UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:
9/30/2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: KBW ASSET MANAGEMENT, INC.
Address: Two World Trade Center, 85th Floor
New York, New York 10048
Form 13F File Number: 28-
----
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Reporting Manager:
Name: Michael T. O'Brien
Title: President
Phone: 212-432-4502
Signature, Place, and Date of Signing:
/s/ Michael T. O'Brien
-----------------------------
New York, New York
October 10, 2000
Report Type (Check only one):
[x] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
1
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
-
Form 13F Information Table Entry Total: _____
Form 13F Information Table Value Total: $ 125,586 (thousands)
-------
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect to
which this report is filed, other than the manager filing this report.
No. NONE
2
<PAGE>
<TABLE>
<CAPTION>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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1ST SOURCE CORP Common Stock 36901103 95 4,500 X 0 0 X 0 0
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A G EDWARDS INC Common Stock 81760108 26 500 X 0 0 X 0 0
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A G EDWARDS INC Common Stock 81760108 37 700 X 0 0 X 0 0
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A G EDWARDS INC Common Stock 81760108 89 1,700 X 0 0 X 0 0
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A G EDWARDS INC Common Stock 81760108 26 500 X 0 0 X 0 0
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A G EDWARDS INC Common Stock 81760108 16 300 X 0 0 X 0 0
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ALLIANCE INSTL RESVS INC Common Stock 18616201 2,699 2,699,476 X 0 0 X 0 0
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ALLIANCE INSTL RESVS INC Common Stock 18616201 10,459 10,458,755 X 0 0 X 0 0
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ALLMERICA FINANCIAL CORP Common Stock 19754100 141 2,200 X 0 0 X 0 0
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ALLMERICA FINANCIAL CORP Common Stock 19754100 96 1,500 X 0 0 X 0 0
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ALLMERICA FINANCIAL CORP Common Stock 19754100 371 5,800 X 0 0 X 0 0
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ALLMERICA FINANCIAL CORP Common Stock 19754100 102 1,600 X 0 0 X 0 0
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AMCORE FINANCIAL INC Common Stock 23912108 720 36,700 X 0 0 X 0 0
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AMCORE FINANCIAL INC Common Stock 23912108 34 1,750 X 0 0 X 0 0
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AMCORE FINANCIAL INC Common Stock 23912108 120 6,100 X 0 0 X 0 0
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AMCORE FINANCIAL INC Common Stock 23912108 279 14,200 X 0 0 X 0 0
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AMCORE FINANCIAL INC Common Stock 23912108 200 10,200 X 0 0 X 0 0
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AMCORE FINANCIAL INC Common Stock 23912108 190 9,700 X 0 0 X 0 0
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AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 560 31,800 X 0 0 X 0 0
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AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 414 23,500 X 0 0 X 0 0
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AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 471 26,750 X 0 0 X 0 0
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AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 109 6,200 X 0 0 X 0 0
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AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 263 14,900 X 0 0 X 0 0
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1
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 1,626 92,250 X 0 0 X 0 0
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AMERICAN GENERAL CORP Common Stock 26351106 476 6,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN GENERAL CORP Common Stock 26351106 133 1,700 X 0 0 X 0 0
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AMERICAN GENERAL CORP Common Stock 26351106 117 1,500 X 0 0 X 0 0
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AMERICAN GENERAL CORP Common Stock 26351106 179 2,300 X 0 0 X 0 0
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AMSOUTH BANC DEC 17.5 0321650LW -7 -373 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 17.5 0321650LW -3 -136 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 12.5 0321650LV -89 -1,021 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 12.5 0321650LV -32 -369 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 12.5 0321650LV -23 -263 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 12.5 0321650LV -25 -284 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 12.5 0321650LV -15 -171 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 17.5 0321650LW -2 -106 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 17.5 0321650LW -1 -62 Call X 0 0 X 0 0
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AMSOUTH BANC DEC 17.5 0321650LW -2 -98 Call X 0 0 X 0 0
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AMSOUTH BANCORPORATION Common Stock 32165102 291 23,300 X 0 0 X 0 0
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AMSOUTH BANCORPORATION Common Stock 32165102 488 39,000 X 0 0 X 0 0
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AMSOUTH BANCORPORATION Common Stock 32165102 1,743 139,400 X 0 0 X 0 0
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AMSOUTH BANCORPORATION Common Stock 32165102 631 50,500 X 0 0 X 0 0
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AMSOUTH BANCORPORATION Common Stock 32165102 451 36,100 X 0 0 X 0 0
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ANNUITY & LIFE RE HOLDINGS LTD Common Stock G03910109 92 3,800 X 0 0 X 0 0
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ANNUITY & LIFE RE HOLDINGS LTD Common Stock G03910109 328 13,600 X 0 0 X 0 0
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ANNUITY & LIFE RE HOLDINGS LTD Common Stock G03910109 118 4,900 X 0 0 X 0 0
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2
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANNUITY & LIFE RE HOLDINGS LTD Common Stock G03910109 145 6,000 X 0 0 X 0 0
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ANNUITY & LIFE RE HOLDINGS LTD Common Stock G03910109 84 3,500 X 0 0 X 0 0
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ASTORIA FINANCIAL CORP Common Stock 46265104 104 2,700 X 0 0 X 0 0
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ASTORIA FINANCIAL CORP Common Stock 46265104 402 10,400 X 0 0 X 0 0
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ASTORIA FINANCIAL CORP Common Stock 46265104 143 3,700 X 0 0 X 0 0
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ASTORIA FINANCIAL CORP Common Stock 46265104 66 1,700 X 0 0 X 0 0
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ASTORIA FINANCIAL CORP Common Stock 46265104 112 2,900 X 0 0 X 0 0
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AXA FINL INC Common Stock 2451102 372 7,300 X 0 0 X 0 0
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AXA FINL INC Common Stock 2451102 102 2,000 X 0 0 X 0 0
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AXA FINL INC Common Stock 2451102 61 1,200 X 0 0 X 0 0
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AXA FINL INC Common Stock 2451102 132 2,600 X 0 0 X 0 0
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AXA FINL INC Common Stock 2451102 97 1,900 X 0 0 X 0 0
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BANCWEST CORP NEW COM Common Stock 59790105 181 9,300 X 0 0 X 0 0
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BANCWEST CORP NEW COM Common Stock 59790105 198 10,200 X 0 0 X 0 0
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BANCWEST CORP NEW COM Common Stock 59790105 107 5,500 X 0 0 X 0 0
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BANCWEST CORP NEW COM Common Stock 59790105 117 6,000 X 0 0 X 0 0
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BANCWEST CORP NEW COM Common Stock 59790105 731 37,600 X 0 0 X 0 0
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BANCWEST CORP NEW COM Common Stock 59790105 251 12,900 X 0 0 X 0 0
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BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 93 5,200 X 0 0 X 0 0
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BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 345 19,300 X 0 0 X 0 0
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BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 1,267 70,900 X 0 0 X 0 0
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BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 200 11,200 X 0 0 X 0 0
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BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 318 17,800 X 0 0 X 0 0
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3
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 447 25,000 X 0 0 X 0 0
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BLACKROCK INC CL A Common Stock 09247X101 294 9,200 X 0 0 X 0 0
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BLACKROCK INC CL A Common Stock 09247X101 1,104 34,500 X 0 0 X 0 0
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BLACKROCK INC CL A Common Stock 09247X101 162 5,050 X 0 0 X 0 0
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BLACKROCK INC CL A Common Stock 09247X101 26 800 X 0 0 X 0 0
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CAPITAL ONE Mar-70 14040H1CN -10 -10 Call X 0 0 X 0 0
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CAPITAL ONE Mar-70 14040H1CN -63 -63 Call X 0 0 X 0 0
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CAPITAL ONE Mar-70 14040H1CN -16 -16 Call X 0 0 X 0 0
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CAPITAL ONE Mar-70 14040H1CN -23 -23 Call X 0 0 X 0 0
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CAPITAL ONE Mar-70 14040H1CN -18 -18 Call X 0 0 X 0 0
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CAPITAL ONE Dec-55 14040H0LK -10 -6 Call X 0 0 X 0 0
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CAPITAL ONE Dec-55 14040H0LK -17 -10 Call X 0 0 X 0 0
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CAPITAL ONE Dec-55 14040H0LK -10 -6 Call X 0 0 X 0 0
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CAPITAL ONE Dec-55 14040H0LK -48 -29 Call X 0 0 X 0 0
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CAPITAL ONE Dec-55 14040H0LK -21 -13 Call X 0 0 X 0 0
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CAPITAL ONE Dec-60 14040H0LL -41 -33 Call X 0 0 X 0 0
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CAPITAL ONE Dec-60 14040H0LL -70 -56 Call X 0 0 X 0 0
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CAPITAL ONE Dec-60 14040H0LL -234 -187 Call X 0 0 X 0 0
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CAPITAL ONE Dec-60 14040H0LL -91 -73 Call X 0 0 X 0 0
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CAPITAL ONE Dec-60 14040H0LL -63 -50 Call X 0 0 X 0 0
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CAPITAL ONE Mar-65 14040H1CM -20 -17 Call X 0 0 X 0 0
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CAPITAL ONE Mar-65 14040H1CM -27 -23 Call X 0 0 X 0 0
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CAPITAL ONE Mar-65 14040H1CM -21 -18 Call X 0 0 X 0 0
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4
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAPITAL ONE Mar-65 14040H1CM -13 -11 Call X 0 0 X 0 0
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CAPITAL ONE Mar-65 14040H1CM -75 -63 Call X 0 0 X 0 0
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CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 3,468 49,500 X 0 0 X 0 0
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CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 967 13,800 X 0 0 X 0 0
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CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 890 12,700 X 0 0 X 0 0
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CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 568 8,100 X 0 0 X 0 0
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CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 1,282 18,300 X 0 0 X 0 0
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CENTURA BANKS INC Common Stock 15640T100 23 600 X 0 0 X 0 0
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CENTURA BANKS INC Common Stock 15640T100 226 5,900 X 0 0 X 0 0
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CENTURA BANKS INC Common Stock 15640T100 636 16,600 X 0 0 X 0 0
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CENTURA BANKS INC Common Stock 15640T100 103 2,700 X 0 0 X 0 0
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CENTURA BANKS INC Common Stock 15640T100 165 4,300 X 0 0 X 0 0
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CENTURA BANKS INC Common Stock 15640T100 215 5,600 X 0 0 X 0 0
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CHARTER ONE FINANCIAL INC Common Stock 160903100 438 17,955 X 0 0 X 0 0
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CHARTER ONE FINANCIAL INC Common Stock 160903100 2,664 109,305 X 0 0 X 0 0
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CHARTER ONE FINANCIAL INC Common Stock 160903100 973 39,900 X 0 0 X 0 0
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CHARTER ONE FINANCIAL INC Common Stock 160903100 714 29,295 X 0 0 X 0 0
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CHARTER ONE FINANCIAL INC Common Stock 160903100 688 28,245 X 0 0 X 0 0
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CHASE MANHATTAN CORP NEW Common Stock 16161A108 506 10,949 X 0 0 X 0 0
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CHASE MANHATTAN CORP NEW Common Stock 16161A108 550 11,900 X 0 0 X 0 0
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CHASE MANHATTAN CORP NEW Common Stock 16161A108 1,995 43,200 X 0 0 X 0 0
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CHASE MANHATTAN CORP NEW Common Stock 16161A108 323 7,000 X 0 0 X 0 0
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CHASE MANHATTAN CORP NEW Common Stock 16161A108 711 15,400 X 0 0 X 0 0
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5
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHASE MNHATN Jan-55 16161A1AK -6 -44 Call X 0 0 X 0 0
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CHASE MNHATN Jan-55 16161A1AK -4 -34 Call X 0 0 X 0 0
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CHASE MNHATN Jan-55 16161A1AK -3 -20 Call X 0 0 X 0 0
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CHASE MNHATN Jan-55 16161A1AK -15 -121 Call X 0 0 X 0 0
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CHASE MNHATN Jan-55 16161A1AK -4 -32 Call X 0 0 X 0 0
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CITY NATIONAL CORP Common Stock 178566105 655 16,950 X 0 0 X 0 0
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CITY NATIONAL CORP Common Stock 178566105 104 2,700 X 0 0 X 0 0
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CITY NATIONAL CORP Common Stock 178566105 224 5,800 X 0 0 X 0 0
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CITY NATIONAL CORP Common Stock 178566105 166 4,300 X 0 0 X 0 0
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CITY NATIONAL CORP Common Stock 178566105 41 1,050 X 0 0 X 0 0
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CITY NATIONAL CORP Common Stock 178566105 189 4,900 X 0 0 X 0 0
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COLONIAL BANCGROUP INC Common Stock 195493309 35 3,400 X 0 0 X 0 0
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COLONIAL BANCGROUP INC Common Stock 195493309 244 23,500 X 0 0 X 0 0
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COLONIAL BANCGROUP INC Common Stock 195493309 716 69,000 X 0 0 X 0 0
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COLONIAL BANCGROUP INC Common Stock 195493309 175 16,900 X 0 0 X 0 0
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COLONIAL BANCGROUP INC Common Stock 195493309 113 10,900 X 0 0 X 0 0
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COLONIAL BANCGROUP INC Common Stock 195493309 196 18,900 X 0 0 X 0 0
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COLUMBIA BANKING SYSTEMS INC Common Stock 197236102 56 4,100 X 0 0 X 0 0
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COMERICA INC Common Stock 200340107 608 10,400 X 0 0 X 0 0
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COMERICA INC Common Stock 200340107 333 5,700 X 0 0 X 0 0
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COMERICA INC Common Stock 200340107 497 8,500 X 0 0 X 0 0
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COMERICA INC Common Stock 200340107 1,736 29,700 X 0 0 X 0 0
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COMERICA INC Common Stock 200340107 468 8,000 X 0 0 X 0 0
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6
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMERICA INC Jan-55 2003401AK -17 -28 Call X 0 0 X 0 0
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COMERICA INC Jan-55 2003401AK -31 -52 Call X 0 0 X 0 0
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COMERICA INC Jan-55 2003401AK -89 -148 Call X 0 0 X 0 0
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COMERICA INC Jan-55 2003401AK -25 -42 Call X 0 0 X 0 0
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COMERICA INC Jan-55 2003401AK -24 -40 Call X 0 0 X 0 0
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COMERICA INC Jan-60 2003401AL -15 -40 Call X 0 0 X 0 0
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COMERICA INC Jan-60 2003401AL -11 -29 Call X 0 0 X 0 0
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COMERICA INC Jan-60 2003401AL -20 -52 Call X 0 0 X 0 0
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COMERICA INC Jan-60 2003401AL -16 -43 Call X 0 0 X 0 0
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COMERICA INC Jan-60 2003401AL -56 -149 Call X 0 0 X 0 0
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COMMONWEALTH BANCORP INC Common Stock 20268X102 88 6,100 X 0 0 X 0 0
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COMPASS BANCSHARES INC Common Stock 20449H109 263 13,500 X 0 0 X 0 0
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COMPASS BANCSHARES INC Common Stock 20449H109 121 6,200 X 0 0 X 0 0
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COMPASS BANCSHARES INC Common Stock 20449H109 205 10,500 X 0 0 X 0 0
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COMPASS BANCSHARES INC Common Stock 20449H109 727 37,300 X 0 0 X 0 0
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COMPASS BANCSHARES INC Common Stock 20449H109 191 9,800 X 0 0 X 0 0
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CULLEN FROST BANKERS INC Common Stock 229899109 751 23,100 X 0 0 X 0 0
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CULLEN FROST BANKERS INC Common Stock 229899109 26 800 X 0 0 X 0 0
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CULLEN FROST BANKERS INC Common Stock 229899109 179 5,500 X 0 0 X 0 0
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CULLEN FROST BANKERS INC Common Stock 229899109 158 4,850 X 0 0 X 0 0
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CVB FINANCIAL CORP Common Stock 126600105 82 4,900 X 0 0 X 0 0
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DIME BANCORP DEC 17.5 AMEX 25429Q0XW -2 -38 Put X 0 0 X 0 0
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DIME BANCORP DEC 17.5 AMEX DEC 17.5 AMEX 25429Q0XW -3 -59 Put X 0 0 X 0 0
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7
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIME BANCORP DEC 17.5 AMEX DEC 17.5 AMEX 25429Q0XW 0 -11 Put X 0 0 X 0 0
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DIME BANCORP DEC 17.5 AMEX DEC 17.5 AMEX 25429Q0XW -10 -227 Put X 0 0 X 0 0
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DIME BANCORP DEC 17.5 AMEX DEC 17.5 AMEX 25429Q0XW -4 -84 Put X 0 0 X 0 0
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DIME BANCORP INC Common Stock 25429Q102 323 15,000 X 0 0 X 0 0
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DIME BANCORP INC Common Stock 25429Q102 190 8,800 X 0 0 X 0 0
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DIME BANCORP INC Common Stock 25429Q102 420 19,500 X 0 0 X 0 0
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DIME BANCORP INC Common Stock 25429Q102 1,149 53,300 X 0 0 X 0 0
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DIME BANCORP INC Common Stock 25429Q102 108 5,000 X 0 0 X 0 0
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DIME BANCORP INC Common Stock 25429Q102 302 14,000 X 0 0 X 0 0
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DONALDSON LU Jan-65 2576611AM -34 -14 Call X 0 0 X 0 0
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DONALDSON LU Jan-65 2576611AM -128 -52 Call X 0 0 X 0 0
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DONALDSON LU Jan-65 2576611AM -22 -9 Call X 0 0 X 0 0
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DONALDSON LU Jan-65 2576611AM -37 -15 Call X 0 0 X 0 0
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DONALDSON LU Jan-65 2576611AM -47 -19 Call X 0 0 X 0 0
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DONALDSON LUFKIN & JENRETTE Common Stock 257661108 80 900 X 0 0 X 0 0
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DONALDSON LUFKIN & JENRETTE Common Stock 257661108 170 1,900 X 0 0 X 0 0
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DONALDSON LUFKIN & JENRETTE Common Stock 257661108 125 1,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
DONALDSON LUFKIN & JENRETTE Common Stock 257661108 134 1,500 X 0 0 X 0 0
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DONALDSON LUFKIN & JENRETTE Common Stock 257661108 465 5,200 X 0 0 X 0 0
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DONALSON LU Oct-60 2576610VL -3 -58 Put X 0 0 X 0 0
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DONALSON LU Oct-60 2576610VL 0 -10 Put X 0 0 X 0 0
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DONALSON LU Oct-60 2576610VL -1 -15 Put X 0 0 X 0 0
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DONALSON LU Oct-60 2576610VL -1 -21 Put X 0 0 X 0 0
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8
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EVEREST OCT 40 AMEX G3223R0VH 0 -8 Put X 0 0 X 0 0
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EVEREST OCT 40 AMEX G3223R0VH -2 -83 Put X 0 0 X 0 0
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EVEREST OCT 40 AMEX G3223R0VH -1 -30 Put X 0 0 X 0 0
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EVEREST OCT 40 AMEX G3223R0VH 0 -22 Put X 0 0 X 0 0
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F N B CORP-PA Common Stock 302520101 53 2,500 X 0 0 X 0 0
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FEDERATED INVESTORS INC Common Stock 314211103 111 4,500 X 0 0 X 0 0
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FEDERATED INVESTORS INC Common Stock 314211103 243 9,800 X 0 0 X 0 0
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FEDERATED INVESTORS INC Common Stock 314211103 176 7,100 X 0 0 X 0 0
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FEDERATED INVESTORS INC Common Stock 314211103 666 26,900 X 0 0 X 0 0
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FEDERATED INVESTORS INC Common Stock 314211103 188 7,600 X 0 0 X 0 0
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FIRST UNION CORP Common Stock 337358105 843 26,200 X 0 0 X 0 0
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FIRST UNION CORP Common Stock 337358105 296 9,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 212 6,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 138 4,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 225 7,000 X 0 0 X 0 0
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FIRSTAR CORP 25-Mar 33763V1CE -14 -77 Call X 0 0 X 0 0
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FIRSTAR CORP 25-Mar 33763V1CE -8 -45 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP 25-Mar 33763V1CE -13 -71 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP 25-Mar 33763V1CE -19 -99 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP 25-Mar 33763V1CE -51 -272 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 208 9,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 456 20,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 326 14,550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
9
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRSTAR CORP WIS-NEW Common Stock 33763V109 347 15,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 1,217 54,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 315 7,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 116 2,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 884 19,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 235 5,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 218 4,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLYN RES OCT 35 PSE 3546130JG -52 -53 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLYN RES OCT 35 PSE 3546130JG -70 -71 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLYN RES OCT 35 PSE 3546130JG -48 -49 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLYN RES OCT 35 PSE 3546130JG -195 -199 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLYN RES OCT 35 PSE 3546130JG -25 -26 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GBC BANCORP-CALIF Common Stock 361475106 -31 -900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -1 -65 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -1 -47 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW 0 -30 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW 0 -20 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -2 -192 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE BANCORP INC Common Stock 381197102 215 9,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE BANCORP INC Common Stock 381197102 588 24,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE BANCORP INC Common Stock 381197102 156 6,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE BANCORP INC Common Stock 381197102 168 7,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE BANCORP INC Common Stock 381197102 97 4,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
10
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOLDEN WEST FINANCIAL CORP-DEL Common Stock 381317106 740 13,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL CORP-DEL Common Stock 381317106 123 2,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL CORP-DEL Common Stock 381317106 268 5,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL CORP-DEL Common Stock 381317106 209 3,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL CORP-DEL Common Stock 381317106 193 3,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC Common Stock 38141G104 319 2,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC Common Stock 38141G104 57 500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC Common Stock 38141G104 91 800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC Common Stock 38141G104 80 700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC Common Stock 38141G104 114 1,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP Common Stock 395384100 353 11,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP Common Stock 395384100 101 3,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP Common Stock 395384100 127 4,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP Common Stock 395384100 59 2,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP Common Stock 395384100 92 3,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 51 3,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 85 5,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 299 17,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 107 6,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 77 4,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 78 4,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 1,129 42,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
11
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 317 11,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 293 10,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 409 15,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 99 3,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAVEN BANCORP INC Common Stock 419352109 132 4,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAVEN BANCORP INC Common Stock 419352109 291 9,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAVEN BANCORP INC Common Stock 419352109 194 6,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAVEN BANCORP INC Common Stock 419352109 805 27,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAVEN BANCORP INC Common Stock 419352109 223 7,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAVEN BANCORP INC Common Stock 419352109 73 2,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
IBERIABANK CORP Common Stock 450828108 33 1,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
J P MORGAN & CO INC Common Stock 616880100 294 1,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
J P MORGAN & CO INC Common Stock 616880100 801 4,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
J P MORGAN & CO INC Common Stock 616880100 229 1,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
J P MORGAN & CO INC Common Stock 616880100 131 800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
J P MORGAN & CO INC Common Stock 616880100 212 1,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT CORP Common Stock 475070108 326 4,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT CORP Common Stock 475070108 95 1,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT CORP Common Stock 475070108 88 1,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT CORP Common Stock 475070108 122 1,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYSTONE FINANCIAL INC Common Stock 493482103 120 5,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
12
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KEYSTONE FINANCIAL INC Common Stock 493482103 424 19,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYSTONE FINANCIAL INC Common Stock 493482103 100 4,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYSTONE FINANCIAL INC Common Stock 493482103 144 6,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYSTONE FINANCIAL INC Common Stock 493482103 311 14,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS JAN 140 5524901AH -31 -14 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS JAN 140 5524901AH -26 -12 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS JAN 140 5524901AH -107 -49 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS JAN 140 5524901AH -18 -8 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS JAN 140 5524901AH -39 -18 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 118 800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 266 1,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 207 1,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 177 1,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 724 4,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 1,301 2,550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 332 650 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 204 400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 102 200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 357 700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 216 5,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 154 4,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
13
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MBNA CORP Common Stock 55262L100 616 16,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 162 4,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 96 2,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Dec-35 55262L0LG -23 -42 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Dec-35 55262L0LG -86 -160 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Dec-35 55262L0LG -30 -56 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Dec-35 55262L0LG -13 -25 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Dec-35 55262L0LG -22 -40 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL Jan-45 58551A1AI -150 -324 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL Jan-45 58551A1AI -23 -50 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL Jan-45 58551A1AI -36 -77 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL Jan-45 58551A1AI -49 -106 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL Jan-45 58551A1AI -43 -92 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 494 10,650 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 1,503 32,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 429 9,250 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 232 5,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 357 7,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MID-AMERICA BANCORP Common Stock 595915109 71 2,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MID-STATE BANCSHARES Common Stock 595440108 63 2,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 1,106 50,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
14
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL CITY CORP Common Stock 635405103 290 13,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 310 14,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 394 17,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 181 8,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORPORATN Common Stock 635449101 523 26,215 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORPORATN Common Stock 635449101 1,456 73,010 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORPORATN Common Stock 635449101 410 20,580 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORPORATN Common Stock 635449101 68 3,430 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORPORATN Common Stock 635449101 376 18,865 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORPORATN Common Stock 635449101 242 12,127 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATL COMM BA 20-Jan 6354491AD -29 -205 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATL COMM BA 20-Jan 6354491AD -38 -262 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATL COMM BA 20-Jan 6354491AD -5 -34 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATL COMM BA 20-Jan 6354491AD -17 -121 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATL COMM BA 20-Jan 6354491AD -105 -730 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATL COMM BA 20-Jan 6354491AD -27 -188 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PACIFIC UNION BANK CALIF Common Stock 695025106 75 8,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PARTNERRE LTD Common Stock G6852T105 403 8,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PARTNERRE LTD Common Stock G6852T105 289 6,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PARTNERRE LTD Common Stock G6852T105 128 2,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PARTNERRE LTD Common Stock G6852T105 313 6,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
15
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PARTNERRE LTD Common Stock G6852T105 1,120 23,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 631 9,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 1,918 29,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 455 7,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 494 7,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 293 4,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP Feb-60 6934751BL -43 -55 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP Feb-60 6934751BL -142 -180 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP Feb-60 6934751BL -32 -40 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP Feb-60 6934751BL -20 -26 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP Feb-60 6934751BL -34 -43 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP JAN 60 PBW 6934751AL -83 -115 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP JAN 60 PBW 6934751AL -22 -30 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP JAN 60 PBW 6934751AL -24 -33 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP JAN 60 PBW 6934751AL -30 -42 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL GRP JAN 60 PBW 6934751AL -14 -19 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROSPERITY BANCSHARES INC Common Stock 743606105 141 7,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROSPERITY BANCSHARES INC Common Stock 743606105 329 17,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROSPERITY BANCSHARES INC Common Stock 743606105 92 5,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROSPERITY BANCSHARES INC Common Stock 743606105 86 4,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROSPERITY BANCSHARES INC Common Stock 743606105 55 3,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
16
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROSPERITY BANCSHARES INC Common Stock 743606105 119 6,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 2,261 17,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 629 4,950 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 457 3,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 292 2,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 552 4,350 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74406A1AA -14 -5 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74406A1AA -26 -9 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74406A1AA -96 -34 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74406A1AA -9 -3 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74406A1AA -26 -9 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 110 74406A1AB -42 -17 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 110 74406A1AB -42 -17 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 110 74406A1AB -182 -73 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 110 74406A1AB -52 -21 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 110 74406A1AB -27 -11 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 120 74406A1AD -46 -26 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 120 74406A1AD -11 -6 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 120 74406A1AD -12 -7 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 120 74406A1AD -5 -3 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 120 74406A1AD -9 -5 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
17
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUEENS COUNTY BANCORP INC Common Stock 748242104 58 2,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SEACOAST BANKING CORP FLA CL A Common Stock 811707108 125 4,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST BANCORP INC-OKLA Common Stock 844767103 24 1,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 297 8,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 483 14,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 421 12,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 928 26,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 231 6,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 249 5,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 423 8,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 543 10,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 403 8,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 1,484 29,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BK Oct-50 8679140VJ -1 -4 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BK Oct-50 8679140VJ -1 -3 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BK Oct-50 8679140VJ -2 -11 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BK Oct-50 8679140VJ 0 -2 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR FINL CORP DEL Common Stock 868161100 100 9,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR FINL CORP DEL Common Stock 868161100 345 31,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR FINL CORP DEL Common Stock 868161100 223 20,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 582 20,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
18
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 94 3,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 150 5,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 47 1,650 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 145 5,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 200 7,050 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP 25-Jan 9029731AE 17 -103 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP 25-Jan 9029731AE 8 -47 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP 25-Jan 9029731AE 14 -82 Call X 0 0 X 0 0
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U S BANCORP-DEL Common Stock 902973106 953 41,900 X 0 0 X 0 0
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U S BANCORP-DEL Common Stock 902973106 1,251 55,000 X 0 0 X 0 0
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U S BANCORP-DEL Common Stock 902973106 895 39,352 X 0 0 X 0 0
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U S BANCORP-DEL Common Stock 902973106 571 25,100 X 0 0 X 0 0
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U S BANCORP-DEL Common Stock 902973106 3,401 149,500 X 0 0 X 0 0
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UCBH HOLDINGS INC Common Stock 90262T308 985 27,500 X 0 0 X 0 0
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UCBH HOLDINGS INC Common Stock 90262T308 251 7,000 X 0 0 X 0 0
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UCBH HOLDINGS INC Common Stock 90262T308 358 10,000 X 0 0 X 0 0
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UCBH HOLDINGS INC Common Stock 90262T308 265 7,400 X 0 0 X 0 0
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UCBH HOLDINGS INC Common Stock 90262T308 161 4,500 X 0 0 X 0 0
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UCBH HOLDINGS INC Common Stock 90262T308 72 2,000 X 0 0 X 0 0
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US BANCORP JAN 22.5 9029731AX -28 -108 Call X 0 0 X 0 0
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US BANCORP JAN 22.5 9029731AX -13 -49 Call X 0 0 X 0 0
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19
<PAGE>
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(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
US BANCORP JAN 22.5 9029731AX -78 -297 Call X 0 0 X 0 0
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US BANCORP JAN 22.5 9029731AX -20 -78 Call X 0 0 X 0 0
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US BANCORP JAN 22.5 9029731AX -22 -84 Call X 0 0 X 0 0
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WACHOVIA CORP NEW Common Stock 929771103 113 2,000 X 0 0 X 0 0
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WACHOVIA CORP NEW Common Stock 929771103 74 1,300 X 0 0 X 0 0
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WACHOVIA CORP NEW Common Stock 929771103 431 7,600 X 0 0 X 0 0
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WACHOVIA CORP NEW Common Stock 929771103 159 2,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP NEW Common Stock 929771103 119 2,100 X 0 0 X 0 0
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WACHOVIA CP JAN 55 PSE 9297711AK -10 -20 Call X 0 0 X 0 0
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WACHOVIA CP JAN 55 PSE 9297711AK -37 -76 Call X 0 0 X 0 0
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WACHOVIA CP JAN 55 PSE 9297711AK -6 -13 Call X 0 0 X 0 0
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WACHOVIA CP JAN 55 PSE 9297711AK -10 -21 Call X 0 0 X 0 0
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WACHOVIA CP JAN 55 PSE 9297711AK -14 -28 Call X 0 0 X 0 0
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WASHINGTON MUTUAL INC Common Stock 939322103 203 5,100 X 0 0 X 0 0
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WASHINGTON MUTUAL INC Common Stock 939322103 444 11,150 X 0 0 X 0 0
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WASHINGTON MUTUAL INC Common Stock 939322103 1,206 30,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUTUAL INC Common Stock 939322103 338 8,500 X 0 0 X 0 0
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WASHINGTON MUTUAL INC Common Stock 939322103 319 8,000 X 0 0 X 0 0
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WELLS FARGO & CO-NEW Common Stock 949746101 92 2,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 55 1,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 87 1,900 X 0 0 X 0 0
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20
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WELLS FARGO & CO-NEW Common Stock 949746101 119 2,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 335 7,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WSFS FINANCIAL CORP Common Stock 929328102 44 4,000 X 0 0 X 0 0
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ZIONS BANCORPORATION Common Stock 989701107 1,038 20,300 X 0 0 X 0 0
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ZIONS BANCORPORATION Common Stock 989701107 143 2,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 281 5,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 251 4,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 317 6,200 X 0 0 X 0 0
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</TABLE>
21
