| Abington Bancorp, Inc. |
NNM |
| ABIOMED, Inc. |
NNM |
| Acterna Corp. |
NNM |
| Activeworlds Corp. |
NSC |
| Activeworlds Corp. Wrrt B 4/05 |
NSC |
| ADE Corp. |
NNM |
| Advanced Deposition Technologies, Inc. |
PKSHT |
| Advanced Magnetics, Inc. |
AMEX |
| Aerovox, Inc. |
PKSHT |
| Affiliated Managers Group, Inc. |
NYSE |
| Akamai Technologies, Inc. |
NNM |
| Alkermes, Inc. |
NNM |
| All For A Dollar, Inc. |
PKSHT |
| Allied Domecq plc ADR |
NYSE |
| Allmerica Financial Corp. |
NYSE |
| Allmerica Securities Trust |
NYSE |
| American Biltrite, Inc. |
AMEX |
| American Dental Partners, Inc. |
NNM |
| American Science and Engineering, Inc. |
AMEX |
| American Superconductor Corp. |
NNM |
| American Tower Corp. |
NYSE |
| Analog Devices, Inc. |
NYSE |
| Analogic Corp. |
NNM |
| Andover.Net, Inc. |
NNM |
| Anika Therapeutics, Inc. |
NNM |
| Apogee Technology, Inc. |
NSC |
| Applied Extrusion Technologies, Inc. |
NNM |
| Applix, Inc. |
NNM |
| ARIAD Pharmaceuticals, Inc. |
NNM |
| Armatron Intl, Inc. |
OTCBB |
| ArQule, Inc. |
NNM |
| Arrhythmia Research Technology, Inc. |
AMEX |
| Art Technology Group, Inc. |
NNM |
| Artificial Life, Inc. |
OTCBB |
| Artisoft, Inc. |
NNM |
| ASA Intl Ltd |
NSC |
| Ascential Software Corp. |
NNM |
| Asian American Bank & Trust Co. |
OTCBB |
| Aspect Medical Systems, Inc. |
NNM |
| Aspen Technology, Inc. |
NNM |
| Atlantic Data Services, Inc. |
NNM |
| Attunity Ltd |
NNM |
| Authoriszor, Inc. |
OTCBB |
| AVANT Immunotherapeutics, Inc. |
NNM |
| Avici Systems, Inc. |
NNM |
| Avid Technology, Inc. |
NNM |
| Avitar, Inc. |
AMEX |
| Aware, Inc. |
NNM |
| Axcelis Technologies, Inc. |
NNM |
| Aztec Technology Partners, Inc. |
OTCBB |
| Bay State Bancorp, Inc. |
AMEX |
| Beacon Power Corp. |
NNM |
| Benthos, Inc. |
NSC |
| Berkshire Hills Bancorp, Inc. |
AMEX |
| Beverly National Corp. |
OTCBB |
| Biogen, Inc. |
NNM |
| Biopure Corp. |
NNM |
| BioSphere Medical, Inc. |
NNM |
| BioTransplant, Inc. |
NNM |
| Bitstream, Inc. |
NNM |
| BJ's Wholesale Club, Inc. |
NYSE |
| Boston Acoustics, Inc. |
NNM |
| Boston Beer Co. (The) |
NYSE |
| Boston Biomedica, Inc. |
NNM |
| Boston Celtics L.P. |
NYSE |
| Boston Communications Group, Inc. |
NNM |
| Boston Life Sciences, Inc. |
NNM |
| Boston Pacific Medical, Inc. |
PKSHT |
| Boston Private Financial Holdings, Inc. |
NNM |
| Boston Properties, Inc. |
NYSE |
| Boston Restaurant Associates, Inc. |
OTCBB |
| Boston Sand & Gravel Co. |
PKSHT |
| Boston Scientific Corp. |
NYSE |
| BostonFed Bancorp, Inc. |
AMEX |
| BPI Packaging Technologies, Inc. |
PKSHT |
| Bright Horizons Family Solutions, Inc. |
NNM |
| Brookline Bancorp, Inc. |
NNM |
| Brooks-PRI Automation, Inc. |
NNM |
| Brooktrout, Inc. |
NNM |
| Bruker Daltonics, Inc. |
NNM |
| BTU Intl, Inc. |
NNM |
| Cabot Corp. |
NYSE |
| Cambex Corp. |
OTCBB |
| Cambridge Bancorp |
OTCBB |
| Cambridge Heart, Inc. |
NNM |
| Candela Corp. |
NNM |
| Capital Crossing Bank |
NNM |
| CardioTech Intl, Inc. |
AMEX |
| C-bridge Internet Solutions, Inc. |
NNM |
| CCBT Bancorp, Inc. |
NNM |
| CeleXx Corp. |
OTCBB |
| Centennial Technologies, Inc. |
OTCBB |
| Centra Software, Inc. |
NNM |
| Central Bancorp, Inc. |
NNM |
| Century Bancorp, Inc. (MA) |
NNM |
| Ceramics Process Systems Corp. |
OTCBB |
| Chancellor Corp. (MA) |
PKSHT |
| Charles River Associates, Inc. |
NNM |
| Charles River Laboratories Intl, Inc. |
NYSE |
| Chase Corp. |
AMEX |
| ChinaMallUSA.com, Inc. |
PKSHT |
| CIGNA High Income Shares |
NYSE |
| CIRCOR Intl, Inc. |
NYSE |
| Clare, Inc. |
NNM |
| Clean Harbors, Inc. |
NNM |
| CMeRun Corp. |
PKSHT |
| CMGI, Inc. |
NNM |
| Cognex Corp. |
NNM |
| Colonial California Insured Municipal Fund |
AMEX |
| Colonial High Income Municipal Trust |
NYSE |
| Colonial Insured Municipal Fund |
AMEX |
| Colonial InterMarket Income Trust |
NYSE |
| Colonial Intermediate High Income Fund |
NYSE |
| Colonial Investment Grade Municipal Trust |
NYSE |
| Colonial Municipal Income Trust |
NYSE |
| Colonial New York Insured Municipal Fund |
AMEX |
| Commerce Group, Inc. (The) |
NYSE |
| Computer Devices, Inc. |
PKSHT |
| Criteo S.A. |
NNM |
| Concord Communications, Inc. |
NNM |
| Connectivity Technologies, Inc. |
PKSHT |
| Courier Corp. |
NNM |
| CSP, Inc. |
NNM |
| CTC Communications Group, Inc. |
NNM |
| Cubist Pharmaceuticals, Inc. |
NNM |
| Curis, Inc. |
NNM |
| Cybex Intl, Inc. |
AMEX |
| Cytyc Corp. |
NNM |
| Data Translation, Inc. |
NSC |
| Datawatch Corp. |
NNM |
| Detwiler, Mitchell & Co. |
NSC |
| Diacrin, Inc. |
NNM |
| Digitas, Inc. |
NNM |
| Diomed Holdings, Inc. |
AMEX |
| Dyax Corp. |
NNM |
| Dynamics Research Corp. |
NNM |
| Eaton Vance California Municipal Income Trust |
AMEX |
| Eaton Vance Corp. |
NYSE |
| Eaton Vance Florida Municipal Income Trust |
AMEX |
| Eaton Vance Insured California Municipal Bond Fund |
AMEX |
| Eaton Vance Insured Municipal Bond Fund |
AMEX |
| Eaton Vance Insured New York Municipal Bond Fund |
AMEX |
| Eaton Vance Massachusetts Municipal Income Trust |
AMEX |
| Eaton Vance Michigan Municipal Income Trust |
AMEX |
| Eaton Vance Municipal Income Trust |
NYSE |
| Eaton Vance New Jersey Municipal Income Trust |
AMEX |
| Eaton Vance New York Municipal Income Trust |
AMEX |
| Eaton Vance Ohio Municipal Income Trust |
AMEX |
| Eaton Vance Pennsylvania Municipal Income Trust |
AMEX |
| Eaton Vance Senior Income Trust |
NYSE |
| Elcom Intl, Inc. |
NNM |
| EMC Corp. |
NYSE |
| Engage Technologies, Inc. |
NNM |
| Enterprise Solutions, Inc. |
PKSHT |
| EPIX Medical, Inc. |
NNM |
| ePresence, Inc. |
NNM |
| Ergo Science Corp. |
OTCBB |
| Essential Therapeutics, Inc. |
NNM |
| Evergreen Solar, Inc. |
NNM |
| EXACT Sciences Corp. |
NNM |
| eXcelon Corp. |
NNM |
| Exchange Applications, Inc. |
NNM |
| Ezenia!, Inc. |
NSC |
| FairMarket, Inc. |
NNM |
| Falmouth Bancorp, Inc. |
AMEX |
| FibreCore, Inc. |
NSC |
| FirePond, Inc. |
NNM |
| First & Ocean Bancorp |
OTCBB |
| First Essex Bancorp, Inc. |
NNM |
| First Years, Inc. (The) |
NNM |
| FirstFed America Bancorp, Inc. |
AMEX |
| Five Star Quality Care, Inc. |
AMEX |
| FleetBoston Financial Corp. |
NYSE |
| Flexwatt Corp. |
PKSHT |
| Forrester Research, Inc. |
NNM |
| Fresenius Medical Care AG ADR |
NYSE |
| Friendly Ice Cream Corp. |
AMEX |
| Geerlings & Wade, Inc. |
NSC |
| Genesys S.A. ADR |
NNM |
| Genome Therapeutics Corp. |
NNM |
| Gensym Corp. |
OTCBB |
| Gentia Software plc ADR |
OTCBB |
| Genuity, Inc. |
NNM |
| Genzyme Biosurgery |
NNM |
| Genzyme General |
NNM |
| Genzyme Molecular Oncology |
NNM |
| Giga Information Group, Inc. |
OTCBB |
| Gillette Co. (The) |
NYSE |
| GreenMan Technologies, Inc. |
OTCBB |
| H&Q Healthcare Investors |
NYSE |
| H&Q Life Sciences Investors |
NYSE |
| Haemonetics Corp. |
NYSE |
| Harbor Global Co. Ltd |
OTCBB |
| Harvard Bioscience, Inc. |
NNM |
| HealthGate Data Corp. |
NNM |
| Helix Technology Corp. |
NNM |
| Hemagen Diagnostics, Inc. |
NSC |
| Heritage Property Investment Trust, Inc. |
NYSE |
| Hingham Institution for Savings |
NNM |
| Hologic, Inc. |
NNM |
| Home Financing Centers, Inc. |
OTCBB |
| Horizon Bank and Trust Co. (MA) |
OTCBB |
| Hospitality Properties Trust |
NYSE |
| HPSC, Inc. |
AMEX |
| HRPT Properties Trust |
NYSE |
| Hybridon, Inc. |
OTCBB |
| iBasis, Inc. |
NNM |
| Ibis Technology Corp. |
NNM |
| ImmunoGen, Inc. |
NNM |
| Implant Sciences Corp. |
AMEX |
| Independent Bank Corp. (MA) |
NNM |
| Indevus Pharmaceuticals, Inc. |
NNM |
| Industrial Imaging Corp. |
PKSHT |
| Infinium Software, Inc. |
NSC |
| Intl Electronics, Inc. |
NSC |
| Inverness Medical Technology |
AMEX |
| Investors Capital Holdings Ltd. |
AMEX |
| Investors Financial Services Corp. |
NNM |
| IONA Technologies ADR |
NNM |
| Ionics, Inc. |
NYSE |
| Iron Mountain, Inc. |
NYSE |
| J. Jill Group, Inc. |
NNM |
| John Hancock Bank & Thrift Opportunity Fund |
NYSE |
| John Hancock Financial Services, Inc. |
NYSE |
| John Hancock Financial Trends Fund, Inc. (The) |
NNM |
| John Hancock Income Securities Trust |
NYSE |
| John Hancock Investors Trust |
NYSE |
| John Hancock Patriot Global Dividend Fund |
NYSE |
| John Hancock Patriot Preferred Dividend Fund |
NYSE |
| John Hancock Patriot Premium Dividend Fund I |
NYSE |
| John Hancock Patriot Premium Dividend Fund II |
NYSE |
| John Hancock Patriot Select Dividend Trust |
NYSE |
| John Hancock Preferred Income Fund |
NYSE |
| Kadant, Inc. |
AMEX |
| Keane, Inc. |
AMEX |
| Kendall Square Research Corp. |
PKSHT |
| Kopin Corp. |
NNM |
| Kronos, Inc. |
NNM |
| LeadingSide, Inc. |
OTCBB |
| Liberty All-Star Equity Fund |
NYSE |
| Liberty All-Star Growth Fund, Inc. |
NYSE |
| Lifeline Systems, Inc. |
NNM |
| Lightbridge, Inc. |
NNM |
| Lionbridge Technologies, Inc. |
NNM |
| LoJack Corp. |
NNM |
| LSB Corp. |
NNM |
| LTX Corp. |
NNM |
| Lumenis Ltd |
NNM |
| Mac-Gray Corp. |
NYSE |
| MacroChem Corp. |
NNM |
| MangoSoft, Inc. |
OTCBB |
| Manufacturers' Services Ltd |
NYSE |
| Mass Megawatts Wind Power, Inc. |
OTCBB |
| Massachusetts Fincorp, Inc. |
OTCBB |
| Massachusetts Health & Education Tax-Exempt Trust |
AMEX |
| MASSBANK Corp. |
NNM |
| MassMutual Corporate Investors |
NYSE |
| MassMutual Participation Investors |
NYSE |
| Matritech, Inc. |
NNM |
| MatrixOne, Inc. |
NNM |
| Maxwell Shoe Co., Inc. |
NNM |
| Mayflower Cooperative Bank |
NNM |
| MCK Communications, Inc. |
NNM |
| Medford Bancorp, Inc. |
NNM |
| Media 100, Inc. |
NNM |
| Medicines Co. (The) |
NNM |
| Megatech Corp. |
OTCBB |
| Mercury Computer Systems, Inc. |
NNM |
| Mestek, Inc. |
NYSE |
| MFS Charter Income Trust |
NYSE |
| MFS Government Markets Income Trust |
NYSE |
| MFS Intermediate Income Trust |
NYSE |
| MFS Multimarket Income Trust |
NYSE |
| MFS Municipal Income Trust |
NYSE |
| MFS Special Value Trust |
NYSE |
| MicroFinancial, Inc. |
NYSE |
| Millennium Pharmaceuticals, Inc. |
NNM |
| Millipore Corp. |
NYSE |
| MKS Instruments, Inc. |
NNM |
| Moldflow Corp. |
NNM |
| MotherNature.com, Inc. |
NNM |
| MRO Software, Inc. |
NNM |
| MUSE Technologies, Inc. |
OTCBB |
| Mykrolis Corp. |
NYSE |
| Mystic Financial, Inc. |
NNM |
| National Datacomputer, Inc. |
OTCBB |
| National Dentex Corp. |
NNM |
| NaviSite, Inc. |
NNM |
| Neiman Marcus Group, Inc. (The) Cl A |
NYSE |
| Neiman Marcus Group, Inc. (The) Cl B |
NYSE |
| Netegrity, Inc. |
NNM |
| NetScout Systems, Inc. |
NNM |
| NETsilicon, Inc. |
NNM |
| Network Engines, Inc. |
NNM |
| Network Plus Corp. |
PKSHT |
| Network-1 Security Solutions, Inc. |
NSC |
| New America High Income Fund, Inc. (The) |
NYSE |
| New England Business Service, Inc. |
NYSE |
| New England Realty Associates L.P. |
NSC |
| New Ireland Fund, Inc. (The) |
NYSE |
| NewKidCo Intl, Inc. |
OTCBB |
| Nexar Technologies, Inc. |
OTCBB |
| Nextera Enterprises, Inc. |
NNM |
| Nitinol Medical Technologies, Inc. |
NNM |
| NMS Communications |
NNM |
| NorthEast Optic Network, Inc. |
OTCBB |
| Novitron Intl, Inc. |
NSC |
| NSTAR |
NYSE |
| Occupational Health + Rehabilitation, Inc. |
OTCBB |
| ON Technology Corp. |
NNM |
| OneSource Information Services, Inc. |
NNM |
| OpenROUTE Networks, Inc. |
NNM |
| Opta Food Ingredients, Inc. |
NNM |
| Orbotech Ltd |
NNM |
| Organogenesis, Inc. |
AMEX |
| OXiGENE, Inc. |
NNM |
| Pace Medical, Inc. |
OTCBB |
| Palomar Medical Technologies, Inc. |
NSC |
| Pamet Systems, Inc. |
OTCBB |
| Panera Bread Co. |
NNM |
| Parametric Technology Corp. |
NNM |
| PAREXEL Intl Corp. |
NNM |
| Parlex Corp. |
NNM |
| PCD, Inc. |
NNM |
| Pegasystems, Inc. |
NNM |
| People's Bancshares, Inc. |
NNM |
| Perini Corp. |
AMEX |
| PerkinElmer, Inc. |
NYSE |
| PHC, Inc. |
OTCBB |
| Photoelectron Corp. |
AMEX |
| Physiometrix, Inc. |
NNM |
| Piezo Electric Products, Inc. |
OTCBB |
| Pioneer High Income Trust |
NYSE |
| Pioneer Interest Shares |
NYSE |
| PLC Systems, Inc. |
AMEX |
| Plymouth Rubber Co., Inc. Cl A |
AMEX |
| Plymouth Rubber Co., Inc. Cl B |
AMEX |
| PolyMedica Corp. |
NNM |
| Port Financial Corp. |
NNM |
| PRAECIS PHARMACEUTICALS, Inc. |
NNM |
| Precise Software Solutions Ltd |
NNM |
| Precision Optics Corp., Inc. |
NSC |
| Progress Software Corp. |
NNM |
| Provant, Inc. |
NSC |
| Providence & Worcester Railroad Co. |
AMEX |
| PurchaseSoft, Inc. |
OTCBB |
| Putnam California Investment Grade Municipal Trust |
AMEX |
| Putnam Convertible Opportunities & Income Trust |
NYSE |
| Putnam High Income Convertible & Bond Fund |
NYSE |
| Putnam High Yield Municipal Trust |
NYSE |
| Putnam Investment Grade Municipal Trust |
NYSE |
| Putnam Investment Grade Municipal Trust II |
NYSE |
| Putnam Managed High Yield Trust |
NYSE |
| Putnam Managed Municipal Income Trust |
NYSE |
| Putnam Master Income Trust |
NYSE |
| Putnam Master Intermediate Income Trust |
NYSE |
| Putnam Municipal Opportunities Trust |
NYSE |
| Putnam New York Investment Grade Municipal Trust |
AMEX |
| Putnam Premier Income Trust |
NYSE |
| Putnam Tax-Free Health Care Fund |
NYSE |
| Quaker Fabric Corp. |
NNM |
| Radio Frequency Co., Inc. |
OTCBB |
| RadView Software Ltd |
NSC |
| Raytheon Co. |
NYSE |
| Reebok Intl Ltd. |
NYSE |
| Repligen Corp. |
NNM |
| Riverdeep Group plc ADR |
NNM |
| Robotic Vision Systems, Inc. |
NNM |
| Rockport National Bancorp, Inc. |
OTCBB |
| Rovac Corp. (The) |
OTCBB |
| RSA Security, Inc. |
NNM |
| Sales On Line Direct, Inc. |
OTCBB |
| Sapient Corp. |
NNM |
| Sappi Ltd ADR |
NYSE |
| SatCon Technology Corp. |
NNM |
| Saucony, Inc. Cl A |
NNM |
| Saucony, Inc. Cl B |
NNM |
| Saztec Intl, Inc. |
OTCBB |
| ScanSoft, Inc. |
NNM |
| Scitex Corp. Ltd |
NNM |
| SeaChange Intl, Inc. |
NNM |
| Seacoast Financial Services Corp. |
NNM |
| Segue Software, Inc. |
NSC |
| SELECT Therapeutics, Inc. |
AMEX |
| Senior Housing Properties Trust |
NYSE |
| Sepracor, Inc. |
NNM |
| Serono S.A. ADS |
NYSE |
| Service Bancorp, Inc. |
OTCBB |
| Shelbourne Properties I, Inc. |
AMEX |
| Shelbourne Properties II, Inc. |
AMEX |
| Shelbourne Properties III, Inc. |
AMEX |
| Signal Technology Corp. |
NNM |
| SilverStream Software, Inc. |
NNM |
| SIPEX Corp. |
NNM |
| Skyworks Solutions Inc. |
NNM |
| Slade's Ferry Bancorp |
NSC |
| SmarterKids.com, Inc. |
NNM |
| Software Services of America, Inc. |
PKSHT |
| Sonesta Intl Hotels Corp. |
NNM |
| Sontra Medical Corp. |
NSC |
| Sonus Networks, Inc. |
NNM |
| SpeechWorks Intl, Inc. |
NNM |
| Spire Corp. |
NNM |
| Staples, Inc. |
NNM |
| Starrett Co. (The L.S.) |
NYSE |
| State Street Corp. |
NYSE |
| Steinway Musical Instruments, Inc. |
NYSE |
| StorageNetworks, Inc. |
NNM |
| streetTRACKS Dow Jones Global Titans Index Fund |
AMEX |
| streetTRACKS Dow Jones Large Cap Growth Index Fund |
AMEX |
| streetTRACKS Dow Jones Large Cap Value Index Fund |
AMEX |
| streetTRACKS Dow Jones U.S. Small Cap Growth Index Fund |
AMEX |
| streetTRACKS Dow Jones U.S. Small Cap Value Index Fund |
AMEX |
| streetTRACKS FORTUNE 500 Index Fund |
AMEX |
| streetTRACKS FORTUNE e-50 Index Fund |
AMEX |
| streetTRACKS Morgan Stanley High-Tech 35 Index Fund |
AMEX |
| streetTRACKS Morgan Stanley Internet Index Fund |
AMEX |
| streetTRACKS Wilshire REIT Index Fund |
AMEX |
| Stride Rite Corp. (The) |
NYSE |
| Student Advantage, Inc. |
NNM |
| Switchboard, Inc. |
NNM |
| Sycamore Networks, Inc. |
NNM |
| Symbollon Corp. |
NSC |
| Taiwan Fund, Inc. (The) |
NYSE |
| Talbots, Inc. (The) |
NYSE |
| Talk Visual Corp. |
OTCBB |
| TC Pipelines L.P. |
NNM |
| Tech/Ops Sevcon, Inc. |
AMEX |
| Technical Communications Corp. |
OTCBB |
| Telaxis Communications Corp. |
NNM |
| TeleHubLink Corp. |
OTCBB |
| Teradyne, Inc. |
NYSE |
| Terra Lycos, S.A. |
NNM |
| Terra Lycos, S.A. |
NNM |
| Thermo Electron Corp. |
NYSE |
| TJX Companies, Inc. (The) |
NYSE |
| Town & Country Corp. |
PKSHT |
| Transkaryotic Therapies, Inc. |
NNM |
| Tweeter Home Entertainment Group, Inc. |
NNM |
| UFP Technologies, Inc. |
NSC |
| UniFirst Corp. |
NYSE |
| Unitronix Corp. |
OTCBB |
| V.I. Technologies, Inc. |
NNM |
| Valpey-Fisher Corp. |
AMEX |
| Variagenics, Inc. |
NNM |
| Varian Semiconductor Equipment Associates, Inc. |
NNM |
| Vertex Pharmaceuticals, Inc. |
NNM |
| Viant Corp. |
NNM |
| Vicor Corp. |
NNM |
| Viisage Technology, Inc. |
NNM |
| ViryaNet Ltd |
NNM |
| Vision-Sciences, Inc. |
NSC |
| Wainwright Bank & Trust Co. |
NNM |
| Warren Bancorp, Inc. |
NNM |
| Waters Corp. |
NYSE |
| Watts Industries, Inc. |
NYSE |
| Wave Systems Corp. |
NNM |
| Webhire, Inc. |
NNM |
| WestBank Corp. |
NNM |
| Westborough Financial Services, Inc. |
OTCBB |
| Westerbeke Corp. |
NSC |
| Westfield Financial, Inc. |
AMEX |
| Workgroup Technology Corp. |
NSC |
| Worlds.com, Inc. |
PKSHT |
| Woronoco Bancorp, Inc. |
AMEX |
| Yankee Candle, Inc. |
NYSE |
| ZOLL Medical Corp. |
NNM |
| Zoom Technologies, Inc. |
NNM |
