Last Updated: 11/25/05 1:57:15 PM

Palisades Research Refresh your browser!
Forecast for: 11/28/05 Position = 100% Long  
These are the actual real money trading results.
The Stock Market closes at 1:00 PM Pacific time and the forecast is posted at about 3:45 PM
on the close date, for the next day's market direction. The charts and data shown below are
reflect our actual real-money account starting from the first day we
actually traded the program. The real-money program moves with about twice the daily volatility as the
S&P500, but is only exposed to the market 40% to 60% of the time.
We use the Rydex dynamic no-load funds for our actual investing.
As of March 30, 2003 we posted the actual real money account from 6/1/01.
As of January 31, 2003 the Signals reflect our actual trades including % exposure.
Please do not trade these signals.
We are not liable for any errors, missed posting or other problems that you may encounter.
 
 
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Please note the lower graph on the above chart. It indicates the
difference between our signals and the S&P on a daily basis.
  Palisades  
  Research  
  real account Real Signals  
Close S&P500 Position Date Percentage Account SP500 (minus) trend
Date Close for next of Change Equity Buy&Hold S&P  
Day Trade  
         
  1-Jun-01   $100,000 $100,000  
1-Jun-01 1260.67 OUT 4-Jun-01 0.00% $100,010 $100,511 -$501  
4-Jun-01 1267.11 BUY 5-Jun-01 2.78% $102,793 $101,816 $976  
5-Jun-01 1283.57 OUT 6-Jun-01 0.01% $102,803 $100,742 $2,061  
6-Jun-01 1270.03 SELL 7-Jun-01 -1.09% $101,684 $101,291 $393  
7-Jun-01 1276.95 SELL 8-Jun-01 1.84% $103,555 $100,341 $3,214  
8-Jun-01 1264.97 SELL 11-Jun-01 1.67% $105,286 $99,501 $5,785  
11-Jun-01 1254.38 SELL 12-Jun-01 -0.25% $105,024 $99,618 $5,406  
12-Jun-01 1255.85 SELL 13-Jun-01 0.01% $105,034 $98,487 $6,547  
13-Jun-01 1241.6 SELL 14-Jun-01 3.50% $108,712 $96,764 $11,949  
14-Jun-01 1219.87 SELL 15-Jun-01 0.87% $109,653 $96,327 $13,327  
15-Jun-01 1214.36 BUY 18-Jun-01 -1.08% $108,471 $95,856 $12,615  
18-Jun-01 1208.43 OUT 19-Jun-01 0.00% $108,471 $96,185 $12,286  
19-Jun-01 1212.58 OUT 20-Jun-01 0.00% $108,471 $97,023 $11,448  
20-Jun-01 1223.14 OUT 21-Jun-01 0.00% $108,471 $98,124 $10,347  
21-Jun-01 1237.02 OUT 22-Jun-01 0.05% $108,529 $97,204 $11,325  
22-Jun-01 1225.42 SELL 25-Jun-01 1.03% $109,647 $96,663 $12,985  
25-Jun-01 1218.6 SELL 26-Jun-01 0.33% $110,009 $96,517 $13,492  
26-Jun-01 1216.76 SELL*50% 27-Jun-01 0.45% $110,504 $96,066 $14,438  
27-Jun-01 1211.07 OUT 28-Jun-01 -2.64% $107,591 $97,263 $10,329  
28-Jun-01 1226.16 OUT 29-Jun-01 0.03% $107,619 $97,134 $10,485  
29-Jun-01 1224.54 OUT 2-Jul-01 0.00% $107,619 $98,100 $9,519  
2-Jul-01 1236.72 BUY 3-Jul-01 0.00% $107,619 $97,920 $9,699  
3-Jul-01 1234.45 OUT 5-Jul-01 0.00% $107,619 $96,714 $10,905  
5-Jul-01 1219.25 OUT 6-Jul-01 0.00% $107,619 $94,441 $13,178  
6-Jul-01 1190.59 SELL 9-Jul-01 0.00% $107,619 $95,091 $12,528  
9-Jul-01 1198.78 OUT 10-Jul-01 0.08% $107,701 $93,722 $13,980  
10-Jul-01 1181.52 SELL 11-Jul-01 0.34% $108,068 $93,615 $14,453  
11-Jul-01 1180.18 SELL 12-Jul-01 -4.74% $102,949 $95,833 $7,115  
12-Jul-01 1208.14 OUT 13-Jul-01 0.02% $102,974 $96,411 $6,564  
13-Jul-01 1215.42 BUY 16-Jul-01 -2.23% $100,674 $95,382 $5,292  
16-Jul-01 1202.45 SELL 17-Jul-01 0.01% $100,683 $96,333 $4,350  
17-Jul-01 1214.44 BUY 18-Jul-01 -1.15% $99,522 $95,799 $3,723  
18-Jul-01 1207.71 OUT 19-Jul-01 0.00% $99,522 $96,379 $3,143  
19-Jul-01 1215.02 BUY 20-Jul-01 0.03% $99,555 $96,048 $3,507  
20-Jul-01 1210.85 SELL 23-Jul-01 3.28% $102,820 $94,476 $8,344  
23-Jul-01 1191.03 SELL 24-Jul-01 3.15% $106,054 $92,938 $13,117  
24-Jul-01 1171.64 OUT 25-Jul-01 0.00% $106,054 $94,427 $11,628  
25-Jul-01 1190.41 OUT 26-Jul-01 0.02% $106,072 $95,420 $10,652  
26-Jul-01 1202.93 BUY 27-Jul-01 0.46% $106,558 $95,658 $10,900  
27-Jul-01 1205.93 OUT 30-Jul-01 0.00% $106,558 $95,546 $11,012  
30-Jul-01 1204.52 BUY 31-Jul-01 0.02% $106,576 $96,078 $10,497  
31-Jul-01 1211.23 BUY 1-Aug-01 0.84% $107,472 $96,451 $11,021  
1-Aug-01 1215.93 SELL 2-Aug-01 0.00% $107,472 $96,833 $10,638  
2-Aug-01 1220.75 OUT 3-Aug-01 0.00% $107,472 $96,329 $11,143  
3-Aug-01 1214.39 OUT 6-Aug-01 0.04% $107,515 $95,226 $12,289  
6-Aug-01 1200.48 SELL 7-Aug-01 -0.61% $106,855 $95,537 $11,319  
7-Aug-01 1204.4 BUY 8-Aug-01 -3.47% $103,144 $93,880 $9,264  
8-Aug-01 1183.52 OUT 9-Aug-01 0.00% $103,144 $93,873 $9,271  
9-Aug-01 1183.43 BUY 10-Aug-01 0.60% $103,760 $94,408 $9,352  
10-Aug-01 1190.17 BUY 13-Aug-01 0.07% $103,830 $94,497 $9,333  
13-Aug-01 1191.29 BUY 14-Aug-01 -0.74% $103,064 $94,135 $8,929  
14-Aug-01 1186.73 BUY 15-Aug-01 -1.55% $101,462 $93,444 $8,018  
15-Aug-01 1178.02 OUT 16-Aug-01 0.00% $101,462 $93,732 $7,730  
16-Aug-01 1181.65 OUT 17-Aug-01 0.00% $101,462 $92,171 $9,291  
17-Aug-01 1161.97 OUT 20-Aug-01 0.00% $101,462 $92,920 $8,542  
20-Aug-01 1171.41 OUT 21-Aug-01 0.05% $101,510 $91,797 $9,712  
21-Aug-01 1157.26 BUY 22-Aug-01 1.50% $103,030 $92,436 $10,594  
22-Aug-01 1165.31 SELL 23-Aug-01 0.00% $103,030 $92,180 $10,850  
23-Aug-01 1162.09 OUT 24-Aug-01 0.00% $103,030 $93,991 $9,039  
24-Aug-01 1184.92 OUT 27-Aug-01 0.00% $103,030 $93,538 $9,492  
27-Aug-01 1179.21 OUT 28-Aug-01 0.05% $103,077 $92,134 $10,943  
28-Aug-01 1161.51 SELL 29-Aug-01 2.23% $105,376 $91,107 $14,269  
29-Aug-01 1148.56 SELL 30-Aug-01 3.49% $109,055 $89,558 $19,497  
30-Aug-01 1129.03 OUT 31-Aug-01 0.03% $109,088 $89,919 $19,169  
31-Aug-01 1133.58 OUT 4-Sep-01 0.00% $109,088 $89,869 $19,219  
4-Sep-01 1132.95 OUT 5-Sep-01 0.00% $109,088 $89,773 $19,315  
5-Sep-01 1131.74 OUT 6-Sep-01 0.02% $109,113 $87,763 $21,350  
6-Sep-01 1106.4 BUY 7-Sep-01 -3.77% $104,995 $86,127 $18,868  
7-Sep-01 1085.78 SELL 10-Sep-01 -1.31% $103,618 $86,667 $16,952  
10-Sep-01 1092.58 BUY 17-Sep-01 0.05% $103,671 $82,398 $21,273  
17-Sep-01 1038.77 BUY 18-Sep-01 -1.07% $102,557 $81,920 $20,638  
18-Sep-01 1032.74 SELL*50% 19-Sep-01 1.74% $104,342 $80,600 $23,742  
19-Sep-01 1016.1 SELL*50% 20-Sep-01 3.08% $107,558 $78,097 $29,461  
20-Sep-01 984.54 SELL*50% 21-Sep-01 2.03% $109,745 $76,610 $33,135  
21-Sep-01 965.8 BUY*50% 24-Sep-01 3.55% $113,641 $79,593 $34,049  
24-Sep-01 1003.4 BUY*50% 25-Sep-01 0.90% $114,663 $80,296 $34,367  
25-Sep-01 1012.27 BUY 26-Sep-01 -1.04% $113,465 $79,881 $33,584  
26-Sep-01 1007.04 SELL 27-Sep-01 -2.18% $110,988 $80,799 $30,189  
27-Sep-01 1018.61 BUY 28-Sep-01 4.41% $115,887 $82,570 $33,316  
28-Sep-01 1040.94 BUY 1-Oct-01 -0.27% $115,574 $82,381 $33,193  
1-Oct-01 1038.55 BUY 2-Oct-01 2.16% $118,075 $83,391 $34,684  
2-Oct-01 1051.29 BUY 3-Oct-01 4.15% $122,973 $85,056 $37,917  
3-Oct-01 1072.28 SELL 4-Oct-01 0.56% $123,667 $84,845 $38,821  
4-Oct-01 1069.62 BUY 5-Oct-01 0.17% $123,878 $84,985 $38,893  
5-Oct-01 1071.38 OUT 8-Oct-01 0.00% $123,878 $84,276 $39,602  
8-Oct-01 1062.44 OUT 9-Oct-01 0.00% $123,878 $83,824 $40,053  
9-Oct-01 1056.75 OUT 10-Oct-01 0.00% $123,878 $85,747 $38,130  
10-Oct-01 1080.99 OUT 11-Oct-01 0.00% $123,878 $87,051 $36,826  
11-Oct-01 1097.43 OUT 12-Oct-01 0.00% $123,878 $86,590 $37,288  
12-Oct-01 1091.61 OUT 15-Oct-01 0.00% $123,878 $86,460 $37,418  
15-Oct-01 1089.97 OUT 16-Oct-01 0.04% $123,933 $87,061 $36,872  
16-Oct-01 1097.55 BUY 17-Oct-01 -3.82% $119,201 $85,438 $33,763  
17-Oct-01 1077.09 BUY*50% 18-Oct-01 0.01% $119,208 $84,768 $34,439  
18-Oct-01 1068.65 SELL 19-Oct-01 -0.75% $118,313 $85,152 $33,161  
19-Oct-01 1073.48 SELL 22-Oct-01 -3.08% $114,674 $86,454 $28,220  
22-Oct-01 1089.9 BUY 23-Oct-01 -0.99% $113,538 $86,048 $27,490  
23-Oct-01 1084.78 OUT 24-Oct-01 0.00% $113,538 $86,081 $27,457  
24-Oct-01 1085.2 SELL 25-Oct-01 0.01% $113,549 $87,261 $26,289  
25-Oct-01 1100.07 BUY 26-Oct-01 0.73% $114,379 $87,621 $26,758  
26-Oct-01 1104.61 OUT 29-Oct-01 0.00% $114,379 $85,534 $28,845  
29-Oct-01 1078.3 OUT 30-Oct-01 0.00% $114,379 $84,066 $30,313  
30-Oct-01 1059.79 OUT 31-Oct-01 0.01% $114,396 $84,064 $30,332  
31-Oct-01 1059.77 OUT 1-Nov-01 0.00% $114,396 $85,994 $28,402  
1-Nov-01 1084.1 OUT 2-Nov-01 0.02% $114,418 $86,240 $28,178  
2-Nov-01 1087.2 BUY 5-Nov-01 2.83% $117,659 $87,480 $30,179  
5-Nov-01 1102.84 BUY 6-Nov-01 3.16% $121,378 $88,748 $32,630  
6-Nov-01 1118.82 BUY 7-Nov-01 -0.63% $120,615 $88,508 $32,107  
7-Nov-01 1115.8 SELL 8-Nov-01 -0.58% $119,921 $88,726 $31,195  
8-Nov-01 1118.54 SELL 9-Nov-01 0.02% $119,940 $88,866 $31,074  
9-Nov-01 1120.31 OUT 12-Nov-01 -2.20% $117,306 $88,726 $28,580  
12-Nov-01 1118.54 OUT 13-Nov-01 0.00% $117,306 $90,356 $26,950  
13-Nov-01 1139.09 BUY 14-Nov-01 0.00% $117,306 $90,524 $26,782  
14-Nov-01 1141.21 OUT 15-Nov-01 0.00% $117,306 $90,606 $26,701  
15-Nov-01 1142.24 OUT 16-Nov-01 0.00% $117,306 $90,321 $26,985  
16-Nov-01 1138.65 OUT 19-Nov-01 0.03% $117,339 $91,305 $26,033  
19-Nov-01 1151.06 BUY 20-Nov-01 -1.49% $115,592 $90,639 $24,953  
20-Nov-01 1142.66 OUT 21-Nov-01 0.01% $115,601 $90,193 $25,409  
21-Nov-01 1137.03 OUT 23-Nov-01 2.37% $118,339 $91,248 $27,091  
23-Nov-01 1150.34 BUY 26-Nov-01 1.19% $119,752 $91,811 $27,940  
26-Nov-01 1157.44 SELL 27-Nov-01 0.00% $119,752 $91,182 $28,570  
27-Nov-01 1149.5 SELL 28-Nov-01 0.01% $119,761 $89,517 $30,243  
28-Nov-01 1128.52 SELL 29-Nov-01 -2.05% $117,301 $90,444 $26,857  
29-Nov-01 1140.2 BUY 30-Nov-01 -0.23% $117,033 $90,384 $26,649  
30-Nov-01 1139.45 BUY 3-Dec-01 -1.68% $115,069 $89,629 $25,441  
3-Dec-01 1129.92 SELL 4-Dec-01 -2.78% $111,875 $90,809 $21,067  
4-Dec-01 1144.8 BUY 5-Dec-01 4.61% $117,030 $92,836 $24,194  
5-Dec-01 1170.35 BUY 6-Dec-01 -0.65% $116,269 $92,578 $23,692  
6-Dec-01 1167.1 OUT 7-Dec-01 0.01% $116,281 $91,877 $24,405  
7-Dec-01 1158.26 BUY 10-Dec-01 -3.25% $112,505 $90,423 $22,083  
10-Dec-01 1139.93 OUT 11-Dec-01 0.00% $112,505 $90,171 $22,334  
11-Dec-01 1136.76 OUT 12-Dec-01 0.00% $112,505 $90,195 $22,310  
12-Dec-01 1137.06 OUT 13-Dec-01 0.00% $112,505 $88,792 $23,713  
13-Dec-01 1119.38 OUT 14-Dec-01 0.06% $112,569 $89,085 $23,484  
14-Dec-01 1123.07 BUY 17-Dec-01 1.97% $114,782 $89,981 $24,801  
17-Dec-01 1134.36 BUY 18-Dec-01 1.46% $116,463 $90,660 $25,803  
18-Dec-01 1142.92 BUY 19-Dec-01 1.14% $117,791 $91,184 $26,607  
19-Dec-01 1149.53 OUT 20-Dec-01 0.00% $117,791 $90,426 $27,365  
20-Dec-01 1139.97 OUT 21-Dec-01 0.00% $117,791 $90,816 $26,975  
21-Dec-01 1144.89 BUY*50% 24-Dec-01 -0.04% $117,746 $90,797 $26,949  
24-Dec-01 1144.65 SELL 26-Dec-01 0.00% $117,746 $91,171 $26,575  
26-Dec-01 1149.37 OUT 27-Dec-01 0.02% $117,772 $91,787 $25,985  
27-Dec-01 1157.13 BUY 28-Dec-01 0.49% $118,350 $92,095 $26,255  
28-Dec-01 1161.02 SELL 31-Dec-01 -0.74% $117,476 $91,069 $26,406  
31-Dec-01 1148.08 OUT 2-Jan-02 0.00% $117,479 $91,592 $25,887  
2-Jan-02 1154.67 BUY 3-Jan-02 1.87% $119,673 $92,433 $27,240  
3-Jan-02 1165.27 SELL 4-Jan-02 -1.19% $118,247 $93,007 $25,240  
4-Jan-02 1172.51 BUY 7-Jan-02 -1.30% $116,705 $92,402 $24,303  
7-Jan-02 1164.89 SELL 8-Jan-02 0.66% $117,480 $92,070 $25,410  
8-Jan-02 1160.7 OUT 9-Jan-02 0.00% $117,480 $91,629 $25,851  
9-Jan-02 1155.14 OUT 10-Jan-02 0.00% $117,480 $91,741 $25,739  
10-Jan-02 1156.55 OUT 11-Jan-02 0.00% $117,480 $90,872 $26,608  
11-Jan-02 1145.6 OUT 14-Jan-02 0.00% $117,480 $90,302 $27,178  
14-Jan-02 1138.41 OUT 15-Jan-02 0.02% $117,501 $90,919 $26,582  
15-Jan-02 1146.19 BUY 16-Jan-02 -3.11% $113,843 $89,442 $24,401  
16-Jan-02 1127.57 BUY 17-Jan-02 1.88% $115,985 $90,339 $25,645  
17-Jan-02 1138.88 BUY 18-Jan-02 -2.00% $113,665 $89,443 $24,222  
18-Jan-02 1127.58 BUY 22-Jan-02 -1.41% $112,059 $88,787 $23,272  
22-Jan-02 1119.31 OUT 23-Jan-02 0.00% $112,059 $89,491 $22,569  
23-Jan-02 1128.18 OUT 24-Jan-02 0.00% $112,059 $89,805 $22,254  
24-Jan-02 1132.15 OUT 25-Jan-02 0.00% $112,059 $89,895 $22,164  
25-Jan-02 1133.28 OUT 28-Jan-02 0.00% $112,059 $89,895 $22,164  
28-Jan-02 1133.28 OUT 29-Jan-02 0.00% $112,059 $87,306 $24,753  
29-Jan-02 1100.64 OUT 30-Jan-02 0.02% $112,081 $88,332 $23,750  
30-Jan-02 1113.57 SELL 31-Jan-02 -2.70% $109,057 $89,651 $19,407  
31-Jan-02 1130.2 OUT 1-Feb-02 0.00% $109,057 $89,016 $20,041  
1-Feb-02 1122.2 OUT 4-Feb-02 0.01% $109,068 $86,814 $22,254  
4-Feb-02 1094.44 BUY 5-Feb-02 -0.67% $108,337 $86,464 $21,873  
5-Feb-02 1090.02 OUT 6-Feb-02 0.00% $108,339 $85,947 $22,392  
6-Feb-02 1083.51 SELL 7-Feb-02 0.72% $109,123 $85,682 $23,441  
7-Feb-02 1080.17 SELL 8-Feb-02 -3.04% $105,801 $86,955 $18,846  
8-Feb-02 1096.22 BUY 11-Feb-02 2.84% $108,801 $88,202 $20,600  
11-Feb-02 1111.93 OUT 12-Feb-02 0.00% $108,804 $87,850 $20,954  
12-Feb-02 1107.5 OUT 13-Feb-02 -2.21% $106,394 $88,723 $17,671  
13-Feb-02 1118.51 OUT 14-Feb-02 0.00% $106,394 $88,562 $17,832  
14-Feb-02 1116.48 SELL*50% 15-Feb-02 0.89% $107,345 $87,587 $19,758  
15-Feb-02 1104.18 OUT 19-Feb-02 0.00% $107,345 $85,923 $21,421  
19-Feb-02 1083.21 BUY 20-Feb-02 0.01% $107,358 $87,095 $20,263  
20-Feb-02 1097.98 BUY 21-Feb-02 -3.25% $103,871 $85,744 $18,127  
21-Feb-02 1080.95 OUT 22-Feb-02 0.00% $103,871 $86,449 $17,422  
22-Feb-02 1089.84 BUY 25-Feb-02 0.00% $103,871 $88,003 $15,868  
25-Feb-02 1109.43 OUT 26-Feb-02 0.01% $103,884 $87,999 $15,885  
26-Feb-02 1109.38 OUT 27-Feb-02 1.97% $105,926 $88,040 $17,886  
27-Feb-02 1109.89 OUT 28-Feb-02 0.00% $105,928 $87,789 $18,139  
28-Feb-02 1106.73 BUY 1-Mar-02 0.01% $105,936 $89,776 $16,160  
1-Mar-02 1131.78 BUY 4-Mar-02 4.01% $110,184 $91,526 $18,658  
4-Mar-02 1153.84 OUT 5-Mar-02 0.00% $110,184 $90,915 $19,269  
5-Mar-02 1146.14 SELL 6-Mar-02 0.00% $110,189 $92,234 $17,955  
6-Mar-02 1162.77 SELL 7-Mar-02 0.89% $111,169 $91,819 $19,350  
7-Mar-02 1157.54 SELL 8-Mar-02 -0.87% $110,206 $92,356 $17,850  
8-Mar-02 1164.31 OUT 11-Mar-02 0.00% $110,206 $92,670 $17,536  
11-Mar-02 1168.26 OUT 12-Mar-02 0.01% $110,212 $92,457 $17,755  
12-Mar-02 1165.58 SELL 13-Mar-02 2.20% $112,639 $91,546 $21,093  
13-Mar-02 1154.09 SELL 14-Mar-02 0.11% $112,758 $91,462 $21,295  
14-Mar-02 1153.04 OUT 15-Mar-02 0.00% $112,758 $92,503 $20,254  
15-Mar-02 1166.16 OUT 18-Mar-02 0.05% $112,818 $92,455 $20,364  
18-Mar-02 1165.55 OUT 19-Mar-02 0.00% $112,818 $92,829 $19,989  
19-Mar-02 1170.27 OUT 20-Mar-02 0.01% $112,835 $91,368 $21,467  
20-Mar-02 1151.85 OUT 21-Mar-02 -0.45% $112,322 $91,506 $20,816  
21-Mar-02 1153.59 OUT 22-Mar-02 0.00% $112,322 $91,118 $21,204  
22-Mar-02 1148.7 OUT 25-Mar-02 0.00% $112,322 $89,783 $22,539  
25-Mar-02 1131.87 OUT 26-Mar-02 0.00% $112,322 $90,308 $22,014  
26-Mar-02 1138.49 OUT 27-Mar-02 0.02% $112,339 $90,791 $21,548  
27-Mar-02 1144.58 BUY 28-Mar-02 0.54% $112,944 $91,014 $21,930  
28-Mar-02 1147.39 OUT 1-Apr-02 0.00% $112,944 $90,947 $21,997  
1-Apr-02 1146.54 OUT 2-Apr-02 0.01% $112,950 $90,172 $22,778  
2-Apr-02 1136.77 SELL 3-Apr-02 2.02% $115,237 $89,270 $25,967  
3-Apr-02 1125.4 SELL 4-Apr-02 0.64% $115,970 $89,345 $26,626  
4-Apr-02 1126.34 OUT 5-Apr-02 0.00% $115,970 $89,058 $26,912  
5-Apr-02 1122.73 OUT 8-Apr-02 0.01% $115,982 $89,261 $26,721  
8-Apr-02 1125.29 BUY 9-Apr-02 -1.43% $114,322 $88,666 $25,655  
9-Apr-02 1117.79 BUY 10-Apr-02 2.26% $116,905 $89,672 $27,233  
10-Apr-02 1130.47 BUY 11-Apr-02 -4.58% $111,554 $87,548 $24,006  
11-Apr-02 1103.69 BUY 12-Apr-02 1.08% $112,753 $88,129 $24,624  
12-Apr-02 1111.01 OUT 15-Apr-02 0.00% $112,753 $87,463 $25,290  
15-Apr-02 1102.62 OUT 16-Apr-02 0.01% $112,759 $89,506 $23,254  
16-Apr-02 1128.37 BUY 17-Apr-02 -0.32% $112,401 $89,323 $23,078  
17-Apr-02 1126.07 BUY 18-Apr-02 -0.48% $111,864 $89,196 $22,668  
18-Apr-02 1124.47 BUY 19-Apr-02 0.16% $112,043 $89,251 $22,792  
19-Apr-02 1125.16 OUT 22-Apr-02 0.00% $112,046 $87,876 $24,170  
22-Apr-02 1107.83 OUT 23-Apr-02 0.00% $112,046 $87,331 $24,715  
23-Apr-02 1100.96 BUY 24-Apr-02 -1.05% $110,873 $86,710 $24,163  
24-Apr-02 1093.13 BUY 25-Apr-02 -0.34% $110,497 $86,579 $23,918  
25-Apr-02 1091.48 BUY 26-Apr-02 -2.89% $107,305 $85,377 $21,929  
26-Apr-02 1076.32 BUY 29-Apr-02 -1.84% $105,334 $84,515 $20,819  
29-Apr-02 1065.45 BUY 30-Apr-02 2.05% $107,493 $85,420 $22,073  
30-Apr-02 1076.87 BUY 1-May-02 1.92% $109,558 $86,181 $23,377  
1-May-02 1086.46 BUY 2-May-02 -0.34% $109,183 $86,030 $23,152  
2-May-02 1084.56 BUY 3-May-02 -2.06% $106,930 $85,150 $21,780  
3-May-02 1073.46 SELL 6-May-02 3.94% $111,143 $83,501 $27,643  
6-May-02 1052.67 BUY 7-May-02 0.00% $111,146 $83,249 $27,898  
7-May-02 1049.49 BUY 8-May-02 7.54% $119,531 $86,371 $33,160  
8-May-02 1088.85 SELL 9-May-02 2.81% $122,885 $85,114 $37,771  
9-May-02 1073.01 BUY 10-May-02 -3.26% $118,879 $83,684 $35,195  
10-May-02 1054.98 BUY 13-May-02 3.64% $123,210 $85,237 $37,973  
13-May-02 1074.56 SELL 14-May-02 -4.20% $118,032 $87,044 $30,988  
14-May-02 1097.34 SELL*50% 15-May-02 0.47% $118,589 $86,547 $32,042  
15-May-02 1091.07 BUY 16-May-02 1.36% $120,207 $87,114 $33,093  
16-May-02 1098.22 OUT 17-May-02 0.00% $120,207 $87,778 $32,429  
17-May-02 1106.59 OUT 20-May-02 0.01% $120,219 $86,610 $33,609  
20-May-02 1091.87 SELL 21-May-02 2.31% $122,993 $85,659 $37,333  
21-May-02 1079.88 SELL 22-May-02 -1.21% $121,507 $86,146 $35,361  
22-May-02 1086.02 OUT 23-May-02 0.00% $121,510 $87,024 $34,487  
23-May-02 1097.08 BUY 24-May-02 -2.53% $118,439 $85,972 $32,467  
24-May-02 1083.82 SELL 28-May-02 1.61% $120,346 $85,236 $35,109  
28-May-02 1074.55 BUY 29-May-02 0.91% $121,435 $84,690 $36,745  
29-May-02 1067.66 OUT 30-May-02 0.27% $121,760 $84,452 $37,308  
30-May-02 1064.66 BUY 31-May-02 0.45% $122,305 $84,648 $37,657  
31-May-02 1067.13 OUT 3-Jun-02 0.00% $122,308 $82,550 $39,758  
3-Jun-02 1040.68 BUY 4-Jun-02 0.28% $122,654 $82,551 $40,103  
4-Jun-02 1040.69 OUT 5-Jun-02 0.00% $122,654 $83,281 $39,373  
5-Jun-02 1049.9 OUT 6-Jun-02 0.01% $122,660 $81,635 $41,025  
6-Jun-02 1029.15 BUY 7-Jun-02 -0.29% $122,307 $81,507 $40,800  
7-Jun-02 1027.53 SELL 10-Jun-02 0.00% $122,310 $81,761 $40,549  
10-Jun-02 1030.74 BUY 11-Jun-02 -3.35% $118,214 $80,402 $37,812  
11-Jun-02 1013.6 OUT 12-Jun-02 0.00% $118,214 $80,930 $37,284  
12-Jun-02 1020.26 OUT 13-Jun-02 0.01% $118,220 $80,081 $38,139  
13-Jun-02 1009.56 SELL 14-Jun-02 0.41% $118,709 $79,900 $38,809  
14-Jun-02 1007.27 OUT 17-Jun-02 0.00% $118,709 $82,192 $36,517  
17-Jun-02 1036.17 OUT 18-Jun-02 0.01% $118,715 $82,269 $36,446  
18-Jun-02 1037.14 BUY 19-Jun-02 -3.60% $114,439 $80,909 $33,531  
19-Jun-02 1019.99 OUT 20-Jun-02 0.00% $114,442 $79,821 $34,621  
20-Jun-02 1006.28 BUY 21-Jun-02 -3.23% $110,743 $78,461 $32,282  
21-Jun-02 989.14 BUY 24-Jun-02 0.84% $111,668 $78,745 $32,922  
24-Jun-02 992.72 SELL 25-Jun-02 3.75% $115,860 $77,430 $38,430  
25-Jun-02 976.14 BUY 26-Jun-02 -0.54% $115,238 $77,223 $38,014  
26-Jun-02 973.53 BUY 27-Jun-02 1.68% $117,168 $78,580 $38,588  
27-Jun-02 990.64 BUY 28-Jun-02 -0.10% $117,046 $78,486 $38,560  
28-Jun-02 989.45 BUY 1-Jul-02 -4.39% $111,904 $76,836 $35,067  
1-Jul-02 968.65 OUT 2-Jul-02 0.00% $111,907 $75,205 $36,701  
2-Jul-02 948.09 BUY 3-Jul-02 1.14% $113,187 $75,673 $37,514  
3-Jul-02 953.99 SELL 5-Jul-02 -7.85% $104,300 $78,453 $25,847  
5-Jul-02 989.03 BUY 8-Jul-02 -1.37% $102,874 $77,497 $25,377  
8-Jul-02 976.98 BUY 9-Jul-02 0.00% $102,874 $75,581 $27,293  
9-Jul-02 952.83 OUT 10-Jul-02 0.01% $102,881 $73,014 $29,866  
10-Jul-02 920.47 BUY 11-Jul-02 1.71% $104,642 $73,562 $31,080  
11-Jul-02 927.37 OUT 12-Jul-02 0.01% $104,650 $73,088 $31,562  
12-Jul-02 921.4 SELL 15-Jul-02 -4.02% $100,438 $72,812 $27,626  
15-Jul-02 917.92 BUY 16-Jul-02 0.00% $100,438 $71,465 $28,973  
16-Jul-02 900.94 BUY*50% 17-Jul-02 0.00% $100,438 $71,870 $28,569  
17-Jul-02 906.04 BUY*50% 18-Jul-02 -2.91% $97,518 $69,928 $27,590  
18-Jul-02 881.56 BUY*50% 19-Jul-02 -3.71% $93,899 $67,246 $26,653  
19-Jul-02 847.75 OUT 22-Jul-02 0.00% $93,899 $65,033 $28,866  
22-Jul-02 819.85 OUT,BUY*25% 23-Jul-02 -1.28% $92,698 $63,276 $29,422  
23-Jul-02 797.7 OUT 24-Jul-02 2.83% $95,319 $66,903 $28,415  
24-Jul-02 843.43 OUT 25-Jul-02 0.00% $95,319 $66,527 $28,792  
25-Jul-02 838.68 SELL*50% 26-Jul-02 0.00% $95,319 $67,650 $27,669  
26-Jul-02 852.84 BUY*50% 29-Jul-02 5.44% $100,508 $71,308 $29,200  
29-Jul-02 898.96 SELL*50% 30-Jul-02 -0.44% $100,063 $71,611 $28,451  
30-Jul-02 902.78 OUT 31-Jul-02 0.03% $100,094 $72,312 $27,782  
31-Jul-02 911.62 OUT 1-Aug-02 0.00% $100,094 $70,174 $29,921  
1-Aug-02 884.66 BUY*50% 2-Aug-02 -2.35% $97,743 $68,554 $29,189  
2-Aug-02 864.24 SELL*50% 5-Aug-02 0.00% $97,743 $66,203 $31,540  
5-Aug-02 834.6 BUY*50% 6-Aug-02 3.25% $100,922 $68,184 $32,739  
6-Aug-02 859.57 OUT 7-Aug-02 0.01% $100,936 $69,548 $31,388  
7-Aug-02 876.77 BUY 8-Aug-02 6.27% $107,261 $71,822 $35,439  
8-Aug-02 905.44 OUT 9-Aug-02 0.00% $107,261 $72,076 $35,185  
9-Aug-02 908.64 BUY*50% 12-Aug-02 -0.64% $106,579 $71,692 $34,887  
12-Aug-02 903.8 OUT 13-Aug-02 0.00% $106,579 $70,138 $36,441  
13-Aug-02 884.21 OUT 14-Aug-02 0.00% $106,579 $72,948 $33,631  
14-Aug-02 919.63 OUT 15-Aug-02 0.00% $106,579 $73,790 $32,789  
15-Aug-02 930.25 OUT 16-Aug-02 0.00% $106,579 $73,673 $32,906  
16-Aug-02 928.77 SELL 19-Aug-02 0.00% $106,579 $75,415 $31,164  
19-Aug-02 950.74 OUT 20-Aug-02 0.03% $106,611 $74,360 $32,252  
20-Aug-02 937.43 SELL 21-Aug-02 -2.59% $103,855 $75,304 $28,551  
21-Aug-02 949.34 OUT 22-Aug-02 0.00% $103,855 $76,364 $27,491  
22-Aug-02 962.7 OUT 23-Aug-02 0.00% $103,855 $74,632 $29,224  
23-Aug-02 940.86 OUT 26-Aug-02 0.00% $103,855 $75,194 $28,661  
26-Aug-02 947.95 OUT 27-Aug-02 0.00% $103,855 $74,153 $29,703  
27-Aug-02 934.82 OUT 28-Aug-02 0.00% $103,855 $72,808 $31,047  
28-Aug-02 917.87 OUT 29-Aug-02 0.00% $103,855 $72,803 $31,053  
29-Aug-02 917.8 BUY 30-Aug-02 0.03% $103,886 $72,665 $31,220  
30-Aug-02 916.07 BUY 3-Sep-02 -8.32% $95,239 $69,647 $25,592  
3-Sep-02 878.02 OUT 4-Sep-02 0.00% $95,239 $70,867 $24,372  
4-Sep-02 893.4 BUY*50% 5-Sep-02 -1.53% $93,785 $69,737 $24,048  
5-Sep-02 879.15 OUT 6-Sep-02 0.00% $93,785 $70,908 $22,876  
6-Sep-02 893.92 OUT 9-Sep-02 0.00% $93,785 $71,625 $22,159  
9-Sep-02 902.96 SELL 10-Sep-02 0.71% $94,455 $72,151 $22,304  
10-Sep-02 909.58 OUT 11-Sep-02 0.00% $94,455 $72,140 $22,314  
11-Sep-02 909.45 OUT 12-Sep-02 0.00% $94,455 $71,146 $23,309  
12-Sep-02 896.91 OUT 13-Sep-02 0.00% $94,455 $70,582 $23,872  
13-Sep-02 889.81 BUY*25% 16-Sep-02 0.13% $94,581 $70,685 $23,897  
16-Sep-02 891.1 SELL*50% 17-Sep-02 2.09% $96,559 $69,290 $27,269  
17-Sep-02 873.52 BUY*25% 18-Sep-02 -0.28% $96,285 $68,968 $27,317  
18-Sep-02 869.46 SELL*25% 19-Sep-02 1.52% $97,751 $66,895 $30,856  
19-Sep-02 843.32 BUY*50% 20-Sep-02 0.08% $97,828 $67,059 $30,769  
20-Sep-02 845.39 BUY*50% 23-Sep-02 -1.36% $96,496 $66,132 $30,365  
23-Sep-02 833.7 BUY*25% 24-Sep-02 -0.88% $95,645 $64,988 $30,657  
24-Sep-02 819.29 OUT 25-Sep-02 0.00% $95,645 $66,604 $29,041  
25-Sep-02 839.66 OUT 26-Sep-02 0.00% $95,645 $67,817 $27,828  
26-Sep-02 854.95 SELL*50% 27-Sep-02 3.55% $99,040 $65,629 $33,410  
27-Sep-02 827.37 BUY*25% 30-Sep-02 -1.16% $97,888 $64,670 $33,218  
30-Sep-02 815.28 SELL*50% 1-Oct-02 -3.23% $94,726 $67,259 $27,467  
1-Oct-02 847.92 BUY*25% 2-Oct-02 1.76% $96,392 $65,672 $30,720  
2-Oct-02 827.91 OUT 3-Oct-02 0.00% $96,392 $64,961 $31,430  
3-Oct-02 818.95 SELL*50% 4-Oct-02 2.04% $98,354 $63,504 $34,850  
4-Oct-02 800.58 BUY*25% 7-Oct-02 -0.90% $97,467 $62,291 $35,177  
7-Oct-02 785.28 BUY*50% 8-Oct-02 0.70% $98,153 $63,343 $34,809  
8-Oct-02 798.55 OUT 9-Oct-02 0.00% $98,153 $61,615 $36,538  
9-Oct-02 776.76 BUY*75% 10-Oct-02 5.50% $103,552 $63,769 $39,783  
10-Oct-02 803.92 OUT 11-Oct-02 0.00% $103,552 $66,261 $37,291  
11-Oct-02 835.33 BUY*50% 14-Oct-02 0.77% $104,352 $66,745 $37,607  
14-Oct-02 841.44 SELL*50% 15-Oct-02 -4.80% $99,343 $69,905 $29,438  
15-Oct-02 881.27 SELL*50% 16-Oct-02 2.40% $101,731 $68,219 $33,512  
16-Oct-02 860.02 SELL*50% 17-Oct-02 0.00% $101,731 $69,741 $31,991  
17-Oct-02 879.2 OUT 18-Oct-02 0.00% $101,731 $69,741 $31,991  
18-Oct-02 879.2 BUY*50% 21-Oct-02 1.87% $103,636 $71,368 $32,268  
21-Oct-02 899.72 OUT 22-Oct-02 0.00% $103,636 $70,610 $33,026  
22-Oct-02 890.16 SELL*50% 23-Oct-02 -0.75% $102,856 $71,084 $31,771  
23-Oct-02 896.14 OUT 24-Oct-02 0.78% $103,658 $70,002 $33,656  
24-Oct-02 882.5 SELL*25% 25-Oct-02 -1.69% $101,904 $71,204 $30,700  
25-Oct-02 897.65 OUT 28-Oct-02 0.00% $101,904 $70,616 $31,288  
28-Oct-02 890.23 SELL 29-Oct-02 0.05% $101,953 $69,975 $31,978  
29-Oct-02 882.15 SELL 30-Oct-02 -1.84% $100,079 $70,654 $29,425  
30-Oct-02 890.71 OUT 31-Oct-02 0.00% $100,081 $70,261 $29,820  
31-Oct-02 885.76 SELL 1-Nov-02 -4.02% $96,055 $71,467 $24,588  
1-Nov-02 900.96 Money mkt 4-Nov-02 0.00% $96,055 $72,053 $24,002  
4-Nov-02 908.35 LONG 5-Nov-02 0.79% $96,814 $72,611 $24,204  
5-Nov-02 915.38 Short*50% 6-Nov-02 -0.87% $95,973 $73,275 $22,697  
6-Nov-02 923.76 Long*50% 7-Nov-02 0.00% $95,973 $71,601 $24,372  
7-Nov-02 902.65 Short*50% 8-Nov-02 0.81% $96,754 $70,973 $25,780  
8-Nov-02 894.74 Short 11-Nov-02 4.14% $100,760 $69,501 $31,258  
11-Nov-02 876.18 LONG 12-Nov-02 1.56% $102,332 $70,038 $32,294  
12-Nov-02 882.95 LONG 13-Nov-02 0.07% $102,403 $70,005 $32,398  
13-Nov-02 882.53 Money mkt 14-Nov-02 2.44% $104,906 $71,729 $33,177  
14-Nov-02 904.27 LONG 15-Nov-02 1.06% $106,022 $72,169 $33,853  
15-Nov-02 909.81 LONG 18-Nov-02 -1.97% $103,929 $71,419 $32,510  
18-Nov-02 900.36 Money mkt 19-Nov-02 0.00% $103,929 $71,133 $32,797  
19-Nov-02 896.75 Money mkt 20-Nov-02 -1.95% $101,906 $72,513 $29,393  
20-Nov-02 914.15 Short 21-Nov-02 -3.16% $98,687 $74,069 $24,619  
21-Nov-02 933.76 Money mkt 22-Nov-02 0.00% $98,687 $73,814 $24,873  
22-Nov-02 930.55 Money mkt 25-Nov-02 0.69% $99,371 $73,998 $25,373  
25-Nov-02 932.87 Money mkt 26-Nov-02 0.01% $99,378 $72,446 $26,931  
26-Nov-02 913.31 LONG 27-Nov-02 5.62% $104,964 $74,481 $30,483  
27-Nov-02 938.96 Money mkt 29-Nov-02 0.00% $104,968 $74,264 $30,704  
29-Nov-02 936.23 Money mkt 2-Dec-02 0.00% $104,968 $74,130 $30,839  
2-Dec-02 934.53 Money mkt 3-Dec-02 0.00% $104,968 $73,037 $31,932  
3-Dec-02 920.75 Money mkt 4-Dec-02 0.00% $104,968 $72,781 $32,187  
4-Dec-02 917.53 50% Long 5-Dec-02 -1.30% $103,609 $71,910 $31,699  
5-Dec-02 906.55 Money mkt 6-Dec-02 0.00% $103,609 $72,361 $31,248  
6-Dec-02 912.23 50% Long 9-Dec-02 -2.16% $101,375 $70,756 $30,619  
9-Dec-02 892 Short 10-Dec-02 0.05% $101,422 $71,744 $29,678  
10-Dec-02 904.45 Money mkt 11-Dec-02 0.00% $101,422 $71,782 $29,640  
11-Dec-02 904.94 Money mkt 12-Dec-02 0.00% $101,422 $71,516 $29,906  
12-Dec-02 901.58 Money mkt 13-Dec-02 0.00% $101,422 $70,558 $30,864  
13-Dec-02 889.5 Money mkt 16-Dec-02 0.00% $101,422 $72,216 $29,206  
16-Dec-02 910.41 Money mkt 17-Dec-02 0.01% $101,431 $71,628 $29,804  
17-Dec-02 902.99 Short 18-Dec-02 2.86% $104,335 $70,686 $33,649  
18-Dec-02 891.12 Money mkt 19-Dec-02 1.21% $105,592 $70,141 $35,451  
19-Dec-02 884.25 Money mkt 20-Dec-02 -0.03% $105,558 $71,054 $34,504  
20-Dec-02 895.76 Money mkt 23-Dec-02 0.00% $105,558 $71,183 $34,375  
23-Dec-02 897.38 Short 24-Dec-02 0.01% $105,566 $70,793 $34,772  
24-Dec-02 892.47 Short 26-Dec-02 0.80% $106,415 $70,570 $35,845  
26-Dec-02 889.66 Short 27-Dec-02 3.17% $109,788 $69,441 $40,348  
27-Dec-02 875.42 LONG 30-Dec-02 0.86% $110,731 $69,756 $40,975  
30-Dec-02 879.39 Short 31-Dec-02 -0.21% $110,494 $69,790 $40,704  
31-Dec-02 879.82 Money mkt 2-Jan-03 0.00% $110,494 $72,107 $38,387  
2-Jan-03 909.03 25% LONG 3-Jan-03 -0.03% $110,461 $72,072 $38,389  
3-Jan-03 908.59 Money mkt 6-Jan-03 4.39% $115,309 $73,692 $41,617  
6-Jan-03 929.01 Money mkt 7-Jan-03 0.00% $115,310 $73,209 $42,100  
7-Jan-03 922.93 Short 8-Jan-03 3.06% $118,843 $72,178 $46,665  
8-Jan-03 909.93 Short 9-Jan-03 -4.03% $114,050 $73,578 $40,472  
9-Jan-03 927.57 Money mkt 10-Jan-03 0.00% $114,050 $73,578 $40,472  
10-Jan-03 927.57 Money mkt 13-Jan-03 0.00% $114,050 $73,474 $40,575  
13-Jan-03 926.27 Money mkt 14-Jan-03 0.00% $114,050 $73,902 $40,148  
14-Jan-03 931.66 Money mkt 15-Jan-03 0.00% $114,050 $72,836 $41,214  
15-Jan-03 918.22 50% LONG 16-Jan-03 0.01% $114,058 $72,549 $41,509  
16-Jan-03 914.6 Long 17-Jan-03 -2.89% $110,761 $71,532 $39,229  
17-Jan-03 901.78 Money mkt 21-Jan-03 0.00% $110,761 $70,409 $40,352  
21-Jan-03 887.62 Money mkt 22-Jan-03 0.00% $110,763 $69,674 $41,089  
22-Jan-03 878.36 Long 23-Jan-03 2.15% $113,140 $70,409 $42,731  
23-Jan-03 887.62 Money mkt 24-Jan-03 0.00% $113,143 $68,329 $44,814  
24-Jan-03 861.4 Long 27-Jan-03 -3.13% $109,596 $67,225 $42,372  
27-Jan-03 847.48 Short*50% 28-Jan-03 -1.17% $108,314 $68,102 $40,212  
28-Jan-03 858.54 Money mkt 29-Jan-03 0.00% $108,314 $68,564 $39,751  
29-Jan-03 864.36 Money mkt 30-Jan-03 0.00% $108,314 $66,995 $41,320  
30-Jan-03 844.58 Money mkt 31-Jan-03 0.00% $108,319 $67,877 $40,443  
31-Jan-03 855.7 Money mkt 3-Feb-03 0.00% $108,319 $68,243 $40,076  
3-Feb-03 860.32 Money mkt 4-Feb-03 0.00% $108,321 $67,282 $41,040  
4-Feb-03 848.2 Short 5-Feb-03 0.29% $108,634 $66,916 $41,718  
5-Feb-03 843.59 Money mkt 6-Feb-03 0.00% $108,635 $66,484 $42,150  
6-Feb-03 838.15 Short 7-Feb-03 2.34% $111,173 $65,813 $45,360  
7-Feb-03 829.69 Long*50% 10-Feb-03 0.89% $112,158 $66,304 $45,854  
10-Feb-03 835.88 Money mkt 11-Feb-03 0.00% $112,158 $65,813 $46,345  
11-Feb-03 829.69 Long*50% 12-Feb-03 -1.29% $110,715 $64,940 $45,775  
12-Feb-03 818.68 Short 13-Feb-03 0.19% $110,924 $64,836 $46,088  
13-Feb-03 817.37 Short 14-Feb-03 -3.05% $107,538 $66,226 $41,313  
14-Feb-03 834.89 Money mkt 18-Feb-03 0.00% $107,538 $67,517 $40,021  
18-Feb-03 851.17 Money mkt 19-Feb-03 0.00% $107,538 $67,038 $40,500  
19-Feb-03 845.13 Money mkt 20-Feb-03 0.00% $107,538 $66,401 $41,137  
20-Feb-03 837.1 Money mkt 21-Feb-03 0.00% $107,538 $67,279 $40,259  
21-Feb-03 848.17 Money mkt 24-Feb-03 0.00% $107,538 $66,043 $41,496  
24-Feb-03 832.58 Long*50% 25-Feb-03 0.72% $108,314 $66,518 $41,796  
25-Feb-03 838.57 Short*50% 26-Feb-03 1.34% $109,762 $65,644 $44,119  
26-Feb-03 827.55 Long*50% 27-Feb-03 1.24% $111,126 $66,415 $44,710  
27-Feb-03 837.28 Money mkt 28-Feb-03 0.01% $111,136 $66,722 $44,414  
28-Feb-03 841.15 Money mkt 3-Mar-03 0.00% $111,137 $66,220 $44,918  
3-Mar-03 834.81 Short 4-Mar-03 2.90% $114,365 $65,203 $49,162  
4-Mar-03 821.99 Long 5-Mar-03 1.81% $116,438 $65,826 $50,611  
5-Mar-03 829.85 Short 6-Mar-03 1.90% $118,654 $65,211 $53,443  
6-Mar-03 822.1 Short 7-Mar-03 -1.53% $116,837 $65,750 $51,087  
7-Mar-03 828.89 Money mkt 10-Mar-03 0.00% $116,837 $64,052 $52,786  
10-Mar-03 807.48 Long*50% 11-Mar-03 -0.86% $115,837 $63,516 $52,321  
11-Mar-03 800.73 Money mkt 12-Mar-03 0.00% $115,837 $63,791 $52,046  
12-Mar-03 804.19 Money mkt 13-Mar-03 0.00% $115,837 $65,989 $49,848  
13-Mar-03 831.9 Long*50% 14-Mar-03 0.08% $115,931 $66,096 $49,835  
14-Mar-03 833.25 Money mkt 17-Mar-03 0.00% $115,931 $68,439 $47,492  
17-Mar-03 862.79 Short*50% 18-Mar-03 -0.43% $115,433 $68,729 $46,704  
18-Mar-03 866.45 Money mkt 19-Mar-03 0.00% $115,433 $69,330 $46,103  
19-Mar-03 874.02 Short*50% 20-Mar-03 -0.13% $115,280 $69,474 $45,806  
20-Mar-03 875.84 Money mkt 21-Mar-03 0.00% $115,280 $71,065 $44,215  
21-Mar-03 895.9 Short*50% 24-Mar-03 3.57% $119,401 $68,553 $50,848  
24-Mar-03 864.23 Money mkt 25-Mar-03 0.00% $119,401 $69,387 $50,014  
25-Mar-03 874.74 Money mkt 26-Mar-03 0.00% $119,401 $69,007 $50,394  
26-Mar-03 869.95 Long*50% 27-Mar-03 -0.07% $119,313 $68,894 $50,419  
27-Mar-03 868.52 Short*25% 28-Mar-03 0.32% $119,694 $68,495 $51,199  
28-Mar-03 863.5 Short*25% 31-Mar-03 0.92% $120,793 $67,280 $53,513  
31-Mar-03 848.18 Long*50% 1-Apr-03 1.36% $122,435 $68,096 $54,339  
1-Apr-03 858.47 Short*50% 2-Apr-03 -2.77% $119,042 $69,876 $49,166  
2-Apr-03 880.9 Money mkt 3-Apr-03 0.00% $119,042 $69,523 $49,519  
3-Apr-03 876.45 Short*50% 4-Apr-03 -0.37% $118,603 $69,713 $48,890  
4-Apr-03 878.85 Short*25% 7-Apr-03 -0.08% $118,506 $69,799 $48,707  
7-Apr-03 879.93 Money mkt 8-Apr-03 0.00% $118,506 $69,669 $48,837  
8-Apr-03 878.29 Long*50% 9-Apr-03 -1.46% $116,779 $68,693 $48,086  
9-Apr-03 865.99 Short 10-Apr-03 -1.48% $115,051 $69,136 $45,915  
10-Apr-03 871.58 Money mkt 11-Apr-03 0.00% $115,051 $68,875 $46,176  
11-Apr-03 868.29 Long*50% 14-Apr-03 1.94% $117,283 $70,219 $47,064  
14-Apr-03 885.23 Money mkt 15-Apr-03 0.00% $117,283 $70,662 $46,621  
15-Apr-03 890.81 Short*50% 16-Apr-03 1.42% $118,951 $69,797 $49,154  
16-Apr-03 879.91 Short*75% 17-Apr-03 -2.48% $116,001 $70,881 $45,120  
17-Apr-03 893.58 Money mkt 21-Apr-03 0.00% $116,001 $70,757 $45,244  
21-Apr-03 892.01 Money mkt 22-Apr-03 0.00% $116,005 $72,293 $43,712  
22-Apr-03 911.37 Short*25% 23-Apr-03 -0.36% $115,583 $72,899 $42,684  
23-Apr-03 919.02 Short*50% 24-Apr-03 0.83% $116,539 $72,297 $44,242  
24-Apr-03 911.43 Short*50% 25-Apr-03 1.41% $118,182 $71,296 $46,886  
25-Apr-03 898.81 Short*50% 28-Apr-03 -1.95% $115,873 $72,568 $43,305  
28-Apr-03 914.84 Money mkt 29-Apr-03 0.00% $115,873 $72,806 $43,067  
29-Apr-03 917.84 Money mkt 30-Apr-03 0.00% $115,873 $72,733 $43,140  
30-Apr-03 916.92 Short*50% 1-May-03 -0.07% $115,787 $72,684 $43,103  
1-May-03 916.3 Money mkt 2-May-03 0.00% $115,787 $73,777 $42,010  
2-May-03 930.08 Money mkt 5-May-03 0.00% $115,787 $73,497 $42,290  
5-May-03 926.55 Long*50% 6-May-03 0.90% $116,828 $74,119 $42,709  
6-May-03 934.39 Money mkt 7-May-03 0.00% $116,828 $73,740 $43,088  
7-May-03 929.62 Money mkt 8-May-03 0.00% $116,828 $72,998 $43,830  
8-May-03 920.27 Short 9-May-03 -3.02% $113,300 $74,041 $39,259  
9-May-03 933.41 Money mkt 12-May-03 0.00% $113,300 $74,969 $38,331  
12-May-03 945.11 Short*50% 13-May-03 0.28% $113,620 $74,746 $38,874  
13-May-03 942.3 Money mkt 14-May-03 0.00% $113,620 $74,506 $39,114  
14-May-03 939.28 Long*50% 15-May-03 0.79% $114,516 $75,093 $39,423  
15-May-03 946.67 Short 16-May-03 0.49% $115,079 $74,905 $40,174  
16-May-03 944.3 Long*50% 19-May-03 -2.49% $112,218 $73,038 $39,180  
19-May-03 920.77 Money mkt 20-May-03 0.00% $112,218 $72,956 $39,262  
20-May-03 919.73 Money mkt 21-May-03 0.00% $112,218 $73,248 $38,970  
21-May-03 923.42 Money mkt 22-May-03 0.00% $112,218 $73,919 $38,299  
22-May-03 931.87 Long*50% 23-May-03 0.11% $112,339 $74,026 $38,313  
23-May-03 933.22 Short*50% 27-May-03 -2.04% $110,047 $75,474 $34,573  
27-May-03 951.48 Money mkt 28-May-03 0.00% $110,047 $75,612 $34,435  
28-May-03 953.22 Short 29-May-03 0.99% $111,134 $75,328 $35,806  
29-May-03 949.64 Money mkt 30-May-03 0.00% $111,134 $76,435 $34,699  
30-May-03 963.59 Money mkt 2-Jun-03 0.00% $111,134 $76,705 $34,429  
2-Jun-03 967 Money mkt 3-Jun-03 0.00% $111,134 $77,067 $34,067  
3-Jun-03 971.56 Short 4-Jun-03 -2.98% $107,821 $78,231 $29,590  
4-Jun-03 986.24 Short*50% 5-Jun-03 -0.38% $107,409 $78,541 $28,868  
5-Jun-03 990.14 Money mkt 6-Jun-03 0.00% $107,409 $78,352 $29,057  
6-Jun-03 987.76 Money mkt 9-Jun-03 0.00% $107,409 $77,414 $29,995  
9-Jun-03 975.93 Money mkt 10-Jun-03 0.00% $107,409 $78,120 $29,289  
10-Jun-03 984.84 Short 11-Jun-03 -2.56% $104,654 $79,123 $25,531  
11-Jun-03 997.48 Money mkt 12-Jun-03 0.00% $104,654 $79,286 $25,368  
12-Jun-03 999.54 Short*50% 13-Jun-03 1.09% $105,795 $78,419 $27,376  
13-Jun-03 988.61 33%long"velocity" 16-Jun-03 2.03% $107,946 $80,184 $27,762  
16-Jun-03 1010.86 Money mkt 17-Jun-03 0.00% $107,946 $80,248 $27,698  
17-Jun-03 1011.66 Money mkt 18-Jun-03 0.00% $107,946 $80,123 $27,823  
18-Jun-03 1010.09 33%Velo,33%Titan 19-Jun-03 -2.19% $105,578 $78,902 $26,676  
19-Jun-03 994.7 33%Vent,67%Temp 20-Jun-03 0.05% $105,633 $78,981 $26,652  
20-Jun-03 995.69 66%Tempest 500 23-Jun-03 1.84% $107,574 $77,867 $29,707  
23-Jun-03 981.64 67%Titan 500 24-Jun-03 0.29% $107,887 $78,010 $29,877  
24-Jun-03 983.45 67%Tempest 500 25-Jun-03 1.15% $109,131 $77,365 $31,766  
25-Jun-03 975.32 39%long"velocity" 26-Jun-03 1.70% $110,988 $78,158 $32,830  
26-Jun-03 985.31 40%long"Titan500" 27-Jun-03 -0.83% $110,064 $77,437 $32,627  
27-Jun-03 976.22 60%Tempest 500 30-Jun-03 0.22% $110,306 $77,300 $33,006  
30-Jun-03 974.5 40%long"velocity" 1-Jul-03 1.09% $111,505 $77,920 $33,585  
1-Jul-03 982.31 40%long"velocity" 2-Jul-03 1.91% $113,630 $78,827 $34,803  
2-Jul-03 993.75 Money mkt 3-Jul-03 0.00% $113,630 $78,189 $35,441  
3-Jul-03 985.7 Money mkt 7-Jul-03 0.00% $113,630 $79,674 $33,956  
7-Jul-03 1004.42 40%long"velocity" 8-Jul-03 0.02% $113,658 $79,945 $33,713  
8-Jul-03 1007.84 Short (40%Venture, 60% Tempest) 9-Jul-03 0.83% $114,605 $79,482 $35,123  
9-Jul-03 1002 Short (40%Venture, 60% Tempest) 10-Jul-03 3.32% $118,407 $78,424 $39,983  
10-Jul-03 988.67 Short (40%Venture, 60% Tempest) 11-Jul-03 -1.85% $116,211 $79,175 $37,036  
11-Jul-03 998.13 Short (40%Venture, 60% Tempest) 14-Jul-03 -1.66% $114,277 $79,629 $34,648  
14-Jul-03 1003.86 Short (60% Tempest) 15-Jul-03 0.41% $114,743 $79,358 $35,385  
15-Jul-03 1000.44 Short (60% Tempest) 16-Jul-03 0.78% $115,635 $78,850 $36,785  
16-Jul-03 994.04 Long (40% Velocity) 17-Jul-03 -2.23% $113,061 $77,874 $35,187  
17-Jul-03 981.73 Short (60% Tempest,20%Venture) 18-Jul-03 -1.51% $111,357 $78,793 $32,564  
18-Jul-03 993.32 Short (20%Venture) 21-Jul-03 0.57% $111,995 $77,641 $34,354  
21-Jul-03 978.8 Short (20%Venture) 22-Jul-03 -0.54% $111,385 $78,380 $33,005  
22-Jul-03 988.11 Short (20%Venture,30%Tempest) 23-Jul-03 -0.38% $110,958 $78,419 $32,539  
23-Jul-03 988.61 Short (20%Venture,30%Tempest) 24-Jul-03 0.91% $111,966 $77,863 $34,103  
24-Jul-03 981.6 Short (30%Venture,45%Tempest) 25-Jul-03 -2.79% $108,843 $79,218 $29,625  
25-Jul-03 998.68 Short (20%Venture,30%Tempest) 28-Jul-03 0.04% $108,891 $79,047 $29,844  
28-Jul-03 996.52 Short (20%Venture,30%Tempest) 29-Jul-03 0.63% $109,574 $78,473 $31,101  
29-Jul-03 989.28 Short (20%Venture,30%Tempest) 30-Jul-03 0.45% $110,070 $78,331 $31,739  
30-Jul-03 987.49 Short (20%Venture,30%Tempest) 31-Jul-03 -0.54% $109,478 $78,554 $30,924  
31-Jul-03 990.31 Short (30%Tempest) 1-Aug-03 0.60% $110,135 $77,748 $32,387  
1-Aug-03 980.15 Short (30%Tempest) 4-Aug-03 -0.18% $109,938 $77,960 $31,978  
4-Aug-03 982.82 Long (30%Titan, 14% Velocity) 5-Aug-03 -1.97% $107,769 $76,559 $31,210  
5-Aug-03 965.16 Long (14% Velocity) 6-Aug-03 -0.31% $107,431 $76,712 $30,719  
6-Aug-03 967.08 100% Money mkt 7-Aug-03 0.00% $107,431 $77,270 $30,161  
7-Aug-03 974.12 Short (20%Venture,30%Tempest) 8-Aug-03 0.09% $107,528 $77,545 $29,983  
8-Aug-03 977.59 Short (20%Venture,30%Tempest) 11-Aug-03 -0.71% $106,765 $77,783 $28,982  
11-Aug-03 980.59 Short (20%Venture,30%Tempest) 12-Aug-03 -1.17% $105,513 $78,557 $26,956  
12-Aug-03 990.35 Short (20%Venture,30%Tempest) 13-Aug-03 0.40% $105,931 $78,056 $27,875  
13-Aug-03 984.03 Short (20%Venture,30%Tempest) 14-Aug-03 -0.78% $105,110 $78,570 $26,540  
14-Aug-03 990.51 Short (20%Venture,30%Tempest) 15-Aug-03 -0.01% $105,096 $78,583 $26,513  
15-Aug-03 990.67 Short (20%Venture,30%Tempest) 18-Aug-03 -1.57% $103,450 $79,302 $24,148  
18-Aug-03 999.74 Short (20%Venture,30%Tempest) 19-Aug-03 -0.62% $102,812 $79,509 $23,303  
19-Aug-03 1002.35 Short (20%Venture,30%Tempest) 20-Aug-03 0.23% $103,045 $79,347 $23,698  
20-Aug-03 1000.3 Short (15%Tempest) 21-Aug-03 -0.12% $102,919 $79,582 $23,337  
21-Aug-03 1003.27 Short (10%Tempest) 22-Aug-03 0.22% $103,146 $78,772 $24,374  
22-Aug-03 993.06 Short (22%Venture,33%Tempest) 25-Aug-03 -0.07% $103,074 $78,824 $24,250  
25-Aug-03 993.71 100% Money market 26-Aug-03 0.00% $103,074 $79,064 $24,010  
26-Aug-03 996.73 100% Money market 27-Aug-03 0.00% $103,074 $79,068 $24,006  
27-Aug-03 996.79 Short (25%Venture,25%Tempest) 28-Aug-03 -0.65% $102,408 $79,548 $22,860  
28-Aug-03 1002.84 100% Money market 29-Aug-03 0.00% $102,408 $79,960 $22,448  
29-Aug-03 1008.03 100% Money market 2-Sep-03 0.00% $102,408 $81,067 $21,341  
2-Sep-03 1021.99 100% Money market 3-Sep-03 0.00% $102,408 $81,407 $21,001  
3-Sep-03 1026.27 100% Money market 4-Sep-03 0.00% $102,408 $81,542 $20,866  
4-Sep-03 1027.97 Long, 15% Titan, 15% Velocity 5-Sep-03 -0.61% $101,786 $81,020 $20,766  
5-Sep-03 1021.39 100% Money market 8-Sep-03 0.00% $101,786 $81,833 $19,953  
8-Sep-03 1031.64 100% Money market 9-Sep-03 0.00% $101,786 $81,161 $20,625  
9-Sep-03 1023.17 100% Money market 10-Sep-03 0.00% $101,786 $80,189 $21,597  
10-Sep-03 1010.92 Long, 30% Titan, 25% Velocity 11-Sep-03 1.03% $102,831 $80,625 $22,206  
11-Sep-03 1016.42 Long, 30% Titan, 25% Velocity 12-Sep-03 0.40% $103,243 $80,771 $22,472  
12-Sep-03 1018.26 Long, 30% Titan, 25% Velocity 15-Sep-03 -0.60% $102,627 $80,498 $22,129  
15-Sep-03 1014.81 Short, 10% Tempest, 10% Venture 16-Sep-03 -0.80% $101,809 $81,649 $20,160  
16-Sep-03 1029.32 100% Money market 17-Sep-03 0.00% $101,809 $81,383 $20,426  
17-Sep-03 1025.97 100% Money market 18-Sep-03 0.00% $101,809 $82,463 $19,346  
18-Sep-03 1039.58 Short, 15% Tempest, 15% Venture 19-Sep-03 0.27% $102,083 $82,202 $19,881  
19-Sep-03 1036.3 Short, 15% Tempest, 15% Venture 22-Sep-03 0.98% $103,081 $81,133 $21,948  
22-Sep-03 1022.82 Short, 10% Tempest, 10% Venture 23-Sep-03 -0.46% $102,604 $81,626 $20,978  
23-Sep-03 1029.03 100% Money market 24-Sep-03 0.00% $102,604 $80,066 $22,538  
24-Sep-03 1009.37 Long, 25% Titan, 25% Velocity 25-Sep-03 -0.75% $101,839 $79,582 $22,257  
25-Sep-03 1003.27 Short, 12.5% Tempest 26-Sep-03 0.08% $101,919 $79,194 $22,725  
26-Sep-03 998.38 100% Money market 29-Sep-03 0.00% $101,919 $79,715 $22,204  
29-Sep-03 1004.94 Long, 30%Titan, 40% Velocity 30-Sep-03 -2.02% $99,856 $79,003 $20,853  
30-Sep-03 995.97 100% Money market 1-Oct-03 0.00% $99,856 $80,768 $19,088  
1-Oct-03 1018.22 Long, 25% Titan, 25% Velocity 2-Oct-03 0.26% $100,113 $80,928 $19,185  
2-Oct-03 1020.24 Long, 15% Titan, 15% Velocity 3-Oct-03 1.12% $101,234 $81,691 $19,543  
3-Oct-03 1029.85 100% Money market 6-Oct-03 0.00% $101,234 $82,048 $19,186  
6-Oct-03 1034.35 100% Money market 7-Oct-03 0.00% $101,234 $82,436 $18,798  
7-Oct-03 1039.25 Long, 10% Titan, 10% Velocity 8-Oct-03 -0.08% $101,148 $82,002 $19,146  
8-Oct-03 1033.77 Long, 30% Titan, 20% Velocity 9-Oct-03 0.66% $101,816 $82,395 $19,421  
9-Oct-03 1038.73 100% Money market 10-Oct-03 0.00% $101,816 $82,342 $19,474  
10-Oct-03 1038.06 Short, 30% Tempest, 30% Venture 13-Oct-03 -0.81% $100,992 $82,920 $18,072  
13-Oct-03 1045.35 100% Money market 14-Oct-03 0.00% $100,992 $83,248 $17,744  
14-Oct-03 1049.48 Short, 30% Tempest, 30% Venture 15-Oct-03 0.26% $101,259 $83,032 $18,227  
15-Oct-03 1046.76 Short, 30% Tempest, 30% Venture 16-Oct-03 -0.56% $100,697 $83,295 $17,402  
16-Oct-03 1050.07 Short, 30% Tempest, 30% Venture 17-Oct-03 1.97% $102,682 $82,442 $20,240  
17-Oct-03 1039.32 100% Money market 20-Oct-03 0.00% $102,682 $82,867 $19,815  
20-Oct-03 1044.68 100% Money market 21-Oct-03 0.00% $102,682 $82,974 $19,708  
21-Oct-03 1046.03 100% Money market 22-Oct-03 0.00% $102,682 $81,731 $20,951  
22-Oct-03 1030.36 Short, 25% Tempest 23-Oct-03 -0.16% $102,516 $82,002 $20,514  
23-Oct-03 1033.77 100% Money market 24-Oct-03 0.00% $102,516 $81,616 $20,900  
24-Oct-03 1028.91 Long, 15% Velocity 27-Oct-03 0.13% $102,653 $81,792 $20,861  
27-Oct-03 1031.13 Long, 15% Velocity,15% Titan 28-Oct-03 1.35% $104,037 $83,034 $21,003  
28-Oct-03 1046.79 Long, 5% Velocity,5% Titan 29-Oct-03 0.01% $104,052 $83,139 $20,913  
29-Oct-03 1048.11 Short, 24% Tempest, 15% Venture 30-Oct-03 0.12% $104,176 $83,046 $21,130  
30-Oct-03 1046.94 Short, 15% Tempest, 15% Venture 31-Oct-03 -0.05% $104,121 $83,345 $20,776  
31-Oct-03 1050.71 100% Money market 3-Nov-03 0.00% $104,121 $84,005 $20,116  
3-Nov-03 1059.02 Short, 15% Venture 4-Nov-03 0.29% $104,427 $83,547 $20,880  
4-Nov-03 1053.25 Short, 10% Tempest, 25% Venture 5-Nov-03 0.00% $104,427 $83,433 $20,994  
5-Nov-03 1051.81 Split, 10% Titan, 5% Venture 6-Nov-03 0.00% $104,422 $83,928 $20,494  
6-Nov-03 1058.05 100% Money market 7-Nov-03 0.00% $104,424 $83,544 $20,880  
7-Nov-03 1053.21 Short, 10% Tempest, 10% Venture 10-Nov-03 0.43% $104,875 $83,060 $21,815  
10-Nov-03 1047.11 Long, 47% Velocity 11-Nov-03 -0.38% $104,480 $83,017 $21,463  
11-Nov-03 1046.57 Long, 32% Velocity, 20% Titan 12-Nov-03 2.03% $106,605 $83,966 $22,639  
12-Nov-03 1058.53 Short, 30% Tempest, 41% Venture 13-Nov-03 0.21% $106,833 $83,956 $22,877  
13-Nov-03 1058.41 100% Money market 14-Nov-03 0.00% $106,833 $83,317 $23,516  
14-Nov-03 1050.35 100% Money market 17-Nov-03 0.00% $106,833 $82,784 $24,049  
17-Nov-03 1043.63 Long 40%Velocity 18-Nov-03 -1.59% $105,137 $82,032 $23,105  
18-Nov-03 1034.15 Long 50%Velocity,15%Titan 19-Nov-03 1.24% $106,442 $82,689 $23,753  
19-Nov-03 1042.44 Long 15%Velocity 20-Nov-03 -0.32% $106,097 $81,992 $24,105  
20-Nov-03 1033.65 Short, 50% Venture, 10% Tempest 21-Nov-03 -0.74% $105,317 $82,121 $23,196  
21-Nov-03 1035.28 Long 50%Velocity,10%Titan 24-Nov-03 3.85% $109,368 $83,454 $25,914  
24-Nov-03 1052.08 Long 15%Velocity 25-Nov-03 -0.15% $109,202 $83,608 $25,594  
25-Nov-03 1054.02 Short, 50% Venture, 25% Tempest 26-Nov-03 -0.75% $108,381 $83,959 $24,422  
26-Nov-03 1058.45 Long 20%Velocity 28-Nov-03 0.16% $108,551 $83,939 $24,612  
28-Nov-03 1058.2 Long 20%Velocity,20%Titan 1-Dec-03 1.04% $109,681 $84,885 $24,796  
1-Dec-03 1070.12 100% Money market 2-Dec-03 0.00% $109,681 $84,607 $25,074  
2-Dec-03 1066.62 Long 30%Velocity,25%Titan 3-Dec-03 -0.58% $109,046 $84,457 $24,589  
3-Dec-03 1064.73 Short, 48% Venture, 25% Tempest 4-Dec-03 -1.07% $107,884 $84,853 $23,031  
4-Dec-03 1069.72 100% Money market 5-Dec-03 0.00% $107,884 $84,201 $23,683  
5-Dec-03 1061.5 100% Money market 8-Dec-03 0.00% $107,884 $84,820 $23,064  
8-Dec-03 1069.3 100% Money market 9-Dec-03 0.00% $107,884 $84,081 $23,803  
9-Dec-03 1059.99 Long 40%Velocity,10%Titan 10-Dec-03 0.29% $108,193 $84,007 $24,186  
10-Dec-03 1059.05 Long 20%Velocity, 25%Titan 11-Dec-03 1.44% $109,752 $84,971 $24,781  
11-Dec-03 1071.21 100% Money market 12-Dec-03 0.00% $109,752 $85,204 $24,548  
12-Dec-03 1074.14 Long 15%Velocity, 15%Titan 15-Dec-03 -0.62% $109,076 $84,721 $24,355  
15-Dec-03 1068.05 Long 40%Velocity, 15%Titan 16-Dec-03 0.55% $109,679 $85,282 $24,397  
16-Dec-03 1075.13 Long 50%Velocity, 25%Titan 17-Dec-03 -0.13% $109,535 $85,390 $24,145  
17-Dec-03 1076.48 100% Money market 18-Dec-03 0.00% $109,535 $86,376 $23,159  
18-Dec-03 1088.92 100% Money market 19-Dec-03 0.00% $109,535 $86,356 $23,179  
19-Dec-03 1088.67 100% Money market 22-Dec-03 0.00% $109,535 $86,695 $22,840  
22-Dec-03 1092.94 Short, 15% Venture, 10% Tempest 23-Dec-03 -0.29% $109,215 $86,939 $22,276  
23-Dec-03 1096.02 100% Money market 24-Dec-03 0.00% $109,215 $86,782 $22,433  
24-Dec-03 1094.04 Short, 10% Venture, 20% Tempest 26-Dec-03 -0.22% $108,974 $86,929 $22,045  
26-Dec-03 1095.89 Long 10%Titan 29-Dec-03 0.25% $109,242 $88,007 $21,235  
29-Dec-03 1109.48 Long 10%Titan, 25%Velocity 30-Dec-03 -0.01% $109,232 $88,020 $21,212  
30-Dec-03 1109.64 Long 17%Titan, 20%Velocity 31-Dec-03 -0.10% $109,124 $88,201 $20,923  
31-Dec-03 1111.92 Short 17%Tempest, 20%Venture 2-Jan-04 0.17% $109,308 $87,929 $21,379  
2-Jan-04 1108.49 Short 20%Tempest, 35%Venture 5-Jan-04 -2.05% $107,063 $89,018 $18,045  
5-Jan-04 1122.22 Long 10%Titan, 20%Velocity 6-Jan-04 0.04% $107,109 $89,133 $17,976  
6-Jan-04 1123.67 Long 15%Velocity 7-Jan-04 0.38% $107,513 $89,344 $18,169  
7-Jan-04 1126.33 Long 15%Titan, 15%Velocity 8-Jan-04 0.43% $107,976 $89,787 $18,189  
8-Jan-04 1131.92 Short: 10% Tempest 9-Jan-04 0.15% $108,133 $88,989 $19,144  
9-Jan-04 1121.86 100% Money market 12-Jan-04 0.00% $108,133 $89,415 $18,718  
12-Jan-04 1127.23 100% Money market 13-Jan-04 0.00% $108,133 $88,938 $19,195  
13-Jan-04 1121.22 Short 20%Tempest, 35%Venture 14-Jan-04 -0.50% $107,592 $89,676 $17,916  
14-Jan-04 1130.52 Long 10%Titan, 30%Velocity 15-Jan-04 -0.02% $107,571 $89,797 $17,774  
15-Jan-04 1132.05 Long 15%Velocity 16-Jan-04 0.40% $108,002 $90,415 $17,587  
16-Jan-04 1139.83 Short 15%Tempest, 35%Venture 20-Jan-04 0.01% $108,008 $90,331 $17,677  
20-Jan-04 1138.77 Short 15%Tempest, 45%Venture 21-Jan-04 0.18% $108,199 $91,033 $17,166  
21-Jan-04 1147.62 Short 25%Tempest, 45%Venture 22-Jan-04 1.07% $109,356 $90,741 $18,615  
22-Jan-04 1143.94 100% Money market 23-Jan-04 0.00% $109,356 $90,551 $18,805  
23-Jan-04 1141.55 Short 20%Tempest, 20%Venture 26-Jan-04 -1.10% $108,155 $91,641 $16,514  
26-Jan-04 1155.29 Long 10%Titan, 10%Velocity 27-Jan-04 -0.63% $107,470 $90,749 $16,721  
27-Jan-04 1144.05 Short 10%Tempest, 15%Venture 28-Jan-04 0.79% $108,317 $89,514 $18,803  
28-Jan-04 1128.48 100% Money market 29-Jan-04 0.00% $108,317 $89,961 $18,356  
29-Jan-04 1134.11 Long 10%Titan, 10%Velocity 30-Jan-04 -0.09% $108,222 $89,725 $18,497  
30-Jan-04 1131.13 Long 20%Titan, 25%Velocity 2-Feb-04 -0.03% $108,191 $90,044 $18,147  
2-Feb-04 1135.16 Short 10%Venture 3-Feb-04 -0.07% $108,112 $90,113 $17,999  
3-Feb-04 1136.03 Long 24%Titan, 36%Velocity 4-Feb-04 -1.70% $106,276 $89,359 $16,917  
4-Feb-04 1126.52 Short 12%Tempest, 18%Venture 5-Feb-04 -0.13% $106,143 $89,523 $16,620  
5-Feb-04 1128.59 Long 22%Titan, 44%Velocity 6-Feb-04 2.55% $108,850 $90,647 $18,203  
6-Feb-04 1142.76 Long 22%Titan 9-Feb-04 -0.12% $108,719 $90,413 $18,306  
9-Feb-04 1139.81 100% Money market 10-Feb-04 0.00% $108,719 $90,868 $17,851  
10-Feb-04 1145.54 Long 10%Titan, 10%Velocity 11-Feb-04 0.39% $109,145 $91,837 $17,308  
11-Feb-04 1157.76 Long 10%Titan, 20%Velocity 12-Feb-04 -0.40% $108,710 $91,389 $17,321  
12-Feb-04 1152.11 Short 18%Venture 13-Feb-04 0.39% $109,138 $90,889 $18,249  
13-Feb-04 1145.81 Long 9%Titan, 9%Velocity 17-Feb-04 0.43% $109,604 $91,776 $17,828  
17-Feb-04 1156.99 Long 19%Titan 18-Feb-04 -0.16% $109,426 $91,366 $18,060  
18-Feb-04 1151.82 Long 19%Titan 19-Feb-04 -0.15% $109,265 $90,988 $18,277  
19-Feb-04 1147.06 Short 9%Tempest 20-Feb-04 0.04% $109,304 $90,763 $18,541  
20-Feb-04 1144.22 Long 18%Titan, 9%Velocity 23-Feb-04 -0.35% $108,919 $90,484 $18,435  
23-Feb-04 1140.7 Long 18%Titan, 9%Velocity 24-Feb-04 -0.07% $108,848 $90,376 $18,472  
24-Feb-04 1139.34 Long 33%Titan, 33%Velocity 25-Feb-04 0.64% $109,550 $90,719 $18,831  
25-Feb-04 1143.67 Long 33%Titan, 33%Velocity 26-Feb-04 0.37% $109,952 $90,818 $19,134  
26-Feb-04 1144.91 Long 11%Titan, 11%Velocity 27-Feb-04 -0.09% $109,849 $90,820 $19,029  
27-Feb-04 1144.94 Long 22%Titan 1-Mar-04 0.43% $110,316 $91,688 $18,628  
1-Mar-04 1155.88 Long 25%Titan, 25%Velocity 2-Mar-04 -0.82% $109,410 $91,150 $18,260  
2-Mar-04 1149.1 Long 25%Titan 3-Mar-04 0.10% $109,522 $91,284 $18,238  
3-Mar-04 1150.79 Long 40%Titan, 40% Velocity 4-Mar-04 1.03% $110,649 $91,608 $19,041  
4-Mar-04 1154.87 Long 35%Titan, 15% Velocity 5-Mar-04 -0.03% $110,620 $91,765 $18,855  
5-Mar-04 1156.86 90% money mkt. Long 10% Velocity 8-Mar-04 -0.43% $110,139 $90,999 $19,140  
8-Mar-04 1147.2 Short 50%Tempest, 50%Venture 9-Mar-04 0.74% $110,955 $90,474 $20,481  
9-Mar-04 1140.58 Long 25%Titan, 25%Velocity 10-Mar-04 -1.44% $109,357 $89,150 $20,207  
10-Mar-04 1123.89 Long 50%Titan, 50%Velocity 11-Mar-04 -2.57% $106,545 $87,794 $18,751  
11-Mar-04 1106.79 Long 25%Titan, 25%Velocity 12-Mar-04 1.63% $108,282 $88,887 $19,395  
12-Mar-04 1120.57 Long 25%Titan, 25%Velocity 15-Mar-04 -1.84% $106,292 $87,611 $18,681  
15-Mar-04 1104.49 Long 25%Titan, 25%Velocity 16-Mar-04 0.54% $106,867 $88,104 $18,763  
16-Mar-04 1110.7 Long 37%Titan, 37%Velocity 17-Mar-04 2.01% $109,018 $89,139 $19,879  
17-Mar-04 1123.75 Long 25%Titan, 25%Velocity 18-Mar-04 -0.45% $108,526 $89,023 $19,503  
18-Mar-04 1122.28 Long 25%Titan, 25%Velocity 19-Mar-04 -1.25% $107,167 $88,031 $19,136  
19-Mar-04 1109.78 Long 25%Titan, 25%Velocity 22-Mar-04 -1.29% $105,782 $86,890 $18,892  
22-Mar-04 1095.4 Long 25%Titan, 25%Velocity 23-Mar-04 -0.45% $105,305 $86,774 $18,531  
23-Mar-04 1093.93 Long 25%Titan, 25%Velocity 24-Mar-04 0.29% $105,613 $86,567 $19,046  
24-Mar-04 1091.33 Long 50%Titan, 50%Velocity 25-Mar-04 4.76% $110,643 $87,991 $22,652  
25-Mar-04 1109.28 100% Money market 26-Mar-04 0.00% $110,643 $87,895 $22,748  
26-Mar-04 1108.06 Long 25%Titan, 25%Velocity 29-Mar-04 1.54% $112,345 $89,038 $23,307  
29-Mar-04 1122.47 Short 13%Tempest, 13%Venture 30-Mar-04 -0.16% $112,168 $89,397 $22,771  
30-Mar-04 1127 Long 25%Titan, 25%Velocity 31-Mar-04 -0.30% $111,832 $89,394 $22,438  
31-Mar-04 1126.96 Short 50%Tempest, 50%Venture 1-Apr-04 -1.69% $109,946 $89,807 $20,139  
1-Apr-04 1132.17 Long 50%Titan, 50%Velocity 2-Apr-04 3.34% $113,619 $90,572 $23,047  
2-Apr-04 1141.81 100% Money market 5-Apr-04 0.00% $113,619 $91,264 $22,355  
5-Apr-04 1150.54 Short 50%Tempest, 50%Venture 6-Apr-04 1.18% $114,955 $90,993 $23,962  
6-Apr-04 1147.12 Long 50%Titan, 25%Velocity 7-Apr-04 -0.94% $113,879 $90,470 $23,409  
7-Apr-04 1140.53 100% Money market 8-Apr-04 0.00% $113,879 $90,329 $23,550  
8-Apr-04 1138.75 Long 50%Titan, 50%Velocity 12-Apr-04 1.19% $115,239 $90,842 $24,397  
12-Apr-04 1145.22 Long 50%Titan, 50%Velocity 13-Apr-04 -2.88% $111,915 $89,589 $22,326  
13-Apr-04 1129.42 100% Money market 14-Apr-04 0.00% $111,915 $89,490 $22,425  
14-Apr-04 1128.17 Short 50%Tempest, 50%money market 15-Apr-04 0.04% $111,958 $89,543 $22,415  
15-Apr-04 1128.84 100% Money market 16-Apr-04 0.00% $111,958 $89,997 $21,961  
16-Apr-04 1134.57 100% Money market 19-Apr-04 0.00% $111,958 $90,098 $21,860  
19-Apr-04 1135.84 Long 50%Titan, 50%Velocity 20-Apr-04 -4.08% $107,392 $88,695 $18,697  
20-Apr-04 1118.15 Short 50%Tempest, 50%Venture 21-Apr-04 -1.34% $105,952 $89,166 $16,786  
21-Apr-04 1124.09 Long 50%Titan, 50%Velocity 22-Apr-04 3.57% $109,730 $90,423 $19,307  
22-Apr-04 1139.93 100% Money market 23-Apr-04 0.00% $109,730 $90,476 $19,254  
23-Apr-04 1140.6 Long 50%Titan, 50%Velocity 26-Apr-04 -1.55% $108,025 $90,071 $17,954  
26-Apr-04 1135.5 Long 50%Titan, 50%Velocity 27-Apr-04 0.40% $108,455 $90,278 $18,177  
27-Apr-04 1138.11 Long 50%Titan, 50%Velocity 28-Apr-04 -3.45% $104,712 $89,033 $15,679  
28-Apr-04 1122.41 100% Money market 29-Apr-04 0.00% $104,712 $88,357 $16,355  
29-Apr-04 1113.89 100% Money market 30-Apr-04 0.00% $104,712 $87,829 $16,883  
30-Apr-04 1107.24 100% Money market 3-May-04 0.00% $104,712 $88,643 $16,069  
3-May-04 1117.49 Long 50%Titan, 50%Velocity 4-May-04 0.66% $105,400 $88,836 $16,564  
4-May-04 1119.93 Long 50%Titan, 50%Velocity 5-May-04 0.62% $106,058 $88,963 $17,095  
5-May-04 1121.53 Long 50%Titan, 50%Velocity 6-May-04 -1.57% $104,394 $88,365 $16,029  
6-May-04 1113.99 Short 50%Tempest, 50%Venture 7-May-04 2.03% $106,513 $87,152 $19,361  
7-May-04 1098.7 100% Money market 10-May-04 0.00% $106,513 $86,233 $20,280  
10-May-04 1087.11 100% Money market 11-May-04 0.00% $106,513 $86,895 $19,618  
11-May-04 1095.46 Long 50%Titan, 50%Velocity 12-May-04 -0.28% $106,212 $87,059 $19,153  
12-May-04 1097.53 Long 50%Titan, 50%Velocity 13-May-04 0.03% $106,239 $86,976 $19,263  
13-May-04 1096.48 Long 50%Titan, 50%Velocity 14-May-04 -1.31% $104,850 $86,914 $17,936  
14-May-04 1095.7 Long 50%Titan, 50%Velocity 17-May-04 -2.46% $102,266 $85,994 $16,272  
17-May-04 1084.1 100% Money market 18-May-04 0.00% $102,266 $86,580 $15,686  
18-May-04 1091.49 Long 50%Titan, 50%Velocity 19-May-04 -0.36% $101,901 $86,360 $15,541  
19-May-04 1088.72 Long 50%Titan, 50%Velocity 20-May-04 0.09% $101,995 $86,397 $15,598  
20-May-04 1089.18 Long 50%Titan, 50%Velocity 21-May-04 1.20% $103,221 $86,751 $16,470  
21-May-04 1093.65 Long 50%Titan, 50%Velocity 24-May-04 0.54% $103,776 $86,891 $16,885  
24-May-04 1095.41 Long 50%Titan, 50%Velocity 25-May-04 4.03% $107,953 $88,290 $19,663  
25-May-04 1113.05 100% Money market 26-May-04 0.00% $107,953 $88,447 $19,506  
26-May-04 1115.02 Short 50%Tempest, 50%Venture 27-May-04 -1.17% $106,686 $88,943 $17,743  
27-May-04 1121.28 100% Money market 28-May-04 0.00% $106,686 $88,896 $17,790  
28-May-04 1120.68 100% Money market 1-Jun-04 0.00% $106,686 $88,937 $17,749  
1-Jun-04 1121.2 100% Money market 2-Jun-04 0.00% $106,686 $89,237 $17,449  
2-Jun-04 1124.99 100% Money market 3-Jun-04 0.00% $106,686 $88,571 $18,115  
3-Jun-04 1116.59 Short 50%Tempest, 50%Venture 4-Jun-04 -1.24% $105,367 $89,041 $16,326  
4-Jun-04 1122.51 100% Money market 7-Jun-04 0.00% $105,367 $90,461 $14,906  
7-Jun-04 1140.42 Short 50%Tempest, 50%Venture 8-Jun-04 -0.48% $104,861 $90,601 $14,260  
8-Jun-04 1142.18 Short 50%Tempest, 50%Venture 9-Jun-04 2.72% $107,711 $89,740 $17,971  
9-Jun-04 1131.32 100% Money market 10-Jun-04 0.00% $107,711 $90,141 $17,570  
10-Jun-04 1136.38 100% Money market 14-Jun-04 0.00% $107,711 $89,261 $18,450  
14-Jun-04 1125.29 100% Money market 15-Jun-04 0.00% $107,711 $89,794 $17,917  
15-Jun-04 1132.01 Long 50%Titan, 50%Velocity 16-Jun-04 0.13% $107,852 $89,919 $17,933
16-Jun-04 1133.58 Long 50%Titan, 50%Velocity 17-Jun-04 -1.21% $106,552 $89,919 $16,633  
17-Jun-04 1133.58 Long 50%Titan, 50%Velocity 18-Jun-04 0.27% $106,838 $90,028 $16,810  
18-Jun-04 1134.95 Long 50%Titan, 50%Velocity 21-Jun-04 -1.18% $105,577 $89,659 $15,918  
21-Jun-04 1130.3 Long 25%Titan, 25%Velocity 22-Jun-04 0.92% $106,550 $89,981 $16,569  
22-Jun-04 1134.362 Short 50%Tempest, 50%Venture 23-Jun-04 -2.02% $104,394 $90,751 $13,643  
23-Jun-04 1144.07 Long 50%Titan, 50%Velocity 24-Jun-04 -0.60% $103,764 $90,480 $13,284  
24-Jun-04 1140.65 Long 50%Titan, 50%Velocity 25-Jun-04 0.07% $103,832 $89,986 $13,846  
25-Jun-04 1134.43 Short 50%Tempest, 50%Venture 28-Jun-04 -0.47% $103,348 $89,901 $13,447  
28-Jun-04 1133.35 Long 50%Titan, 50%Velocity 29-Jun-04 -1.10% $102,209 $90,127 $12,082  
29-Jun-04 1136.2 Long 50%Titan, 50%Velocity 30-Jun-04 1.11% $103,348 $90,495 $12,853  
30-Jun-04 1140.84 Long 50%Titan, 50%Velocity 1-Jul-04 -2.78% $100,472 $89,551 $10,921  
1-Jul-04 1128.94 Long 50%Titan, 50%Velocity 2-Jul-04 -1.01% $99,462 $89,267 $10,195  
2-Jul-04 1125.36 Long 50%Titan, 50%Velocity 6-Jul-04 -3.11% $96,368 $88,581 $7,787  
6-Jul-04 1116.71 Long 50%Titan, 50%Velocity 7-Jul-04 0.62% $96,969 $88,709 $8,260  
7-Jul-04 1118.33 Long 50%Titan, 50%Velocity 8-Jul-04 -2.27% $94,769 $87,977 $6,792  
8-Jul-04 1109.1 Long 50%Titan, 50%Velocity 9-Jul-04 0.94% $95,657 $88,271 $7,386  
9-Jul-04 1112.81 Long 50%Titan, 50%Velocity 12-Jul-04 -0.43% $95,250 $88,392 $6,858  
12-Jul-04 1114.33 Long 50%Titan, 50%Velocity 13-Jul-04 -0.13% $95,126 $88,455 $6,671  
13-Jul-04 1115.13 Long 50%Titan, 50%Velocity 14-Jul-04 -1.22% $93,962 $88,165 $5,797  
14-Jul-04 1111.47 Long 50%Titan, 50%Velocity 15-Jul-04 -0.46% $93,534 $87,785 $5,749  
15-Jul-04 1106.68 Long 50%Titan, 50%Velocity 16-Jul-04 -2.12% $91,553 $87,365 $4,188  
16-Jul-04 1101.39 Long 50%Titan, 50%Velocity 19-Jul-04 0.25% $91,785 $87,327 $4,458  
19-Jul-04 1100.9 Long 25%Titan, 25%Velocity 20-Jul-04 1.15% $92,841 $87,943 $4,898  
20-Jul-04 1108.67 Long 50%Titan, 50%Velocity 21-Jul-04 -3.77% $89,342 $86,770 $2,572  
21-Jul-04 1093.88 100% Money market 22-Jul-04 0.00% $89,342 $87,005 $2,337  
22-Jul-04 1096.84 100% Money market 23-Jul-04 0.00% $89,342 $86,161 $3,181  
23-Jul-04 1086.2 100% Money market 26-Jul-04 0.00% $89,342 $85,991 $3,351  
26-Jul-04 1084.06 Long 50%Titan, 50%Velocity 27-Jul-04 2.64% $91,700 $86,846 $4,854  
27-Jul-04 1094.84 Long 50%Titan, 50%Velocity 28-Jul-04 -0.48% $91,261 $86,892 $4,369  
28-Jul-04 1095.42 Long 12.5%Titan, 12.5%Velocity 29-Jul-04 0.39% $91,620 $87,289 $4,331  
29-Jul-04 1100.43 100% Money market 30-Jul-04 0.00% $91,624 $87,392 $4,232  
30-Jul-04 1101.72 100% Money market 2-Aug-04 0.00% $91,624 $87,787 $3,837  
2-Aug-04 1106.71 Long 50%Titan, 50%Velocity 3-Aug-04 -2.57% $89,273 $87,236 $2,037  
3-Aug-04 1099.76 Short 50%Tempest, 50%Venture 4-Aug-04 0.13% $89,393 $87,128 $2,265  
4-Aug-04 1098.4 Short 25%Tempest, 25%Venture 5-Aug-04 1.73% $90,943 $85,735 $5,208  
5-Aug-04 1080.84 Long 50%Titan, 50%Velocity 6-Aug-04 -4.34% $86,996 $84,397 $2,599  
6-Aug-04 1063.97 Long 50%Titan, 50%Velocity 9-Aug-04 0.37% $87,322 $84,496 $2,826  
9-Aug-04 1065.22 Long 50%Titan, 50%Velocity 10-Aug-04 3.40% $90,292 $85,578 $4,714  
10-Aug-04 1078.86 Long 50%Titan, 50%Velocity 11-Aug-04 -1.90% $88,574 $85,332 $3,242  
11-Aug-04 1075.75 short -swi tch to money market 12-Aug-04 1.42% $89,828 $84,399 $5,429  
12-Aug-04 1063.99 money market 13-Aug-04 0.00% $89,828 $84,463 $5,365  
13-Aug-04 1064.8 Long 50%Titan, 50%Velocity 16-Aug-04 2.81% $92,355 $85,616 $6,739  
16-Aug-04 1079.34 Long 50%Titan, 50%Velocity 17-Aug-04 0.91% $93,191 $85,804 $7,387  
17-Aug-04 1081.71 Long 50%Titan, 50%Velocity 18-Aug-04 3.34% $96,308 $86,871 $9,437  
18-Aug-04 1095.16 Short 50%Tempest, 50%Venture 19-Aug-04 1.19% $97,453 $86,560 $10,893  
19-Aug-04 1091.23 Long 50%Titan, 50%Velocity 20-Aug-04 1.65% $99,057 $87,125 $11,932  
20-Aug-04 1098.36 Long 25%Titan, 25%Velocity 23-Aug-04 0.05% $99,103 $87,125 $11,978  
23-Aug-04 1098.36 Long 12.5%Titan, 12.5%Velocity 24-Aug-04 -0.01% $99,089 $86,953 $12,136  
24-Aug-04 1096.19 Short 50%Tempest, 50%Venture 25-Aug-04 -2.26% $96,849 $87,649 $9,200  
25-Aug-04 1104.96 Short 50%Tempest, 50%Venture 26-Aug-04 0.39% $97,223 $87,659 $9,564  
26-Aug-04 1105.09 Short 12.5%Tempest, 12.5%Venture 27-Aug-04 -0.16% $97,072 $87,872 $9,200  
27-Aug-04 1107.77 money market 30-Aug-04 0.00% $97,072 $87,188 $9,884  
30-Aug-04 1099.15 Short 50%Tempest, 50%Venture 31-Aug-04 -0.50% $96,591 $87,592 $8,999  
31-Aug-04 1104.24 money market 1-Sep-04 0.00% $96,591 $87,724 $8,867  
1-Sep-04 1105.91 money market 2-Sep-04 0.00% $96,591 $88,709 $7,882  
2-Sep-04 1118.33 75% money market, 25% Titan 3-Sep-04 -0.21% $96,391 $88,351 $8,040  
3-Sep-04 1113.82 Short: 50%Tempest, 50%Venture 7-Sep-04 -1.39% $95,052 $88,945 $6,107  
7-Sep-04 1121.3 Short: 25%Tempest, 25%Venture 8-Sep-04 0.41% $95,441 $88,551 $6,890  
8-Sep-04 1116.33 Long 25%Titan, 75% money market 9-Sep-04 0.09% $95,531 $88,713 $6,818  
9-Sep-04 1118.38 Short: 50%Tempest, 50%Venture 10-Sep-04 -1.17% $94,413 $89,153 $5,260  
10-Sep-04 1123.92 Long 50%Titan, 50%money market 13-Sep-04 0.20% $94,599 $89,303 $5,296  
13-Sep-04 1125.82 Long 50%Titan, 50%Velocity 14-Sep-04 0.73% $95,289 $89,502 $5,787  
14-Sep-04 1128.33 Short: 25%Tempest, 25%Venture 15-Sep-04 1.04% $96,276 $88,871 $7,405  
15-Sep-04 1120.37 money market 16-Sep-04 0.00% $96,276 $89,122 $7,154  
16-Sep-04 1123.53 Long: 15% Titan, 15% Velocity 17-Sep-04 0.31% $96,577 $89,520 $7,057  
17-Sep-04 1128.55 Long 50%Titan, 50%money market 20-Sep-04 -0.67% $95,931 $89,019 $6,912  
20-Sep-04 1122.23 Long 50%Titan, 50%money market 21-Sep-04 1.38% $97,258 $89,579 $7,679  
21-Sep-04 1129.3 Long 50%Titan, 50%money market 22-Sep-04 -3.57% $93,785 $88,331 $5,454  
22-Sep-04 1113.56 Long 50%Titan, 50%money market 23-Sep-04 -0.35% $93,456 $87,919 $5,537  
23-Sep-04 1108.37 Long 50%Titan, 50%money market 24-Sep-04 -0.36% $93,115 $88,057 $5,058  
24-Sep-04 1110.11 Short: 25%Tempest, 25%Venture 27-Sep-04 0.79% $93,854 $87,538 $6,316  
27-Sep-04 1103.57 Long 50%Titan, 50%vellocity 28-Sep-04 0.91% $94,709 $88,053 $6,656  
28-Sep-04 1110.06 Long 37%Titan, 37%velocity,25% mm. 29-Sep-04 1.43% $96,064 $88,429 $7,635  
29-Sep-04 1114.8 Long 50%Titan, 50%velocity 30-Sep-04 0.10% $96,161 $88,412 $7,749  
30-Sep-04 1114.58 Long 50%velocity, 50% money mkt 1-Oct-04 2.88% $98,928 $89,754 $9,174  
1-Oct-04 1131.5 Short25%venture, 25% Tempest 50% mm 4-Oct-04 -0.38% $98,551 $90,045 $8,506  
4-Oct-04 1135.17 Long 25%Titan, 25%velocity,50% mm 5-Oct-04 0.07% $98,618 $89,990 $8,628  
5-Oct-04 1134.48 Long 50%Titan, 50%Velocity 6-Oct-04 1.56% $100,154 $90,591 $9,563  
6-Oct-04 1142.05 money market 7-Oct-04 0.00% $100,154 $89,686 $10,468  
7-Oct-04 1130.64 Short25%venture, 25% Tempest 50% mm 8-Oct-04 1.23% $101,383 $89,013 $12,370  
8-Oct-04 1122.16 Short20%venture, 20% Tempest 60% mm 11-Oct-04 -0.27% $101,109 $89,190 $11,919  
11-Oct-04 1124.39 Long 50%Titan, 50%Velocity 12-Oct-04 -0.41% $100,690 $88,988 $11,702  
12-Oct-04 1121.84 money market 13-Oct-04 0.00% $100,690 $88,338 $12,352  
13-Oct-04 1113.65 Short25%venture, 25% Tempest 50% mm 14-Oct-04 0.79% $101,483 $87,515 $13,968  
14-Oct-04 1103.27 Long 13%Titan, 13%velocity, 74% mm 15-Oct-04 0.21% $101,693 $87,906 $13,787  
15-Oct-04 1108.2 Long 50%Titan, 50%Velocity 18-Oct-04 2.34% $104,072 $88,369 $15,703  
18-Oct-04 1114.04 Long 50%Titan, 50%Velocity 19-Oct-04 -1.87% $102,121 $87,511 $14,610  
19-Oct-04 1103.23 Short:12.5%venture, 12.5% Tempest 75% mm 20-Oct-04 -0.15% $101,967 $87,546 $14,421  
20-Oct-04 1103.66 money market 21-Oct-04 0.00% $101,967 $87,770 $14,197  
21-Oct-04 1106.49 Long 50%Titan, 50%Velocity 22-Oct-04 -3.46% $98,434 $86,917 $11,517  
22-Oct-04 1095.74 money market 25-Oct-04 0.00% $98,434 $86,843 $11,591  
25-Oct-04 1094.8 money market 26-Oct-04 0.00% $98,434 $88,126 $10,308  
26-Oct-04 1110.98 50% money market, 50% Titan (long) 27-Oct-04 1.32% $99,729 $89,270 $10,459  
27-Oct-04 1125.4 Long 50%Titan, 50%Velocity 28-Oct-04 0.67% $100,398 $89,431 $10,967  
28-Oct-04 1127.43 Long 50%Titan, 50%Velocity 29-Oct-04 0.18% $100,577 $89,651 $10,926  
29-Oct-04 1130.2 Long 50%Titan, 50%Velocity 1-Nov-04 0.21% $100,788 $89,675 $11,113  
1-Nov-04 1130.51 money market 2-Nov-04 0.00% $100,788 $89,681 $11,107  
2-Nov-04 1130.58 75% money market, 25% short 3-Nov-04 -0.43% $100,354 $90,682 $9,672  
3-Nov-04 1143.2 75% money market, 25% long 4-Nov-04 0.58% $100,939 $92,147 $8,792  
4-Nov-04 1161.67 50% money market,25% tempest,25% Venture 5-Nov-04 -0.50% $100,430 $92,504 $7,926  
5-Nov-04 1166.17 50% money market,25% Titan,25% Velocity 8-Nov-04 0.01% $100,442 $92,402 $8,040  
8-Nov-04 1164.89 Long 50%Titan, 50%Velocity 9-Nov-04 -0.03% $100,410 $92,338 $8,072  
9-Nov-04 1164.08 50% money market,25% Titan,25% Velocity 10-Nov-04 -0.37% $100,042 $92,245 $7,797  
10-Nov-04 1162.91 Long 50%Titan, 50%Velocity 11-Nov-04 2.52% $102,560 $93,084 $9,476  
11-Nov-04 1173.48 Long 50%Titan, 50%Velocity 12-Nov-04 1.91% $104,517 $93,932 $10,585  
12-Nov-04 1184.17 Long 50%Titan, 50%Velocity 15-Nov-04 0.20% $104,727 $93,904 $10,823  
15-Nov-04 1183.82 Short: 50%Tempest, 50%Venture 16-Nov-04 1.54% $106,344 $93,204 $13,140  
16-Nov-04 1175 money market 17-Nov-04 0.00% $106,344 $93,755 $12,589  
17-Nov-04 1181.94 Long 50%Titan, 50%Velocity 18-Nov-04 0.73% $107,125 $93,883 $13,242  
18-Nov-04 1183.55 Short25%venture, 25% Tempest 50% mm 19-Nov-04 1.48% $108,710 $92,835 $15,875  
19-Nov-04 1170.34 Short25%venture, 25% Tempest 50% mm 22-Nov-04 -0.82% $107,824 $93,382 $14,442  
22-Nov-04 1177.24 Short 37.5%venture, 37.5% Tempest 25% mm 23-Nov-04 0.30% $108,145 $93,358 $14,787  
23-Nov-04 1176.94 100% money market start at AM fix 24-Nov-04 -0.69% $107,395 $93,741 $13,654  
24-Nov-04 1181.76 100% money market 26-Nov-04 0.00% $107,395 $93,811 $13,584  
26-Nov-04 1182.65 100% money market 29-Nov-04 0.00% $107,395 $93,488 $13,907  
29-Nov-04 1178.57 Long 50%Titan, 50%Velocity 30-Nov-04 -0.93% $106,391 $93,111 $13,280  
30-Nov-04 1173.82 75% money market,25% Tempest 1-Dec-04 -0.76% $105,579 $94,503 $11,076  
1-Dec-04 1191.37 62.5% mm,25% Tempest, 12.5%Venture 2-Dec-04 -0.05% $105,528 $94,420 $11,108  
2-Dec-04 1190.33 75% money market,25% Tempest 3-Dec-04 -0.02% $105,505 $94,487 $11,018  
3-Dec-04 1191.17 Long 50%Titan, 50%Velocity 6-Dec-04 0.27% $105,786 $94,414 $11,372  
6-Dec-04 1190.25 50% Long, (20%Titan,30%Velocity) 50%mm 7-Dec-04 -1.43% $104,269 $93,369 $10,900  
7-Dec-04 1177.07 50% short, (20%Tempest,30%Venture) 50%mm 8-Dec-04 -0.77% $103,467 $93,824 $9,643  
8-Dec-04 1182.81 100% money market 9-Dec-04 0.00% $103,467 $94,334 $9,133  
9-Dec-04 1189.24 100% money market 10-Dec-04 0.00% $103,467 $94,236 $9,231  
10-Dec-04 1188 80% Long, (40%Titan,40%Velocity) 20%mm 13-Dec-04 1.51% $105,034 $95,083 $9,951  
13-Dec-04 1198.68 Long 50%Titan, 50%Velocity 14-Dec-04 0.83% $105,910 $95,456 $10,454  
14-Dec-04 1203.39 100% money market 15-Dec-04 0.00% $105,910 $95,641 $10,269  
15-Dec-04 1205.72 70% money market , 30% short 16-Dec-04 0.57% $106,515 $95,442 $11,073  
16-Dec-04 1203.21 100% money market 17-Dec-04 0.00% $106,515 $94,729 $11,786  
17-Dec-04 1194.22 Short25%venture, 25% Tempest 50% mm 20-Dec-04 -0.65% $105,825 $94,764 $11,061  
20-Dec-04 1194.66 50% money mkt,20%Velocity,30% Tempest 21-Dec-04 -0.11% $105,708 $95,618 $10,090  
21-Dec-04 1205.43 40% money mkt,30%Venture,30% Tempest 22-Dec-04 -0.39% $105,301 $95,947 $9,354  
22-Dec-04 1209.57 Long 25%Titan, 25%Velocity 23-Dec-04 0.02% $105,322 $95,991 $9,331  
23-Dec-04 1210.13 Short25%venture, 25% Tempest 50% mm 27-Dec-04 0.40% $105,745 $95,578 $10,167  
27-Dec-04 1204.92 Long 25%Titan, 25%Velocity, 50% mm 28-Dec-04 0.85% $106,647 $96,262 $10,385  
28-Dec-04 1213.54 Long 20%Titan, 20%Velocity, 60% mm 29-Dec-04 0.01% $106,653 $96,257 $10,396  
29-Dec-04 1213.48 Short: 20%venture, 20% Tempest 60% mm 30-Dec-04 0.07% $106,725 $96,262 $10,463  
30-Dec-04 1213.55 Short: 10%venture, 10% Tempest 80% mm 31-Dec-04 0.06% $106,787 $96,133 $10,654  
31-Dec-04 1211.92 Long 25%Titan, 25%Velocity, 50% mm 3-Jan-05 -0.90% $105,828 $95,352 $10,476  
3-Jan-05 1202.08 Long 50%Titan, 50%Velocity 4-Jan-05 -3.12% $102,529 $94,239 $8,290  
4-Jan-05 1188.04 Long 50%Titan, 50%Velocity 5-Jan-05 -0.89% $101,613 $93,898 $7,715  
5-Jan-05 1183.74 Short: 50%Tempest, 50%Venture 6-Jan-05 0.05% $101,666 $94,227 $7,439  
6-Jan-05 1187.89 100% money market 7-Jan-05 0.00% $101,666 $94,092 $7,574  
7-Jan-05 1186.19 Long 50%Titan, 50%Velocity 10-Jan-05 0.34% $102,011 $94,414 $7,597  
10-Jan-05 1190.25 Mixed 50%Tempest, 50%Velocity 11-Jan-05 -0.17% $101,839 $93,838 $8,001  
11-Jan-05 1182.99 Long 25%Titan, 25%Velocity, 50% mm 12-Jan-05 0.59% $102,444 $94,212 $8,232  
12-Jan-05 1187.7 Long 25%Titan, 25%Velocity, 50% mm 13-Jan-05 -1.11% $101,307 $93,395 $7,912  
13-Jan-05 1177.4 Long 50%Titan, 50%Velocity 14-Jan-05 1.59% $102,916 $93,960 $8,956  
14-Jan-05 1184.52 Short: 50%Venture,50% money market 18-Jan-05 -0.78% $102,112 $94,869 $7,243  
18-Jan-05 1195.98 Long 50%Titan, 50%Velocity 19-Jan-05 -2.76% $99,292 $93,968 $5,324  
19-Jan-05 1184.63 100% money market 20-Jan-05 0.00% $99,292 $93,237 $6,055  
20-Jan-05 1175.41 100% money market 21-Jan-05 0.00% $99,292 $92,639 $6,653  
21-Jan-05 1167.87 Long: 15% Titan, 15% Velocity 24-Jan-05 -0.56% $98,737 $92,312 $6,425  
24-Jan-05 1163.75 100% money market 25-Jan-05 0.00% $98,737 $92,682 $6,055  
25-Jan-05 1168.41 60% money market, 20% Velocity, 20% Titan 26-Jan-05 0.69% $99,414 $93,131 $6,283  
26-Jan-05 1174.07 Short 25%venture, 25% Tempest 50% mm 27-Jan-05 0.02% $99,435 $93,248 $6,187  
27-Jan-05 1175.55 Short: 50%Tempest, 50%Venture 28-Jan-05 0.89% $100,323 $92,915 $7,408  
28-Jan-05 1171.35 Long 25%Titan, 25%Velocity, 50% mm 31-Jan-05 1.08% $101,403 $93,702 $7,701  
31-Jan-05 1181.27 100% money market 1-Feb-05 0.00% $101,403 $94,347 $7,056  
1-Feb-05 1189.41 Long 25%Titan, 25%Velocity, 50% mm 2-Feb-05 0.21% $101,616 $94,647 $6,969  
2-Feb-05 1193.19 100% money market 3-Feb-05 0.00% $101,616 $94,386 $7,230  
3-Feb-05 1189.89 100% money market 4-Feb-05 0.00% $101,616 $95,428 $6,188  
4-Feb-05 1203.03 100% money market 7-Feb-05 0.00% $101,616 $95,324 $6,292  
7-Feb-05 1201.72 Short 25%venture, 25% Tempest 50% mm 8-Feb-05 -0.15% $101,467 $95,370 $6,097  
8-Feb-05 1202.3 Short 25%venture, 25% Tempest 50% mm 9-Feb-05 1.28% $102,763 $94,552 $8,211  
9-Feb-05 1191.99 Long 25%Titan, 25%Velocity, 50% mm 10-Feb-05 0.21% $102,982 $94,950 $8,032  
10-Feb-05 1197.01 Long 25%Titan, 25%Velocity, 50% mm 11-Feb-05 1.14% $104,159 $95,608 $8,551  
11-Feb-05 1205.3 Long 25%Titan, 25%Velocity, 50% mm 14-Feb-05 0.29% $104,462 $95,675 $8,787  
14-Feb-05 1206.14 Short 25%Tempest, 25%Venture, 50% mm 15-Feb-05 -0.49% $103,950 $95,989 $7,961  
15-Feb-05 1210.11 Short 25%Tempest, 25%Venture, 50% mm 16-Feb-05 0.17% $104,128 $96,008 $8,120  
16-Feb-05 1210.34 87.5% money market, 12.5% long(corrected) 17-Feb-05 -0.29% $103,821 $95,247 $8,574  
17-Feb-05 1200.75 Long 25%Titan, 25%Velocity, 50% mm 18-Feb-05 -0.10% $103,718 $95,313 $8,405  
18-Feb-05 1201.58 Short 12.5%Tempest, 12.5%Venture, 50% mm 22-Feb-05 0.67% $104,415 $93,931 $10,484  
22-Feb-05 1184.16 Long 50% Velocity, 50% Titan 23-Feb-05 0.85% $105,305 $94,458 $10,847  
23-Feb-05 1190.8 Long 20% Velocity, 20% Titan 24-Feb-05 0.87% $106,225 $95,187 $11,038  
24-Feb-05 1200 Long 50% Velocity,50% Titan 25-Feb-05 1.51% $107,828 $96,089 $11,739  
25-Feb-05 1211.37 Long 50% Velocity,50% Titan 28-Feb-05 -1.70% $105,998 $95,473 $10,525  
28-Feb-05 1203.6 Short 25%Tempest, 25%Venture, 50% mm 1-Mar-05 -0.82% $105,126 $96,013 $9,113  
1-Mar-05 1210.41 Long 20%Titan, 20%Velocity, 60% mm 2-Mar-05 -0.06% $105,066 $95,987 $9,079  
2-Mar-05 1210.08 Long 35%Titan, 35%Velocity, 30% mm 3-Mar-05 -0.58% $104,457 $96,018 $8,439  
3-Mar-05 1210.47 Long 50%Titan, 50%Velocity 4-Mar-05 1.52% $106,046 $96,942 $9,104  
4-Mar-05 1222.12 Short 12.5%Tempest, 87.5% mm 7-Mar-05 -0.07% $105,977 $97,195 $8,782  
7-Mar-05 1225.31 100% money market 8-Mar-05 0.00% $105,977 $96,729 $9,248  
8-Mar-05 1219.43 100% money market 9-Mar-05 0.00% $105,977 $95,744 $10,233  
9-Mar-05 1207.01 100% money market 10-Mar-05 0.00% $105,977 $95,921 $10,056  
10-Mar-05 1209.25 Short: 17% Tempest, 17% Venture 11-Mar-05 0.07% $106,052 $95,194 $10,858  
11-Mar-05 1200.08 Long 50% Velocity,50% Titan 14-Mar-05 1.21% $107,334 $95,729 $11,605  
14-Mar-05 1206.83 Short 25%Tempest, 25%Venture, 50% mm 15-Mar-05 0.82% $108,211 $95,009 $13,202  
15-Mar-05 1197.75 Long 50% Velocity,50% Titan 16-Mar-05 -1.88% $106,175 $94,241 $11,934  
16-Mar-05 1188.07 Long 50% Velocity,50% Titan 17-Mar-05 0.26% $106,448 $94,411 $12,037  
17-Mar-05 1190.21 100% money market 18-Mar-05 0.00% $106,448 $94,366 $12,082  
18-Mar-05 1189.65 Long 25%Titan, 25%Velocity, 50% mm 21-Mar-05 -0.76% $105,639 $93,901 $11,738  
21-Mar-05 1183.78 Long 50% Velocity,50% Titan 22-Mar-05 -2.29% $103,217 $92,943 $10,274  
22-Mar-05 1171.71 Long 50% Velocity,50% Titan 23-Mar-05 0.48% $103,709 $93,008 $10,701  
23-Mar-05 1172.53 Long 50% Velocity, 37.5% Titan 24-Mar-05 -0.21% $103,493 $92,920 $10,573  
24-Mar-05 1171.42 Long 37.5% Velocity, 37.5% Titan 28-Mar-05 0.33% $103,838 $93,147 $10,691  
28-Mar-05 1174.28 100% money market 29-Mar-05 0.00% $103,838 $92,440 $11,398  
29-Mar-05 1165.36 100% money market 30-Mar-05 0.00% $103,838 $93,713 $10,125  
30-Mar-05 1181.41 Long 50% Velocity,50% Titan 31-Mar-05 -0.69% $103,122 $93,648 $9,474  
31-Mar-05 1180.59 100% money market 1-Apr-05 0.00% $103,122 $93,039 $10,083  
1-Apr-05 1172.92 Long 15% Velocity,15% Titan 4-Apr-05 0.26% $103,389 $93,292 $10,097  
4-Apr-05 1176.11 Long 50% Velocity,50% Titan 5-Apr-05 0.91% $104,325 $93,711 $10,614  
5-Apr-05 1181.39 Short 15%Tempest, 15%Venture, 70% mm 6-Apr-05 -0.01% $104,316 $93,925 $10,391  
6-Apr-05 1184.08 Long 15%Titan, 15%Velocity, 70% mm 7-Apr-05 0.56% $104,905 $94,493 $10,412  
7-Apr-05 1191.25 Long: 50% Velocity, 50% Titan 8-Apr-05 -1.80% $103,016 $93,696 $9,320  
8-Apr-05 1181.2 Long: 50% Velocity, 50% Titan 11-Apr-05 -0.45% $102,549 $93,697 $8,852  
11-Apr-05 1181.21 Short 50%Tempest, 50%Venture 12-Apr-05 -1.20% $101,314 $94,217 $7,097  
12-Apr-05 1187.76 100% money market 13-Apr-05 0.00% $101,314 $93,108 $8,206  
13-Apr-05 1173.79 Long: 50% Velocity, 50% Titan 14-Apr-05 -2.41% $98,873 $92,177 $6,696  
14-Apr-05 1162.05 Long: 50% Velocity, 50% Titan 15-Apr-05 -3.98% $94,935 $90,635 $4,300  
15-Apr-05 1142.61 Long: 50% Velocity, 50% Titan 18-Apr-05 0.42% $95,330 $90,902 $4,428  
18-Apr-05 1145.98 Long: 50% Velocity, 50% Titan 19-Apr-05 1.31% $96,583 $91,442 $5,141  
19-Apr-05 1152.78 Short: 25% Tempest 25% Venture 20-Apr-05 1.15% $97,691 $90,230 $7,461  
20-Apr-05 1137.5 Long: 60% Velocity, 40% Titan 21-Apr-05 5.00% $102,575 $92,011 $10,564  
21-Apr-05 1159.95 Long: 15% Velocity, 10% Titan 22-Apr-05 -0.68% $101,876 $91,389 $10,487  
22-Apr-05 1152.12 100% money market 25-Apr-05 0.00% $101,876 $92,181 $9,695  
25-Apr-05 1162.1 Long: 50% Velocity, 50% Titan 26-Apr-05 -2.06% $99,778 $91,359 $8,419  
26-Apr-05 1151.74 100% money market 27-Apr-05 0.00% $99,778 $91,727 $8,051  
27-Apr-05 1156.38 Long: 50% Titan, 50% money mkt 28-Apr-05 -1.11% $98,672 $90,684 $7,988  
28-Apr-05 1143.22 Long: 50% Velocity, 50% Titan 29-Apr-05 1.96% $100,602 $91,765 $8,837  
29-Apr-05 1156.85 Long: 50% Velocity, 50% Titan 2-May-05 0.67% $101,272 $92,186 $9,086  
2-May-05 1162.16 Long: 50% Velocity, 50% Titan 3-May-05 0.21% $101,483 $92,107 $9,376  
3-May-05 1161.17 Short 50%Tempest, 50%Venture 4-May-05 -2.93% $98,514 $93,256 $5,258  
4-May-05 1175.65 Short 50%Tempest, 50%Venture 5-May-05 0.39% $98,897 $93,016 $5,881  
5-May-05 1172.63 100% money market 6-May-05 0.00% $98,897 $92,915 $5,982  
6-May-05 1171.35 100% money market 9-May-05 0.00% $98,897 $93,509 $5,388  
9-May-05 1178.84 Short 50%Tempest, 50%Venture 10-May-05 2.00% $100,872 $92,508 $8,364  
10-May-05 1166.22 Long: 50% Velocity, 50% Titan 11-May-05 1.09% $101,969 $92,891 $9,078  
11-May-05 1171.05 Long: 50% Velocity, 50% Titan 12-May-05 -1.34% $100,606 $91,964 $8,642  
12-May-05 1159.36 100% money market 13-May-05 0.00% $100,606 $91,543 $9,063  
13-May-05 1154.05 Long: 60% Velocity, 40% Titan 16-May-05 1.69% $102,305 $92,466 $9,839  
16-May-05 1165.69 Short 50%Tempest, 50%Venture 17-May-05 -1.31% $100,961 $93,109 $7,852  
17-May-05 1173.8 100% money market 18-May-05 0.00% $100,961 $94,042 $6,919  
18-May-05 1185.56 Short 25%Tempest, 25%Venture 19-May-05 %not avail $100,961 $94,480 $6,481  
19-May-05 1191.08 Long: 20% Velocity, 20% Titan 20-May-05 %not avail $100,961 $94,337 $6,624  
20-May-05 1189.28 Long: 20% Velocity, 20% Titan 23-May-05 %not avail $100,961 $94,700 $6,261  
23-May-05 1193.86 Long: 20% Velocity, 20% Titan 24-May-05 %not avail $100,961 $94,717 $6,244  
24-May-05 1194.07 Long: 20% Velocity, 20% Titan 25-May-05 -0.40% $100,557 $94,395 $6,162  
25-May-05 1190.01 Short 20%Tempest, 20%Venture 26-May-05 -0.67% $99,884 $94,999 $4,885  
26-May-05 1197.62 Long: 25% Velocity, 25% Titan 27-May-05 0.00% $99,884 $95,091 $4,793  
27-May-05 1198.78 Long: 25% Velocity, 25% Titan 31-May-05 -0.48% $99,408 $94,513 $4,895  
31-May-05 1191.5 Long: 12.5% Velocity, 12.5% Titan 1-Jun-05 0.55% $99,950 $95,364 $4,586  
1-Jun-05 1202.22 Short 12.5%Tempest,87.5% money mkt 2-Jun-05 -0.05% $99,903 $95,528 $4,375  
2-Jun-05 1204.29 Long: 50% Velocity, 50% Titan 3-Jun-05 -2.25% $97,659 $94,872 $2,787  
3-Jun-05 1196.02 100% money market 6-Jun-05 0.00% $97,659 $94,990 $2,669  
6-Jun-05 1197.51 100% money market 7-Jun-05 0.00% $97,659 $94,970 $2,689  
7-Jun-05 1197.26 Long: 50% Velocity 8-Jun-05 -0.23% $97,436 $94,796 $2,640  
8-Jun-05 1195.07 Long: 50% Velocity, 50% Titan 9-Jun-05 0.76% $98,177 $95,262 $2,915  
9-Jun-05 1200.94 100% money market 10-Jun-05 -1.46% $96,746 $95,038 $1,708  
10-Jun-05 1198.11 Long: 50% Velocity, 50% Titan 13-Jun-05 0.00% $96,746 $95,253 $1,493  
13-Jun-05 1200.82 100% money market 14-Jun-05 -0.07% $96,682 $95,480 $1,202  
14-Jun-05 1203.69 50% short (exit at first fix) 15-Jun-05 0.00% $96,682 $95,709 $973  
15-Jun-05 1206.58 Long: 50% Velocity, 50% Titan 16-Jun-05 -0.57% $96,134 $96,054 $80  
16-Jun-05 1210.93 100% money market 17-Jun-05 0.59% $96,699 $96,533 $166  
17-Jun-05 1216.96 Long: 15% Velocity, 15% Titan 20-Jun-05 -0.04% $96,661 $96,465 $196  
20-Jun-05 1216.1 Long: 29% Velocity, 29% Titan 21-Jun-05 0.11% $96,767 $96,267 $500  
21-Jun-05 1213.61 Short: 12.5% Venture, 12.5% Tempest 22-Jun-05 0.04% $96,807 $96,288 $519  
22-Jun-05 1213.88 Short: 12.5% Venture, 12.5% Tempest 23-Jun-05 0.57% $97,359 $95,245 $2,114  
23-Jun-05 1200.73 Long: 25% Velocity 24-Jun-05 -0.54% $96,833 $94,519 $2,314  
24-Jun-05 1191.57 Short: 12.5% Venture, 12.5% Tempest 27-Jun-05 0.13% $96,956 $94,449 $2,507  
27-Jun-05 1190.69 100% money market 28-Jun-05 0.00% $96,956 $95,312 $1,644  
28-Jun-05 1201.57 Long: 50% Velocity, 50% Titan 29-Jun-05 -0.42% $96,546 $95,176 $1,370  
29-Jun-05 1199.85 100% money market 30-Jun-05 0.00% $96,546 $94,499 $2,047  
30-Jun-05 1191.32 Long: 50% Titan 1-Jul-05 0.45% $96,977 $94,746 $2,231  
1-Jul-05 1194.44 Short: 12.5% Venture, 25% Tempest 5-Jul-05 -0.85% $96,153 $95,583 $570  
5-Jul-05 1204.99 Long: 50% Velocity, 50% Titan 6-Jul-05 -1.40% $94,811 $94,786 $25  
6-Jul-05 1194.94 Long: 50% Velocity, 50% Titan 7-Jul-05 0.60% $95,384 $95,019 $365  
7-Jul-05 1197.87 Long: 50% Velocity, 50% Titan 8-Jul-05 3.11% $98,351 $96,128 $2,223  
8-Jul-05 1211.86 Long: 25% Velocity, 50% Titan 11-Jul-05 1.08% $99,413 $96,730 $2,683  
11-Jul-05 1219.44 Long: 50% Velocity, 50% Titan 12-Jul-05 0.73% $100,134 $96,949 $3,185  
12-Jul-05 1222.21 Long: 50% Velocity, 50% Titan 13-Jul-05 0.21% $100,349 $97,035 $3,314  
13-Jul-05 1223.29 Long: 25% Velocity, 75% money market 14-Jul-05 0.51% $100,856 $97,290 $3,566  
14-Jul-05 1226.5 Short: 25.5% Venture, 75% money mkt 15-Jul-05 -0.04% $100,818 $97,402 $3,416  
15-Jul-05 1227.92 100% money market 18-Jul-05 0.00% $100,818 $96,864 $3,954  
18-Jul-05 1221.13 Long: 50% Velocity, 50% Titan 19-Jul-05 2.02% $102,853 $97,516 $5,337  
19-Jul-05 1229.35 100% money market 20-Jul-05 0.00% $102,853 $97,979 $4,874  
20-Jul-05 1235.19 Long: 12.5% Velocity, 12.5% Titan 21-Jul-05 -0.18% $102,668 $97,290 $5,378  
21-Jul-05 1226.5 Short: 25% Venture, 75% money mkt 22-Jul-05 0.05% $102,719 $97,859 $4,860  
22-Jul-05 1233.68 Long: 25% Titan, 75% money market 25-Jul-05 -0.19% $102,523 $97,490 $5,033  
25-Jul-05 1229.03 Long:12.5% Titan, Short: 25% Venture 26-Jul-05 -0.12% $102,405 $97,490 $4,915  
26-Jul-05 1229.03 Short:12.5% Tempest, long: 25% Velocity 27-Jul-05 0.29% $102,700 $98,106 $4,594  
27-Jul-05 1236.79 Short:12.5% Tempest, long: 25% Velocity 28-Jul-05 0.07% $102,770 $98,655 $4,115  
28-Jul-05 1243.72 Long: 63% Titan, long: 37% Velocity 29-Jul-05 -1.59% $101,141 $97,899 $3,242  
29-Jul-05 1234.18 Long: 63% Velocity, long: 37% Titan 1-Aug-05 0.44% $101,581 $97,992 $3,589  
1-Aug-05 1235.35 Long: 63% Velocity, long: 37% Titan 2-Aug-05 1.84% $103,449 $98,687 $4,762  
2-Aug-05 1244.12 Long: 63% Velocity, long: 37% Titan 3-Aug-05 0.08% $103,536 $98,760 $4,776  
3-Aug-05 1245.04 100% money market 4-Aug-05 0.00% $103,536 $98,032 $5,504  
4-Aug-05 1235.86 Long: 100% Velocity 5-Aug-05 -0.92% $102,585 $97,283 $5,302  
5-Aug-05 1226.42 Long: 100% Velocity 8-Aug-05 -1.45% $101,099 $97,022 $4,077  
8-Aug-05 1223.13 Long: 100% Velocity 9-Aug-05 1.42% $102,536 $97,677 $4,859  
9-Aug-05 1231.38 Long: 75% Velocity 10-Aug-05 -1.44% $101,061 $97,498 $3,563  
10-Aug-05 1229.13 Short: 13% Tempest, 12% Venture 11-Aug-05 -0.39% $100,663 $98,187 $2,476  
11-Aug-05 1237.81 Long: 100% Velocity 12-Aug-05 -1.16% $99,493 $97,598 $1,895  
12-Aug-05 1230.39 100% money market 15-Aug-05 0.00% $99,493 $97,874 $1,619  
15-Aug-05 1233.87 100% money market 16-Aug-05 0.00% $99,493 $96,713 $2,780  
16-Aug-05 1219.23 Short: 12.5% Venture, 12.5% Tempest 17-Aug-05 -0.15% $99,343 $96,793 $2,550  
17-Aug-05 1220.24 Long: 60% Velocity, long: 40% Titan 18-Aug-05 -0.55% $98,795 $96,696 $2,099  
18-Aug-05 1219.02 100% money market 19-Aug-05 0.00% $98,795 $96,751 $2,044  
19-Aug-05 1219.71 Short: 10% Venture, 10% Tempest 22-Aug-05 -0.05% $98,746 $96,911 $1,835  
22-Aug-05 1221.73 Long: 100% Velocity 23-Aug-05 -0.55% $98,198 $96,911 $1,287  
23-Aug-05 1221.73 Long: 50% Velocity, 50% Titan 24-Aug-05 -1.24% $96,979 $95,948 $1,031  
24-Aug-05 1209.59 100% money market 25-Aug-05 0.00% $96,979 $96,169 $810  
25-Aug-05 1212.37 Long: 50% Velocity, 50% Titan 26-Aug-05 -1.08% $95,928 $95,592 $336  
26-Aug-05 1205.1 Long: 50% Velocity, 50% Titan 29-Aug-05 1.40% $97,268 $96,162 $1,106  
29-Aug-05 1212.28 100% money market 30-Aug-05 0.00% $97,268 $95,855 $1,413  
30-Aug-05 1208.41 Long 40% Velocity 31-Aug-05 0.81% $98,052 $96,800 $1,252  
31-Aug-05 1220.33 Long 50% Velocity 1-Sep-05 -0.28% $97,775 $96,900 $875  
1-Sep-05 1221.59 100% money market 2-Sep-05 0.00% $97,775 $95,824 $1,951  
2-Sep-05 1208.02 Short: 12.5% Venture, 12.5% Tempest 6-Sep-05 -0.69% $97,098 $97,837 -$739  
6-Sep-05 1233.4 Long: 25% Velocity, 25% Titan 7-Sep-05 0.20% $97,293 $98,072 -$779  
7-Sep-05 1236.36 100% money market 8-Sep-05 0.00% $97,293 $97,700 -$407  
8-Sep-05 1231.67 Long: 60% Titan 9-Sep-05 0.91% $98,181 $98,478 -$297  
9-Sep-05 1241.48 Long: 60% Velocity 12-Sep-05 0.31% $98,485 $98,405 $80  
12-Sep-05 1240.56 100% money market 13-Sep-05 0.00% $98,485 $97,662 $823  
13-Sep-05 1231.2 100% money market 14-Sep-05 0.00% $98,485 $97,342 $1,143  
14-Sep-05 1227.16 Long: 25% Velocity, 75% Titan 15-Sep-05 0.10% $98,580 $97,387 $1,193  
15-Sep-05 1227.73 100% money market 16-Sep-05 0.00% $98,580 $98,195 $385  
16-Sep-05 1237.91 100% money market 19-Sep-05 0.00% $98,580 $97,648 $932  
19-Sep-05 1231.02 75% money market, 25% Tempest 20-Sep-05 0.43% $99,001 $96,880 $2,121  
20-Sep-05 1221.34 Long, 50% Titan, 50% Velocity 21-Sep-05 -1.97% $97,049 $95,985 $1,064  
21-Sep-05 1210.06 Long, 25% Velocity 22-Sep-05 0.18% $97,223 $96,347 $876  
22-Sep-05 1214.62 Long: 50% Velocity, 50% Titan 23-Sep-05 0.28% $97,499 $96,400 $1,099  
23-Sep-05 1215.29 Long: 50% Velocity, 50% Titan 26-Sep-05 0.09% $97,584 $96,427 $1,157  
26-Sep-05 1215.63 Long: 50% Velocity, 50% Titan 27-Sep-05 -0.26% $97,327 $96,430 $897  
27-Sep-05 1215.66 Long: 50% Titan, 50% moneymkt 28-Sep-05 0.10% $97,427 $96,527 $900  
28-Sep-05 1216.89 Long: 50% Velocity, 50% Titan 29-Sep-05 2.24% $99,608 $97,383 $2,225  
29-Sep-05 1227.68 100% money market 30-Sep-05 0.00% $99,608 $97,473 $2,135  
30-Sep-05 1228.81 100% money market 3-Oct-05 0.00% $99,608 $97,342 $2,266  
3-Oct-05 1227.16 80% m.market,10% Tempest, 10% Venture 4-Oct-05 0.35% $99,954 $96,427 $3,527  
4-Oct-05 1215.63 Long: 22% Velocity, 22% Titan 5-Oct-05 -1.31% $98,646 $94,901 $3,745  
5-Oct-05 1196.39 100% money market 6-Oct-05 0.00% $98,646 $94,512 $4,134  
6-Oct-05 1191.49 Long: 50% Velocity, 50% Titan 7-Oct-05 0.56% $99,202 $94,862 $4,340  
7-Oct-05 1195.9 100% money market(exit vel at AM) 10-Oct-05 -0.20% $99,003 $94,182 $4,821  
10-Oct-05 1187.33 Short: 25% Venture (exit AM fix) 11-Oct-05 0.05% $99,050 $93,987 $5,063  
11-Oct-05 1184.87 100% money market 12-Oct-05 0.00% $99,050 $93,417 $5,633  
12-Oct-05 1177.68 Long: 40% Velocity, 60% Titan 13-Oct-05 0.56% $99,604 $93,350 $6,254  
13-Oct-05 1176.84 100% money market 14-Oct-05 0.00% $99,604 $94,122 $5,482  
14-Oct-05 1186.57 100% money market 17-Oct-05 0.00% $99,604 $94,402 $5,202  
17-Oct-05 1190.1 Short: 50% Tempest, 50% Venture 18-Oct-05 1.79% $101,385 $93,453 $7,932  
18-Oct-05 1178.14 Long: 25% Velocity, 75% money mkt 19-Oct-05 1.00% $102,396 $94,851 $7,545  
19-Oct-05 1195.76 Long: 13% Velocity, 87% money mkt 20-Oct-05 0.01% $102,403 $93,427 $8,976  
20-Oct-05 1177.8 Short: 25% Tempest, 25% Venture 21-Oct-05 -0.39% $102,008 $93,568 $8,440  
21-Oct-05 1179.58 100% money market 24-Oct-05 0.00% $102,008 $95,138 $6,870  
24-Oct-05 1199.38 Short: 25% Tempest, 25% Venture 25-Oct-05 0.29% $102,302 $94,913 $7,389  
25-Oct-05 1196.54 Short: 25% Tempest, 25% Venture 26-Oct-05 0.58% $102,897 $94,504 $8,393  
26-Oct-05 1191.38 100% money market 27-Oct-05 0.00% $102,897 $93,514 $9,383  
27-Oct-05 1178.9 100% money market 28-Oct-05 0.00% $102,897 $95,061 $7,836  
28-Oct-05 1198.41 Short: 50% Tempest, 50% Venture 31-Oct-05 -2.02% $100,820 $95,744 $5,076  
31-Oct-05 1207.01 100% money market 1-Nov-05 0.00% $100,820 $95,406 $5,414  
1-Nov-05 1202.76 100% money market 2-Nov-05 0.00% $100,820 $96,358 $4,462  
2-Nov-05 1214.76 Short: 50% Tempest, 50% Venture 3-Nov-05 -1.85% $98,950 $96,769 $2,181  
3-Nov-05 1219.94 100% money market 4-Nov-05 0.00% $98,950 $96,785 $2,165  
4-Nov-05 1220.14 Long: 25% Velocity, 25% Titan 7-Nov-05 0.14% $99,090 $96,997 $2,093  
7-Nov-05 1222.81 100% money market 8-Nov-05 0.00% $99,090 $96,662 $2,428  
8-Nov-05 1218.59 100% money market 9-Nov-05 0.00% $99,090 $96,825 $2,265  
9-Nov-05 1220.65 Short:12.5% Tempest, 12.5% Venture 10-Nov-05 -0.54% $98,559 $97,604 $955  
10-Nov-05 1230.46 Long: 12.5% Velocity, 12.5% Titan 11-Nov-05 0.08% $98,636 $97,942 $694  
11-Nov-05 1234.72 100% money market 14-Nov-05 0.00% $98,636 $97,861 $775  
14-Nov-05 1233.71 Short: 50% Tempest, 50% Venture 15-Nov-05 0.90% $99,525 $97,489 $2,036  
15-Nov-05 1229.01 100% money market 16-Nov-05 0.00% $99,525 $97,663 $1,862  
16-Nov-05 1231.21 Short:12.5% Tempest, 12.5% Venture 17-Nov-05 -0.59% $98,935 $98,582 $353  
17-Nov-05 1242.8 Long: 12.5% Velocity, 12.5% Titan 18-Nov-05 0.16% $99,089 $99,026 $63  
18-Nov-05 1248.39 Long: 12.5% Velocity, 12.5% Titan 21-Nov-05 0.21% $99,302 $99,538 -$236  
21-Nov-05 1254.85 Long: 50% velocity 22-Nov-05 0.45% $99,744 $100,044 -$300  
22-Nov-05 1261.23 Long: 50% velocity 23-Nov-05 0.15% $99,895 $100,392 -$497  
23-Nov-05 1265.61 Long: 50% velocity 25-Nov-05 0.23% $100,128 $100,601 -$473  
25-Nov-05 1268.25 Long: 100% velocity  
28-Nov-05