NOTE: Results of runs 1 - 13 have been deleted to save space. Even with this deletion, this log is 709K bytes. Date, Total Equity, Core Equity, Drawdown, Trade Equity, Open Equity, Cash, Purch. Equity, Margin Equity, Total Slippage, Positions Symbol(L or S, # Units, First Entry, Days In, Total Shares/Contracts, Entry Price) 01/01/93, 1002961.08, 1002961.08, 0%, 1002961.08, 0.00, 1002961.08, 0.00, 323348.00, 39362.23, S[1]=US(L3 12/04/92-19 52 64.9752)ED(L2 12/21/92-8 89 92.9739)SF(S3 12/24/92-5 24 84.4746)BP(S2 12/28/92-4 16 132.8618)JY(S1 12/28/92-4 17 116.6644) S[2]=No Positions 01/04/93, 1003290.63, 1003290.63, 0%, 1003290.63, 0.00, 1003290.63, 0.00, 323348.00, 39362.23, S[1]=US(L3 12/04/92-19 52 64.9752)ED(L2 12/21/92-8 89 92.9739)SF(S3 12/24/92-5 24 84.4746)BP(S2 12/28/92-4 16 132.8618)JY(S1 12/28/92-4 17 116.6644) S[2]=No Positions 01/05/93, 1003400.51, 1003400.51, 0%, 1003400.51, 0.00, 1003400.51, 0.00, 299588.00, 41517.61, S[1]=US(L3 12/04/92-20 52 64.9752)ED(L2 12/21/92-9 89 92.9739)SF(S3 12/24/92-6 24 84.4746)JY(S1 12/28/92-5 17 116.6644) S[2]=No Positions 01/06/93, 1003510.39, 1003510.39, 0%, 1003510.39, 0.00, 1003510.39, 0.00, 299588.00, 41517.61, S[1]=US(L3 12/04/92-21 52 64.9752)ED(L2 12/21/92-10 89 92.9739)SF(S3 12/24/92-7 24 84.4746)JY(S1 12/28/92-6 17 116.6644) S[2]=No Positions 01/07/93, 1003620.29, 1003620.29, 0%, 1003620.29, 0.00, 1003620.29, 0.00, 159188.00, 43142.61, S[1]=ED(L2 12/21/92-11 89 92.9739)SF(S3 12/24/92-8 24 84.4746)JY(S1 12/28/92-7 17 116.6644) S[2]=No Positions 01/08/93, 994605.45, 983756.45, 1%, 1003730.20, -9124.76, 1003730.20, 0.00, 203038.00, 43517.60, S[1]=ED(L3 12/21/92-12 139 92.9739)SF(S3 12/24/92-9 24 84.4746)JY(S1 12/28/92-8 17 116.6644) S[2]=No Positions 01/11/93, 1006185.75, 984086.25, 0%, 1004060.01, 2125.74, 1004060.01, 0.00, 203038.00, 43517.60, S[1]=ED(L3 12/21/92-13 139 92.9739)SF(S3 12/24/92-10 24 84.4746)JY(S1 12/28/92-9 17 116.6644) S[2]=No Positions 01/12/93, 1007545.02, 984196.21, 0%, 1004169.96, 3375.05, 1004169.96, 0.00, 203038.00, 43517.60, S[1]=ED(L3 12/21/92-14 139 92.9739)SF(S3 12/24/92-11 24 84.4746)JY(S1 12/28/92-10 17 116.6644) S[2]=No Positions 01/13/93, 983702.05, 950907.06, 2%, 1004279.93, -20577.89, 1004279.93, 0.00, 290248.00, 44075.60, S[1]=ED(L3 12/21/92-15 139 92.9739)SF(S3 12/24/92-12 24 84.4746)JY(S3 12/28/92-11 55 116.6644) S[2]=No Positions 01/14/93, 995511.99, 952266.35, 1%, 1004389.92, -8877.93, 1004389.92, 0.00, 290248.00, 44075.60, S[1]=ED(L3 12/21/92-16 139 92.9739)SF(S3 12/24/92-13 24 84.4746)JY(S3 12/28/92-12 55 116.6644) S[2]=No Positions 01/15/93, 992049.83, 932833.91, 2%, 1004499.91, -12450.08, 1004499.91, 0.00, 341548.00, 44152.27, S[1]=ED(L3 12/21/92-17 139 92.9739)SF(S3 12/24/92-14 24 84.4746)JY(S3 12/28/92-13 55 116.6644)US(L1 01/15/93-0 19 67.0887) S[2]=No Positions 01/18/93, 1027979.78, 933163.97, 0%, 1004829.97, 23149.81, 1004829.97, 0.00, 341548.00, 44152.27, S[1]=ED(L3 12/21/92-18 139 92.9739)SF(S3 12/24/92-15 24 84.4746)JY(S3 12/28/92-14 55 116.6644)US(L1 01/15/93-1 19 67.0887) S[2]=No Positions 01/19/93, 1004930.02, 919504.62, 2%, 1004940.01, -9.99, 1004940.01, 0.00, 350728.00, 44779.37, S[1]=ED(L3 12/21/92-19 139 92.9739)JY(S3 12/28/92-15 55 116.6644)US(L2 01/15/93-2 38 67.0887) S[2]=No Positions 01/20/93, 992625.59, 917900.36, 3%, 966082.50, 26543.08, 966082.50, 0.00, 224503.00, 46566.83, S[1]=ED(L3 12/21/92-20 139 92.9739)US(L2 01/15/93-3 38 67.0887) S[2]=No Positions 01/21/93, 984294.31, 918006.16, 4%, 966188.30, 18106.00, 966188.30, 0.00, 224503.00, 46566.83, S[1]=ED(L3 12/21/92-21 139 92.9739)US(L2 01/15/93-4 38 67.0887) S[2]=No Positions 01/22/93, 994024.70, 933112.31, 3%, 966294.11, 27730.58, 966294.11, 0.00, 224503.00, 46566.83, S[1]=ED(L3 12/21/92-22 139 92.9739)US(L2 01/15/93-5 38 67.0887) S[2]=No Positions 01/25/93, 916295.58, 871102.10, 11%, 966611.62, -50316.04, 966611.62, 0.00, 365713.00, 50008.83, S[1]=ED(L3 12/21/92-23 139 92.9739)US(L2 01/15/93-6 38 67.0887)BP(L1 01/25/93-0 7 138.1320)JY(L3 01/25/93-0 57 117.4018) S[2]=No Positions 01/26/93, 1051938.44, 871207.95, 0%, 966717.47, 85220.96, 966717.47, 0.00, 365713.00, 50008.83, S[1]=ED(L3 12/21/92-24 139 92.9739)US(L2 01/15/93-7 38 67.0887)BP(L1 01/25/93-1 7 138.1320)JY(L3 01/25/93-1 57 117.4018) S[2]=No Positions 01/27/93, 1000994.14, 872336.94, 5%, 949195.46, 51798.68, 949195.46, 0.00, 355318.00, 50146.52, S[1]=ED(L3 12/21/92-25 139 92.9739)US(L2 01/15/93-8 38 67.0887)JY(L3 01/25/93-2 57 117.4018) S[2]=No Positions 01/28/93, 979498.03, 883040.81, 7%, 949299.41, 30198.62, 949299.41, 0.00, 355318.00, 50146.52, S[1]=ED(L3 12/21/92-26 139 92.9739)US(L2 01/15/93-9 38 67.0887)JY(L3 01/25/93-3 57 117.4018) S[2]=No Positions 01/29/93, 940244.75, 862956.89, 11%, 893477.85, 46766.90, 893477.85, 0.00, 245293.00, 61054.13, S[1]=ED(L3 12/21/92-27 139 92.9739)US(L2 01/15/93-10 38 67.0887)BP(S2 01/29/93-0 14 132.3474) S[2]=No Positions 02/01/93, 942941.08, 832979.09, 10%, 893771.42, 49169.65, 893771.42, 0.00, 282283.00, 62221.11, S[1]=ED(L3 12/21/92-28 139 92.9739)US(L2 01/15/93-11 38 67.0887)BP(S3 01/29/93-1 20 132.3474)SF(S2 02/01/93-0 16 82.0404) S[2]=No Positions 02/02/93, 1005441.26, 824580.48, 4%, 893869.31, 111571.96, 893869.31, 0.00, 296323.00, 62317.14, S[1]=ED(L3 12/21/92-29 139 92.9739)US(L2 01/15/93-12 38 67.0887)BP(S3 01/29/93-2 20 132.3474)SF(S3 02/01/93-1 24 82.0404) S[2]=No Positions 02/03/93, 1006089.22, 824678.37, 4%, 893967.20, 112122.03, 893967.20, 0.00, 296323.00, 62317.14, S[1]=ED(L3 12/21/92-30 139 92.9739)US(L2 01/15/93-13 38 67.0887)BP(S3 01/29/93-3 20 132.3474)SF(S3 02/01/93-2 24 82.0404) S[2]=No Positions 02/04/93, 1037887.18, 844089.15, 1%, 894065.10, 143822.08, 894065.10, 0.00, 296323.00, 62317.14, S[1]=ED(L3 12/21/92-31 139 92.9739)US(L2 01/15/93-14 38 67.0887)BP(S3 01/29/93-4 20 132.3474)SF(S3 02/01/93-3 24 82.0404) S[2]=No Positions 02/05/93, 1049997.28, 863187.07, 0%, 894163.01, 155834.27, 894163.01, 0.00, 296323.00, 62317.14, S[1]=ED(L3 12/21/92-32 139 92.9739)US(L2 01/15/93-15 38 67.0887)BP(S3 01/29/93-5 20 132.3474)SF(S3 02/01/93-4 24 82.0404) S[2]=No Positions 02/08/93, 1070816.27, 868230.87, 0%, 894456.81, 176359.46, 894456.81, 0.00, 296323.00, 62317.14, S[1]=ED(L3 12/21/92-33 139 92.9739)US(L2 01/15/93-16 38 67.0887)BP(S3 01/29/93-6 20 132.3474)SF(S3 02/01/93-5 24 82.0404) S[2]=No Positions 02/09/93, 1013594.63, 814687.62, 5%, 894554.77, 119039.86, 894554.77, 0.00, 406483.00, 67537.15, S[1]=ED(L3 12/21/92-34 139 92.9739)US(L2 01/15/93-17 38 67.0887)BP(S3 01/29/93-7 20 132.3474)SF(S3 02/01/93-6 24 82.0404)JY(L3 02/09/93-0 48 118.4370) S[2]=No Positions 02/10/93, 1108729.91, 821972.40, 0%, 894652.73, 214077.18, 894652.73, 0.00, 406483.00, 67537.15, S[1]=ED(L3 12/21/92-35 139 92.9739)US(L2 01/15/93-18 38 67.0887)BP(S3 01/29/93-8 20 132.3474)SF(S3 02/01/93-7 24 82.0404)JY(L3 02/09/93-1 48 118.4370) S[2]=No Positions 02/11/93, 1101403.30, 831814.01, 1%, 894750.71, 206652.59, 894750.71, 0.00, 406483.00, 67537.15, S[1]=ED(L3 12/21/92-36 139 92.9739)US(L2 01/15/93-19 38 67.0887)BP(S3 01/29/93-9 20 132.3474)SF(S3 02/01/93-8 24 82.0404)JY(L3 02/09/93-2 48 118.4370) S[2]=No Positions 02/12/93, 1135613.53, 890428.96, 0%, 894848.70, 240764.83, 894848.70, 0.00, 406483.00, 67537.15, S[1]=ED(L3 12/21/92-37 139 92.9739)US(L2 01/15/93-20 38 67.0887)BP(S3 01/29/93-10 20 132.3474)SF(S3 02/01/93-9 24 82.0404)JY(L3 02/09/93-3 48 118.4370) S[2]=No Positions 02/15/93, 1171607.58, 890722.99, 0%, 895142.72, 276464.86, 895142.72, 0.00, 406483.00, 67537.15, S[1]=ED(L3 12/21/92-38 139 92.9739)US(L2 01/15/93-21 38 67.0887)BP(S3 01/29/93-11 20 132.3474)SF(S3 02/01/93-10 24 82.0404)JY(L3 02/09/93-4 48 118.4370) S[2]=No Positions 02/16/93, 1171705.61, 897571.01, 0%, 895240.75, 276464.86, 895240.75, 0.00, 406483.00, 67537.15, S[1]=ED(L3 12/21/92-38 139 92.9739)US(L2 01/15/93-21 38 67.0887)BP(S3 01/29/93-11 20 132.3474)SF(S3 02/01/93-10 24 82.0404)JY(L3 02/09/93-4 48 118.4370) S[2]=No Positions 02/17/93, 1100268.55, 906271.68, 6%, 874053.42, 226215.14, 874053.42, 0.00, 364363.00, 68257.15, S[1]=ED(L3 12/21/92-39 139 92.9739)US(L2 01/15/93-22 38 67.0887)BP(S3 01/29/93-12 20 132.3474)JY(L3 02/09/93-5 48 118.4370) S[2]=No Positions 02/18/93, 1138664.45, 911180.17, 3%, 874149.14, 264515.32, 874149.14, 0.00, 364363.00, 68257.15, S[1]=ED(L3 12/21/92-40 139 92.9739)US(L2 01/15/93-23 38 67.0887)BP(S3 01/29/93-13 20 132.3474)JY(L3 02/09/93-6 48 118.4370) S[2]=No Positions 02/19/93, 1183512.53, 910178.84, 0%, 900277.11, 283235.42, 900277.11, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-41 139 92.9739)US(L2 01/15/93-24 38 67.0887)JY(L3 02/09/93-7 48 118.4370) S[2]=No Positions 02/22/93, 1219133.42, 910474.65, 0%, 900572.92, 318560.49, 900572.92, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-42 139 92.9739)US(L2 01/15/93-25 38 67.0887)JY(L3 02/09/93-8 48 118.4370) S[2]=No Positions 02/23/93, 1336594.65, 958994.60, 0%, 900671.55, 435923.10, 900671.55, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-43 139 92.9739)US(L2 01/15/93-26 38 67.0887)JY(L3 02/09/93-9 48 118.4370) S[2]=No Positions 02/24/93, 1352567.95, 994493.47, 0%, 900770.18, 451797.77, 900770.18, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-44 139 92.9739)US(L2 01/15/93-27 38 67.0887)JY(L3 02/09/93-10 48 118.4370) S[2]=No Positions 02/25/93, 1311979.79, 999991.90, 3%, 900868.83, 411110.96, 900868.83, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-45 139 92.9739)US(L2 01/15/93-28 38 67.0887)JY(L3 02/09/93-11 48 118.4370) S[2]=No Positions 02/26/93, 1307915.82, 1030703.11, 3%, 900967.49, 406948.33, 900967.49, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-46 139 92.9739)US(L2 01/15/93-29 38 67.0887)JY(L3 02/09/93-12 48 118.4370) S[2]=No Positions 03/01/93, 1269199.11, 1074199.48, 6%, 901263.53, 367935.59, 901263.53, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-47 139 92.9739)US(L2 01/15/93-30 38 67.0887)JY(L3 02/09/93-13 48 118.4370) S[2]=No Positions 03/02/93, 1282210.34, 1079109.99, 5%, 901362.23, 380848.11, 901362.23, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-48 139 92.9739)US(L2 01/15/93-31 38 67.0887)JY(L3 02/09/93-14 48 118.4370) S[2]=No Positions 03/03/93, 1321946.63, 1115871.53, 2%, 901460.94, 420485.69, 901460.94, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-49 139 92.9739)US(L2 01/15/93-32 38 67.0887)JY(L3 02/09/93-15 48 118.4370) S[2]=No Positions 03/04/93, 1392045.02, 1168558.16, 0%, 901559.66, 490485.36, 901559.66, 0.00, 334663.00, 69107.16, S[1]=ED(L3 12/21/92-50 139 92.9739)US(L2 01/15/93-33 38 67.0887)JY(L3 02/09/93-16 48 118.4370) S[2]=No Positions 03/05/93, 1405609.90, 1166715.83, 0%, 937913.09, 467696.82, 937913.09, 0.00, 226800.00, 70173.01, S[1]=US(L2 01/15/93-34 38 67.0887)JY(L3 02/09/93-17 48 118.4370)SF(S1 03/05/93-0 8 80.5736) S[2]=No Positions 03/08/93, 1346705.48, 1181072.77, 4%, 938221.26, 408484.21, 938221.26, 0.00, 259200.00, 70510.51, S[1]=US(L3 01/15/93-35 50 67.0887)JY(L3 02/09/93-18 48 118.4370)SF(S1 03/05/93-1 8 80.5736) S[2]=No Positions 03/09/93, 1386045.82, 1197800.52, 1%, 938324.01, 447721.81, 938324.01, 0.00, 259200.00, 70510.51, S[1]=US(L3 01/15/93-36 50 67.0887)JY(L3 02/09/93-19 48 118.4370)SF(S1 03/05/93-2 8 80.5736) S[2]=No Positions 03/10/93, 1330525.57, 1198625.40, 5%, 920228.64, 410296.93, 920228.64, 0.00, 226800.00, 70542.88, S[1]=US(L2 01/15/93-37 38 67.0887)JY(L3 02/09/93-20 48 118.4370)SF(S1 03/05/93-3 8 80.5736) S[2]=No Positions 03/11/93, 1305463.62, 1200626.13, 7%, 920329.41, 385134.21, 920329.41, 0.00, 226800.00, 70542.88, S[1]=US(L2 01/15/93-38 38 67.0887)JY(L3 02/09/93-21 48 118.4370)SF(S1 03/05/93-4 8 80.5736) S[2]=No Positions 03/12/93, 1313297.76, 1200485.44, 7%, 906925.02, 406372.73, 906925.02, 0.00, 212760.00, 70682.88, S[1]=US(L2 01/15/93-39 38 67.0887)JY(L3 02/09/93-22 48 118.4370) S[2]=No Positions 03/15/93, 1232625.45, 1213425.47, 12%, 1063845.24, 168780.21, 1063845.24, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-23 48 118.4370) S[2]=No Positions 03/16/93, 1217741.96, 1213541.97, 13%, 1063961.74, 153780.21, 1063961.74, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-24 48 118.4370) S[2]=No Positions 03/17/93, 1285658.31, 1213658.49, 9%, 1064078.26, 221580.05, 1064078.26, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-25 48 118.4370) S[2]=No Positions 03/18/93, 1267775.12, 1213775.02, 10%, 1064194.79, 203580.32, 1064194.79, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-26 48 118.4370) S[2]=No Positions 03/19/93, 1317691.77, 1213891.57, 6%, 1064311.34, 253380.43, 1064311.34, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-27 48 118.4370) S[2]=No Positions 03/22/93, 1325841.31, 1214241.28, 6%, 1064661.05, 261180.27, 1064661.05, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-28 48 118.4370) S[2]=No Positions 03/23/93, 1341558.04, 1214357.87, 5%, 1064777.64, 276780.40, 1064777.64, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-29 48 118.4370) S[2]=No Positions 03/24/93, 1318874.35, 1217474.66, 6%, 1064894.25, 253980.10, 1064894.25, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-30 48 118.4370) S[2]=No Positions 03/25/93, 1241590.92, 1217591.28, 12%, 1065010.87, 176580.05, 1065010.87, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-31 48 118.4370) S[2]=No Positions 03/26/93, 1268707.83, 1217707.92, 10%, 1065127.50, 203580.32, 1065127.50, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-32 48 118.4370) S[2]=No Positions 03/29/93, 1306257.51, 1237257.87, 7%, 1065477.48, 240780.03, 1065477.48, 0.00, 110160.00, 72582.88, S[1]=JY(L3 02/09/93-33 48 118.4370) S[2]=No Positions 03/30/93, 1278365.58, 1201128.03, 9%, 1065594.16, 212771.42, 1065594.16, 0.00, 152280.00, 73470.76, S[1]=JY(L3 02/09/93-34 48 118.4370)SF(L2 03/30/93-0 24 82.5305) S[2]=No Positions 03/31/93, 1303682.17, 1201244.73, 7%, 1065710.86, 237971.31, 1065710.86, 0.00, 152280.00, 73470.76, S[1]=JY(L3 02/09/93-35 48 118.4370)SF(L2 03/30/93-1 24 82.5305) S[2]=No Positions 04/01/93, 1386129.85, 1193843.93, 1%, 1065827.57, 320302.28, 1065827.57, 0.00, 173340.00, 74585.32, S[1]=JY(L3 02/09/93-36 48 118.4370)SF(L3 03/30/93-2 36 82.5305) S[2]=No Positions 04/02/93, 1451748.78, 1174712.78, 0%, 1065944.29, 385804.48, 1065944.29, 0.00, 254901.00, 75030.02, S[1]=JY(L3 02/09/93-37 48 118.4370)SF(L3 03/30/93-3 36 82.5305)ED(L1 04/02/93-0 93 93.5028) S[2]=No Positions 04/05/93, 1443474.81, 1175063.02, 1%, 1066294.54, 377180.27, 1066294.54, 0.00, 254901.00, 75030.02, S[1]=JY(L3 02/09/93-38 48 118.4370)SF(L3 03/30/93-4 36 82.5305)ED(L1 04/02/93-1 93 93.5028) S[2]=No Positions 04/06/93, 1460541.54, 1175179.79, 0%, 1066411.31, 394130.23, 1066411.31, 0.00, 254901.00, 75030.02, S[1]=JY(L3 02/09/93-39 48 118.4370)SF(L3 03/30/93-5 36 82.5305)ED(L1 04/02/93-2 93 93.5028) S[2]=No Positions 04/07/93, 1423457.94, 1201696.27, 3%, 1066528.10, 356929.84, 1066528.10, 0.00, 254901.00, 75030.02, S[1]=JY(L3 02/09/93-40 48 118.4370)SF(L3 03/30/93-6 36 82.5305)ED(L1 04/02/93-3 93 93.5028) S[2]=No Positions 04/08/93, 1431023.22, 1193748.11, 2%, 1066644.90, 364378.32, 1066644.90, 0.00, 343478.00, 75185.29, S[1]=JY(L3 02/09/93-41 48 118.4370)SF(L3 03/30/93-7 36 82.5305)ED(L2 04/02/93-4 194 93.5028) S[2]=No Positions 04/09/93, 1477189.07, 1193864.93, 0%, 1066761.71, 410427.36, 1066761.71, 0.00, 343478.00, 75185.29, S[1]=JY(L3 02/09/93-42 48 118.4370)SF(L3 03/30/93-8 36 82.5305)ED(L2 04/02/93-5 194 93.5028) S[2]=No Positions 04/12/93, 1448711.37, 1150688.47, 2%, 1067112.22, 381599.14, 1067112.22, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-42 48 118.4370)SF(L3 03/30/93-8 36 82.5305)ED(L3 04/02/93-5 293 93.5028)US(L2 04/12/93-0 26 73.6062) S[2]=No Positions 04/13/93, 1540775.88, 1174505.71, 0%, 1067229.09, 473546.79, 1067229.09, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-43 48 118.4370)SF(L3 03/30/93-9 36 82.5305)ED(L3 04/02/93-6 293 93.5028)US(L2 04/12/93-1 26 73.6062) S[2]=No Positions 04/14/93, 1563494.49, 1272122.13, 0%, 1067345.96, 496148.53, 1067345.96, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-44 48 118.4370)SF(L3 03/30/93-10 36 82.5305)ED(L3 04/02/93-7 293 93.5028)US(L2 04/12/93-2 26 73.6062) S[2]=No Positions 04/15/93, 1520563.27, 1290239.20, 3%, 1067462.85, 453100.41, 1067462.85, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-45 48 118.4370)SF(L3 03/30/93-11 36 82.5305)ED(L3 04/02/93-8 293 93.5028)US(L2 04/12/93-3 26 73.6062) S[2]=No Positions 04/16/93, 1546354.80, 1291026.61, 1%, 1067579.76, 478775.04, 1067579.76, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-46 48 118.4370)SF(L3 03/30/93-12 36 82.5305)ED(L3 04/02/93-9 293 93.5028)US(L2 04/12/93-4 26 73.6062) S[2]=No Positions 04/19/93, 1562214.29, 1301727.54, 0%, 1067930.54, 494283.75, 1067930.54, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-47 48 118.4370)SF(L3 03/30/93-13 36 82.5305)ED(L3 04/02/93-10 293 93.5028)US(L2 04/12/93-5 26 73.6062) S[2]=No Positions 04/20/93, 1642210.22, 1301844.50, 0%, 1068047.49, 574162.73, 1068047.49, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-48 48 118.4370)SF(L3 03/30/93-14 36 82.5305)ED(L3 04/02/93-11 293 93.5028)US(L2 04/12/93-6 26 73.6062) S[2]=No Positions 04/21/93, 1684939.48, 1342112.73, 0%, 1068164.46, 616775.02, 1068164.46, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-49 48 118.4370)SF(L3 03/30/93-15 36 82.5305)ED(L3 04/02/93-12 293 93.5028)US(L2 04/12/93-7 26 73.6062) S[2]=No Positions 04/22/93, 1682777.78, 1353179.42, 0%, 1068281.43, 614496.35, 1068281.43, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-50 48 118.4370)SF(L3 03/30/93-16 36 82.5305)ED(L3 04/02/93-13 293 93.5028)US(L2 04/12/93-8 26 73.6062) S[2]=No Positions 04/23/93, 1735881.97, 1428931.32, 0%, 1068398.43, 667483.55, 1068398.43, 0.00, 500501.00, 76422.49, S[1]=JY(L3 02/09/93-51 48 118.4370)SF(L3 03/30/93-17 36 82.5305)ED(L3 04/02/93-14 293 93.5028)US(L2 04/12/93-9 26 73.6062) S[2]=No Positions 04/26/93, 1756027.01, 1435876.23, 0%, 1055504.36, 700522.65, 1055504.36, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-52 48 118.4370)SF(L3 03/30/93-18 36 82.5305)ED(L3 04/02/93-15 293 93.5028) S[2]=No Positions 04/27/93, 1774592.65, 1443318.39, 0%, 1055619.95, 718972.70, 1055619.95, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-53 48 118.4370)SF(L3 03/30/93-19 36 82.5305)ED(L3 04/02/93-16 293 93.5028) S[2]=No Positions 04/28/93, 1696010.88, 1465634.16, 4%, 1055735.55, 640275.33, 1055735.55, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-54 48 118.4370)SF(L3 03/30/93-20 36 82.5305)ED(L3 04/02/93-17 293 93.5028) S[2]=No Positions 04/29/93, 1657725.96, 1493949.85, 7%, 1055851.17, 601874.79, 1055851.17, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-55 48 118.4370)SF(L3 03/30/93-21 36 82.5305)ED(L3 04/02/93-18 293 93.5028) S[2]=No Positions 04/30/93, 1731289.33, 1522415.47, 2%, 1055966.80, 675322.53, 1055966.80, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-56 48 118.4370)SF(L3 03/30/93-22 36 82.5305)ED(L3 04/02/93-19 293 93.5028) S[2]=No Positions 05/03/93, 1722336.15, 1551562.41, 3%, 1056313.77, 666022.38, 1056313.77, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-57 48 118.4370)SF(L3 03/30/93-23 36 82.5305)ED(L3 04/02/93-20 293 93.5028) S[2]=No Positions 05/04/93, 1757926.07, 1553028.04, 1%, 1056429.45, 701496.62, 1056429.45, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-58 48 118.4370)SF(L3 03/30/93-24 36 82.5305)ED(L3 04/02/93-21 293 93.5028) S[2]=No Positions 05/05/93, 1803791.81, 1553143.73, 0%, 1056545.14, 747246.67, 1056545.14, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-59 48 118.4370)SF(L3 03/30/93-25 36 82.5305)ED(L3 04/02/93-22 293 93.5028) S[2]=No Positions 05/06/93, 1806907.81, 1593759.50, 0%, 1056660.85, 750246.96, 1056660.85, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-60 48 118.4370)SF(L3 03/30/93-26 36 82.5305)ED(L3 04/02/93-23 293 93.5028) S[2]=No Positions 05/07/93, 1837023.42, 1597925.40, 0%, 1056776.57, 780246.85, 1056776.57, 0.00, 430301.00, 76828.74, S[1]=JY(L3 02/09/93-61 48 118.4370)SF(L3 03/30/93-27 36 82.5305)ED(L3 04/02/93-24 293 93.5028) S[2]=No Positions 05/10/93, 1749668.59, 1594594.07, 5%, 1161017.30, 588651.29, 1161017.30, 0.00, 367121.00, 80068.75, S[1]=JY(L3 02/09/93-62 48 118.4370)ED(L3 04/02/93-25 293 93.5028) S[2]=No Positions 05/11/93, 1681995.91, 1594721.22, 8%, 1161144.45, 520851.46, 1161144.45, 0.00, 367121.00, 80068.75, S[1]=JY(L3 02/09/93-63 48 118.4370)ED(L3 04/02/93-26 293 93.5028) S[2]=No Positions 05/12/93, 1695922.81, 1624374.65, 8%, 1161271.61, 534651.20, 1161271.61, 0.00, 367121.00, 80068.75, S[1]=JY(L3 02/09/93-64 48 118.4370)ED(L3 04/02/93-27 293 93.5028) S[2]=No Positions 05/13/93, 1636176.51, 1619376.58, 11%, 1174596.46, 461580.05, 1174596.46, 0.00, 110160.00, 81534.06, S[1]=JY(L3 02/09/93-65 48 118.4370) S[2]=No Positions 05/14/93, 1609904.23, 1563126.85, 12%, 1174725.09, 435179.14, 1174725.09, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-66 48 118.4370)ED(S3 05/14/93-0 465 93.5260) S[2]=No Positions 05/17/93, 1689336.34, 1563512.84, 8%, 1175111.08, 514225.25, 1175111.08, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-67 48 118.4370)ED(S3 05/14/93-1 465 93.5260) S[2]=No Positions 05/18/93, 1693138.81, 1563641.53, 8%, 1175239.77, 517899.04, 1175239.77, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-68 48 118.4370)ED(S3 05/14/93-2 465 93.5260) S[2]=No Positions 05/19/93, 1698294.96, 1563770.23, 8%, 1175368.48, 522926.48, 1175368.48, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-69 48 118.4370)ED(S3 05/14/93-3 465 93.5260) S[2]=No Positions 05/20/93, 1698349.75, 1563898.95, 8%, 1175497.20, 522852.55, 1175497.20, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-70 48 118.4370)ED(S3 05/14/93-4 465 93.5260) S[2]=No Positions 05/21/93, 1706278.78, 1564027.69, 7%, 1175625.93, 530652.85, 1175625.93, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-71 48 118.4370)ED(S3 05/14/93-5 465 93.5260) S[2]=No Positions 05/24/93, 1757738.44, 1567414.15, 4%, 1176012.21, 581726.23, 1176012.21, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-72 48 118.4370)ED(S3 05/14/93-6 465 93.5260) S[2]=No Positions 05/25/93, 1792968.60, 1567542.94, 2%, 1176141.00, 616827.60, 1176141.00, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-73 48 118.4370)ED(S3 05/14/93-7 465 93.5260) S[2]=No Positions 05/26/93, 1838469.74, 1567671.75, 0%, 1176269.81, 662199.94, 1176269.81, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-74 48 118.4370)ED(S3 05/14/93-8 465 93.5260) S[2]=No Positions 05/27/93, 1876180.38, 1607977.91, 0%, 1176398.62, 699781.76, 1176398.62, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-75 48 118.4370)ED(S3 05/14/93-9 465 93.5260) S[2]=No Positions 05/28/93, 1986256.27, 1619734.22, 0%, 1176527.46, 809728.81, 1176527.46, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-76 48 118.4370)ED(S3 05/14/93-10 465 93.5260) S[2]=No Positions 05/31/93, 2003442.78, 1620120.80, 0%, 1176914.04, 826528.74, 1176914.04, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-77 48 118.4370)ED(S3 05/14/93-11 465 93.5260) S[2]=No Positions 06/01/93, 2003571.66, 1620249.69, 0%, 1177042.92, 826528.74, 1177042.92, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-77 48 118.4370)ED(S3 05/14/93-11 465 93.5260) S[2]=No Positions 06/02/93, 1956972.16, 1652178.52, 2%, 1177171.83, 779800.34, 1177171.83, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-78 48 118.4370)ED(S3 05/14/93-12 465 93.5260) S[2]=No Positions 06/03/93, 1949300.79, 1674507.60, 3%, 1177300.74, 772000.05, 1177300.74, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-79 48 118.4370)ED(S3 05/14/93-13 465 93.5260) S[2]=No Positions 06/04/93, 1927983.55, 1709510.11, 4%, 1177429.67, 750553.87, 1177429.67, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-80 48 118.4370)ED(S3 05/14/93-14 465 93.5260) S[2]=No Positions 06/07/93, 2011618.47, 1721515.60, 0%, 1177816.55, 833801.92, 1177816.55, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-81 48 118.4370)ED(S3 05/14/93-15 465 93.5260) S[2]=No Positions 06/08/93, 2006873.87, 1751644.59, 0%, 1177945.54, 828928.34, 1177945.54, 0.00, 517965.00, 84900.50, S[1]=JY(L3 02/09/93-82 48 118.4370)ED(S3 05/14/93-16 465 93.5260) S[2]=No Positions 06/09/93, 2054357.84, 1800693.70, 0%, 1178074.54, 876283.30, 1178074.54, 0.00, 561165.00, 85181.30, S[1]=JY(L3 02/09/93-83 48 118.4370)ED(S3 05/14/93-17 465 93.5260)US(L1 06/09/93-0 16 73.8420) S[2]=No Positions 06/10/93, 2039531.63, 1803222.31, 1%, 1178203.55, 861328.08, 1178203.55, 0.00, 561165.00, 85181.30, S[1]=JY(L3 02/09/93-84 48 118.4370)ED(S3 05/14/93-18 465 93.5260)US(L1 06/09/93-1 16 73.8420) S[2]=No Positions 06/11/93, 1925064.37, 1799592.63, 6%, 1205137.92, 719926.45, 1205137.92, 0.00, 239760.00, 95704.98, S[1]=JY(L3 02/09/93-85 48 118.4370)US(L3 06/09/93-2 48 73.8420) S[2]=No Positions 06/14/93, 1967460.35, 1799988.61, 4%, 1205533.90, 761926.45, 1205533.90, 0.00, 239760.00, 95704.98, S[1]=JY(L3 02/09/93-86 48 118.4370)US(L3 06/09/93-3 48 73.8420) S[2]=No Positions 06/15/93, 1984352.44, 1757519.73, 3%, 1205665.92, 778686.52, 1205665.92, 0.00, 416914.00, 96594.99, S[1]=JY(L3 02/09/93-87 48 118.4370)US(L3 06/09/93-4 48 73.8420)ED(L2 06/15/93-0 202 93.6134) S[2]=No Positions 06/16/93, 1966168.04, 1735324.39, 4%, 1205797.96, 760370.09, 1205797.96, 0.00, 436219.00, 97107.03, S[1]=JY(L3 02/09/93-88 48 118.4370)US(L3 06/09/93-5 48 73.8420)ED(L2 06/15/93-1 202 93.6134)SF(S1 06/16/93-0 11 83.6751) S[2]=No Positions 06/17/93, 1936937.70, 1735456.44, 6%, 1205930.01, 731007.69, 1205930.01, 0.00, 436219.00, 97107.03, S[1]=JY(L3 02/09/93-89 48 118.4370)US(L3 06/09/93-6 48 73.8420)ED(L2 06/15/93-2 202 93.6134)SF(S1 06/16/93-1 11 83.6751) S[2]=No Positions 06/18/93, 1821642.50, 1673148.99, 11%, 1839791.42, -18148.92, 1839791.42, 0.00, 381004.00, 110160.16, S[1]=US(L3 06/09/93-7 48 73.8420)ED(L2 06/15/93-3 202 93.6134)SF(S3 06/16/93-2 33 83.6751)BP(S1 06/18/93-0 11 134.3715) S[2]=No Positions 06/21/93, 1839096.60, 1643647.03, 10%, 1840395.93, -1299.33, 1840395.93, 0.00, 406249.00, 110797.65, S[1]=US(L3 06/09/93-8 48 73.8420)ED(L2 06/15/93-4 202 93.6134)SF(S3 06/16/93-3 33 83.6751)BP(S2 06/18/93-1 28 134.3715) S[2]=No Positions 06/22/93, 1874573.27, 1648153.27, 9%, 1840597.48, 33975.79, 1840597.48, 0.00, 406249.00, 110797.65, S[1]=US(L3 06/09/93-9 48 73.8420)ED(L2 06/15/93-5 202 93.6134)SF(S3 06/16/93-4 33 83.6751)BP(S2 06/18/93-2 28 134.3715) S[2]=No Positions 06/23/93, 1866953.44, 1635682.33, 9%, 1770525.65, 96427.79, 1770525.65, 0.00, 229095.00, 135937.46, S[1]=US(L3 06/09/93-10 48 73.8420)SF(S3 06/16/93-5 33 83.6751)BP(S2 06/18/93-3 28 134.3715) S[2]=No Positions 06/24/93, 1870684.92, 1643376.23, 9%, 1770719.54, 99965.37, 1770719.54, 0.00, 229095.00, 135937.46, S[1]=US(L3 06/09/93-11 48 73.8420)SF(S3 06/16/93-6 33 83.6751)BP(S2 06/18/93-4 28 134.3715) S[2]=No Positions 06/25/93, 1909416.51, 1667570.15, 7%, 1770913.46, 138503.05, 1770913.46, 0.00, 229095.00, 135937.46, S[1]=US(L3 06/09/93-12 48 73.8420)SF(S3 06/16/93-7 33 83.6751)BP(S2 06/18/93-5 28 134.3715) S[2]=No Positions 06/28/93, 1910160.86, 1668152.03, 7%, 1771495.34, 138665.52, 1771495.34, 0.00, 229095.00, 135937.46, S[1]=US(L3 06/09/93-13 48 73.8420)SF(S3 06/16/93-8 33 83.6751)BP(S2 06/18/93-6 28 134.3715) S[2]=No Positions 06/29/93, 1869878.00, 1620633.19, 9%, 1771689.35, 98188.66, 1771689.35, 0.00, 479917.00, 137191.57, S[1]=US(L3 06/09/93-14 48 73.8420)SF(S3 06/16/93-9 33 83.6751)BP(S2 06/18/93-7 28 134.3715)ED(L2 06/29/93-0 286 93.6331) S[2]=No Positions 06/30/93, 1833794.81, 1638639.72, 11%, 1771883.37, 61911.44, 1771883.37, 0.00, 479917.00, 137191.57, S[1]=US(L3 06/09/93-15 48 73.8420)SF(S3 06/16/93-10 33 83.6751)BP(S2 06/18/93-8 28 134.3715)ED(L2 06/29/93-1 286 93.6331) S[2]=No Positions 07/01/93, 1856735.72, 1652530.77, 10%, 1722991.02, 133744.70, 1722991.02, 0.00, 438337.00, 137576.57, S[1]=US(L3 06/09/93-16 48 73.8420)SF(S3 06/16/93-11 33 83.6751)ED(L2 06/29/93-2 286 93.6331) S[2]=No Positions 07/02/93, 1822751.66, 1663810.12, 11%, 1706772.77, 115978.89, 1706772.77, 0.00, 380422.00, 138071.55, S[1]=US(L3 06/09/93-17 48 73.8420)ED(L2 06/29/93-3 286 93.6331) S[2]=No Positions 07/05/93, 1862413.12, 1664370.93, 9%, 1707333.58, 155079.54, 1707333.58, 0.00, 380422.00, 138071.55, S[1]=US(L3 06/09/93-18 48 73.8420)ED(L2 06/29/93-4 286 93.6331) S[2]=No Positions 07/06/93, 1862600.10, 1676557.90, 9%, 1707520.56, 155079.54, 1707520.56, 0.00, 380422.00, 138071.55, S[1]=US(L3 06/09/93-18 48 73.8420)ED(L2 06/29/93-4 286 93.6331) S[2]=No Positions 07/07/93, 1809040.37, 1676744.90, 12%, 1707707.55, 101332.82, 1707707.55, 0.00, 380422.00, 138071.55, S[1]=US(L3 06/09/93-19 48 73.8420)ED(L2 06/29/93-5 286 93.6331) S[2]=No Positions 07/08/93, 1810672.67, 1665175.61, 12%, 1707894.57, 102778.10, 1707894.57, 0.00, 410257.00, 138335.36, S[1]=US(L3 06/09/93-20 48 73.8420)ED(L2 06/29/93-6 286 93.6331)SF(S1 07/08/93-0 17 82.1417) S[2]=No Positions 07/09/93, 1821955.51, 1650397.77, 11%, 1708081.61, 113873.90, 1708081.61, 0.00, 441847.00, 139055.36, S[1]=US(L3 06/09/93-21 48 73.8420)ED(L2 06/29/93-7 286 93.6331)SF(S2 07/08/93-1 35 82.1417) S[2]=No Positions 07/12/93, 1879662.62, 1690408.14, 8%, 1708642.85, 171019.77, 1708642.85, 0.00, 441847.00, 139055.36, S[1]=US(L3 06/09/93-22 48 73.8420)ED(L2 06/29/93-8 286 93.6331)SF(S2 07/08/93-2 35 82.1417) S[2]=No Positions 07/13/93, 1886599.95, 1704898.31, 8%, 1708829.97, 177769.99, 1708829.97, 0.00, 441847.00, 139055.36, S[1]=US(L3 06/09/93-23 48 73.8420)ED(L2 06/29/93-9 286 93.6331)SF(S2 07/08/93-3 35 82.1417) S[2]=No Positions 07/14/93, 1848650.27, 1705085.45, 10%, 1709017.11, 139633.16, 1709017.11, 0.00, 441847.00, 139055.36, S[1]=US(L3 06/09/93-24 48 73.8420)ED(L2 06/29/93-10 286 93.6331)SF(S2 07/08/93-4 35 82.1417) S[2]=No Positions 07/15/93, 1889474.12, 1719570.21, 8%, 1709204.27, 180269.85, 1709204.27, 0.00, 441847.00, 139055.36, S[1]=US(L3 06/09/93-25 48 73.8420)ED(L2 06/29/93-11 286 93.6331)SF(S2 07/08/93-5 35 82.1417) S[2]=No Positions 07/16/93, 1899536.39, 1719757.39, 8%, 1709391.45, 190144.95, 1709391.45, 0.00, 441847.00, 139055.36, S[1]=US(L3 06/09/93-26 48 73.8420)ED(L2 06/29/93-12 286 93.6331)SF(S2 07/08/93-6 35 82.1417) S[2]=No Positions 07/19/93, 1886991.89, 1721729.53, 8%, 1675613.01, 211378.89, 1675613.01, 0.00, 410257.00, 139070.19, S[1]=US(L3 06/09/93-27 48 73.8420)ED(L2 06/29/93-13 286 93.6331)SF(S1 07/08/93-7 17 82.1417) S[2]=No Positions 07/20/93, 1879556.46, 1721506.67, 9%, 1652476.91, 227079.54, 1652476.91, 0.00, 380422.00, 139261.43, S[1]=US(L3 06/09/93-28 48 73.8420)ED(L2 06/29/93-14 286 93.6331) S[2]=No Positions 07/21/93, 1850788.30, 1728839.17, 10%, 1652657.88, 198130.42, 1652657.88, 0.00, 380422.00, 139261.43, S[1]=US(L3 06/09/93-29 48 73.8420)ED(L2 06/29/93-15 286 93.6331) S[2]=No Positions 07/22/93, 1789371.79, 1750371.79, 13%, 1649825.41, 139546.39, 1649825.41, 0.00, 129600.00, 142836.65, S[1]=US(L3 06/09/93-30 48 73.8420) S[2]=No Positions 07/23/93, 1748163.29, 1748163.29, 15%, 1748163.29, 0.00, 1748163.29, 0.00, 0.00, 144636.65, S[1]=No Positions S[2]=No Positions 07/26/93, 1748737.70, 1748737.70, 15%, 1748737.70, 0.00, 1748737.70, 0.00, 0.00, 144636.65, S[1]=No Positions S[2]=No Positions 07/27/93, 1748929.21, 1748929.21, 15%, 1748929.21, 0.00, 1748929.21, 0.00, 0.00, 144636.65, S[1]=No Positions S[2]=No Positions 07/28/93, 1720388.18, 1687085.41, 16%, 1749120.74, -28732.57, 1749120.74, 0.00, 64260.00, 145721.88, S[1]=JY(L2 07/28/93-0 28 131.3963) S[2]=No Positions 07/29/93, 1693094.53, 1652395.37, 18%, 1749312.30, -56217.77, 1749312.30, 0.00, 195810.00, 146445.72, S[1]=JY(L2 07/28/93-1 28 131.3963)ED(L1 07/29/93-0 150 93.7426) S[2]=No Positions 07/30/93, 1671911.25, 1638631.12, 19%, 1749503.87, -77592.62, 1749503.87, 0.00, 225645.00, 146445.72, S[1]=JY(L3 07/28/93-2 41 131.3963)ED(L1 07/29/93-1 150 93.7426) S[2]=No Positions 08/02/93, 1751760.04, 1639205.97, 15%, 1750078.72, 1681.33, 1750078.72, 0.00, 225645.00, 146445.72, S[1]=JY(L3 07/28/93-3 41 131.3963)ED(L1 07/29/93-2 150 93.7426) S[2]=No Positions 08/03/93, 1759619.57, 1604621.70, 14%, 1750270.37, 9349.19, 1750270.37, 0.00, 260745.00, 146668.48, S[1]=JY(L3 07/28/93-4 41 131.3963)ED(L1 07/29/93-3 150 93.7426)SF(L1 08/03/93-0 20 83.3098) S[2]=No Positions 08/04/93, 1751771.85, 1604813.38, 15%, 1750462.05, 1309.80, 1750462.05, 0.00, 260745.00, 146668.48, S[1]=JY(L3 07/28/93-5 41 131.3963)ED(L1 07/29/93-4 150 93.7426)SF(L1 08/03/93-1 20 83.3098) S[2]=No Positions 08/05/93, 1726938.47, 1605005.08, 16%, 1750653.75, -23715.29, 1750653.75, 0.00, 260745.00, 146668.48, S[1]=JY(L3 07/28/93-6 41 131.3963)ED(L1 07/29/93-5 150 93.7426)SF(L1 08/03/93-2 20 83.3098) S[2]=No Positions 08/06/93, 1761143.69, 1605196.80, 14%, 1750845.47, 10298.21, 1750845.47, 0.00, 260745.00, 146668.48, S[1]=JY(L3 07/28/93-7 41 131.3963)ED(L1 07/29/93-6 150 93.7426)SF(L1 08/03/93-3 20 83.3098) S[2]=No Positions 08/09/93, 1762907.94, 1605772.09, 14%, 1751420.76, 11487.18, 1751420.76, 0.00, 260745.00, 146668.48, S[1]=JY(L3 07/28/93-8 41 131.3963)ED(L1 07/29/93-7 150 93.7426)SF(L1 08/03/93-4 20 83.3098) S[2]=No Positions 08/10/93, 1643939.19, 1514155.66, 20%, 1716385.75, -72446.57, 1716385.75, 0.00, 315960.00, 148548.52, S[1]=JY(L3 07/28/93-9 41 131.3963)ED(L1 07/29/93-8 150 93.7426)SF(S1 08/10/93-0 21 81.8570)BP(S2 08/10/93-0 36 132.6065) S[2]=No Positions 08/11/93, 1731704.51, 1488311.89, 16%, 1716573.72, 15130.79, 1716573.72, 0.00, 394260.00, 149157.16, S[1]=JY(L3 07/28/93-10 41 131.3963)ED(L1 07/29/93-9 150 93.7426)SF(S1 08/10/93-1 21 81.8570)BP(S2 08/10/93-1 36 132.6065)US(L1 08/11/93-0 29 78.1861) S[2]=No Positions 08/12/93, 1749350.64, 1446416.53, 15%, 1716761.71, 32588.93, 1716761.71, 0.00, 674102.00, 150646.74, S[1]=JY(L3 07/28/93-11 41 131.3963)ED(L2 07/29/93-10 311 93.7426)SF(S2 08/10/93-2 41 81.8570)BP(S3 08/10/93-2 53 132.6065)US(L2 08/11/93-1 58 78.1861) S[2]=No Positions 08/13/93, 1749068.90, 1434854.89, 15%, 1716949.72, 32119.18, 1716949.72, 0.00, 817930.00, 151245.76, S[1]=JY(L3 07/28/93-12 41 131.3963)ED(L3 07/29/93-11 475 93.7426)SF(S2 08/10/93-3 41 81.8570)BP(S3 08/10/93-3 53 132.6065)US(L2 08/11/93-2 58 78.1861) S[2]=No Positions 08/16/93, 1667190.29, 1372981.63, 19%, 1574715.92, 92474.37, 1574715.92, 0.00, 740980.00, 158367.71, S[1]=JY(L3 07/28/93-13 41 131.3963)ED(L3 07/29/93-12 475 93.7426)US(L2 08/11/93-3 58 78.1861)SF(L2 08/16/93-0 42 83.3474) S[2]=No Positions 08/17/93, 1765287.59, 1373154.08, 14%, 1574888.37, 190399.22, 1574888.37, 0.00, 740980.00, 158367.71, S[1]=JY(L3 07/28/93-14 41 131.3963)ED(L3 07/29/93-13 475 93.7426)US(L2 08/11/93-4 58 78.1861)SF(L2 08/16/93-1 42 83.3474) S[2]=No Positions 08/18/93, 1726291.75, 1357049.91, 16%, 1575060.85, 151230.91, 1575060.85, 0.00, 770815.00, 158468.45, S[1]=JY(L3 07/28/93-15 41 131.3963)ED(L3 07/29/93-14 475 93.7426)US(L2 08/11/93-5 58 78.1861)SF(L3 08/16/93-2 59 83.3474) S[2]=No Positions 08/19/93, 1600212.81, 1359247.93, 22%, 1560798.81, 39413.99, 1560798.81, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-15 475 93.7426)US(L2 08/11/93-6 58 78.1861)SF(L3 08/16/93-3 59 83.3474) S[2]=No Positions 08/20/93, 1609124.15, 1394732.16, 22%, 1560969.74, 48154.41, 1560969.74, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-16 475 93.7426)US(L2 08/11/93-7 58 78.1861)SF(L3 08/16/93-4 59 83.3474) S[2]=No Positions 08/23/93, 1727480.06, 1402495.06, 16%, 1561482.64, 165997.42, 1561482.64, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-17 475 93.7426)US(L2 08/11/93-8 58 78.1861)SF(L3 08/16/93-5 59 83.3474) S[2]=No Positions 08/24/93, 1664157.81, 1402666.07, 19%, 1561653.65, 102504.16, 1561653.65, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-18 475 93.7426)US(L2 08/11/93-9 58 78.1861)SF(L3 08/16/93-6 59 83.3474) S[2]=No Positions 08/25/93, 1740872.02, 1414705.57, 15%, 1561824.67, 179047.35, 1561824.67, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-19 475 93.7426)US(L2 08/11/93-10 58 78.1861)SF(L3 08/16/93-7 59 83.3474) S[2]=No Positions 08/26/93, 1730068.42, 1414876.61, 16%, 1561995.71, 168072.71, 1561995.71, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-20 475 93.7426)US(L2 08/11/93-11 58 78.1861)SF(L3 08/16/93-8 59 83.3474) S[2]=No Positions 08/27/93, 1851616.90, 1484298.75, 10%, 1562166.77, 289450.13, 1562166.77, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-21 475 93.7426)US(L2 08/11/93-12 58 78.1861)SF(L3 08/16/93-9 59 83.3474) S[2]=No Positions 08/30/93, 1828027.79, 1497141.79, 11%, 1562680.06, 265347.73, 1562680.06, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-22 475 93.7426)US(L2 08/11/93-13 58 78.1861)SF(L3 08/16/93-10 59 83.3474) S[2]=No Positions 08/31/93, 1836201.13, 1527627.96, 11%, 1562851.20, 273349.93, 1562851.20, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-23 475 93.7426)US(L2 08/11/93-14 58 78.1861)SF(L3 08/16/93-11 59 83.3474) S[2]=No Positions 09/01/93, 1822235.28, 1558036.32, 11%, 1563022.35, 259212.92, 1563022.35, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-24 475 93.7426)US(L2 08/11/93-15 58 78.1861)SF(L3 08/16/93-12 59 83.3474) S[2]=No Positions 09/02/93, 1883743.41, 1577657.67, 8%, 1563193.52, 320549.88, 1563193.52, 0.00, 676720.00, 166668.49, S[1]=ED(L3 07/29/93-25 475 93.7426)US(L2 08/11/93-16 58 78.1861)SF(L3 08/16/93-13 59 83.3474) S[2]=No Positions 09/03/93, 1938227.46, 1569689.54, 6%, 1563364.71, 374862.75, 1563364.71, 0.00, 718300.00, 168477.93, S[1]=ED(L3 07/29/93-26 475 93.7426)US(L2 08/11/93-17 58 78.1861)SF(L3 08/16/93-14 59 83.3474)BP(L2 09/03/93-0 28 137.3823) S[2]=No Positions 09/06/93, 2181413.01, 1570203.23, 0%, 1563878.40, 617534.61, 1563878.40, 0.00, 718300.00, 168477.93, S[1]=ED(L3 07/29/93-27 475 93.7426)US(L2 08/11/93-18 58 78.1861)SF(L3 08/16/93-15 59 83.3474)BP(L2 09/03/93-1 28 137.3823) S[2]=No Positions 09/07/93, 2181584.27, 1570374.49, 0%, 1564049.67, 617534.61, 1564049.67, 0.00, 718300.00, 168477.93, S[1]=ED(L3 07/29/93-27 475 93.7426)US(L2 08/11/93-18 58 78.1861)SF(L3 08/16/93-15 59 83.3474)BP(L2 09/03/93-1 28 137.3823) S[2]=No Positions 09/08/93, 2262753.24, 1609610.81, 0%, 1564220.95, 698532.29, 1564220.95, 0.00, 718300.00, 168477.93, S[1]=ED(L3 07/29/93-28 475 93.7426)US(L2 08/11/93-19 58 78.1861)SF(L3 08/16/93-16 59 83.3474)BP(L2 09/03/93-2 28 137.3823) S[2]=No Positions 09/09/93, 2140700.36, 1643938.50, 5%, 1593732.24, 546968.11, 1593732.24, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-20 58 78.1861)SF(L3 08/16/93-17 59 83.3474)BP(L2 09/03/93-3 28 137.3823) S[2]=No Positions 09/10/93, 2152799.85, 1669488.04, 5%, 1593906.78, 558893.07, 1593906.78, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-21 58 78.1861)SF(L3 08/16/93-18 59 83.3474)BP(L2 09/03/93-4 28 137.3823) S[2]=No Positions 09/13/93, 2243248.56, 1670011.76, 1%, 1594430.50, 648818.06, 1594430.50, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-22 58 78.1861)SF(L3 08/16/93-19 59 83.3474)BP(L2 09/03/93-5 28 137.3823) S[2]=No Positions 09/14/93, 2187198.03, 1670186.37, 3%, 1594605.11, 592592.91, 1594605.11, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-23 58 78.1861)SF(L3 08/16/93-20 59 83.3474)BP(L2 09/03/93-6 28 137.3823) S[2]=No Positions 09/15/93, 2140047.75, 1729360.14, 5%, 1594779.74, 545268.01, 1594779.74, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-24 58 78.1861)SF(L3 08/16/93-21 59 83.3474)BP(L2 09/03/93-7 28 137.3823) S[2]=No Positions 09/16/93, 2174647.71, 1785197.09, 4%, 1594954.40, 579693.32, 1594954.40, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-25 58 78.1861)SF(L3 08/16/93-22 59 83.3474)BP(L2 09/03/93-8 28 137.3823) S[2]=No Positions 09/17/93, 2126884.74, 1843359.77, 6%, 1595129.06, 531755.68, 1595129.06, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-26 58 78.1861)SF(L3 08/16/93-23 59 83.3474)BP(L2 09/03/93-9 28 137.3823) S[2]=No Positions 09/20/93, 2115496.10, 1931134.10, 7%, 1595653.19, 519842.91, 1595653.19, 0.00, 301725.00, 174415.79, S[1]=US(L2 08/11/93-27 58 78.1861)SF(L3 08/16/93-24 59 83.3474)BP(L2 09/03/93-10 28 137.3823) S[2]=No Positions 09/21/93, 2038617.85, 1926518.10, 10%, 1728080.52, 310537.33, 1728080.52, 0.00, 103545.00, 180358.29, S[1]=SF(L3 08/16/93-25 59 83.3474) S[2]=No Positions 09/22/93, 1951044.98, 1926707.35, 14%, 1728269.77, 222775.21, 1728269.77, 0.00, 103545.00, 180358.29, S[1]=SF(L3 08/16/93-26 59 83.3474) S[2]=No Positions 09/23/93, 1924336.70, 1924336.70, 15%, 1924336.70, 0.00, 1924336.70, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 09/24/93, 1924547.44, 1924547.44, 15%, 1924547.44, 0.00, 1924547.44, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 09/27/93, 1925179.81, 1925179.81, 15%, 1925179.81, 0.00, 1925179.81, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 09/28/93, 1925390.64, 1925390.64, 15%, 1925390.64, 0.00, 1925390.64, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 09/29/93, 1925601.50, 1925601.50, 15%, 1925601.50, 0.00, 1925601.50, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 09/30/93, 1925812.38, 1925812.38, 15%, 1925812.38, 0.00, 1925812.38, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 10/01/93, 1926023.28, 1926023.28, 15%, 1926023.28, 0.00, 1926023.28, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 10/04/93, 1926656.13, 1926656.13, 15%, 1926656.13, 0.00, 1926656.13, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 10/05/93, 1926867.12, 1926867.12, 15%, 1926867.12, 0.00, 1926867.12, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 10/06/93, 1927078.14, 1927078.14, 15%, 1927078.14, 0.00, 1927078.14, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 10/07/93, 1927289.18, 1927289.18, 15%, 1927289.18, 0.00, 1927289.18, 0.00, 0.00, 182202.04, S[1]=No Positions S[2]=No Positions 10/08/93, 1857028.67, 1821911.25, 18%, 1927500.25, -70471.58, 1927500.25, 0.00, 389428.00, 183959.88, S[1]=ED(L2 10/08/93-0 364 93.8844)US(L1 10/08/93-0 26 83.0801) S[2]=No Positions 10/11/93, 1914210.89, 1822544.58, 15%, 1928133.58, -13922.69, 1928133.58, 0.00, 389428.00, 183959.88, S[1]=ED(L2 10/08/93-1 364 93.8844)US(L1 10/08/93-1 26 83.0801) S[2]=No Positions 10/12/93, 1901940.57, 1794181.57, 16%, 1928344.74, -26404.17, 1928344.74, 0.00, 459628.00, 184107.77, S[1]=ED(L2 10/08/93-2 364 93.8844)US(L2 10/08/93-2 52 83.0801) S[2]=No Positions 10/13/93, 1891431.75, 1794392.75, 16%, 1928555.92, -37124.17, 1928555.92, 0.00, 459628.00, 184107.77, S[1]=ED(L2 10/08/93-3 364 93.8844)US(L2 10/08/93-3 52 83.0801) S[2]=No Positions 10/14/93, 1850625.11, 1756950.03, 18%, 1928767.12, -78142.01, 1928767.12, 0.00, 500938.00, 184889.31, S[1]=ED(L2 10/08/93-4 364 93.8844)US(L2 10/08/93-4 52 83.0801)JY(S1 10/14/93-0 18 129.8626) S[2]=No Positions 10/15/93, 1913758.12, 1749567.97, 15%, 1928978.35, -15220.23, 1928978.35, 0.00, 573838.00, 186259.57, S[1]=ED(L2 10/08/93-5 364 93.8844)US(L3 10/08/93-5 79 83.0801)JY(S1 10/14/93-1 18 129.8626) S[2]=No Positions 10/18/93, 1920282.79, 1683447.33, 15%, 1929612.16, -9329.38, 1929612.16, 0.00, 644848.00, 187321.75, S[1]=ED(L2 10/08/93-6 364 93.8844)US(L3 10/08/93-6 79 83.0801)JY(S2 10/14/93-2 36 129.8626)BP(S1 10/18/93-0 20 134.9344) S[2]=No Positions 10/19/93, 1850601.61, 1676372.98, 18%, 1864388.82, -13787.22, 1864388.82, 0.00, 325620.00, 190051.64, S[1]=US(L3 10/08/93-7 79 83.0801)JY(S2 10/14/93-3 36 129.8626)BP(S1 10/18/93-1 20 134.9344) S[2]=No Positions 10/20/93, 1846630.60, 1676577.16, 18%, 1864593.00, -17962.39, 1864593.00, 0.00, 325620.00, 190051.64, S[1]=US(L3 10/08/93-8 79 83.0801)JY(S2 10/14/93-4 36 129.8626)BP(S1 10/18/93-2 20 134.9344) S[2]=No Positions 10/21/93, 1751266.14, 1623321.80, 23%, 1779189.83, -27923.70, 1779189.83, 0.00, 310613.00, 192472.10, S[1]=JY(S3 10/14/93-5 54 129.8626)BP(S1 10/18/93-3 20 134.9344)ED(S1 10/21/93-0 179 93.8065) S[2]=No Positions 10/22/93, 1807927.41, 1572918.81, 20%, 1779384.68, 28542.73, 1779384.68, 0.00, 485556.00, 193762.64, S[1]=JY(S3 10/14/93-6 54 129.8626)BP(S2 10/18/93-4 38 134.9344)ED(S2 10/21/93-1 348 93.8065) S[2]=No Positions 10/25/93, 1829593.36, 1538714.11, 19%, 1779969.35, 49624.02, 1779969.35, 0.00, 547656.00, 194038.66, S[1]=JY(S3 10/14/93-7 54 129.8626)BP(S2 10/18/93-5 38 134.9344)ED(S2 10/21/93-2 348 93.8065)US(S1 10/25/93-0 23 80.9518) S[2]=No Positions 10/26/93, 1846616.08, 1522600.93, 18%, 1780164.28, 66451.81, 1780164.28, 0.00, 700254.00, 194239.12, S[1]=JY(S3 10/14/93-8 54 129.8626)BP(S2 10/18/93-6 38 134.9344)ED(S3 10/21/93-3 522 93.8065)US(S1 10/25/93-1 23 80.9518) S[2]=No Positions 10/27/93, 1821605.62, 1525475.17, 19%, 1780359.23, 41246.40, 1780359.23, 0.00, 700254.00, 194239.12, S[1]=JY(S3 10/14/93-9 54 129.8626)BP(S2 10/18/93-7 38 134.9344)ED(S3 10/21/93-4 522 93.8065)US(S1 10/25/93-2 23 80.9518) S[2]=No Positions 10/28/93, 1831275.41, 1526928.09, 19%, 1780554.20, 50721.21, 1780554.20, 0.00, 762354.00, 194321.10, S[1]=JY(S3 10/14/93-10 54 129.8626)BP(S2 10/18/93-8 38 134.9344)ED(S3 10/21/93-5 522 93.8065)US(S2 10/25/93-3 46 80.9518) S[2]=No Positions 10/29/93, 1762694.72, 1552886.96, 22%, 1780749.20, -18054.48, 1780749.20, 0.00, 762354.00, 194321.10, S[1]=JY(S3 10/14/93-11 54 129.8626)BP(S2 10/18/93-9 38 134.9344)ED(S3 10/21/93-6 522 93.8065)US(S2 10/25/93-4 46 80.9518) S[2]=No Positions 11/01/93, 1810255.49, 1553947.18, 20%, 1781334.31, 28921.18, 1781334.31, 0.00, 762354.00, 194321.10, S[1]=JY(S3 10/14/93-12 54 129.8626)BP(S2 10/18/93-10 38 134.9344)ED(S3 10/21/93-7 522 93.8065)US(S2 10/25/93-5 46 80.9518) S[2]=No Positions 11/02/93, 1871648.45, 1575741.72, 17%, 1781529.39, 90119.05, 1781529.39, 0.00, 762354.00, 194321.10, S[1]=JY(S3 10/14/93-13 54 129.8626)BP(S2 10/18/93-11 38 134.9344)ED(S3 10/21/93-8 522 93.8065)US(S2 10/25/93-6 46 80.9518) S[2]=No Positions 11/03/93, 1910858.94, 1582849.29, 16%, 1754306.46, 156552.48, 1754306.46, 0.00, 638424.00, 195063.50, S[1]=BP(S2 10/18/93-12 38 134.9344)ED(S3 10/21/93-9 522 93.8065)US(S2 10/25/93-7 46 80.9518) S[2]=No Positions 11/04/93, 1891601.00, 1609137.03, 16%, 1754498.58, 137102.42, 1754498.58, 0.00, 638424.00, 195063.50, S[1]=BP(S2 10/18/93-13 38 134.9344)ED(S3 10/21/93-10 522 93.8065)US(S2 10/25/93-8 46 80.9518) S[2]=No Positions 11/05/93, 1902235.43, 1611020.30, 16%, 1754690.72, 147544.71, 1754690.72, 0.00, 671769.00, 195112.95, S[1]=BP(S2 10/18/93-14 38 134.9344)ED(S3 10/21/93-11 522 93.8065)US(S2 10/25/93-9 46 80.9518)SF(S1 11/05/93-0 19 82.8487) S[2]=No Positions 11/08/93, 1914577.24, 1617346.85, 15%, 1755267.27, 159309.97, 1755267.27, 0.00, 671769.00, 195112.95, S[1]=BP(S2 10/18/93-15 38 134.9344)ED(S3 10/21/93-12 522 93.8065)US(S2 10/25/93-10 46 80.9518)SF(S1 11/05/93-1 19 82.8487) S[2]=No Positions 11/09/93, 1750550.88, 1575703.36, 23%, 1725961.87, 24589.01, 1725961.87, 0.00, 243675.00, 199627.80, S[1]=BP(S3 10/18/93-16 58 134.9344)US(S2 10/25/93-11 46 80.9518)SF(S1 11/05/93-2 19 82.8487) S[2]=No Positions 11/10/93, 1778127.26, 1575892.38, 21%, 1726150.88, 51976.37, 1726150.88, 0.00, 243675.00, 199627.80, S[1]=BP(S3 10/18/93-17 58 134.9344)US(S2 10/25/93-12 46 80.9518)SF(S1 11/05/93-3 19 82.8487) S[2]=No Positions 11/11/93, 1743460.49, 1563706.02, 23%, 1726339.92, 17120.57, 1726339.92, 0.00, 287280.00, 200081.27, S[1]=BP(S3 10/18/93-18 58 134.9344)US(S2 10/25/93-13 46 80.9518)SF(S1 11/05/93-4 19 82.8487)JY(L1 11/11/93-0 19 130.4682) S[2]=No Positions 11/12/93, 1718161.86, 1546386.70, 24%, 1673980.03, 44181.83, 1673980.03, 0.00, 288360.00, 204499.86, S[1]=US(S2 10/25/93-14 46 80.9518)SF(S1 11/05/93-5 19 82.8487)JY(L3 11/11/93-1 57 130.4682) S[2]=No Positions 11/15/93, 1706887.01, 1582874.23, 25%, 1674530.06, 32356.96, 1674530.06, 0.00, 288360.00, 204499.86, S[1]=US(S2 10/25/93-15 46 80.9518)SF(S1 11/05/93-6 19 82.8487)JY(L3 11/11/93-2 57 130.4682) S[2]=No Positions 11/16/93, 1648470.48, 1583057.61, 27%, 1674713.44, -26242.96, 1674713.44, 0.00, 288360.00, 204499.86, S[1]=US(S2 10/25/93-16 46 80.9518)SF(S1 11/05/93-7 19 82.8487)JY(L3 11/11/93-3 57 130.4682) S[2]=No Positions 11/17/93, 1587576.54, 1566201.50, 30%, 1597344.02, -9767.48, 1597344.02, 0.00, 33345.00, 220243.32, S[1]=SF(S1 11/05/93-8 19 82.8487) S[2]=No Positions 11/18/93, 1580389.03, 1566376.43, 30%, 1597518.96, -17129.93, 1597518.96, 0.00, 33345.00, 220243.32, S[1]=SF(S1 11/05/93-9 19 82.8487) S[2]=No Positions 11/19/93, 1555166.45, 1510935.59, 31%, 1597693.91, -42527.45, 1597693.91, 0.00, 135945.00, 221274.15, S[1]=SF(S1 11/05/93-10 19 82.8487)US(S2 11/19/93-0 38 78.5859) S[2]=No Positions 11/22/93, 1593691.49, 1513360.60, 30%, 1598218.87, -4527.38, 1598218.87, 0.00, 135945.00, 221274.15, S[1]=SF(S1 11/05/93-11 19 82.8487)US(S2 11/19/93-1 38 78.5859) S[2]=No Positions 11/23/93, 1576974.70, 1481415.80, 30%, 1568839.47, 8135.23, 1568839.47, 0.00, 141615.00, 222130.98, S[1]=US(S2 11/19/93-2 38 78.5859)JY(S1 11/23/93-0 17 128.3627) S[2]=No Positions 11/24/93, 1532631.84, 1450272.11, 32%, 1569011.28, -36379.44, 1569011.28, 0.00, 281058.00, 222841.54, S[1]=US(S2 11/19/93-3 38 78.5859)JY(S1 11/23/93-1 17 128.3627)ED(L1 11/24/93-0 159 93.8239) S[2]=No Positions 11/25/93, 1542427.10, 1450443.94, 32%, 1569183.11, -26756.01, 1569183.11, 0.00, 281058.00, 222841.54, S[1]=US(S2 11/19/93-4 38 78.5859)JY(S1 11/23/93-2 17 128.3627)ED(L1 11/24/93-1 159 93.8239) S[2]=No Positions 11/26/93, 1542598.95, 1450615.79, 32%, 1569354.96, -26756.01, 1569354.96, 0.00, 281058.00, 222841.54, S[1]=US(S2 11/19/93-4 38 78.5859)JY(S1 11/23/93-2 17 128.3627)ED(L1 11/24/93-1 159 93.8239) S[2]=No Positions 11/29/93, 1507010.85, 1428363.37, 33%, 1513137.82, -6126.98, 1513137.82, 0.00, 215178.00, 223897.21, S[1]=JY(S2 11/23/93-3 33 128.3627)ED(L1 11/24/93-2 159 93.8239) S[2]=No Positions 11/30/93, 1517226.18, 1428529.07, 33%, 1513303.53, 3922.65, 1513303.53, 0.00, 215178.00, 223897.21, S[1]=JY(S2 11/23/93-4 33 128.3627)ED(L1 11/24/93-3 159 93.8239) S[2]=No Positions 12/01/93, 1509290.81, 1428694.80, 33%, 1513469.26, -4178.45, 1513469.26, 0.00, 215178.00, 223897.21, S[1]=JY(S2 11/23/93-5 33 128.3627)ED(L1 11/24/93-4 159 93.8239) S[2]=No Positions 12/02/93, 1497494.33, 1428860.55, 34%, 1513635.00, -16140.67, 1513635.00, 0.00, 215178.00, 223897.21, S[1]=JY(S2 11/23/93-6 33 128.3627)ED(L1 11/24/93-5 159 93.8239) S[2]=No Positions 12/03/93, 1484441.15, 1408533.47, 34%, 1513800.77, -29359.62, 1513800.77, 0.00, 243393.00, 224433.98, S[1]=JY(S2 11/23/93-7 33 128.3627)ED(L1 11/24/93-6 159 93.8239)BP(L1 12/03/93-0 19 135.9932) S[2]=No Positions 12/06/93, 1447708.82, 1386993.81, 36%, 1469690.76, -21981.94, 1469690.76, 0.00, 194388.00, 225188.21, S[1]=ED(L1 11/24/93-7 159 93.8239)BP(L2 12/03/93-1 37 135.9932) S[2]=No Positions 12/07/93, 1483295.64, 1389092.64, 34%, 1469851.71, 13443.93, 1469851.71, 0.00, 194388.00, 225188.21, S[1]=ED(L1 11/24/93-8 159 93.8239)BP(L2 12/03/93-2 37 135.9932) S[2]=No Positions 12/08/93, 1429649.65, 1350820.61, 37%, 1470012.68, -40363.03, 1470012.68, 0.00, 469766.00, 226603.13, S[1]=ED(L3 11/24/93-9 473 93.8239)BP(L2 12/03/93-3 37 135.9932) S[2]=No Positions 12/09/93, 1467573.39, 1322697.85, 35%, 1470173.66, -2600.27, 1470173.66, 0.00, 518366.00, 226829.72, S[1]=ED(L3 11/24/93-10 473 93.8239)BP(L2 12/03/93-4 37 135.9932)US(L1 12/09/93-0 18 80.6680) S[2]=No Positions 12/10/93, 1463246.98, 1322858.85, 35%, 1470334.67, -7087.69, 1470334.67, 0.00, 518366.00, 226829.72, S[1]=ED(L3 11/24/93-11 473 93.8239)BP(L2 12/03/93-5 37 135.9932)US(L1 12/09/93-1 18 80.6680) S[2]=No Positions 12/13/93, 1441840.21, 1323341.97, 36%, 1470817.79, -28977.57, 1470817.79, 0.00, 518366.00, 226829.72, S[1]=ED(L3 11/24/93-12 473 93.8239)BP(L2 12/03/93-6 37 135.9932)US(L1 12/09/93-2 18 80.6680) S[2]=No Positions 12/14/93, 1412703.76, 1299024.36, 38%, 1441955.52, -29251.76, 1441955.52, 0.00, 508781.00, 227663.71, S[1]=ED(L3 11/24/93-13 473 93.8239)BP(L2 12/03/93-7 37 135.9932)JY(S1 12/14/93-0 17 127.8366) S[2]=No Positions 12/15/93, 1380950.69, 1278099.92, 39%, 1390102.95, -9152.26, 1390102.95, 0.00, 492851.00, 228015.90, S[1]=ED(L3 11/24/93-14 473 93.8239)JY(S2 12/14/93-1 34 127.8366) S[2]=No Positions 12/16/93, 1395552.77, 1278252.16, 38%, 1390255.18, 5297.58, 1390255.18, 0.00, 492851.00, 228015.90, S[1]=ED(L3 11/24/93-15 473 93.8239)JY(S2 12/14/93-2 34 127.8366) S[2]=No Positions 12/17/93, 1392465.49, 1266406.38, 38%, 1390407.43, 2058.06, 1390407.43, 0.00, 531866.00, 228159.85, S[1]=ED(L3 11/24/93-16 473 93.8239)JY(S3 12/14/93-3 51 127.8366) S[2]=No Positions 12/20/93, 1470186.01, 1266863.23, 35%, 1390864.29, 79321.72, 1390864.29, 0.00, 531866.00, 228159.85, S[1]=ED(L3 11/24/93-17 473 93.8239)JY(S3 12/14/93-4 51 127.8366) S[2]=No Positions 12/21/93, 1477635.99, 1278843.08, 35%, 1391016.61, 86619.39, 1391016.61, 0.00, 531866.00, 228159.85, S[1]=ED(L3 11/24/93-18 473 93.8239)JY(S3 12/14/93-5 51 127.8366) S[2]=No Positions 12/22/93, 1497207.19, 1291781.48, 34%, 1391168.94, 106038.25, 1391168.94, 0.00, 531866.00, 228159.85, S[1]=ED(L3 11/24/93-19 473 93.8239)JY(S3 12/14/93-6 51 127.8366) S[2]=No Positions 12/23/93, 1458013.24, 1259674.90, 36%, 1391321.29, 66691.94, 1391321.29, 0.00, 591266.00, 229123.21, S[1]=ED(L3 11/24/93-20 473 93.8239)JY(S3 12/14/93-7 51 127.8366)BP(L2 12/23/93-0 40 137.0072) S[2]=No Positions 12/24/93, 1489765.66, 1259827.27, 34%, 1391473.66, 98292.00, 1391473.66, 0.00, 591266.00, 229123.21, S[1]=ED(L3 11/24/93-21 473 93.8239)JY(S3 12/14/93-8 51 127.8366)BP(L2 12/23/93-1 40 137.0072) S[2]=No Positions 12/27/93, 1490222.87, 1265384.59, 34%, 1391930.87, 98292.00, 1391930.87, 0.00, 591266.00, 229123.21, S[1]=ED(L3 11/24/93-21 473 93.8239)JY(S3 12/14/93-8 51 127.8366)BP(L2 12/23/93-1 40 137.0072) S[2]=No Positions 12/28/93, 1533012.63, 1297764.53, 32%, 1392083.31, 140929.33, 1392083.31, 0.00, 591266.00, 229123.21, S[1]=ED(L3 11/24/93-22 473 93.8239)JY(S3 12/14/93-9 51 127.8366)BP(L2 12/23/93-2 40 137.0072) S[2]=No Positions 12/29/93, 1437903.52, 1289724.54, 36%, 1339441.73, 98461.79, 1339441.73, 0.00, 563051.00, 233498.94, S[1]=ED(L3 11/24/93-23 473 93.8239)JY(S3 12/14/93-10 51 127.8366)BP(S1 12/29/93-0 21 134.2069) S[2]=No Positions 12/30/93, 1503187.83, 1289871.23, 34%, 1339588.42, 163599.41, 1339588.42, 0.00, 563051.00, 233498.94, S[1]=ED(L3 11/24/93-24 473 93.8239)JY(S3 12/14/93-11 51 127.8366)BP(S1 12/29/93-1 21 134.2069) S[2]=No Positions 12/31/93, 1492069.26, 1320970.17, 34%, 1339735.12, 152334.14, 1339735.12, 0.00, 563051.00, 233498.94, S[1]=ED(L3 11/24/93-25 473 93.8239)JY(S3 12/14/93-12 51 127.8366)BP(S1 12/29/93-2 21 134.2069) S[2]=No Positions 01/03/94, 1434745.77, 1296673.27, 37%, 1340482.21, 94263.56, 1340482.21, 0.00, 250830.00, 236215.49, S[1]=JY(S3 12/14/93-13 51 127.8366)BP(S1 12/29/93-3 21 134.2069)US(S2 01/03/94-0 38 78.5782) S[2]=No Positions 01/04/94, 1498155.12, 1296820.07, 34%, 1340629.01, 157526.11, 1340629.01, 0.00, 250830.00, 236215.49, S[1]=JY(S3 12/14/93-14 51 127.8366)BP(S1 12/29/93-4 21 134.2069)US(S2 01/03/94-1 38 78.5782) S[2]=No Positions 01/05/94, 1470002.27, 1296966.88, 35%, 1340775.83, 129226.44, 1340775.83, 0.00, 250830.00, 236215.49, S[1]=JY(S3 12/14/93-15 51 127.8366)BP(S1 12/29/93-5 21 134.2069)US(S2 01/03/94-2 38 78.5782) S[2]=No Positions 01/06/94, 1492061.66, 1298388.50, 34%, 1340922.66, 151139.00, 1340922.66, 0.00, 250830.00, 236215.49, S[1]=JY(S3 12/14/93-16 51 127.8366)BP(S1 12/29/93-6 21 134.2069)US(S2 01/03/94-3 38 78.5782) S[2]=No Positions 01/07/94, 1363390.02, 1272560.69, 40%, 1292058.49, 71331.53, 1292058.49, 0.00, 556035.00, 245987.20, S[1]=JY(S3 12/14/93-17 51 127.8366)BP(S1 12/29/93-7 21 134.2069)ED(L3 01/07/94-0 465 93.9208) S[2]=No Positions 01/10/94, 1427255.45, 1246723.05, 37%, 1264208.25, 163047.20, 1264208.25, 0.00, 570750.00, 246312.88, S[1]=JY(S3 12/14/93-18 51 127.8366)ED(L3 01/07/94-1 465 93.9208)US(L1 01/10/94-0 17 80.6383) S[2]=No Positions 01/11/94, 1448325.42, 1271086.32, 36%, 1264346.70, 183978.72, 1264346.70, 0.00, 570750.00, 246312.88, S[1]=JY(S3 12/14/93-19 51 127.8366)ED(L3 01/07/94-2 465 93.9208)US(L1 01/10/94-1 17 80.6383) S[2]=No Positions 01/12/94, 1457267.42, 1253853.68, 36%, 1264485.16, 192782.26, 1264485.16, 0.00, 613950.00, 246945.95, S[1]=JY(S3 12/14/93-20 51 127.8366)ED(L3 01/07/94-3 465 93.9208)US(L2 01/10/94-2 33 80.6383) S[2]=No Positions 01/13/94, 1501336.00, 1253992.16, 34%, 1264623.64, 236712.36, 1264623.64, 0.00, 613950.00, 246945.95, S[1]=JY(S3 12/14/93-21 51 127.8366)ED(L3 01/07/94-4 465 93.9208)US(L2 01/10/94-3 33 80.6383) S[2]=No Positions 01/14/94, 1380070.76, 1243858.03, 39%, 1306039.79, 74030.97, 1306039.79, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-5 465 93.9208) S[2]=No Positions 01/17/94, 1357253.80, 1244287.17, 40%, 1306468.93, 50784.87, 1306468.93, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-6 465 93.9208) S[2]=No Positions 01/18/94, 1357396.88, 1244430.24, 40%, 1306612.00, 50784.87, 1306612.00, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-7 465 93.9208) S[2]=No Positions 01/19/94, 1380786.07, 1244573.34, 39%, 1306755.09, 74030.97, 1306755.09, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-8 465 93.9208) S[2]=No Positions 01/20/94, 1380929.17, 1244716.44, 39%, 1306898.20, 74030.97, 1306898.20, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-9 465 93.9208) S[2]=No Positions 01/21/94, 1415945.88, 1322943.75, 37%, 1307041.33, 108904.55, 1307041.33, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-10 465 93.9208) S[2]=No Positions 01/24/94, 1416375.34, 1323373.21, 37%, 1307470.79, 108904.55, 1307470.79, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-11 465 93.9208) S[2]=No Positions 01/25/94, 1428146.01, 1323516.40, 37%, 1307613.98, 120532.04, 1307613.98, 0.00, 407805.00, 256173.08, S[1]=ED(L3 01/07/94-12 465 93.9208) S[2]=No Positions 01/26/94, 1410037.11, 1298904.96, 38%, 1307757.18, 102279.93, 1307757.18, 0.00, 444525.00, 256300.63, S[1]=ED(L3 01/07/94-13 465 93.9208)JY(L1 01/26/94-0 16 127.1626) S[2]=No Positions 01/27/94, 1379076.90, 1218884.74, 39%, 1307900.39, 71176.51, 1307900.39, 0.00, 583305.00, 261544.74, S[1]=ED(L3 01/07/94-14 465 93.9208)JY(L3 01/26/94-1 48 127.1626)BP(L2 01/27/94-0 44 137.0726) S[2]=No Positions 01/28/94, 1448742.22, 1201922.77, 36%, 1308043.63, 140698.59, 1308043.63, 0.00, 680505.00, 262655.49, S[1]=ED(L3 01/07/94-15 465 93.9208)JY(L3 01/26/94-2 48 127.1626)BP(L2 01/27/94-1 44 137.0726)US(L2 01/28/94-0 36 81.3139) S[2]=No Positions 01/31/94, 1381699.44, 1213980.05, 39%, 1308473.42, 73226.02, 1308473.42, 0.00, 680505.00, 262655.49, S[1]=ED(L3 01/07/94-16 465 93.9208)JY(L3 01/26/94-3 48 127.1626)BP(L2 01/27/94-2 44 137.0726)US(L2 01/28/94-1 36 81.3139) S[2]=No Positions 02/01/94, 1388998.12, 1207153.78, 39%, 1352432.03, 36566.09, 1352432.03, 0.00, 272700.00, 263818.24, S[1]=JY(L3 01/26/94-4 48 127.1626)BP(L2 01/27/94-3 44 137.0726)US(L2 01/28/94-2 36 81.3139) S[2]=No Positions 02/02/94, 1378307.20, 1209034.05, 39%, 1307112.80, 71194.40, 1307112.80, 0.00, 175500.00, 263831.12, S[1]=JY(L3 01/26/94-5 48 127.1626)BP(L2 01/27/94-4 44 137.0726) S[2]=No Positions 02/03/94, 1348260.68, 1206587.55, 40%, 1266115.90, 82144.78, 1266115.90, 0.00, 110160.00, 265866.14, S[1]=JY(L3 01/26/94-6 48 127.1626) S[2]=No Positions 02/04/94, 1279507.44, 1128485.27, 43%, 1232880.27, 46627.17, 1232880.27, 0.00, 166590.00, 274424.57, S[1]=JY(L3 01/26/94-7 48 127.1626)BP(S2 02/04/94-0 38 135.0156) S[2]=No Positions 02/07/94, 1243408.42, 1060402.51, 45%, 1233285.36, 10123.06, 1233285.36, 0.00, 331043.00, 275901.81, S[1]=JY(L3 01/26/94-8 48 127.1626)BP(S2 02/04/94-1 38 135.0156)ED(S1 02/07/94-0 89 93.7799)US(S2 02/07/94-0 32 79.2250) S[2]=No Positions 02/08/94, 1233260.89, 1034630.95, 45%, 1233420.43, -159.53, 1233420.43, 0.00, 434341.00, 276495.46, S[1]=JY(L3 01/26/94-9 48 127.1626)BP(S3 02/04/94-2 55 135.0156)ED(S2 02/07/94-1 178 93.7799)US(S2 02/07/94-1 32 79.2250) S[2]=No Positions 02/09/94, 1310945.13, 1040165.81, 42%, 1233555.50, 77389.63, 1233555.50, 0.00, 434341.00, 276495.46, S[1]=JY(L3 01/26/94-10 48 127.1626)BP(S3 02/04/94-3 55 135.0156)ED(S2 02/07/94-2 178 93.7799)US(S2 02/07/94-2 32 79.2250) S[2]=No Positions 02/10/94, 1337254.72, 1040300.90, 41%, 1233690.59, 103564.12, 1233690.59, 0.00, 434341.00, 276495.46, S[1]=JY(L3 01/26/94-11 48 127.1626)BP(S3 02/04/94-4 55 135.0156)ED(S2 02/07/94-3 178 93.7799)US(S2 02/07/94-3 32 79.2250) S[2]=No Positions 02/11/94, 1339830.43, 1069705.40, 41%, 1233825.70, 106004.73, 1233825.70, 0.00, 519410.00, 276660.86, S[1]=JY(L3 01/26/94-12 48 127.1626)BP(S3 02/04/94-5 55 135.0156)ED(S3 02/07/94-4 275 93.7799)US(S2 02/07/94-4 32 79.2250) S[2]=No Positions 02/14/94, 1272140.84, 1068579.13, 44%, 1174736.58, 97404.25, 1174736.58, 0.00, 437735.00, 277498.26, S[1]=JY(L3 01/26/94-13 48 127.1626)ED(S3 02/07/94-5 275 93.7799)US(S2 02/07/94-5 32 79.2250) S[2]=No Positions 02/15/94, 1543246.74, 1045856.39, 32%, 1174865.23, 368381.50, 1174865.23, 0.00, 462305.00, 277604.27, S[1]=JY(L3 01/26/94-14 48 127.1626)ED(S3 02/07/94-6 275 93.7799)US(S2 02/07/94-6 32 79.2250)SF(L1 02/15/94-0 14 86.0455) S[2]=No Positions 02/16/94, 1492725.78, 1045985.05, 34%, 1174993.90, 317731.88, 1174993.90, 0.00, 462305.00, 277604.27, S[1]=JY(L3 01/26/94-15 48 127.1626)ED(S3 02/07/94-7 275 93.7799)US(S2 02/07/94-7 32 79.2250)SF(L1 02/15/94-1 14 86.0455) S[2]=No Positions 02/17/94, 1464954.62, 1046113.73, 35%, 1175122.58, 289832.04, 1175122.58, 0.00, 462305.00, 277604.27, S[1]=JY(L3 01/26/94-16 48 127.1626)ED(S3 02/07/94-8 275 93.7799)US(S2 02/07/94-8 32 79.2250)SF(L1 02/15/94-2 14 86.0455) S[2]=No Positions 02/18/94, 1456350.15, 1084715.69, 36%, 1175251.27, 281098.88, 1175251.27, 0.00, 486875.00, 277725.27, S[1]=JY(L3 01/26/94-17 48 127.1626)ED(S3 02/07/94-9 275 93.7799)US(S2 02/07/94-9 32 79.2250)SF(L2 02/15/94-3 28 86.0455) S[2]=No Positions 02/21/94, 1532360.63, 1085101.85, 32%, 1175637.43, 356723.20, 1175637.43, 0.00, 486875.00, 277725.27, S[1]=JY(L3 01/26/94-18 48 127.1626)ED(S3 02/07/94-10 275 93.7799)US(S2 02/07/94-10 32 79.2250)SF(L2 02/15/94-4 28 86.0455) S[2]=No Positions 02/22/94, 1532489.38, 1110654.87, 32%, 1175766.18, 356723.20, 1175766.18, 0.00, 486875.00, 277725.27, S[1]=JY(L3 01/26/94-18 48 127.1626)ED(S3 02/07/94-10 275 93.7799)US(S2 02/07/94-10 32 79.2250)SF(L2 02/15/94-4 28 86.0455) S[2]=No Positions 02/23/94, 1431418.44, 1119184.05, 37%, 1175894.94, 255523.50, 1175894.94, 0.00, 486875.00, 277725.27, S[1]=JY(L3 01/26/94-19 48 127.1626)ED(S3 02/07/94-11 275 93.7799)US(S2 02/07/94-11 32 79.2250)SF(L2 02/15/94-5 28 86.0455) S[2]=No Positions 02/24/94, 1468967.11, 1108895.77, 35%, 1176023.72, 292943.39, 1176023.72, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-20 48 127.1626)ED(S3 02/07/94-12 275 93.7799)US(S2 02/07/94-12 32 79.2250)SF(L3 02/15/94-6 42 86.0455) S[2]=No Positions 02/25/94, 1601497.16, 1136624.05, 29%, 1176152.51, 425344.65, 1176152.51, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-21 48 127.1626)ED(S3 02/07/94-13 275 93.7799)US(S2 02/07/94-13 32 79.2250)SF(L3 02/15/94-7 42 86.0455) S[2]=No Positions 02/28/94, 1635508.63, 1251610.72, 28%, 1176538.96, 458969.67, 1176538.96, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-22 48 127.1626)ED(S3 02/07/94-14 275 93.7799)US(S2 02/07/94-14 32 79.2250)SF(L3 02/15/94-8 42 86.0455) S[2]=No Positions 03/01/94, 1620286.51, 1251739.57, 28%, 1176667.81, 443618.70, 1176667.81, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-23 48 127.1626)ED(S3 02/07/94-15 275 93.7799)US(S2 02/07/94-15 32 79.2250)SF(L3 02/15/94-9 42 86.0455) S[2]=No Positions 03/02/94, 1680589.71, 1251868.43, 26%, 1176796.67, 503793.04, 1176796.67, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-24 48 127.1626)ED(S3 02/07/94-16 275 93.7799)US(S2 02/07/94-16 32 79.2250)SF(L3 02/15/94-10 42 86.0455) S[2]=No Positions 03/03/94, 1710368.66, 1251997.31, 24%, 1176925.55, 533443.12, 1176925.55, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-25 48 127.1626)ED(S3 02/07/94-17 275 93.7799)US(S2 02/07/94-17 32 79.2250)SF(L3 02/15/94-11 42 86.0455) S[2]=No Positions 03/04/94, 1741197.76, 1334899.95, 23%, 1177054.44, 564143.33, 1177054.44, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-26 48 127.1626)ED(S3 02/07/94-18 275 93.7799)US(S2 02/07/94-18 32 79.2250)SF(L3 02/15/94-12 42 86.0455) S[2]=No Positions 03/07/94, 1655710.64, 1364034.39, 27%, 1177441.19, 478269.45, 1177441.19, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-27 48 127.1626)ED(S3 02/07/94-19 275 93.7799)US(S2 02/07/94-19 32 79.2250)SF(L3 02/15/94-13 42 86.0455) S[2]=No Positions 03/08/94, 1621062.58, 1371039.81, 28%, 1177570.14, 443492.44, 1177570.14, 0.00, 511445.00, 278105.45, S[1]=JY(L3 01/26/94-28 48 127.1626)ED(S3 02/07/94-20 275 93.7799)US(S2 02/07/94-20 32 79.2250)SF(L3 02/15/94-14 42 86.0455) S[2]=No Positions 03/09/94, 1651219.26, 1427995.39, 27%, 1349022.76, 302196.50, 1349022.76, 0.00, 401285.00, 278945.45, S[1]=ED(S3 02/07/94-21 275 93.7799)US(S2 02/07/94-21 32 79.2250)SF(L3 02/15/94-15 42 86.0455) S[2]=No Positions 03/10/94, 1641151.66, 1418456.67, 27%, 1349170.50, 291981.16, 1349170.50, 0.00, 463655.00, 279935.07, S[1]=ED(S3 02/07/94-22 275 93.7799)US(S2 02/07/94-22 32 79.2250)SF(L3 02/15/94-16 42 86.0455)BP(L2 03/10/94-0 42 137.3460) S[2]=No Positions 03/11/94, 1767275.85, 1419248.89, 22%, 1349318.25, 417957.59, 1349318.25, 0.00, 463655.00, 279935.07, S[1]=ED(S3 02/07/94-23 275 93.7799)US(S2 02/07/94-23 32 79.2250)SF(L3 02/15/94-17 42 86.0455)BP(L2 03/10/94-1 42 137.3460) S[2]=No Positions 03/14/94, 1692668.43, 1427568.72, 25%, 1349761.61, 342906.82, 1349761.61, 0.00, 463655.00, 279935.07, S[1]=ED(S3 02/07/94-24 275 93.7799)US(S2 02/07/94-24 32 79.2250)SF(L3 02/15/94-18 42 86.0455)BP(L2 03/10/94-2 42 137.3460) S[2]=No Positions 03/15/94, 1640428.47, 1504407.42, 27%, 1337015.31, 303413.16, 1337015.31, 0.00, 389945.00, 280092.56, S[1]=ED(S3 02/07/94-25 275 93.7799)US(S2 02/07/94-25 32 79.2250)BP(L2 03/10/94-3 42 137.3460) S[2]=No Positions 03/16/94, 1602552.32, 1504553.84, 29%, 1337161.73, 265390.59, 1337161.73, 0.00, 389945.00, 280092.56, S[1]=ED(S3 02/07/94-26 275 93.7799)US(S2 02/07/94-26 32 79.2250)BP(L2 03/10/94-4 42 137.3460) S[2]=No Positions 03/17/94, 1542839.66, 1500589.66, 32%, 1465195.71, 77643.96, 1465195.71, 0.00, 148770.00, 280780.21, S[1]=US(S2 02/07/94-27 32 79.2250)BP(L2 03/10/94-5 42 137.3460) S[2]=No Positions 03/18/94, 1543750.20, 1500750.12, 32%, 1465356.17, 78394.04, 1465356.17, 0.00, 148770.00, 280780.21, S[1]=US(S2 02/07/94-28 32 79.2250)BP(L2 03/10/94-6 42 137.3460) S[2]=No Positions 03/21/94, 1535405.27, 1464673.31, 32%, 1412788.41, 122616.86, 1412788.41, 0.00, 174977.00, 287897.11, S[1]=US(S2 02/07/94-29 32 79.2250)ED(S1 03/21/94-0 101 93.4204) S[2]=No Positions 03/22/94, 1538893.97, 1450946.66, 32%, 1412943.13, 125950.84, 1412943.13, 0.00, 261800.00, 288192.82, S[1]=US(S2 02/07/94-30 32 79.2250)ED(S2 03/21/94-1 200 93.4204) S[2]=No Positions 03/23/94, 1468390.71, 1447390.71, 35%, 1359303.18, 109087.52, 1359303.18, 0.00, 86400.00, 289398.01, S[1]=US(S2 02/07/94-31 32 79.2250) S[2]=No Positions 03/24/94, 1450439.60, 1421650.29, 36%, 1359452.05, 90987.55, 1359452.05, 0.00, 129600.00, 289498.01, S[1]=US(S3 02/07/94-32 48 79.2250) S[2]=No Positions 03/25/94, 1510588.47, 1421799.17, 33%, 1359600.92, 150987.55, 1359600.92, 0.00, 129600.00, 289498.01, S[1]=US(S3 02/07/94-33 48 79.2250) S[2]=No Positions 03/28/94, 1521535.21, 1422245.90, 33%, 1360047.66, 161487.55, 1360047.66, 0.00, 129600.00, 289498.01, S[1]=US(S3 02/07/94-34 48 79.2250) S[2]=No Positions 03/29/94, 1496194.24, 1395534.28, 34%, 1360196.60, 135997.64, 1360196.60, 0.00, 163755.00, 289824.13, S[1]=US(S3 02/07/94-35 48 79.2250)BP(S1 03/29/94-0 23 135.4842) S[2]=No Positions 03/30/94, 1534773.00, 1348822.97, 32%, 1360345.56, 174427.43, 1360345.56, 0.00, 226260.00, 290496.87, S[1]=US(S3 02/07/94-36 48 79.2250)BP(S2 03/29/94-1 45 135.4842)JY(L1 03/30/94-0 13 133.0083) S[2]=No Positions 03/31/94, 1545031.49, 1283193.02, 32%, 1360494.54, 184536.95, 1360494.54, 0.00, 352620.00, 293002.15, S[1]=US(S3 02/07/94-37 48 79.2250)BP(S2 03/29/94-2 45 135.4842)JY(L3 03/30/94-1 39 133.0083)SF(L2 03/31/94-0 38 87.7099) S[2]=No Positions 04/01/94, 1460847.15, 1221211.23, 35%, 1311718.23, 149128.92, 1311718.23, 0.00, 494000.00, 298053.24, S[1]=US(S3 02/07/94-38 48 79.2250)BP(S3 03/29/94-3 67 135.4842)JY(L3 03/30/94-2 39 133.0083)ED(S2 04/01/94-0 200 93.3797) S[2]=No Positions 04/04/94, 1586526.81, 1221642.23, 30%, 1312149.23, 274377.58, 1312149.23, 0.00, 494000.00, 298053.24, S[1]=US(S3 02/07/94-39 48 79.2250)BP(S3 03/29/94-4 67 135.4842)JY(L3 03/30/94-3 39 133.0083)ED(S2 04/01/94-1 200 93.3797) S[2]=No Positions 04/05/94, 1630674.96, 1172279.93, 28%, 1246711.46, 383963.50, 1246711.46, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-40 48 79.2250)BP(S3 03/29/94-5 67 135.4842)ED(S2 04/01/94-2 200 93.3797)SF(S2 04/05/94-0 34 86.1899) S[2]=No Positions 04/06/94, 1599623.23, 1212916.47, 29%, 1246847.99, 352775.23, 1246847.99, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-41 48 79.2250)BP(S3 03/29/94-6 67 135.4842)ED(S2 04/01/94-3 200 93.3797)SF(S2 04/05/94-1 34 86.1899) S[2]=No Positions 04/07/94, 1542511.90, 1226553.01, 32%, 1246984.54, 295527.36, 1246984.54, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-42 48 79.2250)BP(S3 03/29/94-7 67 135.4842)ED(S2 04/01/94-4 200 93.3797)SF(S2 04/05/94-2 34 86.1899) S[2]=No Positions 04/08/94, 1489458.89, 1232689.57, 34%, 1247121.10, 242337.79, 1247121.10, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-43 48 79.2250)BP(S3 03/29/94-8 67 135.4842)ED(S2 04/01/94-5 200 93.3797)SF(S2 04/05/94-3 34 86.1899) S[2]=No Positions 04/11/94, 1528220.15, 1249599.35, 32%, 1247530.88, 280689.27, 1247530.88, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-44 48 79.2250)BP(S3 03/29/94-9 67 135.4842)ED(S2 04/01/94-6 200 93.3797)SF(S2 04/05/94-4 34 86.1899) S[2]=No Positions 04/12/94, 1524944.22, 1270735.97, 33%, 1247667.50, 277276.72, 1247667.50, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-45 48 79.2250)BP(S3 03/29/94-10 67 135.4842)ED(S2 04/01/94-7 200 93.3797)SF(S2 04/05/94-5 34 86.1899) S[2]=No Positions 04/13/94, 1480766.22, 1285872.61, 35%, 1247804.13, 232962.08, 1247804.13, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-46 48 79.2250)BP(S3 03/29/94-11 67 135.4842)ED(S2 04/01/94-8 200 93.3797)SF(S2 04/05/94-6 34 86.1899) S[2]=No Positions 04/14/94, 1507530.07, 1307036.80, 33%, 1247940.79, 259589.28, 1247940.79, 0.00, 464165.00, 302904.41, S[1]=US(S3 02/07/94-47 48 79.2250)BP(S3 03/29/94-12 67 135.4842)ED(S2 04/01/94-9 200 93.3797)SF(S2 04/05/94-7 34 86.1899) S[2]=No Positions 04/15/94, 1518601.76, 1365010.74, 33%, 1248077.45, 270524.31, 1248077.45, 0.00, 494000.00, 303266.63, S[1]=US(S3 02/07/94-48 48 79.2250)BP(S3 03/29/94-13 67 135.4842)ED(S2 04/01/94-10 200 93.3797)SF(S3 04/05/94-8 51 86.1899) S[2]=No Positions 04/18/94, 1566649.40, 1365420.83, 31%, 1248487.54, 318161.86, 1248487.54, 0.00, 494000.00, 303266.63, S[1]=US(S3 02/07/94-49 48 79.2250)BP(S3 03/29/94-14 67 135.4842)ED(S2 04/01/94-11 200 93.3797)SF(S3 04/05/94-9 51 86.1899) S[2]=No Positions 04/19/94, 1637658.79, 1377873.51, 28%, 1227400.08, 410258.71, 1227400.08, 0.00, 394505.00, 305276.61, S[1]=US(S3 02/07/94-50 48 79.2250)ED(S2 04/01/94-12 200 93.3797)SF(S3 04/05/94-10 51 86.1899) S[2]=No Positions 04/20/94, 1586271.92, 1375771.92, 30%, 1184997.06, 401274.86, 1184997.06, 0.00, 305000.00, 306870.36, S[1]=US(S3 02/07/94-51 48 79.2250)ED(S2 04/01/94-13 200 93.3797) S[2]=No Positions 04/21/94, 1574898.94, 1380898.94, 30%, 1185126.83, 389772.11, 1185126.83, 0.00, 305000.00, 306870.36, S[1]=US(S3 02/07/94-52 48 79.2250)ED(S2 04/01/94-14 200 93.3797) S[2]=No Positions 04/22/94, 1507529.34, 1381028.73, 33%, 1185256.62, 322272.72, 1185256.62, 0.00, 305000.00, 306870.36, S[1]=US(S3 02/07/94-53 48 79.2250)ED(S2 04/01/94-15 200 93.3797) S[2]=No Positions 04/25/94, 1499494.62, 1379491.88, 34%, 1400707.31, 98787.31, 1400707.31, 0.00, 175400.00, 308220.36, S[1]=ED(S2 04/01/94-16 200 93.3797) S[2]=No Positions 04/26/94, 1454001.83, 1315489.22, 36%, 1400860.71, 53141.12, 1400860.71, 0.00, 286775.00, 311759.95, S[1]=ED(S2 04/01/94-17 200 93.3797)BP(L3 04/26/94-0 75 137.1431) S[2]=No Positions 04/27/94, 1526342.43, 1315642.63, 33%, 1401014.13, 125328.30, 1401014.13, 0.00, 286775.00, 311759.95, S[1]=ED(S2 04/01/94-18 200 93.3797)BP(L3 04/26/94-1 75 137.1431) S[2]=No Positions 04/28/94, 1440175.06, 1227002.18, 36%, 1373261.47, 66913.60, 1373261.47, 0.00, 454333.00, 315030.23, S[1]=ED(S3 04/01/94-18 289 93.3797)BP(L3 04/26/94-1 75 137.1431)JY(L3 04/28/94-0 39 133.9410) S[2]=No Positions 04/29/94, 1582026.41, 1227152.57, 30%, 1373411.86, 208614.55, 1373411.86, 0.00, 454333.00, 315030.23, S[1]=ED(S3 04/01/94-19 289 93.3797)BP(L3 04/26/94-2 75 137.1431)JY(L3 04/28/94-1 39 133.9410) S[2]=No Positions 05/02/94, 1610580.91, 1227603.84, 29%, 1373863.13, 236717.78, 1373863.13, 0.00, 454333.00, 315030.23, S[1]=ED(S3 04/01/94-20 289 93.3797)BP(L3 04/26/94-3 75 137.1431)JY(L3 04/28/94-2 39 133.9410) S[2]=No Positions 05/03/94, 1602967.50, 1292910.68, 29%, 1374013.59, 228953.91, 1374013.59, 0.00, 454333.00, 315030.23, S[1]=ED(S3 04/01/94-21 289 93.3797)BP(L3 04/26/94-4 75 137.1431)JY(L3 04/28/94-3 39 133.9410) S[2]=No Positions 05/04/94, 1666319.59, 1293061.16, 26%, 1374164.06, 292155.52, 1374164.06, 0.00, 454333.00, 315030.23, S[1]=ED(S3 04/01/94-22 289 93.3797)BP(L3 04/26/94-5 75 137.1431)JY(L3 04/28/94-4 39 133.9410) S[2]=No Positions 05/05/94, 1588480.77, 1293211.65, 30%, 1374314.55, 214166.22, 1374314.55, 0.00, 454333.00, 315030.23, S[1]=ED(S3 04/01/94-23 289 93.3797)BP(L3 04/26/94-6 75 137.1431)JY(L3 04/28/94-5 39 133.9410) S[2]=No Positions 05/06/94, 1496464.99, 1242830.09, 34%, 1309622.83, 186842.16, 1309622.83, 0.00, 445828.00, 317986.26, S[1]=ED(S3 04/01/94-24 289 93.3797)BP(L3 04/26/94-7 75 137.1431)US(S2 05/06/94-0 30 70.3866) S[2]=No Positions 05/09/94, 1628982.45, 1253022.93, 28%, 1310053.14, 318929.31, 1310053.14, 0.00, 445828.00, 317986.26, S[1]=ED(S3 04/01/94-25 289 93.3797)BP(L3 04/26/94-8 75 137.1431)US(S2 05/06/94-1 30 70.3866) S[2]=No Positions 05/10/94, 1683577.34, 1207614.86, 26%, 1253453.17, 430124.17, 1253453.17, 0.00, 384943.00, 320563.34, S[1]=ED(S3 04/01/94-26 289 93.3797)US(S2 05/06/94-2 30 70.3866)JY(S2 05/10/94-0 22 131.8923) S[2]=No Positions 05/11/94, 1610275.26, 1207752.13, 29%, 1253590.44, 356684.82, 1253590.44, 0.00, 384943.00, 320563.34, S[1]=ED(S3 04/01/94-27 289 93.3797)US(S2 05/06/94-3 30 70.3866)JY(S2 05/10/94-1 22 131.8923) S[2]=No Positions 05/12/94, 1703529.57, 1280143.82, 25%, 1253727.73, 449801.85, 1253727.73, 0.00, 384943.00, 320563.34, S[1]=ED(S3 04/01/94-28 289 93.3797)US(S2 05/06/94-4 30 70.3866)JY(S2 05/10/94-2 22 131.8923) S[2]=No Positions 05/13/94, 1665066.16, 1295437.54, 26%, 1253865.03, 411201.13, 1253865.03, 0.00, 384943.00, 320563.34, S[1]=ED(S3 04/01/94-29 289 93.3797)US(S2 05/06/94-5 30 70.3866)JY(S2 05/10/94-3 22 131.8923) S[2]=No Positions 05/16/94, 1598912.47, 1331976.74, 29%, 1254277.02, 344635.45, 1254277.02, 0.00, 384943.00, 320563.34, S[1]=ED(S3 04/01/94-30 289 93.3797)US(S2 05/06/94-6 30 70.3866)JY(S2 05/10/94-4 22 131.8923) S[2]=No Positions 05/17/94, 1530408.13, 1338017.23, 32%, 1205080.05, 325328.08, 1205080.05, 0.00, 303943.00, 321500.84, S[1]=ED(S3 04/01/94-31 289 93.3797)JY(S2 05/10/94-5 22 131.8923) S[2]=No Positions 05/18/94, 1417763.90, 1338149.20, 37%, 1205212.02, 212551.88, 1205212.02, 0.00, 303943.00, 321500.84, S[1]=ED(S3 04/01/94-32 289 93.3797)JY(S2 05/10/94-6 22 131.8923) S[2]=No Positions 05/19/94, 1351918.59, 1330354.49, 40%, 1373556.13, -21637.54, 1373556.13, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-7 22 131.8923) S[2]=No Positions 05/20/94, 1371318.93, 1330504.91, 39%, 1373706.55, -2387.62, 1373706.55, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-8 22 131.8923) S[2]=No Positions 05/23/94, 1367645.47, 1348120.28, 40%, 1374157.92, -6512.45, 1374157.92, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-9 22 131.8923) S[2]=No Positions 05/24/94, 1374395.69, 1348270.77, 39%, 1374308.41, 87.28, 1374308.41, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-10 22 131.8923) S[2]=No Positions 05/25/94, 1384171.36, 1348421.28, 39%, 1374458.91, 9712.45, 1374458.91, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-11 22 131.8923) S[2]=No Positions 05/26/94, 1375796.95, 1348571.80, 39%, 1374609.44, 1187.52, 1374609.44, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-12 22 131.8923) S[2]=No Positions 05/27/94, 1384747.27, 1348722.34, 39%, 1374759.97, 9987.30, 1374759.97, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-13 22 131.8923) S[2]=No Positions 05/30/94, 1375849.09, 1349174.05, 39%, 1375211.69, 637.40, 1375211.69, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-14 22 131.8923) S[2]=No Positions 05/31/94, 1375999.69, 1349324.66, 39%, 1375362.29, 637.40, 1375362.29, 0.00, 50490.00, 325835.66, S[1]=JY(S2 05/10/94-14 22 131.8923) S[2]=No Positions 06/01/94, 1361208.35, 1281557.97, 40%, 1375512.91, -14304.56, 1375512.91, 0.00, 162270.00, 327439.33, S[1]=JY(S2 05/10/94-15 22 131.8923)BP(L2 06/01/94-0 54 139.1180)SF(L1 06/01/94-0 18 88.5643) S[2]=No Positions 06/02/94, 1375611.56, 1259511.30, 39%, 1375663.55, -51.99, 1375663.55, 0.00, 194400.00, 327736.83, S[1]=JY(S3 05/10/94-16 36 131.8923)BP(L2 06/01/94-1 54 139.1180)SF(L1 06/01/94-1 18 88.5643) S[2]=No Positions 06/03/94, 1312555.22, 1250523.81, 42%, 1307777.20, 4778.02, 1307777.20, 0.00, 117720.00, 328929.22, S[1]=JY(S3 05/10/94-17 36 131.8923)US(L1 06/03/94-0 13 72.5942) S[2]=No Positions 06/06/94, 1334108.92, 1237835.27, 41%, 1308206.91, 25902.02, 1308206.91, 0.00, 150120.00, 329245.80, S[1]=JY(S3 05/10/94-18 36 131.8923)US(L2 06/03/94-1 25 72.5942) S[2]=No Positions 06/07/94, 1287770.84, 1237165.83, 43%, 1281802.18, 5968.66, 1281802.18, 0.00, 67500.00, 329605.81, S[1]=US(L2 06/03/94-2 25 72.5942) S[2]=No Positions 06/08/94, 1278536.21, 1237306.20, 43%, 1281942.56, -3406.34, 1281942.56, 0.00, 67500.00, 329605.81, S[1]=US(L2 06/03/94-3 25 72.5942) S[2]=No Positions 06/09/94, 1270864.11, 1237446.59, 44%, 1282082.95, -11218.84, 1282082.95, 0.00, 67500.00, 329605.81, S[1]=US(L2 06/03/94-4 25 72.5942) S[2]=No Positions 06/10/94, 1274910.76, 1237587.00, 44%, 1282223.35, -7312.59, 1282223.35, 0.00, 67500.00, 329605.81, S[1]=US(L2 06/03/94-5 25 72.5942) S[2]=No Positions 06/13/94, 1186301.83, 1104820.28, 48%, 1282644.66, -96342.83, 1282644.66, 0.00, 278640.00, 334103.12, S[1]=US(L2 06/03/94-6 25 72.5942)BP(L2 06/13/94-0 54 139.5396)JY(L2 06/13/94-0 28 132.5363)SF(L2 06/13/94-0 38 88.5360) S[2]=No Positions 06/14/94, 1282142.34, 1104960.75, 43%, 1282785.13, -642.79, 1282785.13, 0.00, 278640.00, 334103.12, S[1]=US(L2 06/03/94-7 25 72.5942)BP(L2 06/13/94-1 54 139.5396)JY(L2 06/13/94-1 28 132.5363)SF(L2 06/13/94-1 38 88.5360) S[2]=No Positions 06/15/94, 1304300.93, 1106487.49, 42%, 1282925.61, 21375.31, 1282925.61, 0.00, 278640.00, 334103.12, S[1]=US(L2 06/03/94-8 25 72.5942)BP(L2 06/13/94-2 54 139.5396)JY(L2 06/13/94-2 28 132.5363)SF(L2 06/13/94-2 38 88.5360) S[2]=No Positions 06/16/94, 1322218.22, 1106154.49, 42%, 1239342.52, 82875.70, 1239342.52, 0.00, 211140.00, 334259.37, S[1]=BP(L2 06/13/94-3 54 139.5396)JY(L2 06/13/94-3 28 132.5363)SF(L2 06/13/94-3 38 88.5360) S[2]=No Positions 06/17/94, 1297854.18, 1106290.21, 43%, 1239478.24, 58375.94, 1239478.24, 0.00, 211140.00, 334259.37, S[1]=BP(L2 06/13/94-4 54 139.5396)JY(L2 06/13/94-4 28 132.5363)SF(L2 06/13/94-4 38 88.5360) S[2]=No Positions 06/20/94, 1403811.26, 1106697.48, 38%, 1239885.51, 163925.75, 1239885.51, 0.00, 211140.00, 334259.37, S[1]=BP(L2 06/13/94-5 54 139.5396)JY(L2 06/13/94-5 28 132.5363)SF(L2 06/13/94-5 38 88.5360) S[2]=No Positions 06/21/94, 1453546.63, 1106833.26, 36%, 1240021.29, 213525.34, 1240021.29, 0.00, 211140.00, 334259.37, S[1]=BP(L2 06/13/94-6 54 139.5396)JY(L2 06/13/94-6 28 132.5363)SF(L2 06/13/94-6 38 88.5360) S[2]=No Positions 06/22/94, 1572908.09, 1106969.06, 30%, 1240157.09, 332751.00, 1240157.09, 0.00, 211140.00, 334259.37, S[1]=BP(L2 06/13/94-7 54 139.5396)JY(L2 06/13/94-7 28 132.5363)SF(L2 06/13/94-7 38 88.5360) S[2]=No Positions 06/23/94, 1472718.51, 1126806.72, 35%, 1240292.91, 232425.60, 1240292.91, 0.00, 211140.00, 334259.37, S[1]=BP(L2 06/13/94-8 54 139.5396)JY(L2 06/13/94-8 28 132.5363)SF(L2 06/13/94-8 38 88.5360) S[2]=No Positions 06/24/94, 1489954.44, 1182579.76, 34%, 1240428.73, 249525.71, 1240428.73, 0.00, 211140.00, 334259.37, S[1]=BP(L2 06/13/94-9 54 139.5396)JY(L2 06/13/94-9 28 132.5363)SF(L2 06/13/94-9 38 88.5360) S[2]=No Positions 06/27/94, 1608973.13, 1200596.02, 29%, 1240836.31, 368136.82, 1240836.31, 0.00, 243540.00, 334377.28, S[1]=BP(L2 06/13/94-10 54 139.5396)JY(L2 06/13/94-10 28 132.5363)SF(L2 06/13/94-10 38 88.5360)US(S1 06/27/94-0 12 70.2134) S[2]=No Positions 06/28/94, 1570284.18, 1224681.44, 31%, 1240972.20, 329311.98, 1240972.20, 0.00, 243540.00, 334377.28, S[1]=BP(L2 06/13/94-11 54 139.5396)JY(L2 06/13/94-11 28 132.5363)SF(L2 06/13/94-11 38 88.5360)US(S1 06/27/94-1 12 70.2134) S[2]=No Positions 06/29/94, 1628720.08, 1224919.79, 28%, 1241108.10, 387611.97, 1241108.10, 0.00, 243540.00, 334377.28, S[1]=BP(L2 06/13/94-12 54 139.5396)JY(L2 06/13/94-12 28 132.5363)SF(L2 06/13/94-12 38 88.5360)US(S1 06/27/94-2 12 70.2134) S[2]=No Positions 06/30/94, 1628183.39, 1207532.97, 28%, 1241244.02, 386939.37, 1241244.02, 0.00, 275940.00, 334541.38, S[1]=BP(L2 06/13/94-13 54 139.5396)JY(L2 06/13/94-13 28 132.5363)SF(L2 06/13/94-13 38 88.5360)US(S2 06/27/94-3 24 70.2134) S[2]=No Positions 07/01/94, 1646919.18, 1349118.95, 27%, 1241379.96, 405539.22, 1241379.96, 0.00, 275940.00, 334541.38, S[1]=BP(L2 06/13/94-14 54 139.5396)JY(L2 06/13/94-14 28 132.5363)SF(L2 06/13/94-14 38 88.5360)US(S2 06/27/94-4 24 70.2134) S[2]=No Positions 07/04/94, 1619826.84, 1349526.84, 28%, 1241787.84, 378039.00, 1241787.84, 0.00, 275940.00, 334541.38, S[1]=BP(L2 06/13/94-15 54 139.5396)JY(L2 06/13/94-15 28 132.5363)SF(L2 06/13/94-15 38 88.5360)US(S2 06/27/94-5 24 70.2134) S[2]=No Positions 07/05/94, 1619962.84, 1354213.00, 28%, 1241923.84, 378039.00, 1241923.84, 0.00, 275940.00, 334541.38, S[1]=BP(L2 06/13/94-15 54 139.5396)JY(L2 06/13/94-15 28 132.5363)SF(L2 06/13/94-15 38 88.5360)US(S2 06/27/94-5 24 70.2134) S[2]=No Positions 07/06/94, 1640673.67, 1369174.12, 27%, 1242059.84, 398613.82, 1242059.84, 0.00, 275940.00, 334541.38, S[1]=BP(L2 06/13/94-16 54 139.5396)JY(L2 06/13/94-16 28 132.5363)SF(L2 06/13/94-16 38 88.5360)US(S2 06/27/94-6 24 70.2134) S[2]=No Positions 07/07/94, 1659909.70, 1386185.15, 27%, 1242195.87, 417713.83, 1242195.87, 0.00, 275940.00, 334541.38, S[1]=BP(L2 06/13/94-17 54 139.5396)JY(L2 06/13/94-17 28 132.5363)SF(L2 06/13/94-17 38 88.5360)US(S2 06/27/94-7 24 70.2134) S[2]=No Positions 07/08/94, 1627434.77, 1376342.63, 28%, 1242331.90, 385102.87, 1242331.90, 0.00, 311040.00, 335013.75, S[1]=BP(L2 06/13/94-18 54 139.5396)JY(L2 06/13/94-18 28 132.5363)SF(L2 06/13/94-18 38 88.5360)US(S3 06/27/94-8 37 70.2134) S[2]=No Positions 07/11/94, 1738868.01, 1452350.56, 23%, 1242740.11, 496127.90, 1242740.11, 0.00, 311040.00, 335013.75, S[1]=BP(L2 06/13/94-19 54 139.5396)JY(L2 06/13/94-19 28 132.5363)SF(L2 06/13/94-19 38 88.5360)US(S3 06/27/94-9 37 70.2134) S[2]=No Positions 07/12/94, 1919022.79, 1452486.66, 15%, 1242876.20, 676146.59, 1242876.20, 0.00, 311040.00, 335013.75, S[1]=BP(L2 06/13/94-20 54 139.5396)JY(L2 06/13/94-20 28 132.5363)SF(L2 06/13/94-20 38 88.5360)US(S3 06/27/94-10 37 70.2134) S[2]=No Positions 07/13/94, 1904252.85, 1496071.19, 16%, 1243012.32, 661240.53, 1243012.32, 0.00, 311040.00, 335013.75, S[1]=BP(L2 06/13/94-21 54 139.5396)JY(L2 06/13/94-21 28 132.5363)SF(L2 06/13/94-21 38 88.5360)US(S3 06/27/94-11 37 70.2134) S[2]=No Positions 07/14/94, 1778949.18, 1495624.04, 21%, 1197073.27, 581875.91, 1197073.27, 0.00, 211140.00, 335129.37, S[1]=BP(L2 06/13/94-22 54 139.5396)JY(L2 06/13/94-22 28 132.5363)SF(L2 06/13/94-22 38 88.5360) S[2]=No Positions 07/15/94, 1706330.14, 1499080.12, 25%, 1197204.37, 509125.78, 1197204.37, 0.00, 211140.00, 335129.37, S[1]=BP(L2 06/13/94-23 54 139.5396)JY(L2 06/13/94-23 28 132.5363)SF(L2 06/13/94-23 38 88.5360) S[2]=No Positions 07/18/94, 1738098.56, 1524323.38, 23%, 1197597.74, 540500.82, 1197597.74, 0.00, 211140.00, 335129.37, S[1]=BP(L2 06/13/94-24 54 139.5396)JY(L2 06/13/94-24 28 132.5363)SF(L2 06/13/94-24 38 88.5360) S[2]=No Positions 07/19/94, 1694401.80, 1499436.25, 25%, 1319886.39, 374515.41, 1319886.39, 0.00, 196869.00, 336458.16, S[1]=BP(L2 06/13/94-25 54 139.5396)SF(L2 06/13/94-25 38 88.5360)ED(L1 07/19/94-0 57 93.2969) S[2]=No Positions 07/20/94, 1599303.60, 1479219.24, 29%, 1320030.94, 279272.66, 1320030.94, 0.00, 252120.00, 336478.35, S[1]=BP(L2 06/13/94-26 54 139.5396)SF(L2 06/13/94-26 38 88.5360)ED(L2 07/19/94-1 120 93.2969) S[2]=No Positions 07/21/94, 1424904.68, 1422915.85, 37%, 1467795.18, -42890.50, 1467795.18, 0.00, 56430.00, 347138.55, S[1]=BP(S2 07/21/94-0 38 140.5936) S[2]=No Positions 07/22/94, 1478740.66, 1423076.59, 35%, 1467955.93, 10784.73, 1467955.93, 0.00, 56430.00, 347138.55, S[1]=BP(S2 07/21/94-1 38 140.5936) S[2]=No Positions 07/25/94, 1465922.69, 1423558.93, 35%, 1468438.26, -2515.57, 1468438.26, 0.00, 56430.00, 347138.55, S[1]=BP(S2 07/21/94-2 38 140.5936) S[2]=No Positions 07/26/94, 1456583.65, 1423719.74, 36%, 1468599.08, -12015.43, 1468599.08, 0.00, 56430.00, 347138.55, S[1]=BP(S2 07/21/94-3 38 140.5936) S[2]=No Positions 07/27/94, 1472419.57, 1423880.58, 35%, 1468759.91, 3659.66, 1468759.91, 0.00, 56430.00, 347138.55, S[1]=BP(S2 07/21/94-4 38 140.5936) S[2]=No Positions 07/28/94, 1455955.49, 1424041.43, 36%, 1468920.76, -12965.27, 1468920.76, 0.00, 56430.00, 347138.55, S[1]=BP(S2 07/21/94-5 38 140.5936) S[2]=No Positions 07/29/94, 1386672.63, 1329444.97, 39%, 1469081.62, -82409.00, 1469081.62, 0.00, 258151.00, 350915.74, S[1]=BP(S2 07/21/94-6 38 140.5936)ED(L1 07/29/94-0 73 93.3247)US(L3 07/29/94-0 51 71.6348) S[2]=No Positions 08/01/94, 1463330.19, 1329927.68, 35%, 1469564.33, -6234.14, 1469564.33, 0.00, 258151.00, 350915.74, S[1]=BP(S2 07/21/94-7 38 140.5936)ED(L1 07/29/94-1 73 93.3247)US(L3 07/29/94-1 51 71.6348) S[2]=No Positions 08/02/94, 1459072.35, 1330088.61, 36%, 1469725.27, -10652.92, 1469725.27, 0.00, 258151.00, 350915.74, S[1]=BP(S2 07/21/94-8 38 140.5936)ED(L1 07/29/94-2 73 93.3247)US(L3 07/29/94-2 51 71.6348) S[2]=No Positions 08/03/94, 1465428.04, 1330249.57, 35%, 1469886.22, -4458.19, 1469886.22, 0.00, 258151.00, 350915.74, S[1]=BP(S2 07/21/94-9 38 140.5936)ED(L1 07/29/94-3 73 93.3247)US(L3 07/29/94-3 51 71.6348) S[2]=No Positions 08/04/94, 1448596.61, 1309233.19, 36%, 1470047.20, -21450.59, 1470047.20, 0.00, 320418.00, 350989.01, S[1]=BP(S2 07/21/94-10 38 140.5936)ED(L2 07/29/94-4 144 93.3247)US(L3 07/29/94-4 51 71.6348) S[2]=No Positions 08/05/94, 1389758.43, 1305379.56, 39%, 1371081.03, 18677.41, 1371081.03, 0.00, 137700.00, 352718.46, S[1]=US(L3 07/29/94-5 51 71.6348) S[2]=No Positions 08/08/94, 1329646.44, 1305830.07, 41%, 1371531.53, -41885.09, 1371531.53, 0.00, 137700.00, 352718.46, S[1]=US(L3 07/29/94-6 51 71.6348) S[2]=No Positions 08/09/94, 1337765.39, 1305980.27, 41%, 1371681.73, -33916.34, 1371681.73, 0.00, 137700.00, 352718.46, S[1]=US(L3 07/29/94-7 51 71.6348) S[2]=No Positions 08/10/94, 1305317.23, 1305317.23, 42%, 1305317.23, 0.00, 1305317.23, 0.00, 0.00, 352886.83, S[1]=No Positions S[2]=No Positions 08/11/94, 1305460.18, 1305460.18, 42%, 1305460.18, 0.00, 1305460.18, 0.00, 0.00, 352886.83, S[1]=No Positions S[2]=No Positions 08/12/94, 1302649.99, 1281088.52, 42%, 1305603.14, -2953.15, 1305603.14, 0.00, 40500.00, 353027.45, S[1]=US(S1 08/12/94-0 15 70.1156) S[2]=No Positions 08/15/94, 1290698.65, 1256743.12, 43%, 1306032.13, -15333.48, 1306032.13, 0.00, 61560.00, 353110.19, S[1]=US(S1 08/12/94-1 15 70.1156)SF(L1 08/15/94-0 12 93.8304) S[2]=No Positions 08/16/94, 1247905.09, 1210752.27, 45%, 1281095.16, -33190.07, 1281095.16, 0.00, 100880.00, 353677.30, S[1]=SF(L2 08/15/94-1 25 93.8304)ED(L1 08/16/94-0 65 93.3547) S[2]=No Positions 08/17/94, 1240545.46, 1210892.56, 45%, 1281235.46, -40690.00, 1281235.46, 0.00, 100880.00, 353677.30, S[1]=SF(L2 08/15/94-2 25 93.8304)ED(L1 08/16/94-1 65 93.3547) S[2]=No Positions 08/18/94, 1250560.45, 1211032.88, 45%, 1281375.77, -30815.32, 1281375.77, 0.00, 100880.00, 353677.30, S[1]=SF(L2 08/15/94-3 25 93.8304)ED(L1 08/16/94-2 65 93.3547) S[2]=No Positions 08/19/94, 1267825.38, 1211173.21, 44%, 1281516.10, -13690.72, 1281516.10, 0.00, 100880.00, 353677.30, S[1]=SF(L2 08/15/94-4 25 93.8304)ED(L1 08/16/94-3 65 93.3547) S[2]=No Positions 08/22/94, 1261497.99, 1201175.30, 44%, 1281937.18, -20439.19, 1281937.18, 0.00, 121940.00, 353960.80, S[1]=SF(L3 08/15/94-5 37 93.8304)ED(L1 08/16/94-4 65 93.3547) S[2]=No Positions 08/23/94, 1281301.20, 1201315.69, 43%, 1282077.57, -776.37, 1282077.57, 0.00, 121940.00, 353960.80, S[1]=SF(L3 08/15/94-6 37 93.8304)ED(L1 08/16/94-5 65 93.3547) S[2]=No Positions 08/24/94, 1268503.63, 1201456.10, 44%, 1282217.97, -13714.34, 1282217.97, 0.00, 121940.00, 353960.80, S[1]=SF(L3 08/15/94-7 37 93.8304)ED(L1 08/16/94-6 65 93.3547) S[2]=No Positions 08/25/94, 1251782.53, 1201596.52, 45%, 1282358.39, -30575.86, 1282358.39, 0.00, 121940.00, 353960.80, S[1]=SF(L3 08/15/94-8 37 93.8304)ED(L1 08/16/94-7 65 93.3547) S[2]=No Positions 08/26/94, 1212448.05, 1195580.88, 46%, 1221342.20, -8894.16, 1221342.20, 0.00, 57005.00, 359647.66, S[1]=ED(L1 08/16/94-8 65 93.3547) S[2]=No Positions 08/29/94, 1202133.26, 1150193.84, 47%, 1221743.51, -19610.24, 1221743.51, 0.00, 101555.00, 360241.80, S[1]=ED(L1 08/16/94-9 65 93.3547)BP(S1 08/29/94-0 17 140.6420)SF(S1 08/29/94-0 11 91.4137) S[2]=No Positions 08/30/94, 1197154.61, 1155819.85, 47%, 1221877.31, -24722.70, 1221877.31, 0.00, 101555.00, 360241.80, S[1]=ED(L1 08/16/94-10 65 93.3547)BP(S1 08/29/94-1 17 140.6420)SF(S1 08/29/94-1 11 91.4137) S[2]=No Positions 08/31/94, 1198013.72, 1155953.66, 47%, 1222011.12, -23997.40, 1222011.12, 0.00, 101555.00, 360241.80, S[1]=ED(L1 08/16/94-11 65 93.3547)BP(S1 08/29/94-2 17 140.6420)SF(S1 08/29/94-2 11 91.4137) S[2]=No Positions 09/01/94, 1201022.58, 1156087.49, 47%, 1222144.94, -21122.36, 1222144.94, 0.00, 101555.00, 360241.80, S[1]=ED(L1 08/16/94-12 65 93.3547)BP(S1 08/29/94-3 17 140.6420)SF(S1 08/29/94-3 11 91.4137) S[2]=No Positions 09/02/94, 1169864.23, 1156863.94, 48%, 1175508.94, -5644.70, 1175508.94, 0.00, 57005.00, 360868.24, S[1]=ED(L1 08/16/94-13 65 93.3547) S[2]=No Positions 09/05/94, 1171875.83, 1157250.18, 48%, 1175895.18, -4019.36, 1175895.18, 0.00, 57005.00, 360868.24, S[1]=ED(L1 08/16/94-14 65 93.3547) S[2]=No Positions 09/06/94, 1161234.18, 1136067.07, 49%, 1176023.96, -14789.78, 1176023.96, 0.00, 82250.00, 360970.12, S[1]=ED(L1 08/16/94-14 65 93.3547)BP(L1 09/06/94-0 17 143.4737) S[2]=No Positions 09/07/94, 1173186.98, 1141070.67, 48%, 1176152.75, -2965.76, 1176152.75, 0.00, 82250.00, 360970.12, S[1]=ED(L1 08/16/94-15 65 93.3547)BP(L1 09/06/94-1 17 143.4737) S[2]=No Positions 09/08/94, 1163540.81, 1144450.17, 49%, 1176281.55, -12740.75, 1176281.55, 0.00, 82250.00, 360970.12, S[1]=ED(L1 08/16/94-16 65 93.3547)BP(L1 09/06/94-2 17 143.4737) S[2]=No Positions 09/09/94, 1088794.57, 1052265.96, 52%, 1166540.22, -77745.66, 1166540.22, 0.00, 185355.00, 365329.15, S[1]=BP(L1 09/06/94-3 17 143.4737)SF(L2 09/09/94-0 22 94.7118)US(S3 09/09/94-0 45 70.0698) S[2]=No Positions 09/12/94, 1164153.42, 1023395.17, 49%, 1166923.52, -2770.10, 1166923.52, 0.00, 235845.00, 367361.87, S[1]=BP(L3 09/06/94-4 51 143.4737)SF(L2 09/09/94-1 22 94.7118)US(S3 09/09/94-1 45 70.0698) S[2]=No Positions 09/13/94, 1218000.18, 1023522.96, 46%, 1167051.32, 50948.86, 1167051.32, 0.00, 235845.00, 367361.87, S[1]=BP(L3 09/06/94-5 51 143.4737)SF(L2 09/09/94-2 22 94.7118)US(S3 09/09/94-2 45 70.0698) S[2]=No Positions 09/14/94, 1188446.94, 1023650.77, 47%, 1167179.13, 21267.81, 1167179.13, 0.00, 235845.00, 367361.87, S[1]=BP(L3 09/06/94-6 51 143.4737)SF(L2 09/09/94-3 22 94.7118)US(S3 09/09/94-3 45 70.0698) S[2]=No Positions 09/15/94, 1177790.26, 1000672.97, 48%, 1167306.95, 10483.31, 1167306.95, 0.00, 314775.00, 367367.87, S[1]=BP(L3 09/06/94-7 51 143.4737)SF(L2 09/09/94-4 22 94.7118)US(S3 09/09/94-4 45 70.0698)ED(L1 09/15/94-0 90 93.3498) S[2]=No Positions 09/16/94, 1106704.58, 966333.50, 51%, 1143041.85, -36337.26, 1143041.85, 0.00, 334957.00, 367946.55, S[1]=BP(L3 09/06/94-8 51 143.4737)SF(L3 09/09/94-5 33 94.7118)US(S3 09/09/94-5 45 70.0698)ED(S1 09/16/94-0 91 93.2401) S[2]=No Positions 09/19/94, 1249804.07, 966709.08, 45%, 1143417.42, 106386.64, 1143417.42, 0.00, 334957.00, 367946.55, S[1]=BP(L3 09/06/94-9 51 143.4737)SF(L3 09/09/94-6 33 94.7118)US(S3 09/09/94-6 45 70.0698)ED(S1 09/16/94-1 91 93.2401) S[2]=No Positions 09/20/94, 1162471.44, 949688.38, 49%, 1143542.64, 18928.79, 1143542.64, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-10 51 143.4737)SF(L3 09/09/94-7 33 94.7118)US(S3 09/09/94-7 45 70.0698)ED(S2 09/16/94-2 178 93.2401) S[2]=No Positions 09/21/94, 1207276.94, 953646.12, 47%, 1143667.88, 63609.07, 1143667.88, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-11 51 143.4737)SF(L3 09/09/94-8 33 94.7118)US(S3 09/09/94-8 45 70.0698)ED(S2 09/16/94-3 178 93.2401) S[2]=No Positions 09/22/94, 1284796.69, 962208.87, 43%, 1143793.12, 141003.56, 1143793.12, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-12 51 143.4737)SF(L3 09/09/94-9 33 94.7118)US(S3 09/09/94-9 45 70.0698)ED(S2 09/16/94-4 178 93.2401) S[2]=No Positions 09/23/94, 1259414.61, 1037416.74, 44%, 1143918.39, 115496.23, 1143918.39, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-13 51 143.4737)SF(L3 09/09/94-10 33 94.7118)US(S3 09/09/94-10 45 70.0698)ED(S2 09/16/94-5 178 93.2401) S[2]=No Positions 09/26/94, 1265846.60, 1044167.51, 44%, 1144294.25, 121552.35, 1144294.25, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-14 51 143.4737)SF(L3 09/09/94-11 33 94.7118)US(S3 09/09/94-11 45 70.0698)ED(S2 09/16/94-6 178 93.2401) S[2]=No Positions 09/27/94, 1243385.72, 1053292.83, 45%, 1144419.57, 98966.15, 1144419.57, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-15 51 143.4737)SF(L3 09/09/94-12 33 94.7118)US(S3 09/09/94-12 45 70.0698)ED(S2 09/16/94-7 178 93.2401) S[2]=No Positions 09/28/94, 1303451.74, 1053418.16, 42%, 1144544.90, 158906.84, 1144544.90, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-16 51 143.4737)SF(L3 09/09/94-13 33 94.7118)US(S3 09/09/94-13 45 70.0698)ED(S2 09/16/94-8 178 93.2401) S[2]=No Positions 09/29/94, 1243798.20, 1067587.29, 45%, 1144670.24, 99127.96, 1144670.24, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-17 51 143.4737)SF(L3 09/09/94-14 33 94.7118)US(S3 09/09/94-14 45 70.0698)ED(S2 09/16/94-9 178 93.2401) S[2]=No Positions 09/30/94, 1304496.61, 1119148.31, 42%, 1144795.60, 159701.01, 1144795.60, 0.00, 411256.00, 368465.61, S[1]=BP(L3 09/06/94-18 51 143.4737)SF(L3 09/09/94-15 33 94.7118)US(S3 09/09/94-15 45 70.0698)ED(S2 09/16/94-10 178 93.2401) S[2]=No Positions 10/03/94, 1251464.10, 1125412.01, 45%, 1097599.82, 153864.28, 1097599.82, 0.00, 378586.00, 380840.74, S[1]=BP(L3 09/06/94-19 51 143.4737)US(S3 09/09/94-16 45 70.0698)ED(S2 09/16/94-11 178 93.2401)JY(S1 10/03/94-0 11 134.9400) S[2]=No Positions 10/04/94, 1318620.32, 1129979.77, 42%, 1097720.03, 220900.30, 1097720.03, 0.00, 378586.00, 380840.74, S[1]=BP(L3 09/06/94-20 51 143.4737)US(S3 09/09/94-17 45 70.0698)ED(S2 09/16/94-12 178 93.2401)JY(S1 10/03/94-1 11 134.9400) S[2]=No Positions 10/05/94, 1340966.43, 1139001.88, 41%, 1097840.24, 243126.19, 1097840.24, 0.00, 378586.00, 380840.74, S[1]=BP(L3 09/06/94-21 51 143.4737)US(S3 09/09/94-18 45 70.0698)ED(S2 09/16/94-13 178 93.2401)JY(S1 10/03/94-2 11 134.9400) S[2]=No Positions 10/06/94, 1386554.03, 1139122.11, 39%, 1097960.47, 288593.56, 1097960.47, 0.00, 378586.00, 380840.74, S[1]=BP(L3 09/06/94-22 51 143.4737)US(S3 09/09/94-19 45 70.0698)ED(S2 09/16/94-14 178 93.2401)JY(S1 10/03/94-3 11 134.9400) S[2]=No Positions 10/07/94, 1386335.73, 1106722.63, 39%, 1098080.71, 288255.01, 1098080.71, 0.00, 428941.00, 381421.18, S[1]=BP(L3 09/06/94-23 51 143.4737)US(S3 09/09/94-20 45 70.0698)ED(S2 09/16/94-15 178 93.2401)JY(S2 10/03/94-4 23 134.9400)SF(L1 10/07/94-0 13 95.6435) S[2]=No Positions 10/10/94, 1339415.81, 1117283.67, 41%, 1098441.52, 240974.29, 1098441.52, 0.00, 428941.00, 381421.18, S[1]=BP(L3 09/06/94-24 51 143.4737)US(S3 09/09/94-21 45 70.0698)ED(S2 09/16/94-16 178 93.2401)JY(S2 10/03/94-5 23 134.9400)SF(L1 10/07/94-1 13 95.6435) S[2]=No Positions 10/11/94, 1310970.15, 1117182.28, 42%, 1076587.75, 234382.40, 1076587.75, 0.00, 406126.00, 381477.92, S[1]=BP(L3 09/06/94-25 51 143.4737)US(S3 09/09/94-22 45 70.0698)ED(S2 09/16/94-17 178 93.2401)JY(S2 10/03/94-6 23 134.9400) S[2]=No Positions 10/12/94, 1260231.41, 1136042.43, 44%, 1076705.65, 183525.76, 1076705.65, 0.00, 406126.00, 381477.92, S[1]=BP(L3 09/06/94-26 51 143.4737)US(S3 09/09/94-23 45 70.0698)ED(S2 09/16/94-18 178 93.2401)JY(S2 10/03/94-7 23 134.9400) S[2]=No Positions 10/13/94, 1245456.54, 1147967.66, 45%, 1119434.79, 126021.75, 1119434.79, 0.00, 284626.00, 382462.30, S[1]=BP(L3 09/06/94-27 51 143.4737)ED(S2 09/16/94-19 178 93.2401)JY(S2 10/03/94-8 23 134.9400) S[2]=No Positions 10/14/94, 1158478.55, 1103530.80, 49%, 1098535.02, 59943.52, 1098535.02, 0.00, 121365.00, 393638.51, S[1]=BP(L3 09/06/94-28 51 143.4737)SF(L2 10/14/94-0 26 95.7310) S[2]=No Positions 10/17/94, 1202201.58, 1108697.70, 47%, 1098895.98, 103305.61, 1098895.98, 0.00, 144180.00, 394451.01, S[1]=BP(L3 09/06/94-29 51 143.4737)SF(L3 10/14/94-1 39 95.7310) S[2]=No Positions 10/18/94, 1304022.17, 1108818.04, 42%, 1099016.32, 205005.85, 1099016.32, 0.00, 144180.00, 394451.01, S[1]=BP(L3 09/06/94-30 51 143.4737)SF(L3 10/14/94-2 39 95.7310) S[2]=No Positions 10/19/94, 1305980.07, 1108938.40, 42%, 1099136.68, 206843.40, 1099136.68, 0.00, 144180.00, 394451.01, S[1]=BP(L3 09/06/94-31 51 143.4737)SF(L3 10/14/94-3 39 95.7310) S[2]=No Positions 10/20/94, 1344613.25, 1109058.77, 41%, 1099257.05, 245356.20, 1099257.05, 0.00, 144180.00, 394451.01, S[1]=BP(L3 09/06/94-32 51 143.4737)SF(L3 10/14/94-4 39 95.7310) S[2]=No Positions 10/21/94, 1397608.39, 1109179.15, 38%, 1099377.43, 298230.96, 1099377.43, 0.00, 144180.00, 394451.01, S[1]=BP(L3 09/06/94-33 51 143.4737)SF(L3 10/14/94-5 39 95.7310) S[2]=No Positions 10/24/94, 1351169.73, 1109540.38, 40%, 1099738.66, 251431.06, 1099738.66, 0.00, 144180.00, 394451.01, S[1]=BP(L3 09/06/94-34 51 143.4737)SF(L3 10/14/94-6 39 95.7310) S[2]=No Positions 10/25/94, 1376802.43, 1092836.37, 39%, 1099859.10, 276943.33, 1099859.10, 0.00, 190080.00, 394769.76, S[1]=BP(L3 09/06/94-35 51 143.4737)SF(L3 10/14/94-7 39 95.7310)US(S1 10/25/94-0 17 66.9500) S[2]=No Positions 10/26/94, 1392091.64, 1092956.82, 38%, 1099979.55, 292112.09, 1099979.55, 0.00, 190080.00, 394769.76, S[1]=BP(L3 09/06/94-36 51 143.4737)SF(L3 10/14/94-8 39 95.7310)US(S1 10/25/94-1 17 66.9500) S[2]=No Positions 10/27/94, 1396868.72, 1137193.67, 38%, 1100100.01, 296768.71, 1100100.01, 0.00, 190080.00, 394769.76, S[1]=BP(L3 09/06/94-37 51 143.4737)SF(L3 10/14/94-9 39 95.7310)US(S1 10/25/94-2 17 66.9500) S[2]=No Positions 10/28/94, 1367795.13, 1204589.50, 40%, 1100220.49, 267574.64, 1100220.49, 0.00, 190080.00, 394769.76, S[1]=BP(L3 09/06/94-38 51 143.4737)SF(L3 10/14/94-10 39 95.7310)US(S1 10/25/94-3 17 66.9500) S[2]=No Positions 10/31/94, 1281781.81, 1215150.76, 43%, 1100581.99, 181199.82, 1100581.99, 0.00, 190080.00, 394769.76, S[1]=BP(L3 09/06/94-39 51 143.4737)SF(L3 10/14/94-11 39 95.7310)US(S1 10/25/94-4 17 66.9500) S[2]=No Positions 11/01/94, 1335546.06, 1239496.60, 41%, 1100702.52, 234843.54, 1100702.52, 0.00, 190080.00, 394769.76, S[1]=BP(L3 09/06/94-40 51 143.4737)SF(L3 10/14/94-12 39 95.7310)US(S1 10/25/94-5 17 66.9500) S[2]=No Positions 11/02/94, 1255432.41, 1235951.64, 45%, 1257876.21, -2443.80, 1257876.21, 0.00, 45900.00, 397327.27, S[1]=US(S1 10/25/94-6 17 66.9500) S[2]=No Positions 11/03/94, 1253258.95, 1216572.30, 45%, 1258013.96, -4755.01, 1258013.96, 0.00, 97200.00, 397441.99, S[1]=US(S2 10/25/94-7 36 66.9500) S[2]=No Positions 11/04/94, 1253552.97, 1204667.24, 45%, 1258151.73, -4598.76, 1258151.73, 0.00, 148500.00, 397705.88, S[1]=US(S3 10/25/94-8 55 66.9500) S[2]=No Positions 11/07/94, 1278484.95, 1180207.60, 43%, 1258565.13, 19919.82, 1258565.13, 0.00, 211644.00, 397774.69, S[1]=US(S3 10/25/94-9 55 66.9500)ED(S1 11/07/94-0 72 92.9234) S[2]=No Positions 11/08/94, 1276985.67, 1180345.43, 44%, 1258702.96, 18282.71, 1258702.96, 0.00, 211644.00, 397774.69, S[1]=US(S3 10/25/94-10 55 66.9500)ED(S1 11/07/94-1 72 92.9234) S[2]=No Positions 11/09/94, 1251098.73, 1180483.27, 45%, 1258840.81, -7742.07, 1258840.81, 0.00, 211644.00, 397774.69, S[1]=US(S3 10/25/94-11 55 66.9500)ED(S1 11/07/94-2 72 92.9234) S[2]=No Positions 11/10/94, 1227010.83, 1180621.13, 46%, 1258978.67, -31967.84, 1258978.67, 0.00, 211644.00, 397774.69, S[1]=US(S3 10/25/94-12 55 66.9500)ED(S1 11/07/94-3 72 92.9234) S[2]=No Positions 11/11/94, 1254648.70, 1180759.01, 45%, 1259116.54, -4467.84, 1259116.54, 0.00, 211644.00, 397774.69, S[1]=US(S3 10/25/94-13 55 66.9500)ED(S1 11/07/94-4 72 92.9234) S[2]=No Positions 11/14/94, 1251575.82, 1132662.93, 45%, 1259530.26, -7954.44, 1259530.26, 0.00, 275904.00, 398174.80, S[1]=US(S3 10/25/94-14 55 66.9500)ED(S1 11/07/94-5 72 92.9234)JY(S2 11/14/94-0 28 136.3860) S[2]=No Positions 11/15/94, 1175890.29, 1118024.73, 48%, 1204363.27, -28472.98, 1204363.27, 0.00, 159534.00, 399394.38, S[1]=ED(S1 11/07/94-6 72 92.9234)JY(S3 11/14/94-1 42 136.3860) S[2]=No Positions 11/16/94, 1214872.13, 1118156.62, 46%, 1204495.16, 10376.97, 1204495.16, 0.00, 159534.00, 399394.38, S[1]=ED(S1 11/07/94-7 72 92.9234)JY(S3 11/14/94-2 42 136.3860) S[2]=No Positions 11/17/94, 1189471.85, 1100540.02, 47%, 1204627.07, -15155.22, 1204627.07, 0.00, 223555.00, 399588.06, S[1]=ED(S2 11/07/94-8 145 92.9234)JY(S3 11/14/94-3 42 136.3860) S[2]=No Positions 11/18/94, 1185879.58, 1100671.94, 48%, 1204758.99, -18879.41, 1204758.99, 0.00, 223555.00, 399588.06, S[1]=ED(S2 11/07/94-9 145 92.9234)JY(S3 11/14/94-4 42 136.3860) S[2]=No Positions 11/21/94, 1200499.47, 1101067.80, 47%, 1205154.85, -4655.38, 1205154.85, 0.00, 223555.00, 399588.06, S[1]=ED(S2 11/07/94-10 145 92.9234)JY(S3 11/14/94-5 42 136.3860) S[2]=No Positions 11/22/94, 1189843.90, 1080443.17, 47%, 1205286.83, -15442.93, 1205286.83, 0.00, 246370.00, 400003.36, S[1]=ED(S2 11/07/94-11 145 92.9234)JY(S3 11/14/94-6 42 136.3860)SF(S1 11/22/94-0 13 92.5000) S[2]=No Positions 11/23/94, 1116804.14, 1036047.65, 51%, 1160760.61, -43956.47, 1160760.61, 0.00, 216405.00, 401790.30, S[1]=JY(S3 11/14/94-7 42 136.3860)SF(S1 11/22/94-1 13 92.5000)US(L2 11/23/94-0 36 67.9897) S[2]=No Positions 11/24/94, 1158968.77, 1036174.77, 49%, 1160887.73, -1918.96, 1160887.73, 0.00, 216405.00, 401790.30, S[1]=JY(S3 11/14/94-8 42 136.3860)SF(S1 11/22/94-2 13 92.5000)US(L2 11/23/94-1 36 67.9897) S[2]=No Positions 11/25/94, 1159095.90, 1036301.90, 49%, 1161014.86, -1918.96, 1161014.86, 0.00, 216405.00, 401790.30, S[1]=JY(S3 11/14/94-8 42 136.3860)SF(S1 11/22/94-2 13 92.5000)US(L2 11/23/94-1 36 67.9897) S[2]=No Positions 11/28/94, 1185029.14, 1046982.55, 48%, 1161396.35, 23632.79, 1161396.35, 0.00, 239220.00, 401839.05, S[1]=JY(S3 11/14/94-9 42 136.3860)SF(S2 11/22/94-3 26 92.5000)US(L2 11/23/94-2 36 67.9897) S[2]=No Positions 11/29/94, 1139031.40, 993143.14, 50%, 1161523.53, -22492.13, 1161523.53, 0.00, 439176.00, 404180.85, S[1]=JY(S3 11/14/94-10 42 136.3860)SF(S2 11/22/94-4 26 92.5000)US(L2 11/23/94-3 36 67.9897)ED(S3 11/29/94-0 228 92.8830) S[2]=No Positions 11/30/94, 1193585.80, 993270.35, 47%, 1161650.74, 31935.06, 1161650.74, 0.00, 439176.00, 404180.85, S[1]=JY(S3 11/14/94-11 42 136.3860)SF(S2 11/22/94-5 26 92.5000)US(L2 11/23/94-4 36 67.9897)ED(S3 11/29/94-1 228 92.8830) S[2]=No Positions 12/01/94, 1229122.33, 983749.13, 46%, 1161777.95, 67344.37, 1161777.95, 0.00, 461991.00, 404194.85, S[1]=JY(S3 11/14/94-12 42 136.3860)SF(S3 11/22/94-6 39 92.5000)US(L2 11/23/94-5 36 67.9897)ED(S3 11/29/94-2 228 92.8830) S[2]=No Positions 12/02/94, 1283499.47, 977082.09, 43%, 1161905.18, 121594.29, 1161905.18, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-13 42 136.3860)SF(S3 11/22/94-7 39 92.5000)US(L3 11/23/94-6 52 67.9897)ED(S3 11/29/94-3 228 92.8830) S[2]=No Positions 12/05/94, 1445793.69, 977463.87, 36%, 1162286.96, 283506.73, 1162286.96, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-14 42 136.3860)SF(S3 11/22/94-8 39 92.5000)US(L3 11/23/94-7 52 67.9897)ED(S3 11/29/94-4 228 92.8830) S[2]=No Positions 12/06/94, 1468632.26, 977591.16, 35%, 1162414.25, 306218.02, 1162414.25, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-15 42 136.3860)SF(S3 11/22/94-9 39 92.5000)US(L3 11/23/94-8 52 67.9897)ED(S3 11/29/94-5 228 92.8830) S[2]=No Positions 12/07/94, 1436272.14, 995857.22, 37%, 1162541.55, 273730.59, 1162541.55, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-16 42 136.3860)SF(S3 11/22/94-10 39 92.5000)US(L3 11/23/94-9 52 67.9897)ED(S3 11/29/94-6 228 92.8830) S[2]=No Positions 12/08/94, 1378988.67, 1044659.49, 39%, 1162668.86, 216319.81, 1162668.86, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-17 42 136.3860)SF(S3 11/22/94-11 39 92.5000)US(L3 11/23/94-10 52 67.9897)ED(S3 11/29/94-7 228 92.8830) S[2]=No Positions 12/09/94, 1467039.02, 1046249.63, 35%, 1162796.19, 304242.83, 1162796.19, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-18 42 136.3860)SF(S3 11/22/94-12 39 92.5000)US(L3 11/23/94-11 52 67.9897)ED(S3 11/29/94-8 228 92.8830) S[2]=No Positions 12/12/94, 1448023.40, 1084997.67, 36%, 1163178.26, 284845.14, 1163178.26, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-19 42 136.3860)SF(S3 11/22/94-13 39 92.5000)US(L3 11/23/94-12 52 67.9897)ED(S3 11/29/94-9 228 92.8830) S[2]=No Positions 12/13/94, 1423837.62, 1153763.51, 37%, 1163305.64, 260531.98, 1163305.64, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-20 42 136.3860)SF(S3 11/22/94-14 39 92.5000)US(L3 11/23/94-13 52 67.9897)ED(S3 11/29/94-10 228 92.8830) S[2]=No Positions 12/14/94, 1461640.34, 1181139.28, 35%, 1163433.04, 298207.30, 1163433.04, 0.00, 505191.00, 404728.04, S[1]=JY(S3 11/14/94-21 42 136.3860)SF(S3 11/22/94-15 39 92.5000)US(L3 11/23/94-14 52 67.9897)ED(S3 11/29/94-11 228 92.8830) S[2]=No Positions 12/15/94, 1355415.30, 1215565.20, 40%, 1190908.30, 164507.00, 1190908.30, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-22 42 136.3860)SF(S3 11/22/94-16 39 92.5000)US(L3 11/23/94-15 52 67.9897) S[2]=No Positions 12/16/94, 1357120.66, 1264445.63, 40%, 1191038.72, 166081.93, 1191038.72, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-23 42 136.3860)SF(S3 11/22/94-17 39 92.5000)US(L3 11/23/94-16 52 67.9897) S[2]=No Positions 12/19/94, 1362724.35, 1264836.97, 40%, 1191430.07, 171294.28, 1191430.07, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-24 42 136.3860)SF(S3 11/22/94-18 39 92.5000)US(L3 11/23/94-17 52 67.9897) S[2]=No Positions 12/20/94, 1374929.98, 1266917.50, 39%, 1191560.55, 183369.43, 1191560.55, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-25 42 136.3860)SF(S3 11/22/94-19 39 92.5000)US(L3 11/23/94-18 52 67.9897) S[2]=No Positions 12/21/94, 1364310.60, 1280848.62, 40%, 1191691.04, 172619.56, 1191691.04, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-26 42 136.3860)SF(S3 11/22/94-20 39 92.5000)US(L3 11/23/94-19 52 67.9897) S[2]=No Positions 12/22/94, 1399728.59, 1280979.13, 38%, 1191821.55, 207907.05, 1191821.55, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-27 42 136.3860)SF(S3 11/22/94-21 39 92.5000)US(L3 11/23/94-20 52 67.9897) S[2]=No Positions 12/23/94, 1376571.90, 1281109.65, 39%, 1191952.07, 184619.83, 1191952.07, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-28 42 136.3860)SF(S3 11/22/94-22 39 92.5000)US(L3 11/23/94-21 52 67.9897) S[2]=No Positions 12/26/94, 1386675.86, 1281501.29, 39%, 1192343.72, 194332.14, 1192343.72, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-29 42 136.3860)SF(S3 11/22/94-23 39 92.5000)US(L3 11/23/94-22 52 67.9897) S[2]=No Positions 12/27/94, 1386806.43, 1288456.33, 39%, 1192474.29, 194332.14, 1192474.29, 0.00, 305235.00, 407007.66, S[1]=JY(S3 11/14/94-29 42 136.3860)SF(S3 11/22/94-23 39 92.5000)US(L3 11/23/94-22 52 67.9897) S[2]=No Positions 12/28/94, 1261767.69, 1225544.84, 44%, 1203121.61, 58646.09, 1203121.61, 0.00, 184005.00, 434145.64, S[1]=US(L3 11/23/94-23 52 67.9897)JY(L1 12/28/94-0 19 135.9906) S[2]=No Positions 12/29/94, 1236670.67, 1209045.67, 45%, 1169511.54, 67159.13, 1169511.54, 0.00, 140400.00, 450535.38, S[1]=US(L3 11/23/94-24 52 67.9897) S[2]=No Positions 12/30/94, 1207878.09, 1207878.09, 47%, 1207878.09, 0.00, 1207878.09, 0.00, 0.00, 451185.38, S[1]=No Positions S[2]=No Positions 01/02/95, 1208274.98, 1208274.98, 47%, 1208274.98, 0.00, 1208274.98, 0.00, 0.00, 451185.38, S[1]=No Positions S[2]=No Positions 01/03/95, 1173761.91, 1167190.26, 48%, 1208407.30, -34645.39, 1208407.30, 0.00, 73440.00, 451869.24, S[1]=JY(S2 01/03/95-0 32 133.8445) S[2]=No Positions 01/04/95, 1201513.88, 1159974.27, 47%, 1208539.64, -7025.76, 1208539.64, 0.00, 110160.00, 452449.26, S[1]=JY(S3 01/03/95-1 48 133.8445) S[2]=No Positions 01/05/95, 1246046.56, 1160106.62, 45%, 1208671.99, 37374.57, 1208671.99, 0.00, 110160.00, 452449.26, S[1]=JY(S3 01/03/95-2 48 133.8445) S[2]=No Positions 01/06/95, 1220979.04, 1160238.98, 46%, 1208804.35, 12174.68, 1208804.35, 0.00, 110160.00, 452449.26, S[1]=JY(S3 01/03/95-3 48 133.8445) S[2]=No Positions 01/09/95, 1158184.58, 1158184.58, 49%, 1158184.58, 0.00, 1158184.58, 0.00, 0.00, 454295.30, S[1]=No Positions S[2]=No Positions 01/10/95, 1158311.41, 1158311.41, 49%, 1158311.41, 0.00, 1158311.41, 0.00, 0.00, 454295.30, S[1]=No Positions S[2]=No Positions 01/11/95, 1142316.13, 1135347.75, 50%, 1158438.26, -16122.13, 1158438.26, 0.00, 49112.00, 454526.23, S[1]=ED(L1 01/11/95-0 56 93.1052) S[2]=No Positions 01/12/95, 1152223.12, 1118339.18, 49%, 1158565.13, -6342.01, 1158565.13, 0.00, 96470.00, 454796.18, S[1]=ED(L2 01/11/95-1 110 93.1052) S[2]=No Positions 01/13/95, 1153751.97, 1109171.82, 49%, 1158692.01, -4940.03, 1158692.01, 0.00, 143828.00, 457029.77, S[1]=ED(L3 01/11/95-2 164 93.1052) S[2]=No Positions 01/16/95, 1223831.94, 1109552.54, 46%, 1159072.73, 64759.22, 1159072.73, 0.00, 143828.00, 457029.77, S[1]=ED(L3 01/11/95-3 164 93.1052) S[2]=No Positions 01/17/95, 1219858.00, 1109679.47, 46%, 1159199.66, 60658.34, 1159199.66, 0.00, 143828.00, 457029.77, S[1]=ED(L3 01/11/95-4 164 93.1052) S[2]=No Positions 01/18/95, 1187103.43, 1087796.38, 48%, 1159326.61, 27776.82, 1159326.61, 0.00, 189728.00, 457037.37, S[1]=ED(L3 01/11/95-5 164 93.1052)US(L1 01/18/95-0 17 70.2772) S[2]=No Positions 01/19/95, 1171892.51, 1087923.34, 48%, 1159453.57, 12438.94, 1159453.57, 0.00, 189728.00, 457037.37, S[1]=ED(L3 01/11/95-6 164 93.1052)US(L1 01/18/95-1 17 70.2772) S[2]=No Positions 01/20/95, 1162609.24, 1088050.32, 49%, 1159580.55, 3028.69, 1159580.55, 0.00, 189728.00, 457037.37, S[1]=ED(L3 01/11/95-7 164 93.1052)US(L1 01/18/95-2 17 70.2772) S[2]=No Positions 01/23/95, 1149014.16, 1088033.63, 49%, 1137553.82, 11460.34, 1137553.82, 0.00, 143828.00, 457220.16, S[1]=ED(L3 01/11/95-8 164 93.1052) S[2]=No Positions 01/24/95, 1165539.11, 1088158.21, 48%, 1137678.40, 27860.72, 1137678.40, 0.00, 143828.00, 457220.16, S[1]=ED(L3 01/11/95-9 164 93.1052) S[2]=No Positions 01/25/95, 1161562.83, 1108260.83, 49%, 1137802.99, 23759.84, 1137802.99, 0.00, 143828.00, 457220.16, S[1]=ED(L3 01/11/95-10 164 93.1052) S[2]=No Positions 01/26/95, 1206787.68, 1120688.06, 47%, 1137927.59, 68860.09, 1137927.59, 0.00, 143828.00, 457220.16, S[1]=ED(L3 01/11/95-11 164 93.1052) S[2]=No Positions 01/27/95, 1179775.98, 1081938.24, 48%, 1138052.21, 41723.77, 1138052.21, 0.00, 241028.00, 458910.65, S[1]=ED(L3 01/11/95-12 164 93.1052)US(L2 01/27/95-0 36 70.3467) S[2]=No Positions 01/30/95, 1232287.32, 1060106.87, 46%, 1138426.15, 93861.17, 1138426.15, 0.00, 265598.00, 458992.70, S[1]=ED(L3 01/11/95-13 164 93.1052)US(L2 01/27/95-1 36 70.3467)SF(L1 01/30/95-0 14 95.5978) S[2]=No Positions 01/31/95, 1230663.88, 1059600.89, 46%, 1115714.86, 114949.02, 1115714.86, 0.00, 241028.00, 459445.83, S[1]=ED(L3 01/11/95-14 164 93.1052)US(L2 01/27/95-2 36 70.3467) S[2]=No Positions 02/01/95, 1253609.69, 1059723.08, 45%, 1115837.05, 137772.64, 1115837.05, 0.00, 241028.00, 459445.83, S[1]=ED(L3 01/11/95-15 164 93.1052)US(L2 01/27/95-3 36 70.3467) S[2]=No Positions 02/02/95, 1216032.01, 1080343.40, 46%, 1115959.24, 100072.77, 1115959.24, 0.00, 241028.00, 459445.83, S[1]=ED(L3 01/11/95-16 164 93.1052)US(L2 01/27/95-4 36 70.3467) S[2]=No Positions 02/03/95, 1218730.98, 1080465.61, 46%, 1116081.46, 102649.52, 1116081.46, 0.00, 241028.00, 459445.83, S[1]=ED(L3 01/11/95-17 164 93.1052)US(L2 01/27/95-5 36 70.3467) S[2]=No Positions 02/06/95, 1329043.54, 1059805.72, 41%, 1116448.18, 212595.37, 1116448.18, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-18 164 93.1052)US(L2 01/27/95-6 36 70.3467)BP(S1 02/06/95-0 16 143.5872) S[2]=No Positions 02/07/95, 1318943.15, 1059927.99, 42%, 1116570.44, 202372.71, 1116570.44, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-19 164 93.1052)US(L2 01/27/95-7 36 70.3467)BP(S1 02/06/95-1 16 143.5872) S[2]=No Positions 02/08/95, 1323188.15, 1096951.89, 42%, 1116692.72, 206495.42, 1116692.72, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-20 164 93.1052)US(L2 01/27/95-8 36 70.3467)BP(S1 02/06/95-2 16 143.5872) S[2]=No Positions 02/09/95, 1332462.11, 1145387.17, 41%, 1116815.02, 215647.09, 1116815.02, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-21 164 93.1052)US(L2 01/27/95-9 36 70.3467)BP(S1 02/06/95-3 16 143.5872) S[2]=No Positions 02/10/95, 1308732.64, 1167208.11, 42%, 1116937.32, 191795.32, 1116937.32, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-22 164 93.1052)US(L2 01/27/95-10 36 70.3467)BP(S1 02/06/95-4 16 143.5872) S[2]=No Positions 02/13/95, 1296699.68, 1179877.73, 43%, 1117304.32, 179395.36, 1117304.32, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-23 164 93.1052)US(L2 01/27/95-11 36 70.3467)BP(S1 02/06/95-5 16 143.5872) S[2]=No Positions 02/14/95, 1295547.14, 1182250.09, 43%, 1117426.68, 178120.45, 1117426.68, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-24 164 93.1052)US(L2 01/27/95-12 36 70.3467)BP(S1 02/06/95-6 16 143.5872) S[2]=No Positions 02/15/95, 1329218.92, 1182372.47, 41%, 1117549.06, 211669.86, 1117549.06, 0.00, 264788.00, 459476.10, S[1]=ED(L3 01/11/95-25 164 93.1052)US(L2 01/27/95-13 36 70.3467)BP(S1 02/06/95-7 16 143.5872) S[2]=No Positions 02/16/95, 1273200.64, 1103256.94, 44%, 1095812.40, 177388.23, 1095812.40, 0.00, 376163.00, 462278.46, S[1]=ED(L3 01/11/95-26 164 93.1052)US(L2 01/27/95-14 36 70.3467)JY(L3 02/16/95-0 39 136.1940)SF(L2 02/16/95-0 26 95.7350) S[2]=No Positions 02/17/95, 1361459.40, 1145883.73, 40%, 1095932.41, 265526.99, 1095932.41, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-27 164 93.1052)US(L2 01/27/95-15 36 70.3467)JY(L3 02/16/95-1 39 136.1940)SF(L3 02/16/95-1 38 95.7350) S[2]=No Positions 02/20/95, 1374406.49, 1146243.83, 39%, 1096292.51, 278113.99, 1096292.51, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-28 164 93.1052)US(L2 01/27/95-16 36 70.3467)JY(L3 02/16/95-2 39 136.1940)SF(L3 02/16/95-2 38 95.7350) S[2]=No Positions 02/21/95, 1374526.55, 1146363.89, 39%, 1096412.57, 278113.99, 1096412.57, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-28 164 93.1052)US(L2 01/27/95-16 36 70.3467)JY(L3 02/16/95-2 39 136.1940)SF(L3 02/16/95-2 38 95.7350) S[2]=No Positions 02/22/95, 1401711.94, 1146483.96, 38%, 1096532.64, 305179.30, 1096532.64, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-29 164 93.1052)US(L2 01/27/95-17 36 70.3467)JY(L3 02/16/95-3 39 136.1940)SF(L3 02/16/95-3 38 95.7350) S[2]=No Positions 02/23/95, 1464866.82, 1146604.05, 35%, 1096652.72, 368214.10, 1096652.72, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-30 164 93.1052)US(L2 01/27/95-18 36 70.3467)JY(L3 02/16/95-4 39 136.1940)SF(L3 02/16/95-4 38 95.7350) S[2]=No Positions 02/24/95, 1463300.69, 1146724.15, 35%, 1096772.82, 366527.87, 1096772.82, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-31 164 93.1052)US(L2 01/27/95-19 36 70.3467)JY(L3 02/16/95-5 39 136.1940)SF(L3 02/16/95-5 38 95.7350) S[2]=No Positions 02/27/95, 1466548.05, 1152310.40, 35%, 1097133.20, 369414.85, 1097133.20, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-32 164 93.1052)US(L2 01/27/95-20 36 70.3467)JY(L3 02/16/95-6 39 136.1940)SF(L3 02/16/95-6 38 95.7350) S[2]=No Positions 02/28/95, 1490267.97, 1174855.05, 34%, 1097253.35, 393014.62, 1097253.35, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-33 164 93.1052)US(L2 01/27/95-21 36 70.3467)JY(L3 02/16/95-7 39 136.1940)SF(L3 02/16/95-7 38 95.7350) S[2]=No Positions 03/01/95, 1535826.33, 1193406.77, 32%, 1097373.51, 438452.81, 1097373.51, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-34 164 93.1052)US(L2 01/27/95-22 36 70.3467)JY(L3 02/16/95-8 39 136.1940)SF(L3 02/16/95-8 38 95.7350) S[2]=No Positions 03/02/95, 1519220.36, 1293597.79, 33%, 1097493.69, 421726.67, 1097493.69, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-35 164 93.1052)US(L2 01/27/95-23 36 70.3467)JY(L3 02/16/95-9 39 136.1940)SF(L3 02/16/95-9 38 95.7350) S[2]=No Positions 03/03/95, 1630365.26, 1322265.46, 28%, 1097613.88, 532751.38, 1097613.88, 0.00, 397223.00, 462530.21, S[1]=ED(L3 01/11/95-36 164 93.1052)US(L2 01/27/95-24 36 70.3467)JY(L3 02/16/95-10 39 136.1940)SF(L3 02/16/95-10 38 95.7350) S[2]=No Positions 03/06/95, 1713931.35, 1339207.10, 24%, 1135018.20, 578913.15, 1135018.20, 0.00, 300023.00, 462755.21, S[1]=ED(L3 01/11/95-37 164 93.1052)JY(L3 02/16/95-11 39 136.1940)SF(L3 02/16/95-11 38 95.7350) S[2]=No Positions 03/07/95, 1856678.46, 1337278.68, 18%, 1330712.10, 525966.36, 1330712.10, 0.00, 156195.00, 465215.42, S[1]=JY(L3 02/16/95-12 39 136.1940)SF(L3 02/16/95-12 38 95.7350) S[2]=No Positions 03/08/95, 2162549.39, 1337424.42, 4%, 1330857.83, 831691.55, 1330857.83, 0.00, 156195.00, 465215.42, S[1]=JY(L3 02/16/95-13 39 136.1940)SF(L3 02/16/95-13 38 95.7350) S[2]=No Positions 03/09/95, 1930014.77, 1311108.37, 15%, 1331003.58, 599011.19, 1331003.58, 0.00, 226355.00, 465480.01, S[1]=JY(L3 02/16/95-14 39 136.1940)SF(L3 02/16/95-14 38 95.7350)ED(L1 03/09/95-0 80 93.7681) S[2]=No Positions 03/10/95, 1980434.58, 1362322.09, 12%, 1303568.57, 676866.02, 1303568.57, 0.00, 156195.00, 465595.67, S[1]=JY(L3 02/16/95-15 39 136.1940)SF(L3 02/16/95-15 38 95.7350) S[2]=No Positions 03/13/95, 1843688.68, 1279222.67, 19%, 1303996.89, 539691.79, 1303996.89, 0.00, 394227.00, 466738.41, S[1]=JY(L3 02/16/95-16 39 136.1940)SF(L3 02/16/95-16 38 95.7350)ED(L3 03/13/95-0 216 93.8130)US(L1 03/13/95-0 18 73.2996) S[2]=No Positions 03/14/95, 1915991.97, 1261601.76, 15%, 1304139.69, 611852.28, 1304139.69, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-17 39 136.1940)SF(L3 02/16/95-17 38 95.7350)ED(L3 03/13/95-1 216 93.8130)US(L2 03/13/95-1 37 73.2996) S[2]=No Positions 03/15/95, 1965180.52, 1277257.07, 13%, 1304282.52, 660898.01, 1304282.52, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-18 39 136.1940)SF(L3 02/16/95-18 38 95.7350)ED(L3 03/13/95-2 216 93.8130)US(L2 03/13/95-2 37 73.2996) S[2]=No Positions 03/16/95, 2101776.00, 1396674.60, 7%, 1304425.35, 797350.65, 1304425.35, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-19 39 136.1940)SF(L3 02/16/95-19 38 95.7350)ED(L3 03/13/95-3 216 93.8130)US(L2 03/13/95-3 37 73.2996) S[2]=No Positions 03/17/95, 2045712.98, 1629630.14, 10%, 1304568.20, 741144.77, 1304568.20, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-20 39 136.1940)SF(L3 02/16/95-20 38 95.7350)ED(L3 03/13/95-4 216 93.8130)US(L2 03/13/95-4 37 73.2996) S[2]=No Positions 03/20/95, 2136698.55, 1680271.24, 6%, 1304996.86, 831701.69, 1304996.86, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-21 39 136.1940)SF(L3 02/16/95-21 38 95.7350)ED(L3 03/13/95-5 216 93.8130)US(L2 03/13/95-5 37 73.2996) S[2]=No Positions 03/21/95, 2058610.30, 1691139.21, 9%, 1305139.77, 753470.53, 1305139.77, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-22 39 136.1940)SF(L3 02/16/95-22 38 95.7350)ED(L3 03/13/95-6 216 93.8130)US(L2 03/13/95-6 37 73.2996) S[2]=No Positions 03/22/95, 2036353.27, 1691282.14, 10%, 1305282.70, 731070.56, 1305282.70, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-23 39 136.1940)SF(L3 02/16/95-23 38 95.7350)ED(L3 03/13/95-7 216 93.8130)US(L2 03/13/95-7 37 73.2996) S[2]=No Positions 03/23/95, 2063863.91, 1691425.09, 9%, 1305425.65, 758438.26, 1305425.65, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-24 39 136.1940)SF(L3 02/16/95-24 38 95.7350)ED(L3 03/13/95-8 216 93.8130)US(L2 03/13/95-8 37 73.2996) S[2]=No Positions 03/24/95, 2110056.54, 1807244.64, 7%, 1305568.61, 804487.93, 1305568.61, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-25 39 136.1940)SF(L3 02/16/95-25 38 95.7350)ED(L3 03/13/95-9 216 93.8130)US(L2 03/13/95-9 37 73.2996) S[2]=No Positions 03/27/95, 2096667.53, 1807673.62, 7%, 1305997.59, 790669.94, 1305997.59, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-26 39 136.1940)SF(L3 02/16/95-26 38 95.7350)ED(L3 03/13/95-10 216 93.8130)US(L2 03/13/95-10 37 73.2996) S[2]=No Positions 03/28/95, 2141169.51, 1870216.59, 5%, 1306140.61, 835028.90, 1306140.61, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-27 39 136.1940)SF(L3 02/16/95-27 38 95.7350)ED(L3 03/13/95-11 216 93.8130)US(L2 03/13/95-11 37 73.2996) S[2]=No Positions 03/29/95, 2168693.77, 1893422.56, 4%, 1306283.66, 862410.12, 1306283.66, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-28 39 136.1940)SF(L3 02/16/95-28 38 95.7350)ED(L3 03/13/95-12 216 93.8130)US(L2 03/13/95-12 37 73.2996) S[2]=No Positions 03/30/95, 2247667.65, 1926753.89, 1%, 1306426.71, 941240.94, 1306426.71, 0.00, 445527.00, 467894.59, S[1]=JY(L3 02/16/95-29 39 136.1940)SF(L3 02/16/95-29 38 95.7350)ED(L3 03/13/95-13 216 93.8130)US(L2 03/13/95-13 37 73.2996) S[2]=No Positions 03/31/95, 1995160.22, 1921497.77, 12%, 1300424.90, 694735.33, 1300424.90, 0.00, 256095.00, 470594.75, S[1]=JY(L3 02/16/95-30 39 136.1940)SF(L3 02/16/95-30 38 95.7350)US(L2 03/13/95-14 37 73.2996) S[2]=No Positions 04/03/95, 2327762.48, 1921925.06, 0%, 1300852.19, 1026910.30, 1300852.19, 0.00, 256095.00, 470594.75, S[1]=JY(L3 02/16/95-31 39 136.1940)SF(L3 02/16/95-31 38 95.7350)US(L2 03/13/95-15 37 73.2996) S[2]=No Positions 04/04/95, 2419955.10, 1930142.79, 0%, 1300994.65, 1118960.46, 1300994.65, 0.00, 256095.00, 470594.75, S[1]=JY(L3 02/16/95-32 39 136.1940)SF(L3 02/16/95-32 38 95.7350)US(L2 03/13/95-16 37 73.2996) S[2]=No Positions 04/05/95, 2378559.95, 1933754.02, 2%, 1301137.12, 1077422.83, 1301137.12, 0.00, 256095.00, 470594.75, S[1]=JY(L3 02/16/95-33 39 136.1940)SF(L3 02/16/95-33 38 95.7350)US(L2 03/13/95-17 37 73.2996) S[2]=No Positions 04/06/95, 2433702.88, 1933896.51, 0%, 1301279.62, 1132423.27, 1301279.62, 0.00, 256095.00, 470594.75, S[1]=JY(L3 02/16/95-34 39 136.1940)SF(L3 02/16/95-34 38 95.7350)US(L2 03/13/95-18 37 73.2996) S[2]=No Positions 04/07/95, 2439719.19, 1900691.54, 0%, 1301422.12, 1138297.07, 1301422.12, 0.00, 368716.00, 471091.96, S[1]=JY(L3 02/16/95-35 39 136.1940)SF(L3 02/16/95-35 38 95.7350)US(L3 03/13/95-19 55 73.2996)ED(L1 04/07/95-0 73 93.9583) S[2]=No Positions 04/10/95, 2530352.95, 1901119.16, 0%, 1301849.74, 1228503.21, 1301849.74, 0.00, 368716.00, 471091.96, S[1]=JY(L3 02/16/95-36 39 136.1940)SF(L3 02/16/95-36 38 95.7350)US(L3 03/13/95-20 55 73.2996)ED(L1 04/07/95-1 73 93.9583) S[2]=No Positions 04/11/95, 2395964.98, 1901261.73, 5%, 1301992.31, 1093972.67, 1301992.31, 0.00, 368716.00, 471091.96, S[1]=JY(L3 02/16/95-37 39 136.1940)SF(L3 02/16/95-37 38 95.7350)US(L3 03/13/95-21 55 73.2996)ED(L1 04/07/95-2 73 93.9583) S[2]=No Positions 04/12/95, 2452094.22, 1901404.32, 3%, 1302134.90, 1149959.32, 1302134.90, 0.00, 368716.00, 471091.96, S[1]=JY(L3 02/16/95-38 39 136.1940)SF(L3 02/16/95-38 38 95.7350)US(L3 03/13/95-22 55 73.2996)ED(L1 04/07/95-3 73 93.9583) S[2]=No Positions 04/13/95, 2443836.63, 2014131.93, 3%, 1302277.50, 1141559.13, 1302277.50, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-39 39 136.1940)SF(L3 02/16/95-39 38 95.7350)US(L3 03/13/95-23 55 73.2996)ED(L2 04/07/95-4 151 93.9583) S[2]=No Positions 04/14/95, 2544247.48, 2014274.54, 0%, 1302420.12, 1241827.36, 1302420.12, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-40 39 136.1940)SF(L3 02/16/95-40 38 95.7350)US(L3 03/13/95-24 55 73.2996)ED(L2 04/07/95-5 151 93.9583) S[2]=No Positions 04/17/95, 2544675.42, 2118988.00, 0%, 1302848.06, 1241827.36, 1302848.06, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-40 39 136.1940)SF(L3 02/16/95-40 38 95.7350)US(L3 03/13/95-24 55 73.2996)ED(L2 04/07/95-5 151 93.9583) S[2]=No Positions 04/18/95, 2677318.08, 2130835.63, 0%, 1302990.74, 1374327.34, 1302990.74, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-41 39 136.1940)SF(L3 02/16/95-41 38 95.7350)US(L3 03/13/95-25 55 73.2996)ED(L2 04/07/95-6 151 93.9583) S[2]=No Positions 04/19/95, 2823605.87, 2132441.51, 0%, 1303133.44, 1520472.43, 1303133.44, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-42 39 136.1940)SF(L3 02/16/95-42 38 95.7350)US(L3 03/13/95-26 55 73.2996)ED(L2 04/07/95-7 151 93.9583) S[2]=No Positions 04/20/95, 2733266.29, 2187190.60, 3%, 1303276.15, 1429990.14, 1303276.15, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-43 39 136.1940)SF(L3 02/16/95-43 38 95.7350)US(L3 03/13/95-27 55 73.2996)ED(L2 04/07/95-8 151 93.9583) S[2]=No Positions 04/21/95, 2557613.67, 2288484.85, 9%, 1303418.88, 1254194.80, 1303418.88, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-44 39 136.1940)SF(L3 02/16/95-44 38 95.7350)US(L3 03/13/95-28 55 73.2996)ED(L2 04/07/95-9 151 93.9583) S[2]=No Positions 04/24/95, 2646592.90, 2296226.07, 6%, 1303847.15, 1342745.75, 1303847.15, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-45 39 136.1940)SF(L3 02/16/95-45 38 95.7350)US(L3 03/13/95-29 55 73.2996)ED(L2 04/07/95-10 151 93.9583) S[2]=No Positions 04/25/95, 2592748.01, 2330899.52, 8%, 1303989.94, 1288758.07, 1303989.94, 0.00, 437122.00, 472428.69, S[1]=JY(L3 02/16/95-46 39 136.1940)SF(L3 02/16/95-46 38 95.7350)US(L3 03/13/95-30 55 73.2996)ED(L2 04/07/95-11 151 93.9583) S[2]=No Positions 04/26/95, 2542979.37, 2346885.51, 10%, 2060453.74, 482525.64, 2060453.74, 0.00, 347617.00, 474134.97, S[1]=SF(L3 02/16/95-47 38 95.7350)US(L3 03/13/95-31 55 73.2996)ED(L2 04/07/95-12 151 93.9583) S[2]=No Positions 04/27/95, 2535536.07, 2358462.49, 10%, 2060679.38, 474856.69, 2060679.38, 0.00, 347617.00, 474134.97, S[1]=SF(L3 02/16/95-48 38 95.7350)US(L3 03/13/95-32 55 73.2996)ED(L2 04/07/95-13 151 93.9583) S[2]=No Positions 04/28/95, 2520569.46, 2378986.38, 11%, 2060905.06, 459664.41, 2060905.06, 0.00, 347617.00, 474134.97, S[1]=SF(L3 02/16/95-49 38 95.7350)US(L3 03/13/95-33 55 73.2996)ED(L2 04/07/95-14 151 93.9583) S[2]=No Positions 05/01/95, 2484671.43, 2379663.55, 12%, 2061582.22, 423089.20, 2061582.22, 0.00, 347617.00, 474134.97, S[1]=SF(L3 02/16/95-50 38 95.7350)US(L3 03/13/95-34 55 73.2996)ED(L2 04/07/95-15 151 93.9583) S[2]=No Positions 05/02/95, 2470422.39, 2379889.32, 13%, 2061807.99, 408614.39, 2061807.99, 0.00, 347617.00, 474134.97, S[1]=SF(L3 02/16/95-51 38 95.7350)US(L3 03/13/95-35 55 73.2996)ED(L2 04/07/95-16 151 93.9583) S[2]=No Positions 05/03/95, 2522736.63, 2402458.87, 11%, 2062033.79, 460702.84, 2062033.79, 0.00, 347617.00, 474134.97, S[1]=SF(L3 02/16/95-52 38 95.7350)US(L3 03/13/95-36 55 73.2996)ED(L2 04/07/95-17 151 93.9583) S[2]=No Positions 05/04/95, 2578633.00, 2362423.89, 9%, 2062259.61, 516373.39, 2062259.61, 0.00, 381772.00, 474307.57, S[1]=SF(L3 02/16/95-53 38 95.7350)US(L3 03/13/95-37 55 73.2996)ED(L2 04/07/95-18 151 93.9583)BP(L1 05/04/95-0 23 150.5719) S[2]=No Positions 05/05/95, 2643309.02, 2362649.74, 6%, 2062485.46, 580823.56, 2062485.46, 0.00, 381772.00, 474307.57, S[1]=SF(L3 02/16/95-54 38 95.7350)US(L3 03/13/95-38 55 73.2996)ED(L2 04/07/95-19 151 93.9583)BP(L1 05/04/95-1 23 150.5719) S[2]=No Positions 05/08/95, 2734962.62, 2364316.67, 3%, 2063163.14, 671799.48, 2063163.14, 0.00, 381772.00, 474307.57, S[1]=SF(L3 02/16/95-55 38 95.7350)US(L3 03/13/95-39 55 73.2996)ED(L2 04/07/95-20 151 93.9583)BP(L1 05/04/95-2 23 150.5719) S[2]=No Positions 05/09/95, 2717531.20, 2319322.08, 4%, 2019512.69, 698018.51, 2019512.69, 0.00, 381772.00, 479457.53, S[1]=SF(L3 02/16/95-56 38 95.7350)US(L3 03/13/95-40 55 73.2996)ED(L2 04/07/95-21 151 93.9583)BP(S1 05/09/95-0 23 147.0643) S[2]=No Positions 05/10/95, 2666308.81, 2251089.38, 6%, 2332822.40, 333486.41, 2332822.40, 0.00, 368812.00, 480156.55, S[1]=US(L3 03/13/95-41 55 73.2996)ED(L2 04/07/95-22 151 93.9583)BP(S2 05/09/95-1 45 147.0643)SF(S1 05/10/95-0 12 102.5366) S[2]=No Positions 05/11/95, 2572005.60, 2161481.85, 9%, 2333077.88, 238927.72, 2333077.88, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-42 55 73.2996)ED(L2 04/07/95-23 151 93.9583)BP(S3 05/09/95-2 70 147.0643)SF(S3 05/10/95-1 40 102.5366) S[2]=No Positions 05/12/95, 2827476.35, 2182700.66, 0%, 2333333.38, 494142.97, 2333333.38, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-43 55 73.2996)ED(L2 04/07/95-24 151 93.9583)BP(S3 05/09/95-3 70 147.0643)SF(S3 05/10/95-2 40 102.5366) S[2]=No Positions 05/15/95, 2814753.86, 2188623.59, 0%, 2334100.06, 480653.80, 2334100.06, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-44 55 73.2996)ED(L2 04/07/95-25 151 93.9583)BP(S3 05/09/95-4 70 147.0643)SF(S3 05/10/95-3 40 102.5366) S[2]=No Positions 05/16/95, 2820097.79, 2219110.00, 0%, 2334355.68, 485742.11, 2334355.68, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-45 55 73.2996)ED(L2 04/07/95-26 151 93.9583)BP(S3 05/09/95-5 70 147.0643)SF(S3 05/10/95-4 40 102.5366) S[2]=No Positions 05/17/95, 2903521.69, 2272278.49, 0%, 2334611.32, 568910.36, 2334611.32, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-46 55 73.2996)ED(L2 04/07/95-27 151 93.9583)BP(S3 05/09/95-6 70 147.0643)SF(S3 05/10/95-5 40 102.5366) S[2]=No Positions 05/18/95, 2903464.82, 2312065.41, 0%, 2334867.00, 568597.83, 2334867.00, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-47 55 73.2996)ED(L2 04/07/95-28 151 93.9583)BP(S3 05/09/95-7 70 147.0643)SF(S3 05/10/95-6 40 102.5366) S[2]=No Positions 05/19/95, 2819583.85, 2386197.26, 3%, 2335122.70, 484461.15, 2335122.70, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-48 55 73.2996)ED(L2 04/07/95-29 151 93.9583)BP(S3 05/09/95-8 70 147.0643)SF(S3 05/10/95-7 40 102.5366) S[2]=No Positions 05/22/95, 2865569.71, 2421589.69, 1%, 2335889.96, 529679.75, 2335889.96, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-49 55 73.2996)ED(L2 04/07/95-30 151 93.9583)BP(S3 05/09/95-9 70 147.0643)SF(S3 05/10/95-8 40 102.5366) S[2]=No Positions 05/23/95, 2797023.65, 2436119.07, 4%, 2336145.78, 460877.87, 2336145.78, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-50 55 73.2996)ED(L2 04/07/95-31 151 93.9583)BP(S3 05/09/95-10 70 147.0643)SF(S3 05/10/95-9 40 102.5366) S[2]=No Positions 05/24/95, 2871643.48, 2585249.86, 1%, 2336401.62, 535241.87, 2336401.62, 0.00, 455077.00, 489546.55, S[1]=US(L3 03/13/95-51 55 73.2996)ED(L2 04/07/95-32 151 93.9583)BP(S3 05/09/95-11 70 147.0643)SF(S3 05/10/95-10 40 102.5366) S[2]=No Positions 05/25/95, 2766207.61, 2564503.20, 5%, 2313597.84, 452609.77, 2313597.84, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-52 55 73.2996)ED(L2 04/07/95-33 151 93.9583) S[2]=No Positions 05/26/95, 2778492.23, 2626263.17, 4%, 2313851.21, 464641.02, 2313851.21, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-53 55 73.2996)ED(L2 04/07/95-34 151 93.9583) S[2]=No Positions 05/29/95, 2774096.26, 2627023.45, 4%, 2314611.49, 459484.77, 2314611.49, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-54 55 73.2996)ED(L2 04/07/95-35 151 93.9583) S[2]=No Positions 05/30/95, 2774349.74, 2644464.43, 4%, 2314864.97, 459484.77, 2314864.97, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-54 55 73.2996)ED(L2 04/07/95-35 151 93.9583) S[2]=No Positions 05/31/95, 2819967.37, 2644717.94, 3%, 2315118.48, 504848.88, 2315118.48, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-55 55 73.2996)ED(L2 04/07/95-36 151 93.9583) S[2]=No Positions 06/01/95, 2825377.15, 2644971.48, 3%, 2315372.02, 510005.13, 2315372.02, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-56 55 73.2996)ED(L2 04/07/95-37 151 93.9583) S[2]=No Positions 06/02/95, 2908744.25, 2645225.04, 0%, 2315625.58, 593118.67, 2315625.58, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-57 55 73.2996)ED(L2 04/07/95-38 151 93.9583) S[2]=No Positions 06/05/95, 2993660.79, 2645985.91, 0%, 2316386.44, 677274.35, 2316386.44, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-58 55 73.2996)ED(L2 04/07/95-39 151 93.9583) S[2]=No Positions 06/06/95, 2982251.62, 2656552.08, 0%, 2316640.12, 665611.50, 2316640.12, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-59 55 73.2996)ED(L2 04/07/95-40 151 93.9583) S[2]=No Positions 06/07/95, 2974618.29, 2704562.38, 1%, 2316893.82, 657724.46, 2316893.82, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-60 55 73.2996)ED(L2 04/07/95-41 151 93.9583) S[2]=No Positions 06/08/95, 2915482.67, 2748458.60, 3%, 2317147.56, 598335.12, 2317147.56, 0.00, 280927.00, 509171.53, S[1]=US(L3 03/13/95-61 55 73.2996)ED(L2 04/07/95-42 151 93.9583) S[2]=No Positions 06/09/95, 2870208.52, 2751614.77, 4%, 2417470.38, 452738.14, 2417470.38, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-62 55 73.2996) S[2]=No Positions 06/12/95, 2788502.85, 2773034.10, 7%, 2418264.71, 370238.14, 2418264.71, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-63 55 73.2996) S[2]=No Positions 06/13/95, 2795642.68, 2773298.93, 7%, 2418529.54, 377113.14, 2418529.54, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-64 55 73.2996) S[2]=No Positions 06/14/95, 2881845.04, 2773563.79, 4%, 2418794.40, 463050.64, 2418794.40, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-65 55 73.2996) S[2]=No Positions 06/15/95, 2873516.18, 2773828.68, 4%, 2419059.30, 454456.89, 2419059.30, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-66 55 73.2996) S[2]=No Positions 06/16/95, 2853156.10, 2774093.60, 5%, 2419324.22, 433831.89, 2419324.22, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-67 55 73.2996) S[2]=No Positions 06/19/95, 2847076.04, 2774888.54, 5%, 2420119.15, 426956.89, 2420119.15, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-68 55 73.2996) S[2]=No Positions 06/20/95, 2886872.32, 2775153.57, 4%, 2420384.19, 466488.14, 2420384.19, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-69 55 73.2996) S[2]=No Positions 06/21/95, 2880262.39, 2775418.64, 4%, 2420649.25, 459613.14, 2420649.25, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-70 55 73.2996) S[2]=No Positions 06/22/95, 2894277.48, 2775683.73, 3%, 2420914.35, 473363.14, 2420914.35, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-71 55 73.2996) S[2]=No Positions 06/23/95, 2951261.36, 2775948.86, 1%, 2421179.47, 530081.89, 2421179.47, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-72 55 73.2996) S[2]=No Positions 06/26/95, 2922838.15, 2809400.65, 2%, 2421975.01, 500863.14, 2421975.01, 0.00, 148500.00, 509549.11, S[1]=US(L3 03/13/95-73 55 73.2996) S[2]=No Positions 06/27/95, 2884125.65, 2729432.37, 4%, 2422240.25, 461885.40, 2422240.25, 0.00, 228690.00, 511000.93, S[1]=US(L3 03/13/95-74 55 73.2996)BP(S2 06/27/95-0 54 146.5614) S[2]=No Positions 06/28/95, 2710170.67, 2594815.97, 9%, 2422505.52, 287665.15, 2422505.52, 0.00, 385830.00, 517547.27, S[1]=US(L3 03/13/95-75 55 73.2996)BP(S3 06/27/95-1 81 146.5614)JY(S3 06/28/95-0 51 149.5313) S[2]=No Positions 06/29/95, 2839325.49, 2592312.51, 5%, 2313078.99, 526246.49, 2313078.99, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-76 55 73.2996)JY(S3 06/28/95-1 51 149.5313) S[2]=No Positions 06/30/95, 2631879.54, 2601159.57, 12%, 2313332.31, 318547.23, 2313332.31, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-77 55 73.2996)JY(S3 06/28/95-2 51 149.5313) S[2]=No Positions 07/03/95, 2677295.31, 2601919.68, 11%, 2314092.41, 363202.90, 2314092.41, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-78 55 73.2996)JY(S3 06/28/95-3 51 149.5313) S[2]=No Positions 07/04/95, 2678630.34, 2602173.11, 11%, 2314345.84, 364284.50, 2314345.84, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-79 55 73.2996)JY(S3 06/28/95-4 51 149.5313) S[2]=No Positions 07/05/95, 2678883.79, 2602426.56, 11%, 2314599.29, 364284.50, 2314599.29, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-79 55 73.2996)JY(S3 06/28/95-4 51 149.5313) S[2]=No Positions 07/06/95, 2709905.40, 2602680.04, 9%, 2314852.77, 395052.63, 2314852.77, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-80 55 73.2996)JY(S3 06/28/95-5 51 149.5313) S[2]=No Positions 07/07/95, 2812308.99, 2602933.55, 6%, 2315106.28, 497202.71, 2315106.28, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-81 55 73.2996)JY(S3 06/28/95-6 51 149.5313) S[2]=No Positions 07/10/95, 2931338.78, 2603694.24, 2%, 2315866.97, 615471.81, 2315866.97, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-82 55 73.2996)JY(S3 06/28/95-7 51 149.5313) S[2]=No Positions 07/11/95, 2968429.97, 2603947.86, 1%, 2316120.59, 652309.38, 2316120.59, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-83 55 73.2996)JY(S3 06/28/95-8 51 149.5313) S[2]=No Positions 07/12/95, 2968483.39, 2604201.50, 1%, 2316374.24, 652109.15, 2316374.24, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-84 55 73.2996)JY(S3 06/28/95-9 51 149.5313) S[2]=No Positions 07/13/95, 2987393.51, 2615549.37, 0%, 2316627.91, 670765.59, 2316627.91, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-85 55 73.2996)JY(S3 06/28/95-10 51 149.5313) S[2]=No Positions 07/14/95, 2986759.28, 2642190.61, 0%, 2316881.61, 669877.67, 2316881.61, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-86 55 73.2996)JY(S3 06/28/95-11 51 149.5313) S[2]=No Positions 07/17/95, 2991701.88, 2660139.38, 0%, 2317642.89, 674058.99, 2317642.89, 0.00, 265545.00, 519291.91, S[1]=US(L3 03/13/95-87 55 73.2996)JY(S3 06/28/95-12 51 149.5313) S[2]=No Positions 07/18/95, 3010400.02, 2667424.71, 0%, 2720147.64, 290252.38, 2720147.64, 0.00, 117045.00, 536479.41, S[1]=JY(S3 06/28/95-13 51 149.5313) S[2]=No Positions 07/19/95, 2969897.95, 2688123.07, 1%, 2720445.53, 249452.42, 2720445.53, 0.00, 117045.00, 536479.41, S[1]=JY(S3 06/28/95-14 51 149.5313) S[2]=No Positions 07/20/95, 2894333.22, 2769383.76, 4%, 2720743.46, 173589.76, 2720743.46, 0.00, 117045.00, 536479.41, S[1]=JY(S3 06/28/95-15 51 149.5313) S[2]=No Positions 07/21/95, 2955831.61, 2834706.02, 2%, 2721041.41, 234790.19, 2721041.41, 0.00, 117045.00, 536479.41, S[1]=JY(S3 06/28/95-16 51 149.5313) S[2]=No Positions 07/24/95, 2978096.91, 2794210.25, 1%, 2721935.49, 256161.42, 2721935.49, 0.00, 229301.00, 537020.91, S[1]=JY(S3 06/28/95-17 51 149.5313)ED(S1 07/24/95-0 128 94.3252) S[2]=No Positions 07/25/95, 2888093.75, 2753857.82, 4%, 2722233.58, 165860.18, 2722233.58, 0.00, 343311.00, 537461.28, S[1]=JY(S3 06/28/95-18 51 149.5313)ED(S2 07/24/95-1 258 94.3252) S[2]=No Positions 07/26/95, 2895557.36, 2754155.94, 4%, 2722531.70, 173025.67, 2722531.70, 0.00, 343311.00, 537461.28, S[1]=JY(S3 06/28/95-19 51 149.5313)ED(S2 07/24/95-2 258 94.3252) S[2]=No Positions 07/27/95, 2920151.90, 2754454.09, 3%, 2722829.85, 197322.04, 2722829.85, 0.00, 343311.00, 537461.28, S[1]=JY(S3 06/28/95-20 51 149.5313)ED(S2 07/24/95-3 258 94.3252) S[2]=No Positions 07/28/95, 2903265.45, 2711530.26, 4%, 2723128.04, 180137.41, 2723128.04, 0.00, 407166.00, 537735.22, S[1]=JY(S3 06/28/95-21 51 149.5313)ED(S2 07/24/95-4 258 94.3252)BP(L1 07/28/95-0 43 148.6683) S[2]=No Positions 07/31/95, 2934825.74, 2712425.02, 3%, 2724022.80, 210802.95, 2724022.80, 0.00, 407166.00, 537735.22, S[1]=JY(S3 06/28/95-22 51 149.5313)ED(S2 07/24/95-5 258 94.3252)BP(L1 07/28/95-1 43 148.6683) S[2]=No Positions 08/01/95, 2922192.37, 2661599.49, 3%, 2724321.12, 197871.26, 2724321.12, 0.00, 471021.00, 539059.49, S[1]=JY(S3 06/28/95-23 51 149.5313)ED(S2 07/24/95-6 258 94.3252)BP(L2 07/28/95-2 86 148.6683) S[2]=No Positions 08/02/95, 2965875.16, 2699270.64, 1%, 2724619.47, 241255.69, 2724619.47, 0.00, 471021.00, 539059.49, S[1]=JY(S3 06/28/95-24 51 149.5313)ED(S2 07/24/95-7 258 94.3252)BP(L2 07/28/95-3 86 148.6683) S[2]=No Positions 08/03/95, 3151639.81, 2712471.78, 0%, 2724917.85, 426721.96, 2724917.85, 0.00, 471021.00, 539059.49, S[1]=JY(S3 06/28/95-25 51 149.5313)ED(S2 07/24/95-8 258 94.3252)BP(L2 07/28/95-4 86 148.6683) S[2]=No Positions 08/04/95, 3145782.78, 2683441.51, 0%, 2725216.27, 420566.51, 2725216.27, 0.00, 552021.00, 539692.51, S[1]=JY(S3 06/28/95-26 51 149.5313)ED(S2 07/24/95-9 258 94.3252)BP(L2 07/28/95-5 86 148.6683)US(S1 08/04/95-0 30 78.6274) S[2]=No Positions 08/07/95, 3208464.78, 2684336.95, 0%, 2726111.71, 482353.07, 2726111.71, 0.00, 552021.00, 539692.51, S[1]=JY(S3 06/28/95-27 51 149.5313)ED(S2 07/24/95-10 258 94.3252)BP(L2 07/28/95-6 86 148.6683)US(S1 08/04/95-1 30 78.6274) S[2]=No Positions 08/08/95, 3181939.00, 2751852.12, 1%, 2726410.26, 455528.75, 2726410.26, 0.00, 552021.00, 539692.51, S[1]=JY(S3 06/28/95-28 51 149.5313)ED(S2 07/24/95-11 258 94.3252)BP(L2 07/28/95-7 86 148.6683)US(S1 08/04/95-2 30 78.6274) S[2]=No Positions 08/09/95, 3192275.19, 2773188.32, 0%, 2726708.83, 465566.36, 2726708.83, 0.00, 552021.00, 539692.51, S[1]=JY(S3 06/28/95-29 51 149.5313)ED(S2 07/24/95-12 258 94.3252)BP(L2 07/28/95-8 86 148.6683)US(S1 08/04/95-3 30 78.6274) S[2]=No Positions 08/10/95, 3067744.95, 2622453.73, 4%, 2649578.15, 418166.80, 2649578.15, 0.00, 571866.00, 544309.86, S[1]=JY(S3 06/28/95-30 51 149.5313)ED(S2 07/24/95-13 258 94.3252)US(S1 08/04/95-4 30 78.6274)BP(S1 08/10/95-0 45 147.2428)SF(S2 08/10/95-0 46 100.7107) S[2]=No Positions 08/11/95, 3183890.75, 2552774.26, 1%, 2649868.32, 534022.44, 2649868.32, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-31 51 149.5313)ED(S3 07/24/95-14 426 94.3252)US(S2 08/04/95-5 60 78.6274)BP(S1 08/10/95-1 45 147.2428)SF(S2 08/10/95-1 46 100.7107) S[2]=No Positions 08/14/95, 3518021.29, 2567670.02, 0%, 2650739.00, 867282.29, 2650739.00, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-32 51 149.5313)ED(S3 07/24/95-15 426 94.3252)US(S2 08/04/95-6 60 78.6274)BP(S1 08/10/95-2 45 147.2428)SF(S2 08/10/95-2 46 100.7107) S[2]=No Positions 08/15/95, 3492961.51, 2728610.59, 1%, 2651029.30, 841932.21, 2651029.30, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-33 51 149.5313)ED(S3 07/24/95-16 426 94.3252)US(S2 08/04/95-7 60 78.6274)BP(S1 08/10/95-3 45 147.2428)SF(S2 08/10/95-3 46 100.7107) S[2]=No Positions 08/16/95, 3929331.38, 2748663.26, 0%, 2651319.62, 1278011.76, 2651319.62, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-34 51 149.5313)ED(S3 07/24/95-17 426 94.3252)US(S2 08/04/95-8 60 78.6274)BP(S1 08/10/95-4 45 147.2428)SF(S2 08/10/95-4 46 100.7107) S[2]=No Positions 08/17/95, 4001959.16, 2748953.61, 0%, 2651609.98, 1350349.19, 2651609.98, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-35 51 149.5313)ED(S3 07/24/95-18 426 94.3252)US(S2 08/04/95-9 60 78.6274)BP(S1 08/10/95-5 45 147.2428)SF(S2 08/10/95-5 46 100.7107) S[2]=No Positions 08/18/95, 3899794.16, 2831212.00, 3%, 2651900.36, 1247893.80, 2651900.36, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-36 51 149.5313)ED(S3 07/24/95-19 426 94.3252)US(S2 08/04/95-10 60 78.6274)BP(S1 08/10/95-6 45 147.2428)SF(S2 08/10/95-6 46 100.7107) S[2]=No Positions 08/21/95, 3965026.80, 2885396.12, 1%, 2652771.72, 1312255.09, 2652771.72, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-37 51 149.5313)ED(S3 07/24/95-20 426 94.3252)US(S2 08/04/95-11 60 78.6274)BP(S1 08/10/95-7 45 147.2428)SF(S2 08/10/95-7 46 100.7107) S[2]=No Positions 08/22/95, 3894757.18, 2929162.88, 3%, 2653062.23, 1241694.95, 2653062.23, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-38 51 149.5313)ED(S3 07/24/95-21 426 94.3252)US(S2 08/04/95-12 60 78.6274)BP(S1 08/10/95-8 45 147.2428)SF(S2 08/10/95-8 46 100.7107) S[2]=No Positions 08/23/95, 3981871.40, 3041528.02, 0%, 2653352.78, 1328518.62, 2653352.78, 0.00, 800202.00, 545211.64, S[1]=JY(S3 06/28/95-39 51 149.5313)ED(S3 07/24/95-22 426 94.3252)US(S2 08/04/95-13 60 78.6274)BP(S1 08/10/95-9 45 147.2428)SF(S2 08/10/95-9 46 100.7107) S[2]=No Positions 08/24/95, 3896753.50, 3261544.56, 3%, 2579066.45, 1317687.05, 2579066.45, 0.00, 638202.00, 545399.14, S[1]=JY(S3 06/28/95-40 51 149.5313)ED(S3 07/24/95-23 426 94.3252)BP(S1 08/10/95-10 45 147.2428)SF(S2 08/10/95-10 46 100.7107) S[2]=No Positions 08/25/95, 3798915.66, 3294177.42, 5%, 2579348.89, 1219566.76, 2579348.89, 0.00, 638202.00, 545399.14, S[1]=JY(S3 06/28/95-41 51 149.5313)ED(S3 07/24/95-24 426 94.3252)BP(S1 08/10/95-11 45 147.2428)SF(S2 08/10/95-11 46 100.7107) S[2]=No Positions 08/28/95, 3703718.09, 3476755.16, 7%, 2531913.05, 1171805.04, 2531913.05, 0.00, 429476.00, 548638.83, S[1]=JY(S3 06/28/95-42 51 149.5313)BP(S1 08/10/95-12 45 147.2428)SF(S2 08/10/95-12 46 100.7107)ED(L1 08/28/95-0 188 94.3491) S[2]=No Positions 08/29/95, 3680046.41, 3536282.94, 8%, 2532190.33, 1147856.08, 2532190.33, 0.00, 429476.00, 548638.83, S[1]=JY(S3 06/28/95-43 51 149.5313)BP(S1 08/10/95-13 45 147.2428)SF(S2 08/10/95-13 46 100.7107)ED(L1 08/28/95-1 188 94.3491) S[2]=No Positions 08/30/95, 3806587.41, 3536560.25, 5%, 2532467.64, 1274119.77, 2532467.64, 0.00, 429476.00, 548638.83, S[1]=JY(S3 06/28/95-44 51 149.5313)BP(S1 08/10/95-14 45 147.2428)SF(S2 08/10/95-14 46 100.7107)ED(L1 08/28/95-2 188 94.3491) S[2]=No Positions 08/31/95, 3853977.99, 3536837.59, 4%, 2532744.98, 1321233.02, 2532744.98, 0.00, 429476.00, 548638.83, S[1]=JY(S3 06/28/95-45 51 149.5313)BP(S1 08/10/95-15 45 147.2428)SF(S2 08/10/95-15 46 100.7107)ED(L1 08/28/95-3 188 94.3491) S[2]=No Positions 09/01/95, 3641916.74, 3529717.09, 9%, 2670176.70, 971740.04, 2670176.70, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-46 51 149.5313) S[2]=No Positions 09/04/95, 3648531.36, 3530594.44, 9%, 2671054.06, 977477.30, 2671054.06, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-47 51 149.5313) S[2]=No Positions 09/05/95, 3648823.88, 3552561.73, 9%, 2671346.58, 977477.30, 2671346.58, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-47 51 149.5313) S[2]=No Positions 09/06/95, 3665053.93, 3552854.28, 8%, 2671639.12, 993414.80, 2671639.12, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-48 51 149.5313) S[2]=No Positions 09/07/95, 3752683.70, 3553784.01, 6%, 2671931.71, 1080751.99, 2671931.71, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-49 51 149.5313) S[2]=No Positions 09/08/95, 3756802.13, 3555989.04, 6%, 2672224.32, 1084577.81, 2672224.32, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-50 51 149.5313) S[2]=No Positions 09/11/95, 3803580.24, 3556867.08, 5%, 2673102.35, 1130477.89, 2673102.35, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-51 51 149.5313) S[2]=No Positions 09/12/95, 3818535.21, 3633022.47, 5%, 2673395.09, 1145140.11, 2673395.09, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-52 51 149.5313) S[2]=No Positions 09/13/95, 3891502.94, 3633315.25, 3%, 2673687.87, 1217815.07, 2673687.87, 0.00, 117045.00, 552564.75, S[1]=JY(S3 06/28/95-53 51 149.5313) S[2]=No Positions 09/14/95, 3860320.15, 3509514.16, 4%, 2673980.67, 1186339.47, 2673980.67, 0.00, 687972.00, 558301.33, S[1]=JY(S3 06/28/95-54 51 149.5313)ED(L3 09/14/95-0 651 94.3461) S[2]=No Positions 09/15/95, 4005510.58, 3514269.96, 0%, 2674273.51, 1331237.07, 2674273.51, 0.00, 687972.00, 558301.33, S[1]=JY(S3 06/28/95-55 51 149.5313)ED(L3 09/14/95-1 651 94.3461) S[2]=No Positions 09/18/95, 4052554.12, 3532998.59, 0%, 2675152.21, 1377401.91, 2675152.21, 0.00, 687972.00, 558301.33, S[1]=JY(S3 06/28/95-56 51 149.5313)ED(L3 09/14/95-2 651 94.3461) S[2]=No Positions 09/19/95, 3976952.53, 3581104.05, 2%, 2675445.18, 1301507.35, 2675445.18, 0.00, 687972.00, 558301.33, S[1]=JY(S3 06/28/95-57 51 149.5313)ED(L3 09/14/95-3 651 94.3461) S[2]=No Positions 09/20/95, 4068736.61, 3581397.05, 0%, 2675738.18, 1392998.43, 2675738.18, 0.00, 687972.00, 558301.33, S[1]=JY(S3 06/28/95-58 51 149.5313)ED(L3 09/14/95-4 651 94.3461) S[2]=No Positions 09/21/95, 3414869.39, 3450139.85, 16%, 3556541.22, -141671.83, 3556541.22, 0.00, 221903.00, 575835.01, S[1]=ED(S1 09/21/95-0 209 94.2302)SF(L1 09/21/95-0 22 103.6559) S[2]=No Positions 09/22/95, 3527183.87, 3450529.34, 13%, 3556930.71, -29746.84, 3556930.71, 0.00, 221903.00, 575835.01, S[1]=ED(S1 09/21/95-1 209 94.2302)SF(L1 09/21/95-1 22 103.6559) S[2]=No Positions 09/25/95, 3513499.64, 3451698.07, 14%, 3558099.44, -44599.80, 3558099.44, 0.00, 221903.00, 575835.01, S[1]=ED(S1 09/21/95-2 209 94.2302)SF(L1 09/21/95-2 22 103.6559) S[2]=No Positions 09/26/95, 3416044.65, 3337122.30, 16%, 3490944.66, -74900.02, 3490944.66, 0.00, 639333.00, 594004.74, S[1]=ED(S3 09/21/95-3 729 94.2302) S[2]=No Positions 09/27/95, 3507543.61, 3337504.60, 14%, 3491326.97, 16216.64, 3491326.97, 0.00, 639333.00, 594004.74, S[1]=ED(S3 09/21/95-4 729 94.2302) S[2]=No Positions 09/28/95, 3544383.74, 3337886.95, 13%, 3491709.32, 52674.43, 3491709.32, 0.00, 639333.00, 594004.74, S[1]=ED(S3 09/21/95-5 729 94.2302) S[2]=No Positions 09/29/95, 3581210.02, 3338269.34, 12%, 3492091.71, 89118.31, 3492091.71, 0.00, 639333.00, 594004.74, S[1]=ED(S3 09/21/95-6 729 94.2302) S[2]=No Positions 10/02/95, 3495524.86, 3270244.48, 14%, 3493239.13, 2285.73, 3493239.13, 0.00, 755433.00, 594696.46, S[1]=ED(S3 09/21/95-7 729 94.2302)US(L1 10/02/95-0 43 83.0427) S[2]=No Positions 10/03/95, 3531021.46, 3270627.03, 13%, 3493621.69, 37399.77, 3493621.69, 0.00, 755433.00, 594696.46, S[1]=ED(S3 09/21/95-8 729 94.2302)US(L1 10/02/95-1 43 83.0427) S[2]=No Positions 10/04/95, 3512916.32, 3219848.06, 14%, 3494004.29, 18912.03, 3494004.29, 0.00, 871533.00, 594817.00, S[1]=ED(S3 09/21/95-9 729 94.2302)US(L2 10/02/95-2 86 83.0427) S[2]=No Positions 10/05/95, 3511792.58, 3220230.70, 14%, 3494386.93, 17405.65, 3494386.93, 0.00, 871533.00, 594817.00, S[1]=ED(S3 09/21/95-10 729 94.2302)US(L2 10/02/95-3 86 83.0427) S[2]=No Positions 10/06/95, 3341170.96, 3178596.11, 18%, 3330593.17, 10577.80, 3330593.17, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-4 131 83.0427) S[2]=No Positions 10/09/95, 3370921.57, 3179690.47, 17%, 3331687.52, 39234.05, 3331687.52, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-5 131 83.0427) S[2]=No Positions 10/10/95, 3371286.44, 3180055.33, 17%, 3332052.39, 39234.05, 3332052.39, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-5 131 83.0427) S[2]=No Positions 10/11/95, 3375745.09, 3180420.24, 17%, 3332417.29, 43327.80, 3332417.29, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-6 131 83.0427) S[2]=No Positions 10/12/95, 3376110.04, 3180785.18, 17%, 3332782.24, 43327.80, 3332782.24, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-7 131 83.0427) S[2]=No Positions 10/13/95, 3425600.02, 3181150.17, 16%, 3333147.22, 92452.80, 3333147.22, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-8 131 83.0427) S[2]=No Positions 10/16/95, 3574070.22, 3205632.72, 12%, 3334242.42, 239827.80, 3334242.42, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-9 131 83.0427) S[2]=No Positions 10/17/95, 3537591.61, 3226466.61, 13%, 3334607.57, 202984.05, 3334607.57, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-10 131 83.0427) S[2]=No Positions 10/18/95, 3566613.05, 3267769.30, 12%, 3334972.75, 231640.30, 3334972.75, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-11 131 83.0427) S[2]=No Positions 10/19/95, 3530134.52, 3268134.52, 13%, 3335337.98, 194796.55, 3335337.98, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-12 131 83.0427) S[2]=No Positions 10/20/95, 3559156.04, 3268499.79, 13%, 3335703.24, 223452.80, 3335703.24, 0.00, 353700.00, 596959.91, S[1]=US(L3 10/02/95-13 131 83.0427) S[2]=No Positions 10/23/95, 3409866.35, 3224115.34, 16%, 3336799.28, 73067.07, 3336799.28, 0.00, 448470.00, 598998.27, S[1]=US(L3 10/02/95-14 131 83.0427)SF(L2 10/23/95-0 54 103.8621) S[2]=No Positions 10/24/95, 3459200.63, 3224480.77, 15%, 3337164.70, 122035.93, 3337164.70, 0.00, 448470.00, 598998.27, S[1]=US(L3 10/02/95-15 131 83.0427)SF(L2 10/23/95-1 54 103.8621) S[2]=No Positions 10/25/95, 3500309.45, 3224846.23, 14%, 3337530.17, 162779.29, 3337530.17, 0.00, 448470.00, 598998.27, S[1]=US(L3 10/02/95-16 131 83.0427)SF(L2 10/23/95-2 54 103.8621) S[2]=No Positions 10/26/95, 3514131.35, 3315274.24, 14%, 3337895.67, 176235.68, 3337895.67, 0.00, 448470.00, 598998.27, S[1]=US(L3 10/02/95-17 131 83.0427)SF(L2 10/23/95-3 54 103.8621) S[2]=No Positions 10/27/95, 3388618.34, 3305823.83, 17%, 3420898.07, -32279.72, 3420898.07, 0.00, 94770.00, 607185.77, S[1]=SF(L2 10/23/95-4 54 103.8621) S[2]=No Positions 10/30/95, 3349242.48, 3306947.86, 18%, 3422022.09, -72779.62, 3422022.09, 0.00, 94770.00, 607185.77, S[1]=SF(L2 10/23/95-5 54 103.8621) S[2]=No Positions 10/31/95, 3351642.15, 3307322.62, 18%, 3422396.85, -70754.70, 3422396.85, 0.00, 94770.00, 607185.77, S[1]=SF(L2 10/23/95-6 54 103.8621) S[2]=No Positions 11/01/95, 3339978.17, 3239897.01, 18%, 3422771.65, -82793.48, 3422771.65, 0.00, 216270.00, 608848.14, S[1]=SF(L2 10/23/95-7 54 103.8621)US(L1 11/01/95-0 45 85.3863) S[2]=No Positions 11/02/95, 3263386.98, 3121372.98, 20%, 3306821.64, -43434.66, 3306821.64, 0.00, 299970.00, 611456.77, S[1]=US(L2 11/01/95-1 89 85.3863)JY(S1 11/02/95-0 26 126.4580) S[2]=No Positions 11/03/95, 3317025.95, 3055697.83, 18%, 3307183.79, 9842.17, 3307183.79, 0.00, 533252.00, 612117.35, S[1]=US(L2 11/01/95-2 89 85.3863)JY(S1 11/02/95-1 26 126.4580)ED(L1 11/03/95-0 266 94.2811) S[2]=No Positions 11/06/95, 3297850.10, 3056784.49, 19%, 3308270.45, -10420.35, 3308270.45, 0.00, 533252.00, 612117.35, S[1]=US(L2 11/01/95-3 89 85.3863)JY(S1 11/02/95-2 26 126.4580)ED(L1 11/03/95-1 266 94.2811) S[2]=No Positions 11/07/95, 3268411.14, 3057146.79, 20%, 3308632.75, -40221.61, 3308632.75, 0.00, 533252.00, 612117.35, S[1]=US(L2 11/01/95-4 89 85.3863)JY(S1 11/02/95-3 26 126.4580)ED(L1 11/03/95-2 266 94.2811) S[2]=No Positions 11/08/95, 3223770.76, 3057509.13, 21%, 3308995.09, -85224.33, 3308995.09, 0.00, 533252.00, 612117.35, S[1]=US(L2 11/01/95-5 89 85.3863)JY(S1 11/02/95-4 26 126.4580)ED(L1 11/03/95-3 266 94.2811) S[2]=No Positions 11/09/95, 3250776.28, 3051655.54, 20%, 3236455.16, 14321.12, 3236455.16, 0.00, 473582.00, 618000.24, S[1]=US(L2 11/01/95-6 89 85.3863)ED(L1 11/03/95-4 266 94.2811) S[2]=No Positions 11/10/95, 3209411.96, 3073940.16, 21%, 3236809.59, -27397.63, 3236809.59, 0.00, 473582.00, 618000.24, S[1]=US(L2 11/01/95-7 89 85.3863)ED(L1 11/03/95-5 266 94.2811) S[2]=No Positions 11/13/95, 3164886.59, 3075003.70, 22%, 3237873.14, -72986.55, 3237873.14, 0.00, 473582.00, 618000.24, S[1]=US(L2 11/01/95-8 89 85.3863)ED(L1 11/03/95-6 266 94.2811) S[2]=No Positions 11/14/95, 3209741.18, 3083624.05, 21%, 3238227.73, -28486.55, 3238227.73, 0.00, 473582.00, 618000.24, S[1]=US(L2 11/01/95-9 89 85.3863)ED(L1 11/03/95-7 266 94.2811) S[2]=No Positions 11/15/95, 3197278.48, 3097276.45, 21%, 3238582.36, -41303.88, 3238582.36, 0.00, 473582.00, 618000.24, S[1]=US(L2 11/01/95-10 89 85.3863)ED(L1 11/03/95-8 266 94.2811) S[2]=No Positions 11/16/95, 3160996.46, 3097631.12, 22%, 3238937.03, -77940.57, 3238937.03, 0.00, 473582.00, 618000.24, S[1]=US(L2 11/01/95-11 89 85.3863)ED(L1 11/03/95-9 266 94.2811) S[2]=No Positions 11/17/95, 3121208.64, 2984395.51, 23%, 3239291.73, -118083.09, 3239291.73, 0.00, 639902.00, 620340.21, S[1]=US(L2 11/01/95-12 89 85.3863)ED(L1 11/03/95-10 266 94.2811)BP(S2 11/17/95-0 112 142.9666) S[2]=No Positions 11/20/95, 3114399.75, 2982111.64, 23%, 3123417.55, -9017.80, 3123417.55, 0.00, 473582.00, 622275.21, S[1]=US(L2 11/01/95-13 89 85.3863)ED(L1 11/03/95-11 266 94.2811) S[2]=No Positions 11/21/95, 3098054.30, 2982453.69, 24%, 3123759.60, -25705.30, 3123759.60, 0.00, 473582.00, 622275.21, S[1]=US(L2 11/01/95-14 89 85.3863)ED(L1 11/03/95-12 266 94.2811) S[2]=No Positions 11/22/95, 3067802.65, 2982795.79, 25%, 3124101.70, -56299.05, 3124101.70, 0.00, 473582.00, 622275.21, S[1]=US(L2 11/01/95-15 89 85.3863)ED(L1 11/03/95-13 266 94.2811) S[2]=No Positions 11/23/95, 3067055.86, 2983137.92, 25%, 3124443.83, -57387.97, 3124443.83, 0.00, 473582.00, 622275.21, S[1]=US(L2 11/01/95-16 89 85.3863)ED(L1 11/03/95-14 266 94.2811) S[2]=No Positions 11/24/95, 3067398.03, 2983480.09, 25%, 3124786.00, -57387.97, 3124786.00, 0.00, 473582.00, 622275.21, S[1]=US(L2 11/01/95-16 89 85.3863)ED(L1 11/03/95-14 266 94.2811) S[2]=No Positions 11/27/95, 3022447.29, 2839934.90, 26%, 3125812.73, -103365.44, 3125812.73, 0.00, 636797.00, 628699.95, S[1]=US(L2 11/01/95-17 89 85.3863)ED(L1 11/03/95-15 266 94.2811)SF(S3 11/27/95-0 93 101.7920) S[2]=No Positions 11/28/95, 3161746.25, 2870870.97, 22%, 3126155.05, 35591.20, 3126155.05, 0.00, 636797.00, 628699.95, S[1]=US(L2 11/01/95-18 89 85.3863)ED(L1 11/03/95-16 266 94.2811)SF(S3 11/27/95-1 93 101.7920) S[2]=No Positions 11/29/95, 3030288.32, 2689505.43, 26%, 3126497.41, -96209.09, 3126497.41, 0.00, 912197.00, 630883.60, S[1]=US(L3 11/01/95-19 136 85.3863)ED(L1 11/03/95-17 266 94.2811)SF(S3 11/27/95-2 93 101.7920)BP(S2 11/29/95-0 100 141.5300) S[2]=No Positions 11/30/95, 3210355.76, 2713499.25, 21%, 3126839.80, 83515.96, 3126839.80, 0.00, 912197.00, 630883.60, S[1]=US(L3 11/01/95-20 136 85.3863)ED(L1 11/03/95-18 266 94.2811)SF(S3 11/27/95-3 93 101.7920)BP(S2 11/29/95-1 100 141.5300) S[2]=No Positions 12/01/95, 3444056.74, 2713841.68, 15%, 3127182.23, 316874.51, 3127182.23, 0.00, 912197.00, 630883.60, S[1]=US(L3 11/01/95-21 136 85.3863)ED(L1 11/03/95-19 266 94.2811)SF(S3 11/27/95-4 93 101.7920)BP(S2 11/29/95-2 100 141.5300) S[2]=No Positions 12/04/95, 3524137.48, 2714869.20, 13%, 3128209.76, 395927.73, 3128209.76, 0.00, 912197.00, 630883.60, S[1]=US(L3 11/01/95-22 136 85.3863)ED(L1 11/03/95-20 266 94.2811)SF(S3 11/27/95-5 93 101.7920)BP(S2 11/29/95-3 100 141.5300) S[2]=No Positions 12/05/95, 3555516.67, 2715211.78, 13%, 3128552.34, 426964.33, 3128552.34, 0.00, 912197.00, 630883.60, S[1]=US(L3 11/01/95-23 136 85.3863)ED(L1 11/03/95-21 266 94.2811)SF(S3 11/27/95-6 93 101.7920)BP(S2 11/29/95-4 100 141.5300) S[2]=No Positions 12/06/95, 3419609.80, 2715554.40, 16%, 3128894.96, 290714.84, 3128894.96, 0.00, 912197.00, 630883.60, S[1]=US(L3 11/01/95-24 136 85.3863)ED(L1 11/03/95-22 266 94.2811)SF(S3 11/27/95-7 93 101.7920)BP(S2 11/29/95-5 100 141.5300) S[2]=No Positions 12/07/95, 3445226.60, 2788341.93, 15%, 3129237.61, 315988.99, 3129237.61, 0.00, 912197.00, 630883.60, S[1]=US(L3 11/01/95-25 136 85.3863)ED(L1 11/03/95-23 266 94.2811)SF(S3 11/27/95-8 93 101.7920)BP(S2 11/29/95-6 100 141.5300) S[2]=No Positions 12/08/95, 3375351.38, 2737354.37, 17%, 3082988.07, 292363.31, 3082988.07, 0.00, 1615551.00, 638742.21, S[1]=US(L3 11/01/95-26 136 85.3863)SF(S3 11/27/95-9 93 101.7920)BP(S2 11/29/95-7 100 141.5300)ED(S3 12/08/95-0 1068 94.2133) S[2]=No Positions 12/11/95, 3475928.51, 2781379.30, 15%, 3084001.07, 391927.44, 3084001.07, 0.00, 1615551.00, 638742.21, S[1]=US(L3 11/01/95-27 136 85.3863)SF(S3 11/27/95-10 93 101.7920)BP(S2 11/29/95-8 100 141.5300)ED(S3 12/08/95-1 1068 94.2133) S[2]=No Positions 12/12/95, 3466069.35, 2897740.50, 15%, 3084338.81, 381730.55, 3084338.81, 0.00, 1615551.00, 638742.21, S[1]=US(L3 11/01/95-28 136 85.3863)SF(S3 11/27/95-11 93 101.7920)BP(S2 11/29/95-9 100 141.5300)ED(S3 12/08/95-2 1068 94.2133) S[2]=No Positions 12/13/95, 3545317.82, 3011778.24, 13%, 3084676.59, 460641.23, 3084676.59, 0.00, 1615551.00, 638742.21, S[1]=US(L3 11/01/95-29 136 85.3863)SF(S3 11/27/95-12 93 101.7920)BP(S2 11/29/95-10 100 141.5300)ED(S3 12/08/95-3 1068 94.2133) S[2]=No Positions 12/14/95, 3300765.28, 3068623.77, 19%, 3064232.38, 236532.90, 3064232.38, 0.00, 1303836.00, 643569.75, S[1]=US(L3 11/01/95-30 136 85.3863)ED(S3 12/08/95-4 1068 94.2133) S[2]=No Positions 12/15/95, 3274825.89, 3056200.07, 20%, 3064567.96, 210257.93, 3064567.96, 0.00, 1372686.00, 644844.74, S[1]=US(L3 11/01/95-31 136 85.3863)ED(S3 12/08/95-5 1068 94.2133)JY(S1 12/15/95-0 30 127.5260) S[2]=No Positions 12/18/95, 3121848.40, 3036759.12, 23%, 3230525.90, -108677.50, 3230525.90, 0.00, 1005486.00, 674594.74, S[1]=ED(S3 12/08/95-6 1068 94.2133)JY(S1 12/15/95-1 30 127.5260) S[2]=No Positions 12/19/95, 2971677.87, 2949068.86, 27%, 3062104.79, -90426.92, 3062104.79, 0.00, 381939.00, 685406.48, S[1]=JY(S1 12/15/95-2 30 127.5260)ED(L1 12/19/95-0 357 94.2835) S[2]=No Positions 12/20/95, 3060664.81, 2949404.20, 25%, 3062440.13, -1775.32, 3062440.13, 0.00, 381939.00, 685406.48, S[1]=JY(S1 12/15/95-3 30 127.5260)ED(L1 12/19/95-1 357 94.2835) S[2]=No Positions 12/21/95, 3058375.20, 2949739.58, 25%, 3062775.51, -4400.31, 3062775.51, 0.00, 381939.00, 685406.48, S[1]=JY(S1 12/15/95-4 30 127.5260)ED(L1 12/19/95-2 357 94.2835) S[2]=No Positions 12/22/95, 2985225.24, 2849789.22, 27%, 3063110.93, -77885.68, 3063110.93, 0.00, 533409.00, 687274.42, S[1]=JY(S3 12/15/95-5 96 127.5260)ED(L1 12/19/95-3 357 94.2835) S[2]=No Positions 12/25/95, 3023431.42, 2850795.69, 26%, 3064117.39, -40685.98, 3064117.39, 0.00, 533409.00, 687274.42, S[1]=JY(S3 12/15/95-6 96 127.5260)ED(L1 12/19/95-4 357 94.2835) S[2]=No Positions 12/26/95, 3023766.98, 2851131.25, 26%, 3064452.96, -40685.98, 3064452.96, 0.00, 533409.00, 687274.42, S[1]=JY(S3 12/15/95-6 96 127.5260)ED(L1 12/19/95-4 357 94.2835) S[2]=No Positions 12/27/95, 3033702.80, 2851466.85, 25%, 3064788.56, -31085.76, 3064788.56, 0.00, 533409.00, 687274.42, S[1]=JY(S3 12/15/95-7 96 127.5260)ED(L1 12/19/95-5 357 94.2835) S[2]=No Positions 12/28/95, 3110158.24, 2851802.49, 24%, 3065124.19, 45034.05, 3065124.19, 0.00, 533409.00, 687274.42, S[1]=JY(S3 12/15/95-8 96 127.5260)ED(L1 12/19/95-6 357 94.2835) S[2]=No Positions 12/29/95, 3107664.65, 2815786.69, 24%, 3065459.87, 42204.78, 3065459.87, 0.00, 654909.00, 688399.42, S[1]=JY(S3 12/15/95-9 96 127.5260)ED(L1 12/19/95-7 357 94.2835)US(L1 12/29/95-0 45 88.7125) S[2]=No Positions 01/01/96, 3207728.28, 2816793.93, 21%, 3066467.11, 141261.18, 3066467.11, 0.00, 654909.00, 688399.42, S[1]=JY(S3 12/15/95-10 96 127.5260)ED(L1 12/19/95-8 357 94.2835)US(L1 12/29/95-1 45 88.7125) S[2]=No Positions 01/02/96, 3208064.10, 2817129.75, 21%, 3066802.93, 141261.18, 3066802.93, 0.00, 654909.00, 688399.42, S[1]=JY(S3 12/15/95-10 96 127.5260)ED(L1 12/19/95-8 357 94.2835)US(L1 12/29/95-1 45 88.7125) S[2]=No Positions 01/03/96, 3230638.29, 2772428.19, 21%, 3067138.78, 163499.51, 3067138.78, 0.00, 776409.00, 688888.80, S[1]=JY(S3 12/15/95-11 96 127.5260)ED(L1 12/19/95-9 357 94.2835)US(L2 12/29/95-2 90 88.7125) S[2]=No Positions 01/04/96, 3310710.44, 2788421.26, 19%, 3067474.68, 243235.76, 3067474.68, 0.00, 839589.00, 689723.31, S[1]=JY(S3 12/15/95-12 96 127.5260)ED(L1 12/19/95-10 357 94.2835)US(L2 12/29/95-3 90 88.7125)SF(S1 01/04/96-0 36 99.5369) S[2]=No Positions 01/05/96, 3212288.27, 2776688.60, 21%, 2858801.73, 353486.54, 2858801.73, 0.00, 220320.00, 695732.27, S[1]=JY(S3 12/15/95-13 96 127.5260) S[2]=No Positions 01/08/96, 3220427.31, 2831627.57, 21%, 2859741.06, 360686.24, 2859741.06, 0.00, 220320.00, 695732.27, S[1]=JY(S3 12/15/95-14 96 127.5260) S[2]=No Positions 01/09/96, 3217140.64, 2847540.42, 21%, 2860054.25, 357086.39, 2860054.25, 0.00, 220320.00, 695732.27, S[1]=JY(S3 12/15/95-15 96 127.5260) S[2]=No Positions 01/10/96, 3170653.93, 2882653.74, 22%, 2860367.46, 310286.46, 2860367.46, 0.00, 220320.00, 695732.27, S[1]=JY(S3 12/15/95-16 96 127.5260) S[2]=No Positions 01/11/96, 3163767.47, 2882966.99, 22%, 2860680.71, 303086.76, 2860680.71, 0.00, 220320.00, 695732.27, S[1]=JY(S3 12/15/95-17 96 127.5260) S[2]=No Positions 01/12/96, 3171280.46, 2961280.46, 22%, 2860993.99, 310286.46, 2860993.99, 0.00, 220320.00, 695732.27, S[1]=JY(S3 12/15/95-18 96 127.5260) S[2]=No Positions 01/15/96, 3219020.44, 3023420.77, 21%, 2861934.05, 357086.39, 2861934.05, 0.00, 220320.00, 695732.27, S[1]=JY(S3 12/15/95-19 96 127.5260) S[2]=No Positions 01/16/96, 3188261.39, 3044745.13, 22%, 2862247.47, 326013.92, 2862247.47, 0.00, 281745.00, 696946.41, S[1]=JY(S3 12/15/95-20 96 127.5260)SF(S1 01/16/96-0 35 99.4698) S[2]=No Positions 01/17/96, 3267484.39, 3003822.31, 20%, 2862560.93, 404923.46, 2862560.93, 0.00, 404595.00, 701054.38, S[1]=JY(S3 12/15/95-21 96 127.5260)SF(S3 01/16/96-1 105 99.4698) S[2]=No Positions 01/18/96, 3285518.07, 2902759.54, 19%, 2862874.42, 422643.65, 2862874.42, 0.00, 1100933.00, 702752.07, S[1]=JY(S3 12/15/95-22 96 127.5260)SF(S3 01/16/96-2 105 99.4698)ED(L2 01/18/96-0 794 94.2958) S[2]=No Positions 01/19/96, 3371479.08, 2903073.06, 17%, 2863187.94, 508291.14, 2863187.94, 0.00, 1100933.00, 702752.07, S[1]=JY(S3 12/15/95-23 96 127.5260)SF(S3 01/16/96-3 105 99.4698)ED(L2 01/18/96-1 794 94.2958) S[2]=No Positions 01/22/96, 3375718.69, 2904013.84, 17%, 2864128.72, 511589.97, 2864128.72, 0.00, 1100933.00, 702752.07, S[1]=JY(S3 12/15/95-24 96 127.5260)SF(S3 01/16/96-4 105 99.4698)ED(L2 01/18/96-2 794 94.2958) S[2]=No Positions 01/23/96, 3328111.56, 2912727.47, 18%, 2864442.38, 463669.18, 2864442.38, 0.00, 1100933.00, 702752.07, S[1]=JY(S3 12/15/95-25 96 127.5260)SF(S3 01/16/96-5 105 99.4698)ED(L2 01/18/96-3 794 94.2958) S[2]=No Positions 01/24/96, 3366617.16, 2913041.16, 17%, 2864756.08, 501861.09, 2864756.08, 0.00, 1100933.00, 702752.07, S[1]=JY(S3 12/15/95-26 96 127.5260)SF(S3 01/16/96-6 105 99.4698)ED(L2 01/18/96-4 794 94.2958) S[2]=No Positions 01/25/96, 3536130.56, 2951754.85, 13%, 2865069.81, 671060.75, 2865069.81, 0.00, 1100933.00, 702752.07, S[1]=JY(S3 12/15/95-27 96 127.5260)SF(S3 01/16/96-7 105 99.4698)ED(L2 01/18/96-5 794 94.2958) S[2]=No Positions 01/26/96, 3501344.03, 2923451.85, 14%, 2807350.07, 693993.97, 2807350.07, 0.00, 1100933.00, 703293.49, S[1]=JY(S3 12/15/95-28 96 127.5260)SF(S3 01/16/96-8 105 99.4698)ED(L2 01/18/96-6 794 94.2958) S[2]=No Positions 01/29/96, 3621616.12, 2923289.62, 11%, 2808272.50, 813343.62, 2808272.50, 0.00, 1410514.00, 703763.45, S[1]=JY(S3 12/15/95-29 96 127.5260)SF(S3 01/16/96-9 105 99.4698)ED(L3 01/18/96-7 1147 94.2958) S[2]=No Positions 01/30/96, 3604711.75, 3004971.53, 11%, 2808580.04, 796131.71, 2808580.04, 0.00, 1410514.00, 703763.45, S[1]=JY(S3 12/15/95-30 96 127.5260)SF(S3 01/16/96-10 105 99.4698)ED(L3 01/18/96-8 1147 94.2958) S[2]=No Positions 01/31/96, 3872619.15, 3076550.45, 5%, 2808887.62, 1063731.53, 2808887.62, 0.00, 1410514.00, 703763.45, S[1]=JY(S3 12/15/95-31 96 127.5260)SF(S3 01/16/96-11 105 99.4698)ED(L3 01/18/96-9 1147 94.2958) S[2]=No Positions 02/01/96, 3949941.50, 3118671.08, 3%, 2809195.23, 1140746.27, 2809195.23, 0.00, 1410514.00, 703763.45, S[1]=JY(S3 12/15/95-32 96 127.5260)SF(S3 01/16/96-12 105 99.4698)ED(L3 01/18/96-10 1147 94.2958) S[2]=No Positions 02/02/96, 4000111.45, 3147779.39, 2%, 2809502.88, 1190608.58, 2809502.88, 0.00, 1410514.00, 703763.45, S[1]=JY(S3 12/15/95-33 96 127.5260)SF(S3 01/16/96-13 105 99.4698)ED(L3 01/18/96-11 1147 94.2958) S[2]=No Positions 02/05/96, 3858248.76, 3136745.23, 5%, 3204755.55, 653493.21, 3204755.55, 0.00, 1190194.00, 714563.93, S[1]=SF(S3 01/16/96-14 105 99.4698)ED(L3 01/18/96-12 1147 94.2958) S[2]=No Positions 02/06/96, 3694537.23, 3148908.21, 9%, 3205106.51, 489430.71, 3205106.51, 0.00, 1190194.00, 714563.93, S[1]=SF(S3 01/16/96-15 105 99.4698)ED(L3 01/18/96-13 1147 94.2958) S[2]=No Positions 02/07/96, 3749819.96, 3149259.22, 8%, 3205457.52, 544362.44, 3205457.52, 0.00, 1190194.00, 714563.93, S[1]=SF(S3 01/16/96-16 105 99.4698)ED(L3 01/18/96-14 1147 94.2958) S[2]=No Positions 02/08/96, 3806608.54, 3219172.60, 6%, 3205808.56, 600799.98, 3205808.56, 0.00, 1190194.00, 714563.93, S[1]=SF(S3 01/16/96-17 105 99.4698)ED(L3 01/18/96-15 1147 94.2958) S[2]=No Positions 02/09/96, 3799788.88, 3213305.94, 7%, 3206159.64, 593629.24, 3206159.64, 0.00, 1275109.00, 715292.23, S[1]=SF(S3 01/16/96-18 105 99.4698)ED(L3 01/18/96-16 1147 94.2958)JY(S1 02/09/96-0 37 121.9617) S[2]=No Positions 02/12/96, 3863411.14, 3300380.91, 5%, 3207213.11, 656198.03, 3207213.11, 0.00, 1275109.00, 715292.23, S[1]=SF(S3 01/16/96-19 105 99.4698)ED(L3 01/18/96-17 1147 94.2958)JY(S1 02/09/96-1 37 121.9617) S[2]=No Positions 02/13/96, 3883365.67, 3444115.90, 5%, 3207564.34, 675801.32, 3207564.34, 0.00, 1275109.00, 715292.23, S[1]=SF(S3 01/16/96-20 105 99.4698)ED(L3 01/18/96-18 1147 94.2958)JY(S1 02/09/96-2 37 121.9617) S[2]=No Positions 02/14/96, 3912084.79, 3501807.54, 4%, 3207915.62, 704169.18, 3207915.62, 0.00, 1275109.00, 715292.23, S[1]=SF(S3 01/16/96-21 105 99.4698)ED(L3 01/18/96-19 1147 94.2958)JY(S1 02/09/96-3 37 121.9617) S[2]=No Positions 02/15/96, 3799986.40, 3530839.98, 7%, 3208266.93, 591719.47, 3208266.93, 0.00, 1275109.00, 715292.23, S[1]=SF(S3 01/16/96-22 105 99.4698)ED(L3 01/18/96-20 1147 94.2958)JY(S1 02/09/96-4 37 121.9617) S[2]=No Positions 02/16/96, 3601462.55, 3378055.70, 11%, 3258521.47, 342941.09, 3258521.47, 0.00, 1228061.00, 729627.85, S[1]=ED(L3 01/18/96-21 1147 94.2958)CD(S1 02/16/96-0 1 74.7327)US(S2 02/16/96-0 82 86.5051) S[2]=No Positions 02/19/96, 3643374.16, 3379126.38, 10%, 3259592.14, 383782.02, 3259592.14, 0.00, 1228061.00, 729627.85, S[1]=ED(L3 01/18/96-22 1147 94.2958)CD(S1 02/16/96-1 1 74.7327)US(S2 02/16/96-1 82 86.5051) S[2]=No Positions 02/20/96, 3449091.37, 3271168.52, 15%, 3496981.33, -47889.96, 3496981.33, 0.00, 333584.00, 771556.48, S[1]=CD(S2 02/16/96-1 2 74.7327)US(S3 02/16/96-1 123 86.5051) S[2]=No Positions 02/21/96, 3670724.09, 3271551.49, 10%, 3497364.30, 173359.79, 3497364.30, 0.00, 333584.00, 771556.48, S[1]=CD(S2 02/16/96-2 2 74.7327)US(S3 02/16/96-2 123 86.5051) S[2]=No Positions 02/22/96, 3588107.18, 3201719.83, 12%, 3398955.85, 189151.33, 3398955.85, 0.00, 426195.00, 772696.58, S[1]=US(S3 02/16/96-3 123 86.5051)JY(L1 02/22/96-0 41 123.9684) S[2]=No Positions 02/23/96, 3534923.10, 3202092.06, 13%, 3399328.08, 135595.02, 3399328.08, 0.00, 426195.00, 772696.58, S[1]=US(S3 02/16/96-4 123 86.5051)JY(L1 02/22/96-1 41 123.9684) S[2]=No Positions 02/26/96, 3627483.87, 3153917.55, 11%, 3400445.02, 227038.85, 3400445.02, 0.00, 517995.00, 773346.60, S[1]=US(S3 02/16/96-5 123 86.5051)JY(L2 02/22/96-2 81 123.9684) S[2]=No Positions 02/27/96, 3678526.24, 3122275.64, 10%, 3400817.42, 277708.82, 3400817.42, 0.00, 609795.00, 773572.47, S[1]=US(S3 02/16/96-6 123 86.5051)JY(L3 02/22/96-3 121 123.9684) S[2]=No Positions 02/28/96, 3688349.23, 3122648.07, 9%, 3401189.85, 287159.38, 3401189.85, 0.00, 609795.00, 773572.47, S[1]=US(S3 02/16/96-7 123 86.5051)JY(L3 02/22/96-4 121 123.9684) S[2]=No Positions 02/29/96, 3590989.69, 3120150.34, 12%, 3248168.05, 342821.65, 3248168.05, 0.00, 332100.00, 774913.81, S[1]=US(S3 02/16/96-8 123 86.5051) S[2]=No Positions 03/01/96, 3575970.41, 3131989.76, 12%, 3248523.76, 327446.65, 3248523.76, 0.00, 332100.00, 774913.81, S[1]=US(S3 02/16/96-9 123 86.5051) S[2]=No Positions 03/04/96, 3457881.55, 3319506.55, 15%, 3249591.16, 208290.40, 3249591.16, 0.00, 332100.00, 774913.81, S[1]=US(S3 02/16/96-10 123 86.5051) S[2]=No Positions 03/05/96, 3400581.18, 3335237.43, 16%, 3249947.03, 150634.15, 3249947.03, 0.00, 332100.00, 774913.81, S[1]=US(S3 02/16/96-11 123 86.5051) S[2]=No Positions 03/06/96, 3462437.09, 3335593.34, 15%, 3250302.94, 212134.15, 3250302.94, 0.00, 332100.00, 774913.81, S[1]=US(S3 02/16/96-12 123 86.5051) S[2]=No Positions 03/07/96, 3502623.13, 3207135.13, 14%, 3250658.90, 251964.23, 3250658.90, 0.00, 509760.00, 775151.88, S[1]=US(S3 02/16/96-13 123 86.5051)BP(S1 03/07/96-0 70 141.6839)SF(S1 03/07/96-0 42 96.8909) S[2]=No Positions 03/08/96, 3398768.10, 3123116.17, 16%, 3251014.89, 147753.21, 3251014.89, 0.00, 724342.00, 780851.98, S[1]=US(S3 02/16/96-14 123 86.5051)BP(S3 03/07/96-1 214 141.6839)SF(S1 03/07/96-1 42 96.8909)CD(L1 03/08/96-0 1 75.6369) S[2]=No Positions 03/11/96, 3870891.87, 3059312.12, 5%, 3252083.10, 618808.77, 3252083.10, 0.00, 990073.00, 781609.64, S[1]=US(S3 02/16/96-15 123 86.5051)BP(S3 03/07/96-2 214 141.6839)SF(S1 03/07/96-2 42 96.8909)CD(L1 03/08/96-1 1 75.6369)ED(S1 03/11/96-0 303 94.2190) S[2]=No Positions 03/12/96, 3694368.33, 3020576.77, 9%, 3252439.25, 441929.08, 3252439.25, 0.00, 990815.00, 782343.21, S[1]=US(S3 02/16/96-16 123 86.5051)BP(S3 03/07/96-3 214 141.6839)SF(S1 03/07/96-3 42 96.8909)CD(L2 03/08/96-2 2 75.6369)ED(S1 03/11/96-1 303 94.2190) S[2]=No Positions 03/13/96, 3671818.32, 3018480.40, 10%, 3185636.32, 486182.00, 3185636.32, 0.00, 917105.00, 784263.41, S[1]=US(S3 02/16/96-17 123 86.5051)BP(S3 03/07/96-4 214 141.6839)CD(L2 03/08/96-3 2 75.6369)ED(S1 03/11/96-2 303 94.2190) S[2]=No Positions 03/14/96, 3714517.63, 3030103.21, 9%, 3185985.19, 528532.44, 3185985.19, 0.00, 917105.00, 784263.41, S[1]=US(S3 02/16/96-18 123 86.5051)BP(S3 03/07/96-5 214 141.6839)CD(L2 03/08/96-4 2 75.6369)ED(S1 03/11/96-3 303 94.2190) S[2]=No Positions 03/15/96, 3626692.10, 2923990.71, 11%, 3186334.10, 440358.00, 3186334.10, 0.00, 1295553.00, 785352.71, S[1]=US(S3 02/16/96-19 123 86.5051)BP(S3 03/07/96-6 214 141.6839)CD(L2 03/08/96-5 2 75.6369)ED(S2 03/11/96-4 622 94.2190)JY(S1 03/15/96-0 43 122.5316) S[2]=No Positions 03/18/96, 3769343.37, 2940305.21, 7%, 3043911.65, 725431.72, 3043911.65, 0.00, 978505.00, 792431.28, S[1]=US(S3 02/16/96-20 123 86.5051)CD(L3 03/08/96-6 3 75.6369)ED(S2 03/11/96-5 622 94.2190)JY(S1 03/15/96-1 43 122.5316) S[2]=No Positions 03/19/96, 3803114.53, 2941381.85, 7%, 3044245.00, 758869.52, 3044245.00, 0.00, 1074895.00, 792798.78, S[1]=US(S3 02/16/96-21 123 86.5051)CD(L3 03/08/96-7 3 75.6369)ED(S2 03/11/96-6 622 94.2190)JY(S2 03/15/96-2 85 122.5316) S[2]=No Positions 03/20/96, 3777235.36, 2970173.49, 7%, 3044578.39, 732656.97, 3044578.39, 0.00, 1173580.00, 792855.00, S[1]=US(S3 02/16/96-22 123 86.5051)CD(L3 03/08/96-8 3 75.6369)ED(S2 03/11/96-7 622 94.2190)JY(S3 03/15/96-3 128 122.5316) S[2]=No Positions 03/21/96, 3673444.94, 2985881.91, 10%, 3044911.81, 628533.13, 3044911.81, 0.00, 1173580.00, 792855.00, S[1]=US(S3 02/16/96-23 123 86.5051)CD(L3 03/08/96-9 3 75.6369)ED(S2 03/11/96-8 622 94.2190)JY(S3 03/15/96-4 128 122.5316) S[2]=No Positions 03/22/96, 3673472.34, 3255609.03, 10%, 3045245.27, 628227.07, 3045245.27, 0.00, 1173580.00, 792855.00, S[1]=US(S3 02/16/96-24 123 86.5051)CD(L3 03/08/96-10 3 75.6369)ED(S2 03/11/96-9 622 94.2190)JY(S3 03/15/96-5 128 122.5316) S[2]=No Positions 03/25/96, 3657920.19, 3249363.03, 10%, 3562477.17, 95443.02, 3562477.17, 0.00, 841480.00, 798620.62, S[1]=CD(L3 03/08/96-11 3 75.6369)ED(S2 03/11/96-10 622 94.2190)JY(S3 03/15/96-6 128 122.5316) S[2]=No Positions 03/26/96, 3531215.79, 3249753.17, 13%, 3562867.31, -31651.52, 3562867.31, 0.00, 841480.00, 798620.62, S[1]=CD(L3 03/08/96-12 3 75.6369)ED(S2 03/11/96-11 622 94.2190)JY(S3 03/15/96-7 128 122.5316) S[2]=No Positions 03/27/96, 3611747.96, 3250143.36, 11%, 3563257.49, 48490.47, 3563257.49, 0.00, 841480.00, 798620.62, S[1]=CD(L3 03/08/96-13 3 75.6369)ED(S2 03/11/96-12 622 94.2190)JY(S3 03/15/96-8 128 122.5316) S[2]=No Positions 03/28/96, 3565571.26, 3206015.84, 12%, 3563647.72, 1923.54, 3563647.72, 0.00, 946780.00, 799081.64, S[1]=CD(L3 03/08/96-14 3 75.6369)ED(S2 03/11/96-13 622 94.2190)JY(S3 03/15/96-9 128 122.5316)US(S1 03/28/96-0 39 80.1376) S[2]=No Positions 03/29/96, 3587508.65, 3342155.42, 12%, 3564037.99, 23470.66, 3564037.99, 0.00, 946780.00, 799081.64, S[1]=CD(L3 03/08/96-15 3 75.6369)ED(S2 03/11/96-14 622 94.2190)JY(S3 03/15/96-10 128 122.5316)US(S1 03/28/96-1 39 80.1376) S[2]=No Positions 04/01/96, 3796164.99, 3370527.40, 7%, 3565209.05, 230955.94, 3565209.05, 0.00, 946780.00, 799081.64, S[1]=CD(L3 03/08/96-16 3 75.6369)ED(S2 03/11/96-15 622 94.2190)JY(S3 03/15/96-11 128 122.5316)US(S1 03/28/96-2 39 80.1376) S[2]=No Positions 04/02/96, 3910004.73, 3370917.84, 4%, 3565599.49, 344405.25, 3565599.49, 0.00, 946780.00, 799081.64, S[1]=CD(L3 03/08/96-17 3 75.6369)ED(S2 03/11/96-16 622 94.2190)JY(S3 03/15/96-12 128 122.5316)US(S1 03/28/96-3 39 80.1376) S[2]=No Positions 04/03/96, 3877514.20, 3371308.33, 5%, 3565989.97, 311524.23, 3565989.97, 0.00, 946780.00, 799081.64, S[1]=CD(L3 03/08/96-18 3 75.6369)ED(S2 03/11/96-17 622 94.2190)JY(S3 03/15/96-13 128 122.5316)US(S1 03/28/96-4 39 80.1376) S[2]=No Positions 04/04/96, 3760959.95, 3371698.85, 8%, 3566380.50, 194579.46, 3566380.50, 0.00, 946780.00, 799081.64, S[1]=CD(L3 03/08/96-19 3 75.6369)ED(S2 03/11/96-18 622 94.2190)JY(S3 03/15/96-14 128 122.5316)US(S1 03/28/96-5 39 80.1376) S[2]=No Positions 04/05/96, 3726437.77, 3257991.63, 8%, 3566771.06, 159666.71, 3566771.06, 0.00, 1418942.00, 807643.74, S[1]=CD(L3 03/08/96-20 3 75.6369)ED(S3 03/11/96-19 1028 94.2190)JY(S3 03/15/96-15 128 122.5316)US(S2 03/28/96-6 82 80.1376) S[2]=No Positions 04/08/96, 4147496.04, 3284340.31, 0%, 3567943.02, 579553.01, 3567943.02, 0.00, 1418942.00, 807643.74, S[1]=CD(L3 03/08/96-21 3 75.6369)ED(S3 03/11/96-20 1028 94.2190)JY(S3 03/15/96-16 128 122.5316)US(S2 03/28/96-7 82 80.1376) S[2]=No Positions 04/09/96, 4030374.56, 3100713.04, 3%, 3568333.76, 462040.80, 3568333.76, 0.00, 1708517.00, 817258.83, S[1]=CD(L3 03/08/96-22 3 75.6369)ED(S3 03/11/96-21 1028 94.2190)JY(S3 03/15/96-17 128 122.5316)US(S2 03/28/96-8 82 80.1376)SF(S3 04/09/96-0 165 96.6800) S[2]=No Positions 04/10/96, 4279233.80, 3135994.61, 0%, 3568724.54, 710509.26, 3568724.54, 0.00, 1708517.00, 817258.83, S[1]=CD(L3 03/08/96-23 3 75.6369)ED(S3 03/11/96-22 1028 94.2190)JY(S3 03/15/96-18 128 122.5316)US(S2 03/28/96-9 82 80.1376)SF(S3 04/09/96-1 165 96.6800) S[2]=No Positions 04/11/96, 4472556.22, 3153185.52, 0%, 3569115.37, 903440.86, 3569115.37, 0.00, 1708517.00, 817258.83, S[1]=CD(L3 03/08/96-24 3 75.6369)ED(S3 03/11/96-23 1028 94.2190)JY(S3 03/15/96-19 128 122.5316)US(S2 03/28/96-10 82 80.1376)SF(S3 04/09/96-2 165 96.6800) S[2]=No Positions 04/12/96, 4669618.89, 3275776.24, 0%, 3569506.23, 1100112.66, 3569506.23, 0.00, 1708517.00, 817258.83, S[1]=CD(L3 03/08/96-25 3 75.6369)ED(S3 03/11/96-24 1028 94.2190)JY(S3 03/15/96-20 128 122.5316)US(S2 03/28/96-11 82 80.1376)SF(S3 04/09/96-3 165 96.6800) S[2]=No Positions 04/15/96, 4541302.08, 3302654.59, 3%, 3570679.09, 970622.98, 3570679.09, 0.00, 1708517.00, 817258.83, S[1]=CD(L3 03/08/96-26 3 75.6369)ED(S3 03/11/96-25 1028 94.2190)JY(S3 03/15/96-21 128 122.5316)US(S2 03/28/96-12 82 80.1376)SF(S3 04/09/96-4 165 96.6800) S[2]=No Positions 04/16/96, 4587768.82, 3354437.00, 2%, 3571070.13, 1016698.69, 3571070.13, 0.00, 1708517.00, 817258.83, S[1]=CD(L3 03/08/96-27 3 75.6369)ED(S3 03/11/96-26 1028 94.2190)JY(S3 03/15/96-22 128 122.5316)US(S2 03/28/96-13 82 80.1376)SF(S3 04/09/96-5 165 96.6800) S[2]=No Positions 04/17/96, 4394279.72, 3429096.88, 6%, 3571461.21, 822818.50, 3571461.21, 0.00, 1708517.00, 817258.83, S[1]=CD(L3 03/08/96-28 3 75.6369)ED(S3 03/11/96-27 1028 94.2190)JY(S3 03/15/96-23 128 122.5316)US(S2 03/28/96-14 82 80.1376)SF(S3 04/09/96-6 165 96.6800) S[2]=No Positions 04/18/96, 4166142.37, 3477119.46, 11%, 3718923.85, 447218.51, 3718923.85, 0.00, 1412531.00, 828798.92, S[1]=ED(S3 03/11/96-28 1028 94.2190)US(S2 03/28/96-15 82 80.1376)SF(S3 04/09/96-7 165 96.6800) S[2]=No Positions 04/19/96, 4046824.22, 3384494.09, 13%, 3719331.13, 327493.10, 3719331.13, 0.00, 2265656.00, 839289.44, S[1]=ED(S3 03/11/96-29 1028 94.2190)US(S2 03/28/96-16 82 80.1376)SF(S3 04/09/96-8 165 96.6800)MP(L3 04/19/96-0 273 3830.0000) S[2]=No Positions 04/22/96, 4106332.91, 3549462.02, 12%, 3748832.59, 357500.32, 3748832.59, 0.00, 1142700.00, 844676.77, S[1]=SF(S3 04/09/96-9 165 96.6800)MP(L3 04/19/96-1 273 3830.0000) S[2]=No Positions 04/23/96, 4109593.84, 3657123.45, 12%, 3749243.14, 360350.69, 3749243.14, 0.00, 1142700.00, 844676.77, S[1]=SF(S3 04/09/96-10 165 96.6800)MP(L3 04/19/96-2 273 3830.0000) S[2]=No Positions 04/24/96, 4154741.93, 3678158.72, 11%, 3749653.74, 405088.19, 3749653.74, 0.00, 1142700.00, 844676.77, S[1]=SF(S3 04/09/96-11 165 96.6800)MP(L3 04/19/96-3 273 3830.0000) S[2]=No Positions 04/25/96, 4147089.80, 3603914.52, 11%, 3750064.37, 397025.43, 3750064.37, 0.00, 1267440.00, 845213.34, S[1]=SF(S3 04/09/96-12 165 96.6800)MP(L3 04/19/96-4 273 3830.0000)BP(S1 04/25/96-0 84 139.7920) S[2]=No Positions 04/26/96, 4356066.63, 3604325.20, 7%, 3750475.06, 605591.57, 3750475.06, 0.00, 1267440.00, 845213.34, S[1]=SF(S3 04/09/96-13 165 96.6800)MP(L3 04/19/96-5 273 3830.0000)BP(S1 04/25/96-1 84 139.7920) S[2]=No Positions 04/29/96, 4252412.21, 3605557.52, 9%, 3751707.38, 500704.83, 3751707.38, 0.00, 1267440.00, 845213.34, S[1]=SF(S3 04/09/96-14 165 96.6800)MP(L3 04/19/96-6 273 3830.0000)BP(S1 04/25/96-2 84 139.7920) S[2]=No Positions 04/30/96, 4249253.13, 3573644.87, 9%, 3752118.24, 497134.89, 3752118.24, 0.00, 1387725.00, 846741.69, S[1]=SF(S3 04/09/96-15 165 96.6800)MP(L3 04/19/96-7 273 3830.0000)BP(S2 04/25/96-3 165 139.7920) S[2]=No Positions 05/01/96, 4423588.47, 3594530.78, 5%, 3752529.15, 671059.32, 3752529.15, 0.00, 1387725.00, 846741.69, S[1]=SF(S3 04/09/96-16 165 96.6800)MP(L3 04/19/96-8 273 3830.0000)BP(S2 04/25/96-4 165 139.7920) S[2]=No Positions 05/02/96, 4597708.18, 3589696.98, 2%, 3752940.10, 844768.08, 3752940.10, 0.00, 1646925.00, 850272.00, S[1]=SF(S3 04/09/96-17 165 96.6800)MP(L3 04/19/96-9 273 3830.0000)BP(S2 04/25/96-5 165 139.7920)US(S2 05/02/96-0 96 77.9418) S[2]=No Positions 05/03/96, 4357193.61, 3679867.86, 7%, 3753351.10, 603842.50, 3753351.10, 0.00, 1771125.00, 851280.14, S[1]=SF(S3 04/09/96-18 165 96.6800)MP(L3 04/19/96-10 273 3830.0000)BP(S2 04/25/96-6 165 139.7920)US(S3 05/02/96-1 142 77.9418) S[2]=No Positions 05/06/96, 4272483.24, 3672220.06, 8%, 3676317.91, 596165.33, 3676317.91, 0.00, 918000.00, 856740.14, S[1]=SF(S3 04/09/96-19 165 96.6800)BP(S2 04/25/96-7 165 139.7920)US(S3 05/02/96-2 142 77.9418) S[2]=No Positions 05/07/96, 4228199.23, 3722123.80, 9%, 3676720.52, 551478.71, 3676720.52, 0.00, 918000.00, 856740.14, S[1]=SF(S3 04/09/96-20 165 96.6800)BP(S2 04/25/96-8 165 139.7920)US(S3 05/02/96-3 142 77.9418) S[2]=No Positions 05/08/96, 4094119.13, 3636324.98, 12%, 3532176.30, 561942.83, 3532176.30, 0.00, 782865.00, 868226.03, S[1]=SF(S3 04/09/96-21 165 96.6800)US(S3 05/02/96-4 142 77.9418)BP(L1 05/08/96-0 74 141.9081) S[2]=No Positions 05/09/96, 3914367.96, 3636711.80, 16%, 3532563.12, 381804.84, 3532563.12, 0.00, 782865.00, 868226.03, S[1]=SF(S3 04/09/96-22 165 96.6800)US(S3 05/02/96-5 142 77.9418)BP(L1 05/08/96-1 74 141.9081) S[2]=No Positions 05/10/96, 3794221.24, 3507955.35, 19%, 3355648.41, 438572.83, 3355648.41, 0.00, 905715.00, 872731.20, S[1]=SF(S3 04/09/96-23 165 96.6800)BP(L1 05/08/96-2 74 141.9081)MP(L2 05/10/96-0 162 4007.8098) S[2]=No Positions 05/13/96, 3986662.82, 3538003.18, 15%, 3356751.00, 629911.82, 3356751.00, 0.00, 1143215.00, 873825.95, S[1]=SF(S3 04/09/96-24 165 96.6800)BP(L1 05/08/96-3 74 141.9081)MP(L3 05/10/96-1 238 4007.8098) S[2]=No Positions 05/14/96, 4005161.91, 3538370.79, 14%, 3357118.61, 648043.30, 3357118.61, 0.00, 1143215.00, 873825.95, S[1]=SF(S3 04/09/96-25 165 96.6800)BP(L1 05/08/96-4 74 141.9081)MP(L3 05/10/96-2 238 4007.8098) S[2]=No Positions 05/15/96, 4026261.41, 3538738.44, 14%, 3357486.26, 668775.15, 3357486.26, 0.00, 1143215.00, 873825.95, S[1]=SF(S3 04/09/96-26 165 96.6800)BP(L1 05/08/96-5 74 141.9081)MP(L3 05/10/96-3 238 4007.8098) S[2]=No Positions 05/16/96, 4092711.04, 3539106.13, 12%, 3357853.95, 734857.08, 3357853.95, 0.00, 1143215.00, 873825.95, S[1]=SF(S3 04/09/96-27 165 96.6800)BP(L1 05/08/96-6 74 141.9081)MP(L3 05/10/96-4 238 4007.8098) S[2]=No Positions 05/17/96, 4148526.51, 3472504.93, 11%, 3358221.68, 790304.83, 3358221.68, 0.00, 1241900.00, 875463.15, S[1]=SF(S3 04/09/96-28 165 96.6800)BP(L1 05/08/96-7 74 141.9081)MP(L3 05/10/96-5 238 4007.8098)JY(S1 05/17/96-0 43 120.9541) S[2]=No Positions 05/20/96, 4204394.57, 3382484.42, 10%, 3359325.12, 845069.45, 3359325.12, 0.00, 1341327.00, 877642.51, S[1]=SF(S3 04/09/96-29 165 96.6800)BP(L1 05/08/96-8 74 141.9081)MP(L3 05/10/96-6 238 4007.8098)JY(S2 05/17/96-1 86 120.9541)CD(S1 05/20/96-0 1 75.2591) S[2]=No Positions 05/21/96, 4287337.53, 3384154.37, 8%, 3359693.01, 927644.52, 3359693.01, 0.00, 1341327.00, 877642.51, S[1]=SF(S3 04/09/96-30 165 96.6800)BP(L1 05/08/96-9 74 141.9081)MP(L3 05/10/96-7 238 4007.8098)JY(S2 05/17/96-2 86 120.9541)CD(S1 05/20/96-1 1 75.2591) S[2]=No Positions 05/22/96, 4481009.10, 3438135.28, 4%, 3283825.97, 1197183.13, 3283825.97, 0.00, 1231437.00, 881342.59, S[1]=SF(S3 04/09/96-31 165 96.6800)MP(L3 05/10/96-8 238 4007.8098)JY(S2 05/17/96-3 86 120.9541)CD(S1 05/20/96-2 1 75.2591) S[2]=No Positions 05/23/96, 4438893.56, 3414220.88, 5%, 3284185.59, 1154707.97, 3284185.59, 0.00, 1347537.00, 881585.20, S[1]=SF(S3 04/09/96-32 165 96.6800)MP(L3 05/10/96-9 238 4007.8098)JY(S2 05/17/96-4 86 120.9541)CD(S1 05/20/96-3 1 75.2591)US(L1 05/23/96-0 43 80.0117) S[2]=No Positions 05/24/96, 4404262.45, 3647331.36, 6%, 3284545.25, 1119717.20, 3284545.25, 0.00, 1347537.00, 881585.20, S[1]=SF(S3 04/09/96-33 165 96.6800)MP(L3 05/10/96-10 238 4007.8098)JY(S2 05/17/96-5 86 120.9541)CD(S1 05/20/96-4 1 75.2591)US(L1 05/23/96-1 43 80.0117) S[2]=No Positions 05/27/96, 4553002.30, 3648410.58, 2%, 3285624.48, 1267377.82, 3285624.48, 0.00, 1347537.00, 881585.20, S[1]=SF(S3 04/09/96-34 165 96.6800)MP(L3 05/10/96-11 238 4007.8098)JY(S2 05/17/96-6 86 120.9541)CD(S1 05/20/96-5 1 75.2591)US(L1 05/23/96-2 43 80.0117) S[2]=No Positions 05/28/96, 4553362.12, 3716133.20, 2%, 3285984.30, 1267377.82, 3285984.30, 0.00, 1347537.00, 881585.20, S[1]=SF(S3 04/09/96-34 165 96.6800)MP(L3 05/10/96-11 238 4007.8098)JY(S2 05/17/96-6 86 120.9541)CD(S1 05/20/96-5 1 75.2591)US(L1 05/23/96-2 43 80.0117) S[2]=No Positions 05/29/96, 4530266.87, 3665143.49, 3%, 3230068.34, 1300198.53, 3230068.34, 0.00, 1463097.00, 886267.05, S[1]=SF(S3 04/09/96-35 165 96.6800)MP(L3 05/10/96-12 238 4007.8098)JY(S2 05/17/96-7 86 120.9541)CD(S1 05/20/96-6 1 75.2591)BP(L2 05/29/96-0 156 142.1291) S[2]=No Positions 05/30/96, 4389763.71, 3754747.23, 6%, 3230422.07, 1159341.63, 3230422.07, 0.00, 1463097.00, 886267.05, S[1]=SF(S3 04/09/96-36 165 96.6800)MP(L3 05/10/96-13 238 4007.8098)JY(S2 05/17/96-8 86 120.9541)CD(S1 05/20/96-7 1 75.2591)BP(L2 05/29/96-1 156 142.1291) S[2]=No Positions 05/31/96, 4435343.16, 3806701.09, 5%, 3230775.85, 1204567.31, 3230775.85, 0.00, 1463097.00, 886267.05, S[1]=SF(S3 04/09/96-37 165 96.6800)MP(L3 05/10/96-14 238 4007.8098)JY(S2 05/17/96-9 86 120.9541)CD(S1 05/20/96-8 1 75.2591)BP(L2 05/29/96-2 156 142.1291) S[2]=No Positions 06/03/96, 4305388.34, 3827208.56, 8%, 4002948.11, 302440.23, 4002948.11, 0.00, 429772.00, 890892.08, S[1]=JY(S2 05/17/96-10 86 120.9541)CD(S1 05/20/96-9 1 75.2591)BP(L2 05/29/96-3 156 142.1291) S[2]=No Positions 06/04/96, 4341163.22, 3747941.93, 7%, 4003386.49, 337776.74, 4003386.49, 0.00, 546817.00, 893505.86, S[1]=JY(S3 05/17/96-11 137 120.9541)CD(S1 05/20/96-10 1 75.2591)BP(L2 05/29/96-4 156 142.1291) S[2]=No Positions 06/05/96, 4356172.61, 3747163.78, 7%, 3967515.41, 388657.20, 3967515.41, 0.00, 546075.00, 894705.89, S[1]=JY(S3 05/17/96-12 137 120.9541)BP(L2 05/29/96-5 156 142.1291) S[2]=No Positions 06/06/96, 4365219.19, 3747598.28, 7%, 3967949.90, 397269.29, 3967949.90, 0.00, 546075.00, 894705.89, S[1]=JY(S3 05/17/96-13 137 120.9541)BP(L2 05/29/96-6 156 142.1291) S[2]=No Positions 06/07/96, 3845377.61, 3436138.65, 18%, 3968384.45, -123006.84, 3968384.45, 0.00, 2403258.00, 909929.50, S[1]=JY(S3 05/17/96-14 137 120.9541)BP(L2 05/29/96-7 156 142.1291)ED(S3 06/07/96-0 1779 94.0618)US(S2 06/07/96-0 110 77.6702) S[2]=No Positions 06/10/96, 4256392.01, 3437442.57, 9%, 3969688.37, 286703.64, 3969688.37, 0.00, 2403258.00, 909929.50, S[1]=JY(S3 05/17/96-15 137 120.9541)BP(L2 05/29/96-8 156 142.1291)ED(S3 06/07/96-1 1779 94.0618)US(S2 06/07/96-1 110 77.6702) S[2]=No Positions 06/11/96, 4270039.97, 3437877.31, 9%, 3970123.11, 299916.87, 3970123.11, 0.00, 2403258.00, 909929.50, S[1]=JY(S3 05/17/96-16 137 120.9541)BP(L2 05/29/96-9 156 142.1291)ED(S3 06/07/96-2 1779 94.0618)US(S2 06/07/96-2 110 77.6702) S[2]=No Positions 06/12/96, 4367937.26, 3568191.09, 6%, 3970557.89, 397379.37, 3970557.89, 0.00, 2403258.00, 909929.50, S[1]=JY(S3 05/17/96-17 137 120.9541)BP(L2 05/29/96-10 156 142.1291)ED(S3 06/07/96-3 1779 94.0618)US(S2 06/07/96-3 110 77.6702) S[2]=No Positions 06/13/96, 4295551.94, 3677710.54, 8%, 3979551.51, 316000.43, 3979551.51, 0.00, 2171598.00, 913049.42, S[1]=JY(S3 05/17/96-18 137 120.9541)ED(S3 06/07/96-4 1779 94.0618)US(S2 06/07/96-4 110 77.6702) S[2]=No Positions 06/14/96, 4227375.05, 3691846.67, 9%, 3979987.32, 247387.72, 3979987.32, 0.00, 2171598.00, 913049.42, S[1]=JY(S3 05/17/96-19 137 120.9541)ED(S3 06/07/96-5 1779 94.0618)US(S2 06/07/96-5 110 77.6702) S[2]=No Positions 06/17/96, 4225058.30, 3734254.04, 10%, 3981295.06, 243763.25, 3981295.06, 0.00, 2171598.00, 913049.42, S[1]=JY(S3 05/17/96-20 137 120.9541)ED(S3 06/07/96-6 1779 94.0618)US(S2 06/07/96-6 110 77.6702) S[2]=No Positions 06/18/96, 3903491.49, 3722710.17, 16%, 4047504.63, -144013.14, 4047504.63, 0.00, 1857183.00, 923324.01, S[1]=ED(S3 06/07/96-7 1779 94.0618)US(S2 06/07/96-7 110 77.6702) S[2]=No Positions 06/19/96, 3934872.25, 3723153.42, 16%, 4047947.89, -113075.64, 4047947.89, 0.00, 1857183.00, 923324.01, S[1]=ED(S3 06/07/96-8 1779 94.0618)US(S2 06/07/96-8 110 77.6702) S[2]=No Positions 06/20/96, 3755767.22, 3617753.61, 20%, 3758298.77, -2531.55, 3758298.77, 0.00, 297000.00, 1006897.86, S[1]=US(S2 06/07/96-9 110 77.6702) S[2]=No Positions 06/21/96, 3752741.30, 3680553.80, 20%, 3758710.35, -5969.05, 3758710.35, 0.00, 297000.00, 1006897.86, S[1]=US(S2 06/07/96-10 110 77.6702) S[2]=No Positions 06/24/96, 3670503.89, 3594039.35, 21%, 3759945.38, -89441.49, 3759945.38, 0.00, 299226.00, 1011199.70, S[1]=US(S2 06/07/96-11 110 77.6702)CD(L3 06/24/96-0 3 75.8360) S[2]=No Positions 06/25/96, 3703501.33, 3592035.87, 21%, 3679785.36, 23715.97, 3679785.36, 0.00, 2226.00, 1012230.95, S[1]=CD(L3 06/24/96-1 3 75.8360) S[2]=No Positions 06/26/96, 3684239.27, 3520162.91, 21%, 3680188.34, 4050.93, 3680188.34, 0.00, 114681.00, 1013333.45, S[1]=CD(L3 06/24/96-2 3 75.8360)JY(S1 06/26/96-0 49 118.1320) S[2]=No Positions 06/27/96, 3676142.22, 3520565.94, 21%, 3680591.37, -4449.16, 3680591.37, 0.00, 114681.00, 1013333.45, S[1]=CD(L3 06/24/96-3 3 75.8360)JY(S1 06/26/96-1 49 118.1320) S[2]=No Positions 06/28/96, 3405066.72, 3203625.88, 27%, 3592044.16, -186977.44, 3592044.16, 0.00, 1357079.00, 1021937.99, S[1]=JY(S2 06/26/96-2 99 118.1320)ED(L2 06/28/96-0 962 94.1255)US(L2 06/28/96-0 106 79.4532) S[2]=No Positions 07/01/96, 3556526.30, 3077549.27, 24%, 3593224.43, -36698.13, 3593224.43, 0.00, 1579829.00, 1024392.11, S[1]=JY(S2 06/26/96-3 99 118.1320)ED(L2 06/28/96-1 962 94.1255)US(L2 06/28/96-1 106 79.4532)BP(L2 07/01/96-0 150 144.9523) S[2]=No Positions 07/02/96, 3443328.03, 3032192.33, 26%, 3449072.01, -5743.98, 3449072.01, 0.00, 850905.00, 1027730.43, S[1]=JY(S3 06/26/96-4 149 118.1320)US(L2 06/28/96-2 106 79.4532)BP(L2 07/01/96-1 150 144.9523) S[2]=No Positions 07/03/96, 3465516.21, 2933737.45, 26%, 3449449.73, 16066.47, 3449449.73, 0.00, 1347213.00, 1029158.66, S[1]=JY(S3 06/26/96-5 149 118.1320)US(L2 06/28/96-3 106 79.4532)BP(L3 07/01/96-2 222 144.9523)ED(L1 07/03/96-0 444 94.1344) S[2]=No Positions 07/04/96, 3589838.66, 2934115.21, 23%, 3449827.50, 140011.16, 3449827.50, 0.00, 1347213.00, 1029158.66, S[1]=JY(S3 06/26/96-6 149 118.1320)US(L2 06/28/96-4 106 79.4532)BP(L3 07/01/96-3 222 144.9523)ED(L1 07/03/96-1 444 94.1344) S[2]=No Positions 07/05/96, 3168941.08, 2734733.88, 32%, 3225847.24, -56906.16, 3225847.24, 0.00, 1130213.00, 1048563.20, S[1]=JY(S3 06/26/96-6 149 118.1320)BP(L3 07/01/96-3 222 144.9523)ED(S1 07/05/96-0 418 94.0359)CD(S1 07/05/96-0 1 75.4021)SF(S1 07/05/96-0 52 91.9322) S[2]=No Positions 07/08/96, 3288252.66, 2685889.39, 30%, 3226907.18, 61345.48, 3226907.18, 0.00, 1441548.00, 1050140.18, S[1]=JY(S3 06/26/96-7 149 118.1320)BP(L3 07/01/96-4 222 144.9523)ED(S2 07/05/96-1 773 94.0359)CD(S1 07/05/96-1 1 75.4021)SF(S1 07/05/96-1 52 91.9322) S[2]=No Positions 07/09/96, 3304389.37, 2656355.15, 29%, 3227260.57, 77128.80, 3227260.57, 0.00, 1442290.00, 1050415.38, S[1]=JY(S3 06/26/96-8 149 118.1320)BP(L3 07/01/96-5 222 144.9523)ED(S2 07/05/96-2 773 94.0359)CD(S2 07/05/96-2 2 75.4021)SF(S1 07/05/96-2 52 91.9322) S[2]=No Positions 07/10/96, 3018391.93, 2657459.43, 35%, 3095762.83, -77370.90, 3095762.83, 0.00, 764369.00, 1053025.03, S[1]=JY(S3 06/26/96-9 149 118.1320)BP(L3 07/01/96-6 222 144.9523)CD(S2 07/05/96-3 2 75.4021)SF(S1 07/05/96-3 52 91.9322) S[2]=No Positions 07/11/96, 3010106.67, 2595940.51, 36%, 3096101.86, -85995.19, 3096101.86, 0.00, 1054656.00, 1054471.41, S[1]=JY(S3 06/26/96-10 149 118.1320)BP(L3 07/01/96-7 222 144.9523)CD(S2 07/05/96-4 2 75.4021)SF(S1 07/05/96-4 52 91.9322)ED(L1 07/11/96-0 331 94.1343) S[2]=No Positions 07/12/96, 3059122.37, 2648429.35, 34%, 3096440.93, -37318.55, 3096440.93, 0.00, 1054656.00, 1054471.41, S[1]=JY(S3 06/26/96-11 149 118.1320)BP(L3 07/01/96-8 222 144.9523)CD(S2 07/05/96-5 2 75.4021)SF(S1 07/05/96-5 52 91.9322)ED(L1 07/11/96-1 331 94.1343) S[2]=No Positions 07/15/96, 3085849.73, 2707032.54, 34%, 3028762.88, 57086.85, 3028762.88, 0.00, 963396.00, 1054479.15, S[1]=JY(S3 06/26/96-12 149 118.1320)BP(L3 07/01/96-9 222 144.9523)CD(S2 07/05/96-6 2 75.4021)ED(L1 07/11/96-2 331 94.1343) S[2]=No Positions 07/16/96, 2501967.89, 2417942.20, 46%, 2962184.03, -460216.14, 2962184.03, 0.00, 1408113.00, 1113307.44, S[1]=BP(L3 07/01/96-10 222 144.9523)CD(S3 07/05/96-7 3 75.4021)ED(L3 07/11/96-3 951 94.1343)SF(L3 07/16/96-0 138 94.2940) S[2]=No Positions 07/17/96, 2976810.29, 2406038.77, 36%, 2810350.94, 166459.35, 2810350.94, 0.00, 1078443.00, 1122742.55, S[1]=CD(S3 07/05/96-8 3 75.4021)ED(L3 07/11/96-4 951 94.1343)SF(L3 07/16/96-1 138 94.2940) S[2]=No Positions 07/18/96, 2879146.94, 2291436.61, 38%, 2720279.28, 158867.66, 2720279.28, 0.00, 1385917.00, 1126869.75, S[1]=ED(L3 07/11/96-5 951 94.1343)SF(L3 07/16/96-2 138 94.2940)MP(L1 07/18/96-0 68 4285.2061)US(L1 07/18/96-0 36 79.8601) S[2]=No Positions 07/19/96, 2909037.61, 2223583.15, 38%, 2720577.19, 188460.42, 2720577.19, 0.00, 1792167.00, 1128331.35, S[1]=ED(L3 07/11/96-6 951 94.1343)SF(L3 07/16/96-3 138 94.2940)MP(L3 07/18/96-1 198 4285.2061)US(L1 07/18/96-1 36 79.8601) S[2]=No Positions 07/22/96, 2971414.59, 2224477.07, 36%, 2721471.11, 249943.48, 2721471.11, 0.00, 1792167.00, 1128331.35, S[1]=ED(L3 07/11/96-7 951 94.1343)SF(L3 07/16/96-4 138 94.2940)MP(L3 07/18/96-2 198 4285.2061)US(L1 07/18/96-2 36 79.8601) S[2]=No Positions 07/23/96, 2976233.42, 2224775.11, 36%, 2721769.15, 254464.27, 2721769.15, 0.00, 1792167.00, 1128331.35, S[1]=ED(L3 07/11/96-8 951 94.1343)SF(L3 07/16/96-5 138 94.2940)MP(L3 07/18/96-3 198 4285.2061)US(L1 07/18/96-3 36 79.8601) S[2]=No Positions 07/24/96, 2979651.54, 2225073.18, 36%, 2722067.22, 257584.32, 2722067.22, 0.00, 1792167.00, 1128331.35, S[1]=ED(L3 07/11/96-9 951 94.1343)SF(L3 07/16/96-6 138 94.2940)MP(L3 07/18/96-4 198 4285.2061)US(L1 07/18/96-4 36 79.8601) S[2]=No Positions 07/25/96, 2882581.35, 2147507.98, 38%, 2722365.33, 160216.03, 2722365.33, 0.00, 1793651.00, 1130712.18, S[1]=ED(L3 07/11/96-10 951 94.1343)SF(L3 07/16/96-7 138 94.2940)MP(L3 07/18/96-5 198 4285.2061)US(L1 07/18/96-5 36 79.8601)CD(S2 07/25/96-0 2 75.1865) S[2]=No Positions 07/26/96, 3083509.58, 2147806.11, 34%, 2722663.46, 360846.11, 2722663.46, 0.00, 1793651.00, 1130712.18, S[1]=ED(L3 07/11/96-11 951 94.1343)SF(L3 07/16/96-8 138 94.2940)MP(L3 07/18/96-6 198 4285.2061)US(L1 07/18/96-6 36 79.8601)CD(S2 07/25/96-1 2 75.1865) S[2]=No Positions 07/29/96, 3044654.18, 2276599.09, 35%, 2723558.07, 321096.11, 2723558.07, 0.00, 1793651.00, 1130712.18, S[1]=ED(L3 07/11/96-12 951 94.1343)SF(L3 07/16/96-9 138 94.2940)MP(L3 07/18/96-7 198 4285.2061)US(L1 07/18/96-7 36 79.8601)CD(S2 07/25/96-2 2 75.1865) S[2]=No Positions 07/30/96, 2961354.56, 2461819.94, 37%, 2723856.33, 237498.23, 2723856.33, 0.00, 1793651.00, 1130712.18, S[1]=ED(L3 07/11/96-13 951 94.1343)SF(L3 07/16/96-10 138 94.2940)MP(L3 07/18/96-8 198 4285.2061)US(L1 07/18/96-8 36 79.8601)CD(S2 07/25/96-3 2 75.1865) S[2]=No Positions 07/31/96, 3130759.34, 2462118.24, 33%, 2724154.63, 406604.71, 2724154.63, 0.00, 1793651.00, 1130712.18, S[1]=ED(L3 07/11/96-14 951 94.1343)SF(L3 07/16/96-11 138 94.2940)MP(L3 07/18/96-9 198 4285.2061)US(L1 07/18/96-9 36 79.8601)CD(S2 07/25/96-4 2 75.1865) S[2]=No Positions 08/01/96, 3226738.42, 2538472.81, 31%, 2724452.97, 502285.45, 2724452.97, 0.00, 1885451.00, 1133363.73, S[1]=ED(L3 07/11/96-15 951 94.1343)SF(L3 07/16/96-12 138 94.2940)MP(L3 07/18/96-10 198 4285.2061)US(L2 07/18/96-10 70 79.8601)CD(S2 07/25/96-5 2 75.1865) S[2]=No Positions 08/02/96, 3413657.20, 2505789.81, 27%, 2724751.33, 688905.87, 2724751.33, 0.00, 2069591.00, 1135034.27, S[1]=ED(L3 07/11/96-16 951 94.1343)SF(L3 07/16/96-13 138 94.2940)MP(L3 07/18/96-11 198 4285.2061)US(L2 07/18/96-11 70 79.8601)CD(S2 07/25/96-6 2 75.1865)BP(S2 08/02/96-0 124 143.6640) S[2]=No Positions 08/05/96, 3863411.41, 2533874.83, 17%, 2725646.62, 1137764.79, 2725646.62, 0.00, 2069591.00, 1135034.27, S[1]=ED(L3 07/11/96-17 951 94.1343)SF(L3 07/16/96-14 138 94.2940)MP(L3 07/18/96-12 198 4285.2061)US(L2 07/18/96-12 70 79.8601)CD(S2 07/25/96-7 2 75.1865)BP(S2 08/02/96-1 124 143.6640) S[2]=No Positions 08/06/96, 3879160.51, 2549468.04, 17%, 2725945.12, 1153215.39, 2725945.12, 0.00, 2160176.00, 1136053.83, S[1]=ED(L3 07/11/96-18 951 94.1343)SF(L3 07/16/96-15 138 94.2940)MP(L3 07/18/96-13 198 4285.2061)US(L2 07/18/96-13 70 79.8601)CD(S2 07/25/96-8 2 75.1865)BP(S3 08/02/96-2 185 143.6640) S[2]=No Positions 08/07/96, 3881543.26, 2604546.78, 17%, 2726243.65, 1155299.62, 2726243.65, 0.00, 2160176.00, 1136053.83, S[1]=ED(L3 07/11/96-19 951 94.1343)SF(L3 07/16/96-16 138 94.2940)MP(L3 07/18/96-14 198 4285.2061)US(L2 07/18/96-14 70 79.8601)CD(S2 07/25/96-9 2 75.1865)BP(S3 08/02/96-3 185 143.6640) S[2]=No Positions 08/08/96, 3624774.20, 2610190.73, 22%, 2763970.80, 860803.40, 2763970.80, 0.00, 1643261.00, 1139544.51, S[1]=ED(L3 07/11/96-20 951 94.1343)MP(L3 07/18/96-15 198 4285.2061)US(L2 07/18/96-15 70 79.8601)CD(S2 07/25/96-10 2 75.1865) S[2]=No Positions 08/09/96, 3598124.53, 2609462.23, 23%, 2702668.72, 895455.82, 2702668.72, 0.00, 1641777.00, 1140544.42, S[1]=ED(L3 07/11/96-21 951 94.1343)MP(L3 07/18/96-16 198 4285.2061)US(L2 07/18/96-16 70 79.8601) S[2]=No Positions 08/12/96, 3683580.15, 2646980.26, 21%, 2703556.75, 980023.40, 2703556.75, 0.00, 1641777.00, 1140544.42, S[1]=ED(L3 07/11/96-22 951 94.1343)MP(L3 07/18/96-17 198 4285.2061)US(L2 07/18/96-17 70 79.8601) S[2]=No Positions 08/13/96, 3752206.30, 2719503.72, 20%, 2703852.83, 1048353.48, 2703852.83, 0.00, 1641777.00, 1140544.42, S[1]=ED(L3 07/11/96-23 951 94.1343)MP(L3 07/18/96-18 198 4285.2061)US(L2 07/18/96-18 70 79.8601) S[2]=No Positions 08/14/96, 3649999.75, 2812884.11, 22%, 2704148.94, 945850.82, 2704148.94, 0.00, 1641777.00, 1140544.42, S[1]=ED(L3 07/11/96-24 951 94.1343)MP(L3 07/18/96-19 198 4285.2061)US(L2 07/18/96-19 70 79.8601) S[2]=No Positions 08/15/96, 3634760.82, 3146058.35, 22%, 2704445.08, 930315.74, 2704445.08, 0.00, 1643261.00, 1141740.63, S[1]=ED(L3 07/11/96-25 951 94.1343)MP(L3 07/18/96-20 198 4285.2061)US(L2 07/18/96-20 70 79.8601)CD(S2 08/15/96-0 2 75.0197) S[2]=No Positions 08/16/96, 3611181.91, 3327628.80, 23%, 2704741.25, 906440.66, 2704741.25, 0.00, 1643261.00, 1141740.63, S[1]=ED(L3 07/11/96-26 951 94.1343)MP(L3 07/18/96-21 198 4285.2061)US(L2 07/18/96-21 70 79.8601)CD(S2 08/15/96-1 2 75.0197) S[2]=No Positions 08/19/96, 3684591.55, 3380987.52, 21%, 2705629.97, 978961.58, 2705629.97, 0.00, 1643261.00, 1141740.63, S[1]=ED(L3 07/11/96-27 951 94.1343)MP(L3 07/18/96-22 198 4285.2061)US(L2 07/18/96-22 70 79.8601)CD(S2 08/15/96-2 2 75.0197) S[2]=No Positions 08/20/96, 3695623.09, 3403063.82, 21%, 2705926.27, 989696.82, 2705926.27, 0.00, 1643261.00, 1141740.63, S[1]=ED(L3 07/11/96-28 951 94.1343)MP(L3 07/18/96-23 198 4285.2061)US(L2 07/18/96-23 70 79.8601)CD(S2 08/15/96-3 2 75.0197) S[2]=No Positions 08/21/96, 3757662.57, 3354594.50, 20%, 2742502.61, 1015159.95, 2742502.61, 0.00, 1548356.00, 1142998.15, S[1]=ED(L3 07/11/96-29 951 94.1343)MP(L3 07/18/96-24 198 4285.2061)CD(S2 08/15/96-4 2 75.0197)JY(S1 08/21/96-0 41 118.4140) S[2]=No Positions 08/22/96, 3713072.85, 3341557.01, 20%, 2669508.67, 1043564.19, 2669508.67, 0.00, 1645557.00, 1144419.98, S[1]=ED(L3 07/11/96-30 951 94.1343)MP(L3 07/18/96-25 198 4285.2061)JY(S2 08/21/96-1 84 118.4140) S[2]=No Positions 08/23/96, 3751965.47, 3351749.35, 20%, 2669801.02, 1082164.46, 2669801.02, 0.00, 1645557.00, 1144419.98, S[1]=ED(L3 07/11/96-31 951 94.1343)MP(L3 07/18/96-26 198 4285.2061)JY(S2 08/21/96-2 84 118.4140) S[2]=No Positions 08/26/96, 3575499.80, 3325235.61, 23%, 3064446.47, 511053.33, 3064446.47, 0.00, 911025.00, 1151579.41, S[1]=MP(L3 07/18/96-27 198 4285.2061)JY(S2 08/21/96-3 84 118.4140)BP(L1 08/26/96-0 67 145.3142) S[2]=No Positions 08/27/96, 3500591.61, 3308012.67, 25%, 3064782.07, 435809.54, 3064782.07, 0.00, 911767.00, 1152350.44, S[1]=MP(L3 07/18/96-28 198 4285.2061)JY(S2 08/21/96-4 84 118.4140)BP(L1 08/26/96-1 67 145.3142)CD(L1 08/27/96-0 1 75.4606) S[2]=No Positions 08/28/96, 3529928.21, 3280176.77, 24%, 3065117.71, 464810.50, 3065117.71, 0.00, 912509.00, 1152850.47, S[1]=MP(L3 07/18/96-29 198 4285.2061)JY(S2 08/21/96-5 84 118.4140)BP(L1 08/26/96-2 67 145.3142)CD(L2 08/27/96-1 2 75.4606) S[2]=No Positions 08/29/96, 3657609.19, 3344862.44, 22%, 3065453.38, 592155.81, 3065453.38, 0.00, 912509.00, 1152850.47, S[1]=MP(L3 07/18/96-30 198 4285.2061)JY(S2 08/21/96-6 84 118.4140)BP(L1 08/26/96-3 67 145.3142)CD(L2 08/27/96-2 2 75.4606) S[2]=No Positions 08/30/96, 3513689.09, 3287915.01, 25%, 3532039.33, -18350.24, 3532039.33, 0.00, 406214.00, 1162578.38, S[1]=JY(S3 08/21/96-7 133 118.4140)BP(L1 08/26/96-4 67 145.3142)CD(L2 08/27/96-3 2 75.4606) S[2]=No Positions 09/02/96, 3590898.62, 3289075.55, 23%, 3533199.88, 57698.74, 3533199.88, 0.00, 406214.00, 1162578.38, S[1]=JY(S3 08/21/96-8 133 118.4140)BP(L1 08/26/96-5 67 145.3142)CD(L2 08/27/96-4 2 75.4606) S[2]=No Positions 09/03/96, 3543582.79, 3190889.04, 24%, 3533586.81, 9995.98, 3533586.81, 0.00, 676484.00, 1167642.08, S[1]=JY(S3 08/21/96-8 133 118.4140)BP(L3 08/26/96-5 249 145.3142)CD(L2 08/27/96-4 2 75.4606) S[2]=No Positions 09/04/96, 3660109.03, 3191276.02, 22%, 3533973.79, 126135.24, 3533973.79, 0.00, 676484.00, 1167642.08, S[1]=JY(S3 08/21/96-9 133 118.4140)BP(L3 08/26/96-6 249 145.3142)CD(L2 08/27/96-5 2 75.4606) S[2]=No Positions 09/05/96, 3552070.69, 3190902.20, 24%, 3468325.92, 83744.76, 3468325.92, 0.00, 675000.00, 1168370.68, S[1]=JY(S3 08/21/96-10 133 118.4140)BP(L3 08/26/96-7 249 145.3142) S[2]=No Positions 09/06/96, 3572613.27, 3122256.03, 23%, 3468705.75, 103907.52, 3468705.75, 0.00, 804600.00, 1168610.96, S[1]=JY(S3 08/21/96-11 133 118.4140)BP(L3 08/26/96-8 249 145.3142)US(S1 09/06/96-0 48 76.9201) S[2]=No Positions 09/09/96, 3505117.49, 3124161.88, 25%, 3469845.49, 35272.00, 3469845.49, 0.00, 804600.00, 1168610.96, S[1]=JY(S3 08/21/96-12 133 118.4140)BP(L3 08/26/96-9 249 145.3142)US(S1 09/06/96-1 48 76.9201) S[2]=No Positions 09/10/96, 3286197.63, 2945436.38, 30%, 3268887.40, 17310.23, 3268887.40, 0.00, 1304730.00, 1177314.11, S[1]=JY(S3 08/21/96-13 133 118.4140)BP(L1 08/26/96-10 67 145.3142)MP(L3 09/10/96-0 288 4965.0000) S[2]=No Positions 09/11/96, 3369868.91, 3016929.19, 28%, 3269245.39, 100623.52, 3269245.39, 0.00, 1304730.00, 1177314.11, S[1]=JY(S3 08/21/96-14 133 118.4140)BP(L1 08/26/96-11 67 145.3142)MP(L3 09/10/96-1 288 4965.0000) S[2]=No Positions 09/12/96, 3428184.75, 3041049.98, 27%, 3245222.62, 182962.13, 3245222.62, 0.00, 1205235.00, 1177649.12, S[1]=JY(S3 08/21/96-15 133 118.4140)MP(L3 09/10/96-2 288 4965.0000) S[2]=No Positions 09/13/96, 3307033.86, 2966299.71, 29%, 3245578.02, 61455.85, 3245578.02, 0.00, 1761253.00, 1180496.32, S[1]=JY(S3 08/21/96-16 133 118.4140)MP(L3 09/10/96-3 288 4965.0000)ED(L2 09/13/96-0 634 94.3846) S[2]=No Positions 09/16/96, 3715887.52, 2985652.47, 20%, 3246644.44, 469243.08, 3246644.44, 0.00, 1761253.00, 1180496.32, S[1]=JY(S3 08/21/96-17 133 118.4140)MP(L3 09/10/96-4 288 4965.0000)ED(L2 09/13/96-1 634 94.3846) S[2]=No Positions 09/17/96, 3516434.62, 2974695.35, 25%, 3120680.75, 395753.87, 3120680.75, 0.00, 1205235.00, 1183867.73, S[1]=JY(S3 08/21/96-18 133 118.4140)MP(L3 09/10/96-5 288 4965.0000) S[2]=No Positions 09/18/96, 3523872.24, 3026575.47, 25%, 3121022.50, 402849.74, 3121022.50, 0.00, 1205235.00, 1183867.73, S[1]=JY(S3 08/21/96-19 133 118.4140)MP(L3 09/10/96-6 288 4965.0000) S[2]=No Positions 09/19/96, 3326475.16, 2965145.78, 29%, 3121364.30, 205110.86, 3121364.30, 0.00, 1322550.00, 1184287.91, S[1]=JY(S3 08/21/96-20 133 118.4140)MP(L3 09/10/96-7 288 4965.0000)BP(S1 09/19/96-0 79 144.2366) S[2]=No Positions 09/20/96, 3366786.94, 2965487.61, 28%, 3121706.13, 245080.81, 3121706.13, 0.00, 1322550.00, 1184287.91, S[1]=JY(S3 08/21/96-21 133 118.4140)MP(L3 09/10/96-8 288 4965.0000)BP(S1 09/19/96-1 79 144.2366) S[2]=No Positions 09/23/96, 3379387.43, 3004664.90, 28%, 3122731.85, 256655.57, 3122731.85, 0.00, 1322550.00, 1184287.91, S[1]=JY(S3 08/21/96-22 133 118.4140)MP(L3 09/10/96-9 288 4965.0000)BP(S1 09/19/96-2 79 144.2366) S[2]=No Positions 09/24/96, 3090753.03, 2793285.90, 34%, 3056493.83, 34259.20, 3056493.83, 0.00, 2094987.00, 1194676.65, S[1]=JY(S3 08/21/96-23 133 118.4140)MP(L3 09/10/96-10 288 4965.0000)ED(L3 09/24/96-0 876 94.4063)US(L1 09/24/96-0 45 79.6884) S[2]=No Positions 09/25/96, 3359201.45, 2790514.00, 28%, 3056828.56, 302372.89, 3056828.56, 0.00, 2211087.00, 1194766.31, S[1]=JY(S3 08/21/96-24 133 118.4140)MP(L3 09/10/96-11 288 4965.0000)ED(L3 09/24/96-1 876 94.4063)US(L2 09/24/96-1 88 79.6884) S[2]=No Positions 09/26/96, 3572703.26, 2669391.44, 23%, 3057163.32, 515539.93, 3057163.32, 0.00, 2284526.00, 1195221.99, S[1]=JY(S3 08/21/96-25 133 118.4140)MP(L3 09/10/96-12 288 4965.0000)ED(L3 09/24/96-2 876 94.4063)US(L2 09/24/96-2 88 79.6884)CD(L1 09/26/96-0 2 75.5805)SF(S1 09/26/96-0 41 92.1630) S[2]=No Positions 09/27/96, 3702249.47, 2652940.81, 21%, 3057498.12, 644751.34, 3057498.12, 0.00, 2285268.00, 1195433.78, S[1]=JY(S3 08/21/96-26 133 118.4140)MP(L3 09/10/96-13 288 4965.0000)ED(L3 09/24/96-3 876 94.4063)US(L2 09/24/96-3 88 79.6884)CD(L2 09/26/96-1 3 75.5805)SF(S1 09/26/96-1 41 92.1630) S[2]=No Positions 09/30/96, 3780643.62, 2653945.44, 19%, 3058502.75, 722140.87, 3058502.75, 0.00, 2285268.00, 1195433.78, S[1]=JY(S3 08/21/96-27 133 118.4140)MP(L3 09/10/96-14 288 4965.0000)ED(L3 09/24/96-4 876 94.4063)US(L2 09/24/96-4 88 79.6884)CD(L2 09/26/96-2 3 75.5805)SF(S1 09/26/96-2 41 92.1630) S[2]=No Positions 10/01/96, 3786910.93, 2646698.29, 19%, 3058837.70, 728073.23, 3058837.70, 0.00, 2286010.00, 1196228.31, S[1]=JY(S3 08/21/96-28 133 118.4140)MP(L3 09/10/96-15 288 4965.0000)ED(L3 09/24/96-5 876 94.4063)US(L2 09/24/96-5 88 79.6884)CD(L3 09/26/96-3 4 75.5805)SF(S1 09/26/96-3 41 92.1630) S[2]=No Positions 10/02/96, 4007123.43, 2696907.52, 14%, 3059172.68, 947950.75, 3059172.68, 0.00, 2286010.00, 1196228.31, S[1]=JY(S3 08/21/96-29 133 118.4140)MP(L3 09/10/96-16 288 4965.0000)ED(L3 09/24/96-6 876 94.4063)US(L2 09/24/96-6 88 79.6884)CD(L3 09/26/96-4 4 75.5805)SF(S1 09/26/96-4 41 92.1630) S[2]=No Positions 10/03/96, 4213597.71, 2708879.99, 10%, 3059507.70, 1154090.00, 3059507.70, 0.00, 2286010.00, 1196228.31, S[1]=JY(S3 08/21/96-30 133 118.4140)MP(L3 09/10/96-17 288 4965.0000)ED(L3 09/24/96-7 876 94.4063)US(L2 09/24/96-7 88 79.6884)CD(L3 09/26/96-5 4 75.5805)SF(S1 09/26/96-5 41 92.1630) S[2]=No Positions 10/04/96, 4112406.85, 2663812.44, 12%, 3059842.76, 1052564.09, 3059842.76, 0.00, 2361475.00, 1196828.29, S[1]=JY(S3 08/21/96-31 133 118.4140)MP(L3 09/10/96-18 288 4965.0000)ED(L3 09/24/96-8 876 94.4063)US(L2 09/24/96-8 88 79.6884)CD(L3 09/26/96-6 4 75.5805)SF(S2 09/26/96-6 84 92.1630) S[2]=No Positions 10/07/96, 4611159.41, 2858060.94, 1%, 3060848.16, 1550311.26, 3060848.16, 0.00, 2361475.00, 1196828.29, S[1]=JY(S3 08/21/96-32 133 118.4140)MP(L3 09/10/96-19 288 4965.0000)ED(L3 09/24/96-9 876 94.4063)US(L2 09/24/96-9 88 79.6884)CD(L3 09/26/96-7 4 75.5805)SF(S2 09/26/96-7 84 92.1630) S[2]=No Positions 10/08/96, 4457312.59, 3239366.37, 5%, 3061183.36, 1396129.23, 3061183.36, 0.00, 2361475.00, 1196828.29, S[1]=JY(S3 08/21/96-33 133 118.4140)MP(L3 09/10/96-20 288 4965.0000)ED(L3 09/24/96-10 876 94.4063)US(L2 09/24/96-10 88 79.6884)CD(L3 09/26/96-8 4 75.5805)SF(S2 09/26/96-8 84 92.1630) S[2]=No Positions 10/09/96, 4392795.23, 3398377.48, 6%, 3061518.60, 1331276.63, 3061518.60, 0.00, 2361475.00, 1196828.29, S[1]=JY(S3 08/21/96-34 133 118.4140)MP(L3 09/10/96-21 288 4965.0000)ED(L3 09/24/96-11 876 94.4063)US(L2 09/24/96-11 88 79.6884)CD(L3 09/26/96-9 4 75.5805)SF(S2 09/26/96-9 84 92.1630) S[2]=No Positions 10/10/96, 4323916.15, 3450707.61, 7%, 3061853.88, 1262062.27, 3061853.88, 0.00, 2361475.00, 1196828.29, S[1]=JY(S3 08/21/96-35 133 118.4140)MP(L3 09/10/96-22 288 4965.0000)ED(L3 09/24/96-12 876 94.4063)US(L2 09/24/96-12 88 79.6884)CD(L3 09/26/96-10 4 75.5805)SF(S2 09/26/96-10 84 92.1630) S[2]=No Positions 10/11/96, 4090011.13, 3583185.64, 12%, 3188424.03, 901587.09, 3188424.03, 0.00, 1461475.00, 1206908.29, S[1]=JY(S3 08/21/96-36 133 118.4140)ED(L3 09/24/96-13 876 94.4063)US(L2 09/24/96-13 88 79.6884)CD(L3 09/26/96-11 4 75.5805)SF(S2 09/26/96-11 84 92.1630) S[2]=No Positions 10/14/96, 4233563.33, 3462356.45, 9%, 3189471.68, 1044091.65, 3189471.68, 0.00, 1722835.00, 1210580.02, S[1]=JY(S3 08/21/96-37 133 118.4140)ED(L3 09/24/96-14 876 94.4063)US(L2 09/24/96-14 88 79.6884)CD(L3 09/26/96-12 4 75.5805)SF(S2 09/26/96-12 84 92.1630)BP(L2 10/14/96-0 176 147.1780) S[2]=No Positions 10/15/96, 4218565.40, 3513551.39, 10%, 3189820.97, 1028744.44, 3189820.97, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-38 133 118.4140)ED(L3 09/24/96-15 876 94.4063)US(L2 09/24/96-14 88 79.6884)CD(L3 09/26/96-13 4 75.5805)SF(S3 09/26/96-13 134 92.1630)BP(L2 10/14/96-1 176 147.1780) S[2]=No Positions 10/16/96, 4518799.60, 3612092.72, 3%, 3190170.30, 1328629.31, 3190170.30, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-39 133 118.4140)ED(L3 09/24/96-16 876 94.4063)US(L2 09/24/96-15 88 79.6884)CD(L3 09/26/96-14 4 75.5805)SF(S3 09/26/96-14 134 92.1630)BP(L2 10/14/96-2 176 147.1780) S[2]=No Positions 10/17/96, 4461291.46, 3676443.55, 4%, 3190519.66, 1270771.79, 3190519.66, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-40 133 118.4140)ED(L3 09/24/96-17 876 94.4063)US(L2 09/24/96-16 88 79.6884)CD(L3 09/26/96-15 4 75.5805)SF(S3 09/26/96-15 134 92.1630)BP(L2 10/14/96-3 176 147.1780) S[2]=No Positions 10/18/96, 4690163.20, 3708790.63, 0%, 3190869.07, 1499294.13, 3190869.07, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-41 133 118.4140)ED(L3 09/24/96-18 876 94.4063)US(L2 09/24/96-17 88 79.6884)CD(L3 09/26/96-16 4 75.5805)SF(S3 09/26/96-16 134 92.1630)BP(L2 10/14/96-4 176 147.1780) S[2]=No Positions 10/21/96, 4879500.06, 3714827.65, 0%, 3191917.52, 1687582.54, 3191917.52, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-42 133 118.4140)ED(L3 09/24/96-19 876 94.4063)US(L2 09/24/96-18 88 79.6884)CD(L3 09/26/96-17 4 75.5805)SF(S3 09/26/96-17 134 92.1630)BP(L2 10/14/96-5 176 147.1780) S[2]=No Positions 10/22/96, 4909804.44, 3724776.81, 0%, 3192267.08, 1717537.37, 3192267.08, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-43 133 118.4140)ED(L3 09/24/96-20 876 94.4063)US(L2 09/24/96-19 88 79.6884)CD(L3 09/26/96-18 4 75.5805)SF(S3 09/26/96-18 134 92.1630)BP(L2 10/14/96-6 176 147.1780) S[2]=No Positions 10/23/96, 4817090.06, 3725126.41, 2%, 3192616.67, 1624473.39, 3192616.67, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-44 133 118.4140)ED(L3 09/24/96-21 876 94.4063)US(L2 09/24/96-20 88 79.6884)CD(L3 09/26/96-19 4 75.5805)SF(S3 09/26/96-19 134 92.1630)BP(L2 10/14/96-7 176 147.1780) S[2]=No Positions 10/24/96, 4950666.08, 3844524.15, 0%, 3192966.31, 1757699.77, 3192966.31, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-45 133 118.4140)ED(L3 09/24/96-22 876 94.4063)US(L2 09/24/96-21 88 79.6884)CD(L3 09/26/96-20 4 75.5805)SF(S3 09/26/96-20 134 92.1630)BP(L2 10/14/96-8 176 147.1780) S[2]=No Positions 10/25/96, 4881338.57, 3981120.66, 1%, 3193315.98, 1688022.59, 3193315.98, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-46 133 118.4140)ED(L3 09/24/96-23 876 94.4063)US(L2 09/24/96-22 88 79.6884)CD(L3 09/26/96-21 4 75.5805)SF(S3 09/26/96-21 134 92.1630)BP(L2 10/14/96-9 176 147.1780) S[2]=No Positions 10/28/96, 5198321.15, 4117345.97, 0%, 3194365.23, 2003955.92, 3194365.23, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-47 133 118.4140)ED(L3 09/24/96-24 876 94.4063)US(L2 09/24/96-23 88 79.6884)CD(L3 09/26/96-22 4 75.5805)SF(S3 09/26/96-22 134 92.1630)BP(L2 10/14/96-10 176 147.1780) S[2]=No Positions 10/29/96, 5359406.64, 4117695.80, 0%, 3194715.06, 2164691.58, 3194715.06, 0.00, 1810585.00, 1212205.04, S[1]=JY(S3 08/21/96-48 133 118.4140)ED(L3 09/24/96-25 876 94.4063)US(L2 09/24/96-24 88 79.6884)CD(L3 09/26/96-23 4 75.5805)SF(S3 09/26/96-23 134 92.1630)BP(L2 10/14/96-11 176 147.1780) S[2]=No Positions 10/30/96, 5418357.52, 4248742.02, 0%, 3094641.22, 2323716.30, 3094641.22, 0.00, 1575415.00, 1214382.62, S[1]=JY(S3 08/21/96-49 133 118.4140)ED(L3 09/24/96-26 876 94.4063)US(L2 09/24/96-25 88 79.6884)CD(L3 09/26/96-24 4 75.5805)BP(L2 10/14/96-12 176 147.1780) S[2]=No Positions 10/31/96, 5541614.96, 4202238.17, 0%, 3032806.53, 2508808.43, 3032806.53, 0.00, 1820400.00, 1217317.47, S[1]=JY(S3 08/21/96-50 133 118.4140)ED(L3 09/24/96-27 876 94.4063)US(L2 09/24/96-26 88 79.6884)CD(L3 09/26/96-25 4 75.5805)BP(L2 10/14/96-13 176 147.1780)MP(S1 10/31/96-0 52 4427.1040)SF(S1 10/31/96-0 47 90.8833) S[2]=No Positions 11/01/96, 5605236.10, 4214068.64, 0%, 2978429.72, 2626806.39, 2978429.72, 0.00, 1735120.00, 1225715.35, S[1]=JY(S3 08/21/96-51 133 118.4140)ED(L3 09/24/96-28 876 94.4063)US(L2 09/24/96-27 88 79.6884)CD(L3 09/26/96-26 4 75.5805)BP(L2 10/14/96-14 176 147.1780)SF(S2 10/31/96-1 91 90.8833) S[2]=No Positions 11/04/96, 5693139.89, 4307847.12, 0%, 2979408.36, 2713731.53, 2979408.36, 0.00, 1735120.00, 1225715.35, S[1]=JY(S3 08/21/96-52 133 118.4140)ED(L3 09/24/96-29 876 94.4063)US(L2 09/24/96-28 88 79.6884)CD(L3 09/26/96-27 4 75.5805)BP(L2 10/14/96-15 176 147.1780)SF(S2 10/31/96-2 91 90.8833) S[2]=No Positions 11/05/96, 5797489.43, 4326385.84, 0%, 2979734.65, 2817754.79, 2979734.65, 0.00, 1808830.00, 1226490.01, S[1]=JY(S3 08/21/96-53 133 118.4140)ED(L3 09/24/96-30 876 94.4063)US(L2 09/24/96-29 88 79.6884)CD(L3 09/26/96-28 4 75.5805)BP(L2 10/14/96-16 176 147.1780)SF(S3 10/31/96-3 133 90.8833) S[2]=No Positions 11/06/96, 6121591.16, 4353001.47, 0%, 2980060.97, 3141530.20, 2980060.97, 0.00, 1808830.00, 1226490.01, S[1]=JY(S3 08/21/96-54 133 118.4140)ED(L3 09/24/96-31 876 94.4063)US(L2 09/24/96-30 88 79.6884)CD(L3 09/26/96-29 4 75.5805)BP(L2 10/14/96-17 176 147.1780)SF(S3 10/31/96-4 133 90.8833) S[2]=No Positions 11/07/96, 5830889.54, 4349470.24, 5%, 3591520.47, 2239369.07, 3591520.47, 0.00, 1503595.00, 1307952.15, S[1]=ED(L3 09/24/96-32 876 94.4063)US(L2 09/24/96-31 88 79.6884)CD(L3 09/26/96-30 4 75.5805)BP(L2 10/14/96-18 176 147.1780)SF(S3 10/31/96-5 133 90.8833) S[2]=No Positions 11/08/96, 5882953.88, 4498912.42, 4%, 3591913.79, 2291040.09, 3591913.79, 0.00, 1503595.00, 1307952.15, S[1]=ED(L3 09/24/96-33 876 94.4063)US(L2 09/24/96-32 88 79.6884)CD(L3 09/26/96-31 4 75.5805)BP(L2 10/14/96-19 176 147.1780)SF(S3 10/31/96-6 133 90.8833) S[2]=No Positions 11/11/96, 5706774.86, 4492526.49, 7%, 3448835.92, 2257938.94, 3448835.92, 0.00, 1270180.00, 1313840.38, S[1]=ED(L3 09/24/96-34 876 94.4063)US(L2 09/24/96-33 88 79.6884)CD(L3 09/26/96-32 4 75.5805)BP(L2 10/14/96-20 176 147.1780) S[2]=No Positions 11/12/96, 5627153.77, 4922715.97, 8%, 3449213.61, 2177940.16, 3449213.61, 0.00, 1270180.00, 1313840.38, S[1]=ED(L3 09/24/96-35 876 94.4063)US(L2 09/24/96-33 88 79.6884)CD(L3 09/26/96-33 4 75.5805)BP(L2 10/14/96-21 176 147.1780) S[2]=No Positions 11/13/96, 5726135.53, 5066593.58, 6%, 3449591.35, 2276544.18, 3449591.35, 0.00, 1270180.00, 1313840.38, S[1]=ED(L3 09/24/96-36 876 94.4063)US(L2 09/24/96-34 88 79.6884)CD(L3 09/26/96-34 4 75.5805)BP(L2 10/14/96-22 176 147.1780) S[2]=No Positions 11/14/96, 5840963.23, 5222869.40, 5%, 3449969.12, 2390994.10, 3449969.12, 0.00, 1270180.00, 1313840.38, S[1]=ED(L3 09/24/96-37 876 94.4063)US(L2 09/24/96-35 88 79.6884)CD(L3 09/26/96-35 4 75.5805)BP(L2 10/14/96-23 176 147.1780) S[2]=No Positions 11/15/96, 5825936.68, 5194272.99, 5%, 3949308.64, 1876628.04, 3949308.64, 0.00, 1346187.00, 1354746.57, S[1]=ED(L3 09/24/96-38 876 94.4063)US(L2 09/24/96-36 88 79.6884)BP(L2 10/14/96-24 176 147.1780)SF(S1 11/15/96-0 45 90.2551) S[2]=No Positions 11/18/96, 5796311.68, 5134236.46, 5%, 3950606.30, 1845705.38, 3950606.30, 0.00, 1462017.00, 1357281.59, S[1]=ED(L3 09/24/96-39 876 94.4063)US(L2 09/24/96-37 88 79.6884)BP(L3 10/14/96-25 254 147.1780)SF(S1 11/15/96-1 45 90.2551) S[2]=No Positions 11/19/96, 5857207.27, 5162169.10, 4%, 3951038.94, 1906168.33, 3951038.94, 0.00, 1462017.00, 1357281.59, S[1]=ED(L3 09/24/96-40 876 94.4063)US(L2 09/24/96-38 88 79.6884)BP(L3 10/14/96-26 254 147.1780)SF(S1 11/15/96-2 45 90.2551) S[2]=No Positions 11/20/96, 5973152.16, 5206601.12, 2%, 3951471.63, 2021680.52, 3951471.63, 0.00, 1462017.00, 1357281.59, S[1]=ED(L3 09/24/96-41 876 94.4063)US(L2 09/24/96-39 88 79.6884)BP(L3 10/14/96-27 254 147.1780)SF(S1 11/15/96-3 45 90.2551) S[2]=No Positions 11/21/96, 6092251.16, 5244321.77, 0%, 3951904.37, 2140346.78, 3951904.37, 0.00, 1462017.00, 1357281.59, S[1]=ED(L3 09/24/96-42 876 94.4063)US(L2 09/24/96-40 88 79.6884)BP(L3 10/14/96-28 254 147.1780)SF(S1 11/15/96-4 45 90.2551) S[2]=No Positions 11/22/96, 6221810.40, 5309104.29, 0%, 3952337.16, 2269473.24, 3952337.16, 0.00, 1462017.00, 1357281.59, S[1]=ED(L3 09/24/96-43 876 94.4063)US(L2 09/24/96-41 88 79.6884)BP(L3 10/14/96-29 254 147.1780)SF(S1 11/15/96-5 45 90.2551) S[2]=No Positions 11/25/96, 5942329.27, 5248794.55, 4%, 3953635.81, 1988693.46, 3953635.81, 0.00, 1648047.00, 1361539.58, S[1]=ED(L3 09/24/96-44 876 94.4063)US(L2 09/24/96-42 88 79.6884)BP(L3 10/14/96-30 254 147.1780)SF(S3 11/15/96-6 151 90.2551) S[2]=No Positions 11/26/96, 5991824.57, 5326778.40, 4%, 3954068.79, 2037755.79, 3954068.79, 0.00, 1648047.00, 1361539.58, S[1]=ED(L3 09/24/96-45 876 94.4063)US(L2 09/24/96-43 88 79.6884)BP(L3 10/14/96-31 254 147.1780)SF(S3 11/15/96-7 151 90.2551) S[2]=No Positions 11/27/96, 6055483.40, 5508186.19, 3%, 3954501.81, 2100981.59, 3954501.81, 0.00, 1648047.00, 1361539.58, S[1]=ED(L3 09/24/96-46 876 94.4063)US(L2 09/24/96-44 88 79.6884)BP(L3 10/14/96-32 254 147.1780)SF(S3 11/15/96-8 151 90.2551) S[2]=No Positions 11/28/96, 6127903.51, 5508619.26, 2%, 3954934.88, 2172968.62, 3954934.88, 0.00, 1648047.00, 1361539.58, S[1]=ED(L3 09/24/96-47 876 94.4063)US(L2 09/24/96-45 88 79.6884)BP(L3 10/14/96-33 254 147.1780)SF(S3 11/15/96-9 151 90.2551) S[2]=No Positions 11/29/96, 6100633.99, 5465961.33, 2%, 3955368.00, 2145265.99, 3955368.00, 0.00, 1776567.00, 1362117.06, S[1]=ED(L3 09/24/96-47 876 94.4063)US(L2 09/24/96-45 88 79.6884)BP(L3 10/14/96-33 254 147.1780)SF(S3 11/15/96-9 151 90.2551)JY(S1 11/29/96-0 56 112.6442) S[2]=No Positions 12/02/96, 6379542.32, 5425159.67, 0%, 3956667.65, 2422874.67, 3956667.65, 0.00, 2033607.00, 1367379.18, S[1]=ED(L3 09/24/96-48 876 94.4063)US(L2 09/24/96-46 88 79.6884)BP(L3 10/14/96-34 254 147.1780)SF(S3 11/15/96-10 151 90.2551)JY(S3 11/29/96-1 168 112.6442) S[2]=No Positions 12/03/96, 6178008.80, 5376140.17, 3%, 4668787.20, 1509221.60, 4668787.20, 0.00, 1270857.00, 1422634.06, S[1]=ED(L3 09/24/96-49 876 94.4063)US(L2 09/24/96-47 88 79.6884)SF(S3 11/15/96-11 151 90.2551) S[2]=No Positions 12/04/96, 6145244.87, 5376651.46, 4%, 4669298.50, 1475946.37, 4669298.50, 0.00, 1270857.00, 1422634.06, S[1]=ED(L3 09/24/96-50 876 94.4063)US(L2 09/24/96-48 88 79.6884)SF(S3 11/15/96-12 151 90.2551) S[2]=No Positions 12/05/96, 6024449.86, 5373082.10, 6%, 5076620.31, 947829.55, 5076620.31, 0.00, 1033257.00, 1425659.06, S[1]=ED(L3 09/24/96-51 876 94.4063)SF(S3 11/15/96-13 151 90.2551) S[2]=No Positions 12/06/96, 5809072.72, 5275126.70, 9%, 5448365.15, 360707.57, 5448365.15, 0.00, 265005.00, 1513261.06, S[1]=SF(S3 11/15/96-14 151 90.2551) S[2]=No Positions 12/09/96, 5835401.35, 5380513.16, 9%, 5450155.36, 385245.99, 5450155.36, 0.00, 265005.00, 1513261.06, S[1]=SF(S3 11/15/96-15 151 90.2551) S[2]=No Positions 12/10/96, 5960572.47, 5492473.28, 7%, 5450752.23, 509820.24, 5450752.23, 0.00, 265005.00, 1513261.06, S[1]=SF(S3 11/15/96-16 151 90.2551) S[2]=No Positions 12/11/96, 5880982.22, 5396393.57, 8%, 5451349.16, 429633.05, 5451349.16, 0.00, 266489.00, 1514461.17, S[1]=SF(S3 11/15/96-17 151 90.2551)CD(S1 12/11/96-0 2 75.3640) S[2]=No Positions 12/12/96, 5741704.23, 5502690.11, 10%, 5451946.16, 289758.07, 5451946.16, 0.00, 266489.00, 1514461.17, S[1]=SF(S3 11/15/96-18 151 90.2551)CD(S1 12/11/96-1 2 75.3640) S[2]=No Positions 12/13/96, 5747826.46, 5503287.17, 10%, 5452543.22, 295283.24, 5452543.22, 0.00, 266489.00, 1514461.17, S[1]=SF(S3 11/15/96-19 151 90.2551)CD(S1 12/11/96-2 2 75.3640) S[2]=No Positions 12/16/96, 5864580.80, 5425252.40, 8%, 5454334.80, 410246.00, 5454334.80, 0.00, 267973.00, 1516589.31, S[1]=SF(S3 11/15/96-20 151 90.2551)CD(S2 12/11/96-3 4 75.3640) S[2]=No Positions 12/17/96, 5937115.96, 5399804.50, 7%, 5454932.13, 482183.83, 5454932.13, 0.00, 269457.00, 1516989.24, S[1]=SF(S3 11/15/96-21 151 90.2551)CD(S3 12/11/96-4 6 75.3640) S[2]=No Positions 12/18/96, 5864027.23, 5400401.89, 8%, 5455529.52, 408497.71, 5455529.52, 0.00, 269457.00, 1516989.24, S[1]=SF(S3 11/15/96-22 151 90.2551)CD(S3 12/11/96-5 6 75.3640) S[2]=No Positions 12/19/96, 6019134.35, 5400999.34, 6%, 5456126.97, 563007.37, 5456126.97, 0.00, 269457.00, 1516989.24, S[1]=SF(S3 11/15/96-23 151 90.2551)CD(S3 12/11/96-6 6 75.3640) S[2]=No Positions 12/20/96, 6085122.07, 5518622.38, 5%, 5456724.49, 628397.58, 5456724.49, 0.00, 269457.00, 1516989.24, S[1]=SF(S3 11/15/96-24 151 90.2551)CD(S3 12/11/96-7 6 75.3640) S[2]=No Positions 12/23/96, 6078961.14, 5411825.72, 5%, 5458517.45, 620443.69, 5458517.45, 0.00, 710082.00, 1518357.14, S[1]=SF(S3 11/15/96-25 151 90.2551)CD(S3 12/11/96-8 6 75.3640)MP(L1 12/23/96-0 141 5236.5376) S[2]=No Positions 12/24/96, 6087272.70, 5412423.50, 5%, 5459115.23, 628157.46, 5459115.23, 0.00, 710082.00, 1518357.14, S[1]=SF(S3 11/15/96-26 151 90.2551)CD(S3 12/11/96-9 6 75.3640)MP(L1 12/23/96-1 141 5236.5376) S[2]=No Positions 12/25/96, 6137774.02, 5413021.35, 4%, 5459713.08, 678060.94, 5459713.08, 0.00, 710082.00, 1518357.14, S[1]=SF(S3 11/15/96-27 151 90.2551)CD(S3 12/11/96-10 6 75.3640)MP(L1 12/23/96-2 141 5236.5376) S[2]=No Positions 12/26/96, 6138371.94, 5413619.26, 4%, 5460310.99, 678060.94, 5460310.99, 0.00, 710082.00, 1518357.14, S[1]=SF(S3 11/15/96-27 151 90.2551)CD(S3 12/11/96-10 6 75.3640)MP(L1 12/23/96-2 141 5236.5376) S[2]=No Positions 12/27/96, 5808260.74, 5161801.54, 9%, 5460908.97, 347351.77, 5460908.97, 0.00, 1093212.00, 1530147.68, S[1]=SF(S3 11/15/96-28 151 90.2551)CD(S3 12/11/96-11 6 75.3640)MP(L1 12/23/96-3 141 5236.5376)BP(L3 12/27/96-0 258 157.9620) S[2]=No Positions 12/30/96, 6366904.94, 5363371.79, 0%, 5462703.30, 904201.64, 5462703.30, 0.00, 1093212.00, 1530147.68, S[1]=SF(S3 11/15/96-29 151 90.2551)CD(S3 12/11/96-12 6 75.3640)MP(L1 12/23/96-4 141 5236.5376)BP(L3 12/27/96-1 258 157.9620) S[2]=No Positions 12/31/96, 6392178.06, 5393967.28, 0%, 5463301.54, 928876.51, 5463301.54, 0.00, 1093212.00, 1530147.68, S[1]=SF(S3 11/15/96-30 151 90.2551)CD(S3 12/11/96-13 6 75.3640)MP(L1 12/23/96-5 141 5236.5376)BP(L3 12/27/96-2 258 157.9620) S[2]=No Positions 01/01/97, 6681199.64, 5394565.59, 0%, 5463899.85, 1217299.79, 5463899.85, 0.00, 1093212.00, 1530147.68, S[1]=SF(S3 11/15/96-31 151 90.2551)CD(S3 12/11/96-14 6 75.3640)MP(L1 12/23/96-6 141 5236.5376)BP(L3 12/27/96-3 258 157.9620) S[2]=No Positions 01/02/97, 6473543.01, 5293969.75, 3%, 5464498.22, 1009044.79, 5464498.22, 0.00, 1741212.00, 1539508.22, S[1]=SF(S3 11/15/96-31 151 90.2551)CD(S3 12/11/96-14 6 75.3640)MP(L1 12/23/96-6 141 5236.5376)BP(L3 12/27/96-3 258 157.9620)US(S3 01/02/97-0 240 82.5629) S[2]=No Positions 01/03/97, 6496857.42, 5158536.38, 3%, 5465096.66, 1031760.76, 5465096.66, 0.00, 2778712.00, 1542590.56, S[1]=SF(S3 11/15/96-32 151 90.2551)CD(S3 12/11/96-15 6 75.3640)MP(L3 12/23/96-7 473 5236.5376)BP(L3 12/27/96-4 258 157.9620)US(S3 01/02/97-1 240 82.5629) S[2]=No Positions 01/06/97, 6584324.63, 5191492.18, 1%, 5466892.37, 1117432.26, 5466892.37, 0.00, 2778712.00, 1542590.56, S[1]=SF(S3 11/15/96-33 151 90.2551)CD(S3 12/11/96-16 6 75.3640)MP(L3 12/23/96-8 473 5236.5376)BP(L3 12/27/96-5 258 157.9620)US(S3 01/02/97-2 240 82.5629) S[2]=No Positions 01/07/97, 6404551.80, 5147244.23, 4%, 5342954.80, 1061597.00, 5342954.80, 0.00, 3598640.00, 1555680.43, S[1]=SF(S3 11/15/96-34 151 90.2551)MP(L3 12/23/96-9 473 5236.5376)BP(L3 12/27/96-6 258 157.9620)US(S3 01/02/97-3 240 82.5629)ED(S1 01/07/97-0 940 94.5342) S[2]=No Positions 01/08/97, 6587088.03, 5155379.53, 1%, 5343539.92, 1243548.10, 5343539.92, 0.00, 3598640.00, 1555680.43, S[1]=SF(S3 11/15/96-35 151 90.2551)MP(L3 12/23/96-10 473 5236.5376)BP(L3 12/27/96-7 258 157.9620)US(S3 01/02/97-4 240 82.5629)ED(S1 01/07/97-1 940 94.5342) S[2]=No Positions 01/09/97, 6680947.79, 5155964.72, 0%, 5344125.11, 1336822.68, 5344125.11, 0.00, 3598640.00, 1555680.43, S[1]=SF(S3 11/15/96-36 151 90.2551)MP(L3 12/23/96-11 473 5236.5376)BP(L3 12/27/96-8 258 157.9620)US(S3 01/02/97-5 240 82.5629)ED(S1 01/07/97-2 940 94.5342) S[2]=No Positions 01/10/97, 6648827.10, 5100121.68, 0%, 5344710.37, 1304116.73, 5344710.37, 0.00, 4457223.00, 1563821.83, S[1]=SF(S3 11/15/96-37 151 90.2551)MP(L3 12/23/96-12 473 5236.5376)BP(L3 12/27/96-9 258 157.9620)US(S3 01/02/97-6 240 82.5629)ED(S2 01/07/97-3 1919 94.5342) S[2]=No Positions 01/13/97, 6826415.08, 5050246.58, 0%, 5065550.54, 1760864.54, 5065550.54, 0.00, 4074093.00, 1612197.33, S[1]=SF(S3 11/15/96-38 151 90.2551)MP(L3 12/23/96-13 473 5236.5376)US(S3 01/02/97-7 240 82.5629)ED(S2 01/07/97-4 1919 94.5342) S[2]=No Positions 01/14/97, 6755654.40, 4872589.64, 1%, 5066105.29, 1689549.11, 5066105.29, 0.00, 4395393.00, 1616556.84, S[1]=SF(S3 11/15/96-39 151 90.2551)MP(L3 12/23/96-14 473 5236.5376)US(S3 01/02/97-8 240 82.5629)ED(S2 01/07/97-5 1919 94.5342)JY(S2 01/14/97-0 140 110.0210) S[2]=No Positions 01/15/97, 6553790.73, 4897411.76, 4%, 5066660.10, 1487130.64, 5066660.10, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-40 151 90.2551)MP(L3 12/23/96-15 473 5236.5376)US(S3 01/02/97-9 240 82.5629)ED(S2 01/07/97-6 1919 94.5342)JY(S3 01/14/97-1 211 110.0210) S[2]=No Positions 01/16/97, 6481174.81, 5174419.18, 5%, 5067214.97, 1413959.84, 5067214.97, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-41 151 90.2551)MP(L3 12/23/96-16 473 5236.5376)US(S3 01/02/97-10 240 82.5629)ED(S2 01/07/97-7 1919 94.5342)JY(S3 01/14/97-2 211 110.0210) S[2]=No Positions 01/17/97, 6546349.58, 5404849.11, 4%, 5067769.90, 1478579.68, 5067769.90, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-42 151 90.2551)MP(L3 12/23/96-17 473 5236.5376)US(S3 01/02/97-11 240 82.5629)ED(S2 01/07/97-8 1919 94.5342)JY(S3 01/14/97-3 211 110.0210) S[2]=No Positions 01/20/97, 6954434.32, 5406514.27, 0%, 5069435.05, 1884999.27, 5069435.05, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-43 151 90.2551)MP(L3 12/23/96-18 473 5236.5376)US(S3 01/02/97-12 240 82.5629)ED(S2 01/07/97-9 1919 94.5342)JY(S3 01/14/97-4 211 110.0210) S[2]=No Positions 01/21/97, 6954989.49, 5430719.44, 0%, 5069990.22, 1884999.27, 5069990.22, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-43 151 90.2551)MP(L3 12/23/96-18 473 5236.5376)US(S3 01/02/97-12 240 82.5629)ED(S2 01/07/97-9 1919 94.5342)JY(S3 01/14/97-4 211 110.0210) S[2]=No Positions 01/22/97, 7287351.90, 5630074.27, 0%, 5070545.45, 2216806.45, 5070545.45, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-44 151 90.2551)MP(L3 12/23/96-19 473 5236.5376)US(S3 01/02/97-13 240 82.5629)ED(S2 01/07/97-10 1919 94.5342)JY(S3 01/14/97-5 211 110.0210) S[2]=No Positions 01/23/97, 7742249.84, 5658942.35, 0%, 5071100.75, 2671149.09, 5071100.75, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-45 151 90.2551)MP(L3 12/23/96-20 473 5236.5376)US(S3 01/02/97-14 240 82.5629)ED(S2 01/07/97-11 1919 94.5342)JY(S3 01/14/97-6 211 110.0210) S[2]=No Positions 01/24/97, 7882368.91, 5727447.82, 0%, 5071656.10, 2810712.81, 5071656.10, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-46 151 90.2551)MP(L3 12/23/96-21 473 5236.5376)US(S3 01/02/97-15 240 82.5629)ED(S2 01/07/97-12 1919 94.5342)JY(S3 01/14/97-7 211 110.0210) S[2]=No Positions 01/27/97, 7719250.60, 5994135.28, 2%, 5073322.53, 2645928.07, 5073322.53, 0.00, 4558338.00, 1616823.14, S[1]=SF(S3 11/15/96-47 151 90.2551)MP(L3 12/23/96-22 473 5236.5376)US(S3 01/02/97-16 240 82.5629)ED(S2 01/07/97-13 1919 94.5342)JY(S3 01/14/97-8 211 110.0210) S[2]=No Positions 01/28/97, 7892544.02, 6028304.85, 0%, 4881556.22, 3010987.79, 4881556.22, 0.00, 2875375.00, 1626420.19, S[1]=SF(S3 11/15/96-48 151 90.2551)MP(L3 12/23/96-23 473 5236.5376)US(S3 01/02/97-17 240 82.5629)JY(S3 01/14/97-9 211 110.0210) S[2]=No Positions 01/29/97, 8254546.71, 6038277.52, 0%, 4882090.82, 3372455.89, 4882090.82, 0.00, 2875375.00, 1626420.19, S[1]=SF(S3 11/15/96-49 151 90.2551)MP(L3 12/23/96-24 473 5236.5376)US(S3 01/02/97-18 240 82.5629)JY(S3 01/14/97-10 211 110.0210) S[2]=No Positions 01/30/97, 8244574.19, 6097324.22, 0%, 4882625.48, 3361948.72, 4882625.48, 0.00, 2875375.00, 1626420.19, S[1]=SF(S3 11/15/96-50 151 90.2551)MP(L3 12/23/96-25 473 5236.5376)US(S3 01/02/97-19 240 82.5629)JY(S3 01/14/97-11 211 110.0210) S[2]=No Positions 01/31/97, 8173134.60, 6320284.51, 1%, 4883160.19, 3289974.41, 4883160.19, 0.00, 2875375.00, 1626420.19, S[1]=SF(S3 11/15/96-51 151 90.2551)MP(L3 12/23/96-26 473 5236.5376)US(S3 01/02/97-20 240 82.5629)JY(S3 01/14/97-12 211 110.0210) S[2]=No Positions 02/03/97, 7962417.96, 6752119.39, 4%, 4837004.82, 3125413.15, 4837004.82, 0.00, 2394775.00, 1636966.98, S[1]=SF(S3 11/15/96-52 151 90.2551)MP(L3 12/23/96-27 473 5236.5376)JY(S3 01/14/97-13 211 110.0210)US(L1 02/03/97-0 62 82.5567) S[2]=No Positions 02/04/97, 8059188.74, 6953468.71, 2%, 4837534.54, 3221654.21, 4837534.54, 0.00, 2394775.00, 1636966.98, S[1]=SF(S3 11/15/96-53 151 90.2551)MP(L3 12/23/96-28 473 5236.5376)JY(S3 01/14/97-14 211 110.0210)US(L1 02/03/97-1 62 82.5567) S[2]=No Positions 02/05/97, 8288227.79, 6882160.75, 0%, 4838064.31, 3450163.48, 4838064.31, 0.00, 2564875.00, 1637950.92, S[1]=SF(S3 11/15/96-54 151 90.2551)MP(L3 12/23/96-29 473 5236.5376)JY(S3 01/14/97-15 211 110.0210)US(L2 02/03/97-2 125 82.5567) S[2]=No Positions 02/06/97, 8550013.10, 6882690.58, 0%, 4838594.15, 3711418.95, 4838594.15, 0.00, 2564875.00, 1637950.92, S[1]=SF(S3 11/15/96-55 151 90.2551)MP(L3 12/23/96-30 473 5236.5376)JY(S3 01/14/97-16 211 110.0210)US(L2 02/03/97-3 125 82.5567) S[2]=No Positions 02/07/97, 8493657.17, 7074040.19, 1%, 4839124.04, 3654533.13, 4839124.04, 0.00, 2743075.00, 1638749.13, S[1]=SF(S3 11/15/96-56 151 90.2551)MP(L3 12/23/96-31 473 5236.5376)JY(S3 01/14/97-17 211 110.0210)US(L3 02/03/97-4 191 82.5567) S[2]=No Positions 02/10/97, 8553573.19, 7361985.64, 0%, 4840714.06, 3712859.13, 4840714.06, 0.00, 2743075.00, 1638749.13, S[1]=SF(S3 11/15/96-57 151 90.2551)MP(L3 12/23/96-32 473 5236.5376)JY(S3 01/14/97-18 211 110.0210)US(L3 02/03/97-5 191 82.5567) S[2]=No Positions 02/11/97, 8555222.13, 7473290.28, 0%, 4841244.19, 3713977.94, 4841244.19, 0.00, 2743075.00, 1638749.13, S[1]=SF(S3 11/15/96-58 151 90.2551)MP(L3 12/23/96-33 473 5236.5376)JY(S3 01/14/97-19 211 110.0210)US(L3 02/03/97-6 191 82.5567) S[2]=No Positions 02/12/97, 8733369.98, 7521508.43, 0%, 4841774.37, 3891595.60, 4841774.37, 0.00, 2743075.00, 1638749.13, S[1]=SF(S3 11/15/96-59 151 90.2551)MP(L3 12/23/96-34 473 5236.5376)JY(S3 01/14/97-20 211 110.0210)US(L3 02/03/97-7 191 82.5567) S[2]=No Positions 02/13/97, 9088468.73, 7622300.94, 0%, 4842304.61, 4246164.12, 4842304.61, 0.00, 2743075.00, 1638749.13, S[1]=SF(S3 11/15/96-60 151 90.2551)MP(L3 12/23/96-35 473 5236.5376)JY(S3 01/14/97-21 211 110.0210)US(L3 02/03/97-8 191 82.5567) S[2]=No Positions 02/14/97, 9315515.87, 7671438.49, 0%, 4842834.91, 4472680.95, 4842834.91, 0.00, 3446429.00, 1639717.43, S[1]=SF(S3 11/15/96-61 151 90.2551)MP(L3 12/23/96-36 473 5236.5376)JY(S3 01/14/97-22 211 110.0210)US(L3 02/03/97-9 191 82.5567)ED(L1 02/14/97-0 802 94.6656) S[2]=No Positions 02/17/97, 9618225.58, 7673029.74, 0%, 4844426.16, 4773799.43, 4844426.16, 0.00, 3446429.00, 1639717.43, S[1]=SF(S3 11/15/96-62 151 90.2551)MP(L3 12/23/96-37 473 5236.5376)JY(S3 01/14/97-23 211 110.0210)US(L3 02/03/97-10 191 82.5567)ED(L1 02/14/97-1 802 94.6656) S[2]=No Positions 02/18/97, 9583217.52, 7700425.51, 0%, 4844956.69, 4738260.83, 4844956.69, 0.00, 4127858.00, 1640084.97, S[1]=SF(S3 11/15/96-62 151 90.2551)MP(L3 12/23/96-37 473 5236.5376)JY(S3 01/14/97-23 211 110.0210)US(L3 02/03/97-10 191 82.5567)ED(L2 02/14/97-1 1579 94.6656) S[2]=No Positions 02/19/97, 9478823.57, 7760081.10, 1%, 4845487.28, 4633336.30, 4845487.28, 0.00, 4127858.00, 1640084.97, S[1]=SF(S3 11/15/96-63 151 90.2551)MP(L3 12/23/96-38 473 5236.5376)JY(S3 01/14/97-24 211 110.0210)US(L3 02/03/97-11 191 82.5567)ED(L2 02/14/97-2 1579 94.6656) S[2]=No Positions 02/20/97, 9820793.94, 7796086.75, 0%, 4846017.92, 4974776.02, 4846017.92, 0.00, 4127858.00, 1640084.97, S[1]=SF(S3 11/15/96-64 151 90.2551)MP(L3 12/23/96-39 473 5236.5376)JY(S3 01/14/97-25 211 110.0210)US(L3 02/03/97-12 191 82.5567)ED(L2 02/14/97-3 1579 94.6656) S[2]=No Positions 02/21/97, 9395936.35, 7934386.14, 4%, 4846548.63, 4549387.72, 4846548.63, 0.00, 4127858.00, 1640084.97, S[1]=SF(S3 11/15/96-65 151 90.2551)MP(L3 12/23/96-40 473 5236.5376)JY(S3 01/14/97-26 211 110.0210)US(L3 02/03/97-13 191 82.5567)ED(L2 02/14/97-4 1579 94.6656) S[2]=No Positions 02/24/97, 9544884.67, 8058134.46, 3%, 4848141.10, 4696743.57, 4848141.10, 0.00, 4127858.00, 1640084.97, S[1]=SF(S3 11/15/96-66 151 90.2551)MP(L3 12/23/96-41 473 5236.5376)JY(S3 01/14/97-27 211 110.0210)US(L3 02/03/97-14 191 82.5567)ED(L2 02/14/97-5 1579 94.6656) S[2]=No Positions 02/25/97, 9094735.06, 8205013.89, 7%, 5849253.94, 3245481.11, 5849253.94, 0.00, 3643613.00, 1641931.21, S[1]=SF(S3 11/15/96-67 151 90.2551)MP(L3 12/23/96-42 473 5236.5376)US(L3 02/03/97-15 191 82.5567)ED(L2 02/14/97-6 1579 94.6656) S[2]=No Positions 02/26/97, 8839990.68, 8237432.89, 10%, 5574673.01, 3265317.66, 5574673.01, 0.00, 1743130.00, 1678597.70, S[1]=SF(S3 11/15/96-68 151 90.2551)MP(L3 12/23/96-43 473 5236.5376) S[2]=No Positions 02/27/97, 8532661.57, 8208011.34, 13%, 6471316.09, 2061345.47, 6471316.09, 0.00, 265005.00, 1742452.70, S[1]=SF(S3 11/15/96-69 151 90.2551) S[2]=No Positions 02/28/97, 8501283.11, 8303095.03, 13%, 6472024.79, 2029258.32, 6472024.79, 0.00, 265005.00, 1742452.70, S[1]=SF(S3 11/15/96-70 151 90.2551) S[2]=No Positions 03/03/97, 8314349.37, 8047756.60, 15%, 6474151.35, 1840198.02, 6474151.35, 0.00, 1048355.00, 1744662.77, S[1]=SF(S3 11/15/96-71 151 90.2551)MP(S1 03/03/97-0 166 5378.0024)US(S1 03/03/97-0 98 81.2719) S[2]=No Positions 03/04/97, 8385536.80, 8045511.69, 15%, 6342773.36, 2042763.44, 6342773.36, 0.00, 529605.00, 1745527.26, S[1]=SF(S3 11/15/96-72 151 90.2551)US(S1 03/03/97-1 98 81.2719) S[2]=No Positions 03/05/97, 8248272.71, 7709458.76, 16%, 6343467.98, 1904804.73, 6343467.98, 0.00, 1734405.00, 1750527.69, S[1]=SF(S3 11/15/96-73 151 90.2551)US(S2 03/03/97-2 197 81.2719)MP(S2 03/05/97-0 300 5350.0000) S[2]=No Positions 03/06/97, 8145264.33, 7692260.47, 17%, 6084092.58, 2061171.76, 6084092.58, 0.00, 796905.00, 1764642.19, S[1]=SF(S3 11/15/96-74 151 90.2551)US(S2 03/03/97-3 197 81.2719) S[2]=No Positions 03/07/97, 8092454.84, 7518119.77, 18%, 6084758.87, 2007695.97, 6084758.87, 0.00, 1180845.00, 1767092.90, S[1]=SF(S3 11/15/96-75 151 90.2551)US(S3 03/03/97-4 293 81.2719)BP(S1 03/07/97-0 84 149.6646) S[2]=No Positions 03/10/97, 8021798.74, 7563532.21, 18%, 6086758.18, 1935040.56, 6086758.18, 0.00, 1180845.00, 1767092.90, S[1]=SF(S3 11/15/96-76 151 90.2551)US(S3 03/03/97-5 293 81.2719)BP(S1 03/07/97-1 84 149.6646) S[2]=No Positions 03/11/97, 7921646.68, 7598173.85, 19%, 6087424.76, 1834221.91, 6087424.76, 0.00, 1180845.00, 1767092.90, S[1]=SF(S3 11/15/96-77 151 90.2551)US(S3 03/03/97-6 293 81.2719)BP(S1 03/07/97-2 84 149.6646) S[2]=No Positions 03/12/97, 7732607.35, 7499633.91, 21%, 7988830.93, -256223.58, 7988830.93, 0.00, 1043550.00, 1773670.43, S[1]=US(S3 03/03/97-7 293 81.2719)BP(S2 03/07/97-3 170 149.6646) S[2]=No Positions 03/13/97, 7920013.03, 7514961.15, 19%, 7989705.81, -69692.78, 7989705.81, 0.00, 1043550.00, 1773670.43, S[1]=US(S3 03/03/97-8 293 81.2719)BP(S2 03/07/97-4 170 149.6646) S[2]=No Positions 03/14/97, 8176743.73, 7402283.58, 17%, 7990580.79, 186162.93, 7990580.79, 0.00, 1263870.00, 1775143.79, S[1]=US(S3 03/03/97-9 293 81.2719)BP(S2 03/07/97-5 170 149.6646)JY(S1 03/14/97-0 96 104.1505) S[2]=No Positions 03/17/97, 7973032.05, 7296631.21, 19%, 7993206.32, -20174.27, 7993206.32, 0.00, 1265354.00, 1777426.50, S[1]=US(S3 03/03/97-10 293 81.2719)BP(S2 03/07/97-6 170 149.6646)JY(S1 03/14/97-1 96 104.1505)CD(S1 03/17/97-0 2 74.5027) S[2]=No Positions 03/18/97, 8166944.57, 7211895.96, 17%, 7994081.68, 172862.89, 7994081.68, 0.00, 1266838.00, 1778279.32, S[1]=US(S3 03/03/97-11 293 81.2719)BP(S2 03/07/97-7 170 149.6646)JY(S1 03/14/97-2 96 104.1505)CD(S2 03/17/97-1 4 74.5027) S[2]=No Positions 03/19/97, 8115966.57, 7161657.53, 17%, 7994957.14, 121009.43, 7994957.14, 0.00, 1268322.00, 1781455.44, S[1]=US(S3 03/03/97-12 293 81.2719)BP(S2 03/07/97-8 170 149.6646)JY(S1 03/14/97-3 96 104.1505)CD(S3 03/17/97-2 6 74.5027) S[2]=No Positions 03/20/97, 7939692.07, 6947398.44, 19%, 7995832.70, -56140.63, 7995832.70, 0.00, 3357336.00, 1786605.27, S[1]=US(S3 03/03/97-13 293 81.2719)BP(S2 03/07/97-9 170 149.6646)JY(S1 03/14/97-4 96 104.1505)CD(S3 03/17/97-3 6 74.5027)ED(S2 03/20/97-0 2382 94.4938) S[2]=No Positions 03/21/97, 8346094.27, 6966586.60, 15%, 7996708.36, 349385.91, 7996708.36, 0.00, 3357336.00, 1786605.27, S[1]=US(S3 03/03/97-14 293 81.2719)BP(S2 03/07/97-10 170 149.6646)JY(S1 03/14/97-5 96 104.1505)CD(S3 03/17/97-4 6 74.5027)ED(S2 03/20/97-1 2382 94.4938) S[2]=No Positions 03/24/97, 8166287.34, 6950727.83, 17%, 7829596.27, 336691.07, 7829596.27, 0.00, 3104886.00, 1812104.23, S[1]=US(S3 03/03/97-15 293 81.2719)JY(S1 03/14/97-6 96 104.1505)CD(S3 03/17/97-5 6 74.5027)ED(S2 03/20/97-2 2382 94.4938) S[2]=No Positions 03/25/97, 8098250.02, 7040229.88, 18%, 7830453.72, 267796.30, 7830453.72, 0.00, 3104886.00, 1812104.23, S[1]=US(S3 03/03/97-16 293 81.2719)JY(S1 03/14/97-7 96 104.1505)CD(S3 03/17/97-6 6 74.5027)ED(S2 03/20/97-3 2382 94.4938) S[2]=No Positions 03/26/97, 8437191.97, 6807536.29, 14%, 7831311.26, 605880.71, 7831311.26, 0.00, 3924571.00, 1814306.92, S[1]=US(S3 03/03/97-17 293 81.2719)JY(S2 03/14/97-8 189 104.1505)CD(S3 03/17/97-7 6 74.5027)ED(S2 03/20/97-4 2382 94.4938)MP(L1 03/26/97-0 194 5831.4966) S[2]=No Positions 03/27/97, 8411747.41, 6651829.60, 14%, 7832168.90, 579578.52, 7832168.90, 0.00, 4090891.00, 1817692.63, S[1]=US(S3 03/03/97-18 293 81.2719)JY(S2 03/14/97-9 189 104.1505)CD(S3 03/17/97-8 6 74.5027)ED(S2 03/20/97-5 2382 94.4938)MP(L1 03/26/97-1 194 5831.4966)BP(L1 03/27/97-0 112 152.7247) S[2]=No Positions 03/28/97, 8852047.45, 6652687.33, 10%, 7833026.63, 1019020.83, 7833026.63, 0.00, 4090891.00, 1817692.63, S[1]=US(S3 03/03/97-19 293 81.2719)JY(S2 03/14/97-10 189 104.1505)CD(S3 03/17/97-9 6 74.5027)ED(S2 03/20/97-6 2382 94.4938)MP(L1 03/26/97-2 194 5831.4966)BP(L1 03/27/97-1 112 152.7247) S[2]=No Positions 03/31/97, 8748402.87, 6447830.81, 11%, 7835600.38, 912802.49, 7835600.38, 0.00, 4429471.00, 1832490.68, S[1]=US(S3 03/03/97-19 293 81.2719)JY(S2 03/14/97-10 189 104.1505)CD(S3 03/17/97-9 6 74.5027)ED(S2 03/20/97-6 2382 94.4938)MP(L1 03/26/97-2 194 5831.4966)BP(L3 03/27/97-1 340 152.7247) S[2]=No Positions 04/01/97, 8942716.75, 6569920.06, 9%, 7543574.24, 1399142.51, 7543574.24, 0.00, 3995716.00, 1846867.70, S[1]=US(S3 03/03/97-20 293 81.2719)CD(S3 03/17/97-10 6 74.5027)ED(S2 03/20/97-7 2382 94.4938)MP(L1 03/26/97-3 194 5831.4966)BP(L3 03/27/97-2 340 152.7247) S[2]=No Positions 04/02/97, 9244539.08, 6606226.22, 6%, 7544400.37, 1700138.72, 7544400.37, 0.00, 3995716.00, 1846867.70, S[1]=US(S3 03/03/97-21 293 81.2719)CD(S3 03/17/97-11 6 74.5027)ED(S2 03/20/97-8 2382 94.4938)MP(L1 03/26/97-4 194 5831.4966)BP(L3 03/27/97-3 340 152.7247) S[2]=No Positions 04/03/97, 8815915.58, 6636428.49, 10%, 7391468.06, 1424447.52, 7391468.06, 0.00, 3389466.00, 1847352.70, S[1]=US(S3 03/03/97-22 293 81.2719)CD(S3 03/17/97-12 6 74.5027)ED(S2 03/20/97-9 2382 94.4938)BP(L3 03/27/97-4 340 152.7247) S[2]=No Positions 04/04/97, 8895871.89, 6728322.82, 9%, 7392277.53, 1503594.37, 7392277.53, 0.00, 3579951.00, 1849220.20, S[1]=US(S3 03/03/97-23 293 81.2719)CD(S3 03/17/97-13 6 74.5027)ED(S2 03/20/97-10 2382 94.4938)BP(L3 03/27/97-5 340 152.7247)JY(S1 04/04/97-0 83 103.8420) S[2]=No Positions 04/07/97, 8878833.36, 6511686.62, 10%, 7394706.46, 1484126.90, 7394706.46, 0.00, 3947151.00, 1855020.22, S[1]=US(S3 03/03/97-24 293 81.2719)CD(S3 03/17/97-14 6 74.5027)ED(S2 03/20/97-11 2382 94.4938)BP(L3 03/27/97-6 340 152.7247)JY(S3 04/04/97-1 243 103.8420) S[2]=No Positions 04/08/97, 8653188.59, 6364624.49, 12%, 7395516.28, 1257672.31, 7395516.28, 0.00, 4553401.00, 1857154.22, S[1]=US(S3 03/03/97-25 293 81.2719)CD(S3 03/17/97-15 6 74.5027)ED(S2 03/20/97-12 2382 94.4938)BP(L3 03/27/97-7 340 152.7247)JY(S3 04/04/97-2 243 103.8420)MP(L1 04/08/97-0 194 5846.2002) S[2]=No Positions 04/09/97, 8664959.38, 6826557.20, 12%, 7017166.05, 1647793.33, 7017166.05, 0.00, 4048501.00, 1858851.62, S[1]=US(S3 03/03/97-26 293 81.2719)CD(S3 03/17/97-16 6 74.5027)ED(S2 03/20/97-13 2382 94.4938)JY(S3 04/04/97-3 243 103.8420)MP(L1 04/08/97-1 194 5846.2002) S[2]=No Positions 04/10/97, 8893069.22, 7046625.67, 9%, 7017934.53, 1875134.69, 7017934.53, 0.00, 4048501.00, 1858851.62, S[1]=US(S3 03/03/97-27 293 81.2719)CD(S3 03/17/97-17 6 74.5027)ED(S2 03/20/97-14 2382 94.4938)JY(S3 04/04/97-4 243 103.8420)MP(L1 04/08/97-2 194 5846.2002) S[2]=No Positions 04/11/97, 8847553.12, 7404519.78, 10%, 7018703.09, 1828850.03, 7018703.09, 0.00, 4048501.00, 1858851.62, S[1]=US(S3 03/03/97-28 293 81.2719)CD(S3 03/17/97-18 6 74.5027)ED(S2 03/20/97-15 2382 94.4938)JY(S3 04/04/97-5 243 103.8420)MP(L1 04/08/97-3 194 5846.2002) S[2]=No Positions 04/14/97, 9411228.45, 7532825.42, 4%, 7021009.27, 2390219.18, 7021009.27, 0.00, 4048501.00, 1858851.62, S[1]=US(S3 03/03/97-29 293 81.2719)CD(S3 03/17/97-19 6 74.5027)ED(S2 03/20/97-16 2382 94.4938)JY(S3 04/04/97-6 243 103.8420)MP(L1 04/08/97-4 194 5846.2002) S[2]=No Positions 04/15/97, 9553895.43, 7533594.32, 3%, 7021778.17, 2532117.26, 7021778.17, 0.00, 4048501.00, 1858851.62, S[1]=US(S3 03/03/97-30 293 81.2719)CD(S3 03/17/97-20 6 74.5027)ED(S2 03/20/97-17 2382 94.4938)JY(S3 04/04/97-7 243 103.8420)MP(L1 04/08/97-5 194 5846.2002) S[2]=No Positions 04/16/97, 9167369.72, 7534363.30, 7%, 7022547.15, 2144822.57, 7022547.15, 0.00, 4048501.00, 1858851.62, S[1]=US(S3 03/03/97-31 293 81.2719)CD(S3 03/17/97-21 6 74.5027)ED(S2 03/20/97-18 2382 94.4938)JY(S3 04/04/97-8 243 103.8420)MP(L1 04/08/97-6 194 5846.2002) S[2]=No Positions 04/17/97, 8990576.65, 7565133.19, 8%, 7407954.14, 1582622.51, 7407954.14, 0.00, 3894901.00, 1870502.52, S[1]=CD(S3 03/17/97-22 6 74.5027)ED(S2 03/20/97-19 2382 94.4938)JY(S3 04/04/97-9 243 103.8420)MP(L2 04/08/97-7 398 5846.2002) S[2]=No Positions 04/18/97, 9070988.74, 7868763.95, 8%, 7408765.42, 1662223.32, 7408765.42, 0.00, 4573026.00, 1873757.52, S[1]=CD(S3 03/17/97-23 6 74.5027)ED(S2 03/20/97-20 2382 94.4938)JY(S3 04/04/97-10 243 103.8420)MP(L3 04/08/97-8 615 5846.2002) S[2]=No Positions 04/21/97, 9106941.82, 7946537.32, 7%, 7411199.77, 1695742.05, 7411199.77, 0.00, 4573026.00, 1873757.52, S[1]=CD(S3 03/17/97-24 6 74.5027)ED(S2 03/20/97-21 2382 94.4938)JY(S3 04/04/97-11 243 103.8420)MP(L3 04/08/97-9 615 5846.2002) S[2]=No Positions 04/22/97, 8991094.74, 7947348.95, 8%, 7412011.40, 1579083.35, 7412011.40, 0.00, 4573026.00, 1873757.52, S[1]=CD(S3 03/17/97-25 6 74.5027)ED(S2 03/20/97-22 2382 94.4938)JY(S3 04/04/97-12 243 103.8420)MP(L3 04/08/97-10 615 5846.2002) S[2]=No Positions 04/23/97, 9161255.07, 8164161.03, 7%, 7412823.11, 1748431.96, 7412823.11, 0.00, 4573026.00, 1873757.52, S[1]=CD(S3 03/17/97-26 6 74.5027)ED(S2 03/20/97-23 2382 94.4938)JY(S3 04/04/97-13 243 103.8420)MP(L3 04/08/97-11 615 5846.2002) S[2]=No Positions 04/24/97, 9173392.99, 8230973.20, 7%, 7413634.92, 1759758.07, 7413634.92, 0.00, 4573026.00, 1873757.52, S[1]=CD(S3 03/17/97-27 6 74.5027)ED(S2 03/20/97-24 2382 94.4938)JY(S3 04/04/97-14 243 103.8420)MP(L3 04/08/97-12 615 5846.2002) S[2]=No Positions 04/25/97, 9264794.29, 8231785.10, 6%, 7414446.81, 1850347.48, 7414446.81, 0.00, 4573026.00, 1873757.52, S[1]=CD(S3 03/17/97-28 6 74.5027)ED(S2 03/20/97-25 2382 94.4938)JY(S3 04/04/97-15 243 103.8420)MP(L3 04/08/97-13 615 5846.2002) S[2]=No Positions 04/28/97, 8879986.46, 8215819.69, 10%, 7099609.71, 1780376.75, 7099609.71, 0.00, 2651151.00, 1884437.00, S[1]=CD(S3 03/17/97-29 6 74.5027)ED(S2 03/20/97-26 2382 94.4938)JY(S3 04/04/97-16 243 103.8420) S[2]=No Positions 04/29/97, 8821626.43, 8163053.62, 10%, 7450538.95, 1371087.47, 7450538.95, 0.00, 562137.00, 1908257.55, S[1]=CD(S3 03/17/97-30 6 74.5027)JY(S3 04/04/97-17 243 103.8420) S[2]=No Positions 04/30/97, 8750293.00, 8163869.56, 11%, 7451354.89, 1298938.11, 7451354.89, 0.00, 562137.00, 1908257.55, S[1]=CD(S3 03/17/97-31 6 74.5027)JY(S3 04/04/97-18 243 103.8420) S[2]=No Positions 05/01/97, 8547548.95, 8152675.34, 13%, 8066967.31, 480581.64, 8066967.31, 0.00, 557685.00, 1920257.82, S[1]=JY(S3 04/04/97-19 243 103.8420) S[2]=No Positions 05/02/97, 8298663.57, 7831042.31, 15%, 8067850.76, 230812.82, 8067850.76, 0.00, 961605.00, 1926037.76, S[1]=JY(S3 04/04/97-20 243 103.8420)BP(S2 05/02/97-0 272 151.2260) S[2]=No Positions 05/05/97, 8299138.08, 7773448.42, 15%, 8070501.67, 228636.41, 8070501.67, 0.00, 1159920.00, 1926512.57, S[1]=JY(S3 04/04/97-21 243 103.8420)BP(S2 05/02/97-1 272 151.2260)SF(S1 05/05/97-0 113 78.6302) S[2]=No Positions 05/06/97, 7641598.90, 7279874.66, 22%, 7852631.27, -211032.37, 7852631.27, 0.00, 1728555.00, 2010590.09, S[1]=SF(S1 05/05/97-1 113 78.6302)BP(L1 05/06/97-0 134 153.7609)MP(L2 05/06/97-0 426 6035.5000) S[2]=No Positions 05/07/97, 7513759.02, 7273452.80, 23%, 7559465.62, -45706.60, 7559465.62, 0.00, 1331250.00, 2014752.36, S[1]=MP(L2 05/06/97-1 426 6035.5000) S[2]=No Positions 05/08/97, 7268458.81, 7268458.81, 26%, 7268458.81, 0.00, 7268458.81, 0.00, 0.00, 2015216.74, S[1]=No Positions S[2]=No Positions 05/09/97, 6517159.60, 6630315.23, 34%, 7269254.81, -752095.21, 7269254.81, 0.00, 1363520.00, 2043981.17, S[1]=JY(L1 05/09/97-0 106 106.8208)MP(L1 05/09/97-0 190 6063.2383)SF(L3 05/09/97-0 300 80.6080) S[2]=No Positions 05/12/97, 7064623.11, 6500376.64, 28%, 7271643.32, -207020.21, 7271643.32, 0.00, 1558595.00, 2046099.24, S[1]=JY(L2 05/09/97-1 191 106.8208)MP(L1 05/09/97-1 190 6063.2383)SF(L3 05/09/97-1 300 80.6080) S[2]=No Positions 05/13/97, 6997955.08, 6501172.98, 29%, 7272439.66, -274484.58, 7272439.66, 0.00, 1558595.00, 2046099.24, S[1]=JY(L2 05/09/97-2 191 106.8208)MP(L1 05/09/97-2 190 6063.2383)SF(L3 05/09/97-2 300 80.6080) S[2]=No Positions 05/14/97, 7168951.98, 6507359.55, 27%, 7273236.09, -104284.11, 7273236.09, 0.00, 1558595.00, 2046099.24, S[1]=JY(L2 05/09/97-3 191 106.8208)MP(L1 05/09/97-3 190 6063.2383)SF(L3 05/09/97-3 300 80.6080) S[2]=No Positions 05/15/97, 7465248.82, 6508156.07, 24%, 7274032.61, 191216.21, 7274032.61, 0.00, 1558595.00, 2046099.24, S[1]=JY(L2 05/09/97-4 191 106.8208)MP(L1 05/09/97-4 190 6063.2383)SF(L3 05/09/97-4 300 80.6080) S[2]=No Positions 05/16/97, 7782870.48, 6508952.68, 21%, 7274829.22, 508041.26, 7274829.22, 0.00, 1558595.00, 2046099.24, S[1]=JY(L2 05/09/97-5 191 106.8208)MP(L1 05/09/97-5 190 6063.2383)SF(L3 05/09/97-5 300 80.6080) S[2]=No Positions 05/19/97, 7980473.00, 6511343.02, 19%, 7277219.56, 703253.44, 7277219.56, 0.00, 1558595.00, 2046099.24, S[1]=JY(L2 05/09/97-6 191 106.8208)MP(L1 05/09/97-6 190 6063.2383)SF(L3 05/09/97-6 300 80.6080) S[2]=No Positions 05/20/97, 7432501.80, 6174014.75, 24%, 7278016.52, 154485.28, 7278016.52, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-7 191 106.8208)MP(L1 05/09/97-7 190 6063.2383)SF(L3 05/09/97-7 300 80.6080)ED(L3 05/20/97-0 3039 94.4978) S[2]=No Positions 05/21/97, 9323650.50, 6174811.79, 5%, 7278813.56, 2044836.94, 7278813.56, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-8 191 106.8208)MP(L1 05/09/97-8 190 6063.2383)SF(L3 05/09/97-8 300 80.6080)ED(L3 05/20/97-1 3039 94.4978) S[2]=No Positions 05/22/97, 8673359.88, 6250434.50, 12%, 7279610.69, 1393749.19, 7279610.69, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-9 191 106.8208)MP(L1 05/09/97-9 190 6063.2383)SF(L3 05/09/97-9 300 80.6080)ED(L3 05/20/97-2 3039 94.4978) S[2]=No Positions 05/23/97, 8291117.44, 6437098.37, 16%, 7280407.91, 1010709.53, 7280407.91, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-10 191 106.8208)MP(L1 05/09/97-10 190 6063.2383)SF(L3 05/09/97-10 300 80.6080)ED(L3 05/20/97-3 3039 94.4978) S[2]=No Positions 05/26/97, 8555377.76, 6439490.54, 13%, 7282800.08, 1272577.68, 7282800.08, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-11 191 106.8208)MP(L1 05/09/97-11 190 6063.2383)SF(L3 05/09/97-11 300 80.6080)ED(L3 05/20/97-4 3039 94.4978) S[2]=No Positions 05/27/97, 8556175.33, 6464038.11, 13%, 7283597.65, 1272577.68, 7283597.65, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-11 191 106.8208)MP(L1 05/09/97-11 190 6063.2383)SF(L3 05/09/97-11 300 80.6080)ED(L3 05/20/97-4 3039 94.4978) S[2]=No Positions 05/28/97, 7993824.29, 6591298.55, 19%, 7284395.30, 709428.99, 7284395.30, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-12 191 106.8208)MP(L1 05/09/97-12 190 6063.2383)SF(L3 05/09/97-12 300 80.6080)ED(L3 05/20/97-5 3039 94.4978) S[2]=No Positions 05/29/97, 8340745.50, 7054171.92, 15%, 7285193.05, 1055552.46, 7285193.05, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-13 191 106.8208)MP(L1 05/09/97-13 190 6063.2383)SF(L3 05/09/97-13 300 80.6080)ED(L3 05/20/97-6 3039 94.4978) S[2]=No Positions 05/30/97, 8246329.28, 7204219.98, 16%, 7285990.87, 960338.41, 7285990.87, 0.00, 4223798.00, 2062352.44, S[1]=JY(L2 05/09/97-14 191 106.8208)MP(L1 05/09/97-14 190 6063.2383)SF(L3 05/09/97-14 300 80.6080)ED(L3 05/20/97-7 3039 94.4978) S[2]=No Positions 06/02/97, 7709561.35, 7094062.25, 21%, 7443813.85, 265747.50, 7443813.85, 0.00, 3258953.00, 2168784.42, S[1]=MP(L1 05/09/97-15 190 6063.2383)ED(L3 05/20/97-8 3039 94.4978) S[2]=No Positions 06/03/97, 7729376.55, 7094877.45, 21%, 7444629.05, 284747.50, 7444629.05, 0.00, 3258953.00, 2168784.42, S[1]=MP(L1 05/09/97-16 190 6063.2383)ED(L3 05/20/97-9 3039 94.4978) S[2]=No Positions 06/04/97, 7720292.13, 7355698.50, 21%, 7445444.34, 274847.79, 7445444.34, 0.00, 3599153.00, 2169087.23, S[1]=MP(L1 05/09/97-17 190 6063.2383)ED(L3 05/20/97-10 3039 94.4978)US(L1 06/04/97-0 126 81.7909) S[2]=No Positions 06/05/97, 7644018.32, 7352712.19, 22%, 7430831.66, 213186.66, 7430831.66, 0.00, 3005403.00, 2170512.23, S[1]=ED(L3 05/20/97-11 3039 94.4978)US(L1 06/04/97-1 126 81.7909) S[2]=No Positions 06/06/97, 7581713.54, 7242678.31, 23%, 7431645.44, 150068.10, 7431645.44, 0.00, 3361803.00, 2179061.54, S[1]=ED(L3 05/20/97-12 3039 94.4978)US(L2 06/04/97-2 258 81.7909) S[2]=No Positions 06/09/97, 7906281.52, 7097831.69, 19%, 7434087.31, 472194.21, 7434087.31, 0.00, 3531633.00, 2179979.40, S[1]=ED(L3 05/20/97-13 3039 94.4978)US(L2 06/04/97-3 258 81.7909)JY(L1 06/09/97-0 74 111.5107) S[2]=No Positions 06/10/97, 7648373.82, 6981252.42, 22%, 7434901.44, 213472.38, 7434901.44, 0.00, 3692283.00, 2181682.37, S[1]=ED(L3 05/20/97-14 3039 94.4978)US(L2 06/04/97-4 258 81.7909)JY(L2 06/09/97-1 144 111.5107) S[2]=No Positions 06/11/97, 7650901.08, 6862420.37, 22%, 7435715.67, 215185.41, 7435715.67, 0.00, 3849827.00, 2184871.38, S[1]=ED(L3 05/20/97-15 3039 94.4978)US(L2 06/04/97-5 258 81.7909)JY(L3 06/09/97-2 212 111.5107)CD(S1 06/11/97-0 2 73.2771) S[2]=No Positions 06/12/97, 7194405.76, 6680204.48, 27%, 6917911.82, 276493.94, 6917911.82, 0.00, 3363287.00, 2365194.79, S[1]=ED(L3 05/20/97-16 3039 94.4978)US(L2 06/04/97-6 258 81.7909)CD(S1 06/11/97-1 2 73.2771) S[2]=No Positions 06/13/97, 7852235.99, 6730952.35, 20%, 6918669.43, 933566.56, 6918669.43, 0.00, 3363287.00, 2365194.79, S[1]=ED(L3 05/20/97-17 3039 94.4978)US(L2 06/04/97-7 258 81.7909)CD(S1 06/11/97-2 2 73.2771) S[2]=No Positions 06/16/97, 8055407.37, 6511851.32, 18%, 6920942.74, 1134464.62, 6920942.74, 0.00, 4982037.00, 2369165.09, S[1]=ED(L3 05/20/97-18 3039 94.4978)US(L2 06/04/97-8 258 81.7909)CD(S1 06/11/97-3 2 73.2771)MP(L2 06/16/97-0 518 6168.1851) S[2]=No Positions 06/17/97, 8256010.67, 6512609.26, 16%, 6921700.68, 1334309.99, 6921700.68, 0.00, 4982037.00, 2369165.09, S[1]=ED(L3 05/20/97-19 3039 94.4978)US(L2 06/04/97-9 258 81.7909)CD(S1 06/11/97-4 2 73.2771)MP(L2 06/16/97-1 518 6168.1851) S[2]=No Positions 06/18/97, 8236453.53, 6354211.33, 16%, 6922458.70, 1313994.83, 6922458.70, 0.00, 5777271.00, 2376528.04, S[1]=ED(L3 05/20/97-20 3039 94.4978)US(L2 06/04/97-10 258 81.7909)CD(S2 06/11/97-5 4 73.2771)MP(L3 06/16/97-2 772 6168.1851) S[2]=No Positions 06/19/97, 8503636.07, 6354969.43, 13%, 6923216.81, 1580419.27, 6923216.81, 0.00, 5777271.00, 2376528.04, S[1]=ED(L3 05/20/97-21 3039 94.4978)US(L2 06/04/97-11 258 81.7909)CD(S2 06/11/97-6 4 73.2771)MP(L3 06/16/97-3 772 6168.1851) S[2]=No Positions 06/20/97, 8010329.77, 6213763.52, 18%, 6923974.99, 1086354.78, 6923974.99, 0.00, 6129215.00, 2384764.17, S[1]=ED(L3 05/20/97-22 3039 94.4978)US(L2 06/04/97-12 258 81.7909)CD(S3 06/11/97-7 6 73.2771)MP(L3 06/16/97-4 772 6168.1851)BP(L2 06/20/97-0 236 155.3140) S[2]=No Positions 06/23/97, 8358039.42, 6216038.58, 15%, 6926250.05, 1431789.37, 6926250.05, 0.00, 6129215.00, 2384764.17, S[1]=ED(L3 05/20/97-23 3039 94.4978)US(L2 06/04/97-13 258 81.7909)CD(S3 06/11/97-8 6 73.2771)MP(L3 06/16/97-5 772 6168.1851)BP(L2 06/20/97-1 236 155.3140) S[2]=No Positions 06/24/97, 8501023.76, 6232922.10, 13%, 6927008.57, 1574015.19, 6927008.57, 0.00, 6129215.00, 2384764.17, S[1]=ED(L3 05/20/97-24 3039 94.4978)US(L2 06/04/97-14 258 81.7909)CD(S3 06/11/97-9 6 73.2771)MP(L3 06/16/97-6 772 6168.1851)BP(L2 06/20/97-2 236 155.3140) S[2]=No Positions 06/25/97, 8588133.56, 6349984.43, 13%, 6927767.18, 1660366.38, 6927767.18, 0.00, 6129215.00, 2384764.17, S[1]=ED(L3 05/20/97-25 3039 94.4978)US(L2 06/04/97-15 258 81.7909)CD(S3 06/11/97-10 6 73.2771)MP(L3 06/16/97-7 772 6168.1851)BP(L2 06/20/97-3 236 155.3140) S[2]=No Positions 06/26/97, 8010769.97, 6986273.48, 18%, 6619737.85, 1391032.12, 6619737.85, 0.00, 6124763.00, 2407370.21, S[1]=ED(L3 05/20/97-26 3039 94.4978)US(L2 06/04/97-16 258 81.7909)MP(L3 06/16/97-8 772 6168.1851)BP(L2 06/20/97-4 236 155.3140) S[2]=No Positions 06/27/97, 7967286.34, 6986998.44, 19%, 6620462.80, 1346823.54, 6620462.80, 0.00, 6124763.00, 2407370.21, S[1]=ED(L3 05/20/97-27 3039 94.4978)US(L2 06/04/97-17 258 81.7909)MP(L3 06/16/97-9 772 6168.1851)BP(L2 06/20/97-5 236 155.3140) S[2]=No Positions 06/30/97, 7954115.83, 6992740.53, 19%, 6764910.45, 1189205.38, 6764910.45, 0.00, 5428163.00, 2415432.71, S[1]=ED(L3 05/20/97-28 3039 94.4978)MP(L3 06/16/97-10 772 6168.1851)BP(L2 06/20/97-6 236 155.3140) S[2]=No Positions 07/01/97, 7883058.15, 6827575.29, 20%, 7474244.61, 408813.53, 7474244.61, 0.00, 2926175.00, 2423569.66, S[1]=MP(L3 06/16/97-11 772 6168.1851)BP(L2 06/20/97-7 236 155.3140)SF(S1 07/01/97-0 93 78.7116) S[2]=No Positions 07/02/97, 7930844.05, 6605923.07, 19%, 7475063.14, 455780.91, 7475063.14, 0.00, 4307554.00, 2427231.60, S[1]=MP(L3 06/16/97-12 772 6168.1851)BP(L2 06/20/97-8 236 155.3140)SF(S2 07/01/97-1 197 78.7116)ED(L1 07/02/97-0 1367 94.6461) S[2]=No Positions 07/03/97, 7593588.91, 6163129.74, 23%, 7475881.77, 117707.14, 7475881.77, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-13 772 6168.1851)BP(L2 06/20/97-9 236 155.3140)SF(S2 07/01/97-2 197 78.7116)ED(L2 07/02/97-1 2740 94.6461)CD(L1 07/03/97-0 2 73.9048)US(L3 07/03/97-0 399 83.8964) S[2]=No Positions 07/04/97, 8561075.43, 6163948.45, 13%, 7476700.48, 1084374.96, 7476700.48, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-14 772 6168.1851)BP(L2 06/20/97-10 236 155.3140)SF(S2 07/01/97-3 197 78.7116)ED(L2 07/02/97-2 2740 94.6461)CD(L1 07/03/97-1 2 73.9048)US(L3 07/03/97-1 399 83.8964) S[2]=No Positions 07/07/97, 8563532.11, 6166405.12, 13%, 7479157.15, 1084374.96, 7479157.15, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-14 772 6168.1851)BP(L2 06/20/97-10 236 155.3140)SF(S2 07/01/97-3 197 78.7116)ED(L2 07/02/97-2 2740 94.6461)CD(L1 07/03/97-1 2 73.9048)US(L3 07/03/97-1 399 83.8964) S[2]=No Positions 07/08/97, 8854196.23, 6360224.20, 10%, 7479976.22, 1374220.01, 7479976.22, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-15 772 6168.1851)BP(L2 06/20/97-11 236 155.3140)SF(S2 07/01/97-4 197 78.7116)ED(L2 07/02/97-3 2740 94.6461)CD(L1 07/03/97-2 2 73.9048)US(L3 07/03/97-2 399 83.8964) S[2]=No Positions 07/09/97, 9048678.36, 6361043.36, 8%, 7480795.38, 1567882.98, 7480795.38, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-16 772 6168.1851)BP(L2 06/20/97-12 236 155.3140)SF(S2 07/01/97-5 197 78.7116)ED(L2 07/02/97-4 2740 94.6461)CD(L1 07/03/97-3 2 73.9048)US(L3 07/03/97-3 399 83.8964) S[2]=No Positions 07/10/97, 9176998.94, 6361862.61, 7%, 7481614.63, 1695384.31, 7481614.63, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-17 772 6168.1851)BP(L2 06/20/97-13 236 155.3140)SF(S2 07/01/97-6 197 78.7116)ED(L2 07/02/97-5 2740 94.6461)CD(L1 07/03/97-4 2 73.9048)US(L3 07/03/97-4 399 83.8964) S[2]=No Positions 07/11/97, 9333183.26, 6511207.47, 5%, 7482433.97, 1850749.29, 7482433.97, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-18 772 6168.1851)BP(L2 06/20/97-14 236 155.3140)SF(S2 07/01/97-7 197 78.7116)ED(L2 07/02/97-6 2740 94.6461)CD(L1 07/03/97-5 2 73.9048)US(L3 07/03/97-5 399 83.8964) S[2]=No Positions 07/14/97, 9753776.72, 6550203.42, 1%, 7484892.53, 2268884.19, 7484892.53, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-19 772 6168.1851)BP(L2 06/20/97-15 236 155.3140)SF(S2 07/01/97-8 197 78.7116)ED(L2 07/02/97-7 2740 94.6461)CD(L1 07/03/97-6 2 73.9048)US(L3 07/03/97-6 399 83.8964) S[2]=No Positions 07/15/97, 9725471.24, 6647523.12, 1%, 7485712.23, 2239759.02, 7485712.23, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-20 772 6168.1851)BP(L2 06/20/97-16 236 155.3140)SF(S2 07/01/97-9 197 78.7116)ED(L2 07/02/97-8 2740 94.6461)CD(L1 07/03/97-7 2 73.9048)US(L3 07/03/97-7 399 83.8964) S[2]=No Positions 07/16/97, 8704816.46, 6785950.16, 11%, 7486532.01, 1218284.45, 7486532.01, 0.00, 6590459.00, 2451053.70, S[1]=MP(L3 06/16/97-21 772 6168.1851)BP(L2 06/20/97-17 236 155.3140)SF(S2 07/01/97-10 197 78.7116)ED(L2 07/02/97-9 2740 94.6461)CD(L1 07/03/97-8 2 73.9048)US(L3 07/03/97-8 399 83.8964) S[2]=No Positions 07/17/97, 9729611.51, 7197205.79, 1%, 7419152.31, 2310459.20, 7419152.31, 0.00, 6588975.00, 2452253.65, S[1]=MP(L3 06/16/97-22 772 6168.1851)BP(L2 06/20/97-18 236 155.3140)SF(S2 07/01/97-11 197 78.7116)ED(L2 07/02/97-10 2740 94.6461)US(L3 07/03/97-9 399 83.8964) S[2]=No Positions 07/18/97, 9684211.35, 7580096.34, 1%, 7419964.81, 2264246.54, 7419964.81, 0.00, 6763395.00, 2452589.66, S[1]=MP(L3 06/16/97-23 772 6168.1851)BP(L2 06/20/97-19 236 155.3140)SF(S2 07/01/97-12 197 78.7116)ED(L2 07/02/97-11 2740 94.6461)US(L3 07/03/97-10 399 83.8964)JY(S1 07/18/97-0 76 108.0018) S[2]=No Positions 07/21/97, 9405665.82, 7607471.87, 4%, 7422402.84, 1983262.98, 7422402.84, 0.00, 6763395.00, 2452589.66, S[1]=MP(L3 06/16/97-24 772 6168.1851)BP(L2 06/20/97-20 236 155.3140)SF(S2 07/01/97-13 197 78.7116)ED(L2 07/02/97-12 2740 94.6461)US(L3 07/03/97-11 399 83.8964)JY(S1 07/18/97-1 76 108.0018) S[2]=No Positions 07/22/97, 9403340.39, 7556520.66, 4%, 7423215.69, 1980124.69, 7423215.69, 0.00, 6956445.00, 2453552.16, S[1]=MP(L3 06/16/97-25 772 6168.1851)BP(L2 06/20/97-21 236 155.3140)SF(S3 07/01/97-14 307 78.7116)ED(L2 07/02/97-13 2740 94.6461)US(L3 07/03/97-12 399 83.8964)JY(S1 07/18/97-2 76 108.0018) S[2]=No Positions 07/23/97, 10493151.45, 7557333.60, 0%, 7424028.64, 3069122.81, 7424028.64, 0.00, 6956445.00, 2453552.16, S[1]=MP(L3 06/16/97-26 772 6168.1851)BP(L2 06/20/97-22 236 155.3140)SF(S3 07/01/97-15 307 78.7116)ED(L2 07/02/97-14 2740 94.6461)US(L3 07/03/97-13 399 83.8964)JY(S1 07/18/97-3 76 108.0018) S[2]=No Positions 07/24/97, 10705123.04, 7578251.27, 0%, 7424841.67, 3280281.37, 7424841.67, 0.00, 6956445.00, 2453552.16, S[1]=MP(L3 06/16/97-27 772 6168.1851)BP(L2 06/20/97-23 236 155.3140)SF(S3 07/01/97-16 307 78.7116)ED(L2 07/02/97-15 2740 94.6461)US(L3 07/03/97-14 399 83.8964)JY(S1 07/18/97-4 76 108.0018) S[2]=No Positions 07/25/97, 11088899.65, 7658533.11, 0%, 7594413.49, 3494486.16, 7594413.49, 0.00, 6787290.00, 2463699.55, S[1]=MP(L3 06/16/97-28 772 6168.1851)SF(S3 07/01/97-17 307 78.7116)ED(L2 07/02/97-16 2740 94.6461)US(L3 07/03/97-15 399 83.8964)JY(S2 07/18/97-5 155 108.0018) S[2]=No Positions 07/28/97, 11416346.10, 7614987.09, 0%, 7596908.84, 3819437.26, 7596908.84, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-29 772 6168.1851)SF(S3 07/01/97-18 307 78.7116)ED(L2 07/02/97-17 2740 94.6461)US(L3 07/03/97-16 399 83.8964)JY(S3 07/18/97-6 237 108.0018) S[2]=No Positions 07/29/97, 11558561.83, 8076833.69, 0%, 7597740.81, 3960821.02, 7597740.81, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-30 772 6168.1851)SF(S3 07/01/97-19 307 78.7116)ED(L2 07/02/97-18 2740 94.6461)US(L3 07/03/97-17 399 83.8964)JY(S3 07/18/97-7 237 108.0018) S[2]=No Positions 07/30/97, 12108597.06, 8367165.74, 0%, 7598572.86, 4510024.19, 7598572.86, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-31 772 6168.1851)SF(S3 07/01/97-20 307 78.7116)ED(L2 07/02/97-19 2740 94.6461)US(L3 07/03/97-18 399 83.8964)JY(S3 07/18/97-8 237 108.0018) S[2]=No Positions 07/31/97, 12200041.48, 8367997.89, 0%, 7599405.01, 4600636.47, 7599405.01, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-32 772 6168.1851)SF(S3 07/01/97-21 307 78.7116)ED(L2 07/02/97-20 2740 94.6461)US(L3 07/03/97-19 399 83.8964)JY(S3 07/18/97-9 237 108.0018) S[2]=No Positions 08/01/97, 12316601.07, 8672229.74, 0%, 7600237.25, 4716363.82, 7600237.25, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-33 772 6168.1851)SF(S3 07/01/97-22 307 78.7116)ED(L2 07/02/97-21 2740 94.6461)US(L3 07/03/97-20 399 83.8964)JY(S3 07/18/97-10 237 108.0018) S[2]=No Positions 08/04/97, 11499395.87, 8994002.48, 7%, 7602734.51, 3896661.36, 7602734.51, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-34 772 6168.1851)SF(S3 07/01/97-23 307 78.7116)ED(L2 07/02/97-22 2740 94.6461)US(L3 07/03/97-21 399 83.8964)JY(S3 07/18/97-11 237 108.0018) S[2]=No Positions 08/05/97, 11681751.17, 9548781.30, 5%, 7603567.12, 4078184.06, 7603567.12, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-35 772 6168.1851)SF(S3 07/01/97-24 307 78.7116)ED(L2 07/02/97-23 2740 94.6461)US(L3 07/03/97-22 399 83.8964)JY(S3 07/18/97-12 237 108.0018) S[2]=No Positions 08/06/97, 12136566.61, 9813883.49, 1%, 7604399.81, 4532166.80, 7604399.81, 0.00, 6975480.00, 2469090.59, S[1]=MP(L3 06/16/97-36 772 6168.1851)SF(S3 07/01/97-25 307 78.7116)ED(L2 07/02/97-24 2740 94.6461)US(L3 07/03/97-23 399 83.8964)JY(S3 07/18/97-13 237 108.0018) S[2]=No Positions 08/07/97, 12076137.28, 10369112.71, 2%, 8035149.98, 4040987.30, 8035149.98, 0.00, 5898180.00, 2474078.09, S[1]=MP(L3 06/16/97-37 772 6168.1851)SF(S3 07/01/97-26 307 78.7116)ED(L2 07/02/97-25 2740 94.6461)JY(S3 07/18/97-14 237 108.0018) S[2]=No Positions 08/08/97, 10671782.68, 10254902.68, 13%, 8827594.78, 1844187.90, 8827594.78, 0.00, 2412500.00, 2548209.37, S[1]=MP(L3 06/16/97-38 772 6168.1851) S[2]=No Positions 08/11/97, 10656402.93, 10095047.64, 13%, 8830495.32, 1825907.61, 8830495.32, 0.00, 2414726.00, 2551509.39, S[1]=MP(L3 06/16/97-39 772 6168.1851)CD(S1 08/11/97-0 3 72.6490) S[2]=No Positions 08/12/97, 10699901.75, 9798960.27, 13%, 8831462.38, 1868439.37, 8831462.38, 0.00, 2581787.00, 2552594.50, S[1]=MP(L3 06/16/97-40 772 6168.1851)CD(S2 08/11/97-1 6 72.6490)BP(S1 08/12/97-0 111 147.7418) S[2]=No Positions 08/13/97, 10855288.83, 9799927.43, 12%, 8832429.55, 2022859.28, 8832429.55, 0.00, 2581787.00, 2552594.50, S[1]=MP(L3 06/16/97-41 772 6168.1851)CD(S2 08/11/97-2 6 72.6490)BP(S1 08/12/97-1 111 147.7418) S[2]=No Positions 08/14/97, 10868368.35, 9831774.71, 12%, 8833396.82, 2034971.53, 8833396.82, 0.00, 2581787.00, 2552594.50, S[1]=MP(L3 06/16/97-42 772 6168.1851)CD(S2 08/11/97-3 6 72.6490)BP(S1 08/12/97-2 111 147.7418) S[2]=No Positions 08/15/97, 10880938.86, 9868173.53, 12%, 8647852.18, 2233086.67, 8647852.18, 0.00, 2416952.00, 2562075.66, S[1]=MP(L3 06/16/97-43 772 6168.1851)CD(S2 08/11/97-4 6 72.6490) S[2]=No Positions 08/18/97, 10593135.37, 9621896.24, 14%, 8650693.67, 1942441.69, 8650693.67, 0.00, 5753060.00, 2570724.28, S[1]=MP(L3 06/16/97-44 772 6168.1851)CD(S2 08/11/97-5 6 72.6490)ED(L2 08/18/97-0 3804 94.7477) S[2]=No Positions 08/19/97, 10703300.99, 9622843.61, 13%, 8651641.04, 2051659.94, 8651641.04, 0.00, 5753060.00, 2570724.28, S[1]=MP(L3 06/16/97-45 772 6168.1851)CD(S2 08/11/97-6 6 72.6490)ED(L2 08/18/97-1 3804 94.7477) S[2]=No Positions 08/20/97, 10847447.96, 9652378.43, 12%, 8652588.51, 2194859.45, 8652588.51, 0.00, 5753060.00, 2570724.28, S[1]=MP(L3 06/16/97-46 772 6168.1851)CD(S2 08/11/97-7 6 72.6490)ED(L2 08/18/97-2 3804 94.7477) S[2]=No Positions 08/21/97, 10754558.13, 9601455.93, 13%, 8294647.24, 2459910.89, 8294647.24, 0.00, 2416952.00, 2575041.33, S[1]=MP(L3 06/16/97-47 772 6168.1851)CD(S2 08/11/97-8 6 72.6490) S[2]=No Positions 08/22/97, 10524664.85, 9814664.31, 15%, 8295555.62, 2229109.24, 8295555.62, 0.00, 2416952.00, 2575041.33, S[1]=MP(L3 06/16/97-48 772 6168.1851)CD(S2 08/11/97-9 6 72.6490) S[2]=No Positions 08/25/97, 10741489.12, 9894590.04, 13%, 8298281.35, 2443207.77, 8298281.35, 0.00, 2416952.00, 2575041.33, S[1]=MP(L3 06/16/97-49 772 6168.1851)CD(S2 08/11/97-10 6 72.6490) S[2]=No Positions 08/26/97, 10722679.91, 9895498.81, 13%, 8299190.12, 2423489.79, 8299190.12, 0.00, 2416952.00, 2575041.33, S[1]=MP(L3 06/16/97-50 772 6168.1851)CD(S2 08/11/97-11 6 72.6490) S[2]=No Positions 08/27/97, 10717447.47, 9809482.05, 13%, 8300099.00, 2417348.47, 8300099.00, 0.00, 2591372.00, 2575231.30, S[1]=MP(L3 06/16/97-51 772 6168.1851)CD(S2 08/11/97-12 6 72.6490)JY(S1 08/27/97-0 76 105.3780) S[2]=No Positions 08/28/97, 10723804.50, 9810391.03, 13%, 8301007.97, 2422796.53, 8301007.97, 0.00, 2591372.00, 2575231.30, S[1]=MP(L3 06/16/97-52 772 6168.1851)CD(S2 08/11/97-13 6 72.6490)JY(S1 08/27/97-1 76 105.3780) S[2]=No Positions 08/29/97, 10604911.90, 9630119.03, 14%, 8301917.05, 2302994.85, 8301917.05, 0.00, 2949392.00, 2592636.80, S[1]=MP(L3 06/16/97-53 772 6168.1851)CD(S2 08/11/97-14 6 72.6490)JY(S3 08/27/97-2 232 105.3780) S[2]=No Positions 09/01/97, 10813643.55, 9632846.85, 12%, 8304644.87, 2508998.68, 8304644.87, 0.00, 2949392.00, 2592636.80, S[1]=MP(L3 06/16/97-54 772 6168.1851)CD(S2 08/11/97-15 6 72.6490)JY(S3 08/27/97-3 232 105.3780) S[2]=No Positions 09/02/97, 10716050.85, 9773653.79, 13%, 8065454.42, 2650596.43, 8065454.42, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-54 772 6168.1851)JY(S3 08/27/97-3 232 105.3780) S[2]=No Positions 09/03/97, 11022034.04, 9774537.07, 11%, 8066337.70, 2955696.34, 8066337.70, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-55 772 6168.1851)JY(S3 08/27/97-4 232 105.3780) S[2]=No Positions 09/04/97, 10963918.39, 9775420.44, 11%, 8067221.08, 2896697.31, 8067221.08, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-56 772 6168.1851)JY(S3 08/27/97-5 232 105.3780) S[2]=No Positions 09/05/97, 10817200.80, 9776303.92, 12%, 8068104.55, 2749096.25, 8068104.55, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-57 772 6168.1851)JY(S3 08/27/97-6 232 105.3780) S[2]=No Positions 09/08/97, 10852652.77, 9971954.91, 12%, 8070755.54, 2781897.22, 8070755.54, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-58 772 6168.1851)JY(S3 08/27/97-7 232 105.3780) S[2]=No Positions 09/09/97, 11025335.92, 9972838.77, 10%, 8071639.40, 2953696.52, 8071639.40, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-59 772 6168.1851)JY(S3 08/27/97-8 232 105.3780) S[2]=No Positions 09/10/97, 10644320.76, 10036039.69, 14%, 8072523.36, 2571797.40, 8072523.36, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-60 772 6168.1851)JY(S3 08/27/97-9 232 105.3780) S[2]=No Positions 09/11/97, 10769803.57, 10036923.75, 13%, 8073407.41, 2696396.16, 8073407.41, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-61 772 6168.1851)JY(S3 08/27/97-10 232 105.3780) S[2]=No Positions 09/12/97, 10724469.05, 10040708.52, 13%, 8074291.56, 2650177.49, 8074291.56, 0.00, 2944940.00, 2607037.13, S[1]=MP(L3 06/16/97-62 772 6168.1851)JY(S3 08/27/97-11 232 105.3780) S[2]=No Positions 09/15/97, 11101613.48, 9881913.90, 10%, 8076944.59, 3024668.89, 8076944.59, 0.00, 4619133.00, 2608650.15, S[1]=MP(L3 06/16/97-63 772 6168.1851)JY(S3 08/27/97-12 232 105.3780)ED(L1 09/15/97-0 1909 94.7570) S[2]=No Positions 09/16/97, 10635742.39, 9469301.93, 14%, 8077829.12, 2557913.26, 8077829.12, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-64 772 6168.1851)JY(S3 08/27/97-13 232 105.3780)ED(L3 09/15/97-1 5807 94.7570)US(L2 09/16/97-0 252 85.3385) S[2]=No Positions 09/17/97, 12018691.90, 9470186.56, 2%, 8078713.75, 3939978.15, 8078713.75, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-65 772 6168.1851)JY(S3 08/27/97-14 232 105.3780)ED(L3 09/15/97-2 5807 94.7570)US(L2 09/16/97-1 252 85.3385) S[2]=No Positions 09/18/97, 12024224.78, 9509671.29, 2%, 8079598.48, 3944626.29, 8079598.48, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-66 772 6168.1851)JY(S3 08/27/97-15 232 105.3780)ED(L3 09/15/97-3 5807 94.7570)US(L2 09/16/97-2 252 85.3385) S[2]=No Positions 09/19/97, 12238536.02, 9510556.12, 1%, 8080483.31, 4158052.71, 8080483.31, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-67 772 6168.1851)JY(S3 08/27/97-16 232 105.3780)ED(L3 09/15/97-4 5807 94.7570)US(L2 09/16/97-3 252 85.3385) S[2]=No Positions 09/22/97, 12461017.39, 9717791.18, 0%, 8083138.37, 4377879.02, 8083138.37, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-68 772 6168.1851)JY(S3 08/27/97-17 232 105.3780)ED(L3 09/15/97-5 5807 94.7570)US(L2 09/16/97-4 252 85.3385) S[2]=No Positions 09/23/97, 12495997.25, 9892675.95, 0%, 8084023.59, 4411973.66, 8084023.59, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-69 772 6168.1851)JY(S3 08/27/97-18 232 105.3780)ED(L3 09/15/97-6 5807 94.7570)US(L2 09/16/97-5 252 85.3385) S[2]=No Positions 09/24/97, 12096638.18, 9893561.27, 3%, 8084908.90, 4011729.28, 8084908.90, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-70 772 6168.1851)JY(S3 08/27/97-19 232 105.3780)ED(L3 09/15/97-7 5807 94.7570)US(L2 09/16/97-6 252 85.3385) S[2]=No Positions 09/25/97, 11999550.01, 10118626.23, 4%, 8085794.31, 3913755.70, 8085794.31, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-71 772 6168.1851)JY(S3 08/27/97-20 232 105.3780)ED(L3 09/15/97-8 5807 94.7570)US(L2 09/16/97-7 252 85.3385) S[2]=No Positions 09/26/97, 11735773.00, 10352538.26, 6%, 8086679.81, 3649093.18, 8086679.81, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-72 772 6168.1851)JY(S3 08/27/97-21 232 105.3780)ED(L3 09/15/97-9 5807 94.7570)US(L2 09/16/97-8 252 85.3385) S[2]=No Positions 09/29/97, 11925554.74, 10433945.35, 5%, 8089336.91, 3836217.83, 8089336.91, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-73 772 6168.1851)JY(S3 08/27/97-22 232 105.3780)ED(L3 09/15/97-10 5807 94.7570)US(L2 09/16/97-9 252 85.3385) S[2]=No Positions 09/30/97, 11948609.80, 11006959.89, 4%, 8090222.81, 3858386.99, 8090222.81, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-74 772 6168.1851)JY(S3 08/27/97-23 232 105.3780)ED(L3 09/15/97-11 5807 94.7570)US(L2 09/16/97-10 252 85.3385) S[2]=No Positions 10/01/97, 11962225.97, 11007845.88, 4%, 8091108.80, 3871117.17, 8091108.80, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-75 772 6168.1851)JY(S3 08/27/97-24 232 105.3780)ED(L3 09/15/97-12 5807 94.7570)US(L2 09/16/97-11 252 85.3385) S[2]=No Positions 10/02/97, 12561694.57, 11008731.96, 0%, 8091994.88, 4469699.69, 8091994.88, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-76 772 6168.1851)JY(S3 08/27/97-25 232 105.3780)ED(L3 09/15/97-13 5807 94.7570)US(L2 09/16/97-12 252 85.3385) S[2]=No Positions 10/03/97, 12810043.72, 11009618.15, 0%, 8092881.07, 4717162.65, 8092881.07, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-77 772 6168.1851)JY(S3 08/27/97-26 232 105.3780)ED(L3 09/15/97-14 5807 94.7570)US(L2 09/16/97-13 252 85.3385) S[2]=No Positions 10/06/97, 13176918.75, 11012277.29, 0%, 8095540.20, 5081378.54, 8095540.20, 0.00, 8718079.00, 2665246.47, S[1]=MP(L3 06/16/97-78 772 6168.1851)JY(S3 08/27/97-27 232 105.3780)ED(L3 09/15/97-15 5807 94.7570)US(L2 09/16/97-14 252 85.3385) S[2]=No Positions 10/07/97, 13424859.01, 10863041.33, 0%, 8096426.78, 5328432.23, 8096426.78, 0.00, 8914639.00, 2667699.40, S[1]=MP(L3 06/16/97-79 772 6168.1851)JY(S3 08/27/97-28 232 105.3780)ED(L3 09/15/97-16 5807 94.7570)US(L2 09/16/97-15 252 85.3385)SF(L1 10/07/97-0 112 79.1923) S[2]=No Positions 10/08/97, 13713612.55, 11110134.02, 0%, 8097313.45, 5616299.10, 8097313.45, 0.00, 8916865.00, 2668403.21, S[1]=MP(L3 06/16/97-80 772 6168.1851)JY(S3 08/27/97-29 232 105.3780)ED(L3 09/15/97-17 5807 94.7570)US(L2 09/16/97-16 252 85.3385)SF(L1 10/07/97-1 112 79.1923)CD(L1 10/08/97-0 3 73.6489) S[2]=No Positions 10/09/97, 11773619.74, 10737090.61, 14%, 7948311.04, 3825308.70, 7948311.04, 0.00, 3143726.00, 2966579.48, S[1]=MP(L3 06/16/97-81 772 6168.1851)JY(S3 08/27/97-30 232 105.3780)SF(L1 10/07/97-2 112 79.1923)CD(L1 10/08/97-1 3 73.6489) S[2]=No Positions 10/10/97, 11413630.85, 10800651.41, 17%, 7987186.04, 3426444.82, 7987186.04, 0.00, 2609060.00, 2978156.49, S[1]=MP(L3 06/16/97-82 772 6168.1851)SF(L1 10/07/97-3 112 79.1923) S[2]=No Positions 10/13/97, 11457655.86, 10803275.81, 16%, 7989810.44, 3467845.42, 7989810.44, 0.00, 2609060.00, 2978156.49, S[1]=MP(L3 06/16/97-83 772 6168.1851)SF(L1 10/07/97-4 112 79.1923) S[2]=No Positions 10/14/97, 11392709.02, 11014429.02, 17%, 7799941.12, 3592767.90, 7799941.12, 0.00, 2412500.00, 3017357.39, S[1]=MP(L3 06/16/97-83 772 6168.1851) S[2]=No Positions 10/15/97, 11603311.39, 10936474.31, 15%, 7800795.32, 3802516.06, 7800795.32, 0.00, 3941988.00, 3018917.48, S[1]=MP(L3 06/16/97-84 772 6168.1851)ED(S1 10/15/97-0 1744 94.7432) S[2]=No Positions 10/16/97, 11515403.70, 10703331.64, 16%, 7801649.62, 3713754.08, 7801649.62, 0.00, 6941328.00, 3018917.48, S[1]=MP(L3 06/16/97-85 772 6168.1851)ED(S3 10/15/97-1 5164 94.7432) S[2]=No Positions 10/17/97, 11542172.63, 10704186.03, 16%, 7802504.01, 3739668.62, 7802504.01, 0.00, 6941328.00, 3018917.48, S[1]=MP(L3 06/16/97-86 772 6168.1851)ED(S3 10/15/97-2 5164 94.7432) S[2]=No Positions 10/20/97, 12041848.17, 10726049.76, 12%, 7805067.73, 4236780.44, 7805067.73, 0.00, 6941328.00, 3018917.48, S[1]=MP(L3 06/16/97-87 772 6168.1851)ED(S3 10/15/97-3 5164 94.7432) S[2]=No Positions 10/21/97, 12212829.54, 10340663.67, 11%, 7805922.49, 4406907.04, 7805922.49, 0.00, 7115070.00, 3026943.11, S[1]=MP(L3 06/16/97-88 772 6168.1851)ED(S3 10/15/97-4 5164 94.7432)BP(L1 10/21/97-0 114 154.1420)CD(S2 10/21/97-0 6 72.6140) S[2]=No Positions 10/22/97, 12361292.68, 10276358.16, 10%, 7806777.35, 4554515.33, 7806777.35, 0.00, 7117296.00, 3028758.83, S[1]=MP(L3 06/16/97-89 772 6168.1851)ED(S3 10/15/97-5 5164 94.7432)BP(L1 10/21/97-1 114 154.1420)CD(S3 10/21/97-1 9 72.6140) S[2]=No Positions 10/23/97, 11768041.95, 10076137.49, 14%, 7449841.06, 4318200.89, 7449841.06, 0.00, 4310736.00, 3031842.23, S[1]=MP(L3 06/16/97-90 772 6168.1851)ED(S1 10/15/97-6 1744 94.7432)BP(L1 10/21/97-2 114 154.1420)CD(S3 10/21/97-2 9 72.6140)JY(S1 10/23/97-0 84 102.6671) S[2]=No Positions 10/24/97, 10835599.22, 10013618.98, 21%, 10698310.44, 137288.78, 10698310.44, 0.00, 1898236.00, 3085882.23, S[1]=ED(S1 10/15/97-7 1744 94.7432)BP(L1 10/21/97-3 114 154.1420)CD(S3 10/21/97-3 9 72.6140)JY(S1 10/23/97-1 84 102.6671) S[2]=No Positions 10/27/97, 9097952.80, 9243168.20, 34%, 10576327.53, -1478374.73, 10576327.53, 0.00, 2701618.00, 3382683.56, S[1]=BP(L3 10/21/97-4 456 154.1420)CD(S3 10/21/97-4 9 72.6140)JY(S1 10/23/97-2 84 102.6671)MP(S2 10/27/97-0 584 6528.4521) S[2]=No Positions 10/28/97, 10629058.32, 7423878.69, 22%, 9234849.63, 1394208.68, 9234849.63, 0.00, 3214348.00, 3509755.64, S[1]=BP(L3 10/21/97-5 456 154.1420)CD(S3 10/21/97-5 9 72.6140)MP(S2 10/27/97-1 584 6528.4521)SF(L3 10/28/97-0 402 80.9050) S[2]=No Positions 10/29/97, 9620355.49, 7345266.03, 30%, 8116197.96, 1504157.52, 8116197.96, 0.00, 683838.00, 3605167.19, S[1]=BP(L3 10/21/97-6 456 154.1420)CD(S3 10/21/97-6 9 72.6140) S[2]=No Positions 10/30/97, 9427142.23, 7346154.87, 31%, 8117086.80, 1310055.43, 8117086.80, 0.00, 683838.00, 3605167.19, S[1]=BP(L3 10/21/97-7 456 154.1420)CD(S3 10/21/97-7 9 72.6140) S[2]=No Positions 10/31/97, 9652732.24, 7383838.27, 30%, 8117975.73, 1534756.51, 8117975.73, 0.00, 683838.00, 3605167.19, S[1]=BP(L3 10/21/97-8 456 154.1420)CD(S3 10/21/97-8 9 72.6140) S[2]=No Positions 11/03/97, 9931697.08, 7495933.43, 28%, 8120643.11, 1811053.96, 8120643.11, 0.00, 683838.00, 3605167.19, S[1]=BP(L3 10/21/97-9 456 154.1420)CD(S3 10/21/97-9 9 72.6140) S[2]=No Positions 11/04/97, 9826419.36, 7334984.35, 28%, 8121532.43, 1704886.92, 8121532.43, 0.00, 869733.00, 3607899.28, S[1]=BP(L3 10/21/97-10 456 154.1420)CD(S3 10/21/97-10 9 72.6140)JY(S1 11/04/97-0 81 102.6529) S[2]=No Positions 11/05/97, 9740438.65, 7103208.13, 29%, 8122421.85, 1618016.80, 8122421.85, 0.00, 1246113.00, 3614122.23, S[1]=BP(L3 10/21/97-11 456 154.1420)CD(S3 10/21/97-11 9 72.6140)JY(S3 11/04/97-1 245 102.6529) S[2]=No Positions 11/06/97, 9819843.81, 7399668.50, 28%, 8123311.37, 1696532.44, 8123311.37, 0.00, 1246113.00, 3614122.23, S[1]=BP(L3 10/21/97-12 456 154.1420)CD(S3 10/21/97-12 9 72.6140)JY(S3 11/04/97-2 245 102.6529) S[2]=No Positions 11/07/97, 9755627.43, 7728152.85, 29%, 8124200.98, 1631426.45, 8124200.98, 0.00, 1551483.00, 3616260.19, S[1]=BP(L3 10/21/97-13 456 154.1420)CD(S3 10/21/97-13 9 72.6140)JY(S3 11/04/97-3 245 102.6529)SF(L2 11/07/97-0 174 81.5490) S[2]=No Positions 11/10/97, 10764524.74, 8344925.29, 21%, 8126870.41, 2637654.33, 8126870.41, 0.00, 1551483.00, 3616260.19, S[1]=BP(L3 10/21/97-14 456 154.1420)CD(S3 10/21/97-14 9 72.6140)JY(S3 11/04/97-4 245 102.6529)SF(L2 11/07/97-1 174 81.5490) S[2]=No Positions 11/11/97, 10719442.54, 8345815.29, 22%, 8127760.42, 2591682.13, 8127760.42, 0.00, 1551483.00, 3616260.19, S[1]=BP(L3 10/21/97-15 456 154.1420)CD(S3 10/21/97-15 9 72.6140)JY(S3 11/04/97-5 245 102.6529)SF(L2 11/07/97-2 174 81.5490) S[2]=No Positions 11/12/97, 10720332.65, 8346705.39, 22%, 8128650.52, 2591682.13, 8128650.52, 0.00, 1551483.00, 3616260.19, S[1]=BP(L3 10/21/97-15 456 154.1420)CD(S3 10/21/97-15 9 72.6140)JY(S3 11/04/97-5 245 102.6529)SF(L2 11/07/97-2 174 81.5490) S[2]=No Positions 11/13/97, 11351850.70, 8210890.99, 17%, 8129540.72, 3222309.98, 8129540.72, 0.00, 1834983.00, 3618206.19, S[1]=BP(L3 10/21/97-16 456 154.1420)CD(S3 10/21/97-16 9 72.6140)JY(S3 11/04/97-6 245 102.6529)SF(L2 11/07/97-3 174 81.5490)US(L1 11/13/97-0 105 89.2082) S[2]=No Positions 11/14/97, 11085521.35, 8485378.86, 19%, 8130431.01, 2955090.34, 8130431.01, 0.00, 1834983.00, 3618206.19, S[1]=BP(L3 10/21/97-17 456 154.1420)CD(S3 10/21/97-17 9 72.6140)JY(S3 11/04/97-7 245 102.6529)SF(L2 11/07/97-4 174 81.5490)US(L1 11/13/97-1 105 89.2082) S[2]=No Positions 11/17/97, 10841054.29, 8272282.49, 21%, 7773854.74, 3067199.54, 7773854.74, 0.00, 2446078.00, 3670541.38, S[1]=BP(L3 10/21/97-18 456 154.1420)CD(S3 10/21/97-18 9 72.6140)JY(S3 11/04/97-8 245 102.6529)US(L1 11/13/97-2 105 89.2082)ED(S1 11/17/97-0 1045 94.6845) S[2]=No Positions 11/18/97, 11229444.44, 8289033.03, 18%, 7774706.09, 3454738.35, 7774706.09, 0.00, 2718778.00, 3670576.06, S[1]=BP(L3 10/21/97-19 456 154.1420)CD(S3 10/21/97-19 9 72.6140)JY(S3 11/04/97-9 245 102.6529)US(L2 11/13/97-3 206 89.2082)ED(S1 11/17/97-1 1045 94.6845) S[2]=No Positions 11/19/97, 10929919.96, 8485884.28, 20%, 7775557.52, 3154362.44, 7775557.52, 0.00, 2718778.00, 3670576.06, S[1]=BP(L3 10/21/97-20 456 154.1420)CD(S3 10/21/97-20 9 72.6140)JY(S3 11/04/97-10 245 102.6529)US(L2 11/13/97-4 206 89.2082)ED(S1 11/17/97-2 1045 94.6845) S[2]=No Positions 11/20/97, 11231512.13, 8820648.77, 18%, 7776409.05, 3455103.08, 7776409.05, 0.00, 2718778.00, 3670576.06, S[1]=BP(L3 10/21/97-21 456 154.1420)CD(S3 10/21/97-21 9 72.6140)JY(S3 11/04/97-11 245 102.6529)US(L2 11/13/97-5 206 89.2082)ED(S1 11/17/97-3 1045 94.6845) S[2]=No Positions 11/21/97, 11157884.04, 9224441.07, 19%, 7599482.30, 3558401.73, 7599482.30, 0.00, 1802313.00, 3672742.64, S[1]=BP(L3 10/21/97-22 456 154.1420)CD(S3 10/21/97-22 9 72.6140)JY(S3 11/04/97-12 245 102.6529)US(L2 11/13/97-6 206 89.2082) S[2]=No Positions 11/24/97, 11279679.10, 9364749.65, 18%, 7601979.32, 3677699.78, 7601979.32, 0.00, 1802313.00, 3672742.64, S[1]=BP(L3 10/21/97-23 456 154.1420)CD(S3 10/21/97-23 9 72.6140)JY(S3 11/04/97-13 245 102.6529)US(L2 11/13/97-7 206 89.2082) S[2]=No Positions 11/25/97, 10985755.48, 9726127.25, 20%, 8577899.80, 2407855.67, 8577899.80, 0.00, 1125153.00, 3685852.40, S[1]=CD(S3 10/21/97-24 9 72.6140)JY(S3 11/04/97-14 245 102.6529)US(L2 11/13/97-8 206 89.2082) S[2]=No Positions 11/26/97, 10925378.45, 9594148.37, 20%, 8578839.20, 2346539.25, 8578839.20, 0.00, 2130195.00, 3686136.56, S[1]=CD(S3 10/21/97-25 9 72.6140)JY(S3 11/04/97-15 245 102.6529)US(L2 11/13/97-9 206 89.2082)ED(S1 11/26/97-0 1146 94.6859) S[2]=No Positions 11/27/97, 11233720.59, 9595087.87, 18%, 8579778.70, 2653941.88, 8579778.70, 0.00, 2130195.00, 3686136.56, S[1]=CD(S3 10/21/97-26 9 72.6140)JY(S3 11/04/97-16 245 102.6529)US(L2 11/13/97-10 206 89.2082)ED(S1 11/26/97-1 1146 94.6859) S[2]=No Positions 11/28/97, 11163465.35, 9608853.49, 19%, 8580718.31, 2582747.04, 8580718.31, 0.00, 3151900.00, 3687934.21, S[1]=CD(S3 10/21/97-26 9 72.6140)JY(S3 11/04/97-16 245 102.6529)US(L2 11/13/97-10 206 89.2082)ED(S2 11/26/97-1 2311 94.6859) S[2]=No Positions 12/01/97, 11422986.14, 9661050.11, 17%, 8583537.74, 2839448.40, 8583537.74, 0.00, 4172728.00, 3688173.98, S[1]=CD(S3 10/21/97-27 9 72.6140)JY(S3 11/04/97-17 245 102.6529)US(L2 11/13/97-11 206 89.2082)ED(S3 11/26/97-2 3475 94.6859) S[2]=No Positions 12/02/97, 11668283.10, 9794553.45, 15%, 8584477.75, 3083805.35, 8584477.75, 0.00, 4172728.00, 3688173.98, S[1]=CD(S3 10/21/97-28 9 72.6140)JY(S3 11/04/97-18 245 102.6529)US(L2 11/13/97-12 206 89.2082)ED(S3 11/26/97-3 3475 94.6859) S[2]=No Positions 12/03/97, 11514090.17, 9720214.24, 16%, 8585417.87, 2928672.30, 8585417.87, 0.00, 4539928.00, 3689448.98, S[1]=CD(S3 10/21/97-29 9 72.6140)JY(S3 11/04/97-19 245 102.6529)US(L3 11/13/97-13 342 89.2082)ED(S3 11/26/97-4 3475 94.6859) S[2]=No Positions 12/04/97, 11541654.19, 9721154.46, 16%, 8586358.09, 2955296.10, 8586358.09, 0.00, 4539928.00, 3689448.98, S[1]=CD(S3 10/21/97-30 9 72.6140)JY(S3 11/04/97-20 245 102.6529)US(L3 11/13/97-14 342 89.2082)ED(S3 11/26/97-5 3475 94.6859) S[2]=No Positions 12/05/97, 11536722.28, 9694283.37, 16%, 8364131.77, 3172590.50, 8364131.77, 0.00, 3616528.00, 3712961.48, S[1]=CD(S3 10/21/97-31 9 72.6140)JY(S3 11/04/97-21 245 102.6529)ED(S3 11/26/97-6 3475 94.6859) S[2]=No Positions 12/08/97, 11789819.44, 10006344.79, 14%, 8366880.04, 3422939.41, 8366880.04, 0.00, 3616528.00, 3712961.48, S[1]=CD(S3 10/21/97-32 9 72.6140)JY(S3 11/04/97-22 245 102.6529)ED(S3 11/26/97-7 3475 94.6859) S[2]=No Positions 12/09/97, 11967124.18, 10100192.65, 13%, 8367796.32, 3599327.86, 8367796.32, 0.00, 3616528.00, 3712961.48, S[1]=CD(S3 10/21/97-33 9 72.6140)JY(S3 11/04/97-23 245 102.6529)ED(S3 11/26/97-8 3475 94.6859) S[2]=No Positions 12/10/97, 11738235.77, 10433420.24, 14%, 8368712.71, 3369523.06, 8368712.71, 0.00, 3616528.00, 3712961.48, S[1]=CD(S3 10/21/97-34 9 72.6140)JY(S3 11/04/97-24 245 102.6529)ED(S3 11/26/97-9 3475 94.6859) S[2]=No Positions 12/11/97, 11109357.78, 10336110.41, 19%, 8110312.42, 2999045.36, 8110312.42, 0.00, 928053.00, 3718971.13, S[1]=CD(S3 10/21/97-35 9 72.6140)JY(S3 11/04/97-25 245 102.6529)US(L1 12/11/97-0 133 90.1684) S[2]=No Positions 12/12/97, 10921296.92, 10362827.31, 20%, 9469103.47, 1452193.45, 9469103.47, 0.00, 1256175.00, 3734750.35, S[1]=JY(S3 11/04/97-26 245 102.6529)US(L2 12/11/97-1 257 90.1684) S[2]=No Positions 12/15/97, 11088027.00, 10216902.07, 19%, 9472214.80, 1615812.20, 9472214.80, 0.00, 1678050.00, 3737315.72, S[1]=JY(S3 11/04/97-27 245 102.6529)US(L2 12/11/97-2 257 90.1684)MP(L1 12/15/97-0 135 6837.7949) S[2]=No Positions 12/16/97, 11138549.35, 10080771.87, 19%, 9473252.14, 1665297.21, 9473252.14, 0.00, 2093675.00, 3737860.51, S[1]=JY(S3 11/04/97-28 245 102.6529)US(L2 12/11/97-3 257 90.1684)MP(L2 12/15/97-1 268 6837.7949) S[2]=No Positions 12/17/97, 10483324.06, 9806288.73, 24%, 10426116.02, 57208.04, 10426116.02, 0.00, 1531400.00, 4010422.82, S[1]=US(L2 12/11/97-4 257 90.1684)MP(L2 12/15/97-2 268 6837.7949) S[2]=No Positions 12/18/97, 10341922.26, 9524736.92, 25%, 10427257.82, -85335.56, 10427257.82, 0.00, 1976426.00, 4011485.43, S[1]=US(L3 12/11/97-5 421 90.1684)MP(L2 12/15/97-3 268 6837.7949)CD(S1 12/18/97-0 3 70.3526) S[2]=No Positions 12/19/97, 10338146.89, 9111441.20, 25%, 10428399.75, -90252.85, 10428399.75, 0.00, 3251651.00, 4024386.68, S[1]=US(L3 12/11/97-6 421 90.1684)MP(L2 12/15/97-4 268 6837.7949)CD(S3 12/18/97-1 9 70.3526)ED(L1 12/19/97-0 1449 94.7493) S[2]=No Positions 12/22/97, 10683609.59, 9114867.73, 22%, 10431826.28, 251783.30, 10431826.28, 0.00, 3251651.00, 4024386.68, S[1]=US(L3 12/11/97-7 421 90.1684)MP(L2 12/15/97-5 268 6837.7949)CD(S3 12/18/97-2 9 70.3526)ED(L1 12/19/97-1 1449 94.7493) S[2]=No Positions 12/23/97, 10900591.99, 9116010.16, 21%, 10432968.71, 467623.28, 10432968.71, 0.00, 3251651.00, 4024386.68, S[1]=US(L3 12/11/97-8 421 90.1684)MP(L2 12/15/97-6 268 6837.7949)CD(S3 12/18/97-3 9 70.3526)ED(L1 12/19/97-2 1449 94.7493) S[2]=No Positions 12/24/97, 10820131.68, 9143152.81, 21%, 10434111.26, 386020.41, 10434111.26, 0.00, 3251651.00, 4024386.68, S[1]=US(L3 12/11/97-9 421 90.1684)MP(L2 12/15/97-7 268 6837.7949)CD(S3 12/18/97-4 9 70.3526)ED(L1 12/19/97-3 1449 94.7493) S[2]=No Positions 12/25/97, 10781400.94, 9144295.49, 21%, 10435253.94, 346147.00, 10435253.94, 0.00, 3251651.00, 4024386.68, S[1]=US(L3 12/11/97-10 421 90.1684)MP(L2 12/15/97-8 268 6837.7949)CD(S3 12/18/97-5 9 70.3526)ED(L1 12/19/97-4 1449 94.7493) S[2]=No Positions 12/26/97, 10782543.74, 9339223.56, 21%, 10436396.74, 346147.00, 10436396.74, 0.00, 3251651.00, 4024386.68, S[1]=US(L3 12/11/97-10 421 90.1684)MP(L2 12/15/97-8 268 6837.7949)CD(S3 12/18/97-5 9 70.3526)ED(L1 12/19/97-4 1449 94.7493) S[2]=No Positions 12/29/97, 10842479.70, 9272316.03, 21%, 10439825.91, 402653.79, 10439825.91, 0.00, 3789151.00, 4026706.16, S[1]=US(L3 12/11/97-11 421 90.1684)MP(L3 12/15/97-9 440 6837.7949)CD(S3 12/18/97-6 9 70.3526)ED(L1 12/19/97-5 1449 94.7493) S[2]=No Positions 12/30/97, 11180284.68, 9366181.37, 18%, 10440969.21, 739315.47, 10440969.21, 0.00, 3789151.00, 4026706.16, S[1]=US(L3 12/11/97-12 421 90.1684)MP(L3 12/15/97-10 440 6837.7949)CD(S3 12/18/97-7 9 70.3526)ED(L1 12/19/97-6 1449 94.7493) S[2]=No Positions 12/31/97, 10605032.42, 9158572.77, 23%, 10442112.64, 162919.78, 10442112.64, 0.00, 4059961.00, 4027761.16, S[1]=US(L3 12/11/97-13 421 90.1684)MP(L3 12/15/97-11 440 6837.7949)CD(S3 12/18/97-8 9 70.3526)ED(L1 12/19/97-7 1449 94.7493)JY(S1 12/31/97-0 118 96.5344) S[2]=No Positions 01/01/98, 10855020.49, 9159716.33, 21%, 10443256.19, 411764.29, 10443256.19, 0.00, 4059961.00, 4027761.16, S[1]=US(L3 12/11/97-14 421 90.1684)MP(L3 12/15/97-12 440 6837.7949)CD(S3 12/18/97-9 9 70.3526)ED(L1 12/19/97-8 1449 94.7493)JY(S1 12/31/97-1 118 96.5344) S[2]=No Positions 01/02/98, 10573538.59, 8712065.94, 23%, 10444399.87, 129138.71, 10444399.87, 0.00, 6084121.00, 4042026.22, S[1]=US(L3 12/11/97-14 421 90.1684)MP(L3 12/15/97-12 440 6837.7949)CD(S3 12/18/97-9 9 70.3526)ED(L2 12/19/97-8 3129 94.7493)JY(S3 12/31/97-1 358 96.5344) S[2]=No Positions 01/05/98, 11450719.24, 8787499.38, 16%, 10447831.67, 1002887.57, 10447831.67, 0.00, 6084121.00, 4042026.22, S[1]=US(L3 12/11/97-15 421 90.1684)MP(L3 12/15/97-13 440 6837.7949)CD(S3 12/18/97-10 9 70.3526)ED(L2 12/19/97-9 3129 94.7493)JY(S3 12/31/97-2 358 96.5344) S[2]=No Positions 01/06/98, 12690600.47, 8788643.56, 7%, 10448975.85, 2241624.62, 10448975.85, 0.00, 6084121.00, 4042026.22, S[1]=US(L3 12/11/97-16 421 90.1684)MP(L3 12/15/97-14 440 6837.7949)CD(S3 12/18/97-11 9 70.3526)ED(L2 12/19/97-10 3129 94.7493)JY(S3 12/31/97-3 358 96.5344) S[2]=No Positions 01/07/98, 13202454.79, 8789787.86, 4%, 10450120.15, 2752334.64, 10450120.15, 0.00, 6084121.00, 4042026.22, S[1]=US(L3 12/11/97-17 421 90.1684)MP(L3 12/15/97-15 440 6837.7949)CD(S3 12/18/97-12 9 70.3526)ED(L2 12/19/97-11 3129 94.7493)JY(S3 12/31/97-4 358 96.5344) S[2]=No Positions 01/08/98, 11972483.20, 8790932.30, 13%, 10451264.59, 1521218.62, 10451264.59, 0.00, 6084121.00, 4042026.22, S[1]=US(L3 12/11/97-18 421 90.1684)MP(L3 12/15/97-16 440 6837.7949)CD(S3 12/18/97-13 9 70.3526)ED(L2 12/19/97-12 3129 94.7493)JY(S3 12/31/97-5 358 96.5344) S[2]=No Positions 01/09/98, 12192005.27, 8768892.97, 11%, 9836100.42, 2355904.85, 9836100.42, 0.00, 4702443.00, 4059526.69, S[1]=US(L3 12/11/97-19 421 90.1684)ED(L2 12/19/97-13 3129 94.7493)JY(S3 12/31/97-6 358 96.5344) S[2]=No Positions 01/12/98, 12017780.46, 8183715.81, 12%, 9839332.34, 2178448.13, 9839332.34, 0.00, 6371193.00, 4152976.69, S[1]=US(L3 12/11/97-20 421 90.1684)ED(L2 12/19/97-14 3129 94.7493)JY(S3 12/31/97-7 358 96.5344)MP(S3 01/12/98-0 534 6472.0000) S[2]=No Positions 01/13/98, 11797586.64, 7679302.35, 14%, 8725562.80, 3072023.84, 8725562.80, 0.00, 4702443.00, 4672617.62, S[1]=US(L3 12/11/97-21 421 90.1684)ED(L2 12/19/97-15 3129 94.7493)JY(S3 12/31/97-8 358 96.5344) S[2]=No Positions 01/14/98, 11072079.39, 7882501.73, 19%, 8726518.37, 2345561.03, 8726518.37, 0.00, 4935858.00, 4673116.35, S[1]=US(L3 12/11/97-22 421 90.1684)ED(L2 12/19/97-16 3129 94.7493)JY(S3 12/31/97-9 358 96.5344)SF(S1 01/14/98-0 133 76.1770) S[2]=No Positions 01/15/98, 10245501.69, 7864861.89, 25%, 8309334.54, 1936167.15, 8309334.54, 0.00, 4584588.00, 4683187.72, S[1]=US(L3 12/11/97-23 421 90.1684)ED(L2 12/19/97-17 3129 94.7493)SF(S3 01/14/98-1 401 76.1770) S[2]=No Positions 01/16/98, 10604811.52, 8718463.02, 23%, 8310244.52, 2294567.00, 8310244.52, 0.00, 4584588.00, 4683187.72, S[1]=US(L3 12/11/97-24 421 90.1684)ED(L2 12/19/97-18 3129 94.7493)SF(S3 01/14/98-2 401 76.1770) S[2]=No Positions 01/19/98, 10121897.97, 8721193.58, 26%, 8312975.08, 1808922.89, 8312975.08, 0.00, 4584588.00, 4683187.72, S[1]=US(L3 12/11/97-25 421 90.1684)ED(L2 12/19/97-19 3129 94.7493)SF(S3 01/14/98-3 401 76.1770) S[2]=No Positions 01/20/98, 9937774.54, 8738859.86, 28%, 8964349.46, 973425.08, 8964349.46, 0.00, 3450856.00, 4687788.71, S[1]=ED(L2 12/19/97-19 3129 94.7493)SF(S3 01/14/98-3 401 76.1770)CD(S2 01/20/98-0 4 69.6470) S[2]=No Positions 01/21/98, 9519191.63, 8402744.85, 31%, 8652734.17, 866457.46, 8652734.17, 0.00, 3395842.00, 4698755.54, S[1]=ED(L2 12/19/97-20 3129 94.7493)SF(S1 01/14/98-4 133 76.1770)CD(S3 01/20/98-1 7 69.6470)JY(L2 01/21/98-0 180 98.1360) S[2]=No Positions 01/22/98, 9817914.71, 8501980.62, 28%, 8508529.79, 1309384.92, 8508529.79, 0.00, 3162427.00, 4755212.70, S[1]=ED(L2 12/19/97-21 3129 94.7493)CD(S3 01/20/98-2 7 69.6470)JY(L2 01/21/98-1 180 98.1360) S[2]=No Positions 01/23/98, 10015642.07, 8604829.19, 27%, 8509461.59, 1506180.48, 8509461.59, 0.00, 3359797.00, 4759727.68, S[1]=ED(L2 12/19/97-22 3129 94.7493)CD(S3 01/20/98-3 7 69.6470)JY(L3 01/21/98-2 266 98.1360) S[2]=No Positions 01/26/98, 10128742.21, 8685807.24, 26%, 8512257.60, 1616484.60, 8512257.60, 0.00, 3359797.00, 4759727.68, S[1]=ED(L2 12/19/97-23 3129 94.7493)CD(S3 01/20/98-4 7 69.6470)JY(L3 01/21/98-3 266 98.1360) S[2]=No Positions 01/27/98, 9604826.74, 8639896.83, 30%, 9317652.93, 287173.81, 9317652.93, 0.00, 615664.00, 4767545.89, S[1]=CD(S3 01/20/98-5 7 69.6470)JY(L3 01/21/98-4 266 98.1360) S[2]=No Positions 01/28/98, 10083773.44, 8640917.24, 26%, 9318673.34, 765100.10, 9318673.34, 0.00, 615664.00, 4767545.89, S[1]=CD(S3 01/20/98-6 7 69.6470)JY(L3 01/21/98-5 266 98.1360) S[2]=No Positions 01/29/98, 10252794.07, 8641937.77, 25%, 9319693.87, 933100.20, 9319693.87, 0.00, 615664.00, 4767545.89, S[1]=CD(S3 01/20/98-7 7 69.6470)JY(L3 01/21/98-6 266 98.1360) S[2]=No Positions 01/30/98, 10421991.19, 8642958.40, 24%, 9320714.50, 1101276.68, 9320714.50, 0.00, 615664.00, 4767545.89, S[1]=CD(S3 01/20/98-8 7 69.6470)JY(L3 01/21/98-7 266 98.1360) S[2]=No Positions 02/02/98, 9762847.68, 8801458.45, 29%, 9323777.08, 439070.61, 9323777.08, 0.00, 615664.00, 4767545.89, S[1]=CD(S3 01/20/98-9 7 69.6470)JY(L3 01/21/98-8 266 98.1360) S[2]=No Positions 02/03/98, 9795199.25, 8968322.92, 29%, 9324798.16, 470401.10, 9324798.16, 0.00, 615664.00, 4767545.89, S[1]=CD(S3 01/20/98-10 7 69.6470)JY(L3 01/21/98-9 266 98.1360) S[2]=No Positions 02/04/98, 9720618.85, 9268767.52, 29%, 9325819.35, 394799.50, 9325819.35, 0.00, 615664.00, 4767545.89, S[1]=CD(S3 01/20/98-11 7 69.6470)JY(L3 01/21/98-10 266 98.1360) S[2]=No Positions 02/05/98, 10061933.32, 9224031.90, 27%, 9369341.28, 692592.05, 9369341.28, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-11 266 98.1360) S[2]=No Positions 02/06/98, 10062959.40, 9225057.97, 27%, 9370367.35, 692592.05, 9370367.35, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-12 266 98.1360) S[2]=No Positions 02/09/98, 9909762.88, 9228136.86, 28%, 9373446.24, 536316.64, 9373446.24, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-13 266 98.1360) S[2]=No Positions 02/10/98, 9960664.91, 9229163.38, 27%, 9374472.76, 586192.15, 9374472.76, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-14 266 98.1360) S[2]=No Positions 02/11/98, 10114641.24, 9230190.02, 26%, 9375499.39, 739141.85, 9375499.39, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-15 266 98.1360) S[2]=No Positions 02/12/98, 10069118.18, 9231216.76, 27%, 9376526.14, 692592.05, 9376526.14, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-16 266 98.1360) S[2]=No Positions 02/13/98, 9787518.01, 9341969.23, 29%, 9377552.99, 409965.02, 9377552.99, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-17 266 98.1360) S[2]=No Positions 02/16/98, 9657601.29, 9345050.48, 30%, 9380634.24, 276967.05, 9380634.24, 0.00, 610470.00, 4816545.67, S[1]=JY(L3 01/21/98-18 266 98.1360) S[2]=No Positions 02/17/98, 9336763.62, 9336763.62, 32%, 9336763.62, 0.00, 9336763.62, 0.00, 0.00, 4822530.68, S[1]=No Positions S[2]=No Positions 02/18/98, 9254547.07, 9162547.07, 33%, 9337786.13, -83239.06, 9337786.13, 0.00, 500000.00, 4824393.03, S[1]=MP(S1 02/18/98-0 160 6527.9512) S[2]=No Positions 02/19/98, 9054853.76, 8839163.25, 34%, 9338808.74, -283954.98, 9338808.74, 0.00, 504452.00, 4837913.54, S[1]=MP(S1 02/18/98-1 160 6527.9512)CD(L3 02/19/98-0 6 70.2002) S[2]=No Positions 02/20/98, 9354230.80, 8689518.26, 32%, 9339831.47, 14399.33, 9339831.47, 0.00, 1016952.00, 4839474.86, S[1]=MP(S2 02/18/98-2 324 6527.9512)CD(L3 02/19/98-1 6 70.2002) S[2]=No Positions 02/23/98, 9481499.17, 8601242.05, 31%, 9342900.33, 138598.85, 9342900.33, 0.00, 1529452.00, 4840741.46, S[1]=MP(S3 02/18/98-3 488 6527.9512)CD(L3 02/19/98-2 6 70.2002) S[2]=No Positions 02/24/98, 9328350.34, 8416434.54, 32%, 9343923.50, -15573.16, 9343923.50, 0.00, 1907452.00, 4845224.76, S[1]=MP(S3 02/18/98-4 488 6527.9512)CD(L3 02/19/98-3 6 70.2002)US(S1 02/24/98-0 140 90.5695) S[2]=No Positions 02/25/98, 9228494.36, 8417457.82, 33%, 9344946.79, -116452.43, 9344946.79, 0.00, 1907452.00, 4845224.76, S[1]=MP(S3 02/18/98-5 488 6527.9512)CD(L3 02/19/98-4 6 70.2002)US(S1 02/24/98-1 140 90.5695) S[2]=No Positions 02/26/98, 9212398.86, 8418481.22, 33%, 9345970.19, -133571.33, 9345970.19, 0.00, 1907452.00, 4845224.76, S[1]=MP(S3 02/18/98-6 488 6527.9512)CD(L3 02/19/98-5 6 70.2002)US(S1 02/24/98-2 140 90.5695) S[2]=No Positions 02/27/98, 8849794.22, 8270352.85, 35%, 8921852.10, -72057.88, 8921852.10, 0.00, 752352.00, 4848829.45, S[1]=CD(L3 02/19/98-6 6 70.2002)US(S2 02/24/98-3 277 90.5695) S[2]=No Positions 03/02/98, 8744130.88, 8273284.36, 36%, 8924783.62, -180652.73, 8924783.62, 0.00, 752352.00, 4848829.45, S[1]=CD(L3 02/19/98-7 6 70.2002)US(S2 02/24/98-4 277 90.5695) S[2]=No Positions 03/03/98, 9132534.83, 8189397.13, 33%, 8925761.00, 206773.83, 8925761.00, 0.00, 1092552.00, 4853401.12, S[1]=CD(L3 02/19/98-8 6 70.2002)US(S3 02/24/98-5 403 90.5695) S[2]=No Positions 03/04/98, 9189826.65, 8294465.51, 33%, 8926738.50, 263088.16, 8926738.50, 0.00, 1092552.00, 4853401.12, S[1]=CD(L3 02/19/98-9 6 70.2002)US(S3 02/24/98-6 403 90.5695) S[2]=No Positions 03/05/98, 9018529.22, 8165226.20, 34%, 8927716.10, 90813.12, 8927716.10, 0.00, 1308417.00, 4857335.78, S[1]=CD(L3 02/19/98-10 6 70.2002)US(S3 02/24/98-7 403 90.5695)SF(S1 03/05/98-0 123 75.5903) S[2]=No Positions 03/06/98, 9233095.53, 8026099.71, 33%, 8928693.80, 304401.73, 8928693.80, 0.00, 1511997.00, 4858402.00, S[1]=CD(L3 02/19/98-11 6 70.2002)US(S3 02/24/98-8 403 90.5695)SF(S2 03/05/98-1 239 75.5903) S[2]=No Positions 03/09/98, 9128880.30, 8029033.48, 33%, 8931627.57, 197252.73, 8931627.57, 0.00, 1511997.00, 4858402.00, S[1]=CD(L3 02/19/98-12 6 70.2002)US(S3 02/24/98-9 403 90.5695)SF(S2 03/05/98-2 239 75.5903) S[2]=No Positions 03/10/98, 9022773.35, 8076057.51, 34%, 8932605.71, 90167.64, 8932605.71, 0.00, 1511997.00, 4858402.00, S[1]=CD(L3 02/19/98-13 6 70.2002)US(S3 02/24/98-10 403 90.5695)SF(S2 03/05/98-3 239 75.5903) S[2]=No Positions 03/11/98, 9149032.57, 8102223.26, 33%, 8933583.95, 215448.62, 8933583.95, 0.00, 1511997.00, 4858402.00, S[1]=CD(L3 02/19/98-14 6 70.2002)US(S3 02/24/98-11 403 90.5695)SF(S2 03/05/98-4 239 75.5903) S[2]=No Positions 03/12/98, 8793942.81, 7742108.56, 36%, 8563572.64, 230370.17, 8563572.64, 0.00, 830787.00, 4891020.15, S[1]=CD(L3 02/19/98-15 6 70.2002)SF(S2 03/05/98-5 239 75.5903)BP(L2 03/12/98-0 274 157.0600) S[2]=No Positions 03/13/98, 8860931.33, 7743046.38, 35%, 8564510.47, 296420.86, 8564510.47, 0.00, 830787.00, 4891020.15, S[1]=CD(L3 02/19/98-16 6 70.2002)SF(S2 03/05/98-6 239 75.5903)BP(L2 03/12/98-1 274 157.0600) S[2]=No Positions 03/16/98, 8869578.89, 7787860.30, 35%, 8567324.57, 302254.32, 8567324.57, 0.00, 830787.00, 4891020.15, S[1]=CD(L3 02/19/98-17 6 70.2002)SF(S2 03/05/98-7 239 75.5903)BP(L2 03/12/98-2 274 157.0600) S[2]=No Positions 03/17/98, 8909308.38, 7788798.54, 35%, 8568262.81, 341045.57, 8568262.81, 0.00, 830787.00, 4891020.15, S[1]=CD(L3 02/19/98-18 6 70.2002)SF(S2 03/05/98-8 239 75.5903)BP(L2 03/12/98-3 274 157.0600) S[2]=No Positions 03/18/98, 8866831.84, 7789736.89, 35%, 8569201.15, 297630.69, 8569201.15, 0.00, 830787.00, 4891020.15, S[1]=CD(L3 02/19/98-19 6 70.2002)SF(S2 03/05/98-9 239 75.5903)BP(L2 03/12/98-4 274 157.0600) S[2]=No Positions 03/19/98, 8965306.85, 7962667.90, 35%, 8570139.60, 395167.26, 8570139.60, 0.00, 830787.00, 4891020.15, S[1]=CD(L3 02/19/98-20 6 70.2002)SF(S2 03/05/98-10 239 75.5903)BP(L2 03/12/98-5 274 157.0600) S[2]=No Positions 03/20/98, 8938537.69, 7896903.85, 35%, 8571078.14, 367459.55, 8571078.14, 0.00, 1043142.00, 4891549.46, S[1]=CD(L3 02/19/98-21 6 70.2002)SF(S3 03/05/98-11 360 75.5903)BP(L2 03/12/98-6 274 157.0600) S[2]=No Positions 03/23/98, 8855913.35, 7721628.80, 35%, 8604906.48, 251006.87, 8604906.48, 0.00, 1629315.00, 4900039.50, S[1]=SF(S3 03/05/98-12 360 75.5903)BP(L2 03/12/98-7 274 157.0600)MP(L1 03/23/98-0 189 6694.0000) S[2]=No Positions 03/24/98, 8845056.77, 7781197.94, 35%, 8605848.83, 239207.93, 8605848.83, 0.00, 1629315.00, 4900039.50, S[1]=SF(S3 03/05/98-13 360 75.5903)BP(L2 03/12/98-8 274 157.0600)MP(L1 03/23/98-1 189 6694.0000) S[2]=No Positions 03/25/98, 8834964.72, 7843184.56, 36%, 8606791.29, 228173.42, 8606791.29, 0.00, 2007315.00, 4901319.21, S[1]=SF(S3 03/05/98-14 360 75.5903)BP(L2 03/12/98-9 274 157.0600)MP(L1 03/23/98-2 189 6694.0000)US(L1 03/25/98-0 140 91.8865) S[2]=No Positions 03/26/98, 8651160.12, 7358325.67, 37%, 8449484.44, 201675.68, 8449484.44, 0.00, 5744823.00, 4920770.63, S[1]=SF(S3 03/05/98-15 360 75.5903)BP(L3 03/12/98-10 413 157.0600)MP(L2 03/23/98-3 392 6694.0000)ED(S2 03/26/98-0 3734 94.7673) S[2]=No Positions 03/27/98, 9002260.88, 7320925.04, 34%, 8450409.77, 551851.11, 8450409.77, 0.00, 6379198.00, 4921998.44, S[1]=SF(S3 03/05/98-16 360 75.5903)BP(L3 03/12/98-11 413 157.0600)MP(L3 03/23/98-4 595 6694.0000)ED(S2 03/26/98-1 3734 94.7673) S[2]=No Positions 03/30/98, 8956292.63, 7156448.31, 35%, 8453186.39, 503106.24, 8453186.39, 0.00, 6581158.00, 4925298.39, S[1]=SF(S3 03/05/98-17 360 75.5903)BP(L3 03/12/98-12 413 157.0600)MP(L3 03/23/98-5 595 6694.0000)ED(S2 03/26/98-2 3734 94.7673)JY(S1 03/30/98-0 88 94.8200) S[2]=No Positions 03/31/98, 9479875.10, 7065700.41, 31%, 8454112.13, 1025762.98, 8454112.13, 0.00, 6975898.00, 4931103.32, S[1]=SF(S3 03/05/98-18 360 75.5903)BP(L3 03/12/98-13 413 157.0600)MP(L3 03/23/98-6 595 6694.0000)ED(S2 03/26/98-3 3734 94.7673)JY(S3 03/30/98-1 260 94.8200) S[2]=No Positions 04/01/98, 9554490.16, 7128885.62, 30%, 8455037.97, 1099452.19, 8455037.97, 0.00, 6975898.00, 4931103.32, S[1]=SF(S3 03/05/98-19 360 75.5903)BP(L3 03/12/98-14 413 157.0600)MP(L3 03/23/98-7 595 6694.0000)ED(S2 03/26/98-4 3734 94.7673)JY(S3 03/30/98-2 260 94.8200) S[2]=No Positions 04/02/98, 9858601.11, 7129811.56, 28%, 8455963.91, 1402637.20, 8455963.91, 0.00, 6975898.00, 4931103.32, S[1]=SF(S3 03/05/98-20 360 75.5903)BP(L3 03/12/98-15 413 157.0600)MP(L3 03/23/98-8 595 6694.0000)ED(S2 03/26/98-5 3734 94.7673)JY(S3 03/30/98-3 260 94.8200) S[2]=No Positions 04/03/98, 8870890.11, 6762094.82, 35%, 7995518.28, 875371.83, 7995518.28, 0.00, 4221875.00, 5008284.44, S[1]=SF(S3 03/05/98-21 360 75.5903)MP(L3 03/23/98-9 595 6694.0000)JY(S3 03/30/98-4 260 94.8200)US(L3 04/03/98-0 420 92.3250) S[2]=No Positions 04/06/98, 9190841.14, 6764721.97, 33%, 7998145.43, 1192695.71, 7998145.43, 0.00, 4221875.00, 5008284.44, S[1]=SF(S3 03/05/98-22 360 75.5903)MP(L3 03/23/98-10 595 6694.0000)JY(S3 03/30/98-5 260 94.8200)US(L3 04/03/98-1 420 92.3250) S[2]=No Positions 04/07/98, 9140465.30, 6839972.87, 33%, 7999021.33, 1141443.96, 7999021.33, 0.00, 4221875.00, 5008284.44, S[1]=SF(S3 03/05/98-23 360 75.5903)MP(L3 03/23/98-11 595 6694.0000)JY(S3 03/30/98-6 260 94.8200)US(L3 04/03/98-2 420 92.3250) S[2]=No Positions 04/08/98, 8521481.75, 6848504.56, 38%, 7544107.01, 977374.75, 7544107.01, 0.00, 3087875.00, 5010202.56, S[1]=SF(S3 03/05/98-24 360 75.5903)MP(L3 03/23/98-12 595 6694.0000)JY(S3 03/30/98-7 260 94.8200) S[2]=No Positions 04/09/98, 7737575.42, 6957651.25, 44%, 7104647.26, 632928.17, 7104647.26, 0.00, 2491175.00, 5028710.02, S[1]=SF(S3 03/05/98-25 360 75.5903)MP(L3 03/23/98-13 595 6694.0000) S[2]=No Positions 04/10/98, 8034228.75, 6958429.30, 41%, 7105425.31, 928803.44, 7105425.31, 0.00, 2491175.00, 5028710.02, S[1]=SF(S3 03/05/98-26 360 75.5903)MP(L3 03/23/98-14 595 6694.0000) S[2]=No Positions 04/13/98, 7917814.16, 7174138.39, 42%, 7107759.99, 810054.17, 7107759.99, 0.00, 3790889.00, 5031983.33, S[1]=SF(S3 03/05/98-26 360 75.5903)MP(L3 03/23/98-14 595 6694.0000)ED(S1 04/13/98-0 1482 94.7430) S[2]=No Positions 04/14/98, 7557368.31, 7005881.75, 45%, 7355085.19, 202283.12, 7355085.19, 0.00, 3331349.00, 5057355.34, S[1]=MP(L3 03/23/98-15 595 6694.0000)ED(S1 04/13/98-1 1482 94.7430)BP(L1 04/14/98-0 116 160.5436) S[2]=No Positions 04/15/98, 7827066.72, 7045362.23, 43%, 7355890.67, 471176.05, 7355890.67, 0.00, 3331349.00, 5057355.34, S[1]=MP(L3 03/23/98-16 595 6694.0000)ED(S1 04/13/98-2 1482 94.7430)BP(L1 04/14/98-1 116 160.5436) S[2]=No Positions 04/16/98, 7779607.71, 6932453.05, 43%, 7356696.24, 422911.47, 7356696.24, 0.00, 3502124.00, 5059692.79, S[1]=MP(L3 03/23/98-17 595 6694.0000)ED(S1 04/13/98-3 1482 94.7430)BP(L2 04/14/98-2 231 160.5436) S[2]=No Positions 04/17/98, 7780236.34, 6933258.71, 43%, 7357501.90, 422734.44, 7357501.90, 0.00, 3502124.00, 5059692.79, S[1]=MP(L3 03/23/98-18 595 6694.0000)ED(S1 04/13/98-4 1482 94.7430)BP(L2 04/14/98-3 231 160.5436) S[2]=No Positions 04/20/98, 7722285.85, 7001126.22, 44%, 7359919.41, 362366.44, 7359919.41, 0.00, 3502124.00, 5059692.79, S[1]=MP(L3 03/23/98-19 595 6694.0000)ED(S1 04/13/98-5 1482 94.7430)BP(L2 04/14/98-4 231 160.5436) S[2]=No Positions 04/21/98, 7739186.71, 7091182.23, 44%, 7360725.42, 378461.29, 7360725.42, 0.00, 3502124.00, 5059692.79, S[1]=MP(L3 03/23/98-20 595 6694.0000)ED(S1 04/13/98-6 1482 94.7430)BP(L2 04/14/98-5 231 160.5436) S[2]=No Positions 04/22/98, 7719137.98, 7147955.60, 44%, 7102223.38, 616914.61, 7102223.38, 0.00, 3159089.00, 5060309.19, S[1]=MP(L3 03/23/98-21 595 6694.0000)ED(S1 04/13/98-7 1482 94.7430) S[2]=No Positions 04/23/98, 7768618.75, 7037260.77, 43%, 7103001.17, 665617.58, 7103001.17, 0.00, 3480389.00, 5061349.55, S[1]=MP(L3 03/23/98-22 595 6694.0000)ED(S1 04/13/98-8 1482 94.7430)US(S1 04/23/98-0 119 90.4224) S[2]=No Positions 04/24/98, 7680530.19, 6937919.11, 44%, 7103779.04, 576751.15, 7103779.04, 0.00, 4810798.00, 5061349.55, S[1]=MP(L3 03/23/98-23 595 6694.0000)ED(S2 04/13/98-9 2999 94.7430)US(S1 04/23/98-1 119 90.4224) S[2]=No Positions 04/27/98, 7385798.52, 6881802.55, 46%, 7106113.18, 279685.33, 7106113.18, 0.00, 6479239.00, 5075766.00, S[1]=MP(L3 03/23/98-24 595 6694.0000)ED(S3 04/13/98-10 4532 94.7430)US(S2 04/23/98-2 239 90.4224) S[2]=No Positions 04/28/98, 7983805.73, 6942080.76, 42%, 7106891.40, 876914.33, 7106891.40, 0.00, 6479239.00, 5075766.00, S[1]=MP(L3 03/23/98-25 595 6694.0000)ED(S3 04/13/98-11 4532 94.7430)US(S2 04/23/98-3 239 90.4224) S[2]=No Positions 04/29/98, 8063272.46, 6942859.07, 41%, 7107669.70, 955602.75, 7107669.70, 0.00, 6479239.00, 5075766.00, S[1]=MP(L3 03/23/98-26 595 6694.0000)ED(S3 04/13/98-12 4532 94.7430)US(S2 04/23/98-4 239 90.4224) S[2]=No Positions 04/30/98, 7770442.69, 6899466.10, 43%, 6851137.87, 919304.82, 6851137.87, 0.00, 3804389.00, 5081775.53, S[1]=MP(L3 03/23/98-27 595 6694.0000)ED(S1 04/13/98-13 1482 94.7430)US(S2 04/23/98-5 239 90.4224) S[2]=No Positions 05/01/98, 7280244.30, 6951664.65, 47%, 6600189.87, 680054.43, 6600189.87, 0.00, 3159089.00, 5083491.40, S[1]=MP(L3 03/23/98-28 595 6694.0000)ED(S1 04/13/98-14 1482 94.7430) S[2]=No Positions 05/04/98, 7360456.06, 6972348.15, 46%, 6602358.54, 758097.52, 6602358.54, 0.00, 3159089.00, 5083491.40, S[1]=MP(L3 03/23/98-29 595 6694.0000)ED(S1 04/13/98-15 1482 94.7430) S[2]=No Positions 05/05/98, 7395115.21, 6841513.18, 46%, 6603081.59, 792033.62, 6603081.59, 0.00, 3323924.00, 5083974.54, S[1]=MP(L3 03/23/98-30 595 6694.0000)ED(S1 04/13/98-16 1482 94.7430)BP(S1 05/05/98-0 111 157.8227) S[2]=No Positions 05/06/98, 7339900.33, 6842236.31, 46%, 6603804.72, 736095.61, 6603804.72, 0.00, 3323924.00, 5083974.54, S[1]=MP(L3 03/23/98-31 595 6694.0000)ED(S1 04/13/98-17 1482 94.7430)BP(S1 05/05/98-1 111 157.8227) S[2]=No Positions 05/07/98, 7208261.02, 6570491.67, 47%, 6604527.93, 603733.09, 6604527.93, 0.00, 3661018.00, 5094265.85, S[1]=MP(L3 03/23/98-32 595 6694.0000)ED(S1 04/13/98-18 1482 94.7430)BP(S3 05/05/98-2 337 157.8227)CD(S1 05/07/98-0 2 69.3800) S[2]=No Positions 05/08/98, 7335260.26, 6571214.96, 47%, 6605251.21, 730009.05, 6605251.21, 0.00, 3661018.00, 5094265.85, S[1]=MP(L3 03/23/98-33 595 6694.0000)ED(S1 04/13/98-19 1482 94.7430)BP(S3 05/05/98-3 337 157.8227)CD(S1 05/07/98-1 2 69.3800) S[2]=No Positions 05/11/98, 7714650.23, 6692385.30, 44%, 6607421.55, 1107228.68, 6607421.55, 0.00, 3661018.00, 5094265.85, S[1]=MP(L3 03/23/98-34 595 6694.0000)ED(S1 04/13/98-20 1482 94.7430)BP(S3 05/05/98-4 337 157.8227)CD(S1 05/07/98-2 2 69.3800) S[2]=No Positions 05/12/98, 7808528.52, 6669009.82, 43%, 6557927.45, 1250601.07, 6557927.45, 0.00, 2361304.00, 5099823.13, S[1]=MP(L3 03/23/98-35 595 6694.0000)BP(S3 05/05/98-5 337 157.8227)CD(S1 05/07/98-3 2 69.3800) S[2]=No Positions 05/13/98, 7417699.55, 6539987.10, 46%, 6558645.63, 859053.91, 6558645.63, 0.00, 2364272.00, 5102907.84, S[1]=MP(L3 03/23/98-36 595 6694.0000)BP(S3 05/05/98-6 337 157.8227)CD(S3 05/07/98-4 6 69.3800) S[2]=No Positions 05/14/98, 7749054.06, 6600205.36, 43%, 6559363.90, 1189690.17, 6559363.90, 0.00, 2364272.00, 5102907.84, S[1]=MP(L3 03/23/98-37 595 6694.0000)BP(S3 05/05/98-7 337 157.8227)CD(S3 05/07/98-5 6 69.3800) S[2]=No Positions 05/15/98, 7874622.97, 6600923.70, 43%, 6560082.24, 1314540.74, 6560082.24, 0.00, 2364272.00, 5102907.84, S[1]=MP(L3 03/23/98-38 595 6694.0000)BP(S3 05/05/98-8 337 157.8227)CD(S3 05/07/98-6 6 69.3800) S[2]=No Positions 05/18/98, 7775949.78, 6618294.67, 43%, 7107155.63, 668794.16, 7107155.63, 0.00, 504897.00, 5125220.34, S[1]=BP(S3 05/05/98-9 337 157.8227)CD(S3 05/07/98-7 6 69.3800) S[2]=No Positions 05/19/98, 7683834.51, 6383696.25, 44%, 7107933.96, 575900.55, 7107933.96, 0.00, 3011363.00, 5131652.76, S[1]=BP(S3 05/05/98-10 337 157.8227)CD(S3 05/07/98-8 6 69.3800)ED(L2 05/19/98-0 2858 94.7624) S[2]=No Positions 05/20/98, 7801250.62, 6272318.21, 43%, 7108712.37, 692538.25, 7108712.37, 0.00, 3675563.00, 5136326.54, S[1]=BP(S3 05/05/98-11 337 157.8227)CD(S3 05/07/98-9 6 69.3800)ED(L2 05/19/98-1 2858 94.7624)US(L2 05/20/98-0 246 91.2621) S[2]=No Positions 05/21/98, 7627171.24, 6414156.70, 44%, 7109490.88, 517680.37, 7109490.88, 0.00, 3882653.00, 5139065.83, S[1]=BP(S3 05/05/98-12 337 157.8227)CD(S3 05/07/98-10 6 69.3800)ED(L2 05/19/98-2 2858 94.7624)US(L2 05/20/98-1 246 91.2621)SF(L1 05/21/98-0 118 76.2029) S[2]=No Positions 05/22/98, 7547117.74, 6537098.17, 45%, 7110269.46, 436848.27, 7110269.46, 0.00, 3882653.00, 5139065.83, S[1]=BP(S3 05/05/98-13 337 157.8227)CD(S3 05/07/98-11 6 69.3800)ED(L2 05/19/98-3 2858 94.7624)US(L2 05/20/98-2 246 91.2621)SF(L1 05/21/98-1 118 76.2029) S[2]=No Positions 05/25/98, 7686022.33, 6539434.44, 44%, 7112605.73, 573416.60, 7112605.73, 0.00, 3882653.00, 5139065.83, S[1]=BP(S3 05/05/98-14 337 157.8227)CD(S3 05/07/98-12 6 69.3800)ED(L2 05/19/98-4 2858 94.7624)US(L2 05/20/98-3 246 91.2621)SF(L1 05/21/98-2 118 76.2029) S[2]=No Positions 05/26/98, 7489559.69, 6485556.41, 45%, 7409717.81, 79841.87, 7409717.81, 0.00, 3717008.00, 5145846.60, S[1]=CD(S3 05/07/98-12 6 69.3800)ED(L2 05/19/98-4 2858 94.7624)US(L3 05/20/98-3 370 91.2621)SF(L1 05/21/98-2 118 76.2029) S[2]=No Positions 05/27/98, 7374623.70, 5913536.55, 46%, 7098213.65, 276410.06, 7098213.65, 0.00, 4133078.00, 5162657.13, S[1]=CD(S3 05/07/98-13 6 69.3800)ED(L2 05/19/98-5 2858 94.7624)US(L3 05/20/98-4 370 91.2621)SF(L2 05/21/98-3 240 76.2029)JY(S1 05/27/98-0 88 90.9032) S[2]=No Positions 05/28/98, 7451842.21, 6122148.11, 46%, 6834805.28, 617036.93, 6834805.28, 0.00, 3909248.00, 5172367.96, S[1]=CD(S3 05/07/98-14 6 69.3800)ED(L2 05/19/98-6 2858 94.7624)US(L3 05/20/98-5 370 91.2621)JY(S2 05/27/98-1 174 90.9032) S[2]=No Positions 05/29/98, 7491707.82, 6122896.61, 45%, 6835553.79, 656154.03, 6835553.79, 0.00, 3909248.00, 5172367.96, S[1]=CD(S3 05/07/98-15 6 69.3800)ED(L2 05/19/98-7 2858 94.7624)US(L3 05/20/98-6 370 91.2621)JY(S2 05/27/98-2 174 90.9032) S[2]=No Positions 06/01/98, 7577079.83, 6076318.55, 45%, 6837799.79, 739280.04, 6837799.79, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-16 6 69.3800)ED(L2 05/19/98-8 2858 94.7624)US(L3 05/20/98-7 370 91.2621)JY(S3 05/27/98-3 257 90.9032) S[2]=No Positions 06/02/98, 7952713.54, 6130555.24, 42%, 6838548.63, 1114164.92, 6838548.63, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-17 6 69.3800)ED(L2 05/19/98-9 2858 94.7624)US(L3 05/20/98-8 370 91.2621)JY(S3 05/27/98-4 257 90.9032) S[2]=No Positions 06/03/98, 7510968.44, 6214331.91, 45%, 6839297.54, 671670.90, 6839297.54, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-18 6 69.3800)ED(L2 05/19/98-10 2858 94.7624)US(L3 05/20/98-9 370 91.2621)JY(S3 05/27/98-5 257 90.9032) S[2]=No Positions 06/04/98, 7489111.40, 6215080.91, 45%, 6840046.54, 649064.86, 6840046.54, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-19 6 69.3800)ED(L2 05/19/98-11 2858 94.7624)US(L3 05/20/98-10 370 91.2621)JY(S3 05/27/98-6 257 90.9032) S[2]=No Positions 06/05/98, 7401876.68, 6393925.31, 46%, 6840795.62, 561081.06, 6840795.62, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-20 6 69.3800)ED(L2 05/19/98-12 2858 94.7624)US(L3 05/20/98-11 370 91.2621)JY(S3 05/27/98-7 257 90.9032) S[2]=No Positions 06/08/98, 7837625.02, 6730872.63, 43%, 6843043.35, 994581.67, 6843043.35, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-21 6 69.3800)ED(L2 05/19/98-13 2858 94.7624)US(L3 05/20/98-12 370 91.2621)JY(S3 05/27/98-8 257 90.9032) S[2]=No Positions 06/09/98, 7981648.15, 6825638.91, 42%, 6843792.75, 1137855.40, 6843792.75, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-22 6 69.3800)ED(L2 05/19/98-14 2858 94.7624)US(L3 05/20/98-13 370 91.2621)JY(S3 05/27/98-9 257 90.9032) S[2]=No Positions 06/10/98, 7887830.87, 6922761.93, 42%, 6844542.24, 1043288.62, 6844542.24, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-23 6 69.3800)ED(L2 05/19/98-15 2858 94.7624)US(L3 05/20/98-14 370 91.2621)JY(S3 05/27/98-10 257 90.9032) S[2]=No Positions 06/11/98, 8761209.90, 6923511.50, 36%, 6845291.81, 1915918.09, 6845291.81, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-24 6 69.3800)ED(L2 05/19/98-16 2858 94.7624)US(L3 05/20/98-15 370 91.2621)JY(S3 05/27/98-11 257 90.9032) S[2]=No Positions 06/12/98, 9809938.14, 6924261.15, 28%, 6846041.47, 2963896.67, 6846041.47, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-25 6 69.3800)ED(L2 05/19/98-17 2858 94.7624)US(L3 05/20/98-16 370 91.2621)JY(S3 05/27/98-12 257 90.9032) S[2]=No Positions 06/15/98, 9960755.06, 6926510.60, 27%, 6848290.92, 3112464.14, 6848290.92, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-26 6 69.3800)ED(L2 05/19/98-18 2858 94.7624)US(L3 05/20/98-17 370 91.2621)JY(S3 05/27/98-13 257 90.9032) S[2]=No Positions 06/16/98, 10570983.88, 6927260.59, 23%, 6849040.90, 3721942.98, 6849040.90, 0.00, 4099733.00, 5174131.69, S[1]=CD(S3 05/07/98-27 6 69.3800)ED(L2 05/19/98-19 2858 94.7624)US(L3 05/20/98-18 370 91.2621)JY(S3 05/27/98-14 257 90.9032) S[2]=No Positions 06/17/98, 8506592.59, 6995080.68, 38%, 6675543.22, 1831049.38, 6675543.22, 0.00, 3509918.00, 5199831.54, S[1]=CD(S3 05/07/98-28 6 69.3800)ED(L2 05/19/98-20 2858 94.7624)US(L3 05/20/98-19 370 91.2621) S[2]=No Positions 06/18/98, 7813277.10, 7061812.11, 43%, 6676274.28, 1137002.82, 6676274.28, 0.00, 3509918.00, 5199831.54, S[1]=CD(S3 05/07/98-29 6 69.3800)ED(L2 05/19/98-21 2858 94.7624)US(L3 05/20/98-20 370 91.2621) S[2]=No Positions 06/19/98, 8299347.41, 7207294.53, 39%, 6677005.42, 1622341.99, 6677005.42, 0.00, 3509918.00, 5199831.54, S[1]=CD(S3 05/07/98-30 6 69.3800)ED(L2 05/19/98-22 2858 94.7624)US(L3 05/20/98-21 370 91.2621) S[2]=No Positions 06/22/98, 8501945.19, 7209488.44, 38%, 6679199.34, 1822745.85, 6679199.34, 0.00, 3509918.00, 5199831.54, S[1]=CD(S3 05/07/98-31 6 69.3800)ED(L2 05/19/98-23 2858 94.7624)US(L3 05/20/98-22 370 91.2621) S[2]=No Positions 06/23/98, 8537364.15, 7575263.17, 38%, 6679930.80, 1857433.35, 6679930.80, 0.00, 3509918.00, 5199831.54, S[1]=CD(S3 05/07/98-32 6 69.3800)ED(L2 05/19/98-24 2858 94.7624)US(L3 05/20/98-23 370 91.2621) S[2]=No Positions 06/24/98, 8541054.88, 7442926.25, 38%, 6680662.34, 1860392.53, 6680662.34, 0.00, 3708233.00, 5200456.04, S[1]=CD(S3 05/07/98-33 6 69.3800)ED(L2 05/19/98-25 2858 94.7624)US(L3 05/20/98-24 370 91.2621)SF(S1 06/24/98-0 113 73.8798) S[2]=No Positions 06/25/98, 8391063.56, 7274432.32, 39%, 6681393.97, 1709669.59, 6681393.97, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-34 6 69.3800)ED(L2 05/19/98-26 2858 94.7624)US(L3 05/20/98-25 370 91.2621)SF(S3 06/24/98-1 343 73.8798) S[2]=No Positions 06/26/98, 8541886.04, 7275164.02, 38%, 6682125.67, 1859760.36, 6682125.67, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-35 6 69.3800)ED(L2 05/19/98-27 2858 94.7624)US(L3 05/20/98-26 370 91.2621)SF(S3 06/24/98-2 343 73.8798) S[2]=No Positions 06/29/98, 8705938.81, 7277359.62, 37%, 6684321.27, 2021617.54, 6684321.27, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-36 6 69.3800)ED(L2 05/19/98-28 2858 94.7624)US(L3 05/20/98-27 370 91.2621)SF(S3 06/24/98-3 343 73.8798) S[2]=No Positions 06/30/98, 8722879.81, 7278091.64, 36%, 6685053.29, 2037826.52, 6685053.29, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-37 6 69.3800)ED(L2 05/19/98-29 2858 94.7624)US(L3 05/20/98-28 370 91.2621)SF(S3 06/24/98-4 343 73.8798) S[2]=No Positions 07/01/98, 8566453.29, 7408834.73, 38%, 6685785.40, 1880667.89, 6685785.40, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-38 6 69.3800)ED(L2 05/19/98-30 2858 94.7624)US(L3 05/20/98-29 370 91.2621)SF(S3 06/24/98-5 343 73.8798) S[2]=No Positions 07/02/98, 8539833.90, 7409566.92, 38%, 6686517.58, 1853316.32, 6686517.58, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-39 6 69.3800)ED(L2 05/19/98-31 2858 94.7624)US(L3 05/20/98-30 370 91.2621)SF(S3 06/24/98-6 343 73.8798) S[2]=No Positions 07/03/98, 8972841.37, 7410299.19, 35%, 6687249.85, 2285591.52, 6687249.85, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-40 6 69.3800)ED(L2 05/19/98-32 2858 94.7624)US(L3 05/20/98-31 370 91.2621)SF(S3 06/24/98-7 343 73.8798) S[2]=No Positions 07/06/98, 8975038.64, 7597496.46, 35%, 6689447.13, 2285591.52, 6689447.13, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-40 6 69.3800)ED(L2 05/19/98-32 2858 94.7624)US(L3 05/20/98-31 370 91.2621)SF(S3 06/24/98-7 343 73.8798) S[2]=No Positions 07/07/98, 9072073.87, 7598229.05, 34%, 6690179.71, 2381894.16, 6690179.71, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-41 6 69.3800)ED(L2 05/19/98-33 2858 94.7624)US(L3 05/20/98-32 370 91.2621)SF(S3 06/24/98-8 343 73.8798) S[2]=No Positions 07/08/98, 9012917.86, 7694529.09, 34%, 6690912.38, 2322005.48, 6690912.38, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-42 6 69.3800)ED(L2 05/19/98-34 2858 94.7624)US(L3 05/20/98-33 370 91.2621)SF(S3 06/24/98-9 343 73.8798) S[2]=No Positions 07/09/98, 8877029.11, 7720989.06, 35%, 6691645.13, 2185383.99, 6691645.13, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-43 6 69.3800)ED(L2 05/19/98-35 2858 94.7624)US(L3 05/20/98-34 370 91.2621)SF(S3 06/24/98-10 343 73.8798) S[2]=No Positions 07/10/98, 9394777.33, 7943757.68, 31%, 6692377.95, 2702399.38, 6692377.95, 0.00, 4111883.00, 5204575.89, S[1]=CD(S3 05/07/98-44 6 69.3800)ED(L2 05/19/98-36 2858 94.7624)US(L3 05/20/98-35 370 91.2621)SF(S3 06/24/98-11 343 73.8798) S[2]=No Positions 07/13/98, 9067762.52, 7928674.42, 34%, 7266767.03, 1800995.48, 7266767.03, 0.00, 3112883.00, 5217294.64, S[1]=CD(S3 05/07/98-45 6 69.3800)ED(L2 05/19/98-37 2858 94.7624)SF(S3 06/24/98-12 343 73.8798) S[2]=No Positions 07/14/98, 8766697.42, 7929470.23, 36%, 7267562.85, 1499134.58, 7267562.85, 0.00, 3112883.00, 5217294.64, S[1]=CD(S3 05/07/98-46 6 69.3800)ED(L2 05/19/98-38 2858 94.7624)SF(S3 06/24/98-13 343 73.8798) S[2]=No Positions 07/15/98, 8553431.05, 7959968.72, 38%, 7257142.33, 1296288.72, 7257142.33, 0.00, 2510918.00, 5219009.68, S[1]=CD(S3 05/07/98-47 6 69.3800)ED(L2 05/19/98-39 2858 94.7624) S[2]=No Positions 07/16/98, 8770226.18, 8050466.65, 36%, 7257937.09, 1512289.09, 7257937.09, 0.00, 2510918.00, 5219009.68, S[1]=CD(S3 05/07/98-48 6 69.3800)ED(L2 05/19/98-40 2858 94.7624) S[2]=No Positions 07/17/98, 8837021.39, 8225262.05, 36%, 7258731.93, 1578289.45, 7258731.93, 0.00, 2510918.00, 5219009.68, S[1]=CD(S3 05/07/98-49 6 69.3800)ED(L2 05/19/98-41 2858 94.7624) S[2]=No Positions 07/20/98, 8827408.45, 8245646.37, 36%, 7261116.99, 1566291.47, 7261116.99, 0.00, 2510918.00, 5219009.68, S[1]=CD(S3 05/07/98-50 6 69.3800)ED(L2 05/19/98-42 2858 94.7624) S[2]=No Positions 07/21/98, 8822202.36, 8258444.12, 36%, 7261912.18, 1560290.18, 7261912.18, 0.00, 2510918.00, 5219009.68, S[1]=CD(S3 05/07/98-51 6 69.3800)ED(L2 05/19/98-43 2858 94.7624) S[2]=No Positions 07/22/98, 8906997.28, 8259239.40, 35%, 7262707.46, 1644289.82, 7262707.46, 0.00, 2510918.00, 5219009.68, S[1]=CD(S3 05/07/98-52 6 69.3800)ED(L2 05/19/98-44 2858 94.7624) S[2]=No Positions 07/23/98, 8982961.06, 8290566.51, 34%, 7263502.83, 1719458.24, 7263502.83, 0.00, 2660093.00, 5219063.05, S[1]=CD(S3 05/07/98-53 6 69.3800)ED(L2 05/19/98-45 2858 94.7624)JY(S1 07/23/98-0 65 88.1259) S[2]=No Positions 07/24/98, 8937883.59, 8291361.96, 35%, 7264298.28, 1673585.31, 7264298.28, 0.00, 2660093.00, 5219063.05, S[1]=CD(S3 05/07/98-54 6 69.3800)ED(L2 05/19/98-46 2858 94.7624)JY(S1 07/23/98-1 65 88.1259) S[2]=No Positions 07/27/98, 9087519.26, 8347746.65, 34%, 7266685.16, 1820834.10, 7266685.16, 0.00, 2660093.00, 5219063.05, S[1]=CD(S3 05/07/98-55 6 69.3800)ED(L2 05/19/98-47 2858 94.7624)JY(S1 07/23/98-2 65 88.1259) S[2]=No Positions 07/28/98, 9275689.99, 8432542.08, 32%, 7267480.96, 2008209.03, 7267480.96, 0.00, 2660093.00, 5219063.05, S[1]=CD(S3 05/07/98-56 6 69.3800)ED(L2 05/19/98-48 2858 94.7624)JY(S1 07/23/98-3 65 88.1259) S[2]=No Positions 07/29/98, 9071521.08, 8330070.89, 34%, 7268276.85, 1803244.23, 7268276.85, 0.00, 3206843.00, 5220882.84, S[1]=CD(S3 05/07/98-57 6 69.3800)ED(L2 05/19/98-49 2858 94.7624)JY(S2 07/23/98-4 135 88.1259)US(S1 07/29/98-0 143 92.5318) S[2]=No Positions 07/30/98, 9205429.23, 8149787.53, 33%, 7269072.83, 1936356.40, 7269072.83, 0.00, 3758993.00, 5223280.95, S[1]=CD(S3 05/07/98-58 6 69.3800)ED(L2 05/19/98-50 2858 94.7624)JY(S3 07/23/98-5 205 88.1259)US(S2 07/29/98-1 288 92.5318) S[2]=No Positions 07/31/98, 9331607.30, 8295919.36, 32%, 7269868.89, 2061738.41, 7269868.89, 0.00, 6030423.00, 5224733.32, S[1]=CD(S3 05/07/98-59 6 69.3800)ED(L3 05/19/98-51 5448 94.7624)JY(S3 07/23/98-6 205 88.1259)US(S2 07/29/98-2 288 92.5318) S[2]=No Positions 08/03/98, 9459309.73, 8219695.42, 31%, 7025449.62, 2433860.10, 7025449.62, 0.00, 2981393.00, 5327343.14, S[1]=CD(S3 05/07/98-60 6 69.3800)ED(L2 05/19/98-52 2858 94.7624)JY(S3 07/23/98-7 205 88.1259) S[2]=No Positions 08/04/98, 9616745.81, 8179135.48, 30%, 7026219.01, 2590526.80, 7026219.01, 0.00, 3351293.00, 5327455.51, S[1]=CD(S3 05/07/98-61 6 69.3800)ED(L2 05/19/98-53 2858 94.7624)JY(S3 07/23/98-8 205 88.1259)US(L1 08/04/98-0 137 93.9926) S[2]=No Positions 08/05/98, 9588343.90, 8209906.78, 30%, 7026988.48, 2561355.42, 7026988.48, 0.00, 3351293.00, 5327455.51, S[1]=CD(S3 05/07/98-62 6 69.3800)ED(L2 05/19/98-54 2858 94.7624)JY(S3 07/23/98-9 205 88.1259)US(L1 08/04/98-1 137 93.9926) S[2]=No Positions 08/06/98, 9536334.19, 8258672.85, 30%, 7027758.03, 2508576.16, 7027758.03, 0.00, 3351293.00, 5327455.51, S[1]=CD(S3 05/07/98-63 6 69.3800)ED(L2 05/19/98-55 2858 94.7624)JY(S3 07/23/98-10 205 88.1259)US(L1 08/04/98-2 137 93.9926) S[2]=No Positions 08/07/98, 9839539.39, 8422077.96, 28%, 7028527.66, 2811011.72, 7028527.66, 0.00, 3351293.00, 5327455.51, S[1]=CD(S3 05/07/98-64 6 69.3800)ED(L2 05/19/98-56 2858 94.7624)JY(S3 07/23/98-11 205 88.1259)US(L1 08/04/98-3 137 93.9926) S[2]=No Positions 08/10/98, 9847025.53, 8318231.06, 28%, 7030837.08, 2816188.45, 7030837.08, 0.00, 5753396.00, 5330882.60, S[1]=CD(S3 05/07/98-65 6 69.3800)ED(L3 05/19/98-57 5597 94.7624)JY(S3 07/23/98-12 205 88.1259)US(L1 08/04/98-4 137 93.9926) S[2]=No Positions 08/11/98, 9730268.80, 8334437.92, 29%, 7031607.05, 2698661.75, 7031607.05, 0.00, 6131396.00, 5333945.10, S[1]=CD(S3 05/07/98-66 6 69.3800)ED(L3 05/19/98-58 5597 94.7624)JY(S3 07/23/98-13 205 88.1259)US(L2 08/04/98-5 277 93.9926) S[2]=No Positions 08/12/98, 10370244.95, 8524582.90, 24%, 7032377.11, 3337867.84, 7032377.11, 0.00, 6131396.00, 5333945.10, S[1]=CD(S3 05/07/98-67 6 69.3800)ED(L3 05/19/98-59 5597 94.7624)JY(S3 07/23/98-14 205 88.1259)US(L2 08/04/98-6 277 93.9926) S[2]=No Positions 08/13/98, 10098517.16, 8779917.14, 26%, 7033147.25, 3065369.91, 7033147.25, 0.00, 6131396.00, 5333945.10, S[1]=CD(S3 05/07/98-68 6 69.3800)ED(L3 05/19/98-60 5597 94.7624)JY(S3 07/23/98-15 205 88.1259)US(L2 08/04/98-7 277 93.9926) S[2]=No Positions 08/14/98, 9776404.83, 9012716.17, 29%, 7033917.48, 2742487.36, 7033917.48, 0.00, 6131396.00, 5333945.10, S[1]=CD(S3 05/07/98-69 6 69.3800)ED(L3 05/19/98-61 5597 94.7624)JY(S3 07/23/98-16 205 88.1259)US(L2 08/04/98-8 277 93.9926) S[2]=No Positions 08/17/98, 10003185.48, 9030886.59, 27%, 7036228.66, 2966956.82, 7036228.66, 0.00, 6131396.00, 5333945.10, S[1]=CD(S3 05/07/98-70 6 69.3800)ED(L3 05/19/98-62 5597 94.7624)JY(S3 07/23/98-17 205 88.1259)US(L2 08/04/98-9 277 93.9926) S[2]=No Positions 08/18/98, 10158082.74, 9035938.40, 26%, 7036999.22, 3121083.52, 7036999.22, 0.00, 6131396.00, 5333945.10, S[1]=CD(S3 05/07/98-71 6 69.3800)ED(L3 05/19/98-63 5597 94.7624)JY(S3 07/23/98-18 205 88.1259)US(L2 08/04/98-10 277 93.9926) S[2]=No Positions 08/19/98, 10064901.31, 9052083.42, 27%, 7037769.87, 3027131.44, 7037769.87, 0.00, 6131396.00, 5333945.10, S[1]=CD(S3 05/07/98-72 6 69.3800)ED(L3 05/19/98-64 5597 94.7624)JY(S3 07/23/98-19 205 88.1259)US(L2 08/04/98-11 277 93.9926) S[2]=No Positions 08/20/98, 9662784.70, 8854360.63, 30%, 6969476.36, 2693308.34, 6969476.36, 0.00, 5660921.00, 5556881.35, S[1]=CD(S3 05/07/98-73 6 69.3800)ED(L3 05/19/98-65 5597 94.7624)US(L2 08/04/98-12 277 93.9926) S[2]=No Positions 08/21/98, 9451213.39, 8512361.22, 31%, 6970239.62, 2480973.77, 6970239.62, 0.00, 6776546.00, 5629859.96, S[1]=CD(S3 05/07/98-74 6 69.3800)ED(L3 05/19/98-66 5597 94.7624)US(L2 08/04/98-13 277 93.9926)MP(S3 08/21/98-0 357 6104.0000) S[2]=No Positions 08/24/98, 10521741.64, 8514651.48, 23%, 6972529.88, 3549211.76, 6972529.88, 0.00, 6776546.00, 5629859.96, S[1]=CD(S3 05/07/98-75 6 69.3800)ED(L3 05/19/98-67 5597 94.7624)US(L2 08/04/98-14 277 93.9926)MP(S3 08/21/98-1 357 6104.0000) S[2]=No Positions 08/25/98, 10328790.11, 8299034.54, 25%, 7060937.07, 3267853.04, 7060937.07, 0.00, 3571988.00, 5638256.49, S[1]=CD(S3 05/07/98-76 6 69.3800)US(L2 08/04/98-15 277 93.9926)MP(S3 08/21/98-2 357 6104.0000)ED(S1 08/25/98-0 1943 94.7976) S[2]=No Positions 08/26/98, 10446195.64, 8335806.34, 24%, 7061710.34, 3384485.30, 7061710.34, 0.00, 3571988.00, 5638256.49, S[1]=CD(S3 05/07/98-77 6 69.3800)US(L2 08/04/98-16 277 93.9926)MP(S3 08/21/98-3 357 6104.0000)ED(S1 08/25/98-1 1943 94.7976) S[2]=No Positions 08/27/98, 10137269.00, 7584773.61, 26%, 6858137.39, 3279131.61, 6858137.39, 0.00, 7686078.00, 5792169.62, S[1]=CD(S3 05/07/98-78 6 69.3800)US(L2 08/04/98-17 277 93.9926)MP(S3 08/21/98-4 357 6104.0000)ED(L3 08/27/98-0 5928 94.8467)BP(L3 08/27/98-0 417 157.9560) S[2]=No Positions 08/28/98, 11955322.09, 7758838.45, 13%, 6858888.45, 5096433.64, 6858888.45, 0.00, 7686078.00, 5792169.62, S[1]=CD(S3 05/07/98-79 6 69.3800)US(L2 08/04/98-18 277 93.9926)MP(S3 08/21/98-5 357 6104.0000)ED(L3 08/27/98-1 5928 94.8467)BP(L3 08/27/98-1 417 157.9560) S[2]=No Positions 08/31/98, 12672884.89, 7833093.77, 8%, 6861142.13, 5811742.76, 6861142.13, 0.00, 7686078.00, 5792169.62, S[1]=CD(S3 05/07/98-80 6 69.3800)US(L2 08/04/98-19 277 93.9926)MP(S3 08/21/98-6 357 6104.0000)ED(L3 08/27/98-2 5928 94.8467)BP(L3 08/27/98-2 417 157.9560) S[2]=No Positions 09/01/98, 13367838.81, 7833845.16, 3%, 6861893.52, 6505945.29, 6861893.52, 0.00, 7686078.00, 5792169.62, S[1]=CD(S3 05/07/98-81 6 69.3800)US(L2 08/04/98-20 277 93.9926)MP(S3 08/21/98-7 357 6104.0000)ED(L3 08/27/98-3 5928 94.8467)BP(L3 08/27/98-3 417 157.9560) S[2]=No Positions 09/02/98, 12994888.17, 7843252.88, 5%, 6862644.99, 6132243.18, 6862644.99, 0.00, 7686078.00, 5792169.62, S[1]=CD(S3 05/07/98-82 6 69.3800)US(L2 08/04/98-21 277 93.9926)MP(S3 08/21/98-8 357 6104.0000)ED(L3 08/27/98-4 5928 94.8467)BP(L3 08/27/98-4 417 157.9560) S[2]=No Positions 09/03/98, 12036329.08, 8324302.15, 12%, 6863396.54, 5172932.53, 6863396.54, 0.00, 7849293.00, 5797400.92, S[1]=CD(S3 05/07/98-83 6 69.3800)US(L2 08/04/98-22 277 93.9926)MP(S3 08/21/98-9 357 6104.0000)ED(L3 08/27/98-5 5928 94.8467)BP(L3 08/27/98-5 417 157.9560)SF(L1 09/03/98-0 93 77.7150) S[2]=No Positions 09/04/98, 12394252.26, 8442249.20, 10%, 9223093.08, 3171159.18, 9223093.08, 0.00, 7844841.00, 5806400.55, S[1]=US(L2 08/04/98-23 277 93.9926)MP(S3 08/21/98-10 357 6104.0000)ED(L3 08/27/98-6 5928 94.8467)BP(L3 08/27/98-6 417 157.9560)SF(L1 09/03/98-1 93 77.7150) S[2]=No Positions 09/07/98, 12697302.97, 8445279.70, 7%, 9226123.58, 3471179.39, 9226123.58, 0.00, 7844841.00, 5806400.55, S[1]=US(L2 08/04/98-24 277 93.9926)MP(S3 08/21/98-11 357 6104.0000)ED(L3 08/27/98-7 5928 94.8467)BP(L3 08/27/98-7 417 157.9560)SF(L1 09/03/98-2 93 77.7150) S[2]=No Positions 09/08/98, 12619375.59, 8323075.80, 8%, 9227133.97, 3392241.62, 9227133.97, 0.00, 8016966.00, 5809400.55, S[1]=US(L2 08/04/98-24 277 93.9926)MP(S3 08/21/98-11 357 6104.0000)ED(L3 08/27/98-7 5928 94.8467)BP(L3 08/27/98-7 417 157.9560)SF(L1 09/03/98-2 93 77.7150)JY(L1 09/08/98-0 75 92.9020) S[2]=No Positions 09/09/98, 11996543.40, 8721262.91, 13%, 8943863.04, 3052680.36, 8943863.04, 0.00, 7844841.00, 5908636.56, S[1]=US(L2 08/04/98-25 277 93.9926)MP(S3 08/21/98-12 357 6104.0000)ED(L3 08/27/98-8 5928 94.8467)BP(L3 08/27/98-8 417 157.9560)SF(L1 09/03/98-3 93 77.7150) S[2]=No Positions 09/10/98, 13743013.96, 9013515.66, 0%, 8944842.51, 4798171.45, 8944842.51, 0.00, 8220411.00, 5938329.08, S[1]=US(L2 08/04/98-26 277 93.9926)MP(S3 08/21/98-13 357 6104.0000)ED(L3 08/27/98-9 5928 94.8467)BP(L3 08/27/98-9 417 157.9560)SF(L3 09/03/98-4 307 77.7150) S[2]=No Positions 09/11/98, 17490724.87, 9417196.15, 0%, 8945822.10, 8544902.77, 8945822.10, 0.00, 8220411.00, 5938329.08, S[1]=US(L2 08/04/98-27 277 93.9926)MP(S3 08/21/98-14 357 6104.0000)ED(L3 08/27/98-10 5928 94.8467)BP(L3 08/27/98-10 417 157.9560)SF(L3 09/03/98-5 307 77.7150) S[2]=No Positions 09/14/98, 16729953.54, 9770186.45, 4%, 8948761.49, 7781192.05, 8948761.49, 0.00, 8220411.00, 5938329.08, S[1]=US(L2 08/04/98-28 277 93.9926)MP(S3 08/21/98-15 357 6104.0000)ED(L3 08/27/98-11 5928 94.8467)BP(L3 08/27/98-11 417 157.9560)SF(L3 09/03/98-6 307 77.7150) S[2]=No Positions 09/15/98, 15507336.79, 10102254.78, 11%, 8949741.50, 6557595.29, 8949741.50, 0.00, 8220411.00, 5938329.08, S[1]=US(L2 08/04/98-29 277 93.9926)MP(S3 08/21/98-16 357 6104.0000)ED(L3 08/27/98-12 5928 94.8467)BP(L3 08/27/98-12 417 157.9560)SF(L3 09/03/98-7 307 77.7150) S[2]=No Positions 09/16/98, 14721256.73, 10089009.63, 16%, 9450503.72, 5270753.01, 9450503.72, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-30 277 93.9926)ED(L3 08/27/98-13 5928 94.8467)BP(L3 08/27/98-13 417 157.9560)SF(L3 09/03/98-8 307 77.7150) S[2]=No Positions 09/17/98, 14422112.78, 10222236.45, 18%, 9451538.68, 4970574.11, 9451538.68, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-31 277 93.9926)ED(L3 08/27/98-14 5928 94.8467)BP(L3 08/27/98-14 417 157.9560)SF(L3 09/03/98-9 307 77.7150) S[2]=No Positions 09/18/98, 14382655.99, 10223271.52, 18%, 9452573.75, 4930082.24, 9452573.75, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-32 277 93.9926)ED(L3 08/27/98-15 5928 94.8467)BP(L3 08/27/98-15 417 157.9560)SF(L3 09/03/98-10 307 77.7150) S[2]=No Positions 09/21/98, 14270146.40, 10596900.04, 18%, 9455679.65, 4814466.75, 9455679.65, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-33 277 93.9926)ED(L3 08/27/98-16 5928 94.8467)BP(L3 08/27/98-16 417 157.9560)SF(L3 09/03/98-11 307 77.7150) S[2]=No Positions 09/22/98, 14223701.53, 11425543.29, 19%, 9456715.18, 4766986.35, 9456715.18, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-34 277 93.9926)ED(L3 08/27/98-17 5928 94.8467)BP(L3 08/27/98-17 417 157.9560)SF(L3 09/03/98-12 307 77.7150) S[2]=No Positions 09/23/98, 14383479.60, 12960018.89, 18%, 9457750.82, 4925728.79, 9457750.82, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-35 277 93.9926)ED(L3 08/27/98-18 5928 94.8467)BP(L3 08/27/98-18 417 157.9560)SF(L3 09/03/98-13 307 77.7150) S[2]=No Positions 09/24/98, 16076707.47, 12961054.65, 8%, 9458786.57, 6617920.90, 9458786.57, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-36 277 93.9926)ED(L3 08/27/98-19 5928 94.8467)BP(L3 08/27/98-19 417 157.9560)SF(L3 09/03/98-14 307 77.7150) S[2]=No Positions 09/25/98, 17437525.53, 12993364.24, 0%, 9459822.44, 7977703.09, 9459822.44, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-37 277 93.9926)ED(L3 08/27/98-20 5928 94.8467)BP(L3 08/27/98-20 417 157.9560)SF(L3 09/03/98-15 307 77.7150) S[2]=No Positions 09/28/98, 17665978.81, 12996472.52, 0%, 9462930.72, 8203048.10, 9462930.72, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-38 277 93.9926)ED(L3 08/27/98-21 5928 94.8467)BP(L3 08/27/98-21 417 157.9560)SF(L3 09/03/98-16 307 77.7150) S[2]=No Positions 09/29/98, 17517484.20, 12997508.84, 1%, 9463967.04, 8053517.16, 9463967.04, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-39 277 93.9926)ED(L3 08/27/98-22 5928 94.8467)BP(L3 08/27/98-22 417 157.9560)SF(L3 09/03/98-17 307 77.7150) S[2]=No Positions 09/30/98, 16959266.21, 13531454.23, 4%, 9465003.47, 7494262.74, 9465003.47, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-40 277 93.9926)ED(L3 08/27/98-23 5928 94.8467)BP(L3 08/27/98-23 417 157.9560)SF(L3 09/03/98-18 307 77.7150) S[2]=No Positions 10/01/98, 17467143.39, 13541147.03, 1%, 9466040.02, 8001103.37, 9466040.02, 0.00, 7104786.00, 5948146.58, S[1]=US(L2 08/04/98-41 277 93.9926)ED(L3 08/27/98-24 5928 94.8467)BP(L3 08/27/98-24 417 157.9560)SF(L3 09/03/98-19 307 77.7150) S[2]=No Positions 10/02/98, 19343955.00, 13438163.70, 0%, 9467076.68, 9876878.31, 9467076.68, 0.00, 7105528.00, 5949646.59, S[1]=US(L2 08/04/98-42 277 93.9926)ED(L3 08/27/98-25 5928 94.8467)BP(L3 08/27/98-25 417 157.9560)SF(L3 09/03/98-20 307 77.7150)CD(S1 10/02/98-0 1 64.2850) S[2]=No Positions 10/05/98, 19114675.16, 13357301.44, 1%, 9470187.35, 9644487.82, 9470187.35, 0.00, 7106270.00, 5951193.07, S[1]=US(L2 08/04/98-43 277 93.9926)ED(L3 08/27/98-26 5928 94.8467)BP(L3 08/27/98-26 417 157.9560)SF(L3 09/03/98-21 307 77.7150)CD(S2 10/02/98-1 2 64.2850) S[2]=No Positions 10/06/98, 19584705.47, 13998062.71, 0%, 9471224.46, 10113481.01, 9471224.46, 0.00, 7106270.00, 5951193.07, S[1]=US(L2 08/04/98-44 277 93.9926)ED(L3 08/27/98-27 5928 94.8467)BP(L3 08/27/98-27 417 157.9560)SF(L3 09/03/98-22 307 77.7150)CD(S2 10/02/98-2 2 64.2850) S[2]=No Positions 10/07/98, 18332756.40, 14885919.38, 6%, 9187624.53, 9145131.86, 9187624.53, 0.00, 7104786.00, 6039124.90, S[1]=US(L2 08/04/98-45 277 93.9926)ED(L3 08/27/98-28 5928 94.8467)BP(L3 08/27/98-28 417 157.9560)SF(L3 09/03/98-23 307 77.7150) S[2]=No Positions 10/08/98, 18796971.26, 14904238.05, 4%, 9188630.70, 9608340.56, 9188630.70, 0.00, 7104786.00, 6039124.90, S[1]=US(L2 08/04/98-46 277 93.9926)ED(L3 08/27/98-29 5928 94.8467)BP(L3 08/27/98-29 417 157.9560)SF(L3 09/03/98-24 307 77.7150) S[2]=No Positions 10/09/98, 18120850.25, 14702710.26, 7%, 10330498.90, 7790351.35, 10330498.90, 0.00, 6607986.00, 6060581.21, S[1]=ED(L3 08/27/98-30 5928 94.8467)BP(L3 08/27/98-30 417 157.9560)SF(L3 09/03/98-25 307 77.7150)US(S1 10/09/98-0 93 97.2448) S[2]=No Positions 10/12/98, 18181765.34, 14706104.63, 7%, 10333893.27, 7847872.07, 10333893.27, 0.00, 6607986.00, 6060581.21, S[1]=ED(L3 08/27/98-31 5928 94.8467)BP(L3 08/27/98-31 417 157.9560)SF(L3 09/03/98-26 307 77.7150)US(S1 10/09/98-1 93 97.2448) S[2]=No Positions 10/13/98, 18182897.04, 14741775.35, 7%, 10335024.97, 7847872.07, 10335024.97, 0.00, 6607986.00, 6060581.21, S[1]=ED(L3 08/27/98-31 5928 94.8467)BP(L3 08/27/98-31 417 157.9560)SF(L3 09/03/98-26 307 77.7150)US(S1 10/09/98-1 93 97.2448) S[2]=No Positions 10/14/98, 17825752.41, 14842683.00, 9%, 10336156.80, 7489595.62, 10336156.80, 0.00, 6607986.00, 6060581.21, S[1]=ED(L3 08/27/98-32 5928 94.8467)BP(L3 08/27/98-32 417 157.9560)SF(L3 09/03/98-27 307 77.7150)US(S1 10/09/98-2 93 97.2448) S[2]=No Positions 10/15/98, 16477627.83, 15152688.47, 16%, 13737262.38, 2740365.45, 13737262.38, 0.00, 1409130.00, 6134674.43, S[1]=BP(L3 08/27/98-33 417 157.9560)SF(L3 09/03/98-28 307 77.7150)US(S1 10/09/98-3 93 97.2448) S[2]=No Positions 10/16/98, 15370455.80, 14811862.35, 22%, 13546229.78, 1824226.02, 13546229.78, 0.00, 2862918.00, 6159466.92, S[1]=BP(L3 08/27/98-34 417 157.9560)SF(L3 09/03/98-29 307 77.7150)ED(L2 10/16/98-0 1944 95.2765) S[2]=No Positions 10/19/98, 16806757.09, 14839337.40, 14%, 13550680.76, 3256076.33, 13550680.76, 0.00, 2862918.00, 6159466.92, S[1]=BP(L3 08/27/98-35 417 157.9560)SF(L3 09/03/98-30 307 77.7150)ED(L2 10/16/98-1 1944 95.2765) S[2]=No Positions 10/20/98, 16348438.36, 14840821.38, 17%, 13552164.75, 2796273.61, 13552164.75, 0.00, 2862918.00, 6159466.92, S[1]=BP(L3 08/27/98-36 417 157.9560)SF(L3 09/03/98-31 307 77.7150)ED(L2 10/16/98-2 1944 95.2765) S[2]=No Positions 10/21/98, 15556613.88, 15082274.47, 21%, 13889869.49, 1666744.38, 13889869.49, 0.00, 619245.00, 6172872.21, S[1]=BP(L3 08/27/98-37 417 157.9560) S[2]=No Positions 10/22/98, 14989457.39, 14754413.78, 23%, 15031797.39, -42340.00, 15031797.39, 0.00, 456250.00, 6224162.80, S[1]=MP(L1 10/22/98-0 146 6266.0000) S[2]=No Positions 10/23/98, 15047313.57, 14756059.97, 23%, 15033443.57, 13870.00, 15033443.57, 0.00, 456250.00, 6224162.80, S[1]=MP(L1 10/22/98-1 146 6266.0000) S[2]=No Positions 10/26/98, 14981443.22, 14760999.62, 24%, 15038383.22, -56940.00, 15038383.22, 0.00, 456250.00, 6224162.80, S[1]=MP(L1 10/22/98-2 146 6266.0000) S[2]=No Positions 10/27/98, 14994040.13, 14762646.53, 23%, 15040030.13, -45990.00, 15040030.13, 0.00, 456250.00, 6224162.80, S[1]=MP(L1 10/22/98-3 146 6266.0000) S[2]=No Positions 10/28/98, 14922687.22, 14810997.22, 24%, 15041677.22, -118990.00, 15041677.22, 0.00, 456250.00, 6224162.80, S[1]=MP(L1 10/22/98-4 146 6266.0000) S[2]=No Positions 10/29/98, 14914844.49, 14827244.49, 24%, 15043324.49, -128480.00, 15043324.49, 0.00, 456250.00, 6224162.80, S[1]=MP(L1 10/22/98-5 146 6266.0000) S[2]=No Positions 10/30/98, 14766708.02, 14528181.19, 25%, 15044971.94, -278263.93, 15044971.94, 0.00, 1396394.00, 6228182.64, S[1]=MP(L1 10/22/98-6 146 6266.0000)ED(S1 10/30/98-0 1072 95.0510) S[2]=No Positions 11/02/98, 14747037.34, 14123908.24, 25%, 15049915.38, -302878.03, 15049915.38, 0.00, 3283698.00, 6242323.04, S[1]=MP(L1 10/22/98-7 146 6266.0000)ED(S3 10/30/98-1 3224 95.0510) S[2]=No Positions 11/03/98, 15278908.02, 13833914.29, 22%, 15051563.55, 227344.47, 15051563.55, 0.00, 3852448.00, 6242474.91, S[1]=MP(L2 10/22/98-8 328 6266.0000)ED(S3 10/30/98-2 3224 95.0510) S[2]=No Positions 11/04/98, 15055170.91, 13150985.81, 23%, 15053211.90, 1959.01, 15053211.90, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-9 512 6266.0000)ED(S3 10/30/98-3 3224 95.0510)US(S2 11/04/98-0 286 96.5791) S[2]=No Positions 11/05/98, 15702679.08, 13152634.35, 20%, 15054860.43, 647818.65, 15054860.43, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-10 512 6266.0000)ED(S3 10/30/98-4 3224 95.0510)US(S2 11/04/98-1 286 96.5791) S[2]=No Positions 11/06/98, 16056287.96, 13154283.06, 18%, 15056509.15, 999778.81, 15056509.15, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-11 512 6266.0000)ED(S3 10/30/98-5 3224 95.0510)US(S2 11/04/98-2 286 96.5791) S[2]=No Positions 11/09/98, 16684320.42, 13159230.28, 15%, 15061456.37, 1622864.05, 15061456.37, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-12 512 6266.0000)ED(S3 10/30/98-6 3224 95.0510)US(S2 11/04/98-3 286 96.5791) S[2]=No Positions 11/10/98, 16307899.86, 13160879.72, 17%, 15063105.81, 1244794.05, 15063105.81, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-13 512 6266.0000)ED(S3 10/30/98-7 3224 95.0510)US(S2 11/04/98-4 286 96.5791) S[2]=No Positions 11/11/98, 15855504.32, 13229461.71, 19%, 15064755.43, 790748.89, 15064755.43, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-14 512 6266.0000)ED(S3 10/30/98-8 3224 95.0510)US(S2 11/04/98-5 286 96.5791) S[2]=No Positions 11/12/98, 16162944.27, 13516152.83, 17%, 15066405.22, 1096539.05, 15066405.22, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-15 512 6266.0000)ED(S3 10/30/98-9 3224 95.0510)US(S2 11/04/98-5 286 96.5791) S[2]=No Positions 11/13/98, 15932056.03, 14154430.16, 19%, 15068055.20, 864000.83, 15068055.20, 0.00, 5199648.00, 6254384.19, S[1]=MP(L3 10/22/98-16 512 6266.0000)ED(S3 10/30/98-10 3224 95.0510)US(S2 11/04/98-6 286 96.5791) S[2]=No Positions 11/16/98, 16107247.34, 14118978.35, 18%, 15073006.22, 1034241.12, 15073006.22, 0.00, 5201874.00, 6256605.95, S[1]=MP(L3 10/22/98-17 512 6266.0000)ED(S3 10/30/98-11 3224 95.0510)US(S2 11/04/98-7 286 96.5791)CD(S1 11/16/98-0 3 64.1067) S[2]=No Positions 11/17/98, 16308960.31, 14616484.55, 17%, 15074656.92, 1234303.39, 15074656.92, 0.00, 5201874.00, 6256605.95, S[1]=MP(L3 10/22/98-18 512 6266.0000)ED(S3 10/30/98-12 3224 95.0510)US(S2 11/04/98-8 286 96.5791)CD(S1 11/16/98-1 3 64.1067) S[2]=No Positions 11/18/98, 15666123.17, 14613619.31, 20%, 14651663.72, 1014459.45, 14651663.72, 0.00, 4429674.00, 6257499.70, S[1]=MP(L3 10/22/98-19 512 6266.0000)ED(S3 10/30/98-13 3224 95.0510)CD(S1 11/16/98-2 3 64.1067) S[2]=No Positions 11/19/98, 15822825.04, 14615223.87, 19%, 14653268.28, 1169556.76, 14653268.28, 0.00, 4429674.00, 6257499.70, S[1]=MP(L3 10/22/98-20 512 6266.0000)ED(S3 10/30/98-14 3224 95.0510)CD(S1 11/16/98-3 3 64.1067) S[2]=No Positions 11/20/98, 16104266.38, 14616828.61, 18%, 14654873.01, 1449393.36, 14654873.01, 0.00, 4429674.00, 6257499.70, S[1]=MP(L3 10/22/98-21 512 6266.0000)ED(S3 10/30/98-15 3224 95.0510)CD(S1 11/16/98-4 3 64.1067) S[2]=No Positions 11/23/98, 16215771.40, 14653831.51, 17%, 14659688.27, 1556083.13, 14659688.27, 0.00, 4429674.00, 6257499.70, S[1]=MP(L3 10/22/98-22 512 6266.0000)ED(S3 10/30/98-16 3224 95.0510)CD(S1 11/16/98-5 3 64.1067) S[2]=No Positions 11/24/98, 16426781.93, 14736438.23, 16%, 14661293.71, 1765488.23, 14661293.71, 0.00, 4429674.00, 6257499.70, S[1]=MP(L3 10/22/98-23 512 6266.0000)ED(S3 10/30/98-17 3224 95.0510)CD(S1 11/16/98-6 3 64.1067) S[2]=No Positions 11/25/98, 16393198.24, 14732587.92, 16%, 14488439.34, 1904758.91, 14488439.34, 0.00, 4427448.00, 6262899.71, S[1]=MP(L3 10/22/98-24 512 6266.0000)ED(S3 10/30/98-18 3224 95.0510) S[2]=No Positions 11/26/98, 16387104.93, 14734174.60, 16%, 14490026.02, 1897078.91, 14490026.02, 0.00, 4427448.00, 6262899.71, S[1]=MP(L3 10/22/98-25 512 6266.0000)ED(S3 10/30/98-19 3224 95.0510) S[2]=No Positions 11/27/98, 16388691.78, 14871441.46, 16%, 14491612.88, 1897078.91, 14491612.88, 0.00, 4427448.00, 6262899.71, S[1]=MP(L3 10/22/98-25 512 6266.0000)ED(S3 10/30/98-19 3224 95.0510) S[2]=No Positions 11/30/98, 15921466.47, 14245449.78, 19%, 14496374.49, 1425091.98, 14496374.49, 0.00, 5595603.00, 6271700.24, S[1]=MP(L3 10/22/98-26 512 6266.0000)ED(S3 10/30/98-20 3224 95.0510)BP(S1 11/30/98-0 223 158.6160)US(L2 11/30/98-0 310 99.0198) S[2]=No Positions 12/01/98, 16458303.48, 14272637.33, 16%, 14497962.04, 1960341.44, 14497962.04, 0.00, 5595603.00, 6271700.24, S[1]=MP(L3 10/22/98-27 512 6266.0000)ED(S3 10/30/98-21 3224 95.0510)BP(S1 11/30/98-1 223 158.6160)US(L2 11/30/98-1 310 99.0198) S[2]=No Positions 12/02/98, 16071052.06, 14462463.32, 18%, 14206249.31, 1864802.75, 14206249.31, 0.00, 5677548.00, 6273487.61, S[1]=MP(L3 10/22/98-28 512 6266.0000)ED(S3 10/30/98-22 3224 95.0510)US(L3 11/30/98-2 463 99.0198) S[2]=No Positions 12/03/98, 16278059.05, 14685701.07, 17%, 14207805.09, 2070253.96, 14207805.09, 0.00, 5677548.00, 6273487.61, S[1]=MP(L3 10/22/98-29 512 6266.0000)ED(S3 10/30/98-23 3224 95.0510)US(L3 11/30/98-3 463 99.0198) S[2]=No Positions 12/04/98, 15946556.08, 14687257.02, 19%, 14209361.04, 1737195.05, 14209361.04, 0.00, 5677548.00, 6273487.61, S[1]=MP(L3 10/22/98-30 512 6266.0000)ED(S3 10/30/98-24 3224 95.0510)US(L3 11/30/98-4 463 99.0198) S[2]=No Positions 12/07/98, 15556720.56, 14691925.90, 21%, 14214029.91, 1342690.65, 14214029.91, 0.00, 5677548.00, 6273487.61, S[1]=MP(L3 10/22/98-31 512 6266.0000)ED(S3 10/30/98-25 3224 95.0510)US(L3 11/30/98-5 463 99.0198) S[2]=No Positions 12/08/98, 15694366.63, 14693482.53, 20%, 14215586.54, 1478780.09, 14215586.54, 0.00, 5677548.00, 6273487.61, S[1]=MP(L3 10/22/98-32 512 6266.0000)ED(S3 10/30/98-26 3224 95.0510)US(L3 11/30/98-6 463 99.0198) S[2]=No Positions 12/09/98, 15874646.12, 14131982.12, 19%, 14217143.34, 1657502.78, 14217143.34, 0.00, 6131958.00, 6278685.09, S[1]=MP(L3 10/22/98-33 512 6266.0000)ED(S3 10/30/98-27 3224 95.0510)US(L3 11/30/98-7 463 99.0198)JY(L2 12/09/98-0 198 101.2010) S[2]=No Positions 12/10/98, 16257276.25, 14133539.09, 17%, 14218700.31, 2038575.94, 14218700.31, 0.00, 6131958.00, 6278685.09, S[1]=MP(L3 10/22/98-34 512 6266.0000)ED(S3 10/30/98-28 3224 95.0510)US(L3 11/30/98-8 463 99.0198)JY(L2 12/09/98-1 198 101.2010) S[2]=No Positions 12/11/98, 16240076.60, 14047694.06, 17%, 15227697.85, 1012378.74, 15227697.85, 0.00, 3536305.00, 6287027.07, S[1]=MP(L3 10/22/98-35 512 6266.0000)US(L3 11/30/98-9 463 99.0198)JY(L3 12/09/98-2 299 101.2010) S[2]=No Positions 12/14/98, 16204430.42, 14269728.78, 17%, 15232701.33, 971729.09, 15232701.33, 0.00, 3536305.00, 6287027.07, S[1]=MP(L3 10/22/98-36 512 6266.0000)US(L3 11/30/98-10 463 99.0198)JY(L3 12/09/98-3 299 101.2010) S[2]=No Positions 12/15/98, 16490636.33, 14450596.97, 16%, 15234369.52, 1256266.81, 15234369.52, 0.00, 3536305.00, 6287027.07, S[1]=MP(L3 10/22/98-37 512 6266.0000)US(L3 11/30/98-11 463 99.0198)JY(L3 12/09/98-4 299 101.2010) S[2]=No Positions 12/16/98, 15970794.24, 14471634.14, 18%, 14853669.95, 1117124.29, 14853669.95, 0.00, 2286205.00, 6292814.57, S[1]=MP(L3 10/22/98-38 512 6266.0000)JY(L3 12/09/98-5 299 101.2010) S[2]=No Positions 12/17/98, 16264108.19, 14473260.82, 17%, 14855296.63, 1408811.57, 14855296.63, 0.00, 2286205.00, 6292814.57, S[1]=MP(L3 10/22/98-39 512 6266.0000)JY(L3 12/09/98-6 299 101.2010) S[2]=No Positions 12/18/98, 16328249.15, 14597767.68, 17%, 14856923.49, 1471325.66, 14856923.49, 0.00, 2286205.00, 6292814.57, S[1]=MP(L3 10/22/98-40 512 6266.0000)JY(L3 12/09/98-7 299 101.2010) S[2]=No Positions 12/21/98, 16403177.87, 14272140.41, 16%, 14861805.13, 1541372.74, 14861805.13, 0.00, 3818661.00, 6297955.11, S[1]=MP(L3 10/22/98-41 512 6266.0000)JY(L3 12/09/98-8 299 101.2010)CD(S1 12/21/98-0 4 64.3234)ED(S1 12/21/98-0 1744 94.8089) S[2]=No Positions 12/22/98, 16409455.74, 14697695.27, 16%, 14863432.70, 1546023.04, 14863432.70, 0.00, 3818661.00, 6297955.11, S[1]=MP(L3 10/22/98-42 512 6266.0000)JY(L3 12/09/98-9 299 101.2010)CD(S1 12/21/98-1 4 64.3234)ED(S1 12/21/98-1 1744 94.8089) S[2]=No Positions 12/23/98, 15903484.09, 13905452.27, 19%, 14865060.45, 1038423.64, 14865060.45, 0.00, 7931385.00, 6350238.28, S[1]=MP(L3 10/22/98-43 512 6266.0000)JY(L3 12/09/98-10 299 101.2010)CD(S1 12/21/98-2 4 64.3234)ED(S3 12/21/98-2 5356 94.8089)US(S2 12/23/98-0 350 97.1813) S[2]=No Positions 12/24/98, 17006111.63, 13907080.20, 13%, 14866688.38, 2139423.25, 14866688.38, 0.00, 7931385.00, 6350238.28, S[1]=MP(L3 10/22/98-44 512 6266.0000)JY(L3 12/09/98-11 299 101.2010)CD(S1 12/21/98-3 4 64.3234)ED(S3 12/21/98-3 5356 94.8089)US(S2 12/23/98-1 350 97.1813) S[2]=No Positions 12/25/98, 17116539.53, 13908708.31, 13%, 14868316.49, 2248223.04, 14868316.49, 0.00, 7931385.00, 6350238.28, S[1]=MP(L3 10/22/98-45 512 6266.0000)JY(L3 12/09/98-12 299 101.2010)CD(S1 12/21/98-4 4 64.3234)ED(S3 12/21/98-4 5356 94.8089)US(S2 12/23/98-2 350 97.1813) S[2]=No Positions 12/28/98, 17121424.92, 13996844.72, 13%, 14873201.88, 2248223.04, 14873201.88, 0.00, 7931385.00, 6350238.28, S[1]=MP(L3 10/22/98-45 512 6266.0000)JY(L3 12/09/98-12 299 101.2010)CD(S1 12/21/98-4 4 64.3234)ED(S3 12/21/98-4 5356 94.8089)US(S2 12/23/98-2 350 97.1813) S[2]=No Positions 12/29/98, 16328544.79, 14016089.49, 17%, 14300757.40, 2027787.39, 14300757.40, 0.00, 4763661.00, 6351395.69, S[1]=MP(L3 10/22/98-46 512 6266.0000)JY(L3 12/09/98-13 299 101.2010)CD(S1 12/21/98-5 4 64.3234)ED(S1 12/21/98-5 1744 94.8089)US(S2 12/23/98-3 350 97.1813) S[2]=No Positions 12/30/98, 15695126.16, 13626522.20, 20%, 14302323.53, 1392802.63, 14302323.53, 0.00, 5332281.00, 6366169.14, S[1]=MP(L3 10/22/98-47 512 6266.0000)JY(L3 12/09/98-14 299 101.2010)CD(S1 12/21/98-6 4 64.3234)ED(S1 12/21/98-6 1744 94.8089)US(S2 12/23/98-4 350 97.1813)SF(S2 12/30/98-0 324 78.7868) S[2]=No Positions 12/31/98, 15681944.35, 13871610.83, 20%, 14044759.94, 1637184.41, 14044759.94, 0.00, 5329313.00, 6378569.05, S[1]=MP(L3 10/22/98-48 512 6266.0000)JY(L3 12/09/98-15 299 101.2010)ED(S1 12/21/98-7 1744 94.8089)US(S2 12/23/98-5 350 97.1813)SF(S2 12/30/98-1 324 78.7868) S[2]=No Positions 01/01/99, 16058553.33, 13873148.92, 18%, 14046298.03, 2012255.30, 14046298.03, 0.00, 5329313.00, 6378569.05, S[1]=MP(L3 10/22/98-49 512 6266.0000)JY(L3 12/09/98-16 299 101.2010)ED(S1 12/21/98-8 1744 94.8089)US(S2 12/23/98-6 350 97.1813)SF(S2 12/30/98-2 324 78.7868) S[2]=No Positions 01/04/99, 16063168.63, 13877764.22, 18%, 14050913.33, 2012255.30, 14050913.33, 0.00, 5329313.00, 6378569.05, S[1]=MP(L3 10/22/98-49 512 6266.0000)JY(L3 12/09/98-16 299 101.2010)ED(S1 12/21/98-8 1744 94.8089)US(S2 12/23/98-6 350 97.1813)SF(S2 12/30/98-2 324 78.7868) S[2]=No Positions 01/05/99, 16852015.27, 13892176.21, 14%, 14052452.10, 2799563.17, 14052452.10, 0.00, 5329313.00, 6378569.05, S[1]=MP(L3 10/22/98-50 512 6266.0000)JY(L3 12/09/98-17 299 101.2010)ED(S1 12/21/98-9 1744 94.8089)US(S2 12/23/98-7 350 97.1813)SF(S2 12/30/98-3 324 78.7868) S[2]=No Positions 01/06/99, 17250566.12, 13674492.15, 12%, 14053991.03, 3196575.09, 14053991.03, 0.00, 5945048.00, 6390877.12, S[1]=MP(L3 10/22/98-51 512 6266.0000)JY(L3 12/09/98-18 299 101.2010)ED(S1 12/21/98-10 1744 94.8089)US(S2 12/23/98-8 350 97.1813)SF(S3 12/30/98-4 487 78.7868)BP(S1 01/06/99-0 222 159.0980) S[2]=No Positions 01/07/99, 17376943.28, 13945131.71, 11%, 14055530.14, 3321413.14, 14055530.14, 0.00, 5945048.00, 6390877.12, S[1]=MP(L3 10/22/98-52 512 6266.0000)JY(L3 12/09/98-19 299 101.2010)ED(S1 12/21/98-11 1744 94.8089)US(S2 12/23/98-9 350 97.1813)SF(S3 12/30/98-5 487 78.7868)BP(S1 01/06/99-1 222 159.0980) S[2]=No Positions 01/08/99, 17417816.01, 13514779.14, 11%, 14057069.41, 3360746.60, 14057069.41, 0.00, 6701048.00, 6410439.79, S[1]=MP(L3 10/22/98-53 512 6266.0000)JY(L3 12/09/98-20 299 101.2010)ED(S1 12/21/98-12 1744 94.8089)US(S3 12/23/98-10 509 97.1813)SF(S3 12/30/98-6 487 78.7868)BP(S2 01/06/99-2 442 159.0980) S[2]=No Positions 01/11/99, 18392602.40, 13238244.10, 6%, 14061688.24, 4330914.16, 14061688.24, 0.00, 8253338.00, 6410439.79, S[1]=MP(L3 10/22/98-54 512 6266.0000)JY(L3 12/09/98-21 299 101.2010)ED(S2 12/21/98-13 3514 94.8089)US(S3 12/23/98-11 509 97.1813)SF(S3 12/30/98-7 487 78.7868)BP(S2 01/06/99-3 442 159.0980) S[2]=No Positions 01/12/99, 19180642.45, 13118618.76, 2%, 15095628.02, 4085014.43, 15095628.02, 0.00, 7565838.00, 6466634.30, S[1]=JY(L3 12/09/98-22 299 101.2010)ED(S2 12/21/98-14 3514 94.8089)US(S3 12/23/98-12 509 97.1813)SF(S3 12/30/98-8 487 78.7868)BP(S2 01/06/99-4 442 159.0980)MP(S1 01/12/99-0 292 6610.7881) S[2]=No Positions 01/13/99, 16085470.71, 12725433.16, 18%, 13699305.11, 2386165.59, 13699305.11, 0.00, 5158863.00, 6934021.60, S[1]=JY(L3 12/09/98-23 299 101.2010)ED(S1 12/21/98-15 1744 94.8089)US(S3 12/23/98-13 509 97.1813)BP(S2 01/06/99-5 442 159.0980)MP(S1 01/12/99-1 292 6610.7881) S[2]=No Positions 01/14/99, 15624271.98, 12883907.74, 20%, 13700805.38, 1923466.60, 13700805.38, 0.00, 5158863.00, 6934021.60, S[1]=JY(L3 12/09/98-24 299 101.2010)ED(S1 12/21/98-16 1744 94.8089)US(S3 12/23/98-14 509 97.1813)BP(S2 01/06/99-6 442 159.0980)MP(S1 01/12/99-2 292 6610.7881) S[2]=No Positions 01/15/99, 14905102.78, 12930019.68, 24%, 13702305.80, 1202796.98, 13702305.80, 0.00, 5158863.00, 6934021.60, S[1]=JY(L3 12/09/98-25 299 101.2010)ED(S1 12/21/98-17 1744 94.8089)US(S3 12/23/98-15 509 97.1813)BP(S2 01/06/99-7 442 159.0980)MP(S1 01/12/99-3 292 6610.7881) S[2]=No Positions 01/18/99, 14369092.16, 12934521.94, 27%, 13706808.07, 662284.09, 13706808.07, 0.00, 5158863.00, 6934021.60, S[1]=JY(L3 12/09/98-26 299 101.2010)ED(S1 12/21/98-18 1744 94.8089)US(S3 12/23/98-16 509 97.1813)BP(S2 01/06/99-8 442 159.0980)MP(S1 01/12/99-4 292 6610.7881) S[2]=No Positions 01/19/99, 14102029.58, 13054787.03, 28%, 13253448.65, 848580.93, 13253448.65, 0.00, 4502493.00, 6937336.46, S[1]=JY(L3 12/09/98-26 299 101.2010)ED(S1 12/21/98-18 1744 94.8089)US(S3 12/23/98-16 509 97.1813)MP(S1 01/12/99-4 292 6610.7881) S[2]=No Positions 01/20/99, 14082783.29, 13056238.47, 28%, 13254900.08, 827883.21, 13254900.08, 0.00, 4502493.00, 6937336.46, S[1]=JY(L3 12/09/98-27 299 101.2010)ED(S1 12/21/98-19 1744 94.8089)US(S3 12/23/98-17 509 97.1813)MP(S1 01/12/99-5 292 6610.7881) S[2]=No Positions 01/21/99, 14096557.42, 13048791.69, 28%, 13910329.47, 186227.96, 13910329.47, 0.00, 3816288.00, 6942568.94, S[1]=ED(S1 12/21/98-20 1744 94.8089)US(S3 12/23/98-18 509 97.1813)MP(S1 01/12/99-6 292 6610.7881) S[2]=No Positions 01/22/99, 13341110.07, 13312524.92, 32%, 13450459.16, -109349.08, 13450459.16, 0.00, 3969722.00, 6954893.71, S[1]=ED(S2 12/21/98-21 3486 94.8089)MP(S1 01/12/99-7 292 6610.7881) S[2]=No Positions 01/25/99, 13290526.90, 13035507.78, 32%, 13451610.20, -161083.30, 13451610.20, 0.00, 2441988.00, 7214555.00, S[1]=ED(S1 12/21/98-22 1744 94.8089)MP(S1 01/12/99-8 292 6610.7881) S[2]=No Positions 01/26/99, 13357700.04, 13036980.92, 32%, 13453083.34, -95383.30, 13453083.34, 0.00, 2441988.00, 7214555.00, S[1]=ED(S1 12/21/98-23 1744 94.8089)MP(S1 01/12/99-9 292 6610.7881) S[2]=No Positions 01/27/99, 12891409.39, 12558486.59, 34%, 13169384.13, -277974.74, 13169384.13, 0.00, 1989298.00, 7235216.04, S[1]=ED(S1 12/21/98-24 1744 94.8089)SF(S2 01/27/99-0 262 77.5232) S[2]=No Positions 01/28/99, 13125413.44, 12167190.43, 33%, 13170826.36, -45412.92, 13170826.36, 0.00, 2608273.00, 7240133.69, S[1]=ED(S1 12/21/98-25 1744 94.8089)SF(S3 01/27/99-1 387 77.5232)US(L1 01/28/99-0 148 97.8314) S[2]=No Positions 01/29/99, 13209015.64, 12168632.82, 33%, 13172268.74, 36746.90, 13172268.74, 0.00, 2608273.00, 7240133.69, S[1]=ED(S1 12/21/98-26 1744 94.8089)SF(S3 01/27/99-2 387 77.5232)US(L1 01/28/99-1 148 97.8314) S[2]=No Positions 02/01/99, 13371954.79, 12172960.93, 32%, 13176596.85, 195357.94, 13176596.85, 0.00, 2608273.00, 7240133.69, S[1]=ED(S1 12/21/98-27 1744 94.8089)SF(S3 01/27/99-3 387 77.5232)US(L1 01/28/99-2 148 97.8314) S[2]=No Positions 02/02/99, 13270003.19, 11930061.65, 32%, 12910593.44, 359409.74, 12910593.44, 0.00, 2210899.00, 7244412.99, S[1]=ED(S1 12/21/98-28 1744 94.8089)SF(S3 01/27/99-4 387 77.5232)CD(L1 02/02/99-0 3 66.3224) S[2]=No Positions 02/03/99, 13027105.31, 11931475.53, 33%, 12912007.33, 115097.98, 12912007.33, 0.00, 2210899.00, 7244412.99, S[1]=ED(S1 12/21/98-29 1744 94.8089)SF(S3 01/27/99-5 387 77.5232)CD(L1 02/02/99-1 3 66.3224) S[2]=No Positions 02/04/99, 12517941.65, 11371883.17, 36%, 12913421.37, -395479.72, 12913421.37, 0.00, 2601451.00, 7261508.07, S[1]=ED(S1 12/21/98-30 1744 94.8089)SF(S3 01/27/99-6 387 77.5232)CD(L3 02/02/99-2 9 66.3224)US(S1 02/04/99-0 143 94.6148) S[2]=No Positions 02/05/99, 13432074.05, 11416873.42, 31%, 12914835.57, 517238.48, 12914835.57, 0.00, 2601451.00, 7261508.07, S[1]=ED(S1 12/21/98-31 1744 94.8089)SF(S3 01/27/99-7 387 77.5232)CD(L3 02/02/99-3 9 66.3224)US(S1 02/04/99-1 143 94.6148) S[2]=No Positions 02/08/99, 13833830.47, 11421116.94, 29%, 12919079.09, 914751.38, 12919079.09, 0.00, 2601451.00, 7261508.07, S[1]=ED(S1 12/21/98-32 1744 94.8089)SF(S3 01/27/99-8 387 77.5232)CD(L3 02/02/99-4 9 66.3224)US(S1 02/04/99-2 143 94.6148) S[2]=No Positions 02/09/99, 13633819.25, 11573430.97, 30%, 12920493.91, 713325.35, 12920493.91, 0.00, 3063951.00, 7264078.85, S[1]=ED(S1 12/21/98-33 1744 94.8089)SF(S3 01/27/99-9 387 77.5232)CD(L3 02/02/99-5 9 66.3224)US(S1 02/04/99-3 143 94.6148)MP(L1 02/09/99-0 148 6923.7339) S[2]=No Positions 02/10/99, 13341433.93, 11374760.83, 32%, 12921908.88, 419525.06, 12921908.88, 0.00, 3843686.00, 7272467.99, S[1]=ED(S1 12/21/98-34 1744 94.8089)SF(S3 01/27/99-10 387 77.5232)CD(L3 02/02/99-6 9 66.3224)US(S1 02/04/99-4 143 94.6148)MP(L2 02/09/99-1 302 6923.7339)BP(S1 02/10/99-0 201 157.1307) S[2]=No Positions 02/11/99, 13396790.46, 11042820.76, 32%, 12923324.00, 473466.46, 12923324.00, 0.00, 4628186.00, 7276172.00, S[1]=ED(S1 12/21/98-35 1744 94.8089)SF(S3 01/27/99-11 387 77.5232)CD(L3 02/02/99-7 9 66.3224)US(S1 02/04/99-5 143 94.6148)MP(L3 02/09/99-2 458 6923.7339)BP(S2 02/10/99-1 401 157.1307) S[2]=No Positions 02/12/99, 13538148.53, 10635291.90, 31%, 12924739.29, 613409.24, 12924739.29, 0.00, 7403819.00, 7302985.74, S[1]=ED(S2 12/21/98-36 3973 94.8089)SF(S3 01/27/99-12 387 77.5232)CD(L3 02/02/99-8 9 66.3224)US(S3 02/04/99-6 447 94.6148)MP(L3 02/09/99-3 458 6923.7339)BP(S2 02/10/99-2 401 157.1307) S[2]=No Positions 02/15/99, 14186196.63, 10639538.67, 28%, 12928986.06, 1257210.57, 12928986.06, 0.00, 7403819.00, 7302985.74, S[1]=ED(S2 12/21/98-37 3973 94.8089)SF(S3 01/27/99-13 387 77.5232)CD(L3 02/02/99-9 9 66.3224)US(S3 02/04/99-7 447 94.6148)MP(L3 02/09/99-4 458 6923.7339)BP(S2 02/10/99-3 401 157.1307) S[2]=No Positions 02/16/99, 13875502.01, 10523396.12, 29%, 12930401.96, 945100.05, 12930401.96, 0.00, 7614959.00, 7310345.73, S[1]=ED(S2 12/21/98-37 3973 94.8089)SF(S3 01/27/99-13 387 77.5232)CD(L3 02/02/99-9 9 66.3224)US(S3 02/04/99-7 447 94.6148)MP(L3 02/09/99-4 458 6923.7339)BP(S2 02/10/99-3 401 157.1307)JY(S1 02/16/99-0 92 100.1160) S[2]=No Positions 02/17/99, 13991779.07, 10524812.18, 29%, 12931818.02, 1059961.05, 12931818.02, 0.00, 7614959.00, 7310345.73, S[1]=ED(S2 12/21/98-38 3973 94.8089)SF(S3 01/27/99-14 387 77.5232)CD(L3 02/02/99-10 9 66.3224)US(S3 02/04/99-8 447 94.6148)MP(L3 02/09/99-5 458 6923.7339)BP(S2 02/10/99-4 401 157.1307)JY(S1 02/16/99-1 92 100.1160) S[2]=No Positions 02/18/99, 13670906.13, 10835518.68, 30%, 12933234.23, 737671.90, 12933234.23, 0.00, 7614959.00, 7310345.73, S[1]=ED(S2 12/21/98-39 3973 94.8089)SF(S3 01/27/99-15 387 77.5232)CD(L3 02/02/99-11 9 66.3224)US(S3 02/04/99-9 447 94.6148)MP(L3 02/09/99-6 458 6923.7339)BP(S2 02/10/99-5 401 157.1307)JY(S1 02/16/99-2 92 100.1160) S[2]=No Positions 02/19/99, 14349229.06, 11104484.03, 27%, 12934650.60, 1414578.47, 12934650.60, 0.00, 7614959.00, 7310345.73, S[1]=ED(S2 12/21/98-40 3973 94.8089)SF(S3 01/27/99-16 387 77.5232)CD(L3 02/02/99-12 9 66.3224)US(S3 02/04/99-10 447 94.6148)MP(L3 02/09/99-7 458 6923.7339)BP(S2 02/10/99-6 401 157.1307)JY(S1 02/16/99-3 92 100.1160) S[2]=No Positions 02/22/99, 15235392.44, 11134787.37, 22%, 12938900.63, 2296491.81, 12938900.63, 0.00, 7614959.00, 7310345.73, S[1]=ED(S2 12/21/98-41 3973 94.8089)SF(S3 01/27/99-17 387 77.5232)CD(L3 02/02/99-13 9 66.3224)US(S3 02/04/99-11 447 94.6148)MP(L3 02/09/99-8 458 6923.7339)BP(S2 02/10/99-7 401 157.1307)JY(S1 02/16/99-4 92 100.1160) S[2]=No Positions 02/23/99, 14766955.09, 11166281.96, 25%, 12940317.61, 1826637.47, 12940317.61, 0.00, 7614959.00, 7310345.73, S[1]=ED(S2 12/21/98-42 3973 94.8089)SF(S3 01/27/99-18 387 77.5232)CD(L3 02/02/99-14 9 66.3224)US(S3 02/04/99-12 447 94.6148)MP(L3 02/09/99-9 458 6923.7339)BP(S2 02/10/99-8 401 157.1307)JY(S1 02/16/99-5 92 100.1160) S[2]=No Positions 02/24/99, 15134764.46, 11224803.40, 23%, 12740138.39, 2394626.08, 12740138.39, 0.00, 7608281.00, 7313945.82, S[1]=ED(S2 12/21/98-43 3973 94.8089)SF(S3 01/27/99-19 387 77.5232)US(S3 02/04/99-13 447 94.6148)MP(L3 02/09/99-10 458 6923.7339)BP(S2 02/10/99-9 401 157.1307)JY(S1 02/16/99-6 92 100.1160) S[2]=No Positions 02/25/99, 16115485.50, 11800774.71, 18%, 12741533.61, 3373951.89, 12741533.61, 0.00, 7608281.00, 7313945.82, S[1]=ED(S2 12/21/98-44 3973 94.8089)SF(S3 01/27/99-20 387 77.5232)US(S3 02/04/99-14 447 94.6148)MP(L3 02/09/99-11 458 6923.7339)BP(S2 02/10/99-10 401 157.1307)JY(S1 02/16/99-7 92 100.1160) S[2]=No Positions 02/26/99, 15947380.46, 12186854.42, 19%, 12742928.98, 3204451.48, 12742928.98, 0.00, 7608281.00, 7313945.82, S[1]=ED(S2 12/21/98-45 3973 94.8089)SF(S3 01/27/99-21 387 77.5232)US(S3 02/04/99-15 447 94.6148)MP(L3 02/09/99-12 458 6923.7339)BP(S2 02/10/99-11 401 157.1307)JY(S1 02/16/99-8 92 100.1160) S[2]=No Positions 03/01/99, 16205109.72, 12722378.27, 17%, 12747116.02, 3457993.70, 12747116.02, 0.00, 7608281.00, 7313945.82, S[1]=ED(S2 12/21/98-46 3973 94.8089)SF(S3 01/27/99-22 387 77.5232)US(S3 02/04/99-16 447 94.6148)MP(L3 02/09/99-13 458 6923.7339)BP(S2 02/10/99-12 401 157.1307)JY(S1 02/16/99-9 92 100.1160) S[2]=No Positions 03/02/99, 16774987.24, 12784725.00, 14%, 12748512.00, 4026475.24, 12748512.00, 0.00, 7608281.00, 7313945.82, S[1]=ED(S2 12/21/98-47 3973 94.8089)SF(S3 01/27/99-23 387 77.5232)US(S3 02/04/99-17 447 94.6148)MP(L3 02/09/99-14 458 6923.7339)BP(S2 02/10/99-13 401 157.1307)JY(S1 02/16/99-10 92 100.1160) S[2]=No Positions 03/03/99, 16300581.16, 12875718.46, 17%, 12749908.14, 3550673.02, 12749908.14, 0.00, 7608281.00, 7313945.82, S[1]=ED(S2 12/21/98-48 3973 94.8089)SF(S3 01/27/99-24 387 77.5232)US(S3 02/04/99-18 447 94.6148)MP(L3 02/09/99-15 458 6923.7339)BP(S2 02/10/99-14 401 157.1307)JY(S1 02/16/99-11 92 100.1160) S[2]=No Positions 03/04/99, 16797336.46, 13472677.15, 14%, 12751304.43, 4046032.04, 12751304.43, 0.00, 7608281.00, 7313945.82, S[1]=ED(S2 12/21/98-49 3973 94.8089)SF(S3 01/27/99-25 387 77.5232)US(S3 02/04/99-19 447 94.6148)MP(L3 02/09/99-16 458 6923.7339)BP(S2 02/10/99-15 401 157.1307)JY(S1 02/16/99-12 92 100.1160) S[2]=No Positions 03/05/99, 16755125.30, 13375616.06, 14%, 12696203.59, 4058921.71, 12696203.59, 0.00, 6559389.00, 7330638.15, S[1]=SF(S3 01/27/99-26 387 77.5232)US(S3 02/04/99-20 447 94.6148)MP(L3 02/09/99-17 458 6923.7339)BP(S2 02/10/99-16 401 157.1307)JY(S1 02/16/99-13 92 100.1160)ED(L1 03/05/99-0 2777 94.7820) S[2]=No Positions 03/08/99, 16903006.06, 13554156.34, 14%, 12700375.27, 4202630.78, 12700375.27, 0.00, 6559389.00, 7330638.15, S[1]=SF(S3 01/27/99-27 387 77.5232)US(S3 02/04/99-21 447 94.6148)MP(L3 02/09/99-18 458 6923.7339)BP(S2 02/10/99-17 401 157.1307)JY(S1 02/16/99-14 92 100.1160)ED(L1 03/05/99-1 2777 94.7820) S[2]=No Positions 03/09/99, 16645296.13, 13523624.72, 15%, 12701766.14, 3943529.99, 12701766.14, 0.00, 11168901.00, 7338582.98, S[1]=SF(S3 01/27/99-28 387 77.5232)US(S3 02/04/99-22 447 94.6148)MP(L3 02/09/99-19 458 6923.7339)BP(S2 02/10/99-18 401 157.1307)JY(S1 02/16/99-15 92 100.1160)ED(L3 03/05/99-2 8033 94.7820) S[2]=No Positions 03/10/99, 16276528.83, 13773986.32, 17%, 12696160.72, 3580368.11, 12696160.72, 0.00, 10573416.00, 7433817.88, S[1]=SF(S3 01/27/99-29 387 77.5232)US(S3 02/04/99-23 447 94.6148)MP(L3 02/09/99-20 458 6923.7339)JY(S1 02/16/99-16 92 100.1160)ED(L3 03/05/99-3 8033 94.7820) S[2]=No Positions 03/11/99, 16369691.07, 14048195.63, 16%, 12697551.13, 3672139.94, 12697551.13, 0.00, 10573416.00, 7433817.88, S[1]=SF(S3 01/27/99-30 387 77.5232)US(S3 02/04/99-24 447 94.6148)MP(L3 02/09/99-21 458 6923.7339)JY(S1 02/16/99-17 92 100.1160)ED(L3 03/05/99-4 8033 94.7820) S[2]=No Positions 03/12/99, 16180536.64, 14114064.06, 17%, 12698941.69, 3481594.96, 12698941.69, 0.00, 10573416.00, 7433817.88, S[1]=SF(S3 01/27/99-31 387 77.5232)US(S3 02/04/99-25 447 94.6148)MP(L3 02/09/99-22 458 6923.7339)JY(S1 02/16/99-18 92 100.1160)ED(L3 03/05/99-5 8033 94.7820) S[2]=No Positions 03/15/99, 16367011.71, 13817771.95, 16%, 13244224.52, 3122787.19, 13244224.52, 0.00, 9157602.00, 7514195.59, S[1]=SF(S3 01/27/99-32 387 77.5232)MP(L3 02/09/99-23 458 6923.7339)ED(L3 03/05/99-6 8033 94.7820)CD(S1 03/15/99-0 3 65.1758) S[2]=No Positions 03/16/99, 16418032.14, 13842122.38, 16%, 13245674.94, 3172357.20, 13245674.94, 0.00, 9157602.00, 7514195.59, S[1]=SF(S3 01/27/99-33 387 77.5232)MP(L3 02/09/99-24 458 6923.7339)ED(L3 03/05/99-7 8033 94.7820)CD(S1 03/15/99-1 3 65.1758) S[2]=No Positions 03/17/99, 16196939.09, 14003872.96, 17%, 13247125.53, 2949813.57, 13247125.53, 0.00, 9157602.00, 7514195.59, S[1]=SF(S3 01/27/99-34 387 77.5232)MP(L3 02/09/99-25 458 6923.7339)ED(L3 03/05/99-8 8033 94.7820)CD(S1 03/15/99-2 3 65.1758) S[2]=No Positions 03/18/99, 16132680.78, 14154173.70, 18%, 13248576.27, 2884104.51, 13248576.27, 0.00, 9157602.00, 7514195.59, S[1]=SF(S3 01/27/99-35 387 77.5232)MP(L3 02/09/99-26 458 6923.7339)ED(L3 03/05/99-9 8033 94.7820)CD(S1 03/15/99-3 3 65.1758) S[2]=No Positions 03/19/99, 16266771.31, 14609554.23, 17%, 13250027.17, 3016744.15, 13250027.17, 0.00, 9157602.00, 7514195.59, S[1]=SF(S3 01/27/99-36 387 77.5232)MP(L3 02/09/99-27 458 6923.7339)ED(L3 03/05/99-10 8033 94.7820)CD(S1 03/15/99-4 3 65.1758) S[2]=No Positions 03/22/99, 16457790.57, 14718475.95, 16%, 13037051.16, 3420739.41, 13037051.16, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-37 387 77.5232)MP(L3 02/09/99-28 458 6923.7339)ED(L3 03/05/99-11 8033 94.7820) S[2]=No Positions 03/23/99, 16303930.80, 15035271.59, 17%, 13038478.89, 3265451.91, 13038478.89, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-38 387 77.5232)MP(L3 02/09/99-29 458 6923.7339)ED(L3 03/05/99-12 8033 94.7820) S[2]=No Positions 03/24/99, 16457224.55, 15263006.82, 16%, 13039906.78, 3417317.77, 13039906.78, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-39 387 77.5232)MP(L3 02/09/99-30 458 6923.7339)ED(L3 03/05/99-13 8033 94.7820) S[2]=No Positions 03/25/99, 16740085.81, 15341832.95, 15%, 13041334.83, 3698750.97, 13041334.83, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-40 387 77.5232)MP(L3 02/09/99-31 458 6923.7339)ED(L3 03/05/99-14 8033 94.7820) S[2]=No Positions 03/26/99, 17033762.69, 15434861.16, 13%, 13042763.04, 3990999.65, 13042763.04, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-41 387 77.5232)MP(L3 02/09/99-32 458 6923.7339)ED(L3 03/05/99-15 8033 94.7820) S[2]=No Positions 03/29/99, 17491947.79, 15676904.05, 11%, 13047048.59, 4444899.20, 13047048.59, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-42 387 77.5232)MP(L3 02/09/99-33 458 6923.7339)ED(L3 03/05/99-16 8033 94.7820) S[2]=No Positions 03/30/99, 17748005.02, 15728588.16, 9%, 13048477.42, 4699527.60, 13048477.42, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-43 387 77.5232)MP(L3 02/09/99-34 458 6923.7339)ED(L3 03/05/99-17 8033 94.7820) S[2]=No Positions 03/31/99, 17865045.33, 15809296.25, 9%, 13049906.41, 4815138.92, 13049906.41, 0.00, 9155376.00, 7517196.23, S[1]=SF(S3 01/27/99-44 387 77.5232)MP(L3 02/09/99-35 458 6923.7339)ED(L3 03/05/99-18 8033 94.7820) S[2]=No Positions 04/01/99, 17454754.88, 15130779.72, 11%, 13051335.55, 4403419.33, 13051335.55, 0.00, 9804318.00, 7539151.83, S[1]=SF(S3 01/27/99-45 387 77.5232)MP(L3 02/09/99-36 458 6923.7339)ED(L3 03/05/99-19 8033 94.7820)BP(S2 04/01/99-0 434 155.0605)CD(L2 04/01/99-0 6 66.3545) S[2]=No Positions 04/02/99, 17780817.18, 15132209.03, 9%, 13052764.85, 4728052.33, 13052764.85, 0.00, 9804318.00, 7539151.83, S[1]=SF(S3 01/27/99-46 387 77.5232)MP(L3 02/09/99-37 458 6923.7339)ED(L3 03/05/99-20 8033 94.7820)BP(S2 04/01/99-1 434 155.0605)CD(L2 04/01/99-1 6 66.3545) S[2]=No Positions 04/05/99, 17835208.09, 15186599.93, 9%, 13057053.70, 4778154.39, 13057053.70, 0.00, 9804318.00, 7539151.83, S[1]=SF(S3 01/27/99-46 387 77.5232)MP(L3 02/09/99-37 458 6923.7339)ED(L3 03/05/99-21 8033 94.7820)BP(S2 04/01/99-1 434 155.0605)CD(L2 04/01/99-1 6 66.3545) S[2]=No Positions 04/06/99, 18285488.30, 15345790.41, 7%, 13058483.62, 5227004.68, 13058483.62, 0.00, 9804318.00, 7539151.83, S[1]=SF(S3 01/27/99-47 387 77.5232)MP(L3 02/09/99-38 458 6923.7339)ED(L3 03/05/99-22 8033 94.7820)BP(S2 04/01/99-2 434 155.0605)CD(L2 04/01/99-2 6 66.3545) S[2]=No Positions 04/07/99, 18086541.94, 15347220.50, 8%, 13059913.71, 5026628.23, 13059913.71, 0.00, 9804318.00, 7539151.83, S[1]=SF(S3 01/27/99-48 387 77.5232)MP(L3 02/09/99-39 458 6923.7339)ED(L3 03/05/99-23 8033 94.7820)BP(S2 04/01/99-3 434 155.0605)CD(L2 04/01/99-3 6 66.3545) S[2]=No Positions 04/08/99, 18320979.59, 15763564.71, 6%, 13061343.95, 5259635.64, 13061343.95, 0.00, 9804318.00, 7539151.83, S[1]=SF(S3 01/27/99-49 387 77.5232)MP(L3 02/09/99-40 458 6923.7339)ED(L3 03/05/99-24 8033 94.7820)BP(S2 04/01/99-4 434 155.0605)CD(L2 04/01/99-4 6 66.3545) S[2]=No Positions 04/09/99, 18328953.74, 15953343.63, 6%, 13062774.34, 5266179.40, 13062774.34, 0.00, 9804318.00, 7539151.83, S[1]=SF(S3 01/27/99-50 387 77.5232)MP(L3 02/09/99-41 458 6923.7339)ED(L3 03/05/99-25 8033 94.7820)BP(S2 04/01/99-5 434 155.0605)CD(L2 04/01/99-5 6 66.3545) S[2]=No Positions 04/12/99, 17848523.97, 16102291.12, 9%, 13067066.47, 4781457.50, 13067066.47, 0.00, 9806544.00, 7544251.78, S[1]=SF(S3 01/27/99-51 387 77.5232)MP(L3 02/09/99-42 458 6923.7339)ED(L3 03/05/99-26 8033 94.7820)BP(S2 04/01/99-6 434 155.0605)CD(L3 04/01/99-6 9 66.3545) S[2]=No Positions 04/13/99, 18079287.81, 16390535.26, 8%, 13068497.49, 5010790.32, 13068497.49, 0.00, 9806544.00, 7544251.78, S[1]=SF(S3 01/27/99-52 387 77.5232)MP(L3 02/09/99-43 458 6923.7339)ED(L3 03/05/99-27 8033 94.7820)BP(S2 04/01/99-7 434 155.0605)CD(L3 04/01/99-7 9 66.3545) S[2]=No Positions 04/14/99, 18145553.52, 16379983.37, 7%, 12636118.66, 5509434.85, 12636118.66, 0.00, 9162054.00, 7550761.93, S[1]=SF(S3 01/27/99-53 387 77.5232)MP(L3 02/09/99-44 458 6923.7339)ED(L3 03/05/99-28 8033 94.7820)CD(L3 04/01/99-8 9 66.3545) S[2]=No Positions 04/15/99, 17621315.64, 16403821.66, 10%, 13102740.21, 4518575.43, 13102740.21, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-54 387 77.5232)MP(L3 02/09/99-45 458 6923.7339)CD(L3 04/01/99-9 9 66.3545) S[2]=No Positions 04/16/99, 18133836.44, 16441257.41, 7%, 13104175.14, 5029661.31, 13104175.14, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-55 387 77.5232)MP(L3 02/09/99-46 458 6923.7339)CD(L3 04/01/99-10 9 66.3545) S[2]=No Positions 04/19/99, 18583787.53, 16445563.14, 5%, 13108480.87, 5475306.66, 13108480.87, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-56 387 77.5232)MP(L3 02/09/99-47 458 6923.7339)CD(L3 04/01/99-11 9 66.3545) S[2]=No Positions 04/20/99, 18885179.18, 16473997.60, 4%, 13109916.43, 5775262.75, 13109916.43, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-57 387 77.5232)MP(L3 02/09/99-48 458 6923.7339)CD(L3 04/01/99-12 9 66.3545) S[2]=No Positions 04/21/99, 18636618.94, 16493430.30, 5%, 13111352.14, 5525266.79, 13111352.14, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-58 387 77.5232)MP(L3 02/09/99-49 458 6923.7339)CD(L3 04/01/99-13 9 66.3545) S[2]=No Positions 04/22/99, 18895779.65, 16669016.46, 4%, 13112788.02, 5782991.63, 13112788.02, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-59 387 77.5232)MP(L3 02/09/99-50 458 6923.7339)CD(L3 04/01/99-14 9 66.3545) S[2]=No Positions 04/23/99, 19277125.01, 16989507.44, 2%, 13114224.05, 6162900.96, 13114224.05, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-60 387 77.5232)MP(L3 02/09/99-51 458 6923.7339)CD(L3 04/01/99-15 9 66.3545) S[2]=No Positions 04/26/99, 19625898.76, 17418201.29, 0%, 13118533.08, 6507365.68, 13118533.08, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-61 387 77.5232)MP(L3 02/09/99-52 458 6923.7339)CD(L3 04/01/99-16 9 66.3545) S[2]=No Positions 04/27/99, 19683610.13, 17437957.95, 0%, 13119969.74, 6563640.38, 13119969.74, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-62 387 77.5232)MP(L3 02/09/99-53 458 6923.7339)CD(L3 04/01/99-17 9 66.3545) S[2]=No Positions 04/28/99, 19408656.15, 17507119.47, 1%, 13121406.56, 6287249.59, 13121406.56, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-63 387 77.5232)MP(L3 02/09/99-54 458 6923.7339)CD(L3 04/01/99-18 9 66.3545) S[2]=No Positions 04/29/99, 19721437.12, 17904456.17, 0%, 13122843.53, 6598593.59, 13122843.53, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-64 387 77.5232)MP(L3 02/09/99-55 458 6923.7339)CD(L3 04/01/99-19 9 66.3545) S[2]=No Positions 04/30/99, 20347283.08, 18244380.80, 0%, 13124280.66, 7223002.42, 13124280.66, 0.00, 2117113.00, 7601017.21, S[1]=SF(S3 01/27/99-65 387 77.5232)MP(L3 02/09/99-56 458 6923.7339)CD(L3 04/01/99-20 9 66.3545) S[2]=No Positions 05/03/99, 20395922.15, 17618786.65, 0%, 13128593.00, 7267329.15, 13128593.00, 0.00, 11369585.00, 7612743.28, S[1]=SF(S3 01/27/99-66 387 77.5232)MP(L3 02/09/99-57 458 6923.7339)CD(L3 04/01/99-21 9 66.3545)ED(S2 05/03/99-0 10036 94.8045)US(S1 05/03/99-0 167 91.6062) S[2]=No Positions 05/04/99, 20822997.58, 17331480.75, 0%, 13130030.76, 7692966.82, 13130030.76, 0.00, 12131525.00, 7618110.10, S[1]=SF(S3 01/27/99-67 387 77.5232)MP(L3 02/09/99-58 458 6923.7339)CD(L3 04/01/99-22 9 66.3545)ED(S2 05/03/99-1 10036 94.8045)US(S2 05/03/99-1 337 91.6062)JY(S1 05/04/99-0 132 97.1370) S[2]=No Positions 05/05/99, 20264825.58, 17588151.40, 3%, 15552289.26, 4712536.33, 15552289.26, 0.00, 11452340.00, 7638911.37, S[1]=MP(L3 02/09/99-59 458 6923.7339)CD(L3 04/01/99-23 9 66.3545)ED(S2 05/03/99-2 10036 94.8045)US(S2 05/03/99-2 337 91.6062)JY(S1 05/04/99-1 132 97.1370) S[2]=No Positions 05/06/99, 20004721.15, 17651237.25, 4%, 15553992.45, 4450728.70, 15553992.45, 0.00, 16898510.00, 7649263.58, S[1]=MP(L3 02/09/99-60 458 6923.7339)CD(L3 04/01/99-24 9 66.3545)ED(S3 05/03/99-3 16246 94.8045)US(S2 05/03/99-3 337 91.6062)JY(S1 05/04/99-2 132 97.1370) S[2]=No Positions 05/07/99, 20823898.95, 17652940.63, 0%, 15555695.82, 5268203.13, 15555695.82, 0.00, 16898510.00, 7649263.58, S[1]=MP(L3 02/09/99-61 458 6923.7339)CD(L3 04/01/99-25 9 66.3545)ED(S3 05/03/99-4 16246 94.8045)US(S2 05/03/99-4 337 91.6062)JY(S1 05/04/99-3 132 97.1370) S[2]=No Positions 05/10/99, 20556850.95, 17658051.87, 1%, 15560807.07, 4996043.88, 15560807.07, 0.00, 16898510.00, 7649263.58, S[1]=MP(L3 02/09/99-62 458 6923.7339)CD(L3 04/01/99-26 9 66.3545)ED(S3 05/03/99-5 16246 94.8045)US(S2 05/03/99-5 337 91.6062)JY(S1 05/04/99-4 132 97.1370) S[2]=No Positions 05/11/99, 20447990.25, 17853651.33, 2%, 15562511.19, 4885479.06, 15562511.19, 0.00, 16898510.00, 7649263.58, S[1]=MP(L3 02/09/99-63 458 6923.7339)CD(L3 04/01/99-27 9 66.3545)ED(S3 05/03/99-6 16246 94.8045)US(S2 05/03/99-6 337 91.6062)JY(S1 05/04/99-5 132 97.1370) S[2]=No Positions 05/12/99, 20548822.21, 17972135.13, 1%, 18393239.87, 2155582.33, 18393239.87, 0.00, 15850526.00, 7652095.08, S[1]=CD(L3 04/01/99-28 9 66.3545)ED(S3 05/03/99-7 16246 94.8045)US(S2 05/03/99-7 337 91.6062)JY(S2 05/04/99-6 299 97.1370) S[2]=No Positions 05/13/99, 19430046.42, 17963095.52, 7%, 17550221.04, 1879825.39, 17550221.04, 0.00, 1602784.00, 7658013.55, S[1]=CD(L3 04/01/99-29 9 66.3545)US(S2 05/03/99-8 337 91.6062)JY(S2 05/04/99-7 299 97.1370) S[2]=No Positions 05/14/99, 18086963.69, 17121627.08, 13%, 17552143.03, 534820.66, 17552143.03, 0.00, 13072221.00, 7799835.49, S[1]=CD(L3 04/01/99-30 9 66.3545)US(S3 05/03/99-9 549 91.6062)JY(S3 05/04/99-8 486 97.1370)ED(S2 05/14/99-0 11936 94.7879) S[2]=No Positions 05/17/99, 20479454.94, 17055430.93, 2%, 18872025.52, 1607429.42, 18872025.52, 0.00, 13065543.00, 7871830.27, S[1]=US(S3 05/03/99-10 549 91.6062)JY(S3 05/04/99-9 486 97.1370)ED(S2 05/14/99-1 11936 94.7879) S[2]=No Positions 05/18/99, 21248913.27, 17200306.20, 0%, 18874092.27, 2374821.01, 18874092.27, 0.00, 13065543.00, 7871830.27, S[1]=US(S3 05/03/99-11 549 91.6062)JY(S3 05/04/99-10 486 97.1370)ED(S2 05/14/99-2 11936 94.7879) S[2]=No Positions 05/19/99, 21631859.77, 16910323.53, 0%, 18876159.24, 2755700.53, 18876159.24, 0.00, 14406168.00, 7872473.77, S[1]=US(S3 05/03/99-12 549 91.6062)JY(S3 05/04/99-11 486 97.1370)ED(S2 05/14/99-3 11936 94.7879)MP(L1 05/19/99-0 429 8442.2998) S[2]=No Positions 05/20/99, 21533142.49, 16535113.74, 0%, 18878226.44, 2654916.06, 18878226.44, 0.00, 14911068.00, 7874121.60, S[1]=US(S3 05/03/99-13 549 91.6062)JY(S3 05/04/99-12 486 97.1370)ED(S2 05/14/99-4 11936 94.7879)MP(L1 05/19/99-1 429 8442.2998)BP(S1 05/20/99-0 340 155.2698) S[2]=No Positions 05/21/99, 21591915.46, 16255039.44, 0%, 18880293.86, 2711621.60, 18880293.86, 0.00, 15410028.00, 7879195.68, S[1]=US(S3 05/03/99-14 549 91.6062)JY(S3 05/04/99-13 486 97.1370)ED(S2 05/14/99-5 11936 94.7879)MP(L1 05/19/99-2 429 8442.2998)BP(S2 05/20/99-1 676 155.2698) S[2]=No Positions 05/24/99, 20901451.75, 16261243.07, 3%, 18886497.49, 2014954.25, 18886497.49, 0.00, 15410028.00, 7879195.68, S[1]=US(S3 05/03/99-15 549 91.6062)JY(S3 05/04/99-14 486 97.1370)ED(S2 05/14/99-6 11936 94.7879)MP(L1 05/19/99-3 429 8442.2998)BP(S2 05/20/99-2 676 155.2698) S[2]=No Positions 05/25/99, 20470107.97, 16140769.67, 5%, 18389155.56, 2080952.42, 18389155.56, 0.00, 14069403.00, 7996320.22, S[1]=US(S3 05/03/99-16 549 91.6062)JY(S3 05/04/99-15 486 97.1370)ED(S2 05/14/99-7 11936 94.7879)BP(S2 05/20/99-3 676 155.2698) S[2]=No Positions 05/26/99, 19811530.15, 16241058.02, 8%, 18391169.42, 1420360.73, 18391169.42, 0.00, 14564313.00, 8000344.32, S[1]=US(S3 05/03/99-17 549 91.6062)JY(S3 05/04/99-16 486 97.1370)ED(S2 05/14/99-8 11936 94.7879)BP(S2 05/20/99-4 676 155.2698)SF(S1 05/26/99-0 282 70.9527) S[2]=No Positions 05/27/99, 20097999.19, 16188374.85, 7%, 18200145.96, 1897853.24, 18200145.96, 0.00, 13448943.00, 8048944.50, S[1]=US(S3 05/03/99-18 549 91.6062)ED(S2 05/14/99-9 11936 94.7879)BP(S2 05/20/99-5 676 155.2698)SF(S1 05/26/99-1 282 70.9527) S[2]=No Positions 05/28/99, 20811119.28, 17607645.69, 4%, 18202139.12, 2608980.16, 18202139.12, 0.00, 13928058.00, 8053039.59, S[1]=US(S3 05/03/99-19 549 91.6062)ED(S2 05/14/99-10 11936 94.7879)BP(S2 05/20/99-6 676 155.2698)SF(S2 05/26/99-2 555 70.9527) S[2]=No Positions 05/31/99, 21174239.55, 17613626.49, 2%, 18208119.93, 2966119.63, 18208119.93, 0.00, 13928058.00, 8053039.59, S[1]=US(S3 05/03/99-20 549 91.6062)ED(S2 05/14/99-11 11936 94.7879)BP(S2 05/20/99-7 676 155.2698)SF(S2 05/26/99-3 555 70.9527) S[2]=No Positions 06/01/99, 21176233.59, 17615620.53, 2%, 18210113.97, 2966119.63, 18210113.97, 0.00, 13928058.00, 8053039.59, S[1]=US(S3 05/03/99-20 549 91.6062)ED(S2 05/14/99-11 11936 94.7879)BP(S2 05/20/99-7 676 155.2698)SF(S2 05/26/99-3 555 70.9527) S[2]=No Positions 06/02/99, 21507696.23, 17464560.83, 1%, 18212108.23, 3295588.00, 18212108.23, 0.00, 14410683.00, 8060258.31, S[1]=US(S3 05/03/99-21 549 91.6062)ED(S2 05/14/99-12 11936 94.7879)BP(S2 05/20/99-8 676 155.2698)SF(S3 05/26/99-4 830 70.9527) S[2]=No Positions 06/03/99, 21989340.02, 17676017.47, 0%, 18214102.70, 3775237.32, 18214102.70, 0.00, 14410683.00, 8060258.31, S[1]=US(S3 05/03/99-22 549 91.6062)ED(S2 05/14/99-13 11936 94.7879)BP(S2 05/20/99-9 676 155.2698)SF(S3 05/26/99-5 830 70.9527) S[2]=No Positions 06/04/99, 22056155.65, 17770962.68, 0%, 18216097.40, 3840058.25, 18216097.40, 0.00, 14410683.00, 8060258.31, S[1]=US(S3 05/03/99-23 549 91.6062)ED(S2 05/14/99-14 11936 94.7879)BP(S2 05/20/99-10 676 155.2698)SF(S3 05/26/99-6 830 70.9527) S[2]=No Positions 06/07/99, 21664166.50, 17776948.07, 2%, 18222082.79, 3442083.71, 18222082.79, 0.00, 14410683.00, 8060258.31, S[1]=US(S3 05/03/99-24 549 91.6062)ED(S2 05/14/99-15 11936 94.7879)BP(S2 05/20/99-11 676 155.2698)SF(S3 05/26/99-7 830 70.9527) S[2]=No Positions 06/08/99, 22639540.07, 17922241.49, 0%, 18224078.36, 4415461.71, 18224078.36, 0.00, 14410683.00, 8060258.31, S[1]=US(S3 05/03/99-25 549 91.6062)ED(S2 05/14/99-16 11936 94.7879)BP(S2 05/20/99-12 676 155.2698)SF(S3 05/26/99-8 830 70.9527) S[2]=No Positions 06/09/99, 21433372.98, 18061178.31, 5%, 18226074.15, 3207298.83, 18226074.15, 0.00, 14410683.00, 8060258.31, S[1]=US(S3 05/03/99-26 549 91.6062)ED(S2 05/14/99-17 11936 94.7879)BP(S2 05/20/99-13 676 155.2698)SF(S3 05/26/99-9 830 70.9527) S[2]=No Positions 06/10/99, 22176747.16, 18672811.49, 2%, 18228070.15, 3948677.01, 18228070.15, 0.00, 14410683.00, 8060258.31, S[1]=US(S3 05/03/99-27 549 91.6062)ED(S2 05/14/99-18 11936 94.7879)BP(S2 05/20/99-14 676 155.2698)SF(S3 05/26/99-10 830 70.9527) S[2]=No Positions 06/11/99, 22404893.23, 19201705.73, 1%, 17334547.15, 5070346.08, 17334547.15, 0.00, 11950173.00, 8105320.68, S[1]=US(S3 05/03/99-28 549 91.6062)ED(S2 05/14/99-19 11936 94.7879) S[2]=No Positions 06/14/99, 23654165.75, 19722848.61, 0%, 17340242.89, 6313922.87, 17340242.89, 0.00, 11950173.00, 8105320.68, S[1]=US(S3 05/03/99-29 549 91.6062)ED(S2 05/14/99-20 11936 94.7879) S[2]=No Positions 06/15/99, 23201481.33, 19635923.17, 2%, 17342141.88, 5859339.45, 17342141.88, 0.00, 12412008.00, 8112280.82, S[1]=US(S3 05/03/99-30 549 91.6062)ED(S2 05/14/99-21 11936 94.7879)BP(S1 06/15/99-0 311 153.9823) S[2]=No Positions 06/16/99, 22623103.92, 18740187.58, 4%, 17344041.08, 5279062.84, 17344041.08, 0.00, 13758633.00, 8134466.50, S[1]=US(S3 05/03/99-31 549 91.6062)ED(S2 05/14/99-22 11936 94.7879)BP(S2 06/15/99-1 608 153.9823)SF(S2 06/16/99-0 516 69.9030) S[2]=No Positions 06/17/99, 22187461.84, 18128044.06, 6%, 17345940.49, 4841521.35, 17345940.49, 0.00, 15639883.00, 8152000.93, S[1]=US(S3 05/03/99-32 549 91.6062)ED(S2 05/14/99-23 11936 94.7879)BP(S2 06/15/99-2 608 153.9823)SF(S2 06/16/99-1 516 69.9030)MP(L2 06/17/99-0 602 8430.7119) S[2]=No Positions 06/18/99, 20838035.41, 18024829.47, 12%, 17347840.11, 3490195.30, 17347840.11, 0.00, 16564883.00, 8156160.10, S[1]=US(S3 05/03/99-33 549 91.6062)ED(S2 05/14/99-24 11936 94.7879)BP(S2 06/15/99-3 608 153.9823)SF(S2 06/16/99-2 516 69.9030)MP(L3 06/17/99-1 898 8430.7119) S[2]=No Positions 06/21/99, 21091550.97, 18064842.07, 11%, 17353540.22, 3738010.75, 17353540.22, 0.00, 16564883.00, 8156160.10, S[1]=US(S3 05/03/99-34 549 91.6062)ED(S2 05/14/99-25 11936 94.7879)BP(S2 06/15/99-4 608 153.9823)SF(S2 06/16/99-3 516 69.9030)MP(L3 06/17/99-2 898 8430.7119) S[2]=No Positions 06/22/99, 22046670.50, 18450987.52, 7%, 17355440.67, 4691229.84, 17355440.67, 0.00, 16564883.00, 8156160.10, S[1]=US(S3 05/03/99-35 549 91.6062)ED(S2 05/14/99-26 11936 94.7879)BP(S2 06/15/99-5 608 153.9823)SF(S2 06/16/99-4 516 69.9030)MP(L3 06/17/99-3 898 8430.7119) S[2]=No Positions 06/23/99, 22667436.83, 18387360.49, 4%, 17357341.33, 5310095.51, 17357341.33, 0.00, 17483828.00, 8162696.62, S[1]=US(S3 05/03/99-36 549 91.6062)ED(S2 05/14/99-27 11936 94.7879)BP(S3 06/15/99-6 916 153.9823)SF(S3 06/16/99-5 779 69.9030)MP(L3 06/17/99-4 898 8430.7119) S[2]=No Positions 06/24/99, 23915190.64, 18389261.35, 0%, 17359242.19, 6555948.45, 17359242.19, 0.00, 17483828.00, 8162696.62, S[1]=US(S3 05/03/99-37 549 91.6062)ED(S2 05/14/99-28 11936 94.7879)BP(S3 06/15/99-7 916 153.9823)SF(S3 06/16/99-6 779 69.9030)MP(L3 06/17/99-5 898 8430.7119) S[2]=No Positions 06/25/99, 23009870.34, 18353581.27, 4%, 15770450.43, 7239419.90, 15770450.43, 0.00, 13310433.00, 8179140.04, S[1]=US(S3 05/03/99-38 549 91.6062)ED(S2 05/14/99-29 11936 94.7879)BP(S3 06/15/99-8 916 153.9823) S[2]=No Positions 06/28/99, 22980811.85, 18423441.06, 4%, 15775632.24, 7205179.61, 15775632.24, 0.00, 13310433.00, 8179140.04, S[1]=US(S3 05/03/99-39 549 91.6062)ED(S2 05/14/99-30 11936 94.7879)BP(S3 06/15/99-9 916 153.9823) S[2]=No Positions 06/29/99, 22752652.08, 18121388.07, 5%, 15777359.89, 6975292.19, 15777359.89, 0.00, 13731633.00, 8181094.47, S[1]=US(S3 05/03/99-40 549 91.6062)ED(S2 05/14/99-31 11936 94.7879)BP(S3 06/15/99-10 916 153.9823)SF(S1 06/29/99-0 240 69.4386) S[2]=No Positions 06/30/99, 22927864.54, 17572295.80, 4%, 15779087.73, 7148776.81, 15779087.73, 0.00, 14986223.00, 8185124.11, S[1]=US(S3 05/03/99-41 549 91.6062)ED(S2 05/14/99-32 11936 94.7879)BP(S3 06/15/99-11 916 153.9823)SF(S2 06/29/99-1 483 69.4386)MP(L1 06/30/99-0 265 8547.6436) S[2]=No Positions 07/01/99, 20573014.84, 17766919.84, 14%, 15780815.75, 4792199.09, 15780815.75, 0.00, 15414443.00, 8199764.22, S[1]=US(S3 05/03/99-42 549 91.6062)ED(S2 05/14/99-33 11936 94.7879)BP(S3 06/15/99-12 916 153.9823)SF(S3 06/29/99-2 727 69.4386)MP(L1 06/30/99-1 265 8547.6436) S[2]=No Positions 07/02/99, 21808899.65, 18179381.92, 9%, 15782543.97, 6026355.68, 15782543.97, 0.00, 16251943.00, 8200098.04, S[1]=US(S3 05/03/99-43 549 91.6062)ED(S2 05/14/99-34 11936 94.7879)BP(S3 06/15/99-13 916 153.9823)SF(S3 06/29/99-3 727 69.4386)MP(L2 06/30/99-2 533 8547.6436) S[2]=No Positions 07/05/99, 21317711.17, 18184567.70, 11%, 15787729.75, 5529981.41, 15787729.75, 0.00, 16251943.00, 8200098.04, S[1]=US(S3 05/03/99-44 549 91.6062)ED(S2 05/14/99-35 11936 94.7879)BP(S3 06/15/99-14 916 153.9823)SF(S3 06/29/99-4 727 69.4386)MP(L2 06/30/99-3 533 8547.6436) S[2]=No Positions 07/06/99, 21319440.14, 18783224.17, 11%, 15789458.73, 5529981.41, 15789458.73, 0.00, 16251943.00, 8200098.04, S[1]=US(S3 05/03/99-44 549 91.6062)ED(S2 05/14/99-35 11936 94.7879)BP(S3 06/15/99-14 916 153.9823)SF(S3 06/29/99-4 727 69.4386)MP(L2 06/30/99-3 533 8547.6436) S[2]=No Positions 07/07/99, 22852134.36, 18784953.33, 4%, 15791187.89, 7060946.47, 15791187.89, 0.00, 16251943.00, 8200098.04, S[1]=US(S3 05/03/99-45 549 91.6062)ED(S2 05/14/99-36 11936 94.7879)BP(S3 06/15/99-15 916 153.9823)SF(S3 06/29/99-5 727 69.4386)MP(L2 06/30/99-4 533 8547.6436) S[2]=No Positions 07/08/99, 23253777.97, 18786682.68, 3%, 15792917.24, 7460860.73, 15792917.24, 0.00, 16251943.00, 8200098.04, S[1]=US(S3 05/03/99-46 549 91.6062)ED(S2 05/14/99-37 11936 94.7879)BP(S3 06/15/99-16 916 153.9823)SF(S3 06/29/99-6 727 69.4386)MP(L2 06/30/99-5 533 8547.6436) S[2]=No Positions 07/09/99, 22948037.49, 18747358.85, 4%, 16905426.07, 6042611.42, 16905426.07, 0.00, 14769643.00, 8234410.54, S[1]=ED(S2 05/14/99-38 11936 94.7879)BP(S3 06/15/99-17 916 153.9823)SF(S3 06/29/99-7 727 69.4386)MP(L2 06/30/99-6 533 8547.6436) S[2]=No Positions 07/12/99, 23301689.75, 18966898.59, 3%, 20185252.14, 3116437.61, 20185252.14, 0.00, 4301771.00, 8249345.11, S[1]=BP(S3 06/15/99-18 916 153.9823)SF(S3 06/29/99-8 727 69.4386)MP(L2 06/30/99-7 533 8547.6436) S[2]=No Positions 07/13/99, 22178606.55, 19197390.61, 7%, 19626345.53, 2552261.02, 19626345.53, 0.00, 2636146.00, 8252406.78, S[1]=BP(S3 06/15/99-19 916 153.9823)SF(S3 06/29/99-9 727 69.4386) S[2]=No Positions 07/14/99, 21948948.33, 19152791.41, 8%, 19628494.89, 2320453.44, 19628494.89, 0.00, 3708021.00, 8258894.48, S[1]=BP(S3 06/15/99-20 916 153.9823)SF(S3 06/29/99-10 727 69.4386)MP(L1 07/14/99-0 343 8634.9541) S[2]=No Positions 07/15/99, 21569775.43, 19745622.95, 10%, 19630644.47, 1939130.96, 19630644.47, 0.00, 3708021.00, 8258894.48, S[1]=BP(S3 06/15/99-21 916 153.9823)SF(S3 06/29/99-11 727 69.4386)MP(L1 07/14/99-1 343 8634.9541) S[2]=No Positions 07/16/99, 21550149.18, 19784123.61, 10%, 19632794.30, 1917354.88, 19632794.30, 0.00, 3708021.00, 8258894.48, S[1]=BP(S3 06/15/99-22 916 153.9823)SF(S3 06/29/99-12 727 69.4386)MP(L1 07/14/99-2 343 8634.9541) S[2]=No Positions 07/19/99, 18831466.83, 18495005.09, 21%, 20093076.16, -1261609.33, 20093076.16, 0.00, 3966321.00, 8441245.68, S[1]=MP(L2 07/14/99-3 703 8634.9541)JY(L3 07/19/99-0 771 97.4981) S[2]=No Positions 07/20/99, 21205062.01, 18497205.56, 11%, 20095276.63, 1109785.37, 20095276.63, 0.00, 3966321.00, 8441245.68, S[1]=MP(L2 07/14/99-4 703 8634.9541)JY(L3 07/19/99-1 771 97.4981) S[2]=No Positions 07/21/99, 19608357.72, 17607839.04, 18%, 20097477.34, -489119.62, 20097477.34, 0.00, 3977451.00, 8470998.79, S[1]=MP(L2 07/14/99-5 703 8634.9541)JY(L3 07/19/99-2 771 97.4981)CD(S3 07/21/99-0 15 66.5150) S[2]=No Positions 07/22/99, 20716889.08, 17610039.99, 13%, 20099678.29, 617210.79, 20099678.29, 0.00, 3977451.00, 8470998.79, S[1]=MP(L2 07/14/99-6 703 8634.9541)JY(L3 07/19/99-3 771 97.4981)CD(S3 07/21/99-1 15 66.5150) S[2]=No Positions 07/23/99, 22199636.54, 17612241.18, 7%, 20101879.48, 2097757.06, 20101879.48, 0.00, 3977451.00, 8470998.79, S[1]=MP(L2 07/14/99-7 703 8634.9541)JY(L3 07/19/99-4 771 97.4981)CD(S3 07/21/99-2 15 66.5150) S[2]=No Positions 07/26/99, 22154345.64, 17618846.20, 7%, 20108484.50, 2045861.15, 20108484.50, 0.00, 3977451.00, 8470998.79, S[1]=MP(L2 07/14/99-8 703 8634.9541)JY(L3 07/19/99-5 771 97.4981)CD(S3 07/21/99-3 15 66.5150) S[2]=No Positions 07/27/99, 22209088.34, 17715129.41, 7%, 20110686.65, 2098401.69, 20110686.65, 0.00, 3977451.00, 8470998.79, S[1]=MP(L2 07/14/99-9 703 8634.9541)JY(L3 07/19/99-6 771 97.4981)CD(S3 07/21/99-4 15 66.5150) S[2]=No Positions 07/28/99, 22804093.25, 17717331.80, 5%, 20112889.05, 2691204.20, 20112889.05, 0.00, 3977451.00, 8470998.79, S[1]=MP(L2 07/14/99-10 703 8634.9541)JY(L3 07/19/99-7 771 97.4981)CD(S3 07/21/99-5 15 66.5150) S[2]=No Positions 07/29/99, 22303473.01, 17317828.70, 7%, 20115091.69, 2188381.32, 20115091.69, 0.00, 4736151.00, 8471503.24, S[1]=MP(L2 07/14/99-11 703 8634.9541)JY(L3 07/19/99-8 771 97.4981)CD(S3 07/21/99-6 15 66.5150)US(S1 07/29/99-0 281 87.4537) S[2]=No Positions 07/30/99, 22466200.89, 17400772.30, 6%, 20117294.57, 2348906.32, 20117294.57, 0.00, 7993329.00, 8480166.84, S[1]=MP(L2 07/14/99-12 703 8634.9541)JY(L3 07/19/99-9 771 97.4981)CD(S3 07/21/99-7 15 66.5150)US(S1 07/29/99-1 281 87.4537)ED(S1 07/30/99-0 3714 94.6334) S[2]=No Positions 08/02/99, 22792687.63, 16985879.46, 5%, 20123904.65, 2668782.98, 20123904.65, 0.00, 14533995.00, 8498815.83, S[1]=MP(L2 07/14/99-13 703 8634.9541)JY(L3 07/19/99-10 771 97.4981)CD(S3 07/21/99-8 15 66.5150)US(S1 07/29/99-2 281 87.4537)ED(S3 07/30/99-1 11172 94.6334) S[2]=No Positions 08/03/99, 23514633.49, 17805249.60, 2%, 20126108.49, 3388524.99, 20126108.49, 0.00, 14533995.00, 8498815.83, S[1]=MP(L2 07/14/99-14 703 8634.9541)JY(L3 07/19/99-11 771 97.4981)CD(S3 07/21/99-9 15 66.5150)US(S1 07/29/99-3 281 87.4537)ED(S3 07/30/99-2 11172 94.6334) S[2]=No Positions 08/04/99, 21704394.43, 17685649.34, 9%, 19617349.83, 2087044.60, 19617349.83, 0.00, 15012510.00, 8533423.15, S[1]=MP(L2 07/14/99-15 703 8634.9541)JY(L3 07/19/99-12 771 97.4981)US(S1 07/29/99-4 281 87.4537)ED(S3 07/30/99-3 11172 94.6334)SF(L1 08/04/99-0 279 72.0124) S[2]=No Positions 08/05/99, 21816409.05, 18645796.58, 9%, 18948075.89, 2868333.16, 18948075.89, 0.00, 12815635.00, 8603723.15, S[1]=JY(L3 07/19/99-13 771 97.4981)US(S1 07/29/99-5 281 87.4537)ED(S3 07/30/99-4 11172 94.6334)SF(L1 08/04/99-1 279 72.0124) S[2]=No Positions 08/06/99, 20939517.82, 18358523.69, 12%, 18950150.97, 1989366.85, 18950150.97, 0.00, 13528435.00, 8606198.15, S[1]=JY(L3 07/19/99-14 771 97.4981)US(S2 07/29/99-6 545 87.4537)ED(S3 07/30/99-5 11172 94.6334)SF(L1 08/04/99-2 279 72.0124) S[2]=No Positions 08/09/99, 23188475.46, 18364750.27, 3%, 18956377.55, 4232097.91, 18956377.55, 0.00, 13528435.00, 8606198.15, S[1]=JY(L3 07/19/99-15 771 97.4981)US(S2 07/29/99-7 545 87.4537)ED(S3 07/30/99-6 11172 94.6334)SF(L1 08/04/99-3 279 72.0124) S[2]=No Positions 08/10/99, 24349585.13, 18665593.76, 0%, 18958453.54, 5391131.60, 18958453.54, 0.00, 13528435.00, 8606198.15, S[1]=JY(L3 07/19/99-16 771 97.4981)US(S2 07/29/99-8 545 87.4537)ED(S3 07/30/99-7 11172 94.6334)SF(L1 08/04/99-4 279 72.0124) S[2]=No Positions 08/11/99, 24001586.14, 18808107.96, 1%, 18960529.75, 5041056.40, 18960529.75, 0.00, 14806560.00, 8614071.40, S[1]=JY(L3 07/19/99-17 771 97.4981)US(S2 07/29/99-9 545 87.4537)ED(S3 07/30/99-8 11172 94.6334)SF(L1 08/04/99-5 279 72.0124)MP(L1 08/11/99-0 409 8724.3496) S[2]=No Positions 08/12/99, 23146063.47, 18506697.92, 5%, 20625578.32, 2520485.15, 20625578.32, 0.00, 13756845.00, 8789564.16, S[1]=US(S2 07/29/99-10 545 87.4537)ED(S3 07/30/99-9 11172 94.6334)MP(L2 08/11/99-1 796 8724.3496) S[2]=No Positions 08/13/99, 23179334.75, 18508956.70, 5%, 20627837.10, 2551497.65, 20627837.10, 0.00, 13756845.00, 8789564.16, S[1]=US(S2 07/29/99-11 545 87.4537)ED(S3 07/30/99-10 11172 94.6334)MP(L2 08/11/99-2 796 8724.3496) S[2]=No Positions 08/16/99, 22480485.30, 18515734.54, 8%, 20634614.94, 1845870.36, 20634614.94, 0.00, 13756845.00, 8789564.16, S[1]=US(S2 07/29/99-12 545 87.4537)ED(S3 07/30/99-11 11172 94.6334)MP(L2 08/11/99-3 796 8724.3496) S[2]=No Positions 08/17/99, 23065886.24, 18315065.05, 5%, 20636874.71, 2429011.53, 20636874.71, 0.00, 15097470.00, 8790869.17, S[1]=US(S2 07/29/99-13 545 87.4537)ED(S3 07/30/99-12 11172 94.6334)MP(L3 08/11/99-4 1225 8724.3496) S[2]=No Positions 08/18/99, 21482696.89, 17156290.22, 12%, 20639134.73, 843562.16, 20639134.73, 0.00, 16639710.00, 8871550.54, S[1]=US(S2 07/29/99-14 545 87.4537)ED(S3 07/30/99-13 11172 94.6334)MP(L3 08/11/99-5 1225 8724.3496)JY(L3 08/18/99-0 672 102.1510) S[2]=No Positions 08/19/99, 22471357.00, 17489003.90, 8%, 20641395.00, 1829962.00, 20641395.00, 0.00, 16639710.00, 8871550.54, S[1]=US(S2 07/29/99-15 545 87.4537)ED(S3 07/30/99-14 11172 94.6334)MP(L3 08/11/99-6 1225 8724.3496)JY(L3 08/18/99-1 672 102.1510) S[2]=No Positions 08/20/99, 22623329.72, 18903112.71, 7%, 20643655.52, 1979674.21, 20643655.52, 0.00, 16639710.00, 8871550.54, S[1]=US(S2 07/29/99-16 545 87.4537)ED(S3 07/30/99-15 11172 94.6334)MP(L3 08/11/99-7 1225 8724.3496)JY(L3 08/18/99-2 672 102.1510) S[2]=No Positions 08/23/99, 22288821.02, 18909895.75, 8%, 20650438.55, 1638382.47, 20650438.55, 0.00, 16639710.00, 8871550.54, S[1]=US(S2 07/29/99-17 545 87.4537)ED(S3 07/30/99-16 11172 94.6334)MP(L3 08/11/99-8 1225 8724.3496)JY(L3 08/18/99-3 672 102.1510) S[2]=No Positions 08/24/99, 21698312.18, 18748457.32, 11%, 20788920.88, 909391.30, 20788920.88, 0.00, 5370366.00, 8888758.61, S[1]=MP(L3 08/11/99-9 1225 8724.3496)JY(L3 08/18/99-4 672 102.1510) S[2]=No Positions 08/25/99, 21846402.58, 18106679.60, 10%, 20791197.55, 1055205.03, 20791197.55, 0.00, 7857066.00, 8924750.63, S[1]=MP(L3 08/11/99-10 1225 8724.3496)JY(L3 08/18/99-5 672 102.1510)US(L3 08/25/99-0 921 88.5938) S[2]=No Positions 08/26/99, 22484453.73, 18108956.52, 8%, 20793474.47, 1690979.26, 20793474.47, 0.00, 7857066.00, 8924750.63, S[1]=MP(L3 08/11/99-11 1225 8724.3496)JY(L3 08/18/99-6 672 102.1510)US(L3 08/25/99-1 921 88.5938) S[2]=No Positions 08/27/99, 21966713.69, 18325608.69, 10%, 20795751.64, 1170962.05, 20795751.64, 0.00, 7857066.00, 8924750.63, S[1]=MP(L3 08/11/99-12 1225 8724.3496)JY(L3 08/18/99-7 672 102.1510)US(L3 08/25/99-2 921 88.5938) S[2]=No Positions 08/30/99, 20584100.92, 18277104.46, 15%, 19781457.05, 802643.86, 19781457.05, 0.00, 5370366.00, 8968466.37, S[1]=MP(L3 08/11/99-13 1225 8724.3496)JY(L3 08/18/99-8 672 102.1510) S[2]=No Positions 08/31/99, 21162014.70, 19301239.18, 13%, 19783623.40, 1378391.30, 19783623.40, 0.00, 5370366.00, 8968466.37, S[1]=MP(L3 08/11/99-14 1225 8724.3496)JY(L3 08/18/99-9 672 102.1510) S[2]=No Positions 09/01/99, 22272283.33, 19807404.48, 9%, 19785789.97, 2486493.35, 19785789.97, 0.00, 5370366.00, 8968466.37, S[1]=MP(L3 08/11/99-15 1225 8724.3496)JY(L3 08/18/99-10 672 102.1510) S[2]=No Positions 09/02/99, 22535052.71, 19414512.46, 7%, 19787956.79, 2747095.92, 19787956.79, 0.00, 6137166.00, 8970642.00, S[1]=MP(L3 08/11/99-16 1225 8724.3496)JY(L3 08/18/99-11 672 102.1510)US(S1 09/02/99-0 284 86.4752) S[2]=No Positions 09/03/99, 22548745.28, 19661679.51, 7%, 19790123.84, 2758621.43, 19790123.84, 0.00, 6137166.00, 8970642.00, S[1]=MP(L3 08/11/99-17 1225 8724.3496)JY(L3 08/18/99-12 672 102.1510)US(S1 09/02/99-1 284 86.4752) S[2]=No Positions 09/06/99, 21803872.86, 19668182.09, 10%, 19796626.43, 2007246.43, 19796626.43, 0.00, 6137166.00, 8970642.00, S[1]=MP(L3 08/11/99-18 1225 8724.3496)JY(L3 08/18/99-13 672 102.1510)US(S1 09/02/99-2 284 86.4752) S[2]=No Positions 09/07/99, 21806040.86, 19678751.89, 10%, 19798794.43, 2007246.43, 19798794.43, 0.00, 6137166.00, 8970642.00, S[1]=MP(L3 08/11/99-18 1225 8724.3496)JY(L3 08/18/99-13 672 102.1510)US(S1 09/02/99-2 284 86.4752) S[2]=No Positions 09/08/99, 21537008.85, 19680920.13, 12%, 19800962.67, 1736046.18, 19800962.67, 0.00, 6137166.00, 8970642.00, S[1]=MP(L3 08/11/99-19 1225 8724.3496)JY(L3 08/18/99-14 672 102.1510)US(S1 09/02/99-3 284 86.4752) S[2]=No Positions 09/09/99, 21350605.91, 19683088.61, 12%, 19803131.14, 1547474.77, 19803131.14, 0.00, 6137166.00, 8970642.00, S[1]=MP(L3 08/11/99-20 1225 8724.3496)JY(L3 08/18/99-15 672 102.1510)US(S1 09/02/99-4 284 86.4752) S[2]=No Positions 09/10/99, 22805100.90, 18807050.19, 6%, 19805299.86, 2999801.04, 19805299.86, 0.00, 7590306.00, 9033561.49, S[1]=MP(L3 08/11/99-21 1225 8724.3496)JY(L3 08/18/99-16 672 102.1510)US(S1 09/02/99-5 284 86.4752)SF(S3 09/10/99-0 828 69.5953) S[2]=No Positions 09/13/99, 23754829.80, 19065553.92, 2%, 19811807.43, 3943022.37, 19811807.43, 0.00, 7590306.00, 9033561.49, S[1]=MP(L3 08/11/99-22 1225 8724.3496)JY(L3 08/18/99-17 672 102.1510)US(S1 09/02/99-6 284 86.4752)SF(S3 09/10/99-1 828 69.5953) S[2]=No Positions 09/14/99, 24814741.09, 19015961.16, 0%, 19813977.09, 5000764.00, 19813977.09, 0.00, 8365206.00, 9036414.59, S[1]=MP(L3 08/11/99-23 1225 8724.3496)JY(L3 08/18/99-18 672 102.1510)US(S2 09/02/99-7 571 86.4752)SF(S3 09/10/99-2 828 69.5953) S[2]=No Positions 09/15/99, 25898295.18, 19232506.06, 0%, 19816147.00, 6082148.18, 19816147.00, 0.00, 8365206.00, 9036414.59, S[1]=MP(L3 08/11/99-24 1225 8724.3496)JY(L3 08/18/99-19 672 102.1510)US(S2 09/02/99-8 571 86.4752)SF(S3 09/10/99-3 828 69.5953) S[2]=No Positions 09/16/99, 25972738.30, 19218175.24, 0%, 20162873.43, 5809864.88, 20162873.43, 0.00, 4537081.00, 9037639.59, S[1]=JY(L3 08/18/99-20 672 102.1510)US(S2 09/02/99-9 571 86.4752)SF(S3 09/10/99-4 828 69.5953) S[2]=No Positions 09/17/99, 24834843.52, 18844589.89, 4%, 20165081.54, 4669761.99, 20165081.54, 0.00, 4540791.00, 9040897.34, S[1]=JY(L3 08/18/99-21 672 102.1510)US(S2 09/02/99-10 571 86.4752)SF(S3 09/10/99-5 828 69.5953)CD(L1 09/17/99-0 5 67.8014) S[2]=No Positions 09/20/99, 23166822.02, 18447851.70, 11%, 20171707.32, 2995114.69, 20171707.32, 0.00, 6297041.00, 9047740.95, S[1]=JY(L3 08/18/99-22 672 102.1510)US(S2 09/02/99-11 571 86.4752)SF(S3 09/10/99-6 828 69.5953)CD(L1 09/17/99-1 5 67.8014)MP(L1 09/20/99-0 562 9020.0811) S[2]=No Positions 09/21/99, 24063301.10, 18615633.18, 7%, 20173916.40, 3889384.70, 20173916.40, 0.00, 6297041.00, 9047740.95, S[1]=JY(L3 08/18/99-23 672 102.1510)US(S2 09/02/99-12 571 86.4752)SF(S3 09/10/99-7 828 69.5953)CD(L1 09/17/99-2 5 67.8014)MP(L1 09/20/99-1 562 9020.0811) S[2]=No Positions 09/22/99, 24402165.68, 19549996.53, 6%, 20176125.72, 4226039.95, 20176125.72, 0.00, 8075166.00, 9051858.15, S[1]=JY(L3 08/18/99-24 672 102.1510)US(S2 09/02/99-13 571 86.4752)SF(S3 09/10/99-8 828 69.5953)CD(L1 09/17/99-3 5 67.8014)MP(L2 09/20/99-2 1131 9020.0811) S[2]=No Positions 09/23/99, 25340941.53, 19692094.49, 2%, 19489578.88, 5851362.65, 19489578.88, 0.00, 6533466.00, 9064348.77, S[1]=JY(L3 08/18/99-25 672 102.1510)SF(S3 09/10/99-9 828 69.5953)CD(L1 09/17/99-4 5 67.8014)MP(L2 09/20/99-3 1131 9020.0811) S[2]=No Positions 09/24/99, 25195183.25, 20775928.84, 3%, 19491713.25, 5703469.99, 19491713.25, 0.00, 6533466.00, 9064348.77, S[1]=JY(L3 08/18/99-26 672 102.1510)SF(S3 09/10/99-10 828 69.5953)CD(L1 09/17/99-5 5 67.8014)MP(L2 09/20/99-4 1131 9020.0811) S[2]=No Positions 09/27/99, 24704377.04, 20782333.38, 5%, 19498117.79, 5206259.26, 19498117.79, 0.00, 6533466.00, 9064348.77, S[1]=JY(L3 08/18/99-27 672 102.1510)SF(S3 09/10/99-11 828 69.5953)CD(L1 09/17/99-6 5 67.8014)MP(L2 09/20/99-5 1131 9020.0811) S[2]=No Positions 09/28/99, 22800110.47, 20351108.34, 12%, 18698175.14, 4101935.33, 18698175.14, 0.00, 7007972.00, 9099992.54, S[1]=JY(L3 08/18/99-28 672 102.1510)CD(L1 09/17/99-7 5 67.8014)MP(L2 09/20/99-6 1131 9020.0811)ED(S1 09/28/99-0 2198 94.5441) S[2]=No Positions 09/29/99, 22612566.04, 20076647.24, 13%, 18700222.85, 3912343.20, 18700222.85, 0.00, 8871597.00, 9102651.38, S[1]=JY(L3 08/18/99-29 672 102.1510)CD(L1 09/17/99-8 5 67.8014)MP(L2 09/20/99-7 1131 9020.0811)ED(S2 09/28/99-1 4323 94.5441) S[2]=No Positions 09/30/99, 22208870.11, 20078695.17, 14%, 18702270.78, 3506599.34, 18702270.78, 0.00, 8871597.00, 9102651.38, S[1]=JY(L3 08/18/99-30 672 102.1510)CD(L1 09/17/99-9 5 67.8014)MP(L2 09/20/99-8 1131 9020.0811)ED(S2 09/28/99-2 4323 94.5441) S[2]=No Positions 10/01/99, 22141019.28, 19603983.46, 15%, 18704318.93, 3436700.35, 18704318.93, 0.00, 11546453.00, 9125717.70, S[1]=JY(L3 08/18/99-31 672 102.1510)CD(L1 09/17/99-10 5 67.8014)MP(L2 09/20/99-9 1131 9020.0811)ED(S3 09/28/99-3 6551 94.5441)US(S1 10/01/99-0 267 86.1632) S[2]=No Positions 10/04/99, 23502176.74, 19983383.35, 10%, 18002706.44, 5499470.30, 18002706.44, 0.00, 8012078.00, 9159647.70, S[1]=JY(L3 08/18/99-32 672 102.1510)CD(L1 09/17/99-11 5 67.8014)ED(S3 09/28/99-4 6551 94.5441)US(S1 10/01/99-1 267 86.1632) S[2]=No Positions 10/05/99, 21919363.05, 18888127.49, 16%, 21392302.62, 527060.43, 21392302.62, 0.00, 8858708.00, 9184501.91, S[1]=CD(L1 09/17/99-12 5 67.8014)ED(S3 09/28/99-5 6551 94.5441)US(S1 10/01/99-2 267 86.1632)BP(L1 10/05/99-0 294 160.1078)MP(S1 10/05/99-0 495 8842.7002)SF(L1 10/05/99-0 231 71.7420) S[2]=No Positions 10/06/99, 22882349.98, 18890470.24, 12%, 21394645.37, 1487704.61, 21394645.37, 0.00, 8858708.00, 9184501.91, S[1]=CD(L1 09/17/99-13 5 67.8014)ED(S3 09/28/99-6 6551 94.5441)US(S1 10/01/99-3 267 86.1632)BP(L1 10/05/99-1 294 160.1078)MP(S1 10/05/99-1 495 8842.7002)SF(L1 10/05/99-1 231 71.7420) S[2]=No Positions 10/07/99, 22711107.18, 18615348.58, 13%, 21396988.38, 1314118.81, 21396988.38, 0.00, 9674108.00, 9188185.66, S[1]=CD(L1 09/17/99-14 5 67.8014)ED(S3 09/28/99-7 6551 94.5441)US(S2 10/01/99-4 569 86.1632)BP(L1 10/05/99-2 294 160.1078)MP(S1 10/05/99-2 495 8842.7002)SF(L1 10/05/99-2 231 71.7420) S[2]=No Positions 10/08/99, 22550451.66, 18621364.82, 13%, 21399331.64, 1151120.02, 21399331.64, 0.00, 9674108.00, 9188185.66, S[1]=CD(L1 09/17/99-15 5 67.8014)ED(S3 09/28/99-8 6551 94.5441)US(S2 10/01/99-5 569 86.1632)BP(L1 10/05/99-3 294 160.1078)MP(S1 10/05/99-3 495 8842.7002)SF(L1 10/05/99-3 231 71.7420) S[2]=No Positions 10/11/99, 21812149.07, 18628396.15, 16%, 21406362.97, 405786.09, 21406362.97, 0.00, 9674108.00, 9188185.66, S[1]=CD(L1 09/17/99-16 5 67.8014)ED(S3 09/28/99-9 6551 94.5441)US(S2 10/01/99-6 569 86.1632)BP(L1 10/05/99-4 294 160.1078)MP(S1 10/05/99-4 495 8842.7002)SF(L1 10/05/99-4 231 71.7420) S[2]=No Positions 10/12/99, 21754970.97, 18688215.00, 16%, 21041542.86, 713428.11, 21041542.86, 0.00, 8127233.00, 9189138.93, S[1]=CD(L1 09/17/99-16 5 67.8014)ED(S3 09/28/99-9 6551 94.5441)US(S2 10/01/99-6 569 86.1632)BP(L1 10/05/99-4 294 160.1078)SF(L1 10/05/99-4 231 71.7420) S[2]=No Positions 10/13/99, 22381080.69, 18449714.98, 14%, 20794077.79, 1587002.91, 20794077.79, 0.00, 8130943.00, 9222346.25, S[1]=ED(S3 09/28/99-10 6551 94.5441)US(S2 10/01/99-7 569 86.1632)BP(L1 10/05/99-5 294 160.1078)SF(L1 10/05/99-5 231 71.7420)CD(S2 10/13/99-0 10 67.3035) S[2]=No Positions 10/14/99, 22223860.13, 16788355.76, 14%, 20796355.02, 1427505.11, 20796355.02, 0.00, 14963203.00, 9300369.49, S[1]=ED(S3 09/28/99-11 6551 94.5441)US(S2 10/01/99-8 569 86.1632)BP(L3 10/05/99-6 1040 160.1078)SF(L2 10/05/99-6 496 71.7420)CD(S2 10/13/99-1 10 67.3035)MP(S3 10/14/99-0 1683 8827.3232) S[2]=No Positions 10/15/99, 23422648.26, 17053114.27, 10%, 20798632.51, 2624015.75, 20798632.51, 0.00, 15435498.00, 9321306.29, S[1]=ED(S3 09/28/99-12 6551 94.5441)US(S2 10/01/99-9 569 86.1632)BP(L3 10/05/99-7 1040 160.1078)SF(L3 10/05/99-7 763 71.7420)CD(S3 10/13/99-2 15 67.3035)MP(S3 10/14/99-1 1683 8827.3232) S[2]=No Positions 10/18/99, 25278599.53, 17633095.75, 3%, 20805466.47, 4473133.06, 20805466.47, 0.00, 15435498.00, 9321306.29, S[1]=ED(S3 09/28/99-13 6551 94.5441)US(S2 10/01/99-10 569 86.1632)BP(L3 10/05/99-8 1040 160.1078)SF(L3 10/05/99-8 763 71.7420)CD(S3 10/13/99-3 15 67.3035)MP(S3 10/14/99-2 1683 8827.3232) S[2]=No Positions 10/19/99, 25662560.29, 17799184.22, 1%, 20807744.95, 4854815.34, 20807744.95, 0.00, 15435498.00, 9321306.29, S[1]=ED(S3 09/28/99-14 6551 94.5441)US(S2 10/01/99-11 569 86.1632)BP(L3 10/05/99-9 1040 160.1078)SF(L3 10/05/99-9 763 71.7420)CD(S3 10/13/99-4 15 67.3035)MP(S3 10/14/99-3 1683 8827.3232) S[2]=No Positions 10/20/99, 25215904.84, 18209298.45, 3%, 20150802.07, 5065102.77, 20150802.07, 0.00, 14501838.00, 9323276.86, S[1]=ED(S3 09/28/99-15 6551 94.5441)US(S2 10/01/99-12 569 86.1632)BP(L3 10/05/99-10 1040 160.1078)SF(L1 10/05/99-10 231 71.7420)CD(S3 10/13/99-5 15 67.3035)MP(S3 10/14/99-4 1683 8827.3232) S[2]=No Positions 10/21/99, 23995545.48, 18211505.24, 8%, 20153008.86, 3842536.62, 20153008.86, 0.00, 14501838.00, 9323276.86, S[1]=ED(S3 09/28/99-16 6551 94.5441)US(S2 10/01/99-13 569 86.1632)BP(L3 10/05/99-11 1040 160.1078)SF(L1 10/05/99-11 231 71.7420)CD(S3 10/13/99-6 15 67.3035)MP(S3 10/14/99-5 1683 8827.3232) S[2]=No Positions 10/22/99, 22516802.16, 18099685.09, 13%, 21075068.21, 1441733.95, 21075068.21, 0.00, 8351206.00, 9352642.71, S[1]=US(S2 10/01/99-14 569 86.1632)BP(L3 10/05/99-12 1040 160.1078)CD(S3 10/13/99-7 15 67.3035)MP(S3 10/14/99-6 1683 8827.3232) S[2]=No Positions 10/25/99, 20187711.47, 18211591.05, 22%, 20470636.96, -282925.49, 20470636.96, 0.00, 9186186.00, 9359959.81, S[1]=US(S3 10/01/99-15 881 86.1632)BP(L3 10/05/99-13 1040 160.1078)CD(S1 10/13/99-8 5 67.3035)MP(S3 10/14/99-7 1683 8827.3232) S[2]=No Positions 10/26/99, 19627298.87, 17749480.06, 24%, 19562023.54, 65275.33, 19562023.54, 0.00, 7996096.00, 9405090.31, S[1]=US(S3 10/01/99-16 881 86.1632)MP(S3 10/14/99-8 1683 8827.3232)JY(L1 10/26/99-0 156 108.1216) S[2]=No Positions 10/27/99, 19566479.55, 17426302.59, 25%, 19564165.85, 2313.69, 19564165.85, 0.00, 8753311.00, 9418096.32, S[1]=US(S3 10/01/99-17 881 86.1632)MP(S3 10/14/99-9 1683 8827.3232)JY(L2 10/26/99-1 307 108.1216)SF(S1 10/27/99-0 234 69.7750) S[2]=No Positions 10/28/99, 18369589.07, 17062541.54, 29%, 18439679.25, -70090.18, 18439679.25, 0.00, 1525906.00, 9463405.47, S[1]=JY(L2 10/26/99-2 307 108.1216)SF(S2 10/27/99-1 468 69.7750) S[2]=No Positions 10/29/99, 18101159.25, 17064560.94, 30%, 18441698.65, -340539.40, 18441698.65, 0.00, 1525906.00, 9463405.47, S[1]=JY(L2 10/26/99-3 307 108.1216)SF(S2 10/27/99-2 468 69.7750) S[2]=No Positions 11/01/99, 18390628.94, 17070620.46, 29%, 18447758.17, -57129.23, 18447758.17, 0.00, 1525906.00, 9463405.47, S[1]=JY(L2 10/26/99-4 307 108.1216)SF(S2 10/27/99-3 468 69.7750) S[2]=No Positions 11/02/99, 18307439.50, 16362210.71, 30%, 18449778.45, -142338.95, 18449778.45, 0.00, 3107741.00, 9465309.56, S[1]=JY(L2 10/26/99-5 307 108.1216)SF(S2 10/27/99-4 468 69.7750)CD(L1 11/02/99-0 5 67.9030)MP(L1 11/02/99-0 505 8980.5596) S[2]=No Positions 11/03/99, 17991163.66, 15802828.11, 31%, 18451798.95, -460635.29, 18451798.95, 0.00, 6697906.00, 9490014.15, S[1]=JY(L2 10/26/99-6 307 108.1216)SF(S3 10/27/99-5 701 69.7750)CD(L1 11/02/99-1 5 67.9030)MP(L3 11/02/99-1 1523 8980.5596) S[2]=No Positions 11/04/99, 18552414.87, 15457757.07, 29%, 18453819.68, 98595.19, 18453819.68, 0.00, 7065106.00, 9490287.82, S[1]=JY(L2 10/26/99-7 307 108.1216)SF(S3 10/27/99-6 701 69.7750)CD(L1 11/02/99-2 5 67.9030)MP(L3 11/02/99-2 1523 8980.5596)FX(S1 11/04/99-0 170 104.0016) S[2]=No Positions 11/05/99, 19636733.44, 15442075.60, 24%, 17797456.14, 1839277.30, 17797456.14, 0.00, 6360541.00, 9514080.13, S[1]=SF(S3 10/27/99-7 701 69.7750)CD(L1 11/02/99-3 5 67.9030)MP(L3 11/02/99-3 1523 8980.5596)FX(S1 11/04/99-1 170 104.0016) S[2]=No Positions 11/08/99, 18702085.99, 15486315.31, 28%, 17803303.98, 898782.01, 17803303.98, 0.00, 6360541.00, 9514080.13, S[1]=SF(S3 10/27/99-8 701 69.7750)CD(L1 11/02/99-4 5 67.9030)MP(L3 11/02/99-4 1523 8980.5596)FX(S1 11/04/99-2 170 104.0016) S[2]=No Positions 11/09/99, 19761650.95, 15748903.01, 24%, 17805253.69, 1956397.26, 17805253.69, 0.00, 6360541.00, 9514080.13, S[1]=SF(S3 10/27/99-9 701 69.7750)CD(L1 11/02/99-5 5 67.9030)MP(L3 11/02/99-5 1523 8980.5596)FX(S1 11/04/99-3 170 104.0016) S[2]=No Positions 11/10/99, 19500844.69, 15926100.25, 25%, 17807203.61, 1693641.08, 17807203.61, 0.00, 6360541.00, 9514080.13, S[1]=SF(S3 10/27/99-10 701 69.7750)CD(L1 11/02/99-6 5 67.9030)MP(L3 11/02/99-6 1523 8980.5596)FX(S1 11/04/99-4 170 104.0016) S[2]=No Positions 11/11/99, 19579049.63, 15928050.39, 25%, 17809153.74, 1769895.89, 17809153.74, 0.00, 6360541.00, 9514080.13, S[1]=SF(S3 10/27/99-11 701 69.7750)CD(L1 11/02/99-7 5 67.9030)MP(L3 11/02/99-7 1523 8980.5596)FX(S1 11/04/99-5 170 104.0016) S[2]=No Positions 11/12/99, 19283117.89, 15666233.05, 26%, 17811104.09, 1472013.80, 17811104.09, 0.00, 6712621.00, 9516525.19, S[1]=SF(S3 10/27/99-11 701 69.7750)CD(L1 11/02/99-7 5 67.9030)MP(L3 11/02/99-7 1523 8980.5596)FX(S2 11/04/99-5 333 104.0016) S[2]=No Positions 11/15/99, 20713049.10, 15687084.76, 20%, 17816956.41, 2896092.69, 17816956.41, 0.00, 6712621.00, 9516525.19, S[1]=SF(S3 10/27/99-12 701 69.7750)CD(L1 11/02/99-8 5 67.9030)MP(L3 11/02/99-8 1523 8980.5596)FX(S2 11/04/99-6 333 104.0016) S[2]=No Positions 11/16/99, 20684641.83, 16189689.32, 20%, 17818907.61, 2865734.22, 17818907.61, 0.00, 6712621.00, 9516525.19, S[1]=SF(S3 10/27/99-13 701 69.7750)CD(L1 11/02/99-9 5 67.9030)MP(L3 11/02/99-9 1523 8980.5596)FX(S2 11/04/99-7 333 104.0016) S[2]=No Positions 11/17/99, 20659330.42, 16554971.00, 20%, 17820859.03, 2838471.39, 17820859.03, 0.00, 6712621.00, 9516525.19, S[1]=SF(S3 10/27/99-14 701 69.7750)CD(L1 11/02/99-10 5 67.9030)MP(L3 11/02/99-10 1523 8980.5596)FX(S2 11/04/99-8 333 104.0016) S[2]=No Positions 11/18/99, 20274557.10, 17166122.63, 22%, 17822810.66, 2451746.44, 17822810.66, 0.00, 6712621.00, 9516525.19, S[1]=SF(S3 10/27/99-15 701 69.7750)CD(L1 11/02/99-11 5 67.9030)MP(L3 11/02/99-11 1523 8980.5596)FX(S2 11/04/99-9 333 104.0016) S[2]=No Positions 11/19/99, 21375642.41, 17306028.59, 18%, 17824762.50, 3550879.91, 17824762.50, 0.00, 7056061.00, 9519338.30, S[1]=SF(S3 10/27/99-16 701 69.7750)CD(L1 11/02/99-12 5 67.9030)MP(L3 11/02/99-12 1523 8980.5596)FX(S3 11/04/99-10 492 104.0016) S[2]=No Positions 11/22/99, 21453735.88, 17692635.40, 17%, 17830619.31, 3623116.57, 17830619.31, 0.00, 7056061.00, 9519338.30, S[1]=SF(S3 10/27/99-17 701 69.7750)CD(L1 11/02/99-13 5 67.9030)MP(L3 11/02/99-13 1523 8980.5596)FX(S3 11/04/99-11 492 104.0016) S[2]=No Positions 11/23/99, 21331675.78, 18227638.09, 18%, 17832572.01, 3499103.77, 17832572.01, 0.00, 7056061.00, 9519338.30, S[1]=SF(S3 10/27/99-18 701 69.7750)CD(L1 11/02/99-14 5 67.9030)MP(L3 11/02/99-14 1523 8980.5596)FX(S3 11/04/99-12 492 104.0016) S[2]=No Positions 11/24/99, 21663429.10, 18461662.23, 17%, 17834524.92, 3828904.19, 17834524.92, 0.00, 7056061.00, 9519338.30, S[1]=SF(S3 10/27/99-19 701 69.7750)CD(L1 11/02/99-15 5 67.9030)MP(L3 11/02/99-15 1523 8980.5596)FX(S3 11/04/99-13 492 104.0016) S[2]=No Positions 11/25/99, 23192816.86, 18463615.35, 11%, 17836478.04, 5356338.82, 17836478.04, 0.00, 7056061.00, 9519338.30, S[1]=SF(S3 10/27/99-20 701 69.7750)CD(L1 11/02/99-16 5 67.9030)MP(L3 11/02/99-16 1523 8980.5596)FX(S3 11/04/99-14 492 104.0016) S[2]=No Positions 11/26/99, 22670802.71, 18111181.61, 13%, 17838431.38, 4832371.33, 17838431.38, 0.00, 7785871.00, 9584344.80, S[1]=SF(S3 10/27/99-20 701 69.7750)CD(L1 11/02/99-16 5 67.9030)MP(L3 11/02/99-16 1523 8980.5596)FX(S3 11/04/99-14 492 104.0016)JY(L2 11/26/99-0 318 108.9474) S[2]=No Positions 11/29/99, 22529145.24, 16776431.87, 13%, 17686211.93, 4842933.31, 17686211.93, 0.00, 12788071.00, 9622407.22, S[1]=SF(S3 10/27/99-21 701 69.7750)MP(L3 11/02/99-17 1523 8980.5596)FX(S3 11/04/99-15 492 104.0016)JY(L2 11/26/99-1 318 108.9474)ED(S2 11/29/99-0 3830 94.3733)US(S2 11/29/99-0 610 85.3956) S[2]=No Positions 11/30/99, 23031820.31, 16755669.11, 11%, 19015629.51, 4016190.81, 19015629.51, 0.00, 8028696.00, 9626214.72, S[1]=SF(S3 10/27/99-22 701 69.7750)FX(S3 11/04/99-16 492 104.0016)JY(L2 11/26/99-2 318 108.9474)ED(S2 11/29/99-1 3830 94.3733)US(S2 11/29/99-1 610 85.3956) S[2]=No Positions 12/01/99, 23132068.10, 16694859.24, 11%, 19017711.98, 4114356.12, 19017711.98, 0.00, 9879166.00, 9630170.81, S[1]=SF(S3 10/27/99-23 701 69.7750)FX(S3 11/04/99-17 492 104.0016)JY(L2 11/26/99-3 318 108.9474)ED(S3 11/29/99-2 5940 94.3733)US(S2 11/29/99-2 610 85.3956) S[2]=No Positions 12/02/99, 23015310.55, 17203207.50, 11%, 19019794.68, 3995515.87, 19019794.68, 0.00, 9879166.00, 9630170.81, S[1]=SF(S3 10/27/99-24 701 69.7750)FX(S3 11/04/99-18 492 104.0016)JY(L2 11/26/99-4 318 108.9474)ED(S3 11/29/99-3 5940 94.3733)US(S2 11/29/99-3 610 85.3956) S[2]=No Positions 12/03/99, 23790852.15, 17688803.12, 8%, 19021877.61, 4768974.54, 19021877.61, 0.00, 9879166.00, 9630170.81, S[1]=SF(S3 10/27/99-25 701 69.7750)FX(S3 11/04/99-19 492 104.0016)JY(L2 11/26/99-5 318 108.9474)ED(S3 11/29/99-4 5940 94.3733)US(S2 11/29/99-4 610 85.3956) S[2]=No Positions 12/06/99, 23120760.53, 17695053.27, 11%, 19028127.76, 4092632.77, 19028127.76, 0.00, 9879166.00, 9630170.81, S[1]=SF(S3 10/27/99-26 701 69.7750)FX(S3 11/04/99-20 492 104.0016)JY(L2 11/26/99-6 318 108.9474)ED(S3 11/29/99-5 5940 94.3733)US(S2 11/29/99-5 610 85.3956) S[2]=No Positions 12/07/99, 20739963.87, 17989216.38, 20%, 18376919.48, 2363044.39, 18376919.48, 0.00, 8232166.00, 9644303.86, S[1]=SF(S3 10/27/99-27 701 69.7750)FX(S3 11/04/99-21 492 104.0016)JY(L2 11/26/99-7 318 108.9474)ED(S3 11/29/99-6 5940 94.3733) S[2]=No Positions 12/08/99, 20858219.02, 18477354.65, 20%, 18378932.01, 2479287.01, 18378932.01, 0.00, 8232166.00, 9644303.86, S[1]=SF(S3 10/27/99-28 701 69.7750)FX(S3 11/04/99-22 492 104.0016)JY(L2 11/26/99-8 318 108.9474)ED(S3 11/29/99-7 5940 94.3733) S[2]=No Positions 12/09/99, 20360834.85, 19068809.13, 22%, 18380944.75, 1979890.10, 18380944.75, 0.00, 8232166.00, 9644303.86, S[1]=SF(S3 10/27/99-29 701 69.7750)FX(S3 11/04/99-23 492 104.0016)JY(L2 11/26/99-9 318 108.9474)ED(S3 11/29/99-8 5940 94.3733) S[2]=No Positions 12/10/99, 21120577.80, 19438047.95, 19%, 18382957.72, 2737620.09, 18382957.72, 0.00, 8232166.00, 9644303.86, S[1]=SF(S3 10/27/99-30 701 69.7750)FX(S3 11/04/99-24 492 104.0016)JY(L2 11/26/99-10 318 108.9474)ED(S3 11/29/99-9 5940 94.3733) S[2]=No Positions 12/13/99, 22077323.60, 19481249.43, 15%, 18388997.94, 3688325.66, 18388997.94, 0.00, 8232166.00, 9644303.86, S[1]=SF(S3 10/27/99-31 701 69.7750)FX(S3 11/04/99-25 492 104.0016)JY(L2 11/26/99-11 318 108.9474)ED(S3 11/29/99-10 5940 94.3733) S[2]=No Positions 12/14/99, 21585912.35, 18941024.78, 17%, 18014076.93, 3571835.42, 18014076.93, 0.00, 9111731.00, 9815811.88, S[1]=SF(S3 10/27/99-32 701 69.7750)FX(S3 11/04/99-26 492 104.0016)ED(S3 11/29/99-11 5940 94.3733)MP(L1 12/14/99-0 515 9377.9629) S[2]=No Positions 12/15/99, 22869427.70, 18675002.40, 12%, 18016049.72, 4853377.98, 18016049.72, 0.00, 10717981.00, 9818390.92, S[1]=SF(S3 10/27/99-33 701 69.7750)FX(S3 11/04/99-27 492 104.0016)ED(S3 11/29/99-12 5940 94.3733)MP(L2 12/14/99-1 1029 9377.9629) S[2]=No Positions 12/16/99, 22945290.29, 18022480.70, 12%, 18018022.73, 4927267.56, 18018022.73, 0.00, 12397381.00, 9847973.78, S[1]=SF(S3 10/27/99-34 701 69.7750)FX(S3 11/04/99-28 492 104.0016)ED(S3 11/29/99-13 5940 94.3733)MP(L2 12/14/99-2 1029 9377.9629)US(S2 12/16/99-0 622 84.9094) S[2]=No Positions 12/17/99, 22751584.86, 18042167.36, 12%, 18019995.95, 4731588.91, 18019995.95, 0.00, 14019256.00, 9853163.78, S[1]=SF(S3 10/27/99-35 701 69.7750)FX(S3 11/04/99-29 492 104.0016)ED(S3 11/29/99-14 5940 94.3733)MP(L3 12/14/99-3 1548 9377.9629)US(S2 12/16/99-1 622 84.9094) S[2]=No Positions 12/20/99, 24022876.00, 18048088.32, 7%, 18025916.91, 5996959.09, 18025916.91, 0.00, 14019256.00, 9853163.78, S[1]=SF(S3 10/27/99-36 701 69.7750)FX(S3 11/04/99-30 492 104.0016)ED(S3 11/29/99-15 5940 94.3733)MP(L3 12/14/99-4 1548 9377.9629)US(S2 12/16/99-2 622 84.9094) S[2]=No Positions 12/21/99, 24239655.50, 18050062.41, 7%, 18027890.99, 6211764.51, 18027890.99, 0.00, 14019256.00, 9853163.78, S[1]=SF(S3 10/27/99-37 701 69.7750)FX(S3 11/04/99-31 492 104.0016)ED(S3 11/29/99-16 5940 94.3733)MP(L3 12/14/99-5 1548 9377.9629)US(S2 12/16/99-3 622 84.9094) S[2]=No Positions 12/22/99, 24740525.68, 18577672.02, 5%, 18029865.29, 6710660.39, 18029865.29, 0.00, 14019256.00, 9853163.78, S[1]=SF(S3 10/27/99-38 701 69.7750)FX(S3 11/04/99-32 492 104.0016)ED(S3 11/29/99-17 5940 94.3733)MP(L3 12/14/99-6 1548 9377.9629)US(S2 12/16/99-4 622 84.9094) S[2]=No Positions 12/23/99, 24599773.25, 19235912.43, 5%, 18031839.81, 6567933.44, 18031839.81, 0.00, 14019256.00, 9853163.78, S[1]=SF(S3 10/27/99-39 701 69.7750)FX(S3 11/04/99-33 492 104.0016)ED(S3 11/29/99-18 5940 94.3733)MP(L3 12/14/99-7 1548 9377.9629)US(S2 12/16/99-5 622 84.9094) S[2]=No Positions 12/24/99, 23778141.31, 19237887.16, 8%, 18033814.54, 5744326.77, 18033814.54, 0.00, 14019256.00, 9853163.78, S[1]=SF(S3 10/27/99-40 701 69.7750)FX(S3 11/04/99-34 492 104.0016)ED(S3 11/29/99-19 5940 94.3733)MP(L3 12/14/99-8 1548 9377.9629)US(S2 12/16/99-6 622 84.9094) S[2]=No Positions 12/27/99, 22368515.64, 18612513.08, 14%, 17157606.69, 5210908.95, 17157606.69, 0.00, 9195112.00, 9946540.73, S[1]=SF(S3 10/27/99-40 701 69.7750)FX(S3 11/04/99-34 492 104.0016)ED(S3 11/29/99-19 5940 94.3733)US(S2 12/16/99-6 622 84.9094)CD(L3 12/27/99-0 18 67.9190) S[2]=No Positions 12/28/99, 23261446.50, 18911342.22, 10%, 17159485.68, 6101960.81, 17159485.68, 0.00, 9195112.00, 9946540.73, S[1]=SF(S3 10/27/99-41 701 69.7750)FX(S3 11/04/99-35 492 104.0016)ED(S3 11/29/99-20 5940 94.3733)US(S2 12/16/99-7 622 84.9094)CD(L3 12/27/99-1 18 67.9190) S[2]=No Positions 12/29/99, 25291436.02, 19365883.21, 3%, 17161364.88, 8130071.13, 17161364.88, 0.00, 9195112.00, 9946540.73, S[1]=SF(S3 10/27/99-42 701 69.7750)FX(S3 11/04/99-36 492 104.0016)ED(S3 11/29/99-21 5940 94.3733)US(S2 12/16/99-8 622 84.9094)CD(L3 12/27/99-2 18 67.9190) S[2]=No Positions 12/30/99, 24715244.25, 19737075.11, 5%, 17163244.29, 7551999.96, 17163244.29, 0.00, 9195112.00, 9946540.73, S[1]=SF(S3 10/27/99-43 701 69.7750)FX(S3 11/04/99-37 492 104.0016)ED(S3 11/29/99-22 5940 94.3733)US(S2 12/16/99-9 622 84.9094)CD(L3 12/27/99-3 18 67.9190) S[2]=No Positions 12/31/99, 24338561.07, 20102112.84, 6%, 17165123.90, 7173437.17, 17165123.90, 0.00, 9195112.00, 9946540.73, S[1]=SF(S3 10/27/99-44 701 69.7750)FX(S3 11/04/99-38 492 104.0016)ED(S3 11/29/99-23 5940 94.3733)US(S2 12/16/99-10 622 84.9094)CD(L3 12/27/99-4 18 67.9190) S[2]=No Positions 01/03/00, 23276813.84, 19375114.19, 10%, 19939338.69, 3337475.14, 19939338.69, 0.00, 8717777.00, 10042923.60, S[1]=ED(S3 11/29/99-24 5940 94.3733)US(S2 12/16/99-11 622 84.9094)CD(L3 12/27/99-5 18 67.9190)JY(L1 01/03/00-0 192 110.1239)MP(L1 01/03/00-0 440 9474.1631) S[2]=No Positions 01/04/00, 24283334.56, 18933347.75, 6%, 19249190.68, 5034143.88, 19249190.68, 0.00, 7411627.00, 10082309.70, S[1]=ED(S3 11/29/99-25 5940 94.3733)US(S2 12/16/99-12 622 84.9094)CD(L3 12/27/99-6 18 67.9190)JY(S1 01/04/00-0 222 108.3481) S[2]=No Positions 01/05/00, 23367104.11, 19138324.60, 10%, 19251298.73, 4115805.38, 19251298.73, 0.00, 9712537.00, 10111543.90, S[1]=ED(S3 11/29/99-26 5940 94.3733)US(S2 12/16/99-13 622 84.9094)CD(L3 12/27/99-7 18 67.9190)JY(S3 01/04/00-1 620 108.3481)MP(S1 01/05/00-0 444 9205.5938) S[2]=No Positions 01/06/00, 25150640.97, 19140432.88, 3%, 19253407.01, 5897233.96, 19253407.01, 0.00, 9712537.00, 10111543.90, S[1]=ED(S3 11/29/99-27 5940 94.3733)US(S2 12/16/99-14 622 84.9094)CD(L3 12/27/99-8 18 67.9190)JY(S3 01/04/00-2 620 108.3481)MP(S1 01/05/00-1 444 9205.5938) S[2]=No Positions 01/07/00, 24628404.49, 19572153.46, 5%, 19255515.52, 5372888.97, 19255515.52, 0.00, 9712537.00, 10111543.90, S[1]=ED(S3 11/29/99-28 5940 94.3733)US(S2 12/16/99-15 622 84.9094)CD(L3 12/27/99-9 18 67.9190)JY(S3 01/04/00-3 620 108.3481)MP(S1 01/05/00-2 444 9205.5938) S[2]=No Positions 01/10/00, 24088010.59, 19815095.30, 7%, 18824662.70, 5263347.89, 18824662.70, 0.00, 8325037.00, 10158491.26, S[1]=ED(S3 11/29/99-29 5940 94.3733)US(S2 12/16/99-16 622 84.9094)CD(L3 12/27/99-10 18 67.9190)JY(S3 01/04/00-4 620 108.3481) S[2]=No Positions 01/11/00, 24466356.70, 19817156.86, 6%, 18826724.26, 5639632.45, 18826724.26, 0.00, 8325037.00, 10158491.26, S[1]=ED(S3 11/29/99-30 5940 94.3733)US(S2 12/16/99-17 622 84.9094)CD(L3 12/27/99-11 18 67.9190)JY(S3 01/04/00-5 620 108.3481) S[2]=No Positions 01/12/00, 25920388.00, 19819218.65, 0%, 18828786.04, 7091601.95, 18828786.04, 0.00, 8325037.00, 10158491.26, S[1]=ED(S3 11/29/99-31 5940 94.3733)US(S2 12/16/99-18 622 84.9094)CD(L3 12/27/99-12 18 67.9190)JY(S3 01/04/00-6 620 108.3481) S[2]=No Positions 01/13/00, 26326901.93, 20008687.38, 0%, 18830848.05, 7496053.87, 18830848.05, 0.00, 8325037.00, 10158491.26, S[1]=ED(S3 11/29/99-32 5940 94.3733)US(S2 12/16/99-19 622 84.9094)CD(L3 12/27/99-13 18 67.9190)JY(S3 01/04/00-7 620 108.3481) S[2]=No Positions 01/14/00, 25639114.21, 20520033.52, 3%, 18832910.29, 6806203.92, 18832910.29, 0.00, 8812927.00, 10159474.07, S[1]=ED(S3 11/29/99-33 5940 94.3733)US(S2 12/16/99-20 622 84.9094)CD(L3 12/27/99-14 18 67.9190)JY(S3 01/04/00-8 620 108.3481)SF(S1 01/14/00-0 278 66.0655) S[2]=No Positions 01/17/00, 25735949.06, 20526221.58, 2%, 18839098.35, 6896850.71, 18839098.35, 0.00, 8812927.00, 10159474.07, S[1]=ED(S3 11/29/99-34 5940 94.3733)US(S2 12/16/99-21 622 84.9094)CD(L3 12/27/99-15 18 67.9190)JY(S3 01/04/00-9 620 108.3481)SF(S1 01/14/00-1 278 66.0655) S[2]=No Positions 01/18/00, 25641055.23, 20627978.99, 3%, 18841161.49, 6799893.74, 18841161.49, 0.00, 10131677.00, 10163236.62, S[1]=ED(S3 11/29/99-34 5940 94.3733)US(S2 12/16/99-21 622 84.9094)CD(L3 12/27/99-15 18 67.9190)JY(S3 01/04/00-9 620 108.3481)SF(S1 01/14/00-1 278 66.0655)MP(L1 01/18/00-0 422 9473.9512) S[2]=No Positions 01/19/00, 26164038.38, 21268413.06, 1%, 18843224.86, 7320813.52, 18843224.86, 0.00, 10131677.00, 10163236.62, S[1]=ED(S3 11/29/99-35 5940 94.3733)US(S2 12/16/99-22 622 84.9094)CD(L3 12/27/99-16 18 67.9190)JY(S3 01/04/00-10 620 108.3481)SF(S1 01/14/00-2 278 66.0655)MP(L1 01/18/00-1 422 9473.9512) S[2]=No Positions 01/20/00, 25061542.97, 21513765.33, 5%, 18845288.45, 6216254.52, 18845288.45, 0.00, 11115287.00, 10182390.09, S[1]=ED(S3 11/29/99-36 5940 94.3733)US(S2 12/16/99-23 622 84.9094)CD(L3 12/27/99-17 18 67.9190)JY(S3 01/04/00-11 620 108.3481)SF(S2 01/14/00-3 555 66.0655)MP(L1 01/18/00-2 422 9473.9512)BP(L1 01/20/00-0 335 159.4264) S[2]=No Positions 01/21/00, 24732622.69, 21129808.92, 6%, 19616574.78, 5116047.90, 19616574.78, 0.00, 10081187.00, 10185232.96, S[1]=ED(S3 11/29/99-37 5940 94.3733)US(S2 12/16/99-24 622 84.9094)CD(L3 12/27/99-18 18 67.9190)SF(S2 01/14/00-4 555 66.0655)MP(L1 01/18/00-3 422 9473.9512)BP(L1 01/20/00-1 335 159.4264)FX(S1 01/21/00-0 180 100.4717) S[2]=No Positions 01/24/00, 24818589.07, 21032184.68, 6%, 22253318.24, 2565270.83, 22253318.24, 0.00, 5749712.00, 10200267.31, S[1]=US(S2 12/16/99-25 622 84.9094)CD(L3 12/27/99-19 18 67.9190)SF(S3 01/14/00-5 830 66.0655)MP(L1 01/18/00-4 422 9473.9512)BP(L1 01/20/00-2 335 159.4264)FX(S2 01/21/00-1 363 100.4717) S[2]=No Positions 01/25/00, 24308401.29, 20583620.79, 8%, 23081892.51, 1226508.78, 23081892.51, 0.00, 4625702.00, 10219040.75, S[1]=CD(L3 12/27/99-20 18 67.9190)SF(S3 01/14/00-6 830 66.0655)MP(L1 01/18/00-5 422 9473.9512)BP(L1 01/20/00-3 335 159.4264)FX(S2 01/21/00-2 363 100.4717)JY(S1 01/25/00-0 242 105.5459) S[2]=No Positions 01/26/00, 25034596.60, 20658150.22, 5%, 23084420.30, 1950176.30, 23084420.30, 0.00, 4625702.00, 10219040.75, S[1]=CD(L3 12/27/99-21 18 67.9190)SF(S3 01/14/00-7 830 66.0655)MP(L1 01/18/00-6 422 9473.9512)BP(L1 01/20/00-4 335 159.4264)FX(S2 01/21/00-3 363 100.4717)JY(S1 01/25/00-1 242 105.5459) S[2]=No Positions 01/27/00, 24911986.41, 20964089.89, 5%, 23086948.36, 1825038.05, 23086948.36, 0.00, 4625702.00, 10219040.75, S[1]=CD(L3 12/27/99-22 18 67.9190)SF(S3 01/14/00-8 830 66.0655)MP(L1 01/18/00-7 422 9473.9512)BP(L1 01/20/00-5 335 159.4264)FX(S2 01/21/00-4 363 100.4717)JY(S1 01/25/00-2 242 105.5459) S[2]=No Positions 01/28/00, 25315842.60, 19969921.37, 4%, 22230240.61, 3085602.00, 22230240.61, 0.00, 10034203.00, 10404902.08, S[1]=CD(L3 12/27/99-23 18 67.9190)SF(S3 01/14/00-9 830 66.0655)FX(S2 01/21/00-5 363 100.4717)JY(S1 01/25/00-3 242 105.5459)ED(S2 01/28/00-0 8238 94.1205) S[2]=No Positions 01/31/00, 27014200.29, 19725740.36, 0%, 22237544.96, 4776655.33, 22237544.96, 0.00, 13277349.00, 10410382.55, S[1]=CD(L3 12/27/99-24 18 67.9190)SF(S3 01/14/00-10 830 66.0655)FX(S2 01/21/00-6 363 100.4717)JY(S1 01/25/00-4 242 105.5459)ED(S3 01/28/00-1 11936 94.1205) S[2]=No Positions 02/01/00, 27545282.14, 19710004.32, 0%, 22764995.87, 4780286.27, 22764995.87, 0.00, 13263993.00, 10428386.40, S[1]=SF(S3 01/14/00-11 830 66.0655)FX(S2 01/21/00-7 363 100.4717)JY(S1 01/25/00-5 242 105.5459)ED(S3 01/28/00-2 11936 94.1205) S[2]=No Positions 02/02/00, 25565398.33, 19543582.72, 7%, 21527148.37, 4038249.95, 21527148.37, 0.00, 2796121.00, 10447988.02, S[1]=SF(S3 01/14/00-12 830 66.0655)FX(S2 01/21/00-8 363 100.4717)JY(S1 01/25/00-6 242 105.5459) S[2]=No Positions 02/03/00, 25468543.59, 20385504.95, 8%, 21529505.89, 3939037.69, 21529505.89, 0.00, 2796121.00, 10447988.02, S[1]=SF(S3 01/14/00-13 830 66.0655)FX(S2 01/21/00-9 363 100.4717)JY(S1 01/25/00-7 242 105.5459) S[2]=No Positions 02/04/00, 23566319.64, 20566845.31, 14%, 21531863.67, 2034455.97, 21531863.67, 0.00, 4386746.00, 10453565.15, S[1]=SF(S3 01/14/00-14 830 66.0655)FX(S2 01/21/00-10 363 100.4717)JY(S1 01/25/00-8 242 105.5459)MP(L1 02/04/00-0 509 9495.2773) S[2]=No Positions 02/07/00, 24327335.89, 20250804.91, 12%, 21538938.55, 2788397.34, 21538938.55, 0.00, 5967996.00, 10455380.87, S[1]=SF(S3 01/14/00-15 830 66.0655)FX(S2 01/21/00-11 363 100.4717)JY(S1 01/25/00-9 242 105.5459)MP(L2 02/04/00-1 1015 9495.2773) S[2]=No Positions 02/08/00, 25008966.43, 20473004.02, 9%, 21541297.36, 3467669.07, 21541297.36, 0.00, 7580496.00, 10457906.70, S[1]=SF(S3 01/14/00-16 830 66.0655)FX(S2 01/21/00-12 363 100.4717)JY(S1 01/25/00-10 242 105.5459)MP(L3 02/04/00-2 1531 9495.2773) S[2]=No Positions 02/09/00, 24779740.81, 21165848.71, 10%, 21543656.43, 3236084.38, 21543656.43, 0.00, 7580496.00, 10457906.70, S[1]=SF(S3 01/14/00-17 830 66.0655)FX(S2 01/21/00-13 363 100.4717)JY(S1 01/25/00-11 242 105.5459)MP(L3 02/04/00-3 1531 9495.2773) S[2]=No Positions 02/10/00, 24117343.00, 21352307.14, 12%, 21546015.75, 2571327.24, 21546015.75, 0.00, 7580496.00, 10457906.70, S[1]=SF(S3 01/14/00-18 830 66.0655)FX(S2 01/21/00-14 363 100.4717)JY(S1 01/25/00-12 242 105.5459)MP(L3 02/04/00-4 1531 9495.2773) S[2]=No Positions 02/11/00, 24457152.28, 21350337.36, 11%, 21548375.34, 2908776.95, 21548375.34, 0.00, 10564927.00, 10457958.63, S[1]=SF(S3 01/14/00-19 830 66.0655)FX(S2 01/21/00-15 363 100.4717)JY(S1 01/25/00-13 242 105.5459)MP(L3 02/04/00-5 1531 9495.2773)ED(L1 02/11/00-0 3403 94.2074) S[2]=No Positions 02/14/00, 24477051.22, 21499593.04, 11%, 21555455.64, 2921595.58, 21555455.64, 0.00, 10564927.00, 10457958.63, S[1]=SF(S3 01/14/00-20 830 66.0655)FX(S2 01/21/00-16 363 100.4717)JY(S1 01/25/00-14 242 105.5459)MP(L3 02/04/00-6 1531 9495.2773)ED(L1 02/11/00-1 3403 94.2074) S[2]=No Positions 02/15/00, 25478747.24, 21501953.66, 7%, 21557816.26, 3920930.98, 21557816.26, 0.00, 10564927.00, 10457958.63, S[1]=SF(S3 01/14/00-21 830 66.0655)FX(S2 01/21/00-17 363 100.4717)JY(S1 01/25/00-15 242 105.5459)MP(L3 02/04/00-7 1531 9495.2773)ED(L1 02/11/00-2 3403 94.2074) S[2]=No Positions 02/16/00, 25844738.31, 21504314.53, 6%, 21560177.14, 4284561.18, 21560177.14, 0.00, 10564927.00, 10457958.63, S[1]=SF(S3 01/14/00-22 830 66.0655)FX(S2 01/21/00-18 363 100.4717)JY(S1 01/25/00-16 242 105.5459)MP(L3 02/04/00-8 1531 9495.2773)ED(L1 02/11/00-3 3403 94.2074) S[2]=No Positions 02/17/00, 25211474.48, 21576513.16, 8%, 21562538.27, 3648936.21, 21562538.27, 0.00, 10564927.00, 10457958.63, S[1]=SF(S3 01/14/00-23 830 66.0655)FX(S2 01/21/00-19 363 100.4717)JY(S1 01/25/00-17 242 105.5459)MP(L3 02/04/00-9 1531 9495.2773)ED(L1 02/11/00-4 3403 94.2074) S[2]=No Positions 02/18/00, 25124478.68, 22455422.02, 9%, 21564899.67, 3559579.01, 21564899.67, 0.00, 10564927.00, 10457958.63, S[1]=SF(S3 01/14/00-24 830 66.0655)FX(S2 01/21/00-20 363 100.4717)JY(S1 01/25/00-18 242 105.5459)MP(L3 02/04/00-10 1531 9495.2773)ED(L1 02/11/00-5 3403 94.2074) S[2]=No Positions 02/21/00, 25709592.72, 22462507.75, 7%, 21571985.40, 4137607.32, 21571985.40, 0.00, 10564927.00, 10457958.63, S[1]=SF(S3 01/14/00-25 830 66.0655)FX(S2 01/21/00-21 363 100.4717)JY(S1 01/25/00-19 242 105.5459)MP(L3 02/04/00-11 1531 9495.2773)ED(L1 02/11/00-6 3403 94.2074) S[2]=No Positions 02/22/00, 23331016.89, 21132484.22, 15%, 22086120.23, 1244896.66, 22086120.23, 0.00, 12646822.00, 10941602.46, S[1]=JY(S1 01/25/00-19 242 105.5459)MP(L3 02/04/00-11 1531 9495.2773)ED(L2 02/11/00-6 6928 94.2074)US(L2 02/22/00-0 456 87.9531) S[2]=No Positions 02/23/00, 23675732.92, 20694577.09, 14%, 22088538.97, 1587193.96, 22088538.97, 0.00, 13181557.00, 10944806.23, S[1]=JY(S2 01/25/00-20 475 105.5459)MP(L3 02/04/00-12 1531 9495.2773)ED(L2 02/11/00-7 6928 94.2074)US(L2 02/22/00-1 456 87.9531) S[2]=No Positions 02/24/00, 23685384.15, 20470992.27, 14%, 22090957.97, 1594426.19, 22090957.97, 0.00, 16222993.00, 10957857.00, S[1]=JY(S2 01/25/00-21 475 105.5459)MP(L3 02/04/00-13 1531 9495.2773)ED(L3 02/11/00-8 10396 94.2074)US(L2 02/22/00-2 456 87.9531) S[2]=No Positions 02/25/00, 24361139.82, 20186113.36, 12%, 22093377.23, 2267762.59, 22093377.23, 0.00, 16695088.00, 10958898.42, S[1]=JY(S2 01/25/00-22 475 105.5459)MP(L3 02/04/00-14 1531 9495.2773)ED(L3 02/11/00-9 10396 94.2074)US(L2 02/22/00-3 456 87.9531)SF(S1 02/25/00-0 269 63.5679) S[2]=No Positions 02/28/00, 23211260.59, 18478894.43, 16%, 21602254.33, 1609006.26, 21602254.33, 0.00, 17787238.00, 11019545.04, S[1]=JY(S1 01/25/00-23 242 105.5459)MP(L3 02/04/00-15 1531 9495.2773)ED(L3 02/11/00-10 10396 94.2074)US(L2 02/22/00-4 456 87.9531)SF(S2 02/25/00-1 524 63.5679)BP(S1 02/28/00-0 320 153.0340)FX(S2 02/28/00-0 326 95.9640) S[2]=No Positions 02/29/00, 22834926.61, 18529661.28, 17%, 21604620.08, 1230306.53, 21604620.08, 0.00, 17787238.00, 11019545.04, S[1]=JY(S1 01/25/00-24 242 105.5459)MP(L3 02/04/00-16 1531 9495.2773)ED(L3 02/11/00-11 10396 94.2074)US(L2 02/22/00-5 456 87.9531)SF(S2 02/25/00-2 524 63.5679)BP(S1 02/28/00-1 320 153.0340)FX(S2 02/28/00-1 326 95.9640) S[2]=No Positions 03/01/00, 23579067.37, 18483402.50, 14%, 22319420.94, 1259646.43, 22319420.94, 0.00, 17231848.00, 11065222.60, S[1]=MP(L3 02/04/00-17 1531 9495.2773)ED(L3 02/11/00-12 10396 94.2074)US(L2 02/22/00-6 456 87.9531)SF(S2 02/25/00-3 524 63.5679)BP(S1 02/28/00-2 320 153.0340)FX(S2 02/28/00-2 326 95.9640) S[2]=No Positions 03/02/00, 23693966.06, 18485846.78, 14%, 22321865.23, 1372100.84, 22321865.23, 0.00, 17231848.00, 11065222.60, S[1]=MP(L3 02/04/00-18 1531 9495.2773)ED(L3 02/11/00-13 10396 94.2074)US(L2 02/22/00-7 456 87.9531)SF(S2 02/25/00-4 524 63.5679)BP(S1 02/28/00-3 320 153.0340)FX(S2 02/28/00-3 326 95.9640) S[2]=No Positions 03/03/00, 25190564.82, 18733442.82, 9%, 22324309.78, 2866255.05, 22324309.78, 0.00, 17231848.00, 11065222.60, S[1]=MP(L3 02/04/00-19 1531 9495.2773)ED(L3 02/11/00-14 10396 94.2074)US(L2 02/22/00-8 456 87.9531)SF(S2 02/25/00-5 524 63.5679)BP(S1 02/28/00-4 320 153.0340)FX(S2 02/28/00-4 326 95.9640) S[2]=No Positions 03/06/00, 26001420.63, 18590516.34, 6%, 22331645.03, 3669775.60, 22331645.03, 0.00, 17586088.00, 11066666.82, S[1]=MP(L3 02/04/00-20 1531 9495.2773)ED(L3 02/11/00-15 10396 94.2074)US(L2 02/22/00-9 456 87.9531)SF(S2 02/25/00-6 524 63.5679)BP(S1 02/28/00-5 320 153.0340)FX(S3 02/28/00-5 490 95.9640) S[2]=No Positions 03/07/00, 26254504.31, 19029238.87, 5%, 22334090.66, 3920413.65, 22334090.66, 0.00, 17586088.00, 11066666.82, S[1]=MP(L3 02/04/00-21 1531 9495.2773)ED(L3 02/11/00-16 10396 94.2074)US(L2 02/22/00-10 456 87.9531)SF(S2 02/25/00-7 524 63.5679)BP(S1 02/28/00-6 320 153.0340)FX(S3 02/28/00-6 490 95.9640) S[2]=No Positions 03/08/00, 27144830.93, 19695160.28, 1%, 22336536.55, 4808294.39, 22336536.55, 0.00, 17586088.00, 11066666.82, S[1]=MP(L3 02/04/00-22 1531 9495.2773)ED(L3 02/11/00-17 10396 94.2074)US(L2 02/22/00-11 456 87.9531)SF(S2 02/25/00-8 524 63.5679)BP(S1 02/28/00-7 320 153.0340)FX(S3 02/28/00-7 490 95.9640) S[2]=No Positions 03/09/00, 26482972.79, 20538661.18, 4%, 22338982.70, 4143990.08, 22338982.70, 0.00, 17586088.00, 11066666.82, S[1]=MP(L3 02/04/00-23 1531 9495.2773)ED(L3 02/11/00-18 10396 94.2074)US(L2 02/22/00-12 456 87.9531)SF(S2 02/25/00-9 524 63.5679)BP(S1 02/28/00-8 320 153.0340)FX(S3 02/28/00-8 490 95.9640) S[2]=No Positions 03/10/00, 25914898.44, 21070285.84, 6%, 22341429.13, 3573469.31, 22341429.13, 0.00, 17586088.00, 11066666.82, S[1]=MP(L3 02/04/00-24 1531 9495.2773)ED(L3 02/11/00-19 10396 94.2074)US(L2 02/22/00-13 456 87.9531)SF(S2 02/25/00-10 524 63.5679)BP(S1 02/28/00-9 320 153.0340)FX(S3 02/28/00-9 490 95.9640) S[2]=No Positions 03/13/00, 25455149.85, 21697924.53, 8%, 22348770.01, 3106379.83, 22348770.01, 0.00, 17586088.00, 11066666.82, S[1]=MP(L3 02/04/00-25 1531 9495.2773)ED(L3 02/11/00-20 10396 94.2074)US(L2 02/22/00-14 456 87.9531)SF(S2 02/25/00-11 524 63.5679)BP(S1 02/28/00-10 320 153.0340)FX(S3 02/28/00-10 490 95.9640) S[2]=No Positions 03/14/00, 25297681.24, 21879563.41, 8%, 21882005.41, 3415675.83, 21882005.41, 0.00, 16354888.00, 11076641.82, S[1]=MP(L3 02/04/00-26 1531 9495.2773)ED(L3 02/11/00-21 10396 94.2074)SF(S2 02/25/00-12 524 63.5679)BP(S1 02/28/00-11 320 153.0340)FX(S3 02/28/00-11 490 95.9640) S[2]=No Positions 03/15/00, 24642429.54, 22053615.84, 11%, 21884401.79, 2758027.75, 21884401.79, 0.00, 17043388.00, 11082599.51, S[1]=MP(L3 02/04/00-27 1531 9495.2773)ED(L3 02/11/00-22 10396 94.2074)SF(S2 02/25/00-13 524 63.5679)BP(S1 02/28/00-12 320 153.0340)FX(S3 02/28/00-12 490 95.9640)US(L1 03/15/00-0 255 88.6335) S[2]=No Positions 03/16/00, 24144199.73, 21770126.97, 12%, 22304145.11, 1840054.63, 22304145.11, 0.00, 8609196.00, 11110095.44, S[1]=MP(L3 02/04/00-28 1531 9495.2773)SF(S2 02/25/00-14 524 63.5679)BP(S1 02/28/00-13 320 153.0340)FX(S3 02/28/00-13 490 95.9640)US(L2 03/15/00-1 508 88.6335) S[2]=No Positions 03/17/00, 23958279.36, 21772569.58, 13%, 22306587.72, 1651691.64, 22306587.72, 0.00, 8609196.00, 11110095.44, S[1]=MP(L3 02/04/00-29 1531 9495.2773)SF(S2 02/25/00-15 524 63.5679)BP(S1 02/28/00-14 320 153.0340)FX(S3 02/28/00-14 490 95.9640)US(L2 03/15/00-2 508 88.6335) S[2]=No Positions 03/20/00, 24216132.61, 21564647.17, 12%, 22313917.15, 1902215.46, 22313917.15, 0.00, 9321996.00, 11111108.36, S[1]=MP(L3 02/04/00-30 1531 9495.2773)SF(S2 02/25/00-16 524 63.5679)BP(S1 02/28/00-15 320 153.0340)FX(S3 02/28/00-15 490 95.9640)US(L3 03/15/00-3 772 88.6335) S[2]=No Positions 03/21/00, 24323018.40, 21567090.85, 12%, 22316360.83, 2006657.57, 22316360.83, 0.00, 9321996.00, 11111108.36, S[1]=MP(L3 02/04/00-31 1531 9495.2773)SF(S2 02/25/00-17 524 63.5679)BP(S1 02/28/00-16 320 153.0340)FX(S3 02/28/00-16 490 95.9640)US(L3 03/15/00-4 772 88.6335) S[2]=No Positions 03/22/00, 25584034.40, 21649533.58, 7%, 22318804.78, 3265229.62, 22318804.78, 0.00, 9321996.00, 11111108.36, S[1]=MP(L3 02/04/00-32 1531 9495.2773)SF(S2 02/25/00-18 524 63.5679)BP(S1 02/28/00-17 320 153.0340)FX(S3 02/28/00-17 490 95.9640)US(L3 03/15/00-5 772 88.6335) S[2]=No Positions 03/23/00, 25460214.05, 21163703.55, 8%, 22190423.72, 3269790.33, 22190423.72, 0.00, 11392203.00, 11142538.28, S[1]=MP(L3 02/04/00-33 1531 9495.2773)FX(S3 02/28/00-18 490 95.9640)US(L3 03/15/00-6 772 88.6335)ED(L1 03/23/00-0 3951 94.3025) S[2]=No Positions 03/24/00, 24507308.23, 20297996.85, 11%, 20961386.86, 3545921.37, 20961386.86, 0.00, 7844556.00, 11185464.59, S[1]=MP(L3 02/04/00-34 1531 9495.2773)US(L3 03/15/00-7 772 88.6335)SF(L2 03/24/00-0 556 64.1541) S[2]=No Positions 03/27/00, 24373684.71, 20802459.28, 12%, 20968274.30, 3405410.41, 20968274.30, 0.00, 7844556.00, 11185464.59, S[1]=MP(L3 02/04/00-35 1531 9495.2773)US(L3 03/15/00-8 772 88.6335)SF(L2 03/24/00-1 556 64.1541) S[2]=No Positions 03/28/00, 24149957.30, 20814017.87, 12%, 20970570.61, 3179386.68, 20970570.61, 0.00, 7844556.00, 11185464.59, S[1]=MP(L3 02/04/00-36 1531 9495.2773)US(L3 03/15/00-9 772 88.6335)SF(L2 03/24/00-2 556 64.1541) S[2]=No Positions 03/29/00, 22756641.60, 20181752.73, 17%, 20077800.14, 2678841.46, 20077800.14, 0.00, 8047191.00, 11310521.35, S[1]=MP(L3 02/04/00-37 1531 9495.2773)US(L3 03/15/00-10 772 88.6335)SF(S1 03/29/00-0 253 62.4662)FX(S2 03/29/00-0 340 94.9294) S[2]=No Positions 03/30/00, 23056068.81, 20328701.52, 16%, 20079998.93, 2976069.88, 20079998.93, 0.00, 8047191.00, 11310521.35, S[1]=MP(L3 02/04/00-38 1531 9495.2773)US(L3 03/15/00-11 772 88.6335)SF(S1 03/29/00-1 253 62.4662)FX(S2 03/29/00-1 340 94.9294) S[2]=No Positions 03/31/00, 21697874.85, 19412716.97, 21%, 20082197.97, 1615676.89, 20082197.97, 0.00, 9015543.00, 11373473.70, S[1]=MP(L3 02/04/00-39 1531 9495.2773)US(L3 03/15/00-12 772 88.6335)SF(S1 03/29/00-2 253 62.4662)FX(S2 03/29/00-2 340 94.9294)CD(L1 03/31/00-0 6 68.3992)JY(L2 03/31/00-0 420 107.2460) S[2]=No Positions 04/03/00, 23286217.07, 19313982.69, 15%, 19182549.50, 4103667.57, 19182549.50, 0.00, 8051643.00, 11473457.30, S[1]=MP(L3 02/04/00-40 1531 9495.2773)US(L3 03/15/00-13 772 88.6335)SF(S1 03/29/00-3 253 62.4662)FX(S2 03/29/00-3 340 94.9294)CD(L1 03/31/00-1 6 68.3992) S[2]=No Positions 04/04/00, 19277178.52, 17376860.95, 30%, 19852475.73, -575297.22, 19852475.73, 0.00, 11002692.00, 11856750.40, S[1]=US(L3 03/15/00-14 772 88.6335)CD(L1 03/31/00-2 6 68.3992)MP(S1 04/04/00-0 537 9693.8574)SF(L2 04/04/00-0 464 64.4580)ED(L2 04/04/00-0 7322 94.3087) S[2]=No Positions 04/05/00, 21449354.51, 17379035.07, 22%, 19854649.85, 1594704.66, 19854649.85, 0.00, 11002692.00, 11856750.40, S[1]=US(L3 03/15/00-15 772 88.6335)CD(L1 03/31/00-3 6 68.3992)MP(S1 04/04/00-1 537 9693.8574)SF(L2 04/04/00-1 464 64.4580)ED(L2 04/04/00-1 7322 94.3087) S[2]=No Positions 04/06/00, 20740554.99, 17368740.07, 25%, 19460780.05, 1279774.94, 19460780.05, 0.00, 9324567.00, 11862465.20, S[1]=US(L3 03/15/00-16 772 88.6335)CD(L1 03/31/00-4 6 68.3992)SF(L2 04/04/00-2 464 64.4580)ED(L2 04/04/00-2 7322 94.3087) S[2]=No Positions 04/07/00, 20347308.85, 17396473.76, 26%, 18776189.21, 1571119.64, 18776189.21, 0.00, 8510247.00, 11862650.61, S[1]=US(L3 03/15/00-17 772 88.6335)CD(L1 03/31/00-5 6 68.3992)ED(L2 04/04/00-3 7322 94.3087) S[2]=No Positions 04/10/00, 20928199.71, 17577519.46, 24%, 18782358.64, 2145841.07, 18782358.64, 0.00, 8510247.00, 11862650.61, S[1]=US(L3 03/15/00-18 772 88.6335)CD(L1 03/31/00-6 6 68.3992)ED(L2 04/04/00-4 7322 94.3087) S[2]=No Positions 04/11/00, 20868758.61, 17618712.70, 24%, 18427772.28, 2440986.33, 18427772.28, 0.00, 8505795.00, 11871650.71, S[1]=US(L3 03/15/00-19 772 88.6335)ED(L2 04/04/00-5 7322 94.3087) S[2]=No Positions 04/12/00, 20122901.70, 17934355.80, 27%, 18429790.37, 1693111.33, 18429790.37, 0.00, 8505795.00, 11871650.71, S[1]=US(L3 03/15/00-20 772 88.6335)ED(L2 04/04/00-6 7322 94.3087) S[2]=No Positions 04/13/00, 19550805.64, 18418874.11, 29%, 18431808.69, 1118996.95, 18431808.69, 0.00, 8505795.00, 11871650.71, S[1]=US(L3 03/15/00-21 772 88.6335)ED(L2 04/04/00-7 7322 94.3087) S[2]=No Positions 04/14/00, 20122325.07, 18318088.33, 27%, 18433827.22, 1688497.85, 18433827.22, 0.00, 8510247.00, 11879532.48, S[1]=US(L3 03/15/00-22 772 88.6335)ED(L2 04/04/00-8 7322 94.3087)CD(S1 04/14/00-0 6 67.1682) S[2]=No Positions 04/17/00, 19222912.83, 17758897.52, 30%, 19346780.72, -123867.89, 19346780.72, 0.00, 6434751.00, 11935014.50, S[1]=ED(L2 04/04/00-9 7322 94.3087)CD(S3 04/14/00-1 18 67.1682) S[2]=No Positions 04/18/00, 19923228.36, 17267215.29, 28%, 19348899.46, 574328.90, 19348899.46, 0.00, 7143231.00, 11946237.79, S[1]=ED(L2 04/04/00-10 7322 94.3087)CD(S3 04/14/00-2 18 67.1682)FX(S2 04/18/00-0 328 94.2930) S[2]=No Positions 04/19/00, 19591177.40, 17104566.08, 29%, 19351018.43, 240158.97, 19351018.43, 0.00, 7499631.00, 11958245.02, S[1]=ED(L2 04/04/00-11 7322 94.3087)CD(S3 04/14/00-3 18 67.1682)FX(S3 04/18/00-1 493 94.2930) S[2]=No Positions 04/20/00, 19083401.64, 17106685.28, 31%, 19353137.63, -269735.99, 19353137.63, 0.00, 7499631.00, 11958245.02, S[1]=ED(L2 04/04/00-12 7322 94.3087)CD(S3 04/14/00-4 18 67.1682)FX(S3 04/18/00-2 493 94.2930) S[2]=No Positions 04/21/00, 19217440.62, 17108804.72, 30%, 19355257.07, -137816.45, 19355257.07, 0.00, 7499631.00, 11958245.02, S[1]=ED(L2 04/04/00-13 7322 94.3087)CD(S3 04/14/00-5 18 67.1682)FX(S3 04/18/00-3 493 94.2930) S[2]=No Positions 04/24/00, 19223800.31, 17115164.41, 30%, 19361616.76, -137816.45, 19361616.76, 0.00, 7499631.00, 11958245.02, S[1]=ED(L2 04/04/00-13 7322 94.3087)CD(S3 04/14/00-5 18 67.1682)FX(S3 04/18/00-3 493 94.2930) S[2]=No Positions 04/25/00, 18518521.59, 17015419.36, 33%, 18064070.86, 454450.73, 18064070.86, 0.00, 1069333.00, 11968366.61, S[1]=CD(S1 04/14/00-6 6 67.1682)FX(S3 04/18/00-4 493 94.2930) S[2]=No Positions 04/26/00, 19217640.49, 15946933.59, 30%, 17872891.14, 1344749.35, 17872891.14, 0.00, 2322541.00, 11982721.83, S[1]=FX(S3 04/18/00-5 493 94.2930)BP(S1 04/26/00-0 348 152.0792)JY(S1 04/26/00-0 163 103.5353)SF(S1 04/26/00-0 209 61.1740) S[2]=No Positions 04/27/00, 18431433.11, 15117935.30, 33%, 17874848.47, 556584.63, 17874848.47, 0.00, 10339198.00, 12160890.85, S[1]=FX(S3 04/18/00-6 493 94.2930)BP(S1 04/26/00-1 348 152.0792)JY(S1 04/26/00-1 163 103.5353)SF(S1 04/26/00-1 209 61.1740)ED(S3 04/27/00-0 9141 94.2532) S[2]=No Positions 04/28/00, 21681708.72, 15119892.84, 21%, 17876806.01, 3804902.71, 17876806.01, 0.00, 10339198.00, 12160890.85, S[1]=FX(S3 04/18/00-7 493 94.2930)BP(S1 04/26/00-2 348 152.0792)JY(S1 04/26/00-2 163 103.5353)SF(S1 04/26/00-2 209 61.1740)ED(S3 04/27/00-1 9141 94.2532) S[2]=No Positions 05/01/00, 23091060.82, 14868773.19, 16%, 17882679.92, 5208380.90, 17882679.92, 0.00, 11701698.00, 12166645.49, S[1]=FX(S3 04/18/00-8 493 94.2930)BP(S1 04/26/00-3 348 152.0792)JY(S1 04/26/00-3 163 103.5353)SF(S1 04/26/00-3 209 61.1740)ED(S3 04/27/00-2 9141 94.2532)MP(L1 05/01/00-0 436 9939.2422) S[2]=No Positions 05/02/00, 23173317.44, 15493504.94, 16%, 17884638.32, 5288679.12, 17884638.32, 0.00, 11701698.00, 12166645.49, S[1]=FX(S3 04/18/00-9 493 94.2930)BP(S1 04/26/00-4 348 152.0792)JY(S1 04/26/00-4 163 103.5353)SF(S1 04/26/00-4 209 61.1740)ED(S3 04/27/00-3 9141 94.2532)MP(L1 05/01/00-1 436 9939.2422) S[2]=No Positions 05/03/00, 23738014.75, 15741964.50, 14%, 17886596.94, 5851417.81, 17886596.94, 0.00, 11701698.00, 12166645.49, S[1]=FX(S3 04/18/00-10 493 94.2930)BP(S1 04/26/00-5 348 152.0792)JY(S1 04/26/00-5 163 103.5353)SF(S1 04/26/00-5 209 61.1740)ED(S3 04/27/00-4 9141 94.2532)MP(L1 05/01/00-2 436 9939.2422) S[2]=No Positions 05/04/00, 25417238.77, 15937913.06, 8%, 17888555.76, 7528683.01, 17888555.76, 0.00, 11701698.00, 12166645.49, S[1]=FX(S3 04/18/00-11 493 94.2930)BP(S1 04/26/00-6 348 152.0792)JY(S1 04/26/00-6 163 103.5353)SF(S1 04/26/00-6 209 61.1740)ED(S3 04/27/00-5 9141 94.2532)MP(L1 05/01/00-3 436 9939.2422) S[2]=No Positions 05/05/00, 25855115.37, 15613547.18, 6%, 17511802.65, 8343312.72, 17511802.65, 0.00, 10841398.00, 12182472.27, S[1]=FX(S3 04/18/00-12 493 94.2930)BP(S1 04/26/00-7 348 152.0792)JY(S1 04/26/00-7 163 103.5353)SF(S1 04/26/00-7 209 61.1740)ED(S3 04/27/00-6 9141 94.2532)US(S1 05/05/00-0 186 86.1910) S[2]=No Positions 05/08/00, 26189777.64, 16740780.63, 5%, 17517556.63, 8672221.01, 17517556.63, 0.00, 10841398.00, 12182472.27, S[1]=FX(S3 04/18/00-13 493 94.2930)BP(S1 04/26/00-8 348 152.0792)JY(S1 04/26/00-8 163 103.5353)SF(S1 04/26/00-8 209 61.1740)ED(S3 04/27/00-7 9141 94.2532)US(S1 05/05/00-1 186 86.1910) S[2]=No Positions 05/09/00, 26768595.63, 17300910.88, 3%, 17519475.04, 9249120.59, 17519475.04, 0.00, 10841398.00, 12182472.27, S[1]=FX(S3 04/18/00-14 493 94.2930)BP(S1 04/26/00-9 348 152.0792)JY(S1 04/26/00-9 163 103.5353)SF(S1 04/26/00-9 209 61.1740)ED(S3 04/27/00-8 9141 94.2532)US(S1 05/05/00-2 186 86.1910) S[2]=No Positions 05/10/00, 25594352.73, 17610663.15, 7%, 17521393.67, 8072959.06, 17521393.67, 0.00, 10841398.00, 12182472.27, S[1]=FX(S3 04/18/00-15 493 94.2930)BP(S1 04/26/00-10 348 152.0792)JY(S1 04/26/00-10 163 103.5353)SF(S1 04/26/00-10 209 61.1740)ED(S3 04/27/00-9 9141 94.2532)US(S1 05/05/00-3 186 86.1910) S[2]=No Positions 05/11/00, 25688959.76, 20618146.25, 7%, 17523312.50, 8165647.26, 17523312.50, 0.00, 10841398.00, 12182472.27, S[1]=FX(S3 04/18/00-16 493 94.2930)BP(S1 04/26/00-11 348 152.0792)JY(S1 04/26/00-11 163 103.5353)SF(S1 04/26/00-11 209 61.1740)ED(S3 04/27/00-10 9141 94.2532)US(S1 05/05/00-4 186 86.1910) S[2]=No Positions 05/12/00, 25038043.28, 21476571.05, 9%, 19257319.00, 5780724.28, 19257319.00, 0.00, 9409723.00, 12208382.09, S[1]=BP(S1 04/26/00-12 348 152.0792)JY(S1 04/26/00-12 163 103.5353)ED(S3 04/27/00-11 9141 94.2532)US(S1 05/05/00-5 186 86.1910) S[2]=No Positions 05/15/00, 25608382.39, 21441466.13, 7%, 19263646.52, 6344735.87, 19263646.52, 0.00, 9818233.00, 12209494.49, S[1]=BP(S1 04/26/00-13 348 152.0792)JY(S2 04/26/00-13 341 103.5353)ED(S3 04/27/00-12 9141 94.2532)US(S1 05/05/00-6 186 86.1910) S[2]=No Positions 05/16/00, 26072899.10, 21462200.89, 5%, 19265756.15, 6807142.95, 19265756.15, 0.00, 10226608.00, 12214650.79, S[1]=BP(S2 04/26/00-14 623 152.0792)JY(S2 04/26/00-14 341 103.5353)ED(S3 04/27/00-13 9141 94.2532)US(S1 05/05/00-7 186 86.1910) S[2]=No Positions 05/17/00, 27344777.23, 21641909.10, 1%, 19267866.02, 8076911.22, 19267866.02, 0.00, 10635723.00, 12220449.31, S[1]=BP(S3 04/26/00-15 896 152.0792)JY(S2 04/26/00-15 341 103.5353)ED(S3 04/27/00-14 9141 94.2532)US(S1 05/05/00-8 186 86.1910)CD(S1 05/17/00-0 5 66.0991) S[2]=No Positions 05/18/00, 28038109.28, 21921339.88, 0%, 19269976.11, 8768133.16, 19269976.11, 0.00, 10635723.00, 12220449.31, S[1]=BP(S3 04/26/00-16 896 152.0792)JY(S2 04/26/00-16 341 103.5353)ED(S3 04/27/00-15 9141 94.2532)US(S1 05/05/00-9 186 86.1910)CD(S1 05/17/00-1 5 66.0991) S[2]=No Positions 05/19/00, 28351665.68, 22293627.46, 0%, 19192986.22, 9158679.46, 19192986.22, 0.00, 9853128.00, 12280124.05, S[1]=BP(S3 04/26/00-17 896 152.0792)ED(S3 04/27/00-16 9141 94.2532)US(S1 05/05/00-10 186 86.1910)CD(S1 05/17/00-2 5 66.0991) S[2]=No Positions 05/22/00, 27418563.23, 22299933.83, 3%, 19199292.60, 8219270.63, 19199292.60, 0.00, 9853128.00, 12280124.05, S[1]=BP(S3 04/26/00-18 896 152.0792)ED(S3 04/27/00-17 9141 94.2532)US(S1 05/05/00-11 186 86.1910)CD(S1 05/17/00-3 5 66.0991) S[2]=No Positions 05/23/00, 26144729.21, 22241827.68, 8%, 19201395.19, 6943334.03, 19201395.19, 0.00, 9856838.00, 12286624.29, S[1]=BP(S3 04/26/00-19 896 152.0792)ED(S3 04/27/00-18 9141 94.2532)US(S1 05/05/00-12 186 86.1910)CD(S2 05/17/00-4 10 66.0991) S[2]=No Positions 05/24/00, 27782510.37, 22208845.50, 2%, 19203498.00, 8579012.36, 19203498.00, 0.00, 9860548.00, 12293857.72, S[1]=BP(S3 04/26/00-20 896 152.0792)ED(S3 04/27/00-19 9141 94.2532)US(S1 05/05/00-13 186 86.1910)CD(S3 05/17/00-5 15 66.0991) S[2]=No Positions 05/25/00, 27929727.10, 23010869.74, 1%, 19205601.05, 8724126.05, 19205601.05, 0.00, 9860548.00, 12293857.72, S[1]=BP(S3 04/26/00-21 896 152.0792)ED(S3 04/27/00-20 9141 94.2532)US(S1 05/05/00-14 186 86.1910)CD(S3 05/17/00-6 15 66.0991) S[2]=No Positions 05/26/00, 26845004.69, 22321722.54, 5%, 18870033.76, 7974970.93, 18870033.76, 0.00, 10304428.00, 12354385.19, S[1]=BP(S3 04/26/00-22 896 152.0792)ED(S3 04/27/00-21 9141 94.2532)CD(S3 05/17/00-7 15 66.0991)FX(L3 05/26/00-0 438 91.0737) S[2]=No Positions 05/29/00, 26866837.45, 22327922.81, 5%, 18876234.02, 7990603.43, 18876234.02, 0.00, 10304428.00, 12354385.19, S[1]=BP(S3 04/26/00-23 896 152.0792)ED(S3 04/27/00-22 9141 94.2532)CD(S3 05/17/00-8 15 66.0991)FX(L3 05/26/00-1 438 91.0737) S[2]=No Positions 05/30/00, 26862579.98, 22559512.22, 5%, 18878301.23, 7984278.76, 18878301.23, 0.00, 10690528.00, 12357960.22, S[1]=BP(S3 04/26/00-23 896 152.0792)ED(S3 04/27/00-22 9141 94.2532)CD(S3 05/17/00-8 15 66.0991)FX(L3 05/26/00-1 438 91.0737)SF(L1 05/30/00-0 220 62.1130) S[2]=No Positions 05/31/00, 27304286.30, 23018727.29, 4%, 18880368.66, 8423917.64, 18880368.66, 0.00, 10690528.00, 12357960.22, S[1]=BP(S3 04/26/00-24 896 152.0792)ED(S3 04/27/00-23 9141 94.2532)CD(S3 05/17/00-9 15 66.0991)FX(L3 05/26/00-2 438 91.0737)SF(L1 05/30/00-1 220 62.1130) S[2]=No Positions 06/01/00, 26514490.66, 22989564.84, 6%, 18093908.69, 8420581.97, 18093908.69, 0.00, 10679398.00, 12388915.73, S[1]=BP(S3 04/26/00-25 896 152.0792)ED(S3 04/27/00-24 9141 94.2532)FX(L3 05/26/00-3 438 91.0737)SF(L1 05/30/00-2 220 62.1130) S[2]=No Positions 06/02/00, 23367808.44, 21836260.07, 18%, 23921513.56, -553705.12, 23921513.56, 0.00, 4063603.00, 12617825.73, S[1]=FX(L3 05/26/00-4 438 91.0737)SF(L3 05/30/00-3 664 62.1130)ED(L1 06/02/00-0 2226 94.0962) S[2]=No Positions 06/05/00, 24697693.74, 21844120.14, 13%, 23929373.62, 768320.12, 23929373.62, 0.00, 4063603.00, 12617825.73, S[1]=FX(L3 05/26/00-5 438 91.0737)SF(L3 05/30/00-4 664 62.1130)ED(L1 06/02/00-1 2226 94.0962) S[2]=No Positions 06/06/00, 23972831.41, 20734184.68, 15%, 23931994.22, 40837.19, 23931994.22, 0.00, 9932353.00, 12708972.92, S[1]=FX(L3 05/26/00-6 438 91.0737)SF(L3 05/30/00-5 664 62.1130)ED(L1 06/02/00-2 2226 94.0962)MP(S3 06/06/00-0 1878 9594.7598) S[2]=No Positions 06/07/00, 26447524.76, 20736805.56, 7%, 23934615.10, 2512909.66, 23934615.10, 0.00, 9932353.00, 12708972.92, S[1]=FX(L3 05/26/00-7 438 91.0737)SF(L3 05/30/00-6 664 62.1130)ED(L1 06/02/00-3 2226 94.0962)MP(S3 06/06/00-1 1878 9594.7598) S[2]=No Positions 06/08/00, 28182139.97, 20739426.73, 1%, 23937236.27, 4244903.70, 23937236.27, 0.00, 9932353.00, 12708972.92, S[1]=FX(L3 05/26/00-8 438 91.0737)SF(L3 05/30/00-7 664 62.1130)ED(L1 06/02/00-4 2226 94.0962)MP(S3 06/06/00-2 1878 9594.7598) S[2]=No Positions 06/09/00, 28199093.75, 20941032.39, 1%, 23939857.72, 4259236.03, 23939857.72, 0.00, 9932353.00, 12708972.92, S[1]=FX(L3 05/26/00-9 438 91.0737)SF(L3 05/30/00-8 664 62.1130)ED(L1 06/02/00-5 2226 94.0962)MP(S3 06/06/00-3 1878 9594.7598) S[2]=No Positions 06/12/00, 27600766.24, 21774917.42, 3%, 23947723.82, 3653042.43, 23947723.82, 0.00, 9932353.00, 12708972.92, S[1]=FX(L3 05/26/00-10 438 91.0737)SF(L3 05/30/00-9 664 62.1130)ED(L1 06/02/00-6 2226 94.0962)MP(S3 06/06/00-4 1878 9594.7598) S[2]=No Positions 06/13/00, 26260245.32, 21108430.07, 7%, 23950346.42, 2309898.90, 23950346.42, 0.00, 15253989.00, 12735772.04, S[1]=FX(L3 05/26/00-11 438 91.0737)SF(L3 05/30/00-10 664 62.1130)ED(L3 06/02/00-7 8294 94.0962)MP(S3 06/06/00-5 1878 9594.7598) S[2]=No Positions 06/14/00, 27444897.27, 21295427.47, 3%, 23952969.31, 3491927.96, 23952969.31, 0.00, 15253989.00, 12735772.04, S[1]=FX(L3 05/26/00-12 438 91.0737)SF(L3 05/30/00-11 664 62.1130)ED(L3 06/02/00-8 8294 94.0962)MP(S3 06/06/00-6 1878 9594.7598) S[2]=No Positions 06/15/00, 27947100.19, 21831748.17, 1%, 23955592.49, 3991507.70, 23955592.49, 0.00, 15253989.00, 12735772.04, S[1]=FX(L3 05/26/00-13 438 91.0737)SF(L3 05/30/00-12 664 62.1130)ED(L3 06/02/00-9 8294 94.0962)MP(S3 06/06/00-7 1878 9594.7598) S[2]=No Positions 06/16/00, 27866283.73, 22726541.88, 2%, 23958215.96, 3908067.77, 23958215.96, 0.00, 15253989.00, 12735772.04, S[1]=FX(L3 05/26/00-14 438 91.0737)SF(L3 05/30/00-13 664 62.1130)ED(L3 06/02/00-10 8294 94.0962)MP(S3 06/06/00-8 1878 9594.7598) S[2]=No Positions 06/19/00, 29745320.14, 23357114.58, 0%, 23966088.08, 5779232.06, 23966088.08, 0.00, 15253989.00, 12735772.04, S[1]=FX(L3 05/26/00-15 438 91.0737)SF(L3 05/30/00-14 664 62.1130)ED(L3 06/02/00-11 8294 94.0962)MP(S3 06/06/00-9 1878 9594.7598) S[2]=No Positions 06/20/00, 28710323.55, 24273722.06, 3%, 23968712.70, 4741610.86, 23968712.70, 0.00, 15253989.00, 12735772.04, S[1]=FX(L3 05/26/00-16 438 91.0737)SF(L3 05/30/00-15 664 62.1130)ED(L3 06/02/00-12 8294 94.0962)MP(S3 06/06/00-10 1878 9594.7598) S[2]=No Positions 06/21/00, 27926255.06, 24243613.59, 6%, 25051663.19, 2874591.87, 25051663.19, 0.00, 14307909.00, 12763148.71, S[1]=SF(L3 05/30/00-16 664 62.1130)ED(L3 06/02/00-13 8294 94.0962)MP(S3 06/06/00-11 1878 9594.7598) S[2]=No Positions 06/22/00, 25801863.40, 23161325.98, 13%, 25454595.63, 347267.77, 25454595.63, 0.00, 14891379.00, 12831306.20, S[1]=ED(L3 06/02/00-14 8294 94.0962)MP(S3 06/06/00-12 1878 9594.7598)JY(L3 06/22/00-0 762 104.1143) S[2]=No Positions 06/23/00, 27447537.99, 23319619.78, 8%, 25457383.25, 1990154.74, 25457383.25, 0.00, 14891379.00, 12831306.20, S[1]=ED(L3 06/02/00-15 8294 94.0962)MP(S3 06/06/00-13 1878 9594.7598)JY(L3 06/22/00-1 762 104.1143) S[2]=No Positions 06/26/00, 27504011.99, 23327984.49, 8%, 25465747.97, 2038264.02, 25465747.97, 0.00, 14891379.00, 12831306.20, S[1]=ED(L3 06/02/00-16 8294 94.0962)MP(S3 06/06/00-14 1878 9594.7598)JY(L3 06/22/00-2 762 104.1143) S[2]=No Positions 06/27/00, 27865180.85, 24498718.57, 6%, 25468536.82, 2396644.03, 25468536.82, 0.00, 14891379.00, 12831306.20, S[1]=ED(L3 06/02/00-17 8294 94.0962)MP(S3 06/06/00-15 1878 9594.7598)JY(L3 06/22/00-3 762 104.1143) S[2]=No Positions 06/28/00, 28433133.87, 24877107.72, 4%, 25471325.97, 2961807.90, 25471325.97, 0.00, 14891379.00, 12831306.20, S[1]=ED(L3 06/02/00-18 8294 94.0962)MP(S3 06/06/00-16 1878 9594.7598)JY(L3 06/22/00-4 762 104.1143) S[2]=No Positions 06/29/00, 27381606.84, 25025527.11, 8%, 25474115.43, 1907491.41, 25474115.43, 0.00, 14891379.00, 12831306.20, S[1]=ED(L3 06/02/00-19 8294 94.0962)MP(S3 06/06/00-17 1878 9594.7598)JY(L3 06/22/00-5 762 104.1143) S[2]=No Positions 06/30/00, 25948619.30, 24652681.80, 13%, 24336912.53, 1611706.77, 24336912.53, 0.00, 7273839.00, 13173817.90, S[1]=ED(L3 06/02/00-20 8294 94.0962) S[2]=No Positions 07/03/00, 25214425.85, 24174525.07, 15%, 24344909.08, 869516.77, 24344909.08, 0.00, 8723839.00, 13182159.48, S[1]=ED(L3 06/02/00-21 8294 94.0962)MP(L1 07/03/00-0 464 9945.6406) S[2]=No Positions 07/04/00, 26397322.35, 24177191.18, 11%, 24347575.19, 2049747.16, 24347575.19, 0.00, 8723839.00, 13182159.48, S[1]=ED(L3 06/02/00-22 8294 94.0962)MP(L1 07/03/00-1 464 9945.6406) S[2]=No Positions 07/05/00, 25536496.41, 22835681.90, 14%, 24350241.58, 1186254.83, 24350241.58, 0.00, 11124854.00, 13212648.74, S[1]=ED(L3 06/02/00-22 8294 94.0962)MP(L2 07/03/00-1 871 9945.6406)JY(S2 07/05/00-0 492 102.2750) S[2]=No Positions 07/06/00, 26496084.02, 22662740.56, 11%, 24352908.27, 2143175.75, 24352908.27, 0.00, 11666474.00, 13216778.72, S[1]=ED(L3 06/02/00-23 8294 94.0962)MP(L2 07/03/00-2 871 9945.6406)JY(S3 07/05/00-1 728 102.2750) S[2]=No Positions 07/07/00, 26771689.33, 22717295.66, 10%, 24355575.24, 2416114.09, 24355575.24, 0.00, 11666474.00, 13216778.72, S[1]=ED(L3 06/02/00-24 8294 94.0962)MP(L2 07/03/00-3 871 9945.6406)JY(S3 07/05/00-2 728 102.2750) S[2]=No Positions 07/10/00, 27702410.68, 22777028.28, 7%, 24363577.93, 3338832.75, 24363577.93, 0.00, 11666474.00, 13216778.72, S[1]=ED(L3 06/02/00-25 8294 94.0962)MP(L2 07/03/00-4 871 9945.6406)JY(S3 07/05/00-3 728 102.2750) S[2]=No Positions 07/11/00, 27353944.02, 22796494.23, 8%, 24366246.08, 2987697.95, 24366246.08, 0.00, 12985224.00, 13221904.33, S[1]=ED(L3 06/02/00-26 8294 94.0962)MP(L3 07/03/00-5 1293 9945.6406)JY(S3 07/05/00-4 728 102.2750) S[2]=No Positions 07/12/00, 27278791.63, 22851050.79, 8%, 24368914.51, 2909877.12, 24368914.51, 0.00, 12985224.00, 13221904.33, S[1]=ED(L3 06/02/00-27 8294 94.0962)MP(L3 07/03/00-6 1293 9945.6406)JY(S3 07/05/00-5 728 102.2750) S[2]=No Positions 07/13/00, 27982988.90, 22508782.93, 6%, 24371583.24, 3611405.66, 24371583.24, 0.00, 14648424.00, 13236797.47, S[1]=ED(L3 06/02/00-28 8294 94.0962)MP(L3 07/03/00-7 1293 9945.6406)JY(S3 07/05/00-6 728 102.2750)US(L2 07/13/00-0 616 91.2297) S[2]=No Positions 07/14/00, 28613584.04, 22805457.40, 4%, 24374252.27, 4239331.77, 24374252.27, 0.00, 14648424.00, 13236797.47, S[1]=ED(L3 06/02/00-29 8294 94.0962)MP(L3 07/03/00-8 1293 9945.6406)JY(S3 07/05/00-7 728 102.2750)US(L2 07/13/00-1 616 91.2297) S[2]=No Positions 07/17/00, 27675585.04, 22788391.29, 7%, 23528682.50, 4146902.54, 23528682.50, 0.00, 12985224.00, 13254122.47, S[1]=ED(L3 06/02/00-30 8294 94.0962)MP(L3 07/03/00-9 1293 9945.6406)JY(S3 07/05/00-8 728 102.2750) S[2]=No Positions 07/18/00, 28222820.10, 24398437.47, 5%, 23531259.21, 4691560.89, 23531259.21, 0.00, 12985224.00, 13254122.47, S[1]=ED(L3 06/02/00-31 8294 94.0962)MP(L3 07/03/00-10 1293 9945.6406)JY(S3 07/05/00-9 728 102.2750) S[2]=No Positions 07/19/00, 27875950.85, 24620362.80, 6%, 23533836.21, 4342114.64, 23533836.21, 0.00, 12985224.00, 13254122.47, S[1]=ED(L3 06/02/00-32 8294 94.0962)MP(L3 07/03/00-11 1293 9945.6406)JY(S3 07/05/00-10 728 102.2750) S[2]=No Positions 07/20/00, 27120580.55, 24767633.61, 9%, 25449002.37, 1671578.18, 25449002.37, 0.00, 5711386.00, 13264500.09, S[1]=MP(L3 07/03/00-12 1293 9945.6406)JY(S3 07/05/00-11 728 102.2750) S[2]=No Positions 07/21/00, 27078736.49, 23160717.68, 9%, 25451789.39, 1626947.10, 25451789.39, 0.00, 14003540.00, 13316911.56, S[1]=MP(L3 07/03/00-13 1293 9945.6406)JY(S3 07/05/00-12 728 102.2750)CD(L1 07/21/00-0 8 67.1716)ED(L2 07/21/00-0 8534 94.2675)US(L1 07/21/00-0 297 91.8335) S[2]=No Positions 07/24/00, 27920030.39, 22727197.62, 6%, 25460152.27, 2459878.12, 25460152.27, 0.00, 14016896.00, 13352024.55, S[1]=MP(L3 07/03/00-14 1293 9945.6406)JY(S3 07/05/00-13 728 102.2750)CD(L3 07/21/00-1 26 67.1716)ED(L2 07/21/00-1 8534 94.2675)US(L1 07/21/00-1 297 91.8335) S[2]=No Positions 07/25/00, 28554898.38, 22975682.80, 4%, 25462940.50, 3091957.88, 25462940.50, 0.00, 14016896.00, 13352024.55, S[1]=MP(L3 07/03/00-15 1293 9945.6406)JY(S3 07/05/00-14 728 102.2750)CD(L3 07/21/00-2 26 67.1716)ED(L2 07/21/00-2 8534 94.2675)US(L1 07/21/00-2 297 91.8335) S[2]=No Positions 07/26/00, 28913747.84, 23237071.34, 3%, 25465729.04, 3448018.80, 25465729.04, 0.00, 14016896.00, 13352024.55, S[1]=MP(L3 07/03/00-16 1293 9945.6406)JY(S3 07/05/00-15 728 102.2750)CD(L3 07/21/00-3 26 67.1716)ED(L2 07/21/00-3 8534 94.2675)US(L1 07/21/00-3 297 91.8335) S[2]=No Positions 07/27/00, 28826139.90, 23006197.15, 3%, 25468517.89, 3357622.01, 25468517.89, 0.00, 19073094.00, 13362106.01, S[1]=MP(L3 07/03/00-17 1293 9945.6406)JY(S3 07/05/00-16 728 102.2750)CD(L3 07/21/00-4 26 67.1716)ED(L3 07/21/00-4 13308 94.2675)US(L2 07/21/00-4 619 91.8335) S[2]=No Positions 07/28/00, 27930954.10, 23127039.27, 6%, 24302741.14, 3628212.96, 24302741.14, 0.00, 19053802.00, 13372900.84, S[1]=MP(L3 07/03/00-18 1293 9945.6406)JY(S3 07/05/00-17 728 102.2750)ED(L3 07/21/00-5 13308 94.2675)US(L2 07/21/00-5 619 91.8335) S[2]=No Positions 07/31/00, 27563774.49, 23135024.60, 7%, 24310726.46, 3253048.03, 24310726.46, 0.00, 19053802.00, 13372900.84, S[1]=MP(L3 07/03/00-19 1293 9945.6406)JY(S3 07/05/00-18 728 102.2750)ED(L3 07/21/00-6 13308 94.2675)US(L2 07/21/00-6 619 91.8335) S[2]=No Positions 08/01/00, 27155574.79, 22657962.84, 9%, 24313388.82, 2842185.97, 24313388.82, 0.00, 19059738.00, 13376097.86, S[1]=MP(L3 07/03/00-20 1293 9945.6406)JY(S3 07/05/00-19 728 102.2750)ED(L3 07/21/00-7 13308 94.2675)US(L2 07/21/00-7 619 91.8335)CD(S1 08/01/00-0 8 66.3360) S[2]=No Positions 08/02/00, 27132338.98, 22174476.52, 9%, 24316051.47, 2816287.51, 24316051.47, 0.00, 19656708.00, 13379112.74, S[1]=MP(L3 07/03/00-21 1293 9945.6406)JY(S3 07/05/00-20 728 102.2750)ED(L3 07/21/00-8 13308 94.2675)US(L2 07/21/00-8 619 91.8335)CD(S1 08/01/00-1 8 66.3360)BP(S1 08/02/00-0 402 143.0280) S[2]=No Positions 08/03/00, 27439292.92, 24106274.24, 8%, 24318714.41, 3120578.51, 24318714.41, 0.00, 19656708.00, 13379112.74, S[1]=MP(L3 07/03/00-22 1293 9945.6406)JY(S3 07/05/00-21 728 102.2750)ED(L3 07/21/00-9 13308 94.2675)US(L2 07/21/00-9 619 91.8335)CD(S1 08/01/00-2 8 66.3360)BP(S1 08/02/00-1 402 143.0280) S[2]=No Positions 08/04/00, 27114127.95, 24183671.81, 9%, 23826706.79, 3287421.16, 23826706.79, 0.00, 19059738.00, 13382557.00, S[1]=MP(L3 07/03/00-23 1293 9945.6406)JY(S3 07/05/00-22 728 102.2750)ED(L3 07/21/00-10 13308 94.2675)US(L2 07/21/00-10 619 91.8335)CD(S1 08/01/00-3 8 66.3360) S[2]=No Positions 08/07/00, 28851595.06, 23891168.08, 3%, 23834535.70, 5017059.36, 23834535.70, 0.00, 19064932.00, 13384367.99, S[1]=MP(L3 07/03/00-24 1293 9945.6406)JY(S3 07/05/00-23 728 102.2750)ED(L3 07/21/00-11 13308 94.2675)US(L2 07/21/00-11 619 91.8335)CD(S2 08/01/00-4 15 66.3360) S[2]=No Positions 08/08/00, 28761321.60, 23893778.29, 3%, 23837145.91, 4924175.70, 23837145.91, 0.00, 19064932.00, 13384367.99, S[1]=MP(L3 07/03/00-25 1293 9945.6406)JY(S3 07/05/00-24 728 102.2750)ED(L3 07/21/00-12 13308 94.2675)US(L2 07/21/00-12 619 91.8335)CD(S2 08/01/00-5 15 66.3360) S[2]=No Positions 08/09/00, 29085310.36, 23421039.77, 2%, 23839756.40, 5245553.96, 23839756.40, 0.00, 19535812.00, 13386820.39, S[1]=MP(L3 07/03/00-26 1293 9945.6406)JY(S3 07/05/00-25 728 102.2750)ED(L3 07/21/00-13 13308 94.2675)US(L2 07/21/00-13 619 91.8335)CD(S2 08/01/00-6 15 66.3360)FX(S1 08/09/00-0 218 88.3410) S[2]=No Positions 08/10/00, 28196532.11, 23513307.74, 5%, 23055248.86, 5141283.26, 23055248.86, 0.00, 19524682.00, 13393607.34, S[1]=MP(L3 07/03/00-27 1293 9945.6406)JY(S3 07/05/00-26 728 102.2750)ED(L3 07/21/00-14 13308 94.2675)US(L2 07/21/00-14 619 91.8335)FX(S1 08/09/00-1 218 88.3410) S[2]=No Positions 08/11/00, 28729543.87, 23113819.95, 3%, 23057773.72, 5671770.14, 23057773.72, 0.00, 20124892.00, 13399917.66, S[1]=MP(L3 07/03/00-28 1293 9945.6406)JY(S3 07/05/00-27 728 102.2750)ED(L3 07/21/00-15 13308 94.2675)US(L2 07/21/00-15 619 91.8335)FX(S1 08/09/00-2 218 88.3410)SF(S1 08/11/00-0 342 60.2829) S[2]=No Positions 08/14/00, 28877553.00, 23198771.21, 3%, 23065349.98, 5812203.02, 23065349.98, 0.00, 20124892.00, 13399917.66, S[1]=MP(L3 07/03/00-29 1293 9945.6406)JY(S3 07/05/00-28 728 102.2750)ED(L3 07/21/00-16 13308 94.2675)US(L2 07/21/00-16 619 91.8335)FX(S1 08/09/00-3 218 88.3410)SF(S1 08/11/00-1 342 60.2829) S[2]=No Positions 08/15/00, 29598512.16, 23533814.42, 0%, 23067875.95, 6530636.21, 23067875.95, 0.00, 20124892.00, 13399917.66, S[1]=MP(L3 07/03/00-30 1293 9945.6406)JY(S3 07/05/00-29 728 102.2750)ED(L3 07/21/00-17 13308 94.2675)US(L2 07/21/00-17 619 91.8335)FX(S1 08/09/00-4 218 88.3410)SF(S1 08/11/00-2 342 60.2829) S[2]=No Positions 08/16/00, 28884801.48, 24734225.42, 3%, 22591331.87, 6293469.61, 22591331.87, 0.00, 19654012.00, 13400860.70, S[1]=MP(L3 07/03/00-31 1293 9945.6406)JY(S3 07/05/00-30 728 102.2750)ED(L3 07/21/00-18 13308 94.2675)US(L2 07/21/00-18 619 91.8335)SF(S1 08/11/00-3 342 60.2829) S[2]=No Positions 08/17/00, 28587709.30, 25202985.04, 4%, 22593805.93, 5993903.38, 22593805.93, 0.00, 19654012.00, 13400860.70, S[1]=MP(L3 07/03/00-32 1293 9945.6406)JY(S3 07/05/00-31 728 102.2750)ED(L3 07/21/00-19 13308 94.2675)US(L2 07/21/00-19 619 91.8335)SF(S1 08/11/00-4 342 60.2829) S[2]=No Positions 08/18/00, 28987944.95, 25512954.66, 3%, 22596280.26, 6391664.70, 22596280.26, 0.00, 20249496.00, 13402364.39, S[1]=MP(L3 07/03/00-33 1293 9945.6406)JY(S3 07/05/00-32 728 102.2750)ED(L3 07/21/00-20 13308 94.2675)US(L2 07/21/00-20 619 91.8335)SF(S1 08/11/00-5 342 60.2829)BP(S1 08/18/00-0 401 143.0940) S[2]=No Positions 08/21/00, 28672674.28, 25097958.54, 4%, 22603704.88, 6068969.40, 22603704.88, 0.00, 20856726.00, 13409284.38, S[1]=MP(L3 07/03/00-34 1293 9945.6406)JY(S3 07/05/00-33 728 102.2750)ED(L3 07/21/00-21 13308 94.2675)US(L2 07/21/00-21 619 91.8335)SF(S2 08/11/00-6 688 60.2829)BP(S1 08/18/00-1 401 143.0940) S[2]=No Positions 08/22/00, 29322412.89, 25294383.96, 1%, 22606180.30, 6716232.60, 22606180.30, 0.00, 20856726.00, 13409284.38, S[1]=MP(L3 07/03/00-35 1293 9945.6406)JY(S3 07/05/00-34 728 102.2750)ED(L3 07/21/00-22 13308 94.2675)US(L2 07/21/00-22 619 91.8335)SF(S2 08/11/00-7 688 60.2829)BP(S1 08/18/00-2 401 143.0940) S[2]=No Positions 08/23/00, 27966318.61, 24030250.89, 6%, 23568592.33, 4397726.27, 23568592.33, 0.00, 21079340.00, 13666151.78, S[1]=MP(L3 07/03/00-36 1293 9945.6406)ED(L3 07/21/00-23 13308 94.2675)US(L2 07/21/00-23 619 91.8335)SF(S2 08/11/00-8 688 60.2829)BP(S1 08/18/00-3 401 143.0940)JY(L3 08/23/00-0 825 101.0280) S[2]=No Positions 08/24/00, 29083373.43, 24032831.97, 2%, 23571173.42, 5512200.02, 23571173.42, 0.00, 21079340.00, 13666151.78, S[1]=MP(L3 07/03/00-37 1293 9945.6406)ED(L3 07/21/00-24 13308 94.2675)US(L2 07/21/00-24 619 91.8335)SF(S2 08/11/00-9 688 60.2829)BP(S1 08/18/00-4 401 143.0940)JY(L3 08/23/00-1 825 101.0280) S[2]=No Positions 08/25/00, 29565015.38, 23749518.73, 1%, 23573754.79, 5991260.59, 23573754.79, 0.00, 22329708.00, 13682992.17, S[1]=MP(L3 07/03/00-38 1293 9945.6406)ED(L3 07/21/00-25 13308 94.2675)US(L2 07/21/00-25 619 91.8335)SF(S2 08/11/00-10 688 60.2829)BP(S3 08/18/00-5 1243 143.0940)JY(L3 08/23/00-2 825 101.0280) S[2]=No Positions 08/28/00, 30026983.02, 23840266.93, 0%, 23581500.58, 6445482.44, 23581500.58, 0.00, 22329708.00, 13682992.17, S[1]=MP(L3 07/03/00-39 1293 9945.6406)ED(L3 07/21/00-26 13308 94.2675)US(L2 07/21/00-26 619 91.8335)SF(S2 08/11/00-11 688 60.2829)BP(S3 08/18/00-6 1243 143.0940)JY(L3 08/23/00-3 825 101.0280) S[2]=No Positions 08/29/00, 29954717.68, 23455046.52, 0%, 23584083.08, 6370634.59, 23584083.08, 0.00, 22845948.00, 13691586.43, S[1]=MP(L3 07/03/00-40 1293 9945.6406)ED(L3 07/21/00-27 13308 94.2675)US(L2 07/21/00-27 619 91.8335)SF(S2 08/11/00-12 688 60.2829)BP(S3 08/18/00-7 1243 143.0940)JY(L3 08/23/00-4 825 101.0280)FX(S1 08/29/00-0 239 87.8689) S[2]=No Positions 08/30/00, 31817874.49, 23446047.00, 0%, 23796747.43, 8021127.07, 23796747.43, 0.00, 21174648.00, 13695455.18, S[1]=MP(L3 07/03/00-41 1293 9945.6406)ED(L3 07/21/00-28 13308 94.2675)SF(S2 08/11/00-13 688 60.2829)BP(S3 08/18/00-8 1243 143.0940)JY(L3 08/23/00-5 825 101.0280)FX(S1 08/29/00-1 239 87.8689) S[2]=No Positions 08/31/00, 31573425.56, 23586279.10, 1%, 23799353.50, 7774072.06, 23799353.50, 0.00, 21174648.00, 13695455.18, S[1]=MP(L3 07/03/00-42 1293 9945.6406)ED(L3 07/21/00-29 13308 94.2675)SF(S2 08/11/00-14 688 60.2829)BP(S3 08/18/00-9 1243 143.0940)JY(L3 08/23/00-6 825 101.0280)FX(S1 08/29/00-2 239 87.8689) S[2]=No Positions 09/01/00, 32482989.14, 23186723.03, 0%, 23801959.85, 8681029.29, 23801959.85, 0.00, 23097048.00, 13710881.61, S[1]=MP(L3 07/03/00-43 1293 9945.6406)ED(L3 07/21/00-30 13308 94.2675)SF(S2 08/11/00-15 688 60.2829)BP(S3 08/18/00-10 1243 143.0940)JY(L3 08/23/00-7 825 101.0280)FX(S1 08/29/00-3 239 87.8689)US(L2 09/01/00-0 712 93.7800) S[2]=No Positions 09/04/00, 32688233.57, 23194543.81, 0%, 23809780.63, 8878452.93, 23809780.63, 0.00, 23097048.00, 13710881.61, S[1]=MP(L3 07/03/00-44 1293 9945.6406)ED(L3 07/21/00-31 13308 94.2675)SF(S2 08/11/00-16 688 60.2829)BP(S3 08/18/00-11 1243 143.0940)JY(L3 08/23/00-8 825 101.0280)FX(S1 08/29/00-4 239 87.8689)US(L2 09/01/00-1 712 93.7800) S[2]=No Positions 09/05/00, 32690841.06, 23541500.33, 0%, 23812388.13, 8878452.93, 23812388.13, 0.00, 23097048.00, 13710881.61, S[1]=MP(L3 07/03/00-44 1293 9945.6406)ED(L3 07/21/00-31 13308 94.2675)SF(S2 08/11/00-16 688 60.2829)BP(S3 08/18/00-11 1243 143.0940)JY(L3 08/23/00-8 825 101.0280)FX(S1 08/29/00-4 239 87.8689)US(L2 09/01/00-1 712 93.7800) S[2]=No Positions 09/06/00, 33573915.89, 25021878.02, 0%, 23814995.91, 9758919.98, 23814995.91, 0.00, 23097048.00, 13710881.61, S[1]=MP(L3 07/03/00-45 1293 9945.6406)ED(L3 07/21/00-32 13308 94.2675)SF(S2 08/11/00-17 688 60.2829)BP(S3 08/18/00-12 1243 143.0940)JY(L3 08/23/00-9 825 101.0280)FX(S1 08/29/00-5 239 87.8689)US(L2 09/01/00-2 712 93.7800) S[2]=No Positions 09/07/00, 34834973.43, 25496142.16, 0%, 23817603.98, 11017369.45, 23817603.98, 0.00, 23097048.00, 13710881.61, S[1]=MP(L3 07/03/00-46 1293 9945.6406)ED(L3 07/21/00-33 13308 94.2675)SF(S2 08/11/00-18 688 60.2829)BP(S3 08/18/00-13 1243 143.0940)JY(L3 08/23/00-10 825 101.0280)FX(S1 08/29/00-6 239 87.8689)US(L2 09/01/00-3 712 93.7800) S[2]=No Positions 09/08/00, 35549936.23, 25964868.41, 0%, 23820212.34, 11729723.89, 23820212.34, 0.00, 23097048.00, 13710881.61, S[1]=MP(L3 07/03/00-47 1293 9945.6406)ED(L3 07/21/00-34 13308 94.2675)SF(S2 08/11/00-19 688 60.2829)BP(S3 08/18/00-14 1243 143.0940)JY(L3 08/23/00-11 825 101.0280)FX(S1 08/29/00-7 239 87.8689)US(L2 09/01/00-4 712 93.7800) S[2]=No Positions 09/11/00, 36192090.95, 26962457.49, 0%, 22967778.71, 13224312.24, 22967778.71, 0.00, 21174648.00, 13719536.62, S[1]=MP(L3 07/03/00-48 1293 9945.6406)ED(L3 07/21/00-35 13308 94.2675)SF(S2 08/11/00-20 688 60.2829)BP(S3 08/18/00-15 1243 143.0940)JY(L3 08/23/00-12 825 101.0280)FX(S1 08/29/00-8 239 87.8689) S[2]=No Positions 09/12/00, 36981771.08, 27897718.52, 0%, 23019068.87, 13962702.21, 23019068.87, 0.00, 19281276.00, 13759755.31, S[1]=MP(L3 07/03/00-49 1293 9945.6406)ED(L3 07/21/00-36 13308 94.2675)SF(S2 08/11/00-21 688 60.2829)BP(S3 08/18/00-16 1243 143.0940)FX(S1 08/29/00-9 239 87.8689) S[2]=No Positions 09/13/00, 36829634.55, 27946850.03, 0%, 23021589.77, 13808044.77, 23021589.77, 0.00, 19281276.00, 13759755.31, S[1]=MP(L3 07/03/00-50 1293 9945.6406)ED(L3 07/21/00-37 13308 94.2675)SF(S2 08/11/00-22 688 60.2829)BP(S3 08/18/00-17 1243 143.0940)FX(S1 08/29/00-10 239 87.8689) S[2]=No Positions 09/14/00, 35776758.88, 27133160.55, 3%, 23024110.95, 12752647.92, 23024110.95, 0.00, 21290076.00, 13785356.13, S[1]=MP(L3 07/03/00-51 1293 9945.6406)ED(L3 07/21/00-38 13308 94.2675)SF(S2 08/11/00-23 688 60.2829)BP(S3 08/18/00-18 1243 143.0940)FX(S1 08/29/00-11 239 87.8689)US(S2 09/14/00-0 744 92.4175) S[2]=No Positions 09/15/00, 35874831.94, 27343964.84, 3%, 24651643.13, 11223188.81, 24651643.13, 0.00, 18191752.00, 13852331.51, S[1]=ED(L3 07/21/00-39 13308 94.2675)SF(S2 08/11/00-24 688 60.2829)BP(S3 08/18/00-19 1243 143.0940)FX(S1 08/29/00-12 239 87.8689)US(S3 09/14/00-1 1093 92.4175) S[2]=No Positions 09/18/00, 38093862.74, 29135841.36, 0%, 24659743.09, 13434119.65, 24659743.09, 0.00, 18191752.00, 13852331.51, S[1]=ED(L3 07/21/00-40 13308 94.2675)SF(S2 08/11/00-25 688 60.2829)BP(S3 08/18/00-20 1243 143.0940)FX(S1 08/29/00-13 239 87.8689)US(S3 09/14/00-2 1093 92.4175) S[2]=No Positions 09/19/00, 38864330.11, 29879175.50, 0%, 24662443.67, 14201886.43, 24662443.67, 0.00, 18191752.00, 13852331.51, S[1]=ED(L3 07/21/00-41 13308 94.2675)SF(S2 08/11/00-26 688 60.2829)BP(S3 08/18/00-21 1243 143.0940)FX(S1 08/29/00-14 239 87.8689)US(S3 09/14/00-3 1093 92.4175) S[2]=No Positions 09/20/00, 38112483.22, 30885910.80, 2%, 24665144.55, 13447338.67, 24665144.55, 0.00, 18191752.00, 13852331.51, S[1]=ED(L3 07/21/00-42 13308 94.2675)SF(S2 08/11/00-27 688 60.2829)BP(S3 08/18/00-22 1243 143.0940)FX(S1 08/29/00-15 239 87.8689)US(S3 09/14/00-4 1093 92.4175) S[2]=No Positions 09/21/00, 38479362.24, 31192773.79, 1%, 24667845.72, 13811516.52, 24667845.72, 0.00, 18191752.00, 13852331.51, S[1]=ED(L3 07/21/00-43 13308 94.2675)SF(S2 08/11/00-28 688 60.2829)BP(S3 08/18/00-23 1243 143.0940)FX(S1 08/29/00-16 239 87.8689)US(S3 09/14/00-5 1093 92.4175) S[2]=No Positions 09/22/00, 30296240.09, 27411578.66, 22%, 25586376.65, 4709863.45, 25586376.65, 0.00, 14622219.00, 17609203.40, S[1]=ED(L3 07/21/00-44 13308 94.2675)US(S3 09/14/00-6 1093 92.4175) S[2]=No Positions 09/25/00, 30224888.77, 27245071.74, 22%, 25594783.75, 4630105.02, 25594783.75, 0.00, 14628897.00, 17610680.37, S[1]=ED(L3 07/21/00-45 13308 94.2675)US(S3 09/14/00-7 1093 92.4175)CD(S1 09/25/00-0 9 66.2048) S[2]=No Positions 09/26/00, 29185694.70, 27065102.74, 25%, 28618505.79, 567188.91, 28618505.79, 0.00, 2957781.00, 17627306.23, S[1]=US(S3 09/14/00-8 1093 92.4175)CD(S1 09/25/00-1 9 66.2048) S[2]=No Positions 09/27/00, 27966095.58, 26335641.03, 28%, 28621639.91, -655544.33, 28621639.91, 0.00, 2972621.00, 17642579.52, S[1]=US(S3 09/14/00-9 1093 92.4175)CD(S3 09/25/00-2 29 66.2048) S[2]=No Positions 09/28/00, 29665434.35, 27196167.42, 24%, 28624774.37, 1040659.98, 28624774.37, 0.00, 2972621.00, 17642579.52, S[1]=US(S3 09/14/00-10 1093 92.4175)CD(S3 09/25/00-3 29 66.2048) S[2]=No Positions 09/29/00, 29305361.57, 26295133.62, 25%, 28627909.18, 677452.39, 28627909.18, 0.00, 4675511.00, 17650927.39, S[1]=US(S3 09/14/00-11 1093 92.4175)CD(S3 09/25/00-4 29 66.2048)JY(S2 09/29/00-0 742 99.3610) S[2]=No Positions 10/02/00, 29851795.30, 26023782.43, 23%, 28637315.66, 1214479.65, 28637315.66, 0.00, 5513186.00, 17660406.26, S[1]=US(S3 09/14/00-12 1093 92.4175)CD(S3 09/25/00-5 29 66.2048)JY(S3 09/29/00-1 1107 99.3610) S[2]=No Positions 10/03/00, 31949196.87, 26026918.61, 18%, 28640451.84, 3308745.03, 28640451.84, 0.00, 5513186.00, 17660406.26, S[1]=US(S3 09/14/00-13 1093 92.4175)CD(S3 09/25/00-6 29 66.2048)JY(S3 09/29/00-2 1107 99.3610) S[2]=No Positions 10/04/00, 31656921.64, 26030055.13, 19%, 28643588.36, 3013333.28, 28643588.36, 0.00, 5513186.00, 17660406.26, S[1]=US(S3 09/14/00-14 1093 92.4175)CD(S3 09/25/00-7 29 66.2048)JY(S3 09/29/00-3 1107 99.3610) S[2]=No Positions 10/05/00, 31249040.12, 26033191.99, 20%, 28646725.22, 2602314.90, 28646725.22, 0.00, 5513186.00, 17660406.26, S[1]=US(S3 09/14/00-15 1093 92.4175)CD(S3 09/25/00-8 29 66.2048)JY(S3 09/29/00-4 1107 99.3610) S[2]=No Positions 10/06/00, 30615301.15, 26036329.20, 21%, 28649862.43, 1965438.72, 28649862.43, 0.00, 5513186.00, 17660406.26, S[1]=US(S3 09/14/00-16 1093 92.4175)CD(S3 09/25/00-9 29 66.2048)JY(S3 09/29/00-5 1107 99.3610) S[2]=No Positions 10/09/00, 30443130.33, 26045742.89, 22%, 28659276.12, 1783854.21, 28659276.12, 0.00, 5513186.00, 17660406.26, S[1]=US(S3 09/14/00-17 1093 92.4175)CD(S3 09/25/00-10 29 66.2048)JY(S3 09/29/00-6 1107 99.3610) S[2]=No Positions 10/10/00, 30302812.07, 26007893.38, 22%, 28672194.32, 1630617.75, 28672194.32, 0.00, 2562086.00, 17687731.26, S[1]=CD(S3 09/25/00-10 29 66.2048)JY(S3 09/29/00-6 1107 99.3610) S[2]=No Positions 10/11/00, 28758074.77, 26775069.18, 26%, 28675334.32, 82740.45, 28675334.32, 0.00, 2562086.00, 17687731.26, S[1]=CD(S3 09/25/00-11 29 66.2048)JY(S3 09/29/00-7 1107 99.3610) S[2]=No Positions 10/12/00, 27330959.66, 25745851.57, 30%, 28678474.66, -1347515.00, 28678474.66, 0.00, 22731332.00, 17791297.01, S[1]=CD(S3 09/25/00-12 29 66.2048)JY(S3 09/29/00-8 1107 99.3610)ED(L3 10/12/00-0 22998 94.4121) S[2]=No Positions 10/13/00, 29600061.12, 25942726.97, 24%, 28681615.35, 918445.77, 28681615.35, 0.00, 22731332.00, 17791297.01, S[1]=CD(S3 09/25/00-13 29 66.2048)JY(S3 09/29/00-9 1107 99.3610)ED(L3 10/12/00-1 22998 94.4121) S[2]=No Positions 10/16/00, 29635085.13, 25952151.09, 24%, 28691039.47, 944045.66, 28691039.47, 0.00, 22731332.00, 17791297.01, S[1]=CD(S3 09/25/00-14 29 66.2048)JY(S3 09/29/00-10 1107 99.3610)ED(L3 10/12/00-2 22998 94.4121) S[2]=No Positions 10/17/00, 31403872.71, 25955293.16, 19%, 28694181.53, 2709691.17, 28694181.53, 0.00, 22731332.00, 17791297.01, S[1]=CD(S3 09/25/00-15 29 66.2048)JY(S3 09/29/00-11 1107 99.3610)ED(L3 10/12/00-3 22998 94.4121) S[2]=No Positions 10/18/00, 32230555.33, 25958435.56, 17%, 28697323.94, 3533231.39, 28697323.94, 0.00, 22731332.00, 17791297.01, S[1]=CD(S3 09/25/00-16 29 66.2048)JY(S3 09/29/00-12 1107 99.3610)ED(L3 10/12/00-4 22998 94.4121) S[2]=No Positions 10/19/00, 31523233.67, 25961578.31, 19%, 28700466.69, 2822766.98, 28700466.69, 0.00, 22731332.00, 17791297.01, S[1]=CD(S3 09/25/00-17 29 66.2048)JY(S3 09/29/00-13 1107 99.3610)ED(L3 10/12/00-5 22998 94.4121) S[2]=No Positions 10/20/00, 31649235.09, 25964721.41, 19%, 28703609.79, 2945625.31, 28703609.79, 0.00, 22731332.00, 17791297.01, S[1]=CD(S3 09/25/00-18 29 66.2048)JY(S3 09/29/00-14 1107 99.3610)ED(L3 10/12/00-6 22998 94.4121) S[2]=No Positions 10/23/00, 32393113.72, 25740124.10, 17%, 28713041.14, 3680072.58, 28713041.14, 0.00, 25080332.00, 17810181.90, S[1]=CD(S3 09/25/00-19 29 66.2048)JY(S3 09/29/00-15 1107 99.3610)ED(L3 10/12/00-7 22998 94.4121)US(L2 10/23/00-0 870 94.0315) S[2]=No Positions 10/24/00, 31660267.30, 26178272.99, 19%, 28716185.61, 2944081.69, 28716185.61, 0.00, 25080332.00, 17810181.90, S[1]=CD(S3 09/25/00-20 29 66.2048)JY(S3 09/29/00-16 1107 99.3610)ED(L3 10/12/00-8 22998 94.4121)US(L2 10/23/00-1 870 94.0315) S[2]=No Positions 10/25/00, 30909662.02, 26616422.24, 20%, 28719330.43, 2190331.59, 28719330.43, 0.00, 25080332.00, 17810181.90, S[1]=CD(S3 09/25/00-21 29 66.2048)JY(S3 09/29/00-17 1107 99.3610)ED(L3 10/12/00-9 22998 94.4121)US(L2 10/23/00-2 870 94.0315) S[2]=No Positions 10/26/00, 30788422.72, 27370657.90, 21%, 28722475.59, 2065947.13, 28722475.59, 0.00, 25080332.00, 17810181.90, S[1]=CD(S3 09/25/00-22 29 66.2048)JY(S3 09/29/00-18 1107 99.3610)ED(L3 10/12/00-10 22998 94.4121)US(L2 10/23/00-3 870 94.0315) S[2]=No Positions 10/27/00, 31900051.01, 27431815.80, 18%, 28725621.09, 3174429.91, 28725621.09, 0.00, 25080332.00, 17810181.90, S[1]=CD(S3 09/25/00-23 29 66.2048)JY(S3 09/29/00-19 1107 99.3610)ED(L3 10/12/00-11 22998 94.4121)US(L2 10/23/00-4 870 94.0315) S[2]=No Positions 10/30/00, 32337592.73, 27441254.38, 17%, 28735059.68, 3602533.05, 28735059.68, 0.00, 25080332.00, 17810181.90, S[1]=CD(S3 09/25/00-24 29 66.2048)JY(S3 09/29/00-20 1107 99.3610)ED(L3 10/12/00-12 22998 94.4121)US(L2 10/23/00-5 870 94.0315) S[2]=No Positions 10/31/00, 32768693.92, 27421610.80, 16%, 27698397.17, 5070296.75, 27698397.17, 0.00, 22731332.00, 17821983.50, S[1]=CD(S3 09/25/00-25 29 66.2048)JY(S3 09/29/00-21 1107 99.3610)ED(L3 10/12/00-13 22998 94.4121) S[2]=No Positions 11/01/00, 31768144.83, 28005827.18, 18%, 27701430.52, 4066714.31, 27701430.52, 0.00, 22731332.00, 17821983.50, S[1]=CD(S3 09/25/00-26 29 66.2048)JY(S3 09/29/00-22 1107 99.3610)ED(L3 10/12/00-14 22998 94.4121) S[2]=No Positions 11/02/00, 31899261.22, 28008860.87, 18%, 27704464.21, 4194797.01, 27704464.21, 0.00, 22731332.00, 17821983.50, S[1]=CD(S3 09/25/00-27 29 66.2048)JY(S3 09/29/00-23 1107 99.3610)ED(L3 10/12/00-15 22998 94.4121) S[2]=No Positions 11/03/00, 28469691.02, 25677163.02, 27%, 24997446.80, 3472244.22, 24997446.80, 0.00, 1875881.00, 18784733.04, S[1]=CD(S3 09/25/00-28 29 66.2048)JY(L2 11/03/00-0 808 100.2000) S[2]=No Positions 11/06/00, 29781800.03, 26120358.91, 23%, 25005660.39, 4776139.64, 25005660.39, 0.00, 1875881.00, 18784733.04, S[1]=CD(S3 09/25/00-29 29 66.2048)JY(L2 11/03/00-1 808 100.2000) S[2]=No Positions 11/07/00, 29108138.42, 26413115.08, 25%, 25008398.85, 4099739.57, 25008398.85, 0.00, 1875881.00, 18784733.04, S[1]=CD(S3 09/25/00-30 29 66.2048)JY(L2 11/03/00-2 808 100.2000) S[2]=No Positions 11/08/00, 29318401.12, 25416695.40, 25%, 25011137.61, 4307263.51, 25011137.61, 0.00, 7717503.00, 18791661.05, S[1]=CD(S3 09/25/00-31 29 66.2048)JY(L2 11/03/00-3 808 100.2000)BP(S1 11/08/00-0 310 136.4218)ED(S1 11/08/00-0 6136 94.3750) S[2]=No Positions 11/09/00, 29332832.27, 25784333.41, 25%, 23336126.17, 5996706.10, 23336126.17, 0.00, 939251.00, 18806706.84, S[1]=CD(S3 09/25/00-32 29 66.2048)BP(S2 11/08/00-1 618 136.4218) S[2]=No Positions 11/10/00, 29598257.22, 25494577.18, 24%, 23338681.79, 6259575.42, 23338681.79, 0.00, 2892376.00, 18817620.23, S[1]=CD(S3 09/25/00-33 29 66.2048)BP(S2 11/08/00-2 618 136.4218)MP(L1 11/10/00-0 625 10196.5693) S[2]=No Positions 11/13/00, 29388243.24, 24904570.10, 24%, 23346350.35, 6041892.89, 23346350.35, 0.00, 6704876.00, 18835352.23, S[1]=CD(S3 09/25/00-34 29 66.2048)BP(S2 11/08/00-3 618 136.4218)MP(L3 11/10/00-1 1845 10196.5693) S[2]=No Positions 11/14/00, 29286842.94, 25197122.42, 25%, 23348907.10, 5937935.84, 23348907.10, 0.00, 6704876.00, 18835352.23, S[1]=CD(S3 09/25/00-35 29 66.2048)BP(S2 11/08/00-4 618 136.4218)MP(L3 11/10/00-2 1845 10196.5693) S[2]=No Positions 11/15/00, 29826044.74, 25283788.70, 23%, 23351464.12, 6474580.62, 23351464.12, 0.00, 7455341.00, 18837568.56, S[1]=CD(S3 09/25/00-36 29 66.2048)BP(S2 11/08/00-5 618 136.4218)MP(L3 11/10/00-3 1845 10196.5693)JY(S1 11/15/00-0 327 98.1988) S[2]=No Positions 11/16/00, 31623547.90, 25286346.01, 19%, 23354021.43, 8269526.47, 23354021.43, 0.00, 7455341.00, 18837568.56, S[1]=CD(S3 09/25/00-37 29 66.2048)BP(S2 11/08/00-6 618 136.4218)MP(L3 11/10/00-4 1845 10196.5693)JY(S1 11/15/00-1 327 98.1988) S[2]=No Positions 11/17/00, 31930777.04, 25433890.32, 18%, 23356579.02, 8574198.02, 23356579.02, 0.00, 7455341.00, 18837568.56, S[1]=CD(S3 09/25/00-38 29 66.2048)BP(S2 11/08/00-7 618 136.4218)MP(L3 11/10/00-5 1845 10196.5693)JY(S1 11/15/00-2 327 98.1988) S[2]=No Positions 11/20/00, 32444136.85, 25532089.47, 17%, 23364253.46, 9079883.40, 23364253.46, 0.00, 7455341.00, 18837568.56, S[1]=CD(S3 09/25/00-39 29 66.2048)BP(S2 11/08/00-8 618 136.4218)MP(L3 11/10/00-6 1845 10196.5693)JY(S1 11/15/00-3 327 98.1988) S[2]=No Positions 11/21/00, 33406185.47, 26404657.02, 14%, 23366812.16, 10039373.30, 23366812.16, 0.00, 7455341.00, 18837568.56, S[1]=CD(S3 09/25/00-40 29 66.2048)BP(S2 11/08/00-9 618 136.4218)MP(L3 11/10/00-7 1845 10196.5693)JY(S1 11/15/00-4 327 98.1988) S[2]=No Positions 11/22/00, 32185064.45, 25700627.43, 17%, 23369371.15, 8815693.30, 23369371.15, 0.00, 10314641.00, 18872855.90, S[1]=CD(S3 09/25/00-41 29 66.2048)BP(S2 11/08/00-10 618 136.4218)MP(L3 11/10/00-8 1845 10196.5693)JY(S1 11/15/00-5 327 98.1988)US(L3 11/22/00-0 1059 94.3718) S[2]=No Positions 11/23/00, 33454383.53, 25703186.69, 14%, 23371930.42, 10082453.11, 23371930.42, 0.00, 10314641.00, 18872855.90, S[1]=CD(S3 09/25/00-42 29 66.2048)BP(S2 11/08/00-11 618 136.4218)MP(L3 11/10/00-9 1845 10196.5693)JY(S1 11/15/00-6 327 98.1988)US(L3 11/22/00-1 1059 94.3718) S[2]=No Positions 11/24/00, 32135838.21, 25385989.04, 17%, 29124821.22, 3011016.99, 29124821.22, 0.00, 15613882.00, 18882435.01, S[1]=BP(S2 11/08/00-11 618 136.4218)MP(L3 11/10/00-9 1845 10196.5693)JY(S1 11/15/00-6 327 98.1988)US(L3 11/22/00-1 1059 94.3718)ED(S1 11/24/00-0 6067 94.3780) S[2]=No Positions 11/27/00, 32389639.06, 25206611.24, 17%, 29134390.97, 3255248.09, 29134390.97, 0.00, 22308900.00, 18883177.60, S[1]=BP(S2 11/08/00-12 618 136.4218)MP(L3 11/10/00-10 1845 10196.5693)JY(S1 11/15/00-7 327 98.1988)US(L3 11/22/00-2 1059 94.3718)ED(S2 11/24/00-1 13701 94.3780) S[2]=No Positions 11/28/00, 31736308.88, 26620493.72, 18%, 29137581.59, 2598727.30, 29137581.59, 0.00, 22308900.00, 18883177.60, S[1]=BP(S2 11/08/00-13 618 136.4218)MP(L3 11/10/00-11 1845 10196.5693)JY(S1 11/15/00-8 327 98.1988)US(L3 11/22/00-3 1059 94.3718)ED(S2 11/24/00-2 13701 94.3780) S[2]=No Positions 11/29/00, 30301339.22, 26794789.19, 22%, 28005403.55, 2295935.68, 28005403.55, 0.00, 10293123.00, 18914050.30, S[1]=BP(S2 11/08/00-14 618 136.4218)MP(L3 11/10/00-12 1845 10196.5693)JY(S1 11/15/00-9 327 98.1988)US(L3 11/22/00-4 1059 94.3718) S[2]=No Positions 11/30/00, 28758035.67, 24448532.33, 26%, 28008470.52, 749565.15, 28008470.52, 0.00, 24920960.00, 19140683.87, S[1]=BP(S2 11/08/00-15 618 136.4218)MP(L3 11/10/00-13 1845 10196.5693)JY(S1 11/15/00-10 327 98.1988)US(L3 11/22/00-5 1059 94.3718)ED(L2 11/30/00-0 14224 94.4327)SF(L3 11/30/00-0 1227 59.1120) S[2]=No Positions 12/01/00, 32319701.03, 24196614.60, 17%, 27461104.34, 4858596.68, 27461104.34, 0.00, 24003230.00, 19387883.64, S[1]=MP(L3 11/10/00-14 1845 10196.5693)JY(S1 11/15/00-11 327 98.1988)US(L3 11/22/00-6 1059 94.3718)ED(L2 11/30/00-1 14224 94.4327)SF(L3 11/30/00-1 1227 59.1120) S[2]=No Positions 12/04/00, 32496119.64, 24888775.32, 16%, 27470127.43, 5025992.20, 27470127.43, 0.00, 24003230.00, 19387883.64, S[1]=MP(L3 11/10/00-15 1845 10196.5693)JY(S1 11/15/00-12 327 98.1988)US(L3 11/22/00-7 1059 94.3718)ED(L2 11/30/00-2 14224 94.4327)SF(L3 11/30/00-2 1227 59.1120) S[2]=No Positions 12/05/00, 33341922.90, 25454058.93, 14%, 27473135.79, 5868787.11, 27473135.79, 0.00, 24003230.00, 19387883.64, S[1]=MP(L3 11/10/00-16 1845 10196.5693)JY(S1 11/15/00-13 327 98.1988)US(L3 11/22/00-8 1059 94.3718)ED(L2 11/30/00-3 14224 94.4327)SF(L3 11/30/00-3 1227 59.1120) S[2]=No Positions 12/06/00, 35192742.02, 26142173.16, 9%, 27476144.48, 7716597.55, 27476144.48, 0.00, 24003230.00, 19387883.64, S[1]=MP(L3 11/10/00-17 1845 10196.5693)JY(S1 11/15/00-14 327 98.1988)US(L3 11/22/00-9 1059 94.3718)ED(L2 11/30/00-4 14224 94.4327)SF(L3 11/30/00-4 1227 59.1120) S[2]=No Positions 12/07/00, 37691343.14, 26267808.42, 3%, 27479153.49, 10212189.65, 27479153.49, 0.00, 24003230.00, 19387883.64, S[1]=MP(L3 11/10/00-18 1845 10196.5693)JY(S1 11/15/00-15 327 98.1988)US(L3 11/22/00-10 1059 94.3718)ED(L2 11/30/00-5 14224 94.4327)SF(L3 11/30/00-5 1227 59.1120) S[2]=No Positions 12/08/00, 37888337.20, 26270817.76, 3%, 27482162.83, 10406174.36, 27482162.83, 0.00, 24003230.00, 19387883.64, S[1]=MP(L3 11/10/00-19 1845 10196.5693)JY(S1 11/15/00-16 327 98.1988)US(L3 11/22/00-11 1059 94.3718)ED(L2 11/30/00-6 14224 94.4327)SF(L3 11/30/00-6 1227 59.1120) S[2]=No Positions 12/11/00, 36913220.32, 26279847.78, 5%, 27491192.85, 9422027.48, 27491192.85, 0.00, 24003230.00, 19387883.64, S[1]=MP(L3 11/10/00-20 1845 10196.5693)JY(S1 11/15/00-17 327 98.1988)US(L3 11/22/00-12 1059 94.3718)ED(L2 11/30/00-7 14224 94.4327)SF(L3 11/30/00-7 1227 59.1120) S[2]=No Positions 12/12/00, 35331479.09, 26547784.64, 9%, 29003375.48, 6328103.61, 29003375.48, 0.00, 18237604.00, 19392496.14, S[1]=JY(S1 11/15/00-18 327 98.1988)US(L3 11/22/00-13 1059 94.3718)ED(L2 11/30/00-8 14224 94.4327)SF(L3 11/30/00-8 1227 59.1120) S[2]=No Positions 12/13/00, 34694342.64, 27104771.19, 11%, 29006551.75, 5687790.89, 29006551.75, 0.00, 22463244.00, 19403987.50, S[1]=JY(S3 11/15/00-19 1019 98.1988)US(L3 11/22/00-14 1059 94.3718)ED(L2 11/30/00-9 14224 94.4327)SF(L3 11/30/00-9 1227 59.1120)MP(L1 12/13/00-0 844 10519.9395) S[2]=No Positions 12/14/00, 37942612.86, 28064699.50, 2%, 29009728.36, 8932884.49, 29009728.36, 0.00, 22463244.00, 19403987.50, S[1]=JY(S3 11/15/00-20 1019 98.1988)US(L3 11/22/00-15 1059 94.3718)ED(L2 11/30/00-10 14224 94.4327)SF(L3 11/30/00-10 1227 59.1120)MP(L1 12/13/00-1 844 10519.9395) S[2]=No Positions 12/15/00, 39912510.49, 28145429.15, 0%, 29012905.33, 10899605.17, 29012905.33, 0.00, 23564844.00, 19410273.64, S[1]=JY(S3 11/15/00-21 1019 98.1988)US(L3 11/22/00-16 1059 94.3718)ED(L2 11/30/00-11 14224 94.4327)SF(L3 11/30/00-11 1227 59.1120)MP(L1 12/13/00-2 844 10519.9395)FX(L2 12/15/00-0 510 87.8170) S[2]=No Positions 12/18/00, 41746382.92, 28310136.45, 0%, 29022438.31, 12723944.61, 29022438.31, 0.00, 23564844.00, 19410273.64, S[1]=JY(S3 11/15/00-22 1019 98.1988)US(L3 11/22/00-17 1059 94.3718)ED(L2 11/30/00-12 14224 94.4327)SF(L3 11/30/00-12 1227 59.1120)MP(L1 12/13/00-3 844 10519.9395)FX(L2 12/15/00-1 510 87.8170) S[2]=No Positions 12/19/00, 43188030.01, 30629278.61, 0%, 29025616.66, 14162413.35, 29025616.66, 0.00, 23564844.00, 19410273.64, S[1]=JY(S3 11/15/00-23 1019 98.1988)US(L3 11/22/00-18 1059 94.3718)ED(L2 11/30/00-13 14224 94.4327)SF(L3 11/30/00-13 1227 59.1120)MP(L1 12/13/00-4 844 10519.9395)FX(L2 12/15/00-2 510 87.8170) S[2]=No Positions 12/20/00, 41614182.86, 30946065.43, 4%, 28489886.86, 13124296.00, 28489886.86, 0.00, 20927344.00, 19423988.64, S[1]=JY(S3 11/15/00-24 1019 98.1988)US(L3 11/22/00-19 1059 94.3718)ED(L2 11/30/00-14 14224 94.4327)SF(L3 11/30/00-14 1227 59.1120)FX(L2 12/15/00-3 510 87.8170) S[2]=No Positions 12/21/00, 46147372.89, 29572404.31, 0%, 28493006.89, 17654366.00, 28493006.89, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-25 1019 98.1988)US(L3 11/22/00-20 1059 94.3718)ED(L2 11/30/00-15 14224 94.4327)SF(L3 11/30/00-15 1227 59.1120)FX(L3 12/15/00-4 761 87.8170)MP(S3 12/21/00-0 2412 10355.0000) S[2]=No Positions 12/22/00, 50212373.84, 29674805.93, 0%, 28496127.27, 21716246.57, 28496127.27, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-26 1019 98.1988)US(L3 11/22/00-21 1059 94.3718)ED(L2 11/30/00-16 14224 94.4327)SF(L3 11/30/00-16 1227 59.1120)FX(L3 12/15/00-5 761 87.8170)MP(S3 12/21/00-1 2412 10355.0000) S[2]=No Positions 12/25/00, 53465740.92, 29684169.11, 0%, 28505490.45, 24960250.47, 28505490.45, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-27 1019 98.1988)US(L3 11/22/00-22 1059 94.3718)ED(L2 11/30/00-17 14224 94.4327)SF(L3 11/30/00-17 1227 59.1120)FX(L3 12/15/00-6 761 87.8170)MP(S3 12/21/00-2 2412 10355.0000) S[2]=No Positions 12/26/00, 53468862.66, 30398933.20, 0%, 28508612.19, 24960250.47, 28508612.19, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-27 1019 98.1988)US(L3 11/22/00-22 1059 94.3718)ED(L2 11/30/00-17 14224 94.4327)SF(L3 11/30/00-17 1227 59.1120)FX(L3 12/15/00-6 761 87.8170)MP(S3 12/21/00-2 2412 10355.0000) S[2]=No Positions 12/27/00, 54707516.87, 33141095.26, 0%, 28511734.27, 26195782.60, 28511734.27, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-28 1019 98.1988)US(L3 11/22/00-23 1059 94.3718)ED(L2 11/30/00-18 14224 94.4327)SF(L3 11/30/00-18 1227 59.1120)FX(L3 12/15/00-7 761 87.8170)MP(S3 12/21/00-3 2412 10355.0000) S[2]=No Positions 12/28/00, 53261691.06, 34724152.96, 3%, 28514856.70, 24746834.36, 28514856.70, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-29 1019 98.1988)US(L3 11/22/00-24 1059 94.3718)ED(L2 11/30/00-19 14224 94.4327)SF(L3 11/30/00-19 1227 59.1120)FX(L3 12/15/00-8 761 87.8170)MP(S3 12/21/00-4 2412 10355.0000) S[2]=No Positions 12/29/00, 51657877.88, 35142110.21, 6%, 28517979.47, 23139898.42, 28517979.47, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-30 1019 98.1988)US(L3 11/22/00-25 1059 94.3718)ED(L2 11/30/00-20 14224 94.4327)SF(L3 11/30/00-20 1227 59.1120)FX(L3 12/15/00-9 761 87.8170)MP(S3 12/21/00-5 2412 10355.0000) S[2]=No Positions 01/01/01, 54925271.65, 35151480.57, 0%, 28527349.83, 26397921.82, 28527349.83, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-31 1019 98.1988)US(L3 11/22/00-26 1059 94.3718)ED(L2 11/30/00-21 14224 94.4327)SF(L3 11/30/00-21 1227 59.1120)FX(L3 12/15/00-10 761 87.8170)MP(S3 12/21/00-6 2412 10355.0000) S[2]=No Positions 01/02/01, 54928395.78, 36754739.59, 0%, 28530473.96, 26397921.82, 28530473.96, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-31 1019 98.1988)US(L3 11/22/00-26 1059 94.3718)ED(L2 11/30/00-21 14224 94.4327)SF(L3 11/30/00-21 1227 59.1120)FX(L3 12/15/00-10 761 87.8170)MP(S3 12/21/00-6 2412 10355.0000) S[2]=No Positions 01/03/01, 64164346.23, 36910717.57, 0%, 28533598.44, 35630747.79, 28533598.44, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-32 1019 98.1988)US(L3 11/22/00-27 1059 94.3718)ED(L2 11/30/00-22 14224 94.4327)SF(L3 11/30/00-22 1227 59.1120)FX(L3 12/15/00-11 761 87.8170)MP(S3 12/21/00-7 2412 10355.0000) S[2]=No Positions 01/04/01, 65688657.28, 41216780.33, 0%, 28536723.26, 37151934.02, 28536723.26, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-33 1019 98.1988)US(L3 11/22/00-28 1059 94.3718)ED(L2 11/30/00-23 14224 94.4327)SF(L3 11/30/00-23 1227 59.1120)FX(L3 12/15/00-12 761 87.8170)MP(S3 12/21/00-8 2412 10355.0000) S[2]=No Positions 01/05/01, 80257486.92, 43575693.41, 0%, 28539848.42, 51717638.49, 28539848.42, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-34 1019 98.1988)US(L3 11/22/00-29 1059 94.3718)ED(L2 11/30/00-24 14224 94.4327)SF(L3 11/30/00-24 1227 59.1120)FX(L3 12/15/00-13 761 87.8170)MP(S3 12/21/00-9 2412 10355.0000) S[2]=No Positions 01/08/01, 86997534.66, 46265522.17, 0%, 28549225.97, 58448308.69, 28549225.97, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-35 1019 98.1988)US(L3 11/22/00-30 1059 94.3718)ED(L2 11/30/00-25 14224 94.4327)SF(L3 11/30/00-25 1227 59.1120)FX(L3 12/15/00-14 761 87.8170)MP(S3 12/21/00-10 2412 10355.0000) S[2]=No Positions 01/09/01, 84955245.11, 47694689.58, 2%, 28552352.50, 56402892.62, 28552352.50, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-36 1019 98.1988)US(L3 11/22/00-31 1059 94.3718)ED(L2 11/30/00-26 14224 94.4327)SF(L3 11/30/00-26 1227 59.1120)FX(L3 12/15/00-15 761 87.8170)MP(S3 12/21/00-11 2412 10355.0000) S[2]=No Positions 01/10/01, 80998408.50, 48832407.45, 7%, 28555479.37, 52442929.12, 28555479.37, 0.00, 29007004.00, 19496195.36, S[1]=JY(S3 11/15/00-37 1019 98.1988)US(L3 11/22/00-32 1059 94.3718)ED(L2 11/30/00-27 14224 94.4327)SF(L3 11/30/00-27 1227 59.1120)FX(L3 12/15/00-16 761 87.8170)MP(S3 12/21/00-12 2412 10355.0000) S[2]=No Positions 01/11/01, 76926233.78, 48766320.27, 12%, 31123542.12, 45802691.65, 31123542.12, 0.00, 26147704.00, 19552454.74, S[1]=JY(S3 11/15/00-38 1019 98.1988)ED(L2 11/30/00-28 14224 94.4327)SF(L3 11/30/00-28 1227 59.1120)FX(L3 12/15/00-17 761 87.8170)MP(S3 12/21/00-13 2412 10355.0000) S[2]=No Positions 01/12/01, 81765626.71, 50404150.78, 6%, 31126950.58, 50638676.14, 31126950.58, 0.00, 26147704.00, 19552454.74, S[1]=JY(S3 11/15/00-39 1019 98.1988)ED(L2 11/30/00-29 14224 94.4327)SF(L3 11/30/00-29 1227 59.1120)FX(L3 12/15/00-18 761 87.8170)MP(S3 12/21/00-14 2412 10355.0000) S[2]=No Positions 01/15/01, 78596809.25, 50414378.39, 10%, 31137178.18, 47459631.07, 31137178.18, 0.00, 26147704.00, 19552454.74, S[1]=JY(S3 11/15/00-40 1019 98.1988)ED(L2 11/30/00-30 14224 94.4327)SF(L3 11/30/00-30 1227 59.1120)FX(L3 12/15/00-19 761 87.8170)MP(S3 12/21/00-15 2412 10355.0000) S[2]=No Positions 01/16/01, 77614555.41, 51916869.57, 11%, 36040711.81, 41573843.60, 36040711.81, 0.00, 23994316.00, 19587730.92, S[1]=JY(S3 11/15/00-40 1019 98.1988)ED(L2 11/30/00-30 14224 94.4327)FX(L3 12/15/00-19 761 87.8170)MP(S3 12/21/00-15 2412 10355.0000) S[2]=No Positions 01/17/01, 77634341.61, 54143316.53, 11%, 36044658.76, 41589682.85, 36044658.76, 0.00, 23994316.00, 19587730.92, S[1]=JY(S3 11/15/00-41 1019 98.1988)ED(L2 11/30/00-31 14224 94.4327)FX(L3 12/15/00-20 761 87.8170)MP(S3 12/21/00-16 2412 10355.0000) S[2]=No Positions 01/18/01, 78030825.62, 68981884.35, 10%, 36048606.15, 41982219.47, 36048606.15, 0.00, 23994316.00, 19587730.92, S[1]=JY(S3 11/15/00-42 1019 98.1988)ED(L2 11/30/00-32 14224 94.4327)FX(L3 12/15/00-21 761 87.8170)MP(S3 12/21/00-17 2412 10355.0000) S[2]=No Positions 01/19/01, 81267599.50, 70234111.44, 7%, 36052553.96, 45215045.53, 36052553.96, 0.00, 23994316.00, 19587730.92, S[1]=JY(S3 11/15/00-43 1019 98.1988)ED(L2 11/30/00-33 14224 94.4327)FX(L3 12/15/00-22 761 87.8170)MP(S3 12/21/00-18 2412 10355.0000) S[2]=No Positions 01/22/01, 78423443.54, 70113007.30, 10%, 38093602.57, 40329840.97, 38093602.57, 0.00, 22350556.00, 19711390.81, S[1]=JY(S3 11/15/00-44 1019 98.1988)ED(L2 11/30/00-34 14224 94.4327)MP(S3 12/21/00-19 2412 10355.0000) S[2]=No Positions 01/23/01, 78322655.42, 70328229.07, 10%, 38097774.35, 40224881.08, 38097774.35, 0.00, 22350556.00, 19711390.81, S[1]=JY(S3 11/15/00-45 1019 98.1988)ED(L2 11/30/00-35 14224 94.4327)MP(S3 12/21/00-20 2412 10355.0000) S[2]=No Positions 01/24/01, 75310993.82, 69770568.05, 13%, 38525773.22, 36785220.60, 38525773.22, 0.00, 14813056.00, 20676190.81, S[1]=JY(S3 11/15/00-46 1019 98.1988)ED(L2 11/30/00-36 14224 94.4327) S[2]=No Positions 01/25/01, 76066905.77, 70118705.09, 13%, 38529992.32, 37536913.45, 38529992.32, 0.00, 14813056.00, 20676190.81, S[1]=JY(S3 11/15/00-47 1019 98.1988)ED(L2 11/30/00-37 14224 94.4327) S[2]=No Positions 01/26/01, 75292989.28, 70122924.65, 13%, 38534211.88, 36758777.40, 38534211.88, 0.00, 14813056.00, 20676190.81, S[1]=JY(S3 11/15/00-48 1019 98.1988)ED(L2 11/30/00-38 14224 94.4327) S[2]=No Positions 01/29/01, 78038449.87, 70135586.11, 10%, 38546873.35, 39491576.53, 38546873.35, 0.00, 14813056.00, 20676190.81, S[1]=JY(S3 11/15/00-49 1019 98.1988)ED(L2 11/30/00-39 14224 94.4327) S[2]=No Positions 01/30/01, 77201762.30, 69307374.39, 11%, 44430434.54, 32771327.76, 44430434.54, 0.00, 14467871.00, 20728706.67, S[1]=ED(L3 11/30/00-40 16497 94.4327) S[2]=No Positions 01/31/01, 79474978.13, 71445753.32, 9%, 44435300.28, 35039677.85, 44435300.28, 0.00, 14467871.00, 20728706.67, S[1]=ED(L3 11/30/00-41 16497 94.4327) S[2]=No Positions 02/01/01, 79789150.57, 71450619.59, 8%, 44440166.56, 35348984.01, 44440166.56, 0.00, 14467871.00, 20728706.67, S[1]=ED(L3 11/30/00-42 16497 94.4327) S[2]=No Positions 02/02/01, 79487401.95, 70599010.57, 9%, 44445033.37, 35042368.58, 44445033.37, 0.00, 14476775.00, 20730070.81, S[1]=ED(L3 11/30/00-43 16497 94.4327)CD(L1 02/02/01-0 12 66.0098) S[2]=No Positions 02/05/01, 76576337.23, 70609048.62, 12%, 43598595.59, 32977741.64, 43598595.59, 0.00, 14467871.00, 20734394.84, S[1]=ED(L3 11/30/00-44 16497 94.4327) S[2]=No Positions 02/06/01, 76684004.16, 70613823.27, 12%, 43603370.23, 33080633.93, 43603370.23, 0.00, 14467871.00, 20734394.84, S[1]=ED(L3 11/30/00-45 16497 94.4327) S[2]=No Positions 02/07/01, 76688779.33, 70618598.43, 12%, 43608145.40, 33080633.93, 43608145.40, 0.00, 14467871.00, 20734394.84, S[1]=ED(L3 11/30/00-46 16497 94.4327) S[2]=No Positions 02/08/01, 76908121.50, 73066747.98, 12%, 43612921.09, 33295200.41, 43612921.09, 0.00, 16291451.00, 20784249.67, S[1]=ED(L3 11/30/00-47 16497 94.4327)BP(S2 02/08/01-0 1228 138.5840) S[2]=No Positions 02/09/01, 77669287.02, 74309063.50, 11%, 43617697.30, 34051589.72, 43617697.30, 0.00, 16291451.00, 20784249.67, S[1]=ED(L3 11/30/00-48 16497 94.4327)BP(S2 02/08/01-1 1228 138.5840) S[2]=No Positions 02/12/01, 77602633.24, 74529494.50, 11%, 43632029.08, 33970604.15, 43632029.08, 0.00, 16291451.00, 20784249.67, S[1]=ED(L3 11/30/00-49 16497 94.4327)BP(S2 02/08/01-2 1228 138.5840) S[2]=No Positions 02/13/01, 75531150.09, 74197546.23, 13%, 75865309.35, -334159.26, 75865309.35, 0.00, 1823582.00, 20918292.83, S[1]=BP(S2 02/08/01-3 1228 138.5840) S[2]=No Positions 02/14/01, 75493410.25, 74205854.52, 13%, 75873617.64, -380207.39, 75873617.64, 0.00, 1823582.00, 20918292.83, S[1]=BP(S2 02/08/01-4 1228 138.5840) S[2]=No Positions 02/15/01, 75133311.02, 74214163.72, 14%, 75881926.84, -748615.82, 75881926.84, 0.00, 1823582.00, 20918292.83, S[1]=BP(S2 02/08/01-5 1228 138.5840) S[2]=No Positions 02/16/01, 75786330.04, 74222473.84, 13%, 75890236.95, -103906.92, 75890236.95, 0.00, 1823582.00, 20918292.83, S[1]=BP(S2 02/08/01-6 1228 138.5840) S[2]=No Positions 02/19/01, 75734511.15, 74247409.63, 13%, 75915172.75, -180661.60, 75915172.75, 0.00, 1823582.00, 20918292.83, S[1]=BP(S2 02/08/01-7 1228 138.5840) S[2]=No Positions 02/20/01, 74698492.15, 73533255.55, 14%, 75923486.51, -1224994.35, 75923486.51, 0.00, 3500147.00, 20932405.12, S[1]=BP(S3 02/08/01-7 2357 138.5840) S[2]=No Positions 02/21/01, 75207663.92, 73541570.21, 14%, 75931801.17, -724137.25, 75931801.17, 0.00, 3500147.00, 20932405.12, S[1]=BP(S3 02/08/01-8 2357 138.5840) S[2]=No Positions 02/22/01, 75119632.96, 72031294.78, 14%, 75940116.75, -820483.79, 75940116.75, 0.00, 8260503.00, 20964561.81, S[1]=BP(S3 02/08/01-9 2357 138.5840)ED(L1 02/22/01-0 5428 95.4512) S[2]=No Positions 02/23/01, 73763508.38, 70103224.40, 15%, 75948433.23, -2184924.85, 75948433.23, 0.00, 17684744.00, 21082549.16, S[1]=BP(S3 02/08/01-10 2357 138.5840)ED(L3 02/22/01-1 16174 95.4512) S[2]=No Positions 02/26/01, 75726980.15, 70128179.32, 13%, 75973388.15, -246408.00, 75973388.15, 0.00, 17684744.00, 21082549.16, S[1]=BP(S3 02/08/01-11 2357 138.5840)ED(L3 02/22/01-2 16174 95.4512) S[2]=No Positions 02/27/01, 78241034.37, 68618791.92, 10%, 75981708.28, 2259326.08, 75981708.28, 0.00, 19971644.00, 21113607.29, S[1]=BP(S3 02/08/01-12 2357 138.5840)ED(L3 02/22/01-3 16174 95.4512)US(L1 02/27/01-0 847 98.3575) S[2]=No Positions 02/28/01, 78265273.72, 65950726.03, 10%, 75990029.32, 2275244.40, 75990029.32, 0.00, 24242504.00, 21145448.70, S[1]=BP(S3 02/08/01-13 2357 138.5840)ED(L3 02/22/01-4 16174 95.4512)US(L2 02/27/01-1 1674 98.3575)JY(S1 02/28/01-0 888 89.9671) S[2]=No Positions 03/01/01, 75416020.30, 63426776.33, 13%, 74456794.96, 959225.34, 74456794.96, 0.00, 22598588.00, 21274827.13, S[1]=BP(S2 02/08/01-14 1228 138.5840)ED(L3 02/22/01-5 16174 95.4512)US(L2 02/27/01-2 1674 98.3575)JY(S1 02/28/01-1 888 89.9671)CD(S2 03/01/01-0 44 63.7806) S[2]=No Positions 03/02/01, 75590312.20, 60298761.25, 13%, 72396008.97, 3194303.23, 72396008.97, 0.00, 22787240.00, 22556064.06, S[1]=ED(L3 02/22/01-6 16174 95.4512)US(L2 02/27/01-3 1674 98.3575)JY(S2 02/28/01-2 1758 89.9671)CD(S3 03/01/01-1 65 63.7806) S[2]=No Positions 03/05/01, 75216754.90, 60322548.92, 14%, 72419796.65, 2796958.25, 72419796.65, 0.00, 22787240.00, 22556064.06, S[1]=ED(L3 02/22/01-7 16174 95.4512)US(L2 02/27/01-4 1674 98.3575)JY(S2 02/28/01-3 1758 89.9671)CD(S3 03/01/01-2 65 63.7806) S[2]=No Positions 03/06/01, 75381846.52, 60330479.88, 13%, 72427727.61, 2954118.91, 72427727.61, 0.00, 22787240.00, 22556064.06, S[1]=ED(L3 02/22/01-8 16174 95.4512)US(L2 02/27/01-5 1674 98.3575)JY(S2 02/28/01-4 1758 89.9671)CD(S3 03/01/01-3 65 63.7806) S[2]=No Positions 03/07/01, 72299536.64, 60646810.32, 17%, 72435659.44, -136122.80, 72435659.44, 0.00, 24680616.00, 22578750.90, S[1]=ED(L3 02/22/01-9 16174 95.4512)US(L2 02/27/01-6 1674 98.3575)JY(S3 02/28/01-5 2583 89.9671)CD(S3 03/01/01-4 65 63.7806) S[2]=No Positions 03/08/01, 79304414.20, 62474243.99, 9%, 72443592.14, 6860822.06, 72443592.14, 0.00, 24680616.00, 22578750.90, S[1]=ED(L3 02/22/01-10 16174 95.4512)US(L2 02/27/01-7 1674 98.3575)JY(S3 02/28/01-6 2583 89.9671)CD(S3 03/01/01-5 65 63.7806) S[2]=No Positions 03/09/01, 78793015.65, 62987800.15, 9%, 72451525.71, 6341489.94, 72451525.71, 0.00, 24680616.00, 22578750.90, S[1]=ED(L3 02/22/01-11 16174 95.4512)US(L2 02/27/01-8 1674 98.3575)JY(S3 02/28/01-7 2583 89.9671)CD(S3 03/01/01-6 65 63.7806) S[2]=No Positions 03/12/01, 76108093.29, 63966475.22, 13%, 72475331.63, 3632761.67, 72475331.63, 0.00, 24680616.00, 22578750.90, S[1]=ED(L3 02/22/01-12 16174 95.4512)US(L2 02/27/01-9 1674 98.3575)JY(S3 02/28/01-8 2583 89.9671)CD(S3 03/01/01-7 65 63.7806) S[2]=No Positions 03/13/01, 78476418.77, 61512796.21, 10%, 72483268.67, 5993150.10, 72483268.67, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-13 16174 95.4512)US(L2 02/27/01-10 1674 98.3575)JY(S3 02/28/01-9 2583 89.9671)CD(S3 03/01/01-8 65 63.7806)MP(L3 03/13/01-0 7806 10542.4736) S[2]=No Positions 03/14/01, 78762094.06, 63096913.32, 9%, 72491206.58, 6270887.48, 72491206.58, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-14 16174 95.4512)US(L2 02/27/01-11 1674 98.3575)JY(S3 02/28/01-10 2583 89.9671)CD(S3 03/01/01-9 65 63.7806)MP(L3 03/13/01-1 7806 10542.4736) S[2]=No Positions 03/15/01, 91301066.17, 65067119.26, 0%, 72499145.37, 18801920.81, 72499145.37, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-15 16174 95.4512)US(L2 02/27/01-12 1674 98.3575)JY(S3 02/28/01-11 2583 89.9671)CD(S3 03/01/01-10 65 63.7806)MP(L3 03/13/01-2 7806 10542.4736) S[2]=No Positions 03/16/01, 96247359.97, 65075058.92, 0%, 72507085.02, 23740274.96, 72507085.02, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-16 16174 95.4512)US(L2 02/27/01-13 1674 98.3575)JY(S3 02/28/01-12 2583 89.9671)CD(S3 03/01/01-11 65 63.7806)MP(L3 03/13/01-3 7806 10542.4736) S[2]=No Positions 03/19/01, 101040084.02, 65098883.09, 0%, 72530909.19, 28509174.83, 72530909.19, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-17 16174 95.4512)US(L2 02/27/01-14 1674 98.3575)JY(S3 02/28/01-13 2583 89.9671)CD(S3 03/01/01-12 65 63.7806)MP(L3 03/13/01-4 7806 10542.4736) S[2]=No Positions 03/20/01, 99835254.70, 69337260.74, 1%, 72538852.32, 27296402.38, 72538852.32, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-18 16174 95.4512)US(L2 02/27/01-15 1674 98.3575)JY(S3 02/28/01-14 2583 89.9671)CD(S3 03/01/01-13 65 63.7806)MP(L3 03/13/01-5 7806 10542.4736) S[2]=No Positions 03/21/01, 98334895.69, 69763704.74, 3%, 72546796.32, 25788099.37, 72546796.32, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-19 16174 95.4512)US(L2 02/27/01-16 1674 98.3575)JY(S3 02/28/01-15 2583 89.9671)CD(S3 03/01/01-14 65 63.7806)MP(L3 03/13/01-6 7806 10542.4736) S[2]=No Positions 03/22/01, 106956676.10, 69933096.97, 0%, 72554741.19, 34401934.91, 72554741.19, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-20 16174 95.4512)US(L2 02/27/01-17 1674 98.3575)JY(S3 02/28/01-16 2583 89.9671)CD(S3 03/01/01-15 65 63.7806)MP(L3 03/13/01-7 7806 10542.4736) S[2]=No Positions 03/23/01, 107133124.53, 72514823.26, 0%, 72562686.93, 34570437.60, 72562686.93, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-21 16174 95.4512)US(L2 02/27/01-18 1674 98.3575)JY(S3 02/28/01-17 2583 89.9671)CD(S3 03/01/01-16 65 63.7806)MP(L3 03/13/01-8 7806 10542.4736) S[2]=No Positions 03/26/01, 101063980.62, 74107088.14, 6%, 72586529.37, 28477451.25, 72586529.37, 0.00, 49074368.00, 22786734.30, S[1]=ED(L3 02/22/01-22 16174 95.4512)US(L2 02/27/01-19 1674 98.3575)JY(S3 02/28/01-18 2583 89.9671)CD(S3 03/01/01-17 65 63.7806)MP(L3 03/13/01-9 7806 10542.4736) S[2]=No Positions 03/27/01, 97617181.05, 77786041.84, 9%, 72390992.85, 25226188.19, 72390992.85, 0.00, 46911668.00, 22997746.17, S[1]=ED(L3 02/22/01-23 16174 95.4512)JY(S3 02/28/01-19 2583 89.9671)CD(S3 03/01/01-18 65 63.7806)MP(L3 03/13/01-10 7806 10542.4736)US(S1 03/27/01-0 873 97.7026) S[2]=No Positions 03/28/01, 97357704.45, 82617158.18, 9%, 72398920.66, 24958783.79, 72398920.66, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-24 16174 95.4512)JY(S3 02/28/01-20 2583 89.9671)CD(S3 03/01/01-19 65 63.7806)MP(L3 03/13/01-11 7806 10542.4736)US(S2 03/27/01-1 1703 97.7026) S[2]=No Positions 03/29/01, 98593699.21, 82947956.93, 8%, 72406849.34, 26186849.88, 72406849.34, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-25 16174 95.4512)JY(S3 02/28/01-21 2583 89.9671)CD(S3 03/01/01-20 65 63.7806)MP(L3 03/13/01-12 7806 10542.4736)US(S2 03/27/01-2 1703 97.7026) S[2]=No Positions 03/30/01, 104943441.37, 83346186.47, 2%, 72414778.88, 32528662.49, 72414778.88, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-26 16174 95.4512)JY(S3 02/28/01-22 2583 89.9671)CD(S3 03/01/01-21 65 63.7806)MP(L3 03/13/01-13 7806 10542.4736)US(S2 03/27/01-3 1703 97.7026) S[2]=No Positions 04/02/01, 116501392.39, 83369980.31, 0%, 72438572.72, 44062819.67, 72438572.72, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-27 16174 95.4512)JY(S3 02/28/01-23 2583 89.9671)CD(S3 03/01/01-22 65 63.7806)MP(L3 03/13/01-14 7806 10542.4736)US(S2 03/27/01-4 1703 97.7026) S[2]=No Positions 04/03/01, 118255824.93, 83782041.22, 0%, 72446505.74, 45809319.19, 72446505.74, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-28 16174 95.4512)JY(S3 02/28/01-24 2583 89.9671)CD(S3 03/01/01-23 65 63.7806)MP(L3 03/13/01-15 7806 10542.4736)US(S2 03/27/01-5 1703 97.7026) S[2]=No Positions 04/04/01, 118083716.70, 83789975.10, 0%, 72454439.63, 45629277.08, 72454439.63, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-29 16174 95.4512)JY(S3 02/28/01-25 2583 89.9671)CD(S3 03/01/01-24 65 63.7806)MP(L3 03/13/01-16 7806 10542.4736)US(S2 03/27/01-6 1703 97.7026) S[2]=No Positions 04/05/01, 117474223.46, 83797909.86, 1%, 72462374.38, 45011849.08, 72462374.38, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-30 16174 95.4512)JY(S3 02/28/01-26 2583 89.9671)CD(S3 03/01/01-25 65 63.7806)MP(L3 03/13/01-17 7806 10542.4736)US(S2 03/27/01-7 1703 97.7026) S[2]=No Positions 04/06/01, 113582689.36, 88684595.48, 4%, 72470310.01, 41112379.35, 72470310.01, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-31 16174 95.4512)JY(S3 02/28/01-27 2583 89.9671)CD(S3 03/01/01-26 65 63.7806)MP(L3 03/13/01-18 7806 10542.4736)US(S2 03/27/01-8 1703 97.7026) S[2]=No Positions 04/09/01, 113527768.24, 90431115.71, 4%, 72494122.10, 41033646.14, 72494122.10, 0.00, 49152668.00, 23004319.20, S[1]=ED(L3 02/22/01-32 16174 95.4512)JY(S3 02/28/01-28 2583 89.9671)CD(S3 03/01/01-27 65 63.7806)MP(L3 03/13/01-19 7806 10542.4736)US(S2 03/27/01-9 1703 97.7026) S[2]=No Positions 04/10/01, 117324202.46, 91843513.79, 1%, 76065577.82, 41258624.65, 76065577.82, 0.00, 51429140.00, 23227338.16, S[1]=ED(L3 02/22/01-33 16174 95.4512)JY(S3 02/28/01-29 2583 89.9671)MP(L3 03/13/01-20 7806 10542.4736)US(S3 03/27/01-10 2564 97.7026) S[2]=No Positions 04/11/01, 116498582.02, 94453914.59, 1%, 80875188.29, 35623393.73, 80875188.29, 0.00, 37244544.00, 23591238.35, S[1]=JY(S3 02/28/01-30 2583 89.9671)MP(L3 03/13/01-21 7806 10542.4736)US(S3 03/27/01-11 2564 97.7026) S[2]=No Positions 04/12/01, 116815229.11, 96344692.28, 1%, 80884045.23, 35931183.88, 80884045.23, 0.00, 37244544.00, 23591238.35, S[1]=JY(S3 02/28/01-31 2583 89.9671)MP(L3 03/13/01-22 7806 10542.4736)US(S3 03/27/01-12 2564 97.7026) S[2]=No Positions 04/13/01, 114523119.59, 96353550.20, 3%, 80892903.14, 33630216.45, 80892903.14, 0.00, 37244544.00, 23591238.35, S[1]=JY(S3 02/28/01-32 2583 89.9671)MP(L3 03/13/01-23 7806 10542.4736)US(S3 03/27/01-13 2564 97.7026) S[2]=No Positions 04/16/01, 114549699.15, 100087979.76, 3%, 80919482.70, 33630216.45, 80919482.70, 0.00, 37244544.00, 23591238.35, S[1]=JY(S3 02/28/01-32 2583 89.9671)MP(L3 03/13/01-23 7806 10542.4736)US(S3 03/27/01-13 2564 97.7026) S[2]=No Positions 04/17/01, 118573587.26, 98479856.73, 0%, 80928344.50, 37645242.76, 80928344.50, 0.00, 38739264.00, 23592702.76, S[1]=JY(S3 02/28/01-33 2583 89.9671)MP(L3 03/13/01-24 7806 10542.4736)US(S3 03/27/01-14 2564 97.7026)FX(S1 04/17/01-0 692 85.3852) S[2]=No Positions 04/18/01, 106268005.95, 91687173.70, 10%, 91790028.86, 14477977.09, 91790028.86, 0.00, 48751240.00, 24028130.92, S[1]=MP(L3 03/13/01-25 7806 10542.4736)US(S3 03/27/01-15 2564 97.7026)FX(S1 04/17/01-1 692 85.3852)ED(L3 04/18/01-0 13701 95.7767)SF(S2 04/18/01-0 2236 58.2960) S[2]=No Positions 04/19/01, 115576482.01, 91605728.21, 3%, 88765444.45, 26811037.57, 88765444.45, 0.00, 44827064.00, 24091347.46, S[1]=MP(L3 03/13/01-26 7806 10542.4736)US(S3 03/27/01-16 2564 97.7026)FX(S1 04/17/01-2 692 85.3852)ED(L3 04/18/01-1 13701 95.7767) S[2]=No Positions 04/20/01, 115293730.26, 93048261.12, 3%, 87127367.53, 28166362.73, 87127367.53, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-27 7806 10542.4736)US(S3 03/27/01-17 2564 97.7026)ED(L3 04/18/01-2 13701 95.7767) S[2]=No Positions 04/23/01, 114456706.28, 94596064.18, 3%, 87155995.59, 27300710.69, 87155995.59, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-28 7806 10542.4736)US(S3 03/27/01-18 2564 97.7026)ED(L3 04/18/01-3 13701 95.7767) S[2]=No Positions 04/24/01, 114439009.14, 97169608.96, 3%, 87165540.37, 27273468.77, 87165540.37, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-29 7806 10542.4736)US(S3 03/27/01-19 2564 97.7026)ED(L3 04/18/01-4 13701 95.7767) S[2]=No Positions 04/25/01, 120201206.68, 99022029.78, 0%, 87175086.19, 33026120.49, 87175086.19, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-30 7806 10542.4736)US(S3 03/27/01-20 2564 97.7026)ED(L3 04/18/01-5 13701 95.7767) S[2]=No Positions 04/26/01, 119242563.78, 99031576.65, 1%, 87184633.06, 32057930.72, 87184633.06, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-31 7806 10542.4736)US(S3 03/27/01-21 2564 97.7026)ED(L3 04/18/01-6 13701 95.7767) S[2]=No Positions 04/27/01, 120067089.51, 100082749.56, 0%, 87194180.98, 32872908.53, 87194180.98, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-32 7806 10542.4736)US(S3 03/27/01-22 2564 97.7026)ED(L3 04/18/01-7 13701 95.7767) S[2]=No Positions 04/30/01, 120678353.53, 101233149.58, 0%, 87222830.99, 33455522.53, 87222830.99, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-33 7806 10542.4736)US(S3 03/27/01-23 2564 97.7026)ED(L3 04/18/01-8 13701 95.7767) S[2]=No Positions 05/01/01, 121907362.20, 101242701.68, 0%, 87232383.09, 34674979.11, 87232383.09, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-34 7806 10542.4736)US(S3 03/27/01-24 2564 97.7026)ED(L3 04/18/01-9 13701 95.7767) S[2]=No Positions 05/02/01, 121613805.00, 106821700.80, 0%, 87241936.24, 34371868.77, 87241936.24, 0.00, 43332344.00, 24113330.15, S[1]=MP(L3 03/13/01-35 7806 10542.4736)US(S3 03/27/01-25 2564 97.7026)ED(L3 04/18/01-10 13701 95.7767) S[2]=No Positions 05/03/01, 116982588.72, 106631476.00, 4%, 92195109.47, 24787479.25, 92195109.47, 0.00, 36409544.00, 24281592.66, S[1]=MP(L3 03/13/01-36 7806 10542.4736)ED(L3 04/18/01-11 13701 95.7767) S[2]=No Positions 05/04/01, 120047483.30, 108182872.41, 2%, 92205206.10, 27842277.20, 92205206.10, 0.00, 36409544.00, 24281592.66, S[1]=MP(L3 03/13/01-37 7806 10542.4736)ED(L3 04/18/01-12 13701 95.7767) S[2]=No Positions 05/07/01, 123600552.56, 113970093.94, 0%, 92235502.62, 31365049.94, 92235502.62, 0.00, 36409544.00, 24281592.66, S[1]=MP(L3 03/13/01-38 7806 10542.4736)ED(L3 04/18/01-13 13701 95.7767) S[2]=No Positions 05/08/01, 127051670.21, 113980194.99, 0%, 92245603.68, 34806066.53, 92245603.68, 0.00, 36409544.00, 24281592.66, S[1]=MP(L3 03/13/01-39 7806 10542.4736)ED(L3 04/18/01-14 13701 95.7767) S[2]=No Positions 05/09/01, 127397561.25, 112633424.68, 0%, 92255705.84, 35141855.41, 92255705.84, 0.00, 38631104.00, 24311260.82, S[1]=MP(L3 03/13/01-40 7806 10542.4736)ED(L3 04/18/01-15 13701 95.7767)BP(S1 05/09/01-0 1496 135.8256) S[2]=No Positions 05/10/01, 127805516.78, 110800055.49, 0%, 92265809.10, 35539707.68, 92265809.10, 0.00, 40508144.00, 24314487.94, S[1]=MP(L3 03/13/01-41 7806 10542.4736)ED(L3 04/18/01-16 13701 95.7767)BP(S1 05/09/01-1 1496 135.8256)FX(S1 05/10/01-0 869 85.3667) S[2]=No Positions 05/11/01, 120783763.74, 104661357.58, 5%, 92275913.48, 28507850.27, 92275913.48, 0.00, 52556084.00, 24492110.95, S[1]=MP(L3 03/13/01-42 7806 10542.4736)ED(L3 04/18/01-17 13701 95.7767)BP(S1 05/09/01-2 1496 135.8256)FX(S2 05/10/01-1 1742 85.3667)SF(S1 05/11/01-0 1392 57.9064)US(S3 05/11/01-0 2859 93.4335) S[2]=No Positions 05/14/01, 124478830.35, 105376873.69, 3%, 92306233.24, 32172597.11, 92306233.24, 0.00, 52556084.00, 24492110.95, S[1]=MP(L3 03/13/01-43 7806 10542.4736)ED(L3 04/18/01-18 13701 95.7767)BP(S1 05/09/01-3 1496 135.8256)FX(S2 05/10/01-2 1742 85.3667)SF(S1 05/11/01-1 1392 57.9064)US(S3 05/11/01-1 2859 93.4335) S[2]=No Positions 05/15/01, 128358751.22, 105900749.08, 0%, 92316342.04, 36042409.18, 92316342.04, 0.00, 52556084.00, 24492110.95, S[1]=MP(L3 03/13/01-44 7806 10542.4736)ED(L3 04/18/01-19 13701 95.7767)BP(S1 05/09/01-4 1496 135.8256)FX(S2 05/10/01-3 1742 85.3667)SF(S1 05/11/01-2 1392 57.9064)US(S3 05/11/01-2 2859 93.4335) S[2]=No Positions 05/16/01, 130772879.82, 107424095.83, 0%, 92326451.94, 38446427.88, 92326451.94, 0.00, 52556084.00, 24492110.95, S[1]=MP(L3 03/13/01-45 7806 10542.4736)ED(L3 04/18/01-20 13701 95.7767)BP(S1 05/09/01-5 1496 135.8256)FX(S2 05/10/01-4 1742 85.3667)SF(S1 05/11/01-3 1392 57.9064)US(S3 05/11/01-3 2859 93.4335) S[2]=No Positions 05/17/01, 127646792.02, 108216978.19, 2%, 92336562.96, 35310229.06, 92336562.96, 0.00, 52556084.00, 24492110.95, S[1]=MP(L3 03/13/01-46 7806 10542.4736)ED(L3 04/18/01-21 13701 95.7767)BP(S1 05/09/01-6 1496 135.8256)FX(S2 05/10/01-5 1742 85.3667)SF(S1 05/11/01-4 1392 57.9064)US(S3 05/11/01-4 2859 93.4335) S[2]=No Positions 05/18/01, 132865960.97, 110079877.90, 0%, 90479142.50, 42386818.47, 90479142.50, 0.00, 50334524.00, 24495985.86, S[1]=MP(L3 03/13/01-47 7806 10542.4736)ED(L3 04/18/01-22 13701 95.7767)FX(S2 05/10/01-6 1742 85.3667)SF(S1 05/11/01-5 1392 57.9064)US(S3 05/11/01-5 2859 93.4335) S[2]=No Positions 05/21/01, 131164912.21, 110709257.87, 1%, 90508871.88, 40656040.33, 90508871.88, 0.00, 50334524.00, 24495985.86, S[1]=MP(L3 03/13/01-48 7806 10542.4736)ED(L3 04/18/01-23 13701 95.7767)FX(S2 05/10/01-7 1742 85.3667)SF(S1 05/11/01-6 1392 57.9064)US(S3 05/11/01-6 2859 93.4335) S[2]=No Positions 05/22/01, 130928680.57, 106653556.63, 1%, 90518783.84, 40409896.73, 90518783.84, 0.00, 57622636.00, 24620896.30, S[1]=MP(L3 03/13/01-49 7806 10542.4736)ED(L3 04/18/01-24 13701 95.7767)FX(S3 05/10/01-8 2677 85.3667)SF(S3 05/11/01-7 4394 57.9064)US(S3 05/11/01-7 2859 93.4335) S[2]=No Positions 05/23/01, 131458682.92, 103628744.19, 1%, 90528696.89, 40929986.03, 90528696.89, 0.00, 65085976.00, 24811852.57, S[1]=MP(L3 03/13/01-50 7806 10542.4736)ED(L3 04/18/01-25 13701 95.7767)FX(S3 05/10/01-9 2677 85.3667)SF(S3 05/11/01-8 4394 57.9064)US(S3 05/11/01-8 2859 93.4335)JY(L3 05/23/01-0 3252 86.8469) S[2]=No Positions 05/24/01, 142191881.83, 104078986.03, 0%, 90538611.03, 51653270.80, 90538611.03, 0.00, 65085976.00, 24811852.57, S[1]=MP(L3 03/13/01-51 7806 10542.4736)ED(L3 04/18/01-26 13701 95.7767)FX(S3 05/10/01-10 2677 85.3667)SF(S3 05/11/01-9 4394 57.9064)US(S3 05/11/01-9 2859 93.4335)JY(L3 05/23/01-1 3252 86.8469) S[2]=No Positions 05/25/01, 143139362.41, 106353703.30, 0%, 90548526.25, 52590836.16, 90548526.25, 0.00, 65085976.00, 24811852.57, S[1]=MP(L3 03/13/01-52 7806 10542.4736)ED(L3 04/18/01-27 13701 95.7767)FX(S3 05/10/01-11 2677 85.3667)SF(S3 05/11/01-10 4394 57.9064)US(S3 05/11/01-10 2859 93.4335)JY(L3 05/23/01-2 3252 86.8469) S[2]=No Positions 05/28/01, 143104012.57, 106383455.47, 0%, 90578278.43, 52525734.14, 90578278.43, 0.00, 65085976.00, 24811852.57, S[1]=MP(L3 03/13/01-53 7806 10542.4736)ED(L3 04/18/01-28 13701 95.7767)FX(S3 05/10/01-12 2677 85.3667)SF(S3 05/11/01-11 4394 57.9064)US(S3 05/11/01-11 2859 93.4335)JY(L3 05/23/01-3 3252 86.8469) S[2]=No Positions 05/29/01, 143113932.14, 107004716.63, 0%, 90588197.99, 52525734.14, 90588197.99, 0.00, 65085976.00, 24811852.57, S[1]=MP(L3 03/13/01-53 7806 10542.4736)ED(L3 04/18/01-28 13701 95.7767)FX(S3 05/10/01-12 2677 85.3667)SF(S3 05/11/01-11 4394 57.9064)US(S3 05/11/01-11 2859 93.4335)JY(L3 05/23/01-3 3252 86.8469) S[2]=No Positions 05/30/01, 144443034.55, 108984250.11, 0%, 90598118.64, 53844915.91, 90598118.64, 0.00, 65085976.00, 24811852.57, S[1]=MP(L3 03/13/01-54 7806 10542.4736)ED(L3 04/18/01-29 13701 95.7767)FX(S3 05/10/01-13 2677 85.3667)SF(S3 05/11/01-12 4394 57.9064)US(S3 05/11/01-12 2859 93.4335)JY(L3 05/23/01-4 3252 86.8469) S[2]=No Positions 05/31/01, 139449007.40, 111236696.67, 3%, 90608040.38, 48840967.02, 90608040.38, 0.00, 65085976.00, 24811852.57, S[1]=MP(L3 03/13/01-55 7806 10542.4736)ED(L3 04/18/01-30 13701 95.7767)FX(S3 05/10/01-14 2677 85.3667)SF(S3 05/11/01-13 4394 57.9064)US(S3 05/11/01-13 2859 93.4335)JY(L3 05/23/01-5 3252 86.8469) S[2]=No Positions 06/01/01, 147087254.07, 113152565.98, 0%, 87047485.27, 60039768.80, 87047485.27, 0.00, 57366676.00, 24945868.19, S[1]=MP(L3 03/13/01-56 7806 10542.4736)ED(L3 04/18/01-31 13701 95.7767)FX(S3 05/10/01-15 2677 85.3667)SF(S3 05/11/01-14 4394 57.9064)JY(L3 05/23/01-6 3252 86.8469) S[2]=No Positions 06/04/01, 145795078.68, 114451521.54, 1%, 87076087.08, 58718991.60, 87076087.08, 0.00, 57366676.00, 24945868.19, S[1]=MP(L3 03/13/01-57 7806 10542.4736)ED(L3 04/18/01-32 13701 95.7767)FX(S3 05/10/01-16 2677 85.3667)SF(S3 05/11/01-15 4394 57.9064)JY(L3 05/23/01-7 3252 86.8469) S[2]=No Positions 06/05/01, 146170602.02, 120885470.00, 1%, 87085623.11, 59084978.91, 87085623.11, 0.00, 57366676.00, 24945868.19, S[1]=MP(L3 03/13/01-58 7806 10542.4736)ED(L3 04/18/01-33 13701 95.7767)FX(S3 05/10/01-17 2677 85.3667)SF(S3 05/11/01-16 4394 57.9064)JY(L3 05/23/01-8 3252 86.8469) S[2]=No Positions 06/06/01, 139813153.41, 125852204.92, 5%, 87095160.18, 52717993.23, 87095160.18, 0.00, 57366676.00, 24945868.19, S[1]=MP(L3 03/13/01-59 7806 10542.4736)ED(L3 04/18/01-34 13701 95.7767)FX(S3 05/10/01-18 2677 85.3667)SF(S3 05/11/01-17 4394 57.9064)JY(L3 05/23/01-9 3252 86.8469) S[2]=No Positions 06/07/01, 145504484.91, 127260176.13, 1%, 87104698.30, 58399786.61, 87104698.30, 0.00, 57366676.00, 24945868.19, S[1]=MP(L3 03/13/01-60 7806 10542.4736)ED(L3 04/18/01-35 13701 95.7767)FX(S3 05/10/01-19 2677 85.3667)SF(S3 05/11/01-18 4394 57.9064)JY(L3 05/23/01-10 3252 86.8469) S[2]=No Positions 06/08/01, 143770674.85, 128934346.65, 2%, 84320389.87, 59450284.97, 84320389.87, 0.00, 49903336.00, 25027154.54, S[1]=MP(L3 03/13/01-61 7806 10542.4736)ED(L3 04/18/01-36 13701 95.7767)FX(S3 05/10/01-20 2677 85.3667)SF(S3 05/11/01-19 4394 57.9064) S[2]=No Positions 06/11/01, 146038951.97, 127326620.70, 1%, 84348095.63, 61690856.35, 84348095.63, 0.00, 49937464.00, 25050917.52, S[1]=MP(L3 03/13/01-62 7806 10542.4736)ED(L3 04/18/01-37 13701 95.7767)FX(S3 05/10/01-21 2677 85.3667)SF(S3 05/11/01-20 4394 57.9064)CD(L2 06/11/01-0 46 64.7500) S[2]=No Positions 06/12/01, 151960413.47, 125820266.14, 0%, 84357332.90, 67603080.57, 84357332.90, 0.00, 52553764.00, 25085953.87, S[1]=MP(L3 03/13/01-63 7806 10542.4736)ED(L3 04/18/01-38 13701 95.7767)FX(S3 05/10/01-22 2677 85.3667)SF(S3 05/11/01-21 4394 57.9064)CD(L2 06/11/01-1 46 64.7500)US(L1 06/12/01-0 969 95.2058) S[2]=No Positions 06/13/01, 144968172.55, 126706451.26, 5%, 84366571.19, 60601601.36, 84366571.19, 0.00, 52553764.00, 25085953.87, S[1]=MP(L3 03/13/01-64 7806 10542.4736)ED(L3 04/18/01-39 13701 95.7767)FX(S3 05/10/01-23 2677 85.3667)SF(S3 05/11/01-22 4394 57.9064)CD(L2 06/11/01-2 46 64.7500)US(L1 06/12/01-1 969 95.2058) S[2]=No Positions 06/14/01, 145173514.80, 125875019.39, 4%, 92063214.40, 53110300.40, 92063214.40, 0.00, 41724872.00, 25473770.94, S[1]=MP(L3 03/13/01-65 7806 10542.4736)ED(L3 04/18/01-40 13701 95.7767)CD(L2 06/11/01-3 46 64.7500)US(L2 06/12/01-2 1956 95.2058) S[2]=No Positions 06/15/01, 140415106.06, 126259812.66, 8%, 92073296.59, 48341809.47, 92073296.59, 0.00, 44338876.00, 25482207.72, S[1]=MP(L3 03/13/01-66 7806 10542.4736)ED(L3 04/18/01-41 13701 95.7767)CD(L2 06/11/01-4 46 64.7500)US(L2 06/12/01-3 1956 95.2058)JY(S1 06/15/01-0 1139 84.6733) S[2]=No Positions 06/18/01, 144189276.32, 126302935.70, 5%, 88959643.45, 55229632.88, 88959643.45, 0.00, 44304744.00, 25553886.19, S[1]=MP(L3 03/13/01-67 7806 10542.4736)ED(L3 04/18/01-42 13701 95.7767)US(L2 06/12/01-4 1956 95.2058)JY(S1 06/15/01-1 1139 84.6733) S[2]=No Positions 06/19/01, 144716121.34, 128973355.92, 5%, 88969385.75, 55746735.59, 88969385.75, 0.00, 44304744.00, 25553886.19, S[1]=MP(L3 03/13/01-68 7806 10542.4736)ED(L3 04/18/01-43 13701 95.7767)US(L2 06/12/01-5 1956 95.2058)JY(S1 06/15/01-2 1139 84.6733) S[2]=No Positions 06/20/01, 142856449.03, 128125268.37, 6%, 88979129.12, 53877319.91, 88979129.12, 0.00, 46751216.00, 25592489.17, S[1]=MP(L3 03/13/01-69 7806 10542.4736)ED(L3 04/18/01-44 13701 95.7767)US(L2 06/12/01-6 1956 95.2058)JY(S2 06/15/01-3 2205 84.6733) S[2]=No Positions 06/21/01, 144109156.07, 130035671.23, 5%, 88988873.55, 55120282.52, 88988873.55, 0.00, 49197688.00, 25624075.45, S[1]=MP(L3 03/13/01-70 7806 10542.4736)ED(L3 04/18/01-45 13701 95.7767)US(L2 06/12/01-7 1956 95.2058)JY(S3 06/15/01-4 3271 84.6733) S[2]=No Positions 06/22/01, 147307220.21, 130950261.88, 3%, 88998619.06, 58308601.16, 88998619.06, 0.00, 49197688.00, 25624075.45, S[1]=MP(L3 03/13/01-71 7806 10542.4736)ED(L3 04/18/01-46 13701 95.7767)US(L2 06/12/01-8 1956 95.2058)JY(S3 06/15/01-5 3271 84.6733) S[2]=No Positions 06/25/01, 148657043.65, 130107061.18, 2%, 89027861.97, 59629181.68, 89027861.97, 0.00, 49215496.00, 25627202.89, S[1]=MP(L3 03/13/01-72 7806 10542.4736)ED(L3 04/18/01-47 13701 95.7767)US(L2 06/12/01-9 1956 95.2058)JY(S3 06/15/01-6 3271 84.6733)CD(L1 06/25/01-0 24 64.8283) S[2]=No Positions 06/26/01, 148568694.59, 130877895.95, 2%, 89037611.74, 59531082.85, 89037611.74, 0.00, 49215496.00, 25627202.89, S[1]=MP(L3 03/13/01-73 7806 10542.4736)ED(L3 04/18/01-48 13701 95.7767)US(L2 06/12/01-10 1956 95.2058)JY(S3 06/15/01-7 3271 84.6733)CD(L1 06/25/01-1 24 64.8283) S[2]=No Positions 06/27/01, 147514255.69, 131915441.31, 3%, 89047362.59, 58466893.11, 89047362.59, 0.00, 49215496.00, 25627202.89, S[1]=MP(L3 03/13/01-74 7806 10542.4736)ED(L3 04/18/01-49 13701 95.7767)US(L2 06/12/01-11 1956 95.2058)JY(S3 06/15/01-8 3271 84.6733)CD(L1 06/25/01-2 24 64.8283) S[2]=No Positions 06/28/01, 141802730.55, 130579554.25, 7%, 103303277.51, 38499453.04, 103303277.51, 0.00, 40081424.00, 25908766.78, S[1]=MP(L3 03/13/01-75 7806 10542.4736)US(L2 06/12/01-12 1956 95.2058)JY(S3 06/15/01-9 3271 84.6733)CD(L1 06/25/01-3 24 64.8283)SF(S1 06/28/01-0 1642 56.2430) S[2]=No Positions 06/29/01, 142148926.84, 131680946.46, 6%, 101522031.06, 40626895.77, 101522031.06, 0.00, 34800224.00, 25976004.28, S[1]=MP(L3 03/13/01-76 7806 10542.4736)JY(S3 06/15/01-10 3271 84.6733)CD(L1 06/25/01-4 24 64.8283)SF(S1 06/28/01-1 1642 56.2430) S[2]=No Positions 07/02/01, 144755580.42, 129684536.04, 5%, 101555388.89, 43200191.53, 101555388.89, 0.00, 37967324.00, 25979669.90, S[1]=MP(L3 03/13/01-77 7806 10542.4736)JY(S3 06/15/01-11 3271 84.6733)CD(L1 06/25/01-5 24 64.8283)SF(S1 06/28/01-2 1642 56.2430)US(S1 07/02/01-0 1173 94.1844) S[2]=No Positions 07/03/01, 142029639.60, 128301811.29, 7%, 101566510.60, 40463129.00, 101566510.60, 0.00, 38008876.00, 26022699.99, S[1]=MP(L3 03/13/01-78 7806 10542.4736)JY(S3 06/15/01-12 3271 84.6733)CD(L3 06/25/01-6 80 64.8283)SF(S1 06/28/01-3 1642 56.2430)US(S1 07/02/01-1 1173 94.1844) S[2]=No Positions 07/04/01, 143550628.25, 128312934.22, 6%, 101577633.52, 41972994.73, 101577633.52, 0.00, 38008876.00, 26022699.99, S[1]=MP(L3 03/13/01-79 7806 10542.4736)JY(S3 06/15/01-13 3271 84.6733)CD(L3 06/25/01-7 80 64.8283)SF(S1 06/28/01-4 1642 56.2430)US(S1 07/02/01-2 1173 94.1844) S[2]=No Positions 07/05/01, 141140007.65, 127446175.78, 7%, 101588757.67, 39551249.98, 101588757.67, 0.00, 44558536.00, 26142367.14, S[1]=MP(L3 03/13/01-79 7806 10542.4736)JY(S3 06/15/01-13 3271 84.6733)CD(L3 06/25/01-7 80 64.8283)SF(S3 06/28/01-4 5374 56.2430)US(S1 07/02/01-2 1173 94.1844) S[2]=No Positions 07/06/01, 144620720.67, 125509639.30, 5%, 136651060.36, 7969660.32, 136651060.36, 0.00, 20164788.00, 27996292.14, S[1]=JY(S3 06/15/01-14 3271 84.6733)CD(L3 06/25/01-8 80 64.8283)SF(S3 06/28/01-5 5374 56.2430)US(S1 07/02/01-3 1173 94.1844) S[2]=No Positions 07/09/01, 136024994.51, 125554539.72, 10%, 136695960.78, -670966.26, 136695960.78, 0.00, 20164788.00, 27996292.14, S[1]=JY(S3 06/15/01-15 3271 84.6733)CD(L3 06/25/01-9 80 64.8283)SF(S3 06/28/01-6 5374 56.2430)US(S1 07/02/01-4 1173 94.1844) S[2]=No Positions 07/10/01, 131656067.48, 124478172.25, 13%, 131124560.08, 531507.39, 131124560.08, 0.00, 10733418.00, 29019842.99, S[1]=JY(S3 06/15/01-16 3271 84.6733)CD(L3 06/25/01-10 80 64.8283)US(S1 07/02/01-5 1173 94.1844) S[2]=No Positions 07/11/01, 130063093.51, 125018314.46, 14%, 126350863.13, 3712230.38, 126350863.13, 0.00, 10674058.00, 29187621.92, S[1]=JY(S3 06/15/01-17 3271 84.6733)US(S1 07/02/01-6 1173 94.1844) S[2]=No Positions 07/12/01, 124916960.20, 124916960.20, 18%, 124916960.20, 0.00, 124916960.20, 0.00, 13.00, 29247105.27, S[1]=No Positions S[2]=No Positions 07/13/01, 121465318.97, 120586247.92, 20%, 124930640.32, -3465321.35, 124930640.32, 0.00, 53437.00, 29350066.39, S[1]=CD(S2 07/13/01-0 72 63.9452) S[2]=No Positions 07/16/01, 125178356.24, 120627297.28, 18%, 124971689.68, 206666.56, 124971689.68, 0.00, 53437.00, 29350066.39, S[1]=CD(S2 07/13/01-1 72 63.9452) S[2]=No Positions 07/17/01, 123596618.37, 118142376.48, 19%, 124985375.79, -1388757.42, 124985375.79, 0.00, 3826687.00, 29409990.35, S[1]=CD(S2 07/13/01-2 72 63.9452)SF(L1 07/17/01-0 2150 57.6293) S[2]=No Positions 07/18/01, 115717118.89, 101709783.87, 24%, 124999063.41, -9281944.51, 124999063.41, 0.00, 32526202.00, 30280233.15, S[1]=CD(S2 07/13/01-3 72 63.9452)SF(L3 07/17/01-1 6250 57.6293)BP(L1 07/18/01-0 2171 135.7862)FX(L2 07/18/01-0 2628 83.9800)US(L3 07/18/01-0 4668 96.7055) S[2]=No Positions 07/19/01, 135279592.31, 101723472.98, 11%, 125012752.52, 10266839.79, 125012752.52, 0.00, 32526202.00, 30280233.15, S[1]=CD(S2 07/13/01-4 72 63.9452)SF(L3 07/17/01-2 6250 57.6293)BP(L1 07/18/01-1 2171 135.7862)FX(L2 07/18/01-1 2628 83.9800)US(L3 07/18/01-1 4668 96.7055) S[2]=No Positions 07/20/01, 134399360.80, 98062439.43, 12%, 125026443.13, 9372917.67, 125026443.13, 0.00, 44131068.00, 30343909.21, S[1]=CD(S3 07/13/01-5 108 63.9452)SF(L3 07/17/01-3 6250 57.6293)BP(L1 07/18/01-2 2171 135.7862)FX(L2 07/18/01-2 2628 83.9800)US(L3 07/18/01-2 4668 96.7055)ED(L1 07/20/01-0 13202 96.3730) S[2]=No Positions 07/23/01, 135069938.28, 98103520.27, 11%, 125067523.97, 10002414.31, 125067523.97, 0.00, 44131068.00, 30343909.21, S[1]=CD(S3 07/13/01-6 108 63.9452)SF(L3 07/17/01-4 6250 57.6293)BP(L1 07/18/01-3 2171 135.7862)FX(L2 07/18/01-3 2628 83.9800)US(L3 07/18/01-3 4668 96.7055)ED(L1 07/20/01-1 13202 96.3730) S[2]=No Positions 07/24/01, 132205436.23, 98117216.88, 13%, 125081220.58, 7124215.65, 125081220.58, 0.00, 44131068.00, 30343909.21, S[1]=CD(S3 07/13/01-7 108 63.9452)SF(L3 07/17/01-5 6250 57.6293)BP(L1 07/18/01-4 2171 135.7862)FX(L2 07/18/01-4 2628 83.9800)US(L3 07/18/01-4 4668 96.7055)ED(L1 07/20/01-2 13202 96.3730) S[2]=No Positions 07/25/01, 137983076.57, 98130914.99, 9%, 125094918.69, 12888157.88, 125094918.69, 0.00, 44131068.00, 30343909.21, S[1]=CD(S3 07/13/01-8 108 63.9452)SF(L3 07/17/01-6 6250 57.6293)BP(L1 07/18/01-5 2171 135.7862)FX(L2 07/18/01-5 2628 83.9800)US(L3 07/18/01-5 4668 96.7055)ED(L1 07/20/01-3 13202 96.3730) S[2]=No Positions 07/26/01, 136651565.88, 99038627.05, 10%, 125108618.30, 11542947.58, 125108618.30, 0.00, 44131068.00, 30343909.21, S[1]=CD(S3 07/13/01-9 108 63.9452)SF(L3 07/17/01-7 6250 57.6293)BP(L1 07/18/01-6 2171 135.7862)FX(L2 07/18/01-6 2628 83.9800)US(L3 07/18/01-6 4668 96.7055)ED(L1 07/20/01-4 13202 96.3730) S[2]=No Positions 07/27/01, 131105501.56, 97262190.17, 14%, 120484766.71, 10620734.86, 120484766.71, 0.00, 57062980.00, 30383039.14, S[1]=SF(L3 07/17/01-8 6250 57.6293)BP(L1 07/18/01-7 2171 135.7862)FX(L2 07/18/01-7 2628 83.9800)US(L3 07/18/01-7 4668 96.7055)ED(L2 07/20/01-5 28039 96.3730) S[2]=No Positions 07/30/01, 134341301.74, 98031153.72, 12%, 120524355.25, 13816946.49, 120524355.25, 0.00, 57062980.00, 30383039.14, S[1]=SF(L3 07/17/01-9 6250 57.6293)BP(L1 07/18/01-8 2171 135.7862)FX(L2 07/18/01-8 2628 83.9800)US(L3 07/18/01-8 4668 96.7055)ED(L2 07/20/01-6 28039 96.3730) S[2]=No Positions 07/31/01, 134374924.22, 110030080.96, 12%, 120537554.32, 13837369.90, 120537554.32, 0.00, 57062980.00, 30383039.14, S[1]=SF(L3 07/17/01-10 6250 57.6293)BP(L1 07/18/01-9 2171 135.7862)FX(L2 07/18/01-9 2628 83.9800)US(L3 07/18/01-9 4668 96.7055)ED(L2 07/20/01-7 28039 96.3730) S[2]=No Positions 08/01/01, 136909112.58, 117493125.54, 10%, 120550754.84, 16358357.74, 120550754.84, 0.00, 57062980.00, 30383039.14, S[1]=SF(L3 07/17/01-11 6250 57.6293)BP(L1 07/18/01-10 2171 135.7862)FX(L2 07/18/01-10 2628 83.9800)US(L3 07/18/01-10 4668 96.7055)ED(L2 07/20/01-8 28039 96.3730) S[2]=No Positions 08/02/01, 142659692.61, 117967660.04, 6%, 120563956.80, 22095735.81, 120563956.80, 0.00, 57062980.00, 30383039.14, S[1]=SF(L3 07/17/01-12 6250 57.6293)BP(L1 07/18/01-11 2171 135.7862)FX(L2 07/18/01-11 2628 83.9800)US(L3 07/18/01-11 4668 96.7055)ED(L2 07/20/01-9 28039 96.3730) S[2]=No Positions 08/03/01, 136567661.17, 117820260.52, 10%, 119229696.53, 17337964.64, 119229696.53, 0.00, 44459380.00, 30485151.64, S[1]=SF(L3 07/17/01-13 6250 57.6293)BP(L1 07/18/01-12 2171 135.7862)FX(L2 07/18/01-12 2628 83.9800)ED(L2 07/20/01-10 28039 96.3730) S[2]=No Positions 08/06/01, 137604928.37, 121303768.70, 9%, 119268872.69, 18336055.68, 119268872.69, 0.00, 44459380.00, 30485151.64, S[1]=SF(L3 07/17/01-14 6250 57.6293)BP(L1 07/18/01-13 2171 135.7862)FX(L2 07/18/01-13 2628 83.9800)ED(L2 07/20/01-11 28039 96.3730) S[2]=No Positions 08/07/01, 134392056.77, 121930974.79, 12%, 119164906.72, 15227150.05, 119164906.72, 0.00, 41235444.00, 30566560.83, S[1]=SF(L3 07/17/01-15 6250 57.6293)FX(L2 07/18/01-14 2628 83.9800)ED(L2 07/20/01-12 28039 96.3730) S[2]=No Positions 08/08/01, 126172938.41, 115341111.59, 17%, 119177956.91, 6994981.49, 119177956.91, 0.00, 72686144.00, 30678807.71, S[1]=SF(L3 07/17/01-16 6250 57.6293)FX(L2 07/18/01-15 2628 83.9800)ED(L3 07/20/01-13 43577 96.3730)MP(L1 08/08/01-0 4291 11661.5000)US(L1 08/08/01-0 1635 98.0438) S[2]=No Positions 08/09/01, 137317147.01, 114373727.13, 10%, 119191008.54, 18126138.47, 119191008.54, 0.00, 76973744.00, 30681761.47, S[1]=SF(L3 07/17/01-17 6250 57.6293)FX(L2 07/18/01-16 2628 83.9800)ED(L3 07/20/01-14 43577 96.3730)MP(L1 08/08/01-1 4291 11661.5000)US(L2 08/08/01-1 3223 98.0438) S[2]=No Positions 08/10/01, 148307768.21, 114929079.55, 2%, 119204061.59, 29103706.62, 119204061.59, 0.00, 76973744.00, 30681761.47, S[1]=SF(L3 07/17/01-18 6250 57.6293)FX(L2 07/18/01-17 2628 83.9800)ED(L3 07/20/01-15 43577 96.3730)MP(L1 08/08/01-2 4291 11661.5000)US(L2 08/08/01-2 3223 98.0438) S[2]=No Positions 08/13/01, 151861702.11, 114968247.28, 0%, 119243229.32, 32618472.79, 119243229.32, 0.00, 76973744.00, 30681761.47, S[1]=SF(L3 07/17/01-19 6250 57.6293)FX(L2 07/18/01-18 2628 83.9800)ED(L3 07/20/01-16 43577 96.3730)MP(L1 08/08/01-3 4291 11661.5000)US(L2 08/08/01-3 3223 98.0438) S[2]=No Positions 08/14/01, 155779132.19, 119280883.73, 0%, 119256288.09, 36522844.10, 119256288.09, 0.00, 76973744.00, 30681761.47, S[1]=SF(L3 07/17/01-20 6250 57.6293)FX(L2 07/18/01-19 2628 83.9800)ED(L3 07/20/01-17 43577 96.3730)MP(L1 08/08/01-4 4291 11661.5000)US(L2 08/08/01-4 3223 98.0438) S[2]=No Positions 08/15/01, 157413945.48, 119456637.36, 0%, 119269348.29, 38144597.18, 119269348.29, 0.00, 76973744.00, 30681761.47, S[1]=SF(L3 07/17/01-21 6250 57.6293)FX(L2 07/18/01-20 2628 83.9800)ED(L3 07/20/01-18 43577 96.3730)MP(L1 08/08/01-5 4291 11661.5000)US(L2 08/08/01-5 3223 98.0438) S[2]=No Positions 08/16/01, 162351948.07, 119469698.99, 0%, 119282409.92, 43069538.15, 119282409.92, 0.00, 76973744.00, 30681761.47, S[1]=SF(L3 07/17/01-22 6250 57.6293)FX(L2 07/18/01-21 2628 83.9800)ED(L3 07/20/01-19 43577 96.3730)MP(L1 08/08/01-6 4291 11661.5000)US(L2 08/08/01-6 3223 98.0438) S[2]=No Positions 08/17/01, 169490727.58, 121872192.79, 0%, 119295472.99, 50195254.59, 119295472.99, 0.00, 76973744.00, 30681761.47, S[1]=SF(L3 07/17/01-23 6250 57.6293)FX(L2 07/18/01-22 2628 83.9800)ED(L3 07/20/01-20 43577 96.3730)MP(L1 08/08/01-7 4291 11661.5000)US(L2 08/08/01-7 3223 98.0438) S[2]=No Positions 08/20/01, 175063166.26, 119434786.05, 0%, 117500067.36, 57563098.90, 117500067.36, 0.00, 63592564.00, 30743672.63, S[1]=SF(L3 07/17/01-24 6250 57.6293)FX(L2 07/18/01-23 2628 83.9800)ED(L3 07/20/01-21 43577 96.3730)US(L2 08/08/01-8 3223 98.0438)CD(S1 08/20/01-0 38 63.5750) S[2]=No Positions 08/21/01, 168030826.27, 119196657.48, 4%, 117512935.23, 50517891.04, 117512935.23, 0.00, 63620760.00, 30752036.73, S[1]=SF(L3 07/17/01-25 6250 57.6293)FX(L2 07/18/01-24 2628 83.9800)ED(L3 07/20/01-22 43577 96.3730)US(L2 08/08/01-9 3223 98.0438)CD(S2 08/20/01-1 76 63.5750) S[2]=No Positions 08/22/01, 169953201.38, 131897862.26, 3%, 117525804.51, 52427396.86, 117525804.51, 0.00, 66376920.00, 30771177.17, S[1]=SF(L3 07/17/01-26 6250 57.6293)FX(L3 07/18/01-25 3904 83.9800)ED(L3 07/20/01-23 43577 96.3730)US(L2 08/08/01-10 3223 98.0438)CD(S2 08/20/01-2 76 63.5750) S[2]=No Positions 08/23/01, 166619500.16, 136405719.84, 5%, 117538675.20, 49080824.96, 117538675.20, 0.00, 66376920.00, 30771177.17, S[1]=SF(L3 07/17/01-27 6250 57.6293)FX(L3 07/18/01-26 3904 83.9800)ED(L3 07/20/01-24 43577 96.3730)US(L2 08/08/01-11 3223 98.0438)CD(S2 08/20/01-3 76 63.5750) S[2]=No Positions 08/24/01, 169245293.31, 137605640.21, 3%, 117551547.30, 51693746.01, 117551547.30, 0.00, 66376920.00, 30771177.17, S[1]=SF(L3 07/17/01-28 6250 57.6293)FX(L3 07/18/01-27 3904 83.9800)ED(L3 07/20/01-25 43577 96.3730)US(L2 08/08/01-12 3223 98.0438)CD(S2 08/20/01-4 76 63.5750) S[2]=No Positions 08/27/01, 162159210.29, 137644264.96, 7%, 117590172.05, 44569038.23, 117590172.05, 0.00, 66376920.00, 30771177.17, S[1]=SF(L3 07/17/01-29 6250 57.6293)FX(L3 07/18/01-28 3904 83.9800)ED(L3 07/20/01-26 43577 96.3730)US(L2 08/08/01-13 3223 98.0438)CD(S2 08/20/01-5 76 63.5750) S[2]=No Positions 08/28/01, 159075980.76, 143562052.15, 9%, 114760443.46, 44315537.30, 114760443.46, 0.00, 63620760.00, 31248392.14, S[1]=SF(L3 07/17/01-30 6250 57.6293)FX(L2 07/18/01-29 2628 83.9800)ED(L3 07/20/01-27 43577 96.3730)US(L2 08/08/01-14 3223 98.0438)CD(S2 08/20/01-6 76 63.5750) S[2]=No Positions 08/29/01, 165460252.69, 144783244.99, 5%, 114773011.30, 50687241.39, 114773011.30, 0.00, 63620760.00, 31248392.14, S[1]=SF(L3 07/17/01-31 6250 57.6293)FX(L2 07/18/01-30 2628 83.9800)ED(L3 07/20/01-28 43577 96.3730)US(L2 08/08/01-15 3223 98.0438)CD(S2 08/20/01-7 76 63.5750) S[2]=No Positions 08/30/01, 165973676.45, 145150908.10, 5%, 114785580.53, 51188095.93, 114785580.53, 0.00, 87777016.00, 31420503.53, S[1]=SF(L3 07/17/01-32 6250 57.6293)FX(L2 07/18/01-31 2628 83.9800)ED(L3 07/20/01-29 43577 96.3730)US(L2 08/08/01-16 3223 98.0438)CD(S2 08/20/01-8 76 63.5750)MP(S2 08/30/01-0 7730 11563.9395) S[2]=No Positions 08/31/01, 178767560.83, 142868812.10, 0%, 114798151.12, 63969409.70, 114798151.12, 0.00, 91063456.00, 31450934.57, S[1]=SF(L3 07/17/01-33 6250 57.6293)FX(L2 07/18/01-32 2628 83.9800)ED(L3 07/20/01-30 43577 96.3730)US(L2 08/08/01-17 3223 98.0438)CD(S2 08/20/01-9 76 63.5750)MP(S2 08/30/01-1 7730 11563.9395)JY(L1 08/31/01-0 1432 87.1470) S[2]=No Positions 09/03/01, 170390659.12, 142906532.16, 5%, 114835871.17, 55554787.95, 114835871.17, 0.00, 91063456.00, 31450934.57, S[1]=SF(L3 07/17/01-34 6250 57.6293)FX(L2 07/18/01-33 2628 83.9800)ED(L3 07/20/01-31 43577 96.3730)US(L2 08/08/01-18 3223 98.0438)CD(S2 08/20/01-10 76 63.5750)MP(S2 08/30/01-2 7730 11563.9395)JY(L1 08/31/01-1 1432 87.1470) S[2]=No Positions 09/04/01, 146521625.15, 136327549.26, 18%, 147572138.75, -1050513.61, 147572138.75, 0.00, 27529524.00, 36346291.27, S[1]=CD(S3 08/20/01-10 117 63.5750)MP(S2 08/30/01-2 7730 11563.9395)JY(L1 08/31/01-1 1432 87.1470) S[2]=No Positions 09/05/01, 144980904.77, 131464212.42, 19%, 145219085.73, -238180.96, 145219085.73, 0.00, 43179712.00, 36466104.97, S[1]=CD(S3 08/20/01-11 117 63.5750)MP(S3 08/30/01-3 12491 11563.9395)BP(L1 09/05/01-0 2733 140.2285) S[2]=No Positions 09/06/01, 148594968.53, 131480115.91, 17%, 145234989.21, 3359979.31, 145234989.21, 0.00, 43179712.00, 36466104.97, S[1]=CD(S3 08/20/01-12 117 63.5750)MP(S3 08/30/01-4 12491 11563.9395)BP(L1 09/05/01-1 2733 140.2285) S[2]=No Positions 09/07/01, 140405336.67, 119447551.92, 21%, 145250894.44, -4845557.77, 145250894.44, 0.00, 92038568.00, 37541888.34, S[1]=CD(S3 08/20/01-13 117 63.5750)MP(S3 08/30/01-5 12491 11563.9395)BP(L2 09/05/01-2 5263 140.2285)ED(L3 09/07/01-0 45504 96.5635)US(L1 09/07/01-0 1924 100.3892) S[2]=No Positions 09/10/01, 167860903.61, 119495278.05, 6%, 145298620.57, 22562283.05, 145298620.57, 0.00, 92038568.00, 37541888.34, S[1]=CD(S3 08/20/01-14 117 63.5750)MP(S3 08/30/01-6 12491 11563.9395)BP(L2 09/05/01-3 5263 140.2285)ED(L3 09/07/01-1 45504 96.5635)US(L1 09/07/01-1 1924 100.3892) S[2]=No Positions 09/11/01, 147018582.56, 108286511.23, 18%, 132688575.22, 14330007.34, 132688575.22, 0.00, 91636136.00, 41749044.96, S[1]=CD(S3 08/20/01-15 117 63.5750)MP(S3 08/30/01-7 12491 11563.9395)ED(L3 09/07/01-2 45504 96.5635)US(L1 09/07/01-2 1924 100.3892)SF(L2 09/11/01-0 4224 61.4739) S[2]=No Positions 09/12/01, 189873266.55, 108301042.46, 0%, 132703106.44, 57170160.11, 132703106.44, 0.00, 91636136.00, 41749044.96, S[1]=CD(S3 08/20/01-16 117 63.5750)MP(S3 08/30/01-8 12491 11563.9395)ED(L3 09/07/01-3 45504 96.5635)US(L1 09/07/01-3 1924 100.3892)SF(L2 09/11/01-1 4224 61.4739) S[2]=No Positions 09/13/01, 190556445.87, 108435446.44, 0%, 128804474.23, 61751971.64, 128804474.23, 0.00, 84223016.00, 41758853.92, S[1]=CD(S3 08/20/01-16 117 63.5750)MP(S3 08/30/01-8 12491 11563.9395)ED(L3 09/07/01-3 45504 96.5635)US(L1 09/07/01-3 1924 100.3892) S[2]=No Positions 09/14/01, 197586591.23, 98130675.53, 0%, 128818580.09, 68768011.14, 128818580.09, 0.00, 100550856.00, 42036213.74, S[1]=CD(S3 08/20/01-17 117 63.5750)MP(S3 08/30/01-9 12491 11563.9395)ED(L3 09/07/01-4 45504 96.5635)US(L2 09/07/01-4 3483 100.3892)FX(L1 09/14/01-0 1183 89.9990)JY(L3 09/14/01-0 4167 87.9510) S[2]=No Positions 09/17/01, 213757486.83, 99890113.08, 0%, 128860906.93, 84896579.90, 128860906.93, 0.00, 100550856.00, 42036213.74, S[1]=CD(S3 08/20/01-18 117 63.5750)MP(S3 08/30/01-10 12491 11563.9395)ED(L3 09/07/01-5 45504 96.5635)US(L2 09/07/01-5 3483 100.3892)FX(L1 09/14/01-1 1183 89.9990)JY(L3 09/14/01-1 4167 87.9510) S[2]=No Positions 09/18/01, 209872084.18, 98695519.71, 2%, 123571804.87, 86300279.31, 123571804.87, 0.00, 93695008.00, 42397578.05, S[1]=CD(S3 08/20/01-19 117 63.5750)MP(S3 08/30/01-11 12491 11563.9395)ED(L3 09/07/01-6 45504 96.5635)FX(L1 09/14/01-2 1183 89.9990)JY(L3 09/14/01-2 4167 87.9510)SF(L1 09/18/01-0 1452 63.2000) S[2]=No Positions 09/19/01, 213359703.50, 103476210.36, 0%, 123585337.68, 89774365.82, 123585337.68, 0.00, 96071008.00, 42448452.38, S[1]=CD(S3 08/20/01-20 117 63.5750)MP(S3 08/30/01-12 12491 11563.9395)ED(L3 09/07/01-7 45504 96.5635)FX(L2 09/14/01-3 2283 89.9990)JY(L3 09/14/01-3 4167 87.9510)SF(L1 09/18/01-1 1452 63.2000) S[2]=No Positions 09/20/01, 234986229.90, 105156637.28, 0%, 123598871.97, 111387357.94, 123598871.97, 0.00, 99824008.00, 42533969.95, S[1]=CD(S3 08/20/01-21 117 63.5750)MP(S3 08/30/01-13 12491 11563.9395)ED(L3 09/07/01-8 45504 96.5635)FX(L2 09/14/01-4 2283 89.9990)JY(L3 09/14/01-4 4167 87.9510)SF(L1 09/18/01-2 1452 63.2000)US(S1 09/20/01-0 1390 97.8975) S[2]=No Positions 09/21/01, 231800484.72, 110617220.98, 1%, 119127647.63, 112672837.09, 119127647.63, 0.00, 94892728.00, 42588175.98, S[1]=CD(S3 08/20/01-22 117 63.5750)MP(S3 08/30/01-14 12491 11563.9395)ED(L3 09/07/01-9 45504 96.5635)JY(L3 09/14/01-5 4167 87.9510)SF(L1 09/18/01-3 1452 63.2000)US(S1 09/20/01-1 1390 97.8975) S[2]=No Positions 09/24/01, 233681432.60, 126743598.69, 1%, 119166790.25, 114514642.35, 119166790.25, 0.00, 94892728.00, 42588175.98, S[1]=CD(S3 08/20/01-23 117 63.5750)MP(S3 08/30/01-15 12491 11563.9395)ED(L3 09/07/01-10 45504 96.5635)JY(L3 09/14/01-6 4167 87.9510)SF(L1 09/18/01-4 1452 63.2000)US(S1 09/20/01-2 1390 97.8975) S[2]=No Positions 09/25/01, 225703906.56, 127537336.59, 4%, 119179840.65, 106524065.91, 119179840.65, 0.00, 94892728.00, 42588175.98, S[1]=CD(S3 08/20/01-24 117 63.5750)MP(S3 08/30/01-16 12491 11563.9395)ED(L3 09/07/01-11 45504 96.5635)JY(L3 09/14/01-7 4167 87.9510)SF(L1 09/18/01-5 1452 63.2000)US(S1 09/20/01-3 1390 97.8975) S[2]=No Positions 09/26/01, 234487468.67, 162320459.11, 0%, 119192892.48, 115294576.19, 119192892.48, 0.00, 94892728.00, 42588175.98, S[1]=CD(S3 08/20/01-25 117 63.5750)MP(S3 08/30/01-17 12491 11563.9395)ED(L3 09/07/01-12 45504 96.5635)JY(L3 09/14/01-8 4167 87.9510)SF(L1 09/18/01-6 1452 63.2000)US(S1 09/20/01-4 1390 97.8975) S[2]=No Positions 09/27/01, 226514040.10, 172616221.03, 4%, 107941684.94, 118572355.16, 107941684.94, 0.00, 81576472.00, 43961623.89, S[1]=CD(S3 08/20/01-26 117 63.5750)MP(S3 08/30/01-18 12491 11563.9395)ED(L3 09/07/01-13 45504 96.5635)SF(L1 09/18/01-7 1452 63.2000) S[2]=No Positions 09/28/01, 228510279.73, 178093488.14, 3%, 107953506.03, 120556773.69, 107953506.03, 0.00, 84840768.00, 43968087.10, S[1]=CD(S3 08/20/01-27 117 63.5750)MP(S3 08/30/01-19 12491 11563.9395)ED(L3 09/07/01-14 45504 96.5635)SF(L1 09/18/01-8 1452 63.2000)US(L1 09/28/01-0 1209 100.8581) S[2]=No Positions 10/01/01, 221900827.81, 186661479.95, 6%, 107988977.09, 113911850.72, 107988977.09, 0.00, 84840768.00, 43968087.10, S[1]=CD(S3 08/20/01-28 117 63.5750)MP(S3 08/30/01-20 12491 11563.9395)ED(L3 09/07/01-15 45504 96.5635)SF(L1 09/18/01-9 1452 63.2000)US(L1 09/28/01-1 1209 100.8581) S[2]=No Positions 10/02/01, 218854161.48, 199284096.77, 7%, 108000803.37, 110853358.11, 108000803.37, 0.00, 88086168.00, 44017538.28, S[1]=CD(S3 08/20/01-29 117 63.5750)MP(S3 08/30/01-21 12491 11563.9395)ED(L3 09/07/01-16 45504 96.5635)SF(L1 09/18/01-10 1452 63.2000)US(L2 09/28/01-2 2411 100.8581) S[2]=No Positions 10/03/01, 231467896.68, 201545131.95, 1%, 106208328.18, 125259568.50, 106208328.18, 0.00, 85537904.00, 44024798.45, S[1]=CD(S3 08/20/01-30 117 63.5750)MP(S3 08/30/01-22 12491 11563.9395)ED(L3 09/07/01-17 45504 96.5635)US(L2 09/28/01-3 2411 100.8581) S[2]=No Positions 10/04/01, 229525366.13, 204969424.35, 2%, 106219959.45, 123305406.68, 106219959.45, 0.00, 85537904.00, 44024798.45, S[1]=CD(S3 08/20/01-31 117 63.5750)MP(S3 08/30/01-23 12491 11563.9395)ED(L3 09/07/01-18 45504 96.5635)US(L2 09/28/01-4 2411 100.8581) S[2]=No Positions 10/05/01, 234309539.77, 204874925.41, 0%, 111873524.17, 122436015.60, 111873524.17, 0.00, 85451088.00, 44130098.63, S[1]=MP(S3 08/30/01-24 12491 11563.9395)ED(L3 09/07/01-19 45504 96.5635)US(L2 09/28/01-5 2411 100.8581) S[2]=No Positions 10/08/01, 239964752.27, 204911684.49, 0%, 111910283.25, 128054469.02, 111910283.25, 0.00, 85451088.00, 44130098.63, S[1]=MP(S3 08/30/01-25 12491 11563.9395)ED(L3 09/07/01-20 45504 96.5635)US(L2 09/28/01-6 2411 100.8581) S[2]=No Positions 10/09/01, 232015327.12, 204870077.31, 3%, 124083373.55, 107931953.57, 124083373.55, 0.00, 46416712.00, 44598511.13, S[1]=ED(L3 09/07/01-20 45504 96.5635)US(L2 09/28/01-6 2411 100.8581) S[2]=No Positions 10/10/01, 228856791.68, 204883666.14, 5%, 124096962.38, 104759829.30, 124096962.38, 0.00, 46416712.00, 44598511.13, S[1]=ED(L3 09/07/01-21 45504 96.5635)US(L2 09/28/01-7 2411 100.8581) S[2]=No Positions 10/11/01, 225704961.03, 200491795.07, 6%, 124110552.70, 101594408.33, 124110552.70, 0.00, 53310888.00, 44664956.74, S[1]=ED(L3 09/07/01-22 45504 96.5635)US(L2 09/28/01-8 2411 100.8581)JY(S2 10/11/01-0 3004 84.8780) S[2]=No Positions 10/12/01, 219069182.40, 201248221.41, 9%, 124124144.51, 94945037.89, 124124144.51, 0.00, 53310888.00, 44664956.74, S[1]=ED(L3 09/07/01-23 45504 96.5635)US(L2 09/28/01-9 2411 100.8581)JY(S2 10/11/01-1 3004 84.8780) S[2]=No Positions 10/15/01, 221046079.56, 202995336.33, 8%, 124164928.87, 96881150.69, 124164928.87, 0.00, 53310888.00, 44664956.74, S[1]=ED(L3 09/07/01-24 45504 96.5635)US(L2 09/28/01-10 2411 100.8581)JY(S2 10/11/01-2 3004 84.8780) S[2]=No Positions 10/16/01, 225003161.79, 205326613.62, 6%, 124178526.64, 100824635.15, 124178526.64, 0.00, 53310888.00, 44664956.74, S[1]=ED(L3 09/07/01-25 45504 96.5635)US(L2 09/28/01-11 2411 100.8581)JY(S2 10/11/01-3 3004 84.8780) S[2]=No Positions 10/17/01, 227846791.56, 211027692.12, 5%, 124192125.89, 103654665.67, 124192125.89, 0.00, 53310888.00, 44664956.74, S[1]=ED(L3 09/07/01-26 45504 96.5635)US(L2 09/28/01-12 2411 100.8581)JY(S2 10/11/01-4 3004 84.8780) S[2]=No Positions 10/18/01, 228808783.13, 208558810.67, 5%, 124205726.63, 104603056.50, 124205726.63, 0.00, 55978488.00, 44669711.47, S[1]=ED(L3 09/07/01-27 45504 96.5635)US(L2 09/28/01-13 2411 100.8581)JY(S2 10/11/01-5 3004 84.8780)FX(S1 10/18/01-0 1235 87.7577) S[2]=No Positions 10/19/01, 232679546.51, 208572412.90, 3%, 124219328.86, 108460217.65, 124219328.86, 0.00, 55978488.00, 44669711.47, S[1]=ED(L3 09/07/01-28 45504 96.5635)US(L2 09/28/01-14 2411 100.8581)JY(S2 10/11/01-6 3004 84.8780)FX(S1 10/18/01-1 1235 87.7577) S[2]=No Positions 10/22/01, 228294149.49, 201694498.11, 5%, 124260144.50, 104034004.99, 124260144.50, 0.00, 79899744.00, 44897058.62, S[1]=ED(L3 09/07/01-29 45504 96.5635)US(L2 09/28/01-15 2411 100.8581)JY(S3 10/11/01-7 4575 84.8780)FX(S3 10/18/01-2 3751 87.7577)MP(L1 10/22/01-0 4762 11695.5000) S[2]=No Positions 10/23/01, 237299192.55, 201708106.31, 1%, 124273752.69, 113025439.86, 124273752.69, 0.00, 79899744.00, 44897058.62, S[1]=ED(L3 09/07/01-30 45504 96.5635)US(L2 09/28/01-16 2411 100.8581)JY(S3 10/11/01-8 4575 84.8780)FX(S3 10/18/01-3 3751 87.7577)MP(L1 10/22/01-1 4762 11695.5000) S[2]=No Positions 10/24/01, 240882795.66, 202567386.94, 0%, 124287362.37, 116595433.29, 124287362.37, 0.00, 79899744.00, 44897058.62, S[1]=ED(L3 09/07/01-31 45504 96.5635)US(L2 09/28/01-17 2411 100.8581)JY(S3 10/11/01-9 4575 84.8780)FX(S3 10/18/01-4 3751 87.7577)MP(L1 10/22/01-2 4762 11695.5000) S[2]=No Positions 10/25/01, 247272928.82, 204288196.60, 0%, 124300973.55, 122971955.27, 124300973.55, 0.00, 79899744.00, 44897058.62, S[1]=ED(L3 09/07/01-32 45504 96.5635)US(L2 09/28/01-18 2411 100.8581)JY(S3 10/11/01-10 4575 84.8780)FX(S3 10/18/01-5 3751 87.7577)MP(L1 10/22/01-3 4762 11695.5000) S[2]=No Positions 10/26/01, 252587033.62, 210290663.51, 0%, 124314586.21, 128272447.42, 124314586.21, 0.00, 79899744.00, 44897058.62, S[1]=ED(L3 09/07/01-33 45504 96.5635)US(L2 09/28/01-19 2411 100.8581)JY(S3 10/11/01-11 4575 84.8780)FX(S3 10/18/01-6 3751 87.7577)MP(L1 10/22/01-4 4762 11695.5000) S[2]=No Positions 10/29/01, 253201685.50, 213597896.13, 0%, 124355433.14, 128846252.35, 124355433.14, 0.00, 79899744.00, 44897058.62, S[1]=ED(L3 09/07/01-34 45504 96.5635)US(L2 09/28/01-20 2411 100.8581)JY(S3 10/11/01-12 4575 84.8780)FX(S3 10/18/01-7 3751 87.7577)MP(L1 10/22/01-5 4762 11695.5000) S[2]=No Positions 10/30/01, 246128525.72, 213466559.76, 3%, 118574050.33, 127554475.40, 118574050.33, 0.00, 71797584.00, 44994487.94, S[1]=ED(L3 09/07/01-35 45504 96.5635)US(L2 09/28/01-21 2411 100.8581)JY(S3 10/11/01-13 4575 84.8780)MP(L1 10/22/01-6 4762 11695.5000) S[2]=No Positions 10/31/01, 248308776.18, 210644687.18, 2%, 117336873.92, 130971902.26, 117336873.92, 0.00, 57009828.00, 45141275.28, S[1]=ED(L3 09/07/01-36 45504 96.5635)US(L2 09/28/01-22 2411 100.8581)JY(S3 10/11/01-14 4575 84.8780)CD(S3 10/31/01-0 126 61.9830) S[2]=No Positions 11/01/01, 256105906.77, 211908911.71, 0%, 117349723.92, 138756182.85, 117349723.92, 0.00, 57009828.00, 45141275.28, S[1]=ED(L3 09/07/01-37 45504 96.5635)US(L2 09/28/01-23 2411 100.8581)JY(S3 10/11/01-15 4575 84.8780)CD(S3 10/31/01-1 126 61.9830) S[2]=No Positions 11/02/01, 258489562.24, 214438027.08, 0%, 117362575.32, 141126986.92, 117362575.32, 0.00, 57009828.00, 45141275.28, S[1]=ED(L3 09/07/01-38 45504 96.5635)US(L2 09/28/01-24 2411 100.8581)JY(S3 10/11/01-16 4575 84.8780)CD(S3 10/31/01-2 126 61.9830) S[2]=No Positions 11/05/01, 247536471.64, 209781713.26, 4%, 117401137.99, 130135333.65, 117401137.99, 0.00, 98434832.00, 45141275.28, S[1]=ED(L3 09/07/01-39 45504 96.5635)US(L2 09/28/01-25 2411 100.8581)JY(S3 10/11/01-17 4575 84.8780)CD(S3 10/31/01-3 126 61.9830)MP(L2 11/05/01-0 13256 11733.0000) S[2]=No Positions 11/06/01, 255851140.25, 215220692.80, 1%, 115338400.84, 140512739.41, 115338400.84, 0.00, 87935208.00, 46342251.18, S[1]=ED(L3 09/07/01-40 45504 96.5635)US(L2 09/28/01-26 2411 100.8581)CD(S3 10/31/01-4 126 61.9830)MP(L2 11/05/01-1 13256 11733.0000) S[2]=No Positions 11/07/01, 269035139.75, 218926368.21, 0%, 115351031.98, 153684107.77, 115351031.98, 0.00, 90495344.00, 46343767.07, S[1]=ED(L3 09/07/01-41 45504 96.5635)US(L2 09/28/01-27 2411 100.8581)CD(S3 10/31/01-5 126 61.9830)MP(L2 11/05/01-2 13256 11733.0000)BP(L1 11/07/01-0 1724 141.2273) S[2]=No Positions 11/08/01, 278265517.13, 221782306.39, 0%, 115363664.50, 162901852.63, 115363664.50, 0.00, 90495344.00, 46343767.07, S[1]=ED(L3 09/07/01-42 45504 96.5635)US(L2 09/28/01-28 2411 100.8581)CD(S3 10/31/01-6 126 61.9830)MP(L2 11/05/01-3 13256 11733.0000)BP(L1 11/07/01-1 1724 141.2273) S[2]=No Positions 11/09/01, 269164632.06, 225604018.24, 3%, 115376298.41, 153788333.65, 115376298.41, 0.00, 90495344.00, 46343767.07, S[1]=ED(L3 09/07/01-43 45504 96.5635)US(L2 09/28/01-29 2411 100.8581)CD(S3 10/31/01-7 126 61.9830)MP(L2 11/05/01-4 13256 11733.0000)BP(L1 11/07/01-2 1724 141.2273) S[2]=No Positions 11/12/01, 271538639.40, 225641928.26, 2%, 115414208.43, 156124430.97, 115414208.43, 0.00, 90495344.00, 46343767.07, S[1]=ED(L3 09/07/01-44 45504 96.5635)US(L2 09/28/01-30 2411 100.8581)CD(S3 10/31/01-8 126 61.9830)MP(L2 11/05/01-5 13256 11733.0000)BP(L1 11/07/01-3 1724 141.2273) S[2]=No Positions 11/13/01, 264790134.41, 220808322.33, 5%, 112961975.59, 151828158.82, 112961975.59, 0.00, 95989840.00, 46934177.77, S[1]=ED(L3 09/07/01-44 45504 96.5635)US(L2 09/28/01-30 2411 100.8581)CD(S3 10/31/01-8 126 61.9830)MP(L2 11/05/01-5 13256 11733.0000)FX(S3 11/13/01-0 3729 86.0780) S[2]=No Positions 11/14/01, 258822851.83, 225888511.49, 7%, 112974346.48, 145848505.35, 112974346.48, 0.00, 116839840.00, 46986123.59, S[1]=ED(L3 09/07/01-45 45504 96.5635)US(L2 09/28/01-31 2411 100.8581)CD(S3 10/31/01-9 126 61.9830)MP(L3 11/05/01-6 19928 11733.0000)FX(S3 11/13/01-1 3729 86.0780) S[2]=No Positions 11/15/01, 254799566.58, 226256799.79, 8%, 116476787.56, 138322779.02, 116476787.56, 0.00, 110330144.00, 48116279.84, S[1]=ED(L3 09/07/01-46 45504 96.5635)CD(S3 10/31/01-10 126 61.9830)MP(L3 11/05/01-7 19928 11733.0000)FX(S3 11/13/01-2 3729 86.0780) S[2]=No Positions 11/16/01, 237434160.53, 224860869.08, 15%, 237754973.07, -320812.54, 237754973.07, 0.00, 70423136.00, 48969531.95, S[1]=CD(S3 10/31/01-11 126 61.9830)MP(L3 11/05/01-8 19928 11733.0000)FX(S3 11/13/01-3 3729 86.0780) S[2]=No Positions 11/19/01, 236253564.49, 224559267.78, 15%, 236348721.65, -95157.16, 236348721.65, 0.00, 70329632.00, 49347516.57, S[1]=MP(L3 11/05/01-9 19928 11733.0000)FX(S3 11/13/01-4 3729 86.0780) S[2]=No Positions 11/20/01, 246036450.46, 224585151.21, 12%, 236374605.08, 9661845.38, 236374605.08, 0.00, 70329632.00, 49347516.57, S[1]=MP(L3 11/05/01-10 19928 11733.0000)FX(S3 11/13/01-5 3729 86.0780) S[2]=No Positions 11/21/01, 243029515.69, 224611037.47, 13%, 236400491.35, 6629024.35, 236400491.35, 0.00, 70329632.00, 49347516.57, S[1]=MP(L3 11/05/01-11 19928 11733.0000)FX(S3 11/13/01-6 3729 86.0780) S[2]=No Positions 11/22/01, 247285620.44, 224636926.57, 11%, 236426380.45, 10859240.00, 236426380.45, 0.00, 70329632.00, 49347516.57, S[1]=MP(L3 11/05/01-12 19928 11733.0000)FX(S3 11/13/01-7 3729 86.0780) S[2]=No Positions 11/23/01, 240437381.67, 210479406.41, 14%, 236452272.38, 3985109.29, 236452272.38, 0.00, 91241944.00, 49639442.37, S[1]=MP(L3 11/05/01-12 19928 11733.0000)FX(S3 11/13/01-7 3729 86.0780)BP(S1 11/23/01-0 3496 135.6807)JY(S2 11/23/01-0 6850 82.7050) S[2]=No Positions 11/26/01, 246808875.05, 211034526.00, 11%, 236529965.20, 10278909.85, 236529965.20, 0.00, 91241944.00, 49639442.37, S[1]=MP(L3 11/05/01-13 19928 11733.0000)FX(S3 11/13/01-8 3729 86.0780)BP(S1 11/23/01-1 3496 135.6807)JY(S2 11/23/01-1 6850 82.7050) S[2]=No Positions 11/27/01, 241448158.95, 210013172.46, 13%, 236555868.48, 4892290.48, 236555868.48, 0.00, 96506944.00, 49650176.36, S[1]=MP(L3 11/05/01-14 19928 11733.0000)FX(S3 11/13/01-9 3729 86.0780)BP(S1 11/23/01-2 3496 135.6807)JY(S2 11/23/01-2 6850 82.7050)US(S1 11/27/01-0 1950 97.5808) S[2]=No Positions 11/28/01, 224471660.06, 209281877.34, 19%, 228194938.03, -3723277.97, 228194938.03, 0.00, 26177304.00, 50110753.82, S[1]=BP(S1 11/23/01-3 3496 135.6807)JY(S2 11/23/01-3 6850 82.7050)US(S1 11/27/01-1 1950 97.5808) S[2]=No Positions 11/29/01, 216957425.65, 209306867.82, 22%, 228219928.51, -11262502.86, 228219928.51, 0.00, 26177304.00, 50110753.82, S[1]=BP(S1 11/23/01-4 3496 135.6807)JY(S2 11/23/01-4 6850 82.7050)US(S1 11/27/01-2 1950 97.5808) S[2]=No Positions 11/30/01, 216780767.16, 204769252.30, 22%, 223436753.77, -6655986.61, 223436753.77, 0.00, 34008544.00, 50228690.98, S[1]=BP(S1 11/23/01-5 3496 135.6807)JY(S2 11/23/01-5 6850 82.7050)ED(L1 11/30/01-0 14933 97.8570) S[2]=No Positions 12/03/01, 216676570.91, 204982998.49, 22%, 223510169.99, -6833599.07, 223510169.99, 0.00, 34008544.00, 50228690.98, S[1]=BP(S1 11/23/01-6 3496 135.6807)JY(S2 11/23/01-6 6850 82.7050)ED(L1 11/30/01-1 14933 97.8570) S[2]=No Positions 12/04/01, 219391978.27, 205007475.92, 21%, 223534647.42, -4142669.14, 223534647.42, 0.00, 34008544.00, 50228690.98, S[1]=BP(S1 11/23/01-7 3496 135.6807)JY(S2 11/23/01-7 6850 82.7050)ED(L1 11/30/01-2 14933 97.8570) S[2]=No Positions 12/05/01, 214085685.83, 198612796.14, 23%, 223559127.53, -9473441.70, 223559127.53, 0.00, 46749168.00, 50253462.07, S[1]=BP(S1 11/23/01-8 3496 135.6807)JY(S3 11/23/01-8 10185 82.7050)ED(L1 11/30/01-3 14933 97.8570)US(S1 12/05/01-0 1884 97.5760) S[2]=No Positions 12/06/01, 215504765.99, 198588703.74, 23%, 218948122.14, -3443356.15, 218948122.14, 0.00, 41557608.00, 50257833.00, S[1]=JY(S3 11/23/01-9 10185 82.7050)ED(L1 11/30/01-4 14933 97.8570)US(S1 12/05/01-1 1884 97.5760) S[2]=No Positions 12/07/01, 217452055.85, 193069529.26, 22%, 218972099.96, -1520044.12, 218972099.96, 0.00, 50726808.00, 50698272.49, S[1]=JY(S3 11/23/01-10 10185 82.7050)ED(L1 11/30/01-5 14933 97.8570)US(S3 12/05/01-2 5280 97.5760) S[2]=No Positions 12/10/01, 233838469.57, 185522087.91, 16%, 219044049.19, 14794420.38, 219044049.19, 0.00, 89024864.00, 50772632.34, S[1]=JY(S3 11/23/01-11 10185 82.7050)ED(L2 11/30/01-6 29273 97.8570)US(S3 12/05/01-3 5280 97.5760)MP(L1 12/10/01-0 8231 11844.9219) S[2]=No Positions 12/11/01, 235494807.94, 180140071.42, 15%, 219068037.53, 16426770.41, 219068037.53, 0.00, 127385720.00, 50833296.97, S[1]=JY(S3 11/23/01-12 10185 82.7050)ED(L3 11/30/01-7 43453 97.8570)US(S3 12/05/01-4 5280 97.5760)MP(L2 12/10/01-1 16527 11844.9219) S[2]=No Positions 12/12/01, 239387464.88, 172387408.71, 14%, 219092028.48, 20295436.40, 219092028.48, 0.00, 138107424.00, 51037015.66, S[1]=JY(S3 11/23/01-13 10185 82.7050)ED(L3 11/30/01-8 43453 97.8570)US(S3 12/05/01-5 5280 97.5760)MP(L2 12/10/01-2 16527 11844.9219)BP(L2 12/12/01-0 7220 139.0552) S[2]=No Positions 12/13/01, 237209055.42, 166667531.23, 15%, 219116022.07, 18093033.35, 219116022.07, 0.00, 170857648.00, 51072524.19, S[1]=JY(S3 11/23/01-14 10185 82.7050)ED(L3 11/30/01-9 43453 97.8570)US(S3 12/05/01-6 5280 97.5760)MP(L3 12/10/01-3 25142 11844.9219)BP(L2 12/12/01-1 7220 139.0552)SF(L1 12/13/01-0 3321 61.6330) S[2]=No Positions 12/14/01, 237648244.47, 171472739.68, 15%, 219140018.28, 18508226.19, 219140018.28, 0.00, 170857648.00, 51072524.19, S[1]=JY(S3 11/23/01-15 10185 82.7050)ED(L3 11/30/01-10 43453 97.8570)US(S3 12/05/01-7 5280 97.5760)MP(L3 12/10/01-4 25142 11844.9219)BP(L2 12/12/01-2 7220 139.0552)SF(L1 12/13/01-1 3321 61.6330) S[2]=No Positions 12/17/01, 256870743.30, 176255244.42, 8%, 219212022.69, 37658720.62, 219212022.69, 0.00, 170857648.00, 51072524.19, S[1]=JY(S3 11/23/01-16 10185 82.7050)ED(L3 11/30/01-11 43453 97.8570)US(S3 12/05/01-8 5280 97.5760)MP(L3 12/10/01-5 25142 11844.9219)BP(L2 12/12/01-3 7220 139.0552)SF(L1 12/13/01-2 3321 61.6330) S[2]=No Positions 12/18/01, 264031392.31, 176788512.80, 5%, 219236029.41, 44795362.89, 219236029.41, 0.00, 170857648.00, 51072524.19, S[1]=JY(S3 11/23/01-17 10185 82.7050)ED(L3 11/30/01-12 43453 97.8570)US(S3 12/05/01-9 5280 97.5760)MP(L3 12/10/01-6 25142 11844.9219)BP(L2 12/12/01-4 7220 139.0552)SF(L1 12/13/01-3 3321 61.6330) S[2]=No Positions 12/19/01, 260171926.45, 180478376.73, 6%, 219260038.77, 40911887.68, 219260038.77, 0.00, 170857648.00, 51072524.19, S[1]=JY(S3 11/23/01-18 10185 82.7050)ED(L3 11/30/01-13 43453 97.8570)US(S3 12/05/01-10 5280 97.5760)MP(L3 12/10/01-7 25142 11844.9219)BP(L2 12/12/01-5 7220 139.0552)SF(L1 12/13/01-4 3321 61.6330) S[2]=No Positions 12/20/01, 254369739.03, 187747700.02, 9%, 219284050.75, 35085688.28, 219284050.75, 0.00, 170857648.00, 51072524.19, S[1]=JY(S3 11/23/01-19 10185 82.7050)ED(L3 11/30/01-14 43453 97.8570)US(S3 12/05/01-11 5280 97.5760)MP(L3 12/10/01-8 25142 11844.9219)BP(L2 12/12/01-6 7220 139.0552)SF(L1 12/13/01-5 3321 61.6330) S[2]=No Positions 12/21/01, 249764426.24, 197278262.69, 10%, 219308065.37, 30456360.88, 219308065.37, 0.00, 170857648.00, 51072524.19, S[1]=JY(S3 11/23/01-20 10185 82.7050)ED(L3 11/30/01-15 43453 97.8570)US(S3 12/05/01-12 5280 97.5760)MP(L3 12/10/01-9 25142 11844.9219)BP(L2 12/12/01-7 7220 139.0552)SF(L1 12/13/01-6 3321 61.6330) S[2]=No Positions 12/24/01, 246611676.54, 195125752.73, 11%, 214053429.56, 32558246.98, 214053429.56, 0.00, 182609152.00, 52673789.79, S[1]=JY(S3 11/23/01-21 10185 82.7050)ED(L3 11/30/01-16 43453 97.8570)US(S3 12/05/01-13 5280 97.5760)MP(L3 12/10/01-10 25142 11844.9219)BP(L2 12/12/01-8 7220 139.0552)SF(S3 12/24/01-0 10017 60.2850) S[2]=No Positions 12/25/01, 275276260.15, 195149194.52, 1%, 214076871.35, 61199388.81, 214076871.35, 0.00, 182609152.00, 52673789.79, S[1]=JY(S3 11/23/01-22 10185 82.7050)ED(L3 11/30/01-17 43453 97.8570)US(S3 12/05/01-14 5280 97.5760)MP(L3 12/10/01-11 25142 11844.9219)BP(L2 12/12/01-9 7220 139.0552)SF(S3 12/24/01-1 10017 60.2850) S[2]=No Positions 12/26/01, 275299704.51, 195172638.87, 1%, 214100315.70, 61199388.81, 214100315.70, 0.00, 182609152.00, 52673789.79, S[1]=JY(S3 11/23/01-22 10185 82.7050)ED(L3 11/30/01-17 43453 97.8570)US(S3 12/05/01-14 5280 97.5760)MP(L3 12/10/01-11 25142 11844.9219)BP(L2 12/12/01-9 7220 139.0552)SF(S3 12/24/01-1 10017 60.2850) S[2]=No Positions 12/27/01, 280407147.49, 198251655.73, 0%, 214123762.63, 66283384.87, 214123762.63, 0.00, 182609152.00, 52673789.79, S[1]=JY(S3 11/23/01-23 10185 82.7050)ED(L3 11/30/01-18 43453 97.8570)US(S3 12/05/01-15 5280 97.5760)MP(L3 12/10/01-12 25142 11844.9219)BP(L2 12/12/01-10 7220 139.0552)SF(S3 12/24/01-2 10017 60.2850) S[2]=No Positions 12/28/01, 280173205.82, 209091620.77, 0%, 214147212.12, 66025993.70, 214147212.12, 0.00, 182609152.00, 52673789.79, S[1]=JY(S3 11/23/01-24 10185 82.7050)ED(L3 11/30/01-19 43453 97.8570)US(S3 12/05/01-16 5280 97.5760)MP(L3 12/10/01-13 25142 11844.9219)BP(L2 12/12/01-11 7220 139.0552)SF(S3 12/24/01-3 10017 60.2850) S[2]=No Positions 12/31/01, 264642212.22, 210794144.12, 6%, 203218669.64, 61423542.59, 203218669.64, 0.00, 165029296.00, 52952177.26, S[1]=JY(S3 11/23/01-25 10185 82.7050)ED(L3 11/30/01-20 43453 97.8570)US(S3 12/05/01-17 5280 97.5760)MP(L3 12/10/01-14 25142 11844.9219)BP(L2 12/12/01-12 7220 139.0552) S[2]=No Positions 01/01/02, 270831119.53, 210816399.35, 3%, 203240924.87, 67590194.65, 203240924.87, 0.00, 165029296.00, 52952177.26, S[1]=JY(S3 11/23/01-26 10185 82.7050)ED(L3 11/30/01-21 43453 97.8570)US(S3 12/05/01-18 5280 97.5760)MP(L3 12/10/01-15 25142 11844.9219)BP(L2 12/12/01-13 7220 139.0552) S[2]=No Positions 01/02/02, 265114141.17, 208220484.89, 5%, 198505641.84, 66608499.33, 198505641.84, 0.00, 155739136.00, 53059153.58, S[1]=JY(S3 11/23/01-26 10185 82.7050)ED(L3 11/30/01-21 43453 97.8570)MP(L3 12/10/01-15 25142 11844.9219)BP(L2 12/12/01-13 7220 139.0552)FX(L1 01/02/02-0 2299 88.4400) S[2]=No Positions 01/03/02, 271602720.26, 209133407.60, 3%, 198527380.93, 73075339.33, 198527380.93, 0.00, 155739136.00, 53059153.58, S[1]=JY(S3 11/23/01-27 10185 82.7050)ED(L3 11/30/01-22 43453 97.8570)MP(L3 12/10/01-16 25142 11844.9219)BP(L2 12/12/01-14 7220 139.0552)FX(L1 01/02/02-1 2299 88.4400) S[2]=No Positions 01/04/02, 265777874.32, 213992989.10, 5%, 198549122.41, 67228751.92, 198549122.41, 0.00, 155739136.00, 53059153.58, S[1]=JY(S3 11/23/01-28 10185 82.7050)ED(L3 11/30/01-23 43453 97.8570)MP(L3 12/10/01-17 25142 11844.9219)BP(L2 12/12/01-15 7220 139.0552)FX(L1 01/02/02-2 2299 88.4400) S[2]=No Positions 01/07/02, 250346007.77, 225806022.85, 11%, 194303248.25, 56042759.52, 194303248.25, 0.00, 150773296.00, 53277526.31, S[1]=JY(S3 11/23/01-29 10185 82.7050)ED(L3 11/30/01-24 43453 97.8570)MP(L3 12/10/01-18 25142 11844.9219)BP(L2 12/12/01-16 7220 139.0552) S[2]=No Positions 01/08/02, 251381474.36, 227999682.23, 10%, 194689534.83, 56691939.53, 194689534.83, 0.00, 72204544.00, 53591801.31, S[1]=JY(S3 11/23/01-30 10185 82.7050)ED(L3 11/30/01-25 43453 97.8570)BP(L2 12/12/01-17 7220 139.0552) S[2]=No Positions 01/09/02, 263714984.30, 234418844.72, 6%, 194710856.01, 69004128.29, 194710856.01, 0.00, 72204544.00, 53591801.31, S[1]=JY(S3 11/23/01-31 10185 82.7050)ED(L3 11/30/01-26 43453 97.8570)BP(L2 12/12/01-18 7220 139.0552) S[2]=No Positions 01/10/02, 258382324.50, 234991513.44, 8%, 194732179.52, 63650144.98, 194732179.52, 0.00, 72257224.00, 53609292.38, S[1]=JY(S3 11/23/01-32 10185 82.7050)ED(L3 11/30/01-27 43453 97.8570)BP(L2 12/12/01-19 7220 139.0552)CD(S1 01/10/02-0 71 61.3622) S[2]=No Positions 01/11/02, 264693534.97, 236914106.95, 6%, 194753505.37, 69940029.60, 194753505.37, 0.00, 72257224.00, 53609292.38, S[1]=JY(S3 11/23/01-33 10185 82.7050)ED(L3 11/30/01-28 43453 97.8570)BP(L2 12/12/01-20 7220 139.0552)CD(S1 01/10/02-1 71 61.3622) S[2]=No Positions 01/14/02, 274201430.82, 236978098.51, 2%, 194817496.92, 79383933.90, 194817496.92, 0.00, 72257224.00, 53609292.38, S[1]=JY(S3 11/23/01-34 10185 82.7050)ED(L3 11/30/01-29 43453 97.8570)BP(L2 12/12/01-21 7220 139.0552)CD(S1 01/10/02-2 71 61.3622) S[2]=No Positions 01/15/02, 273665221.93, 237145139.83, 2%, 190850989.46, 82814232.47, 190850989.46, 0.00, 72204544.00, 53716855.17, S[1]=JY(S3 11/23/01-35 10185 82.7050)ED(L3 11/30/01-30 43453 97.8570)BP(L2 12/12/01-22 7220 139.0552) S[2]=No Positions 01/16/02, 263939025.85, 237166040.63, 6%, 190871890.26, 73067135.59, 190871890.26, 0.00, 72204544.00, 53716855.17, S[1]=JY(S3 11/23/01-36 10185 82.7050)ED(L3 11/30/01-31 43453 97.8570)BP(L2 12/12/01-23 7220 139.0552) S[2]=No Positions 01/17/02, 236634399.40, 218179360.45, 16%, 190892793.35, 45741606.05, 190892793.35, 0.00, 128618408.00, 53757656.11, S[1]=JY(S3 11/23/01-37 10185 82.7050)ED(L3 11/30/01-32 43453 97.8570)BP(L2 12/12/01-24 7220 139.0552)CD(S3 01/17/02-0 204 60.9580)MP(L2 01/17/02-0 18004 12005.5000) S[2]=No Positions 01/18/02, 256310573.39, 219422053.65, 9%, 186925665.16, 69384908.23, 186925665.16, 0.00, 117896712.00, 53802776.97, S[1]=JY(S3 11/23/01-38 10185 82.7050)ED(L3 11/30/01-33 43453 97.8570)CD(S3 01/17/02-1 204 60.9580)MP(L2 01/17/02-1 18004 12005.5000) S[2]=No Positions 01/21/02, 257859536.48, 219483473.16, 8%, 186987084.67, 70872451.81, 186987084.67, 0.00, 117896712.00, 53802776.97, S[1]=JY(S3 11/23/01-39 10185 82.7050)ED(L3 11/30/01-34 43453 97.8570)CD(S3 01/17/02-2 204 60.9580)MP(L2 01/17/02-2 18004 12005.5000) S[2]=No Positions 01/22/02, 257880014.13, 222627554.50, 8%, 187007562.32, 70872451.81, 187007562.32, 0.00, 117896712.00, 53802776.97, S[1]=JY(S3 11/23/01-39 10185 82.7050)ED(L3 11/30/01-34 43453 97.8570)CD(S3 01/17/02-2 204 60.9580)MP(L2 01/17/02-2 18004 12005.5000) S[2]=No Positions 01/23/02, 259963196.63, 222648034.39, 7%, 187028042.22, 72935154.41, 187028042.22, 0.00, 117896712.00, 53802776.97, S[1]=JY(S3 11/23/01-40 10185 82.7050)ED(L3 11/30/01-35 43453 97.8570)CD(S3 01/17/02-3 204 60.9580)MP(L2 01/17/02-3 18004 12005.5000) S[2]=No Positions 01/24/02, 250951116.28, 221866673.85, 10%, 174807336.46, 76143779.82, 174807336.46, 0.00, 79637072.00, 54057235.21, S[1]=JY(S3 11/23/01-41 10185 82.7050)MP(L2 01/17/02-4 18004 12005.5000) S[2]=No Positions 01/25/02, 249965908.96, 211400752.63, 11%, 174826480.27, 75139428.69, 174826480.27, 0.00, 93933040.00, 54445894.40, S[1]=JY(S3 11/23/01-42 10185 82.7050)MP(L2 01/17/02-5 18004 12005.5000)BP(S2 01/25/02-0 6360 136.5620)FX(S1 01/25/02-0 2246 84.6020) S[2]=No Positions 01/28/02, 253153494.45, 211458196.62, 10%, 174883924.26, 78269570.20, 174883924.26, 0.00, 93933040.00, 54445894.40, S[1]=JY(S3 11/23/01-43 10185 82.7050)MP(L2 01/17/02-6 18004 12005.5000)BP(S2 01/25/02-1 6360 136.5620)FX(S1 01/25/02-1 2246 84.6020) S[2]=No Positions 01/29/02, 230374306.05, 201415581.01, 18%, 163424269.50, 66950036.55, 163424269.50, 0.00, 37759584.00, 58180356.57, S[1]=JY(S3 11/23/01-44 10185 82.7050)BP(S2 01/25/02-2 6360 136.5620)FX(S1 01/25/02-2 2246 84.6020)CD(L2 01/29/02-0 120 62.0360) S[2]=No Positions 01/30/02, 233709813.61, 204234368.75, 17%, 163442166.70, 70267646.91, 163442166.70, 0.00, 37759584.00, 58180356.57, S[1]=JY(S3 11/23/01-45 10185 82.7050)BP(S2 01/25/02-3 6360 136.5620)FX(S1 01/25/02-3 2246 84.6020)CD(L2 01/29/02-1 120 62.0360) S[2]=No Positions 01/31/02, 232271937.44, 209217447.64, 17%, 163460065.86, 68811871.58, 163460065.86, 0.00, 37759584.00, 58180356.57, S[1]=JY(S3 11/23/01-46 10185 82.7050)BP(S2 01/25/02-4 6360 136.5620)FX(S1 01/25/02-4 2246 84.6020)CD(L2 01/29/02-2 120 62.0360) S[2]=No Positions 02/01/02, 250203304.46, 213945946.23, 11%, 163477966.98, 86725337.48, 163477966.98, 0.00, 37759584.00, 58180356.57, S[1]=JY(S3 11/23/01-47 10185 82.7050)BP(S2 01/25/02-5 6360 136.5620)FX(S1 01/25/02-5 2246 84.6020)CD(L2 01/29/02-3 120 62.0360) S[2]=No Positions 02/04/02, 225966459.68, 210632459.26, 19%, 230123595.82, -4157136.14, 230123595.82, 0.00, 18308108.00, 58657740.57, S[1]=BP(S2 01/25/02-6 6360 136.5620)FX(S1 01/25/02-6 2246 84.6020)CD(L2 01/29/02-4 120 62.0360)US(L1 02/04/02-0 1453 100.0695) S[2]=No Positions 02/05/02, 212517440.12, 202100814.94, 24%, 223863711.34, -11346271.21, 223863711.34, 0.00, 96112816.00, 58723383.88, S[1]=BP(S2 01/25/02-7 6360 136.5620)FX(S1 01/25/02-7 2246 84.6020)US(L1 02/04/02-1 1453 100.0695)MP(L2 02/05/02-0 24926 12018.0000) S[2]=No Positions 02/06/02, 222223168.64, 203317843.22, 21%, 223888227.49, -1665058.85, 223888227.49, 0.00, 96112816.00, 58723383.88, S[1]=BP(S2 01/25/02-8 6360 136.5620)FX(S1 01/25/02-8 2246 84.6020)US(L1 02/04/02-2 1453 100.0695)MP(L2 02/05/02-1 24926 12018.0000) S[2]=No Positions 02/07/02, 223849339.47, 204652915.70, 20%, 223912746.32, -63406.85, 223912746.32, 0.00, 96112816.00, 58723383.88, S[1]=BP(S2 01/25/02-9 6360 136.5620)FX(S1 01/25/02-9 2246 84.6020)US(L1 02/04/02-3 1453 100.0695)MP(L2 02/05/02-2 24926 12018.0000) S[2]=No Positions 02/08/02, 207148806.55, 200005118.31, 26%, 221443918.02, -14295111.47, 221443918.02, 0.00, 135882304.00, 59091285.42, S[1]=BP(S2 01/25/02-10 6360 136.5620)US(L1 02/04/02-4 1453 100.0695)MP(L3 02/05/02-3 36906 12018.0000)JY(S1 02/08/02-0 3130 76.0460) S[2]=No Positions 02/11/02, 217121757.10, 199441308.40, 23%, 216277039.19, 844717.91, 216277039.19, 0.00, 126437696.00, 59647783.00, S[1]=US(L1 02/04/02-5 1453 100.0695)MP(L3 02/05/02-4 36906 12018.0000)JY(S1 02/08/02-1 3130 76.0460) S[2]=No Positions 02/12/02, 211911345.35, 200172807.25, 24%, 211725300.50, 186044.85, 211725300.50, 0.00, 119254344.00, 59706339.76, S[1]=US(L1 02/04/02-6 1453 100.0695)MP(L3 02/05/02-5 36906 12018.0000) S[2]=No Positions 02/13/02, 218937670.53, 200113988.69, 22%, 209204445.53, 9733225.00, 209204445.53, 0.00, 115331248.00, 59769908.50, S[1]=MP(L3 02/05/02-6 36906 12018.0000) S[2]=No Positions 02/14/02, 217576606.29, 200136899.45, 22%, 209227356.29, 8349250.00, 209227356.29, 0.00, 115331248.00, 59769908.50, S[1]=MP(L3 02/05/02-7 36906 12018.0000) S[2]=No Positions 02/15/02, 213864542.93, 195975828.10, 24%, 209250269.56, 4614273.36, 209250269.56, 0.00, 120666448.00, 59793223.05, S[1]=MP(L3 02/05/02-8 36906 12018.0000)US(L1 02/15/02-0 1976 100.2688) S[2]=No Positions 02/18/02, 219291147.79, 196044582.96, 22%, 209319024.42, 9972123.36, 209319024.42, 0.00, 120666448.00, 59793223.05, S[1]=MP(L3 02/05/02-9 36906 12018.0000)US(L1 02/15/02-1 1976 100.2688) S[2]=No Positions 02/19/02, 219314071.09, 196067506.26, 22%, 209341947.73, 9972123.36, 209341947.73, 0.00, 120666448.00, 59793223.05, S[1]=MP(L3 02/05/02-9 36906 12018.0000)US(L1 02/15/02-1 1976 100.2688) S[2]=No Positions 02/20/02, 214567571.91, 196090432.08, 23%, 209364873.55, 5202698.36, 209364873.55, 0.00, 120666448.00, 59793223.05, S[1]=MP(L3 02/05/02-10 36906 12018.0000)US(L1 02/15/02-2 1976 100.2688) S[2]=No Positions 02/21/02, 216958875.24, 196113360.41, 23%, 209387801.87, 7571073.36, 209387801.87, 0.00, 120666448.00, 59793223.05, S[1]=MP(L3 02/05/02-11 36906 12018.0000)US(L1 02/15/02-3 1976 100.2688) S[2]=No Positions 02/22/02, 216201836.69, 199824598.16, 23%, 209410732.71, 6791103.98, 209410732.71, 0.00, 126204144.00, 59851334.61, S[1]=MP(L3 02/05/02-12 36906 12018.0000)US(L2 02/15/02-4 4027 100.2688) S[2]=No Positions 02/25/02, 216648481.78, 199893405.75, 23%, 209479540.30, 7168941.48, 209479540.30, 0.00, 126204144.00, 59851334.61, S[1]=MP(L3 02/05/02-13 36906 12018.0000)US(L2 02/15/02-5 4027 100.2688) S[2]=No Positions 02/26/02, 223758885.17, 199916346.63, 20%, 209502481.19, 14256403.98, 209502481.19, 0.00, 126204144.00, 59851334.61, S[1]=MP(L3 02/05/02-14 36906 12018.0000)US(L2 02/15/02-6 4027 100.2688) S[2]=No Positions 02/27/02, 210876621.32, 194337774.85, 25%, 209525424.58, 1351196.74, 209525424.58, 0.00, 133263456.00, 59898556.51, S[1]=MP(L3 02/05/02-15 36906 12018.0000)US(L2 02/15/02-7 4027 100.2688)CD(S1 02/27/02-0 71 61.1160)JY(S1 02/27/02-0 3053 75.9130) S[2]=No Positions 02/28/02, 206426783.97, 193253475.00, 26%, 208947849.74, -2521065.77, 208947849.74, 0.00, 17932200.00, 60544411.51, S[1]=US(L2 02/15/02-8 4027 100.2688)CD(S1 02/27/02-1 71 61.1160)JY(S1 02/27/02-1 3053 75.9130) S[2]=No Positions 03/01/02, 197366489.71, 193229650.68, 30%, 200419525.05, -3053035.34, 200419525.05, 0.00, 12341818.00, 60700477.09, S[1]=US(L1 02/15/02-9 1976 100.2688)JY(S1 02/27/02-2 3053 75.9130) S[2]=No Positions 03/04/02, 188729185.11, 184106109.40, 33%, 191582817.19, -2853632.08, 191582817.19, 0.00, 54537480.00, 62420086.43, S[1]=MP(L2 03/04/02-0 17452 12124.5000) S[2]=No Positions 03/05/02, 188623453.13, 180295934.24, 33%, 191603798.14, -2980345.01, 191603798.14, 0.00, 60997904.00, 62423211.29, S[1]=MP(L2 03/04/02-1 17452 12124.5000)JY(L1 03/05/02-0 2815 77.5920) S[2]=No Positions 03/06/02, 183715960.65, 171652619.23, 34%, 191624781.38, -7908820.73, 191624781.38, 0.00, 74178864.00, 62760313.26, S[1]=MP(L2 03/04/02-2 17452 12124.5000)JY(L3 03/05/02-1 8537 77.5920)CD(L1 03/06/02-0 66 62.0915) S[2]=No Positions 03/07/02, 189459642.95, 162763728.71, 32%, 191645766.93, -2186123.98, 191645766.93, 0.00, 90176352.00, 63291457.65, S[1]=MP(L2 03/04/02-3 17452 12124.5000)JY(L3 03/05/02-2 8537 77.5920)CD(L1 03/06/02-1 66 62.0915)US(S3 03/07/02-0 5925 97.9934) S[2]=No Positions 03/08/02, 219123862.96, 155118796.68, 22%, 191666754.77, 27457108.19, 191666754.77, 0.00, 138113168.00, 63838070.15, S[1]=MP(L2 03/04/02-4 17452 12124.5000)JY(L3 03/05/02-3 8537 77.5920)CD(L1 03/06/02-2 66 62.0915)US(S3 03/07/02-1 5925 97.9934)ED(S2 03/08/02-0 54660 97.7860) S[2]=No Positions 03/11/02, 209054362.77, 154457988.16, 25%, 183340026.37, 25714336.40, 183340026.37, 0.00, 90176352.00, 63877687.31, S[1]=MP(L2 03/04/02-5 17452 12124.5000)JY(L3 03/05/02-4 8537 77.5920)CD(L1 03/06/02-3 66 62.0915)US(S3 03/07/02-2 5925 97.9934) S[2]=No Positions 03/12/02, 213693546.93, 154478066.41, 24%, 183360104.62, 30333442.32, 183360104.62, 0.00, 90176352.00, 63877687.31, S[1]=MP(L2 03/04/02-6 17452 12124.5000)JY(L3 03/05/02-5 8537 77.5920)CD(L1 03/06/02-4 66 62.0915)US(S3 03/07/02-3 5925 97.9934) S[2]=No Positions 03/13/02, 205050368.35, 154498146.86, 27%, 183380185.07, 21670183.28, 183380185.07, 0.00, 90176352.00, 63877687.31, S[1]=MP(L2 03/04/02-7 17452 12124.5000)JY(L3 03/05/02-6 8537 77.5920)CD(L1 03/06/02-5 66 62.0915)US(S3 03/07/02-4 5925 97.9934) S[2]=No Positions 03/14/02, 195355168.04, 155214605.21, 30%, 183400267.72, 11954900.32, 183400267.72, 0.00, 90176352.00, 63877687.31, S[1]=MP(L2 03/04/02-8 17452 12124.5000)JY(L3 03/05/02-7 8537 77.5920)CD(L1 03/06/02-6 66 62.0915)US(S3 03/07/02-5 5925 97.9934) S[2]=No Positions 03/15/02, 206410190.38, 159763755.41, 26%, 183420352.56, 22989837.82, 183420352.56, 0.00, 90176352.00, 63877687.31, S[1]=MP(L2 03/04/02-9 17452 12124.5000)JY(L3 03/05/02-8 8537 77.5920)CD(L1 03/06/02-7 66 62.0915)US(S3 03/07/02-6 5925 97.9934) S[2]=No Positions 03/18/02, 209801165.88, 159824023.15, 25%, 183480620.30, 26320545.57, 183480620.30, 0.00, 90176352.00, 63877687.31, S[1]=MP(L2 03/04/02-10 17452 12124.5000)JY(L3 03/05/02-9 8537 77.5920)CD(L1 03/06/02-8 66 62.0915)US(S3 03/07/02-7 5925 97.9934) S[2]=No Positions 03/19/02, 184564824.72, 159814323.09, 34%, 176413078.35, 8151746.36, 176413078.35, 0.00, 70583944.00, 63973732.80, S[1]=MP(L2 03/04/02-11 17452 12124.5000)CD(L1 03/06/02-9 66 62.0915)US(S3 03/07/02-8 5925 97.9934) S[2]=No Positions 03/20/02, 189383219.16, 161478989.26, 32%, 176432398.01, 12950821.16, 176432398.01, 0.00, 100446448.00, 63973732.80, S[1]=MP(L3 03/04/02-12 27008 12124.5000)CD(L1 03/06/02-10 66 62.0915)US(S3 03/07/02-9 5925 97.9934) S[2]=No Positions 03/21/02, 196204203.43, 170941279.78, 30%, 176451719.78, 19752483.66, 176451719.78, 0.00, 100446448.00, 63973732.80, S[1]=MP(L3 03/04/02-13 27008 12124.5000)CD(L1 03/06/02-11 66 62.0915)US(S3 03/07/02-10 5925 97.9934) S[2]=No Positions 03/22/02, 196893785.11, 168029598.95, 30%, 176471043.66, 20422741.45, 176471043.66, 0.00, 100493192.00, 64043033.18, S[1]=MP(L3 03/04/02-14 27008 12124.5000)CD(L2 03/06/02-12 129 62.0915)US(S3 03/07/02-11 5925 97.9934) S[2]=No Positions 03/25/02, 198346680.93, 168087583.31, 29%, 176529028.02, 21817652.91, 176529028.02, 0.00, 100493192.00, 64043033.18, S[1]=MP(L3 03/04/02-15 27008 12124.5000)CD(L2 03/06/02-13 129 62.0915)US(S3 03/07/02-12 5925 97.9934) S[2]=No Positions 03/26/02, 200762290.29, 167576140.13, 28%, 172319800.80, 28442489.49, 172319800.80, 0.00, 100446448.00, 64757714.43, S[1]=MP(L3 03/04/02-16 27008 12124.5000)CD(L1 03/06/02-14 66 62.0915)US(S3 03/07/02-13 5925 97.9934) S[2]=No Positions 03/27/02, 191194593.55, 167647681.81, 32%, 172338672.18, 18855921.36, 172338672.18, 0.00, 100446448.00, 64757714.43, S[1]=MP(L3 03/04/02-17 27008 12124.5000)CD(L1 03/06/02-15 66 62.0915)US(S3 03/07/02-14 5925 97.9934) S[2]=No Positions 03/28/02, 196173509.74, 173711408.73, 30%, 172357545.63, 23815964.11, 172357545.63, 0.00, 100446448.00, 64757714.43, S[1]=MP(L3 03/04/02-18 27008 12124.5000)CD(L1 03/06/02-16 66 62.0915)US(S3 03/07/02-15 5925 97.9934) S[2]=No Positions 03/29/02, 201052021.13, 173730284.25, 28%, 172376421.15, 28675599.98, 172376421.15, 0.00, 100446448.00, 64757714.43, S[1]=MP(L3 03/04/02-19 27008 12124.5000)CD(L1 03/06/02-17 66 62.0915)US(S3 03/07/02-16 5925 97.9934) S[2]=No Positions 04/01/02, 192898091.52, 157246929.80, 31%, 169386239.55, 23511851.97, 169386239.55, 0.00, 133469776.00, 65482402.72, S[1]=MP(L3 03/04/02-19 27008 12124.5000)US(S3 03/07/02-16 5925 97.9934)CD(S1 04/01/02-0 60 61.5015)BP(L1 04/01/02-0 3947 138.7342)ED(L1 04/01/02-0 19096 97.8855)JY(S2 04/01/02-0 4540 76.3560) S[2]=No Positions 04/02/02, 200338083.26, 161316679.92, 29%, 169404789.67, 30933293.60, 169404789.67, 0.00, 133469776.00, 65482402.72, S[1]=MP(L3 03/04/02-20 27008 12124.5000)US(S3 03/07/02-17 5925 97.9934)CD(S1 04/01/02-1 60 61.5015)BP(L1 04/01/02-1 3947 138.7342)ED(L1 04/01/02-1 19096 97.8855)JY(S2 04/01/02-1 4540 76.3560) S[2]=No Positions 04/03/02, 189511456.25, 159282675.19, 32%, 174870795.81, 14640660.44, 174870795.81, 0.00, 134080032.00, 65758038.22, S[1]=MP(L3 03/04/02-21 27008 12124.5000)CD(S1 04/01/02-2 60 61.5015)BP(L1 04/01/02-2 3947 138.7342)ED(L2 04/01/02-2 38033 97.8855)JY(S2 04/01/02-2 4540 76.3560) S[2]=No Positions 04/04/02, 185605860.81, 157276482.19, 34%, 174889946.57, 10715914.24, 174889946.57, 0.00, 156519904.00, 65818834.88, S[1]=MP(L3 03/04/02-22 27008 12124.5000)CD(S1 04/01/02-3 60 61.5015)BP(L1 04/01/02-3 3947 138.7342)ED(L3 04/01/02-3 57810 97.8855)JY(S2 04/01/02-3 4540 76.3560)FX(L1 04/04/02-0 2359 86.8053) S[2]=No Positions 04/05/02, 181805990.17, 157130735.97, 35%, 167850048.65, 13955941.52, 167850048.65, 0.00, 146100608.00, 65926189.33, S[1]=MP(L3 03/04/02-23 27008 12124.5000)CD(S1 04/01/02-4 60 61.5015)BP(L1 04/01/02-4 3947 138.7342)ED(L3 04/01/02-4 57810 97.8855)FX(L1 04/04/02-1 2359 86.8053) S[2]=No Positions 04/08/02, 190239229.74, 162925087.66, 32%, 167905200.35, 22334029.40, 167905200.35, 0.00, 146100608.00, 65926189.33, S[1]=MP(L3 03/04/02-24 27008 12124.5000)CD(S1 04/01/02-5 60 61.5015)BP(L1 04/01/02-5 3947 138.7342)ED(L3 04/01/02-5 57810 97.8855)FX(L1 04/04/02-2 2359 86.8053) S[2]=No Positions 04/09/02, 187950081.55, 163083276.61, 33%, 167923588.27, 20026493.28, 167923588.27, 0.00, 146100608.00, 65926189.33, S[1]=MP(L3 03/04/02-25 27008 12124.5000)CD(S1 04/01/02-6 60 61.5015)BP(L1 04/01/02-6 3947 138.7342)ED(L3 04/01/02-6 57810 97.8855)FX(L1 04/04/02-3 2359 86.8053) S[2]=No Positions 04/10/02, 193032264.63, 165494004.73, 31%, 167941978.21, 25090286.42, 167941978.21, 0.00, 146100608.00, 65926189.33, S[1]=MP(L3 03/04/02-26 27008 12124.5000)CD(S1 04/01/02-7 60 61.5015)BP(L1 04/01/02-7 3947 138.7342)ED(L3 04/01/02-7 57810 97.8855)FX(L1 04/04/02-4 2359 86.8053) S[2]=No Positions 04/11/02, 182346908.80, 158301494.36, 35%, 171170626.84, 11176281.96, 171170626.84, 0.00, 61656096.00, 73045788.87, S[1]=BP(L1 04/01/02-8 3947 138.7342)ED(L3 04/01/02-8 57810 97.8855)FX(L1 04/04/02-5 2359 86.8053) S[2]=No Positions 04/12/02, 183803180.88, 160538342.21, 34%, 171189372.38, 12613808.51, 171189372.38, 0.00, 61656096.00, 73045788.87, S[1]=BP(L1 04/01/02-9 3947 138.7342)ED(L3 04/01/02-9 57810 97.8855)FX(L1 04/04/02-6 2359 86.8053) S[2]=No Positions 04/15/02, 188025575.11, 160991534.73, 33%, 171245621.30, 16779953.81, 171245621.30, 0.00, 61656096.00, 73045788.87, S[1]=BP(L1 04/01/02-10 3947 138.7342)ED(L3 04/01/02-10 57810 97.8855)FX(L1 04/04/02-7 2359 86.8053) S[2]=No Positions 04/16/02, 191625025.87, 166068090.11, 32%, 171264375.04, 20360650.83, 171264375.04, 0.00, 61656096.00, 73045788.87, S[1]=BP(L1 04/01/02-11 3947 138.7342)ED(L3 04/01/02-11 57810 97.8855)FX(L1 04/04/02-8 2359 86.8053) S[2]=No Positions 04/17/02, 184306551.30, 156953195.83, 34%, 171283130.84, 13023420.46, 171283130.84, 0.00, 73325440.00, 73239668.69, S[1]=BP(L2 04/01/02-12 8166 138.7342)ED(L3 04/01/02-12 57810 97.8855)FX(L2 04/04/02-9 4819 86.8053)CD(L2 04/17/02-0 122 62.5497) S[2]=No Positions 04/18/02, 201034813.00, 156971953.68, 28%, 171301888.70, 29732924.30, 171301888.70, 0.00, 73325440.00, 73239668.69, S[1]=BP(L2 04/01/02-13 8166 138.7342)ED(L3 04/01/02-13 57810 97.8855)FX(L2 04/04/02-10 4819 86.8053)CD(L2 04/17/02-1 122 62.5497) S[2]=No Positions 04/19/02, 206727091.84, 163494073.96, 26%, 171320648.61, 35406443.23, 171320648.61, 0.00, 73325440.00, 73239668.69, S[1]=BP(L2 04/01/02-14 8166 138.7342)ED(L3 04/01/02-14 57810 97.8855)FX(L2 04/04/02-11 4819 86.8053)CD(L2 04/17/02-2 122 62.5497) S[2]=No Positions 04/22/02, 209516927.66, 164142429.56, 25%, 171376940.66, 38139987.00, 171376940.66, 0.00, 73325440.00, 73239668.69, S[1]=BP(L2 04/01/02-15 8166 138.7342)ED(L3 04/01/02-15 57810 97.8855)FX(L2 04/04/02-12 4819 86.8053)CD(L2 04/17/02-3 122 62.5497) S[2]=No Positions 04/23/02, 211096669.77, 169626420.01, 25%, 171395708.79, 39700960.98, 171395708.79, 0.00, 73325440.00, 73239668.69, S[1]=BP(L2 04/01/02-16 8166 138.7342)ED(L3 04/01/02-16 57810 97.8855)FX(L2 04/04/02-13 4819 86.8053)CD(L2 04/17/02-4 122 62.5497) S[2]=No Positions 04/24/02, 204604290.86, 163562241.44, 27%, 171414478.97, 33189811.89, 171414478.97, 0.00, 83439648.00, 73351302.48, S[1]=BP(L2 04/01/02-17 8166 138.7342)ED(L3 04/01/02-17 57810 97.8855)FX(L2 04/04/02-14 4819 86.8053)CD(L2 04/17/02-5 122 62.5497)US(L2 04/24/02-0 3746 98.4010) S[2]=No Positions 04/25/02, 208980455.63, 157031027.74, 25%, 171433251.21, 37547204.42, 171433251.21, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-18 8166 138.7342)ED(L3 04/01/02-18 57810 97.8855)FX(L2 04/04/02-15 4819 86.8053)CD(L2 04/17/02-6 122 62.5497)US(L2 04/24/02-1 3746 98.4010)MP(S2 04/25/02-0 24284 11940.5000) S[2]=No Positions 04/26/02, 226823032.98, 160987253.93, 19%, 171452025.50, 55371007.47, 171452025.50, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-19 8166 138.7342)ED(L3 04/01/02-19 57810 97.8855)FX(L2 04/04/02-16 4819 86.8053)CD(L2 04/17/02-7 122 62.5497)US(L2 04/24/02-2 3746 98.4010)MP(S2 04/25/02-1 24284 11940.5000) S[2]=No Positions 04/29/02, 234371710.45, 162198207.55, 16%, 171508360.72, 62863349.72, 171508360.72, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-20 8166 138.7342)ED(L3 04/01/02-20 57810 97.8855)FX(L2 04/04/02-17 4819 86.8053)CD(L2 04/17/02-8 122 62.5497)US(L2 04/24/02-3 3746 98.4010)MP(S2 04/25/02-2 24284 11940.5000) S[2]=No Positions 04/30/02, 239146623.74, 176045968.46, 15%, 171527143.24, 67619480.50, 171527143.24, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-21 8166 138.7342)ED(L3 04/01/02-21 57810 97.8855)FX(L2 04/04/02-18 4819 86.8053)CD(L2 04/17/02-9 122 62.5497)US(L2 04/24/02-4 3746 98.4010)MP(S2 04/25/02-3 24284 11940.5000) S[2]=No Positions 05/01/02, 240537645.00, 185354727.57, 14%, 171545927.82, 68991717.18, 171545927.82, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-22 8166 138.7342)ED(L3 04/01/02-22 57810 97.8855)FX(L2 04/04/02-19 4819 86.8053)CD(L2 04/17/02-10 122 62.5497)US(L2 04/24/02-5 3746 98.4010)MP(S2 04/25/02-4 24284 11940.5000) S[2]=No Positions 05/02/02, 256257995.92, 187718876.60, 9%, 171564714.46, 84693281.46, 171564714.46, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-23 8166 138.7342)ED(L3 04/01/02-23 57810 97.8855)FX(L2 04/04/02-20 4819 86.8053)CD(L2 04/17/02-11 122 62.5497)US(L2 04/24/02-6 3746 98.4010)MP(S2 04/25/02-5 24284 11940.5000) S[2]=No Positions 05/03/02, 258835015.08, 192704795.87, 8%, 171583503.15, 87251511.94, 171583503.15, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-24 8166 138.7342)ED(L3 04/01/02-24 57810 97.8855)FX(L2 04/04/02-21 4819 86.8053)CD(L2 04/17/02-12 122 62.5497)US(L2 04/24/02-7 3746 98.4010)MP(S2 04/25/02-6 24284 11940.5000) S[2]=No Positions 05/06/02, 271889208.08, 193697674.29, 3%, 171639881.57, 100249326.51, 171639881.57, 0.00, 159327152.00, 73351302.48, S[1]=BP(L2 04/01/02-25 8166 138.7342)ED(L3 04/01/02-25 57810 97.8855)FX(L2 04/04/02-22 4819 86.8053)CD(L2 04/17/02-13 122 62.5497)US(L2 04/24/02-8 3746 98.4010)MP(S2 04/25/02-7 24284 11940.5000) S[2]=No Positions 05/07/02, 273641508.60, 197813499.70, 2%, 171658678.49, 101982830.11, 171658678.49, 0.00, 193164656.00, 73364837.48, S[1]=BP(L2 04/01/02-26 8166 138.7342)ED(L3 04/01/02-26 57810 97.8855)FX(L2 04/04/02-23 4819 86.8053)CD(L2 04/17/02-14 122 62.5497)US(L2 04/24/02-9 3746 98.4010)MP(S3 04/25/02-8 35112 11940.5000) S[2]=No Positions 05/08/02, 271315596.36, 208240696.14, 3%, 165299828.32, 106015768.05, 165299828.32, 0.00, 159236624.00, 76872962.62, S[1]=BP(L2 04/01/02-27 8166 138.7342)ED(L3 04/01/02-27 57810 97.8855)FX(L2 04/04/02-24 4819 86.8053)US(L2 04/24/02-10 3746 98.4010)MP(S2 04/25/02-9 24284 11940.5000) S[2]=No Positions 05/09/02, 235356905.79, 208491476.48, 16%, 163267086.29, 72089819.50, 163267086.29, 0.00, 149122416.00, 76954906.37, S[1]=BP(L2 04/01/02-28 8166 138.7342)ED(L3 04/01/02-28 57810 97.8855)FX(L2 04/04/02-25 4819 86.8053)MP(S2 04/25/02-10 24284 11940.5000) S[2]=No Positions 05/10/02, 246692887.32, 213274208.40, 12%, 163284966.28, 83407921.04, 163284966.28, 0.00, 175380176.00, 77110514.47, S[1]=BP(L2 04/01/02-29 8166 138.7342)ED(L3 04/01/02-29 57810 97.8855)FX(L2 04/04/02-26 4819 86.8053)MP(S3 04/25/02-11 32672 11940.5000)CD(L1 05/10/02-0 61 63.2551) S[2]=No Positions 05/13/02, 263594829.15, 213607527.77, 6%, 163338617.99, 100256211.16, 163338617.99, 0.00, 175423952.00, 77115691.01, S[1]=BP(L2 04/01/02-30 8166 138.7342)ED(L3 04/01/02-30 57810 97.8855)FX(L2 04/04/02-27 4819 86.8053)MP(S3 04/25/02-12 32672 11940.5000)CD(L2 05/10/02-1 120 63.2551) S[2]=No Positions 05/14/02, 243059090.08, 212562088.05, 13%, 202520631.61, 40538458.47, 202520631.61, 0.00, 86385568.00, 77615710.52, S[1]=FX(L2 04/04/02-28 4819 86.8053)MP(S2 04/25/02-13 24284 11940.5000)CD(L2 05/10/02-2 120 63.2551) S[2]=No Positions 05/15/02, 229784193.06, 213487838.53, 18%, 202542810.40, 27241382.66, 202542810.40, 0.00, 86385568.00, 77615710.52, S[1]=FX(L2 04/04/02-29 4819 86.8053)MP(S2 04/25/02-14 24284 11940.5000)CD(L2 05/10/02-3 120 63.2551) S[2]=No Positions 05/16/02, 230648786.11, 211466527.02, 18%, 202564991.62, 28083794.49, 202564991.62, 0.00, 86441216.00, 77619097.97, S[1]=FX(L2 04/04/02-30 4819 86.8053)MP(S2 04/25/02-15 24284 11940.5000)CD(L3 05/10/02-4 195 63.2551) S[2]=No Positions 05/17/02, 232609792.92, 203388899.35, 17%, 202587175.27, 30022617.66, 202587175.27, 0.00, 98261280.00, 77794966.32, S[1]=FX(L3 04/04/02-31 7385 86.8053)MP(S2 04/25/02-16 24284 11940.5000)CD(L3 05/10/02-5 195 63.2551)US(S1 05/17/02-0 2325 97.1036) S[2]=No Positions 05/20/02, 247842855.42, 203455464.87, 12%, 202653740.79, 45189114.63, 202653740.79, 0.00, 98261280.00, 77794966.32, S[1]=FX(L3 04/04/02-32 7385 86.8053)MP(S2 04/25/02-17 24284 11940.5000)CD(L3 05/10/02-6 195 63.2551)US(S1 05/17/02-1 2325 97.1036) S[2]=No Positions 05/21/02, 254200266.77, 203477658.23, 9%, 202675934.15, 51524332.62, 202675934.15, 0.00, 98261280.00, 77794966.32, S[1]=FX(L3 04/04/02-33 7385 86.8053)MP(S2 04/25/02-18 24284 11940.5000)CD(L3 05/10/02-7 195 63.2551)US(S1 05/17/02-2 2325 97.1036) S[2]=No Positions 05/22/02, 251886593.16, 203022811.46, 10%, 198582784.79, 53303808.37, 198582784.79, 0.00, 113950872.00, 77862170.39, S[1]=FX(L3 04/04/02-34 7385 86.8053)MP(S2 04/25/02-19 24284 11940.5000)CD(L3 05/10/02-8 195 63.2551)ED(L1 05/22/02-0 25048 98.2380) S[2]=No Positions 05/23/02, 268932026.64, 204772812.94, 4%, 198604532.33, 70327494.31, 198604532.33, 0.00, 113950872.00, 77862170.39, S[1]=FX(L3 04/04/02-35 7385 86.8053)MP(S2 04/25/02-20 24284 11940.5000)CD(L3 05/10/02-9 195 63.2551)ED(L1 05/22/02-1 25048 98.2380) S[2]=No Positions 05/24/02, 261091749.46, 201797487.68, 7%, 198626282.25, 62465467.20, 198626282.25, 0.00, 139422752.00, 77923302.89, S[1]=FX(L3 04/04/02-36 7385 86.8053)MP(S3 04/25/02-21 32435 11940.5000)CD(L3 05/10/02-10 195 63.2551)ED(L1 05/22/02-2 25048 98.2380) S[2]=No Positions 05/27/02, 265943097.26, 201862751.74, 5%, 198691546.31, 67251550.94, 198691546.31, 0.00, 139422752.00, 77923302.89, S[1]=FX(L3 04/04/02-37 7385 86.8053)MP(S3 04/25/02-22 32435 11940.5000)CD(L3 05/10/02-11 195 63.2551)ED(L1 05/22/02-3 25048 98.2380) S[2]=No Positions 05/28/02, 265964856.71, 201884511.19, 5%, 198713305.77, 67251550.94, 198713305.77, 0.00, 139422752.00, 77923302.89, S[1]=FX(L3 04/04/02-37 7385 86.8053)MP(S3 04/25/02-22 32435 11940.5000)CD(L3 05/10/02-11 195 63.2551)ED(L1 05/22/02-3 25048 98.2380) S[2]=No Positions 05/29/02, 277219752.35, 200884448.11, 1%, 198735067.60, 78484684.75, 198735067.60, 0.00, 161595072.00, 77962989.26, S[1]=FX(L3 04/04/02-38 7385 86.8053)MP(S3 04/25/02-23 32435 11940.5000)CD(L3 05/10/02-12 195 63.2551)ED(L2 05/22/02-4 50330 98.2380) S[2]=No Positions 05/30/02, 301591142.70, 206919518.41, 0%, 198756831.82, 102834310.88, 198756831.82, 0.00, 184364624.00, 77965168.16, S[1]=FX(L3 04/04/02-39 7385 86.8053)MP(S3 04/25/02-24 32435 11940.5000)CD(L3 05/10/02-13 195 63.2551)ED(L3 05/22/02-5 76293 98.2380) S[2]=No Positions 05/31/02, 301140224.40, 214211947.08, 0%, 198778598.42, 102361625.98, 198778598.42, 0.00, 190688032.00, 77975631.69, S[1]=FX(L3 04/04/02-40 7385 86.8053)MP(S3 04/25/02-25 32435 11940.5000)CD(L3 05/10/02-14 195 63.2551)ED(L3 05/22/02-6 76293 98.2380)US(L1 05/31/02-0 2342 99.9285) S[2]=No Positions 06/03/02, 293062850.70, 222970451.31, 3%, 198843912.53, 94218938.17, 198843912.53, 0.00, 190688032.00, 77975631.69, S[1]=FX(L3 04/04/02-41 7385 86.8053)MP(S3 04/25/02-26 32435 11940.5000)CD(L3 05/10/02-15 195 63.2551)ED(L3 05/22/02-7 76293 98.2380)US(L1 05/31/02-1 2342 99.9285) S[2]=No Positions 06/04/02, 297333087.57, 229399510.01, 1%, 198865688.67, 98467398.90, 198865688.67, 0.00, 190688032.00, 77975631.69, S[1]=FX(L3 04/04/02-42 7385 86.8053)MP(S3 04/25/02-27 32435 11940.5000)CD(L3 05/10/02-16 195 63.2551)ED(L3 05/22/02-8 76293 98.2380)US(L1 05/31/02-2 2342 99.9285) S[2]=No Positions 06/05/02, 321579995.80, 230990584.13, 0%, 198887467.19, 122692528.61, 198887467.19, 0.00, 190688032.00, 77975631.69, S[1]=FX(L3 04/04/02-43 7385 86.8053)MP(S3 04/25/02-28 32435 11940.5000)CD(L3 05/10/02-17 195 63.2551)ED(L3 05/22/02-9 76293 98.2380)US(L1 05/31/02-3 2342 99.9285) S[2]=No Positions 06/06/02, 314239390.59, 231012365.04, 2%, 198909248.10, 115330142.48, 198909248.10, 0.00, 190688032.00, 77975631.69, S[1]=FX(L3 04/04/02-44 7385 86.8053)MP(S3 04/25/02-29 32435 11940.5000)CD(L3 05/10/02-18 195 63.2551)ED(L3 05/22/02-10 76293 98.2380)US(L1 05/31/02-4 2342 99.9285) S[2]=No Positions 06/07/02, 320422942.05, 239422297.41, 0%, 198931031.39, 121491910.65, 198931031.39, 0.00, 190688032.00, 77975631.69, S[1]=FX(L3 04/04/02-45 7385 86.8053)MP(S3 04/25/02-30 32435 11940.5000)CD(L3 05/10/02-19 195 63.2551)ED(L3 05/22/02-11 76293 98.2380)US(L1 05/31/02-5 2342 99.9285) S[2]=No Positions 06/10/02, 319836133.19, 249781127.68, 1%, 198996395.59, 120839737.60, 198996395.59, 0.00, 190688032.00, 77975631.69, S[1]=FX(L3 04/04/02-46 7385 86.8053)MP(S3 04/25/02-31 32435 11940.5000)CD(L3 05/10/02-20 195 63.2551)ED(L3 05/22/02-12 76293 98.2380)US(L1 05/31/02-6 2342 99.9285) S[2]=No Positions 06/11/02, 304235933.02, 263385840.34, 5%, 210956473.93, 93279459.09, 210956473.93, 0.00, 190543344.00, 78112123.66, S[1]=FX(L3 04/04/02-47 7385 86.8053)MP(S3 04/25/02-32 32435 11940.5000)ED(L3 05/22/02-13 76293 98.2380)US(L1 05/31/02-7 2342 99.9285) S[2]=No Positions 06/12/02, 313018291.10, 259201573.39, 3%, 210979576.56, 102038714.54, 210979576.56, 0.00, 204309552.00, 78202713.98, S[1]=FX(L3 04/04/02-48 7385 86.8053)MP(S3 04/25/02-33 32435 11940.5000)ED(L3 05/22/02-14 76293 98.2380)US(L2 05/31/02-8 4728 99.9285)BP(L1 06/12/02-0 4932 143.5128) S[2]=No Positions 06/13/02, 296521304.71, 254767884.23, 8%, 238565504.90, 57955799.82, 238565504.90, 0.00, 102950168.00, 82257088.98, S[1]=FX(L3 04/04/02-49 7385 86.8053)ED(L3 05/22/02-15 76293 98.2380)US(L2 05/31/02-9 4728 99.9285)BP(L1 06/12/02-1 4932 143.5128) S[2]=No Positions 06/14/02, 294044436.32, 249088824.19, 9%, 238591631.10, 55452805.22, 238591631.10, 0.00, 118069632.00, 82424851.48, S[1]=FX(L3 04/04/02-50 7385 86.8053)ED(L3 05/22/02-16 76293 98.2380)US(L2 05/31/02-10 4728 99.9285)BP(L2 06/12/02-2 10684 143.5128)SF(L1 06/14/02-0 3748 65.0363) S[2]=No Positions 06/17/02, 312283969.34, 257957731.20, 3%, 238670026.86, 73613942.48, 238670026.86, 0.00, 118069632.00, 82424851.48, S[1]=FX(L3 04/04/02-51 7385 86.8053)ED(L3 05/22/02-17 76293 98.2380)US(L2 05/31/02-11 4728 99.9285)BP(L2 06/12/02-3 10684 143.5128)SF(L1 06/14/02-1 3748 65.0363) S[2]=No Positions 06/18/02, 306446657.90, 257983868.85, 5%, 238696164.50, 67750493.40, 238696164.50, 0.00, 118069632.00, 82424851.48, S[1]=FX(L3 04/04/02-52 7385 86.8053)ED(L3 05/22/02-18 76293 98.2380)US(L2 05/31/02-12 4728 99.9285)BP(L2 06/12/02-4 10684 143.5128)SF(L1 06/14/02-2 3748 65.0363) S[2]=No Positions 06/19/02, 324773267.76, 261030805.54, 0%, 238722305.01, 86050962.75, 238722305.01, 0.00, 118069632.00, 82424851.48, S[1]=FX(L3 04/04/02-53 7385 86.8053)ED(L3 05/22/02-19 76293 98.2380)US(L2 05/31/02-13 4728 99.9285)BP(L2 06/12/02-5 10684 143.5128)SF(L1 06/14/02-3 3748 65.0363) S[2]=No Positions 06/20/02, 328949874.17, 256851889.59, 0%, 238748448.38, 90201425.79, 238748448.38, 0.00, 166857120.00, 82424851.48, S[1]=FX(L3 04/04/02-54 7385 86.8053)ED(L3 05/22/02-20 76293 98.2380)US(L2 05/31/02-14 4728 99.9285)BP(L2 06/12/02-6 10684 143.5128)SF(L1 06/14/02-4 3748 65.0363)MP(S2 06/20/02-0 15612 11443.0000) S[2]=No Positions 06/21/02, 344801311.87, 258126313.85, 0%, 238774594.61, 106026717.26, 238774594.61, 0.00, 189600864.00, 82424851.48, S[1]=FX(L3 04/04/02-55 7385 86.8053)ED(L3 05/22/02-21 76293 98.2380)US(L2 05/31/02-15 4728 99.9285)BP(L2 06/12/02-7 10684 143.5128)SF(L1 06/14/02-5 3748 65.0363)MP(S3 06/20/02-1 22890 11443.0000) S[2]=No Positions 06/24/02, 368654037.92, 260741878.30, 0%, 238853050.49, 129800987.43, 238853050.49, 0.00, 189600864.00, 82424851.48, S[1]=FX(L3 04/04/02-56 7385 86.8053)ED(L3 05/22/02-22 76293 98.2380)US(L2 05/31/02-16 4728 99.9285)BP(L2 06/12/02-8 10684 143.5128)SF(L1 06/14/02-6 3748 65.0363)MP(S3 06/20/02-2 22890 11443.0000) S[2]=No Positions 06/25/02, 358403153.38, 273150646.61, 3%, 238879208.18, 119523945.19, 238879208.18, 0.00, 189600864.00, 82424851.48, S[1]=FX(L3 04/04/02-57 7385 86.8053)ED(L3 05/22/02-23 76293 98.2380)US(L2 05/31/02-17 4728 99.9285)BP(L2 06/12/02-9 10684 143.5128)SF(L1 06/14/02-7 3748 65.0363)MP(S3 06/20/02-3 22890 11443.0000) S[2]=No Positions 06/26/02, 372490872.72, 276501130.59, 0%, 238905368.74, 133585503.98, 238905368.74, 0.00, 189600864.00, 82424851.48, S[1]=FX(L3 04/04/02-58 7385 86.8053)ED(L3 05/22/02-24 76293 98.2380)US(L2 05/31/02-18 4728 99.9285)BP(L2 06/12/02-10 10684 143.5128)SF(L1 06/14/02-8 3748 65.0363)MP(S3 06/20/02-4 22890 11443.0000) S[2]=No Positions 06/27/02, 419362016.55, 285978556.52, 0%, 238931532.15, 180430484.39, 238931532.15, 0.00, 189600864.00, 82424851.48, S[1]=FX(L3 04/04/02-59 7385 86.8053)ED(L3 05/22/02-25 76293 98.2380)US(L2 05/31/02-19 4728 99.9285)BP(L2 06/12/02-11 10684 143.5128)SF(L1 06/14/02-9 3748 65.0363)MP(S3 06/20/02-5 22890 11443.0000) S[2]=No Positions 06/28/02, 404634524.03, 287207580.79, 4%, 242184727.83, 162449796.20, 242184727.83, 0.00, 176835264.00, 82498726.48, S[1]=FX(L3 04/04/02-60 7385 86.8053)ED(L3 05/22/02-26 76293 98.2380)BP(L2 06/12/02-12 10684 143.5128)SF(L1 06/14/02-10 3748 65.0363)MP(S3 06/20/02-6 22890 11443.0000) S[2]=No Positions 07/01/02, 416344151.08, 301371283.45, 1%, 242264304.21, 174079846.87, 242264304.21, 0.00, 176835264.00, 82498726.48, S[1]=FX(L3 04/04/02-61 7385 86.8053)ED(L3 05/22/02-27 76293 98.2380)BP(L2 06/12/02-13 10684 143.5128)SF(L1 06/14/02-11 3748 65.0363)MP(S3 06/20/02-7 22890 11443.0000) S[2]=No Positions 07/02/02, 407319785.61, 314938595.77, 3%, 242290835.47, 165028950.14, 242290835.47, 0.00, 176835264.00, 82498726.48, S[1]=FX(L3 04/04/02-62 7385 86.8053)ED(L3 05/22/02-28 76293 98.2380)BP(L2 06/12/02-14 10684 143.5128)SF(L1 06/14/02-12 3748 65.0363)MP(S3 06/20/02-8 22890 11443.0000) S[2]=No Positions 07/03/02, 407155600.41, 331373877.12, 3%, 242317369.65, 164838230.77, 242317369.65, 0.00, 176835264.00, 82498726.48, S[1]=FX(L3 04/04/02-63 7385 86.8053)ED(L3 05/22/02-29 76293 98.2380)BP(L2 06/12/02-15 10684 143.5128)SF(L1 06/14/02-13 3748 65.0363)MP(S3 06/20/02-9 22890 11443.0000) S[2]=No Positions 07/04/02, 400807487.25, 331400414.20, 4%, 242343906.72, 158463580.53, 242343906.72, 0.00, 176835264.00, 82498726.48, S[1]=FX(L3 04/04/02-64 7385 86.8053)ED(L3 05/22/02-30 76293 98.2380)BP(L2 06/12/02-16 10684 143.5128)SF(L1 06/14/02-14 3748 65.0363)MP(S3 06/20/02-10 22890 11443.0000) S[2]=No Positions 07/05/02, 391963437.48, 335948871.80, 7%, 235843081.95, 156120355.53, 235843081.95, 0.00, 105304016.00, 85646101.48, S[1]=FX(L3 04/04/02-64 7385 86.8053)ED(L3 05/22/02-30 76293 98.2380)BP(L2 06/12/02-16 10684 143.5128)SF(L1 06/14/02-14 3748 65.0363) S[2]=No Positions 07/08/02, 376870272.43, 344253891.51, 10%, 235920574.60, 140949697.83, 235920574.60, 0.00, 105304016.00, 85646101.48, S[1]=FX(L3 04/04/02-65 7385 86.8053)ED(L3 05/22/02-31 76293 98.2380)BP(L2 06/12/02-17 10684 143.5128)SF(L1 06/14/02-15 3748 65.0363) S[2]=No Positions 07/09/02, 406314132.54, 344279728.05, 3%, 235946411.15, 170367721.40, 235946411.15, 0.00, 105304016.00, 85646101.48, S[1]=FX(L3 04/04/02-66 7385 86.8053)ED(L3 05/22/02-32 76293 98.2380)BP(L2 06/12/02-18 10684 143.5128)SF(L1 06/14/02-16 3748 65.0363) S[2]=No Positions 07/10/02, 419729224.91, 363674615.08, 0%, 235972250.52, 183756974.39, 235972250.52, 0.00, 111875816.00, 85655256.47, S[1]=FX(L3 04/04/02-67 7385 86.8053)ED(L3 05/22/02-33 76293 98.2380)BP(L2 06/12/02-19 10684 143.5128)SF(L1 06/14/02-17 3748 65.0363)US(L1 07/10/02-0 2434 103.2474) S[2]=No Positions 07/11/02, 415188505.28, 360162664.46, 1%, 235998092.72, 179190412.56, 235998092.72, 0.00, 118291016.00, 85768112.48, S[1]=FX(L3 04/04/02-68 7385 86.8053)ED(L3 05/22/02-34 76293 98.2380)BP(L2 06/12/02-20 10684 143.5128)SF(L1 06/14/02-18 3748 65.0363)US(L2 07/10/02-1 4810 103.2474) S[2]=No Positions 07/12/02, 429295497.95, 360188509.50, 0%, 236023937.75, 193271560.20, 236023937.75, 0.00, 118291016.00, 85768112.48, S[1]=FX(L3 04/04/02-69 7385 86.8053)ED(L3 05/22/02-35 76293 98.2380)BP(L2 06/12/02-21 10684 143.5128)SF(L1 06/14/02-19 3748 65.0363)US(L2 07/10/02-2 4810 103.2474) S[2]=No Positions 07/15/02, 424591596.72, 361696497.12, 1%, 236101489.83, 188490106.89, 236101489.83, 0.00, 118291016.00, 85768112.48, S[1]=FX(L3 04/04/02-70 7385 86.8053)ED(L3 05/22/02-36 76293 98.2380)BP(L2 06/12/02-22 10684 143.5128)SF(L1 06/14/02-20 3748 65.0363)US(L2 07/10/02-3 4810 103.2474) S[2]=No Positions 07/16/02, 464679387.91, 363630085.92, 0%, 236127346.18, 228552041.73, 236127346.18, 0.00, 118291016.00, 85768112.48, S[1]=FX(L3 04/04/02-71 7385 86.8053)ED(L3 05/22/02-37 76293 98.2380)BP(L2 06/12/02-23 10684 143.5128)SF(L1 06/14/02-21 3748 65.0363)US(L2 07/10/02-4 4810 103.2474) S[2]=No Positions 07/17/02, 453086854.56, 363450818.75, 2%, 227691607.13, 225395247.43, 227691607.13, 0.00, 105304016.00, 85912187.19, S[1]=FX(L3 04/04/02-72 7385 86.8053)ED(L3 05/22/02-38 76293 98.2380)BP(L2 06/12/02-24 10684 143.5128)SF(L1 06/14/02-22 3748 65.0363) S[2]=No Positions 07/18/02, 454200548.93, 358937943.97, 2%, 227716542.49, 226484006.44, 227716542.49, 0.00, 105350760.00, 85976464.77, S[1]=FX(L3 04/04/02-73 7385 86.8053)ED(L3 05/22/02-39 76293 98.2380)BP(L2 06/12/02-25 10684 143.5128)SF(L1 06/14/02-23 3748 65.0363)CD(S1 07/18/02-0 63 63.9118) S[2]=No Positions 07/19/02, 457356283.03, 379931663.94, 2%, 227741480.58, 229614802.46, 227741480.58, 0.00, 105350760.00, 85976464.77, S[1]=FX(L3 04/04/02-74 7385 86.8053)ED(L3 05/22/02-40 76293 98.2380)BP(L2 06/12/02-26 10684 143.5128)SF(L1 06/14/02-24 3748 65.0363)CD(S1 07/18/02-1 63 63.9118) S[2]=No Positions 07/22/02, 459483924.18, 379494334.89, 1%, 227816311.23, 231667612.95, 227816311.23, 0.00, 117649736.00, 86887641.12, S[1]=FX(L3 04/04/02-75 7385 86.8053)ED(L3 05/22/02-41 76293 98.2380)BP(L2 06/12/02-27 10684 143.5128)SF(L1 06/14/02-25 3748 65.0363)CD(S3 07/18/02-2 191 63.9118)US(L2 07/22/02-0 4520 104.0811) S[2]=No Positions 07/23/02, 475774450.28, 380473877.71, 0%, 227841260.24, 247933190.04, 227841260.24, 0.00, 117649736.00, 86887641.12, S[1]=FX(L3 04/04/02-76 7385 86.8053)ED(L3 05/22/02-42 76293 98.2380)BP(L2 06/12/02-28 10684 143.5128)SF(L1 06/14/02-26 3748 65.0363)CD(S3 07/18/02-3 191 63.9118)US(L2 07/22/02-1 4520 104.0811) S[2]=No Positions 07/24/02, 464088887.96, 381733056.66, 2%, 227866211.99, 236222675.97, 227866211.99, 0.00, 117649736.00, 86887641.12, S[1]=FX(L3 04/04/02-77 7385 86.8053)ED(L3 05/22/02-43 76293 98.2380)BP(L2 06/12/02-29 10684 143.5128)SF(L1 06/14/02-27 3748 65.0363)CD(S3 07/18/02-4 191 63.9118)US(L2 07/22/02-2 4520 104.0811) S[2]=No Positions 07/25/02, 477721979.17, 385970996.35, 0%, 227891166.47, 249830812.70, 227891166.47, 0.00, 117649736.00, 86887641.12, S[1]=FX(L3 04/04/02-78 7385 86.8053)ED(L3 05/22/02-44 76293 98.2380)BP(L2 06/12/02-30 10684 143.5128)SF(L1 06/14/02-28 3748 65.0363)CD(S3 07/18/02-5 191 63.9118)US(L2 07/22/02-3 4520 104.0811) S[2]=No Positions 07/26/02, 492809009.37, 395195038.95, 0%, 227916123.68, 264892885.69, 227916123.68, 0.00, 117649736.00, 86887641.12, S[1]=FX(L3 04/04/02-79 7385 86.8053)ED(L3 05/22/02-45 76293 98.2380)BP(L2 06/12/02-31 10684 143.5128)SF(L1 06/14/02-29 3748 65.0363)CD(S3 07/18/02-6 191 63.9118)US(L2 07/22/02-4 4520 104.0811) S[2]=No Positions 07/29/02, 468119727.91, 392920243.53, 5%, 323966212.73, 144153515.19, 323966212.73, 0.00, 95120400.00, 89108671.52, S[1]=ED(L3 05/22/02-46 76293 98.2380)BP(L2 06/12/02-32 10684 143.5128)CD(S3 07/18/02-7 191 63.9118)US(L2 07/22/02-5 4520 104.0811) S[2]=No Positions 07/30/02, 437106315.33, 392955722.28, 11%, 324001691.48, 113104623.85, 324001691.48, 0.00, 95120400.00, 89108671.52, S[1]=ED(L3 05/22/02-47 76293 98.2380)BP(L2 06/12/02-33 10684 143.5128)CD(S3 07/18/02-8 191 63.9118)US(L2 07/22/02-6 4520 104.0811) S[2]=No Positions 07/31/02, 446249679.68, 393467046.64, 9%, 324037174.11, 122212505.57, 324037174.11, 0.00, 95120400.00, 89108671.52, S[1]=ED(L3 05/22/02-48 76293 98.2380)BP(L2 06/12/02-34 10684 143.5128)CD(S3 07/18/02-9 191 63.9118)US(L2 07/22/02-7 4520 104.0811) S[2]=No Positions 08/01/02, 454409057.19, 396918273.35, 8%, 380052607.28, 74356449.91, 380052607.28, 0.00, 79254656.00, 89242148.16, S[1]=ED(L3 05/22/02-49 76293 98.2380)CD(S3 07/18/02-10 191 63.9118)US(L2 07/22/02-8 4520 104.0811) S[2]=No Positions 08/02/02, 464642764.22, 407772053.25, 6%, 380094228.26, 84548535.96, 380094228.26, 0.00, 79254656.00, 89242148.16, S[1]=ED(L3 05/22/02-50 76293 98.2380)CD(S3 07/18/02-11 191 63.9118)US(L2 07/22/02-9 4520 104.0811) S[2]=No Positions 08/05/02, 474262725.91, 421839934.80, 4%, 380219118.55, 94043607.37, 380219118.55, 0.00, 79254656.00, 89242148.16, S[1]=ED(L3 05/22/02-51 76293 98.2380)CD(S3 07/18/02-12 191 63.9118)US(L2 07/22/02-10 4520 104.0811) S[2]=No Positions 08/06/02, 486938121.94, 421881574.01, 1%, 380260757.76, 106677364.18, 380260757.76, 0.00, 79254656.00, 89242148.16, S[1]=ED(L3 05/22/02-52 76293 98.2380)CD(S3 07/18/02-13 191 63.9118)US(L2 07/22/02-11 4520 104.0811) S[2]=No Positions 08/07/02, 467144435.49, 421923217.78, 5%, 380302401.53, 86842033.96, 380302401.53, 0.00, 79254656.00, 89242148.16, S[1]=ED(L3 05/22/02-53 76293 98.2380)CD(S3 07/18/02-14 191 63.9118)US(L2 07/22/02-12 4520 104.0811) S[2]=No Positions 08/08/02, 471906744.05, 425784880.69, 4%, 380344049.87, 91562694.19, 380344049.87, 0.00, 79254656.00, 89242148.16, S[1]=ED(L3 05/22/02-54 76293 98.2380)CD(S3 07/18/02-15 191 63.9118)US(L2 07/22/02-13 4520 104.0811) S[2]=No Positions 08/09/02, 467499948.77, 425826533.58, 5%, 380385702.76, 87114246.01, 380385702.76, 0.00, 79254656.00, 89242148.16, S[1]=ED(L3 05/22/02-55 76293 98.2380)CD(S3 07/18/02-16 191 63.9118)US(L2 07/22/02-14 4520 104.0811) S[2]=No Positions 08/12/02, 463417268.88, 418342540.19, 6%, 380510688.82, 82906580.06, 380510688.82, 0.00, 107417152.00, 89273179.72, S[1]=ED(L3 05/22/02-56 76293 98.2380)CD(S3 07/18/02-17 191 63.9118)US(L2 07/22/02-15 4520 104.0811)MP(S1 08/12/02-0 9012 11539.1982) S[2]=No Positions 08/13/02, 460781224.88, 412760274.37, 6%, 395269500.89, 65511723.99, 395269500.89, 0.00, 161656688.00, 90134611.68, S[1]=ED(L3 05/22/02-57 76293 98.2380)US(L2 07/22/02-16 4520 104.0811)MP(S3 08/12/02-1 26414 11539.1982) S[2]=No Positions 08/14/02, 473461085.68, 422514460.16, 4%, 395312788.32, 78148297.36, 395312788.32, 0.00, 161656688.00, 90134611.68, S[1]=ED(L3 05/22/02-58 76293 98.2380)US(L2 07/22/02-17 4520 104.0811)MP(S3 08/12/02-2 26414 11539.1982) S[2]=No Positions 08/15/02, 464947943.86, 422668831.22, 6%, 438904777.74, 26043166.13, 438904777.74, 0.00, 94747728.00, 92040888.96, S[1]=US(L2 07/22/02-18 4520 104.0811)MP(S3 08/12/02-3 26414 11539.1982) S[2]=No Positions 08/16/02, 438585600.02, 423471850.02, 11%, 420343348.74, 18242251.28, 420343348.74, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-19 4520 104.0811) S[2]=No Positions 08/19/02, 431943715.25, 423609965.25, 12%, 420481463.97, 11462251.28, 420481463.97, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-20 4520 104.0811) S[2]=No Positions 08/20/02, 433543513.74, 423656013.74, 12%, 420527512.46, 13016001.28, 420527512.46, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-21 4520 104.0811) S[2]=No Positions 08/21/02, 438815817.28, 423702067.28, 11%, 420573566.00, 18242251.28, 420573566.00, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-22 4520 104.0811) S[2]=No Positions 08/22/02, 437590625.86, 426855625.86, 11%, 420619624.58, 16971001.28, 420619624.58, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-23 4520 104.0811) S[2]=No Positions 08/23/02, 433399189.48, 430715439.48, 12%, 420665688.20, 12733501.28, 420665688.20, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-24 4520 104.0811) S[2]=No Positions 08/26/02, 438481160.62, 430853660.62, 11%, 420803909.34, 17677251.28, 420803909.34, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-25 4520 104.0811) S[2]=No Positions 08/27/02, 439374744.43, 430899744.43, 11%, 420849993.14, 18524751.28, 420849993.14, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-26 4520 104.0811) S[2]=No Positions 08/28/02, 434759583.28, 430945833.28, 12%, 420896082.00, 13863501.28, 420896082.00, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-27 4520 104.0811) S[2]=No Positions 08/29/02, 438336927.18, 430991927.18, 11%, 420942175.90, 17394751.28, 420942175.90, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-28 4520 104.0811) S[2]=No Positions 08/30/02, 441490526.13, 431038026.13, 10%, 420988274.84, 20502251.28, 420988274.84, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-29 4520 104.0811) S[2]=No Positions 09/02/02, 443041353.26, 431176353.26, 10%, 421126601.98, 21914751.28, 421126601.98, 0.00, 12203980.00, 92789947.73, S[1]=US(L2 07/22/02-30 4520 104.0811) S[2]=No Positions 09/03/02, 400079419.62, 378197016.69, 19%, 421172721.12, -21093301.50, 421172721.12, 0.00, 97909680.00, 93892398.85, S[1]=US(L3 07/22/02-30 8261 104.0811)BP(L1 09/03/02-0 6406 153.4847)FX(L3 09/03/02-0 11931 98.0230)MP(S1 09/03/02-0 10024 11461.8730)SF(L1 09/03/02-0 5126 68.3737) S[2]=No Positions 09/04/02, 457342353.41, 378243140.88, 7%, 421218845.32, 36123508.09, 421218845.32, 0.00, 97909680.00, 93892398.85, S[1]=US(L3 07/22/02-31 8261 104.0811)BP(L1 09/03/02-1 6406 153.4847)FX(L3 09/03/02-1 11931 98.0230)MP(S1 09/03/02-1 10024 11461.8730)SF(L1 09/03/02-1 5126 68.3737) S[2]=No Positions 09/05/02, 444199137.91, 371970241.94, 10%, 421264974.57, 22934163.34, 421264974.57, 0.00, 106719776.00, 93904951.53, S[1]=US(L3 07/22/02-32 8261 104.0811)BP(L1 09/03/02-2 6406 153.4847)FX(L3 09/03/02-2 11931 98.0230)MP(S1 09/03/02-2 10024 11461.8730)SF(L2 09/03/02-2 10146 68.3737) S[2]=No Positions 09/06/02, 457222123.28, 373146376.24, 7%, 421311108.86, 35911014.42, 421311108.86, 0.00, 106719776.00, 93904951.53, S[1]=US(L3 07/22/02-33 8261 104.0811)BP(L1 09/03/02-3 6406 153.4847)FX(L3 09/03/02-3 11931 98.0230)MP(S1 09/03/02-3 10024 11461.8730)SF(L2 09/03/02-3 10146 68.3737) S[2]=No Positions 09/09/02, 408163645.10, 373268979.78, 17%, 399835172.60, 8328472.49, 399835172.60, 0.00, 80948816.00, 93910572.40, S[1]=US(L3 07/22/02-34 8261 104.0811)BP(L1 09/03/02-4 6406 153.4847)MP(S1 09/03/02-4 10024 11461.8730)SF(L2 09/03/02-4 10146 68.3737) S[2]=No Positions 09/10/02, 393269463.27, 355188867.71, 20%, 383007442.58, 10262020.69, 383007442.58, 0.00, 113592896.00, 96252715.72, S[1]=US(L3 07/22/02-35 8261 104.0811)BP(L1 09/03/02-5 6406 153.4847)MP(S1 09/03/02-5 10024 11461.8730)ED(S1 09/10/02-0 46051 98.4255)JY(S1 09/10/02-0 4385 84.4643) S[2]=No Positions 09/11/02, 395773366.81, 339330469.40, 20%, 383049387.16, 12723979.66, 383049387.16, 0.00, 161863664.00, 96446284.28, S[1]=US(L3 07/22/02-36 8261 104.0811)BP(L1 09/03/02-6 6406 153.4847)MP(S1 09/03/02-6 10024 11461.8730)ED(S2 09/10/02-1 90147 98.4255)JY(S2 09/10/02-1 8537 84.4643)CD(S1 09/11/02-0 94 62.5770) S[2]=No Positions 09/12/02, 397656606.89, 337650221.30, 19%, 383091336.32, 14565270.56, 383091336.32, 0.00, 161934160.00, 96595214.64, S[1]=US(L3 07/22/02-37 8261 104.0811)BP(L1 09/03/02-7 6406 153.4847)MP(S1 09/03/02-7 10024 11461.8730)ED(S2 09/10/02-2 90147 98.4255)JY(S2 09/10/02-2 8537 84.4643)CD(S2 09/11/02-1 189 62.5770) S[2]=No Positions 09/13/02, 406272786.55, 338319547.97, 18%, 383133290.08, 23139496.47, 383133290.08, 0.00, 171742992.00, 97143510.54, S[1]=US(L3 07/22/02-38 8261 104.0811)BP(L1 09/03/02-8 6406 153.4847)MP(S1 09/03/02-8 10024 11461.8730)ED(S2 09/10/02-3 90147 98.4255)JY(S3 09/10/02-3 12811 84.4643)CD(S2 09/11/02-2 189 62.5770) S[2]=No Positions 09/16/02, 420726547.73, 343052764.57, 15%, 375151960.82, 45574586.91, 375151960.82, 0.00, 162230080.00, 98104432.54, S[1]=US(L3 07/22/02-39 8261 104.0811)MP(S1 09/03/02-9 10024 11461.8730)ED(S2 09/10/02-4 90147 98.4255)JY(S3 09/10/02-4 12811 84.4643)CD(S2 09/11/02-3 189 62.5770) S[2]=No Positions 09/17/02, 429745011.66, 343093848.86, 13%, 375193045.11, 54551966.55, 375193045.11, 0.00, 162230080.00, 98104432.54, S[1]=US(L3 07/22/02-40 8261 104.0811)MP(S1 09/03/02-10 10024 11461.8730)ED(S2 09/10/02-5 90147 98.4255)JY(S3 09/10/02-5 12811 84.4643)CD(S2 09/11/02-4 189 62.5770) S[2]=No Positions 09/18/02, 431146548.31, 343134937.65, 13%, 375234133.90, 55912414.41, 375234133.90, 0.00, 162230080.00, 98104432.54, S[1]=US(L3 07/22/02-41 8261 104.0811)MP(S1 09/03/02-11 10024 11461.8730)ED(S2 09/10/02-6 90147 98.4255)JY(S3 09/10/02-6 12811 84.4643)CD(S2 09/11/02-5 189 62.5770) S[2]=No Positions 09/19/02, 414738557.17, 341711410.02, 16%, 360152796.13, 54585761.04, 360152796.13, 0.00, 83171160.00, 98440827.28, S[1]=US(L3 07/22/02-42 8261 104.0811)MP(S1 09/03/02-12 10024 11461.8730)JY(S3 09/10/02-7 12811 84.4643)CD(S2 09/11/02-6 189 62.5770) S[2]=No Positions 09/20/02, 419839247.07, 341750851.69, 15%, 360192237.81, 59647009.27, 360192237.81, 0.00, 83171160.00, 98440827.28, S[1]=US(L3 07/22/02-43 8261 104.0811)MP(S1 09/03/02-13 10024 11461.8730)JY(S3 09/10/02-8 12811 84.4643)CD(S2 09/11/02-7 189 62.5770) S[2]=No Positions 09/23/02, 444640060.41, 342418346.01, 10%, 360310588.75, 84329471.65, 360310588.75, 0.00, 122007352.00, 98523854.53, S[1]=US(L3 07/22/02-44 8261 104.0811)MP(S1 09/03/02-14 10024 11461.8730)JY(S3 09/10/02-9 12811 84.4643)CD(S2 09/11/02-8 189 62.5770)ED(L1 09/23/02-0 44283 98.5182) S[2]=No Positions 09/24/02, 457206004.33, 346194268.30, 7%, 360350047.71, 96855956.62, 360350047.71, 0.00, 161456560.00, 98616428.80, S[1]=US(L3 07/22/02-45 8261 104.0811)MP(S1 09/03/02-15 10024 11461.8730)JY(S3 09/10/02-10 12811 84.4643)CD(S2 09/11/02-9 189 62.5770)ED(L2 09/23/02-1 89265 98.5182) S[2]=No Positions 09/25/02, 458760771.13, 354547144.65, 7%, 360389510.99, 98371260.14, 360389510.99, 0.00, 161456560.00, 98616428.80, S[1]=US(L3 07/22/02-46 8261 104.0811)MP(S1 09/03/02-16 10024 11461.8730)JY(S3 09/10/02-11 12811 84.4643)CD(S2 09/11/02-10 189 62.5770)ED(L2 09/23/02-2 89265 98.5182) S[2]=No Positions 09/26/02, 428467231.58, 364030634.85, 13%, 360428978.59, 68038252.99, 360428978.59, 0.00, 161456560.00, 98616428.80, S[1]=US(L3 07/22/02-47 8261 104.0811)MP(S1 09/03/02-17 10024 11461.8730)JY(S3 09/10/02-12 12811 84.4643)CD(S2 09/11/02-11 189 62.5770)ED(L2 09/23/02-3 89265 98.5182) S[2]=No Positions 09/27/02, 418939041.55, 373296046.10, 15%, 360468450.51, 58470591.05, 360468450.51, 0.00, 161456560.00, 98616428.80, S[1]=US(L3 07/22/02-48 8261 104.0811)MP(S1 09/03/02-18 10024 11461.8730)JY(S3 09/10/02-13 12811 84.4643)CD(S2 09/11/02-12 189 62.5770)ED(L2 09/23/02-4 89265 98.5182) S[2]=No Positions 09/30/02, 429660606.13, 360615021.39, 13%, 360586892.21, 69073713.92, 360586892.21, 0.00, 177954896.00, 98830353.64, S[1]=US(L3 07/22/02-49 8261 104.0811)MP(S1 09/03/02-19 10024 11461.8730)JY(S3 09/10/02-14 12811 84.4643)CD(S2 09/11/02-13 189 62.5770)ED(L2 09/23/02-5 89265 98.5182)BP(L2 09/30/02-0 11110 154.3291) S[2]=No Positions 10/01/02, 455626503.04, 366774698.10, 8%, 360626381.43, 95000121.61, 360626381.43, 0.00, 177954896.00, 98830353.64, S[1]=US(L3 07/22/02-50 8261 104.0811)MP(S1 09/03/02-20 10024 11461.8730)JY(S3 09/10/02-15 12811 84.4643)CD(S2 09/11/02-14 189 62.5770)ED(L2 09/23/02-6 89265 98.5182)BP(L2 09/30/02-1 11110 154.3291) S[2]=No Positions 10/02/02, 434932832.17, 368693691.64, 12%, 360665874.97, 74266957.20, 360665874.97, 0.00, 177954896.00, 98830353.64, S[1]=US(L3 07/22/02-51 8261 104.0811)MP(S1 09/03/02-21 10024 11461.8730)JY(S3 09/10/02-16 12811 84.4643)CD(S2 09/11/02-15 189 62.5770)ED(L2 09/23/02-7 89265 98.5182)BP(L2 09/30/02-2 11110 154.3291) S[2]=No Positions 10/03/02, 447050982.63, 372211514.99, 9%, 360705372.83, 86345609.80, 360705372.83, 0.00, 177954896.00, 98830353.64, S[1]=US(L3 07/22/02-52 8261 104.0811)MP(S1 09/03/02-22 10024 11461.8730)JY(S3 09/10/02-17 12811 84.4643)CD(S2 09/11/02-16 189 62.5770)ED(L2 09/23/02-8 89265 98.5182)BP(L2 09/30/02-3 11110 154.3291) S[2]=No Positions 10/04/02, 428759385.79, 372661660.00, 13%, 346844600.72, 81914785.07, 346844600.72, 0.00, 99669488.00, 99002879.35, S[1]=US(L3 07/22/02-53 8261 104.0811)MP(S1 09/03/02-23 10024 11461.8730)JY(S3 09/10/02-18 12811 84.4643)CD(S2 09/11/02-17 189 62.5770)BP(L2 09/30/02-4 11110 154.3291) S[2]=No Positions 10/07/02, 436558984.00, 372775625.22, 11%, 346958565.93, 89600418.07, 346958565.93, 0.00, 99669488.00, 99002879.35, S[1]=US(L3 07/22/02-54 8261 104.0811)MP(S1 09/03/02-24 10024 11461.8730)JY(S3 09/10/02-19 12811 84.4643)CD(S2 09/11/02-18 189 62.5770)BP(L2 09/30/02-5 11110 154.3291) S[2]=No Positions 10/08/02, 439858263.14, 372632109.70, 11%, 334015584.00, 105842679.15, 334015584.00, 0.00, 83171136.00, 99044137.53, S[1]=US(L3 07/22/02-55 8261 104.0811)MP(S1 09/03/02-25 10024 11461.8730)JY(S3 09/10/02-20 12811 84.4643)CD(S2 09/11/02-19 189 62.5770) S[2]=No Positions 10/09/02, 433379499.64, 365989886.70, 12%, 334052163.29, 99327336.35, 334052163.29, 0.00, 90903936.00, 99164623.03, S[1]=US(L3 07/22/02-56 8261 104.0811)MP(S1 09/03/02-26 10024 11461.8730)JY(S3 09/10/02-21 12811 84.4643)CD(S2 09/11/02-20 189 62.5770)FX(L1 10/09/02-0 3580 97.8877) S[2]=No Positions 10/10/02, 442344697.12, 367403820.80, 10%, 334088746.59, 108255950.53, 334088746.59, 0.00, 90903936.00, 99164623.03, S[1]=US(L3 07/22/02-57 8261 104.0811)MP(S1 09/03/02-27 10024 11461.8730)JY(S3 09/10/02-22 12811 84.4643)CD(S2 09/11/02-21 189 62.5770)FX(L1 10/09/02-1 3580 97.8877) S[2]=No Positions 10/11/02, 407852992.89, 357192103.22, 17%, 371170378.63, 36682614.26, 371170378.63, 0.00, 128184368.00, 99557544.52, S[1]=MP(S1 09/03/02-28 10024 11461.8730)JY(S3 09/10/02-23 12811 84.4643)CD(S2 09/11/02-22 189 62.5770)FX(L1 10/09/02-2 3580 97.8877)ED(S2 10/11/02-0 67942 98.4153) S[2]=No Positions 10/14/02, 416564068.17, 357314061.33, 15%, 371292336.74, 45271731.43, 371292336.74, 0.00, 128184368.00, 99557544.52, S[1]=MP(S1 09/03/02-29 10024 11461.8730)JY(S3 09/10/02-24 12811 84.4643)CD(S2 09/11/02-23 189 62.5770)FX(L1 10/09/02-3 3580 97.8877)ED(S2 10/11/02-1 67942 98.4153) S[2]=No Positions 10/15/02, 410907441.95, 369092805.97, 17%, 369396803.44, 41510638.50, 369396803.44, 0.00, 129323272.00, 100800894.41, S[1]=JY(S3 09/10/02-24 12811 84.4643)CD(S2 09/11/02-23 189 62.5770)FX(L1 10/09/02-3 3580 97.8877)ED(S3 10/11/02-1 104959 98.4153) S[2]=No Positions 10/16/02, 427270735.78, 371766252.22, 13%, 369437257.47, 57833478.32, 369437257.47, 0.00, 129323272.00, 100800894.41, S[1]=JY(S3 09/10/02-25 12811 84.4643)CD(S2 09/11/02-24 189 62.5770)FX(L1 10/09/02-4 3580 97.8877)ED(S3 10/11/02-2 104959 98.4153) S[2]=No Positions 10/17/02, 380062043.03, 318060181.05, 23%, 358157223.49, 21904819.54, 358157223.49, 0.00, 250256480.00, 105071359.96, S[1]=JY(S3 09/10/02-26 12811 84.4643)ED(S3 10/11/02-3 104959 98.4153)CD(L2 10/17/02-0 220 62.9129)FX(S1 10/17/02-0 4084 96.1762)MP(L3 10/17/02-0 35472 11588.0000)SF(S1 10/17/02-0 5112 66.7140) S[2]=No Positions 10/18/02, 414905186.12, 322423185.10, 16%, 358196446.62, 56708739.50, 358196446.62, 0.00, 250256480.00, 105071359.96, S[1]=JY(S3 09/10/02-27 12811 84.4643)ED(S3 10/11/02-4 104959 98.4153)CD(L2 10/17/02-1 220 62.9129)FX(S1 10/17/02-1 4084 96.1762)MP(L3 10/17/02-1 35472 11588.0000)SF(S1 10/17/02-1 5112 66.7140) S[2]=No Positions 10/21/02, 419800761.97, 322923191.98, 15%, 358314141.80, 61486620.18, 358314141.80, 0.00, 250333648.00, 105108815.10, S[1]=JY(S3 09/10/02-28 12811 84.4643)ED(S3 10/11/02-5 104959 98.4153)CD(L3 10/17/02-2 324 62.9129)FX(S1 10/17/02-2 4084 96.1762)MP(L3 10/17/02-2 35472 11588.0000)SF(S1 10/17/02-2 5112 66.7140) S[2]=No Positions 10/22/02, 438090101.33, 322962432.30, 11%, 358353382.12, 79736719.21, 358353382.12, 0.00, 250333648.00, 105108815.10, S[1]=JY(S3 09/10/02-29 12811 84.4643)ED(S3 10/11/02-6 104959 98.4153)CD(L3 10/17/02-3 324 62.9129)FX(S1 10/17/02-3 4084 96.1762)MP(L3 10/17/02-3 35472 11588.0000)SF(S1 10/17/02-3 5112 66.7140) S[2]=No Positions 10/23/02, 424066913.27, 323001676.92, 14%, 358392626.73, 65674286.54, 358392626.73, 0.00, 250333648.00, 105108815.10, S[1]=JY(S3 09/10/02-30 12811 84.4643)ED(S3 10/11/02-7 104959 98.4153)CD(L3 10/17/02-4 324 62.9129)FX(S1 10/17/02-4 4084 96.1762)MP(L3 10/17/02-4 35472 11588.0000)SF(S1 10/17/02-4 5112 66.7140) S[2]=No Positions 10/24/02, 428149073.44, 324962497.64, 13%, 358431875.64, 69717197.79, 358431875.64, 0.00, 250333648.00, 105108815.10, S[1]=JY(S3 09/10/02-31 12811 84.4643)ED(S3 10/11/02-8 104959 98.4153)CD(L3 10/17/02-5 324 62.9129)FX(S1 10/17/02-5 4084 96.1762)MP(L3 10/17/02-5 35472 11588.0000)SF(S1 10/17/02-5 5112 66.7140) S[2]=No Positions 10/25/02, 409161633.30, 330775912.56, 17%, 346624425.59, 62537207.71, 346624425.59, 0.00, 188077184.00, 105300178.41, S[1]=JY(S3 09/10/02-32 12811 84.4643)ED(S1 10/11/02-9 33971 98.4153)CD(L3 10/17/02-6 324 62.9129)FX(S1 10/17/02-6 4084 96.1762)MP(L3 10/17/02-6 35472 11588.0000)SF(S1 10/17/02-6 5112 66.7140) S[2]=No Positions 10/28/02, 388192385.32, 335774919.78, 21%, 381411236.52, 6781148.80, 381411236.52, 0.00, 128883368.00, 107791817.11, S[1]=CD(L3 10/17/02-7 324 62.9129)FX(S1 10/17/02-7 4084 96.1762)MP(L3 10/17/02-7 35472 11588.0000)SF(S1 10/17/02-7 5112 66.7140) S[2]=No Positions 10/29/02, 352596492.37, 320005412.66, 28%, 336659791.17, 15936701.20, 336659791.17, 0.00, 240368.00, 123039809.84, S[1]=CD(L3 10/17/02-8 324 62.9129) S[2]=No Positions 10/30/02, 341293287.08, 325417356.30, 31%, 336696660.04, 4596627.04, 336696660.04, 0.00, 240368.00, 123039809.84, S[1]=CD(L3 10/17/02-9 324 62.9129) S[2]=No Positions 10/31/02, 336645171.93, 310009452.06, 32%, 336733532.95, -88361.02, 336733532.95, 0.00, 63683104.00, 123395140.68, S[1]=CD(L3 10/17/02-10 324 62.9129)FX(L1 10/31/02-0 4071 98.0129)ED(L2 10/31/02-0 62314 98.5917) S[2]=No Positions 11/01/02, 345067905.61, 306426349.36, 30%, 336770409.89, 8297495.72, 336770409.89, 0.00, 81313024.00, 123650203.19, S[1]=CD(L3 10/17/02-11 324 62.9129)FX(L3 10/31/02-1 12233 98.0129)ED(L2 10/31/02-1 62314 98.5917) S[2]=No Positions 11/04/02, 353342338.94, 307508964.87, 28%, 336881064.96, 16461273.98, 336881064.96, 0.00, 81313024.00, 123650203.19, S[1]=CD(L3 10/17/02-12 324 62.9129)FX(L3 10/31/02-2 12233 98.0129)ED(L2 10/31/02-2 62314 98.5917) S[2]=No Positions 11/05/02, 359050303.78, 307545857.98, 27%, 336917958.06, 22132345.71, 336917958.06, 0.00, 81313024.00, 123650203.19, S[1]=CD(L3 10/17/02-13 324 62.9129)FX(L3 10/31/02-3 12233 98.0129)ED(L2 10/31/02-3 62314 98.5917) S[2]=No Positions 11/06/02, 359147929.25, 305756833.60, 27%, 336954855.20, 22193074.05, 336954855.20, 0.00, 110032144.00, 124843375.56, S[1]=CD(L3 10/17/02-14 324 62.9129)FX(L3 10/31/02-4 12233 98.0129)ED(L3 10/31/02-4 95061 98.5917) S[2]=No Positions 11/07/02, 402380903.28, 305793734.78, 18%, 336991756.39, 65389146.89, 336991756.39, 0.00, 110032144.00, 124843375.56, S[1]=CD(L3 10/17/02-15 324 62.9129)FX(L3 10/31/02-5 12233 98.0129)ED(L3 10/31/02-5 95061 98.5917) S[2]=No Positions 11/08/02, 393094485.37, 285611624.35, 20%, 337028661.61, 56065823.75, 337028661.61, 0.00, 249700912.00, 124843375.56, S[1]=CD(L3 10/17/02-16 324 62.9129)FX(L3 10/31/02-6 12233 98.0129)ED(L3 10/31/02-6 95061 98.5917)MP(S3 11/08/02-0 44694 11305.5000) S[2]=No Positions 11/11/02, 402284019.53, 285722364.28, 18%, 337139401.53, 65144618.00, 337139401.53, 0.00, 249700912.00, 124843375.56, S[1]=CD(L3 10/17/02-17 324 62.9129)FX(L3 10/31/02-7 12233 98.0129)ED(L3 10/31/02-7 95061 98.5917)MP(S3 11/08/02-1 44694 11305.5000) S[2]=No Positions 11/12/02, 394864770.02, 285107085.10, 20%, 335936754.35, 58928015.67, 335936754.35, 0.00, 249460512.00, 125491390.39, S[1]=FX(L3 10/31/02-7 12233 98.0129)ED(L3 10/31/02-7 95061 98.5917)MP(S3 11/08/02-1 44694 11305.5000) S[2]=No Positions 11/13/02, 371335831.44, 284090756.34, 25%, 314701409.93, 56634421.50, 314701409.93, 0.00, 109791752.00, 125983526.35, S[1]=FX(L3 10/31/02-8 12233 98.0129)ED(L3 10/31/02-8 95061 98.5917) S[2]=No Positions 11/14/02, 360618746.95, 286906415.46, 27%, 314735874.06, 45882872.89, 314735874.06, 0.00, 109791752.00, 125983526.35, S[1]=FX(L3 10/31/02-9 12233 98.0129)ED(L3 10/31/02-9 95061 98.5917) S[2]=No Positions 11/15/02, 348046146.35, 291740761.83, 29%, 314770341.96, 33275804.40, 314770341.96, 0.00, 109929768.00, 126131886.29, S[1]=FX(L3 10/31/02-10 12233 98.0129)ED(L3 10/31/02-10 95061 98.5917)CD(S2 11/15/02-0 186 62.5760) S[2]=No Positions 11/18/02, 358800892.58, 292959821.08, 27%, 314873768.31, 43927124.27, 314873768.31, 0.00, 109998032.00, 126231240.85, S[1]=FX(L3 10/31/02-11 12233 98.0129)ED(L3 10/31/02-11 95061 98.5917)CD(S3 11/15/02-1 278 62.5760) S[2]=No Positions 11/19/02, 359679385.62, 290620759.59, 27%, 314908251.31, 44771134.31, 314908251.31, 0.00, 118535296.00, 126265463.70, S[1]=FX(L3 10/31/02-12 12233 98.0129)ED(L3 10/31/02-12 95061 98.5917)CD(S3 11/15/02-2 278 62.5760)BP(L1 11/19/02-0 5749 156.8343) S[2]=No Positions 11/20/02, 342026016.55, 291755272.03, 31%, 308558522.60, 33467493.94, 308558522.60, 0.00, 109998032.00, 126280508.15, S[1]=FX(L3 10/31/02-13 12233 98.0129)ED(L3 10/31/02-13 95061 98.5917)CD(S3 11/15/02-3 278 62.5760) S[2]=No Positions 11/21/02, 341539327.08, 313030853.25, 31%, 308592314.00, 32947013.08, 308592314.00, 0.00, 109998032.00, 126280508.15, S[1]=FX(L3 10/31/02-14 12233 98.0129)ED(L3 10/31/02-14 95061 98.5917)CD(S3 11/15/02-4 278 62.5760) S[2]=No Positions 11/22/02, 323712764.06, 312652326.88, 34%, 313339691.32, 10373072.74, 313339691.32, 0.00, 83574752.00, 126540456.60, S[1]=ED(L3 10/31/02-15 95061 98.5917)CD(S3 11/15/02-5 278 62.5760) S[2]=No Positions 11/25/02, 318566416.27, 312626554.28, 35%, 298819920.39, 19746495.88, 298819920.39, 0.00, 83368472.00, 126664109.25, S[1]=ED(L3 10/31/02-16 95061 98.5917) S[2]=No Positions 11/26/02, 318599141.15, 312659279.17, 35%, 298852645.27, 19746495.88, 298852645.27, 0.00, 83368472.00, 126664109.25, S[1]=ED(L3 10/31/02-17 95061 98.5917) S[2]=No Positions 11/27/02, 321603613.75, 312692007.63, 35%, 298885373.74, 22718240.01, 298885373.74, 0.00, 83368472.00, 126664109.25, S[1]=ED(L3 10/31/02-18 95061 98.5917) S[2]=No Positions 11/28/02, 318664601.67, 312724739.68, 35%, 298918105.79, 19746495.88, 298918105.79, 0.00, 83368472.00, 126664109.25, S[1]=ED(L3 10/31/02-19 95061 98.5917) S[2]=No Positions 11/29/02, 318697337.31, 312757475.32, 35%, 298950841.43, 19746495.88, 298950841.43, 0.00, 83368472.00, 126664109.25, S[1]=ED(L3 10/31/02-19 95061 98.5917) S[2]=No Positions 12/02/02, 294807979.07, 292501566.49, 40%, 299049069.85, -4241090.78, 299049069.85, 0.00, 143929936.00, 127016150.15, S[1]=ED(L3 10/31/02-20 95061 98.5917)JY(S3 12/02/02-0 12249 80.6860)MP(L1 12/02/02-0 10384 11584.1328) S[2]=No Positions 12/03/02, 314972774.94, 286600001.74, 36%, 299081819.83, 15890955.11, 299081819.83, 0.00, 143997456.00, 127020892.05, S[1]=ED(L3 10/31/02-21 95061 98.5917)JY(S3 12/02/02-1 12249 80.6860)MP(L1 12/02/02-1 10384 11584.1328)CD(L1 12/03/02-0 91 63.7553) S[2]=No Positions 12/04/02, 310847422.55, 286055999.10, 37%, 292557586.41, 18289836.14, 292557586.41, 0.00, 111547456.00, 127467150.55, S[1]=ED(L3 10/31/02-22 95061 98.5917)JY(S3 12/02/02-2 12249 80.6860)CD(L1 12/03/02-1 91 63.7553) S[2]=No Positions 12/05/02, 311194677.84, 286088038.18, 37%, 292589625.48, 18605052.36, 292589625.48, 0.00, 111547456.00, 127467150.55, S[1]=ED(L3 10/31/02-23 95061 98.5917)JY(S3 12/02/02-3 12249 80.6860)CD(L1 12/03/02-2 91 63.7553) S[2]=No Positions 12/06/02, 289862091.59, 279646978.20, 41%, 273467691.16, 16394400.42, 273467691.16, 0.00, 91091032.00, 128541527.37, S[1]=ED(L3 10/31/02-24 95061 98.5917)CD(L1 12/03/02-3 91 63.7553)FX(L1 12/06/02-0 3544 100.4311) S[2]=No Positions 12/09/02, 293721664.22, 279736833.44, 40%, 273557546.40, 20164117.81, 273557546.40, 0.00, 91091032.00, 128541527.37, S[1]=ED(L3 10/31/02-25 95061 98.5917)CD(L1 12/03/02-4 91 63.7553)FX(L1 12/06/02-1 3544 100.4311) S[2]=No Positions 12/10/02, 296476439.57, 279766791.74, 40%, 273587504.71, 22888934.86, 273587504.71, 0.00, 91091032.00, 128541527.37, S[1]=ED(L3 10/31/02-26 95061 98.5917)CD(L1 12/03/02-5 91 63.7553)FX(L1 12/06/02-2 3544 100.4311) S[2]=No Positions 12/11/02, 293954564.02, 279796753.33, 40%, 273617466.30, 20337097.72, 273617466.30, 0.00, 91091032.00, 128541527.37, S[1]=ED(L3 10/31/02-27 95061 98.5917)CD(L1 12/03/02-6 91 63.7553)FX(L1 12/06/02-3 3544 100.4311) S[2]=No Positions 12/12/02, 287289276.83, 267121378.69, 42%, 273647431.17, 13641845.66, 273647431.17, 0.00, 113493064.00, 128762900.66, S[1]=ED(L3 10/31/02-28 95061 98.5917)CD(L1 12/03/02-7 91 63.7553)FX(L3 12/06/02-4 10346 100.4311)SF(L1 12/12/02-0 4393 69.3723) S[2]=No Positions 12/13/02, 300907764.87, 263193268.01, 39%, 273677399.32, 27230365.55, 273677399.32, 0.00, 121065888.00, 128829804.03, S[1]=ED(L3 10/31/02-29 95061 98.5917)CD(L1 12/03/02-8 91 63.7553)FX(L3 12/06/02-5 10346 100.4311)SF(L2 12/12/02-1 8708 69.3723) S[2]=No Positions 12/16/02, 305755088.08, 265660224.84, 38%, 273767323.46, 31987764.62, 273767323.46, 0.00, 121065888.00, 128829804.03, S[1]=ED(L3 10/31/02-30 95061 98.5917)CD(L1 12/03/02-9 91 63.7553)FX(L3 12/06/02-6 10346 100.4311)SF(L2 12/12/02-2 8708 69.3723) S[2]=No Positions 12/17/02, 303876515.09, 266284917.57, 38%, 273797304.74, 30079210.35, 273797304.74, 0.00, 121065888.00, 128829804.03, S[1]=ED(L3 10/31/02-31 95061 98.5917)CD(L1 12/03/02-10 91 63.7553)FX(L3 12/06/02-7 10346 100.4311)SF(L2 12/12/02-3 8708 69.3723) S[2]=No Positions 12/18/02, 326780713.49, 266314902.14, 34%, 273827289.31, 52953424.18, 273827289.31, 0.00, 121065888.00, 128829804.03, S[1]=ED(L3 10/31/02-32 95061 98.5917)CD(L1 12/03/02-11 91 63.7553)FX(L3 12/06/02-8 10346 100.4311)SF(L2 12/12/02-4 8708 69.3723) S[2]=No Positions 12/19/02, 330779159.15, 267532499.75, 33%, 273857277.16, 56921881.99, 273857277.16, 0.00, 121065888.00, 128829804.03, S[1]=ED(L3 10/31/02-33 95061 98.5917)CD(L1 12/03/02-12 91 63.7553)FX(L3 12/06/02-9 10346 100.4311)SF(L2 12/12/02-5 8708 69.3723) S[2]=No Positions 12/20/02, 332749595.70, 266630205.00, 32%, 273887268.29, 58862327.41, 273887268.29, 0.00, 127302888.00, 128891782.01, S[1]=ED(L3 10/31/02-34 95061 98.5917)CD(L1 12/03/02-13 91 63.7553)FX(L3 12/06/02-10 10346 100.4311)SF(L2 12/12/02-6 8708 69.3723)US(L1 12/20/02-0 2310 111.7273) S[2]=No Positions 12/23/02, 329875649.08, 266720198.11, 33%, 273977261.39, 55898387.69, 273977261.39, 0.00, 127302888.00, 128891782.01, S[1]=ED(L3 10/31/02-35 95061 98.5917)CD(L1 12/03/02-14 91 63.7553)FX(L3 12/06/02-11 10346 100.4311)SF(L2 12/12/02-7 8708 69.3723)US(L1 12/20/02-1 2310 111.7273) S[2]=No Positions 12/24/02, 328742249.27, 262021310.34, 33%, 274007265.66, 54734983.61, 274007265.66, 0.00, 133720784.00, 128968214.08, S[1]=ED(L3 10/31/02-36 95061 98.5917)CD(L1 12/03/02-15 91 63.7553)FX(L3 12/06/02-12 10346 100.4311)SF(L2 12/12/02-8 8708 69.3723)US(L2 12/20/02-2 4687 111.7273) S[2]=No Positions 12/25/02, 349325078.91, 262051317.90, 29%, 274037273.22, 75287805.69, 274037273.22, 0.00, 133720784.00, 128968214.08, S[1]=ED(L3 10/31/02-37 95061 98.5917)CD(L1 12/03/02-16 91 63.7553)FX(L3 12/06/02-13 10346 100.4311)SF(L2 12/12/02-9 8708 69.3723)US(L2 12/20/02-3 4687 111.7273) S[2]=No Positions 12/26/02, 349355089.75, 273840421.11, 29%, 274067284.06, 75287805.69, 274067284.06, 0.00, 133720784.00, 128968214.08, S[1]=ED(L3 10/31/02-37 95061 98.5917)CD(L1 12/03/02-16 91 63.7553)FX(L3 12/06/02-13 10346 100.4311)SF(L2 12/12/02-9 8708 69.3723)US(L2 12/20/02-3 4687 111.7273) S[2]=No Positions 12/27/02, 356207959.93, 281518343.72, 28%, 269042292.57, 87165667.36, 269042292.57, 0.00, 133653264.00, 130424212.69, S[1]=ED(L3 10/31/02-38 95061 98.5917)FX(L3 12/06/02-14 10346 100.4311)SF(L2 12/12/02-10 8708 69.3723)US(L2 12/20/02-4 4687 111.7273) S[2]=No Positions 12/30/02, 351129081.71, 251581114.41, 29%, 269130693.73, 81998387.98, 269130693.73, 0.00, 240399616.00, 130921975.65, S[1]=ED(L3 10/31/02-39 95061 98.5917)FX(L3 12/06/02-15 10346 100.4311)SF(L3 12/12/02-11 12895 69.3723)US(L2 12/20/02-5 4687 111.7273)CD(S3 12/30/02-0 246 63.0310)MP(S3 12/30/02-0 31749 11273.0000) S[2]=No Positions 12/31/02, 387053027.84, 387053027.84, 21%, 387053027.84, 0.00, 387053027.84, 0.00, 0.00, 130921975.65, S[1]=No Positions S[2]=No Positions