The following are previous StockG.com stock picks generated from our software called "Backtester" version 1.0.187
Backtester examines the stock market using various proprietary technical analysis strategies for possible short term trading potential. The system is currently being tested and we will post the picks to our site on a daily basis. No trading is being done on these stocks by us. We are assuming the purchase of 10 stocks from 10 different accounts starting with $10,000 in each account for a total of $100,000.
We are assuming these trades would have been made before the market close at the closing price.
S = Side = "S" for Short, "L" for Long
P = Position = "O" for Open Trade "C" for
Close Trade
Please see our disclaimer.
| Stock | Company | S | Shares | Buy Date | Buy $ | Sell Date | Sell Price | P | Return |
| GLDB | Gold Banc | S | 750 | $16.22 | 02/27/04 | $16.22 | O | 0.00 | |
| MEOH | Methanex | L | 785 | 02/27/04 | $11.38 | $11.38 | O | 0.00 | |
| WABC | Westamerica Banc | L | 160 | 02/27/04 | $50.16 | $50.16 | O | 0.00 | |
| ATI | Allegheny Tech | L | 787 | 02/27/04 | $12.70 | $12.70 | O | 0.00 | |
| WLSN | Wilsons Leather | L | 7,917 | 02/27/04 | $2.95 | $2.95 | O | 0.00 | |
| PCL | Plum Creek Timb Un | S | 942 | $31.21 | 02/27/04 | $31.21 | O | 0.00 | |
| OLN | Olin | S | 643 | $18.16 | 02/24/04 | $18.07 | O | -57.87 | |
| ULTE | Ultimate Eltr | L | 1,281 | 02/24/04 | $6.81 | $7.31 | O | 640.50 | |
| AMR | Amr | S | 1,668 | 02/27/04 | $15.20 | 02/24/04 | $14.60 | C | -1,000.80 |
| PBCT | Peoples Bank | S | 195 | 02/24/04 | $44.25 | 02/23/04 | $44.50 | C | 48.75 |
| PR | Price Comms | L | 1,627 | 02/23/04 | $14.71 | 02/24/04 | $14.97 | C | 423.02 |
| RCL | Royal Carib | L | 91 | 02/20/04 | $42.00 | $44.25 | O | 204.75 | |
| VTSS | Vitesse Semicon | S | 1,848 | $7.99 | 02/20/04 | $8.47 | O | 887.04 | |
| PZZA | Papa Johns Intl | S | 242 | 02/23/04 | $35.50 | 02/20/04 | $35.66 | C | 38.72 |
| ROST | Ross Stores | S | 341 | 02/27/04 | $32.05 | 02/20/04 | $30.67 | C | -470.58 |
| DSU | Debt Strategy Fund | S | 4,436 | 02/27/04 | $6.69 | 02/20/04 | $6.66 | C | -133.08 |
| SRDX | Surmodics | S | 559 | 02/24/04 | $21.78 | 02/19/04 | $21.28 | C | -279.50 |
| ATG | Agl Resources | S | 545 | 02/20/04 | $27.91 | 02/19/04 | $28.31 | C | 218.00 |
| EXPD | Expeditors | L | 226 | 02/19/04 | $38.06 | 02/20/04 | $38.18 | C | 27.12 |
| QLTI | Qlt | S | 463 | 02/20/04 | $23.00 | 02/19/04 | $22.80 | C | -92.60 |
| PAS | Pepsiamericas | S | 1,249 | 02/23/04 | $19.01 | 02/19/04 | $19.08 | C | 87.43 |
| MRX | Medicis Pharm | L | 299 | 02/18/04 | $40.35 | 02/19/04 | $39.81 | C | -161.46 |
| SGU | Star Gas Partner | S | 618 | 02/19/04 | $24.75 | 02/18/04 | $24.85 | C | 61.80 |
| AMHC | Amer Hlthways | S | 298 | 02/27/04 | $28.09 | 02/18/04 | $29.00 | C | 271.18 |
| ICOS | Icos | S | 196 | 02/27/04 | $38.28 | 02/18/04 | $39.62 | C | 262.64 |
| IMMU | Immunomedics | L | 1,922 | 02/18/04 | $4.67 | 02/19/04 | $4.48 | C | -365.18 |
| AAII | Aaipharma | S | 574 | 02/19/04 | $18.78 | 02/18/04 | $18.58 | C | -114.80 |
| MGA | Magna Intl | L | 369 | 02/18/04 | $80.53 | 02/20/04 | $80.00 | C | -195.57 |
| HAS | Hasbro | L | 705 | 02/17/04 | $21.77 | 02/18/04 | $21.80 | C | 21.15 |
| PDS | Precision Drill | L | 165 | 02/17/04 | $47.95 | 02/18/04 | $47.18 | C | -127.05 |
| AYI | Acuity Brands | S | 1,140 | 02/18/04 | $25.22 | 02/17/04 | $25.65 | C | 490.20 |
| FBN | Furniture Brands | L | 376 | 02/17/04 | $32.44 | 02/18/04 | $32.08 | C | -135.36 |
| ZIXI | Zixit | S | 880 | 02/27/04 | $12.00 | 02/17/04 | $12.91 | C | 800.80 |
| KFY | Korn Ferry Intl | S | 692 | 02/18/04 | $12.59 | 02/17/04 | $12.55 | C | -27.68 |
| INTU | Intuit | L | 311 | 02/12/04 | $48.68 | 02/17/04 | $49.23 | C | 171.05 |
| AFG | America Finl Gp | L | 296 | 02/12/04 | $29.36 | 02/17/04 | $29.37 | C | 2.96 |
| WWY | Wm Wrigley Jr | L | 425 | 02/12/04 | $56.68 | 02/19/04 | $56.09 | C | -250.75 |
| PLCE | Children's Place | L | 395 | 02/11/04 | $28.60 | 02/17/04 | $28.77 | C | 67.55 |
| ANPI | Angiotech Pharm | S | 266 | 02/17/04 | $27.90 | 02/11/04 | $28.82 | C | 244.72 |
| IDCC | Interdigit Comm | L | 505 | 02/10/04 | $24.32 | 02/12/04 | $24.13 | C | -95.95 |
| ICI | Imperial Chem Adr | L | 221 | 02/10/04 | $16.70 | 02/20/04 | $17.29 | C | 130.39 |
| ARNA | Arena Pharmactcl | S | 1,465 | 02/12/04 | $5.97 | 02/10/04 | $5.95 | C | -29.30 |
| XRAY | Dentsply Intl | S | 556 | 02/12/04 | $43.92 | 02/10/04 | $43.60 | C | -177.92 |
| EOP | Equity Office | S | 1,006 | 02/17/04 | $28.62 | 02/10/04 | $28.84 | C | 221.32 |
| BNI | Burlington North | L | 112 | 02/09/04 | $32.49 | 02/10/04 | $32.94 | C | 50.40 |
| SAH | Sonic Automotive | S | 633 | 02/12/04 | $24.36 | 02/09/04 | $24.16 | C | -126.60 |
| CERS | Cerus | S | 1,911 | 02/11/04 | $4.12 | 02/09/04 | $4.07 | C | -95.55 |
| ELE | Endesa Adr | S | 475 | 02/18/04 | $20.15 | 02/09/04 | $19.52 | C | -299.25 |
| GCO | Genesco | S | 1,376 | 02/10/04 | $18.19 | 02/09/04 | $17.91 | C | -385.28 |
| PSSI | Pss World Med | L | 2,454 | 02/09/04 | $11.28 | 02/10/04 | $11.83 | C | 1,349.70 |
| MHK | Mohawk Inds | L | 131 | 02/06/04 | $79.64 | 02/18/04 | $81.40 | C | 230.56 |
| RDWR | Radware | S | 1,115 | 02/09/04 | $25.90 | 02/06/04 | $24.00 | C | -2,118.50 |
| MLS | The Mills Cp | S | 78 | 02/09/04 | $47.50 | 02/05/04 | $47.10 | C | -31.20 |
| MXT | Metris | L | 1,791 | 02/05/04 | $5.78 | 02/11/04 | $6.31 | C | 949.23 |
| NUFO | New Focus | L | 2,616 | 02/05/04 | $5.70 | 02/09/04 | $5.85 | C | 392.40 |
| NEM | Newmont Mining | S | 217 | 02/10/04 | $44.30 | 02/05/04 | $42.15 | C | -466.55 |
| CRXA | Corixa | S | 1,561 | 02/09/04 | $6.06 | 02/05/04 | $6.00 | C | -93.66 |
| KDE | 4 Kids Entertain | S | 386 | 02/06/04 | $28.69 | 02/05/04 | $27.85 | C | -324.24 |
| FMKT | Freemarkets | S | 2,975 | 02/06/04 | $8.82 | 02/05/04 | $8.91 | C | 267.75 |
| ZQK | Quiksilver | S | 472 | 02/09/04 | $17.30 | 02/02/04 | $16.89 | C | -193.52 |
| GLK | Great Lakes Chem | L | 1,069 | 02/02/04 | $25.40 | 02/05/04 | $24.80 | C | -641.40 |
| IMDC | Inamed | L | 242 | 01/30/04 | $51.54 | 02/10/04 | $50.65 | C | -215.38 |
| JILL | J Jill Group | S | 293 | 02/02/04 | $13.05 | 01/30/04 | $12.80 | C | -73.25 |
| TCP | Telesp Cl Pa Adr | S | 1,366 | 02/05/04 | $7.48 | 01/30/04 | $7.53 | C | 68.30 |
| AGEN | Antigenics | S | 814 | 02/05/04 | $10.21 | 01/30/04 | $10.86 | C | 529.10 |
| CHL | China Mobile Adr | L | 682 | 01/30/04 | $16.28 | 02/05/04 | $15.79 | C | -334.18 |
| RSTN | Riverstone Ntwks | S | 23,069 | 02/09/04 | $1.60 | 01/30/04 | $1.40 | C | -4,613.80 |
| IDCC | Interdigit Comm | S | 545 | 01/30/04 | $24.36 | 01/29/04 | $23.66 | C | -381.50 |
| ATML | Atmel | S | 1,228 | 02/05/04 | $6.74 | 01/29/04 | $7.11 | C | 454.36 |
| SFCC | Sfbc Intl | S | 303 | 01/30/04 | $30.65 | 01/29/04 | $29.90 | C | -227.25 |
| CKP | Checkpoint Sys | S | 549 | 01/30/04 | $19.95 | 01/29/04 | $20.08 | C | 71.37 |
| NCEN | New Centry Finl | S | 629 | 02/02/04 | $46.38 | 01/29/04 | $44.75 | C | -1,025.27 |
| XMSR | Xm Satellite | S | 452 | 01/30/04 | $23.42 | 01/27/04 | $23.08 | C | -153.68 |
| UCBH | Ucbh Holdings | L | 321 | 01/27/04 | $41.19 | 01/29/04 | $40.15 | C | -333.84 |
| ARM | Arvinmeritor Inc | L | 672 | 01/27/04 | $25.16 | 02/05/04 | $22.19 | C | -1,995.84 |
| CVTX | Cv Therapeutics | L | 670 | 01/27/04 | $16.76 | 01/29/04 | $16.45 | C | -207.70 |
| LTXX | Ltx | S | 1,616 | 01/30/04 | $17.30 | 01/27/04 | $18.64 | C | 2,165.44 |
| CSG | Cadbury Schwepp Adr | L | 125 | 01/26/04 | $30.14 | 01/30/04 | $29.95 | C | -23.75 |
| NCC | National City | S | 299 | 01/27/04 | $34.99 | 01/26/04 | $34.95 | C | -11.96 |
| SWC | Stillwater Mng | S | 1,519 | 01/27/04 | $12.13 | 01/26/04 | $11.63 | C | -759.50 |
| CRXA | Corixa | L | 1,279 | 01/26/04 | $6.55 | 02/02/04 | $6.23 | C | -409.28 |
| DTG | Dollar Thrifty | S | 400 | 01/27/04 | $25.80 | 01/26/04 | $26.94 | C | 456.00 |
| STEC | Simple Tech | S | 5,632 | 01/27/04 | $6.25 | 01/26/04 | $5.80 | C | -2,534.40 |
| BLS | Bellsouth | L | 348 | 01/22/04 | $29.39 | 01/26/04 | $29.96 | C | 198.36 |
| PLAB | Photronics | S | 848 | 01/26/04 | $21.57 | 01/22/04 | $21.20 | C | -313.76 |
| AMR | Amr | L | 1,677 | 01/22/04 | $16.85 | 01/29/04 | $16.80 | C | -83.85 |
| NT | Nortel Networks | L | 1,617 | 01/21/04 | $6.83 | 01/22/04 | $6.34 | C | -792.33 |
| AKS | Ak Steel | L | 1,850 | 01/21/04 | $5.11 | 01/29/04 | $4.90 | C | -388.50 |
| KEA | Keane | L | 468 | 01/20/04 | $17.92 | 01/26/04 | $17.90 | C | -9.36 |
| OMC | Omnicom | S | 108 | 01/21/04 | $86.06 | 01/20/04 | $86.62 | C | 60.48 |
| FSH | Fisher Scient | S | 254 | 01/26/04 | $44.10 | 01/20/04 | $43.28 | C | -208.28 |
| MNS | Msc Software | L | 1,236 | 01/15/04 | $10.36 | 01/27/04 | $10.70 | C | 420.24 |
| RCL | Royal Carib | L | 94 | 01/15/04 | $38.92 | 01/26/04 | $40.10 | C | 110.92 |
| ROIA | Radio One | S | 566 | 01/21/04 | $19.28 | 01/15/04 | $19.39 | C | 62.26 |
| SPN | Superi Ener Svcs | L | 887 | 01/15/04 | $9.33 | 01/20/04 | $9.46 | C | 115.31 |
| KEA | Keane | S | 537 | 01/20/04 | $17.92 | 01/15/04 | $17.70 | C | -118.14 |
| RL | Polo Ralph Laur | S | 407 | 01/20/04 | $30.02 | 01/15/04 | $28.50 | C | -618.64 |
| RHI | Robert Half | L | 141 | 01/14/04 | $26.15 | 01/15/04 | $25.95 | C | -28.20 |
| CX | Cemex Adr | L | 350 | 01/14/04 | $27.54 | 01/15/04 | $27.15 | C | -136.50 |
| RCL | Royal Carib | L | 814 | 01/14/04 | $37.85 | 01/26/04 | $40.10 | C | 1,831.50 |
| CNMD | Conmed | S | 510 | 01/15/04 | $24.89 | 01/13/04 | $24.99 | C | 51.00 |
| SPLS | Staples | L | 141 | 01/13/04 | $25.90 | 01/14/04 | $26.16 | C | 36.66 |
| UL | Unilever Plc Adr | L | 281 | 01/13/04 | $39.00 | 01/15/04 | $38.97 | C | -8.43 |
| BC | Brunswick | L | 246 | 01/13/04 | $32.29 | 01/29/04 | $35.40 | C | 765.06 |
| TSFG | South Finl Grp | L | 341 | 01/13/04 | $27.74 | 01/14/04 | $28.28 | C | 184.14 |
| IRM | Iron Mountain | S | 426 | 01/22/04 | $41.35 | 01/12/04 | $41.74 | C | 166.14 |
| DLP | Delta & Pineland | S | 338 | 01/15/04 | $25.36 | 01/12/04 | $24.91 | C | -152.10 |
| IGN | Ishares Trust | L | 838 | 01/12/04 | $33.19 | 01/22/04 | $33.70 | C | 427.38 |
| MSFT | Microsoft | L | 1,113 | 01/12/04 | $27.57 | 01/14/04 | $27.70 | C | 144.69 |
| SSTI | Silicon Storage | L | 301 | 01/09/04 | $12.09 | 01/13/04 | $12.16 | C | 21.07 |
| ARRS | Arris Group | L | 1,179 | 01/09/04 | $9.35 | 01/13/04 | $9.32 | C | -35.37 |
| AES | Aes | L | 800 | 01/09/04 | $10.09 | 01/13/04 | $9.96 | C | -104.00 |
| PDS | Precision Drill | L | 177 | 01/09/04 | $47.97 | 01/12/04 | $47.59 | C | -67.26 |
| TDW | Tidewater | L | 311 | 01/09/04 | $30.08 | 01/13/04 | $30.35 | C | 83.97 |
| HBAN | Huntington | S | 1,366 | 01/12/04 | $22.14 | 01/09/04 | $22.30 | C | 218.56 |
| ISSI | Integrated Silic | L | 201 | 01/08/04 | $19.00 | 01/09/04 | $18.10 | C | -180.90 |
| RNWK | Realnetworks | L | 4,979 | 01/08/04 | $6.13 | 01/09/04 | $6.12 | C | -49.79 |
| ALXN | Alexion Pharm | L | 706 | 01/07/04 | $17.82 | 01/13/04 | $18.07 | C | 176.50 |
| SBUX | Starbucks | L | 114 | 01/07/04 | $33.68 | 01/08/04 | $33.38 | C | -34.20 |
| IRM | Iron Mountain | L | 262 | 01/07/04 | $42.00 | 01/09/04 | $42.00 | C | 0.00 |
| DLP | Delta & Pineland | L | 324 | 01/07/04 | $24.40 | 01/09/04 | $24.85 | C | 145.80 |
| MEOH | Methanex | S | 2,749 | 01/08/04 | $11.22 | 01/07/04 | $11.16 | C | -164.94 |
| AHS | Amn Healthcare | S | 625 | 01/07/04 | $17.87 | 01/06/04 | $17.75 | C | -75.00 |
| SWS | Sws Group | S | 456 | 01/07/04 | $17.93 | 01/06/04 | $17.65 | C | -127.68 |
| BUD | Anheuser Busch | L | 547 | 01/06/04 | $51.90 | 01/12/04 | $50.82 | C | -590.76 |
| UBB | Unibanco Gdr | L | 148 | 01/05/04 | $25.95 | 01/07/04 | $25.92 | C | -4.44 |
| GPT | Greenpoint Fin | S | 243 | 01/09/04 | $36.41 | 01/05/04 | $35.67 | C | -179.82 |
| ELNK | Earthlink | L | 871 | 01/05/04 | $11.02 | 01/09/04 | $10.76 | C | -226.46 |
| TTN | Titan | S | 576 | 01/07/04 | $21.76 | 01/02/04 | $21.79 | C | 17.28 |
| TMAR | Trico Marine | L | 6,101 | 01/02/04 | $1.80 | 01/06/04 | $1.82 | C | 122.02 |
| RMK | Aramark Wrldwd | L | 301 | 01/02/04 | $26.48 | 01/06/04 | $26.70 | C | 66.22 |
| LZ | Lubrizol | S | 264 | 01/05/04 | $32.33 | 01/02/04 | $32.58 | C | 66.00 |
| PMCS | Pmc Sierra | S | 194 | 01/05/04 | $20.35 | 12/31/03 | $20.10 | C | -48.50 |
| SYNA | Synaptics | S | 772 | 01/02/04 | $15.75 | 12/31/03 | $14.98 | C | -594.44 |
| COGN | Cognos | S | 281 | 01/02/04 | $30.63 | 12/31/03 | $30.61 | C | -5.62 |
| APPX | Am Pharma Ptnrs | L | 286 | 12/31/03 | $33.60 | 01/05/04 | $33.52 | C | -22.88 |
| FMBI | First Midwest | L | 969 | 12/31/03 | $32.43 | 01/07/04 | $31.66 | C | -746.13 |
| TE | Teco Energy | L | 1,224 | 12/30/03 | $14.39 | 01/12/04 | $14.55 | C | 195.84 |
| COLM | Columbia Sptswr | L | 145 | 12/30/03 | $55.22 | 01/02/04 | $54.77 | C | -65.25 |
| PGR | Progressive Ohio | L | 152 | 12/29/03 | $83.28 | 01/02/04 | $82.40 | C | -133.76 |
| TTIL | Tti Team Telecom | S | 1,731 | 12/30/03 | $4.83 | 12/29/03 | $4.74 | C | -155.79 |
| EMR | Emerson Electric | S | 486 | 12/31/03 | $64.75 | 12/29/03 | $64.68 | C | -34.02 |
| LQI | La Quinta Pptys | S | 1,800 | 12/31/03 | $6.41 | 12/26/03 | $6.42 | C | 18.00 |
| CARS | Captl Automotive | S | 540 | 12/30/03 | $32.70 | 12/26/03 | $32.65 | C | -27.00 |
| PDS | Precision Drill | S | 190 | 12/29/03 | $43.76 | 12/26/03 | $43.47 | C | -55.10 |
| AXTI | Axt Inc | L | 2,854 | 12/26/03 | $3.02 | 01/15/04 | $4.07 | C | 2,996.70 |
| GT | Goodyear Tire | L | 3,580 | 12/26/03 | $7.80 | 01/06/04 | $7.94 | C | 501.20 |
| UBB | Unibanco Gdr | S | 524 | 12/29/03 | $24.75 | 12/24/03 | $24.48 | C | -141.48 |
| SCS | Steelcase | S | 828 | 12/26/03 | $13.91 | 12/24/03 | $13.93 | C | 16.56 |
| OMC | Omnicom | S | 202 | 12/26/03 | $86.31 | 12/24/03 | $86.68 | C | 74.74 |
| TMAR | Trico Marine | S | 5,197 | 12/26/03 | $1.75 | 12/24/03 | $1.67 | C | -415.76 |
| IPXL | Impax Labs | L | 598 | 12/24/03 | $14.66 | 12/31/03 | $14.39 | C | -161.46 |
| EW | Edwards Lifesci | S | 328 | 12/31/03 | $30.08 | 12/24/03 | $29.68 | C | -131.20 |
| CNMD | Conmed | L | 363 | 12/24/03 | $23.52 | 12/26/03 | $23.73 | C | 76.23 |
| PR | Price Comms | S | 2,276 | 12/29/03 | $13.76 | 12/24/03 | $13.79 | C | 68.28 |
| SGU | Star Gas Partner | S | 529 | 12/24/03 | $24.11 | 12/23/03 | $24.18 | C | 37.03 |
| UPL | Ultra Petroleum | S | 752 | 12/24/03 | $23.55 | 12/23/03 | $23.45 | C | -75.20 |
| UB | Unionbancal | S | 148 | 12/24/03 | $56.90 | 12/23/03 | $57.60 | C | 103.60 |
| CERS | Cerus | L | 2,244 | 12/23/03 | $4.42 | 12/24/03 | $4.35 | C | -157.08 |
| UNP | Union Pacific | L | 406 | 12/23/03 | $68.61 | 12/26/03 | $68.71 | C | 40.60 |
| IRM | Iron Mountain | L | 323 | 12/22/03 | $39.96 | 12/23/03 | $39.63 | C | -106.59 |
| JILL | J Jill Group | L | 307 | 12/22/03 | $12.71 | 12/31/03 | $12.71 | C | 0.00 |
| KMX | Circuit City Str | L | 273 | 12/22/03 | $31.35 | 12/24/03 | $31.21 | C | -38.22 |
| DL | Dial | S | 978 | 12/23/03 | $28.43 | 12/22/03 | $28.46 | C | 29.34 |
| EMBT | Embarcadero Tech | L | 735 | 12/19/03 | $15.64 | 12/24/03 | $15.69 | C | 36.75 |
| FHCC | First Health | S | 513 | 12/23/03 | $19.30 | 12/19/03 | $19.30 | C | 0.00 |
| CK | Crompton | L | 1,290 | 12/19/03 | $6.61 | 12/22/03 | $6.65 | C | 51.60 |
| BVC | Bay View Capital | S | 4,551 | 12/22/03 | $6.10 | 12/19/03 | $6.11 | C | 45.51 |
| DF | Dean Foods Co | S | 969 | 12/24/03 | $32.64 | 12/19/03 | $32.52 | C | -116.28 |
| ASYT | Asyst | L | 241 | 12/18/03 | $16.21 | 12/22/03 | $16.22 | C | 2.41 |
| MNS | Msc Software | L | 1,241 | 12/18/03 | $9.12 | 12/19/03 | $9.27 | C | 186.15 |
| CBM | Cambrex | S | 750 | 12/23/03 | $25.56 | 12/18/03 | $24.53 | C | -772.50 |
| HRP | Hrpt Properties | S | 837 | 12/19/03 | $10.11 | 12/18/03 | $10.15 | C | 33.48 |
| RYAN | Ryans Family | S | 1,798 | 12/19/03 | $15.00 | 12/18/03 | $15.23 | C | 413.54 |
| SONC | Sonic | L | 380 | 12/17/03 | $29.70 | 12/18/03 | $29.74 | C | 15.20 |
| CHRS | Charming Shoppes | S | 3,361 | 12/18/03 | $5.32 | 12/17/03 | $5.40 | C | 268.88 |
| HRP | Hrpt Properties | S | 983 | 12/19/03 | $10.11 | 12/17/03 | $10.10 | C | -9.83 |
| GBP | Gables Resident | L | 378 | 12/16/03 | $33.35 | 12/22/03 | $34.13 | C | 294.84 |
| VRTX | Vertex Pharm | L | 1,254 | 12/16/03 | $9.05 | 12/17/03 | $9.01 | C | -50.16 |
| UFI | Unifi | L | 3,000 | 12/16/03 | $6.00 | 12/17/03 | $6.05 | C | 150.00 |
| SFI | Istar Financial | S | 222 | 12/24/03 | $38.93 | 12/16/03 | $39.15 | C | 48.84 |
| ASTSF | Ase Test | L | 712 | 12/16/03 | $13.90 | 12/17/03 | $13.93 | C | 21.36 |
| SWS | Sws Group | S | 476 | 12/18/03 | $17.98 | 12/16/03 | $17.90 | C | -38.08 |
| VNO | Vornado Realty | L | 507 | 12/16/03 | $55.55 | 12/18/03 | $54.00 | C | -785.85 |
| LUV | Southwest Airls | S | 2,004 | 12/19/03 | $15.96 | 12/16/03 | $15.84 | C | -240.48 |
| PCAR | Paccar | L | 154 | 12/15/03 | $81.15 | 12/16/03 | $81.51 | C | 55.44 |
| VVI | Viad | L | 162 | 12/15/03 | $23.95 | 12/18/03 | $24.10 | C | 24.30 |
| SWFT | Swift Transport | S | 551 | 12/16/03 | $20.33 | 12/15/03 | $20.46 | C | 71.63 |
| FSH | Fisher Scient | S | 439 | 12/16/03 | $40.56 | 12/15/03 | $40.76 | C | 87.80 |
| ASF | Administaff | L | 506 | 12/15/03 | $16.55 | 12/23/03 | $16.95 | C | 202.40 |
| GG | Goldcorp | S | 549 | 12/16/03 | $15.92 | 12/15/03 | $16.97 | C | 576.45 |
| TSFG | South Finl Grp | L | 310 | 12/15/03 | $27.53 | 12/16/03 | $27.50 | C | -9.30 |
| DYN | Dynegy | S | 7,396 | 12/16/03 | $3.95 | 12/15/03 | $3.88 | C | -517.72 |
| KLIC | Kulicke & Soffa | L | 835 | 12/12/03 | $14.51 | 12/15/03 | $13.50 | C | -843.35 |
| IDA | Idacorp | S | 298 | 12/16/03 | $29.75 | 12/12/03 | $29.48 | C | -80.46 |
| ACF | Americredit | L | 695 | 12/12/03 | $13.75 | 12/15/03 | $13.41 | C | -236.30 |
| TSO | Tesoro Petroleum | L | 649 | 12/12/03 | $13.64 | 12/15/03 | $13.15 | C | -318.01 |
| STE | Steris | L | 1,417 | 12/12/03 | $22.38 | 12/16/03 | $22.40 | C | 28.34 |
| ALK | Alaska Airlines | S | 143 | 12/15/03 | $25.93 | 12/11/03 | $26.48 | C | 78.65 |
| XLY | Cycl Transport Sel Sec Spdr Fd | S | 593 | 12/15/03 | $30.25 | 12/11/03 | $30.22 | C | -17.79 |
| MCH | Millennium | S | 721 | 12/15/03 | $11.90 | 12/11/03 | $11.75 | C | -108.15 |
| CNC | Conseco | L | 304 | 12/11/03 | $29.35 | 12/12/03 | $29.10 | C | -76.00 |
| LZ | Lubrizol | S | 911 | 12/15/03 | $30.63 | 12/11/03 | $31.05 | C | 382.62 |
| LMLP | Lml Payment Sys | S | 708 | 12/11/03 | $5.45 | 12/10/03 | $5.41 | C | -28.32 |
| CINF | Cincinnati Fin | L | 214 | 12/10/03 | $41.13 | 12/11/03 | $41.62 | C | 104.86 |
| SLR | Solectron | S | 6,008 | 12/12/03 | $5.64 | 12/10/03 | $5.46 | C | -1,081.44 |
| AAII | Aaipharma | S | 246 | 12/10/03 | $22.75 | 12/09/03 | $19.16 | C | -883.14 |
| CRE | Carramerica Rlty | L | 401 | 12/09/03 | $30.15 | 12/12/03 | $30.17 | C | 8.02 |
| IDCC | Interdigit Comm | S | 995 | 12/11/03 | $19.62 | 12/09/03 | $18.82 | C | -796.00 |
| MERX | Merix | S | 534 | 12/12/03 | $18.00 | 12/09/03 | $17.94 | C | -29.37 |
| ITW | Illinois Tool | S | 392 | 12/10/03 | $81.75 | 12/09/03 | $82.71 | C | 376.32 |
| AVA | Avista | S | 266 | 12/09/03 | $17.65 | 12/08/03 | $17.69 | C | 10.64 |
| SBUX | Starbucks | S | 367 | 12/09/03 | $31.66 | 12/08/03 | $32.32 | C | 242.22 |
| EV | Eaton Vance | S | 493 | 12/09/03 | $37.00 | 12/08/03 | $37.49 | C | 241.57 |
| UDI | United Defense | S | 280 | 12/10/03 | $31.16 | 12/08/03 | $31.35 | C | 53.20 |
| VTSS | Vitesse Semicon | S | 4,290 | 12/11/03 | $6.34 | 12/08/03 | $6.47 | C | 557.70 |
| PCL | Plum Creek Timb Un | L | 167 | 12/05/03 | $27.07 | 12/08/03 | $28.15 | C | 180.36 |
| CEN | Ceridian | S | 553 | 12/08/03 | $21.24 | 12/05/03 | $21.34 | C | 55.30 |
| PHTN | Photon Dynamics | S | 232 | 12/11/03 | $39.12 | 12/05/03 | $37.77 | C | -312.97 |
| ASTSF | Ase Test | S | 624 | 12/12/03 | $14.12 | 12/05/03 | $14.11 | C | -6.24 |
| UNP | Union Pacific | S | 133 | 12/08/03 | $65.34 | 12/05/03 | $65.44 | C | 13.30 |
| PX | Praxair | L | 376 | 12/05/03 | $72.80 | 12/08/03 | $73.75 | C | 357.20 |
| CCE | Coca Cola Enter | S | 1,553 | 12/09/03 | $21.28 | 12/05/03 | $21.08 | C | -310.60 |
| EXPD | Expeditors | L | 483 | 12/04/03 | $38.93 | 12/08/03 | $38.25 | C | -328.44 |
| CR | Crane | S | 290 | 12/05/03 | $29.87 | 12/04/03 | $30.13 | C | 75.40 |
| PRU | Prudential Finl | S | 216 | 12/05/03 | $40.32 | 12/04/03 | $40.44 | C | 25.92 |
| UN | Unilever Nv | L | 545 | 12/04/03 | $59.70 | 12/05/03 | $60.05 | C | 190.75 |
| PSS | Payless Shoes | S | 1,304 | 12/04/03 | $12.42 | 12/03/03 | $13.42 | C | 1,304.00 |
| IBC | Interstate Baker | S | 709 | 12/15/03 | $13.67 | 12/02/03 | $15.69 | C | 1,432.18 |
| TRI | Triad Hospitals | S | 361 | 12/05/03 | $33.61 | 12/02/03 | $33.17 | C | -158.84 |
| CNX | Consol Energy | L | 416 | 12/02/03 | $19.98 | 12/09/03 | $23.06 | C | 1,281.28 |
| GMT | Gatx | L | 349 | 12/01/03 | $25.10 | 12/05/03 | $25.15 | C | 17.45 |
| TOY | Toys R Us | L | 748 | 12/01/03 | $11.50 | 12/02/03 | $11.11 | C | -291.72 |
| ET | E Trade Group | L | 793 | 12/01/03 | $11.16 | 12/04/03 | $11.01 | C | -118.95 |
| TMA | Thornburg Mtg | L | 413 | 11/28/03 | $27.10 | 12/02/03 | $26.94 | C | -66.08 |
| AZR | Aztar | S | 537 | 12/02/03 | $22.21 | 11/28/03 | $22.25 | C | 21.48 |
| CK | Crompton | L | 1,365 | 11/28/03 | $6.05 | 12/01/03 | $6.49 | C | 600.60 |
| OMG | Om Group | L | 1,102 | 11/28/03 | $24.21 | 12/05/03 | $24.86 | C | 716.30 |
| BUD | Anheuser Busch | L | 167 | 11/26/03 | $52.40 | 12/01/03 | $52.31 | C | -15.03 |
| CMO | Capstead | L | 540 | 11/26/03 | $15.07 | 12/04/03 | $16.16 | C | 588.60 |
| AXE | Anixter Intl | L | 359 | 11/26/03 | $23.45 | 12/01/03 | $23.95 | C | 179.50 |
| GGP | General Growth | L | 331 | 11/26/03 | $79.65 | 11/28/03 | $80.60 | C | 314.45 |
| VSL | Videsh Sanchar Adr | L | 1,404 | 11/25/03 | $6.34 | 11/26/03 | $6.26 | C | -112.32 |
| TK | Teekay Shipping | S | 177 | 11/26/03 | $50.15 | 11/25/03 | $48.80 | C | -238.95 |
| LVLT | Level 3 Comms | L | 4,901 | 11/25/03 | $5.42 | 11/26/03 | $5.38 | C | -196.04 |
| ASTSF | Ase Test | L | 320 | 11/24/03 | $13.37 | 12/05/03 | $14.11 | C | 236.80 |
| EOP | Equity Office | L | 431 | 11/24/03 | $27.72 | 11/28/03 | $27.73 | C | 4.31 |
| PMCS | Pmc Sierra | L | 404 | 11/24/03 | $20.15 | 11/26/03 | $20.14 | C | -4.04 |
| DVN | Devon Energy | S | 559 | 11/25/03 | $49.10 | 11/24/03 | $48.29 | C | -452.79 |
| CEG | Constell Energy | L | 856 | 11/24/03 | $36.12 | 12/04/03 | $38.00 | C | 1,609.28 |
| SEPR | Sepracor | L | 714 | 11/21/03 | $23.05 | 12/03/03 | $24.50 | C | 1,035.30 |
| SFY | Swift Energy | L | 582 | 11/21/03 | $13.84 | 11/28/03 | $14.19 | C | 203.70 |
| INFY | Infosys Tech Adr | S | 413 | 11/24/03 | $81.36 | 11/21/03 | $78.09 | C | -1,350.51 |
| BN | Banta | S | 296 | 11/28/03 | $39.80 | 11/20/03 | $38.76 | C | -307.84 |
| CASY | Caseys General | S | 550 | 11/25/03 | $17.23 | 11/20/03 | $16.70 | C | -291.50 |
| CSG | Cadbury Schwepp Adr | L | 314 | 11/20/03 | $25.57 | 11/24/03 | $25.90 | C | 103.62 |
| FSH | Fisher Scient | L | 218 | 11/20/03 | $39.80 | 11/25/03 | $39.60 | C | -43.60 |
| NDSN | Nordson | L | 254 | 11/20/03 | $31.49 | 11/21/03 | $31.70 | C | 53.34 |
| TSA | Sports Author | S | 889 | 11/21/03 | $40.90 | 11/20/03 | $38.60 | C | -2,044.70 |
| NFX | Newfield Explor | L | 286 | 11/19/03 | $40.57 | 11/20/03 | $40.15 | C | -120.12 |
| GOLD | Gold Fields Ltd Adr | L | 163 | 11/19/03 | $27.04 | 11/24/03 | $26.27 | C | -125.51 |
| LU | Lucent Tech | L | 3,025 | 11/19/03 | $3.08 | 11/20/03 | $3.04 | C | -121.00 |
| HVT | Haverty | L | 380 | 11/19/03 | $20.92 | 11/20/03 | $21.15 | C | 87.40 |
| FLEX | Flextronics Intl | S | 611 | 11/20/03 | $14.31 | 11/19/03 | $14.28 | C | -18.33 |
| OMG | Om Group | L | 371 | 11/19/03 | $23.43 | 11/20/03 | $21.54 | C | -701.19 |
| OMI | Owens & Minor | S | 1,632 | 11/20/03 | $20.76 | 11/19/03 | $20.90 | C | 228.48 |
| TMA | Thornburg Mtg | S | 432 | 11/24/03 | $26.43 | 11/18/03 | $27.04 | C | 263.52 |
| CLHB | Clean Harbors | S | 1,299 | 11/19/03 | $6.35 | 11/18/03 | $6.24 | C | -144.19 |
| XEL | Xcel Energy | L | 533 | 11/18/03 | $15.96 | 11/19/03 | $16.31 | C | 186.55 |
| UPC | Union Planters | L | 275 | 11/17/03 | $33.78 | 11/19/03 | $33.83 | C | 13.75 |
| UB | Unionbancal | L | 146 | 11/17/03 | $55.10 | 11/18/03 | $55.27 | C | 24.82 |
| ADVS | Advent Software | S | 502 | 11/19/03 | $17.25 | 11/17/03 | $17.31 | C | 30.12 |
| BPFH | Boston Pri Finl | S | 1,039 | 11/24/03 | $25.56 | 11/17/03 | $25.78 | C | 228.58 |
| JRC | Journal Register | L | 598 | 11/14/03 | $19.77 | 11/19/03 | $19.43 | C | -203.32 |
| CRE | Carramerica Rlty | L | 149 | 11/14/03 | $29.76 | 11/19/03 | $29.46 | C | -44.70 |
| CDT | Cable Design | S | 914 | 11/17/03 | $9.85 | 11/14/03 | $10.01 | C | 146.24 |
| IMGN | Immunogen | L | 1,858 | 11/14/03 | $4.25 | 11/17/03 | $4.35 | C | 185.80 |
| CX | Cemex Adr | S | 336 | 11/18/03 | $25.38 | 11/14/03 | $25.35 | C | -10.08 |
| ANAD | Anadigics | S | 4,306 | 11/19/03 | $6.28 | 11/14/03 | $7.10 | C | 3,530.92 |
| TPC | Triton Pcs Hldgs | L | 2,644 | 11/13/03 | $4.63 | 11/18/03 | $4.42 | C | -555.24 |
| TNP | Tsakos Energy | L | 513 | 11/13/03 | $16.60 | 11/14/03 | $16.60 | C | 0.00 |
| ADVS | Advent Software | L | 1,742 | 11/13/03 | $18.06 | 11/14/03 | $17.55 | C | -888.42 |
| LMLP | Lml Payment Sys | S | 2,283 | 11/14/03 | $5.28 | 11/12/03 | $5.23 | C | -114.15 |
| JRC | Journal Register | S | 220 | 11/14/03 | $19.77 | 11/12/03 | $20.00 | C | 50.60 |
| ECIL | Eci Telecom | S | 2,174 | 11/13/03 | $6.25 | 11/12/03 | $5.94 | C | -673.94 |
| GCO | Genesco | S | 740 | 11/21/03 | $15.85 | 11/12/03 | $19.05 | C | 2,368.00 |
| CNET | Cnet Networks Inc | L | 1,073 | 11/12/03 | $7.75 | 11/14/03 | $7.36 | C | -418.47 |
| WOOF | Vca Antech | S | 853 | 11/17/03 | $29.90 | 11/12/03 | $30.65 | C | 639.75 |
| PLAB | Photronics | S | 1,627 | 11/13/03 | $19.75 | 11/12/03 | $19.54 | C | -341.67 |
| SFI | Istar Financial | S | 311 | 11/12/03 | $40.00 | 11/11/03 | $39.19 | C | -251.91 |
| DCN | Dana | S | 828 | 11/12/03 | $16.70 | 11/11/03 | $16.15 | C | -455.40 |
| OPNT | Opnet Techs | S | 1,119 | 11/12/03 | $14.38 | 11/11/03 | $13.49 | C | -995.91 |
| DUR | Duke Enrgy 8% Un | S | 720 | 11/14/03 | $13.75 | 11/11/03 | $13.23 | C | -374.40 |
| PLNR | Planer Systems | S | 388 | 11/12/03 | $23.26 | 11/11/03 | $22.33 | C | -360.84 |
| RQI | Cohen & Steers | L | 498 | 11/11/03 | $17.21 | 11/13/03 | $17.09 | C | -59.76 |
| RL | Polo Ralph Laur | L | 1,082 | 11/11/03 | $28.93 | 11/12/03 | $29.38 | C | 486.90 |
| HSC | Harsco | L | 114 | 11/07/03 | $39.31 | 11/12/03 | $38.48 | C | -94.62 |
| BBI | Blockbuster | S | 524 | 11/11/03 | $18.51 | 11/07/03 | $18.35 | C | -83.84 |
| KMG | Kerr Mcgee | L | 211 | 11/07/03 | $40.92 | 11/17/03 | $41.16 | C | 50.64 |
| AMD | Adv Micro Dev | L | 908 | 11/06/03 | $17.04 | 11/11/03 | $16.62 | C | -381.36 |
| BSTE | Biosite | L | 378 | 11/06/03 | $25.79 | 11/07/03 | $25.43 | C | -136.08 |
| CNET | Cnet Networks Inc | S | 3,037 | 11/12/03 | $7.75 | 11/06/03 | $8.18 | C | 1,305.91 |
| RRI | Reliant Resource | S | 5,009 | 11/06/03 | $5.20 | 11/05/03 | $5.08 | C | -601.08 |
| ASMI | Asm Intl | L | 1,711 | 11/05/03 | $18.62 | 11/11/03 | $18.30 | C | -547.52 |
| MERX | Merix | L | 639 | 11/04/03 | $19.97 | 11/11/03 | $19.07 | C | -575.10 |
| JNY | Jones Apparel | L | 447 | 11/04/03 | $34.37 | 11/06/03 | $34.63 | C | 116.22 |
| BBBY | Bed Bath Beyond | L | 205 | 11/04/03 | $43.01 | 11/11/03 | $42.21 | C | -164.00 |
| UN | Unilever Nv | S | 431 | 11/05/03 | $58.50 | 11/04/03 | $58.73 | C | 99.13 |
| DLX | Deluxe | L | 778 | 11/04/03 | $40.50 | 11/05/03 | $40.94 | C | 342.32 |
| JNPR | Juniper Netwrks | L | 240 | 11/03/03 | $18.55 | 11/07/03 | $18.70 | C | 36.00 |
| HBC | Hsbc Adr | S | 113 | 11/04/03 | $75.96 | 11/03/03 | $76.76 | C | 90.40 |
| ITW | Illinois Tool | S | 118 | 11/07/03 | $75.41 | 11/03/03 | $74.22 | C | -140.42 |
| TMR | Meridian Rsc | L | 1,925 | 11/03/03 | $3.99 | 11/11/03 | $4.46 | C | 904.75 |
| NT | Nortel Networks | L | 5,645 | 11/03/03 | $4.53 | 11/04/03 | $4.49 | C | -225.80 |
| HAS | Hasbro | L | 200 | 10/31/03 | $21.80 | 11/03/03 | $22.27 | C | 94.00 |
| AYI | Acuity Brands | S | 475 | 11/06/03 | $22.49 | 10/31/03 | $21.50 | C | -470.25 |
| BBX | Bankatlantic | S | 523 | 11/03/03 | $16.80 | 10/31/03 | $16.79 | C | -5.23 |
| RMBS | Rambus | S | 319 | 11/03/03 | $25.51 | 10/31/03 | $24.79 | C | -230.00 |
| GEG | Global Power Eqp | S | 5,711 | 11/04/03 | $6.30 | 10/31/03 | $5.91 | C | -2,227.29 |
| DUK | Duke Energy | L | 860 | 10/30/03 | $17.94 | 11/04/03 | $17.86 | C | -68.80 |
| WAG | Walgreen | S | 292 | 10/31/03 | $34.82 | 10/30/03 | $34.86 | C | 11.68 |
| RVT | Royce Value Tr | L | 522 | 10/30/03 | $16.85 | 11/03/03 | $16.75 | C | -52.20 |
| MPF | Merrill Lynch S&p 500 Mitts | S | 959 | 10/31/03 | $9.13 | 10/30/03 | $9.15 | C | 19.18 |
| NHP | Nationwide Hlth | S | 1,820 | 10/31/03 | $18.30 | 10/30/03 | $18.42 | C | 218.40 |
| KIND | Kindred Hthcare | L | 278 | 10/29/03 | $39.92 | 11/11/03 | $48.00 | C | 2,245.68 |
| STEC | Simple Tech | S | 2,266 | 10/30/03 | $8.15 | 10/29/03 | $7.48 | C | -1,518.22 |
| MXF | Mexico Fd | S | 582 | 10/30/03 | $15.27 | 10/29/03 | $15.19 | C | -46.56 |
| CNC | Conseco | S | 772 | 11/03/03 | $31.49 | 10/29/03 | $32.30 | C | 625.32 |
| TLM | Talisman Energy | S | 255 | 11/04/03 | $48.97 | 10/28/03 | $49.44 | C | 119.85 |
| MVL | Marvel Enterprzs | L | 148 | 10/28/03 | $29.15 | 10/31/03 | $29.45 | C | 44.40 |
| TTH | Telecom Holdrs | L | 439 | 10/28/03 | $25.17 | 10/29/03 | $25.34 | C | 74.63 |
| SKS | Saks | S | 735 | 10/30/03 | $13.99 | 10/28/03 | $13.94 | C | -36.75 |
| BBI | Blockbuster | L | 410 | 10/28/03 | $19.38 | 10/31/03 | $19.27 | C | -45.10 |
| TIBX | Tibco Software | L | 5,323 | 10/28/03 | $6.25 | 10/30/03 | $6.30 | C | 266.15 |
| IMGN | Immunogen | S | 984 | 10/28/03 | $5.00 | 10/27/03 | $4.70 | C | -295.20 |
| ITG | Invest Tech Grp | S | 606 | 10/28/03 | $20.18 | 10/27/03 | $19.20 | C | -593.88 |
| CHL | China Mobile Adr | S | 1,263 | 10/29/03 | $14.70 | 10/27/03 | $14.06 | C | -808.32 |
| UN | Unilever Nv | S | 150 | 10/29/03 | $57.90 | 10/27/03 | $58.32 | C | 63.00 |
| WSH | Willis Gp Hldgs | L | 264 | 10/27/03 | $33.05 | 10/30/03 | $33.12 | C | 18.48 |
| SQNM | Sequenom | L | 2,661 | 10/27/03 | $2.87 | 10/28/03 | $2.99 | C | 319.32 |
| WLT | Walter Inds | S | 2,186 | 10/29/03 | $11.39 | 10/27/03 | $11.40 | C | 21.86 |
| PBR | Petroleo Brasil Adr | S | 1,464 | 10/28/03 | $24.39 | 10/27/03 | $23.55 | C | -1,229.76 |
| XOM | Exxon Mobil | L | 332 | 10/22/03 | $37.35 | 10/28/03 | $38.00 | C | 215.80 |
| LAB | Labranche | S | 1,163 | 10/24/03 | $10.69 | 10/22/03 | $10.35 | C | -395.42 |
| PLNR | Planer Systems | S | 385 | 10/28/03 | $23.27 | 10/22/03 | $24.93 | C | 639.10 |
| PHTN | Photon Dynamics | S | 304 | 10/27/03 | $30.75 | 10/22/03 | $29.79 | C | -291.84 |
| ACTU | Actuate | S | 5,601 | 10/24/03 | $3.85 | 10/22/03 | $4.15 | C | 1,680.30 |
| NVDA | Nvidia | S | 1,994 | 10/27/03 | $17.20 | 10/22/03 | $17.25 | C | 99.70 |
| CX | Cemex Adr | L | 508 | 10/21/03 | $23.78 | 10/22/03 | $23.68 | C | -50.80 |
| CHRW | Ch Robinson Ww | L | 447 | 10/21/03 | $40.13 | 10/24/03 | $39.66 | C | -210.18 |
| PPH | Pharm Holdrs Tr | S | 123 | 10/22/03 | $72.59 | 10/21/03 | $75.10 | C | 308.73 |
| UB | Unionbancal | S | 653 | 10/22/03 | $52.44 | 10/21/03 | $52.55 | C | 71.83 |
| VVI | Viad | S | 503 | 10/22/03 | $23.87 | 10/20/03 | $24.28 | C | 206.23 |
| SWFT | Swift Transport | S | 207 | 10/27/03 | $23.16 | 10/20/03 | $22.71 | C | -93.15 |
| ISSI | Integrated Silic | S | 1,365 | 10/21/03 | $13.44 | 10/20/03 | $13.30 | C | -191.10 |
| AXE | Anixter Intl | L | 509 | 10/17/03 | $23.99 | 10/20/03 | $24.02 | C | 15.27 |
| PSS | Payless Shoes | L | 1,312 | 10/17/03 | $13.68 | 10/20/03 | $13.84 | C | 209.92 |
| GY | Gencorp | L | 954 | 10/17/03 | $9.40 | 10/27/03 | $9.17 | C | -219.42 |
| RRI | Reliant Resource | L | 6,797 | 10/17/03 | $5.01 | 10/21/03 | $5.05 | C | 271.88 |
| TBH | Telebras Adr | S | 346 | 10/21/03 | $36.19 | 10/16/03 | $35.54 | C | -224.90 |
| AMR | Amr | L | 1,298 | 10/16/03 | $14.52 | 10/17/03 | $13.83 | C | -895.62 |
| WB | Wachovia Corp | S | 524 | 10/22/03 | $45.31 | 10/16/03 | $44.82 | C | -256.76 |
| HSC | Harsco | S | 304 | 10/16/03 | $39.88 | 10/15/03 | $40.15 | C | 82.08 |
| PFG | Principal Finl | L | 587 | 10/15/03 | $31.85 | 10/16/03 | $32.08 | C | 135.01 |
| BYD | Boyd Gaming | L | 607 | 10/15/03 | $14.87 | 10/21/03 | $15.30 | C | 261.01 |
| KDE | 4 Kids Entertain | L | 344 | 10/15/03 | $22.76 | 10/23/03 | $22.20 | C | -192.64 |
| AMR | Amr | S | 1,669 | 10/16/03 | $14.52 | 10/15/03 | $14.30 | C | -367.18 |
| ASYT | Asyst | L | 268 | 10/14/03 | $18.51 | 10/20/03 | $17.55 | C | -257.28 |
| UFI | Unifi | L | 2,366 | 10/14/03 | $5.13 | 10/15/03 | $5.17 | C | 94.64 |
| PCL | Plum Creek Timb Un | S | 328 | 10/17/03 | $26.86 | 10/14/03 | $27.11 | C | 82.00 |
| SFCC | Sfbc Intl | L | 753 | 10/14/03 | $33.17 | 10/15/03 | $31.68 | C | -1,121.97 |
| KWD | Kellwood | S | 329 | 10/14/03 | $36.73 | 10/13/03 | $36.80 | C | 23.03 |
| HOFF | Horizon Offshore | L | 2,280 | 10/13/03 | $3.90 | 10/22/03 | $3.98 | C | 182.40 |
| HBC | Hsbc Adr | S | 124 | 10/14/03 | $71.07 | 10/13/03 | $71.26 | C | 23.56 |
| SRCL | Stericycle | L | 255 | 10/10/03 | $46.06 | 10/17/03 | $47.81 | C | 446.25 |
| SCTC | Systems & Comp | S | 721 | 10/15/03 | $14.50 | 10/10/03 | $13.51 | C | -713.79 |
| WAG | Walgreen | L | 268 | 10/10/03 | $32.39 | 10/13/03 | $33.13 | C | 198.32 |
| DV | Devry | S | 378 | 10/13/03 | $23.30 | 10/10/03 | $23.36 | C | 22.68 |
| NT | Nortel Networks | L | 5,409 | 10/10/03 | $4.59 | 10/14/03 | $4.62 | C | 162.27 |
| EXLT | Exult | S | 618 | 10/14/03 | $8.12 | 10/09/03 | $8.08 | C | -24.72 |
| HIX | Salo Bro Hi Incm | L | 812 | 10/09/03 | $12.07 | 10/10/03 | $12.00 | C | -56.84 |
| IO | Input Output | S | 1,858 | 10/10/03 | $4.30 | 10/09/03 | $4.53 | C | 427.34 |
| TCP | Telesp Cl Pa Adr | L | 2,186 | 10/08/03 | $5.56 | 10/10/03 | $5.38 | C | -393.48 |
| THER | Therasense | L | 1,359 | 10/08/03 | $12.71 | 10/15/03 | $13.77 | C | 1,440.54 |
| SOV | Sovereign Banc | L | 451 | 10/08/03 | $19.01 | 10/10/03 | $19.27 | C | 117.26 |
| SCTC | Systems & Comp | L | 627 | 10/08/03 | $12.97 | 10/09/03 | $13.41 | C | 275.88 |
| PFGC | Performance Food | S | 217 | 10/08/03 | $40.40 | 10/07/03 | $39.93 | C | -101.99 |
| TMR | Meridian Rsc | L | 1,894 | 10/07/03 | $4.35 | 10/08/03 | $4.30 | C | -94.70 |
| NT | Nortel Networks | L | 1,128 | 10/06/03 | $4.47 | 10/09/03 | $4.43 | C | -45.12 |
| GPC | Genuine Parts | L | 371 | 10/06/03 | $32.52 | 10/13/03 | $32.59 | C | 25.97 |
| AMHC | Amer Hlthways | S | 437 | 10/08/03 | $42.50 | 10/06/03 | $41.00 | C | -655.50 |
| HAS | Hasbro | S | 395 | 10/07/03 | $20.62 | 10/06/03 | $20.73 | C | 43.45 |
| ACF | Americredit | L | 675 | 10/06/03 | $11.35 | 10/15/03 | $11.60 | C | 168.75 |
| ERJ | Embraer Aircraft Adr | L | 1,351 | 10/06/03 | $21.98 | 10/17/03 | $25.20 | C | 4,350.22 |
| HVT | Haverty | S | 392 | 10/06/03 | $20.66 | 10/03/03 | $20.76 | C | 39.20 |
| DRIV | Digital River | L | 300 | 10/02/03 | $28.97 | 10/09/03 | $32.69 | C | 1,116.00 |
| XLY | Cycl Transport Sel Sec Spdr Fd | S | 438 | 10/08/03 | $28.93 | 10/01/03 | $28.34 | C | -258.42 |
| SUPG | Supergen | L | 1,513 | 10/01/03 | $8.03 | 10/06/03 | $7.99 | C | -59.01 |
| CDT | Cable Design | S | 2,127 | 10/03/03 | $8.65 | 10/01/03 | $8.54 | C | -233.97 |
| CCE | Coca Cola Enter | S | 444 | 10/02/03 | $19.49 | 10/01/03 | $19.52 | C | 13.32 |
| CDN | Cadence Design | S | 616 | 10/03/03 | $13.28 | 10/01/03 | $13.26 | C | -12.32 |
| MIPS | Mips Technologie | S | 1,832 | 10/06/03 | $4.36 | 10/01/03 | $4.27 | C | -164.88 |
| IFIN | Investors Finan | L | 732 | 10/01/03 | $32.74 | 10/10/03 | $33.90 | C | 849.12 |
| RSTN | Riverstone Ntwks | S | 27,762 | 10/06/03 | $1.02 | 10/01/03 | $1.05 | C | 694.05 |
| SII | Smith Intl | S | 350 | 10/01/03 | $36.58 | 09/30/03 | $35.98 | C | -210.00 |
| AGY | Argosy Gaming | L | 206 | 09/30/03 | $24.40 | 10/03/03 | $24.48 | C | 16.48 |
| VVC | Vectren | L | 365 | 09/30/03 | $23.62 | 10/01/03 | $23.77 | C | 54.75 |
| AAP | Advance Auto | L | 116 | 09/30/03 | $70.90 | 10/07/03 | $74.64 | C | 433.84 |
| CCRD | Concord Comm | S | 665 | 10/01/03 | $13.80 | 09/30/03 | $13.04 | C | -505.40 |
| KFY | Korn Ferry Intl | L | 2,709 | 09/30/03 | $8.25 | 10/01/03 | $8.85 | C | 1,625.40 |
| SLGN | Silgan Hldg | S | 392 | 10/01/03 | $33.05 | 09/26/03 | $32.02 | C | -403.76 |
| ARK | Senior Hgh Incm | S | 1,347 | 10/01/03 | $5.93 | 09/26/03 | $5.87 | C | -80.82 |
| MXF | Mexico Fd | S | 1,968 | 10/01/03 | $14.90 | 09/26/03 | $14.82 | C | -157.44 |
| PSD | Puget Sound Ener | S | 573 | 09/29/03 | $22.78 | 09/24/03 | $22.40 | C | -217.74 |
| ASH | Ashland | S | 146 | 09/30/03 | $32.85 | 09/24/03 | $33.62 | C | 112.42 |
| GME | Gamestop Corp A | S | 1,100 | 10/01/03 | $16.25 | 09/24/03 | $16.38 | C | 143.00 |
| AWE | At&t Wireless | L | 1,042 | 09/24/03 | $8.58 | 09/29/03 | $8.27 | C | -323.02 |
| FOE | Ferro | L | 377 | 09/24/03 | $22.08 | 09/29/03 | $21.83 | C | -94.25 |
| LSS | Lone Star Tech | S | 1,531 | 09/29/03 | $13.56 | 09/24/03 | $14.08 | C | 796.12 |
| PRU | Prudential Finl | S | 330 | 09/24/03 | $37.02 | 09/23/03 | $37.92 | C | 297.00 |
| RNWK | Realnetworks | L | 708 | 09/23/03 | $7.18 | 09/24/03 | $6.94 | C | -169.92 |
| IDA | Idacorp | L | 717 | 09/23/03 | $25.50 | 09/24/03 | $25.11 | C | -279.63 |
| SAXN | Saxon Capital | L | 513 | 09/23/03 | $18.00 | 09/24/03 | $17.44 | C | -287.28 |
| PHI | Philippine Long Adr | S | 715 | 09/24/03 | $11.68 | 09/23/03 | $11.67 | C | -7.15 |
| KOSP | Kos Pharmaceut | S | 194 | 09/30/03 | $34.51 | 09/23/03 | $39.59 | C | 985.52 |
| SAH | Sonic Automotive | S | 801 | 09/24/03 | $25.45 | 09/23/03 | $26.18 | C | 584.73 |
| MCGC | Mcg Capital | L | 759 | 09/22/03 | $16.38 | 09/23/03 | $16.52 | C | 106.26 |
| VPHM | Viropharma | S | 1,897 | 09/23/03 | $2.90 | 09/22/03 | $2.79 | C | -208.67 |
| CDIS | Cal Dive Intl | S | 966 | 09/23/03 | $20.06 | 09/22/03 | $19.50 | C | -540.96 |
| FMX | Fomento Econ Mex Adr | L | 243 | 09/22/03 | $37.80 | 09/23/03 | $37.86 | C | 14.58 |
| WWY | Wm Wrigley Jr | L | 138 | 09/22/03 | $55.50 | 09/23/03 | $55.63 | C | 17.94 |
| IMGN | Immunogen | L | 3,641 | 09/22/03 | $5.27 | 09/23/03 | $5.76 | C | 1,784.09 |
| ITU | Banco Itau Adr | L | 138 | 09/19/03 | $38.58 | 09/22/03 | $38.20 | C | -52.44 |
| SFI | Istar Financial | L | 329 | 09/19/03 | $38.40 | 09/25/03 | $38.11 | C | -95.41 |
| ACAI | Atlantic Coast | S | 954 | 09/23/03 | $9.25 | 09/19/03 | $9.00 | C | -238.50 |
| PSA | Public Storage | L | 761 | 09/19/03 | $38.45 | 09/25/03 | $38.30 | C | -114.15 |
| RBNC | Republic Bancorp | S | 394 | 09/19/03 | $13.53 | 09/18/03 | $13.54 | C | 3.94 |
| SDE | Sprint Un | L | 1,081 | 09/18/03 | $8.03 | 09/19/03 | $7.94 | C | -97.29 |
| MVL | Marvel Enterprzs | L | 232 | 09/16/03 | $23.25 | 09/18/03 | $23.02 | C | -53.36 |
| TRI | Triad Hospitals | S | 414 | 09/19/03 | $31.11 | 09/16/03 | $30.80 | C | -128.34 |
| EMBT | Embarcadero Tech | L | 903 | 09/16/03 | $10.40 | 09/22/03 | $10.21 | C | -171.57 |
| GAB | Gabelli Equity Tr Inc Fd | S | 1,178 | 09/18/03 | $7.45 | 09/16/03 | $7.41 | C | -47.12 |
| SKE | Spinnaker Explor | L | 336 | 09/16/03 | $22.77 | 09/25/03 | $23.53 | C | 255.36 |
| FLE | Fleetwood Enter | S | 526 | 09/16/03 | $11.00 | 09/15/03 | $10.62 | C | -199.88 |
| MOSY | Monolithic Sys | S | 1,341 | 09/16/03 | $9.83 | 09/15/03 | $9.68 | C | -201.15 |
| NCOG | Nco Group | L | 753 | 09/15/03 | $23.85 | 09/22/03 | $25.00 | C | 865.95 |
| WLM | Wellman | S | 1,123 | 09/16/03 | $7.73 | 09/15/03 | $7.75 | C | 22.46 |
| CX | Cemex Adr | L | 298 | 09/15/03 | $25.74 | 09/22/03 | $25.70 | C | -11.92 |
| MANT | Mantech Intl A | L | 455 | 09/12/03 | $24.00 | 09/22/03 | $27.34 | C | 1,519.70 |
| ALB | Albemarle | S | 629 | 09/15/03 | $28.15 | 09/12/03 | $28.35 | C | 125.80 |
| MTF | Mitsub Fin Group Adr | L | 1,336 | 09/12/03 | $5.77 | 09/15/03 | $5.75 | C | -26.72 |
| AYI | Acuity Brands | S | 578 | 09/12/03 | $18.81 | 09/11/03 | $18.84 | C | 17.34 |
| DSS | Quantum Dss Grp | S | 1,782 | 09/15/03 | $3.04 | 09/11/03 | $3.09 | C | 89.10 |
| AMX | America Movil Adr | S | 411 | 09/16/03 | $23.17 | 09/11/03 | $23.00 | C | -69.87 |
| RRI | Reliant Resource | L | 1,419 | 09/11/03 | $5.52 | 09/12/03 | $5.43 | C | -127.71 |
| USM | Us Cellular | S | 268 | 09/16/03 | $28.70 | 09/11/03 | $28.60 | C | -26.80 |
| UTEK | Ultratech Step | S | 174 | 09/11/03 | $29.75 | 09/09/03 | $30.66 | C | 158.34 |
| K | Kellogg | S | 538 | 09/12/03 | $33.34 | 09/09/03 | $33.25 | C | -48.42 |
| EXLT | Exult | S | 1,059 | 09/15/03 | $8.28 | 09/09/03 | $8.25 | C | -31.77 |
| EFII | Electronics Imag | S | 317 | 09/10/03 | $23.31 | 09/09/03 | $24.00 | C | 218.73 |
| TARO | Taro Pharm Inds | L | 331 | 09/09/03 | $53.46 | 09/22/03 | $57.82 | C | 1,443.16 |
| MERX | Merix | L | 767 | 09/08/03 | $14.60 | 09/11/03 | $14.20 | C | -306.80 |
| AYI | Acuity Brands | S | 286 | 09/09/03 | $18.60 | 09/08/03 | $18.64 | C | 11.44 |
| JBX | Jack In The Box | L | 427 | 09/08/03 | $22.20 | 09/11/03 | $22.14 | C | -25.62 |
| WGL | Wgl Holdings | S | 634 | 09/09/03 | $27.80 | 09/08/03 | $27.88 | C | 50.72 |
| HAND | Handspring | L | 24,002 | 09/08/03 | $1.08 | 09/19/03 | $1.22 | C | 3,360.28 |
| TSFG | South Finl Grp | S | 708 | 09/09/03 | $25.42 | 09/05/03 | $25.34 | C | -56.64 |
| CVG | Convergys | L | 514 | 09/05/03 | $18.77 | 09/08/03 | $18.44 | C | -169.62 |
| BFT | Bally Tot Fit | S | 1,927 | 09/08/03 | $9.62 | 09/05/03 | $9.40 | C | -423.94 |
| SDE | Sprint Un | L | 1,157 | 09/04/03 | $7.36 | 09/09/03 | $7.55 | C | 219.83 |
| PWR | Quanta Services | L | 1,956 | 09/03/03 | $9.72 | 09/05/03 | $9.18 | C | -1,056.24 |
| AEM | Agnico Eagle | L | 611 | 09/03/03 | $13.87 | 09/04/03 | $13.94 | C | 42.77 |
| HELX | Helix Technology | L | 408 | 09/03/03 | $18.39 | 09/09/03 | $18.65 | C | 106.08 |
| CERN | Cerner | L | 500 | 09/03/03 | $36.40 | 09/05/03 | $36.20 | C | -100.00 |
| MPS | Mps Group Inc | S | 556 | 09/08/03 | $9.90 | 09/02/03 | $9.75 | C | -83.40 |
| UB | Unionbancal | S | 178 | 09/03/03 | $46.77 | 09/02/03 | $47.12 | C | 62.30 |
| HRP | Hrpt Properties | L | 827 | 09/02/03 | $9.01 | 09/03/03 | $9.08 | C | 57.89 |
| GFF | Griffon | S | 941 | 09/03/03 | $18.85 | 09/02/03 | $19.10 | C | 235.25 |
| MPS | Mps Group Inc | S | 1,205 | 09/08/03 | $9.90 | 08/27/03 | $9.60 | C | -361.50 |
| WEC | Wisconsin Energy | L | 436 | 08/27/03 | $28.85 | 09/15/03 | $29.71 | C | 374.96 |
| ICBC | Indep Comm Bk | S | 313 | 09/05/03 | $33.54 | 08/27/03 | $32.17 | C | -428.81 |
| OIIM | O2micro Intl | S | 767 | 08/27/03 | $15.52 | 08/26/03 | $15.30 | C | -168.74 |
| BTH | Blyth | L | 361 | 08/26/03 | $27.18 | 08/27/03 | $27.92 | C | 267.14 |
| HCC | Hcc Ins Hldgs | S | 251 | 09/02/03 | $29.58 | 08/26/03 | $29.60 | C | 5.02 |
| SFCC | Sfbc Intl | L | 240 | 08/26/03 | $28.20 | 09/11/03 | $31.90 | C | 888.00 |
| SC | Shell Transport Adr | S | 138 | 09/02/03 | $38.57 | 08/25/03 | $38.85 | C | 38.64 |
| DCX | Daimlerchrysler | S | 345 | 08/27/03 | $37.85 | 08/25/03 | $37.17 | C | -234.60 |
| SGR | Shaw Group | S | 2,491 | 09/03/03 | $10.47 | 08/25/03 | $9.05 | C | -3,537.22 |
| DJO | Dj Orthopedics | L | 1,524 | 08/25/03 | $12.10 | 08/29/03 | $11.80 | C | -457.20 |
| XLE | The Energy Sel Sec Spdr Fd | S | 1,116 | 09/08/03 | $25.04 | 08/25/03 | $24.13 | C | -1,015.56 |
| PRX | Pharm Rsc | S | 207 | 08/26/03 | $55.05 | 08/22/03 | $55.76 | C | 146.97 |
| LNCR | Lincare Hlds | L | 155 | 08/22/03 | $34.59 | 08/25/03 | $34.64 | C | 7.75 |
| GY | Gencorp | L | 1,257 | 08/22/03 | $9.81 | 08/25/03 | $10.21 | C | 502.80 |
| IWM | Russ 2000 Index | S | 101 | 08/26/03 | $97.20 | 08/22/03 | $96.92 | C | -28.28 |
| KTC | Korea Telecom Adr | L | 402 | 08/22/03 | $18.49 | 08/26/03 | $18.50 | C | 4.02 |
| GTK | Gtech Hldgs | L | 285 | 08/21/03 | $41.63 | 08/22/03 | $40.59 | C | -296.40 |
| RDA | Readers Digest | S | 412 | 08/22/03 | $12.46 | 08/21/03 | $12.75 | C | 119.48 |
| PPD | Pre Paid Legal | L | 552 | 08/21/03 | $23.31 | 08/22/03 | $22.34 | C | -535.44 |
| TYC | Tyco Intl | S | 1,078 | 08/25/03 | $19.89 | 08/21/03 | $20.40 | C | 549.78 |
| PTMK | Pathmark Stores | L | 1,165 | 08/21/03 | $8.70 | 08/22/03 | $8.45 | C | -291.25 |
| NR | Newpark Rsc | L | 2,291 | 08/20/03 | $4.99 | 08/21/03 | $5.19 | C | 458.20 |
| RMK | Aramark Wrldwd | S | 913 | 08/21/03 | $23.78 | 08/20/03 | $23.93 | C | 136.95 |
| OSI | Outback Steakhse | L | 264 | 08/20/03 | $38.36 | 08/21/03 | $38.30 | C | -15.84 |
| RKH | M Lynch Reg Bk | S | 98 | 08/20/03 | $115.74 | 08/19/03 | $115.78 | C | 3.92 |
| SLG | Sl Green Rlty | S | 149 | 08/21/03 | $35.33 | 08/19/03 | $35.21 | C | -17.88 |
| MXT | Metris | L | 3,387 | 08/19/03 | $3.89 | 08/21/03 | $3.80 | C | -304.83 |
| BHP | Broken Hill Pty Adr | L | 497 | 08/19/03 | $14.02 | 08/26/03 | $13.66 | C | -178.92 |
| ADS | Alliance Data | L | 651 | 08/19/03 | $28.35 | 08/25/03 | $28.30 | C | -32.55 |
| TCB | Tcf Financial | L | 162 | 08/18/03 | $46.41 | 08/22/03 | $45.80 | C | -98.82 |
| ABX | Barrick Gold | S | 298 | 08/19/03 | $18.92 | 08/15/03 | $18.30 | C | -184.76 |
| SBAC | Sba Comms | S | 6,565 | 08/20/03 | $3.05 | 08/15/03 | $3.19 | C | 919.10 |
| MWD | Ms Dean Witter | L | 206 | 08/15/03 | $48.64 | 08/20/03 | $49.07 | C | 88.58 |
| ENZN | Enzon | S | 627 | 09/02/03 | $11.61 | 08/15/03 | $12.51 | C | 564.30 |
| CTC | Telefonos Chile Adr | L | 568 | 08/15/03 | $13.40 | 08/18/03 | $13.27 | C | -73.84 |
| NCOG | Nco Group | L | 867 | 08/15/03 | $20.13 | 08/19/03 | $21.30 | C | 1,014.39 |
| WSH | Willis Gp Hldgs | S | 933 | 08/25/03 | $27.94 | 08/15/03 | $28.40 | C | 429.18 |
| KR | Kroger | L | 621 | 08/14/03 | $18.28 | 08/19/03 | $18.40 | C | 74.52 |
| PCAR | Paccar | S | 68 | 08/15/03 | $81.64 | 08/14/03 | $80.87 | C | -52.36 |
| IGT | Intl Game Tech | S | 308 | 08/15/03 | $24.50 | 08/14/03 | $24.60 | C | 30.80 |
| CTV | Commscope | S | 1,609 | 08/15/03 | $10.01 | 08/14/03 | $10.43 | C | 675.78 |
| FMX | Fomento Econ Mex Adr | S | 359 | 08/19/03 | $37.39 | 08/13/03 | $37.00 | C | -140.01 |
| CYBX | Cyberonics | S | 245 | 08/19/03 | $28.55 | 08/13/03 | $28.49 | C | -14.70 |
| TZA | Tv Azteca Adr | S | 1,788 | 08/14/03 | $6.65 | 08/12/03 | $6.50 | C | -268.20 |
| LNCR | Lincare Hlds | L | 223 | 08/12/03 | $36.06 | 08/15/03 | $35.20 | C | -191.78 |
| AES | Aes | L | 4,234 | 08/12/03 | $6.25 | 08/15/03 | $6.26 | C | 42.34 |
| VPHM | Viropharma | L | 4,522 | 08/11/03 | $2.58 | 08/12/03 | $2.57 | C | -45.22 |
| DVN | Devon Energy | L | 105 | 08/11/03 | $52.59 | 08/14/03 | $52.21 | C | -39.90 |
| SNDK | Sanddisk | S | 163 | 08/12/03 | $50.28 | 08/11/03 | $49.76 | C | -84.76 |
| HVT | Haverty | S | 447 | 08/13/03 | $16.20 | 08/11/03 | $15.91 | C | -129.63 |
| MCDT | Mcdata | S | 2,564 | 08/12/03 | $11.20 | 08/11/03 | $10.76 | C | -1,128.16 |
| NT | Nortel Networks | S | 4,079 | 08/11/03 | $2.94 | 08/08/03 | $2.90 | C | -163.16 |
| MPF | Merrill Lynch S&p 500 Mitts | S | 2,304 | 08/15/03 | $9.11 | 08/08/03 | $9.10 | C | -23.04 |
| XOM | Exxon Mobil | S | 369 | 08/13/03 | $36.50 | 08/07/03 | $36.25 | C | -92.25 |
| TRMS | Trimeris | L | 518 | 08/07/03 | $41.00 | 08/08/03 | $40.41 | C | -305.62 |
| DAL | Delta Airlines | S | 688 | 08/11/03 | $10.75 | 08/07/03 | $10.54 | C | -144.48 |
| SIAL | Sigma Aldrich | L | 502 | 08/07/03 | $54.48 | 08/11/03 | $54.92 | C | 220.88 |
| DCN | Dana | S | 369 | 08/11/03 | $15.34 | 08/06/03 | $15.18 | C | -59.04 |
| WGL | Wgl Holdings | L | 835 | 08/06/03 | $25.37 | 08/07/03 | $25.46 | C | 75.15 |
| MEL | Mellon Financial | L | 316 | 08/06/03 | $30.17 | 08/15/03 | $31.76 | C | 502.44 |
| MTG | Mgic Investment | S | 153 | 08/11/03 | $54.15 | 08/06/03 | $53.60 | C | -84.15 |
| TLM | Talisman Energy | L | 167 | 08/06/03 | $43.15 | 08/14/03 | $45.36 | C | 369.07 |
| CERN | Cerner | L | 244 | 08/06/03 | $29.44 | 08/07/03 | $29.72 | C | 68.32 |
| PX | Praxair | L | 429 | 08/06/03 | $63.68 | 08/07/03 | $63.77 | C | 38.61 |
| AVNX | Avanex | S | 3,314 | 08/08/03 | $3.61 | 08/05/03 | $3.59 | C | -66.28 |
| CFBX | Community First | L | 785 | 08/05/03 | $26.95 | 08/06/03 | $27.00 | C | 39.25 |
| OKE | Oneok | L | 374 | 08/05/03 | $19.05 | 08/06/03 | $19.30 | C | 93.50 |
| TLM | Talisman Energy | L | 370 | 08/05/03 | $43.37 | 08/14/03 | $45.36 | C | 736.30 |
| TNOX | Tanox | L | 1,687 | 08/05/03 | $15.70 | 08/06/03 | $16.20 | C | 843.50 |
| PTV | Pactiv | S | 594 | 08/05/03 | $18.90 | 08/04/03 | $19.45 | C | 326.70 |
| PCAR | Paccar | S | 266 | 08/05/03 | $77.18 | 08/04/03 | $78.35 | C | 311.22 |
| ESV | Ensco Intl | S | 390 | 08/06/03 | $24.80 | 08/04/03 | $24.66 | C | -54.60 |
| LZ | Lubrizol | S | 480 | 08/05/03 | $32.90 | 08/04/03 | $33.14 | C | 115.20 |
| COHR | Coherent | S | 1,096 | 08/05/03 | $23.29 | 08/04/03 | $23.72 | C | 471.28 |
| HSC | Harsco | L | 227 | 08/01/03 | $37.02 | 08/06/03 | $36.05 | C | -220.19 |
| VOD | Vodafone Group Adr | L | 845 | 08/01/03 | $18.78 | 08/04/03 | $18.84 | C | 50.70 |
| NST | Nstar | S | 298 | 08/07/03 | $44.50 | 07/31/03 | $44.73 | C | 68.54 |
| SONC | Sonic | L | 851 | 07/31/03 | $24.44 | 08/04/03 | $24.49 | C | 42.55 |
| STD | Bk Santander Adr | L | 1,085 | 07/31/03 | $8.90 | 08/04/03 | $8.86 | C | -43.40 |
| GLK | Great Lakes Chem | S | 372 | 08/01/03 | $20.97 | 07/31/03 | $21.80 | C | 308.76 |
| GBP | Gables Resident | L | 227 | 07/31/03 | $31.75 | 08/05/03 | $31.35 | C | -90.80 |
| HRL | Hormel Foods | L | 335 | 07/31/03 | $21.78 | 08/06/03 | $21.45 | C | -110.55 |
| OMC | Omnicom | S | 213 | 08/01/03 | $73.42 | 07/31/03 | $73.88 | C | 97.98 |
| COHR | Coherent | L | 1,096 | 07/31/03 | $24.48 | 08/04/03 | $23.72 | C | -832.96 |
| NUFO | New Focus | S | 1,280 | 08/06/03 | $3.72 | 07/24/03 | $4.05 | C | 422.40 |
| GT | Goodyear Tire | S | 1,065 | 07/24/03 | $4.89 | 07/23/03 | $4.88 | C | -10.65 |
| JILL | J Jill Group | S | 1,485 | 07/31/03 | $14.09 | 07/23/03 | $14.05 | C | -59.40 |
| WMI | Waste Management | S | 320 | 07/31/03 | $23.89 | 07/23/03 | $23.35 | C | -172.80 |
| MDU | Mdu Res Group | S | 498 | 07/28/03 | $31.70 | 07/23/03 | $31.67 | C | -14.94 |
| AV | Avaya | L | 1,225 | 07/22/03 | $7.60 | 08/04/03 | $9.44 | C | 2,254.00 |
| PDQ | Prim Hospitality | S | 999 | 07/28/03 | $7.52 | 07/22/03 | $7.37 | C | -149.85 |
| UNTD | United Online | S | 290 | 07/23/03 | $29.17 | 07/22/03 | $27.46 | C | -495.61 |
| AHO | Ahold Adr | L | 1,896 | 07/22/03 | $8.46 | 07/23/03 | $8.33 | C | -246.48 |
| AOC | Aon | S | 1,189 | 07/25/03 | $24.00 | 07/22/03 | $23.29 | C | -844.19 |
| DKE | Duke Energy Unt | S | 656 | 07/22/03 | $14.60 | 07/21/03 | $14.40 | C | -131.20 |
| ATR | Aptargroup | S | 568 | 07/23/03 | $36.91 | 07/21/03 | $36.79 | C | -68.16 |
| ROXI | Roxio | L | 1,256 | 07/21/03 | $6.88 | 07/28/03 | $7.69 | C | 1,017.36 |
| UAG | Utd Auto Grp | S | 380 | 07/22/03 | $22.63 | 07/21/03 | $21.80 | C | -315.40 |
| CEPH | Cephalon | S | 201 | 07/21/03 | $47.34 | 07/18/03 | $47.09 | C | -50.25 |
| ABMD | Abiomed | L | 3,634 | 07/18/03 | $5.50 | 07/21/03 | $5.76 | C | 944.84 |
| NET | Networks Assoc | L | 768 | 07/18/03 | $11.85 | 07/21/03 | $11.25 | C | -460.80 |
| TGX | Theragenics | L | 1,846 | 07/18/03 | $5.10 | 07/25/03 | $4.40 | C | -1,292.20 |
| LAMR | Lamar Advertsng A | L | 280 | 07/17/03 | $33.59 | 07/18/03 | $33.81 | C | 61.60 |
| MEL | Mellon Financial | L | 447 | 07/17/03 | $29.10 | 07/29/03 | $29.83 | C | 326.31 |
| ARG | Airgas | L | 1,075 | 07/17/03 | $17.95 | 07/18/03 | $18.58 | C | 677.25 |
| MIMS | Mim | S | 1,400 | 07/18/03 | $6.76 | 07/17/03 | $6.63 | C | -182.00 |
| JCP | Jc Penney | L | 435 | 07/17/03 | $17.03 | 07/22/03 | $16.91 | C | -52.20 |
| POL | Polyone | L | 6,976 | 07/17/03 | $4.19 | 07/22/03 | $3.97 | C | -1,534.72 |
| AMKR | Amkor Technology | L | 1,200 | 07/16/03 | $17.10 | 07/17/03 | $16.09 | C | -1,212.00 |
| ICI | Imperial Chem Adr | S | 1,094 | 07/18/03 | $8.80 | 07/16/03 | $8.70 | C | -109.40 |
| AOC | Aon | L | 394 | 07/15/03 | $23.83 | 07/17/03 | $23.55 | C | -110.32 |
| TOY | Toys R Us | S | 420 | 07/23/03 | $11.55 | 07/14/03 | $11.96 | C | 172.20 |
| SLGN | Silgan Hldg | S | 511 | 07/22/03 | $28.72 | 07/14/03 | $30.04 | C | 674.52 |
| SPOT | Panamsat | S | 259 | 07/14/03 | $18.52 | 07/11/03 | $18.93 | C | 106.19 |
| PQUE | Petroquest Enrgy | S | 4,064 | 07/15/03 | $2.33 | 07/11/03 | $2.32 | C | -32.51 |
| PGN | Progress Energy | S | 180 | 07/17/03 | $41.20 | 07/11/03 | $41.13 | C | -12.60 |
| ENI | Enersis Adr | S | 1,630 | 07/21/03 | $4.66 | 07/11/03 | $4.87 | C | 342.30 |
| PCSA | Airgate Pcs | L | 6,939 | 07/10/03 | $1.22 | 07/17/03 | $1.36 | C | 971.46 |
| GBM | General Motors Deb B | L | 684 | 07/10/03 | $22.40 | 07/14/03 | $22.47 | C | 47.88 |
| MXF | Mexico Fd | S | 537 | 07/11/03 | $14.24 | 07/09/03 | $14.03 | C | -112.77 |
| MVIS | Microvision | S | 1,330 | 07/11/03 | $6.23 | 07/09/03 | $6.10 | C | -172.90 |
| SYNA | Synaptics | L | 351 | 07/08/03 | $14.15 | 07/11/03 | $13.99 | C | -56.16 |
| EWBC | East West Bancp | L | 550 | 07/08/03 | $37.18 | 07/16/03 | $37.29 | C | 60.50 |
| NWAC | Northwest Air | L | 737 | 07/08/03 | $11.20 | 07/09/03 | $11.00 | C | -147.40 |
| AVE | Aventis Adr | S | 375 | 07/08/03 | $53.65 | 07/07/03 | $54.09 | C | 165.00 |
| SRZ | Sunrise Asst Lvg | L | 389 | 07/07/03 | $23.92 | 07/11/03 | $24.20 | C | 108.92 |
| XLP | Consumer Staples Sel Sec Spdr Fd | S | 363 | 07/09/03 | $20.24 | 07/07/03 | $20.49 | C | 90.75 |
| CY | Cypress Semi | L | 2,301 | 07/07/03 | $13.28 | 07/17/03 | $12.70 | C | -1,334.58 |
| MLF | Merrill Lynch | S | 2,134 | 07/07/03 | $9.45 | 07/03/03 | $9.48 | C | 64.02 |
| PTMK | Pathmark Stores | L | 1,164 | 07/03/03 | $7.62 | 07/16/03 | $8.18 | C | 651.84 |
| RFMD | Rf Micro Devices | S | 1,355 | 07/07/03 | $6.24 | 07/03/03 | $5.87 | C | -501.35 |
| EK | Eastman Kodak | L | 302 | 07/03/03 | $27.37 | 07/08/03 | $27.34 | C | -9.06 |
| CNB | Colonial Bcgroup | L | 2,119 | 07/03/03 | $14.23 | 07/07/03 | $14.42 | C | 402.61 |
| SKX | Skechers Usa | L | 1,487 | 07/02/03 | $7.58 | 07/17/03 | $8.75 | C | 1,739.79 |
| OII | Oceaneering Intl | L | 358 | 07/02/03 | $26.10 | 07/07/03 | $26.00 | C | -35.80 |
| CKP | Checkpoint Sys | S | 540 | 07/03/03 | $14.48 | 07/02/03 | $14.60 | C | 64.80 |
| CFBX | Community First | L | 406 | 07/01/03 | $27.23 | 07/02/03 | $27.77 | C | 219.24 |
| FST | Forest Oil | S | 823 | 07/03/03 | $25.24 | 07/01/03 | $24.90 | C | -279.82 |
| ADPT | Adaptec | L | 1,167 | 07/01/03 | $8.09 | 07/03/03 | $7.60 | C | -571.83 |
| SBC | Sbc Comms | S | 320 | 07/03/03 | $26.23 | 07/01/03 | $26.03 | C | -64.00 |
| CR | Crane | S | 1,313 | 07/03/03 | $22.77 | 07/01/03 | $22.87 | C | 131.30 |
| TLM | Talisman Energy | L | 242 | 06/30/03 | $45.85 | 07/01/03 | $45.57 | C | -67.76 |
| RBNC | Republic Bancorp | S | 705 | 07/02/03 | $13.53 | 06/30/03 | $13.40 | C | -91.65 |
| BELM | Bell Microprod | L | 1,873 | 06/30/03 | $4.26 | 07/02/03 | $4.21 | C | -93.65 |
| CDIS | Cal Dive Intl | L | 694 | 06/30/03 | $21.78 | 07/10/03 | $22.06 | C | 194.32 |
| WCI | Wci Communities | L | 1,596 | 06/30/03 | $19.23 | 07/01/03 | $18.81 | C | -670.32 |
| NXL | New Plan Excel | L | 386 | 06/27/03 | $21.36 | 07/01/03 | $21.57 | C | 81.06 |
| CHIC | Charlotte Russe | L | 1,440 | 06/27/03 | $10.61 | 06/30/03 | $10.50 | C | -159.84 |
| OPWV | Openwave Systems | S | 5,917 | 06/30/03 | $2.00 | 06/26/03 | $1.94 | C | -355.02 |
| SIRI | Sirius Satellte | S | 6,175 | 06/30/03 | $1.69 | 06/26/03 | $1.61 | C | -494.00 |
| CSC | Computer Science | S | 235 | 07/01/03 | $38.56 | 06/26/03 | $39.35 | C | 185.65 |
| CTAS | Cintas | L | 225 | 06/26/03 | $36.10 | 06/30/03 | $35.43 | C | -150.75 |
| RTH | Retail Holders | S | 101 | 06/27/03 | $80.78 | 06/26/03 | $81.20 | C | 42.42 |
| LH | Lab Crp Of Amer | L | 1,018 | 06/26/03 | $30.23 | 06/30/03 | $30.15 | C | -81.44 |
| PCP | Precision Cast | L | 263 | 06/25/03 | $30.44 | 07/10/03 | $32.15 | C | 449.73 |
| DHF | Dreyfus Hi Yield | L | 1,001 | 06/25/03 | $4.93 | 07/08/03 | $4.97 | C | 40.04 |
| SLR | Solectron | S | 3,457 | 06/26/03 | $3.64 | 06/25/03 | $3.48 | C | -553.12 |
| RCL | Royal Carib | S | 451 | 06/26/03 | $23.06 | 06/25/03 | $22.55 | C | -230.01 |
| XICO | Xicor | S | 1,316 | 06/26/03 | $6.32 | 06/25/03 | $6.28 | C | -52.64 |
| WCI | Wci Communities | L | 797 | 06/25/03 | $19.17 | 06/27/03 | $19.17 | C | 0.00 |
| JLG | Jlg Industries | S | 1,384 | 06/25/03 | $6.87 | 06/24/03 | $7.11 | C | 332.16 |
| PAS | Pepsiamericas | L | 1,199 | 06/24/03 | $12.50 | 06/25/03 | $12.75 | C | 299.75 |
| MPF | Merrill Lynch S&p 500 Mitts | L | 1,071 | 06/23/03 | $9.10 | 06/24/03 | $9.18 | C | 85.68 |
| SLR | Solectron | S | 3,066 | 06/26/03 | $3.64 | 06/23/03 | $3.33 | C | -950.46 |
| WFMI | Whole Foods | L | 640 | 06/23/03 | $47.76 | 06/26/03 | $48.06 | C | 192.00 |
| PRU | Prudential Finl | S | 296 | 06/23/03 | $32.78 | 06/20/03 | $32.85 | C | 20.72 |
| MSLV | Metasolv | S | 4,498 | 06/23/03 | $1.85 | 06/20/03 | $2.06 | C | 944.58 |
| AEG | Aegon Adr | S | 742 | 06/26/03 | $9.97 | 06/20/03 | $10.46 | C | 363.58 |
| CY | Cypress Semi | S | 670 | 06/25/03 | $11.52 | 06/20/03 | $11.92 | C | 268.00 |
| VNO | Vornado Realty | S | 348 | 06/24/03 | $43.03 | 06/20/03 | $43.00 | C | -10.44 |
| CVNS | Covansys | S | 10,585 | 06/23/03 | $2.55 | 06/20/03 | $2.72 | C | 1,799.45 |
| FHRX | Fst Horizon Phm | S | 1,864 | 06/25/03 | $3.48 | 06/19/03 | $3.89 | C | 764.24 |
| IFX | Infineon Technol Adr | S | 428 | 06/25/03 | $9.41 | 06/19/03 | $10.46 | C | 449.40 |
| PPL | Ppl | L | 223 | 06/19/03 | $43.90 | 06/20/03 | $43.48 | C | -93.66 |
| GCI | Gannett | L | 375 | 06/19/03 | $75.88 | 06/20/03 | $76.63 | C | 281.25 |
| EMIS | Emisphere | S | 3,944 | 07/01/03 | $3.70 | 06/18/03 | $4.45 | C | 2,958.00 |
| DHF | Dreyfus Hi Yield | L | 1,977 | 06/18/03 | $5.00 | 06/19/03 | $4.97 | C | -59.31 |
| EP | El Paso | L | 509 | 06/17/03 | $9.04 | 06/19/03 | $8.80 | C | -122.16 |
| TARO | Taro Pharm Inds | L | 176 | 06/17/03 | $57.77 | 06/18/03 | $56.14 | C | -286.88 |
| D | Dominion Rscs | L | 122 | 06/17/03 | $65.05 | 06/20/03 | $65.10 | C | 6.10 |
| SPOT | Panamsat | L | 795 | 06/17/03 | $19.55 | 06/20/03 | $18.85 | C | -556.50 |
| ISLE | Isle Capris Casi | L | 1,761 | 06/17/03 | $15.95 | 06/19/03 | $16.19 | C | 422.64 |
| RDN | Radian Group | L | 186 | 06/16/03 | $39.66 | 06/19/03 | $38.92 | C | -137.64 |
| CEI | Crescent Real | L | 273 | 06/16/03 | $17.19 | 06/17/03 | $16.85 | C | -92.82 |
| GRT | Glimcher Realty Trust Fd | S | 519 | 06/25/03 | $22.73 | 06/16/03 | $22.94 | C | 108.99 |
| TLRK | Tularik | S | 1,689 | 06/18/03 | $11.01 | 06/16/03 | $10.70 | C | -523.59 |
| BLS | Bellsouth | S | 377 | 06/17/03 | $26.82 | 06/16/03 | $26.88 | C | 22.62 |
| CKR | Cke Restaurant | S | 1,421 | 06/17/03 | $5.80 | 06/16/03 | $5.71 | C | -127.89 |
| BRE | Bre Property | S | 231 | 06/16/03 | $32.89 | 06/13/03 | $32.40 | C | -113.19 |
| EXPE | Expedia | S | 69 | 06/16/03 | $73.86 | 06/13/03 | $70.55 | C | -228.39 |
| BCC | Boise Cascade | L | 476 | 06/13/03 | $24.24 | 06/16/03 | $25.01 | C | 366.52 |
| NXL | New Plan Excel | L | 468 | 06/13/03 | $21.58 | 06/16/03 | $21.67 | C | 42.12 |
| CMGI | Cmgi | S | 5,798 | 06/20/03 | $1.32 | 06/13/03 | $1.33 | C | 57.98 |
| BOBE | Bob Evans | L | 284 | 06/13/03 | $27.48 | 06/16/03 | $28.58 | C | 312.40 |
| CVAS | Corvas Intl | L | 8,486 | 06/13/03 | $3.32 | 06/17/03 | $3.31 | C | -84.86 |
| IGV | Ishares Trust | S | 343 | 06/13/03 | $31.80 | 06/12/03 | $32.74 | C | 322.42 |
| SWC | Stillwater Mng | L | 1,906 | 06/12/03 | $4.54 | 06/20/03 | $4.86 | C | 609.92 |
| BOW | Bowater | S | 183 | 06/13/03 | $38.51 | 06/12/03 | $40.58 | C | 378.81 |
| CHL | China Mobile Adr | S | 1,407 | 06/17/03 | $12.55 | 06/12/03 | $11.80 | C | -1,055.25 |
| BOBJ | Business Object Adr | L | 312 | 06/11/03 | $24.46 | 06/13/03 | $24.01 | C | -140.40 |
| SC | Shell Transport Adr | S | 114 | 06/13/03 | $41.84 | 06/11/03 | $42.50 | C | 75.24 |
| WWW | Wolverine Ww | L | 582 | 06/11/03 | $18.84 | 06/12/03 | $19.29 | C | 261.90 |
| BOBE | Bob Evans | L | 632 | 06/11/03 | $27.77 | 06/16/03 | $28.58 | C | 511.92 |
| ABX | Barrick Gold | S | 920 | 06/12/03 | $17.96 | 06/11/03 | $18.00 | C | 36.80 |
| KCP | Kenneth Cole A | L | 820 | 06/10/03 | $21.40 | 06/11/03 | $21.41 | C | 8.20 |
| OMI | Owens & Minor | S | 352 | 06/13/03 | $21.70 | 06/10/03 | $21.80 | C | 35.20 |
| KRI | Knight Ridder | L | 70 | 06/09/03 | $68.62 | 06/11/03 | $68.55 | C | -4.90 |
| COHR | Coherent | L | 307 | 06/09/03 | $24.40 | 06/10/03 | $25.00 | C | 184.20 |
| TASR | Taser Intl | L | 2,513 | 06/09/03 | $10.42 | 06/13/03 | $11.21 | C | 1,982.76 |
| KCP | Kenneth Cole A | L | 356 | 06/06/03 | $21.62 | 06/11/03 | $21.41 | C | -74.76 |
| BOBJ | Business Object Adr | L | 317 | 06/06/03 | $24.68 | 06/09/03 | $23.57 | C | -351.87 |
| GBP | Gables Resident | L | 241 | 06/06/03 | $30.75 | 06/12/03 | $30.74 | C | -2.41 |
| ABX | Barrick Gold | S | 410 | 06/06/03 | $18.35 | 06/05/03 | $18.57 | C | 90.20 |
| HSC | Harsco | L | 493 | 06/05/03 | $35.73 | 06/10/03 | $35.60 | C | -64.09 |
| PSA | Public Storage | L | 248 | 06/05/03 | $35.50 | 06/12/03 | $34.87 | C | -156.24 |
| CCK | Crown Cork Seal | S | 2,423 | 06/11/03 | $6.30 | 06/05/03 | $6.57 | C | 654.21 |
| BLS | Bellsouth | S | 280 | 06/05/03 | $26.89 | 06/04/03 | $27.03 | C | 39.20 |
| TWAV | Therma Wave | L | 4,987 | 06/04/03 | $1.59 | 06/11/03 | $2.20 | C | 3,042.07 |
| PPP | Pogo Producing | L | 354 | 06/04/03 | $45.41 | 06/05/03 | $44.95 | C | -162.84 |
| MYGN | Myriad Genetics | L | 309 | 06/03/03 | $15.47 | 06/09/03 | $15.70 | C | 71.07 |
| ITG | Invest Tech Grp | L | 541 | 06/03/03 | $15.32 | 06/13/03 | $18.67 | C | 1,812.35 |
| KB | Kookmin Bank Adr | L | 302 | 06/03/03 | $29.02 | 06/05/03 | $29.15 | C | 39.26 |
| CNX | Consol Energy | L | 341 | 06/03/03 | $21.84 | 06/06/03 | $22.95 | C | 378.51 |
| DKE | Duke Energy Unt | L | 483 | 06/03/03 | $15.45 | 06/06/03 | $15.36 | C | -43.47 |
| IPCR | Ipc Holdings | S | 498 | 06/04/03 | $33.17 | 06/03/03 | $32.70 | C | -234.06 |
| VOD | Vodafone Group Adr | L | 361 | 06/02/03 | $21.75 | 06/04/03 | $21.91 | C | 57.76 |
| COST | Costco Wholesal | S | 467 | 06/05/03 | $36.93 | 06/02/03 | $37.33 | C | 186.80 |
| FNSR | Finisar | S | 4,608 | 06/03/03 | $1.64 | 06/02/03 | $1.63 | C | -46.08 |
| FALC | Falconstore Sftw | L | 1,378 | 06/02/03 | $5.25 | 06/03/03 | $5.42 | C | 234.26 |
| RQI | Cohen & Steers | S | 318 | 06/03/03 | $15.18 | 05/30/03 | $15.10 | C | -25.44 |
| AEG | Aegon Adr | L | 818 | 05/30/03 | $9.61 | 06/02/03 | $9.62 | C | 8.18 |
| IMGN | Immunogen | S | 1,707 | 06/02/03 | $3.78 | 05/30/03 | $4.01 | C | 392.61 |
| RETK | Retek | S | 906 | 05/30/03 | $6.53 | 05/29/03 | $5.92 | C | -552.66 |
| FNSR | Finisar | L | 4,608 | 05/29/03 | $1.61 | 06/02/03 | $1.63 | C | 92.16 |
| UHS | Universal Health | S | 360 | 06/03/03 | $44.75 | 05/29/03 | $45.00 | C | 90.00 |
| CCK | Crown Cork Seal | L | 1,186 | 05/28/03 | $6.70 | 05/30/03 | $6.63 | C | -83.02 |
| BRE | Bre Property | S | 533 | 06/02/03 | $32.41 | 05/28/03 | $32.56 | C | 79.95 |
| CMS | Cms Energy | L | 1,054 | 05/28/03 | $7.96 | 06/03/03 | $7.87 | C | -94.86 |
| RDN | Radian Group | L | 191 | 05/27/03 | $36.84 | 06/04/03 | $39.55 | C | 517.61 |
| ELE | Endesa Adr | S | 496 | 05/28/03 | $15.85 | 05/27/03 | $15.93 | C | 39.68 |
| VRTX | Vertex Pharm | L | 382 | 05/23/03 | $13.70 | 05/29/03 | $14.03 | C | 126.06 |
| LEXG | Lexicon Genetic | L | 3,324 | 05/22/03 | $4.90 | 05/28/03 | $5.22 | C | 1,063.68 |
| AVID | Avid Tech | S | 399 | 06/03/03 | $35.77 | 05/22/03 | $28.85 | C | -2,761.08 |
| MXT | Metris | S | 2,934 | 05/22/03 | $4.81 | 05/21/03 | $4.37 | C | -1,290.96 |
| NUFO | New Focus | L | 1,855 | 05/21/03 | $3.36 | 05/30/03 | $3.69 | C | 612.15 |
| SRP | Sierra Pacific | L | 3,021 | 05/21/03 | $4.91 | 05/29/03 | $5.37 | C | 1,389.66 |
| EP | El Paso | L | 2,878 | 05/21/03 | $7.60 | 06/09/03 | $9.10 | C | 4,317.00 |
| WPS | Wps Rsc Hlds | S | 221 | 05/28/03 | $43.30 | 05/20/03 | $40.59 | C | -598.91 |
| BHP | Broken Hill Pty Adr | S | 704 | 05/29/03 | $11.37 | 05/20/03 | $10.95 | C | -295.68 |
| NBR | Nabors | S | 547 | 05/21/03 | $43.62 | 05/20/03 | $41.77 | C | -1,011.95 |
| DRRX | Durect | S | 2,364 | 05/27/03 | $3.65 | 05/19/03 | $3.32 | C | -780.12 |
| WWW | Wolverine Ww | L | 928 | 05/19/03 | $17.65 | 05/22/03 | $17.54 | C | -102.08 |
| EYE | Visx Inc | L | 568 | 05/19/03 | $15.47 | 05/20/03 | $15.82 | C | 198.80 |
| AT | Alltel | L | 161 | 05/19/03 | $47.27 | 05/20/03 | $47.71 | C | 70.84 |
| ATI | Allegheny Tech | L | 1,072 | 05/19/03 | $5.85 | 05/21/03 | $5.81 | C | -42.88 |
| AZR | Aztar | S | 963 | 05/21/03 | $14.90 | 05/19/03 | $15.15 | C | 240.75 |
| CREAF | Creative Techs F | L | 3,542 | 05/19/03 | $6.40 | 05/20/03 | $6.46 | C | 212.52 |
| HYF | Mng Hi Yld Plus | S | 1,021 | 05/23/03 | $5.03 | 05/16/03 | $5.08 | C | 51.05 |
| CMS | Cms Energy | L | 1,292 | 05/16/03 | $6.95 | 05/19/03 | $6.80 | C | -193.80 |
| IGEN | Igen Intl | S | 343 | 05/21/03 | $35.25 | 05/16/03 | $36.30 | C | 360.15 |
| BXP | Boston Ppty | L | 353 | 05/16/03 | $41.60 | 05/19/03 | $41.32 | C | -98.84 |
| DLP | Delta & Pineland | L | 337 | 05/15/03 | $23.84 | 05/19/03 | $23.24 | C | -202.20 |
| XMSR | Xm Satellite | L | 515 | 05/15/03 | $10.07 | 05/16/03 | $10.06 | C | -5.15 |
| SIRI | Sirius Satellte | L | 12,610 | 05/15/03 | $1.41 | 05/19/03 | $1.30 | C | -1,387.10 |
| ESV | Ensco Intl | L | 214 | 05/15/03 | $29.82 | 05/19/03 | $29.30 | C | -111.28 |
| IDE | Integr Defense | L | 1,076 | 05/15/03 | $13.80 | 05/16/03 | $13.65 | C | -161.40 |
| RDWR | Radware | L | 1,620 | 05/15/03 | $14.15 | 05/19/03 | $13.99 | C | -259.20 |
| EFII | Electronics Imag | L | 935 | 05/14/03 | $19.01 | 05/15/03 | $19.01 | C | 0.00 |
| PCLN | Priceline Com | S | 2,773 | 05/16/03 | $3.36 | 05/14/03 | $3.30 | C | -166.38 |
| HRL | Hormel Foods | L | 337 | 05/14/03 | $22.95 | 05/19/03 | $22.66 | C | -97.73 |
| BPFH | Boston Pri Finl | S | 1,235 | 05/15/03 | $18.70 | 05/14/03 | $18.63 | C | -86.45 |
| SJR | Shaw Comms | S | 452 | 05/15/03 | $11.82 | 05/13/03 | $11.65 | C | -76.84 |
| PFG | Principal Finl | L | 584 | 05/13/03 | $30.33 | 05/14/03 | $30.40 | C | 40.88 |
| MYGN | Myriad Genetics | L | 454 | 05/13/03 | $14.40 | 05/15/03 | $14.05 | C | -158.90 |
| EWBC | East West Bancp | L | 220 | 05/12/03 | $36.36 | 05/15/03 | $36.49 | C | 28.38 |
| CRYP | Cryptologic | S | 1,410 | 05/14/03 | $6.35 | 05/12/03 | $6.42 | C | 98.70 |
| ERJ | Embraer Aircraft Adr | L | 1,001 | 05/12/03 | $14.97 | 05/15/03 | $14.83 | C | -140.14 |
| RDN | Radian Group | S | 214 | 05/12/03 | $39.05 | 05/09/03 | $38.26 | C | -169.06 |
| CINF | Cincinnati Fin | S | 483 | 05/13/03 | $37.16 | 05/09/03 | $36.92 | C | -115.92 |
| ICPT | Intercept | S | 1,313 | 05/12/03 | $6.95 | 05/09/03 | $6.92 | C | -39.39 |
| PHI | Philippine Long Adr | L | 1,947 | 05/09/03 | $7.74 | 05/12/03 | $7.70 | C | -77.88 |
| RLRN | Renaissanc Learn | L | 1,103 | 05/09/03 | $20.20 | 05/14/03 | $20.86 | C | 727.98 |
| DLP | Delta & Pineland | L | 343 | 05/08/03 | $23.48 | 05/09/03 | $23.83 | C | 120.05 |
| CHIC | Charlotte Russe | S | 581 | 05/13/03 | $9.00 | 05/08/03 | $9.03 | C | 17.43 |
| PSS | Payless Shoes | S | 584 | 05/09/03 | $15.76 | 05/08/03 | $15.66 | C | -58.40 |
| EK | Eastman Kodak | S | 406 | 05/16/03 | $30.25 | 05/08/03 | $30.45 | C | 81.20 |
| PCL | Plum Creek Timb Un | S | 278 | 05/13/03 | $24.34 | 05/08/03 | $23.93 | C | -113.98 |
| FISV | Fiserv | L | 609 | 05/07/03 | $29.49 | 05/09/03 | $29.32 | C | -103.53 |
| PRX | Pharm Rsc | S | 235 | 05/08/03 | $39.24 | 05/07/03 | $39.05 | C | -44.65 |
| NAV | Navistar | S | 816 | 05/09/03 | $27.91 | 05/07/03 | $27.60 | C | -252.96 |
| COLM | Columbia Sptswr | S | 109 | 05/08/03 | $46.71 | 05/06/03 | $47.41 | C | 76.30 |
| IFX | Infineon Technol Adr | L | 2,323 | 05/06/03 | $7.93 | 05/07/03 | $7.73 | C | -464.60 |
| MEDC | Med Design | S | 3,826 | 05/09/03 | $4.08 | 05/06/03 | $4.01 | C | -267.82 |
| NET | Networks Assoc | L | 419 | 05/05/03 | $12.58 | 05/06/03 | $12.35 | C | -96.37 |
| FISV | Fiserv | L | 613 | 05/05/03 | $29.60 | 05/06/03 | $30.03 | C | 263.59 |
| AAPL | Apple Computer | S | 567 | 05/14/03 | $18.55 | 05/05/03 | $16.09 | C | -1,394.82 |
| CDT | Cable Design | S | 756 | 05/05/03 | $6.93 | 05/02/03 | $6.95 | C | 15.12 |
| HRL | Hormel Foods | S | 783 | 05/05/03 | $22.85 | 05/02/03 | $23.02 | C | 133.11 |
| LUME | Lumenis | L | 5,108 | 05/02/03 | $1.65 | 05/07/03 | $1.80 | C | 766.20 |
| GLDB | Gold Banc | S | 1,483 | 05/08/03 | $9.19 | 05/02/03 | $8.77 | C | -622.86 |
| IGEN | Igen Intl | L | 236 | 05/02/03 | $38.90 | 05/05/03 | $38.66 | C | -56.64 |
| DPL | Dpl | L | 471 | 05/02/03 | $13.82 | 05/08/03 | $14.12 | C | 141.30 |
| DLX | Deluxe | S | 338 | 05/06/03 | $44.25 | 05/02/03 | $44.82 | C | 192.66 |
| STD | Bk Santander Adr | S | 2,839 | 05/07/03 | $7.84 | 05/02/03 | $7.89 | C | 141.95 |
| DT | Deutsche Telekom Adr | L | 390 | 05/01/03 | $13.26 | 05/02/03 | $13.45 | C | 74.10 |
| CCK | Crown Cork Seal | S | 1,730 | 05/02/03 | $5.55 | 05/01/03 | $5.21 | C | -588.20 |
| SON | Sonoco Products | L | 426 | 05/01/03 | $21.50 | 05/02/03 | $21.57 | C | 29.82 |
| BBV | Bk Bilbao Vizc Adr | L | 650 | 05/01/03 | $9.91 | 05/02/03 | $10.02 | C | 71.50 |
| SFCC | Sfbc Intl | L | 1,151 | 04/30/03 | $15.50 | 05/02/03 | $15.65 | C | 172.65 |
| MEU | Motorola Units | S | 311 | 05/01/03 | $29.05 | 04/30/03 | $29.01 | C | -12.44 |
| CRYP | Cryptologic | L | 2,400 | 04/30/03 | $6.28 | 05/02/03 | $6.31 | C | 72.00 |
| MVIS | Microvision | L | 5,334 | 04/30/03 | $4.25 | 05/02/03 | $4.20 | C | -266.70 |
| AVB | Avalonbay Comm | L | 184 | 04/29/03 | $40.00 | 05/27/03 | $42.92 | C | 537.28 |
| URS | Urs | S | 659 | 04/30/03 | $14.20 | 04/29/03 | $13.95 | C | -164.75 |
| DL | Dial | S | 441 | 05/01/03 | $20.44 | 04/29/03 | $20.60 | C | 70.56 |
| MEDC | Med Design | S | 3,876 | 04/30/03 | $4.21 | 04/29/03 | $4.05 | C | -620.16 |
| KEA | Keane | S | 900 | 05/08/03 | $9.95 | 04/28/03 | $9.46 | C | -441.00 |
| BLS | Bellsouth | S | 221 | 05/01/03 | $25.38 | 04/28/03 | $24.40 | C | -216.58 |
| STEC | Simple Tech | S | 2,740 | 04/29/03 | $3.29 | 04/28/03 | $2.99 | C | -822.00 |
| AMT | American Tower | S | 2,807 | 04/30/03 | $6.64 | 04/28/03 | $6.50 | C | -392.98 |
| GLG | Glamis Gold | L | 879 | 04/28/03 | $10.43 | 04/29/03 | $10.45 | C | 17.58 |
| SPI | Scottish Pwr Adr | S | 360 | 04/29/03 | $24.41 | 04/28/03 | $24.82 | C | 147.60 |
| TNOX | Tanox | S | 547 | 05/01/03 | $15.58 | 04/28/03 | $13.68 | C | -1,039.30 |
| OPWV | Openwave Systems | S | 14,347 | 04/30/03 | $1.74 | 04/28/03 | $1.66 | C | -1,147.76 |
| KKD | Krispy Kreme | S | 273 | 04/28/03 | $32.61 | 04/25/03 | $31.88 | C | -199.29 |
| HHS | Harte Hanks | L | 301 | 04/25/03 | $17.78 | 04/28/03 | $17.90 | C | 36.12 |
| TPC | Triton Pcs Hldgs | S | 4,116 | 05/02/03 | $2.92 | 04/25/03 | $3.04 | C | 493.92 |
| TEO | Telecom Adr | L | 1,764 | 04/25/03 | $5.53 | 04/28/03 | $5.07 | C | -811.44 |
| AVE | Aventis Adr | S | 329 | 04/29/03 | $48.71 | 04/25/03 | $48.16 | C | -180.95 |
| XRAY | Dentsply Intl | L | 147 | 04/24/03 | $36.39 | 04/25/03 | $36.43 | C | 5.88 |
| AEG | Aegon Adr | S | 1,856 | 04/28/03 | $10.45 | 04/24/03 | $10.14 | C | -575.36 |
| MI | Marshall&ilsley | L | 311 | 04/24/03 | $29.20 | 04/28/03 | $29.46 | C | 80.86 |
| CKR | Cke Restaurant | L | 1,386 | 04/24/03 | $5.52 | 04/28/03 | $5.40 | C | -166.32 |
| DV | Devry | S | 230 | 04/24/03 | $22.88 | 04/23/03 | $23.06 | C | 41.40 |
| MEOH | Methanex | S | 831 | 04/28/03 | $9.45 | 04/23/03 | $9.65 | C | 166.20 |
| CREAF | Creative Techs F | S | 1,157 | 04/24/03 | $6.21 | 04/23/03 | $6.41 | C | 231.40 |
| XOM | Exxon Mobil | L | 672 | 04/23/03 | $35.34 | 04/28/03 | $35.41 | C | 47.04 |
| BID | Sothebys | L | 865 | 04/22/03 | $9.18 | 04/23/03 | $9.27 | C | 77.85 |
| LPX | Louisiana Pac | S | 837 | 04/23/03 | $8.62 | 04/22/03 | $8.74 | C | 100.44 |
| BUCA | Buca | S | 3,590 | 04/23/03 | $6.20 | 04/22/03 | $6.41 | C | 753.90 |
| UBB | Unibanco Gdr | L | 496 | 04/21/03 | $16.87 | 04/25/03 | $17.56 | C | 342.24 |
| AMAT | Applied Material | S | 369 | 04/23/03 | $15.57 | 04/21/03 | $14.99 | C | -214.02 |
| BXP | Boston Ppty | L | 197 | 04/21/03 | $40.47 | 04/22/03 | $40.29 | C | -35.46 |
| ADS | Alliance Data | L | 933 | 04/21/03 | $20.45 | 04/24/03 | $20.16 | C | -270.57 |
| PR | Price Comms | S | 1,905 | 04/22/03 | $11.92 | 04/21/03 | $12.00 | C | 152.40 |
| OTEX | Open Text | L | 306 | 04/17/03 | $31.23 | 04/24/03 | $29.70 | C | -468.18 |
| NNN | Commercial Net | S | 613 | 04/25/03 | $16.48 | 04/17/03 | $16.19 | C | -177.77 |
| KKD | Krispy Kreme | L | 220 | 04/17/03 | $34.15 | 04/22/03 | $33.25 | C | -198.00 |
| CVNS | Covansys | S | 9,855 | 04/21/03 | $2.30 | 04/17/03 | $2.31 | C | 98.55 |
| MFC | Manulife Finl | S | 326 | 04/21/03 | $26.05 | 04/16/03 | $25.84 | C | -68.46 |
| NI | Nisource | L | 289 | 04/16/03 | $19.13 | 04/21/03 | $19.12 | C | -2.89 |
| JBHT | Jb Hunt Trans | S | 581 | 04/21/03 | $33.55 | 04/16/03 | $33.18 | C | -214.97 |
| NTIQ | Netiq | S | 893 | 04/17/03 | $11.35 | 04/16/03 | $11.03 | C | -285.76 |
| LUV | Southwest Airls | L | 640 | 04/16/03 | $15.25 | 04/17/03 | $15.52 | C | 172.80 |
| WLT | Walter Inds | L | 791 | 04/16/03 | $9.29 | 04/17/03 | $9.50 | C | 166.11 |
| TCP | Telesp Cl Pa Adr | L | 5,629 | 04/15/03 | $3.45 | 04/16/03 | $3.43 | C | -112.58 |
| AGE | Ag Edwards | S | 337 | 04/16/03 | $28.65 | 04/15/03 | $28.93 | C | 94.36 |
| D | Dominion Rscs | L | 270 | 04/15/03 | $57.96 | 04/25/03 | $58.80 | C | 226.80 |
| DSS | Quantum Dss Grp | L | 6,103 | 04/15/03 | $3.65 | 04/17/03 | $3.73 | C | 488.24 |
| HIB | Hibernia | S | 479 | 04/16/03 | $17.30 | 04/14/03 | $17.45 | C | 71.85 |
| ASMI | Asm Intl | L | 924 | 04/14/03 | $11.61 | 04/25/03 | $13.53 | C | 1,774.08 |
| SRZ | Sunrise Asst Lvg | L | 393 | 04/14/03 | $25.20 | 04/16/03 | $24.80 | C | -157.20 |
| SHW | Sherwin Williams | S | 265 | 04/16/03 | $27.55 | 04/14/03 | $27.63 | C | 21.20 |
| HIX | Salo Bro Hi Incm | S | 498 | 04/16/03 | $11.32 | 04/11/03 | $11.21 | C | -54.78 |
| VLO | Valero Energy | S | 270 | 04/14/03 | $37.30 | 04/11/03 | $37.00 | C | -81.00 |
| TOM | Tommy Hilfiger | S | 1,031 | 04/14/03 | $7.15 | 04/11/03 | $7.13 | C | -20.62 |
| ABX | Barrick Gold | L | 1,015 | 04/11/03 | $15.24 | 04/15/03 | $15.42 | C | 182.70 |
| SPI | Scottish Pwr Adr | S | 226 | 04/11/03 | $24.26 | 04/10/03 | $24.45 | C | 42.94 |
| MYGN | Myriad Genetics | S | 718 | 04/21/03 | $10.67 | 04/10/03 | $10.89 | C | 157.96 |
| SRP | Sierra Pacific | L | 5,220 | 04/10/03 | $3.81 | 04/15/03 | $3.72 | C | -469.80 |
| CAL | Contl Airlines B | S | 1,901 | 04/15/03 | $6.49 | 04/10/03 | $5.81 | C | -1,292.68 |
| MGAM | Multimedia Game | L | 400 | 04/10/03 | $18.54 | 04/11/03 | $18.37 | C | -68.00 |
| TCB | Tcf Financial | S | 212 | 04/10/03 | $37.37 | 04/09/03 | $37.08 | C | -61.48 |
| PCL | Plum Creek Timb Un | L | 452 | 04/09/03 | $22.05 | 04/11/03 | $22.11 | C | 27.12 |
| WYPT | Waypoint Finl | S | 423 | 04/10/03 | $17.57 | 04/09/03 | $17.55 | C | -8.46 |
| SRZ | Sunrise Asst Lvg | L | 881 | 04/09/03 | $24.74 | 04/15/03 | $25.26 | C | 458.12 |
| PALM | Palm | S | 840 | 04/14/03 | $9.36 | 04/08/03 | $9.66 | C | 252.00 |
| RX | Ims Health | S | 365 | 04/10/03 | $14.60 | 04/08/03 | $14.89 | C | 105.85 |
| GG | Goldcorp | S | 1,961 | 04/10/03 | $10.50 | 04/08/03 | $10.32 | C | -352.98 |
| AVE | Aventis Adr | S | 243 | 04/10/03 | $43.75 | 04/08/03 | $44.60 | C | 206.55 |
| AFG | America Finl Gp | L | 516 | 04/08/03 | $21.01 | 04/14/03 | $20.81 | C | -103.20 |
| RMBS | Rambus | L | 1,001 | 04/08/03 | $15.68 | 04/11/03 | $15.44 | C | -240.24 |
| CHB | Champion Entr | L | 10,489 | 04/08/03 | $2.05 | 04/09/03 | $2.08 | C | 314.67 |
| IOM | Iomega | S | 461 | 04/08/03 | $11.48 | 04/07/03 | $11.63 | C | 69.15 |
| CFBX | Community First | S | 296 | 04/09/03 | $26.08 | 04/07/03 | $26.35 | C | 79.92 |
| DEO | Diageo Adr | L | 465 | 04/07/03 | $43.58 | 04/08/03 | $43.47 | C | -51.15 |
| DLX | Deluxe | S | 241 | 04/09/03 | $41.55 | 04/07/03 | $41.40 | C | -36.15 |
| BTH | Blyth | L | 837 | 04/07/03 | $25.30 | 04/08/03 | $25.68 | C | 318.06 |
| GBM | General Motors Deb B | S | 351 | 04/08/03 | $23.20 | 04/04/03 | $23.15 | C | -17.55 |
| GLK | Great Lakes Chem | S | 234 | 04/07/03 | $22.89 | 04/04/03 | $22.90 | C | 2.34 |
| K | Kellogg | S | 648 | 04/07/03 | $31.20 | 04/04/03 | $31.25 | C | 32.40 |
| IO | Input Output | L | 2,946 | 04/04/03 | $3.85 | 04/08/03 | $3.68 | C | -500.82 |
| AMAT | Applied Material | L | 1,526 | 04/04/03 | $13.52 | 04/07/03 | $13.88 | C | 549.36 |
| K | Kellogg | L | 260 | 04/03/03 | $30.79 | 04/04/03 | $31.25 | C | 119.60 |
| SWC | Stillwater Mng | L | 2,218 | 04/03/03 | $2.53 | 04/04/03 | $2.42 | C | -243.98 |
| GT | Goodyear Tire | L | 1,404 | 04/03/03 | $5.74 | 04/07/03 | $5.56 | C | -252.72 |
| ELN | Elan Adr | L | 7,210 | 04/03/03 | $2.87 | 04/04/03 | $2.81 | C | -432.60 |
| RSTN | Riverstone Ntwks | L | 7,635 | 04/03/03 | $1.45 | 04/08/03 | $1.42 | C | -229.05 |
| LH | Lab Crp Of Amer | L | 389 | 04/03/03 | $29.85 | 04/04/03 | $29.14 | C | -276.19 |
| PSD | Puget Sound Ener | L | 467 | 04/03/03 | $21.53 | 04/07/03 | $21.40 | C | -60.71 |
| OCAS | Ohio Casualty | L | 1,551 | 04/03/03 | $13.16 | 04/04/03 | $13.30 | C | 217.14 |
| PBG | Pepsi Bottling | L | 307 | 04/02/03 | $18.65 | 04/03/03 | $18.25 | C | -122.80 |
| ALB | Albemarle | S | 320 | 04/03/03 | $24.68 | 04/02/03 | $24.90 | C | 70.40 |
| IT | Gartner Group | S | 1,346 | 04/03/03 | $7.32 | 04/02/03 | $7.40 | C | 107.68 |
| CX | Cemex Adr | L | 401 | 04/02/03 | $17.99 | 04/09/03 | $18.52 | C | 212.53 |
| COHR | Coherent | S | 1,004 | 04/03/03 | $20.18 | 04/02/03 | $20.25 | C | 70.28 |
| MEU | Motorola Units | L | 267 | 04/01/03 | $29.86 | 04/03/03 | $29.97 | C | 29.37 |
| RBNC | Republic Bancorp | S | 477 | 04/02/03 | $11.98 | 04/01/03 | $12.00 | C | 9.54 |
| PMTC | Parametric Tech | S | 9,537 | 04/03/03 | $2.31 | 04/01/03 | $2.24 | C | -667.59 |
| CKR | Cke Restaurant | S | 2,760 | 04/03/03 | $4.41 | 04/01/03 | $4.21 | C | -552.00 |
| TSAI | Trans Sys Arch | S | 1,880 | 04/03/03 | $6.00 | 04/01/03 | $6.09 | C | 167.32 |
| WERN | Werner Enter | L | 362 | 04/01/03 | $19.14 | 04/02/03 | $19.90 | C | 275.12 |
| CTXS | Citrix Systems | S | 533 | 04/01/03 | $13.30 | 03/31/03 | $13.16 | C | -74.62 |
| DOX | Amdocs | L | 601 | 03/28/03 | $13.55 | 04/01/03 | $13.27 | C | -168.28 |
| BEBE | Bebe Stores | S | 1,687 | 04/01/03 | $11.72 | 03/28/03 | $12.19 | C | 792.89 |
| MPS | Mps Group Inc | L | 2,197 | 03/28/03 | $5.31 | 04/01/03 | $5.29 | C | -43.94 |
| SWY | Safeway | S | 508 | 04/02/03 | $19.77 | 03/28/03 | $19.68 | C | -45.72 |
| TOM | Tommy Hilfiger | S | 992 | 03/31/03 | $7.23 | 03/28/03 | $7.15 | C | -79.36 |
| DZTK | Daisytek Intl | S | 9,830 | 04/02/03 | $1.97 | 03/28/03 | $2.02 | C | 491.50 |
| BLS | Bellsouth | S | 518 | 03/28/03 | $22.36 | 03/27/03 | $22.42 | C | 31.08 |
| VZ | Verizon Comms | S | 274 | 03/28/03 | $36.15 | 03/27/03 | $36.30 | C | 41.10 |
| HU | Hudson Unitd Bnc | L | 229 | 03/27/03 | $30.55 | 03/28/03 | $30.94 | C | 89.31 |
| HYF | Mng Hi Yld Plus | L | 3,123 | 03/27/03 | $4.87 | 04/08/03 | $5.03 | C | 499.68 |
| ITRI | Itron | L | 1,213 | 03/27/03 | $16.40 | 03/28/03 | $16.36 | C | -48.52 |
| AFFX | Affymetrix | S | 198 | 04/01/03 | $26.72 | 03/26/03 | $27.80 | C | 213.84 |
| JNPR | Juniper Netwrks | S | 899 | 04/02/03 | $8.52 | 03/26/03 | $8.70 | C | 161.82 |
| HIB | Hibernia | L | 669 | 03/26/03 | $17.36 | 04/01/03 | $17.10 | C | -173.94 |
| AMW | Merrill Lynch | S | 224 | 03/27/03 | $30.31 | 03/26/03 | $30.73 | C | 94.08 |
| ICPT | Intercept | L | 1,252 | 03/25/03 | $4.48 | 03/26/03 | $4.40 | C | -100.16 |
| SOI | Solutia | S | 3,221 | 03/26/03 | $1.99 | 03/25/03 | $2.21 | C | 708.62 |
| JCP | Jc Penney | S | 563 | 03/27/03 | $20.26 | 03/25/03 | $20.45 | C | 106.97 |
| PR | Price Comms | S | 959 | 03/26/03 | $12.08 | 03/25/03 | $12.10 | C | 19.18 |
| PWER | Power One | L | 1,440 | 03/25/03 | $5.02 | 03/26/03 | $4.80 | C | -316.80 |
| BNI | Burlington North | S | 589 | 03/27/03 | $25.62 | 03/25/03 | $25.71 | C | 53.01 |
| LUME | Lumenis | L | 15,080 | 03/25/03 | $1.38 | 03/27/03 | $1.32 | C | -904.80 |
| PTMK | Pathmark Stores | L | 1,173 | 03/24/03 | $6.85 | 03/28/03 | $6.95 | C | 117.30 |
| CURE | Curative Hlth | S | 419 | 03/25/03 | $17.07 | 03/24/03 | $17.02 | C | -20.95 |
| DLTR | Dollar Tree | L | 562 | 03/24/03 | $20.02 | 03/25/03 | $20.50 | C | 269.76 |
| ASCA | Ameristar Casino | S | 1,184 | 03/25/03 | $10.34 | 03/24/03 | $10.07 | C | -319.68 |
| PGN | Progress Energy | S | 254 | 03/27/03 | $39.60 | 03/24/03 | $39.40 | C | -50.80 |
| TZIX | The Trizetto Gp | S | 1,858 | 03/25/03 | $4.35 | 03/24/03 | $4.12 | C | -427.34 |
| KB | Kookmin Bank Adr | S | 547 | 03/25/03 | $27.93 | 03/24/03 | $27.80 | C | -71.11 |
| PAS | Pepsiamericas | L | 1,690 | 03/24/03 | $12.12 | 03/25/03 | $12.31 | C | 321.10 |
| CHL | China Mobile Adr | S | 679 | 03/24/03 | $10.73 | 03/21/03 | $11.28 | C | 373.45 |
| EMIS | Emisphere | S | 2,064 | 03/25/03 | $2.78 | 03/21/03 | $2.75 | C | -63.98 |
| ATYT | Ati Technologies | L | 2,220 | 03/21/03 | $5.38 | 03/24/03 | $5.37 | C | -22.20 |
| OIIM | O2micro Intl | S | 589 | 03/21/03 | $10.85 | 03/20/03 | $10.24 | C | -359.29 |
| ED | Con Ed | S | 316 | 03/21/03 | $39.50 | 03/20/03 | $38.62 | C | -278.08 |
| OKE | Oneok | S | 534 | 03/24/03 | $17.93 | 03/20/03 | $18.33 | C | 213.60 |
| CVTX | Cv Therapeutics | S | 338 | 03/20/03 | $17.86 | 03/19/03 | $17.84 | C | -6.76 |
| PLNR | Planer Systems | L | 827 | 03/19/03 | $14.04 | 03/24/03 | $13.60 | C | -364.71 |
| IGEN | Igen Intl | S | 370 | 03/20/03 | $33.79 | 03/19/03 | $33.38 | C | -151.70 |
| CFB | Comm Federal | S | 677 | 03/24/03 | $22.01 | 03/19/03 | $22.24 | C | 155.71 |
| MLHR | Herman Miller | S | 916 | 03/19/03 | $16.16 | 03/18/03 | $16.30 | C | 128.24 |
| HC | Hanover Comp | L | 1,138 | 03/17/03 | $6.60 | 03/21/03 | $6.73 | C | 147.94 |
| TMR | Meridian Rsc | S | 7,719 | 03/20/03 | $1.35 | 03/17/03 | $1.31 | C | -308.76 |
| PGL | Peoples Energy | S | 332 | 03/19/03 | $35.80 | 03/14/03 | $35.39 | C | -136.12 |
| EMBT | Embarcadero Tech | L | 2,230 | 03/14/03 | $5.27 | 03/19/03 | $5.55 | C | 624.40 |
| PQUE | Petroquest Enrgy | L | 8,842 | 03/14/03 | $1.74 | 03/18/03 | $1.69 | C | -442.10 |
| GLG | Glamis Gold | S | 823 | 03/17/03 | $9.87 | 03/13/03 | $9.50 | C | -304.51 |
| ATR | Aptargroup | S | 217 | 03/19/03 | $31.94 | 03/13/03 | $29.88 | C | -447.02 |
| HKF | Hancock Fabrics | L | 493 | 03/13/03 | $14.03 | 03/24/03 | $14.48 | C | 221.85 |
| RBNC | Republic Bancorp | S | 981 | 03/14/03 | $11.88 | 03/13/03 | $11.93 | C | 49.05 |
| VAS | Viasys Healthcr | L | 582 | 03/13/03 | $12.30 | 03/24/03 | $13.15 | C | 494.70 |
| KSU | Kansas City Sthn | S | 2,004 | 03/24/03 | $11.98 | 03/13/03 | $11.10 | C | -1,763.52 |
| ATR | Aptargroup | L | 231 | 03/12/03 | $29.70 | 03/13/03 | $29.88 | C | 41.58 |
| LEXG | Lexicon Genetic | L | 4,980 | 03/12/03 | $3.47 | 03/28/03 | $4.13 | C | 3,286.80 |
| SFP | Salton | S | 1,407 | 03/13/03 | $9.42 | 03/12/03 | $8.87 | C | -773.85 |
| CHL | China Mobile Adr | S | 1,479 | 03/14/03 | $10.40 | 03/12/03 | $10.40 | C | 0.00 |
| SFY | Swift Energy | L | 1,920 | 03/11/03 | $9.14 | 03/12/03 | $9.00 | C | -268.80 |
| PPS | Post Prop | L | 512 | 03/11/03 | $22.88 | 03/14/03 | $22.95 | C | 35.84 |
| TPC | Triton Pcs Hldgs | S | 4,909 | 03/17/03 | $2.20 | 03/11/03 | $2.13 | C | -343.63 |
| SKYW | Skywest | S | 768 | 03/13/03 | $9.30 | 03/10/03 | $8.87 | C | -330.24 |
| AFG | America Finl Gp | L | 953 | 03/10/03 | $18.25 | 03/11/03 | $18.40 | C | 142.95 |
| BCC | Boise Cascade | L | 1,003 | 03/10/03 | $21.56 | 03/13/03 | $22.18 | C | 621.86 |
| CRN | Cornell Cos | S | 854 | 03/10/03 | $8.00 | 03/07/03 | $7.99 | C | -8.54 |
| TBH | Telebras Adr | L | 1,008 | 03/07/03 | $18.12 | 03/10/03 | $17.26 | C | -866.88 |
| SYNA | Synaptics | S | 1,956 | 03/11/03 | $6.03 | 03/07/03 | $6.01 | C | -39.12 |
| BGC | General Cable | S | 2,759 | 03/11/03 | $3.83 | 03/07/03 | $3.81 | C | -55.18 |
| SWS | Sws Group | L | 1,786 | 03/07/03 | $12.53 | 03/10/03 | $12.11 | C | -750.12 |
| TUES | Tuesday Morning | S | 416 | 03/12/03 | $16.81 | 03/05/03 | $16.67 | C | -58.24 |
| KSWS | K Swiss | L | 765 | 03/05/03 | $23.08 | 03/07/03 | $23.87 | C | 604.35 |
| IO | Input Output | L | 2,903 | 03/05/03 | $3.70 | 03/07/03 | $4.05 | C | 1,016.05 |
| CHIC | Charlotte Russe | S | 850 | 03/13/03 | $8.50 | 03/05/03 | $8.46 | C | -34.00 |
| CHPC | Chippac A | S | 3,042 | 03/13/03 | $2.67 | 03/04/03 | $2.62 | C | -152.10 |
| UST | Ust | S | 635 | 03/05/03 | $29.20 | 03/04/03 | $28.51 | C | -438.15 |
| IFX | Infineon Technol Adr | S | 1,149 | 03/05/03 | $6.46 | 03/04/03 | $6.36 | C | -114.90 |
| MIL | Millipore | S | 211 | 03/07/03 | $33.02 | 03/03/03 | $32.66 | C | -75.96 |
| BPFH | Boston Pri Finl | L | 421 | 03/03/03 | $16.50 | 03/05/03 | $16.47 | C | -12.63 |
| TQNT | Triquint Semi | L | 3,435 | 03/03/03 | $3.05 | 03/07/03 | $3.06 | C | 34.35 |
| SCUR | Secure Computing | S | 3,121 | 03/12/03 | $3.91 | 03/03/03 | $4.42 | C | 1,591.71 |
| ARMHY | Arm Hldgs Adr | S | 7,101 | 03/04/03 | $2.51 | 02/28/03 | $2.53 | C | 142.02 |
| SIAL | Sigma Aldrich | S | 310 | 03/03/03 | $43.16 | 02/28/03 | $43.82 | C | 204.60 |
| MEL | Mellon Financial | L | 364 | 02/27/03 | $22.26 | 03/04/03 | $21.87 | C | -141.96 |
| RYAN | Ryans Family | S | 673 | 03/03/03 | $10.19 | 02/27/03 | $10.25 | C | 40.38 |
| CNX | Consol Energy | S | 1,129 | 02/28/03 | $17.80 | 02/27/03 | $16.85 | C | -1,072.55 |
| AYI | Acuity Brands | S | 593 | 03/04/03 | $12.99 | 02/27/03 | $12.65 | C | -201.62 |
| NOR | Northwestern | L | 5,147 | 02/27/03 | $2.85 | 02/28/03 | $2.64 | C | -1,080.87 |
| MKSI | Mks Instruments | S | 859 | 03/12/03 | $11.70 | 02/26/03 | $13.11 | C | 1,211.19 |
| WWW | Wolverine Ww | S | 442 | 03/03/03 | $16.63 | 02/25/03 | $16.12 | C | -225.42 |
| ASGN | On Assignment | L | 2,811 | 02/25/03 | $4.05 | 02/26/03 | $4.01 | C | -112.44 |
| TUES | Tuesday Morning | L | 644 | 02/25/03 | $16.29 | 03/05/03 | $16.67 | C | 245.36 |
| JNY | Jones Apparel | L | 255 | 02/24/03 | $27.45 | 02/25/03 | $27.92 | C | 119.85 |
| HMC | Honda Motor Adr | L | 1,057 | 02/24/03 | $18.45 | 02/27/03 | $18.01 | C | -465.08 |
| JNY | Jones Apparel | S | 237 | 02/24/03 | $27.45 | 02/21/03 | $28.48 | C | 244.11 |
| MGAM | Multimedia Game | S | 410 | 02/27/03 | $17.40 | 02/21/03 | $17.12 | C | -114.80 |
| TLM | Talisman Energy | L | 264 | 02/21/03 | $38.51 | 03/03/03 | $39.59 | C | 285.12 |
| MUR | Murphy Oil | S | 232 | 02/21/03 | $41.82 | 02/20/03 | $42.82 | C | 232.00 |
| CHB | Champion Entr | L | 3,574 | 02/19/03 | $2.45 | 02/27/03 | $2.27 | C | -643.32 |
| PLCE | Children's Place | S | 620 | 02/21/03 | $10.13 | 02/19/03 | $10.52 | C | 241.80 |
| TNOX | Tanox | L | 1,137 | 02/19/03 | $8.40 | 02/20/03 | $8.76 | C | 408.18 |
| EK | Eastman Kodak | S | 240 | 02/27/03 | $29.52 | 02/19/03 | $30.35 | C | 199.20 |
| POM | Potomac Electric | S | 383 | 02/20/03 | $17.95 | 02/18/03 | $18.12 | C | 65.11 |
| AVT | Avnet | L | 1,948 | 02/18/03 | $10.22 | 02/24/03 | $10.01 | C | -409.08 |
| ENI | Enersis Adr | S | 3,752 | 02/27/03 | $3.95 | 02/18/03 | $3.93 | C | -75.04 |
| VRTX | Vertex Pharm | S | 1,543 | 03/07/03 | $10.40 | 02/18/03 | $12.45 | C | 3,163.15 |
| PDG | Placer Dome | L | 809 | 02/14/03 | $10.57 | 02/19/03 | $10.82 | C | 202.25 |
| STOR | Storagenetworks | L | 7,248 | 02/14/03 | $0.86 | 02/19/03 | $0.90 | C | 289.92 |
| RI | Ruby Tuesday | L | 639 | 02/14/03 | $16.95 | 02/25/03 | $16.40 | C | -351.45 |
| TMX | Telefonos De Mex Adr | L | 324 | 02/14/03 | $29.25 | 02/19/03 | $29.44 | C | 61.56 |
| EXPD | Expeditors | L | 333 | 02/13/03 | $32.24 | 02/14/03 | $32.50 | C | 86.58 |
| MIR | Mirant Corp | L | 4,021 | 02/13/03 | $1.62 | 02/14/03 | $1.55 | C | -281.47 |
| IGEN | Igen Intl | S | 186 | 02/18/03 | $38.20 | 02/13/03 | $37.77 | C | -79.98 |
| ATML | Atmel | S | 13,639 | 02/18/03 | $1.82 | 02/13/03 | $1.64 | C | -2,455.02 |
| DDIC | Ddi | S | 72,219 | 02/13/03 | $0.15 | 02/13/03 | $0.15 | C | 0.00 |
| VSH | Vishay Intertech | L | 701 | 02/13/03 | $9.50 | 02/19/03 | $10.43 | C | 651.93 |
| OII | Oceaneering Intl | S | 828 | 02/18/03 | $23.09 | 02/13/03 | $23.15 | C | 49.68 |
| DL | Dial | L | 1,032 | 02/12/03 | $18.49 | 02/13/03 | $18.56 | C | 72.24 |
| PCU | S Peru Copper | L | 423 | 02/11/03 | $15.70 | 02/13/03 | $15.73 | C | 12.69 |
| VNT | Cantv Adr | S | 2,212 | 02/12/03 | $9.37 | 02/11/03 | $9.00 | C | -818.44 |
| GRT | Glimcher Realty Trust Fd | S | 412 | 02/13/03 | $17.90 | 02/10/03 | $17.48 | C | -173.04 |
| PRU | Prudential Finl | L | 753 | 02/10/03 | $29.90 | 02/13/03 | $29.69 | C | -158.13 |
| OPWV | Openwave Systems | S | 9,694 | 02/13/03 | $1.23 | 02/10/03 | $1.17 | C | -581.64 |
| UBS | Ubs | S | 157 | 02/13/03 | $43.49 | 02/07/03 | $42.40 | C | -171.13 |
| OMM | Omi | S | 2,685 | 02/25/03 | $4.52 | 02/07/03 | $4.38 | C | -375.90 |
| TWK | Trenwick Group | S | 47,417 | 02/11/03 | $0.36 | 02/07/03 | $0.39 | C | 1,422.51 |
| DLTR | Dollar Tree | L | 397 | 02/06/03 | $21.71 | 02/14/03 | $21.51 | C | -79.40 |
| KCP | Kenneth Cole A | L | 286 | 02/06/03 | $24.20 | 02/07/03 | $23.31 | C | -254.54 |
| JOYG | Joy Global | L | 667 | 02/06/03 | $10.75 | 02/10/03 | $10.81 | C | 40.02 |
| AXM | Apex Mtg Capital | S | 2,066 | 02/10/03 | $5.97 | 02/06/03 | $5.73 | C | -495.84 |
| IT | Gartner Group | L | 874 | 02/06/03 | $8.04 | 02/11/03 | $7.60 | C | -384.56 |
| CHP | C&d Technologies | S | 1,352 | 02/10/03 | $16.84 | 02/05/03 | $16.75 | C | -121.68 |
| EPN | El Paso Energy | S | 282 | 02/14/03 | $29.13 | 02/05/03 | $31.36 | C | 628.86 |
| DBD | Diebold | S | 239 | 02/06/03 | $35.90 | 02/04/03 | $35.96 | C | 14.34 |
| SRP | Sierra Pacific | L | 1,515 | 02/04/03 | $5.03 | 02/06/03 | $4.73 | C | -454.50 |
| PFGC | Performance Food | L | 374 | 02/04/03 | $32.04 | 02/07/03 | $31.37 | C | -250.58 |
| HRC | Healthsouth | S | 3,511 | 02/18/03 | $3.44 | 02/04/03 | $3.82 | C | 1,334.18 |
| BVF | Biovail | S | 704 | 02/07/03 | $31.15 | 02/04/03 | $28.70 | C | -1,724.80 |
| VARI | Varian | S | 258 | 02/04/03 | $29.00 | 02/03/03 | $29.24 | C | 61.92 |
| RYAN | Ryans Family | S | 1,123 | 02/04/03 | $10.52 | 02/03/03 | $10.61 | C | 98.60 |
| SBYN | Seebeyond Tech | S | 2,743 | 02/06/03 | $2.13 | 01/31/03 | $2.33 | C | 548.60 |
| AKAM | Akamai Tech | S | 6,329 | 02/05/03 | $1.26 | 01/31/03 | $1.33 | C | 443.03 |
| WB | Wachovia Corp | L | 177 | 01/30/03 | $35.15 | 01/31/03 | $35.97 | C | 145.14 |
| MAT | Mattel | L | 420 | 01/30/03 | $19.40 | 01/31/03 | $20.00 | C | 252.00 |
| ADCT | Adc Telecom | L | 3,271 | 01/30/03 | $2.37 | 02/06/03 | $2.15 | C | -719.62 |
| AMX | America Movil Adr | L | 610 | 01/29/03 | $14.10 | 02/04/03 | $14.12 | C | 12.20 |
| AVY | Avery Dennison | S | 101 | 01/30/03 | $57.67 | 01/29/03 | $59.58 | C | 192.91 |
| AVY | Avery Dennison | S | 126 | 01/30/03 | $57.67 | 01/29/03 | $59.58 | C | 240.66 |
| ELN | Elan Adr | L | 4,533 | 01/29/03 | $3.97 | 02/04/03 | $4.46 | C | 2,221.17 |
| RSTO | Restoration Hdwr | S | 3,843 | 02/06/03 | $2.42 | 01/28/03 | $2.75 | C | 1,268.19 |
| PLCM | Polycom | L | 724 | 01/28/03 | $11.57 | 01/30/03 | $11.27 | C | -217.20 |
| NFX | Newfield Explor | S | 240 | 01/29/03 | $32.60 | 01/28/03 | $31.90 | C | -168.00 |
| OCA | Orthodontic Cntr | S | 504 | 01/29/03 | $11.93 | 01/27/03 | $11.97 | C | 20.16 |
| TREE | Lendingtree | L | 952 | 01/27/03 | $14.03 | 02/03/03 | $12.50 | C | -1,456.56 |
| JNPR | Juniper Netwrks | S | 901 | 01/28/03 | $9.18 | 01/27/03 | $8.85 | C | -297.33 |
| ENMD | Entremed | S | 8,438 | 01/29/03 | $1.04 | 01/24/03 | $1.03 | C | -84.38 |
| SPN | Superi Ener Svcs | L | 862 | 01/24/03 | $6.90 | 01/27/03 | $7.00 | C | 86.20 |
| BBI | Blockbuster | S | 986 | 02/04/03 | $13.15 | 01/24/03 | $13.37 | C | 216.92 |
| HOFF | Horizon Offshore | L | 1,957 | 01/23/03 | $4.52 | 01/24/03 | $4.44 | C | -154.60 |
| ALB | Albemarle | S | 207 | 01/24/03 | $27.82 | 01/23/03 | $28.23 | C | 84.87 |
| SSTI | Silicon Storage | S | 6,138 | 02/05/03 | $2.85 | 01/23/03 | $3.27 | C | 2,577.96 |
| FCGI | First Consulting | S | 2,142 | 01/24/03 | $5.74 | 01/23/03 | $5.95 | C | 449.82 |
| SLR | Solectron | S | 2,622 | 01/28/03 | $3.95 | 01/22/03 | $3.99 | C | 104.88 |
| SXT | Sensient Tech | S | 369 | 01/28/03 | $22.64 | 01/22/03 | $22.68 | C | 14.76 |
| WERN | Werner Enter | L | 423 | 01/21/03 | $19.55 | 01/22/03 | $19.74 | C | 80.37 |
| VNO | Vornado Realty | S | 225 | 01/27/03 | $34.45 | 01/21/03 | $34.90 | C | 101.25 |
| ALK | Alaska Airlines | L | 278 | 01/17/03 | $22.97 | 01/23/03 | $21.07 | C | -528.20 |
| ADS | Alliance Data | S | 1,101 | 01/23/03 | $18.79 | 01/17/03 | $18.51 | C | -308.28 |
| CRE | Carramerica Rlty | S | 549 | 01/27/03 | $23.82 | 01/17/03 | $24.08 | C | 142.74 |
| LNC | Lincoln Natl | S | 252 | 01/23/03 | $34.24 | 01/16/03 | $34.62 | C | 95.76 |
| DYN | Dynegy | L | 3,557 | 01/16/03 | $2.62 | 01/21/03 | $2.33 | C | -1,031.53 |
| RDWR | Radware | S | 864 | 01/21/03 | $8.89 | 01/16/03 | $9.00 | C | 95.90 |
| POL | Polyone | L | 3,463 | 01/16/03 | $3.80 | 01/23/03 | $3.68 | C | -415.56 |
| RSTN | Riverstone Ntwks | S | 5,900 | 01/29/03 | $2.19 | 01/16/03 | $2.62 | C | 2,537.00 |
| ZMH | Zimmer Hldgs Wi | S | 170 | 01/17/03 | $39.60 | 01/14/03 | $38.55 | C | -178.50 |
| FRNT | Frontier Air | S | 1,061 | 02/03/03 | $4.85 | 01/14/03 | $5.99 | C | 1,208.48 |
| KMT | Kennametal | S | 367 | 01/17/03 | $34.30 | 01/14/03 | $35.15 | C | 311.95 |
| PFG | Principal Finl | S | 245 | 01/16/03 | $29.87 | 01/14/03 | $30.80 | C | 227.85 |
| DT | Deutsche Telekom Adr | S | 611 | 01/16/03 | $14.68 | 01/13/03 | $14.50 | C | -109.98 |
| JILL | J Jill Group | L | 471 | 01/13/03 | $13.99 | 01/14/03 | $13.49 | C | -235.50 |
| V | Vivendi Univers Adr | S | 715 | 01/14/03 | $18.57 | 01/13/03 | $18.31 | C | -185.90 |
| NSIT | Insight Entr | S | 890 | 01/14/03 | $8.24 | 01/13/03 | $8.36 | C | 106.80 |
| FMER | Firstmerit | S | 557 | 01/16/03 | $22.20 | 01/13/03 | $22.91 | C | 395.47 |
| HAND | Handspring | L | 14,054 | 01/13/03 | $1.16 | 01/16/03 | $1.10 | C | -843.24 |
| SLGN | Silgan Hldg | S | 831 | 01/17/03 | $22.56 | 01/10/03 | $23.53 | C | 806.07 |
| LAB | Labranche | L | 365 | 01/10/03 | $26.24 | 01/16/03 | $25.50 | C | -270.10 |
| OSIP | Osi Pharmaceut | L | 390 | 01/09/03 | $16.64 | 01/14/03 | $16.82 | C | 70.20 |
| SGR | Shaw Group | L | 433 | 01/09/03 | $17.78 | 01/13/03 | $15.21 | C | -1,112.81 |
| BTGC | Bio Tech General | S | 4,120 | 01/13/03 | $3.16 | 01/09/03 | $3.17 | C | 41.20 |
| EOC | Empresa Chile Adr | S | 1,619 | 01/13/03 | $7.92 | 01/09/03 | $7.90 | C | -32.38 |
| BVSN | Broadvision | L | 3,747 | 01/09/03 | $4.35 | 01/13/03 | $4.35 | C | 0.00 |
| NAV | Navistar | S | 305 | 01/09/03 | $26.08 | 01/08/03 | $25.66 | C | -128.10 |
| CNX | Consol Energy | S | 804 | 01/09/03 | $16.75 | 01/08/03 | $16.49 | C | -209.04 |
| WIND | Wind River Sys | S | 3,306 | 01/09/03 | $4.15 | 01/08/03 | $4.01 | C | -462.84 |
| GM | General Motors | L | 412 | 01/08/03 | $38.21 | 01/09/03 | $39.50 | C | 531.48 |
| MIR | Mirant Corp | L | 4,386 | 01/07/03 | $2.11 | 01/13/03 | $2.02 | C | -394.74 |
| LAD | Lithia Motors | L | 511 | 01/07/03 | $15.85 | 01/08/03 | $15.30 | C | -281.05 |
| MSTR | Microstrategy | L | 1,150 | 01/07/03 | $17.65 | 01/10/03 | $17.01 | C | -736.00 |
| SPG | Simon Prop Grp | S | 286 | 01/22/03 | $32.65 | 01/07/03 | $34.60 | C | 557.70 |
| SHLM | A Schulman | L | 560 | 01/07/03 | $18.84 | 01/10/03 | $17.12 | C | -963.20 |
| GFF | Griffon | L | 1,141 | 01/07/03 | $13.70 | 01/08/03 | $13.82 | C | 136.92 |
| ADVP | Advancepcs | L | 381 | 01/06/03 | $25.00 | 01/07/03 | $24.24 | C | -289.56 |
| WGL | Wgl Holdings | S | 311 | 01/07/03 | $24.26 | 01/06/03 | $25.15 | C | 276.79 |
| LTXX | Ltx | L | 1,486 | 01/06/03 | $7.39 | 01/07/03 | $7.10 | C | -430.94 |
| CNX | Consol Energy | L | 440 | 01/03/03 | $17.81 | 01/06/03 | $17.79 | C | -8.80 |
| KLIC | Kulicke & Soffa | L | 1,548 | 01/03/03 | $6.25 | 01/07/03 | $6.40 | C | 232.20 |
| UCO | Univsl Compressn | L | 1,112 | 01/02/03 | $19.47 | 01/07/03 | $18.25 | C | -1,356.64 |
| HSY | Hershey Foods | L | 233 | 01/02/03 | $67.65 | 01/07/03 | $67.00 | C | -151.45 |
| EME | Emcor Group | L | 177 | 12/31/02 | $53.01 | 01/06/03 | $53.74 | C | 129.21 |
| ELN | Elan Adr | L | 2,256 | 12/31/02 | $2.46 | 01/09/03 | $2.88 | C | 947.52 |
| LAD | Lithia Motors | L | 524 | 12/31/02 | $15.69 | 01/03/03 | $14.95 | C | -387.76 |
| TE | Teco Energy | L | 804 | 12/31/02 | $15.47 | 01/08/03 | $16.49 | C | 820.08 |
| SHFL | Shuffle Master | L | 501 | 12/31/02 | $19.11 | 01/03/03 | $19.30 | C | 95.19 |
| EXPE | Expedia | L | 171 | 12/31/02 | $66.93 | 01/06/03 | $63.97 | C | -506.19 |
| CTXS | Citrix Systems | L | 988 | 12/31/02 | $12.32 | 01/08/03 | $13.42 | C | 1,086.80 |
| MCHP | Microchip Tech | L | 624 | 12/31/02 | $24.45 | 01/02/03 | $25.26 | C | 505.44 |
| FMX | Fomento Econ Mex Adr | S | 263 | 12/31/02 | $36.42 | 12/30/02 | $36.10 | C | -84.16 |
| EAGL | Egl | L | 1,072 | 12/30/02 | $14.17 | 12/31/02 | $14.25 | C | 85.76 |
| PGO | Petro Geo Svcs Adr | S | 21,662 | 12/31/02 | $0.40 | 12/27/02 | $0.39 | C | -216.62 |
| SMT | Summit Property | L | 699 | 12/27/02 | $17.75 | 12/31/02 | $17.80 | C | 34.95 |
| SGY | Stone Energy | S | 363 | 12/31/02 | $33.36 | 12/27/02 | $33.42 | C | 21.78 |
| GCO | Genesco | S | 852 | 12/30/02 | $18.58 | 12/27/02 | $18.20 | C | -323.76 |
| CCK | Crown Cork Seal | S | 610 | 12/31/02 | $7.95 | 12/26/02 | $8.52 | C | 347.70 |
| IGV | Ishares Trust | S | 571 | 12/27/02 | $25.84 | 12/26/02 | $26.50 | C | 376.86 |
| CBL | Cbl & Associates | S | 132 | 12/26/02 | $39.85 | 12/24/02 | $39.50 | C | -46.20 |
| CDIS | Cal Dive Intl | L | 220 | 12/23/02 | $24.24 | 12/24/02 | $23.81 | C | -94.60 |
| RBK | Reebok Intl | L | 237 | 12/23/02 | $28.83 | 01/13/03 | $31.35 | C | 597.24 |
| BEC | Beckman Coulter | S | 400 | 12/27/02 | $30.14 | 12/23/02 | $30.23 | C | 36.00 |
| RLRN | Renaissanc Learn | S | 349 | 12/23/02 | $19.65 | 12/20/02 | $19.62 | C | -10.47 |
| NAUT | Nautica Entr | L | 1,085 | 12/20/02 | $11.09 | 12/23/02 | $11.16 | C | 75.95 |
| CCK | Crown Cork Seal | S | 1,298 | 12/31/02 | $7.95 | 12/19/02 | $8.40 | C | 584.10 |
| KMR | Kinder Morg Mgmt | L | 302 | 12/18/02 | $29.50 | 12/30/02 | $31.40 | C | 573.80 |
| UNA | Unova | L | 1,117 | 12/18/02 | $5.90 | 12/20/02 | $6.14 | C | 268.08 |
| ARI | Arden Realty | S | 547 | 12/20/02 | $21.99 | 12/18/02 | $22.00 | C | 5.47 |
| SPC | St Paul | S | 440 | 12/26/02 | $34.23 | 12/18/02 | $34.30 | C | 30.80 |
| LNC | Lincoln Natl | S | 160 | 12/23/02 | $31.97 | 12/17/02 | $32.61 | C | 102.40 |
| ALGX | Allegiance Tele | S | 10,653 | 12/27/02 | $0.69 | 12/17/02 | $0.74 | C | 553.96 |
| RCL | Royal Carib | S | 1,065 | 01/02/03 | $17.79 | 12/17/02 | $19.06 | C | 1,352.55 |
| GLW | Corning | S | 2,308 | 12/31/02 | $3.31 | 12/17/02 | $3.73 | C | 969.36 |
| SABA | Saba Software | S | 10,650 | 12/18/02 | $1.15 | 12/17/02 | $1.14 | C | -106.50 |
| DRD | Duane Reade | L | 314 | 12/16/02 | $16.97 | 12/17/02 | $16.65 | C | -100.48 |
| USAI | Usa Networks | S | 314 | 12/17/02 | $24.79 | 12/16/02 | $24.95 | C | 50.24 |
| BRCD | Brocade Comms | S | 4,258 | 12/17/02 | $4.91 | 12/16/02 | $4.84 | C | -298.06 |
| FO | Fortune Brands | S | 136 | 12/18/02 | $48.22 | 12/16/02 | $48.20 | C | -2.72 |
| VNO | Vornado Realty | L | 329 | 12/16/02 | $37.47 | 12/17/02 | $36.88 | C | -194.11 |
| BRCM | Broadcom A | L | 561 | 12/13/02 | $16.23 | 12/18/02 | $15.90 | C | -185.13 |
| HRL | Hormel Foods | L | 344 | 12/13/02 | $22.41 | 12/16/02 | $22.75 | C | 116.96 |
| EXLT | Exult | S | 6,780 | 12/16/02 | $3.10 | 12/13/02 | $3.07 | C | -203.40 |
| PKS | Six Flags | S | 1,512 | 12/19/02 | $5.73 | 12/12/02 | $6.47 | C | 1,118.88 |
| FFIV | F5 Networks | S | 566 | 12/16/02 | $11.75 | 12/12/02 | $11.69 | C | -33.96 |
| TZA | Tv Azteca Adr | S | 2,467 | 12/16/02 | $4.92 | 12/12/02 | $4.96 | C | 98.68 |
| NCEN | New Centry Finl | L | 626 | 12/12/02 | $22.09 | 12/18/02 | $24.13 | C | 1,277.04 |
| LAB | Labranche | L | 330 | 12/11/02 | $27.51 | 12/13/02 | $27.60 | C | 29.70 |
| PMTC | Parametric Tech | S | 3,141 | 12/13/02 | $2.42 | 12/11/02 | $2.44 | C | 62.82 |
| JPM | J P Morgan Chase | S | 407 | 12/12/02 | $24.15 | 12/11/02 | $24.09 | C | -24.42 |
| CY | Cypress Semi | S | 824 | 12/16/02 | $6.38 | 12/10/02 | $6.43 | C | 41.20 |
| GGP | General Growth | L | 153 | 12/10/02 | $50.52 | 12/11/02 | $50.07 | C | -68.85 |
| CECO | Career Education | S | 513 | 12/13/02 | $38.84 | 12/10/02 | $39.69 | C | 436.05 |
| TEX | Terex | L | 547 | 12/10/02 | $12.30 | 12/12/02 | $12.10 | C | -109.40 |
| PCL | Plum Creek Timb Un | S | 544 | 12/12/02 | $23.01 | 12/10/02 | $22.75 | C | -141.44 |
| EXTR | Extreme Netwrks | S | 2,254 | 12/10/02 | $3.91 | 12/09/02 | $3.67 | C | -540.96 |
| SIRI | Sirius Satellte | S | 14,779 | 12/27/02 | $0.60 | 12/09/02 | $0.72 | C | 1,773.48 |
| GRT | Glimcher Realty Trust Fd | L | 473 | 12/09/02 | $17.76 | 12/17/02 | $18.20 | C | 208.12 |
| PBR | Petroleo Brasil Adr | S | 776 | 12/11/02 | $13.05 | 12/09/02 | $12.84 | C | -162.96 |
| SLR | Solectron | S | 3,808 | 12/10/02 | $3.77 | 12/09/02 | $3.51 | C | -990.08 |
| AV | Avaya | L | 4,611 | 12/09/02 | $3.00 | 12/12/02 | $3.00 | C | 0.00 |
| AOT | Apogent Tech | S | 524 | 12/09/02 | $19.90 | 12/06/02 | $20.10 | C | 104.80 |
| BCC | Boise Cascade | S | 329 | 12/09/02 | $23.95 | 12/06/02 | $24.71 | C | 250.04 |
| UTX | United Tech | S | 157 | 12/09/02 | $60.60 | 12/06/02 | $62.01 | C | 221.37 |
| LPX | Louisiana Pac | S | 1,284 | 12/06/02 | $8.00 | 12/05/02 | $8.10 | C | 128.40 |
| HSY | Hershey Foods | S | 130 | 12/06/02 | $63.90 | 12/05/02 | $63.17 | C | -94.90 |
| CMLS | Cumulus Media | L | 875 | 12/05/02 | $15.93 | 12/09/02 | $15.27 | C | -577.50 |
| POS | Catalina Mktg | L | 490 | 12/04/02 | $20.45 | 12/11/02 | $18.53 | C | -940.80 |
| EOP | Equity Office | L | 205 | 12/04/02 | $25.91 | 12/10/02 | $25.76 | C | -30.75 |
| CARS | Captl Automotive | L | 338 | 12/04/02 | $24.30 | 12/09/02 | $24.41 | C | 37.18 |
| BOBE | Bob Evans | S | 328 | 12/05/02 | $24.54 | 12/04/02 | $24.81 | C | 88.56 |
| AIG | Amer Intl Group | S | 104 | 12/10/02 | $60.75 | 12/04/02 | $62.61 | C | 193.44 |
| FTE | France Telecom Adr | S | 1,006 | 12/05/02 | $19.03 | 12/04/02 | $16.44 | C | -2,605.54 |
| PCS | Sprint Pcs Group | L | 947 | 12/03/02 | $5.85 | 12/04/02 | $5.63 | C | -208.34 |
| OMM | Omi | S | 2,466 | 12/04/02 | $3.56 | 12/03/02 | $3.45 | C | -271.26 |
| SPC | St Paul | S | 556 | 12/10/02 | $35.25 | 12/03/02 | $35.93 | C | 378.08 |
| PFG | Principal Finl | S | 358 | 12/05/02 | $29.01 | 12/03/02 | $29.02 | C | 3.58 |
| SUP | Superior Inds | S | 245 | 12/06/02 | $40.85 | 12/03/02 | $40.25 | C | -147.00 |
| KOSP | Kos Pharmaceut | L | 315 | 12/03/02 | $21.10 | 12/04/02 | $20.74 | C | -113.40 |
| AEM | Agnico Eagle | S | 1,290 | 12/09/02 | $12.70 | 12/03/02 | $11.71 | C | -1,277.10 |
| ESA | Extended Stay | S | 470 | 12/03/02 | $14.00 | 12/02/02 | $14.07 | C | 32.90 |
| KLIC | Kulicke & Soffa | L | 2,757 | 12/02/02 | $6.06 | 12/03/02 | $5.48 | C | -1,599.06 |
| GPI | Group 1 Auto | L | 461 | 11/29/02 | $23.75 | 12/03/02 | $22.52 | C | -567.03 |
| SAP | Sap Adr | L | 253 | 11/27/02 | $22.65 | 12/03/02 | $21.85 | C | -202.40 |
| OMM | Omi | L | 3,108 | 11/27/02 | $3.60 | 11/29/02 | $3.53 | C | -217.56 |
| ADRX | Andrx | S | 1,173 | 12/04/02 | $15.21 | 11/27/02 | $14.66 | C | -645.15 |
| SPF | Standard Pacific | S | 243 | 11/27/02 | $26.02 | 11/26/02 | $24.81 | C | -294.03 |
| IMNY | I Many | L | 2,547 | 11/26/02 | $2.56 | 12/02/02 | $2.60 | C | 104.43 |
| CRUS | Cirrus Logic | L | 1,456 | 11/25/02 | $6.00 | 12/03/02 | $5.84 | C | -232.96 |
| OPWV | Openwave Systems | L | 7,326 | 11/25/02 | $2.31 | 12/03/02 | $2.73 | C | 3,084.25 |
| ROIAK | Radio One Cl D | L | 593 | 11/25/02 | $16.66 | 12/03/02 | $16.69 | C | 17.79 |
| DCTM | Documentum | L | 360 | 11/25/02 | $19.97 | 11/26/02 | $18.08 | C | -680.40 |
| NAV | Navistar | S | 342 | 11/25/02 | $28.50 | 11/22/02 | $26.99 | C | -516.42 |
| ICI | Imperial Chem Adr | L | 1,039 | 11/22/02 | $16.30 | 11/25/02 | $16.27 | C | -31.17 |
| IPXL | Impax Labs | S | 3,371 | 11/27/02 | $4.60 | 11/22/02 | $4.85 | C | 842.75 |
| SJR | Shaw Comms | L | 847 | 11/21/02 | $11.00 | 12/04/02 | $11.82 | C | 694.54 |
| CMS | Cms Energy | L | 1,117 | 11/21/02 | $9.67 | 11/27/02 | $10.01 | C | 379.78 |
| LPX | Louisiana Pac | S | 904 | 11/25/02 | $7.96 | 11/21/02 | $7.96 | C | 0.00 |
| BID | Sothebys | S | 2,212 | 11/22/02 | $8.74 | 11/20/02 | $8.20 | C | -1,194.48 |
| PCS | Sprint Pcs Group | L | 1,449 | 11/20/02 | $4.53 | 12/04/02 | $5.63 | C | 1,593.90 |
| MIEC | Magna Entnmt | L | 2,614 | 11/20/02 | $6.70 | 12/02/02 | $6.39 | C | -810.34 |
| PSA | Public Storage | L | 301 | 11/19/02 | $30.85 | 11/21/02 | $30.94 | C | 27.09 |
| FIC | Fair Isaac | L | 141 | 11/19/02 | $39.61 | 11/26/02 | $42.71 | C | 437.10 |
| ARG | Airgas | S | 1,073 | 11/22/02 | $16.36 | 11/19/02 | $15.80 | C | -600.88 |
| ASCA | Ameristar Casino | L | 1,378 | 11/19/02 | $12.76 | 11/20/02 | $12.71 | C | -68.90 |
| PPS | Post Prop | S | 375 | 11/19/02 | $25.00 | 11/18/02 | $24.90 | C | -37.50 |
| CNL | Cleco | S | 1,459 | 11/20/02 | $12.93 | 11/18/02 | $12.68 | C | -364.75 |
| AKLM | Acclaim Entmt | L | 9,650 | 11/18/02 | $1.12 | 11/21/02 | $1.12 | C | 0.00 |
| FLO | Flowers Foods | L | 275 | 11/18/02 | $23.78 | 11/20/02 | $23.80 | C | 5.50 |
| PD | Phelps Dodge | S | 321 | 11/25/02 | $28.75 | 11/18/02 | $29.76 | C | 324.21 |
| TREE | Lendingtree | S | 587 | 11/21/02 | $12.25 | 11/18/02 | $12.25 | C | 0.00 |
| MVIS | Microvision | S | 3,979 | 11/19/02 | $4.58 | 11/18/02 | $4.50 | C | -318.32 |
| WYPT | Waypoint Finl | L | 518 | 11/15/02 | $18.48 | 11/18/02 | $18.02 | C | -238.28 |
| ALEX | Alex & Baldwin | L | 243 | 11/15/02 | $23.26 | 11/19/02 | $22.97 | C | -70.47 |
| LGND | Ligand Pharm B | L | 1,099 | 11/14/02 | $4.91 | 11/15/02 | $5.16 | C | 274.75 |
| AET | Aetna | L | 178 | 11/14/02 | $39.87 | 11/18/02 | $40.27 | C | 71.20 |
| MTX | Minerals Tech | S | 425 | 11/18/02 | $43.24 | 11/13/02 | $43.36 | C | 51.00 |
| BLDP | Ballard Power | L | 1,534 | 11/13/02 | $10.87 | 11/19/02 | $11.05 | C | 276.12 |
| ELN | Elan Adr | L | 8,252 | 11/13/02 | $2.33 | 11/18/02 | $2.17 | C | -1,320.32 |
| FFIV | F5 Networks | L | 853 | 11/12/02 | $11.63 | 11/18/02 | $12.66 | C | 878.59 |
| PZZA | Papa Johns Intl | S | 388 | 11/18/02 | $27.02 | 11/12/02 | $25.82 | C | -465.60 |
| ED | Con Ed | S | 187 | 11/14/02 | $40.91 | 11/12/02 | $39.45 | C | -273.02 |
| TARO | Taro Pharm Inds | S | 277 | 11/12/02 | $36.91 | 11/11/02 | $36.38 | C | -146.81 |
| NUFO | New Focus | S | 3,054 | 11/12/02 | $3.56 | 11/11/02 | $3.42 | C | -424.51 |
| TEX | Terex | S | 638 | 11/12/02 | $12.40 | 11/11/02 | $12.00 | C | -255.20 |
| SFI | Istar Financial | S | 344 | 11/15/02 | $27.25 | 11/08/02 | $27.54 | C | 99.76 |
| KMX | Circuit City Str | L | 653 | 11/08/02 | $16.21 | 11/11/02 | $16.00 | C | -137.13 |
| BHP | Broken Hill Pty Adr | L | 512 | 11/07/02 | $10.91 | 11/14/02 | $10.53 | C | -194.56 |
| AXL | Amer Axle & Manu | S | 742 | 11/13/02 | $23.55 | 11/07/02 | $24.20 | C | 482.30 |
| ELP | Copel Adr | S | 4,844 | 11/11/02 | $2.12 | 11/07/02 | $2.10 | C | -96.88 |
| ACN | Accenture | L | 441 | 11/07/02 | $17.50 | 11/11/02 | $17.34 | C | -70.56 |
| TRR | Trc Companies | S | 443 | 11/22/02 | $11.92 | 11/06/02 | $16.40 | C | 1,984.64 |
| LUME | Lumenis | L | 6,031 | 11/06/02 | $2.99 | 11/07/02 | $2.98 | C | -60.31 |
| RIG | Transocean Sedco | L | 417 | 11/06/02 | $25.50 | 11/07/02 | $24.35 | C | -479.55 |
| LANC | Lancaster Colony | L | 193 | 11/06/02 | $36.94 | 11/18/02 | $33.86 | C | -594.44 |
| AES | Aes | L | 2,911 | 11/05/02 | $2.01 | 11/07/02 | $1.92 | C | -261.99 |
| COG | Cabot Oil | S | 338 | 11/06/02 | $22.41 | 11/05/02 | $21.94 | C | -158.86 |
| SBIB | Sterling Bncs Ii | S | 1,387 | 11/06/02 | $12.40 | 11/05/02 | $12.70 | C | 416.10 |
| KLIC | Kulicke & Soffa | S | 2,193 | 11/06/02 | $4.24 | 11/05/02 | $3.75 | C | -1,072.38 |
| CYBX | Cyberonics | S | 640 | 11/08/02 | $18.80 | 11/05/02 | $17.67 | C | -723.84 |
| NTBK | Netbank | L | 2,112 | 11/05/02 | $10.49 | 11/13/02 | $9.10 | C | -2,935.68 |
| RIG | Transocean Sedco | S | 328 | 11/05/02 | $24.08 | 11/04/02 | $23.35 | C | -239.44 |
| NNN | Commercial Net | L | 1,130 | 11/04/02 | $15.55 | 11/05/02 | $15.59 | C | 45.20 |
| CAKE | Cheesecake | S | 244 | 11/05/02 | $33.83 | 11/04/02 | $33.77 | C | -14.64 |
| PPS | Post Prop | L | 878 | 11/04/02 | $25.37 | 11/05/02 | $25.24 | C | -114.14 |
| UFI | Unifi | L | 1,937 | 11/01/02 | $5.50 | 11/06/02 | $5.50 | C | 0.00 |
| PPP | Pogo Producing | L | 228 | 11/01/02 | $36.45 | 11/04/02 | $36.00 | C | -102.60 |
| MNC | Monaco Coach | L | 680 | 11/01/02 | $16.98 | 11/05/02 | $16.63 | C | -238.00 |
| ACE | Ace | S | 743 | 11/04/02 | $31.80 | 11/01/02 | $30.88 | C | -683.56 |
| PD | Phelps Dodge | L | 291 | 10/31/02 | $31.02 | 11/08/02 | $32.50 | C | 430.68 |
| BKH | Black Hills | L | 217 | 10/31/02 | $26.35 | 11/05/02 | $26.85 | C | 108.50 |
| DIAN | Dianon Systems | S | 454 | 11/04/02 | $41.36 | 10/31/02 | $40.00 | C | -617.44 |
| GLW | Corning | S | 4,966 | 11/01/02 | $2.06 | 10/31/02 | $1.87 | C | -943.54 |
| SLR | Solectron | S | 5,660 | 11/01/02 | $2.46 | 10/31/02 | $2.25 | C | -1,188.60 |
| ENTG | Entegris | L | 2,685 | 10/31/02 | $8.61 | 11/01/02 | $8.55 | C | -161.10 |
| UTX | United Tech | S | 285 | 10/31/02 | $61.67 | 10/30/02 | $62.66 | C | 282.15 |
| DEO | Diageo Adr | S | 288 | 10/31/02 | $44.57 | 10/30/02 | $44.39 | C | -51.84 |
| ASH | Ashland | S | 864 | 10/31/02 | $26.25 | 10/30/02 | $26.50 | C | 216.00 |
| SIVB | Silicon Valley | S | 1,029 | 10/30/02 | $18.64 | 10/29/02 | $18.02 | C | -637.98 |
| JILL | J Jill Group | S | 440 | 10/31/02 | $21.56 | 10/28/02 | $21.04 | C | -229.24 |
| CVS | Cvs | S | 352 | 10/31/02 | $27.73 | 10/28/02 | $27.05 | C | -239.36 |
| MGM | Metro Goldwyn | L | 962 | 10/28/02 | $13.60 | 10/30/02 | $13.29 | C | -298.22 |
| BBH | Ml Biotech Hldr | S | 264 | 10/30/02 | $86.50 | 10/28/02 | $86.55 | C | 13.20 |
| SVU | Supervalu | S | 346 | 10/31/02 | $16.80 | 10/25/02 | $16.70 | C | -34.60 |
| HIX | Salo Bro Hi Incm | L | 841 | 10/25/02 | $9.24 | 11/04/02 | $9.12 | C | -100.92 |
| AMB | Amb Property | L | 690 | 10/25/02 | $27.09 | 10/29/02 | $26.84 | C | -172.50 |
| ARI | Arden Realty | L | 439 | 10/25/02 | $21.90 | 10/28/02 | $21.70 | C | -87.80 |
| ATG | Agl Resources | S | 384 | 10/28/02 | $23.40 | 10/24/02 | $23.75 | C | 134.40 |
| ACV | Alberto Culver B | S | 116 | 10/25/02 | $51.44 | 10/24/02 | $50.61 | C | -96.28 |
| ARDI | At Road | L | 1,707 | 10/24/02 | $5.70 | 10/25/02 | $4.55 | C | -1,961.34 |
| CHP | C&d Technologies | S | 1,266 | 10/25/02 | $15.70 | 10/24/02 | $15.24 | C | -582.36 |
| CECO | Career Education | S | 293 | 10/28/02 | $45.60 | 10/24/02 | $45.06 | C | -158.22 |
| POS | Catalina Mktg | S | 294 | 10/24/02 | $19.88 | 10/23/02 | $19.92 | C | 11.76 |
| FTS | Footstar | S | 1,228 | 11/01/02 | $7.33 | 10/23/02 | $8.00 | C | 822.76 |
| DRRX | Durect | L | 3,087 | 10/22/02 | $3.18 | 10/24/02 | $2.96 | C | -679.14 |
| AGY | Argosy Gaming | S | 498 | 10/24/02 | $18.65 | 10/22/02 | $19.09 | C | 219.12 |
| HTLD | Heartland Expr | L | 496 | 10/22/02 | $19.77 | 10/23/02 | $19.80 | C | 14.88 |
| CRE | Carramerica Rlty | S | 704 | 11/13/02 | $23.89 | 10/22/02 | $23.79 | C | -70.40 |
| PRGO | Perrigo | S | 821 | 10/22/02 | $11.95 | 10/21/02 | $11.95 | C | 0.00 |
| EXTR | Extreme Netwrks | L | 5,463 | 10/21/02 | $4.04 | 10/28/02 | $4.19 | C | 819.45 |
| PPS | Post Prop | L | 416 | 10/18/02 | $23.71 | 10/21/02 | $23.55 | C | -66.56 |
| WIND | Wind River Sys | S | 2,832 | 10/23/02 | $2.29 | 10/18/02 | $2.18 | C | -311.52 |
| ROIAK | Radio One Cl D | L | 776 | 10/18/02 | $16.41 | 10/24/02 | $17.06 | C | 504.40 |
| PLMD | Polymedica | L | 673 | 10/17/02 | $27.25 | 10/24/02 | $28.67 | C | 955.66 |
| MIR | Mirant Corp | L | 3,594 | 10/17/02 | $1.19 | 11/07/02 | $2.15 | C | 3,450.24 |
| MIEC | Magna Entnmt | L | 2,796 | 10/17/02 | $5.65 | 10/22/02 | $5.99 | C | 950.64 |
| EOP | Equity Office | L | 884 | 10/17/02 | $25.63 | 10/21/02 | $24.96 | C | -592.28 |
| ACF | Americredit | S | 1,133 | 10/18/02 | $6.85 | 10/16/02 | $6.15 | C | -793.10 |
| PRE | Partnerre | L | 181 | 10/16/02 | $51.80 | 10/22/02 | $52.55 | C | 135.75 |
| SOI | Solutia | L | 3,806 | 10/16/02 | $4.30 | 10/17/02 | $4.82 | C | 1,979.12 |
| CNXT | Conexant Sys | S | 12,617 | 10/22/02 | $0.96 | 10/16/02 | $0.87 | C | -1,160.76 |
| CEI | Crescent Real | L | 853 | 10/16/02 | $14.98 | 10/18/02 | $14.93 | C | -42.65 |
| DCI | Donaldson | S | 130 | 10/17/02 | $35.36 | 10/16/02 | $34.05 | C | -170.30 |
| VNT | Cantv Adr | S | 1,418 | 10/17/02 | $11.20 | 10/16/02 | $11.17 | C | -42.54 |
| RSH | Radioshack | S | 1,273 | 10/17/02 | $20.97 | 10/16/02 | $19.38 | C | -2,024.07 |
| ONE | Bank One | L | 236 | 10/15/02 | $39.74 | 10/16/02 | $39.66 | C | -18.88 |
| JH | Harland | S | 179 | 10/16/02 | $23.20 | 10/15/02 | $24.00 | C | 143.20 |
| FD | Fed Dept Strs | L | 533 | 10/15/02 | $31.55 | 10/16/02 | $29.67 | C | -1,002.04 |
| HMT | Host Marriott | S | 1,252 | 10/15/02 | $8.00 | 10/14/02 | $7.75 | C | -313.00 |
| AV | Avaya | L | 5,862 | 10/14/02 | $1.49 | 10/25/02 | $1.64 | C | 879.30 |
| ABX | Barrick Gold | S | 289 | 10/15/02 | $14.19 | 10/14/02 | $14.54 | C | 101.15 |
| ADSK | Autodesk | L | 1,319 | 10/14/02 | $13.17 | 10/15/02 | $12.76 | C | -540.79 |
| Q | Qwest Communicat | L | 3,608 | 10/11/02 | $2.43 | 10/18/02 | $2.74 | C | 1,118.48 |
| ETH | Ethan Allen | L | 328 | 10/11/02 | $29.94 | 10/14/02 | $29.60 | C | -111.52 |
| SBYN | Seebeyond Tech | L | 12,123 | 10/11/02 | $1.32 | 10/16/02 | $1.35 | C | 363.69 |
| NITE | Knight Trading | L | 2,511 | 10/11/02 | $4.28 | 10/16/02 | $4.37 | C | 225.99 |
| SLR | Solectron | S | 6,108 | 10/14/02 | $1.53 | 10/11/02 | $1.48 | C | -305.40 |
| SABA | Saba Software | L | 2,516 | 10/11/02 | $1.79 | 10/14/02 | $1.67 | C | -301.92 |
| ACLS | Axcelis Technologies | L | 5,878 | 10/11/02 | $4.00 | 10/16/02 | $4.20 | C | 1,175.60 |
| BHE | Benchmark Elect | L | 383 | 10/10/02 | $17.35 | 10/16/02 | $18.15 | C | 306.40 |
| MSO | Martha Stewart | L | 2,653 | 10/10/02 | $6.15 | 10/11/02 | $6.03 | C | -318.36 |
| FLR | Fluor | S | 527 | 10/11/02 | $21.49 | 10/10/02 | $20.94 | C | -289.85 |
| DKE | Duke Energy Unt | L | 1,042 | 10/10/02 | $16.56 | 10/14/02 | $16.68 | C | 125.04 |
| KEY | Keycorp | S | 550 | 10/10/02 | $22.75 | 10/09/02 | $21.41 | C | -737.00 |
| MVL | Marvel Enterprzs | S | 1,614 | 10/11/02 | $6.40 | 10/09/02 | $6.00 | C | -645.60 |
| SI | Siemens Adr | L | 330 | 10/09/02 | $31.46 | 10/16/02 | $38.69 | C | 2,385.90 |
| NEU | Neuberger Berman | S | 280 | 10/10/02 | $24.99 | 10/08/02 | $24.39 | C | -168.00 |
| QGENF | Qiagen Nv | L | 1,914 | 10/08/02 | $5.14 | 10/09/02 | $5.06 | C | -153.12 |
| IRIC | Information Rsc | S | 2,446 | 10/09/02 | $3.07 | 10/08/02 | $3.66 | C | 1,443.14 |
| SPWX | Speechwrks Intl | S | 11,387 | 10/11/02 | $2.19 | 10/08/02 | $2.13 | C | -740.15 |
| AIG | Amer Intl Group | S | 196 | 10/08/02 | $54.95 | 10/07/02 | $52.53 | C | -474.32 |
| XLP | Consumer Staples Sel Sec Spdr Fd | L | 1,190 | 10/07/02 | $19.96 | 10/08/02 | $20.38 | C | 499.80 |
| ANR | Annuity Life Re | S | 2,363 | 10/11/02 | $4.49 | 10/04/02 | $4.10 | C | -921.57 |
| ORBK | Orbotech | S | 1,128 | 10/10/02 | $11.22 | 10/04/02 | $12.84 | C | 1,828.49 |
| NOVL | Novell | L | 4,819 | 10/04/02 | $2.07 | 10/07/02 | $2.14 | C | 337.33 |
| ULAB | Unilab | L | 492 | 10/03/02 | $21.15 | 10/04/02 | $19.67 | C | -728.16 |
| PFGC | Performance Food | L | 329 | 10/03/02 | $35.39 | 10/09/02 | $35.72 | C | 108.57 |
| THC | Tenet Healthcare | L | 197 | 10/03/02 | $52.20 | 10/04/02 | $50.50 | C | -334.90 |
| MRBK | Mercantile Bkshs | S | 169 | 10/08/02 | $33.61 | 10/02/02 | $36.97 | C | 567.84 |
| SYMC | Symantec | L | 482 | 10/02/02 | $31.67 | 10/04/02 | $30.05 | C | -780.84 |
| TWTC | Time Warner Tlc | S | 16,670 | 10/03/02 | $0.82 | 10/02/02 | $0.76 | C | -1,000.20 |
| RMD | Resmed | S | 799 | 10/07/02 | $27.70 | 10/02/02 | $28.70 | C | 799.00 |
| RGA | Reinsurance Grp | L | 406 | 10/01/02 | $26.97 | 10/03/02 | $25.62 | C | -548.10 |
| PBCT | Peoples Bank | S | 640 | 10/02/02 | $22.05 | 10/01/02 | $22.95 | C | 576.00 |
| NXL | New Plan Excel | L | 562 | 10/01/02 | $18.37 | 10/03/02 | $18.32 | C | -28.10 |
| TXBI | Texas Biotech | L | 4,591 | 10/01/02 | $2.89 | 10/08/02 | $1.95 | C | -4,315.54 |
| AVB | Avalonbay Comm | S | 100 | 10/11/02 | $38.73 | 10/01/02 | $41.83 | C | 310.00 |
| ELP | Copel Adr | S | 6,302 | 10/01/02 | $2.10 | 09/30/02 | $1.92 | C | -1,134.36 |
| SCVL | Shoe Carnival | S | 588 | 10/11/02 | $11.80 | 09/30/02 | $14.25 | C | 1,440.60 |
| BHP | Broken Hill Pty Adr | L | 1,415 | 09/30/02 | $9.75 | 10/01/02 | $10.38 | C | 891.45 |
| HGMCY | Harmony Adr | S | 252 | 10/01/02 | $14.66 | 09/30/02 | $15.65 | C | 249.48 |
| RAD | Rite Aid | L | 5,761 | 09/27/02 | $2.28 | 09/30/02 | $2.10 | C | -1,036.98 |
| PCU | S Peru Copper | L | 611 | 09/27/02 | $13.15 | 09/30/02 | $13.71 | C | 342.16 |
| EAS | Energy East | L | 696 | 09/27/02 | $19.87 | 09/30/02 | $19.81 | C | -41.76 |
| AET | Aetna | S | 278 | 10/01/02 | $36.96 | 09/27/02 | $37.05 | C | 25.02 |
| ALSC | Alliance Semicon | S | 3,268 | 10/01/02 | $3.86 | 09/27/02 | $3.96 | C | 326.80 |
| CTXS | Citrix Systems | L | 1,047 | 09/26/02 | $6.06 | 10/02/02 | $5.98 | C | -85.85 |
| SIVB | Silicon Valley | L | 826 | 09/26/02 | $17.00 | 09/27/02 | $16.75 | C | -206.50 |
| REP | Repsol Ypf Adr | S | 821 | 09/27/02 | $11.76 | 09/26/02 | $12.16 | C | 328.40 |
| HOTT | Hot Topic | L | 684 | 09/25/02 | $19.75 | 09/27/02 | $19.20 | C | -376.20 |
| PCYC | Pharmacyclics | S | 3,499 | 10/02/02 | $3.10 | 09/25/02 | $3.36 | C | 909.74 |
| NCOG | Nco Group | L | 832 | 09/25/02 | $12.15 | 09/26/02 | $12.00 | C | -124.80 |
| CEY | Certegy | L | 196 | 09/25/02 | $20.31 | 09/30/02 | $20.10 | C | -41.16 |
| TSM | Twn Semicont Man Adr | L | 961 | 09/24/02 | $6.62 | 09/26/02 | $6.60 | C | -19.22 |
| LSS | Lone Star Tech | S | 996 | 09/25/02 | $11.49 | 09/24/02 | $10.82 | C | -667.32 |
| DOV | Dover | S | 165 | 09/25/02 | $25.27 | 09/24/02 | $24.66 | C | -100.65 |
| TZA | Tv Azteca Adr | S | 2,899 | 09/25/02 | $4.98 | 09/23/02 | $4.82 | C | -463.84 |
| DUK | Duke Energy | S | 391 | 09/27/02 | $19.10 | 09/23/02 | $19.81 | C | 277.61 |
| VIA | Viacom A | S | 105 | 09/24/02 | $40.56 | 09/23/02 | $39.62 | C | -98.70 |
| KANA | Kana Software | S | 11,346 | 10/10/02 | $0.78 | 09/23/02 | $1.15 | C | 4,209.37 |
| SCUR | Secure Computing | L | 4,706 | 09/20/02 | $3.34 | 09/23/02 | $2.97 | C | -1,741.22 |
| RIG | Transocean Sedco | S | 217 | 09/23/02 | $20.50 | 09/20/02 | $19.89 | C | -132.37 |
| FMER | Firstmerit | S | 556 | 09/23/02 | $22.28 | 09/20/02 | $22.87 | C | 328.04 |
| EFII | Electronics Imag | L | 762 | 09/19/02 | $15.50 | 09/25/02 | $15.42 | C | -60.96 |
| KRB | Mbna | S | 569 | 09/24/02 | $18.13 | 09/19/02 | $18.52 | C | 221.91 |
| MAS | Masco | S | 567 | 09/20/02 | $20.90 | 09/18/02 | $24.31 | C | 1,933.47 |
| PRGS | Progress Sftw | L | 781 | 09/18/02 | $13.45 | 09/19/02 | $13.51 | C | 46.86 |
| ROXI | Roxio | S | 1,572 | 09/24/02 | $3.39 | 09/17/02 | $3.72 | C | 518.76 |
| AYE | Allegheny Energy | S | 849 | 09/26/02 | $13.09 | 09/17/02 | $14.82 | C | 1,468.77 |
| CBSH | Coml Bancshares | S | 99 | 09/20/02 | $40.42 | 09/17/02 | $41.86 | C | 142.56 |
| MEE | Massey Energy | L | 1,628 | 09/16/02 | $7.83 | 09/17/02 | $7.73 | C | -162.80 |
| UMC | United Microelec Adr | S | 2,647 | 09/18/02 | $3.95 | 09/16/02 | $3.96 | C | 26.47 |
| SCOR | Syncor Intl | L | 126 | 09/16/02 | $34.32 | 09/17/02 | $32.96 | C | -171.36 |
| TQNT | Triquint Semi | S | 2,951 | 09/20/02 | $4.45 | 09/16/02 | $4.38 | C | -206.57 |
| SO | Southern | S | 388 | 09/16/02 | $27.29 | 09/13/02 | $27.15 | C | -54.32 |
| MRK | Merck & Co | L | 89 | 09/13/02 | $49.27 | 09/16/02 | $48.81 | C | -40.94 |
| SBYN | Seebeyond Tech | S | 3,544 | 09/23/02 | $1.43 | 09/12/02 | $1.81 | C | 1,346.72 |
| L | Liberty Media | S | 1,288 | 09/13/02 | $8.30 | 09/12/02 | $8.24 | C | -77.28 |
| CSC | Computer Science | S | 375 | 09/16/02 | $35.65 | 09/12/02 | $35.02 | C | -236.25 |
| LAB | Labranche | L | 296 | 09/11/02 | $22.70 | 09/12/02 | $21.60 | C | -325.60 |
| ALGX | Allegiance Tele | L | 12,442 | 09/11/02 | $0.75 | 09/19/02 | $0.95 | C | 2,488.40 |
| SPI | Scottish Pwr Adr | S | 452 | 09/12/02 | $23.40 | 09/10/02 | $23.42 | C | 9.04 |
| IRF | Intl Rectifier | L | 669 | 09/09/02 | $19.35 | 09/12/02 | $19.65 | C | 200.70 |
| HOV | Hovnanian Enterp | L | 353 | 09/06/02 | $36.96 | 09/18/02 | $39.05 | C | 737.77 |
| HYGS | Hydrogenics | S | 1,811 | 09/11/02 | $3.54 | 09/06/02 | $3.63 | C | 162.99 |
| SIRI | Sirius Satellte | L | 7,070 | 09/06/02 | $1.68 | 09/10/02 | $1.50 | C | -1,272.60 |
| SPWX | Speechwrks Intl | L | 1,279 | 09/06/02 | $3.33 | 09/13/02 | $3.43 | C | 127.90 |
| ADS | Alliance Data | S | 354 | 09/17/02 | $15.54 | 09/05/02 | $16.03 | C | 173.46 |
| ED | Con Ed | S | 316 | 09/16/02 | $39.78 | 09/05/02 | $40.00 | C | 69.52 |
| RSTN | Riverstone Ntwks | S | 21,255 | 10/02/02 | $0.56 | 09/05/02 | $0.82 | C | 5,526.30 |
| NTBK | Netbank | L | 503 | 09/04/02 | $11.67 | 09/05/02 | $11.26 | C | -206.23 |
| SWY | Safeway | L | 342 | 09/04/02 | $25.95 | 09/11/02 | $27.26 | C | 448.02 |
| DGX | Quest Diag | S | 232 | 09/06/02 | $56.43 | 09/04/02 | $53.75 | C | -621.76 |
| MKSI | Mks Instruments | S | 322 | 09/06/02 | $12.62 | 09/04/02 | $12.92 | C | 96.60 |
| OII | Oceaneering Intl | L | 516 | 09/04/02 | $24.00 | 09/09/02 | $25.08 | C | 557.28 |
| EBAY | Ebay | S | 308 | 09/05/02 | $54.68 | 09/04/02 | $55.59 | C | 280.28 |
| LSCC | Lattice | S | 2,185 | 09/04/02 | $6.72 | 09/03/02 | $6.22 | C | -1,092.50 |
| WYPT | Waypoint Finl | S | 239 | 09/04/02 | $17.73 | 09/03/02 | $17.55 | C | -43.02 |
| IGV | Ishares Trust | L | 739 | 09/03/02 | $22.26 | 09/04/02 | $23.18 | C | 679.88 |
| ADI | Analog Devices | S | 360 | 09/04/02 | $23.54 | 08/30/02 | $24.10 | C | 201.60 |
| DUK | Duke Energy | S | 374 | 09/27/02 | $19.10 | 08/30/02 | $26.83 | C | 2,891.02 |
| DPL | Dpl | S | 310 | 09/04/02 | $18.30 | 08/29/02 | $18.62 | C | 99.20 |
| BCE | Bce | L | 362 | 08/29/02 | $18.07 | 09/06/02 | $18.16 | C | 32.58 |
| SPC | St Paul | S | 410 | 09/04/02 | $30.47 | 08/29/02 | $30.34 | C | -53.30 |
| AET | Aetna | L | 403 | 08/29/02 | $41.98 | 09/03/02 | $40.77 | C | -487.63 |
| ULAB | Unilab | S | 361 | 08/29/02 | $19.19 | 08/28/02 | $18.64 | C | -198.55 |
| VZ | Verizon Comms | L | 280 | 08/28/02 | $30.96 | 08/30/02 | $31.00 | C | 11.20 |
| GEG | Global Power Eqp | L | 2,093 | 08/28/02 | $6.00 | 08/29/02 | $5.95 | C | -104.65 |
| UFI | Unifi | S | 647 | 08/28/02 | $7.68 | 08/27/02 | $9.05 | C | 886.39 |
| AV | Avaya | L | 4,786 | 08/27/02 | $2.05 | 08/30/02 | $2.10 | C | 239.30 |
| ASN | Archstone Comm | L | 161 | 08/27/02 | $26.15 | 09/03/02 | $26.01 | C | -22.54 |
| BRP | Brasil Telecom Adr | L | 434 | 08/27/02 | $30.04 | 08/28/02 | $28.94 | C | -477.40 |
| AEP | Amer Elec Pwr | L | 165 | 08/26/02 | $36.36 | 08/29/02 | $34.93 | C | -235.95 |
| ATMI | Atmi | L | 308 | 08/26/02 | $19.31 | 08/27/02 | $18.96 | C | -107.80 |
| XLY | Cycl Transport Sel Sec Spdr Fd | L | 392 | 08/26/02 | $25.49 | 08/27/02 | $24.97 | C | -203.84 |
| BLL | Ball | S | 290 | 08/27/02 | $47.50 | 08/26/02 | $46.20 | C | -377.00 |
| ATG | Agl Resources | L | 261 | 08/23/02 | $22.42 | 08/26/02 | $23.02 | C | 156.60 |
| KMT | Kennametal | L | 172 | 08/23/02 | $33.93 | 08/26/02 | $34.64 | C | 122.12 |
| PDLI | Protein Design | S | 812 | 08/26/02 | $12.68 | 08/23/02 | $12.50 | C | -146.16 |
| AMKR | Amkor Technology | S | 5,637 | 08/26/02 | $2.44 | 08/23/02 | $2.41 | C | -169.11 |
| TEVA | Teva Pharm Adr | S | 252 | 08/29/02 | $66.75 | 08/23/02 | $66.90 | C | 37.80 |
| GSLI | Gsi Lumonics | S | 1,725 | 09/06/02 | $5.78 | 08/22/02 | $6.67 | C | 1,535.25 |
| MCCC | Mediacom Comms | L | 1,050 | 08/22/02 | $5.94 | 08/23/02 | $5.56 | C | -399.00 |
| UBB | Unibanco Gdr | L | 1,091 | 08/22/02 | $11.08 | 09/03/02 | $12.45 | C | 1,494.67 |
| VTS | Veritas Dgc | L | 1,093 | 08/22/02 | $12.60 | 08/23/02 | $12.42 | C | -196.74 |
| MCTR | Mercator Softwr | S | 8,923 | 08/22/02 | $1.43 | 08/21/02 | $1.36 | C | -624.61 |
| ENTG | Entegris | L | 575 | 08/21/02 | $10.79 | 08/23/02 | $10.19 | C | -345.00 |
| ATSN | Artesyn Tech | S | 2,496 | 08/22/02 | $2.56 | 08/21/02 | $2.53 | C | -74.88 |
| MOSY | Monolithic Sys | L | 993 | 08/21/02 | $8.08 | 08/28/02 | $8.73 | C | 644.46 |
| PWER | Power One | L | 2,248 | 08/21/02 | $5.64 | 08/22/02 | $5.38 | C | -584.48 |
| RIG | Transocean Sedco | S | 571 | 08/22/02 | $25.80 | 08/21/02 | $24.95 | C | -485.35 |
| LUME | Lumenis | L | 2,917 | 08/21/02 | $6.00 | 08/23/02 | $5.80 | C | -583.40 |
| SRV | Service | S | 3,457 | 08/21/02 | $3.81 | 08/20/02 | $3.66 | C | -518.55 |
| CRYP | Cryptologic | L | 1,240 | 08/20/02 | $5.23 | 08/21/02 | $5.09 | C | -172.36 |
| ACE | Ace | L | 245 | 08/20/02 | $32.95 | 08/21/02 | $32.69 | C | -63.70 |
| FDX | Fedex | S | 261 | 08/21/02 | $49.15 | 08/20/02 | $48.83 | C | -83.52 |
| ERICY | Ericsson Adr | L | 14,313 | 08/20/02 | $0.63 | 08/23/02 | $0.71 | C | 1,145.04 |
| BK | Bank Of New York | S | 420 | 08/21/02 | $35.00 | 08/20/02 | $34.48 | C | -218.40 |
| BC | Brunswick | L | 276 | 08/19/02 | $23.94 | 08/20/02 | $23.47 | C | -129.72 |
| BRE | Bre Property | L | 386 | 08/19/02 | $31.20 | 09/05/02 | $32.79 | C | 613.74 |
| CYBX | Cyberonics | S | 462 | 08/20/02 | $17.01 | 08/19/02 | $17.25 | C | 110.88 |
| AYE | Allegheny Energy | S | 431 | 08/20/02 | $20.89 | 08/19/02 | $20.90 | C | 4.31 |
| HOT | Starwood Hotels | L | 154 | 08/19/02 | $26.88 | 08/27/02 | $27.30 | C | 64.68 |
| SANM | Sanmina | L | 3,559 | 08/19/02 | $4.13 | 08/20/02 | $4.07 | C | -213.54 |
| DEO | Diageo Adr | L | 276 | 08/15/02 | $49.03 | 08/20/02 | $45.85 | C | -877.68 |
| WYPT | Waypoint Finl | S | 464 | 08/19/02 | $17.35 | 08/15/02 | $17.27 | C | -37.12 |
| MHX | Meristar Hospitl | S | 858 | 08/19/02 | $11.60 | 08/15/02 | $11.05 | C | -471.90 |
| JNPR | Juniper Netwrks | S | 612 | 08/19/02 | $8.62 | 08/15/02 | $7.71 | C | -556.92 |
| RMD | Resmed | S | 467 | 08/19/02 | $33.05 | 08/15/02 | $32.26 | C | -368.93 |
| PALM | Palm | L | 19,332 | 08/14/02 | $0.72 | 08/15/02 | $0.70 | C | -386.64 |
| ANSS | Ansys | L | 534 | 08/14/02 | $21.00 | 08/19/02 | $22.57 | C | 838.38 |
| ATML | Atmel | L | 3,340 | 08/14/02 | $2.48 | 08/15/02 | $2.40 | C | -267.20 |
| NNN | Commercial Net | S | 937 | 08/15/02 | $15.62 | 08/14/02 | $15.85 | C | 215.51 |
| CRN | Cornell Cos | S | 1,846 | 08/21/02 | $9.20 | 08/14/02 | $9.34 | C | 258.44 |
| ESI | Itt Education | S | 805 | 08/14/02 | $18.73 | 08/13/02 | $18.00 | C | -587.65 |
| ISIL | Intersil A | S | 699 | 08/14/02 | $17.40 | 08/13/02 | $16.73 | C | -468.33 |
| VNT | Cantv Adr | L | 1,095 | 08/13/02 | $10.50 | 08/20/02 | $11.65 | C | 1,259.25 |
| DP | Diagnostic Prods | S | 268 | 08/15/02 | $37.04 | 08/13/02 | $36.20 | C | -225.12 |
| SONS | Sonus Networks | S | 7,494 | 08/15/02 | $0.67 | 08/13/02 | $0.65 | C | -149.88 |
| WBST | Webster Pr Cap | S | 417 | 08/14/02 | $37.51 | 08/13/02 | $36.55 | C | -400.32 |
| PNC | Pnc Finl Svc | S | 426 | 08/14/02 | $43.86 | 08/13/02 | $42.14 | C | -732.72 |
| AIR | Aar | S | 792 | 08/21/02 | $6.85 | 08/12/02 | $7.34 | C | 388.08 |
| ARG | Airgas | S | 757 | 08/13/02 | $14.62 | 08/12/02 | $14.90 | C | 211.96 |
| TPC | Triton Pcs Hldgs | S | 4,012 | 08/13/02 | $2.48 | 08/12/02 | $2.45 | C | -120.36 |
| EEP | Enbridge Energy | L | 113 | 08/12/02 | $43.20 | 08/13/02 | $43.11 | C | -10.17 |
| BVF | Biovail | L | 616 | 08/08/02 | $24.00 | 08/13/02 | $23.53 | C | -289.52 |
| VTSS | Vitesse Semicon | S | 4,248 | 08/14/02 | $1.37 | 08/08/02 | $1.66 | C | 1,231.92 |
| KOSP | Kos Pharmaceut | S | 424 | 08/12/02 | $13.15 | 08/08/02 | $12.32 | C | -351.92 |
| XLP | Consumer Staples Sel Sec Spdr Fd | S | 280 | 08/12/02 | $21.79 | 08/07/02 | $21.27 | C | -145.60 |
| PPD | Pre Paid Legal | L | 590 | 08/07/02 | $19.32 | 08/13/02 | $19.81 | C | 289.10 |
| VIP | Vimpelcom Adr | L | 470 | 08/07/02 | $23.20 | 08/12/02 | $23.99 | C | 371.30 |
| EOC | Empresa Chile Adr | L | 1,170 | 08/07/02 | $8.61 | 08/12/02 | $8.40 | C | -245.70 |
| STD | Bk Santander Adr | S | 997 | 08/07/02 | $6.26 | 08/06/02 | $6.12 | C | -139.58 |
| INFY | Infosys Tech Adr | L | 213 | 08/06/02 | $53.74 | 08/07/02 | $53.43 | C | -66.03 |
| NT | Nortel Networks | L | 7,582 | 08/06/02 | $0.95 | 08/08/02 | $0.93 | C | -151.64 |
| ACRT | Actrade Finl | S | 5,104 | 08/07/02 | $2.54 | 08/06/02 | $2.34 | C | -1,020.80 |
| SYXI | Ixys | S | 1,061 | 08/08/02 | $4.83 | 08/06/02 | $4.88 | C | 53.05 |
| KKD | Krispy Kreme | L | 449 | 08/06/02 | $34.11 | 08/13/02 | $33.91 | C | -89.80 |
| ITMN | Intermune | S | 851 | 08/08/02 | $21.32 | 08/05/02 | $19.35 | C | -1,676.47 |
| FHRX | Fst Horizon Phm | L | 3,244 | 08/05/02 | $5.49 | 08/06/02 | $4.73 | C | -2,462.20 |
| PPT | Putnam Premier Inc Tr Fd | S | 2,652 | 08/05/02 | $6.07 | 08/02/02 | $6.14 | C | 185.64 |
| TWTC | Time Warner Tlc | S | 7,116 | 08/19/02 | $1.05 | 08/02/02 | $0.99 | C | -426.96 |
| PSFT | Peoplesoft | L | 754 | 08/02/02 | $15.83 | 08/06/02 | $15.83 | C | 0.00 |
| IONA | Iona Tech Adr | S | 2,656 | 08/06/02 | $2.19 | 08/02/02 | $2.07 | C | -318.72 |
| VNT | Cantv Adr | L | 1,496 | 08/02/02 | $12.67 | 08/05/02 | $11.90 | C | -1,151.92 |
| NWS | News Corp Adr | S | 299 | 08/06/02 | $19.00 | 08/01/02 | $19.70 | C | 209.30 |
| EAS | Energy East | L | 349 | 08/01/02 | $20.36 | 08/02/02 | $20.15 | C | -73.29 |
| R | Ryder System | S | 432 | 08/06/02 | $25.44 | 08/01/02 | $25.99 | C | 237.60 |
| WLM | Wellman | S | 1,271 | 08/02/02 | $14.19 | 08/01/02 | $14.55 | C | 457.56 |
| SBAC | Sba Comms | S | 10,451 | 08/13/02 | $1.50 | 08/01/02 | $1.61 | C | 1,149.61 |
| RYAN | Ryans Family | L | 607 | 07/31/02 | $12.50 | 08/06/02 | $11.85 | C | -394.55 |
| GNTA | Genta | L | 2,234 | 07/31/02 | $8.39 | 08/01/02 | $8.28 | C | -247.97 |
| MIEC | Magna Entnmt | L | 3,331 | 07/31/02 | $5.55 | 08/01/02 | $5.05 | C | -1,665.50 |
| CYGN | Cygnus | S | 3,688 | 07/31/02 | $2.08 | 07/30/02 | $2.07 | C | -36.88 |
| CYBX | Cyberonics | L | 913 | 07/30/02 | $13.25 | 08/02/02 | $13.07 | C | -164.34 |
| PFGC | Performance Food | S | 288 | 08/07/02 | $33.02 | 07/30/02 | $33.99 | C | 279.36 |
| TPC | Triton Pcs Hldgs | S | 2,199 | 08/02/02 | $2.50 | 07/30/02 | $2.50 | C | 0.00 |
| PZZA | Papa Johns Intl | S | 172 | 07/30/02 | $31.19 | 07/29/02 | $31.52 | C | 56.76 |
| EK | Eastman Kodak | L | 192 | 07/26/02 | $28.60 | 08/01/02 | $30.56 | C | 376.32 |
| FMER | Firstmerit | S | 523 | 08/01/02 | $23.05 | 07/26/02 | $22.25 | C | -418.40 |
| PKS | Six Flags | L | 1,248 | 07/26/02 | $13.57 | 07/31/02 | $15.02 | C | 1,809.60 |
| KOPN | Kopin | L | 2,827 | 07/26/02 | $5.68 | 07/31/02 | $6.54 | C | 2,431.22 |
| FAST | Fastenal | L | 145 | 07/25/02 | $38.68 | 07/26/02 | $37.99 | C | -100.05 |
| WOR | Worthington Inds | S | 803 | 07/30/02 | $18.14 | 07/25/02 | $16.60 | C | -1,236.62 |
| BA | Boeing | L | 403 | 07/25/02 | $42.94 | 07/26/02 | $42.00 | C | -378.82 |
| FB | Fbr Asset Invst | L | 527 | 07/24/02 | $27.15 | 08/02/02 | $30.90 | C | 1,976.25 |
| FISV | Fiserv | S | 168 | 07/25/02 | $31.59 | 07/24/02 | $32.42 | C | 139.44 |
| CNI | Cdn Natl Railway | L | 151 | 07/24/02 | $45.35 | 08/01/02 | $46.89 | C | 232.54 |
| PBCT | Peoples Bank | S | 345 | 07/30/02 | $25.19 | 07/24/02 | $23.66 | C | -527.85 |
| PIM | Putnam Mstr Int Inc Tr Fd | L | 2,281 | 07/24/02 | $5.82 | 07/25/02 | $5.85 | C | 68.43 |
| CYH | Cmnty Health | L | 420 | 07/24/02 | $22.60 | 07/30/02 | $23.29 | C | 289.80 |
| GLW | Corning | S | 1,568 | 07/29/02 | $3.15 | 07/24/02 | $3.31 | C | 250.88 |
| ENI | Enersis Adr | S | 3,514 | 07/26/02 | $4.81 | 07/24/02 | $4.69 | C | -421.68 |
| SPIL | Siliconware Inds Ads | S | 3,003 | 07/26/02 | $2.92 | 07/23/02 | $3.40 | C | 1,441.44 |
| CNI | Cdn Natl Railway | S | 225 | 07/24/02 | $45.35 | 07/23/02 | $43.78 | C | -353.25 |
| PSFT | Peoplesoft | S | 1,001 | 07/25/02 | $16.18 | 07/23/02 | $16.74 | C | 560.56 |
| ABX | Barrick Gold | L | 467 | 07/22/02 | $16.09 | 07/24/02 | $14.73 | C | -635.12 |
| ACV | Alberto Culver B | S | 236 | 07/23/02 | $43.88 | 07/22/02 | $43.55 | C | -77.88 |
| FD | Fed Dept Strs | S | 536 | 07/23/02 | $33.25 | 07/22/02 | $32.24 | C | -541.36 |
| PALM | Palm | L | 5,223 | 07/19/02 | $1.56 | 07/22/02 | $1.44 | C | -626.76 |
| TTN | Titan | L | 935 | 07/19/02 | $11.75 | 07/22/02 | $11.00 | C | -701.25 |
| ICN | Icn Pharms | S | 1,523 | 07/24/02 | $8.50 | 07/19/02 | $9.66 | C | 1,766.68 |
| Q | Qwest Communicat | L | 3,272 | 07/18/02 | $2.74 | 07/19/02 | $2.49 | C | -818.00 |
| GLW | Corning | L | 3,139 | 07/18/02 | $4.04 | 07/19/02 | $3.50 | C | -1,695.06 |
| PR | Price Comms | L | 381 | 07/17/02 | $15.80 | 07/24/02 | $14.35 | C | -552.45 |
| SFN | Spherion | L | 1,069 | 07/17/02 | $8.98 | 07/18/02 | $8.38 | C | -641.40 |
| SKE | Spinnaker Explor | L | 384 | 07/17/02 | $33.29 | 07/18/02 | $32.96 | C | -126.72 |
| CMGI | Cmgi | L | 31,311 | 07/17/02 | $0.51 | 07/19/02 | $0.47 | C | -1,252.44 |
| ULAB | Unilab | S | 424 | 07/17/02 | $23.11 | 07/16/02 | $22.87 | C | -101.76 |
| VVC | Vectren | L | 667 | 07/16/02 | $22.34 | 07/24/02 | $19.88 | C | -1,640.82 |
| TMAR | Trico Marine | S | 3,197 | 07/22/02 | $4.89 | 07/16/02 | $5.15 | C | 831.22 |
| TOM | Tommy Hilfiger | S | 589 | 07/24/02 | $12.25 | 07/15/02 | $13.05 | C | 471.20 |
| ADSK | Autodesk | L | 1,251 | 07/15/02 | $12.83 | 07/17/02 | $12.76 | C | -87.57 |
| AGN | Allergan | S | 98 | 07/17/02 | $62.49 | 07/12/02 | $61.83 | C | -64.68 |
| RYL | Ryland Group | S | 179 | 07/23/02 | $36.37 | 07/12/02 | $45.61 | C | 1,653.96 |
| HAND | Handspring | L | 9,227 | 07/12/02 | $1.75 | 07/15/02 | $1.74 | C | -92.27 |
| HU | Hudson Unitd Bnc | L | 544 | 07/11/02 | $29.00 | 07/24/02 | $26.26 | C | -1,490.56 |
| ADM | Archer Daniels | L | 1,078 | 07/11/02 | $11.85 | 07/17/02 | $11.88 | C | 32.34 |
| BRW | Broadwing | L | 2,796 | 07/11/02 | $3.13 | 07/15/02 | $2.75 | C | -1,062.48 |
| DEO | Diageo Adr | S | 197 | 07/16/02 | $44.35 | 07/10/02 | $46.80 | C | 482.65 |
| SPG | Simon Prop Grp | S | 448 | 07/16/02 | $34.45 | 07/10/02 | $35.60 | C | 515.20 |
| LAB | Labranche | S | 717 | 07/11/02 | $20.93 | 07/09/02 | $21.47 | C | 387.18 |
| SUPG | Supergen | L | 1,015 | 07/09/02 | $6.11 | 07/12/02 | $6.00 | C | -111.65 |
| BRL | Barr Labs | S | 235 | 07/11/02 | $54.98 | 07/09/02 | $54.60 | C | -89.30 |
| POS | Catalina Mktg | S | 565 | 07/09/02 | $27.14 | 07/05/02 | $27.21 | C | 39.55 |
| FTI | Fmc Technologies | L | 470 | 07/05/02 | $19.90 | 07/10/02 | $19.60 | C | -141.00 |
| HWD | Hollywood Casino A | L | 1,237 | 07/05/02 | $10.91 | 07/09/02 | $10.40 | C | -630.87 |
| TWTR | Tweeter Home Ent | S | 390 | 07/24/02 | $7.89 | 07/05/02 | $10.60 | C | 1,056.90 |
| FISV | Fiserv | S | 170 | 07/09/02 | $33.73 | 07/03/02 | $35.06 | C | 226.10 |
| PIXR | Pixar | S | 392 | 07/10/02 | $43.09 | 07/03/02 | $41.84 | C | -490.00 |
| FTI | Fmc Technologies | S | 522 | 07/05/02 | $19.90 | 07/02/02 | $18.92 | C | -511.56 |
| EMIS | Emisphere | S | 2,605 | 07/12/02 | $3.15 | 07/02/02 | $3.15 | C | -1.04 |
| IDXC | Idx Systems | S | 518 | 07/03/02 | $12.05 | 07/01/02 | $11.79 | C | -134.68 |
| BGC | General Cable | L | 1,606 | 07/01/02 | $6.32 | 07/02/02 | $6.15 | C | -273.02 |
| ASIA | Asiainfo Hldgs | S | 1,030 | 07/16/02 | $12.02 | 07/01/02 | $13.25 | C | 1,266.90 |
| FOSL | Fossil | S | 379 | 07/02/02 | $20.73 | 07/01/02 | $21.17 | C | 166.76 |
| SU | Suncor Energy | S | 231 | 07/05/02 | $17.12 | 07/01/02 | $17.50 | C | 87.78 |
| COF | Cap One Finan | S | 275 | 07/03/02 | $57.46 | 07/01/02 | $58.60 | C | 313.50 |
| NVR | Nvr | S | 47 | 07/05/02 | $322.00 | 06/28/02 | $323.00 | C | 47.00 |
| TBH | Telebras Adr | L | 288 | 06/28/02 | $22.68 | 07/01/02 | $21.23 | C | -417.60 |
| RECN | Rscs Connection | S | 259 | 07/11/02 | $20.27 | 06/28/02 | $26.99 | C | 1,740.48 |
| XOM | Exxon Mobil | S | 330 | 07/01/02 | $40.48 | 06/28/02 | $40.92 | C | 145.20 |
| ABF | Airborne Inc | L | 441 | 06/28/02 | $19.20 | 07/01/02 | $18.22 | C | -432.18 |
| VNT | Cantv Adr | L | 1,152 | 06/28/02 | $14.23 | 07/01/02 | $14.00 | C | -264.96 |
| BK | Bank Of New York | L | 454 | 06/27/02 | $33.90 | 06/28/02 | $33.75 | C | -68.10 |
| NOK | Nokia Adr | L | 728 | 06/27/02 | $13.85 | 07/01/02 | $13.94 | C | 65.52 |
| ADPT | Adaptec | S | 1,939 | 07/05/02 | $8.14 | 06/27/02 | $7.55 | C | -1,144.01 |
| AOL | Aol Time Warner | S | 675 | 06/28/02 | $14.71 | 06/27/02 | $13.63 | C | -729.00 |
| FDS | Factset Resrch | L | 145 | 06/27/02 | $29.50 | 07/01/02 | $27.85 | C | -239.25 |
| FO | Fortune Brands | S | 284 | 06/27/02 | $56.11 | 06/26/02 | $55.14 | C | -275.48 |
| AMG | Affil Manager Gp | S | 114 | 06/28/02 | $61.50 | 06/26/02 | $61.35 | C | -17.10 |
| ALK | Alaska Airlines | L | 360 | 06/26/02 | $25.04 | 06/27/02 | $25.55 | C | 183.60 |
| BOL | Bausch & Lomb | S | 453 | 07/12/02 | $31.02 | 06/26/02 | $33.30 | C | 1,032.84 |
| WGO | Winnebago Inds | S | 107 | 06/27/02 | $44.41 | 06/25/02 | $42.07 | C | -250.38 |
| ADM | Archer Daniels | L | 1,144 | 06/24/02 | $12.90 | 06/27/02 | $12.80 | C | -114.40 |
| CORV | Corvis | L | 5,816 | 06/24/02 | $0.81 | 06/25/02 | $0.78 | C | -189.02 |
| GLB | Glenborough Rlty | L | 641 | 06/24/02 | $23.06 | 06/26/02 | $23.58 | C | 333.32 |
| IMPH | Impath | S | 763 | 06/26/02 | $18.94 | 06/21/02 | $19.73 | C | 601.78 |
| CCK | Crown Cork Seal | S | 1,124 | 06/26/02 | $7.05 | 06/20/02 | $6.65 | C | -449.60 |
| AET | Aetna | S | 162 | 06/26/02 | $47.37 | 06/20/02 | $51.47 | C | 664.20 |
| BDH | Broadband Holdrs | S | 664 | 06/28/02 | $8.27 | 06/19/02 | $9.05 | C | 517.92 |
| MUSE | Micromuse | S | 1,498 | 06/27/02 | $4.25 | 06/19/02 | $5.49 | C | 1,857.52 |
| SEPR | Sepracor | S | 1,293 | 06/24/02 | $8.81 | 06/19/02 | $10.11 | C | 1,680.90 |
| SKX | Skechers Usa | S | 564 | 06/28/02 | $21.61 | 06/19/02 | $22.77 | C | 654.24 |
| PALM | Palm | S | 3,500 | 06/24/02 | $1.67 | 06/19/02 | $1.51 | C | -560.00 |
| CHTR | Charter Comms A | S | 2,705 | 06/28/02 | $4.08 | 06/19/02 | $5.07 | C | 2,677.95 |
| CVC | Cablevision Sys | S | 903 | 06/24/02 | $13.83 | 06/19/02 | $15.10 | C | 1,146.81 |
| PFCB | Pf Chang China | L | 450 | 06/18/02 | $34.73 | 06/21/02 | $33.45 | C | -576.00 |
| RRA | Railamerica | L | 560 | 06/18/02 | $11.00 | 06/19/02 | $10.73 | C | -151.20 |
| PIM | Putnam Mstr Int Inc Tr Fd | L | 1,163 | 06/18/02 | $6.44 | 06/20/02 | $6.43 | C | -11.63 |
| PECS | Pec Solutions | S | 543 | 06/19/02 | $23.35 | 06/18/02 | $23.49 | C | 76.02 |
| OII | Oceaneering Intl | S | 195 | 06/19/02 | $27.40 | 06/18/02 | $27.25 | C | -29.25 |
| PDS | Precision Drill | L | 430 | 06/17/02 | $37.00 | 06/18/02 | $36.33 | C | -288.10 |
| CVH | Coventry Health | S | 214 | 06/18/02 | $34.20 | 06/17/02 | $31.46 | C | -586.36 |
| EXLT | Exult | L | 1,327 | 06/17/02 | $6.52 | 06/19/02 | $6.20 | C | -424.64 |
| LAVA | Magma Design | L | 822 | 06/17/02 | $16.15 | 06/19/02 | $15.90 | C | -205.50 |
| RAD | Rite Aid | L | 4,990 | 06/17/02 | $2.61 | 06/18/02 | $2.56 | C | -249.50 |
| ADS | Alliance Data | L | 344 | 06/17/02 | $24.04 | 06/20/02 | $24.26 | C | 75.68 |
| APC | Anadarko Petro | L | 278 | 06/17/02 | $49.94 | 06/19/02 | $49.30 | C | -177.92 |
| FLSH | M Sys Flash | L | 1,681 | 06/17/02 | $7.93 | 06/19/02 | $8.11 | C | 300.90 |
| CIN | Cinergy | L | 189 | 06/14/02 | $36.15 | 06/17/02 | $35.65 | C | -94.50 |
| CREAF | Creative Techs F | S | 950 | 06/17/02 | $9.80 | 06/14/02 | $9.45 | C | -332.50 |
| SU | Suncor Energy | L | 476 | 06/14/02 | $16.87 | 06/17/02 | $17.36 | C | 233.24 |
| AVCI | Avici Systems | L | 4,088 | 06/14/02 | $1.35 | 06/18/02 | $1.30 | C | -204.40 |
| WCOM | Worldcom Grp | S | 7,663 | 06/17/02 | $1.45 | 06/14/02 | $1.60 | C | 1,111.13 |
| DIAN | Dianon Systems | L | 231 | 06/13/02 | $60.00 | 06/17/02 | $59.95 | C | -11.55 |
| SIRI | Sirius Satellte | L | 2,340 | 06/12/02 | $3.95 | 06/14/02 | $3.84 | C | -257.40 |
| MEOH | Methanex | S | 950 | 06/14/02 | $7.86 | 06/12/02 | $8.16 | C | 285.95 |
| VRTX | Vertex Pharm | S | 377 | 06/14/02 | $17.83 | 06/12/02 | $16.22 | C | -606.97 |
| MIL | Millipore | S | 185 | 06/14/02 | $34.07 | 06/11/02 | $35.46 | C | 257.15 |
| EMBT | Embarcadero Tech | S | 1,476 | 06/17/02 | $7.88 | 06/11/02 | $8.35 | C | 693.72 |
| BRCD | Brocade Comms | L | 402 | 06/11/02 | $20.18 | 06/12/02 | $19.29 | C | -357.78 |
| PC | Perez Comp Hldgs Adr | L | 1,570 | 06/11/02 | $4.21 | 06/12/02 | $3.90 | C | -486.70 |
| VNT | Cantv Adr | S | 878 | 06/13/02 | $15.85 | 06/11/02 | $15.84 | C | -8.78 |
| SONS | Sonus Networks | S | 4,789 | 06/12/02 | $1.93 | 06/10/02 | $1.93 | C | 0.00 |
| ICI | Imperial Chem Adr | S | 413 | 06/18/02 | $18.40 | 06/10/02 | $18.25 | C | -61.95 |
| MBG | Mandalay Resort | L | 212 | 06/10/02 | $31.75 | 06/11/02 | $31.09 | C | -139.92 |
| RRA | Railamerica | S | 931 | 06/10/02 | $10.38 | 06/07/02 | $10.15 | C | -214.13 |
| DRIV | Digital River | S | 1,195 | 06/10/02 | $6.60 | 06/07/02 | $6.46 | C | -167.30 |
| NAV | Navistar | L | 364 | 06/07/02 | $34.88 | 06/11/02 | $33.87 | C | -367.64 |
| BC | Brunswick | L | 531 | 06/07/02 | $26.24 | 06/11/02 | $26.19 | C | -26.55 |
| PCSA | Airgate Pcs | S | 4,075 | 06/17/02 | $1.59 | 06/06/02 | $2.75 | C | 4,727.00 |
| FD | Fed Dept Strs | S | 232 | 06/07/02 | $41.14 | 06/06/02 | $40.91 | C | -53.36 |
| AWGI | Alderwoods Grp | S | 987 | 06/07/02 | $8.00 | 06/06/02 | $7.91 | C | -89.82 |
| NRZ | Nrg Energy | S | 696 | 06/11/02 | $11.84 | 06/06/02 | $11.75 | C | -62.64 |
| AXL | Amer Axle & Manu | L | 229 | 06/06/02 | $28.11 | 06/10/02 | $29.40 | C | 295.41 |
| WYPT | Waypoint Finl | L | 605 | 06/05/02 | $18.74 | 06/06/02 | $18.51 | C | -139.15 |
| CHINA | Chinadotcom | S | 2,574 | 06/11/02 | $2.28 | 06/05/02 | $2.42 | C | 360.36 |
| SHLM | A Schulman | S | 501 | 06/06/02 | $18.46 | 06/05/02 | $18.72 | C | 130.26 |
| TY | Tri Continental | L | 472 | 06/05/02 | $17.39 | 06/06/02 | $17.30 | C | -42.48 |
| K | Kellogg | S | 169 | 06/06/02 | $35.45 | 06/05/02 | $36.83 | C | 233.22 |
| PLCE | Children's Place | S | 435 | 06/05/02 | $27.56 | 06/04/02 | $26.80 | C | -330.60 |
| FLE | Fleetwood Enter | S | 622 | 06/05/02 | $10.19 | 06/04/02 | $10.10 | C | -55.98 |
| RNR | Renaissance | S | 228 | 06/06/02 | $35.95 | 06/04/02 | $35.05 | C | -205.20 |
| EWBC | East West Bancp | S | 252 | 06/05/02 | $33.26 | 06/04/02 | $32.89 | C | -93.24 |
| ABC | Amerisourcebergn | L | 82 | 06/04/02 | $76.25 | 06/05/02 | $75.30 | C | -77.90 |
| BRCD | Brocade Comms | S | 379 | 06/04/02 | $19.99 | 06/03/02 | $18.27 | C | -651.88 |
| INFY | Infosys Tech Adr | S | 164 | 06/05/02 | $55.23 | 06/03/02 | $56.11 | C | 144.48 |
| NI | Nisource | S | 599 | 06/07/02 | $23.52 | 06/03/02 | $23.39 | C | -77.87 |
| AXTI | Axt Inc | S | 1,438 | 06/14/02 | $8.26 | 06/03/02 | $8.38 | C | 172.56 |
| KCS | Kcs Energy | S | 4,140 | 06/04/02 | $2.54 | 05/31/02 | $2.68 | C | 579.60 |
| EP | El Paso | L | 316 | 05/31/02 | $25.65 | 06/03/02 | $21.95 | C | -1,169.20 |
| CIEN | Ciena | S | 2,037 | 06/17/02 | $4.80 | 05/31/02 | $5.66 | C | 1,751.82 |
| SNDK | Sanddisk | S | 578 | 06/04/02 | $13.63 | 05/31/02 | $14.01 | C | 218.14 |
| SKO | Shopko Stores | L | 709 | 05/31/02 | $20.57 | 06/03/02 | $19.75 | C | -581.38 |
| SOL | Sola Intl | S | 691 | 05/31/02 | $11.94 | 05/30/02 | $11.83 | C | -76.01 |
| XL | Xl Capital | L | 106 | 05/30/02 | $89.32 | 06/03/02 | $87.00 | C | -245.92 |
| PBG | Pepsi Bottling | L | 251 | 05/29/02 | $32.53 | 05/30/02 | $32.53 | C | 0.00 |
| EXTR | Extreme Netwrks | L | 1 | 05/29/02 | $11.62 | 05/31/02 | $11.28 | C | -0.34 |
| AGN | Allergan | L | 100 | 05/29/02 | $61.77 | 06/04/02 | $62.57 | C | 80.00 |
| MEL | Mellon Financial | S | 397 | 05/31/02 | $37.04 | 05/29/02 | $36.90 | C | -55.58 |
| MEOH | Methanex | L | 955 | 05/28/02 | $8.62 | 05/29/02 | $8.56 | C | -57.30 |
| AMTD | Ameritrade A | S | 1,993 | 06/07/02 | $4.63 | 05/28/02 | $5.50 | C | 1,733.91 |
| STZ | Constellation A | S | 555 | 05/29/02 | $28.40 | 05/28/02 | $27.40 | C | -555.00 |
| CARS | Captl Automotive | L | 347 | 05/24/02 | $23.50 | 05/28/02 | $23.70 | C | 69.40 |
| MSLV | Metasolv | S | 1,709 | 06/04/02 | $4.51 | 05/24/02 | $4.60 | C | 153.81 |
| CNI | Cdn Natl Railway | S | 159 | 05/31/02 | $49.61 | 05/24/02 | $50.25 | C | 101.76 |
| NAV | Navistar | L | 415 | 05/24/02 | $37.03 | 05/28/02 | $36.58 | C | -186.75 |
| MGRC | Mcgrath | S | 356 | 05/30/02 | $27.46 | 05/23/02 | $27.04 | C | -149.52 |
| ATG | Agl Resources | S | 0 | 05/29/02 | $22.95 | 05/23/02 | $23.07 | C | 0.00 |
| FDS | Factset Resrch | L | 235 | 05/23/02 | $33.76 | 05/24/02 | $33.33 | C | -101.05 |
| EOG | Eog Resources | L | 189 | 05/23/02 | $43.14 | 05/24/02 | $42.10 | C | -196.56 |
| CERN | Cerner | L | 111 | 05/23/02 | $52.63 | 05/29/02 | $52.26 | C | -40.96 |
| VIP | Vimpelcom Adr | L | 549 | 05/23/02 | $28.08 | 05/24/02 | $28.00 | C | -43.92 |
| AVB | Avalonbay Comm | S | 182 | 05/23/02 | $46.47 | 05/22/02 | $45.66 | C | -147.42 |
| CC | Circuit City Str | S | 374 | 05/23/02 | $23.67 | 05/22/02 | $22.48 | C | -445.06 |
| UL | Unilever Plc Adr | L | 299 | 05/22/02 | $36.81 | 05/28/02 | $36.59 | C | -65.78 |
| HCBK | Hudson City Bcp | S | 412 | 05/23/02 | $38.10 | 05/22/02 | $37.75 | C | -144.20 |
| KCP | Kenneth Cole A | S | 388 | 05/23/02 | $27.40 | 05/21/02 | $26.10 | C | -504.40 |
| CHTR | Charter Comms A | S | 1,423 | 05/22/02 | $8.11 | 05/21/02 | $7.93 | C | -256.14 |
| ENTG | Entegris | S | 555 | 05/31/02 | $12.82 | 05/20/02 | $16.40 | C | 1,986.90 |
| MEL | Mellon Financial | S | 297 | 05/23/02 | $37.84 | 05/20/02 | $38.19 | C | 103.95 |
| APOL | Apollo Group | L | 164 | 05/20/02 | $36.75 | 05/23/02 | $35.74 | C | -165.64 |
| GGP | General Growth | L | 248 | 05/20/02 | $46.75 | 06/03/02 | $48.25 | C | 372.00 |
| NOI | Natl Oilwell | S | 340 | 05/22/02 | $25.30 | 05/17/02 | $24.87 | C | -146.20 |
| BVF | Biovail | L | 274 | 05/17/02 | $38.75 | 05/21/02 | $36.93 | C | -498.68 |
| BPUR | Biopure | S | 1,088 | 05/23/02 | $7.59 | 05/17/02 | $7.56 | C | -33.73 |
| DOX | Amdocs | L | 458 | 05/16/02 | $17.90 | 05/22/02 | $18.35 | C | 206.10 |
| SSTI | Silicon Storage | L | 686 | 05/16/02 | $12.17 | 05/17/02 | $11.99 | C | -123.48 |
| EXTR | Extreme Netwrks | L | 801 | 05/15/02 | $11.46 | 05/20/02 | $11.37 | C | -72.09 |
| TTN | Titan | L | 367 | 05/15/02 | $23.15 | 05/16/02 | $23.05 | C | -36.70 |
| GY | Gencorp | L | 701 | 05/15/02 | $15.43 | 05/17/02 | $15.17 | C | -182.26 |
| JP | Jefferson Pilot | L | 127 | 05/15/02 | $47.25 | 05/20/02 | $47.40 | C | 19.05 |
| TUES | Tuesday Morning | S | 350 | 05/15/02 | $26.62 | 05/14/02 | $26.40 | C | -76.65 |
| DKE | Duke Energy Unt | L | 337 | 05/14/02 | $25.45 | 05/15/02 | $25.22 | C | -77.51 |
| NSC | Norfolk Southern | L | 504 | 05/14/02 | $21.50 | 05/15/02 | $21.45 | C | -25.20 |
| ALEX | Alex & Baldwin | S | 280 | 05/16/02 | $28.74 | 05/14/02 | $29.01 | C | 75.60 |
| ERJ | Embraer Aircraft Adr | L | 685 | 05/14/02 | $22.73 | 05/22/02 | $22.75 | C | 13.70 |
| PC | Perez Comp Hldgs Adr | L | 1,424 | 05/13/02 | $6.10 | 05/14/02 | $6.02 | C | -113.92 |
| EVG | Evergreen Rscs | S | 254 | 05/14/02 | $44.48 | 05/13/02 | $43.53 | C | -241.30 |
| DAL | Delta Airlines | S | 340 | 05/16/02 | $27.06 | 05/13/02 | $25.80 | C | -428.40 |
| COG | Cabot Oil | L | 250 | 05/13/02 | $24.74 | 05/15/02 | $24.03 | C | -177.50 |
| PKS | Six Flags | S | 520 | 05/13/02 | $16.93 | 05/10/02 | $16.81 | C | -62.40 |
| NOR | Northwestern | L | 554 | 05/10/02 | $19.85 | 05/13/02 | $20.00 | C | 83.10 |
| CCK | Crown Cork Seal | S | 1,745 | 05/14/02 | $10.10 | 05/10/02 | $9.51 | C | -1,029.55 |
| FTS | Footstar | S | 323 | 05/14/02 | $27.15 | 05/09/02 | $27.90 | C | 242.25 |
| WGO | Winnebago Inds | S | 231 | 05/10/02 | $48.42 | 05/09/02 | $48.00 | C | -97.02 |
| OTEX | Open Text | L | 466 | 05/09/02 | $23.06 | 05/20/02 | $24.34 | C | 596.48 |
| Z | Foot Locker | L | 576 | 05/09/02 | $14.60 | 05/14/02 | $14.09 | C | -293.76 |
| SNPS | Synopsys | L | 177 | 05/09/02 | $49.53 | 05/13/02 | $49.56 | C | 5.31 |
| AFFX | Affymetrix | S | 270 | 05/13/02 | $23.78 | 05/09/02 | $23.31 | C | -127.17 |
| IFIN | Investors Finan | L | 121 | 05/08/02 | $75.23 | 05/09/02 | $74.49 | C | -89.54 |
| SLAB | Silicon Labs | L | 349 | 05/08/02 | $27.69 | 05/10/02 | $25.05 | C | -921.36 |
| SGY | Stone Energy | L | 268 | 05/08/02 | $42.27 | 05/09/02 | $41.32 | C | -254.60 |
| IDT | Idt | L | 329 | 05/08/02 | $19.81 | 05/09/02 | $19.16 | C | -213.85 |
| ADSK | Autodesk | L | 1,114 | 05/08/02 | $15.18 | 05/10/02 | $14.89 | C | -323.06 |
| TQNT | Triquint Semi | L | 1,097 | 05/08/02 | $10.24 | 05/20/02 | $10.12 | C | -131.64 |
| PWER | Power One | S | 1,731 | 05/08/02 | $9.14 | 05/07/02 | $7.20 | C | -3,358.14 |
| SMH | Semicndctr Hldrs Adr | L | 266 | 05/07/02 | $37.37 | 05/09/02 | $40.44 | C | 816.62 |
| ALEX | Alex & Baldwin | S | 299 | 05/09/02 | $28.71 | 05/07/02 | $28.43 | C | -83.72 |
| AME | Ametek | L | 290 | 05/07/02 | $38.60 | 05/08/02 | $38.64 | C | 11.60 |
| BBH | Ml Biotech Hldr | S | 114 | 05/08/02 | $96.40 | 05/06/02 | $90.60 | C | -661.20 |
| SXL | Sunoco Logistics | L | 485 | 05/06/02 | $23.54 | 05/08/02 | $23.40 | C | -67.90 |
| BVN | Buenaventura Adr | L | 302 | 05/06/02 | $29.26 | 05/07/02 | $28.10 | C | -350.32 |
| VIP | Vimpelcom Adr | L | 360 | 05/06/02 | $24.47 | 05/09/02 | $24.34 | C | -46.80 |
| GB | Wilson Greatbtch | S | 252 | 05/08/02 | $27.25 | 05/06/02 | $26.54 | C | -178.92 |
| RAD | Rite Aid | L | 3,497 | 05/06/02 | $3.32 | 05/07/02 | $3.21 | C | -384.67 |
| RDWR | Radware | S | 1,250 | 05/07/02 | $9.63 | 05/03/02 | $9.80 | C | 212.50 |
| ASIA | Asiainfo Hldgs | L | 1,083 | 05/03/02 | $11.00 | 05/06/02 | $10.54 | C | -498.18 |
| RLRN | Renaissanc Learn | L | 373 | 05/02/02 | $33.99 | 05/03/02 | $32.80 | C | -443.87 |
| RHAT | Red Hat | L | 2,199 | 05/01/02 | $4.72 | 05/06/02 | $4.70 | C | -43.98 |
| NNN | Commercial Net | S | 784 | 05/03/02 | $15.17 | 05/01/02 | $15.18 | C | 7.84 |
| AEM | Agnico Eagle | S | 748 | 05/07/02 | $15.02 | 05/01/02 | $14.15 | C | -650.76 |
| BC | Brunswick | L | 299 | 05/01/02 | $28.67 | 05/06/02 | $29.46 | C | 236.21 |
| OVTI | Omnivision Techs | S | 638 | 05/06/02 | $10.45 | 05/01/02 | $10.48 | C | 19.14 |
| SWY | Safeway | S | 276 | 05/06/02 | $41.45 | 05/01/02 | $41.70 | C | 69.00 |
| TCB | Tcf Financial | L | 229 | 04/30/02 | $52.05 | 05/01/02 | $51.83 | C | -50.38 |
| AET | Aetna | S | 230 | 05/01/02 | $49.30 | 04/30/02 | $47.60 | C | -391.00 |
| LSS | Lone Star Tech | L | 315 | 04/30/02 | $26.65 | 05/06/02 | $28.06 | C | 444.15 |
| PZZA | Papa Johns Intl | S | 211 | 05/01/02 | $30.54 | 04/30/02 | $31.10 | C | 118.16 |
| JNPR | Juniper Netwrks | L | 1,179 | 04/30/02 | $10.11 | 05/01/02 | $9.79 | C | -377.28 |
| AMCC | Appld Micro Circ | L | 1,953 | 04/29/02 | $6.65 | 05/02/02 | $6.50 | C | -292.95 |
| AOL | Aol Time Warner | S | 492 | 04/30/02 | $19.02 | 04/29/02 | $18.04 | C | -482.16 |
| MZ | Milacron | S | 524 | 04/30/02 | $13.25 | 04/29/02 | $12.89 | C | -188.64 |
| CHC | Charter Mun Mtge | S | 638 | 05/01/02 | $16.53 | 04/26/02 | $16.40 | C | -82.94 |
| AMGN | Amgen | L | 207 | 04/26/02 | $53.84 | 04/30/02 | $52.88 | C | -198.72 |
| SBAC | Sba Comms | S | 2,719 | 05/21/02 | $2.05 | 04/26/02 | $3.10 | C | 2,854.95 |
| AYE | Allegheny Energy | S | 287 | 04/30/02 | $41.92 | 04/26/02 | $41.70 | C | -63.14 |
| SLAB | Silicon Labs | S | 418 | 04/30/02 | $29.56 | 04/25/02 | $29.06 | C | -209.00 |
| PZL | Pennzoil Quaker | L | 518 | 04/25/02 | $21.56 | 04/26/02 | $21.59 | C | 15.54 |
| KCP | Kenneth Cole A | L | 339 | 04/25/02 | $26.66 | 04/29/02 | $26.17 | C | -166.11 |
| DRD | Duane Reade | L | 324 | 04/24/02 | $32.86 | 04/26/02 | $32.25 | C | -197.64 |
| IWOV | Interwoven | S | 3,042 | 04/25/02 | $4.32 | 04/24/02 | $4.16 | C | -486.72 |
| LUME | Lumenis | L | 1,128 | 04/24/02 | $10.05 | 04/25/02 | $9.90 | C | -169.20 |
| MDT | Medtronic | S | 144 | 04/29/02 | $44.25 | 04/24/02 | $45.52 | C | 182.88 |
| ATYT | Ati Technologies | S | 1,069 | 04/29/02 | $10.00 | 04/22/02 | $11.07 | C | 1,143.83 |
| ROH | Rohm & Haas | S | 333 | 04/24/02 | $36.90 | 04/22/02 | $37.45 | C | 183.15 |
| PHI | Philippine Long Adr | S | 1,245 | 04/26/02 | $9.24 | 04/22/02 | $9.43 | C | 236.55 |
| WLM | Wellman | S | 690 | 04/22/02 | $17.77 | 04/19/02 | $17.92 | C | 103.50 |
| MSLV | Metasolv | S | 1,358 | 04/25/02 | $6.53 | 04/19/02 | $6.60 | C | 95.06 |
| AMD | Adv Micro Dev | S | 669 | 05/01/02 | $11.50 | 04/19/02 | $12.16 | C | 441.54 |
| NOI | Natl Oilwell | L | 250 | 04/19/02 | $25.85 | 04/24/02 | $26.29 | C | 110.00 |
| BVSN | Broadvision | S | 9,402 | 05/08/02 | $0.98 | 04/19/02 | $1.39 | C | 3,854.82 |
| PZL | Pennzoil Quaker | S | 544 | 04/22/02 | $21.54 | 04/19/02 | $21.55 | C | 5.44 |
| WLSN | Wilsons Leather | S | 781 | 04/24/02 | $13.60 | 04/18/02 | $13.62 | C | 16.40 |
| MEDC | Med Design | L | 587 | 04/18/02 | $13.92 | 04/26/02 | $14.35 | C | 252.41 |
| UDR | Utd Dominion | S | 508 | 04/19/02 | $15.70 | 04/18/02 | $15.86 | C | 81.28 |
| XLY | Cycl Transport Sel Sec Spdr Fd | S | 438 | 04/19/02 | $30.05 | 04/18/02 | $29.92 | C | -56.94 |
| LTRX | Lantronix | L | 5,561 | 04/18/02 | $2.15 | 04/19/02 | $2.11 | C | -216.88 |
| ELE | Endesa Adr | L | 805 | 04/17/02 | $15.33 | 04/19/02 | $15.36 | C | 24.15 |
| NFX | Newfield Explor | L | 303 | 04/17/02 | $36.62 | 04/24/02 | $37.40 | C | 236.34 |
| TK | Teekay Shipping | L | 215 | 04/17/02 | $37.98 | 04/18/02 | $37.97 | C | -2.15 |
| PMTR | Pemstar | S | 1,029 | 04/18/02 | $8.37 | 04/17/02 | $8.10 | C | -277.83 |
| SEE | Sealed Air | L | 254 | 04/17/02 | $47.20 | 04/18/02 | $46.95 | C | -63.50 |
| SLAM | Suburban Lodges | S | 1,375 | 04/22/02 | $8.65 | 04/16/02 | $8.63 | C | -27.50 |
| CFBX | Community First | S | 455 | 04/17/02 | $26.60 | 04/16/02 | $26.84 | C | 109.20 |
| ASIA | Asiainfo Hldgs | L | 930 | 04/16/02 | $12.38 | 04/17/02 | $11.93 | C | -418.50 |
| BLU | Blue Chip Value Fd | S | 1,194 | 04/17/02 | $6.79 | 04/16/02 | $6.82 | C | 35.82 |
| TMX | Telefonos De Mex Adr | L | 166 | 04/16/02 | $39.91 | 04/19/02 | $38.89 | C | -169.32 |
| CHK | Chesapeake Ener | L | 1,647 | 04/16/02 | $7.90 | 04/18/02 | $7.97 | C | 115.29 |
| ICCI | Insight Comms A | S | 603 | 04/17/02 | $18.99 | 04/16/02 | $19.45 | C | 277.38 |
| WLM | Wellman | L | 679 | 04/15/02 | $17.07 | 04/16/02 | $17.47 | C | 271.60 |
| FCS | Fairchild Semi | L | 351 | 04/15/02 | $29.12 | 04/18/02 | $30.31 | C | 417.69 |
| VC | Visteon | S | 807 | 04/16/02 | $16.00 | 04/15/02 | $15.58 | C | -338.94 |
| TNB | Thomas & Betts | L | 362 | 04/15/02 | $22.44 | 04/17/02 | $23.02 | C | 209.96 |
| AIR | Aar | S | 521 | 04/16/02 | $13.49 | 04/15/02 | $13.10 | C | -203.19 |
| MCDTA | Mcdata A | S | 1,627 | 04/16/02 | $8.00 | 04/12/02 | $7.54 | C | -748.42 |
| MTSN | Mattson Tech | L | 1,039 | 04/12/02 | $7.99 | 04/19/02 | $8.62 | C | 654.57 |
| EXFO | Exfo Electro Opt | S | 1,545 | 04/15/02 | $5.34 | 04/12/02 | $5.30 | C | -61.80 |
| NOC | Northrop Grumman | S | 97 | 04/16/02 | $116.74 | 04/12/02 | $118.31 | C | 152.29 |
| AFG | America Finl Gp | L | 349 | 04/11/02 | $29.20 | 04/15/02 | $29.25 | C | 17.45 |
| LANC | Lancaster Colony | L | 314 | 04/11/02 | $37.90 | 04/12/02 | $39.04 | C | 357.96 |
| ULCM | Ulticom | S | 1,171 | 04/12/02 | $7.55 | 04/11/02 | $7.27 | C | -327.88 |
| AFG | America Finl Gp | L | 233 | 04/11/02 | $29.20 | 04/15/02 | $29.25 | C | 11.65 |
| AIR | Aar | L | 885 | 04/10/02 | $13.09 | 04/15/02 | $13.10 | C | 8.85 |
| COLT | Colt Telecom Adr | L | 3,795 | 04/10/02 | $2.74 | 04/11/02 | $2.69 | C | -185.95 |
| HRB | H&r Block | L | 185 | 04/10/02 | $45.75 | 04/12/02 | $44.87 | C | -162.80 |
| MGAM | Multimedia Game | L | 310 | 04/10/02 | $33.40 | 04/16/02 | $26.24 | C | -2,219.94 |
| ETM | Entercom Comm | L | 124 | 04/10/02 | $56.18 | 04/11/02 | $55.00 | C | -146.32 |
| ADM | Archer Daniels | L | 586 | 04/09/02 | $14.13 | 04/10/02 | $14.45 | C | 187.52 |
| KMG | Kerr Mcgee | S | 174 | 04/10/02 | $61.37 | 04/09/02 | $60.44 | C | -161.82 |
| AAUK | Anglo American Adr | L | 525 | 04/09/02 | $16.65 | 04/11/02 | $16.21 | C | -231.00 |
| ACF | Americredit | L | 158 | 04/09/02 | $44.06 | 04/10/02 | $43.92 | C | -22.12 |
| BRCD | Brocade Comms | S | 496 | 04/12/02 | $24.65 | 04/09/02 | $24.00 | C | -322.40 |
| SNDK | Sanddisk | S | 577 | 04/10/02 | $19.54 | 04/08/02 | $19.81 | C | 155.79 |
| GLB | Glenborough Rlty | L | 537 | 04/08/02 | $21.98 | 04/11/02 | $22.17 | C | 102.03 |
| FON | Sprint Fon Gp | L | 713 | 04/08/02 | $15.13 | 04/09/02 | $14.75 | C | -270.94 |
| AL | Alcan | L | 182 | 04/08/02 | $38.84 | 04/09/02 | $38.24 | C | -109.20 |
| COH | Coach | L | 192 | 04/05/02 | $51.60 | 04/10/02 | $54.10 | C | 480.00 |
| GY | Gencorp | L | 745 | 04/05/02 | $14.22 | 04/08/02 | $14.48 | C | 193.70 |
| PFCB | Pf Chang China | L | 127 | 04/05/02 | $69.24 | 04/09/02 | $68.63 | C | -77.60 |
| CLS | Celestica | S | 339 | 04/09/02 | $31.22 | 04/05/02 | $33.14 | C | 650.88 |
| FEIC | Fei Company | S | 348 | 04/08/02 | $31.34 | 04/04/02 | $32.10 | C | 264.48 |
| GSF | Globalsantafe | S | 381 | 04/15/02 | $29.77 | 04/04/02 | $31.37 | C | 609.60 |
| AES | Aes | L | 1,328 | 04/04/02 | $9.06 | 04/08/02 | $8.89 | C | -225.76 |
| OPNT | Opnet Techs | L | 872 | 04/04/02 | $9.64 | 04/09/02 | $9.50 | C | -122.08 |
| SEE | Sealed Air | S | 231 | 04/05/02 | $46.82 | 04/04/02 | $46.35 | C | -108.57 |
| RRI | Reliant Resource | S | 803 | 04/16/02 | $15.09 | 04/04/02 | $15.64 | C | 441.65 |
| DAL | Delta Airlines | S | 373 | 04/05/02 | $29.51 | 04/04/02 | $29.82 | C | 115.63 |
| UN | Unilever Nv | S | 197 | 04/04/02 | $57.01 | 04/03/02 | $56.74 | C | -53.19 |
| TMTA | Transmeta | S | 3,821 | 04/04/02 | $3.25 | 04/03/02 | $3.20 | C | -191.05 |
| USAI | Usa Networks | L | 263 | 04/03/02 | $31.41 | 04/04/02 | $31.92 | C | 134.13 |
| MXT | Metris | S | 510 | 04/04/02 | $21.20 | 04/03/02 | $21.10 | C | -51.00 |
| CBE | Cooper Inds | S | 215 | 04/05/02 | $41.30 | 04/03/02 | $41.10 | C | -43.00 |
| TWTR | Tweeter Home Ent | S | 576 | 04/03/02 | $19.22 | 04/02/02 | $18.95 | C | -157.82 |
| WONE | Wire One Tech | L | 1,578 | 04/02/02 | $4.70 | 04/08/02 | $4.50 | C | -315.60 |
| FDX | Fedex | S | 222 | 04/04/02 | $55.38 | 04/02/02 | $55.92 | C | 119.88 |
| HRL | Hormel Foods | L | 419 | 04/02/02 | $26.86 | 04/04/02 | $26.57 | C | -121.51 |
| RMD | Resmed | S | 243 | 04/05/02 | $38.76 | 04/01/02 | $39.75 | C | 240.57 |
| AME | Ametek | S | 324 | 04/03/02 | $37.95 | 04/01/02 | $37.81 | C | -45.36 |
| SONC | Sonic | L | 424 | 04/01/02 | $24.80 | 04/02/02 | $25.70 | C | 381.60 |
| FOE | Ferro | S | 251 | 04/02/02 | $28.50 | 04/01/02 | $29.00 | C | 125.50 |
| COGN | Cognos | L | 465 | 04/01/02 | $27.11 | 04/02/02 | $26.72 | C | -181.35 |
| SWC | Stillwater Mng | S | 377 | 04/03/02 | $15.79 | 03/28/02 | $18.85 | C | 1,153.62 |
| SAFC | Safeco | L | 394 | 03/28/02 | $32.04 | 04/01/02 | $32.03 | C | -3.94 |
| CNB | Colonial Bcgroup | L | 761 | 03/28/02 | $14.93 | 04/02/02 | $14.80 | C | -98.93 |
| GRP | Grant Prideco | L | 831 | 03/27/02 | $13.46 | 04/03/02 | $13.50 | C | 33.24 |
| F | Ford Motor Co | S | 639 | 04/01/02 | $15.73 | 03/27/02 | $16.10 | C | 236.43 |
| CCK | Crown Cork Seal | L | 1,006 | 03/27/02 | $8.74 | 04/03/02 | $8.81 | C | 70.42 |
| ISSI | Integrated Silic | L | 884 | 03/27/02 | $12.95 | 03/28/02 | $12.86 | C | -79.56 |
| ASIA | Asiainfo Hldgs | L | 851 | 03/26/02 | $13.61 | 03/27/02 | $13.15 | C | -391.46 |
| FDS | Factset Resrch | L | 245 | 03/26/02 | $39.40 | 04/01/02 | $39.43 | C | 7.35 |
| SABA | Saba Software | S | 2,744 | 04/04/02 | $3.70 | 03/26/02 | $4.03 | C | 905.52 |
| GDW | Golden West Fin | L | 112 | 03/26/02 | $62.52 | 03/28/02 | $63.50 | C | 109.76 |
| SYXI | Ixys | S | 816 | 03/27/02 | $11.72 | 03/26/02 | $11.25 | C | -383.52 |
| OVER | Overture Svcs | S | 443 | 03/28/02 | $27.92 | 03/26/02 | $28.21 | C | 128.47 |
| MAPS | Mapinfo | S | 1,108 | 03/26/02 | $10.20 | 03/25/02 | $10.09 | C | -121.88 |
| ELE | Endesa Adr | L | 484 | 03/25/02 | $15.11 | 04/01/02 | $15.04 | C | -33.88 |
| EEP | Enbridge Energy | S | 284 | 03/26/02 | $44.06 | 03/25/02 | $44.02 | C | -11.36 |
| STE | Steris | S | 543 | 03/26/02 | $20.94 | 03/22/02 | $21.13 | C | 103.17 |
| ICN | Icn Pharms | L | 351 | 03/22/02 | $32.50 | 03/25/02 | $31.80 | C | -245.70 |
| AU | Anglogold Adr | L | 490 | 03/22/02 | $23.52 | 04/01/02 | $25.01 | C | 730.10 |
| NBR | Nabors | S | 175 | 03/26/02 | $39.98 | 03/22/02 | $40.00 | C | 3.50 |
| BBX | Bankatlantic | S | 761 | 03/26/02 | $12.77 | 03/22/02 | $12.41 | C | -273.96 |
| BRE | Bre Property | L | 230 | 03/22/02 | $32.02 | 03/25/02 | $31.80 | C | -50.60 |
| BLDP | Ballard Power | L | 402 | 03/22/02 | $32.41 | 03/25/02 | $31.06 | C | -542.70 |
| FO | Fortune Brands | S | 237 | 03/27/02 | $49.48 | 03/22/02 | $48.79 | C | -163.53 |
| KRB | Mbna | S | 302 | 03/22/02 | $38.75 | 03/21/02 | $38.27 | C | -144.96 |
| SBIB | Sterling Bncs Ii | S | 824 | 03/22/02 | $13.40 | 03/21/02 | $13.70 | C | 247.20 |
| CHK | Chesapeake Ener | L | 1,831 | 03/21/02 | $7.14 | 03/22/02 | $7.13 | C | -18.31 |
| NCEN | New Centry Finl | S | 526 | 03/22/02 | $23.08 | 03/21/02 | $22.57 | C | -268.26 |
| AWE | At&t Wireless | S | 1,452 | 03/21/02 | $8.51 | 03/20/02 | $8.24 | C | -392.04 |
| ATRX | Atrix Labs | S | 558 | 03/21/02 | $22.38 | 03/20/02 | $21.30 | C | -602.64 |
| SRA | Serono Adr | S | 435 | 03/22/02 | $22.69 | 03/20/02 | $22.20 | C | -213.15 |
| HKF | Hancock Fabrics | S | 423 | 03/22/02 | $17.16 | 03/20/02 | $17.28 | C | 50.76 |
| XICO | Xicor | S | 1,484 | 03/21/02 | $9.10 | 03/20/02 | $8.55 | C | -816.20 |
| TMX | Telefonos De Mex Adr | L | 282 | 03/19/02 | $41.05 | 03/22/02 | $40.63 | C | -118.44 |
| LECO | Lincoln Electric | S | 424 | 03/20/02 | $29.72 | 03/19/02 | $29.81 | C | 38.16 |
| TMTA | Transmeta | L | 3,012 | 03/18/02 | $3.80 | 03/20/02 | $3.95 | C | 451.80 |
| MTSN | Mattson Tech | L | 1,099 | 03/18/02 | $6.56 | 03/22/02 | $6.37 | C | -208.81 |
| EMBT | Embarcadero Tech | S | 668 | 03/27/02 | $14.65 | 03/18/02 | $15.03 | C | 253.84 |
| IM | Ingram Micro | S | 823 | 03/19/02 | $15.61 | 03/18/02 | $15.49 | C | -98.76 |
| PHA | Pharmacia | L | 253 | 03/15/02 | $45.25 | 03/19/02 | $45.82 | C | 144.21 |
| PCLN | Priceline Com | S | 2,336 | 03/18/02 | $5.20 | 03/15/02 | $5.05 | C | -350.40 |
| SNPS | Synopsys | S | 219 | 03/15/02 | $51.40 | 03/14/02 | $51.83 | C | 94.17 |
| CNXT | Conexant Sys | S | 955 | 03/15/02 | $12.61 | 03/14/02 | $12.48 | C | -124.15 |
| CSG | Cadbury Schwepp Adr | S | 453 | 03/18/02 | $27.76 | 03/14/02 | $27.94 | C | 81.54 |
| CALP | Caliper Techs | S | 719 | 03/26/02 | $12.55 | 03/13/02 | $12.99 | C | 316.36 |
| PCOP | Pharmacopeia | L | 909 | 03/13/02 | $13.17 | 03/14/02 | $13.11 | C | -54.54 |
| NPSP | Nps Pharmaceut | L | 279 | 03/13/02 | $32.27 | 03/20/02 | $34.55 | C | 636.12 |
| LU | Lucent Tech | S | 2,589 | 03/21/02 | $4.79 | 03/13/02 | $4.92 | C | 336.57 |
| EVG | Evergreen Rscs | L | 280 | 03/12/02 | $41.41 | 03/14/02 | $40.50 | C | -254.80 |
| CRL | Chrls River Labs | L | 398 | 03/12/02 | $29.30 | 03/20/02 | $30.02 | C | 286.56 |
| BVSN | Broadvision | S | 4,808 | 03/18/02 | $2.03 | 03/12/02 | $2.06 | C | 144.24 |
| MAPS | Mapinfo | L | 848 | 03/12/02 | $10.76 | 03/13/02 | $10.65 | C | -93.28 |
| PHCC | Priority Hlthcar | L | 287 | 03/12/02 | $25.78 | 03/20/02 | $25.52 | C | -74.62 |
| TBH | Telebras Adr | L | 352 | 03/12/02 | $37.10 | 03/14/02 | $36.00 | C | -387.20 |
| GPI | Group 1 Auto | L | 234 | 03/11/02 | $41.39 | 03/13/02 | $39.90 | C | -348.66 |
| ATN | Action Perform | L | 163 | 03/11/02 | $44.00 | 03/18/02 | $44.05 | C | 8.15 |
| DNP | Duff & Phelps | S | 1,138 | 03/13/02 | $11.29 | 03/11/02 | $11.24 | C | -56.90 |
| BCR | C R Bard | S | 213 | 03/12/02 | $55.94 | 03/08/02 | $55.11 | C | -176.79 |
| BJS | Bj Services | S | 357 | 03/12/02 | $33.30 | 03/08/02 | $32.97 | C | -117.81 |
| NUAN | Nuance Comms | L | 1,061 | 03/08/02 | $6.83 | 03/11/02 | $6.79 | C | -42.44 |
| BOW | Bowater | L | 248 | 03/08/02 | $51.70 | 03/12/02 | $52.49 | C | 195.92 |
| CLS | Celestica | L | 239 | 03/07/02 | $40.02 | 03/11/02 | $40.52 | C | 119.50 |
| ATK | Alliant Techsys | S | 122 | 03/08/02 | $98.00 | 03/07/02 | $97.25 | C | -91.50 |
| AW | Allied Waste Ind | L | 518 | 03/07/02 | $14.43 | 03/08/02 | $13.97 | C | -238.28 |
| HLTH | Webmd | L | 1,191 | 03/07/02 | $8.53 | 03/12/02 | $8.31 | C | -262.02 |
| ODP | Office Depot | S | 444 | 03/12/02 | $19.23 | 03/07/02 | $19.88 | C | 288.60 |
| GNTA | Genta | L | 736 | 03/06/02 | $15.62 | 03/08/02 | $16.00 | C | 279.68 |
| EMBT | Embarcadero Tech | L | 582 | 03/06/02 | $16.93 | 03/07/02 | $16.45 | C | -279.36 |
| ALV | Autoliv | S | 401 | 03/06/02 | $24.68 | 03/05/02 | $24.63 | C | -20.05 |
| BRCD | Brocade Comms | S | 344 | 03/07/02 | $26.94 | 03/05/02 | $26.31 | C | -216.72 |
| EXTR | Extreme Netwrks | L | 764 | 03/05/02 | $8.71 | 03/12/02 | $9.68 | C | 741.08 |
| CTCO | Commonwlth Tele | S | 198 | 03/07/02 | $39.79 | 03/04/02 | $38.72 | C | -211.86 |
| ELY | Callaway Golf | S | 351 | 03/05/02 | $19.04 | 03/04/02 | $18.98 | C | -21.06 |
| BPO | Brookfield Prop | L | 684 | 03/04/02 | $18.75 | 03/08/02 | $18.81 | C | 41.04 |
| PCU | S Peru Copper | S | 988 | 03/06/02 | $11.75 | 03/01/02 | $11.70 | C | -49.40 |
| KO | Coca Cola | L | 207 | 03/01/02 | $48.41 | 03/05/02 | $47.65 | C | -157.32 |
| KOPN | Kopin | L | 1,228 | 03/01/02 | $7.97 | 03/07/02 | $9.68 | C | 2,099.88 |
| PIOS | Pioneer Standard | S | 737 | 03/05/02 | $12.13 | 03/01/02 | $12.20 | C | 51.59 |
| UTHR | Utd Therapeut | L | 818 | 02/28/02 | $12.70 | 03/01/02 | $12.26 | C | -359.92 |
| IONA | Iona Tech Adr | S | 620 | 03/04/02 | $15.50 | 02/28/02 | $13.95 | C | -961.00 |
| FCN | Fti Consulting | L | 306 | 02/28/02 | $32.26 | 03/01/02 | $29.40 | C | -875.16 |
| NDSN | Nordson | S | 376 | 02/28/02 | $27.23 | 02/27/02 | $27.44 | C | 78.96 |
| CDX | Catellus Dev | S | 448 | 02/28/02 | $18.90 | 02/27/02 | $19.10 | C | 89.60 |
| ADLR | Adolor | S | 809 | 02/27/02 | $13.15 | 02/26/02 | $12.95 | C | -161.80 |
| IBB | Ishares Nas Bio Fd | S | 141 | 02/26/02 | $76.54 | 02/25/02 | $75.29 | C | -176.25 |
| PCP | Precision Cast | L | 349 | 02/25/02 | $30.16 | 03/13/02 | $34.27 | C | 1,434.39 |
| BRCD | Brocade Comms | L | 354 | 02/25/02 | $26.82 | 02/27/02 | $24.18 | C | -934.56 |
| RCOM | Register Com | L | 1,151 | 02/25/02 | $8.52 | 03/07/02 | $8.83 | C | 356.81 |
| STEC | Simple Tech | S | 1,336 | 03/04/02 | $6.90 | 02/25/02 | $5.95 | C | -1,269.20 |
| WPPGY | Wpp Group Adr | L | 230 | 02/25/02 | $51.87 | 03/11/02 | $55.54 | C | 844.10 |
| CBUK | Cutter Buck | L | 1,872 | 02/25/02 | $6.50 | 03/04/02 | $6.85 | C | 655.20 |
| SPP | Sappi Adr | S | 886 | 02/25/02 | $11.99 | 02/21/02 | $11.94 | C | -44.30 |
| CSC | Computer Science | S | 210 | 02/25/02 | $44.88 | 02/21/02 | $44.99 | C | 23.10 |
| STZ | Constellation A | L | 183 | 02/21/02 | $50.02 | 02/28/02 | $53.72 | C | 677.10 |
| TSFG | South Finl Grp | L | 624 | 02/21/02 | $19.01 | 02/22/02 | $19.50 | C | 305.76 |
| ATK | Alliant Techsys | L | 115 | 02/20/02 | $91.90 | 02/25/02 | $92.27 | C | 42.55 |
| PHA | Pharmacia | L | 265 | 02/20/02 | $40.11 | 02/21/02 | $39.90 | C | -55.65 |
| HRLY | Herley Inds | L | 537 | 02/20/02 | $17.32 | 02/25/02 | $18.24 | C | 494.04 |
| HRLY | Herley Inds | L | 435 | 02/20/02 | $17.32 | 02/25/02 | $18.24 | C | 400.20 |
| PSFT | Peoplesoft | S | 383 | 02/21/02 | $27.89 | 02/20/02 | $29.40 | C | 578.33 |
| MGL | Magellan Hlth | S | 1,817 | 02/20/02 | $6.00 | 02/19/02 | $5.92 | C | -145.36 |
| GCI | Gannett | S | 129 | 02/21/02 | $75.56 | 02/19/02 | $74.39 | C | -150.93 |
| STI | Suntrust Banks | S | 155 | 02/20/02 | $61.48 | 02/19/02 | $60.63 | C | -131.75 |
| MIL | Millipore | S | 173 | 02/21/02 | $54.56 | 02/19/02 | $53.77 | C | -136.67 |
| CYGN | Cygnus | S | 2,806 | 02/22/02 | $3.90 | 02/19/02 | $4.08 | C | 505.08 |
| SHW | Sherwin Williams | L | 427 | 02/19/02 | $26.06 | 02/20/02 | $26.43 | C | 157.99 |
| PDS | Precision Drill | S | 440 | 02/19/02 | $25.20 | 02/15/02 | $24.80 | C | -176.00 |
| AXL | Amer Axle & Manu | L | 418 | 02/15/02 | $23.72 | 02/19/02 | $22.99 | C | -305.14 |
| SRCL | Stericycle | L | 160 | 02/15/02 | $59.40 | 02/19/02 | $59.00 | C | -64.00 |
| PZZA | Papa Johns Intl | L | 304 | 02/15/02 | $24.80 | 02/20/02 | $24.83 | C | 9.12 |
| CALP | Caliper Techs | S | 822 | 03/01/02 | $11.94 | 02/14/02 | $13.00 | C | 871.32 |
| NEU | Neuberger Berman | L | 244 | 02/13/02 | $44.03 | 02/14/02 | $43.78 | C | -61.00 |
| SGR | Shaw Group | L | 408 | 02/13/02 | $20.50 | 03/01/02 | $23.99 | C | 1,423.92 |
| BPUR | Biopure | S | 1,225 | 02/20/02 | $8.72 | 02/13/02 | $8.70 | C | -24.50 |
| MHX | Meristar Hospitl | L | 667 | 02/13/02 | $15.04 | 02/15/02 | $14.88 | C | -106.72 |
| SCOR | Syncor Intl | L | 406 | 02/13/02 | $23.54 | 02/15/02 | $23.38 | C | -64.96 |
| APA | Apache | L | 185 | 02/13/02 | $50.34 | 02/19/02 | $50.40 | C | 11.10 |
| TWK | Trenwick Group | S | 1,706 | 02/13/02 | $7.90 | 02/12/02 | $7.10 | C | -1,364.80 |
| BVF | Biovail | L | 243 | 02/12/02 | $44.00 | 02/13/02 | $43.79 | C | -51.03 |
| SBIB | Sterling Bncs Ii | L | 722 | 02/12/02 | $13.03 | 02/13/02 | $13.25 | C | 158.84 |
| MNS | Msc Software | L | 418 | 02/12/02 | $18.63 | 02/15/02 | $18.01 | C | -259.16 |
| MDC | Mdc Holdings | L | 258 | 02/11/02 | $39.15 | 02/13/02 | $38.80 | C | -90.30 |
| BPO | Brookfield Prop | S | 535 | 02/13/02 | $17.97 | 02/11/02 | $17.70 | C | -144.45 |
| ERJ | Embraer Aircraft Adr | L | 470 | 02/11/02 | $22.48 | 02/19/02 | $24.36 | C | 883.60 |
| BJS | Bj Services | L | 353 | 02/08/02 | $29.19 | 02/15/02 | $30.91 | C | 607.16 |
| ECL | Ecolab | L | 194 | 02/08/02 | $42.65 | 02/13/02 | $42.96 | C | 60.14 |
| PDS | Precision Drill | L | 391 | 02/08/02 | $25.95 | 02/11/02 | $25.90 | C | -19.55 |
| DRD | Duane Reade | L | 351 | 02/08/02 | $26.79 | 02/12/02 | $26.80 | C | 3.51 |
| ATRX | Atrix Labs | L | 446 | 02/08/02 | $21.22 | 02/11/02 | $21.21 | C | -4.46 |
| DYN | Dynegy | L | 482 | 02/08/02 | $22.10 | 02/19/02 | $23.08 | C | 472.36 |
| AEM | Agnico Eagle | S | 822 | 02/11/02 | $12.06 | 02/07/02 | $12.45 | C | 320.58 |
| KO | Coca Cola | L | 206 | 02/06/02 | $46.50 | 02/08/02 | $45.87 | C | -129.78 |
| XOM | Exxon Mobil | S | 259 | 02/07/02 | $38.35 | 02/06/02 | $38.92 | C | 147.63 |
| WMS | Wms Industries | S | 618 | 02/08/02 | $15.99 | 02/05/02 | $16.35 | C | 222.48 |
| BKH | Black Hills | S | 287 | 02/08/02 | $29.21 | 02/05/02 | $29.06 | C | -43.05 |
| ABC | Amerisourcebergn | L | 161 | 02/05/02 | $64.22 | 02/06/02 | $62.38 | C | -296.24 |
| HSP | Hispanic Bcast | S | 450 | 02/05/02 | $23.00 | 02/04/02 | $22.71 | C | -130.50 |
| RHAT | Red Hat | L | 1,043 | 02/04/02 | $8.65 | 02/05/02 | $8.00 | C | -677.95 |
| AVP | Avon | S | 217 | 02/12/02 | $48.13 | 02/04/02 | $48.74 | C | 132.37 |
| IGEN | Igen Intl | S | 254 | 02/08/02 | $39.30 | 02/04/02 | $38.15 | C | -292.10 |
| NOI | Natl Oilwell | S | 542 | 02/06/02 | $18.22 | 02/04/02 | $17.96 | C | -140.92 |
| UNT | Unit | L | 739 | 02/01/02 | $12.77 | 02/04/02 | $12.20 | C | -421.23 |
| STR | Questar | L | 406 | 02/01/02 | $24.16 | 02/04/02 | $23.85 | C | -125.86 |
| KOF | Coca Cola Femsa Adr | L | 448 | 02/01/02 | $23.46 | 02/05/02 | $23.19 | C | -120.96 |
| PBCT | Peoples Bank | S | 467 | 02/04/02 | $21.98 | 01/31/02 | $21.94 | C | -18.68 |
| FMER | Firstmerit | S | 350 | 02/01/02 | $26.90 | 01/31/02 | $26.94 | C | 14.00 |
| MCDT | Mcdata | S | 359 | 02/08/02 | $24.35 | 01/31/02 | $26.30 | C | 700.05 |
| SBIB | Sterling Bncs Ii | S | 734 | 02/01/02 | $13.01 | 01/31/02 | $13.20 | C | 139.46 |
| IMNY | I Many | S | 1,267 | 02/12/02 | $6.80 | 01/30/02 | $8.18 | C | 1,748.46 |
| AET | Aetna | S | 309 | 01/31/02 | $34.50 | 01/30/02 | $33.80 | C | -216.30 |
| DGIN | Digital Insight | L | 413 | 01/30/02 | $24.33 | 01/31/02 | $23.44 | C | -367.57 |
| SXT | Sensient Tech | S | 392 | 02/12/02 | $18.73 | 01/30/02 | $19.29 | C | 219.52 |
| ANR | Annuity Life Re | S | 551 | 01/31/02 | $17.37 | 01/29/02 | $17.25 | C | -66.12 |
| BORL | Borland Software | S | 476 | 01/30/02 | $16.99 | 01/29/02 | $16.45 | C | -257.04 |
| NT | Nortel Networks | S | 1,392 | 01/30/02 | $7.02 | 01/28/02 | $7.27 | C | 348.00 |
| UPL | Ultra Petroleum | S | 1,604 | 01/31/02 | $6.00 | 01/28/02 | $5.94 | C | -96.24 |
| AKLM | Acclaim Entmt | S | 2,401 | 01/30/02 | $3.85 | 01/28/02 | $4.02 | C | 408.17 |
| ACE | Ace | L | 252 | 01/28/02 | $38.15 | 02/04/02 | $38.62 | C | 118.44 |
| ALGX | Allegiance Tele | L | 1,234 | 01/28/02 | $7.17 | 01/29/02 | $6.35 | C | -1,011.88 |
| ENDP | Endo Pharma | S | 938 | 02/01/02 | $10.10 | 01/26/02 | $10.65 | C | 515.90 |
| ICGE | Internet Cap | S | 9,174 | 01/30/02 | $1.05 | 01/26/02 | $1.09 | C | 366.96 |
| ARBA | Ariba | S | 1,766 | 01/28/02 | $5.59 | 01/26/02 | $5.66 | C | 123.62 |
| ATRX | Atrix Labs | L | 421 | 01/26/02 | $23.71 | 01/28/02 | $22.59 | C | -471.52 |
| BRO | Brown & Brown | L | 311 | 01/26/02 | $32.10 | 02/04/02 | $33.98 | C | 584.68 |
| INKT | Inktomi | L | 1,776 | 01/26/02 | $5.63 | 01/29/02 | $5.36 | C | -479.52 |
| MCTR | Mercator Softwr | L | 1,579 | 01/26/02 | $6.33 | 01/28/02 | $6.11 | C | -347.38 |
| COF | Cap One Finan | L | 187 | 01/26/02 | $53.25 | 01/28/02 | $51.26 | C | -372.13 |
| SONS | Sonus Networks | S | 2,557 | 01/28/02 | $4.36 | 01/26/02 | $3.91 | C | -1,150.65 |
| TEF | Telefonica Adr | S | 272 | 02/08/02 | $34.31 | 01/26/02 | $36.72 | C | 655.52 | 15.59% | Return 32.54% Annualized Return $32,433.14 |