13F-HR 1 y94076e13fvhr.txt UBS SECURITIES LLC United States Securities and Exchange Commission Washington, DC 20549 FORM 13F COVER PAGE Report for the Quarter Ended: December 31, 2003 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: UBS Securities LLC Address: 677 Washington Boulevard Stamford, CT 06901 13F File Number: 28-7346 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: Name: Jeffery H. Laska Title: Director Phone: (203) 719-6871 Signature, Place, and Date of Signing: /s/ Jeffery H. Laska Jeffery H. Laska February 12, 2003 Stamford, Connecticut Report Type (Check only one): [x] 13F Holdings Report [ ] 13F Notice [ ] 13F Combination Report Pursuant to Regulation 240.24b-2(b) of the Securities Exchange Act of 1934, please be advised that UBS Securities LLC, the institutional investment manager with respect to which this schedule is filed, has omitted and filed separately with the Commission a portion of this Report for which it has requested confidential treatment. Report Summary Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2297 Form 13F Information Table Value Total: $ 23,737,915 (thousands) List of Other Included Managers: NONE SECTION 13F - QUARTER ENDING DECEMBER 31, 2003 PUBLIC FILING - FINAL

ALLIANCE GAMING CORP COM NEW 01859P609 $ 294 11,924 SH SOLE 11,924 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 $ 136 19,097 SH SOLE 19,097 ALLIANT TECHSYSTEMS INC COM 018804104 $ 1,338 23,158 SH SOLE 23,158 ALLIED CAP CORP NEW COM 01903Q108 $ 381 13,683 SH SOLE 13,683 ALLIED WASTE INDS INC PFD SR C CONV 019589605 $ 27,366 357,725 SH SOLE 357,725 ALLSTATE CORP COM 020002101 $ 7,466 173,537 SH SOLE 173,537 ALLSTATE CORP OPT 020002100 $115,380 2,682,000 SH C SOLE 2,682,000 ALLSTATE CORP OPT 020002100 $ 2,224 51,700 SH P SOLE 51,700 ALLSTREAM INC CL B LT VTG SH 02004C204 $ 5,735 100,000 SH SOLE 100,000 ALLTEL CORP COM 020039103 $ 25,232 541,695 SH SOLE 541,695 ALLTEL CORP OPT 020039100 $ 8,985 192,900 SH P SOLE 192,900 ALPHARMA INC CL A 020813101 $ 1,509 75,054 SH SOLE 75,054 ALPHARMA INC NOTE 5.750% 4/0 020813AB7 $ 382 401,900 PRN SOLE 401,900 ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N103 $ 4,008 66,464 SH SOLE 66,464 ALTERA CORP COM 021441100 $ 7,080 312,600 SH SOLE 312,600 ALTERA CORP OPT 021441100 $ 838 37,000 SH C SOLE 37,000 ALTERA CORP OPT 021441100 $ 1,330 58,700 SH P SOLE 58,700 ALTRIA GROUP INC COM 02209S103 $156,539 2,876,496 SH SOLE 2,876,496 ALTRIA GROUP INC OPT 02209S100 $ 14,693 270,000 SH C SOLE 270,000 ALTRIA GROUP INC OPT 02209S100 $387,824 7,126,500 SH P SOLE 7,126,500 ALZA CORP SDCV 7/2 02261WAB5 $ 45,234 62,500,000 SH SOLE 62,500,000 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 $ 11,106 10,982,000 PRN SOLE 10,982,000 AMAZON COM INC OPT 023135100 $ 59,492 1,130,600 SH P SOLE 1,130,600 AMB PROPERTY CORP COM 00163T109 $ 3,319 100,939 SH SOLE 100,939 AMBAC FINL GROUP INC COM 023139108 $ 11,088 159,791 SH SOLE 159,791 AMCOR LTD PRIDES 7.25% 02341R401 $ 21,856 353,945 SH SOLE 353,945 AMDOCS LTD OPT G02602100 $ 6,299 280,200 SH C SOLE 280,200 AMDOCS LTD OPT G02602100 $ 28,098 1,249,900 SH P SOLE 1,249,900 AMERADA HESS CORP COM 023551104 $ 10,537 198,181 SH SOLE 198,181 AMERADA HESS CORP PFD CV ACES 7% 023551401 $ 6,308 115,000 SH SOLE 115,000 AMEREN CORP COM 023608102 $ 7,347 159,727 SH SOLE 159,727 AMERICA WEST HLDG CORP CL B 023657208 $ 168 13,570 SH SOLE 13,570 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 $ 491 29,920 SH SOLE 29,920 AMERICAN ELEC PWR INC COM 025537101 $ 4,130 135,350 SH SOLE 135,350 AMERICAN EXPRESS CO COM 025816109 $ 96,063 1,991,776 SH SOLE 1,991,776 AMERICAN EXPRESS CO OPT 025816100 $ 3,858 80,000 SH P SOLE 80,000 AMERICAN GREETINGS CORP CL A 026375105 $ 1,384 63,305 SH SOLE 63,305 AMERICAN INTL GROUP INC COM 026874107 $133,911 2,020,388 SH SOLE 2,020,388 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 $ 19,236 29,090,000 PRN SOLE 29,090,000 AMERICAN INTL GROUP INC OPT 026874100 $ 36,852 556,000 SH C SOLE 556,000 AMERICAN INTL GROUP INC OPT 026874100 $ 77,799 1,173,800 SH P SOLE 1,173,800 AMERICAN ITALIAN PASTA CO CL A 027070101 $ 392 9,356 SH SOLE 9,356 AMERICAN MED SEC GROUP INC COM 02744P101 $ 657 29,307 SH SOLE 29,307 AMERICAN MGMT SYS INC COM 027352103 $ 349 23,166 SH SOLE 23,166 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $ 1,192 35,486 SH SOLE 35,486 AMERICAN PWR CONVERSION CORP COM 029066107 $ 11,878 484,799 SH SOLE 484,799 AMERICAN STD COS INC DEL COM 029712106 $ 6,983 69,347 SH SOLE 69,347 AMERICAN TOWER CORP OPT 029912200 $ 2,239 206,900 SH C SOLE 206,900 AMERICAN TOWER CORP OPT 029912200 $ 2,228 205,900 SH P SOLE 205,900 AMERICREDIT CORP COM 03060R101 $ 548 34,398 SH SOLE 34,398 AMERICREDIT CORP OPT 03060R100 $ 804 50,500 SH C SOLE 50,500 AMERIGROUP CORP COM 03073T102 $ 260 6,103 SH SOLE 6,103 AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD4 $ 1,328 1,107,000 PRN SOLE 1,107,000 AMERISOURCEBERGEN CORP COM 03073E105 $ 14,946 266,185 SH SOLE 266,185 AMERISOURCEBERGEN CORP OPT 03073E100 $ 3,369 60,000 SH C SOLE 60,000 AMERISOURCEBERGEN CORP OPT 03073E100 $ 15,161 270,000 SH P SOLE 270,000 AMERITRADE HLDG CORP NEW OPT 03074K100 $ 811 57,500 SH C SOLE 57,500 AMERSHAM PLC SPONSORED ADR 030719108 $ 7,799 114,223 SH SOLE 114,223 AMERUS GROUP CO NOTE 2.000% 3/0 03072MAD0 $ 13,094 12,252,000 PRN SOLE 12,252,000 AMGEN INC COM 031162100 $ 88,208 1,427,541 SH SOLE 1,427,541 AMGEN INC OPT 031162100 $ 10,195 165,000 SH C SOLE 165,000 AMKOR TECHNOLOGY INC OPT 031652100 $ 610 33,600 SH P SOLE 33,600 AMR CORP COM 001765106 $ 15,468 1,194,474 SH SOLE 1,194,474 AMSOUTH BANCORPORATION COM 032165102 $ 2,717 110,913 SH SOLE 110,913 ANADARKO PETE CORP COM 032511107 $ 28,659 561,833 SH SOLE 561,833 ANALOG DEVICES INC COM 032654105 $ 14,945 327,388 SH SOLE 327,388 ANALOG DEVICES INC OPT 032654100 $ 4,455 97,600 SH P SOLE 97,600 ANALOGIC CORP COM PAR $0.05 032657207 $ 216 5,255 SH SOLE 5,255 ANCHOR BANCORP WIS INC COM 032839102 $ 429 17,247 SH SOLE 17,247 ANDREW CORP COM 034425108 $ 866 74,751 SH SOLE 74,751 ANDRX CORP DEL ANDRX GROUP 034553107 $ 283 11,770 SH SOLE 11,770 ANDRX CORP DEL OPT 034553100 $ 3,094 128,700 SH C SOLE 128,700 ANHEUSER BUSCH COS INC COM 035229103 $ 40,714 772,859 SH SOLE 772,859 ANHEUSER BUSCH COS INC OPT 035229100 $ 5,294 100,500 SH C SOLE 100,500 ANIXTER INTL INC COM 035290105 $ 2,925 113,031 SH SOLE 113,031 ANNALY MTG MGMT INC COM 035710409 $ 2,803 152,347 SH SOLE 152,347 ANNTAYLOR STORES CORP COM 036115103 $ 443 11,347 SH SOLE 11,347 ANTHEM INC COM 03674B104 $ 7,216 96,212 SH SOLE 96,212 ANTHEM INC OPT 03674B100 $ 2,835 37,800 SH P SOLE 37,800 ANTHRACITE CAP INC COM 037023108 $ 1,303 117,687 SH SOLE 117,687 ANTIGENICS INC DEL COM 037032109 $ 274 24,179 SH SOLE 24,179 AO TATNEFT SPON ADR REG S 03737P306 $ 2,167 95,061 SH SOLE 95,061 AON CORP COM 037389103 $ 8,884 371,091 SH SOLE 371,091 APACHE CORP COM 037411105 $ 11,724 144,558 SH SOLE 144,558 APACHE CORP OPT 037411100 $ 3,098 38,200 SH C SOLE 38,200 APARTMENT INVT & MGMT CO CL A 03748R101 $ 15,966 462,778 SH SOLE 462,778 APOGEE ENTERPRISES INC COM 037598109 $ 264 23,263 SH SOLE 23,263 APOGENT TECHNOLOGIES INC COM 03760A101 $ 624 27,087 SH SOLE 27,087 APOLLO GROUP INC CL A 037604105 $ 21,498 317,039 SH SOLE 317,039 APOLLO GROUP INC COM UNV PHOENX 037604204 $ 918 13,325 SH SOLE 13,325 APPLE COMPUTER INC COM 037833100 $ 18,937 886,131 SH SOLE 886,131 APPLEBEES INTL INC COM 037899101 $ 1,288 32,750 SH SOLE 32,750 APPLERA CORP COM AP BIO GRP 038020103 $ 6,846 330,589 SH SOLE 330,589 APPLERA CORP COM CE GEN GRP 038020202 $ 1,152 82,808 SH SOLE 82,808 APPLERA CORP OPT 038020100 $ 932 45,000 SH P SOLE 45,000 APPLIED MATLS INC COM 038222105 $ 50,633 2,256,353 SH SOLE 2,256,353 APPLIED MATLS INC OPT 038222100 $ 5,498 245,000 SH C SOLE 245,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 7,560 1,266,409 SH SOLE 1,266,409 APPLIED MICRO CIRCUITS CORP OPT 03822W100 $ 1,284 215,000 SH C SOLE 215,000

APRIA HEALTHCARE GROUP INC COM 037933108 $ 2,099 73,731 SH SOLE 73,731 APTARGROUP INC COM 038336103 $ 1,408 36,100 SH SOLE 36,100 AQUANTIVE INC COM 03839G105 $ 243 23,694 SH SOLE 23,694 AQUILA INC COM 03840P102 $ 6,841 2,018,104 SH SOLE 2,018,104 ARADIGM CORP COM 038505103 $ 21 12,175 SH SOLE 12,175 ARBITRON INC COM 03875Q108 $ 1,512 36,246 SH SOLE 36,246 ARCH CAP GROUP LTD ORD G0450A105 $ 253 6,354 SH SOLE 6,354 ARCH COAL INC COM 039380100 $ 1,373 44,036 SH SOLE 44,036 ARCHER DANIELS MIDLAND CO COM 039483102 $ 15,289 1,004,511 SH SOLE 1,004,511 ARCHSTONE SMITH TR COM 039583109 $ 2,916 104,231 SH SOLE 104,231 ARDEN RLTY INC COM 039793104 $ 1,644 54,173 SH SOLE 54,173 ARENA PHARMACEUTICALS INC COM 040047102 $ 293 47,236 SH SOLE 47,236 ARGONAUT TECHNOLOGIES INC COM 040175101 $ 1,607 913,000 SH SOLE 913,000 ARGOSY GAMING CO COM 040228108 $ 2,871 110,450 SH SOLE 110,450 ARIBA INC COM 04033V104 $ 219 72,930 SH SOLE 72,930 ARKANSAS BEST CORP DEL COM 040790107 $ 237 7,543 SH SOLE 7,543 ARM HLDGS PLC SPONSORED ADR 042068106 $ 118 17,100 SH SOLE 17,100 ARQULE INC COM 04269E107 $ 191 39,167 SH SOLE 39,167 ARRAY BIOPHARMA INC COM 04269X105 $ 63 11,110 SH SOLE 11,110 ARRIS GROUP INC COM 04269Q100 $ 85 11,726 SH SOLE 11,726 ARROW ELECTRS INC DBCV 2/2 042735AY6 $ 15,809 30,401,000 PRN SOLE 30,401,000 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 $ 374 14,424 SH SOLE 14,424 ASHLAND INC COM 044204105 $ 3,654 82,938 SH SOLE 82,938 ASIAINFO HLDGS INC COM 04518A104 $ 109 16,327 SH SOLE 16,327 ASML HLDG NV N Y SHS N07059111 $ 32,000 1,596,012 SH SOLE 1,596,012 ASML HLDG NV OPT N07059110 $ 702 35,000 SH P SOLE 35,000 ASSOCIATED BANC CORP COM 045487105 $ 2,186 51,075 SH SOLE 51,075 ASSOCIATED ESTATES RLTY CORP COM 045604105 $ 316 43,189 SH SOLE 43,189 ASTRAZENECA PLC OPT 046353100 $ 832 17,200 SH C SOLE 17,200 AT&T CORP COM NEW 001957505 $ 29,784 1,467,178 SH SOLE 1,467,178 AT&T CORP OPT 001957500 $ 2,188 107,800 SH P SOLE 107,800 AT&T WIRELESS SVCS INC COM 00209A106 $ 9,866 1,234,798 SH SOLE 1,234,798 AT&T WIRELESS SVCS INC OPT 00209A100 $ 22,700 2,841,100 SH C SOLE 2,841,100 AT&T WIRELESS SVCS INC OPT 00209A100 $ 5,233 655,000 SH P SOLE 655,000 ATARI INC COM 04651M105 $ 164 39,068 SH SOLE 39,068 ATHEROGENICS INC COM 047439104 $ 232 15,617 SH SOLE 15,617 ATI TECHNOLOGIES INC COM 001941103 $ 1,206 79,737 SH SOLE 79,737 ATLANTIC COAST AIRLINES HLDG COM 048396105 $ 231 23,427 SH SOLE 23,427 ATMEL CORP COM 049513104 $ 1,157 192,435 SH SOLE 192,435 ATMOS ENERGY CORP COM 049560105 $ 1,343 55,262 SH SOLE 55,262 AUDIOVOX CORP CL A 050757103 $ 496 38,602 SH SOLE 38,602 AUTOBYTEL INC COM 05275N106 $ 177 19,457 SH SOLE 19,457 AUTODESK INC COM 052769106 $ 4,170 169,645 SH SOLE 169,645 AUTOMATIC DATA PROCESSING IN COM 053015103 $ 20,744 523,707 SH SOLE 523,707 AUTONATION INC COM 05329W102 $ 8,587 467,438 SH SOLE 467,438 AUTONATION INC OPT 05329W100 $ 9,966 542,500 SH C SOLE 542,500 AUTONATION INC OPT 05329W100 $ 1,837 100,000 SH P SOLE 100,000 AUTOZONE INC COM 053332102 $ 14,635 171,751 SH SOLE 171,751 AVANEX CORP COM 05348W109 $ 1,217 243,834 SH SOLE 243,834 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 $ 37 13,502 SH SOLE 13,502 AVAYA INC COM 053499109 $ 7,183 555,086 SH SOLE 555,086 AVAYA INC NOTE 10/3 053499AA7 $ 3,208 5,940,000 PRN SOLE 5,940,000 AVAYA INC OPT 053499100 $ 1,799 139,000 SH C SOLE 139,000 AVERY DENNISON CORP COM 053611109 $ 1,926 34,375 SH SOLE 34,375 AVI BIOPHARMA INC COM 002346104 $ 143 35,036 SH SOLE 35,036 AVID TECHNOLOGY INC COM 05367P100 $ 436 9,089 SH SOLE 9,089 AVIGEN INC COM 053690103 $ 83 14,097 SH SOLE 14,097 AVIRON NOTE 5.250% 2/0 053762AD2 $ 2,805 2,710,000 PRN SOLE 2,710,000 AVISTA CORP COM 05379B107 $ 219 12,113 SH SOLE 12,113 AVOCENT CORP COM 053893103 $ 340 9,299 SH SOLE 9,299 AVON PRODS INC COM 054303102 $ 35,512 526,185 SH SOLE 526,185 AVX CORP NEW COM 002444107 $ 462 27,770 SH SOLE 27,770 AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB3 $ 1,066 812,000 PRN SOLE 812,000 AXCELIS TECHNOLOGIES INC COM 054540109 $ 257 25,045 SH SOLE 25,045 BACKWEB TECHNOLOGIES LTD ORD M15633106 $ 18 13,644 SH SOLE 13,644 BAKER HUGHES INC COM 057224107 $ 25,617 796,538 SH SOLE 796,538 BAKER HUGHES INC OPT 057224100 $ 425 13,200 SH P SOLE 13,200 BALDOR ELEC CO COM 057741100 $ 1,178 51,554 SH SOLE 51,554 BALL CORP COM 058498106 $ 6,104 102,462 SH SOLE 102,462 BALLARD PWR SYS INC COM 05858H104 $ 253 21,421 SH SOLE 21,421 BALLY TOTAL FITNESS HLDG COR COM 05873K108 $ 365 52,152 SH SOLE 52,152 BANCO BRADESCO S A SP ADR PFD NEW 059460204 $ 370 14,021 SH SOLE 14,021 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 $ 510 21,450 SH SOLE 21,450 BANDAG INC COM 059815100 $ 335 8,143 SH SOLE 8,143 BANK HAWAII CORP COM 062540109 $ 3,335 79,025 SH SOLE 79,025 BANK NEW YORK INC COM 064057102 $ 34,566 1,043,669 SH SOLE 1,043,669 BANK OF AMERICA CORPORATION COM 060505104 $ 44,943 558,779 SH SOLE 558,779 BANK OF AMERICA CORPORATION OPT 060505100 $ 24,169 300,500 SH C SOLE 300,500 BANK OF AMERICA CORPORATION OPT 060505100 $ 28,697 356,800 SH P SOLE 356,800 BANK ONE CORP COM 06423A103 $ 26,739 586,510 SH SOLE 586,510 BANK ONE CORP OPT 06423A100 $ 6,269 137,500 SH C SOLE 137,500 BANK ONE CORP OPT 06423A100 $ 7,750 170,000 SH P SOLE 170,000 BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999065416117 $ 35 292,312 SH SOLE 292,312 BANKATLANTIC BANCORP CL A 065908501 $ 599 31,509 SH SOLE 31,509 BANKNORTH GROUP INC NEW COM 06646R107 $ 1,419 43,606 SH SOLE 43,606 BANKRATE INC COM 06646V108 $ 127 10,240 SH SOLE 10,240 BARD C R INC COM 067383109 $ 9,688 119,231 SH SOLE 119,231 BARNES & NOBLE INC NOTE 5.250% 3/1 067774AD1 $ 1,033 955,000 PRN SOLE 955,000 BARNES GROUP INC COM 067806109 $ 237 7,347 SH SOLE 7,347 BARR LABS INC COM 068306109 $ 4,377 56,883 SH SOLE 56,883 BARRA INC COM 068313105 $ 459 12,907 SH SOLE 12,907 BARRICK GOLD CORP COM 067901108 $ 9,972 439,101 SH SOLE 439,101 BARRICK GOLD CORP OPT 067901100 $ 3,997 176,000 SH P SOLE 176,000 BAXTER INTL INC COM 071813109 $ 46,900 1,536,693 SH SOLE 1,536,693 BAXTER INTL INC OPT 071813100 $ 14,955 490,000 SH C SOLE 490,000 BAXTER INTL INC OPT 071813100 $ 21,309 698,200 SH P SOLE 698,200 BAY VIEW CAP CORP DEL COM 07262L101 $ 1,601 748,266 SH SOLE 748,266 BB&T CORP COM 054937107 $ 2,151 55,672 SH SOLE 55,672 BEA SYS INC COM 073325102 $ 8,541 694,387 SH SOLE 694,387

BEA SYS INC OPT 073325100 $ 1,353 110,000 SH P SOLE 110,000 BEAR STEARNS COS INC COM 073902108 $ 25,268 316,046 SH SOLE 316,046 BEAR STEARNS COS INC OPT 073902100 $ 17,589 220,000 SH P SOLE 220,000 BEAZER HOMES USA INC COM 07556Q105 $ 445 4,552 SH SOLE 4,552 BECKMAN COULTER INC COM 075811109 $ 1,743 34,293 SH SOLE 34,293 BECTON DICKINSON & CO COM 075887109 $ 20,732 503,928 SH SOLE 503,928 BED BATH & BEYOND INC COM 075896100 $ 27,630 637,375 SH SOLE 637,375 BED BATH & BEYOND INC OPT 075896100 $ 3,867 89,200 SH C SOLE 89,200 BELDEN INC COM 077459105 $ 629 29,826 SH SOLE 29,826 BELLSOUTH CORP COM 079860102 $ 76,064 2,687,758 SH SOLE 2,687,758 BELLSOUTH CORP OPT 079860100 $ 1,033 36,500 SH P SOLE 36,500 BELO CORP COM SER A 080555105 $ 1,281 45,208 SH SOLE 45,208 BEMA GOLD CORP COM 08135F107 $ 71 19,198 SH SOLE 19,198 BEMIS INC COM 081437105 $ 5,524 110,477 SH SOLE 110,477 BENCHMARK ELECTRS INC COM 08160H101 $ 1,115 32,020 SH SOLE 32,020 BERKLEY W R CORP COM 084423102 $ 5,867 167,867 SH SOLE 167,867 BEST BUY INC COM 086516101 $ 20,995 401,894 SH SOLE 401,894 BEST BUY INC OPT 086516100 $ 9,403 180,000 SH C SOLE 180,000 BEST BUY INC OPT 086516100 $ 12,799 245,000 SH P SOLE 245,000 BEST BUY INC SDCV 2.250% 1/1 086516AF8 $ 701 645,000 SH SOLE 645,000 BIG 5 SPORTING GOODS CORP COM 08915P101 $ 224 10,707 SH SOLE 10,707 BIG LOTS INC COM 089302103 $ 2,441 171,799 SH SOLE 171,799 BIOGEN IDEC INC COM 09062X103 $ 5,531 150,708 SH SOLE 150,708 BIOGEN IDEC INC OPT 09062X100 $ 5,274 143,700 SH C SOLE 143,700 BIOGEN IDEC INC OPT 09062X100 $ 4,514 123,000 SH P SOLE 123,000 BIOMET INC COM 090613100 $ 14,014 386,920 SH SOLE 386,920 BIOPURE CORP CL A 09065H105 $ 264 107,605 SH SOLE 107,605 BIOSITE INC OPT 090945100 $ 672 23,200 SH P SOLE 23,200 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 $ 55,440 409,724 SH SOLE 409,724 BIOTECH HOLDERS TR OPT 09067D200 $ 5,642 41,700 SH P SOLE 41,700 BIOVAIL CORP COM 09067J109 $ 7,672 357,020 SH SOLE 357,020 BIOVAIL CORP OPT 09067J100 $ 2,914 135,600 SH P SOLE 135,600 BISYS GROUP INC COM 055472104 $ 578 38,812 SH SOLE 38,812 BJ SVCS CO COM 055482103 $ 12,342 343,784 SH SOLE 343,784 BJ SVCS CO NOTE 0.500% 4/2 055482AF0 $ 10,234 12,500,000 PRN SOLE 12,500,000 BJ SVCS CO OPT 055482100 $ 7,543 210,100 SH C SOLE 210,100 BJS WHOLESALE CLUB INC COM 05548J106 $ 1,329 57,891 SH SOLE 57,891 BLACK & DECKER CORP COM 091797100 $ 4,926 99,876 SH SOLE 99,876 BLACKROCK CORE BD TR SHS BEN INT 09249E101 $ 1,170 85,000 SH SOLE 85,000 BLDRS INDEX FDS TR DEV MK 100 ADR 09348R201 $ 1,563 25,000 SH SOLE 25,000 BLOCK H & R INC COM 093671105 $ 5,669 102,391 SH SOLE 102,391 BLOCK H & R INC OPT 093671100 $ 2,137 38,600 SH C SOLE 38,600 BLOCKBUSTER INC CL A 093679108 $ 2,860 159,343 SH SOLE 159,343 BLOCKBUSTER INC OPT 093679100 $ 898 50,000 SH P SOLE 50,000 BLYTH INC COM 09643P108 $ 2,169 67,327 SH SOLE 67,327 BMC SOFTWARE INC COM 055921100 $ 4,955 265,687 SH SOLE 265,687 BOC GROUP PLC SPONSORED ADR 055617609 $ 20,249 651,315 SH SOLE 651,315 BOEING CO COM 097023105 $ 61,550 1,460,605 SH SOLE 1,460,605 BOEING CO OPT 097023100 $ 8,196 194,500 SH C SOLE 194,500 BOEING CO OPT 097023100 $ 9,751 231,400 SH P SOLE 231,400 BOISE CASCADE CORP COM 097383103 $ 31,236 950,582 SH SOLE 950,582 BORDERS GROUP INC COM 099709107 $ 2,556 116,586 SH SOLE 116,586 BORG WARNER INC COM 099724106 $ 2,059 24,198 SH SOLE 24,198 BOSTON COMMUNICATIONS GROUP COM 100582105 $ 210 22,572 SH SOLE 22,572 BOSTON PROPERTIES INC COM 101121101 $ 1,243 25,786 SH SOLE 25,786 BOSTON SCIENTIFIC CORP COM 101137107 $ 14,784 402,182 SH SOLE 402,182 BOSTON SCIENTIFIC CORP OPT 101137100 $ 28,452 774,000 SH C SOLE 774,000 BOSTON SCIENTIFIC CORP OPT 101137100 $ 43,561 1,185,000 SH P SOLE 1,185,000 BOWATER INC COM 102183100 $ 2,531 54,662 SH SOLE 54,662 BOWATER INC OPT 102183100 $ 2,918 63,000 SH P SOLE 63,000 BOYKIN LODGING CO COM 103430104 $ 304 33,174 SH SOLE 33,174 BP PLC OPT 055622100 $ 11,844 240,000 SH C SOLE 240,000 BP PLC OPT 055622100 $ 4,066 82,400 SH P SOLE 82,400 BRADY CORP CL A 104674106 $ 361 8,862 SH SOLE 8,862 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 $ 405 15,111 SH SOLE 15,111 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 $ 7,585 200,661 SH SOLE 200,661 BRAZIL FD INC COM 105759104 $ 244 10,200 SH SOLE 10,200 BRE PROPERTIES INC CL A 05564E106 $ 1,171 35,065 SH SOLE 35,065 BRIGGS & STRATTON CORP COM 109043109 $ 850 12,605 SH SOLE 12,605 BRIGHTPOINT INC COM NEW 109473405 $ 230 13,356 SH SOLE 13,356 BRINKER INTL INC COM 109641100 $ 4,094 123,455 SH SOLE 123,455 BRISTOL MYERS SQUIBB CO COM 110122108 $ 37,305 1,304,387 SH SOLE 1,304,387 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AM0 $126,670 122,805,000 PRN SOLE 122,805,000 BRISTOL MYERS SQUIBB CO OPT 110122100 $ 5,789 202,400 SH C SOLE 202,400 BRISTOL MYERS SQUIBB CO OPT 110122100 $ 10,868 380,000 SH P SOLE 380,000 BROADCOM CORP CL A 111320107 $ 6,922 203,477 SH SOLE 203,477 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 508 87,834 SH SOLE 87,834 BROCADE COMMUNICATIONS SYS I OPT 111621100 $ 407 70,400 SH P SOLE 70,400 BROOKFIELD HOMES CORP COM 112723101 $ 2,294 89,024 SH SOLE 89,024 BROOKFIELD PPTYS CORP COM 112900105 $ 2,036 70,932 SH SOLE 70,932 BROOKLINE BANCORP INC DEL COM 11373M107 $ 227 14,778 SH SOLE 14,778 BROWN & BROWN INC COM 115236101 $ 1,025 31,442 SH SOLE 31,442 BROWN FORMAN CORP CL B 115637209 $ 671 7,181 SH SOLE 7,181 BROWN SHOE INC NEW COM 115736100 $ 449 11,850 SH SOLE 11,850 BROWN TOM INC COM NEW 115660201 $ 737 22,863 SH SOLE 22,863 BRUKER BIOSCIENCES CORP COM 116794108 $ 103 22,637 SH SOLE 22,637 BRUNSWICK CORP COM 117043109 $ 2,616 82,176 SH SOLE 82,176 BUNGE LIMITED COM G16962105 $ 1,413 42,933 SH SOLE 42,933 BURLINGTON COAT FACTORY COM 121579106 $ 236 11,168 SH SOLE 11,168 BURLINGTON NORTHN SANTA FE C COM 12189T104 $ 25,607 791,563 SH SOLE 791,563 BURLINGTON RES INC COM 122014103 $ 13,452 242,911 SH SOLE 242,911 BUSINESS OBJECTS S A OPT 12328X100 $ 1,006 29,000 SH P SOLE 29,000 C COR NET CORP COM 125010108 $ 169 15,199 SH SOLE 15,199 C D I CORP COM 125071100 $ 222 6,777 SH SOLE 6,777 C D W CORP COM 12512N105 $ 6,342 109,794 SH SOLE 109,794 C D W CORP OPT 12512N100 $ 710 12,300 SH C SOLE 12,300 C H ROBINSON WORLDWIDE INC COM 12541W100 $ 2,341 61,740 SH SOLE 61,740 C&D TECHNOLOGIES INC COM 124661109 $ 1,253 65,353 SH SOLE 65,353 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 $ 3,170 452,141 SH SOLE 452,141

CABLE DESIGN TECHNOLOGIES CO COM 126924109 $ 989 109,997 SH SOLE 109,997 CABOT CORP COM 127055101 $ 340 10,666 SH SOLE 10,666 CABOT MICROELECTRONICS CORP COM 12709P103 $ 657 13,399 SH SOLE 13,399 CABOT MICROELECTRONICS CORP OPT 12709P100 $ 1,225 25,000 SH C SOLE 25,000 CABOT OIL & GAS CORP COM 127097103 $ 2,577 87,813 SH SOLE 87,813 CACI INTL INC CL A 127190304 $ 353 7,252 SH SOLE 7,252 CALLAWAY GOLF CO COM 131193104 $ 607 36,052 SH SOLE 36,052 CALPINE CORP COM 131347106 $ 976 202,965 SH SOLE 202,965 CALPINE CORP OPT 131347100 $ 1,741 362,000 SH P SOLE 362,000 CAMBREX CORP COM 132011107 $ 810 32,050 SH SOLE 32,050 CAMDEN PPTY TR SH BEN INT 133131102 $ 213 4,816 SH SOLE 4,816 CAMPBELL SOUP CO COM 134429109 $ 8,158 304,419 SH SOLE 304,419 CAMPBELL SOUP CO OPT 134429100 $ 1,340 50,000 SH P SOLE 50,000 CANADIAN NATL RY CO OPT 136375100 $ 1,867 29,500 SH C SOLE 29,500 CANADIAN PAC RY LTD COM 13645T100 $ 582 20,665 SH SOLE 20,665 CANDELA CORP COM 136907102 $ 247 13,582 SH SOLE 13,582 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 $ 262 8,172 SH SOLE 8,172 CAPITAL ONE FINL CORP COM 14040H105 $ 7,464 121,775 SH SOLE 121,775 CAPITAL ONE FINL CORP OPT 14040H100 $ 12,564 205,000 SH C SOLE 205,000 CAPSTEAD MTG CORP COM NO PAR 14067E506 $ 659 39,267 SH SOLE 39,267 CAPTARIS INC COM 14071N104 $ 70 12,443 SH SOLE 12,443 CARAUSTAR INDS INC COM 140909102 $ 156 11,304 SH SOLE 11,304 CARBO CERAMICS INC COM 140781105 $ 286 5,583 SH SOLE 5,583 CARDINAL HEALTH INC COM 14149Y108 $ 7,351 120,192 SH SOLE 120,192 CARDINAL HEALTH INC OPT 14149Y100 $ 34,592 565,600 SH P SOLE 565,600 CAREER EDUCATION CORP COM 141665109 $ 2,075 51,547 SH SOLE 51,547 CAREMARK RX INC COM 141705103 $ 643 25,378 SH SOLE 25,378 CARLISLE COS INC COM 142339100 $ 1,620 26,615 SH SOLE 26,615 CARMAX INC COM 143130102 $ 3,303 106,781 SH SOLE 106,781 CARMAX INC OPT 143130100 $ 1,151 37,200 SH C SOLE 37,200 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 $ 67,034 96,800,000 PRN SOLE 96,800,000 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 $ 22,602 19,215,000 PRN SOLE 19,215,000 CARNIVAL CORP NOTE 10/2 143658AS1 $ 16,980 24,000,000 PRN SOLE 24,000,000 CARPENTER TECHNOLOGY CORP COM 144285103 $ 330 11,172 SH SOLE 11,172 CARRAMERICA RLTY CORP COM 144418100 $ 4,546 152,652 SH SOLE 152,652 CARREKER CORP COM 144433109 $ 503 35,880 SH SOLE 35,880 CASEYS GEN STORES INC COM 147528103 $ 361 20,424 SH SOLE 20,424 CASH AMER INTL INC COM 14754D100 $ 1,075 50,735 SH SOLE 50,735 CATELLUS DEV CORP NEW COM 149113102 $ 261 10,811 SH SOLE 10,811 CATERPILLAR INC DEL COM 149123101 $ 33,895 408,280 SH SOLE 408,280 CATERPILLAR INC DEL OPT 149123100 $ 6,733 81,100 SH C SOLE 81,100 CATHAY GENERAL BANCORP COM 149150104 $ 184 3,287 SH SOLE 3,287 CATO CORP NEW CL A 149205106 $ 291 14,209 SH SOLE 14,209 CBRL GROUP INC COM 12489V106 $ 1,329 34,714 SH SOLE 34,714 CEC ENTMT INC COM 125137109 $ 307 6,472 SH SOLE 6,472 CELESTICA INC NOTE 8/0 15101QAA6 $ 5,273 10,239,000 PRN SOLE 10,239,000 CELESTICA INC OPT 15101Q100 $ 1,020 67,700 SH C SOLE 67,700 CELESTICA INC OPT 15101Q100 $ 1,356 90,000 SH P SOLE 90,000 CELESTICA INC SUB VTG SHS 15101Q108 $ 1,405 93,204 SH SOLE 93,204 CELGENE CORP COM 151020104 $ 365 8,143 SH SOLE 8,143 CELGENE CORP OPT 151020100 $ 1,468 32,700 SH P SOLE 32,700 CELL GENESYS INC COM 150921104 $ 295 23,103 SH SOLE 23,103 CENDANT CORP COM 151313103 $ 32,211 1,446,370 SH SOLE 1,446,370 CENDANT CORP DBCV 3.875%11/2 151313AN3 $ 58,567 54,229,000 PRN SOLE 54,229,000 CENDANT CORP DEBT 2/1 151313AF0 $ 6,780 9,040,000 SH SOLE 9,040,000 CENTENE CORP DEL COM 15135B101 $ 221 7,900 SH SOLE 7,900 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 $ 2,977 565,896 SH SOLE 565,896 CENTERPOINT ENERGY INC COM 15189T107 $ 4,807 496,039 SH SOLE 496,039 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 $ 339 5,627 SH SOLE 5,627 CENTEX CORP COM 152312104 $ 4,088 37,977 SH SOLE 37,977 CENTILLIUM COMMUNICATIONS IN COM 152319109 $ 142 25,228 SH SOLE 25,228 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 $ 227 13,100 SH SOLE 13,100 CENTURY BUSINESS SVCS INC COM 156490104 $ 54 12,140 SH SOLE 12,140 CENTURYTEL INC COM 156700106 $ 6,135 188,076 SH SOLE 188,076 CENTURYTEL INC DBCV 4.750% 8/0 156700AH9 $ 16,380 14,400,000 PRN SOLE 14,400,000 CEPHALON INC COM 156708109 $ 6,325 130,663 SH SOLE 130,663 CEPHALON INC NOTE 2.500%12/1 156708AE9 $ 9,538 10,000,000 PRN SOLE 10,000,000 CERADYNE INC COM 156710105 $ 342 10,028 SH SOLE 10,028 CERNER CORP COM 156782104 $ 336 8,882 SH SOLE 8,882 CERNER CORP OPT 156782100 $ 1,866 49,300 SH C SOLE 49,300 CERTEGY INC COM 156880106 $ 1,434 43,727 SH SOLE 43,727 CERUS CORP COM 157085101 $ 103 22,675 SH SOLE 22,675 CH ENERGY GROUP INC COM 12541M102 $ 291 6,210 SH SOLE 6,210 CHAMPION ENTERPRISES INC COM 158496109 $ 165 23,537 SH SOLE 23,537 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 $ 5,962 6,219,000 PRN SOLE 6,219,000 CHARTER ONE FINL INC COM 160903100 $ 19,608 567,521 SH SOLE 567,521 CHECK POINT SOFTWARE TECH LT OPT M22465100 $ 944 56,000 SH C SOLE 56,000 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 1,357 80,478 SH SOLE 80,478 CHECKFREE CORP NEW COM 162813109 $ 273 9,873 SH SOLE 9,873 CHECKFREE CORP NEW OPT 162813100 $ 4,866 176,000 SH C SOLE 176,000 CHESAPEAKE ENERGY CORP COM 165167107 $ 413 30,381 SH SOLE 30,381 CHESAPEAKE ENERGY CORP OPT 165167100 $ 340 25,000 SH C SOLE 25,000 CHESAPEAKE ENERGY CORP PFD CONV 6.75% 165167503 $ 920 10,000 SH SOLE 10,000 CHEVRONTEXACO CORP COM 166764100 $121,066 1,401,384 SH SOLE 1,401,384 CHEVRONTEXACO CORP OPT 166764100 $ 26,142 302,600 SH C SOLE 302,600 CHICOS FAS INC COM 168615102 $ 1,302 35,227 SH SOLE 35,227 CHINADOTCOM CORP CL A G2108N109 $ 203 25,190 SH SOLE 25,190 CHIRON CORP COM 170040109 $ 13,977 245,300 SH SOLE 245,300 CHIRON CORP NOTE 6/1 170040AE9 $ 2,784 4,660,000 PRN SOLE 4,660,000 CHIRON CORP OPT 170040100 $ 13,960 245,000 SH C SOLE 245,000 CHIRON CORP OPT 170040100 $ 2,268 39,800 SH P SOLE 39,800 CHITTENDEN CORP COM 170228100 $ 308 9,162 SH SOLE 9,162 CHOICE HOTELS INTL INC COM 169905106 $ 2,200 62,416 SH SOLE 62,416 CHRISTOPHER & BANKS CORP COM 171046105 $ 3,718 190,351 SH SOLE 190,351 CHUBB CORP COM 171232101 $ 2,226 32,694 SH SOLE 32,694 CHUBB CORP CORP UNIT % 171232309 $ 23,790 833,000 SH SOLE 833,000 CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W206 $ 13,993 361,208 SH SOLE 361,208 CIBER INC COM 17163B102 $ 139 16,000 SH SOLE 16,000 CIENA CORP COM 171779101 $ 1,798 274,032 SH SOLE 274,032

CIENA CORP NOTE 3.750% 2/0 171779AA9 $ 3,286 3,572,000 PRN SOLE 3,572,000 CIENA CORP OPT 171779100 $ 451 68,700 SH C SOLE 68,700 CIGNA CORP COM 125509109 $ 12,879 223,985 SH SOLE 223,985 CIMAREX ENERGY CO COM 171798101 $ 279 10,439 SH SOLE 10,439 CINCINNATI BELL INC NEW COM 171871106 $ 2,481 491,225 SH SOLE 491,225 CINCINNATI FINL CORP COM 172062101 $ 9,148 219,124 SH SOLE 219,124 CINERGY CORP COM 172474108 $ 5,078 130,838 SH SOLE 130,838 CINTAS CORP COM 172908105 $ 10,830 216,169 SH SOLE 216,169 CIRCUIT CITY STORE INC COM 172737108 $ 6,666 658,065 SH SOLE 658,065 CIRCUIT CITY STORE INC OPT 172737100 $ 260 25,700 SH P SOLE 25,700 CISCO SYS INC COM 17275R102 $110,521 4,561,334 SH SOLE 4,561,334 CISCO SYS INC OPT 17275R100 $ 37,496 1,547,500 SH C SOLE 1,547,500 CISCO SYS INC OPT 17275R100 $ 30,348 1,252,500 SH P SOLE 1,252,500 CITIGROUP INC COM 172967101 $344,465 7,096,514 SH SOLE 7,096,514 CITIGROUP INC OPT 172967100 $ 52,447 1,080,500 SH C SOLE 1,080,500 CITIZENS COMMUNICATIONS CO COM 17453B101 $ 5,099 410,581 SH SOLE 410,581 CITRIX SYS INC COM 177376100 $ 2,027 95,778 SH SOLE 95,778 CITRIX SYS INC OPT 177376100 $ 745 35,200 SH C SOLE 35,200 CKE RESTAURANTS INC COM 12561E105 $ 122 19,047 SH SOLE 19,047 CLAIRES STORES INC COM 179584107 $ 2,932 155,649 SH SOLE 155,649 CLARCOR INC COM 179895107 $ 2,693 61,070 SH SOLE 61,070 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 52,685 1,125,024 SH SOLE 1,125,024 CLEAR CHANNEL COMMUNICATIONS OPT 184502100 $ 5,531 118,100 SH C SOLE 118,100 CLEAR CHANNEL COMMUNICATIONS OPT 184502100 $ 10,340 220,800 SH P SOLE 220,800 CLECO CORP NEW COM 12561W105 $ 213 11,846 SH SOLE 11,846 CLEVELAND CLIFFS INC COM 185896107 $ 204 4,000 SH SOLE 4,000 CLICK COMMERCE INC COM NEW 18681D208 $ 401 78,319 SH SOLE 78,319 CLOROX CO DEL COM 189054109 $ 13,146 270,716 SH SOLE 270,716 CLOSURE MED CORP COM 189093107 $ 252 7,394 SH SOLE 7,394 CMGI INC COM 125750109 $ 128 72,061 SH SOLE 72,061 CNA FINL CORP COM 126117100 $ 671 27,830 SH SOLE 27,830 CNET NETWORKS INC COM 12613R104 $ 92 13,454 SH SOLE 13,454 CNF INC COM 12612W104 $ 3,587 105,811 SH SOLE 105,811 CNF INC OPT 12612W100 $ 1,017 30,000 SH P SOLE 30,000 COACH INC COM 189754104 $ 2,013 53,329 SH SOLE 53,329 COCA COLA CO COM 191216100 $173,902 3,426,646 SH SOLE 3,426,646 COCA COLA CO OPT 191216100 $ 75,019 1,478,200 SH C SOLE 1,478,200 COCA COLA ENTERPRISES INC COM 191219104 $ 14,309 654,292 SH SOLE 654,292 COEUR D ALENE MINES CORP IDA COM 192108108 $ 321 55,453 SH SOLE 55,453 COGNEX CORP COM 192422103 $ 406 14,362 SH SOLE 14,362 COGNOS INC COM 19244C109 $ 296 9,685 SH SOLE 9,685 COHEN & STEERS PREM INC RLTY COM 19247V104 $ 2,165 116,400 SH SOLE 116,400 COHERENT INC COM 192479103 $ 445 18,702 SH SOLE 18,702 COLE KENNETH PRODTNS INC CL A 193294105 $ 312 10,610 SH SOLE 10,610 COLGATE PALMOLIVE CO COM 194162103 $ 36,341 726,099 SH SOLE 726,099 COLGATE PALMOLIVE CO OPT 194162100 $ 9,760 195,000 SH C SOLE 195,000 COLGATE PALMOLIVE CO OPT 194162100 $ 2,503 50,000 SH P SOLE 50,000 COLLAGENEX PHARMACEUTICALS I COM 19419B100 $ 202 18,184 SH SOLE 18,184 COLONIAL BANCGROUP INC COM 195493309 $ 1,580 91,242 SH SOLE 91,242 COLONIAL PPTYS TR COM SH BEN INT 195872106 $ 256 6,467 SH SOLE 6,467 COMCAST CORP NEW CL A 20030N101 $110,631 3,373,933 SH SOLE 3,373,933 COMCAST CORP NEW CL A SPL 20030N200 $ 1,763 56,333 SH SOLE 56,333 COMCAST CORP NEW OPT 20030N100 $ 5,902 180,000 SH C SOLE 180,000 COMCAST CORP NEW OPT 20030N100 $ 4,919 150,000 SH P SOLE 150,000 COMCAST CORP NEW OPT 20030N200 $ 2,125 67,900 SH P SOLE 67,900 COMERICA INC COM 200340107 $ 1,832 32,684 SH SOLE 32,684 COMFORT SYS USA INC COM 199908104 $ 130 23,800 SH SOLE 23,800 COMMERCE BANCSHARES INC COM 200525103 $ 1,020 20,810 SH SOLE 20,810 COMMERCIAL FEDERAL CORPORATI COM 201647104 $ 2,054 76,889 SH SOLE 76,889 COMMERCIAL METALS CO COM 201723103 $ 216 7,100 SH SOLE 7,100 COMMERCIAL NET LEASE RLTY IN COM 202218103 $ 9,100 511,228 SH SOLE 511,228 COMMONWEALTH TEL ENTERPRISES COM 203349105 $ 330 8,744 SH SOLE 8,744 COMMSCOPE INC NOTE 4.000%12/1 203372AB3 $ 536 560,000 PRN SOLE 560,000 COMMUNITY FIRST BANKSHARES I COM 203902101 $ 758 26,206 SH SOLE 26,206 COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 203668AA6 $ 70 65,000 PRN SOLE 65,000 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 $ 476 99,769 SH SOLE 99,769 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 $ 26,623 516,856 SH SOLE 516,856 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 $ 1,821 119,308 SH SOLE 119,308 COMPASS BANCSHARES INC COM 20449H109 $ 2,178 55,346 SH SOLE 55,346 COMPUCREDIT CORP COM 20478N100 $ 387 18,164 SH SOLE 18,164 COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 $ 33,085 25,647,000 PRN SOLE 25,647,000 COMPUTER SCIENCES CORP COM 205363104 $ 12,067 272,825 SH SOLE 272,825 COMPUTER SCIENCES CORP OPT 205363100 $ 407 9,200 SH C SOLE 9,200 COMPUWARE CORP COM 205638109 $ 5,356 886,829 SH SOLE 886,829 COMPUWARE CORP OPT 205638100 $ 151 25,000 SH C SOLE 25,000 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $ 484 16,809 SH SOLE 16,809 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $ 2,979 169,372 SH SOLE 169,372 CONAGRA FOODS INC COM 205887102 $ 12,500 473,656 SH SOLE 473,656 CONAGRA FOODS INC OPT 205887100 $ 11,583 438,900 SH C SOLE 438,900 CONAGRA FOODS INC OPT 205887100 $ 5,083 192,600 SH P SOLE 192,600 CONCORD CAMERA CORP COM 206156101 $ 257 27,824 SH SOLE 27,824 CONCORD EFS INC COM 206197105 $ 51,194 3,449,718 SH SOLE 3,449,718 CONCORD EFS INC OPT 206197100 $ 1,744 117,500 SH P SOLE 117,500 CONCURRENT COMPUTER CORP NEW COM 206710204 $ 104 23,903 SH SOLE 23,903 CONEXANT SYSTEMS INC COM 207142100 $ 158 31,822 SH SOLE 31,822 CONNETICS CORP COM 208192104 $ 277 15,243 SH SOLE 15,243 CONOCOPHILLIPS COM 20825C104 $ 65,286 995,668 SH SOLE 995,668 CONSECO INC *W EXP 09/10/200208464123 $ 114 15,801 SH SOLE 15,801 CONSECO INC OPT 208464880 $ 584 26,800 SH C SOLE 26,800 CONSOLIDATED EDISON INC COM 209115104 $ 4,469 103,910 SH SOLE 103,910 CONSTELLATION ENERGY GROUP I COM 210371100 $ 9,128 233,093 SH SOLE 233,093 CONTINENTAL AIRLS INC CL B 210795308 $ 1,934 118,887 SH SOLE 118,887 CONTINENTAL AIRLS INC OPT 210795300 $ 2,418 148,600 SH C SOLE 148,600 CONVERGYS CORP COM 212485106 $ 4,972 284,758 SH SOLE 284,758 COOPER CAMERON CORP COM 216640102 $ 2,864 61,451 SH SOLE 61,451 COOPER CAMERON CORP DBCV 5/1 216640AA0 $ 41,057 51,161,000 PRN SOLE 51,161,000 COOPER COS INC COM NEW 216648402 $ 372 7,883 SH SOLE 7,883 COOPER COS INC DBCV 2.625% 7/0 216648AG0 $ 6,509 5,120,000 PRN SOLE 5,120,000 COOPER INDS LTD CL A G24182100 $ 5,151 88,917 SH SOLE 88,917

COOPER TIRE & RUBR CO COM 216831107 $ 5,190 242,730 SH SOLE 242,730 COORS ADOLPH CO CL B 217016104 $ 8,319 148,283 SH SOLE 148,283 COPART INC COM 217204106 $ 920 55,404 SH SOLE 55,404 CORINTHIAN COLLEGES INC COM 218868107 $ 950 17,116 SH SOLE 17,116 CORIXA CORP COM 21887F100 $ 174 28,775 SH SOLE 28,775 CORN PRODS INTL INC COM 219023108 $ 312 9,051 SH SOLE 9,051 CORNING INC DBCV 11/0 219350AJ4 $ 104 136,000 PRN SOLE 136,000 CORNING INC NOTE 3.500%11/0 219350AK1 $ 3,840 3,100,000 PRN SOLE 3,100,000 CORNING INC OPT 219350100 $ 10,852 1,040,500 SH C SOLE 1,040,500 CORNING INC OPT 219350100 $ 12,855 1,232,500 SH P SOLE 1,232,500 CORPORATE EXECUTIVE BRD CO COM 21988R102 $ 759 16,272 SH SOLE 16,272 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 $ 211 7,327 SH SOLE 7,327 CORUS GROUP PLC SPONSORED ADR 22087M101 $ 106 20,000 SH SOLE 20,000 CORVIS CORP COM 221009103 $ 139 81,484 SH SOLE 81,484 COST PLUS INC CALIF COM 221485105 $ 224 5,469 SH SOLE 5,469 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 $ 1,060 1,253,000 PRN SOLE 1,253,000 COSTCO WHSL CORP NEW COM 22160K105 $ 27,203 731,661 SH SOLE 731,661 COSTCO WHSL CORP NEW OPT 22160K100 $ 15,802 425,000 SH C SOLE 425,000 COTT CORP QUE COM 22163N106 $ 1,235 44,075 SH SOLE 44,075 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 65,732 866,610 SH SOLE 866,610 COUNTRYWIDE FINANCIAL CORP OPT 222372100 $ 28,489 375,600 SH P SOLE 375,600 COUSINS PPTYS INC COM 222795106 $ 1,188 38,835 SH SOLE 38,835 COVENTRY HEALTH CARE INC COM 222862104 $ 1,730 26,831 SH SOLE 26,831 COX COMMUNICATIONS INC NEW CL A 224044107 $ 215 6,248 SH SOLE 6,248 COX COMMUNICATIONS INC NEW OPT 224044100 $ 4,013 116,500 SH C SOLE 116,500 COX COMMUNICATIONS INC NEW OPT 224044100 $ 56,067 1,627,500 SH P SOLE 1,627,500 CRANE CO COM 224399105 $ 3,664 119,183 SH SOLE 119,183 CRAY INC COM 225223106 $ 110 11,053 SH SOLE 11,053 CREATIVE TECHNOLOGY LTD OPT Y1775U100 $ 206 20,000 SH P SOLE 20,000 CREATIVE TECHNOLOGY LTD ORD Y1775U107 $ 134 13,000 SH SOLE 13,000 CREDENCE SYS CORP COM 225302108 $ 298 22,643 SH SOLE 22,643 CREE INC COM 225447101 $ 237 13,421 SH SOLE 13,421 CRESCENT REAL ESTATE EQUITIE COM 225756105 $ 4,325 252,494 SH SOLE 252,494 CROMPTON CORP COM 227116100 $ 394 54,973 SH SOLE 54,973 CROWN CASTLE INTL CORP COM 228227104 $ 275 24,892 SH SOLE 24,892 CROWN CASTLE INTL CORP OPT 228227100 $ 2,758 250,000 SH C SOLE 250,000 CROWN CASTLE INTL CORP OPT 228227100 $ 2,758 250,000 SH P SOLE 250,000 CROWN HOLDINGS INC COM 228368106 $ 607 67,015 SH SOLE 67,015 CROWN HOLDINGS INC OPT 228368100 $ 362 40,000 SH C SOLE 40,000 CSG SYS INTL INC COM 126349109 $ 148 11,833 SH SOLE 11,833 CSK AUTO CORP COM 125965103 $ 907 48,297 SH SOLE 48,297 CSX CORP COM 126408103 $ 15,525 431,966 SH SOLE 431,966 CTS CORP COM 126501105 $ 168 14,615 SH SOLE 14,615 CUBIC CORP COM 229669106 $ 402 17,484 SH SOLE 17,484 CUMMINS INC COM 231021106 $ 3,342 68,288 SH SOLE 68,288 CUMMINS INC OPT 231021100 $ 1,370 28,000 SH P SOLE 28,000 CUNO INC COM 126583103 $ 306 6,787 SH SOLE 6,787 CURAGEN CORP COM 23126R101 $ 126 17,232 SH SOLE 17,232 CURAGEN CORP SDCV 6.000% 2/0 23126RAC5 $ 6,169 7,010,000 SH SOLE 7,010,000 CURATIVE HEALTH SRVCS INC COM 23126W100 $ 200 14,468 SH SOLE 14,468 CURIS INC COM 231269101 $ 1,771 393,492 SH SOLE 393,492 CURTISS WRIGHT CORP COM 231561101 $ 362 8,041 SH SOLE 8,041 CVS CORP COM 126650100 $ 4,023 111,389 SH SOLE 111,389 CYBERONICS INC COM 23251P102 $ 425 13,290 SH SOLE 13,290 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 17,341 811,836 SH SOLE 811,836 CYTEC INDS INC COM 232820100 $ 645 16,801 SH SOLE 16,801 CYTYC CORP COM 232946103 $ 819 59,164 SH SOLE 59,164 DAIMLERCHRYSLER AG OPT D1668R120 $ 20,961 453,500 SH C SOLE 453,500 DAIMLERCHRYSLER AG OPT D1668R120 $ 9,826 212,600 SH P SOLE 212,600 DAKTRONICS INC COM 234264109 $ 315 12,537 SH SOLE 12,537 DANA CORP COM 235811106 $ 5,443 296,609 SH SOLE 296,609 DANA CORP OPT 235811100 $ 450 24,500 SH C SOLE 24,500 DANAHER CORP DEL COM 235851102 $ 13,453 146,626 SH SOLE 146,626 DANAHER CORP DEL OPT 235851100 $ 2,000 21,800 SH C SOLE 21,800 DARDEN RESTAURANTS INC COM 237194105 $ 4,082 194,030 SH SOLE 194,030 DARLING INTL INC COM 237266101 $ 32 11,660 SH SOLE 11,660 DEAN FOODS CO NEW COM 242370104 $ 1,211 36,829 SH SOLE 36,829 DECODE GENETICS INC COM 243586104 $ 89 10,882 SH SOLE 10,882 DEERE & CO COM 244199105 $ 27,926 429,302 SH SOLE 429,302 DEERE & CO OPT 244199100 $ 976 15,000 SH P SOLE 15,000 DELL INC COM 24702R101 $ 49,257 1,449,596 SH SOLE 1,449,596 DELL INC OPT 24702R100 $ 62,234 1,831,500 SH P SOLE 1,831,500 DELPHI CORP COM 247126105 $ 23,903 2,341,130 SH SOLE 2,341,130 DELPHI FINL GROUP INC CL A 247131105 $ 279 7,758 SH SOLE 7,758 DELTA & PINE LD CO COM 247357106 $ 5,323 209,548 SH SOLE 209,548 DELTA AIR LINES INC DEL COM 247361108 $ 5,030 425,931 SH SOLE 425,931 DELUXE CORP COM 248019101 $ 9,954 240,837 SH SOLE 240,837 DENBURY RES INC COM NEW 247916208 $ 201 14,442 SH SOLE 14,442 DENDRITE INTL INC COM 248239105 $ 160 10,186 SH SOLE 10,186 DENTSPLY INTL INC NEW COM 249030107 $ 2,220 49,143 SH SOLE 49,143 DEUTSCHE BANK AG NAMEN OPT D18190890 $ 1,003 12,200 SH P SOLE 12,200 DEUTSCHE BANK AG NAMEN ORD D18190898 $ 810 9,850 SH SOLE 9,850 DEUTSCHE TELEKOM AG OPT 251566100 $ 48,951 2,700,000 SH C SOLE 2,700,000 DEUTSCHE TELEKOM AG OPT 251566100 $ 27,240 1,502,500 SH P SOLE 1,502,500 DEVON ENERGY CORP NEW COM 25179M103 $ 306 5,351 SH SOLE 5,351 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 $ 5,410 5,278,000 PRN SOLE 5,278,000 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 $ 7,173 6,964,000 PRN SOLE 6,964,000 DEVON ENERGY CORP NEW OPT 25179M100 $ 1,231 21,500 SH P SOLE 21,500 DEVRY INC DEL COM 251893103 $ 1,351 53,777 SH SOLE 53,777 DIAGNOSTIC PRODS CORP COM 252450101 $ 332 7,228 SH SOLE 7,228 DIAL CORP NEW COM 25247D101 $ 85,132 2,990,238 SH SOLE 2,990,238 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 2,876 140,226 SH SOLE 140,226 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 $ 6,857 7,494,000 PRN SOLE 7,494,000 DIAMONDS TR UNIT SER 1 252787106 $ 44,000 420,768 SH SOLE 420,768 DIGITAL RIV INC COM 25388B104 $ 638 28,847 SH SOLE 28,847 DILLARDS INC CL A 254067101 $ 2,148 130,505 SH SOLE 130,505 DIME CMNTY BANCSHARES COM 253922108 $ 238 7,736 SH SOLE 7,736 DIMON INC COM 254394109 $ 121 17,925 SH SOLE 17,925 DIONEX CORP COM 254546104 $ 369 8,020 SH SOLE 8,020

DISCOVERY PARTNERS INTL INC COM 254675101 $ 101 16,400 SH SOLE 16,400 DISNEY WALT CO COM DISNEY 254687106 $ 56,655 2,428,432 SH SOLE 2,428,432 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 $ 13,272 12,536,000 PRN SOLE 12,536,000 DISNEY WALT CO OPT 254687100 $ 8,847 379,200 SH C SOLE 379,200 DISNEY WALT CO OPT 254687100 $ 35,172 1,507,600 SH P SOLE 1,507,600 DITECH COMMUNICATIONS CORP COM 25500M103 $ 719 37,663 SH SOLE 37,663 DOBSON COMMUNICATIONS CORP CL A 256069105 $ 1,386 210,922 SH SOLE 210,922 DOLLAR GEN CORP COM 256669102 $ 25,345 1,207,463 SH SOLE 1,207,463 DOLLAR GEN CORP OPT 256669100 $ 210 10,000 SH P SOLE 10,000 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $ 917 35,334 SH SOLE 35,334 DOLLAR TREE STORES INC COM 256747106 $ 2,067 68,733 SH SOLE 68,733 DOMINION RES INC VA NEW COM 25746U109 $ 12,523 196,199 SH SOLE 196,199 DONALDSON INC COM 257651109 $ 804 13,597 SH SOLE 13,597 DONNELLEY R R & SONS CO COM 257867101 $ 3,644 120,868 SH SOLE 120,868 DOVER CORP COM 260003108 $ 4,038 101,586 SH SOLE 101,586 DOW CHEM CO COM 260543103 $ 31,069 747,378 SH SOLE 747,378 DOW CHEM CO OPT 260543100 $ 11,602 279,100 SH C SOLE 279,100 DOW CHEM CO OPT 260543100 $ 6,236 150,000 SH P SOLE 150,000 DOW JONES & CO INC COM 260561105 $ 3,652 73,265 SH SOLE 73,265 DOWNEY FINL CORP COM 261018105 $ 2,107 42,740 SH SOLE 42,740 DPL INC COM 233293109 $ 209 10,000 SH SOLE 10,000 DRESS BARN INC COM 261570105 $ 203 13,522 SH SOLE 13,522 DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 $ 51,550 663,017 SH SOLE 663,017 DRS TECHNOLOGIES INC COM 23330X100 $ 2,772 99,791 SH SOLE 99,791 DRUGSTORE COM INC COM 262241102 $ 142 25,720 SH SOLE 25,720 DSP GROUP INC COM 23332B106 $ 644 25,822 SH SOLE 25,822 DST SYS INC DEL COM 233326107 $ 1,043 24,968 SH SOLE 24,968 DTE ENERGY CO COM 233331107 $ 4,504 114,304 SH SOLE 114,304 DTE ENERGY CO OPT 233331100 $ 16,548 420,000 SH P SOLE 420,000 DU PONT E I DE NEMOURS & CO COM 263534109 $ 60,227 1,312,411 SH SOLE 1,312,411 DU PONT E I DE NEMOURS & CO OPT 263534100 $ 21,798 475,000 SH C SOLE 475,000 DU PONT E I DE NEMOURS & CO OPT 263534100 $ 15,993 348,500 SH P SOLE 348,500 DUANE READE INC NOTE 2.148% 4/1 263578AC0 $ 2,554 4,500,000 PRN SOLE 4,500,000 DUKE ENERGY CORP COM 264399106 $ 1,452 70,986 SH SOLE 70,986 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 $ 10,841 10,500,000 PRN SOLE 10,500,000 DUKE ENERGY CORP OPT 264399100 $ 1,916 93,700 SH C SOLE 93,700 DUN & BRADSTREET CORP DEL NE COM 26483E100 $ 1,044 20,581 SH SOLE 20,581 DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE1 $ 8,190 7,000,000 PRN SOLE 7,000,000 DUQUESNE LT HLDGS INC COM 266233105 $ 361 19,677 SH SOLE 19,677 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 $ 340 26,157 SH SOLE 26,157 DYCOM INDS INC COM 267475101 $ 2,098 78,234 SH SOLE 78,234 DYNEGY INC NEW CL A 26816Q101 $ 750 175,338 SH SOLE 175,338 DYNEGY INC NEW OPT 26816Q100 $ 2,482 580,000 SH C SOLE 580,000 E M C CORP MASS COM 268648102 $ 37,049 2,867,583 SH SOLE 2,867,583 E M C CORP MASS OPT 268648100 $ 11,627 899,900 SH C SOLE 899,900 E M C CORP MASS OPT 268648100 $ 5,920 458,200 SH P SOLE 458,200 E PIPHANY INC COM 26881V100 $ 275 38,119 SH SOLE 38,119 E TRADE FINANCIAL CORP COM 269246104 $ 1,183 93,514 SH SOLE 93,514 E TRADE FINANCIAL CORP OPT 269246100 $ 7,362 582,000 SH C SOLE 582,000 E-LOAN INC COM 26861P107 $ 93 31,138 SH SOLE 31,138 EARTHLINK INC COM 270321102 $ 262 26,186 SH SOLE 26,186 EAST WEST BANCORP INC COM 27579R104 $ 327 6,089 SH SOLE 6,089 EASTMAN CHEM CO COM 277432100 $ 1,205 30,472 SH SOLE 30,472 EASTMAN KODAK CO COM 277461109 $ 1,405 54,720 SH SOLE 54,720 EATON CORP COM 278058102 $ 13,875 128,500 SH SOLE 128,500 EATON VANCE CORP COM NON VTG 278265103 $ 13,095 357,400 SH SOLE 357,400 EBAY INC COM 278642103 $ 24,955 386,237 SH SOLE 386,237 EBAY INC OPT 278642100 $106,271 1,644,800 SH P SOLE 1,644,800 ECHELON CORP COM 27874N105 $ 154 13,803 SH SOLE 13,803 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $ 7,315 215,214 SH SOLE 215,214 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 $122,858 116,730,000 PRN SOLE 116,730,000 ECHOSTAR COMMUNICATIONS NEW OPT 278762100 $ 13,321 391,900 SH C SOLE 391,900 ECHOSTAR COMMUNICATIONS NEW OPT 278762100 $ 15,265 449,100 SH P SOLE 449,100 ECLIPSYS CORP OPT 278856100 $ 1,048 90,000 SH C SOLE 90,000 ECLIPSYS CORP OPT 278856100 $ 1,048 90,000 SH P SOLE 90,000 ECOLAB INC COM 278865100 $ 9,141 333,980 SH SOLE 333,980 EDISON INTL COM 281020107 $ 24,896 1,135,252 SH SOLE 1,135,252 EDO CORP COM 281347104 $ 2,734 110,918 SH SOLE 110,918 EDUCATION MGMT CORP COM 28139T101 $ 810 26,086 SH SOLE 26,086 EDWARDS AG INC COM 281760108 $ 6,161 170,062 SH SOLE 170,062 EDWARDS LIFESCIENCES CORP COM 28176E108 $ 882 29,314 SH SOLE 29,314 EFUNDS CORP COM 28224R101 $ 478 27,551 SH SOLE 27,551 EIDOS PLC SPONSORED ADR 282485101 $ 55 22,833 SH SOLE 22,833 EL PASO CORP COM 28336L109 $ 4,080 498,189 SH SOLE 498,189 EL PASO CORP DBCV 2/2 28336LAC3 $ 23,472 51,025,000 PRN SOLE 51,025,000 EL PASO ELEC CO COM NEW 283677854 $ 273 20,414 SH SOLE 20,414 ELAN PLC OPT 284131200 $ 347 50,300 SH C SOLE 50,300 ELAN PLC OPT 284131200 $ 555 80,600 SH P SOLE 80,600 ELECTRONIC ARTS INC COM 285512109 $ 19,644 411,997 SH SOLE 411,997 ELECTRONIC ARTS INC OPT 285512100 $ 2,289 48,000 SH C SOLE 48,000 ELECTRONIC DATA SYS NEW COM 285661104 $ 7,499 305,573 SH SOLE 305,573 ELECTRONIC DATA SYS NEW OPT 285661100 $ 4,479 182,500 SH C SOLE 182,500 ELECTRONIC DATA SYS NEW OPT 285661100 $ 5,276 215,000 SH P SOLE 215,000 ELECTRONICS FOR IMAGING INC COM 286082102 $ 1,171 45,019 SH SOLE 45,019 ELKCORP COM 287456107 $ 456 17,070 SH SOLE 17,070 EMCORE CORP COM 290846104 $ 107 22,764 SH SOLE 22,764 EMERSON ELEC CO COM 291011104 $ 38,989 602,142 SH SOLE 602,142 EMERSON ELEC CO OPT 291011100 $ 835 12,900 SH C SOLE 12,900 EMISPHERE TECHNOLOGIES INC COM 291345106 $ 150 27,589 SH SOLE 27,589 EMMIS COMMUNICATIONS CORP CL A 291525103 $ 459 16,976 SH SOLE 16,976 EMPIRE DIST ELEC CO COM 291641108 $ 548 25,000 SH SOLE 25,000 EMULEX CORP COM NEW 292475209 $ 2,018 75,625 SH SOLE 75,625 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 $ 421 8,715 SH SOLE 8,715 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 $ 5,729 114,800 SH SOLE 114,800 ENCANA CORP COM 292505104 $ 4,184 106,077 SH SOLE 106,077 ENERGEN CORP COM 29265N108 $ 4,801 117,006 SH SOLE 117,006 ENERGIZER HLDGS INC COM 29266R108 $ 2,173 57,843 SH SOLE 57,843 ENERGY EAST CORP COM 29266M109 $ 3,421 152,745 SH SOLE 152,745 ENERSIS S A OPT 29274F100 $ 184 25,000 SH P SOLE 25,000

ENERSIS S A SPONSORED ADR 29274F104 $ 171 23,280 SH SOLE 23,280 ENGELHARD CORP COM 292845104 $ 12,272 409,741 SH SOLE 409,741 ENGINEERED SUPPORT SYS INC COM 292866100 $ 1,447 26,287 SH SOLE 26,287 ENTERASYS NETWORKS INC COM 293637104 $ 149 39,727 SH SOLE 39,727 ENTERCOM COMMUNICATIONS CORP CL A 293639100 $ 3,260 61,560 SH SOLE 61,560 ENTERGY CORP NEW COM 29364G103 $ 25,492 446,202 SH SOLE 446,202 ENZO BIOCHEM INC COM 294100102 $ 1,852 103,404 SH SOLE 103,404 ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB4 $ 9,543 10,875,000 PRN SOLE 10,875,000 EOG RES INC COM 26875P101 $ 10,505 227,531 SH SOLE 227,531 EPIQ SYS INC COM 26882D109 $ 272 15,885 SH SOLE 15,885 EQUIFAX INC COM 294429105 $ 7,817 319,068 SH SOLE 319,068 EQUITY OFFICE PROPERTIES TRU COM 294741103 $ 23,858 832,748 SH SOLE 832,748 EQUITY RESIDENTIAL SH BEN INT 29476L107 $ 4,964 168,210 SH SOLE 168,210 ERICSSON L M TEL CO ADR B SEK 10 294821608 $ 438 24,723 SH SOLE 24,723 ESPERION THERAPEUTICS INC COM 29664R106 $ 287 8,287 SH SOLE 8,287 ESS TECHNOLOGY INC COM 269151106 $ 338 19,857 SH SOLE 19,857 ETHAN ALLEN INTERIORS INC COM 297602104 $ 570 13,610 SH SOLE 13,610 EVEREST RE GROUP LTD COM G3223R108 $ 1,557 18,409 SH SOLE 18,409 EVERGREEN RES INC COM NO PAR 299900308 $ 348 10,703 SH SOLE 10,703 EVERGREEN RES INC OPT 299900300 $ 1,430 44,000 SH P SOLE 44,000 EXACT SCIENCES CORP COM 30063P105 $ 376 37,194 SH SOLE 37,194 EXAR CORP COM 300645108 $ 439 25,615 SH SOLE 25,615 EXELIXIS INC COM 30161Q104 $ 242 34,269 SH SOLE 34,269 EXELON CORP COM 30161N101 $ 38,519 580,457 SH SOLE 580,457 EXPEDITORS INTL WASH INC COM 302130109 $ 2,042 54,216 SH SOLE 54,216 EXPRESS SCRIPTS INC COM 302182100 $ 3,047 45,873 SH SOLE 45,873 EXPRESSJET HOLDINGS INC CL A 30218U108 $ 331 22,066 SH SOLE 22,066 EXTENDED STAY AMER INC COM 30224P101 $ 1,513 104,507 SH SOLE 104,507 EXTREME NETWORKS INC COM 30226D106 $ 1,035 143,580 SH SOLE 143,580 EXXON MOBIL CORP COM 30231G102 $273,473 6,670,068 SH SOLE 6,670,068 EXXON MOBIL CORP OPT 30231G100 $ 25,625 625,000 SH C SOLE 625,000 FACTSET RESH SYS INC COM 303075105 $ 4,835 126,544 SH SOLE 126,544 FAIR ISAAC CORP COM 303250104 $ 7,727 157,187 SH SOLE 157,187 FAIR ISAAC CORP OPT 303250100 $ 2,212 45,000 SH P SOLE 45,000 FAIRCHILD CORP CL A 303698104 $ 401 79,521 SH SOLE 79,521 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 1,342 53,745 SH SOLE 53,745 FAIRCHILD SEMICONDUCTOR INTL OPT 303726100 $ 362 14,500 SH P SOLE 14,500 FAIRMONT HOTELS RESORTS INC COM 305204109 $ 1,072 39,500 SH SOLE 39,500 FAMILY DLR STORES INC COM 307000109 $ 12,822 357,350 SH SOLE 357,350 FASTENAL CO COM 311900104 $ 1,181 23,737 SH SOLE 23,737 FEDERAL HOME LN MTG CORP COM 313400301 $ 93,234 1,598,663 SH SOLE 1,598,663 FEDERAL HOME LN MTG CORP OPT 313400300 $ 15,746 270,000 SH P SOLE 270,000 FEDERAL NATL MTG ASSN COM 313586109 $ 74,118 987,453 SH SOLE 987,453 FEDERAL NATL MTG ASSN OPT 313586100 $ 16,889 225,000 SH C SOLE 225,000 FEDERATED DEPT STORES INC DE COM 31410H101 $ 8,116 172,202 SH SOLE 172,202 FEDERATED INVS INC PA CL B 314211103 $ 14,763 502,832 SH SOLE 502,832 FEDEX CORP COM 31428X106 $ 10,239 151,689 SH SOLE 151,689 FIFTH THIRD BANCORP COM 316773100 $ 14,103 238,633 SH SOLE 238,633 FINISAR COM 31787A101 $ 67 21,453 SH SOLE 21,453 FINISH LINE INC CL A 317923100 $ 779 26,008 SH SOLE 26,008 FINISH LINE INC OPT 317923100 $ 300 10,000 SH C SOLE 10,000 FIRST AMERN CORP CALIF COM 318522307 $ 2,621 88,038 SH SOLE 88,038 FIRST BANCORP P R COM 318672102 $ 1,778 44,949 SH SOLE 44,949 FIRST DATA CORP COM 319963104 $ 17,169 417,831 SH SOLE 417,831 FIRST DATA CORP DEBT 2.000% 3/0 319963AD6 $ 922 862,000 SH SOLE 862,000 FIRST DATA CORP OPT 319963100 $ 8,111 197,400 SH C SOLE 197,400 FIRST DATA CORP OPT 319963100 $ 6,731 163,800 SH P SOLE 163,800 FIRST ESSEX BANCORP INC COM 320103104 $ 3,288 56,561 SH SOLE 56,561 FIRST HEALTH GROUP CORP COM 320960107 $ 1,531 78,418 SH SOLE 78,418 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 $ 1,091 32,340 SH SOLE 32,340 FIRST MIDWEST BANCORP DEL COM 320867104 $ 1,256 38,727 SH SOLE 38,727 FIRST TENN NATL CORP COM 337162101 $ 13,376 303,313 SH SOLE 303,313 FIRSTENERGY CORP COM 337932107 $ 11,782 334,713 SH SOLE 334,713 FIRSTFED FINL CORP COM 337907109 $ 311 7,146 SH SOLE 7,146 FISERV INC COM 337738108 $ 4,984 126,038 SH SOLE 126,038 FISHER SCIENTIFIC INTL INC COM NEW 338032204 $ 1,011 24,450 SH SOLE 24,450 FLAGSTAR BANCORP INC COM 337930101 $ 3,862 180,294 SH SOLE 180,294 FLEXTRONICS INTL LTD OPT Y2573F100 $ 623 42,100 SH P SOLE 42,100 FLEXTRONICS INTL LTD ORD Y2573F102 $ 2,593 175,206 SH SOLE 175,206 FLIR SYS INC COM 302445101 $ 852 23,344 SH SOLE 23,344 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 $ 33 30,000 PRN SOLE 30,000 FLORIDA ROCK INDS INC COM 341140101 $ 1,210 22,053 SH SOLE 22,053 FLOWERS FOODS INC COM 343498101 $ 291 11,265 SH SOLE 11,265 FLOWSERVE CORP COM 34354P105 $ 1,079 51,661 SH SOLE 51,661 FLUOR CORP NEW COM 343412102 $ 4,078 102,874 SH SOLE 102,874 FMC TECHNOLOGIES INC COM 30249U101 $ 1,194 51,256 SH SOLE 51,256 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 $ 23,628 640,673 SH SOLE 640,673 FOOTSTAR INC COM 344912100 $ 809 210,162 SH SOLE 210,162 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 $ 70,423 1,258,669 SH SOLE 1,258,669 FORD MTR CO DEL COM PAR $0.01 345370860 $ 11,078 692,375 SH SOLE 692,375 FORD MTR CO DEL OPT 345370860 $ 35,536 2,221,000 SH C SOLE 2,221,000 FORD MTR CO DEL OPT 345370860 $ 54,560 3,410,000 SH P SOLE 3,410,000 FOREST LABS INC COM 345838106 $ 21,515 348,134 SH SOLE 348,134 FOREST LABS INC OPT 345838100 $ 4,925 79,700 SH C SOLE 79,700 FORRESTER RESH INC COM 346563109 $ 836 47,122 SH SOLE 47,122 FORTUNE BRANDS INC COM 349631101 $ 12,077 168,933 SH SOLE 168,933 FORWARD AIR CORP COM 349853101 $ 1,149 41,799 SH SOLE 41,799 FOSSIL INC COM 349882100 $ 503 17,891 SH SOLE 17,891 FOX ENTMT GROUP INC CL A 35138T107 $ 11,524 395,328 SH SOLE 395,328 FPL GROUP INC COM 302571104 $ 24,399 372,960 SH SOLE 372,960 FRANKLIN RES INC COM 354613101 $ 5,887 113,082 SH SOLE 113,082 FRANKLIN RES INC NOTE 5/1 354613AC5 $ 65 105,000 PRN SOLE 105,000 FREDS INC CL A 356108100 $ 620 20,010 SH SOLE 20,010 FREEMARKETS INC COM 356602102 $ 207 30,964 SH SOLE 30,964 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $ 7,727 183,403 SH SOLE 183,403 FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK1 $ 230 163,000 PRN SOLE 163,000 FRIEDMAN BILLINGS RAMSEY GRO OPT 358434100 $ 284 12,300 SH C SOLE 12,300 FRONTIER AIRLINES INC NEW COM 359065109 $ 241 16,834 SH SOLE 16,834 FULLER H B CO COM 359694106 $ 443 14,894 SH SOLE 14,894

GABLES RESIDENTIAL TR SH BEN INT 362418105 $ 990 28,509 SH SOLE 28,509 GALEN HLDGS PLC SPONSORED ADR 363240102 $ 1,672 32,590 SH SOLE 32,590 GAMESTOP CORP CL A 36466R101 $ 518 33,644 SH SOLE 33,644 GANNETT INC COM 364730101 $ 11,469 128,633 SH SOLE 128,633 GAP INC DEL COM 364760108 $ 9,598 413,517 SH SOLE 413,517 GAP INC DEL NOTE 5.750% 3/1 364760AJ7 $ 51,706 33,712,000 PRN SOLE 33,712,000 GAP INC DEL OPT 364760100 $ 32,048 1,380,800 SH P SOLE 1,380,800 GARMIN LTD ORD G37260109 $ 1,787 32,792 SH SOLE 32,792 GARTNER INC CL B 366651206 $ 8,355 767,934 SH SOLE 767,934 GARTNER INC COM 366651107 $ 4,503 398,153 SH SOLE 398,153 GATEWAY INC COM 367626108 $ 1,110 241,292 SH SOLE 241,292 GATEWAY INC OPT 367626100 $ 178 38,600 SH C SOLE 38,600 GATEWAY INC OPT 367626100 $ 352 76,500 SH P SOLE 76,500 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $ 269 52,987 SH SOLE 52,987 GEN-PROBE INC NEW COM 36866T103 $ 215 5,889 SH SOLE 5,889 GENCORP INC COM 368682100 $ 119 11,029 SH SOLE 11,029 GENE LOGIC INC COM 368689105 $ 72 13,957 SH SOLE 13,957 GENENTECH INC OPT 368710400 $ 24,890 266,000 SH C SOLE 266,000 GENERAL COMMUNICATION INC CL A 369385109 $ 419 48,113 SH SOLE 48,113 GENERAL DYNAMICS CORP COM 369550108 $ 21,372 236,442 SH SOLE 236,442 GENERAL DYNAMICS CORP OPT 369550100 $ 1,021 11,300 SH C SOLE 11,300 GENERAL ELEC CO COM 369604103 $525,258 16,954,758 SH SOLE 16,954,758 GENERAL ELEC CO OPT 369604100 $ 13,355 431,100 SH P SOLE 431,100 GENERAL MLS INC COM 370334104 $ 27,492 606,879 SH SOLE 606,879 GENERAL MLS INC DBCV 10/2 370334AU8 $ 776 1,109,000 PRN SOLE 1,109,000 GENERAL MLS INC OPT 370334100 $ 22,510 496,900 SH P SOLE 496,900 GENERAL MTRS CORP COM 370442105 $ 21,554 403,624 SH SOLE 403,624 GENERAL MTRS CORP DEB SR CONV A 370442741 $106,034 3,956,485 PRN SOLE 3,956,485 GENERAL MTRS CORP DEB SR CONV B 370442733 $148,814 5,538,287 PRN SOLE 5,538,287 GENERAL MTRS CORP DEB SR CV C 33 370442717 $ 19,649 608,900 PRN SOLE 608,900 GENERAL MTRS CORP OPT 370442100 $ 68,720 1,286,900 SH C SOLE 1,286,900 GENERAL MTRS CORP OPT 370442100 $209,996 3,932,500 SH P SOLE 3,932,500 GENTEX CORP COM 371901109 $ 2,063 46,707 SH SOLE 46,707 GENUINE PARTS CO COM 372460105 $ 11,312 340,718 SH SOLE 340,718 GENZYME CORP SDCV 3.000% 5/1 372917AK0 $ 1,013 1,000,000 SH SOLE 1,000,000 GEORGIA GULF CORP COM PAR $0.01 373200203 $ 235 8,146 SH SOLE 8,146 GEORGIA PAC CORP COM 373298108 $ 10,663 347,678 SH SOLE 347,678 GEORGIA PAC CORP OPT 373298100 $ 693 22,600 SH P SOLE 22,600 GERON CORP COM 374163103 $ 251 25,157 SH SOLE 25,157 GERON CORP OPT 374163100 $ 233 23,400 SH P SOLE 23,400 GILEAD SCIENCES INC COM 375558103 $ 6,894 118,283 SH SOLE 118,283 GILEAD SCIENCES INC OPT 375558100 $ 4,359 74,800 SH P SOLE 74,800 GILLETTE CO COM 375766102 $ 43,928 1,195,977 SH SOLE 1,195,977 GILLETTE CO OPT 375766100 $ 3,904 106,300 SH C SOLE 106,300 GILLETTE CO OPT 375766100 $ 3,963 107,900 SH P SOLE 107,900 GLAXOSMITHKLINE PLC OPT 37733W100 $ 4,429 95,000 SH C SOLE 95,000 GLENBOROUGH RLTY TR INC COM 37803P105 $ 1,190 59,640 SH SOLE 59,640 GLOBAL INDS LTD COM 379336100 $ 247 48,118 SH SOLE 48,118 GLOBAL MARINE INC DBCV 6/2 379352AN7 $ 109 190,000 PRN SOLE 190,000 GLOBAL PMTS INC COM 37940X102 $ 4,528 96,094 SH SOLE 96,094 GLOBAL POWER EQUIPMENT INC COM 37941P108 $ 180 26,875 SH SOLE 26,875 GLOBALSANTAFE CORP OPT G3930E100 $ 345 13,900 SH C SOLE 13,900 GLOBALSANTAFE CORP SHS G3930E101 $ 396 15,929 SH SOLE 15,929 GLOBESPANVIRATA INC COM 37957V106 $ 125 21,409 SH SOLE 21,409 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 $ 6,867 492,579 SH SOLE 492,579 GOLDCORP INC NEW COM 380956409 $ 3,106 194,752 SH SOLE 194,752 GOLDCORP INC NEW OPT 380956400 $ 1,050 65,800 SH C SOLE 65,800 GOLDCORP INC NEW OPT 380956400 $ 321 20,100 SH P SOLE 20,100 GOLDEN WEST FINL CORP DEL COM 381317106 $ 6,907 66,934 SH SOLE 66,934 GOLDMAN SACHS GROUP INC COM 38141G104 $ 30,299 306,884 SH SOLE 306,884 GOLDMAN SACHS GROUP INC OPT 38141G100 $ 49,296 499,300 SH C SOLE 499,300 GOLDMAN SACHS GROUP INC OPT 38141G100 $ 33,499 339,300 SH P SOLE 339,300 GOODRICH CORP COM 382388106 $ 5,933 199,816 SH SOLE 199,816 GOODYEAR TIRE & RUBR CO COM 382550101 $ 648 82,500 SH SOLE 82,500 GOODYS FAMILY CLOTHING INC COM 382588101 $ 95 10,145 SH SOLE 10,145 GRACE W R & CO DEL NEW COM 38388F108 $ 34 13,113 SH SOLE 13,113 GRACO INC COM 384109104 $ 1,504 37,511 SH SOLE 37,511 GRAINGER W W INC COM 384802104 $ 6,524 137,664 SH SOLE 137,664 GRANITE CONSTR INC COM 387328107 $ 600 25,533 SH SOLE 25,533 GRANT PRIDECO INC COM 38821G101 $ 3,612 277,406 SH SOLE 277,406 GREAT ATLANTIC & PAC TEA INC COM 390064103 $ 2,083 247,963 SH SOLE 247,963 GREAT LAKES CHEM CORP COM 390568103 $ 1,310 48,195 SH SOLE 48,195 GREAT PLAINS ENERGY INC COM 391164100 $ 1,139 35,788 SH SOLE 35,788 GREENPOINT FINL CORP COM 395384100 $ 4,746 134,383 SH SOLE 134,383 GREY WOLF INC COM 397888108 $ 162 43,275 SH SOLE 43,275 GRIC COMMUNICATIONS INC COM 398081109 $ 77 14,423 SH SOLE 14,423 GRIFFON CORP COM 398433102 $ 1,225 60,448 SH SOLE 60,448 GROUP 1 AUTOMOTIVE INC COM 398905109 $ 206 5,688 SH SOLE 5,688 GSI LUMONICS INC COM 36229U102 $ 154 13,100 SH SOLE 13,100 GTECH HLDGS CORP COM 400518106 $ 5,782 116,833 SH SOLE 116,833 GUCCI GROUP N V COM NY REG 401566104 $ 247 2,890 SH SOLE 2,890 GUCCI GROUP N V OPT 401566100 $ 21,388 250,000 SH C SOLE 250,000 GUCCI GROUP N V OPT 401566100 $ 3,422 40,000 SH P SOLE 40,000 GUIDANT CORP COM 401698105 $ 22,593 375,296 SH SOLE 375,296 GUILFORD PHARMACEUTICALS INC COM 401829106 $ 178 26,320 SH SOLE 26,320 GULFTERRA ENERGY PARTNERS LP COM 40274U108 $ 366 8,625 SH SOLE 8,625 HAIN CELESTIAL GROUP INC COM 405217100 $ 272 11,706 SH SOLE 11,706 HALLIBURTON CO COM 406216101 $ 64,291 2,472,740 SH SOLE 2,472,740 HANOVER COMPRESSOR CO COM 410768105 $ 333 29,860 SH SOLE 29,860 HANSON PLC NEW SPONSORED ADR 411349103 $ 5,879 161,081 SH SOLE 161,081 HARLAND JOHN H CO COM 412693103 $ 1,291 47,289 SH SOLE 47,289 HARLEY DAVIDSON INC COM 412822108 $ 9,736 204,841 SH SOLE 204,841 HARLEY DAVIDSON INC OPT 412822100 $ 3,959 83,300 SH C SOLE 83,300 HARMAN INTL INDS INC COM 413086109 $ 1,220 16,488 SH SOLE 16,488 HARMONIC INC COM 413160102 $ 417 57,565 SH SOLE 57,565 HARRAHS ENTMT INC COM 413619107 $ 2,438 48,988 SH SOLE 48,988 HARRAHS ENTMT INC OPT 413619100 $ 1,991 40,000 SH P SOLE 40,000 HARRIS CORP DEL COM 413875105 $ 2,534 66,785 SH SOLE 66,785 HARTE-HANKS INC COM 416196103 $ 1,853 85,202 SH SOLE 85,202

HARTFORD FINL SVCS GROUP INC COM 416515104 $ 7,884 133,554 SH SOLE 133,554 HASBRO INC COM 418056107 $ 8,975 421,746 SH SOLE 421,746 HAWAIIAN ELEC INDUSTRIES COM 419870100 $ 823 17,367 SH SOLE 17,367 HCA INC COM 404119109 $ 17,443 406,018 SH SOLE 406,018 HCA INC OPT 404119100 $ 9,988 232,500 SH C SOLE 232,500 HCA INC OPT 404119100 $ 4,833 112,500 SH P SOLE 112,500 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 $ 6,763 6,426,000 PRN SOLE 6,426,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 $ 8,768 365,324 SH SOLE 365,324 HEALTH NET INC COM 42222G108 $ 8,576 262,262 SH SOLE 262,262 HEARST-ARGYLE TELEVISION INC COM 422317107 $ 2,001 72,598 SH SOLE 72,598 HEARTLAND EXPRESS INC COM 422347104 $ 830 34,298 SH SOLE 34,298 HECLA MNG CO COM 422704106 $ 223 26,910 SH SOLE 26,910 HEINZ H J CO COM 423074103 $ 22,522 618,221 SH SOLE 618,221 HEINZ H J CO OPT 423074100 $ 11,261 309,100 SH C SOLE 309,100 HEINZ H J CO OPT 423074100 $ 9,654 265,000 SH P SOLE 265,000 HELMERICH & PAYNE INC COM 423452101 $ 4,469 160,015 SH SOLE 160,015 HENRY JACK & ASSOC INC COM 426281101 $ 857 41,625 SH SOLE 41,625 HERCULES INC COM 427056106 $ 2,019 165,532 SH SOLE 165,532 HERITAGE PPTY INVT TR INC COM 42725M107 $ 5,021 176,477 SH SOLE 176,477 HERSHEY FOODS CORP COM 427866108 $ 5,383 69,920 SH SOLE 69,920 HEWLETT PACKARD CO COM 428236103 $ 52,477 2,284,605 SH SOLE 2,284,605 HEWLETT PACKARD CO NOTE 10/1 428236AC7 $ 913 1,734,000 PRN SOLE 1,734,000 HEWLETT PACKARD CO OPT 428236100 $ 21,759 947,300 SH C SOLE 947,300 HIBBETT SPORTING GOODS INC COM 428565105 $ 453 15,189 SH SOLE 15,189 HIBERNIA CORP CL A 428656102 $ 3,080 130,997 SH SOLE 130,997 HIGHWOODS PPTYS INC COM 431284108 $ 4,978 195,975 SH SOLE 195,975 HILB ROGAL & HAMILTON CO COM 431294107 $ 231 7,190 SH SOLE 7,190 HILLENBRAND INDS INC COM 431573104 $ 1,023 16,490 SH SOLE 16,490 HILTON HOTELS CORP OPT 432848100 $ 4,933 288,000 SH C SOLE 288,000 HILTON HOTELS CORP OPT 432848100 $ 2,715 158,500 SH P SOLE 158,500 HOLLINGER INTL INC CL A 435569108 $ 274 17,537 SH SOLE 17,537 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 $ 220 20,014 SH SOLE 20,014 HOLLY CORP COM PAR $0.01 435758305 $ 9,764 355,063 SH SOLE 355,063 HOLLYWOOD ENTMT CORP COM 436141105 $ 150 10,878 SH SOLE 10,878 HOME DEPOT INC COM 437076102 $ 68,743 1,936,981 SH SOLE 1,936,981 HOME DEPOT INC OPT 437076100 $ 6,030 169,900 SH C SOLE 169,900 HOME DEPOT INC OPT 437076100 $ 6,566 185,000 SH P SOLE 185,000 HOMESTORE INC COM 437852106 $ 160 33,860 SH SOLE 33,860 HON INDS INC COM 438092108 $ 1,911 44,123 SH SOLE 44,123 HONEYWELL INTL INC COM 438516106 $ 51,298 1,534,488 SH SOLE 1,534,488 HONEYWELL INTL INC OPT 438516100 $ 7,221 216,000 SH P SOLE 216,000 HOOPER HOLMES INC COM 439104100 $ 194 31,386 SH SOLE 31,386 HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG9 $ 40,129 87,000,000 PRN SOLE 87,000,000 HORMEL FOODS CORP COM 440452100 $ 2,013 77,979 SH SOLE 77,979 HOT TOPIC INC COM 441339108 $ 592 20,107 SH SOLE 20,107 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 745 8,556 SH SOLE 8,556 HRPT PPTYS TR COM SH BEN INT 40426W101 $ 3,234 320,515 SH SOLE 320,515 HUBBELL INC CL B 443510201 $ 2,259 51,217 SH SOLE 51,217 HUDSON UNITED BANCORP COM 444165104 $ 4,996 135,214 SH SOLE 135,214 HUMANA INC COM 444859102 $ 9,134 399,751 SH SOLE 399,751 HUNT J B TRANS SVCS INC COM 445658107 $ 335 12,389 SH SOLE 12,389 HUNTINGTON BANCSHARES INC COM 446150104 $ 8,671 385,393 SH SOLE 385,393 HUTCHINSON TECHNOLOGY INC COM 448407106 $ 237 7,697 SH SOLE 7,697 HYPERCOM CORP COM 44913M105 $ 581 121,982 SH SOLE 121,982 HYPERION SOLUTIONS CORP COM 44914M104 $ 323 10,704 SH SOLE 10,704 ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM2 $ 8,186 7,750,000 PRN SOLE 7,750,000 IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE5 $ 42,350 70,000,000 PRN SOLE 70,000,000 IDENTIX INC COM 451906101 $ 164 36,781 SH SOLE 36,781 IDEX CORP COM 45167R104 $ 343 8,248 SH SOLE 8,248 IDEXX LABS INC COM 45168D104 $ 425 9,191 SH SOLE 9,191 IDT CORP CL B 448947309 $ 326 14,078 SH SOLE 14,078 IDT CORP COM 448947101 $ 7,546 340,687 SH SOLE 340,687 IGEN INC COM 449536101 $ 364 6,176 SH SOLE 6,176 IHOP CORP COM 449623107 $ 206 5,345 SH SOLE 5,345 ILLINOIS TOOL WKS INC COM 452308109 $ 25,625 305,390 SH SOLE 305,390 IMATION CORP COM 45245A107 $ 1,150 32,731 SH SOLE 32,731 IMC GLOBAL INC PFD CV 7.5% 449669209 $ 33,637 453,700 SH SOLE 453,700 IMMUNOGEN INC COM 45253H101 $ 180 35,700 SH SOLE 35,700 IMMUNOMEDICS INC COM 452907108 $ 46 10,169 SH SOLE 10,169 IMPAC MTG HLDGS INC COM 45254P102 $ 222 12,208 SH SOLE 12,208 IMPAX LABORATORIES INC COM 45256B101 $ 2,021 140,430 SH SOLE 140,430 IMPERIAL CHEM INDS PLC ADR NEW 452704505 $ 2,733 190,830 SH SOLE 190,830 IMS HEALTH INC COM 449934108 $ 14,039 564,721 SH SOLE 564,721 INAMED CORP COM 453235103 $ 533 11,088 SH SOLE 11,088 INCO LTD NOTE 3/2 453258AM7 $ 5,690 5,250,000 PRN SOLE 5,250,000 INCO LTD OPT 453258400 $ 1,991 50,000 SH C SOLE 50,000 INCO LTD SDCV 3.500% 3/1 453258AR6 $ 1,671 1,000,000 SH SOLE 1,000,000 INDEPENDENCE CMNTY BK CORP COM 453414104 $ 906 25,180 SH SOLE 25,180 INDYMAC BANCORP INC COM 456607100 $ 740 24,827 SH SOLE 24,827 INET TECHNOLOGIES INC COM 45662V105 $ 156 12,996 SH SOLE 12,996 INFOCUS CORP COM 45665B106 $ 193 19,892 SH SOLE 19,892 INFONET SVCS CORP CL B 45666T106 $ 24 14,238 SH SOLE 14,238 INFORMATICA CORP COM 45666Q102 $ 171 16,615 SH SOLE 16,615 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 14,896 219,453 SH SOLE 219,453 INNKEEPERS USA TR COM 4576J0104 $ 949 113,336 SH SOLE 113,336 INNOVEX INC COM 457647105 $ 269 32,002 SH SOLE 32,002 INPUT/OUTPUT INC COM 457652105 $ 483 107,108 SH SOLE 107,108 INSIGHT COMMUNICATIONS INC CL A 45768V108 $ 300 29,037 SH SOLE 29,037 INSIGHT ENTERPRISES INC COM 45765U103 $ 363 19,304 SH SOLE 19,304 INSITUFORM TECHNOLOGIES INC CL A 457667103 $ 198 11,978 SH SOLE 11,978 INSPIRE PHARMACEUTICALS INC COM 457733103 $ 531 37,502 SH SOLE 37,502 INSTINET GROUP INC COM 457750107 $ 457 88,672 SH SOLE 88,672 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 $ 372 12,980 SH SOLE 12,980 INTEGRATED CIRCUIT SYS INC COM 45811K208 $ 877 30,765 SH SOLE 30,765 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 582 33,912 SH SOLE 33,912 INTEGRATED DEVICE TECHNOLOGY OPT 458118100 $ 184 10,700 SH C SOLE 10,700 INTEL CORP COM 458140100 $270,967 8,454,496 SH SOLE 8,454,496 INTELIDATA TECHNOLOGIES CORP COM 45814T107 $ 16 10,218 SH SOLE 10,218 INTER TEL INC COM 458372109 $ 455 18,233 SH SOLE 18,233

INTERACTIVECORP COM 45840Q101 $ 5,528 162,919 SH SOLE 162,919 INTERDIGITAL COMMUNICATIONS COM 45866A105 $ 203 9,849 SH SOLE 9,849 INTERDIGITAL COMMUNICATIONS OPT 45866A100 $ 2,313 112,300 SH P SOLE 112,300 INTERFACE INC CL A 458665106 $ 95 17,133 SH SOLE 17,133 INTERMET CORP COM 45881K104 $ 76 13,892 SH SOLE 13,892 INTERMUNE INC COM 45884X103 $ 4,488 193,800 SH SOLE 193,800 INTERMUNE INC NOTE 5.750% 7/145884XAA1 $ 4,000 4,000,000 PRN SOLE 4,000,000 INTERNATIONAL BUSINESS MACHS COM 459200101 $366,158 3,950,779 SH SOLE 3,950,779 INTERNATIONAL BUSINESS MACHS OPT 459200100 $ 60,502 652,800 SH P SOLE 652,800 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 $ 3,115 89,209 SH SOLE 89,209 INTERNATIONAL GAME TECHNOLOG COM 459902102 $ 2,922 81,856 SH SOLE 81,856 INTERNATIONAL MULTIFOODS COR COM 460043102 $ 216 12,006 SH SOLE 12,006 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 4,696 95,046 SH SOLE 95,046 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $ 1,404 31,589 SH SOLE 31,589 INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 $ 2,510 50,000 SH SOLE 50,000 INTERNET SEC SYS INC COM 46060X107 $ 1,304 69,230 SH SOLE 69,230 INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ9 $ 23,851 25,855,000 PRN SOLE 25,855,000 INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT7 $ 6,205 4,062,000 PRN SOLE 4,062,000 INTERSIL CORP CL A 46069S109 $ 2,122 85,377 SH SOLE 85,377 INTERVOICE INC NEW COM 461142101 $ 159 13,416 SH SOLE 13,416 INTL PAPER CO COM 460146103 $ 14,435 334,843 SH SOLE 334,843 INTL PAPER CO OPT 460146100 $ 4,311 100,000 SH C SOLE 100,000 INTL PAPER CO OPT 460146100 $ 4,311 100,000 SH P SOLE 100,000 INTROGEN THERAPEUTICS INC COM 46119F107 $ 143 16,891 SH SOLE 16,891 INTUIT COM 461202103 $ 7,558 142,979 SH SOLE 142,979 INTUIT OPT 461202100 $ 15,329 290,000 SH C SOLE 290,000 INTUIT OPT 461202100 $ 5,815 110,000 SH P SOLE 110,000 INVACARE CORP COM 461203101 $ 2,494 61,771 SH SOLE 61,771 INVERNESS MED INNOVATIONS IN COM 46126P106 $ 9,857 452,554 SH SOLE 452,554 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 $ 917 56,784 SH SOLE 56,784 INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 $ 10,576 10,060,000 PRN SOLE 10,060,000 INVITROGEN CORP NOTE 5.500% 3/0 46185RAB6 $ 19,394 18,784,000 PRN SOLE 18,784,000 IOMEGA CORP COM NEW 462030305 $ 1,072 179,224 SH SOLE 179,224 IPC HLDGS LTD ORD G4933P101 $ 210 5,410 SH SOLE 5,410 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 $ 881 88,056 SH SOLE 88,056 IRWIN FINL CORP COM 464119106 $ 221 7,034 SH SOLE 7,034 ISHARES INC MSCI BRAZIL 464286400 $ 1,543 90,750 SH SOLE 90,750 ISHARES TR DJ US CON CYCL 464287580 $ 4,260 76,900 SH SOLE 76,900 ISHARES TR DJ US FINL SVC 464287770 $ 3,871 37,500 SH SOLE 37,500 ISHARES TR DJ US INDUSTRL 464287754 $ 800 16,300 SH SOLE 16,300 ISHARES TR DJ US TECH SEC 464287721 $ 3,012 62,100 SH SOLE 62,100 ISHARES TR GLMN SCHS SOFT 464287515 $ 453 12,000 SH SOLE 12,000 ISHARES TR OPT 464287100 $ 413 7,500 SH P SOLE 7,500 ISHARES TR OPT 464287650 $ 15,324 138,300 SH C SOLE 138,300 ISHARES TR RUSL 2000 GROW 464287648 $ 1,564 26,400 SH SOLE 26,400 ISHARES TR RUSL 2000 VALU 464287630 $ 2,719 16,950 SH SOLE 16,950 ISHARES TR RUSSELL 2000 464287655 $ 16,902 152,543 SH SOLE 152,543 ISHARES TR S&P 500 INDEX 464287200 $ 1,891 17,000 SH SOLE 17,000 ISHARES TR S&P MIDCAP 400 464287507 $ 8,227 71,500 SH SOLE 71,500 ISHARES TR S&P SMLCAP 600 464287804 $ 13,400 100,000 SH SOLE 100,000 ISHARES TR S&P SMLCP VALU 464287879 $ 2,026 20,145 SH SOLE 20,145 ISHARES TR S&P500/BAR VAL 464287408 $ 5,992 108,300 SH SOLE 108,300 ISTAR FINL INC COM 45031U101 $ 59,832 1,538,100 SH SOLE 1,538,100 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 2,305 49,076 SH SOLE 49,076 ITT INDS INC IND COM 450911102 $ 9,419 126,927 SH SOLE 126,927 IVAX CORP NOTE 4.500% 5/1 465823AG7 $ 8,492 8,408,000 PRN SOLE 8,408,000 IVAX CORP NOTE 5.500% 5/1 465823AD4 $ 11,354 10,957,000 PRN SOLE 10,957,000 J P MORGAN CHASE & CO COM 46625H100 $135,249 3,682,239 SH SOLE 3,682,239 J P MORGAN CHASE & CO OPT 46625H100 $ 30,567 832,200 SH C SOLE 832,200 J2 GLOBAL COMMUNICATIONS INC OPT 46626E200 $ 2,367 95,500 SH C SOLE 95,500 JABIL CIRCUIT INC COM 466313103 $ 4,774 168,687 SH SOLE 168,687 JABIL CIRCUIT INC NOTE 1.750% 5/1 466313AA1 $ 29,908 29,759,000 PRN SOLE 29,759,000 JACOBS ENGR GROUP INC DEL COM 469814107 $ 1,724 35,903 SH SOLE 35,903 JANUS CAP GROUP INC COM 47102X105 $ 2,953 179,954 SH SOLE 179,954 JDA SOFTWARE GROUP INC COM 46612K108 $ 181 10,990 SH SOLE 10,990 JDS UNIPHASE CORP COM 46612J101 $ 5,276 1,449,470 SH SOLE 1,449,470 JDS UNIPHASE CORP OPT 46612J100 $ 592 162,500 SH P SOLE 162,500 JEFFERIES GROUP INC NEW COM 472319102 $ 451 13,668 SH SOLE 13,668 JEFFERSON PILOT CORP COM 475070108 $ 3,158 62,355 SH SOLE 62,355 JETBLUE AWYS CORP COM 477143101 $ 1,108 41,778 SH SOLE 41,778 JLG INDS INC COM 466210101 $ 166 10,886 SH SOLE 10,886 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 $ 2,066 200,000 SH SOLE 200,000 JOHNSON & JOHNSON COM 478160104 $215,492 4,171,357 SH SOLE 4,171,357 JOHNSON & JOHNSON OPT 478160100 $ 35,263 682,600 SH P SOLE 682,600 JOHNSON CTLS INC COM 478366107 $ 13,052 112,402 SH SOLE 112,402 JONES APPAREL GROUP INC COM 480074103 $ 1,277 36,234 SH SOLE 36,234 JONES APPAREL GROUP INC / NOTE 2/0 480081AD0 $ 10,609 19,201,000 PRN SOLE 19,201,000 JONES LANG LASALLE INC COM 48020Q107 $ 682 32,921 SH SOLE 32,921 JOS A BANK CLOTHIERS INC COM 480838101 $ 253 7,299 SH SOLE 7,299 JOURNAL REGISTER CO COM 481138105 $ 419 20,227 SH SOLE 20,227 JOY GLOBAL INC COM 481165108 $ 466 17,827 SH SOLE 17,827 JUNIPER NETWORKS INC OPT 48203R100 $ 3,779 202,300 SH C SOLE 202,300 K V PHARMACEUTICAL CO CL A 482740206 $ 1,686 66,099 SH SOLE 66,099 K-SWISS INC CL A 482686102 $ 213 8,840 SH SOLE 8,840 K2 INC COM 482732104 $ 198 13,024 SH SOLE 13,024 KANA SOFTWARE INC COM NEW 483600300 $ 89 26,380 SH SOLE 26,380 KAYDON CORP COM 486587108 $ 942 36,457 SH SOLE 36,457 KB HOME COM 48666K109 $ 5,526 76,199 SH SOLE 76,199 KEANE INC COM 486665102 $ 395 26,991 SH SOLE 26,991 KEITHLEY INSTRS INC COM 487584104 $ 327 17,856 SH SOLE 17,856 KELLOGG CO COM 487836108 $ 32,364 849,908 SH SOLE 849,908 KELLOGG CO OPT 487836100 $ 762 20,000 SH C SOLE 20,000 KELLWOOD CO COM 488044108 $ 275 6,700 SH SOLE 6,700 KELLY SVCS INC CL A 488152208 $ 375 13,153 SH SOLE 13,153 KEMET CORP COM 488360108 $ 378 27,604 SH SOLE 27,604 KENNAMETAL INC COM 489170100 $ 3,010 75,714 SH SOLE 75,714 KENSEY NASH CORP COM 490057106 $ 391 16,813 SH SOLE 16,813 KERR MCGEE CORP COM 492386107 $ 11,161 240,073 SH SOLE 240,073 KERR MCGEE CORP DECS 080404 492386305 $105,464 2,113,500 SH SOLE 2,113,500

KERR MCGEE CORP SDCV 5.250% 2/1 492386AP2 $ 7,680 7,245,000 SH SOLE 7,245,000 KEY ENERGY SVCS INC COM 492914106 $ 472 45,787 SH SOLE 45,787 KEYCORP NEW COM 493267108 $ 23,519 802,148 SH SOLE 802,148 KEYSPAN CORP COM 49337W100 $ 4,825 131,109 SH SOLE 131,109 KFORCE INC COM 493732101 $ 156 16,652 SH SOLE 16,652 KIMBERLY CLARK CORP COM 494368103 $ 33,755 571,246 SH SOLE 571,246 KIMCO REALTY CORP COM 49446R109 $ 843 18,849 SH SOLE 18,849 KINDER MORGAN INC KANS COM 49455P101 $ 63,734 1,078,402 SH SOLE 1,078,402 KINDER MORGAN INC KANS OPT 49455P100 $ 1,194 20,200 SH C SOLE 20,200 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 $ 8,128 189,196 SH SOLE 189,196 KING PHARMACEUTICALS INC COM 495582108 $ 11,416 748,087 SH SOLE 748,087 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 $ 2,656 2,864,000 PRN SOLE 2,864,000 KING PHARMACEUTICALS INC OPT 495582100 $ 1,398 91,600 SH C SOLE 91,600 KING PHARMACEUTICALS INC OPT 495582100 $ 1,105 72,400 SH P SOLE 72,400 KINROSS GOLD CORP OPT 496902200 $ 392 49,000 SH C SOLE 49,000 KIRBY CORP COM 497266106 $ 212 6,082 SH SOLE 6,082 KLA-TENCOR CORP COM 482480100 $ 8,458 144,488 SH SOLE 144,488 KLA-TENCOR CORP OPT 482480100 $ 3,138 53,600 SH P SOLE 53,600 KNIGHT RIDDER INC COM 499040103 $ 3,977 51,400 SH SOLE 51,400 KNIGHT TRANSN INC COM 499064103 $ 710 27,681 SH SOLE 27,681 KOHLS CORP COM 500255104 $ 27,699 616,365 SH SOLE 616,365 KOMAG INC COM NEW 500453204 $ 443 30,317 SH SOLE 30,317 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 $ 53,902 1,852,949 SH SOLE 1,852,949 KOPIN CORP COM 500600101 $ 257 38,318 SH SOLE 38,318 KORN FERRY INTL COM NEW 500643200 $ 410 30,711 SH SOLE 30,711 KRAFT FOODS INC OPT 50075N100 $ 5,075 157,500 SH C SOLE 157,500 KRAFT FOODS INC OPT 50075N100 $ 5,800 180,000 SH P SOLE 180,000 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 7,529 205,723 SH SOLE 205,723 KRISPY KREME DOUGHNUTS INC OPT 501014100 $ 8,484 231,800 SH C SOLE 231,800 KRISPY KREME DOUGHNUTS INC OPT 501014100 $ 7,437 203,200 SH P SOLE 203,200 KROGER CO COM 501044101 $ 3,339 180,397 SH SOLE 180,397 KROGER CO OPT 501044100 $ 16,566 895,000 SH C SOLE 895,000 KROLL INC COM 501049100 $ 313 12,032 SH SOLE 12,032 KT CORP SPONSORED ADR 48268K101 $ 18,457 967,844 SH SOLE 967,844 L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB0 $ 50,322 39,859,000 PRN SOLE 39,859,000 LA JOLLA PHARMACEUTICAL CO COM 503459109 $ 138 32,446 SH SOLE 32,446 LA QUINTA CORP PAIRED CTF 50419U202 $ 288 44,923 SH SOLE 44,923 LA Z BOY INC COM 505336107 $ 281 13,391 SH SOLE 13,391 LABOR READY INC COM NEW 505401208 $ 214 16,322 SH SOLE 16,322 LABORATORY CORP AMER HLDGS COM NEW 50540R409 $ 1,163 31,488 SH SOLE 31,488 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC6 $ 21,338 30,000,000 PRN SOLE 30,000,000 LABORATORY CORP AMER HLDGS OPT 50540R400 $ 18,309 495,500 SH C SOLE 495,500 LACLEDE GROUP INC COM 505597104 $ 228 7,990 SH SOLE 7,990 LAM RESEARCH CORP COM 512807108 $ 1,674 51,835 SH SOLE 51,835 LANCASTER COLONY CORP COM 513847103 $ 444 9,830 SH SOLE 9,830 LANCE INC COM 514606102 $ 152 10,108 SH SOLE 10,108 LANDAMERICA FINL GROUP INC COM 514936103 $ 2,949 56,436 SH SOLE 56,436 LANDRYS RESTAURANTS INC COM 51508L103 $ 1,093 42,507 SH SOLE 42,507 LANDSTAR SYS INC COM 515098101 $ 493 12,963 SH SOLE 12,963 LANTRONIX INC COM 516548104 $ 214 183,000 SH SOLE 183,000 LATTICE SEMICONDUCTOR CORP COM 518415104 $ 658 67,980 SH SOLE 67,980 LAUDER ESTEE COS INC CL A 518439104 $ 4,141 105,468 SH SOLE 105,468 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 3,868 145,799 SH SOLE 145,799 LEAR CORP OPT 521865100 $ 30,665 500,000 SH C SOLE 500,000 LEGG MASON INC COM 524901105 $ 880 11,400 SH SOLE 11,400 LEGG MASON INC NOTE 6/0 524901AG0 $ 2,517 3,964,000 PRN SOLE 3,964,000 LEGG MASON INC OPT 524901100 $ 5,403 70,000 SH P SOLE 70,000 LEGGETT & PLATT INC COM 524660107 $ 3,931 181,750 SH SOLE 181,750 LEHMAN BROS HLDGS INC COM 524908100 $ 8,597 111,325 SH SOLE 111,325 LEHMAN BROS HLDGS INC FRNT 4/0 524908EC0 $ 101 100,000 PRN SOLE 100,000 LEHMAN BROS HLDGS INC OPT 524908100 $ 40,541 525,000 SH C SOLE 525,000 LENNAR CORP CL B 526057302 $ 35,119 384,232 SH SOLE 384,232 LENNAR CORP OPT 526057100 $ 12,826 133,600 SH C SOLE 133,600 LENNOX INTL INC COM 526107107 $ 246 14,746 SH SOLE 14,746 LENNOX INTL INC NOTE 6.250% 6/0 526107AB3 $ 12,115 10,054,000 PRN SOLE 10,054,000 LEUCADIA NATL CORP COM 527288104 $ 3,187 69,133 SH SOLE 69,133 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 2,181 382,582 SH SOLE 382,582 LEXAR MEDIA INC COM 52886P104 $ 929 53,324 SH SOLE 53,324 LEXAR MEDIA INC OPT 52886P100 $ 753 43,200 SH P SOLE 43,200 LEXINGTON CORP PPTYS TR COM 529043101 $ 2,249 111,416 SH SOLE 111,416 LEXMARK INTL NEW CL A 529771107 $ 11,855 150,746 SH SOLE 150,746 LEXMARK INTL NEW OPT 529771100 $ 12,976 165,000 SH P SOLE 165,000 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 $ 4,746 4,563,000 PRN SOLE 4,563,000 LIBERTY MEDIA CORP NEW COM SER A 530718105 $126,075 10,603,443 SH SOLE 10,603,443 LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 $ 2,537 2,150,000 PRN SOLE 2,150,000 LIBERTY MEDIA CORP NEW OPT 530718100 $ 50,729 4,266,500 SH P SOLE 4,266,500 LIBERTY PPTY TR SH BEN INT 531172104 $ 709 18,227 SH SOLE 18,227 LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE9 $ 1,691 1,685,000 PRN SOLE 1,685,000 LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB4 $ 59,987 24,007,000 PRN SOLE 24,007,000 LILLY ELI & CO COM 532457108 $109,772 1,560,815 SH SOLE 1,560,815 LILLY ELI & CO OPT 532457100 $ 12,139 172,600 SH C SOLE 172,600 LIMITED BRANDS INC COM 532716107 $ 17,175 952,586 SH SOLE 952,586 LIMITED BRANDS INC OPT 532716100 $ 889 49,300 SH C SOLE 49,300 LINCARE HLDGS INC COM 532791100 $ 2,025 67,319 SH SOLE 67,319 LINCOLN NATL CORP IND COM 534187109 $ 7,386 182,953 SH SOLE 182,953 LINEAR TECHNOLOGY CORP COM 535678106 $ 10,320 245,317 SH SOLE 245,317 LINENS N THINGS INC COM 535679104 $ 338 11,223 SH SOLE 11,223 LIZ CLAIBORNE INC COM 539320101 $ 8,473 238,953 SH SOLE 238,953 LNR PPTY CORP COM 501940100 $ 1,491 30,107 SH SOLE 30,107 LNR PPTY CORP NOTE 5.500% 3/0 501940AF7 $ 29,986 23,000,000 PRN SOLE 23,000,000 LOCKHEED MARTIN CORP COM 539830109 $ 10,066 195,841 SH SOLE 195,841 LOEWS CORP CAROLNA GP STK 540424207 $ 4,423 175,254 SH SOLE 175,254 LOEWS CORP COM 540424108 $ 8,295 167,752 SH SOLE 167,752 LOEWS CORP NOTE 3.125% 9/1 540424AL2 $ 3,831 3,991,000 PRN SOLE 3,991,000 LONE STAR STEAKHOUSE SALOON COM 542307103 $ 470 20,251 SH SOLE 20,251 LONE STAR TECHNOLOGIES INC COM 542312103 $ 2,296 143,696 SH SOLE 143,696 LOOKSMART LTD COM 543442107 $ 27 17,514 SH SOLE 17,514 LOUISIANA PAC CORP COM 546347105 $ 2,121 118,597 SH SOLE 118,597 LOWES COS INC COM 548661107 $ 13,004 234,776 SH SOLE 234,776

LOWES COS INC NOTE 0.861%10/1 548661CG0 $ 25,891 24,368,000 PRN SOLE 24,368,000 LSI LOGIC CORP COM 502161102 $ 1,841 207,595 SH SOLE 207,595 LTX CORP COM 502392103 $ 273 18,165 SH SOLE 18,165 LUBRIZOL CORP COM 549271104 $ 4,764 146,489 SH SOLE 146,489 LUBYS INC COM 549282101 $ 44 11,900 SH SOLE 11,900 LUCENT TECHNOLOGIES INC COM 549463107 $ 13,973 4,920,237 SH SOLE 4,920,237 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 $ 46 40,000 PRN SOLE 40,000 LUCENT TECHNOLOGIES INC OPT 549463100 $ 7,818 2,752,900 SH C SOLE 2,752,900 LYONDELL CHEMICAL CO COM 552078107 $ 6,603 389,576 SH SOLE 389,576 LYONDELL CHEMICAL CO OPT 552078100 $ 4,854 286,400 SH P SOLE 286,400 M & T BK CORP COM 55261F104 $ 13,562 137,962 SH SOLE 137,962 M D C HLDGS INC COM 552676108 $ 327 5,075 SH SOLE 5,075 M SYS FLASH DISK PIONEERS LT ORD M7061C100 $ 1,790 103,792 SH SOLE 103,792 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 $ 1,539 39,407 SH SOLE 39,407 MACK CALI RLTY CORP COM 554489104 $ 537 12,902 SH SOLE 12,902 MACROMEDIA INC COM 556100105 $ 517 29,126 SH SOLE 29,126 MACROVISION CORP COM 555904101 $ 420 18,595 SH SOLE 18,595 MAF BANCORP INC COM 55261R108 $ 438 10,455 SH SOLE 10,455 MAGNA ENTMT CORP CL A 559211107 $ 88 17,433 SH SOLE 17,433 MAGNA INTL INC CL A 559222401 $ 1,600 19,987 SH SOLE 19,987 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 $ 316 33,227 SH SOLE 33,227 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 $ 12,428 664,229 SH SOLE 664,229 MAIL-WELL INC COM 560321200 $ 305 66,249 SH SOLE 66,249 MANDALAY RESORT GROUP COM 562567107 $ 2,198 49,147 SH SOLE 49,147 MANDALAY RESORT GROUP OPT 562567100 $ 6,216 139,000 SH C SOLE 139,000 MANDALAY RESORT GROUP OPT 562567100 $ 4,673 104,500 SH P SOLE 104,500 MANITOWOC INC COM 563571108 $ 208 6,661 SH SOLE 6,661 MANOR CARE INC NEW COM 564055101 $ 2,935 84,904 SH SOLE 84,904 MANPOWER INC COM 56418H100 $ 1,112 23,609 SH SOLE 23,609 MANTECH INTL CORP CL A 564563104 $ 224 8,958 SH SOLE 8,958 MANUFACTURED HOME CMNTYS INC COM 564682102 $ 3,765 100,000 SH SOLE 100,000 MANUGISTICS GROUP INC COM 565011103 $ 245 39,085 SH SOLE 39,085 MARATHON OIL CORP COM 565849106 $ 6,985 211,097 SH SOLE 211,097 MARCUS CORP COM 566330106 $ 167 10,170 SH SOLE 10,170 MARRIOTT INTL INC NEW CL A 571903202 $ 15,680 339,384 SH SOLE 339,384 MARRIOTT INTL INC NEW OPT 571903200 $ 578 12,500 SH C SOLE 12,500 MARRIOTT INTL INC NEW OPT 571903200 $ 11,180 242,000 SH P SOLE 242,000 MARSH & MCLENNAN COS INC COM 571748102 $ 46,679 974,713 SH SOLE 974,713 MARSH & MCLENNAN COS INC OPT 571748100 $ 1,039 21,700 SH C SOLE 21,700 MARSH & MCLENNAN COS INC OPT 571748100 $ 2,313 48,300 SH P SOLE 48,300 MARSHALL & ILSLEY CORP COM 571834100 $ 4,566 119,384 SH SOLE 119,384 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 1,597 162,171 SH SOLE 162,171 MARTIN MARIETTA MATLS INC COM 573284106 $ 203 4,331 SH SOLE 4,331 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 1,623 42,784 SH SOLE 42,784 MASCO CORP COM 574599106 $ 11,570 422,117 SH SOLE 422,117 MASSEY ENERGY CO NOTE 4.750% 5/1 576203AB9 $ 39 30,000 PRN SOLE 30,000 MASSEY ENERGY CORP COM 576206106 $ 393 18,893 SH SOLE 18,893 MATTEL INC COM 577081102 $ 10,279 533,419 SH SOLE 533,419 MATTSON TECHNOLOGY INC COM 577223100 $ 269 22,254 SH SOLE 22,254 MAVERICK TUBE CORP COM 577914104 $ 3,750 194,785 SH SOLE 194,785 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 13,533 272,961 SH SOLE 272,961 MAXIM INTEGRATED PRODS INC OPT 57772K100 $ 496 10,000 SH C SOLE 10,000 MAXIMUS INC COM 577933104 $ 205 5,237 SH SOLE 5,237 MAXTOR CORP OPT 577729200 $ 275 24,800 SH P SOLE 24,800 MAY DEPT STORES CO COM 577778103 $ 2,428 83,534 SH SOLE 83,534 MAYTAG CORP COM 578592107 $ 4,709 169,068 SH SOLE 169,068 MBIA INC COM 55262C100 $ 10,706 180,749 SH SOLE 180,749 MBNA CORP COM 55262L100 $ 44,941 1,808,489 SH SOLE 1,808,489 MBNA CORP OPT 55262L100 $ 6,014 242,000 SH C SOLE 242,000 MBNA CORP OPT 55262L100 $ 994 40,000 SH P SOLE 40,000 MCCLATCHY CO CL A 579489105 $ 245 3,555 SH SOLE 3,555 MCCORMICK & CO INC COM NON VTG 579780206 $ 6,406 212,840 SH SOLE 212,840 MCDATA CORP CL A 580031201 $ 4,185 439,164 SH SOLE 439,164 MCDATA CORP OPT 580031100 $ 955 100,000 SH P SOLE 100,000 MCDATA CORP OPT 580031200 $ 238 25,000 SH P SOLE 25,000 MCDONALDS CORP COM 580135101 $ 65,942 2,655,737 SH SOLE 2,655,737 MCDONALDS CORP OPT 580135100 $ 6,394 257,500 SH C SOLE 257,500 MCGRAW HILL COS INC COM 580645109 $ 15,002 214,560 SH SOLE 214,560 MCKESSON CORP COM 58155Q103 $ 18,447 573,595 SH SOLE 573,595 MCKESSON CORP OPT 58155Q100 $ 997 31,000 SH C SOLE 31,000 MCLEODUSA INC CL A 582266706 $ 18 12,405 SH SOLE 12,405 MDU RES GROUP INC COM 552690109 $ 444 18,650 SH SOLE 18,650 MEADWESTVACO CORP COM 583334107 $ 8,020 269,589 SH SOLE 269,589 MEADWESTVACO CORP OPT 583334100 $ 1,488 50,000 SH P SOLE 50,000 MEDAREX INC COM 583916101 $ 154 24,795 SH SOLE 24,795 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 14,146 416,183 SH SOLE 416,183 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 $ 226 26,182 SH SOLE 26,182 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 25,916 363,472 SH SOLE 363,472 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 $ 1,056 775,000 PRN SOLE 775,000 MEDIMMUNE INC COM 584699102 $ 8,430 332,158 SH SOLE 332,158 MEDIMMUNE INC OPT 584699100 $ 546 21,500 SH P SOLE 21,500 MEDTRONIC INC COM 585055106 $ 60,698 1,248,683 SH SOLE 1,248,683 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 $ 6,335 6,188,000 PRN SOLE 6,188,000 MEDTRONIC INC OPT 585055100 $ 6,562 135,000 SH C SOLE 135,000 MEDTRONIC INC OPT 585055100 $ 6,562 135,000 SH P SOLE 135,000 MELLON FINL CORP COM 58551A108 $ 10,764 335,223 SH SOLE 335,223 MEMC ELECTR MATLS INC COM 552715104 $ 1,726 179,465 SH SOLE 179,465 MENS WEARHOUSE INC COM 587118100 $ 1,423 56,891 SH SOLE 56,891 MENTOR CORP MINN COM 587188103 $ 397 16,514 SH SOLE 16,514 MENTOR GRAPHICS CORP COM 587200106 $ 675 46,412 SH SOLE 46,412 MENTOR GRAPHICS CORP NOTE 6.875% 6/1 587200AB2 $ 106 100,000 PRN SOLE 100,000 MERANT PLC SPONSORED ADR 587336108 $ 159 14,100 SH SOLE 14,100 MERCK & CO INC COM 589331107 $174,485 3,776,727 SH SOLE 3,776,727 MERCK & CO INC OPT 589331100 $ 21,714 470,000 SH C SOLE 470,000 MERCK & CO INC OPT 589331100 $ 30,141 652,400 SH P SOLE 652,400 MERCURY INTERACTIVE CORP COM 589405109 $ 5,661 116,377 SH SOLE 116,377 MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB5 $ 10,662 10,756,000 PRN SOLE 10,756,000 MERCURY INTERACTIVE CORP OPT 589405100 $ 4,319 88,800 SH C SOLE 88,800 MEREDITH CORP COM 589433101 $ 7,171 146,914 SH SOLE 146,914

MERIDIAN GOLD INC COM 589975101 $ 1,478 101,137 SH SOLE 101,137 MERISTAR HOSPITALITY CORP COM 58984Y103 $ 1,709 262,520 SH SOLE 262,520 MERIX CORP COM 590049102 $ 242 9,877 SH SOLE 9,877 MERRILL LYNCH & CO INC COM 590188108 $ 30,542 520,747 SH SOLE 520,747 MERRILL LYNCH & CO INC FRNT 3/1 590188A73 $ 18,378 17,820,000 PRN SOLE 17,820,000 MERRILL LYNCH & CO INC NOTE 5/2 590188A65 $ 13,341 24,423,000 PRN SOLE 24,423,000 MESA AIR GROUP INC COM 590479101 $ 3,738 297,392 SH SOLE 297,392 METHANEX CORP COM 59151K108 $ 966 86,049 SH SOLE 86,049 METHODE ELECTRS INC CL A 591520200 $ 399 32,623 SH SOLE 32,623 METLIFE INC COM 59156R108 $ 33,914 1,007,240 SH SOLE 1,007,240 METRIS COS INC COM 591598107 $ 278 62,587 SH SOLE 62,587 METRIS COS INC OPT 591598100 $ 278 62,500 SH P SOLE 62,500 MFA MTG INVTS INC COM 55272X102 $ 98 10,099 SH SOLE 10,099 MGI PHARMA INC OPT 552880100 $ 3,909 95,000 SH C SOLE 95,000 MGIC INVT CORP WIS COM 552848103 $ 6,430 112,924 SH SOLE 112,924 MGM MIRAGE COM 552953101 $ 1,096 29,131 SH SOLE 29,131 MICHAELS STORES INC COM 594087108 $ 1,404 31,758 SH SOLE 31,758 MICREL INC COM 594793101 $ 470 30,235 SH SOLE 30,235 MICROCHIP TECHNOLOGY INC COM 595017104 $ 3,518 105,418 SH SOLE 105,418 MICROCHIP TECHNOLOGY INC OPT 595017100 $ 734 22,000 SH P SOLE 22,000 MICROMUSE INC COM 595094103 $ 600 87,027 SH SOLE 87,027 MICRON TECHNOLOGY INC COM 595112103 $ 5,053 375,149 SH SOLE 375,149 MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG8 $ 9,258 7,000,000 PRN SOLE 7,000,000 MICRON TECHNOLOGY INC OPT 595112100 $ 15,491 1,150,000 SH C SOLE 1,150,000 MICRON TECHNOLOGY INC OPT 595112100 $ 4,041 300,000 SH P SOLE 300,000 MICROS SYS INC COM 594901100 $ 309 7,115 SH SOLE 7,115 MICROSOFT CORP COM 594918104 $186,032 6,796,927 SH SOLE 6,796,927 MICROSOFT CORP OPT 594918100 $219,121 8,005,900 SH C SOLE 8,005,900 MICROSOFT CORP OPT 594918100 $117,253 4,284,000 SH P SOLE 4,284,000 MICROSTRATEGY INC CL A NEW 594972408 $ 321 6,115 SH SOLE 6,115 MICROSTRATEGY INC OPT 594972400 $ 278 5,300 SH P SOLE 5,300 MID ATLANTIC MED SVCS INC COM 59523C107 $ 19,892 306,975 SH SOLE 306,975 MIDWAY GAMES INC COM 598148104 $ 112 28,927 SH SOLE 28,927 MILLENNIUM CHEMICALS INC COM 599903101 $ 1,589 125,352 SH SOLE 125,352 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 2,410 129,249 SH SOLE 129,249 MILLENNIUM PHARMACEUTICALS I OPT 599902100 $ 867 46,500 SH P SOLE 46,500 MILLER HERMAN INC COM 600544100 $ 539 22,223 SH SOLE 22,223 MILLIPORE CORP COM 601073109 $ 3,514 81,622 SH SOLE 81,622 MIM CORP COM 553044108 $ 134 19,102 SH SOLE 19,102 MINDSPEED TECHNOLOGIES INC COM 602682106 $ 131 19,080 SH SOLE 19,080 MMO2 PLC ADR 55309W101 $ 11,899 871,091 SH SOLE 871,091 MOBILITY ELECTRONICS INC COM 60741U101 $ 115 12,900 SH SOLE 12,900 MODINE MFG CO COM 607828100 $ 248 9,202 SH SOLE 9,202 MOHAWK INDS INC COM 608190104 $ 319 4,517 SH SOLE 4,517 MOLEX INC COM 608554101 $ 2,771 79,425 SH SOLE 79,425 MONSANTO CO NEW COM 61166W101 $ 15,569 540,977 SH SOLE 540,977 MONSTER WORLDWIDE INC COM 611742107 $ 1,219 55,497 SH SOLE 55,497 MONY GROUP INC COM 615337102 $ 435 13,918 SH SOLE 13,918 MOODYS CORP COM 615369105 $ 13,103 216,394 SH SOLE 216,394 MOOG INC CL A 615394202 $ 543 10,985 SH SOLE 10,985 MORGAN STANLEY COM NEW 617446448 $ 57,701 997,084 SH SOLE 997,084 MORGAN STANLEY OPT 617446440 $ 14,468 250,000 SH P SOLE 250,000 MOTOROLA INC COM 620076109 $ 45,162 3,225,840 SH SOLE 3,225,840 MOTOROLA INC OPT 620076100 $ 15,113 1,079,500 SH C SOLE 1,079,500 MOTOROLA INC OPT 620076100 $ 8,134 581,000 SH P SOLE 581,000 MOVIE GALLERY INC COM 624581104 $ 395 21,163 SH SOLE 21,163 MPS GROUP INC COM 553409103 $ 578 61,793 SH SOLE 61,793 MRV COMMUNICATIONS INC COM 553477100 $ 74 19,609 SH SOLE 19,609 MSC INDL DIRECT INC CL A 553530106 $ 1,621 58,947 SH SOLE 58,947 MSC SOFTWARE CORP COM 553531104 $ 332 35,184 SH SOLE 35,184 MTR GAMING GROUP INC COM 553769100 $ 528 51,296 SH SOLE 51,296 MUELLER INDS INC COM 624756102 $ 1,048 30,489 SH SOLE 30,489 MYERS INDS INC COM 628464109 $ 130 10,685 SH SOLE 10,685 MYKROLIS CORP COM 62852P103 $ 1,446 89,935 SH SOLE 89,935 MYLAN LABS INC COM 628530107 $ 4,204 166,417 SH SOLE 166,417 NABI BIOPHARMACEUTICALS COM 629519109 $ 194 15,302 SH SOLE 15,302 NABORS INDS INC DBCV 2/0 629568AF3 $ 55,141 84,995,000 PRN SOLE 84,995,000 NABORS INDUSTRIES LTD OPT G6359F100 $ 7,499 180,700 SH C SOLE 180,700 NABORS INDUSTRIES LTD SHS G6359F103 $ 6,032 145,360 SH SOLE 145,360 NASDAQ 100 TR OPT 631100100 $180,535 4,951,600 SH C SOLE 4,951,600 NASDAQ 100 TR OPT 631100100 $144,826 3,972,200 SH P SOLE 3,972,200 NASDAQ 100 TR UNIT SER 1 631100104 $ 10,272 281,723 SH SOLE 281,723 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 $ 6,189 162,025 SH SOLE 162,025 NATIONAL CITY CORP COM 635405103 $ 28,315 834,279 SH SOLE 834,279 NATIONAL COMMERCE FINL CORP COM 63545P104 $ 3,619 132,650 SH SOLE 132,650 NATIONAL FUEL GAS CO N J COM 636180101 $ 3,272 133,867 SH SOLE 133,867 NATIONAL PROCESSING INC COM 637229105 $ 623 26,458 SH SOLE 26,458 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 5,637 143,031 SH SOLE 143,031 NATIONAL SEMICONDUCTOR CORP OPT 637640100 $ 1,553 39,400 SH C SOLE 39,400 NATIONWIDE FINL SVCS INC CL A 638612101 $ 2,533 76,623 SH SOLE 76,623 NATIONWIDE HEALTH PPTYS INC COM 638620104 $ 378 19,322 SH SOLE 19,322 NAUTILUS GROUP INC COM 63910B102 $ 1,050 74,707 SH SOLE 74,707 NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM8 $ 1,212 1,126,000 PRN SOLE 1,126,000 NAVISTAR INTL CORP NEW COM 63934E108 $ 2,535 52,932 SH SOLE 52,932 NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG3 $ 1,147 756,000 PRN SOLE 756,000 NAVISTAR INTL CORP NEW OPT 63934E100 $ 3,352 70,000 SH P SOLE 70,000 NBTY INC COM 628782104 $ 464 17,275 SH SOLE 17,275 NCI BUILDING SYS INC COM 628852105 $ 1,095 45,816 SH SOLE 45,816 NCO GROUP INC COM 628858102 $ 426 18,742 SH SOLE 18,742 NCR CORP NEW COM 62886E108 $ 8,725 224,869 SH SOLE 224,869 NDCHEALTH CORP COM 639480102 $ 226 8,827 SH SOLE 8,827 NEIGHBORCARE INC COM 64015Y104 $ 280 14,185 SH SOLE 14,185 NEIMAN MARCUS GROUP INC CL B 640204301 $ 2,370 47,400 SH SOLE 47,400 NETBANK INC COM 640933107 $ 368 27,565 SH SOLE 27,565 NETIQ CORP COM 64115P102 $ 211 15,939 SH SOLE 15,939 NETWORK APPLIANCE INC COM 64120L104 $ 4,787 234,174 SH SOLE 234,174 NETWORK APPLIANCE INC OPT 64120L100 $ 1,065 52,100 SH P SOLE 52,100 NETWORK ENGINES INC COM 64121A107 $ 364 83,600 SH SOLE 83,600 NETWORK EQUIP TECHNOLOGIES COM 641208103 $ 721 65,518 SH SOLE 65,518

NETWORKS ASSOCS INC COM 640938106 $ 1,902 126,479 SH SOLE 126,479 NETWORKS ASSOCS INC OPT 640938100 $ 301 20,000 SH C SOLE 20,000 NETWORKS ASSOCS INC OPT 640938100 $ 301 20,000 SH P SOLE 20,000 NEW CENTURY FINANCIAL CORP COM 64352D101 $ 5,868 147,930 SH SOLE 147,930 NEW FOCUS INC COM 644383101 $ 56 11,215 SH SOLE 11,215 NEW JERSEY RES COM 646025106 $ 264 6,865 SH SOLE 6,865 NEW YORK CMNTY BANCORP INC COM 649445103 $ 2,131 56,015 SH SOLE 56,015 NEW YORK CMNTY CAP TR V BONUSES 64944P307 $ 15,214 200,000 SH SOLE 200,000 NEW YORK TIMES CO CL A 650111107 $ 10,285 215,203 SH SOLE 215,203 NEW YORK TIMES CO OPT 650111100 $ 1,912 40,000 SH P SOLE 40,000 NEWELL RUBBERMAID INC COM 651229106 $ 6,968 306,001 SH SOLE 306,001 NEWFIELD EXPL CO COM 651290108 $ 1,251 28,080 SH SOLE 28,080 NEWHALL LAND & FARMING CO CA DEPOSITARY REC 651426108 $ 5,940 147,100 SH SOLE 147,100 NEWMONT MINING CORP COM 651639106 $ 27,470 565,108 SH SOLE 565,108 NEWMONT MINING CORP OPT 651639100 $ 7,029 144,600 SH P SOLE 144,600 NEWPARK RES INC COM PAR $.01NEW 651718504 $ 104 21,725 SH SOLE 21,725 NEWS CORP LTD SP ADR PFD 652487802 $ 22,023 728,021 SH SOLE 728,021 NEXMED INC COM 652903105 $ 67 16,900 SH SOLE 16,900 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 21,911 780,876 SH SOLE 780,876 NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC6 $ 2,115 1,706,000 PRN SOLE 1,706,000 NEXTEL COMMUNICATIONS INC OPT 65332V100 $ 32,690 1,165,000 SH C SOLE 1,165,000 NEXTEL COMMUNICATIONS INC OPT 65332V100 $ 18,099 645,000 SH P SOLE 645,000 NICOR INC COM 654086107 $ 1,108 32,538 SH SOLE 32,538 NII HLDGS INC CL B NEW 62913F201 $ 220 2,953 SH SOLE 2,953 NIKE INC CL B 654106103 $ 15,853 231,573 SH SOLE 231,573 NIKE INC OPT 654106100 $ 1,219 17,800 SH C SOLE 17,800 NIKE INC OPT 654106100 $ 36,421 532,000 SH P SOLE 532,000 NISOURCE INC COM 65473P105 $ 8,235 375,359 SH SOLE 375,359 NISSAN MOTORS SPONSORED ADR 654744408 $ 510 22,712 SH SOLE 22,712 NOBLE CORPORATION OPT G65422100 $ 1,685 47,100 SH C SOLE 47,100 NOBLE CORPORATION SHS G65422100 $ 6,547 182,980 SH SOLE 182,980 NOKIA CORP OPT 654902200 $ 7,990 470,000 SH C SOLE 470,000 NORDSON CORP COM 655663102 $ 456 13,185 SH SOLE 13,185 NORDSTROM INC COM 655664100 $ 20,570 599,709 SH SOLE 599,709 NORFOLK SOUTHERN CORP COM 655844108 $ 13,527 571,963 SH SOLE 571,963 NORFOLK SOUTHERN CORP OPT 655844100 $ 591 25,000 SH P SOLE 25,000 NORTEL NETWORKS CORP NEW COM 656568102 $ 137 32,500 SH SOLE 32,500 NORTEL NETWORKS CORP NEW OPT 656568100 $ 285 67,400 SH P SOLE 67,400 NORTH FORK BANCORPORATION NY COM 659424105 $ 4,465 110,327 SH SOLE 110,327 NORTHEAST UTILS COM 664397106 $ 3,497 173,383 SH SOLE 173,383 NORTHERN TR CORP COM 665859104 $ 11,607 250,802 SH SOLE 250,802 NORTHROP GRUMMAN CORP COM 666807102 $ 69,761 729,715 SH SOLE 729,715 NORTHROP GRUMMAN CORP OPT 666807100 $ 12,619 132,000 SH C SOLE 132,000 NOVARTIS A G SPONSORED ADR 66987V109 $ 13,679 298,074 SH SOLE 298,074 NOVAVAX INC COM 670002104 $ 336 56,033 SH SOLE 56,033 NOVELL INC COM 670006105 $ 18,799 1,785,245 SH SOLE 1,785,245 NOVELL INC OPT 670006100 $ 712 67,600 SH P SOLE 67,600 NOVELLUS SYS INC COM 670008101 $ 4,476 106,433 SH SOLE 106,433 NOVEN PHARMACEUTICALS INC COM 670009109 $ 297 19,511 SH SOLE 19,511 NOVOSTE CORP COM 67010C100 $ 105 22,004 SH SOLE 22,004 NS GROUP INC COM 628916108 $ 330 33,979 SH SOLE 33,979 NSTAR COM 67019E107 $ 3,176 65,479 SH SOLE 65,479 NTL INC DEL COM 62940M104 $ 14,928 214,019 SH SOLE 214,019 NTL INC DEL OPT 62940M100 $ 3,418 49,000 SH C SOLE 49,000 NUANCE COMMUNICATIONS INC COM 669967101 $ 150 19,670 SH SOLE 19,670 NUCOR CORP COM 670346105 $ 3,891 69,489 SH SOLE 69,489 NUEVO ENERGY CO COM 670509108 $ 1,332 55,101 SH SOLE 55,101 NUVEEN INVTS INC CL A 67090F106 $ 1,893 71,000 SH SOLE 71,000 NUVELO INC COM 67072M103 $ 35 10,041 SH SOLE 10,041 NVIDIA CORP COM 67066G104 $ 10,716 461,880 SH SOLE 461,880 NVIDIA CORP OPT 67066G100 $ 1,508 65,000 SH C SOLE 65,000 NVR INC COM 62944T105 $ 828 1,777 SH SOLE 1,777 O REILLY AUTOMOTIVE INC COM 686091109 $ 611 15,836 SH SOLE 15,836 OCCIDENTAL PETE CORP DEL COM 674599105 $ 15,262 361,320 SH SOLE 361,320 ODYSSEY HEALTHCARE INC COM 67611V101 $ 684 23,211 SH SOLE 23,211 ODYSSEY RE HLDGS CORP COM 67612W108 $ 1,929 85,561 SH SOLE 85,561 OFFICE DEPOT INC COM 676220106 $ 14,659 877,265 SH SOLE 877,265 OFFSHORE LOGISTICS INC COM 676255102 $ 202 8,249 SH SOLE 8,249 OGE ENERGY CORP COM 670837103 $ 1,977 81,737 SH SOLE 81,737 OHIO CAS CORP COM 677240103 $ 439 25,265 SH SOLE 25,265 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 $ 8,686 140,100 SH SOLE 140,100 OIL SVC HOLDRS TR OPT 678002100 $ 3,100 50,000 SH C SOLE 50,000 OLD REP INTL CORP COM 680223104 $ 5,298 208,896 SH SOLE 208,896 OM GROUP INC COM 670872100 $ 972 37,109 SH SOLE 37,109 OMI CORP NEW COM Y6476W104 $ 158 17,737 SH SOLE 17,737 OMNICARE INC COM 681904108 $ 1,218 30,152 SH SOLE 30,152 OMNICOM GROUP INC COM 681919106 $ 6,626 75,870 SH SOLE 75,870 OMNICOM GROUP INC OPT 681919100 $ 5,423 62,100 SH P SOLE 62,100 OMNIVISION TECHNOLOGIES INC COM 682128103 $ 687 12,437 SH SOLE 12,437 OMNOVA SOLUTIONS INC COM 682129101 $ 74 15,367 SH SOLE 15,367 ON ASSIGNMENT INC COM 682159108 $ 133 25,586 SH SOLE 25,586 ONEOK INC NEW COM 682680103 $ 2,420 109,613 SH SOLE 109,613 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 $ 3,530 48,021 SH SOLE 48,021 OPENWAVE SYS INC COM NEW 683718308 $ 267 24,283 SH SOLE 24,283 OPLINK COMMUNICATIONS INC COM 68375Q106 $ 52 21,675 SH SOLE 21,675 OPSWARE INC COM 68383A101 $ 183 24,703 SH SOLE 24,703 OPTICAL COMMUNICATION PRODS CL A 68382T101 $ 59 15,868 SH SOLE 15,868 ORACLE CORP COM 68389X105 $ 70,861 5,356,081 SH SOLE 5,356,081 ORACLE CORP OPT 68389X100 $ 26,611 2,011,400 SH C SOLE 2,011,400 ORASURE TECHNOLOGIES INC COM 68554V108 $ 252 31,688 SH SOLE 31,688 ORBITAL SCIENCES CORP COM 685564106 $ 734 61,054 SH SOLE 61,054 ORTHOLOGIC CORP COM 68750J107 $ 191 31,203 SH SOLE 31,203 OSHKOSH TRUCK CORP COM 688239201 $ 448 8,774 SH SOLE 8,774 OSI PHARMACEUTICALS INC OPT 671040100 $ 7,398 229,400 SH C SOLE 229,400 OSTEOTECH INC COM 688582105 $ 181 20,515 SH SOLE 20,515 OUTBACK STEAKHOUSE INC COM 689899102 $ 5,160 116,711 SH SOLE 116,711 OWENS & MINOR INC NEW COM 690732102 $ 504 23,012 SH SOLE 23,012 OWENS ILL INC COM NEW 690768403 $ 1,033 86,914 SH SOLE 86,914 OXFORD HEALTH PLANS INC COM 691471106 $ 1,263 29,042 SH SOLE 29,042

P F CHANGS CHINA BISTRO INC COM 69333Y108 $ 801 15,735 SH SOLE 15,735 PACCAR INC COM 693718108 $ 12,163 142,896 SH SOLE 142,896 PACCAR INC OPT 693718100 $ 9,363 110,000 SH P SOLE 110,000 PACIFIC CAP BANCORP NEW COM 69404P101 $ 285 7,744 SH SOLE 7,744 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 1,590 75,368 SH SOLE 75,368 PACIFICARE HEALTH SYS DEL COM 695112102 $ 10,011 148,088 SH SOLE 148,088 PACKAGING CORP AMER COM 695156109 $ 1,954 89,391 SH SOLE 89,391 PACKETEER INC COM 695210104 $ 207 12,199 SH SOLE 12,199 PACTIV CORP COM 695257105 $ 6,892 288,359 SH SOLE 288,359 PALL CORP COM 696429307 $ 5,599 208,702 SH SOLE 208,702 PALMONE INC COM 69713P107 $ 191 16,256 SH SOLE 16,256 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 $ 1,732 36,351 SH SOLE 36,351 PANAMSAT CORP NEW COM 697933109 $ 902 41,840 SH SOLE 41,840 PANERA BREAD CO CL A 69840W108 $ 1,136 28,754 SH SOLE 28,754 PARAMETRIC TECHNOLOGY CORP COM 699173100 $ 3,774 957,853 SH SOLE 957,853 PAREXEL INTL CORP COM 699462107 $ 202 12,400 SH SOLE 12,400 PARKER DRILLING CO COM 701081101 $ 46 18,136 SH SOLE 18,136 PARTNERRE LTD COM G6852T105 $ 1,511 26,027 SH SOLE 26,027 PATHMARK STORES INC NEW COM 70322A101 $ 294 38,632 SH SOLE 38,632 PATINA OIL & GAS CORP COM 703224105 $ 419 8,553 SH SOLE 8,553 PATTERSON DENTAL CO COM 703412106 $ 1,634 25,531 SH SOLE 25,531 PATTERSON UTI ENERGY INC COM 703481101 $ 1,654 50,225 SH SOLE 50,225 PAXSON COMMUNICATIONS CORP COM 704231109 $ 39 10,096 SH SOLE 10,096 PAYCHEX INC COM 704326107 $ 17,793 478,296 SH SOLE 478,296 PC-TEL INC COM 69325Q105 $ 149 13,894 SH SOLE 13,894 PEABODY ENERGY CORP COM 704549104 $ 1,973 47,310 SH SOLE 47,310 PEDIATRIX MED GROUP COM 705324101 $ 325 5,896 SH SOLE 5,896 PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 $ 384 13,680 SH SOLE 13,680 PEMSTAR INC COM 706552106 $ 76 23,127 SH SOLE 23,127 PENNEY J C INC COM 708160106 $ 3,060 116,421 SH SOLE 116,421 PENNEY J C INC OPT 708160100 $ 7,411 282,000 SH P SOLE 282,000 PENTAIR INC COM 709631105 $ 341 7,461 SH SOLE 7,461 PEOPLES ENERGY CORP COM 711030106 $ 1,943 46,225 SH SOLE 46,225 PEOPLESOFT INC COM 712713106 $ 14,381 631,002 SH SOLE 631,002 PEOPLESOFT INC OPT 712713100 $ 14,873 652,600 SH C SOLE 652,600 PEP BOYS MANNY MOE & JACK COM 713278109 $ 313 13,678 SH SOLE 13,678 PEPCO HOLDINGS INC COM 713291102 $ 922 47,176 SH SOLE 47,176 PEPSI BOTTLING GROUP INC COM 713409100 $ 8,391 347,021 SH SOLE 347,021 PEPSIAMERICAS INC COM 71343P200 $ 1,661 97,040 SH SOLE 97,040 PEPSICO INC COM 713448108 $137,081 2,940,382 SH SOLE 2,940,382 PEPSICO INC OPT 713448100 $ 37,301 800,100 SH C SOLE 800,100 PEPSICO INC OPT 713448100 $ 10,256 220,000 SH P SOLE 220,000 PER-SE TECHNOLOGIES INC COM NEW 713569309 $ 266 17,397 SH SOLE 17,397 PEREGRINE PHARMACEUTICALS IN COM 713661106 $ 55 24,847 SH SOLE 24,847 PERFORMANCE FOOD GROUP CO COM 713755106 $ 491 13,569 SH SOLE 13,569 PERKINELMER INC COM 714046109 $ 5,666 331,939 SH SOLE 331,939 PERRIGO CO COM 714290103 $ 465 29,556 SH SOLE 29,556 PETCO ANIMAL SUPPLIES COM NEW 716016209 $ 443 14,536 SH SOLE 14,536 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 $ 8,599 322,532 SH SOLE 322,532 PETSMART INC COM 716768106 $ 11,071 465,156 SH SOLE 465,156 PFIZER INC COM 717081103 $377,004 10,670,923 SH SOLE 10,670,923 PFIZER INC OPT 717081100 $ 35,478 1,004,200 SH P SOLE 1,004,200 PG&E CORP COM 69331C108 $ 15,659 563,885 SH SOLE 563,885 PG&E CORP OPT 69331C100 $ 1,519 54,700 SH P SOLE 54,700 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 $ 6,428 80,860 SH SOLE 80,860 PHARMACEUTICAL PROD DEV INC COM 717124101 $ 571 21,189 SH SOLE 21,189 PHARMACEUTICAL RES INC COM 717125108 $ 8,243 126,523 SH SOLE 126,523 PHARMACYCLICS INC COM 716933106 $ 232 31,300 SH SOLE 31,300 PHELPS DODGE CORP PFD A CV 6.75% 717265508 $ 80,895 478,100 SH SOLE 478,100 PHILADELPHIA CONS HLDG CORP COM 717528103 $ 300 6,149 SH SOLE 6,149 PHOENIX COS INC NEW COM 71902E109 $ 227 18,888 SH SOLE 18,888 PHOENIX COS INC NEW CORPORATE UNIT 71902E406 $ 59,607 1,579,000 SH SOLE 1,579,000 PHOTRONICS INC NOTE 2.250% 4/1 719405AE2 $ 10,439 7,000,000 PRN SOLE 7,000,000 PIEDMONT NAT GAS INC COM 720186105 $ 366 8,415 SH SOLE 8,415 PIER 1 IMPORTS INC COM 720279108 $ 301 13,779 SH SOLE 13,779 PINNACLE SYS INC COM 723481107 $ 142 16,638 SH SOLE 16,638 PINNACLE WEST CAP CORP COM 723484101 $ 6,454 161,267 SH SOLE 161,267 PITNEY BOWES INC COM 724479100 $ 10,944 269,427 SH SOLE 269,427 PIXAR COM 725811103 $ 922 13,300 SH SOLE 13,300 PLACER DOME INC COM 725906101 $ 5,384 300,600 SH SOLE 300,600 PLAINS RES INC COM PAR $0.10 726540503 $ 1,102 68,641 SH SOLE 68,641 PLEXUS CORP COM 729132100 $ 202 11,752 SH SOLE 11,752 PLUM CREEK TIMBER CO INC COM 729251108 $ 1,925 63,206 SH SOLE 63,206 PMA CAP CORP CL A 693419202 $ 309 60,412 SH SOLE 60,412 PMC-SIERRA INC COM 69344F106 $ 1,312 65,268 SH SOLE 65,268 PMC-SIERRA INC OPT 69344F100 $ 3,377 168,000 SH C SOLE 168,000 PMI GROUP INC DBCV 2.500% 7/1 69344MAE1 $ 14,921 13,673,000 PRN SOLE 13,673,000 PNC FINL SVCS GROUP INC COM 693475105 $ 14,964 273,413 SH SOLE 273,413 PNC FINL SVCS GROUP INC OPT 693475100 $ 16,348 298,700 SH C SOLE 298,700 PNC FINL SVCS GROUP INC OPT 693475100 $ 6,020 110,000 SH P SOLE 110,000 PNM RES INC COM 69349H107 $ 2,111 75,137 SH SOLE 75,137 POGO PRODUCING CO COM 730448107 $ 6,078 125,831 SH SOLE 125,831 POLARIS INDS INC COM 731068102 $ 484 5,461 SH SOLE 5,461 POLO RALPH LAUREN CORP CL A 731572103 $ 246 8,537 SH SOLE 8,537 POLYCOM INC COM 73172K104 $ 1,126 57,702 SH SOLE 57,702 POLYONE CORP COM 73179P106 $ 147 23,000 SH SOLE 23,000 POPULAR INC COM 733174106 $ 256 5,702 SH SOLE 5,702 POSSIS MEDICAL INC COM 737407106 $ 378 19,121 SH SOLE 19,121 POST PPTYS INC COM 737464107 $ 246 8,810 SH SOLE 8,810 POTASH CORP SASK INC OPT 73755L100 $ 3,459 40,000 SH C SOLE 40,000 POTLATCH CORP COM 737628107 $ 2,431 69,906 SH SOLE 69,906 POWER INTEGRATIONS INC COM 739276103 $ 470 14,044 SH SOLE 14,044 POWER-ONE INC COM 739308104 $ 1,181 109,045 SH SOLE 109,045 POWERWAVE TECHNOLOGIES INC COM 739363109 $ 4,275 552,317 SH SOLE 552,317 POZEN INC COM 73941U102 $ 135 13,220 SH SOLE 13,220 PPG INDS INC COM 693506107 $ 12,683 198,112 SH SOLE 198,112 PPL CORP COM 69351T106 $ 3,500 79,999 SH SOLE 79,999 PRAECIS PHARMACEUTICALS INC COM 739421105 $ 680 105,617 SH SOLE 105,617 PRAXAIR INC COM 74005P104 $ 15,001 392,703 SH SOLE 392,703

PRE PAID LEGAL SVCS INC COM 740065107 $ 370 14,164 SH SOLE 14,164 PRECISION DRILLING CORP COM 74022D100 $ 1,727 39,535 SH SOLE 39,535 PRENTISS PPTYS TR SH BEN INT 740706106 $ 4,546 137,810 SH SOLE 137,810 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 $ 76 15,440 SH SOLE 15,440 PRICE COMMUNICATIONS CORP COM NEW 741437305 $ 334 24,338 SH SOLE 24,338 PRICE T ROWE GROUP INC COM 74144T108 $ 11,932 251,675 SH SOLE 251,675 PRICELINE COM INC COM NEW 741503403 $ 229 12,780 SH SOLE 12,780 PRIDE INTL INC DEL COM 74153Q102 $ 1,591 85,379 SH SOLE 85,379 PRIME HOSPITALITY CORP COM 741917108 $ 1,057 103,599 SH SOLE 103,599 PRIMEDIA INC COM 74157K101 $ 94 33,380 SH SOLE 33,380 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 $ 12,356 373,623 SH SOLE 373,623 PRIORITY HEALTHCARE CORP CL B 74264T102 $ 298 12,411 SH SOLE 12,411 PROCTER & GAMBLE CO COM 742718109 $174,796 1,750,061 SH SOLE 1,750,061 PROCTER & GAMBLE CO OPT 742718100 $ 3,895 39,000 SH C SOLE 39,000 PROCTER & GAMBLE CO OPT 742718100 $ 1,698 17,000 SH P SOLE 17,000 PROGRESS ENERGY INC COM 743263105 $ 3,778 83,484 SH SOLE 83,484 PROGRESS SOFTWARE CORP COM 743312100 $ 683 33,380 SH SOLE 33,380 PROGRESSIVE CORP OHIO COM 743315103 $ 27,888 333,633 SH SOLE 333,633 PROLOGIS SH BEN INT 743410102 $ 82,798 2,580,181 SH SOLE 2,580,181 PROQUEST COMPANY OPT 74346P100 $ 660 22,400 SH P SOLE 22,400 PROTECTIVE LIFE CORP COM 743674103 $ 1,183 34,972 SH SOLE 34,972 PROTEIN DESIGN LABS INC COM 74369L103 $ 2,068 115,505 SH SOLE 115,505 PROVIDIAN FINL CORP COM 74406A102 $ 5,407 464,522 SH SOLE 464,522 PROVIDIAN FINL CORP OPT 74406A100 $ 1,907 163,800 SH C SOLE 163,800 PROVINCE HEALTHCARE CO COM 743977100 $ 307 19,189 SH SOLE 19,189 PROXIM CORP CL A 744283102 $ 45 26,950 SH SOLE 26,950 PRUDENTIAL FINL INC COM 744320102 $ 8,115 194,278 SH SOLE 194,278 PRUDENTIAL FINL INC OPT 744320100 $ 4,261 102,000 SH C SOLE 102,000 PSS WORLD MED INC COM 69366A100 $ 358 29,674 SH SOLE 29,674 PULTE HOMES INC COM 745867101 $ 17,727 189,352 SH SOLE 189,352 PUMATECH INC COM 745887109 $ 140 35,154 SH SOLE 35,154 QAD INC COM 74727D108 $ 164 13,385 SH SOLE 13,385 QLOGIC CORP COM 747277101 $ 6,821 132,261 SH SOLE 132,261 QLT INC OPT 746927100 $ 343 18,200 SH C SOLE 18,200 QLT INC OPT 746927100 $ 190 10,100 SH P SOLE 10,100 QUALCOMM INC COM 747525103 $ 47,013 871,741 SH SOLE 871,741 QUALCOMM INC OPT 747525100 $ 25,245 468,100 SH C SOLE 468,100 QUANTA SVCS INC COM 74762E102 $ 1,555 213,064 SH SOLE 213,064 QUANTUM CORP COM DSSG 747906204 $ 264 84,529 SH SOLE 84,529 QUEST DIAGNOSTICS INC COM 74834L100 $ 5,673 77,599 SH SOLE 77,599 QUEST DIAGNOSTICS INC OPT 74834L100 $ 3,290 45,000 SH C SOLE 45,000 QUEST DIAGNOSTICS INC OPT 74834L100 $ 18,153 248,300 SH P SOLE 248,300 QUESTAR CORP COM 748356102 $ 3,782 107,609 SH SOLE 107,609 QUIKSILVER INC COM 74838C106 $ 6,337 357,434 SH SOLE 357,434 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 7,039 1,629,366 SH SOLE 1,629,366 R H DONNELLEY CORP COM NEW 74955W307 $ 1,318 33,074 SH SOLE 33,074 RADIAN GROUP INC COM 750236101 $ 6,922 141,991 SH SOLE 141,991 RADIANT SYSTEMS INC COM 75025N102 $ 153 18,225 SH SOLE 18,225 RADIO ONE INC CL A 75040P108 $ 410 20,959 SH SOLE 20,959 RADIOSHACK CORP COM 750438103 $ 3,233 105,385 SH SOLE 105,385 RADIOSHACK CORP OPT 750438100 $ 1,227 40,000 SH C SOLE 40,000 RADISYS CORP COM 750459109 $ 264 15,658 SH SOLE 15,658 RAINBOW TECHNOLOGIES INC COM 750862104 $ 113 10,038 SH SOLE 10,038 RAINDANCE COMM COM 75086X106 $ 45 16,264 SH SOLE 16,264 RAIT INVT TR COM 749227104 $ 2,829 110,506 SH SOLE 110,506 RALCORP HLDGS INC NEW COM 751028101 $ 1,476 47,068 SH SOLE 47,068 RAMBUS INC DEL COM 750917106 $ 7,327 238,676 SH SOLE 238,676 RAMBUS INC DEL OPT 750917100 $ 11,479 373,900 SH P SOLE 373,900 RANGE RES CORP COM 75281A109 $ 117 12,330 SH SOLE 12,330 RARE HOSPITALITY INTL INC COM 753820109 $ 408 16,707 SH SOLE 16,707 RAYMOND JAMES FINANCIAL INC COM 754730109 $ 892 23,660 SH SOLE 23,660 RAYONIER INC COM 754907103 $ 1,137 27,400 SH SOLE 27,400 RAYOVAC CORP COM 755081106 $ 230 10,970 SH SOLE 10,970 RAYTHEON CO COM NEW 755111507 $ 28,241 940,104 SH SOLE 940,104 RC2 CORP COM 749388104 $ 222 10,638 SH SOLE 10,638 RCN CORP COM 749361101 $ 8 11,187 SH SOLE 11,187 REALTY INCOME CORP COM 756109104 $ 4,209 105,214 SH SOLE 105,214 RED HAT INC OPT 756577100 $ 1,858 99,000 SH C SOLE 99,000 RED HAT INC OPT 756577100 $ 5,051 269,100 SH P SOLE 269,100 REEBOK INTL LTD COM 758110100 $ 2,967 75,464 SH SOLE 75,464 REGAL BELOIT CORP COM 758750103 $ 224 10,191 SH SOLE 10,191 REGENCY CTRS CORP COM 758849103 $169,575 4,255,328 SH SOLE 4,255,328 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 $ 20,687 156,000 SH SOLE 156,000 REGIONS FINL CORP COM 758940100 $ 12,304 330,765 SH SOLE 330,765 REGIS CORP MINN COM 758932107 $ 433 10,949 SH SOLE 10,949 REGISTER COM INC COM 75914G101 $ 174 34,005 SH SOLE 34,005 REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 $ 814 13,800 SH SOLE 13,800 RELIANCE STEEL & ALUMINUM CO COM 759509102 $ 267 8,033 SH SOLE 8,033 REMINGTON OIL & GAS CORP COM 759594302 $ 1,737 88,204 SH SOLE 88,204 RENAISSANCE RE HLDGS LTD COM G7496G103 $ 4,637 94,528 SH SOLE 94,528 RENAL CARE GROUP INC COM 759930100 $ 1,752 42,530 SH SOLE 42,530 RENT A CTR INC NEW COM 76009N100 $ 1,051 35,046 SH SOLE 35,046 REPLIGEN CORP COM 759916109 $ 228 52,139 SH SOLE 52,139 REPUBLIC BANCORP INC COM 760282103 $ 215 15,927 SH SOLE 15,927 REPUBLIC SVCS INC COM 760759100 $ 3,449 134,581 SH SOLE 134,581 RES-CARE INC COM 760943100 $ 6,221 768,053 SH SOLE 768,053 RESEARCH IN MOTION LTD COM 760975102 $ 10,329 154,553 SH SOLE 154,553 RESMED INC COM 761152107 $ 1,252 30,129 SH SOLE 30,129 RESPIRONICS INC COM 761230101 $ 790 17,479 SH SOLE 17,479 RESTORATION HARDWARE INC DEL COM 760981100 $ 53 11,181 SH SOLE 11,181 RETAIL HOLDRS TR DEP RCPT 76127U101 $ 21,278 235,580 SH SOLE 235,580 RETAIL HOLDRS TR OPT 76127U100 $ 27,096 300,000 SH C SOLE 300,000 RETEK INC COM 76128Q109 $ 495 53,368 SH SOLE 53,368 REYNOLDS & REYNOLDS CO CL A 761695105 $ 2,248 77,370 SH SOLE 77,370 REYNOLDS R J TOB HLDGS INC COM 76182K105 $ 753 12,954 SH SOLE 12,954 REYNOLDS R J TOB HLDGS INC OPT 76182K100 $ 5,815 100,000 SH C SOLE 100,000 REYNOLDS R J TOB HLDGS INC OPT 76182K100 $ 61,058 1,050,000 SH P SOLE 1,050,000 RF MICRODEVICES INC COM 749941100 $ 1,084 107,756 SH SOLE 107,756 RITE AID CORP COM 767754104 $ 123 20,400 SH SOLE 20,400

RITE AID CORP NOTE 4.750%12/0 767754BA1 $ 1,074 900,000 PRN SOLE 900,000 RLI CORP COM 749607107 $ 444 11,864 SH SOLE 11,864 ROBERT HALF INTL INC COM 770323103 $ 5,068 217,118 SH SOLE 217,118 ROCK-TENN CO CL A 772739207 $ 831 48,172 SH SOLE 48,172 ROCKWELL AUTOMATION INC COM 773903109 $ 7,536 211,685 SH SOLE 211,685 ROCKWELL COLLINS INC COM 774341101 $ 5,324 177,277 SH SOLE 177,277 ROGERS CORP COM 775133101 $ 305 6,905 SH SOLE 6,905 ROHM & HAAS CO COM 775371107 $ 11,761 275,363 SH SOLE 275,363 ROLLINS INC COM 775711104 $ 382 16,938 SH SOLE 16,938 ROSS STORES INC COM 778296103 $ 1,483 56,047 SH SOLE 56,047 ROWAN COS INC COM 779382100 $ 3,865 166,809 SH SOLE 166,809 ROXIO INC COM 780008108 $ 358 74,650 SH SOLE 74,650 ROYAL BK CDA MONTREAL QUE COM 780087102 $ 2,050 43,000 SH SOLE 43,000 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 $ 29,701 62,200,000 PRN SOLE 62,200,000 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 $ 108 187,000 PRN SOLE 187,000 ROYAL CARIBBEAN CRUISES LTD OPT V7780T100 $ 6,673 191,800 SH P SOLE 191,800 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 $ 5,780 110,320 SH SOLE 110,320 RPM INTL INC COM 749685103 $ 3,175 192,915 SH SOLE 192,915 RSA SEC INC COM 749719100 $ 145 10,144 SH SOLE 10,144 RUBY TUESDAY INC COM 781182100 $ 864 30,312 SH SOLE 30,312 RUDDICK CORP COM 781258108 $ 1,522 85,029 SH SOLE 85,029 RUDOLPH TECHNOLOGIES INC COM 781270103 $ 216 8,795 SH SOLE 8,795 RUDOLPH TECHNOLOGIES INC OPT 781270100 $ 1,841 75,000 SH P SOLE 75,000 RUSS BERRIE & CO COM 782233100 $ 213 6,287 SH SOLE 6,287 RUSSELL CORP COM 782352108 $ 590 33,606 SH SOLE 33,606 RYANAIR HLDGS PLC SPONSORED ADR 783513104 $ 724 14,292 SH SOLE 14,292 RYANS FAMILY STEAK HOUSE INC COM 783519101 $ 160 10,602 SH SOLE 10,602 RYDER SYS INC COM 783549108 $ 4,587 134,316 SH SOLE 134,316 RYDER SYS INC OPT 783549100 $ 342 10,000 SH P SOLE 10,000 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 $ 8,804 65,000 SH SOLE 65,000 RYERSON TULL INC NEW COM 78375P107 $ 579 50,530 SH SOLE 50,530 S1 CORPORATION COM 78463B101 $ 380 47,030 SH SOLE 47,030 SABRE HLDGS CORP CL A 785905100 $ 4,605 213,313 SH SOLE 213,313 SAFECO CORP COM 786429100 $ 7,013 180,136 SH SOLE 180,136 SAFEWAY INC COM NEW 786514208 $ 13,944 636,429 SH SOLE 636,429 SAFEWAY INC OPT 786514200 $ 1,746 79,700 SH P SOLE 79,700 SAFLINK CORP COM NEW 786578302 $ 32 12,016 SH SOLE 12,016 SALTON INC COM 795757103 $ 579 44,363 SH SOLE 44,363 SANDISK CORP COM 80004C101 $ 2,959 48,349 SH SOLE 48,349 SANDISK CORP NOTE 4.500%11/1 80004CAB7 $ 51 15,000 PRN SOLE 15,000 SANDISK CORP OPT 80004C100 $ 3,427 56,000 SH C SOLE 56,000 SANMINA SCI CORP COM 800907107 $ 15,760 1,250,771 SH SOLE 1,250,771 SANMINA SCI CORP OPT 800907100 $ 945 75,000 SH C SOLE 75,000 SANMINA SCI CORP SDCV 9/1 800907AD9 $ 3,461 6,819,000 SH SOLE 6,819,000 SAP AKTIENGESELLSCHAFT OPT 803054200 $ 1,093 26,300 SH P SOLE 26,300 SAPPI LTD SPON ADR NEW 803069202 $ 2,275 166,424 SH SOLE 166,424 SARA LEE CORP COM 803111103 $ 31,610 1,455,997 SH SOLE 1,455,997 SATCON TECHNOLOGY CORP COM 803893106 $ 22 10,900 SH SOLE 10,900 SAVIENT PHARMACEUTICALS INC COM 80517Q100 $ 191 41,360 SH SOLE 41,360 SAXON CAPITAL INC COM 80556P302 $ 474 22,609 SH SOLE 22,609 SBC COMMUNICATIONS INC COM 78387G103 $128,116 4,914,304 SH SOLE 4,914,304 SBC COMMUNICATIONS INC OPT 78387G100 $ 5,866 225,000 SH C SOLE 225,000 SBC COMMUNICATIONS INC OPT 78387G100 $ 11,862 455,000 SH P SOLE 455,000 SBS TECHNOLOGIES INC COM 78387P103 $ 149 10,070 SH SOLE 10,070 SCANA CORP NEW COM 80589M102 $ 2,671 77,995 SH SOLE 77,995 SCANSOFT INC COM 80603P107 $ 79 14,926 SH SOLE 14,926 SCANSOURCE INC OPT 806037100 $ 2,737 60,000 SH C SOLE 60,000 SCHEIN HENRY INC COM 806407102 $ 1,242 18,382 SH SOLE 18,382 SCHERING A G SPONSORED ADR 806585204 $ 8,508 166,500 SH SOLE 166,500 SCHERING PLOUGH CORP COM 806605101 $ 7,940 456,587 SH SOLE 456,587 SCHERING PLOUGH CORP OPT 806605100 $ 9,738 560,000 SH P SOLE 560,000 SCHLUMBERGER LTD COM 806857108 $ 3,812 69,657 SH SOLE 69,657 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 $ 771 780,000 PRN SOLE 780,000 SCHLUMBERGER LTD OPT 806857100 $ 9,029 165,000 SH P SOLE 165,000 SCHOLASTIC CORP COM 807066105 $ 317 9,301 SH SOLE 9,301 SCHWAB CHARLES CORP NEW COM 808513105 $ 25,692 2,169,900 SH SOLE 2,169,900 SCI SYS INC NOTE 3.000% 3/1 783890AF3 $ 95 100,000 PRN SOLE 100,000 SCICLONE PHARMACEUTICALS INC COM 80862K104 $ 290 42,804 SH SOLE 42,804 SCIENTIFIC ATLANTA INC COM 808655104 $ 6,625 242,673 SH SOLE 242,673 SCITEX LTD ORD 809090103 $ 1,387 274,115 SH SOLE 274,115 SCOTTS CO CL A 810186106 $ 1,525 25,778 SH SOLE 25,778 SCP POOL CORP COM 784028102 $ 290 8,879 SH SOLE 8,879 SCRIPPS E W CO OHIO CL A 811054204 $ 740 7,861 SH SOLE 7,861 SEACOAST FINL SVCS CORP COM 81170Q106 $ 238 8,693 SH SOLE 8,693 SEACOR SMIT INC COM 811904101 $ 751 17,861 SH SOLE 17,861 SEALED AIR CORP NEW COM 81211K100 $ 9,892 182,715 SH SOLE 182,715 SEALED AIR CORP NEW OPT 81211K100 $ 3,481 64,300 SH C SOLE 64,300 SEARS ROEBUCK & CO COM 812387108 $ 6,398 140,651 SH SOLE 140,651 SEARS ROEBUCK & CO OPT 812387100 $ 4,672 102,700 SH P SOLE 102,700 SEI INVESTMENTS CO COM 784117103 $ 2,069 67,901 SH SOLE 67,901 SELECT MEDICAL CORP COM 816196109 $ 6,051 371,708 SH SOLE 371,708 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 $ 2,393 76,000 SH SOLE 76,000 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 $ 828 38,000 SH SOLE 38,000 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 $ 302 10,000 SH SOLE 10,000 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 $ 653 23,700 SH SOLE 23,700 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $ 4,870 182,000 SH SOLE 182,000 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 $ 7,395 277,069 SH SOLE 277,069 SELECTICA INC COM 816288104 $ 57 13,400 SH SOLE 13,400 SELECTIVE INS GROUP INC COM 816300107 $ 235 7,263 SH SOLE 7,263 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 $ 5,365 129,300 SH SOLE 129,300 SEMICONDUCTOR HLDRS TR OPT 816636200 $ 8,298 200,000 SH P SOLE 200,000 SEMPRA ENERGY COM 816851109 $ 6,296 209,445 SH SOLE 209,445 SEMPRA ENERGY INCOME EQTY UT 816851208 $ 36,896 1,296,400 SH SOLE 1,296,400 SEMTECH CORP COM 816850101 $ 1,000 43,953 SH SOLE 43,953 SENSIENT TECHNOLOGIES CORP COM 81725T100 $ 873 44,142 SH SOLE 44,142 SERONO S A SPONSORED ADR 81752M101 $ 9,244 526,737 SH SOLE 526,737 SERVICE CORP INTL NOTE 6.750% 6/2 817565AU8 $ 17,029 16,065,000 PRN SOLE 16,065,000 SHAW GROUP INC COM 820280105 $ 225 16,489 SH SOLE 16,489 SHAW GROUP INC OPT 820280100 $ 783 57,500 SH P SOLE 57,500

SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 $ 389 8,638 SH SOLE 8,638 SHERWIN WILLIAMS CO COM 824348106 $ 9,324 268,398 SH SOLE 268,398 SHURGARD STORAGE CTRS INC COM 82567D104 $ 431 11,442 SH SOLE 11,442 SICOR INC COM 825846108 $ 23,806 875,215 SH SOLE 875,215 SIEBEL SYS INC COM 826170102 $ 9,470 680,304 SH SOLE 680,304 SIEBEL SYS INC OPT 826170100 $ 348 25,000 SH C SOLE 25,000 SIERRA HEALTH SVCS INC COM 826322109 $ 436 15,893 SH SOLE 15,893 SIERRA PAC RES NEW COM 826428104 $ 277 37,804 SH SOLE 37,804 SIFY LTD SPONSORED ADR 82655M107 $ 117 22,600 SH SOLE 22,600 SIGMA ALDRICH CORP COM 826552101 $ 5,868 102,615 SH SOLE 102,615 SILICON GRAPHICS INC COM 827056102 $ 333 243,074 SH SOLE 243,074 SILICON LABORATORIES INC COM 826919102 $ 1,171 27,064 SH SOLE 27,064 SILICON STORAGE TECHNOLOGY I COM 827057100 $ 389 35,328 SH SOLE 35,328 SILICON STORAGE TECHNOLOGY I OPT 827057100 $ 594 54,000 SH P SOLE 54,000 SIMON PPTY GROUP INC NEW COM 828806109 $ 3,918 84,542 SH SOLE 84,542 SIMON PPTY GROUP INC NEW OPT 828806100 $ 602 13,000 SH C SOLE 13,000 SIMPSON MANUFACTURING CO INC COM 829073105 $ 435 8,553 SH SOLE 8,553 SIRIUS SATELLITE RADIO INC COM 82966U103 $ 316 100,000 SH SOLE 100,000 SIX FLAGS INC COM 83001P109 $ 1,055 140,325 SH SOLE 140,325 SKY FINL GROUP INC COM 83080P103 $ 947 36,489 SH SOLE 36,489 SKYEPHARMA PLC SPONSORED ADR 830808101 $ 6,111 443,177 SH SOLE 443,177 SKYWEST INC COM 830879102 $ 262 14,504 SH SOLE 14,504 SKYWORKS SOLUTIONS INC COM 83088M102 $ 197 22,587 SH SOLE 22,587 SLM CORP COM 78442P106 $ 24,785 657,789 SH SOLE 657,789 SLM CORP OPT 78442P100 $ 1,281 34,000 SH C SOLE 34,000 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 $ 24,225 577,882 SH SOLE 577,882 SMITH A O COM 831865209 $ 257 7,320 SH SOLE 7,320 SMITHFIELD FOODS INC COM 832248108 $ 2,520 121,719 SH SOLE 121,719 SMUCKER J M CO COM NEW 832696405 $ 1,128 24,899 SH SOLE 24,899 SMURFIT-STONE CONTAINER CORP COM 832727101 $ 1,067 57,444 SH SOLE 57,444 SNAP ON INC COM 833034101 $ 1,789 55,497 SH SOLE 55,497 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 $ 782 18,800 SH SOLE 18,800 SOLA INTL INC COM 834092108 $ 1,002 53,285 SH SOLE 53,285 SOLECTRON CORP NOTE 11/2 834182AL1 $ 57 100,000 PRN SOLE 100,000 SOLECTRON CORP OPT 834182100 $ 1,005 170,000 SH C SOLE 170,000 SOLECTRON CORP OPT 834182100 $ 2,364 400,000 SH P SOLE 400,000 SONIC CORP COM 835451105 $ 571 18,588 SH SOLE 18,588 SONUS NETWORKS INC COM 835916107 $ 378 50,195 SH SOLE 50,195 SOURCECORP COM 836167106 $ 242 9,507 SH SOLE 9,507 SOUTH FINL GROUP INC COM 837841105 $ 664 23,929 SH SOLE 23,929 SOUTHERN CO COM 842587107 $ 25,042 827,825 SH SOLE 827,825 SOUTHTRUST CORP COM 844730101 $ 14,598 445,873 SH SOLE 445,873 SOUTHWEST AIRLS CO COM 844741108 $ 14,666 908,683 SH SOLE 908,683 SOUTHWEST BANCORPORATION TEX COM 84476R109 $ 333 8,574 SH SOLE 8,574 SOUTHWESTERN ENERGY CO COM 845467109 $ 213 8,927 SH SOLE 8,927 SOVEREIGN BANCORP INC COM 845905108 $ 1,808 76,131 SH SOLE 76,131 SPANISH BROADCASTING SYS INC CL A 846425882 $ 107 10,150 SH SOLE 10,150 SPARTECH CORP COM NEW 847220209 $ 920 37,331 SH SOLE 37,331 SPECTRALINK CORP COM 847580107 $ 663 34,578 SH SOLE 34,578 SPECTRALINK CORP OPT 847580100 $ 1,629 85,000 SH P SOLE 85,000 SPEEDWAY MOTORSPORTS INC COM 847788106 $ 255 8,813 SH SOLE 8,813 SPHERION CORP COM 848420105 $ 329 33,618 SH SOLE 33,618 SPINNAKER EXPL CO COM 84855W109 $ 269 8,342 SH SOLE 8,342 SPRINT CORP COM FON GROUP 852061100 $ 9,050 551,184 SH SOLE 551,184 SPRINT CORP PCS COM SER 1 852061506 $ 6,550 1,165,424 SH SOLE 1,165,424 SRA INTL INC CL A 78464R105 $ 2,633 61,100 SH SOLE 61,100 SS&C TECHNOLOGIES INC COM 85227Q100 $ 386 13,819 SH SOLE 13,819 ST JOE CO COM 790148100 $ 7,562 202,776 SH SOLE 202,776 ST JUDE MED INC COM 790849103 $ 15,145 246,856 SH SOLE 246,856 ST MARY LD & EXPL CO COM 792228108 $ 440 15,430 SH SOLE 15,430 ST PAUL COS INC COM 792860108 $ 11,546 291,193 SH SOLE 291,193 ST PAUL COS INC EQUITY UNIT 792860306 $ 97,695 1,321,100 SH SOLE 1,321,100 STAGE STORES INC COM NEW 85254C305 $ 415 14,889 SH SOLE 14,889 STANCORP FINL GROUP INC COM 852891100 $ 1,709 27,182 SH SOLE 27,182 STANDARD MICROSYSTEMS CORP COM 853626109 $ 405 16,015 SH SOLE 16,015 STANDARD PAC CORP NEW COM 85375C101 $ 400 8,230 SH SOLE 8,230 STANLEY WKS COM 854616109 $ 5,338 140,947 SH SOLE 140,947 STAPLES INC COM 855030102 $ 21,861 800,752 SH SOLE 800,752 STAPLES INC OPT 855030100 $ 475 17,400 SH C SOLE 17,400 STARBUCKS CORP COM 855244109 $ 12,951 390,570 SH SOLE 390,570 STARBUCKS CORP OPT 855244100 $ 9,749 294,000 SH C SOLE 294,000 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $ 7,020 195,170 SH SOLE 195,170 STATE STR CORP COM 857477103 $ 7,713 148,093 SH SOLE 148,093 STATEN IS BANCORP INC COM 857550107 $ 519 23,054 SH SOLE 23,054 STATION CASINOS INC COM 857689103 $ 757 24,715 SH SOLE 24,715 STEEL DYNAMICS INC COM 858119100 $ 1,134 49,293 SH SOLE 49,293 STEEL DYNAMICS INC OPT 858119100 $ 9,200 400,000 SH P SOLE 400,000 STEIN MART INC COM 858375108 $ 86 10,462 SH SOLE 10,462 STERICYCLE INC COM 858912108 $ 732 15,672 SH SOLE 15,672 STERIS CORP COM 859152100 $ 398 17,620 SH SOLE 17,620 STERLING BANCSHARES INC COM 858907108 $ 239 17,967 SH SOLE 17,967 STEWART & STEVENSON SVCS INC COM 860342104 $ 168 11,965 SH SOLE 11,965 STEWART INFORMATION SVCS COR COM 860372101 $ 845 20,850 SH SOLE 20,850 STILLWATER MNG CO COM 86074Q102 $ 276 28,848 SH SOLE 28,848 STMICROELECTRONICS N V NY REGISTRY 861012102 $ 14,171 524,674 SH SOLE 524,674 STONE ENERGY CORP COM 861642106 $ 281 6,618 SH SOLE 6,618 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $ 2,045 79,423 SH SOLE 79,423 STORAGE TECHNOLOGY CORP OPT 862111200 $ 2,253 87,500 SH C SOLE 87,500 STORAGE TECHNOLOGY CORP OPT 862111200 $ 2,253 87,500 SH P SOLE 87,500 STRATOS INTERNATIONAL INC COM NEW 863100202 $ 123 18,200 SH SOLE 18,200 STRAYER ED INC COM 863236105 $ 298 2,737 SH SOLE 2,737 STREETTRACKS SER TR WILSHIRE REIT 86330E604 $ 7,489 50,000 SH SOLE 50,000 STRIDE RITE CORP COM 863314100 $ 637 55,978 SH SOLE 55,978 STRYKER CORP COM 863667101 $ 21,758 255,948 SH SOLE 255,948 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 $ 939 29,400 SH SOLE 29,400 SUMMIT AMER TELEVISION INC COM 86600T109 $ 47 11,943 SH SOLE 11,943 SUMMIT PPTYS INC COM 866239106 $ 453 18,852 SH SOLE 18,852 SUN COMMUNITIES INC COM 866674104 $ 975 25,182 SH SOLE 25,182 SUN LIFE FINL INC COM 866796105 $ 1,705 68,140 SH SOLE 68,140

SUN MICROSYSTEMS INC COM 866810104 $ 25,103 5,615,866 SH SOLE 5,615,866 SUN MICROSYSTEMS INC OPT 866810100 $ 16,335 3,654,400 SH C SOLE 3,654,400 SUN MICROSYSTEMS INC OPT 866810100 $ 5,712 1,277,900 SH P SOLE 1,277,900 SUNGARD DATA SYS INC COM 867363103 $ 14,419 520,355 SH SOLE 520,355 SUNTRUST BKS INC COM 867914103 $ 7,783 108,853 SH SOLE 108,853 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 $ 57 10,244 SH SOLE 10,244 SUPERIOR ENERGY SVCS INC COM 868157108 $ 119 12,678 SH SOLE 12,678 SUPERIOR INDS INTL INC COM 868168105 $ 2,031 46,667 SH SOLE 46,667 SUPERVALU INC COM 868536103 $ 3,718 130,058 SH SOLE 130,058 SUPERVALU INC NOTE 11/0 868536AN3 $ 4,788 14,400,000 PRN SOLE 14,400,000 SUPERVALU INC NOTE 11/0 868536AP8 $ 15 45,000 PRN SOLE 45,000 SURMODICS INC COM 868873100 $ 9,059 381,602 SH SOLE 381,602 SUSQUEHANNA BANCSHARES INC P COM 869099101 $ 433 17,317 SH SOLE 17,317 SWIFT TRANSN CO COM 870756103 $ 992 47,176 SH SOLE 47,176 SWS GROUP INC COM 78503N107 $ 741 41,636 SH SOLE 41,636 SYBASE INC COM 871130100 $ 2,155 104,700 SH SOLE 104,700 SYBRON DENTAL SPECIALTIES IN COM 871142105 $ 1,909 67,930 SH SOLE 67,930 SYCAMORE NETWORKS INC COM 871206108 $ 399 76,444 SH SOLE 76,444 SYCAMORE NETWORKS INC OPT 871206100 $ 144 27,600 SH C SOLE 27,600 SYLVAN LEARNING SYS INC COM 871399101 $ 379 13,148 SH SOLE 13,148 SYLVAN LEARNING SYS INC OPT 871399100 $ 10,701 371,700 SH C SOLE 371,700 SYMANTEC CORP COM 871503108 $ 33,402 968,171 SH SOLE 968,171 SYMANTEC CORP OPT 871503100 $ 4,820 139,700 SH C SOLE 139,700 SYMBOL TECHNOLOGIES INC COM 871508107 $ 5,672 335,817 SH SOLE 335,817 SYMBOL TECHNOLOGIES INC OPT 871508100 $ 2,534 150,000 SH C SOLE 150,000 SYMYX TECHNOLOGIES COM 87155S108 $ 294 14,284 SH SOLE 14,284 SYNOPSYS INC COM 871607107 $ 2,383 70,375 SH SOLE 70,375 SYNOPSYS INC OPT 871607100 $ 342 10,100 SH C SOLE 10,100 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 $ 273 13,477 SH SOLE 13,477 SYSCO CORP COM 871829107 $ 22,089 593,319 SH SOLE 593,319 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 $ 285 17,403 SH SOLE 17,403 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 $ 2,415 235,857 SH SOLE 235,857 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 600 20,825 SH SOLE 20,825 TALBOTS INC COM 874161102 $ 10,600 344,371 SH SOLE 344,371 TANOX INC COM 87588Q109 $ 405 27,280 SH SOLE 27,280 TARGET CORP COM 87612E106 $ 61,798 1,609,323 SH SOLE 1,609,323 TARGET CORP OPT 87612E100 $ 1,981 51,600 SH C SOLE 51,600 TARGET CORP OPT 87612E100 $ 4,186 109,000 SH P SOLE 109,000 TECH DATA CORP COM 878237106 $ 876 22,059 SH SOLE 22,059 TECHNE CORP COM 878377100 $ 734 19,385 SH SOLE 19,385 TECHNITROL INC COM 878555101 $ 290 13,997 SH SOLE 13,997 TECO ENERGY INC COM 872375100 $ 2,375 164,797 SH SOLE 164,797 TECUMSEH PRODS CO CL A 878895200 $ 442 9,123 SH SOLE 9,123 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 $ 1,400 24,550 SH SOLE 24,550 TEKELEC COM 879101103 $ 245 15,742 SH SOLE 15,742 TEKTRONIX INC COM 879131100 $ 5,124 162,165 SH SOLE 162,165 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 $ 5,931 602,132 SH SOLE 602,132 TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 $ 1,371 49,899 SH SOLE 49,899 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 $ 732 83,603 SH SOLE 83,603 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 $ 21,259 628,601 SH SOLE 628,601 TELEDYNE TECHNOLOGIES INC COM 879360105 $ 1,519 80,606 SH SOLE 80,606 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 $ 11,063 334,934 SH SOLE 334,934 TELEPHONE & DATA SYS INC COM 879433100 $ 1,361 21,765 SH SOLE 21,765 TELETECH HOLDINGS INC COM 879939106 $ 159 14,093 SH SOLE 14,093 TELLABS INC COM 879664100 $ 12,720 1,512,533 SH SOLE 1,512,533 TENARIS S A SPONSORED ADR 88031M109 $ 1,445 43,353 SH SOLE 43,353 TENET HEALTHCARE CORP COM 88033G100 $ 9,326 581,042 SH SOLE 581,042 TENET HEALTHCARE CORP OPT 88033G100 $ 2,488 155,000 SH C SOLE 155,000 TENET HEALTHCARE CORP OPT 88033G100 $ 5,618 350,000 SH P SOLE 350,000 TENNECO AUTOMOTIVE INC COM 880349105 $ 923 138,004 SH SOLE 138,004 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 $ 245 6,075 SH SOLE 6,075 TERADYNE INC OPT 880770100 $ 247 9,700 SH C SOLE 9,700 TERAYON COMMUNICATION SYS COM 880775101 $ 61 13,620 SH SOLE 13,620 TETRA TECH INC NEW COM 88162G103 $ 339 13,631 SH SOLE 13,631 TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB1 $ 138 103,000 PRN SOLE 103,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $ 3,041 53,624 SH SOLE 53,624 TEVA PHARMACEUTICAL INDS LTD OPT 881624200 $ 3,119 55,000 SH C SOLE 55,000 TEVA PHARMACEUTICAL INDS LTD OPT 881624200 $ 2,268 40,000 SH P SOLE 40,000 TEXAS INSTRS INC COM 882508104 $ 53,447 1,819,154 SH SOLE 1,819,154 TEXAS INSTRS INC OPT 882508100 $ 4,539 154,500 SH C SOLE 154,500 TEXAS INSTRS INC OPT 882508100 $ 4,231 144,000 SH P SOLE 144,000 TEXAS REGL BANCSHARES INC CL A VTG 882673106 $ 433 11,693 SH SOLE 11,693 TEXTRON INC COM 883203101 $ 7,261 127,251 SH SOLE 127,251 THERAGENICS CORP COM 883375107 $ 79 14,480 SH SOLE 14,480 THERASENSE INC OPT 883381100 $ 1,766 87,500 SH C SOLE 87,500 THERMO ELECTRON CORP COM 883556102 $ 7,788 309,058 SH SOLE 309,058 THERMO ELECTRON CORP SDCV 3.250%11/0 883556AJ1 $ 833 850,000 SH SOLE 850,000 THOMAS & BETTS CORP COM 884315102 $ 3,358 146,687 SH SOLE 146,687 THOMSON SPONSORED ADR 885118109 $ 673 31,595 SH SOLE 31,595 THOR INDS INC COM 885160101 $ 1,923 34,200 SH SOLE 34,200 THORATEC CORP COM NEW 885175307 $ 430 33,249 SH SOLE 33,249 THQ INC COM NEW 872443403 $ 321 19,008 SH SOLE 19,008 THREE FIVE SYS INC COM 88554L108 $ 156 29,795 SH SOLE 29,795 TIBCO SOFTWARE INC OPT 88632Q100 $ 1,235 182,400 SH C SOLE 182,400 TIER TECHNOLOGIES INC CL B 88650Q100 $ 102 12,424 SH SOLE 12,424 TIFFANY & CO NEW COM 886547108 $ 6,703 148,306 SH SOLE 148,306 TIME WARNER INC COM 887317105 $ 50,875 2,827,973 SH SOLE 2,827,973 TIME WARNER INC OPT 887317100 $ 69,107 3,841,400 SH C SOLE 3,841,400 TIME WARNER INC OPT 887317100 $ 42,435 2,358,800 SH P SOLE 2,358,800 TIME WARNER TELECOM INC CL A 887319101 $ 117 11,533 SH SOLE 11,533 TIMKEN CO COM 887389104 $ 448 22,329 SH SOLE 22,329 TITAN CORP COM 888266103 $ 871 39,917 SH SOLE 39,917 TIVO INC COM 888706108 $ 1,189 160,706 SH SOLE 160,706 TJX COS INC NEW COM 872540109 $ 16,079 729,193 SH SOLE 729,193 TJX COS INC NEW NOTE 2/1 872540AL3 $ 331 395,000 PRN SOLE 395,000 TJX COS INC NEW OPT 872540100 $ 6,324 286,800 SH P SOLE 286,800 TOOTSIE ROLL INDS INC COM 890516107 $ 928 25,769 SH SOLE 25,769 TORCHMARK CORP COM 891027104 $ 4,469 98,130 SH SOLE 98,130 TORO CO COM 891092108 $ 1,153 24,850 SH SOLE 24,850

TOTAL S A OPT 89151E100 $ 3,700 40,000 SH C SOLE 40,000 TOWER AUTOMOTIVE INC COM 891707101 $ 96 14,116 SH SOLE 14,116 TOYS R US INC COM 892335100 $ 2,061 163,052 SH SOLE 163,052 TRACTOR SUPPLY CO COM 892356106 $ 349 8,953 SH SOLE 8,953 TRANSCANADA CORP COM 89353D107 $ 952 44,275 SH SOLE 44,275 TRANSMETA CORP DEL COM 89376R109 $ 81 23,749 SH SOLE 23,749 TRANSOCEAN INC ORD G90078109 $ 17,007 708,338 SH SOLE 708,338 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD1 $ 4,631 4,750,000 PRN SOLE 4,750,000 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 $ 420 89,452 SH SOLE 89,452 TRANSWITCH CORP COM 894065101 $ 31 13,300 SH SOLE 13,300 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 $ 31,195 1,859,065 SH SOLE 1,859,065 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 $ 45,801 2,698,934 SH SOLE 2,698,934 TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 $ 1,994 81,400 SH SOLE 81,400 TREX INC COM 89531P105 $ 1,904 50,142 SH SOLE 50,142 TRIAD HOSPITALS INC COM 89579K109 $ 1,775 53,366 SH SOLE 53,366 TRIARC COS INC CL A 895927101 $ 158 13,346 SH SOLE 13,346 TRIARC COS INC CL B SER 1 895927309 $ 160 14,854 SH SOLE 14,854 TRIBUNE CO NEW COM 896047107 $ 19,561 379,094 SH SOLE 379,094 TRIBUNE CO NEW OPT 896047100 $ 5,160 100,000 SH C SOLE 100,000 TRICO MARINE SERVICES INC COM 896106101 $ 36 20,077 SH SOLE 20,077 TRIDENT MICROSYSTEMS INC COM 895919108 $ 179 10,300 SH SOLE 10,300 TRIKON TECHNOLOGIES INC COM NEW 896187408 $ 755 132,727 SH SOLE 132,727 TRIMBLE NAVIGATION LTD COM 896239100 $ 309 8,286 SH SOLE 8,286 TRIMERIS INC COM 896263100 $ 351 16,759 SH SOLE 16,759 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 858 121,313 SH SOLE 121,313 TRIZEC PROPERTIES INC COM 89687P107 $ 719 46,670 SH SOLE 46,670 TRIZETTO GROUP INC COM 896882107 $ 96 14,950 SH SOLE 14,950 TRUSTCO BK CORP N Y COM 898349105 $ 487 37,047 SH SOLE 37,047 TRUSTMARK CORP COM 898402102 $ 406 13,876 SH SOLE 13,876 TUPPERWARE CORP COM 899896104 $ 2,902 167,362 SH SOLE 167,362 TXU CORP COM 873168108 $ 6,149 259,215 SH SOLE 259,215 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 $ 22,218 17,409,000 PRN SOLE 17,409,000 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 $ 239 175,000 PRN SOLE 175,000 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 $ 4,421 3,233,000 PRN SOLE 3,233,000 TYCO INTL LTD NEW COM 902124106 $ 1,874 70,723 SH SOLE 70,723 TYSON FOODS INC CL A 902494103 $ 3,889 293,696 SH SOLE 293,696 U S G CORP OPT 903293400 $ 1,491 90,000 SH C SOLE 90,000 UCBH HOLDINGS INC COM 90262T308 $ 440 11,286 SH SOLE 11,286 UGI CORP NEW COM 902681105 $ 893 26,349 SH SOLE 26,349 UICI COM 902737105 $ 1,431 107,784 SH SOLE 107,784 UIL HLDG CORP COM 902748102 $ 249 5,525 SH SOLE 5,525 ULTICOM INC COM 903844108 $ 146 15,180 SH SOLE 15,180 ULTIMATE ELECTRS INC COM 903849107 $ 282 36,897 SH SOLE 36,897 UNION PAC CORP COM 907818108 $ 28,103 404,469 SH SOLE 404,469 UNION PAC CORP OPT 907818100 $ 9,727 140,000 SH C SOLE 140,000 UNION PAC CORP OPT 907818100 $ 9,727 140,000 SH P SOLE 140,000 UNION PLANTERS CORP COM 908068109 $ 5,656 179,603 SH SOLE 179,603 UNISYS CORP COM 909214108 $ 16,032 1,079,573 SH SOLE 1,079,573 UNIT CORP COM 909218109 $ 2,447 103,891 SH SOLE 103,891 UNITED BANKSHARES INC WEST V COM 909907107 $ 394 12,624 SH SOLE 12,624 UNITED DEFENSE INDS INC COM 91018B104 $ 2,050 64,314 SH SOLE 64,314 UNITED DOMINION REALTY TR IN COM 910197102 $ 2,862 149,046 SH SOLE 149,046 UNITED INDL CORP COM 910671106 $ 201 11,145 SH SOLE 11,145 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 $ 3,177 641,866 SH SOLE 641,866 UNITED NATL BANCORP N J COM 910909100 $ 7,531 210,115 SH SOLE 210,115 UNITED ONLINE INC COM 911268100 $ 229 13,658 SH SOLE 13,658 UNITED ONLINE INC OPT 911268100 $ 1,259 75,000 SH C SOLE 75,000 UNITED ONLINE INC OPT 911268100 $ 1,259 75,000 SH P SOLE 75,000 UNITED PARCEL SERVICE INC CL B 911312106 $ 30,837 413,645 SH SOLE 413,645 UNITED PARCEL SERVICE INC OPT 911312100 $ 79,701 1,069,100 SH C SOLE 1,069,100 UNITED PARCEL SERVICE INC OPT 911312100 $ 66,461 891,500 SH P SOLE 891,500 UNITED RENTALS INC COM 911363109 $ 1,244 64,600 SH SOLE 64,600 UNITED STATES STL CORP NEW PFD CV B 7% 912909207 $ 67,127 572,900 SH SOLE 572,900 UNITED STATIONERS INC COM 913004107 $ 459 11,218 SH SOLE 11,218 UNITED SURGICAL PARTNERS INT COM 913016309 $ 353 10,551 SH SOLE 10,551 UNITED TECHNOLOGIES CORP COM 913017109 $ 81,734 862,445 SH SOLE 862,445 UNITED TECHNOLOGIES CORP OPT 913017100 $ 14,282 150,700 SH P SOLE 150,700 UNITEDGLOBALCOM CL A 913247508 $ 35,026 4,130,473 SH SOLE 4,130,473 UNITEDHEALTH GROUP INC COM 91324P102 $ 18,436 316,878 SH SOLE 316,878 UNITEDHEALTH GROUP INC OPT 91324P100 $ 36,799 632,500 SH C SOLE 632,500 UNITEDHEALTH GROUP INC OPT 91324P100 $ 9,018 155,000 SH P SOLE 155,000 UNIVERSAL CORP VA COM 913456109 $ 2,611 59,117 SH SOLE 59,117 UNIVERSAL FST PRODS INC COM 913543104 $ 226 6,981 SH SOLE 6,981 UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL4 $ 221 335,000 PRN SOLE 335,000 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 15,356 386,890 SH SOLE 386,890 UNIVISION COMMUNICATIONS INC OPT 914906100 $ 3,056 77,000 SH C SOLE 77,000 UNIVISION COMMUNICATIONS INC OPT 914906100 $ 365 9,200 SH P SOLE 9,200 UNOCAL CORP COM 915289102 $ 11,488 311,927 SH SOLE 311,927 UNOCAL CORP OPT 915289100 $ 368 10,000 SH C SOLE 10,000 UNOVA INC COM 91529B106 $ 1,944 84,719 SH SOLE 84,719 UNUMPROVIDENT CORP OPT 91529Y100 $ 789 50,000 SH C SOLE 50,000 URBAN OUTFITTERS INC COM 917047102 $ 368 9,938 SH SOLE 9,938 URS CORP NEW COM 903236107 $ 207 8,294 SH SOLE 8,294 US BANCORP DEL COM NEW 902973304 $ 36,703 1,232,475 SH SOLE 1,232,475 US ONCOLOGY INC COM 90338W103 $ 563 52,341 SH SOLE 52,341 USEC INC COM 90333E108 $ 233 27,695 SH SOLE 27,695 USF CORP COM 91729Q101 $ 235 6,876 SH SOLE 6,876 UST INC COM 902911106 $ 6,832 191,416 SH SOLE 191,416 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 $ 6,473 82,564 SH SOLE 82,564 UTSTARCOM INC NOTE 0.875% 3/0 918076AB6 $ 1,701 1,000,000 PRN SOLE 1,000,000 V F CORP COM 918204108 $ 6,806 157,399 SH SOLE 157,399 VALEANT PHARMACEUTICALS INTL COM 91911X104 $ 29,928 1,189,980 SH SOLE 1,189,980 VALEANT PHARMACEUTICALS INTL OPT 91911X100 $ 3,893 154,800 SH P SOLE 154,800 VALERO ENERGY CORP NEW COM 91913Y100 $ 2,271 49,000 SH SOLE 49,000 VALLEY NATL BANCORP COM 919794107 $ 1,500 51,375 SH SOLE 51,375 VALSPAR CORP COM 920355104 $ 3,083 62,376 SH SOLE 62,376 VALUECLICK INC COM 92046N102 $ 205 22,583 SH SOLE 22,583 VANS INC COM 921930103 $ 216 18,909 SH SOLE 18,909 VARCO INTL INC DEL COM 922122106 $ 1,970 95,512 SH SOLE 95,512

VARIAN INC COM 922206107 $ 772 18,534 SH SOLE 18,534 VARIAN MED SYS INC COM 92220P105 $ 1,446 20,932 SH SOLE 20,932 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 $ 346 7,902 SH SOLE 7,902 VASTERA INC COM 92239N109 $ 107 26,671 SH SOLE 26,671 VAXGEN INC COM NEW 922390208 $ 253 31,902 SH SOLE 31,902 VECTOR GROUP LTD COM 92240M108 $ 930 56,968 SH SOLE 56,968 VENTIV HEALTH INC COM 922793104 $ 134 14,600 SH SOLE 14,600 VERISIGN INC COM 92343E102 $ 951 58,320 SH SOLE 58,320 VERITAS DGC INC COM 92343P107 $ 246 23,437 SH SOLE 23,437 VERITAS SOFTWARE CO COM 923436109 $ 11,051 298,501 SH SOLE 298,501 VERITAS SOFTWARE CO OPT 923436100 $ 9,255 250,000 SH C SOLE 250,000 VERITY INC COM 92343C106 $ 600 35,978 SH SOLE 35,978 VERIZON COMMUNICATIONS COM 92343V104 $141,783 4,041,713 SH SOLE 4,041,713 VERIZON COMMUNICATIONS OPT 92343V100 $ 18,196 518,700 SH C SOLE 518,700 VERIZON COMMUNICATIONS OPT 92343V100 $ 23,725 676,300 SH P SOLE 676,300 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 $ 511 847,000 PRN SOLE 847,000 VERSO TECHNOLOGIES INC COM 925317109 $ 77 23,964 SH SOLE 23,964 VERTEX PHARMACEUTICALS INC COM 92532F100 $ 351 33,942 SH SOLE 33,942 VERTEX PHARMACEUTICALS INC OPT 92532F100 $ 880 85,000 SH C SOLE 85,000 VIACOM INC CL A 925524100 $ 823 18,593 SH SOLE 18,593 VIACOM INC CL B 925524308 $105,602 2,379,490 SH SOLE 2,379,490 VIACOM INC OPT 925524100 $ 478 10,800 SH P SOLE 10,800 VIACOM INC OPT 925524300 $ 17,752 400,000 SH C SOLE 400,000 VIACOM INC OPT 925524300 $ 27,742 625,100 SH P SOLE 625,100 VIAD CORP COM 92552R109 $ 729 29,178 SH SOLE 29,178 VIASAT INC COM 92552V100 $ 198 10,329 SH SOLE 10,329 VICOR CORP COM 925815102 $ 167 14,604 SH SOLE 14,604 VIGNETTE CORP COM 926734104 $ 111 48,726 SH SOLE 48,726 VINTAGE PETE INC COM 927460105 $ 1,842 153,134 SH SOLE 153,134 VISTACARE INC CL A 92839Y109 $ 294 8,412 SH SOLE 8,412 VISTEON CORP COM 92839U107 $ 6,932 665,859 SH SOLE 665,859 VISX INC DEL COM 92844S105 $ 2,746 118,602 SH SOLE 118,602 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 492 84,115 SH SOLE 84,115 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 $ 44 15,200 SH SOLE 15,200 VIVUS INC COM 928551100 $ 81 21,482 SH SOLE 21,482 VODAFONE GROUP PLC NEW OPT 92857W100 $ 5,008 200,000 SH C SOLE 200,000 VODAFONE GROUP PLC NEW OPT 92857W100 $ 1,377 55,000 SH P SOLE 55,000 VULCAN MATLS CO COM 929160109 $ 1,908 40,117 SH SOLE 40,117 VULCAN MATLS CO OPT 929160100 $ 357 7,500 SH P SOLE 7,500 W HLDG CO INC COM 929251106 $ 233 12,520 SH SOLE 12,520 W-H ENERGY SVCS INC COM 92925E108 $ 172 10,634 SH SOLE 10,634 WACHOVIA CORP 2ND NEW COM 929903102 $ 37,310 800,820 SH SOLE 800,820 WACHOVIA CORP 2ND NEW OPT 929903100 $ 36,573 785,000 SH C SOLE 785,000 WACHOVIA CORP 2ND NEW OPT 929903100 $ 1,165 25,000 SH P SOLE 25,000 WADDELL & REED FINL INC CL A 930059100 $ 1,052 44,821 SH SOLE 44,821 WAL MART STORES INC COM 931142103 $327,021 6,164,386 SH SOLE 6,164,386 WAL MART STORES INC OPT 931142100 $ 12,822 241,700 SH C SOLE 241,700 WAL MART STORES INC OPT 931142100 $ 11,003 207,400 SH P SOLE 207,400 WALGREEN CO COM 931422109 $ 50,177 1,379,258 SH SOLE 1,379,258 WALGREEN CO OPT 931422100 $ 2,910 80,000 SH P SOLE 80,000 WASHINGTON MUT INC COM 939322103 $ 49,592 1,236,100 SH SOLE 1,236,100 WASHINGTON MUT INC OPT 939322100 $ 11,635 290,000 SH C SOLE 290,000 WASHINGTON POST CO CL B 939640108 $ 2,171 2,743 SH SOLE 2,743 WASTE CONNECTIONS INC COM 941053100 $ 429 11,363 SH SOLE 11,363 WASTE MGMT INC DEL COM 94106L109 $ 23,899 807,387 SH SOLE 807,387 WATERS CORP COM 941848103 $ 4,837 145,879 SH SOLE 145,879 WATERS CORP OPT 941848100 $ 1,492 45,000 SH C SOLE 45,000 WATERS CORP OPT 941848100 $ 1,492 45,000 SH P SOLE 45,000 WATSCO INC COM 942622200 $ 217 9,527 SH SOLE 9,527 WATSON PHARMACEUTICALS INC COM 942683103 $ 9,309 202,370 SH SOLE 202,370 WATSON WYATT & CO HLDGS CL A 942712100 $ 1,260 52,191 SH SOLE 52,191 WATTS WATER TECHNOLOGIES INC CL A 942749102 $ 747 33,638 SH SOLE 33,638 WAUSAU-MOSINEE PAPER CORP COM 943315101 $ 848 62,711 SH SOLE 62,711 WAYPOINT FINL CORP COM 946756103 $ 938 43,255 SH SOLE 43,255 WD-40 CO COM 929236107 $ 255 7,215 SH SOLE 7,215 WEATHERFORD INTERNATIONAL LT COM G95089101 $ 5,794 160,942 SH SOLE 160,942 WEATHERFORD INTL INC DBCV 6/3 947074AB6 $ 9,318 15,060,000 PRN SOLE 15,060,000 WEBMD CORP NOTE 3.250% 4/0 94769MAC9 $ 2,584 2,220,000 PRN SOLE 2,220,000 WEBMETHODS INC COM 94768C108 $ 110 12,082 SH SOLE 12,082 WEBSTER FINL CORP CONN COM 947890109 $ 618 13,466 SH SOLE 13,466 WEIGHT WATCHERS INTL INC NEW COM 948626106 $ 4,177 108,851 SH SOLE 108,851 WEINGARTEN RLTY INVS SH BEN INT 948741103 $ 959 21,617 SH SOLE 21,617 WELLMAN INC COM 949702104 $ 938 91,901 SH SOLE 91,901 WELLPOINT HEALTH NETWORK NEW COM 94973H108 $ 21,114 217,688 SH SOLE 217,688 WELLS FARGO & CO NEW COM 949746101 $ 31,367 532,631 SH SOLE 532,631 WELLS FARGO & CO NEW OPT 949746100 $117,915 2,002,300 SH C SOLE 2,002,300 WELLS FARGO & CO NEW OPT 949746100 $133,828 2,272,500 SH P SOLE 2,272,500 WENDYS INTL INC COM 950590109 $ 6,698 170,698 SH SOLE 170,698 WENDYS INTL INC OPT 950590100 $ 1,962 50,000 SH P SOLE 50,000 WERNER ENTERPRISES INC COM 950755108 $ 1,148 58,898 SH SOLE 58,898 WEST CORP COM 952355105 $ 229 9,841 SH SOLE 9,841 WESTELL TECHNOLOGIES INC CL A 957541105 $ 360 57,079 SH SOLE 57,079 WESTERN DIGITAL CORP OPT 958102100 $ 696 59,000 SH C SOLE 59,000 WESTERN GAS RES INC COM 958259103 $ 1,867 39,504 SH SOLE 39,504 WESTPORT RES CORP NEW COM 961418100 $ 1,890 63,294 SH SOLE 63,294 WEYERHAEUSER CO COM 962166104 $ 14,564 227,558 SH SOLE 227,558 WGL HLDGS INC COM 92924F106 $ 262 9,442 SH SOLE 9,442 WHEELING PITTSBURGH CORP COM NEW 963142302 $ 239 9,810 SH SOLE 9,810 WHIRLPOOL CORP COM 963320106 $ 7,796 107,311 SH SOLE 107,311 WHIRLPOOL CORP OPT 963320100 $ 5,086 70,000 SH P SOLE 70,000 WHITNEY HLDG CORP COM 966612103 $ 432 10,528 SH SOLE 10,528 WHOLE FOODS MKT INC COM 966837106 $ 2,587 38,537 SH SOLE 38,537 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 $ 72 100,000 SH SOLE 100,000 WILEY JOHN & SONS INC CL A 968223206 $ 916 35,195 SH SOLE 35,195 WILMINGTON TRUST CORP COM 971807102 $ 2,877 79,911 SH SOLE 79,911 WILSON GREATBATCH TECHNOLOGI COM 972232102 $ 4,230 100,065 SH SOLE 100,065 WILSONS THE LEATHER EXPERTS COM 972463103 $ 257 74,234 SH SOLE 74,234 WIND RIVER SYSTEMS INC COM 973149107 $ 224 25,563 SH SOLE 25,563 WINN DIXIE STORES INC COM 974280109 $ 5,325 535,181 SH SOLE 535,181

WINNEBAGO INDS INC COM 974637100 $ 1,713 24,919 SH SOLE 24,919 WINTRUST FINANCIAL CORP COM 97650W108 $ 223 4,942 SH SOLE 4,942 WOLVERINE WORLD WIDE INC COM 978097103 $ 2,325 114,091 SH SOLE 114,091 WOODWARD GOVERNOR CO COM 980745103 $ 241 4,248 SH SOLE 4,248 WORLD ACCEP CORP DEL COM 981419104 $ 216 10,838 SH SOLE 10,838 WORTHINGTON INDS INC COM 981811102 $ 6,858 380,374 SH SOLE 380,374 WPP GROUP PLC SPON ADR NEW 929309300 $ 8,985 182,253 SH SOLE 182,253 WPS RESOURCES CORP COM 92931B106 $ 259 5,600 SH SOLE 5,600 WRIGLEY WM JR CO COM 982526105 $ 17,094 304,110 SH SOLE 304,110 WRIGLEY WM JR CO OPT 982526100 $ 843 15,000 SH C SOLE 15,000 WYETH COM 983024100 $ 39,574 932,253 SH SOLE 932,253 WYETH OPT 983024100 $ 4,245 100,000 SH P SOLE 100,000 XCEL ENERGY INC COM 98389B100 $ 9,582 564,289 SH SOLE 564,289 XEROX CORP PFD CONV SER C 984121509 $ 179,444 1,383,000 SH SOLE 1,383,000 XILINX INC COM 983919101 $ 10,098 261,405 SH SOLE 261,405 XILINX INC OPT 983919100 $ 4,249 110,000 SH C SOLE 110,000 XL CAP LTD CL A G98255105 $ 27,505 354,672 SH SOLE 354,672 XL CAP LTD DBCV 5/2 98372PAB4 $ 4,494 7,035,000 PRN SOLE 7,035,000 XM SATELLITE RADIO HLDGS INC CL A 983759101 $ 8,621 327,907 SH SOLE 327,907 YAHOO INC COM 984332106 $ 12,281 272,737 SH SOLE 272,737 YAHOO INC OPT 984332100 $ 41,914 930,800 SH C SOLE 930,800 YANKEE CANDLE INC COM 984757104 $ 3,521 128,839 SH SOLE 128,839 YORK INTL CORP NEW COM 986670107 $ 1,094 29,726 SH SOLE 29,726 YUM BRANDS INC COM 988498101 $ 16,966 493,194 SH SOLE 493,194 ZALE CORP NEW COM 988858106 $ 347 6,519 SH SOLE 6,519 ZIMMER HLDGS INC COM 98956P102 $ 1,747 24,820 SH SOLE 24,820 ZIONS BANCORPORATION COM 989701107 $ 9,312 151,810 SH SOLE 151,810 ZOLL MED CORP COM 989922109 $ 276 7,786 SH SOLE 7,786 ZOMAX INC MINN COM 989929104 $ 195 39,100 SH SOLE 39,100 ----------- Total $23,737,915

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