288,690.45	43,944.00
Corporate Stock - Common	CELLTECH GROUP ORD GBP0.50	39,362.08	110,974.50	7,087.00
Corporate Stock - Common	CENTRICA ORD GBX5.555555	37,668.12	26,080.59	13,683.00
Corporate Stock - Common	CENTRICA ORD GBX5.555555	96,351.99	133,009.38	35,000.00
Corporate Stock - Common	CENTRICA ORD GBX5.555555	117,549.42	113,407.62	42,700.00
Corporate Stock - Common	COMPASS GROUP ORD GBP0.10	301,811.13	104,444.25	56,810.00
Corporate Stock - Common	COMPASS GROUP ORD GBP0.10	102,002.70	39,837.12	19,200.00
Corporate Stock - Common	D S SMITH PLC ORD GBP0.10	17,708.48	28,720.42	7,560.00
Corporate Stock - Common	DEBENHAMS ORD GBP0.10	126,542.68	116,682.54	28,300.00
Corporate Stock - Common	DIAGEO ORD GBX28.935185	164,022.96	125,639.05	15,094.00
Corporate Stock - Common	ELECTROCOMPONENTS ORD GBP0.10	87,879.77	124,703.17	19,020.00
Corporate Stock - Common	FRIENDS PROV ORD GBP0.10	12,402.36	20,088.44	6,380.00
Corporate Stock - Common	GKN PLC ORD GBP0.50	3,231.86	2,600.57	1,000.00
Corporate Stock - Common	GKN PLC ORD GBP0.50	282,690.50	410,930.59	87,470.00
Corporate Stock - Common	GLAXOSMITHKLINE ORD GBP0.25	822,057.05	874,250.09	42,838.00
Corporate Stock - Common	GLAXOSMITHKLINE ORD GBP0.25	368,695.60	453,467.28	19,213.00
Corporate Stock - Common	GRANADA ORD GBP0.10	19,924.66	134,606.46	15,519.00
Corporate Stock - Common	HAYS ORD GBP0.01	57,461.81	141,973.66	38,483.00
Corporate Stock - Common	HBOS ORD GBP0.25	240,421.15	217,927.69	22,800.00
Corporate Stock - Common	HILTON GRP ORD 10P	20,889.79	24,505.20	7,770.00
Corporate Stock - Common	KINGFISHER ORD GBP0.1375	149,792.40	172,157.14	41,818.00
Corporate Stock - Common	MARKS & SPENCER GP ORD GBP0.25	121,099.23	94,500.49	23,880.00
Corporate Stock - Common	MORGAN CRUCIBLE CO ORD GBP0.25	73,276.00	374,238.55	87,531.00
Corporate Stock - Common	NATL GRID TRANSCO ORD GBP0.10	271,183.75	296,899.92	36,900.00
Corporate Stock - Common	OLD MUTUAL ORD GBP0.10	127,857.56	126,855.57	90,250.00
Corporate Stock - Common	P & O PRINCESS CRU ORD USD0.50	18,734.30	19,881.74	2,700.00
Corporate Stock - Common	PEARSON ORD 25P	335,732.34	534,267.25	36,300.00
Corporate Stock - Common	PRUDENTIAL PLC 5P	261,494.62	500,442.21	37,000.00
Corporate Stock - Common	RECKITT BENCKISER ORD GBP0.105263	58,197.57	36,689.69	3,000.00
Corporate Stock - Common	REED ELSEVIER ORD GBP0.125	543,493.72	487,278.28	63,458.00
Corporate Stock - Common	REUTERS GROUP ORD GBP0.25	167,852.89	391,946.63	58,740.00
Corporate Stock - Common	RIO TINTO PLC ORD 10P(REGD)	287,801.53	230,322.28	14,417.00
Corporate Stock - Common	RIO TINTO PLC ORD 10P(REGD)	324,872.17	267,637.25	16,274.00
Corporate Stock - Common	ROYAL BK SCOTLAND ORD GBP0.25	540,404.92	280,925.52	22,559.00
Corporate Stock - Common	ROYAL BK SCOTLAND ORD GBP0.25	692,304.72	602,696.63	28,900.00
Corporate Stock - Common	SAINSBURY J ORD GBP0.25	302,462.33	309,298.59	67,400.00
Corporate Stock - Common	SCOT & SOUTHERN EN ORD GBP0.50	246,247.67	203,808.69	22,494.00
Corporate Stock - Common	SHELL TRNSPT&TRDG ORD GBP0.25(REGD)	398,794.09	409,768.69	60,566.00
Corporate Stock - Common	SHELL TRNSPT&TRDG ORD GBP0.25(REGD)	425,237.27	407,210.78	64,582.00
Corporate Stock - Common	SHIRE PHARMA GROUP ORD GBP0.05	62,713.31	146,771.82	9,800.00
Corporate Stock - Common	SMITHS GROUP ORD GBP0.25	431,703.55	696,759.59	38,556.00
Corporate Stock - Common	STANDARD CHARTERED ORD USD0.50	52,282.83	61,526.21	4,600.00
Corporate Stock - Common	STANDARD CHARTERED ORD USD0.50	287,555.54	295,271.90	25,300.00
Corporate Stock - Common	TESCO ORD 5P	193,106.77	184,596.03	61,830.00
Corporate Stock - Common	TOMKINS ORD GBP0.05	95,899.29	117,039.40	31,352.00
Corporate Stock - Common	UNILEVER PLC ORD GBP0.014	190,907.58	182,381.12	20,065.00
Corporate Stock - Common	UNILEVER PLC ORD GBP0.014	384,384.06	323,634.09	40,400.00
Corporate Stock - Common	UNILEVER PLC ORD GBP0.014	103,745.64	71,876.09	10,904.00
Corporate Stock - Common	UTD BUSINESS MEDIA ORD GBP0.25	19,043.56	43,481.26	4,079.00
Corporate Stock - Common	VODAFONE GROUP ORD USD0.10	522,310.84	808,868.52	286,480.00
Corporate Stock - Common	VODAFONE GROUP ORD USD0.10	1,921,816.91	937,706.20	1,054,089.00
Corporate Stock - Common	WOOLWORTHS GROUP ORD GBP0.125	8,543.69	7,343.00	14,640.00
Corporate Stock - Common	WPP GROUP ORD 10P	243,147.26	422,654.81	31,830.00
Corporate Stock - Common	XSTRATA PLC ORD USD0.50	79,406.27	107,039.04	7,600.00
Corporate Stock - Common	ASTRAZENECA ORD USD0.25	859,355.24	655,392.35	24,470.00
Corporate Stock - Common	ADR ASTRAZENECA PLC SPONSORED ADR UK	31,581.00	32,939.86	900.00
Corporate Stock - Common	###REORG STAPLES INC COM N/C STAPLES (RETAIL & DELIVERY) #2844553 DON'T USE	58,560.00	61,013.26	3,200.00
Corporate Stock - Common	###REORG/AMERN NATL FINL NAME CHANGE TO ANFI INC SEC #2000868 EF 12/24/02	0.00	0.00	0.00
Corporate Stock - Common	###REORG/PCCW LTD ADR REV SPLT TO PCCW LTDSPONS ADR SEC # 2001076 EFF 1/8/03	178.25	409.98	115.00
Corporate Stock - Common	##ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H	3,230.00	7,037.09	250.00
Corporate Stock - Common	##ADVANCED COMMUNICATIONS TECHNOLOGIES INCCOM	4.00	1,279.95	1,000.00
Corporate Stock - Common	##ALLENERGY INC COM	2.28	0.00	3.00
Corporate Stock - Common	##AMER WILD WOODLAND GINSENG CORP	0.00	281,353.61	140,500.00
Corporate Stock - Common	##APIVA VENTURES LTD COM	54.00	7,871.10	2,000.00
Corporate Stock - Common	##BENNETT ENVIRONMENTAL INC COM ISIN # CA0819061098	6,817.20	9,453.65	988.00
Corporate Stock - Common	##BOEING CO COM DO NOT USE SEE SEC #2072785	232,981.15	296,635.77	7,062.18
Corporate Stock - Common	##CLEV CLIFFS INC COM REF # 2184268	3,970.00	5,390.90	200.00
Corporate Stock - Common	##CYBERTEL COMMUNICATIONS CORP COM	5,000.00	5,871.00	200,000.00
Corporate Stock - Common	##ELAN ENERGY INC RT EXP 03-31-2003 DO NOT USE SEE SEC #2348609	0.65	5,953.53	646.00
Corporate Stock - Common	##FAMILY ROOM ENTMT CORP COM	5,500.00	6,901.00	20,000.00
Corporate Stock - Common	##FOUNDERS HOLDINGS LTD	450.00	6,725.00	5,000.00
Corporate Stock - Common	##GLOBAL WEB TV INC COM	250.00	1,699.50	5,000.00
Corporate Stock - Common	##HENDERSON CYBER LTD	0.75	0.00	25.00
Corporate Stock - Common	##HURRICANE HYDROCARBONS LTD DO NOT USE SEE SEC #2-407451	3,438.60	2,126.68	330.00
Corporate Stock - Common	##IT CAPITAL LIMITED ORD F	2,000.00	20,755.10	100,000.00
Corporate Stock - Common	##NEW OROPERU RES INC COM	133.00	3,386.67	200.00
Corporate Stock - Common	##NEXUS TELOCATION SYS	8.00	948.66	100.00
Corporate Stock - Common	##NORSAT INTL INC NEW COM COM STK	95.00	1,223.70	100.00
Corporate Stock - Common	##PAC MINERALS INC COM	326.34	369.68	333.00
Corporate Stock - Common	##PCCW LTD	2,715.00	34,748.45	18,100.00
Corporate Stock - Common	##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322	1,312.00	2,354.98	100.00
Corporate Stock - Common	##SK WHEAT POOL CL B NON VTG COM	70.00	1,453.80	100.00
Corporate Stock - Common	##TECHNEST HLDGS INC COM	0.97	2,101.20	971.00
Corporate Stock - Common	##WESCAM INC COM	6,040.00	4,059.95	1,000.00
Corporate Stock - Common	#REORG EXE TECHNOLOGIES REV SPLT TO EXE TECHNOLOGIES 2001050 EFF 1/2/03	220.00	1,469.95	400.00
Corporate Stock - Common	#REORG FORTUNE FINL SYS INC N/C FORTUNE FINL SYS OF NEVADA INC 4-12-99 2332445	0.17	5,219.09	1,700.00
Corporate Stock - Common	#REORG PRECISION OPTICS REV SPLT TO PRECISION OPTICSNEW SEC #2001337 1/29/03	75.00	3,779.95	300.00
Corporate Stock - Common	#REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014	3,794.07	10,651.93	1,421.00
Corporate Stock - Common	#REORG RHEOMETRIC SCIENTIFIC INCNAMECHGEPROTERION CP CU 74370Y102 EF1/15/03	900.00	21,006.33	1,500.00
Corporate Stock - Common	#REORG STILWELL FINL INC N/C TO JANUS CAP GROUP INC 2000928 EFF 1/2/03	1,960.50	5,264.95	150.00
Corporate Stock - Common	#REORG STILWELL FINL INC N/C TO JANUS CAP GROUP INC 2000928 EFF 1/2/03	71,885.00	148,015.24	5,500.00
Corporate Stock - Common	#REORG SYCOR INTL CORP STK MERGER TO CARDINAL HLTH INC 2019071 EFF 1/2/03	9,574.79	10,103.74	345.00
Corporate Stock - Common	#REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A	107,281.16	139,976.94	6,577.63
Corporate Stock - Common	#REORG/BEVSYSTEMS INTL INC REV SPLT TO BEVSYSTEMS INTL NEW CU 088255203	4,702.50	9,130.00	85,500.00
Corporate Stock - Common	#REORG/BIRMINGHAM STL CORP FINAL DISTR EFF 12/27/03	139.50	278.59	300.00
Corporate Stock - Common	#REORG/BRITE SMILE INC REV SPLT TO BRITESMILE INC NEW SEC #2001231 EFF 1/27/03	2,145.00	22,391.44	6,500.00
Corporate Stock - Common	#REORG/COHESION TECHNOLOGIES INC PLAN OFREORG ANGIOTECH PHARM INC #2021467	1,149.00	1,957.69	300.00
Corporate Stock - Common	#REORG/CROWN CORK & SEAL NAME CHANGE TO CROWN HLDGS INC SEC #2001696 EFF 2/25/03	7,950.00	8,879.95	1,000.00
Corporate Stock - Common	#REORG/DRIVERSSHIELD CORP NAME CHANGE TOACCESITY CORP CU 00433F103 EFF 1/24/03	7,595.00	46,301.07	24,500.00
Corporate Stock - Common	#REORG/ECHO BAY MINES NEW AMALGAMATION TO KINROSS GOLD CORP #2001136 1/31/03	378.00	307.93	300.00
Corporate Stock - Common	#REORG/HOME HLTH CORP AMER DESP SEC EFF 7/12/02	0.10	1,648.80	200.00
Corporate Stock - Common	#REORG/HYSEQ INC NAME CHANGE TO NUVELO INC CU 67072M103 EFF 1/31/03	130.50	3,956.77	150.00
Corporate Stock - Common	#REORG/ICOMNET INC COM NEW DESP SEC EFF 5/25/00	0.10	1,654.95	1,000.00
Corporate Stock - Common	#REORG/INHALE THERAPEUTIC SYSTEMS INC N/C NEKTAR THERAPEUTICS SEC #2001172	29,088.00	22,064.40	3,600.00
Corporate Stock - Common	#REORG/INTST NATL CASH MERGER EFF 1/15/03	4,760.80	4,077.95	800.00
Corporate Stock - Common	#REORG/JOHN NUVEEN CO CL A NM CHG NUVEENINVESTMENTS INC CL A 2001330 1/31/03	114,075.00	116,181.00	4,500.00
Corporate Stock - Common	#REORG/KINROSS GOLD CORP REV SPLT TO KINROSS GOLD NEW SEC #2001136 1/31/03	43,610.00	35,116.16	17,800.00
Corporate Stock - Common	#REORG/MERIDAN MED TECHNOLOGIES INC CASHMERGER EFF 1/9/03	8,880.00	6,558.95	200.00
Corporate Stock - Common	#REORG/METRICOM INC DESP SEC EFF 10/8/02	0.43	2,914.86	393.00
Corporate Stock - Common	#REORG/NAVISITE INC REV SPLT TO NAVISITEINC NEW SEC #2000988 EFF 1/7/03	11.40	1,148.68	76.00
Corporate Stock - Common	#REORG/NEON COMMUNICATIONS DESP SEC EFF 12/30/02	6.00	891.24	200.00
Corporate Stock - Common	#REORG/OIL CO LUKOIL SPONS ADR MAND EXCHTO LUKOIL CO SEC #2675516 EF 1/8/03	41,165.34	40,948.48	670.00
Corporate Stock - Common	#REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03	260,314.38	291,335.48	6,422.76
Corporate Stock - Common	#REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03	376,929.00	514,571.00	9,300.00
Corporate Stock - Common	#REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03	887,607.00	1,168,773.40	21,900.00
Corporate Stock - Common	#REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03	149,961.00	198,748.02	3,700.00
Corporate Stock - Common	#REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03	2,087,295.00	1,436,532.97	51,500.00
Corporate Stock - Common	#REORG/RATIONAL SOFTWARE CASH MERGER EFF2/21/03	6,857.40	11,010.90	660.00
Corporate Stock - Common	#REORG/RATIONAL SOFTWARE CASH MERGER EFF2/21/03	50,911.00	112,636.66	4,900.00
Corporate Stock - Common	#REORG/READ-RITE CORP REV SPLT TO READ-RITE CORP SEC #2001655 EFF 2/24/03	1,172.50	3,489.49	3,350.00
Corporate Stock - Common	#REORG/STAR COMMUNICATIONS INC DESP SEC EFF 7/2/02	1.39	25,938.25	13,900.00
Corporate Stock - Common	#REORG/STARBASE CORP CASH MERGER EFF 1/7/03	73.98	2,586.79	27.00
Corporate Stock - Common	#REORG/TVX GOLD INC PLAN OF ARRANGEMENT TO KINROSS GOLD CORP #2001136 1/31/03	6,288.00	17,167.67	400.00
Corporate Stock - Common	#REORG/WEBVAN GROUP INC DESP SEC EFF 10/23/01	0.22	1,974.33	2,200.00
Corporate Stock - Common	#REORG/WINSTAR COMMUNICATIONS DESP SEC EFF 1/8/03	49.78	28,767.15	45,250.00
Corporate Stock - Common	#REORG/XO COMMUNICATIONS DESP SEC EFF 1/23/03	1,496.99	17,817.70	28,245.00
Corporate Stock - Common	1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK	582,000.00	548,204.87	80.00
Corporate Stock - Common	1ST AMERN CORP CAL COM COM	4,636.76	2,672.94	208.86
Corporate Stock - Common	1ST AMERN CORP CAL COM COM	377,400.00	396,522.78	17,000.00
Corporate Stock - Common	1ST HLTH GROUP CORP COM	1,874.95	2,023.48	77.00
Corporate Stock - Common	1ST MED GROUP INC COM	0.27	676.26	67.00
Corporate Stock - Common	1ST MONTAUK FINL CORP COM	200.00	2,497.40	1,000.00
Corporate Stock - Common	1ST REP BK SAN FRAN CAL COM	31,984.00	32,194.08	1,600.00
Corporate Stock - Common	1ST ST BANCORPORATION COM	387,128.00	358,834.07	15,610.00
Corporate Stock - Common	1ST TENN NATL CORP COM	4,692.43	4,776.00	130.56
Corporate Stock - Common	1ST TENN NATL CORP COM	111,414.00	120,637.47	3,100.00
Corporate Stock - Common	2U ONLINE COM INC COM STK	0.80	82.95	100.00
Corporate Stock - Common	360NETWORKS INC SUB VTG SHS COM STK	43.76	11,589.65	4,376.00
Corporate Stock - Common	3COM CORP COMMON STOCK	16,709.67	26,512.52	3,609.00
Corporate Stock - Common	3COM CORP COMMON STOCK	513,467.00	610,977.39	110,900.00
Corporate Stock - Common	3COM CORP COMMON STOCK	100,934.00	98,501.06	21,800.00
Corporate Stock - Common	3COM CORP COMMON STOCK	149,549.00	213,764.00	32,300.00
Corporate Stock - Common	3DFX INTERACTIVE INC COM	0.10	874.41	100.00
Corporate Stock - Common	3DSHOPPING COM	2.20	116,722.69	22,000.00
Corporate Stock - Common	3M CO COM	75,176.01	68,535.64	609.70
Corporate Stock - Common	3M CO COM	273,726.00	273,484.56	2,220.00
Corporate Stock - Common	3M CO COM	1,196,010.00	598,748.86	9,700.00
Corporate Stock - Common	3M CO COM	1,134,360.00	1,057,783.57	9,200.00
Corporate Stock - Common	5 STAR QUAL CARE INC COM	2.74	534.27	2.00
Corporate Stock - Common	5TH 3RD BANCORP COM	2,175.07	2,479.72	37.15
Corporate Stock - Common	5TH 3RD BANCORP COM	843,764.05	496,146.47	14,411.00
Corporate Stock - Common	724 SOLUTIONS INC COM	2,050.00	15,963.58	4,100.00
Corporate Stock - Common	9278 COMMUNICATIONS INC COM	3.50	719.01	175.00
Corporate Stock - Common	A D A M INC COM	618.75	19,978.75	1,375.00
Corporate Stock - Common	A.C.L.N LTD COM STK	50.20	43,328.56	2,510.00
Corporate Stock - Common	AARO BROADBAND WIRELESS COMMUNICATIONS INC COM	0.40	989.95	4,000.00
Corporate Stock - Common	AASTROM BIOSCIENCES INC COM	940.00	1,852.34	2,000.00
Corporate Stock - Common	ABACAN RES CORP NEW COM	0.20	6,054.40	2,000.00
Corporate Stock - Common	ABBOTT LAB COM	348,000.00	402,749.83	8,700.00
Corporate Stock - Common	ABBOTT LAB COM	1,556,000.00	823,877.39	38,900.00
Corporate Stock - Common	ABBOTT LAB COM	524,000.00	508,122.73	13,100.00
Corporate Stock - Common	ABBOTT LAB COM	1,080,000.00	1,347,001.22	27,000.00
Corporate Stock - Common	ABERCROMBIE & FITCH CO CL A	3,007.62	3,513.51	147.00
Corporate Stock - Common	ABERCROMBIE & FITCH CO CL A	994,356.00	1,214,977.55	48,600.00
Corporate Stock - Common	ABGENIX INC COM	737.00	1,116.34	100.00
Corporate Stock - Common	ABGENIX INC COM	111,287.00	109,402.52	15,100.00
Corporate Stock - Common	ABIOMED INC COM	2,609.88	10,948.33	717.00
Corporate Stock - Common	ABITIBI-CONS INC COM	3,312.00	3,277.68	400.00
Corporate Stock - Common	ABRAXAS PETE CORP COM	1,200.00	10,159.96	2,000.00
Corporate Stock - Common	ACACIA RESH CORP AR ACACIA TECHNOLOGIES COM	6,352.63	18,634.63	2,640.00
Corporate Stock - Common	ACACIA RESH CORP AR COMBIMATRIX COM	5,361.72	10,333.75	1,473.00
Corporate Stock - Common	ACCENTURE LTD BERMUDA CLS A COM	3,598.00	5,453.95	200.00
Corporate Stock - Common	ACCENTURE LTD BERMUDA CLS A COM	75,558.00	85,256.76	4,200.00
Corporate Stock - Common	ACCENTURE LTD BERMUDA CLS A COM	145,719.00	116,032.50	8,100.00
Corporate Stock - Common	ACCLAIM ENTMT INC COM PAR $0.02	719.40	2,512.87	1,090.00
Corporate Stock - Common	ACCREDO HLTH INC COM	2,115.00	2,156.09	60.00
Corporate Stock - Common	ACCREDO HLTH INC COM	299,272.50	277,771.67	8,490.00
Corporate Stock - Common	ACCREDO HLTH INC COM	296,100.00	273,730.50	8,400.00
Corporate Stock - Common	ACCREDO HLTH INC COM	242,167.50	242,680.69	6,870.00
Corporate Stock - Common	ACCREDO HLTH INC COM	232,650.00	244,772.00	6,600.00
Corporate Stock - Common	ACE CASH EXPRESS INC COM	917.00	929.95	100.00
Corporate Stock - Common	ACE LTD ORD STK USD0.0416	190,710.00	249,004.71	6,500.00
Corporate Stock - Common	ACLARA BIOSCIENCES INC COM	210.00	4,244.06	100.00
Corporate Stock - Common	ACTIVE PWR INC COM	534.00	5,906.93	300.00
Corporate Stock - Common	ACTIVISION INC NEW COM NEW	2,626.20	5,379.27	180.00
Corporate Stock - Common	ACTV INC COM	1,400.00	10,950.55	2,000.00
Corporate Stock - Common	ACXIOM CORP COM	282,992.00	216,980.16	18,400.00
Corporate Stock - Common	ADAIR INTL OIL & GAS INC COM	50.00	3,518.94	5,000.00
Corporate Stock - Common	ADAPTEC INC COM	5,367.50	12,883.24	950.00
Corporate Stock - Common	ADC TELECOMMUNICATIONS INC COM	14,974.85	37,199.08	7,165.00
Corporate Stock - Common	ADC TELECOMMUNICATIONS INC COM	20,900.00	23,302.00	10,000.00
Corporate Stock - Common	ADC TELECOMMUNICATIONS INC COM	41,382.00	312,427.77	19,800.00
Corporate Stock - Common	ADELPHIA BUSINESS SOLUTIONS INC CL A	9.15	0.00	398.00
Corporate Stock - Common	ADELPHIA COMMUNICATIONS CORP CL A	255.00	3,816.00	3,000.00
Corporate Stock - Common	ADMINISTAFF INC COM	51,000.00	49,749.58	8,500.00
Corporate Stock - Common	ADOBE SYS INC COM	46,095.78	44,873.70	1,858.63
Corporate Stock - Common	ADOBE SYS INC COM	321,420.96	283,393.92	12,960.00
Corporate Stock - Common	ADOBE SYS INC COM	146,325.90	90,226.19	5,900.00
Corporate Stock - Common	ADR 6 CONTINENTS PLC SPONSORED ADR	272,000.00	326,215.54	34,000.00
Corporate Stock - Common	ADR ACTIVCARD S A SPONSORED	9,405.00	9,444.90	1,100.00
Corporate Stock - Common	ADR AKZO NOBEL N V SPONSORED ADR	95,670.00	136,153.32	3,000.00
Corporate Stock - Common	ADR AKZO NOBEL N V SPONSORED ADR	558,075.00	756,182.54	17,500.00
Corporate Stock - Common	ADR ALCATEL ALSTHOM SPONSORED ADR ISIN #US0139043055	5,328.00	14,235.41	1,200.00
Corporate Stock - Common	ADR ALCATEL SPONSORED ADR REPSTG CL O SHS	963.00	989.85	300.00
Corporate Stock - Common	ADR AMARIN CORP PLC SPONSORED ADR	7,980.00	11,220.00	2,000.00
Corporate Stock - Common	ADR ANGLO AMER PLATINUM CORP	920.50	1,143.50	25.00
Corporate Stock - Common	ADR ANGLO AMERN PLC ADR	12,045.00	13,195.35	825.00
Corporate Stock - Common	ADR ANGLOGOLD LTD SPONSORED ADR	59,955.00	55,442.60	1,750.00
Corporate Stock - Common	ADR ARM HLDS PLC SPONSORED ISIN US0420681068	126.50	944.95	50.00
Corporate Stock - Common	ADR ASIA PULP & PAPER LTD SPONSORED ADR	976.00	25,386.21	24,400.00
Corporate Stock - Common	ADR ASTRAZENECA PLC SPONSORED ADR UK	5,263.50	4,579.02	150.00
Corporate Stock - Common	ADR AVENTIS S A SPONSORED ADR	9,483.25	7,352.78	175.00
Corporate Stock - Common	ADR AXA SA SPONSORED ADR	13,019.60	11,473.35	968.00
Corporate Stock - Common	ADR BANCA QUADRUM S A SPONSORED ADR	0.30	11,011.17	3,000.00
Corporate Stock - Common	ADR BANCO SANTANDER CENT HISPANO S A	23,427.15	21,788.54	3,323.00
Corporate Stock - Common	ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099	28.00	1,484.70	200.00
Corporate Stock - Common	ADR BARCLAYS PLC A.D.R.	8,027.50	9,418.11	325.00
Corporate Stock - Common	ADR BASF AG SPONSORED ADR	8,599.50	9,082.86	225.00
Corporate Stock - Common	ADR BAYER A G SPONSORED ADR	173.20	266.53	8.00
Corporate Stock - Common	ADR BIOTECH HOLDRS TR DEPOS RCPTS	25,368.00	38,651.29	300.00
Corporate Stock - Common	ADR BOOKHAM TECH PLC SPONSORED	50.00	3,193.21	50.00
Corporate Stock - Common	ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC	42,601.20	45,610.44	1,048.00
Corporate Stock - Common	ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC	483,735.00	539,226.09	11,900.00
Corporate Stock - Common	ADR BRIT AMERN TOB PLC SPONSORED COM STK	19,700.00	22,649.95	1,000.00
Corporate Stock - Common	ADR BROKAT TECHNOLOGIES AG SPONSORED ADR	1.09	4,289.81	109.00
Corporate Stock - Common	ADR BT GROUP PLC ADR	5,482.75	5,134.40	175.00
Corporate Stock - Common	ADR BT GROUP PLC ADR	119,054.00	144,516.86	3,800.00
Corporate Stock - Common	ADR BUENOS AIRES EMBOTELLADORA S A	40.00	26,867.53	2,000.00
Corporate Stock - Common	ADR BUSINESS OBJECTS S A SPONSORED ADR	207,900.00	245,327.21	13,860.00
Corporate Stock - Common	ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022	4,062.35	18,505.87	3,595.00
Corporate Stock - Common	ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR	7,689.00	36,366.35	3,300.00
Corporate Stock - Common	ADR CADBURY SCHWEPPES P L C ADR 4 ORD	2,561.00	2,754.95	100.00
Corporate Stock - Common	ADR CHGO BRDG & IRON CO NV	413,740.00	375,849.13	13,700.00
Corporate Stock - Common	ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR	7,248.00	12,359.68	600.00
Corporate Stock - Common	ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091	14,020.00	16,795.80	1,000.00
Corporate Stock - Common	ADR CHINA UNICOM LTD SPONSORED ADR	695.00	2,129.95	100.00
Corporate Stock - Common	ADR CNOOC LTD SPONSORED ADR	2,084.00	2,161.10	80.00
Corporate Stock - Common	ADR COMPANHIA VALE DO RIO DOCE SPONSOREDADR	121,422.00	102,504.10	4,200.00
Corporate Stock - Common	ADR CR SUISSE GROUP SPONSORED ADR ISIN US2254011081	4,256.00	4,319.95	200.00
Corporate Stock - Common	ADR DEUTSCHE TELEKOM AG ISIN # US2515661054	1,270.00	1,493.95	100.00
Corporate Stock - Common	ADR DIAGEO PLC SPONSORED ADR NEW	613.20	730.51	14.00
Corporate Stock - Common	ADR DIAGEO PLC SPONSORED ADR NEW	170,820.00	198,445.38	3,900.00
Corporate Stock - Common	ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS	1,870.00	2,422.17	100.00
Corporate Stock - Common	ADR DURBAN ROODERPORT DEEP LTD	34,121.25	28,948.41	8,425.00
Corporate Stock - Common	ADR ELAN PLC ADR REPSTG SHS	53,259.00	142,206.52	21,650.00
Corporate Stock - Common	ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS	6,550.80	14,108.55	412.00
Corporate Stock - Common	ADR ENEL SOCIETA / AZIONI ADR	9,618.75	10,215.34	375.00
Corporate Stock - Common	ADR ERICSSON L M TEL CO ERICSSON L M TELCO ADR	20,294.14	64,429.90	3,011.00
Corporate Stock - Common	ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002	9,290.70	10,252.24	555.00
Corporate Stock - Common	ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW	267,915.00	506,619.79	33,700.00
Corporate Stock - Common	ADR FLETCHER CHALLENGE FORESTS LTD FORMERLY SPONSORED ADR REPSTG SHS NEW	603.60	2,761.28	120.00
Corporate Stock - Common	ADR FLETCHER CHLLNGE FORESTS LTD FRMERLY SPONS ADR REPSTG A FST DIV SHS	1,260.00	1,248.00	240.00
Corporate Stock - Common	ADR FRANCE TELECOM	1,777.00	9,984.71	100.00
Corporate Stock - Common	ADR FUJI PHOTO FILM CO LTD (NEW)	8,819.25	8,947.69	275.00
Corporate Stock - Common	ADR GENSET SA	45.28	1,105.95	16.00
Corporate Stock - Common	ADR GOLD FIELDS LTD NEW SPONSORED ADR	36,296.00	34,117.48	2,600.00
Corporate Stock - Common	ADR GRUPO IMSA SA	19,280.00	14,620.35	1,600.00
Corporate Stock - Common	ADR HARMONY GOLD MNG LTD	114,308.00	102,949.79	6,800.00
Corporate Stock - Common	ADR HITACHI LTD A.D.R. FOR 10 COM	6,593.25	10,436.62	177.00
Corporate Stock - Common	ADR HONDA MOTOR CO. LTD AMER DEPOSITARY SHARES REPRESENTING 10 SHARES OF COMMON	1,806.00	2,159.95	100.00
Corporate Stock - Common	ADR HONG KONG & CHINA GAS LTD	1,071.99	1,118.37	831.00
Corporate Stock - Common	ADR HUTCHISON WHAMPOA LTD FOR ORD HK	3,128.00	3,929.95	100.00
Corporate Stock - Common	ADR INDPT ENERGY HLDGS PLC SPONSORED ADR	10.00	16,310.37	2,000.00
Corporate Stock - Common	ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037	5,033.00	11,117.95	700.00
Corporate Stock - Common	ADR ING GROEP N V SPONSORED ADR	7,157.00	8,030.88	425.00
Corporate Stock - Common	ADR INSIGNIA SOLUTIONS PLC SPONSORED ADR	148,725.50	1,567,526.20	424,930.00
Corporate Stock - Common	ADR INTERNET ARCHITECTURE HOLDRS TR DEPOS RCPT	5,156.00	9,336.67	200.00
Corporate Stock - Common	ADR INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS	2,480.00	11,175.55	100.00
Corporate Stock - Common	ADR ISPAT INTL N V CL A - NY REGISTRY SH	1,100.00	3,623.70	500.00
Corporate Stock - Common	ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW	1,949.70	8,844.83	201.00
Corporate Stock - Common	ADR KONINKLIJKE AHOLD NV NEW	12,730.00	12,214.95	1,000.00
Corporate Stock - Common	ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000	14,090.96	23,624.96	797.00
Corporate Stock - Common	ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000	1,002,456.00	1,492,327.48	56,700.00
Corporate Stock - Common	ADR LLOYDS TSB GROUP PLC SPONSORED ADR	5,718.00	6,807.90	200.00
Corporate Stock - Common	ADR LONDON PAC GROUP LTD SPONSORED ADR NEW	34.00	14,194.86	68.00
Corporate Stock - Common	ADR MARCONI PLC SPONSORED ADR	1,060.00	4,800.70	20,000.00
Corporate Stock - Common	ADR MATSUSHITA ELEC INDL LTD ADR	320,640.00	456,068.31	33,400.00
Corporate Stock - Common	ADR NATL AUSTRALIA BNK LTD.,NEW	6,731.25	7,426.49	75.00
Corporate Stock - Common	ADR NISSAN MTR LTD SPONSORED ADR	33,989.80	34,967.18	2,210.00
Corporate Stock - Common	ADR NOKIA CORP SPONSORED ADR	388,073.50	676,828.12	25,037.00
Corporate Stock - Common	ADR NOKIA CORP SPONSORED ADR	1,718,950.00	2,761,799.46	110,900.00
Corporate Stock - Common	ADR NOKIA CORP SPONSORED ADR	984,250.00	1,213,560.62	63,500.00
Corporate Stock - Common	ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098	5,509.50	5,757.82	150.00
Corporate Stock - Common	ADR P T TRI POLYTA INDONESIA SPONSORED ADR	833.00	19,892.88	9,800.00
Corporate Stock - Common	ADR PERDIGAO S A SPONSORED ADR REPSTG PFD NEW	700.00	1,344.95	100.00
Corporate Stock - Common	ADR PETRO GEO SERVICES	13,800.00	60,152.27	34,500.00
Corporate Stock - Common	ADR REED ELSEVIER P L C SPONSORED ADR	451,887.00	470,062.05	12,900.00
Corporate Stock - Common	ADR RIO TINTO PLC	636,240.00	448,812.39	8,000.00
Corporate Stock - Common	ADR SANPAOLO-IMI S P A SPONSORED ADR	1,927.50	2,020.44	150.00
Corporate Stock - Common	ADR SCOTTISH PWR PLC SPONSORED ADR FINALINSTALMENT	229,200.00	213,449.19	10,000.00
Corporate Stock - Common	ADR SEMICONDUCTOR HOLDRS TR DEPOS RCPT	8,860.00	11,774.85	400.00
Corporate Stock - Common	ADR SILVERLINE TECHNOLOGIES LTD SPONSORED ADR	30.10	434.71	35.00
Corporate Stock - Common	ADR SK TELECOM LTD SPONSORED	768.60	780.85	36.00
Corporate Stock - Common	ADR SKILLSOFT PUB LTD CO SPONSORED ADR	3,635.50	43,504.08	1,322.00
Corporate Stock - Common	ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM	14,995.53	28,482.95	363.00
Corporate Stock - Common	ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM	413,100.00	466,138.78	10,000.00
Corporate Stock - Common	ADR STMICROELECTRONICS N V SHS-N Y REGISTRY	10,535.40	15,000.49	540.00
Corporate Stock - Common	ADR SYNGENTA AG SPONSORED ADR	531,072.00	587,181.72	46,100.00
Corporate Stock - Common	ADR SYNGENTA AG SPONSORED ADR	230,400.00	245,963.85	20,000.00
Corporate Stock - Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	29,892.00	50,725.07	4,240.00
Corporate Stock - Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	95,175.00	120,115.93	13,500.00
Corporate Stock - Common	ADR TELEFONICA DEL PERU S A SPONSORED ADR NEW REPSTG CL B SHS	27,746.60	89,544.05	19,819.00
Corporate Stock - Common	ADR TELEFONICA S A SPONSORED	8,635.25	8,511.99	325.00
Corporate Stock - Common	ADR TERRA NETWORKS S A SPONSORED ADR	65.92	801.34	16.00
Corporate Stock - Common	ADR TESCO PLC SPONSORED	936.00	1,184.95	100.00
Corporate Stock - Common	ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098	11,583.00	10,547.41	300.00
Corporate Stock - Common	ADR THOMAS S A SPONSORED ADR	1,690.00	3,015.95	100.00
Corporate Stock - Common	ADR TOTAL FINA ELF S A SPONSORED ADR	5,362.50	5,029.29	75.00
Corporate Stock - Common	ADR TPG N V SPONSORED ADR	3,274.29	7,027.13	201.00
Corporate Stock - Common	ADR TREND MICRO INC SPONSORED ADR NEW	330.00	1,949.62	20.00
Corporate Stock - Common	ADR UNILEVER N V NY SHS NEW	6,171.00	5,814.69	100.00
Corporate Stock - Common	ADR UNILEVER N V NY SHS NEW	277,695.00	210,309.64	4,500.00
Corporate Stock - Common	ADR VODAFONE GROUP PLC NEW SPONSORED ADR	18,301.20	37,853.10	1,010.00
Corporate Stock - Common	ADR WAL-MART DE MEX S A DE C V SPONSOREDADR REPSTG SER V SHS	4,709.52	5,469.87	211.00
Corporate Stock - Common	ADTRAN INC COM	245,434.00	151,809.96	7,460.00
Corporate Stock - Common	ADVANCE TECHNOLOGIES INC COM NEW	360.00	3,842.16	9,000.00
Corporate Stock - Common	ADVANCED AUTO PTS INC COM	256,725.00	275,524.78	5,250.00
Corporate Stock - Common	ADVANCED AUTO PTS INC COM	355,992.00	384,469.98	7,280.00
Corporate Stock - Common	ADVANCED AUTO PTS INC COM	601,470.00	639,404.89	12,300.00
Corporate Stock - Common	ADVANCED DEPOSITION TECHNOLOGIES INC COM	0.60	1,506.39	300.00
Corporate Stock - Common	ADVANCED DIGITAL INFORMATION CORP COM	11,407.00	30,000.97	1,700.00
Corporate Stock - Common	ADVANCED ENGINE TECHNOLOGIES INC COM	11.00	1,342.45	100.00
Corporate Stock - Common	ADVANCED FIBRE COMMUNICATIONS INC COM	28,773.00	35,944.43	1,725.00
Corporate Stock - Common	ADVANCED FIBRE COMMUNICATIONS INC COM	230,517.60	257,704.30	13,820.00
Corporate Stock - Common	ADVANCED MICRO DEVICES INC COM	61,789.90	83,021.73	9,565.00
Corporate Stock - Common	ADVANCED MICRO DEVICES INC COM	173,774.00	256,352.38	26,900.00
Corporate Stock - Common	ADVANCED MICRO DEVICES INC COM	54,910.00	123,106.38	8,500.00
Corporate Stock - Common	ADVANCED NEUROMODULATION SYS INC COM	333,450.00	302,188.50	9,500.00
Corporate Stock - Common	ADVANCED OPTICS ELECTRONICS INC COM	1,420.00	1,339.00	200,000.00
Corporate Stock - Common	ADVANCED TISSUE SCIENCES INC COM	287.00	52,322.36	7,000.00
Corporate Stock - Common	ADVANCED VIRAL RESH CORP COM	4,000.00	6,824.04	50,000.00
Corporate Stock - Common	ADVANCEPCS CL A COM	44,420.00	60,938.32	2,000.00
Corporate Stock - Common	AES CORP COM	3,322.00	5,167.01	1,100.00
Corporate Stock - Common	AES CORP COM	210,796.00	326,869.05	69,800.00
Corporate Stock - Common	AES CORP COM	40,770.00	363,680.18	13,500.00
Corporate Stock - Common	AETHER SYSTEMS INC COM	22,936.00	26,029.65	6,100.00
Corporate Stock - Common	AETNA INC	3,704.71	3,357.25	90.10
Corporate Stock - Common	AETNA INC	154,158.88	111,380.13	3,749.00
Corporate Stock - Common	AFFILIATED COMPUTER SVCS INC CL A COM	14,215.50	13,303.71	270.00
Corporate Stock - Common	AFFILIATED MANAGERS GROUP INC COM STK	312,363.00	319,923.89	6,210.00
Corporate Stock - Common	AFFILIATED MANAGERS GROUP INC COM STK	421,514.00	425,533.64	8,380.00
Corporate Stock - Common	AFFILIATED MANAGERS GROUP INC COM STK	432,580.00	521,508.52	8,600.00
Corporate Stock - Common	AFFILIATED MANAGERS GROUP INC COM STK	387,310.00	404,371.31	7,700.00
Corporate Stock - Common	AFFYMETRIX INC OC-CAP STK	4,578.00	5,191.60	200.00
Corporate Stock - Common	AFFYMETRIX INC OC-CAP STK	453,222.00	492,467.08	19,800.00
Corporate Stock - Common	AFLAC INC COM	13,432.83	12,890.23	445.98
Corporate Stock - Common	AFLAC INC COM	385,536.00	333,459.11	12,800.00
Corporate Stock - Common	AGCO CORP COM	6,364.80	7,087.45	288.00
Corporate Stock - Common	AGCO CORP COM	310,947.00	297,396.94	14,070.00
Corporate Stock - Common	AGERE SYS INC CL A	3,428.64	11,149.47	2,381.00
Corporate Stock - Common	AGERE SYS INC CL A	153,648.00	379,130.92	106,700.00
Corporate Stock - Common	AGERE SYS INC CL B	27,846.00	115,972.39	19,890.00
Corporate Stock - Common	AGILE SOFTWARE CORP DEL COM	774.00	6,467.45	100.00
Corporate Stock - Common	AGILENT TECHNOLOGIES INC COM	41,272.08	126,708.20	2,298.00
Corporate Stock - Common	AGILENT TECHNOLOGIES INC COM	115,482.80	106,539.31	6,430.00
Corporate Stock - Common	AGILENT TECHNOLOGIES INC COM	208,371.92	330,760.84	11,602.00
Corporate Stock - Common	AGL RES INC COM	12,406.63	10,374.36	510.56
Corporate Stock - Common	AGNICO EAGLE MINES LTD COM	59,885.80	51,460.95	4,030.00
Corporate Stock - Common	AGRIUM INC COM	680,862.00	604,544.81	60,200.00
Corporate Stock - Common	AHT CORP COM	0.24	8,468.82	2,400.00
Corporate Stock - Common	AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074	2,618.00	9,215.79	1,540.00
Corporate Stock - Common	AIR METHODS CORP COM NEW	855.15	1,801.45	150.00
Corporate Stock - Common	AIR PROD & CHEM INC COM	320,625.00	364,028.02	7,500.00
Corporate Stock - Common	AIR PROD & CHEM INC COM	243,675.00	146,725.18	5,700.00
Corporate Stock - Common	AIR PROD & CHEM INC COM	1,102,950.00	1,195,505.80	25,800.00
Corporate Stock - Common	AIRBORNE INC COM	4,449.00	5,118.97	300.00
Corporate Stock - Common	AIRBORNE INC COM	253,593.00	188,955.00	17,100.00
Corporate Stock - Common	AIRGAS INC COM	163,875.00	128,786.30	9,500.00
Corporate Stock - Common	AIRNET COMMUNICATIONS CORP COM	1,768.00	19,046.42	3,400.00
Corporate Stock - Common	AIRTECH INTL GROUP INC COM NEW	8.12	6,883.43	81,200.00
Corporate Stock - Common	AIRTRAN HLDGS INC COM	9,750.00	12,842.69	2,500.00
Corporate Stock - Common	AK AIR GROUP INC COM	10,175.50	14,614.76	470.00
Corporate Stock - Common	AKAMAI TECHNOLOGIES INC COM STK	2,811.25	32,633.84	1,625.00
Corporate Stock - Common	AKSYS LTD COM	51,261.60	61,226.56	9,672.00
Corporate Stock - Common	ALADDIN KNOWLEDGE SYS COM	258.90	1,021.21	100.00
Corporate Stock - Common	ALANCO TECHNOLOGIES INC COM	74.36	3,215.00	143.00
Corporate Stock - Common	ALBANY INTL CORP NEW CL A	109,498.00	151,274.86	5,300.00
Corporate Stock - Common	ALBEMARLE CORP COM	162,165.00	112,318.50	5,700.00
Corporate Stock - Common	ALBERTO-CULVER CO CL B COM	352,800.00	316,540.00	7,000.00
Corporate Stock - Common	ALBERTO-CULVER CO CL B COM	70,560.00	29,661.93	1,400.00
Corporate Stock - Common	ALBERTSON S INC COM	10,606.18	13,441.97	476.47
Corporate Stock - Common	ALBERTSON S INC COM	210,891.24	229,233.08	9,474.00
Corporate Stock - Common	ALCOA INC COM STK	14,281.60	15,730.40	626.94
Corporate Stock - Common	ALCOA INC COM STK	635,562.00	755,016.47	27,900.00
Corporate Stock - Common	ALCOA INC COM STK	302,974.00	150,206.32	13,300.00
Corporate Stock - Common	ALCOA INC COM STK	478,744.48	346,987.34	21,016.00
Corporate Stock - Common	ALDILA INC COM NEW	678.30	6,935.39	399.00
Corporate Stock - Common	ALEXION PHARMACEUTICALS INC COM	35,300.00	35,964.25	2,500.00
Corporate Stock - Common	ALFA CORP COM	33,630.80	34,566.84	2,800.00
Corporate Stock - Common	ALICO INC COM	5,320.00	6,325.95	200.00
Corporate Stock - Common	ALIGN TECH INC COM	3,409.84	5,856.14	1,235.00
Corporate Stock - Common	ALLEGHENY ENERGY INC COM	23,436.00	128,212.60	3,100.00
Corporate Stock - Common	ALLEGIANCE TELECOM INC COM	67.00	838.01	100.00
Corporate Stock - Common	ALLEGY TECHNOLOGIES INC COM	12,497.38	59,457.22	2,006.00
Corporate Stock - Common	ALLERGAN INC COM	232.67	228.32	4.04
Corporate Stock - Common	ALLERGAN INC COM	341,686.60	364,454.84	5,930.00
Corporate Stock - Common	ALLERGAN INC COM	184,384.00	55,452.02	3,200.00
Corporate Stock - Common	ALLETE INC	2,442.21	2,267.98	107.68
Corporate Stock - Common	ALLIANCE DATA SYS CORP COM	350,501.60	307,131.07	19,780.00
Corporate Stock - Common	ALLIANCE GAMING CORP COM NEW NEW	407,527.90	360,153.00	23,930.00
Corporate Stock - Common	ALLIANCE PHARMACEUTICAL CORP COM NEW	19.20	4,842.96	160.00
Corporate Stock - Common	ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK	41,174.00	37,782.95	1,700.00
Corporate Stock - Common	ALLIANT TECHSYSTEMS INC COM	22,134.25	21,939.81	355.00
Corporate Stock - Common	ALLIANT TECHSYSTEMS INC COM	260,623.00	301,695.04	4,180.00
Corporate Stock - Common	ALLIED CAP CORP NEW COM	63,183.53	70,952.47	2,894.34
Corporate Stock - Common	ALLIED WASTE INDS INC COM PAR $0.01 NEW	49,000.00	82,741.44	4,900.00
Corporate Stock - Common	ALLMERICA FINL CORP COM	260,580.00	351,287.31	25,800.00
Corporate Stock - Common	ALLOY INC COM STK	10,950.00	12,435.05	1,000.00
Corporate Stock - Common	ALLOY INC COM STK	136,875.00	111,964.49	12,500.00
Corporate Stock - Common	ALLSTATE CORP COM	23,347.72	20,028.55	631.19
Corporate Stock - Common	ALLSTATE CORP COM	565,947.00	593,472.83	15,300.00
Corporate Stock - Common	ALLSTATE CORP COM	632,529.00	663,828.66	17,100.00
Corporate Stock - Common	ALLSTATE CORP COM	648,360.72	341,376.05	17,528.00
Corporate Stock - Common	ALLTEL CORP COM ISIN #US0200391037	2,781.85	3,033.04	54.55
Corporate Stock - Common	ALLTEL CORP COM ISIN #US0200391037	392,700.00	329,791.66	7,700.00
Corporate Stock - Common	ALTA GOLD CO COM	0.20	7,880.00	2,000.00
Corporate Stock - Common	ALTAIR NANOTECHNOLOGOES INC COM	2,545.00	16,273.16	5,000.00
Corporate Stock - Common	ALTERA CORP COM	46,977.30	81,025.45	3,810.00
Corporate Stock - Common	ALTERA CORP COM	117,135.00	386,367.94	9,500.00
Corporate Stock - Common	ALTERA CORP COM	1,022,157.00	987,697.29	82,900.00
Corporate Stock - Common	AMAZON COM INC COM	103,913.89	95,232.71	5,501.00
Corporate Stock - Common	AMAZON COM INC COM	274,471.70	174,027.09	14,530.00
Corporate Stock - Common	AMBAC FNCL GROUP COM STK	146,224.00	146,067.18	2,600.00
Corporate Stock - Common	AMCOL INTL CORP COM	2,900.00	6,015.00	500.00
Corporate Stock - Common	AMER ELEC PWR CO INC COM	27,056.70	40,652.86	990.00
Corporate Stock - Common	AMER ELEC PWR CO INC COM	286,965.00	366,943.75	10,500.00
Corporate Stock - Common	AMER ELEC PWR CO INC COM	230,665.20	318,455.57	8,440.00
Corporate Stock - Common	AMER EXPRESS CO COM	70,305.53	72,911.95	1,988.84
Corporate Stock - Common	AMER EXPRESS CO COM	307,545.00	368,892.41	8,700.00
Corporate Stock - Common	AMER EXPRESS CO COM	1,155,945.00	512,670.65	32,700.00
Corporate Stock - Common	AMER FINL GROUP INC OH COM STK	73,824.00	121,189.00	3,200.00
Corporate Stock - Common	AMER GREETINGS CORP CL A COM	1,701.94	1,871.77	107.72
Corporate Stock - Common	AMER GREETINGS CORP CL A COM	25,280.00	37,200.59	1,600.00
Corporate Stock - Common	AMER W HLDGS CORP CL B	9,333.00	21,002.69	5,185.00
Corporate Stock - Common	AMERADA HESS CORP COM	511,965.00	448,486.40	9,300.00
Corporate Stock - Common	AMERADA HESS CORP COM	121,110.00	106,426.92	2,200.00
Corporate Stock - Common	AMEREN CORP COM	157,966.00	146,441.98	3,800.00
Corporate Stock - Common	AMERICAN TOWER CORP CL A	706.00	1,364.98	200.00
Corporate Stock - Common	AMERICREDIT CORP COM	228,330.00	228,979.00	29,500.00
Corporate Stock - Common	AMERICREDIT CORP COM	298,764.00	289,500.00	38,600.00
Corporate Stock - Common	AMERIGROUP CORP COM	2,152.01	1,950.50	71.00
Corporate Stock - Common	AMERIGROUP CORP COM	318,255.00	343,605.41	10,500.00
Corporate Stock - Common	AMERIPATH INC COM	6,450.00	8,659.95	300.00
Corporate Stock - Common	AMERISOURCEBERGEN CORP COM	20,094.70	17,803.11	370.00
Corporate Stock - Common	AMERISOURCEBERGEN CORP COM	216,153.80	251,904.57	3,980.00
Corporate Stock - Common	AMERISOURCEBERGEN CORP COM	141,206.00	164,381.81	2,600.00
Corporate Stock - Common	AMERISOURCEBERGEN CORP COM	738,616.00	931,750.96	13,600.00
Corporate Stock - Common	AMERITRADE HLDG CORP NEW COM	5,094.00	19,240.18	900.00
Corporate Stock - Common	AMERITRADE HLDG CORP NEW COM	464,120.00	415,878.73	82,000.00
Corporate Stock - Common	AMERN AXLE & MFG HOLDINGS INC	19,204.40	21,017.66	820.00
Corporate Stock - Common	AMERN CAP STRATEGIES LTD COM	3,238.48	4,564.34	150.00
Corporate Stock - Common	AMERN CAP STRATEGIES LTD COM	239,649.00	266,652.52	11,100.00
Corporate Stock - Common	AMERN COMMUNICATIONS ENTERPRISES INC COM	2,000.00	33,737.00	250,000.00
Corporate Stock - Common	AMERN EAGLE OUTFITTERS INC NEW COM	5,649.80	10,074.95	410.00
Corporate Stock - Common	AMERN FIRE RETARDANT CORP NEV COM	40.00	988.80	4,000.00
Corporate Stock - Common	AMERN HOME MTG HLDGS INC COM STK	26,400.00	36,105.90	2,400.00
Corporate Stock - Common	AMERN INTL GROUP INC COM	113,243.57	133,760.32	1,957.54
Corporate Stock - Common	AMERN INTL GROUP INC COM	445,445.00	472,609.22	7,700.00
Corporate Stock - Common	AMERN INTL GROUP INC COM	2,198,300.00	2,624,436.90	38,000.00
Corporate Stock - Common	AMERN INTL GROUP INC COM	3,754,291.45	1,666,554.38	64,897.00
Corporate Stock - Common	AMERN INTL GROUP INC COM	1,353,690.00	1,760,984.61	23,400.00
Corporate Stock - Common	AMERN MED SEC GROUP INC COM	33,552.00	40,367.76	2,400.00
Corporate Stock - Common	AMERN MED SYS HLDGS INC COM STK	283,675.00	238,963.74	17,500.00
Corporate Stock - Common	AMERN MULTIPLEXER CORP COM	3,612.00	36,778.20	45,150.00
Corporate Stock - Common	AMERN NORTEL COMMUNICATIONS INC COM	10.00	1,904.95	1,000.00
Corporate Stock - Common	AMERN PHARMACEUTICALS PARTNERS INC COM	7,120.00	7,243.90	400.00
Corporate Stock - Common	AMERN PWR CONVERSION CORP COM	757.50	702.79	50.00
Corporate Stock - Common	AMERN PWR CONVERSION CORP COM	290,880.00	250,751.52	19,200.00
Corporate Stock - Common	AMERN PWR CONVERSION CORP COM	74,235.00	171,576.79	4,900.00
Corporate Stock - Common	AMERN STD COS INC DEL COM	128,052.00	136,506.32	1,800.00
Corporate Stock - Common	AMERN STS WTR CO COM	30,095.00	27,326.00	1,300.00
Corporate Stock - Common	AMERN SUPERCONDUCTOR CORP	3,913.00	24,116.02	1,300.00
Corporate Stock - Common	AMERN WOODMARK CORP COM	57,000.00	78,215.28	1,200.00
Corporate Stock - Common	AMETEK INC NEW COM	275,203.50	236,701.09	7,150.00
Corporate Stock - Common	AMF BOWLING INC COM STK	3.72	54.95	186.00
Corporate Stock - Common	AMGEN INC COM	336,881.46	360,183.22	6,969.00
Corporate Stock - Common	AMGEN INC COM	1,285,844.00	1,319,843.14	26,600.00
Corporate Stock - Common	AMGEN INC COM	1,549,780.40	626,697.34	32,060.00
Corporate Stock - Common	AMGEN INC COM	1,508,208.00	1,602,003.20	31,200.00
Corporate Stock - Common	AMKOR TECH INC COM	952.00	429.95	200.00
Corporate Stock - Common	AMKOR TECH INC COM	82,348.00	118,460.02	17,300.00
Corporate Stock - Common	AMKOR TECH INC COM	97,104.00	100,570.44	20,400.00
Corporate Stock - Common	AMPEX CORP DEL CL A	224.00	11,114.95	2,800.00
Corporate Stock - Common	AMPHENOL CORP NEW CL A	7,600.00	10,117.75	200.00
Corporate Stock - Common	AMPLIDYNE INC COM	1,500.00	1,829.79	10,000.00
Corporate Stock - Common	AMR CORP COM	280,011.60	597,009.03	42,426.00
Corporate Stock - Common	AMR CORP COM	142,362.00	158,465.49	21,570.00
Corporate Stock - Common	AMR CORP COM	350,526.00	378,143.47	53,110.00
Corporate Stock - Common	AMR CORP COM	353,760.00	461,072.56	53,600.00
Corporate Stock - Common	AMR CORP COM	25,740.00	72,534.00	3,900.00
Corporate Stock - Common	AMSOUTH BANCORPORATION COM	3,840.00	3,829.95	200.00
Corporate Stock - Common	AMSOUTH BANCORPORATION COM	168,960.00	237,962.80	8,800.00
Corporate Stock - Common	AMTECH SYS INC COM PAR $0.01 NEW	7,925.00	14,120.95	2,500.00
Corporate Stock - Common	AMYLIN PHARMACEUTICALS INC COM	329,256.00	360,975.66	20,400.00
Corporate Stock - Common	ANADARKO PETRO CORP COM	23,868.57	25,266.81	498.30
Corporate Stock - Common	ANADARKO PETRO CORP COM	387,990.00	412,556.74	8,100.00
Corporate Stock - Common	ANADARKO PETRO CORP COM	297,363.20	262,853.95	6,208.00
Corporate Stock - Common	ANADIGICS INC COM	2,967.00	14,294.45	1,150.00
Corporate Stock - Common	ANALOG DEVICES INC COM	9,548.00	19,215.10	400.00
Corporate Stock - Common	ANALOG DEVICES INC COM	136,059.00	168,696.87	5,700.00
Corporate Stock - Common	ANALOG DEVICES INC COM	217,217.00	287,659.90	9,100.00
Corporate Stock - Common	ANALYSTS INTL CORP COM	3,564.00	4,495.05	1,800.00
Corporate Stock - Common	ANAREN INC COM	32,560.00	33,803.94	3,700.00
Corporate Stock - Common	ANATOLIA MINERALS DEV LTD COM	6,500.00	1,848.10	5,000.00
Corporate Stock - Common	ANC RENT CORP COM	292.05	13,585.43	5,841.00
Corporate Stock - Common	ANDREA ELECTRS CORP COM	60.00	355.83	200.00
Corporate Stock - Common	ANDREW CORP COM	25,186.00	33,860.64	2,450.00
Corporate Stock - Common	ANDRX GROUP COM	1,100.25	4,649.91	75.00
Corporate Stock - Common	ANDRX GROUP COM	176,040.00	174,055.20	12,000.00
Corporate Stock - Common	ANFI INC COM	1,725.75	1,549.78	117.00
Corporate Stock - Common	ANHEUSER BUSCH COS INC COM	76,877.50	78,719.79	1,588.38
Corporate Stock - Common	ANHEUSER BUSCH COS INC COM	692,120.00	718,715.11	14,300.00
Corporate Stock - Common	ANHEUSER BUSCH COS INC COM	1,030,920.00	377,676.74	21,300.00
Corporate Stock - Common	ANNALY MTG MGMT INC COM	65,251.21	65,479.08	3,470.81
Corporate Stock - Common	ANNTAYLOR STORES CORP COM	1,531.50	1,680.10	75.00
Corporate Stock - Common	ANNTAYLOR STORES CORP COM	259,334.00	360,119.60	12,700.00
Corporate Stock - Common	ANNTAYLOR STORES CORP COM	363,476.00	411,695.38	17,800.00
Corporate Stock - Common	ANSYS INC COM	60,600.00	62,218.90	3,000.00
Corporate Stock - Common	ANTHEM INC COM	1,572.50	1,807.50	25.00
Corporate Stock - Common	ANTHEM INC COM	510,748.00	364,447.10	8,120.00
Corporate Stock - Common	ANTHEM INC COM	213,860.00	209,177.86	3,400.00
Corporate Stock - Common	ANTHEM INC COM	220,150.00	227,996.51	3,500.00
Corporate Stock - Common	ANTHRACITE CAP INC COM	27,532.14	24,350.78	2,525.88
Corporate Stock - Common	ANTHRACITE CAP INC COM	114,450.00	115,675.35	10,500.00
Corporate Stock - Common	ANTIGENICS INC DEL COM STK	2,560.00	3,704.95	250.00
Corporate Stock - Common	ANTS SOFTWARE INC	36.00	1,671.41	45.00
Corporate Stock - Common	ANWORTH MTG AST CORP COM	251,400.00	240,451.90	20,000.00
Corporate Stock - Common	AOL TIME WARNER INC COM	635,297.60	1,377,606.19	48,496.00
Corporate Stock - Common	AOL TIME WARNER INC COM	186,020.00	576,511.92	14,200.00
Corporate Stock - Common	AOL TIME WARNER INC COM	1,457,375.00	3,642,400.11	111,250.00
Corporate Stock - Common	AOL TIME WARNER INC COM	1,112,190.00	1,049,715.59	84,900.00
Corporate Stock - Common	AON CORP COM	145,453.00	197,882.03	7,700.00
Corporate Stock - Common	APAC CUSTOMER SVCS INC COM	3,042.00	3,220.90	1,300.00
Corporate Stock - Common	APACHE CORP COM	24,933.92	21,398.09	437.51
Corporate Stock - Common	APACHE CORP COM	302,047.00	297,163.01	5,300.00
Corporate Stock - Common	APACHE CORP COM	370,435.00	356,774.71	6,500.00
Corporate Stock - Common	APACHE CORP COM	205,733.90	132,103.29	3,610.00
Corporate Stock - Common	APEX MTG CAP INC COM	4,578.00	8,273.85	700.00
Corporate Stock - Common	APEX SILVER MINE LTD COM STK	19,240.00	13,827.93	1,300.00
Corporate Stock - Common	API ELECTRONICS GROUP INC COM	12,702.00	23,607.45	14,600.00
Corporate Stock - Common	APOGEE ENTERPRISES INC COM	1,174.94	1,638.92	131.26
Corporate Stock - Common	APOLLO GOLD CORP	49.94	2,008.15	22.00
Corporate Stock - Common	APOLLO GROUP INC CL A	10,120.00	10,147.65	230.00
Corporate Stock - Common	APOLLO GROUP INC CL A	150,480.00	96,411.55	3,420.00
Corporate Stock - Common	APOLLO GROUP INC CL A	189,200.00	162,025.95	4,300.00
Corporate Stock - Common	APOLLO GROUP INC UNIV PHOENIX ONLINE COM	22,650.88	19,731.36	632.00
Corporate Stock - Common	APOLLO GROUP INC UNIV PHOENIX ONLINE COM	298,188.80	237,822.59	8,320.00
Corporate Stock - Common	APPIANT TECHNOLOGIES INC COM	292.50	554.95	1,500.00
Corporate Stock - Common	APPLE COMPUTER INC COM	58,538.05	106,316.12	4,085.00
Corporate Stock - Common	APPLE COMPUTER INC COM	127,537.00	180,469.32	8,900.00
Corporate Stock - Common	APPLEBEES INTL INC COM	24,431.53	25,734.34	1,053.49
Corporate Stock - Common	APPLEBEES INTL INC COM	255,101.00	228,467.05	11,000.00
Corporate Stock - Common	APPLERA CORP - APPLIED BIOSYSTEMS GROUP	91,208.00	76,162.82	5,200.00
Corporate Stock - Common	APPLERA CORP COM CELERA GENOMICS GROUP	10,953.85	44,676.63	1,147.00
Corporate Stock - Common	APPLERA CORP COM CELERA GENOMICS GROUP	136,565.00	477,782.94	14,300.00
Corporate Stock - Common	APPLIED DIGITAL SOLUTIONS INC COM	21,402.00	39,849.25	52,200.00
Corporate Stock - Common	APPLIED MAGNETICS CORP COM	22.83	107,836.13	228,300.00
Corporate Stock - Common	APPLIED MATERIALS INC COM	268,105.28	414,347.35	20,576.00
Corporate Stock - Common	APPLIED MATERIALS INC COM	284,054.00	387,690.43	21,800.00
Corporate Stock - Common	APPLIED MATERIALS INC COM	534,230.00	398,742.47	41,000.00
Corporate Stock - Common	APPLIED MICRO CIRCUITS CORP CDT-COM	20,405.70	42,095.63	5,530.00
Corporate Stock - Common	APPLIED MICRO CIRCUITS CORP CDT-COM	195,570.00	196,637.36	53,000.00
Corporate Stock - Common	APPLIED MICRO CIRCUITS CORP CDT-COM	27,675.00	511,411.83	7,500.00
Corporate Stock - Common	APPLIEDTHEORY CORP COM	20.00	22,520.72	200,000.00
Corporate Stock - Common	APPONLINE COM INC COM	0.20	2,029.95	500.00
Corporate Stock - Common	APTARGROUP INC COM	49,984.00	42,480.00	1,600.00
Corporate Stock - Common	APTARGROUP INC COM	121,836.00	122,205.52	3,900.00
Corporate Stock - Common	AQUILA INC DEL NEW COM	31,466.07	47,515.85	17,777.44
Corporate Stock - Common	AQUILA INC DEL NEW COM	63,543.00	132,620.70	35,900.00
Corporate Stock - Common	ARADIGM CORP COM	486.00	1,229.95	300.00
Corporate Stock - Common	ARBITRON INC COM	217,750.00	218,312.76	6,500.00
Corporate Stock - Common	ARBITRON INC COM	130,650.00	109,520.58	3,900.00
Corporate Stock - Common	ARCH COAL INC COM	103,632.00	90,805.44	4,800.00
Corporate Stock - Common	ARCH COAL INC COM	602,361.00	621,273.04	27,900.00
Corporate Stock - Common	ARCHER-DANIELS-MIDLAND CO COM	34,141.66	36,167.41	2,753.36
Corporate Stock - Common	ARCHER-DANIELS-MIDLAND CO COM	440,200.00	537,472.21	35,500.00
Corporate Stock - Common	ARCHER-DANIELS-MIDLAND CO COM	518,320.00	579,700.61	41,800.00
Corporate Stock - Common	ARCHER-DANIELS-MIDLAND CO COM	296,360.00	383,190.73	23,900.00
Corporate Stock - Common	ARCHER-DANIELS-MIDLAND CO COM	198,933.20	178,165.55	16,043.00
Corporate Stock - Common	ARIAD PHARMACEUTICALS INC COM	10,800.00	44,506.53	4,500.00
Corporate Stock - Common	ARIBA INC COM	51,571.60	95,213.40	20,795.00
Corporate Stock - Common	ARIEL CORP COM	2.00	9,084.19	1,000.00
Corporate Stock - Common	ARMOR HLDGS INC COM	1,377.00	2,685.95	100.00
Corporate Stock - Common	ARRAY BIOPHARMA INC COM	22,505.25	34,684.75	4,055.00
Corporate Stock - Common	ARROW ELECTR INC COM	5,116.00	7,947.51	400.00
Corporate Stock - Common	ARROW ELECTR INC COM	11,511.00	24,917.99	900.00
Corporate Stock - Common	ARTHROCARE CORP COM	985.00	1,039.95	100.00
Corporate Stock - Common	ASANTE TECHNOLOGIES INC COM	130.00	11,076.49	2,000.00
Corporate Stock - Common	ASCENDANT SOLUTIONS INC COM	38.00	1,774.50	100.00
Corporate Stock - Common	ASCENT ASSURN INC COM	27.75	0.00	37.00
Corporate Stock - Common	ASCENT ASSURN INC WT EXP 03-24-2004	0.99	0.00	197.00
Corporate Stock - Common	ASCENTIAL SOFTWARE CORP COM	14,044.80	35,632.80	5,852.00
Corporate Stock - Common	ASHLAND INC COM	8,559.00	10,362.46	300.00
Corporate Stock - Common	ASHLAND INC COM	165,474.00	221,816.10	5,800.00
Corporate Stock - Common	ASHLAND INC COM	476,451.00	469,179.84	16,700.00
Corporate Stock - Common	ASHLAND INC COM	48,501.00	59,573.11	1,700.00
Corporate Stock - Common	ASIA GLOBAL CROSSING	12.80	2,288.61	3,200.00
Corporate Stock - Common	ASK JEEVES INC OC-COM	3,840.00	5,893.25	1,500.00
Corporate Stock - Common	ASPEN GROUP RES CORPORATION COM	102.12	34,236.00	1,571.00
Corporate Stock - Common	ASSOCTD BANC-CORP COM	3,394.00	3,752.35	100.00
Corporate Stock - Common	ASTEA INTL IINC COM	91.14	1,319.43	147.00
Corporate Stock - Common	ASTORIA FINL CORP COM	152,040.00	154,850.36	5,600.00
Corporate Stock - Common	ASTRALIS LTD COM	4,320.00	15,218.40	12,000.00
Corporate Stock - Common	ASTROPOWER INC CDT-COM	9,588.00	28,547.28	1,200.00
Corporate Stock - Common	ASYST TECHNOLOGIES INC COM	20,065.50	55,440.18	2,730.00
Corporate Stock - Common	AT & T LATIN AMER CORP COM	31.50	625.26	150.00
Corporate Stock - Common	AT&T CORP COM NEW	63,238.42	75,561.71	2,422.00
Corporate Stock - Common	AT&T CORP COM NEW	44,387.00	41,999.23	1,700.00
Corporate Stock - Common	AT&T CORP COM NEW	379,117.20	412,195.69	14,520.00
Corporate Stock - Common	AT&T CORP COM NEW	696,614.80	777,072.06	26,680.00
Corporate Stock - Common	AT&T CORP COM NEW	501,259.78	629,410.48	19,198.00
Corporate Stock - Common	AT&T WIRELESS SVCS INC COM	39,318.35	85,233.81	6,959.00
Corporate Stock - Common	AT&T WIRELESS SVCS INC COM	276,285.00	322,259.23	48,900.00
Corporate Stock - Common	AT&T WIRELESS SVCS INC COM	300,580.00	215,646.05	53,200.00
Corporate Stock - Common	AT&T WIRELESS SVCS INC COM	380,781.75	1,082,660.72	67,395.00
Corporate Stock - Common	ATI TECHNOLOGIES INC COM	144,181.00	203,097.35	31,000.00
Corporate Stock - Common	ATLAS AIR WORLDWIDE HLDGS INC	2,831.25	22,599.85	1,875.00
Corporate Stock - Common	ATLC COAST AIRLINES HLDGS INC COM ATLC COAST AIRLINES HLDG COM	22,977.30	25,604.04	1,910.00
Corporate Stock - Common	ATLC COAST AIRLINES HLDGS INC COM ATLC COAST AIRLINES HLDG COM	93,834.00	213,190.93	7,800.00
Corporate Stock - Common	ATMEL CORP COM	9,466.35	49,845.27	4,245.00
Corporate Stock - Common	ATMI INC COM	138,900.00	205,564.65	7,500.00
Corporate Stock - Common	ATSI COMMUNICATIONS INC COM	140.00	329.95	2,000.00
Corporate Stock - Common	AUDIBLE INC COM	420.00	1,639.90	1,400.00
Corporate Stock - Common	AUDIOCODES LTD COM STK	258.00	988.23	100.00
Corporate Stock - Common	AUDIOVOX CORP CL A	8,789.85	8,833.81	850.00
Corporate Stock - Common	AURA SYS INC COM	10,679.00	220,569.48	181,000.00
Corporate Stock - Common	AURORA FOODS INC COM STK	126.36	0.00	162.00
Corporate Stock - Common	AUSPEX SYS INC COM	251.60	2,704.00	680.00
Corporate Stock - Common	AUTO DATA PROCESSING INC COM	45,213.49	54,379.51	1,151.94
Corporate Stock - Common	AUTO DATA PROCESSING INC COM	129,525.00	136,984.68	3,300.00
Corporate Stock - Common	AUTO DATA PROCESSING INC COM	584,825.00	311,593.61	14,900.00
Corporate Stock - Common	AUTO DATA PROCESSING INC COM	396,425.00	456,740.25	10,100.00
Corporate Stock - Common	AUTODESK INC COM	3,861.00	4,196.56	270.00
Corporate Stock - Common	AUTODESK INC COM	255,255.00	236,490.56	17,850.00
Corporate Stock - Common	AUTODESK INC COM	441,870.00	406,233.54	30,900.00
Corporate Stock - Common	AUTODESK INC COM	40,040.00	43,391.50	2,800.00
Corporate Stock - Common	AUTOIMMUNE INC COM	945.00	4,576.04	1,500.00
Corporate Stock - Common	AUTOLIV INC COM STK	39,767.00	36,536.05	1,900.00
Corporate Stock - Common	AUTONATION INC DEL COM	5,024.00	4,592.48	400.00
Corporate Stock - Common	AUTOZONE INC COM	14,059.35	15,007.60	199.00
Corporate Stock - Common	AUTOZONE INC COM	176,625.00	74,536.20	2,500.00
Corporate Stock - Common	AUTOZONE INC COM	459,225.00	513,399.83	6,500.00
Corporate Stock - Common	AVANEX CORP COM STK	1,933.56	69,309.54	1,845.00
Corporate Stock - Common	AVANT IMMUNOTHERAPEUTICS INC COM	1,135.00	1,809.95	1,000.00
Corporate Stock - Common	AVAYA INC COM	4,625.60	37,454.24	1,888.00
Corporate Stock - Common	AVAYA INC COM	122,500.00	505,220.04	50,000.00
Corporate Stock - Common	AVAYA INC COM	87,465.00	78,829.30	35,700.00
Corporate Stock - Common	AVAYA INC COM	21,998.55	125,609.85	8,979.00
Corporate Stock - Common	AVE A INC COM STK ISIN# US0535661054	1,450.00	1,379.95	500.00
Corporate Stock - Common	AVERY DENNISON CORP COM	3,664.80	2,730.60	60.00
Corporate Stock - Common	AVERY DENNISON CORP COM	283,411.20	282,561.99	4,640.00
Corporate Stock - Common	AVERY DENNISON CORP COM	164,916.00	72,280.40	2,700.00
Corporate Stock - Common	AVIALL INC NEW COM	12,880.00	22,048.00	1,600.00
Corporate Stock - Common	AVICI SYS INC COM NEW	4,564.50	10,577.24	1,275.00
Corporate Stock - Common	AVICI SYS INC COM NEW	21,748.50	54,744.82	6,075.00
Corporate Stock - Common	AVISTA CORP COM ISIN # US05379B1070	134,096.00	228,405.27	11,600.00
Corporate Stock - Common	AVNET INC COM	3,433.11	6,158.59	317.00
Corporate Stock - Common	AVNET INC COM	239,343.00	534,760.37	22,100.00
Corporate Stock - Common	AVOCENT CORP COM	206,646.00	207,613.20	9,300.00
Corporate Stock - Common	AVON PROD INC COM	436,347.00	435,733.68	8,100.00
Corporate Stock - Common	AVON PROD INC COM	317,833.00	122,342.18	5,900.00
Corporate Stock - Common	AVX CORP COM	980.00	1,830.95	100.00
Corporate Stock - Common	AWARE INC MASS COM	2,180.00	4,486.92	1,000.00
Corporate Stock - Common	AWG LTD COM	1,000.00	1,030.00	10,000.00
Corporate Stock - Common	AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095	264,408.26	308,691.83	47,140.00
Corporate Stock - Common	AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095	108,253.70	276,030.53	19,300.00
Corporate Stock - Common	AXS-ONE INC COM	385.50	4,163.95	514.00
Corporate Stock - Common	AZTAR CORP COM	7,140.00	10,806.97	500.00
Corporate Stock - Common	B A T INTL INC COM	93.50	2,787.29	5,500.00
Corporate Stock - Common	BAKER HUGHES INC COM	4,828.50	4,234.69	150.00
Corporate Stock - Common	BAKER HUGHES INC COM	260,739.00	264,179.84	8,100.00
Corporate Stock - Common	BAKER HUGHES INC COM	151,293.00	102,511.66	4,700.00
Corporate Stock - Common	BAKER HUGHES INC COM	466,755.00	322,321.88	14,500.00
Corporate Stock - Common	BAKER HUGHES INC COM	268,464.60	169,386.92	8,340.00
Corporate Stock - Common	BALL CORP COM	11,868.20	10,210.78	231.85
Corporate Stock - Common	BALL CORP COM	222,676.50	194,024.69	4,350.00
Corporate Stock - Common	BALL CORP COM	339,389.70	330,183.28	6,630.00
Corporate Stock - Common	BALL CORP COM	71,666.00	23,563.67	1,400.00
Corporate Stock - Common	BALLARD PWR SYS INC COM	44,475.12	197,921.95	4,014.00
Corporate Stock - Common	BALLISTIC RECOVERY SYS INC COM STK	960.00	2,092.46	1,000.00
Corporate Stock - Common	BALLY TOTAL FITNESS HLDG CORP COM	3,545.00	10,779.95	500.00
Corporate Stock - Common	BANCPRO INC COM	60.00	1,404.95	1,000.00
Corporate Stock - Common	BANK N.Y. CO INC COM	9,032.92	11,684.13	377.00
Corporate Stock - Common	BANK N.Y. CO INC COM	433,676.00	284,528.39	18,100.00
Corporate Stock - Common	BANK ONE CORP COM	12,050.90	11,896.10	329.71
Corporate Stock - Common	BANK ONE CORP COM	69,445.00	66,567.16	1,900.00
Corporate Stock - Common	BANK ONE CORP COM	73,100.00	73,546.97	2,000.00
Corporate Stock - Common	BANK ONE CORP COM	950,300.00	859,701.16	26,000.00
Corporate Stock - Common	BANK ONE CORP COM	1,060,681.00	912,386.43	29,020.00
Corporate Stock - Common	BANKATLANTIC BANCORP INC CL A NON VTG	411,736.50	365,295.89	43,570.00
Corporate Stock - Common	BANKATLANTIC BANCORP INC CL A NON VTG	84,105.00	71,108.33	8,900.00
Corporate Stock - Common	BANKNORTH GROUP INC NEW COM	122,040.00	144,192.08	5,400.00
Corporate Stock - Common	BANKUNITED FINL CORP CL A	29,124.00	28,017.00	1,800.00
Corporate Stock - Common	BANTA CORP COM	3,127.00	3,194.95	100.00
Corporate Stock - Common	BARD C R INC CAP	493,000.00	481,526.70	8,500.00
Corporate Stock - Common	BARD C R INC CAP	75,400.00	39,266.34	1,300.00
Corporate Stock - Common	BARNES & NOBLE INC COM	4,969.25	6,283.33	275.00
Corporate Stock - Common	BARNESANDNOBLE COM INC CL A ISIN #US0678461056	517.50	1,777.50	450.00
Corporate Stock - Common	BARR LABS INC COM	1,041.44	1,121.43	16.00
Corporate Stock - Common	BARR LABS INC COM	397,049.00	405,782.02	6,100.00
Corporate Stock - Common	BARRICK GOLD CORP	87,266.83	96,235.27	5,663.00
Corporate Stock - Common	BARRISTER GLOBAL SERVICES NETWORK INC COM NEW	2,800.00	16,772.50	7,000.00
Corporate Stock - Common	BAUSCH & LOMB INC COM	144,000.00	146,544.06	4,000.00
Corporate Stock - Common	BAUSCH & LOMB INC COM	471,600.00	472,603.46	13,100.00
Corporate Stock - Common	BAUSCH & LOMB INC COM	46,800.00	48,484.49	1,300.00
Corporate Stock - Common	BAXTER INTL INC COM	23,240.00	25,989.57	830.00
Corporate Stock - Common	BAXTER INTL INC COM	296,800.00	525,368.03	10,600.00
Corporate Stock - Common	BAXTER INTL INC COM	414,400.00	281,630.91	14,800.00
Corporate Stock - Common	BAXTER INTL INC COM	1,170,400.00	1,636,782.40	41,800.00
Corporate Stock - Common	BB&T CORP COM	1,239.76	1,270.17	33.52
Corporate Stock - Common	BB&T CORP COM	440,181.00	390,682.65	11,900.00
Corporate Stock - Common	BE AEROSPACE INC COM	94.64	322.29	26.00
Corporate Stock - Common	BE INC COM STK	55.00	6,029.95	500.00
Corporate Stock - Common	BEA SYS INC COM	184,724.35	203,083.46	16,105.00
Corporate Stock - Common	BEA SYS INC COM	307,166.60	212,164.55	26,780.00
Corporate Stock - Common	BEACON PWR CORP COM	44.00	1,337.95	200.00
Corporate Stock - Common	BEAR STEARNS COS INC COM	305,910.00	304,923.74	5,150.00
Corporate Stock - Common	BEAR STEARNS COS INC COM	249,480.00	251,937.42	4,200.00
Corporate Stock - Common	BEAR STEARNS COS INC COM	143,154.00	125,486.71	2,410.00
Corporate Stock - Common	BEARINGPOINT INC COM	307,671.00	374,019.95	44,590.00
Corporate Stock - Common	BEAZER HOMES USA INC COM	224,220.00	196,020.08	3,700.00
Corporate Stock - Common	BECTON DICKINSON & CO COM	5,831.10	7,050.00	190.00
Corporate Stock - Common	BECTON DICKINSON & CO COM	303,831.00	288,181.08	9,900.00
Corporate Stock - Common	BECTON DICKINSON & CO COM	196,416.00	100,423.71	6,400.00
Corporate Stock - Common	BED BATH BEYOND INC COM	47,547.81	47,956.37	1,377.00
Corporate Stock - Common	BED BATH BEYOND INC COM	417,122.40	401,998.74	12,080.00
Corporate Stock - Common	BED BATH BEYOND INC COM	48,342.00	42,980.22	1,400.00
Corporate Stock - Common	BED BATH BEYOND INC COM	252,069.00	135,727.42	7,300.00
Corporate Stock - Common	BED BATH BEYOND INC COM	666,429.00	592,627.84	19,300.00
Corporate Stock - Common	BELL INDS INC COM	1,280.00	1,741.95	800.00
Corporate Stock - Common	BELLSOUTH CORP COM STK	25,401.49	30,755.94	981.89
Corporate Stock - Common	BELLSOUTH CORP COM STK	95,719.00	87,436.26	3,700.00
Corporate Stock - Common	BELLSOUTH CORP COM STK	732,121.00	969,120.16	28,300.00
Corporate Stock - Common	BELLSOUTH CORP COM STK	1,195,194.00	866,097.89	46,200.00
Corporate Stock - Common	BELO CORP	364,785.20	397,378.50	17,110.00
Corporate Stock - Common	BELO CORP	358,176.00	302,348.38	16,800.00
Corporate Stock - Common	BEMA GOLD CORP COM	44,889.00	58,684.95	34,530.00
Corporate Stock - Common	BEMIS CO INC COM	64,519.00	35,481.11	1,300.00
Corporate Stock - Common	BENCHMARK ELECTRS INC COM	4,814.88	5,041.82	168.00
Corporate Stock - Common	BENCHMARK ELECTRS INC COM	343,920.00	324,924.36	12,000.00
Corporate Stock - Common	BENTHOS INC COM	733.95	2,006.05	233.00
Corporate Stock - Common	BERKLEY W R CORP COM	722,882.50	587,529.29	18,250.00
Corporate Stock - Common	BERKSHIRE HATHAWAY INC CL B COM	397,372.00	375,439.91	164.00
Corporate Stock - Common	BEST BUY INC COM STK	23,956.80	25,276.97	992.00
Corporate Stock - Common	BEST BUY INC COM STK	193,200.00	345,987.79	8,000.00
Corporate Stock - Common	BETA OIL & GAS INC COM	860.00	1,009.95	1,000.00
Corporate Stock - Common	BEVERLY ENTERPRISES INC COM STK	14,250.00	15,120.15	5,000.00
Corporate Stock - Common	BHP BILLITON LTD	10,005.00	10,089.30	870.00
Corporate Stock - Common	BICO INC COM	98.07	22,202.45	163,445.00
Corporate Stock - Common	BIFS TECHNOLOGIES CORP COM	2,100.00	4,636.02	100,000.00
Corporate Stock - Common	BIG LOTS INC COM	13,891.50	16,450.32	1,050.00
Corporate Stock - Common	BIG LOTS INC COM	38,367.00	112,009.95	2,900.00
Corporate Stock - Common	BIO RAD LABS INC CL A	8,707.50	10,759.50	225.00
Corporate Stock - Common	BIO RAD LABS INC CL A	162,540.00	192,142.14	4,200.00
Corporate Stock - Common	BIO-TECHNOLOGY GEN COM STK USD0.01	5,697.78	16,845.25	1,780.00
Corporate Stock - Common	BIOGEN INC COM	9,213.80	11,023.28	230.00
Corporate Stock - Common	BIOGEN INC COM	254,381.00	269,776.90	6,350.00
Corporate Stock - Common	BIOGEN INC COM	148,222.00	290,755.87	3,700.00
Corporate Stock - Common	BIOJECT MED TECHNOLOGIES INC COM NEW BIOJECT MED TECH NEW	975.00	5,431.78	500.00
Corporate Stock - Common	BIOLASE TECH INC COM	2,745.00	2,203.46	500.00
Corporate Stock - Common	BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010	348,975.00	253,235.46	49,500.00
Corporate Stock - Common	BIOMET INC COM	719.34	764.53	25.10
Corporate Stock - Common	BIOMET INC COM	316,693.00	311,180.91	11,050.00
Corporate Stock - Common	BIOMET INC COM	184,857.00	63,358.56	6,450.00
Corporate Stock - Common	BIOPULSE INTERNATION INC COM	1.40	1,854.95	200.00
Corporate Stock - Common	BIOPURE CORP CL A	5,170.80	19,175.47	1,390.00
Corporate Stock - Common	BIORELIANCE CORP COM	926.80	1,049.95	40.00
Corporate Stock - Common	BIOSITE INC COM	27,216.00	26,190.02	800.00
Corporate Stock - Common	BIOVAIL CORP COM	5,889.43	7,646.31	223.00
Corporate Stock - Common	BISYS GROUP INC COM	572.40	1,140.56	36.00
Corporate Stock - Common	BJ SVCS CO COM	280,127.70	252,479.11	8,670.00
Corporate Stock - Common	BJ SVCS CO COM	126,009.00	149,301.75	3,900.00
Corporate Stock - Common	BJ SVCS CO COM	878,832.00	827,557.89	27,200.00
Corporate Stock - Common	BJS WHSL CLUB INC COM STK	5,032.50	8,326.45	275.00
Corporate Stock - Common	BK AMER CORP COM	9,417.62	8,792.80	135.37
Corporate Stock - Common	BK AMER CORP COM	1,607,067.00	1,232,519.18	23,100.00
Corporate Stock - Common	BK AMER CORP COM	1,092,249.00	984,699.49	15,700.00
Corporate Stock - Common	BK AMER CORP COM	2,590,786.80	1,214,336.84	37,240.00
Corporate Stock - Common	BK HAW CORP COM	9,117.00	4,792.45	300.00
Corporate Stock - Common	BK OF OZARKS INC COM	9,376.00	9,667.35	400.00
Corporate Stock - Common	BLACK & DECKER CORP COM	85,780.00	57,376.86	2,000.00
Corporate Stock - Common	BLACK BOX CORP DEL COM	3,180.80	3,723.00	71.00
Corporate Stock - Common	BLACK HILLS CORP COM	1,355.65	1,276.61	51.12
Corporate Stock - Common	BLACKROCK INC CL A COM STK	4,925.00	5,042.45	125.00
Corporate Stock - Common	BLACKROCK INC CL A COM STK	118,200.00	130,911.00	3,000.00
Corporate Stock - Common	BLOCK H & R INC COM	34,802.15	38,685.14	865.73
Corporate Stock - Common	BLOCK H & R INC COM	180,900.00	75,620.22	4,500.00
Corporate Stock - Common	BLUE MARTINI SOFTWARE INC COM NEW	452.40	4,425.30	156.00
Corporate Stock - Common	BLUE RHINO CORP COM	1,391.20	1,349.15	80.00
Corporate Stock - Common	BLUEFLY INC COM	16,500.00	12,379.95	10,000.00
Corporate Stock - Common	BLUEGREEN CORP COM	7,125.30	7,886.72	2,030.00
Corporate Stock - Common	BMC INDS INC MINN COM	2,355.00	3,534.55	1,500.00
Corporate Stock - Common	BMC SOFTWARE INC COM STK	50,406.06	82,395.36	2,946.00
Corporate Stock - Common	BMC SOFTWARE INC COM STK	100,949.00	311,654.18	5,900.00
Corporate Stock - Common	BOB EVANS FARMS INC COM	116,750.00	122,063.72	5,000.00
Corporate Stock - Common	BOEING CO COM	689,029.14	636,526.30	20,886.00
Corporate Stock - Common	BOISE CASCADE CORP COM	209,326.00	273,191.65	8,300.00
Corporate Stock - Common	BOISE CASCADE CORP COM	325,590.20	437,663.20	12,910.00
Corporate Stock - Common	BOISE CASCADE CORP COM	37,830.00	48,488.07	1,500.00
Corporate Stock - Common	BOLDER TECHNOLOGIES CORP COM	1.05	41,386.32	10,500.00
Corporate Stock - Common	BOMBARDIER INC CL B COM	413.28	1,253.84	123.00
Corporate Stock - Common	BOMBAY INC COM	18,500.00	18,380.49	3,700.00
Corporate Stock - Common	BOOKTECH COM INC COM	0.02	529.95	200.00
Corporate Stock - Common	BOOTS & COOTS INTL WELL CTL INC BOOTS & COOTS/INTERNATIONAL WELL CTL INC -	19,695.00	20,093.24	131,300.00
Corporate Stock - Common	BORDERS GROUP INC COM STK	3,220.00	4,405.19	200.00
Corporate Stock - Common	BORG WARNER INC COM	347,898.00	435,609.48	6,900.00
Corporate Stock - Common	BORG WARNER INC COM	378,150.00	438,388.26	7,500.00
Corporate Stock - Common	BOTTOMLINE TECHNOLOGIES DEL INC COM	132.88	1,007.58	22.00
Corporate Stock - Common	BOWATER INC COM	16,780.00	16,206.57	400.00
Corporate Stock - Common	BOYD GAMING CORP	119,425.00	108,952.34	8,500.00
Corporate Stock - Common	BOYD GAMING CORP	488,940.00	460,079.21	34,800.00
Corporate Stock - Common	BRADLEY PHARMACEUTICALS INC COM	13,030.00	11,751.90	1,000.00
Corporate Stock - Common	BRADY CORP CL A	36,685.00	36,014.00	1,100.00
Corporate Stock - Common	BRAINTECH INC NEW COM NEW	233.20	26,901.95	2,120.00
Corporate Stock - Common	BRIGHTPOINT INC COM NEW	6,083.77	6,374.68	770.00
Corporate Stock - Common	BRINKER INTL INC COM	441,502.50	362,461.06	13,690.00
Corporate Stock - Common	BRISTOL MYERS SQUIBB CO COM	59,544.25	81,681.29	2,572.11
Corporate Stock - Common	BRISTOL MYERS SQUIBB CO COM	298,635.00	278,855.06	12,900.00
Corporate Stock - Common	BRISTOL MYERS SQUIBB CO COM	1,115,830.00	1,054,889.61	48,200.00
Corporate Stock - Common	BROADBAND WIRELESS INTL CORP COM	59.00	10,408.79	2,950.00
Corporate Stock - Common	BROADCOM CORP CL A	55,978.02	110,047.70	3,717.00
Corporate Stock - Common	BROADCOM CORP CL A	103,914.00	1,177,548.24	6,900.00
Corporate Stock - Common	BROADCOM CORP CL A	191,262.00	363,423.98	12,700.00
Corporate Stock - Common	BROADVISION INC COM NEW	4,849.02	154,307.54	1,422.00
Corporate Stock - Common	BROADWING INC COM ISIN US1116201005	1,196.80	1,014.87	340.00
Corporate Stock - Common	BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087	54,925.38	81,361.25	13,267.00
Corporate Stock - Common	BROOKLINE BANCORP INC DEL COM BROOKLINE BANCORP INC +	111,860.00	118,990.84	9,400.00
Corporate Stock - Common	BROWN & BROWN INC COM	38,309.25	39,326.76	1,185.31
Corporate Stock - Common	BROWN & BROWN INC COM	402,707.20	445,064.97	12,460.00
Corporate Stock - Common	BROWN SHOE INC NEW COM	2,383.00	2,596.95	100.00
Corporate Stock - Common	BROWN-FORMAN INC CL B NON-VTG COM	111,112.00	59,149.94	1,700.00
Corporate Stock - Common	BRUNSWICK CORP COM	212,502.00	236,351.38	10,700.00
Corporate Stock - Common	BRUNSWICK CORP COM	425,004.00	437,937.44	21,400.00
Corporate Stock - Common	BRUNSWICK CORP COM	43,692.00	42,032.52	2,200.00
Corporate Stock - Common	BSTN BEER INC CL A	5,720.00	5,813.95	400.00
Corporate Stock - Common	BSTN SCIENTIFIC CORP COM	11,480.40	6,292.22	270.00
Corporate Stock - Common	BSTN SCIENTIFIC CORP COM	114,804.00	113,770.44	2,700.00
Corporate Stock - Common	BSTN SCIENTIFIC CORP COM	429,452.00	184,780.23	10,100.00
Corporate Stock - Common	BUDGET GROUP INC CL A	54.00	529.82	2,000.00
Corporate Stock - Common	BUNGE LTD	3,464.64	3,692.14	144.00
Corporate Stock - Common	BUNGE LTD	581,289.60	460,538.03	24,160.00
Corporate Stock - Common	BURL COAT FACTORY WHSE CORP COM	62,825.00	66,479.35	3,500.00
Corporate Stock - Common	BURL NORTHN SANTA FE CORP COM	2,107.93	2,155.24	81.04
Corporate Stock - Common	BURL NORTHN SANTA FE CORP COM	243,843.75	179,690.06	9,375.00
Corporate Stock - Common	BURL RES INC COM	16,036.40	16,667.62	376.00
Corporate Stock - Common	BURL RES INC COM	212,695.55	197,856.98	4,987.00
Corporate Stock - Common	C CORNET CORP COM	664.00	2,717.45	200.00
Corporate Stock - Common	C H ROBINSON WORLDWIDE INC COM	3,120.00	3,286.95	100.00
Corporate Stock - Common	CA AMPLIFIER INC COM	10,020.00	16,765.88	2,000.00
Corporate Stock - Common	CA PIZZA KITCHEN INC COM ISIN US13054D1090	103,320.00	99,212.48	4,100.00
Corporate Stock - Common	CABLEVISION NY GROUP CL A COM	4,185.00	12,529.95	250.00
Corporate Stock - Common	CABOT CORP COM	334,404.00	410,202.65	12,600.00
Corporate Stock - Common	CABOT MICROELECTRONICS CORP COM	14,915.20	16,029.83	316.00
Corporate Stock - Common	CABOT MICROELECTRONICS CORP COM	176,056.00	187,286.72	3,730.00
Corporate Stock - Common	CAL DIVE INTL INC COM	3,031.50	3,016.81	129.00
Corporate Stock - Common	CAL DIVE INTL INC COM	412,190.00	408,298.98	17,540.00
Corporate Stock - Common	CALEDONIA MNG CORP COM STK	2,640.00	2,667.70	10,000.00
Corporate Stock - Common	CALIPER TECHNOLOGIES CORP OC-COM ISIN US1308761055	21,600.00	115,846.68	7,200.00
Corporate Stock - Common	CALLAWAY GOLF CO COM	2,688.00	2,643.86	202.87
Corporate Stock - Common	CALLAWAY GOLF CO COM	176,225.00	221,389.46	13,300.00
Corporate Stock - Common	CALLAWAY GOLF CO COM	243,800.00	317,734.26	18,400.00
Corporate Stock - Common	CALLON PETE CO DEL COM	1,477.35	3,158.65	441.00
Corporate Stock - Common	CALPINE CORP COM	132,339.70	134,720.90	40,595.00
Corporate Stock - Common	CALPINE CORP COM	30,644.00	290,324.81	9,400.00
Corporate Stock - Common	CAMPBELL SOUP CO COM	1,487.15	1,829.94	63.36
Corporate Stock - Common	CAMPBELL SOUP CO COM	239,394.00	242,892.06	10,200.00
Corporate Stock - Common	CAP 1 FNCL COM	252,620.00	274,179.16	8,500.00
Corporate Stock - Common	CAP 1 FNCL COM	29,720.00	33,330.00	1,000.00
Corporate Stock - Common	CAP 1 FNCL COM	163,460.00	240,425.29	5,500.00
Corporate Stock - Common	CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028	270.00	329.95	300.00
Corporate Stock - Common	CARBO CERAMICS INC COM	37,070.00	37,980.91	1,100.00
Corporate Stock - Common	CARDINAL HLTH INC	47,695.01	49,224.01	805.80
Corporate Stock - Common	CARDINAL HLTH INC	807,351.60	908,294.98	13,640.00
Corporate Stock - Common	CARDINAL HLTH INC	654,049.50	472,551.70	11,050.00
Corporate Stock - Common	CARDINAL HLTH INC	479,439.00	559,563.93	8,100.00
Corporate Stock - Common	CAREER ED CORP COM	9,280.00	10,022.42	232.00
Corporate Stock - Common	CAREMARK RX INC COM	22,441.25	23,218.35	1,381.00
Corporate Stock - Common	CAREMARK RX INC COM	303,550.00	325,701.01	18,680.00
Corporate Stock - Common	CAREMARK RX INC COM	407,875.00	343,218.16	25,100.00
Corporate Stock - Common	CARLISLE COMPANIES INC COM	161,382.00	169,557.18	3,900.00
Corporate Stock - Common	CARMAX INC COM	11,461.08	10,059.28	641.00
Corporate Stock - Common	CARNIVAL CORP COM	10,549.46	11,565.32	422.82
Corporate Stock - Common	CARNIVAL CORP COM	364,270.00	604,488.89	14,600.00
Corporate Stock - Common	CARNIVAL CORP COM	950,595.00	933,502.30	38,100.00
Corporate Stock - Common	CARREKER CORPORATION COM	1,132.50	4,360.87	250.00
Corporate Stock - Common	CARRIER ACCESS CORP COM	120.00	4,342.45	300.00
Corporate Stock - Common	CASCADE NAT GAS CORP COM	30,000.00	23,589.06	1,500.00
Corporate Stock - Common	CASEYS GEN STORES INC COM	878.77	960.03	71.97
Corporate Stock - Common	CATALINA MARKETING CORP COM	1,165.50	2,048.47	63.00
Corporate Stock - Common	CATALYST INTL INC COM	510.00	1,529.95	1,000.00
Corporate Stock - Common	CATAPULT COMMUNICATIONS CORP COM	2,390.00	4,431.84	200.00
Corporate Stock - Common	CATERPILLAR INC COM	117,896.34	135,141.22	2,578.66
Corporate Stock - Common	CATERPILLAR INC COM	320,040.00	246,069.10	7,000.00
Corporate Stock - Common	CATERPILLAR INC COM	365,760.00	108,494.42	8,000.00
Corporate Stock - Common	CATERPILLAR INC COM	393,192.00	228,312.62	8,600.00
Corporate Stock - Common	CATERPILLAR INC COM	1,097,280.00	1,092,640.78	24,000.00
Corporate Stock - Common	CBRL GROUP INC COM STK	1,988.58	1,769.44	66.00
Corporate Stock - Common	CBRL GROUP INC COM STK	370,599.00	218,161.41	12,300.00
Corporate Stock - Common	CCC INFORMATION SVCS GROUP INC COM	30,175.00	32,060.30	1,700.00
Corporate Stock - Common	CDA SOUTHN PETE LTD LTD VTG SH	5,420.00	14,526.56	2,000.00
Corporate Stock - Common	CDN NATL RY CO COM	195,332.00	233,664.82	4,700.00
Corporate Stock - Common	CDW COMPUTER CTRS INC COM	369,217.00	369,451.79	8,420.00
Corporate Stock - Common	CEC ENTMT INC COM	1,535.00	2,323.80	50.00
Corporate Stock - Common	CELESTICA INC SUB VTG SHS	944.70	2,623.73	67.00
Corporate Stock - Common	CELGENE CORP COM	16,639.25	17,118.62	775.00
Corporate Stock - Common	CELL GENESYS INC COM	53,524.80	57,110.88	4,800.00
Corporate Stock - Common	CELL PATHWAYS INC NEW COM	410.00	34,898.50	1,000.00
Corporate Stock - Common	CELL THERAPEUTICS INC CDT-COM	213,738.00	235,028.46	29,400.00
Corporate Stock - Common	CELSION CORP COM	3,495.90	26,523.80	8,130.00
Corporate Stock - Common	CENDANT CORP COM STK	54,496.00	83,207.90	5,200.00
Corporate Stock - Common	CENDANT CORP COM STK	232,656.00	245,075.52	22,200.00
Corporate Stock - Common	CENDANT CORP COM STK	269,776.16	523,902.79	25,742.00
Corporate Stock - Common	CENES PHARMACEUTICALS PLC	281.64	7,074.71	7,041.00
Corporate Stock - Common	CENT EUROPEAN DISTR CORP COM STK	6,478.50	6,861.95	350.00
Corporate Stock - Common	CENT FD CDA LTD CL A	19,080.00	17,838.62	4,000.00

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

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

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

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

Signature

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

United Airlines

Pilot Directed Account Plan

By: /s/Frederic F. Brace

Frederic F. Brace

Member, United Air

Lines, Inc. Pension

and Welfare Plans

Administration Committee

Dated June 30, 2003

Exhibit Index

Exhibit No.	Description

23	Consent of Independent Auditors
23.1	Changes in and Disagreements with Accountants on Accounting and Financial Disclosure
99.1	Certification Pursuant to 18 U.S.C. Section 1350 (Section 906 of the Sarbanes-Oxley Act of 2002)