Code

Start Date

Start Price

Finish Date

Finish Price

Returns

Time (Months)

NSI

30-Jul-01

$22.09

21-Sep-01

$20.50

-7.2%

1.8

CURE

29-Jun-01

$6.30

06-Jul-01

$5.85

-7.1%

0.2

DPH

31-Aug-01

$14.92

07-Sep-01

$13.86

-7.1%

0.2

TWMC

25-Oct-01

$8.25

10-Dec-01

$7.67

-7.0%

1.5

HLR

11-Apr-01

$15.25

19-Jun-01

$14.18

-7.0%

2.3

RCL

27-Jul-01

$23.60

07-Sep-01

$21.95

-7.0%

1.4

GLK

26-Apr-01

$33.00

25-Jun-01

$30.70

-7.0%

2.0

NSI

29-Mar-01

$23.30

29-Jun-01

$21.70

-6.9%

3.1

AMR

02-Jul-01

$36.00

09-Aug-01

$33.60

-6.7%

1.3

GAS

16-Nov-01

$38.96

11-Dec-01

$38.92

-0.1%

0.8

MAG

12-Nov-01

$9.00

04-Dec-01

$9.76

8.4%

0.7

DPH

01-Nov-01

$11.90

23-Nov-01

$13.39

12.5%

0.7

AMR

14-Nov-01

$17.94

28-Nov-01

$20.20

12.6%

0.5

OGE

30-Oct-00

$19.97

04-Jan-01

$23.02

15.3%

2.0

CR

21-Dec-00

$25.50

24-Jul-01

$30.00

17.6%

7.2

GLK

31-Oct-01

$21.21

23-Nov-01

$25.00

17.9%

0.8

AOC

05-Jun-01

$35.26

08-Oct-01

$41.62

18.0%

4.2

MRBK

25-Aug-00

$34.75

24-Aug-01

$42.44

22.1%

12.1

TSFG

04-Apr-01

$14.56

27-Aug-01

$18.60

27.7%

4.8

RIGS

12-Jan-01

$13.50

27-Aug-01

$17.34

28.4%

7.6

HLR

16-May-00

$12.16

05-Sep-00

$15.86

30.4%

3.7

HCP

14-Apr-00

$26.31

12-Apr-01

$34.61

31.5%

12.1

RCL

24-Oct-01

$8.80

12-Nov-01

$12.07

37.2%

0.6

NR

22-Mar-01

$9.28

23-May-01

$12.89

38.9%

2.1

MCK

17-Apr-01

$27.75

18-Aug-01

$38.60

39.1%

4.1

DBD

08-Nov-00

$26.98

05-Sep-01

$37.67

39.6%

10.0

IEE

09-May-01

$7.00

22-May-01

$9.95

42.1%

0.4

STK

12-Oct-01

$15.08

11-Dec-01

$21.61

43.3%

2.0

TSO

21-Dec-00

$10.44

08-Jun-01

$15.34

46.9%

5.6

CURE

29-Jun-01

$6.30

21-Aug-01

$9.48

50.5%

1.8

ELBO

22-Mar-01

$18.63

30-May-01

$29.60

58.9%

2.3

NLY

02-Jan-01

$8.75

27-Aug-01

$13.95

59.4%

7.9

IGEN

12-Apr-01

$19.60

08-Aug-01

$31.45

60.5%

3.9

ALR

31-Jul-01

$9.10

24-Sep-01

$15.43

69.6%

1.8

MDU

09-Jun-00

$22.00

24-May-01

$37.54

70.6%

11.6

TIER

26-Jan-01

$7.00

29-Mar-01

$12.00

71.4%

2.1

FLWS

19-Apr-01

$8.32

02-Jul-01

$14.42

73.3%

2.5

RSC

22-Oct-01

$13.61

07-Dec-01

$24.00

76.3%

1.5

DLX

27-Dec-00

$18.48

04-Sep-01

$33.26

80.0%

8.4

KEYS

08-Mar-01

$7.44

19-Jul-01

$13.74

84.7%

4.4

MDG

03-Apr-01

$6.00

21-Sep-01

$11.16

86.0%

5.7

EDO

23-Jan-01

$8.00

30-Mar-01

$15.00

87.5%

2.2

HSIC

05-Sep-00

$18.38

26-Dec-00

$36.00

95.9%

3.7

DORL

28-Jul-00

$12.63

09-Mar-01

$29.69

135.1%

7.5

PATH

11-Jul-00

$8.94

27-Dec-00

$25.00

179.6%

5.6

AVERAGE

40.1%

3.8