| Composition (for each round lot) | As of 8/30/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| America Online (AOL) | 3 | Astrazeneca PLC (AZN) | 4 |
| American International Group, Inc. (AIG) | 2 | AT&T Corp (T) | 6 |
| BellSouth Corporation (BLS) | 5 | BP Amoco PLC (BP) | 3 |
| Bristol-Myers Squibb Company (BMY) | 3 | British Telecommunications PLC (BTY) | 2 |
| Cisco Systems, Inc. (CSCO) | 3 | Citigroup, Inc (C) | 3 |
| Dell Computer Corporation (DELL) | 5 | Deutsche Telekom AG (DT) | 5 |
| Eli Lilly & Company (LLY) | 2 | EMC Corporation (EMC) | 2 |
| Exxon Mobil Corporation (XOM) | 2 | France Telecom (FTE) | 2 |
| General Electric Company (GE) | 3 | Glaxo Wellcome PLC (GLX) | 3 |
| Hewlett-Packard Company (HWP) | 2 | Home Depot, Inc. (HD) | 4 |
| Intel Corporation (INTC) | 2 | JDS Uniphase Corporation (JDSU) | 2 |
| International Business Machines Corp. (IBM) | 2 | Johnson & Johnson (JNJ) | 2 |
| LM Ericsson Telephone Company (ERICY) | 9 | Lucent Technology (LU) | 4 |
| MCI Worldcom, Inc. (WCOM) | 5 | Merck &Co., Inc. (MRK) | 3 |
| Microsoft Corporation (MSFT) | 3 | Nokia Corp. (NOK) | 4 |
| Morgan Stanley Dean Witter & Co. (MWD) | 2 | Nortel Networks Corporation (NT) | 2 |
| Nippon Telegraph & Telephone Corp (NTT) | 3 | Novartis AG (NVS) | 5 |
| Oracle Corporation (ORCL) | 2 | Pfizer Inc. (PFE) | 4 |
| Qwest Communications International Inc (Q) | 4 | Royal Dutch Petroleum Company (RD) | 3 |
| SBC Communications Inc. (SBC) | 4 | Sony Corporation (SNE) | 2 |
| Sun Microsystems, Inc. (SUNW) | 2 | Texas Instruments Inc. (TXN) | 3 |
| The Coca-Cola Company (KO) | 3 | Time Warner Inc. (TWX) | 2 |
| Total fina Elf S.A. (TOT) | 2 | Toyota Motor Corporation (TM) | 2 |
| Verizon Communications (VZ) | 4 | Viacom Inc. (VIA.B) | 3 |
| Vodafone Airtouch PLC (VOD) | 5 | Wal-Mart Stores Inc. (WMT) | 4 |
| Composition (for each round lot) | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| America Online Inc. (AOL) | 42 | E*Trade Group Inc. (EGRP) | 12 |
| Yahoo Inc. (YHOO) | 26 | DoulbeClick Inc. (DCLK) | 4 |
| Amazon.com (AMZN) | 18 | Ameritrade Holding Corp. (AMTD) | 9 |
| eBay Inc. (EBAY) | 12 | Lycos, Inc. (LCOS) | 4 |
| At Home Corp. (ATHM) | 17 | CNET, Inc. (CNET) | 4 |
| Priceline.com (PCLN) | 7 | PSINet Inc. (PSIX) | 6 |
| CMGI Inc. (CMGI) | 10 | Network Associates, Inc. (NETA) | 7 |
| Inktomi Corporation (INKT) | 6 | EarthLink Networks, Inc. (ELNK) | 6 |
| Exodus Communications Inc. (EXDS) | 16 | Go2Net, Inc. (GNET) | 1 |
| RealNetworks, Inc. | 8 |
| Composition (for each round lot) | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| SBC Communications Inc. (SBC) | 27 | Nextel Communications, Inc. (NXTL) | 6 |
| AT&T Corp. (T) | 25 | US West, Inc. (USW) | 4 |
| MCI WorldCom Inc. (WCOM) | 22 | Verizon | 22 |
| Qwest Communications International Inc. (Q) | 13 | Level 3 Communications, Inc. (LVLT) | 3 |
| BellSouth Corp. (BLS) | 15 | ALLTEL Corp. (AT) | 2 |
| Century Telephone Enterprises (CTL) | 1 | NTL Incorporated (NTLI) | 1 |
| Sprint Corp. (FON Group) (FON) | 6 | Broadwing Inc. (BRW) | 2 |
| Sprint Corp. (PCS Group) (PCS) | 6 | McLeodUSA Inc. (MCLD) | 3 |
| Global Crossing Ltd. (GBLX) | 6 | ||
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Merck & Co. Inc. (MRK) | 22 | Pfizer Inc. (PFE) | 58 |
| Biovial Corporation International (BVF) | 2 | King Pharmaceuticals, Inc. (KING) | 2 |
| Johnson & Johnson (JNJ) | 13 | Forest Laboratories, Inc. (FRX) | 1 |
| Bristol-Myers Squibb Co. (BMY) | 18 | Andrx Corporation (ADRX) | 2 |
| Eli Lilly & Co. (LLY) | 10 | Allergan, Inc. (AGN) | 1 |
| Jones Pharma Inc. (JMED) | 2 | IVAX Corporation (IVX) | 2 |
| Schering-Plough Corporation (SGP) | 14 | Watson Pharmaceuticals, Inc. (WPI) | 1 |
| American Home Products Corp. (AHP) | 12 | ICN Pharmaceuticals, Inc. (ICN) | 1 |
| Abbot Laboratories (ABT) | 14 | Mylan Laboratories (MYL) | 1 |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Internet Capital Group, Inc. (ICGE) | 15 | Retek Inc (RETK) | 3 |
| Ariba, Inc. (ARBA) | 14 | CheckFree Holdings Corporation (CKFR) | 4 |
| Commerce One, Inc. (CMRC) | 12 | Proxicom, Inc. (PXCM) | 4 |
| FreeMarkets, Inc (FMKT) | 3 | ImageX.com, Inc. (IMGX) | 1 |
| VerticalNet, Inc. (VERT) | 6 | PurchasePro.com, Inc. (PPRO) | 2 |
| Scient Corporation (SCNT) | 5 | SciQuest.com, Inc. (SQST) | 3 |
| CareInsite, Inc. (CARI) | 6 | QRS Corporation (QRSI) | 1 |
| Ventro Corporation (VNTR) | 2 | Pegasus Systems, Inc. (PEGS) | 2 |
| Agile Software Corporation (AGIL) | 4 |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Exodus Communications, Inc. (EXDS) | 12 | Vitria Technology, Inc. (VITR) | 4 |
| Akamai Technologies, Inc. (AKAM) | 3 | VeriSign, Inc. (VRSN) | 6 |
| InterNAP Network Services Corporation (INAP) | 5 | Digital Island, Inc. (ISLD) | 2 |
| InfoSpace.com Inc. (INSP) | 8 | Software.com, Inc. (SWCM) | 2 |
| BroadVision, Inc.(BVSN) | 9 | Kana Communications, Inc. (KANA) | 2 |
| Vignette Corporation (VIGN) | 6 | Alteon WebSystems, Inc. (ATON) | 2 |
| Inktomi Corp. (INKT) | 4 | Usinternetworking, Inc. (USIX) | 4 |
| BEA Systems, Inc. (BEAS) | 10 | E.piphany, Inc. (EPNY) | 1 |
| RealNetworks, Inc. (RNWK) | 6 | NaviSite, Inc. (NAVI) | 2 |
| Portal Software, Inc. (PRSF) | 6 |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of
Shares |
| Wells Fargo & Co. (WFC) | 24 | FleetBoston Financial Corp. (FBF) | 25 |
| Bank One Corporation (ONE) | 33 | First Union Corporation (FTU) | 29 |
| Firstar Corporation (FSR) | 29 | Fifth Third Bancorp (FITB) | 18 |
| Mellon Financial Corporation (MEL) | 14 | State Street Corporation (STT) | 5 |
| The PNC Financial Services Group, Inc (PNC) | 9 | Northern Trust Corporation (NTRS) | 7 |
| U.S. Bancorp (USB) | 22 | SunTrust Banks, Inc. (STI) | 9 |
| Wachovia Corporation (WB) | 6 | National City Corporation (NCC) | 18 |
| BB&T Corporation (BBT) | 10 | KeyCorp (KEY) | 13 |
| Comerica Incorporated (CMA) | 5 | AmSouth Bancorporation (ASO) | 12 |
| Synovus Financial Corp. (SNV) | 8 | Marshall & Ilsley Corporation (MI) | 3 |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Intel Corporation (INTC) | 30 | Texas Instruments, Inc. (TXN) | 22 |
| Applied Materials, Inc. (AMAT) | 13 | Micron Technology, Inc. (MU) | 9 |
| Analog Devices, Inc. (ADI) | 6 | Broadcom Corporation (BRCM) | 2 |
| Xilinx, Inc. (XLNX) | 5 | Maxim Integrated Products, Inc. (MXIM) | 5 |
| Teradyne, Inc. (TER) | 3 | Altera Corporation (ALTR) | 6 |
| Linear Technology Corporation (LLTC) | 5 | SanDisk Corporation (SNDK) | 1 |
| KLA Tencor Corporation (KLAC) | 3 | Atmel Corporation (ATML) | 4 |
| Vitesse Semiconductor Corporation (VTSS) | 3 | Advanced Micro Devices, Inc. (AMD) | 4 |
| National Semiconductor Corporation (NSM) | 3 | Novellus Systems, Inc. (NVLS) | 2 |
| Amkor Technology, Inc. (AMKR) | 2 | ||
| Composition | As of 8/25/00 | |
| 1/16th ($0.0625) | ||
| Min. Trade Size: | 100 Shares (Round Lot) | |
| Marginable: | 50% for Purchases; | |
| 150% for Short Sales | ||
| Short selling Allowed: | Exempt from SEC Rule 10a-1 (short sale rule) | |
| Option Trading: | Yes | |
| Trustee: | Bank of New York | |
| Sponsor: | Merrill Lynch |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Duke Energy Corporation (DUK) | 15 | Enron Corporation (ENE) | 12 |
| The Williams Company (WMB) | 20 | The Southern Company (SO) | 29 |
| El Paso Energy Corporation (EPG) | 10 | Dominion Resources, Inc. (D) | 11 |
| Dynegy, Inc. (DYN) | 12 | PG&E Corporation (PCG) | 17 |
| American Electric Power Company, Inc. (AEP) | 14 | FPL Group, Inc. (FPL) | 8 |
| Texas Utilities Company (TXU) | 12 | Reliant Energy Resources Corp. (REI) | 13 |
| Public Service Enterprise Group, Inc. (PEG) | 10 | Peco Energy Company (PE) | 8 |
| Edison International (EIX) | 15 | Consolidated Edison, Inc. (ED) | 9 |
| Unicom Corporation (UCM) | 8 | Entergy Corporation (ETR) | 10 |
| First Energy Corporation (FE) | 10 | Carolina Power & Light Company (CPL) | 7 |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Lucent Technologies (LU) | 29 | Nortel Networks Corporation (NT) | 28 |
| Qualcomm, Inc. (QCOM) | 8 | JDS Uniphase Corporation (JDSU) | 8 |
| Motorola, Inc. (MOT) | 18 | Corning, Inc. (GLW) | 3 |
| Broadcom Corporation (BRCM) | 2 | Next Level Communications, Inc (NXTV) | 1 |
| Tellabs, Inc. (TLAB) | 4 | Comverse Technology, Inc. (CMVT) | 2 |
| Terayon Communications | 2 | PMC-Sierra, Inc. (PMCS) | 1 |
| SDL, Inc. (SDLI) | 1 | Applied Micro Circuits Corp. (AMCC) | 1 |
| Scientific-Atlantic, Inc. (SFA) | 2 | Conexant Systems,Inc. (CNXT) | 2 |
| RF Micro Devices, Inc. (RFMD) | 1 | Ciena Corporation (CIEN) | 1 |
| Copper Moutain Networks, Inc. (CMTN) | 1 |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Amgen Inc. (AMGN) | 46 | Genentech, Inc. (DNA) | 22 |
| Biogen Inc. (BGEN) | 13 | Immunex Corporation (IMNX) | 42 |
| PE Corp-PE Biosystems Group (PEB) | 18 | MedImmune, Inc. (MEDI) | 15 |
| Chiron Corporation (CHIR) | 16 | Genzyme Corporation (GENZ) | 7 |
| Gilead Sciences, Inc. (GILD) | 4 | Sepracor Inc. (SEPR) | 6 |
| IDEC Pharmaceutical Corporation (IDPH) | 4 | QLT Photo Therapeutics Inc. (QLTI) | 5 |
| Millennium Pharmaceuticals Inc. (MLNM) | 6 | Bio Chem Pharma Inc.(BCHE) | 9 |
| Affmetrix Inc. (AFFX) | 4 | Human Genome Sciences, Inc. (HGSI) | 4 |
| ICOS Corporation (ICOS) | 4 | Enzon, Inc. (ENZN) | 3 |
| Celera Genomics (CRA) | 4 | Alkermes, Inc. (ALKS) | 4 |
| Composition | As of 8/25/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Cisco Systems, Inc. (CSCO) | 26 | Foundry Networks, Inc. (FDRY) | 1 |
| International Business Machines Corp. (IBM) | 13 | Gateway, Inc. (GTW) | 2 |
| Hewlett-Packard Co. (HWP) | 7 | Network Appliance, Inc. (NTAP) | 2 |
| Sun Microsystems, Inc. (SUNW) | 12 | Apple Computer, Inc. (AAPL) | 2 |
| EMC Corp. (EMC) | 16 | Cobalt Networks, Inc. (COBT) | 1 |
| Dell Computer Corp. (DELL) | 19 | Seagate Technology, Inc. (SEG) | 2 |
| Compaq Computer Corp. (CPQ) | 13 | Extreme Networks, Inc. (EXTR) | 1 |
| Sycamore Networks, Inc. (SCMR) | 2 | Ciena Corporation (CIEN) | 1 |
| Juniper Networks, Inc. (JNPR) | 2 | Unisys Corp. (UIS) | 2 |
| 3Com Corporation (COMS) | 3 | Adaptec, Inc. (ADPT) | 1 |
| Composition | As of 10/12/00 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Adobe Systems Inc. (ADBE) | 3 | BMC Software, Inc. (BMCS) | 7 |
| Check Point Software Technologies Ltd. (CHKP) | 4 | Computer Associates International, Inc. (CA) | 17 |
| i2 Technologies, Inc. (ITWO) | 5 | Intuit Inc. (INTU) | 6 |
| Macromedia, Inc. (MACR) | 1 | Mercury Interactive Corp. (MERQ) | 2 |
| Micromuse Inc. (MUSE) | 1 | Microsoft Corp. (MSFT) | 15 |
| Nuance Communications, Inc. (NUAN) | 1 | Oracle Corporation (ORCL) | 12 |
| PeopleSoft, Inc. (PSFT) | 8 | Phone.com Inc. (PHCM) | 2 |
| Rational Software Corp. (RATL) | 5 | SAP AG-preference shares (SAP) | 16 |
| Sapient Corporation (SAPE) | 3 | Siebel Systems, Inc. (SEBL) | 8 |
| TIBCO Software Inc. (TIBX) | 5 | Veritas Software Inc. (VRTS) | 7 |
| Composition (for each round lot) | As of | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| AEGON N.V. (AEG) | 5 | Arm Hldgs Plc (ARMHY) | 8 |
| Alcatel Asthom Compagnie GTnTrale dElectricitT (ALA) | 3 | Asm Intl NV (ASMI) | 13 |
| Asm Lithography Hldg NV (ASML) | 7 | Autonomy Corp Plc (AUTN) | 6 |
| Aventis (AVE) | 4 | AXA (AXA) | 3 |
| Astrazeneca PLC (AZN) | 4 | Bookham Technology Plc (BKHM) | 12 |
| Business Objects Pic (BOBJ) | 4.5 | Bp Amoco Plc (BP) | 4 |
| Cable & Wireless Plc (CWP) | 5 | Daimlerchrysler Ag (DCX) | 4 |
| Diageo Plc (DEO) | 5 | Amdocs Ltd (DOX) | 3 |
| Deutsche Telekom AG (DT) | 5 | Elan Corporation Plc (ELN) | 4 |
| Ericsson L M Tel Co (ERICY) | 16 | Glaxo Smith Kline PLC (GSK) | 6 |
| Infineon Technologies Ag (IFX) | 5 | Ing Groep N V (ING) | 2 |
| Iona Technologies Plc (IONA) | 3 | Jazztel Plc (JAZZ) | 11 |
| Kpnqwest N V (KQIP) | 8 | Millicom Intl Cellular S A (MICC) | 6 |
| Nokia (NOK) | 5 | Novartis A G (NVS) | 5 |
| Koninklijke Plilips Electrs N V (PHG) | 5 | Qiagen N V (QGENF) | 6 |
| Royal Dutch Pete Co (RD) | 3 | Repsol S.A. (REP) | 11 |
| Ryanair Hldgs (RYAAY) | 4 | Sap Aktiengesellchaft (SAP) | 4 |
| Shire Pharmaceuticals Grp Plc (SHPGY) | 4 | Smartforce Pub Ltd Co (SMTF) | 6 |
| Sonera Group Plc (SNRA) | 9 | Scottish Pwr Plc (SPI) | 7 |
| Stmicroelectronis N V (STM) | 4 | Serono S A (SRA) | 9 |
| Telefonica de Espata, SA (TEF) | 3 | Total Fina Elf S A (TOT) | 3 |
| Terra Networks S A (TRLY) | 15 | UBS Ag (UBS) | 1 |
| Unilever NV (UN) | 3 | United Pan Europe Communications NV (UPCOY) | 13 |
| Vivendi Universal (V) | 3 | Vodafone Group Plc (VOD) | 6 |
| Wpp Group Plc (WPPGY) | 3 |
| Composition (for each round lot) | As of 3/12/01 | ||
| Name & Symbol | # of Shares | Name & Symbol | # of Shares |
| Baker Hughes Incorporated (BHI) | 21 | BJ Services Company (BJS) | 7 |
| Cooper Cameron Corporation (CAM) | 4 | Diamond Offshore Drilling, Inc. (DO) | 11 |
| ENSCO International Inc. (ESV) | 11 | Global Marine Inc. (GLM) | 15 |
| Grant Prideco Inc. (GRP) | 9 | Halliburton Company (HAL) | 22 |
| Hanover Compressor Co. (HC) | 5 | Nabors Industries, Inc. (NBR) | 12 |
| Noble Drilling Corp (NE) | 11 | National-Oilwell Inc. (NOI) | 7 |
| Rowan Companies, Inc. (RDC) | 8 | Transocean Sedco Forex Inc. (RIG) | 18 |
| Sante Fe Intl Corp (SDC) | 10 | Smith International, Inc. (SII) | 4 |
| Schlumberger Limited (SLB) | 11 | Tidewater Inc. (TDW) | 5 |
| Weatherford Intl Inc. (WFT) | 9 |
| Composition (for each round lot) | As of 3/12/01 | ||
| Name & Symbol | # of
Shares |
Name & Symbol | # of
Shares |
| LM Ericsson Telephone Company (ERICY) | 74 | Voicestream Wireless Corp. (VSTR) | 5 |
| AT&T Corp-AT&T Wireless Group (AWE) | 40 | RF Micro Devices, Inc. (RFMD) | 4 |
| Motorola, Inc. (MOT) | 41 | Crown Castle International Corp. (TWRS) | 4 |
| Nokia Corp. (NOK) | 23 | Nextel Partners, Inc. (NXTP) | 4 |
| Vodafone Group p.l.c. (VOD) | 21 | Telesp Celular Participaceos SA (TCP) | 3 |
| Sprint Corp. - PCS Group(PCS) | 21 | Western Wireless Corp. (WWCA) | 2 |
| Verizon Communications (VZ) | 17 | Research in Motion Limited (RIMM) | 2 |
| SK Telecom CO., Ltd. (SKM) | 17 | United States Cellular Corp. (USM) | 1 |
| Nextel Communications Inc. (NXTL) | 16 | Aether Systems, Inc. (AETH) | 1 |
| Qualcomm Inc.(QCOM) | 13 | Netro Corp. (NTRO) | 1 |
| Composition (for each round lot) | As of 3/12/01 | ||
| Name & Symbol | # of
Shares |
Name & Symbol | # of
Shares |
| Albertsons Inc. (ABS) | 8 | Lowe's Companies (LOW) | 7 |
| Amazon (AMZN) | 7 | Limited Inc. (LTD)6 | 8 |
| Best Buy (BBY) | 4 | May Department Stores Co. (MAY) | 6 |
| Costco Wholesale Corp. (COST) | 8 | Radioshack Corp. (RSH) | 3 |
| CVS Corp. (CVS) | 7 | Sears Roebuck & Co. (S) | 6 |
| Federated Department Stores (FD) | 4 | Safeway Inc. (SWY) | 9 |