13F-HR 1 y91833e13fvhr.txt UBS SECURITIES LLC United States Securities and Exchange Commission Washington, DC 20549 FORM 13F COVER PAGE Report for the Quarter Ended: September 30, 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 November 14, 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: 2048 Form 13F Information Table Value Total: $ 22,666,201 (thousands) List of Other Included Managers: NONE SECTION 13F REPORT - PUBLIC FILING QUARTER ENDING - SEPTEMBER 30, 2003

AMBAC FINL GROUP INC COM 023139108 $ 8,740 136,560 SH SOLE 136,560 AMCOR LTD ADR NEW 02341R302 $ 736 30,872 SH SOLE 30,872 AMCOR LTD PRIDES 7.25% 02341R401 $ 21,704 353,945 SH SOLE 353,945 AMDOCS LTD OPT G02602100 $ 3,645 193,900 SH C SOLE 193,900 AMDOCS LTD OPT G02602100 $ 23,152 1,231,500 SH P SOLE 1,231,500 AMDOCS LTD ORD G02602103 $ 538 28,600 SH SOLE 28,600 AMERADA HESS CORP COM 023551104 $ 13,646 272,374 SH SOLE 272,374 AMERADA HESS CORP OPT 023551100 $ 6,263 125,000 SH P SOLE 125,000 AMEREN CORP COM 023608102 $ 9,333 217,505 SH SOLE 217,505 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 $ 108,097 4,677,513 SH SOLE 4,677,513 AMERICAN AXLE & MFG HLDGS IN COM 024061103 $ 996 33,681 SH SOLE 33,681 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 $ 536 35,960 SH SOLE 35,960 AMERICAN ELEC PWR INC COM 025537101 $ 24,004 800,137 SH SOLE 800,137 AMERICAN EXPRESS CO COM 025816109 $ 82,766 1,836,794 SH SOLE 1,836,794 AMERICAN EXPRESS CO OPT 025816100 $ 10,139 225,000 SH C SOLE 225,000 AMERICAN EXPRESS CO OPT 025816100 $ 8,111 180,000 SH P SOLE 180,000 AMERICAN FINL RLTY TR COM 02607P305 $ 209 14,800 SH SOLE 14,800 AMERICAN GREETINGS CORP CL A 026375105 $ 988 50,836 SH SOLE 50,836 AMERICAN INTL GROUP INC COM 026874107 $ 258,888 4,486,789 SH SOLE 4,486,789 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 $ 5,757 8,790,000 PRN SOLE 8,790,000 AMERICAN INTL GROUP INC OPT 026874100 $ 14,483 251,000 SH C SOLE 251,000 AMERICAN INTL GROUP INC OPT 026874100 $ 55,929 969,300 SH P SOLE 969,300 AMERICAN MGMT SYS INC COM 027352103 $ 136 10,617 SH SOLE 10,617 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $ 2,121 67,622 SH SOLE 67,622 AMERICAN PWR CONVERSION CORP COM 029066107 $ 5,461 315,643 SH SOLE 315,643 AMERICAN STD COS INC DEL COM 029712106 $ 4,691 55,684 SH SOLE 55,684 AMERICAN TOWER CORP OPT 029912200 $ 2,182 215,000 SH C SOLE 215,000 AMERICAN TOWER CORP OPT 029912200 $ 2,182 215,000 SH P SOLE 215,000 AMERICREDIT CORP COM 03060R101 $ 333 32,296 SH SOLE 32,296 AMERIGROUP CORP COM 03073T102 $ 319 7,153 SH SOLE 7,153 AMERISOURCEBERGEN CORP COM 03073E105 $ 14,396 266,349 SH SOLE 266,349 AMERISOURCEBERGEN CORP OPT 03073E100 $ 3,243 60,000 SH C SOLE 60,000 AMERISOURCEBERGEN CORP OPT 03073E100 $ 4,865 90,000 SH P SOLE 90,000 AMERITRADE HLDG CORP NEW COM 03074K100 $ 569 49,743 SH SOLE 49,743 AMERUS GROUP CO NOTE 2.000% 3/0 03072MAD0 $ 12,834 12,252,000 PRN SOLE 12,252,000 AMGEN INC COM 031162100 $ 87,748 1,360,016 SH SOLE 1,360,016 AMGEN INC OPT 031162100 $ 2,903 45,000 SH P SOLE 45,000 AMKOR TECHNOLOGY INC COM 031652100 $ 346 24,368 SH SOLE 24,368 AMPHENOL CORP NEW CL A 032095101 $ 2,524 48,485 SH SOLE 48,485 AMR CORP COM 001765106 $ 3,454 301,646 SH SOLE 301,646 AMSOUTH BANCORPORATION COM 032165102 $ 6,518 307,144 SH SOLE 307,144 ANADARKO PETE CORP COM 032511107 $ 14,723 352,570 SH SOLE 352,570 ANALOG DEVICES INC COM 032654105 $ 26,367 693,499 SH SOLE 693,499 ANALOGIC CORP COM PAR $0.05 032657207 $ 215 4,470 SH SOLE 4,470 ANDREW CORP COM 034425108 $ 1,857 153,690 SH SOLE 153,690 ANDRX CORP DEL ANDRX GROUP 034553107 $ 3,603 193,070 SH SOLE 193,070 ANGIOTECH PHARMACEUTICALS IN OPT 034918100 $ 3,514 80,500 SH C SOLE 80,500 ANGLOGOLD LTD SPONSORED ADR 035128206 $ 5,030 133,414 SH SOLE 133,414 ANHEUSER BUSCH COS INC COM 035229103 $ 71,226 1,443,584 SH SOLE 1,443,584 ANHEUSER BUSCH COS INC OPT 035229100 $ 3,612 73,200 SH C SOLE 73,200 ANIXTER INTL INC COM 035290105 $ 2,729 119,851 SH SOLE 119,851 ANIXTER INTL INC NOTE 6/2 035290AC9 $ 17 59,000 PRN SOLE 59,000 ANNALY MTG MGMT INC COM 035710409 $ 5,114 311,462 SH SOLE 311,462 ANNTAYLOR STORES CORP COM 036115103 $ 357 11,104 SH SOLE 11,104 ANNTAYLOR STORES CORP SDCV 0.550% 6/1 036115AC7 $ 34 50,000 PRN SOLE 50,000 ANTEON INTL CORP COM 03674E108 $ 1,416 46,270 SH SOLE 46,270 ANTHEM INC COM 03674B104 $ 16,048 224,984 SH SOLE 224,984 ANTHEM INC OPT 03674B100 $ 6,084 85,300 SH C SOLE 85,300 ANTHEM INC OPT 03674B100 $ 6,142 86,100 SH P SOLE 86,100 ANTHRACITE CAP INC COM 037023108 $ 502 51,987 SH SOLE 51,987 AO TATNEFT SPON ADR REG S 03737P306 $ 2,056 95,061 SH SOLE 95,061 AOL TIME WARNER INC COM 00184A105 $ 19,141 1,266,783 SH SOLE 1,266,783 AOL TIME WARNER INC OPT 00184A100 $ 41,973 2,777,800 SH C SOLE 2,777,800 AON CORP COM 037389103 $ 8,296 397,887 SH SOLE 397,887 APACHE CORP COM 037411105 $ 10,112 145,830 SH SOLE 145,830 APACHE CORP OPT 037411100 $ 874 12,600 SH P SOLE 12,600 APARTMENT INVT & MGMT CO CL A 03748R101 $ 8,845 224,719 SH SOLE 224,719 APOGEE ENTERPRISES INC COM 037598109 $ 156 15,042 SH SOLE 15,042 APOLLO GROUP INC CL A 037604105 $ 17,154 259,790 SH SOLE 259,790 APPLE COMPUTER INC COM 037833100 $ 18,786 906,661 SH SOLE 906,661 APPLEBEES INTL INC COM 037899101 $ 1,167 37,076 SH SOLE 37,076 APPLERA CORP COM AP BIO GRP 038020103 $ 6,729 301,631 SH SOLE 301,631 APPLERA CORP COM CE GEN GRP 038020202 $ 2,151 184,023 SH SOLE 184,023 APPLERA CORP OPT 038020100 $ 1,004 45,000 SH P SOLE 45,000 APPLIED MATLS INC COM 038222105 $ 33,512 1,848,419 SH SOLE 1,848,419 APPLIED MATLS INC OPT 038222100 $ 2,444 134,800 SH C SOLE 134,800 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 1,883 387,388 SH SOLE 387,388 APPLIED MICRO CIRCUITS CORP OPT 03822W100 $ 923 190,000 SH C SOLE 190,000 APPLIED MOLECULAR EVOLUTION COM 03823E108 $ 4,623 540,100 SH SOLE 540,100 APRIA HEALTHCARE GROUP INC COM 037933108 $ 3,283 119,893 SH SOLE 119,893 APTARGROUP INC COM 038336103 $ 823 22,419 SH SOLE 22,419 AQUILA INC COM 03840P102 $ 5,029 1,487,917 SH SOLE 1,487,917 ARBITRON INC COM 03875Q108 $ 1,143 32,372 SH SOLE 32,372 ARCH COAL INC COM 039380100 $ 1,584 71,322 SH SOLE 71,322 ARCH COAL INC OPT 039380100 $ 333 15,000 SH C SOLE 15,000 ARCHER DANIELS MIDLAND CO COM 039483102 $ 11,448 873,214 SH SOLE 873,214 ARCHSTONE SMITH TR COM 039583109 $ 4,207 159,484 SH SOLE 159,484 ARDEN RLTY INC COM 039793104 $ 1,748 62,607 SH SOLE 62,607 ARENA PHARMACEUTICALS INC COM 040047102 $ 174 24,197 SH SOLE 24,197 ARGONAUT TECHNOLOGIES INC COM 040175101 $ 1,187 913,000 SH SOLE 913,000 ARGOSY GAMING CO COM 040228108 $ 3,265 133,822 SH SOLE 133,822 ARIBA INC COM 04033V104 $ 85 27,934 SH SOLE 27,934 ARKANSAS BEST CORP DEL COM 040790107 $ 381 13,859 SH SOLE 13,859 ARMOR HOLDINGS INC COM 042260109 $ 432 25,797 SH SOLE 25,797 ARQULE INC COM 04269E107 $ 198 42,990 SH SOLE 42,990 ARROW ELECTRS INC COM 042735100 $ 523 28,466 SH SOLE 28,466 ARROW ELECTRS INC DBCV 2/2 042735AY6 $ 15,124 30,401,000 PRN SOLE 30,401,000 ARTESYN TECHNOLOGIES INC COM 043127109 $ 142 18,762 SH SOLE 18,762 ARVINMERITOR INC COM 043353101 $ 283 15,867 SH SOLE 15,867 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 $ 257 13,858 SH SOLE 13,858 ASE TEST LTD ORD Y02516105 $ 124 14,230 SH SOLE 14,230 ASHLAND INC COM 044204105 $ 1,728 52,591 SH SOLE 52,591 ASIAINFO HLDGS INC COM 04518A104 $ 220 32,760 SH SOLE 32,760

ASK JEEVES INC COM 045174109 $ 250 14,373 SH SOLE 14,373 ASML HLDG NV N Y SHS N07059111 $ 3,655 278,569 SH SOLE 278,569 ASML HLDG NV OPT N07059110 $ 459 35,000 SH P SOLE 35,000 ASSOCIATED BANC CORP COM 045487105 $ 2,047 54,038 SH SOLE 54,038 ASSOCIATED ESTATES RLTY CORP COM 045604105 $ 544 83,398 SH SOLE 83,398 AT&T CORP COM NEW 001957505 $ 16,140 748,978 SH SOLE 748,978 AT&T CORP OPT 001957500 $ 13,117 608,700 SH C SOLE 608,700 AT&T WIRELESS SVCS INC COM 00209A106 $ 9,461 1,156,641 SH SOLE 1,156,641 AT&T WIRELESS SVCS INC OPT 00209A100 $ 6,957 850,500 SH P SOLE 850,500 ATLANTIC COAST AIRLINES HLDG COM 048396105 $ 97 11,366 SH SOLE 11,366 ATMEL CORP COM 049513104 $ 511 127,148 SH SOLE 127,148 ATMOS ENERGY CORP COM 049560105 $ 550 22,959 SH SOLE 22,959 AUDIOVOX CORP CL A 050757103 $ 368 29,269 SH SOLE 29,269 AUTODESK INC COM 052769106 $ 2,173 127,694 SH SOLE 127,694 AUTOMATIC DATA PROCESSING IN COM 053015103 $ 23,779 663,298 SH SOLE 663,298 AUTONATION INC COM 05329W102 $ 3,301 188,207 SH SOLE 188,207 AUTONATION INC OPT 05329W100 $ 9,384 535,000 SH C SOLE 535,000 AUTONATION INC OPT 05329W100 $ 1,754 100,000 SH P SOLE 100,000 AUTOZONE INC COM 053332102 $ 15,392 171,922 SH SOLE 171,922 AVANEX CORP COM 05348W109 $ 79 16,273 SH SOLE 16,273 AVAYA INC COM 053499109 $ 4,619 423,763 SH SOLE 423,763 AVAYA INC NOTE 10/3 053499AA7 $ 1,048 1,940,000 PRN SOLE 1,940,000 AVERY DENNISON CORP COM 053611109 $ 11,734 232,260 SH SOLE 232,260 AVERY DENNISON CORP OPT 053611100 $ 1,263 25,000 SH C SOLE 25,000 AVID TECHNOLOGY INC COM 05367P100 $ 396 7,477 SH SOLE 7,477 AVISTA CORP COM 05379B107 $ 189 12,104 SH SOLE 12,104 AVNET INC COM 053807103 $ 4,923 298,000 SH SOLE 298,000 AVON PRODS INC COM 054303102 $ 18,558 287,455 SH SOLE 287,455 AVON PRODS INC OPT 054303100 $ 2,647 41,000 SH C SOLE 41,000 AVX CORP NEW COM 002444107 $ 436 31,821 SH SOLE 31,821 AXCELIS TECHNOLOGIES INC COM 054540109 $ 208 25,034 SH SOLE 25,034 AZTAR CORP COM 054802103 $ 1,488 84,001 SH SOLE 84,001 BAKER HUGHES INC COM 057224107 $ 11,189 378,141 SH SOLE 378,141 BALDOR ELEC CO COM 057741100 $ 415 19,641 SH SOLE 19,641 BALL CORP COM 058498106 $ 2,352 43,553 SH SOLE 43,553 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 $ 268 25,930 SH SOLE 25,930 BANK HAWAII CORP COM 062540109 $ 1,833 54,573 SH SOLE 54,573 BANK MONTREAL QUE COM 063671101 $ 369 10,700 SH SOLE 10,700 BANK NEW YORK INC COM 064057102 $ 38,208 1,312,550 SH SOLE 1,312,550 BANK OF AMERICA CORPORATION COM 060505104 $ 42,678 546,874 SH SOLE 546,874 BANK OF AMERICA CORPORATION OPT 060505100 $ 81,060 1,038,700 SH C SOLE 1,038,700 BANK OF AMERICA CORPORATION OPT 060505100 $ 26,182 335,500 SH P SOLE 335,500 BANK ONE CORP COM 06423A103 $ 41,236 1,066,905 SH SOLE 1,066,905 BANK ONE CORP OPT 06423A100 $ 12,175 315,000 SH C SOLE 315,000 BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 065416117 $ 15 292,312 SH SOLE 292,312 BANKATLANTIC BANCORP CL A 065908501 $ 636 44,635 SH SOLE 44,635 BANKNORTH GROUP INC NEW COM 06646R107 $ 778 27,557 SH SOLE 27,557 BANKUNITED FINL CORP CL A 06652B103 $ 208 9,812 SH SOLE 9,812 BARD C R INC COM 067383109 $ 3,666 51,636 SH SOLE 51,636 BARNES & NOBLE INC NOTE 5.250% 3/1 067774AD1 $ 1,001 975,000 PRN SOLE 975,000 BARR LABS INC COM 068306109 $ 472 6,920 SH SOLE 6,920 BARRICK GOLD CORP COM 067901108 $ 3,350 177,892 SH SOLE 177,892 BAUSCH & LOMB INC COM 071707103 $ 1,019 23,072 SH SOLE 23,072 BAXTER INTL INC COM 071813109 $ 23,914 822,917 SH SOLE 822,917 BAXTER INTL INC OPT 071813100 $ 2,737 94,200 SH C SOLE 94,200 BB&T CORP COM 054937107 $ 5,807 161,711 SH SOLE 161,711 BEA SYS INC COM 073325102 $ 1,561 129,666 SH SOLE 129,666 BEA SYS INC NOTE 4.000%12/1 073325AD4 $ 4,467 4,570,000 PRN SOLE 4,570,000 BEA SYS INC OPT 073325100 $ 861 71,500 SH P SOLE 71,500 BEAR STEARNS COS INC COM 073902108 $ 14,443 193,086 SH SOLE 193,086 BECKMAN COULTER INC COM 075811109 $ 592 12,990 SH SOLE 12,990 BECTON DICKINSON & CO COM 075887109 $ 13,085 362,260 SH SOLE 362,260 BED BATH & BEYOND INC COM 075896100 $ 21,434 560,064 SH SOLE 560,064 BELL MICROPRODUCTS INC COM 078137106 $ 75 11,526 SH SOLE 11,526 BELLSOUTH CORP COM 079860102 $ 88,727 3,746,928 SH SOLE 3,746,928 BELLSOUTH CORP OPT 079860100 $ 592 25,000 SH C SOLE 25,000 BELO CORP COM SER A 080555105 $ 2,581 106,414 SH SOLE 106,414 BEMIS INC COM 081437105 $ 4,961 111,978 SH SOLE 111,978 BENCHMARK ELECTRS INC COM 08160H101 $ 263 6,223 SH SOLE 6,223 BERKLEY W R CORP COM 084423102 $ 1,137 33,183 SH SOLE 33,183 BEST BUY INC COM 086516101 $ 37,883 797,210 SH SOLE 797,210 BEST BUY INC OPT 086516100 $ 3,764 79,200 SH P SOLE 79,200 BEST BUY INC SDCV 2.250% 1/1 086516AF8 $ 468 450,000 PRN SOLE 450,000 BEVERLY ENTERPRISES INC COM NEW 087851309 $ 93 15,635 SH SOLE 15,635 BHP BILLITON PLC SPONSORED ADR 05545E209 $ 1,140 86,058 SH SOLE 86,058 BIG LOTS INC COM 089302103 $ 1,422 89,963 SH SOLE 89,963 BIOGEN INC COM 090597105 $ 48,377 1,269,077 SH SOLE 1,269,077 BIOGEN INC OPT 090597100 $ 4,479 117,500 SH C SOLE 117,500 BIOGEN INC OPT 090597100 $ 4,479 117,500 SH P SOLE 117,500 BIOMET INC COM 090613100 $ 15,138 451,891 SH SOLE 451,891 BIOPURE CORP CL A 09065H105 $ 181 28,046 SH SOLE 28,046 BIOSITE INC COM 090945106 $ 668 23,607 SH SOLE 23,607 BIOSITE INC OPT 090945100 $ 453 16,000 SH C SOLE 16,000 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 $ 6,108 47,332 SH SOLE 47,332 BIOVAIL CORP COM 09067J109 $ 33,482 901,272 SH SOLE 901,272 BIOVAIL CORP OPT 09067J100 $ 1,237 33,300 SH C SOLE 33,300 BIOVAIL CORP OPT 09067J100 $ 1,809 48,700 SH P SOLE 48,700 BISYS GROUP INC COM 055472104 $ 744 56,557 SH SOLE 56,557 BJ SVCS CO COM 055482103 $ 6,232 182,373 SH SOLE 182,373 BJ SVCS CO NOTE 0.500% 4/2 055482AF0 $ 36,194 44,342,000 PRN SOLE 44,342,000 BLACK & DECKER CORP COM 091797100 $ 5,995 147,849 SH SOLE 147,849 BLACKROCK INC CL A 09247X101 $ 1,097 22,378 SH SOLE 22,378 BLOCK H & R INC COM 093671105 $ 4,441 102,930 SH SOLE 102,930 BLYTH INC COM 09643P108 $ 2,084 77,256 SH SOLE 77,256 BMC SOFTWARE INC COM 055921100 $ 5,201 373,391 SH SOLE 373,391 BOC GROUP PLC SPONSORED ADR 055617609 $ 60,757 2,187,064 SH SOLE 2,187,064 BOEING CO COM 097023105 $ 55,411 1,614,060 SH SOLE 1,614,060 BOEING CO OPT 097023100 $ 1,888 55,000 SH P SOLE 55,000 BOISE CASCADE CORP COM 097383103 $ 27,383 992,122 SH SOLE 992,122 BORDERS GROUP INC COM 099709107 $ 1,706 90,165 SH SOLE 90,165 BOSTON SCIENTIFIC CORP COM 101137107 $ 15,613 244,711 SH SOLE 244,711 BOSTON SCIENTIFIC CORP OPT 101137100 $ 15,695 246,000 SH C SOLE 246,000 BOSTON SCIENTIFIC CORP OPT 101137100 $ 38,357 601,200 SH P SOLE 601,200

BOWATER INC COM 102183100 $ 5,539 131,700 SH SOLE 131,700 BOWATER INC OPT 102183100 $ 2,944 70,000 SH P SOLE 70,000 BOYD GAMING CORP COM 103304101 $ 261 17,086 SH SOLE 17,086 BOYKIN LODGING CO COM 103430104 $ 395 47,969 SH SOLE 47,969 BP PLC OPT 055622100 $ 8,210 195,000 SH C SOLE 195,000 BRADY CORP CL A 104674106 $ 235 7,392 SH SOLE 7,392 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 $ 218 8,500 SH SOLE 8,500 BRAZIL FD INC COM 105759104 $ 1,623 90,200 SH SOLE 90,200 BRE PROPERTIES INC CL A 05564E106 $ 5,247 159,100 SH SOLE 159,100 BRIGGS & STRATTON CORP NOTE 5.000% 5/1 109043AE9 $ 2,443 2,000,000 PRN SOLE 2,000,000 BRINKER INTL INC COM 109641100 $ 3,565 106,852 SH SOLE 106,852 BRINKS CO COM 109696104 $ 261 15,022 SH SOLE 15,022 BRISTOL MYERS SQUIBB CO COM 110122108 $ 37,344 1,455,341 SH SOLE 1,455,341 BRISTOL MYERS SQUIBB CO OPT 110122100 $ 4,552 177,400 SH C SOLE 177,400 BRISTOL MYERS SQUIBB CO OPT 110122100 $ 1,155 45,000 SH P SOLE 45,000 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 $ 40,444 1,867,234 SH SOLE 1,867,234 BROADCOM CORP CL A 111320107 $ 3,902 146,351 SH SOLE 146,351 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 566 108,499 SH SOLE 108,499 BROOKFIELD HOMES CORP COM 112723101 $ 1,623 87,614 SH SOLE 87,614 BROOKFIELD PPTYS CORP COM 112900105 $ 2,060 87,680 SH SOLE 87,680 BROOKLINE BANCORP INC DEL COM 11373M107 $ 294 19,911 SH SOLE 19,911 BROOKS AUTOMATION INC COM 114340102 $ 221 10,561 SH SOLE 10,561 BROWN & BROWN INC COM 115236101 $ 1,357 44,099 SH SOLE 44,099 BROWN FORMAN CORP CL B 115637209 $ 3,749 47,383 SH SOLE 47,383 BROWN SHOE INC NEW COM 115736100 $ 1,178 37,170 SH SOLE 37,170 BROWN TOM INC COM NEW 115660201 $ 2,482 96,565 SH SOLE 96,565 BRUKER BIOSCIENCES CORP COM 116794108 $ 70 15,898 SH SOLE 15,898 BRUNSWICK CORP COM 117043109 $ 3,606 140,404 SH SOLE 140,404 BUNGE LIMITED COM G16962105 $ 1,042 37,903 SH SOLE 37,903 BURLINGTON COAT FACTORY COM 121579106 $ 424 22,683 SH SOLE 22,683 BURLINGTON NORTHN SANTA FE C COM 12189T104 $ 25,381 879,150 SH SOLE 879,150 BURLINGTON RES INC COM 122014103 $ 15,894 329,748 SH SOLE 329,748 C D W CORP COM 12512N105 $ 10,828 187,981 SH SOLE 187,981 C H ROBINSON WORLDWIDE INC COM 12541W100 $ 1,392 37,360 SH SOLE 37,360 C&D TECHNOLOGIES INC COM 124661109 $ 1,446 76,420 SH SOLE 76,420 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 $ 3,693 653,641 SH SOLE 653,641 CABLE DESIGN TECHNOLOGIES CO COM 126924109 $ 1,245 155,623 SH SOLE 155,623 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $ 2,410 133,143 SH SOLE 133,143 CABOT MICROELECTRONICS CORP COM 12709P103 $ 459 8,258 SH SOLE 8,258 CABOT OIL & GAS CORP COM 127097103 $ 1,751 67,332 SH SOLE 67,332 CACI INTL INC CL A 127190304 $ 1,041 24,294 SH SOLE 24,294 CADENCE DESIGN SYSTEM INC COM 127387108 $ 1,739 129,786 SH SOLE 129,786 CALLAWAY GOLF CO COM 131193104 $ 1,820 127,518 SH SOLE 127,518 CALPINE CORP COM 131347106 $ 1,754 358,685 SH SOLE 358,685 CAMBREX CORP COM 132011107 $ 710 31,296 SH SOLE 31,296 CAMDEN PPTY TR SH BEN INT 133131102 $ 765 19,900 SH SOLE 19,900 CAMPBELL SOUP CO COM 134429109 $ 18,372 693,267 SH SOLE 693,267 CANADIAN NATL RY CO OPT 136375100 $ 1,040 20,000 SH C SOLE 20,000 CANADIAN PAC RY LTD COM 13645T100 $ 1,430 60,582 SH SOLE 60,582 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 $ 243 8,007 SH SOLE 8,007 CAPITAL ONE FINL CORP COM 14040H105 $ 2,397 42,024 SH SOLE 42,024 CAPITAL ONE FINL CORP OPT 14040H100 $ 5,704 100,000 SH C SOLE 100,000 CAPSTEAD MTG CORP COM NO PAR 14067E506 $ 1,520 122,282 SH SOLE 122,282 CARDINAL HEALTH INC COM 14149Y108 $ 13,012 222,844 SH SOLE 222,844 CARDINAL HEALTH INC OPT 14149Y100 $ 4,759 81,500 SH C SOLE 81,500 CARDINAL HEALTH INC OPT 14149Y100 $ 28,524 488,500 SH P SOLE 488,500 CAREER EDUCATION CORP COM 141665109 $ 740 16,328 SH SOLE 16,328 CAREMARK RX INC OPT 141705100 $ 2,147 95,000 SH C SOLE 95,000 CARLISLE COS INC COM 142339100 $ 4,360 99,957 SH SOLE 99,957 CARLTON COMMUNICATIONS PLC ADR 142872209 $ 21,846 1,615,852 SH SOLE 1,615,852 CARMAX INC COM 143130102 $ 1,012 31,000 SH SOLE 31,000 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 $ 76,381 121,000,000 PRN SOLE 121,000,000 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 $ 18,333 16,704,000 PRN SOLE 16,704,000 CARNIVAL CORP NOTE 10/2 143658AS1 $ 15,180 24,000,000 PRN SOLE 24,000,000 CARNIVAL PLC ADR 14365C103 $ 593 18,611 SH SOLE 18,611 CARPENTER TECHNOLOGY CORP COM 144285103 $ 491 22,881 SH SOLE 22,881 CARRAMERICA RLTY CORP COM 144418100 $ 4,338 145,317 SH SOLE 145,317 CARREKER CORP COM 144433109 $ 192 23,873 SH SOLE 23,873 CASEYS GEN STORES INC COM 147528103 $ 175 12,484 SH SOLE 12,484 CASH AMER INTL INC COM 14754D100 $ 1,105 67,358 SH SOLE 67,358 CATELLUS DEV CORP COM 149111106 $ 549 22,436 SH SOLE 22,436 CATERPILLAR INC DEL COM 149123101 $ 22,360 324,814 SH SOLE 324,814 CATERPILLAR INC DEL OPT 149123100 $ 3,174 46,100 SH C SOLE 46,100 CATERPILLAR INC DEL OPT 149123100 $ 220 3,200 SH P SOLE 3,200 CBRL GROUP INC COM 12489V106 $ 589 16,553 SH SOLE 16,553 CEC ENTMT INC COM 125137109 $ 253 6,455 SH SOLE 6,455 CELESTICA INC NOTE 8/0 15101QAA6 $ 5,987 11,739,000 PRN SOLE 11,739,000 CELESTICA INC OPT 15101Q100 $ 793 50,000 SH C SOLE 50,000 CELESTICA INC OPT 15101Q100 $ 1,427 90,000 SH P SOLE 90,000 CELESTICA INC SUB VTG SHS 15101Q108 $ 277 17,481 SH SOLE 17,481 CEMEX S A SPON ADR 5 ORD 151290889 $ 6,862 275,050 SH SOLE 275,050 CENDANT CORP COM 151313103 $ 31,484 1,684,553 SH SOLE 1,684,553 CENDANT CORP DBCV 3.875%11/2 151313AN3 $ 27,069 25,872,000 PRN SOLE 25,872,000 CENDANT CORP DEBT 2/1 151313AF0 $ 6,138 9,010,000 PRN SOLE 9,010,000 CENTENE CORP DEL COM 15135B101 $ 218 7,166 SH SOLE 7,166 CENTERPOINT ENERGY INC COM 15189T107 $ 1,010 110,106 SH SOLE 110,106 CENTEX CORP COM 152312104 $ 3,707 47,594 SH SOLE 47,594 CENTILLIUM COMMUNICATIONS IN COM 152319109 $ 446 63,032 SH SOLE 63,032 CENTURYTEL INC DBCV 4.750% 8/0 156700AH9 $ 16,650 14,400,000 PRN SOLE 14,400,000 CEPHALON INC COM 156708109 $ 4,830 105,262 SH SOLE 105,262 CEPHALON INC NOTE 2.500%12/1 156708AE9 $ 12,703 13,460,000 PRN SOLE 13,460,000 CEPHALON INC OPT 156708100 $ 6,383 139,100 SH C SOLE 139,100 CEPHALON INC OPT 156708100 $ 8,719 190,000 SH P SOLE 190,000 CERNER CORP COM 156782104 $ 634 20,534 SH SOLE 20,534 CERTEGY INC COM 156880106 $ 1,157 36,022 SH SOLE 36,022 CERUS CORP COM 157085101 $ 61 13,210 SH SOLE 13,210 CH ENERGY GROUP INC COM 12541M102 $ 203 4,613 SH SOLE 4,613 CHAMPION ENTERPRISES INC COM 158496109 $ 120 18,905 SH SOLE 18,905 CHARLOTTE RUSSE HLDG INC COM 161048103 $ 154 14,943 SH SOLE 14,943 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 $ 3,977 4,340,000 PRN SOLE 4,340,000 CHARTER COMMUNICATIONS INC D CL A 16117M107 $ 1,515 367,797 SH SOLE 367,797 CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC1 $ 855 1,000,000 PRN SOLE 1,000,000 CHARTER ONE FINL INC COM 160903100 $ 18,976 620,145 SH SOLE 620,145

CHATEAU CMNTYS INC COM 161726104 $ 38,962 1,309,200 SH SOLE 1,309,200 CHECK POINT SOFTWARE TECH LT OPT M22465100 $ 5,894 350,000 SH C SOLE 350,000 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 1,276 75,778 SH SOLE 75,778 CHECKFREE CORP NEW COM 162813109 $ 548 27,269 SH SOLE 27,269 CHECKFREE CORP NEW OPT 162813100 $ 1,880 93,500 SH C SOLE 93,500 CHELSEA PPTY GROUP INC COM 163421100 $ 216 4,500 SH SOLE 4,500 CHESAPEAKE ENERGY CORP COM 165167107 $ 1,829 169,700 SH SOLE 169,700 CHESAPEAKE ENERGY CORP OPT 165167100 $ 701 65,000 SH P SOLE 65,000 CHESAPEAKE ENERGY CORP PFD CONV 6.75% 165167503 $ 757 10,000 SH SOLE 10,000 CHEVRONTEXACO CORP COM 166764100 $ 168,051 2,352,004 SH SOLE 2,352,004 CHEVRONTEXACO CORP OPT 166764100 $ 11,261 157,600 SH C SOLE 157,600 CHIRON CORP COM 170040109 $ 10,081 194,536 SH SOLE 194,536 CHIRON CORP OPT 170040100 $ 11,660 225,000 SH C SOLE 225,000 CHITTENDEN CORP COM 170228100 $ 272 9,150 SH SOLE 9,150 CHOICE HOTELS INTL INC COM 169905106 $ 2,991 103,050 SH SOLE 103,050 CHRISTOPHER & BANKS CORP COM 171046105 $ 2,347 98,374 SH SOLE 98,374 CHUBB CORP COM 171232101 $ 1,822 28,075 SH SOLE 28,075 CHUBB CORP CORP UNIT % 171232309 $ 1,623 58,700 SH SOLE 58,700 CHURCH & DWIGHT INC COM 171340102 $ 1,256 35,904 SH SOLE 35,904 CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W206 $ 23,322 691,235 SH SOLE 691,235 CIBER INC COM 17163B102 $ 568 74,741 SH SOLE 74,741 CIENA CORP COM 171779101 $ 2,498 426,276 SH SOLE 426,276 CIENA CORP NOTE 3.750% 2/0 171779AA9 $ 17 20,000 PRN SOLE 20,000 CIGNA CORP COM 125509109 $ 15,629 350,034 SH SOLE 350,034 CIGNA CORP OPT 125509100 $ 1,674 37,500 SH P SOLE 37,500 CIMA LABS INC COM 171796105 $ 2,824 101,021 SH SOLE 101,021 CIMAREX ENERGY CO COM 171798101 $ 264 13,465 SH SOLE 13,465 CINCINNATI BELL INC NEW COM 171871106 $ 1,445 283,929 SH SOLE 283,929 CINCINNATI FINL CORP COM 172062101 $ 10,589 264,729 SH SOLE 264,729 CINERGY CORP COM 172474108 $ 12,430 338,684 SH SOLE 338,684 CINTAS CORP COM 172908105 $ 14,945 403,807 SH SOLE 403,807 CIRCUIT CITY STORE INC COM 172737108 $ 1,534 160,947 SH SOLE 160,947 CIRRUS LOGIC INC COM 172755100 $ 175 31,659 SH SOLE 31,659 CISCO SYS INC COM 17275R102 $ 82,242 4,198,163 SH SOLE 4,198,163 CISCO SYS INC OPT 17275R100 $ 8,825 450,500 SH C SOLE 450,500 CISCO SYS INC OPT 17275R100 $ 3,640 185,800 SH P SOLE 185,800 CIT GROUP INC COM 125581108 $ 5,505 191,410 SH SOLE 191,410 CITIGROUP INC COM 172967101 $ 351,184 7,716,630 SH SOLE 7,716,630 CITIGROUP INC OPT 172967100 $ 46,193 1,015,000 SH C SOLE 1,015,000 CITIZENS COMMUNICATIONS CO COM 17453B101 $ 3,071 273,914 SH SOLE 273,914 CITRIX SYS INC COM 177376100 $ 1,655 74,784 SH SOLE 74,784 CITRIX SYS INC OPT 177376100 $ 370 16,700 SH C SOLE 16,700 CITY NATL CORP COM 178566105 $ 378 7,415 SH SOLE 7,415 CKE RESTAURANTS INC COM 12561E105 $ 243 37,598 SH SOLE 37,598 CLAIRES STORES INC COM 179584107 $ 1,251 37,375 SH SOLE 37,375 CLARCOR INC COM 179895107 $ 2,866 73,486 SH SOLE 73,486 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 72,005 1,880,029 SH SOLE 1,880,029 CLEAR CHANNEL COMMUNICATIONS OPT 184502100 $ 7,151 186,700 SH P SOLE 186,700 CLECO CORP NEW COM 12561W105 $ 194 11,849 SH SOLE 11,849 CLOROX CO DEL COM 189054109 $ 10,431 227,397 SH SOLE 227,397 CMGI INC COM 125750109 $ 65 41,887 SH SOLE 41,887 CMS ENERGY CORP COM 125896100 $ 1,133 153,667 SH SOLE 153,667 CNET NETWORKS INC COM 12613R104 $ 254 36,035 SH SOLE 36,035 CNF INC COM 12612W104 $ 4,553 142,056 SH SOLE 142,056 CNF INC OPT 12612W100 $ 2,564 80,000 SH P SOLE 80,000 COACH INC COM 189754104 $ 1,144 20,957 SH SOLE 20,957 COCA COLA CO COM 191216100 $ 149,762 3,486,070 SH SOLE 3,486,070 COCA COLA CO OPT 191216100 $ 30,716 715,000 SH C SOLE 715,000 COCA COLA CO OPT 191216100 $ 1,358 31,600 SH P SOLE 31,600 COCA COLA ENTERPRISES INC COM 191219104 $ 13,134 689,066 SH SOLE 689,066 COEUR D ALENE MINES CORP IDA COM 192108108 $ 74 23,913 SH SOLE 23,913 COGNEX CORP COM 192422103 $ 303 11,543 SH SOLE 11,543 COGNOS INC COM 19244C109 $ 437 14,087 SH SOLE 14,087 COGNOS INC OPT 19244C100 $ 698 22,500 SH C SOLE 22,500 COHU INC COM 192576106 $ 275 14,056 SH SOLE 14,056 COLGATE PALMOLIVE CO COM 194162103 $ 35,989 643,925 SH SOLE 643,925 COLGATE PALMOLIVE CO OPT 194162100 $ 894 16,000 SH C SOLE 16,000 COLONIAL PPTYS TR COM SH BEN INT 195872106 $ 231 6,406 SH SOLE 6,406 COMCAST CORP NEW CL A 20030N101 $ 160,269 5,200,164 SH SOLE 5,200,164 COMCAST CORP NEW OPT 20030N100 $ 925 30,000 SH C SOLE 30,000 COMERICA INC COM 200340107 $ 6,336 135,970 SH SOLE 135,970 COMMERCE BANCSHARES INC COM 200525103 $ 805 18,397 SH SOLE 18,397 COMMERCIAL FEDERAL CORPORATI COM 201647104 $ 1,936 79,492 SH SOLE 79,492 COMMERCIAL NET LEASE RLTY IN COM 202218103 $ 6,625 389,036 SH SOLE 389,036 COMMSCOPE INC COM 203372107 $ 2,097 173,909 SH SOLE 173,909 COMMUNITY FIRST BANKSHARES I COM 203902101 $ 660 24,811 SH SOLE 24,811 COMMUNITY HEALTH SYS INC NEW COM 203668108 $ 957 44,113 SH SOLE 44,113 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 $ 939 86,160 SH SOLE 86,160 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 $ 2,572 798,769 SH SOLE 798,769 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 $ 7,255 196,613 SH SOLE 196,613 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 $ 1,570 113,608 SH SOLE 113,608 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 $ 13,047 737,100 SH SOLE 737,100 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 $ 289 22,637 SH SOLE 22,637 COMPASS BANCSHARES INC COM 20449H109 $ 1,631 47,011 SH SOLE 47,011 COMPUCREDIT CORP COM 20478N100 $ 254 14,486 SH SOLE 14,486 COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 $ 39,353 30,595,000 PRN SOLE 30,595,000 COMPUTER ASSOC INTL INC OPT 204912100 $ 6,494 248,700 SH C SOLE 248,700 COMPUTER NETWORK TECHNOLOGY COM 204925101 $ 125 14,431 SH SOLE 14,431 COMPUTER SCIENCES CORP COM 205363104 $ 11,275 300,118 SH SOLE 300,118 COMPUWARE CORP COM 205638109 $ 2,620 488,778 SH SOLE 488,778 COMPUWARE CORP OPT 205638100 $ 134 25,000 SH C SOLE 25,000 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $ 390 16,304 SH SOLE 16,304 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $ 2,177 145,392 SH SOLE 145,392 CONAGRA FOODS INC COM 205887102 $ 22,563 1,062,277 SH SOLE 1,062,277 CONAGRA FOODS INC OPT 205887100 $ 7,753 365,000 SH C SOLE 365,000 CONAGRA FOODS INC OPT 205887100 $ 5,310 250,000 SH P SOLE 250,000 CONCORD CAMERA CORP COM 206156101 $ 354 33,228 SH SOLE 33,228 CONMED CORP COM 207410101 $ 247 11,988 SH SOLE 11,988 CONOCOPHILLIPS COM 20825C104 $ 49,770 909,049 SH SOLE 909,049 CONSECO INC *W EXP 09/10/200 208464123 $ 81 15,801 SH SOLE 15,801 CONSECO INC COM NEW 208464883 $ 1,336 73,950 SH SOLE 73,950 CONSOL ENERGY INC COM 20854P109 $ 2,565 138,059 SH SOLE 138,059 CONSOLIDATED EDISON INC COM 209115104 $ 6,853 168,137 SH SOLE 168,137

CONSTELLATION ENERGY GROUP I COM 210371100 $ 6,159 172,125 SH SOLE 172,125 CONTINENTAL AIRLS INC CL B 210795308 $ 5,228 315,346 SH SOLE 315,346 CONVERGYS CORP COM 212485106 $ 2,018 110,028 SH SOLE 110,028 COOPER CAMERON CORP COM 216640102 $ 3,451 74,672 SH SOLE 74,672 COOPER CAMERON CORP DBCV 5/1 216640AA0 $ 36,756 46,161,000 PRN SOLE 46,161,000 COOPER CAMERON CORP DBCV 1.750% 5/1 216640AB8 $ 9,800 10,000,000 PRN SOLE 10,000,000 COOPER INDS LTD CL A G24182100 $ 6,953 144,767 SH SOLE 144,767 COOPER TIRE & RUBR CO COM 216831107 $ 1,228 77,366 SH SOLE 77,366 COORS ADOLPH CO CL B 217016104 $ 2,866 53,312 SH SOLE 53,312 COPART INC COM 217204106 $ 466 42,878 SH SOLE 42,878 CORINTHIAN COLLEGES INC COM 218868107 $ 1,182 20,694 SH SOLE 20,694 CORN PRODS INTL INC COM 219023108 $ 288 9,038 SH SOLE 9,038 CORNING INC DBCV 11/0 219350AJ4 $ 103 136,000 PRN SOLE 136,000 CORNING INC NOTE 3.500%11/0 219350AK1 $ 112,385 95,953,000 PRN SOLE 95,953,000 CORNING INC OPT 219350100 $ 9,425 1,000,500 SH C SOLE 1,000,500 CORNING INC OPT 219350100 $ 4,686 497,500 SH P SOLE 497,500 CORRECTIONAL PPTYS TR COM 22025E104 $ 3,749 150,258 SH SOLE 150,258 CORUS GROUP PLC SPONSORED ADR 22087M101 $ 150 43,170 SH SOLE 43,170 CORVIS CORP COM 221009103 $ 45 34,895 SH SOLE 34,895 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 $ 1,386 1,922,000 PRN SOLE 1,922,000 COSTCO WHSL CORP NEW COM 22160K105 $ 23,541 755,730 SH SOLE 755,730 COSTCO WHSL CORP NEW OPT 22160K100 $ 8,566 275,000 SH C SOLE 275,000 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 103,551 1,322,833 SH SOLE 1,322,833 COUNTRYWIDE FINANCIAL CORP OPT 222372100 $ 16,478 210,500 SH P SOLE 210,500 COUSINS PPTYS INC COM 222795106 $ 1,034 37,257 SH SOLE 37,257 COVANCE INC COM 222816100 $ 330 14,727 SH SOLE 14,727 COX COMMUNICATIONS INC NEW CL A 224044107 $ 2,739 86,635 SH SOLE 86,635 COX COMMUNICATIONS INC NEW OPT 224044100 $ 1,423 45,000 SH C SOLE 45,000 COX COMMUNICATIONS INC NEW OPT 224044100 $ 53,422 1,689,500 SH P SOLE 1,689,500 CRANE CO COM 224399105 $ 1,069 45,682 SH SOLE 45,682 CREDIT SUISSE GROUP SPONSORED ADR 225401108 $ 2,697 84,358 SH SOLE 84,358 CRESCENT REAL ESTATE EQUITIE COM 225756105 $ 3,439 237,146 SH SOLE 237,146 CROMPTON CORP COM 227116100 $ 155 26,732 SH SOLE 26,732 CROSS TIMBERS RTY TR TR UNIT 22757R109 $ 444 21,127 SH SOLE - CROWN AMERN RLTY TR SH BEN INT 228186102 $ 381 32,051 SH SOLE 32,051 CROWN CASTLE INTL CORP OPT 228227100 $ 2,353 250,000 SH C SOLE 250,000 CROWN CASTLE INTL CORP OPT 228227100 $ 2,353 250,000 SH P SOLE 250,000 CROWN HOLDINGS INC COM 228368106 $ 248 36,784 SH SOLE 36,784 CROWN HOLDINGS INC OPT 228368100 $ 1,080 160,000 SH C SOLE 160,000 CSG SYS INTL INC COM 126349109 $ 291 19,618 SH SOLE 19,618 CSK AUTO CORP COM 125965103 $ 1,639 106,261 SH SOLE 106,261 CSX CORP COM 126408103 $ 9,179 313,795 SH SOLE 313,795 CUBIC CORP COM 229669106 $ 259 10,301 SH SOLE 10,301 CUBIST PHARMACEUTICALS INC COM 229678107 $ 747 68,815 SH SOLE 68,815 CUMMINS INC COM 231021106 $ 1,199 26,981 SH SOLE 26,981 CUMULUS MEDIA INC CL A 231082108 $ 392 22,828 SH SOLE 22,828 CUMULUS MEDIA INC OPT 231082100 $ 421 24,500 SH P SOLE 24,500 CUNO INC COM 126583103 $ 218 5,562 SH SOLE 5,562 CURAGEN CORP COM 23126R101 $ 206 40,905 SH SOLE 40,905 CURIS INC COM 231269101 $ 202 46,100 SH SOLE 46,100 CURTISS WRIGHT CORP COM 231561101 $ 210 2,969 SH SOLE 2,969 CV THERAPEUTICS INC COM 126667104 $ 403 18,299 SH SOLE 18,299 CVS CORP COM 126650100 $ 6,277 202,107 SH SOLE 202,107 CYMER INC COM 232572107 $ 245 5,943 SH SOLE 5,943 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 42,838 2,422,950 SH SOLE 2,422,950 CYTYC CORP COM 232946103 $ 502 33,432 SH SOLE 33,432 DAIMLERCHRYSLER AG OPT D1668R120 $ 12,394 353,500 SH C SOLE 353,500 DAIMLERCHRYSLER AG OPT D1668R120 $ 3,737 106,600 SH P SOLE 106,600 DANA CORP COM 235811106 $ 4,184 271,160 SH SOLE 271,160 DANAHER CORP DEL COM 235851102 $ 11,896 161,058 SH SOLE 161,058 DARDEN RESTAURANTS INC COM 237194105 $ 3,393 178,555 SH SOLE 178,555 DAVE & BUSTERS INC COM 23833N104 $ 833 80,828 SH SOLE 80,828 DEAN FOODS CO NEW COM 242370104 $ 4,363 140,614 SH SOLE 140,614 DEERE & CO COM 244199105 $ 22,266 417,669 SH SOLE 417,669 DEL MONTE FOODS CO COM 24522P103 $ 93 10,718 SH SOLE 10,718 DELL INC COM 24702R101 $ 42,799 1,280,650 SH SOLE 1,280,650 DELL INC OPT 24702R100 $ 58,067 1,737,500 SH P SOLE 1,737,500 DELPHI CORP COM 247126105 $ 9,577 1,058,214 SH SOLE 1,058,214 DELPHI FINL GROUP INC CL A 247131105 $ 240 5,149 SH SOLE 5,149 DELTA & PINE LD CO COM 247357106 $ 220 9,553 SH SOLE 9,553 DELTA AIR LINES INC DEL COM 247361108 $ 2,310 173,655 SH SOLE 173,655 DELUXE CORP COM 248019101 $ 3,708 92,381 SH SOLE 92,381 DENDRITE INTL INC COM 248239105 $ 206 13,569 SH SOLE 13,569 DENTSPLY INTL INC NEW COM 249030107 $ 1,486 33,139 SH SOLE 33,139 DEUTSCHE TELEKOM AG OPT 251566100 $ 25,848 1,790,000 SH C SOLE 1,790,000 DEUTSCHE TELEKOM AG OPT 251566100 $ 7,978 552,500 SH P SOLE 552,500 DEVON ENERGY CORP NEW COM 25179M103 $ 10,127 210,144 SH SOLE 210,144 DEVON ENERGY CORP NEW DBCV 6/2 25179MAD5 $ 3,151 5,835,000 PRN SOLE 5,835,000 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 $ 14,489 14,084,000 PRN SOLE 14,084,000 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 $ 5,333 5,241,000 PRN SOLE 5,241,000 DEVRY INC DEL COM 251893103 $ 1,604 67,786 SH SOLE 67,786 DIAGNOSTIC PRODS CORP COM 252450101 $ 503 13,834 SH SOLE 13,834 DIAL CORP NEW COM 25247D101 $ 2,884 133,871 SH SOLE 133,871 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 1,906 99,815 SH SOLE 99,815 DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC6 $ 5,096 9,000,000 PRN SOLE 9,000,000 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 $ 10,853 11,894,000 PRN SOLE 11,894,000 DIAMONDS TR UNIT SER 1 252787106 $ 37,715 404,972 SH SOLE 404,972 DIGITAL INSIGHT CORP COM 25385P106 $ 330 16,562 SH SOLE 16,562 DILLARDS INC CL A 254067101 $ 2,124 151,917 SH SOLE 151,917 DIME CMNTY BANCSHARES COM 253922108 $ 236 10,248 SH SOLE 10,248 DIMON INC COM 254394109 $ 92 13,386 SH SOLE 13,386 DIONEX CORP COM 254546104 $ 252 6,413 SH SOLE 6,413 DISCOVERY PARTNERS INTL INC COM 254675101 $ 84 14,270 SH SOLE 14,270 DISNEY WALT CO COM DISNEY 254687106 $ 60,318 2,990,486 SH SOLE 2,990,486 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 $ 8,864 8,680,000 PRN SOLE 8,680,000 DISNEY WALT CO OPT 254687100 $ 3,130 155,200 SH C SOLE 155,200 DISNEY WALT CO OPT 254687100 $ 29,755 1,475,200 SH P SOLE 1,475,200 DITECH COMMUNICATIONS CORP COM 25500M103 $ 448 51,128 SH SOLE 51,128 DOBSON COMMUNICATIONS CORP CL A 256069105 $ 89 10,919 SH SOLE 10,919 DOCUMENTUM INC NOTE 4.500% 4/0 256159AB0 $ 1,074 1,000,000 PRN SOLE 1,000,000 DOLLAR GEN CORP COM 256669102 $ 19,711 985,571 SH SOLE 985,571 DOLLAR GEN CORP OPT 256669100 $ 200 10,000 SH P SOLE 10,000 DOLLAR TREE STORES INC COM 256747106 $ 1,458 43,463 SH SOLE 43,463

DOMINION RES INC VA NEW COM 25746U109 $ 16,014 258,714 SH SOLE 258,714 DOMTAR INC COM 257561100 $ 171 15,235 SH SOLE 15,235 DONNELLEY R R & SONS CO COM 257867101 $ 2,763 111,084 SH SOLE 111,084 DOVER CORP COM 260003108 $ 284 8,033 SH SOLE 8,033 DOW CHEM CO COM 260543103 $ 34,313 1,054,495 SH SOLE 1,054,495 DOW CHEM CO OPT 260543100 $ 3,745 115,100 SH C SOLE 115,100 DOW CHEM CO OPT 260543100 $ 2,196 67,500 SH P SOLE 67,500 DOW JONES & CO INC COM 260561105 $ 4,517 95,405 SH SOLE 95,405 DOWNEY FINL CORP COM 261018105 $ 327 7,002 SH SOLE 7,002 DPL INC COM 233293109 $ 755 44,000 SH SOLE 44,000 DRS TECHNOLOGIES INC COM 23330X100 $ 2,149 89,059 SH SOLE 89,059 DST SYS INC DEL COM 233326107 $ 1,233 32,792 SH SOLE 32,792 DTE ENERGY CO COM 233331107 $ 12,591 341,308 SH SOLE 341,308 DU PONT E I DE NEMOURS & CO COM 263534109 $ 70,457 1,760,992 SH SOLE 1,760,992 DU PONT E I DE NEMOURS & CO OPT 263534100 $ 5,201 130,000 SH C SOLE 130,000 DUKE ENERGY CORP COM 264399106 $ 11,872 666,601 SH SOLE 666,601 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 $ 7,434 7,500,000 PRN SOLE 7,500,000 DUPONT PHOTOMASKS INC COM 26613X101 $ 264 11,616 SH SOLE 11,616 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 $ 209 21,943 SH SOLE 21,943 DYCOM INDS INC COM 267475101 $ 1,572 77,074 SH SOLE 77,074 DYNEGY INC NEW CL A 26816Q101 $ 737 204,782 SH SOLE 204,782 E M C CORP MASS COM 268648102 $ 33,979 2,690,341 SH SOLE 2,690,341 E M C CORP MASS OPT 268648100 $ 8,423 666,900 SH C SOLE 666,900 E M C CORP MASS OPT 268648100 $ 408 32,300 SH P SOLE 32,300 E PIPHANY INC COM 26881V100 $ 313 62,752 SH SOLE 62,752 E TRADE GROUP INC COM 269246104 $ 743 80,288 SH SOLE 80,288 EARTHLINK INC COM 270321102 $ 211 25,611 SH SOLE 25,611 EAST WEST BANCORP INC COM 27579R104 $ 268 6,268 SH SOLE 6,268 EASTMAN CHEM CO COM 277432100 $ 5,521 164,803 SH SOLE 164,803 EASTMAN KODAK CO COM 277461109 $ 17,279 825,183 SH SOLE 825,183 EATON CORP COM 278058102 $ 11,757 132,664 SH SOLE 132,664 EBAY INC COM 278642103 $ 21,056 392,541 SH SOLE 392,541 EBAY INC OPT 278642100 $ 110,756 2,064,800 SH P SOLE 2,064,800 ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD1 $ 54,776 53,768,000 PRN SOLE 53,768,000 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 $ 69,991 64,286,000 PRN SOLE 64,286,000 ECHOSTAR COMMUNICATIONS NEW OPT 278762100 $ 6,543 170,800 SH C SOLE 170,800 ECHOSTAR COMMUNICATIONS NEW OPT 278762100 $ 11,773 307,300 SH P SOLE 307,300 ECI TELECOM LTD ORD 268258100 $ 372 92,102 SH SOLE 92,102 ECLIPSYS CORP OPT 278856100 $ 1,449 90,000 SH C SOLE 90,000 ECOLAB INC COM 278865100 $ 6,046 239,430 SH SOLE 239,430 EDISON INTL COM 281020107 $ 10,798 565,324 SH SOLE 565,324 EDO CORP COM 281347104 $ 827 40,842 SH SOLE 40,842 EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 268353109 $ 704 30,630 SH SOLE 30,630 EDUCATION MGMT CORP COM 28139T101 $ 682 11,793 SH SOLE 11,793 EDWARDS AG INC COM 281760108 $ 1,659 43,202 SH SOLE 43,202 EDWARDS LIFESCIENCES CORP COM 28176E108 $ 1,342 49,553 SH SOLE 49,553 EFUNDS CORP COM 28224R101 $ 145 11,735 SH SOLE 11,735 EGL INC COM 268484102 $ 270 14,835 SH SOLE 14,835 EIDOS PLC SPONSORED ADR 282485101 $ 52 22,833 SH SOLE 22,833 EL PASO CORP COM 28336L109 $ 5,256 720,038 SH SOLE 720,038 EL PASO CORP DBCV 2/2 28336LAC3 $ 21,686 51,025,000 PRN SOLE 51,025,000 EL PASO ELEC CO COM NEW 283677854 $ 234 20,292 SH SOLE 20,292 ELAN FIN CORP LTD NOTE 12/1 284129AC7 $ 582 983,000 PRN SOLE 983,000 ELAN PLC OPT 284131200 $ 159 30,000 SH C SOLE 30,000 ELAN PLC OPT 284131200 $ 2,248 425,000 SH P SOLE 425,000 ELECTRONIC ARTS INC COM 285512109 $ 19,962 216,555 SH SOLE 216,555 ELECTRONIC ARTS INC OPT 285512100 $ 2,212 24,000 SH C SOLE 24,000 ELECTRONIC DATA SYS NEW COM 285661104 $ 2,140 105,926 SH SOLE 105,926 ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB0 $ 87 109,000 PRN SOLE 109,000 ELECTRONIC DATA SYS NEW OPT 285661100 $ 455 22,500 SH C SOLE 22,500 ELECTRONIC DATA SYS NEW OPT 285661100 $ 3,535 175,000 SH P SOLE 175,000 ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 284745AA4 $ 8,155 7,595,000 PRN SOLE 7,595,000 EMBARCADERO TECHNOLOGIES INC COM 290787100 $ 105 10,447 SH SOLE 10,447 EMERSON ELEC CO COM 291011104 $ 49,024 931,124 SH SOLE 931,124 EMMIS COMMUNICATIONS CORP CL A 291525103 $ 1,313 64,888 SH SOLE 64,888 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 $ 5,716 128,935 SH SOLE 128,935 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 $ 5,946 121,770 SH SOLE 121,770 ENDESA S A SPONSORED ADR 29258N107 $ 3,790 243,706 SH SOLE 243,706 ENERGEN CORP COM 29265N108 $ 2,393 66,132 SH SOLE 66,132 ENERGY EAST CORP COM 29266M109 $ 3,237 144,336 SH SOLE 144,336 ENGELHARD CORP COM 292845104 $ 2,671 96,518 SH SOLE 96,518 ENGINEERED SUPPORT SYS INC COM 292866100 $ 776 12,823 SH SOLE 12,823 ENI S P A SPONSORED ADR 26874R108 $ 640 8,360 SH SOLE 8,360 ENSCO INTL INC COM 26874Q100 $ 4,221 157,383 SH SOLE 157,383 ENTEGRIS INC COM 29362U104 $ 179 15,842 SH SOLE 15,842 ENTEGRIS INC OPT 29362U100 $ 170 15,000 SH P SOLE 15,000 ENTERASYS NETWORKS INC COM 293637104 $ 170 42,431 SH SOLE 42,431 ENTERCOM COMMUNICATIONS CORP CL A 293639100 $ 3,877 86,506 SH SOLE 86,506 ENTERGY CORP NEW COM 29364G103 $ 26,510 489,573 SH SOLE 489,573 ENZO BIOCHEM INC COM 294100102 $ 1,790 91,765 SH SOLE 91,765 ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB4 $ 8,741 10,500,000 PRN SOLE 10,500,000 EOG RES INC COM 26875P101 $ 7,356 176,237 SH SOLE 176,237 EQUANT N V NY REG SHS 294409107 $ 224 30,000 SH SOLE 30,000 EQUIFAX INC COM 294429105 $ 3,355 150,656 SH SOLE 150,656 EQUITY OFFICE PROPERTIES TRU COM 294741103 $ 27,330 992,732 SH SOLE 992,732 EQUITY ONE COM 294752100 $ 496 29,159 SH SOLE 29,159 EQUITY RESIDENTIAL SH BEN INT 29476L107 $ 6,161 210,414 SH SOLE 210,414 ERICSSON L M TEL CO ADR B SEK 10 294821608 $ 349 23,750 SH SOLE 23,750 ESPEED INC CL A 296643109 $ 232 10,256 SH SOLE 10,256 ESPERION THERAPEUTICS INC OPT 29664R100 $ 2,143 110,000 SH C SOLE 110,000 ESS TECHNOLOGY INC COM 269151106 $ 242 22,410 SH SOLE 22,410 ESTERLINE TECHNOLOGIES CORP COM 297425100 $ 465 24,085 SH SOLE 24,085 ETHAN ALLEN INTERIORS INC COM 297602104 $ 335 9,304 SH SOLE 9,304 EVEREST RE GROUP LTD COM G3223R108 $ 687 9,140 SH SOLE 9,140 EVERGREEN RES INC COM NO PAR 299900308 $ 2,789 103,289 SH SOLE 103,289 EVERGREEN RES INC OPT 299900300 $ 1,188 44,000 SH P SOLE 44,000 EXAR CORP COM 300645108 $ 493 35,098 SH SOLE 35,098 EXELIXIS INC COM 30161Q104 $ 257 35,994 SH SOLE 35,994 EXELON CORP COM 30161N101 $ 42,505 669,369 SH SOLE 669,369 EXPEDITORS INTL WASH INC COM 302130109 $ 1,543 44,856 SH SOLE 44,856 EXPRESS SCRIPTS INC COM 302182100 $ 3,472 56,813 SH SOLE 56,813 EXPRESS SCRIPTS INC OPT 302182100 $ 5,194 85,000 SH C SOLE 85,000 EXPRESSJET HOLDINGS INC CL A 30218U108 $ 1,700 123,189 SH SOLE 123,189

EXTENDED STAY AMER INC COM 30224P101 $ 1,839 123,154 SH SOLE 123,154 EXTREME NETWORKS INC COM 30226D106 $ 6,357 1,005,841 SH SOLE 1,005,841 EXXON MOBIL CORP COM 30231G102 $ 341,906 9,341,693 SH SOLE 9,341,693 EXXON MOBIL CORP OPT 30231G100 $ 7,796 213,000 SH C SOLE 213,000 FACTORY 2-U INC COM 303072102 $ 292 95,466 SH SOLE 95,466 FACTSET RESH SYS INC COM 303075105 $ 3,118 70,301 SH SOLE 70,301 FAIR ISAAC CORP COM 303250104 $ 1,628 27,619 SH SOLE 27,619 FAIR ISAAC CORP OPT 303250100 $ 2,653 45,000 SH P SOLE 45,000 FAIRCHILD CORP CL A 303698104 $ 111 22,354 SH SOLE 22,354 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 1,092 65,848 SH SOLE 65,848 FAMILY DLR STORES INC COM 307000109 $ 6,338 158,899 SH SOLE 158,899 FASTENAL CO COM 311900104 $ 1,435 37,997 SH SOLE 37,997 FEDERAL HOME LN MTG CORP COM 313400301 $ 98,573 1,882,964 SH SOLE 1,882,964 FEDERAL HOME LN MTG CORP OPT 313400300 $ 7,015 134,000 SH C SOLE 134,000 FEDERAL NATL MTG ASSN COM 313586109 $ 111,225 1,584,403 SH SOLE 1,584,403 FEDERAL NATL MTG ASSN OPT 313586100 $ 25,974 370,000 SH C SOLE 370,000 FEDERAL SIGNAL CORP COM 313855108 $ 1,083 72,682 SH SOLE 72,682 FEDERATED DEPT STORES INC DE COM 31410H101 $ 7,348 175,365 SH SOLE 175,365 FEDERATED INVS INC PA CL B 314211103 $ 4,087 147,538 SH SOLE 147,538 FEDEX CORP COM 31428X106 $ 6,479 100,566 SH SOLE 100,566 FELCOR LODGING TR INC COM 31430F101 $ 149 14,406 SH SOLE 14,406 FERRO CORP COM 315405100 $ 517 24,193 SH SOLE 24,193 FIDELITY NATL FINL INC COM 316326107 $ 7,243 240,965 SH SOLE 240,965 FIFTH THIRD BANCORP COM 316773100 $ 24,674 444,256 SH SOLE 444,256 FINISAR COM 31787A101 $ 35 15,234 SH SOLE 15,234 FIRST AMERN CORP CALIF COM 318522307 $ 5,222 209,736 SH SOLE 209,736 FIRST BANCORP P R COM 318672102 $ 1,959 63,696 SH SOLE 63,696 FIRST DATA CORP COM 319963104 $ 3,165 79,205 SH SOLE 79,205 FIRST DATA CORP DEBT 2.000% 3/0 319963AD6 $ 937 882,000 PRN SOLE 882,000 FIRST DATA CORP OPT 319963100 $ 4,196 105,000 SH C SOLE 105,000 FIRST HEALTH GROUP CORP COM 320960107 $ 1,326 50,508 SH SOLE 50,508 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 $ 1,413 44,050 SH SOLE 44,050 FIRST MIDWEST BANCORP DEL COM 320867104 $ 898 30,232 SH SOLE 30,232 FIRST TENN NATL CORP COM 337162101 $ 15,904 374,569 SH SOLE 374,569 FIRST UN REAL EST EQ&MTG INV SH BEN INT 337400105 $ 1,911 1,050,000 SH SOLE 1,050,000 FIRSTENERGY CORP COM 337932107 $ 21,668 679,254 SH SOLE 679,254 FIRSTFED FINL CORP COM 337907109 $ 202 5,123 SH SOLE 5,123 FISERV INC COM 337738108 $ 4,950 136,393 SH SOLE 136,393 FLAGSTAR BANCORP INC COM 337930101 $ 3,148 137,182 SH SOLE 137,182 FLEETBOSTON FINL CORP COM 339030108 $ 49,572 1,644,164 SH SOLE 1,644,164 FLEETWOOD ENTERPRISES INC COM 339099103 $ 1,975 213,026 SH SOLE 213,026 FLEXTRONICS INTL LTD ORD Y2573F102 $ 1,657 116,541 SH SOLE 116,541 FLIR SYS INC COM 302445101 $ 641 25,223 SH SOLE 25,223 FLORIDA ROCK INDS INC COM 341140101 $ 570 11,488 SH SOLE 11,488 FLOWERS FOODS INC COM 343498101 $ 258 11,325 SH SOLE 11,325 FLUOR CORP NEW COM 343412102 $ 2,349 62,919 SH SOLE 62,919 FMC TECHNOLOGIES INC COM 30249U101 $ 1,645 76,810 SH SOLE 76,810 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 $ 4,404 115,447 SH SOLE 115,447 FOOT LOCKER INC COM 344849104 $ 237 14,600 SH SOLE 14,600 FOOTSTAR INC COM 344912100 $ 991 146,608 SH SOLE 146,608 FOOTSTAR INC OPT 344912100 $ 220 32,500 SH P SOLE 32,500 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 $ 64,751 1,495,069 SH SOLE 1,495,069 FORD MTR CO DEL COM PAR $0.01 345370860 $ 7,961 739,141 SH SOLE 739,141 FOREST LABS INC COM 345838106 $ 89,919 1,747,701 SH SOLE 1,747,701 FOREST LABS INC OPT 345838100 $ 16,433 319,400 SH P SOLE 319,400 FOREST OIL CORP COM PAR $0.01 346091705 $ 3,819 159,447 SH SOLE 159,447 FORRESTER RESH INC COM 346563109 $ 1,466 102,656 SH SOLE 102,656 FORTUNE BRANDS INC COM 349631101 $ 8,043 141,720 SH SOLE 141,720 FORWARD AIR CORP COM 349853101 $ 550 19,848 SH SOLE 19,848 FOSSIL INC COM 349882100 $ 284 11,683 SH SOLE 11,683 FOUNDRY NETWORKS INC OPT 35063R100 $ 645 30,000 SH C SOLE 30,000 FOUNDRY NETWORKS INC OPT 35063R100 $ 8,039 373,900 SH P SOLE 373,900 FOX ENTMT GROUP INC CL A 35138T107 $ 4,168 148,928 SH SOLE 148,928 FPL GROUP INC COM 302571104 $ 38,135 603,395 SH SOLE 603,395 FRANCE TELECOM SPONSORED ADR 35177Q105 $ 9,559 411,306 SH SOLE 411,306 FRANKLIN RES INC COM 354613101 $ 4,446 100,563 SH SOLE 100,563 FRANKLIN RES INC NOTE 5/1 354613AC5 $ 1,359 2,255,000 PRN SOLE 2,255,000 FREDS INC CL A 356108100 $ 482 14,609 SH SOLE 14,609 FRESCO INDEX SHS FDS DJ EURO STX 50 35802T201 $ 27,616 987,000 SH SOLE 987,000 FRONTIER AIRLINES INC NEW COM 359065109 $ 244 14,849 SH SOLE 14,849 FULLER H B CO COM 359694106 $ 284 11,693 SH SOLE 11,693 G & K SVCS INC CL A 361268105 $ 207 5,931 SH SOLE 5,931 GALEN HLDGS PLC SPONSORED ADR 363240102 $ 893 19,590 SH SOLE 19,590 GALLAGHER ARTHUR J & CO COM 363576109 $ 4,116 145,551 SH SOLE 145,551 GALLAHER GROUP PLC SPONSORED ADR 363595109 $ 238,372 6,354,896 SH SOLE 6,354,896 GANNETT INC COM 364730101 $ 8,877 114,449 SH SOLE 114,449 GAP INC DEL COM 364760108 $ 17,336 1,012,600 SH SOLE 1,012,600 GAP INC DEL NOTE 5.750% 3/1 364760AJ7 $ 37,792 30,173,000 PRN SOLE 30,173,000 GAP INC DEL OPT 364760100 $ 1,452 84,800 SH P SOLE 84,800 GARTNER INC CL B 366651206 $ 2,576 236,521 SH SOLE 236,521 GATEWAY INC COM 367626108 $ 1,143 201,909 SH SOLE 201,909 GATX CORP COM 361448103 $ 990 46,824 SH SOLE 46,824 GBC BANCORP CALIF COM 361475106 $ 552 14,440 SH SOLE 479 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $ 127 26,773 SH SOLE 26,773 GENCORP INC COM 368682100 $ 98 10,968 SH SOLE 10,968 GENE LOGIC INC COM 368689105 $ 118 25,355 SH SOLE 25,355 GENENTECH INC OPT 368710400 $ 21,317 266,000 SH C SOLE 266,000 GENERAL COMMUNICATION INC CL A 369385109 $ 246 29,622 SH SOLE 29,622 GENERAL DYNAMICS CORP COM 369550108 $ 22,905 293,429 SH SOLE 293,429 GENERAL ELEC CO COM 369604103 $ 620,993 20,831,709 SH SOLE 20,831,709 GENERAL MLS INC COM 370334104 $ 8,046 170,931 SH SOLE 170,931 GENERAL MTRS CORP CL H NEW 370442832 $ 5,117 357,586 SH SOLE 357,586 GENERAL MTRS CORP COM 370442105 $ 287,861 7,033,005 SH SOLE 7,033,005 GENERAL MTRS CORP DEB SR CONV A 370442741 $ 97,527 3,956,485 PRN SOLE 3,956,485 GENERAL MTRS CORP DEB SR CONV B 370442733 $ 128,605 5,596,381 PRN SOLE 5,596,381 GENERAL MTRS CORP DEB SR CV C 33 370442717 $ 16,857 625,500 PRN SOLE 625,500 GENERAL MTRS CORP OPT 370442100 $ 14,309 349,600 SH C SOLE 349,600 GENERAL MTRS CORP OPT 370442100 $ 55,820 1,363,800 SH P SOLE 1,363,800 GENESCO INC COM 371532102 $ 337 20,986 SH SOLE 20,986 GEN-PROBE INC NEW COM 36866T103 $ 534 9,859 SH SOLE 9,859 GENTA INC COM NEW 37245M207 $ 261 20,615 SH SOLE 20,615 GENTEX CORP COM 371901109 $ 2,056 59,021 SH SOLE 59,021 GENUINE PARTS CO COM 372460105 $ 8,571 268,018 SH SOLE 268,018

GENZYME CORP COM GENL DIV 372917104 $ 20,147 435,052 SH SOLE 435,052 GEORGIA PAC CORP COM 373298108 $ 7,136 294,380 SH SOLE 294,380 GEORGIA PAC CORP OPT 373298100 $ 492 20,300 SH C SOLE 20,300 GILEAD SCIENCES INC COM 375558103 $ 7,844 139,964 SH SOLE 139,964 GILLETTE CO COM 375766102 $ 35,734 1,117,371 SH SOLE 1,117,371 GILLETTE CO OPT 375766100 $ 3,399 106,300 SH C SOLE 106,300 GILLETTE CO OPT 375766100 $ 3,198 100,000 SH P SOLE 100,000 GLAMIS GOLD LTD OPT 376775100 $ 132 10,000 SH C SOLE 10,000 GLOBAL INDS LTD COM 379336100 $ 228 49,939 SH SOLE 49,939 GLOBAL MARINE INC DBCV 6/2 379352AN7 $ 8,093 14,198,000 PRN SOLE 14,198,000 GLOBAL PMTS INC COM 37940X102 $ 4,727 131,302 SH SOLE 131,302 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 $ 14,293 1,008,693 SH SOLE 1,008,693 GOLDCORP INC NEW COM 380956409 $ 2,024 144,981 SH SOLE 144,981 GOLDEN WEST FINL CORP DEL COM 381317106 $ 948 10,592 SH SOLE 10,592 GOLDMAN SACHS GROUP INC COM 38141G104 $ 28,281 337,081 SH SOLE 337,081 GOLDMAN SACHS GROUP INC OPT 38141G100 $ 66,281 790,000 SH C SOLE 790,000 GOODRICH CORP COM 382388106 $ 5,526 227,964 SH SOLE 227,964 GOODYEAR TIRE & RUBR CO COM 382550101 $ 725 110,404 SH SOLE 110,404 GOODYEAR TIRE & RUBR CO OPT 382550100 $ 493 75,000 SH C SOLE 75,000 GOODYEAR TIRE & RUBR CO OPT 382550100 $ 131 20,000 SH P SOLE 20,000 GRACO INC COM 384109104 $ 509 13,557 SH SOLE 13,557 GRAFTECH INTL LTD COM 384313102 $ 176 21,970 SH SOLE 21,970 GRAINGER W W INC COM 384802104 $ 7,369 154,974 SH SOLE 154,974 GRANT PRIDECO INC COM 38821G101 $ 5,075 498,000 SH SOLE 498,000 GRAY TELEVISION INC COM 389375106 $ 145 12,403 SH SOLE 12,403 GREAT ATLANTIC & PAC TEA INC COM 390064103 $ 882 108,774 SH SOLE 108,774 GREAT LAKES CHEM CORP COM 390568103 $ 1,971 98,018 SH SOLE 98,018 GREAT PLAINS ENERGY INC COM 391164100 $ 1,215 40,067 SH SOLE 40,067 GREENPOINT FINL CORP COM 395384100 $ 2,349 78,676 SH SOLE 78,676 GRIFFON CORP COM 398433102 $ 215 11,967 SH SOLE 11,967 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 $ 1,771 120,470 SH SOLE 120,470 GTECH HLDGS CORP COM 400518106 $ 4,789 111,770 SH SOLE 111,770 GUCCI GROUP N V COM NY REG 401566104 $ 13,561 160,864 SH SOLE 160,864 GUIDANT CORP COM 401698105 $ 9,098 194,198 SH SOLE 194,198 GUIDANT CORP OPT 401698100 $ 4,638 99,000 SH P SOLE 99,000 GULFTERRA ENERGY PARTNERS LP COM 40274U108 $ 629 15,696 SH SOLE 15,696 HAIN CELESTIAL GROUP INC COM 405217100 $ 533 29,385 SH SOLE 29,385 HALLIBURTON CO COM 406216101 $ 89,700 3,698,977 SH SOLE 3,698,977 HANCOCK JOHN FINL SVCS INC COM 41014S106 $ 18,468 546,405 SH SOLE 546,405 HANDLEMAN CO DEL COM 410252100 $ 388 22,998 SH SOLE 22,998 HANSON PLC SPON ADR NEW 411352404 $ 5,303 165,810 SH SOLE 165,810 HARLAND JOHN H CO COM 412693103 $ 848 32,040 SH SOLE 32,040 HARLEY DAVIDSON INC COM 412822108 $ 33,332 691,541 SH SOLE 691,541 HARLEY DAVIDSON INC OPT 412822100 $ 1,301 27,000 SH C SOLE 27,000 HARMAN INTL INDS INC COM 413086109 $ 794 8,072 SH SOLE 8,072 HARMONIC INC COM 413160102 $ 146 23,368 SH SOLE 23,368 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 $ 3,745 258,431 SH SOLE 258,431 HARRAHS ENTMT INC COM 413619107 $ 5,507 130,784 SH SOLE 130,784 HARRIS CORP DEL COM 413875105 $ 2,440 68,176 SH SOLE 68,176 HARTE-HANKS INC COM 416196103 $ 2,972 161,157 SH SOLE 161,157 HARTFORD FINL SVCS GROUP INC COM 416515104 $ 17,111 325,126 SH SOLE 325,126 HASBRO INC COM 418056107 $ 3,602 192,846 SH SOLE 192,846 HAWAIIAN ELEC INDUSTRIES COM 419870100 $ 1,980 45,482 SH SOLE 45,482 HCA INC COM 404119109 $ 13,673 370,946 SH SOLE 370,946 HCA INC OPT 404119100 $ 12,256 332,500 SH C SOLE 332,500 HCA INC OPT 404119100 $ 3,778 102,500 SH P SOLE 102,500 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 $ 6,394 6,426,000 PRN SOLE 6,426,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 $ 5,238 240,145 SH SOLE 240,145 HEALTH NET INC COM 42222G108 $ 3,571 112,756 SH SOLE 112,756 HEALTHCARE RLTY TR COM 421946104 $ 914 28,570 SH SOLE 28,570 HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF8 $ 11,116 12,420,000 PRN SOLE 12,420,000 HEARST-ARGYLE TELEVISION INC COM 422317107 $ 1,451 59,975 SH SOLE 59,975 HEARTLAND EXPRESS INC COM 422347104 $ 380 15,838 SH SOLE 15,838 HECLA MNG CO COM 422704106 $ 315 60,074 SH SOLE 60,074 HEINZ H J CO COM 423074103 $ 14,392 419,848 SH SOLE 419,848 HEINZ H J CO OPT 423074100 $ 514 15,000 SH C SOLE 15,000 HEINZ H J CO OPT 423074100 $ 514 15,000 SH P SOLE 15,000 HELMERICH & PAYNE INC COM 423452101 $ 1,249 47,778 SH SOLE 47,778 HENRY JACK & ASSOC INC COM 426281101 $ 231 13,300 SH SOLE 13,300 HERCULES INC COM 427056106 $ 1,999 176,473 SH SOLE 176,473 HERITAGE PPTY INVT TR INC COM 42725M107 $ 507 17,546 SH SOLE 17,546 HEWITT ASSOCS INC COM 42822Q100 $ 808 33,187 SH SOLE 33,187 HEWLETT PACKARD CO COM 428236103 $ 69,589 3,594,488 SH SOLE 3,594,488 HEWLETT PACKARD CO NOTE 10/1 428236AC7 $ 883 1,802,000 PRN SOLE 1,802,000 HIBERNIA CORP CL A 428656102 $ 1,582 78,094 SH SOLE 78,094 HIGHWOODS PPTYS INC COM 431284108 $ 5,232 219,289 SH SOLE 219,289 HILB ROGAL & HAMILTON CO COM 431294107 $ 3,682 118,617 SH SOLE 118,617 HILFIGER TOMMY CORP OPT G8915Z100 $ 2,978 250,000 SH P SOLE 250,000 HILLENBRAND INDS INC COM 431573104 $ 3,000 53,178 SH SOLE 53,178 HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ2 $ 6,007 5,707,000 PRN SOLE 5,707,000 HILTON HOTELS CORP OPT 432848100 $ 4,337 267,400 SH C SOLE 267,400 HNC SOFTWARE INC NOTE 5.250% 9/0 40425PAC1 $ 8,022 6,770,000 PRN SOLE 6,770,000 HOLLINGER INTL INC CL A 435569108 $ 536 43,420 SH SOLE 43,420 HOLLY CORP COM PAR $0.01 435758305 $ 8,775 354,117 SH SOLE 354,117 HOLLYWOOD ENTMT CORP COM 436141105 $ 621 36,531 SH SOLE 36,531 HOME DEPOT INC COM 437076102 $ 83,147 2,610,580 SH SOLE 2,610,580 HOMESTORE INC COM 437852106 $ 31 11,255 SH SOLE 11,255 HON INDS INC COM 438092108 $ 3,071 83,090 SH SOLE 83,090 HONEYWELL INTL INC COM 438516106 $ 63,387 2,405,577 SH SOLE 2,405,577 HONEYWELL INTL INC OPT 438516100 $ 2,740 104,000 SH C SOLE 104,000 HONEYWELL INTL INC OPT 438516100 $ 6,303 239,200 SH P SOLE 239,200 HOOPER HOLMES INC COM 439104100 $ 153 23,054 SH SOLE 23,054 HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG9 $ 38,715 87,000,000 PRN SOLE 87,000,000 HORMEL FOODS CORP COM 440452100 $ 532 23,134 SH SOLE 23,134 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 $ 5,965 170,044 SH SOLE 170,044 HOT TOPIC INC COM 441339108 $ 267 11,851 SH SOLE 11,851 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 2,179 33,848 SH SOLE 33,848 HRPT PPTYS TR COM SH BEN INT 40426W101 $ 2,838 310,486 SH SOLE 310,486 HSBC HLDGS PLC SPON ADR NEW 404280406 $ 154,352 2,338,670 SH SOLE 2,338,670 HUBBELL INC CL B 443510201 $ 2,483 68,046 SH SOLE 68,046 HUDSON UNITED BANCORP COM 444165104 $ 3,877 110,249 SH SOLE 110,249 HUMAN GENOME SCIENCES INC COM 444903108 $ 469 34,144 SH SOLE 34,144 HUMANA INC COM 444859102 $ 3,151 174,581 SH SOLE 174,581

HUNTINGTON BANCSHARES INC COM 446150104 $ 4,695 236,512 SH SOLE 236,512 HYDRIL CO COM 448774109 $ 340 16,635 SH SOLE 16,635 HYPERCOM CORP COM 44913M105 $ 362 67,251 SH SOLE 67,251 HYPERION SOLUTIONS CORP COM 44914M104 $ 588 20,255 SH SOLE 20,255 ICN PHARMACEUTICALS INC NEW COM 448924100 $ 33,580 1,956,900 SH SOLE 1,956,900 ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM2 $ 4,981 5,250,000 PRN SOLE 5,250,000 ICN PHARMACEUTICALS INC NEW OPT 448924100 $ 5,560 324,000 SH P SOLE 324,000 ICU MED INC COM 44930G107 $ 891 32,832 SH SOLE 32,832 IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE5 $ 41,125 70,000,000 PRN SOLE 70,000,000 IDENTIX INC COM 451906101 $ 100 18,965 SH SOLE 18,965 IDEX CORP COM 45167R104 $ 299 8,210 SH SOLE 8,210 IDT CORP COM 448947101 $ 2,976 168,300 SH SOLE 168,300 ILLINOIS TOOL WKS INC COM 452308109 $ 29,816 449,981 SH SOLE 449,981 IMATION CORP COM 45245A107 $ 1,676 51,317 SH SOLE 51,317 IMC GLOBAL INC COM 449669100 $ 1,905 297,156 SH SOLE 297,156 IMC GLOBAL INC PFD CV 7.5% 449669209 $ 22,054 428,700 SH SOLE 428,700 IMCLONE SYS INC COM 45245W109 $ 356 9,133 SH SOLE 9,133 IMPAX LABORATORIES INC COM 45256B101 $ 222 17,758 SH SOLE 17,758 IMPERIAL CHEM INDS PLC ADR NEW 452704505 $ 2,792 250,400 SH SOLE 250,400 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 $ 687 20,796 SH SOLE 20,796 IMS HEALTH INC COM 449934108 $ 3,991 189,157 SH SOLE 189,157 INCO LTD OPT 453258400 $ 1,388 50,000 SH C SOLE 50,000 INCYTE CORP COM 45337C102 $ 328 70,946 SH SOLE 70,946 INDEPENDENCE CMNTY BK CORP COM 453414104 $ 517 14,731 SH SOLE 14,731 INET TECHNOLOGIES INC COM 45662V105 $ 205 15,953 SH SOLE 15,953 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 $ 6,122 474,936 SH SOLE 474,936 INFOCUS CORP COM 45665B106 $ 216 44,509 SH SOLE 44,509 INFORMATICA CORP COM 45666Q102 $ 512 68,775 SH SOLE 68,775 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 20,089 375,916 SH SOLE 375,916 INNKEEPERS USA TR COM 4576J0104 $ 557 64,017 SH SOLE 64,017 INPUT/OUTPUT INC COM 457652105 $ 58 14,949 SH SOLE 14,949 INSIGHT COMMUNICATIONS INC CL A 45768V108 $ 148 15,550 SH SOLE 15,550 INSIGHT ENTERPRISES INC COM 45765U103 $ 356 23,391 SH SOLE 23,391 INSPIRE PHARMACEUTICALS INC OPT 457733100 $ 1,556 90,000 SH C SOLE 90,000 INSPIRE PHARMACEUTICALS INC OPT 457733100 $ 1,556 90,000 SH P SOLE 90,000 INSTINET GROUP INC COM 457750107 $ 380 80,066 SH SOLE 80,066 INTEGRATED CIRCUIT SYS INC COM 45811K208 $ 693 23,055 SH SOLE 23,055 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 430 34,615 SH SOLE 34,615 INTEL CORP COM 458140100 $ 366,495 13,317,416 SH SOLE 13,317,416 INTEL CORP OPT 458140100 $ 13,427 487,900 SH P SOLE 487,900 INTER TEL INC COM 458372109 $ 359 14,624 SH SOLE 14,624 INTERACTIVECORP COM 45840Q101 $ 6,273 189,047 SH SOLE 189,047 INTERDIGITAL COMMUNICATIONS OPT 45866A100 $ 1,169 77,800 SH P SOLE 77,800 INTERFACE INC CL A 458665106 $ 73 13,533 SH SOLE 13,533 INTERMET CORP COM 45881K104 $ 60 13,870 SH SOLE 13,870 INTERMUNE INC NOTE 5.750% 7/1 45884XAA1 $ 4,713 5,000,000 PRN SOLE 5,000,000 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 329,463 3,729,914 SH SOLE 3,729,914 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 $ 3,763 113,761 SH SOLE 113,761 INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 $ 9,978 14,920,000 PRN SOLE 14,920,000 INTERNATIONAL GAME TECHNOLOG OPT 459902100 $ 2,429 86,300 SH C SOLE 86,300 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 1,677 44,800 SH SOLE 44,800 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $ 996 22,697 SH SOLE 22,697 INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T109 $ 135 19,100 SH SOLE 19,100 INTERNET SEC SYS INC COM 46060X107 $ 197 15,757 SH SOLE 15,757 INTERPORE INTL COM 46062W107 $ 156 10,153 SH SOLE 10,153 INTERPORE INTL OPT 46062W100 $ 768 50,000 SH C SOLE 50,000 INTERPUBLIC GROUP COS INC COM 460690100 $ 4,946 350,301 SH SOLE 350,301 INTERPUBLIC GROUP COS INC NOTE 1.800% 9/1 460690AF7 $ 7,200 7,500,000 PRN SOLE 7,500,000 INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ9 $ 7,988 9,000,000 PRN SOLE 9,000,000 INTERPUBLIC GROUP COS INC OPT 460690100 $ 692 49,000 SH P SOLE 49,000 INTERSIL CORP CL A 46069S109 $ 770 32,358 SH SOLE 32,358 INTERWOVEN INC COM 46114T102 $ 37 13,817 SH SOLE 13,817 INTL PAPER CO COM 460146103 $ 26,379 676,047 SH SOLE 676,047 INTL PAPER CO OPT 460146100 $ 585 15,000 SH C SOLE 15,000 INTL PAPER CO OPT 460146100 $ 6,789 174,000 SH P SOLE 174,000 INTRADO INC OPT 46117A100 $ 205 9,000 SH C SOLE 9,000 INTUIT COM 461202103 $ 6,944 143,947 SH SOLE 143,947 INTUIT OPT 461202100 $ 13,025 270,000 SH C SOLE 270,000 INTUIT OPT 461202100 $ 4,342 90,000 SH P SOLE 90,000 INVACARE CORP COM 461203101 $ 291 7,747 SH SOLE 7,747 INVERNESS MED INNOVATIONS IN COM 46126P106 $ 21,622 851,274 SH SOLE 851,274 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 $ 282 14,725 SH SOLE 14,725 INVITROGEN CORP NOTE 5.500% 3/0 46185RAB6 $ 23,318 22,639,000 PRN SOLE 22,639,000 IOMEGA CORP COM NEW 462030305 $ 1,281 114,972 SH SOLE 114,972 IRELAND BK SPONSORED ADR 46267Q103 $ 60,068 1,232,664 SH SOLE 1,232,664 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 $ 596 64,756 SH SOLE 64,756 IRWIN FINL CORP COM 464119106 $ 208 8,549 SH SOLE 8,549 ISHARES INC MSCI ITALY 464286855 $ 3,724 215,000 SH SOLE 215,000 ISHARES INC MSCI MEXICO 464286822 $ 276 17,900 SH SOLE 17,900 ISHARES TR DJ US CON CYCL 464287580 $ 1,042 20,900 SH SOLE 20,900 ISHARES TR DJ US FINL SVC 464287770 $ 3,482 37,500 SH SOLE 37,500 ISHARES TR DJ US INDUSTRL 464287754 $ 3,762 88,300 SH SOLE 88,300 ISHARES TR DJ US TECH SEC 464287721 $ 27,012 626,300 SH SOLE 626,300 ISHARES TR DJ US UTILS 464287697 $ 450 8,400 SH SOLE 8,400 ISHARES TR GLMN SCHS SOFT 464287515 $ 8,819 262,000 SH SOLE 262,000 ISHARES TR RUSL 2000 GROW 464287648 $ 9,745 185,300 SH SOLE 185,300 ISHARES TR RUSL 2000 VALU 464287630 $ 6,000 43,300 SH SOLE 43,300 ISHARES TR RUSSELL 1000 464287622 $ 8,797 164,454 SH SOLE 164,454 ISHARES TR RUSSELL 2000 464287655 $ 17,291 178,170 SH SOLE 178,170 ISHARES TR RUSSELL1000GRW 464287614 $ 1,215 28,500 SH SOLE 28,500 ISHARES TR S&P 500 INDEX 464287200 $ 54,783 548,377 SH SOLE 548,377 ISHARES TR S&P MIDCAP 400 464287507 $ 2,705 26,500 SH SOLE 26,500 ISHARES TR S&P SMLCAP 600 464287804 $ 22,220 189,300 SH SOLE 189,300 ISHARES TR S&P SMLCP VALU 464287879 $ 1,741 20,145 SH SOLE 20,145 ISHARES TR S&P500/BAR VAL 464287408 $ 5,270 108,300 SH SOLE 108,300 ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC8 $ 730 888,000 PRN SOLE 888,000 ISTAR FINL INC COM 45031U101 $ 11,947 306,726 SH SOLE 306,726 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 539 11,246 SH SOLE 11,246 ITT INDS INC IND COM 450911102 $ 8,196 136,958 SH SOLE 136,958 IVAX CORP NOTE 4.500% 5/1 465823AG7 $ 7,963 8,115,000 PRN SOLE 8,115,000 IVAX CORP NOTE 5.500% 5/1 465823AD4 $ 7,193 7,052,000 PRN SOLE 7,052,000 J JILL GROUP INC COM 466189107 $ 239 20,697 SH SOLE 20,697 J P MORGAN CHASE & CO COM 46625H100 $ 155,712 4,535,745 SH SOLE 4,535,745

J P MORGAN CHASE & CO OPT 46625H100 $ 10,024 292,000 SH C SOLE 292,000 J P MORGAN CHASE & CO OPT 46625H100 $ 8,672 252,600 SH P SOLE 252,600 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 $ 297 7,842 SH SOLE 7,842 JABIL CIRCUIT INC COM 466313103 $ 907 34,826 SH SOLE 34,826 JACK IN THE BOX INC COM 466367109 $ 1,723 96,773 SH SOLE 96,773 JACUZZI BRANDS INC COM 469865109 $ 82 13,284 SH SOLE 13,284 JAKKS PAC INC COM 47012E106 $ 143 11,660 SH SOLE 11,660 JANUS CAP GROUP INC COM 47102X105 $ 25,492 1,824,782 SH SOLE 1,824,782 JDS UNIPHASE CORP COM 46612J101 $ 3,365 934,763 SH SOLE 934,763 JDS UNIPHASE CORP OPT 46612J100 $ 585 162,500 SH P SOLE 162,500 JEFFERIES GROUP INC NEW COM 472319102 $ 395 13,752 SH SOLE 13,752 JEFFERSON PILOT CORP COM 475070108 $ 5,099 114,889 SH SOLE 114,889 JETBLUE AWYS CORP COM 477143101 $ 510 8,378 SH SOLE 8,378 JLG INDS INC COM 466210101 $ 124 10,783 SH SOLE 10,783 JO-ANN STORES INC CL B NON VTG 47758P208 $ 1,489 61,032 SH SOLE 61,032 JOHNSON & JOHNSON COM 478160104 $ 252,535 5,099,647 SH SOLE 5,099,647 JOHNSON & JOHNSON OPT 478160100 $ 34,644 699,600 SH P SOLE 699,600 JOHNSON CTLS INC COM 478366107 $ 6,341 67,028 SH SOLE 67,028 JONES APPAREL GROUP INC COM 480074103 $ 7,109 237,534 SH SOLE 237,534 JONES APPAREL GROUP INC / NOTE 2/0 480081AD0 $ 4,500 8,201,000 PRN SOLE 8,201,000 JONES LANG LASALLE INC COM 48020Q107 $ 498 26,907 SH SOLE 26,907 JOURNAL REGISTER CO COM 481138105 $ 926 49,402 SH SOLE 49,402 JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 $ 881 904,000 PRN SOLE 904,000 K V PHARMACEUTICAL CO CL A 482740206 $ 473 21,026 SH SOLE 21,026 KANSAS CITY SOUTHERN COM NEW 485170302 $ 464 41,875 SH SOLE 41,875 KAYDON CORP COM 486587108 $ 1,846 77,759 SH SOLE 77,759 KB HOME COM 48666K109 $ 9,865 165,354 SH SOLE 165,354 KEANE INC COM 486665102 $ 251 19,645 SH SOLE 19,645 KELLOGG CO COM 487836108 $ 21,162 634,548 SH SOLE 634,548 KELLOGG CO OPT 487836100 $ 667 20,000 SH C SOLE 20,000 KELLWOOD CO COM 488044108 $ 222 6,650 SH SOLE 6,650 KELLY SVCS INC CL A 488152208 $ 246 9,860 SH SOLE 9,860 KEMET CORP COM 488360108 $ 2,097 164,635 SH SOLE 164,635 KENNAMETAL INC COM 489170100 $ 3,090 82,607 SH SOLE 82,607 KERR MCGEE CORP COM 492386107 $ 5,646 126,477 SH SOLE 126,477 KERR MCGEE CORP SDCV 5.250% 2/1 492386AP2 $ 12,290 11,705,000 PRN SOLE 11,705,000 KEYCORP NEW COM 493267108 $ 17,933 701,311 SH SOLE 701,311 KEYSPAN CORP COM 49337W100 $ 8,950 255,138 SH SOLE 255,138 KFORCE INC COM 493732101 $ 115 14,800 SH SOLE 14,800 KIMBERLY CLARK CORP COM 494368103 $ 23,531 458,506 SH SOLE 458,506 KIMBERLY CLARK CORP OPT 494368100 $ 17,300 337,100 SH C SOLE 337,100 KIMCO REALTY CORP COM 49446R109 $ 351 8,568 SH SOLE 8,568 KINDER MORGAN INC KANS COM 49455P101 $ 23,158 428,768 SH SOLE 428,768 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 $ 16,571 434,132 SH SOLE 434,132 KING PHARMACEUTICALS INC COM 495582108 $ 3,091 204,008 SH SOLE 204,008 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 $ 2,161 2,378,000 PRN SOLE 2,378,000 KING PHARMACEUTICALS INC OPT 495582100 $ 242 16,000 SH P SOLE 16,000 KINROSS GOLD CORP OPT 496902200 $ 224 30,000 SH C SOLE 30,000 KLA-TENCOR CORP COM 482480100 $ 7,461 144,601 SH SOLE 144,601 KNIGHT RIDDER INC COM 499040103 $ 684 10,258 SH SOLE 10,258 KNIGHT TRANSN INC COM 499064103 $ 307 12,197 SH SOLE 12,197 KOHLS CORP COM 500255104 $ 39,944 746,623 SH SOLE 746,623 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 $ 94,584 4,126,707 SH SOLE 4,126,707 KOPIN CORP COM 500600101 $ 351 50,963 SH SOLE 50,963 KORN FERRY INTL COM NEW 500643200 $ 569 68,914 SH SOLE 68,914 KRAFT FOODS INC CL A 50075N104 $ 5,623 190,610 SH SOLE 190,610 KRAFT FOODS INC OPT 50075N100 $ 1,180 40,000 SH P SOLE 40,000 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 6,276 163,004 SH SOLE 163,004 KRISPY KREME DOUGHNUTS INC OPT 501014100 $ 431 11,200 SH C SOLE 11,200 KROGER CO OPT 501044100 $ 17,781 995,000 SH C SOLE 995,000 KROLL INC COM 501049100 $ 330 17,743 SH SOLE 17,743 KULICKE & SOFFA INDS INC NOTE 4.750%12/1 501242AE1 $ 6,046 6,900,000 PRN SOLE 6,900,000 KYPHON INC COM 501577100 $ 207 10,618 SH SOLE 10,618 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $ 2,641 61,055 SH SOLE 61,055 L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB0 $ 44,483 39,850,000 PRN SOLE 39,850,000 LA QUINTA CORP PAIRED CTF 50419U202 $ 154 24,658 SH SOLE 24,658 LA Z BOY INC COM 505336107 $ 2,152 96,955 SH SOLE 96,955 LABOR READY INC COM NEW 505401208 $ 849 84,429 SH SOLE 84,429 LABORATORY CORP AMER HLDGS COM NEW 50540R409 $ 9,414 328,009 SH SOLE 328,009 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC6 $ 23,216 33,345,000 PRN SOLE 33,345,000 LABRANCHE & CO INC COM 505447102 $ 3,615 247,609 SH SOLE 247,609 LAM RESEARCH CORP COM 512807108 $ 545 24,513 SH SOLE 24,513 LAMAR ADVERTISING CO CL A 512815101 $ 586 19,888 SH SOLE 19,888 LANCASTER COLONY CORP COM 513847103 $ 285 7,152 SH SOLE 7,152 LANDAMERICA FINL GROUP INC COM 514936103 $ 1,611 35,151 SH SOLE 35,151 LANDRYS RESTAURANTS INC COM 51508L103 $ 1,360 66,024 SH SOLE 66,024 LANDSTAR SYS INC COM 515098101 $ 304 4,953 SH SOLE 4,953 LATTICE SEMICONDUCTOR CORP COM 518415104 $ 373 51,986 SH SOLE 51,986 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 912 23,994 SH SOLE 23,994 LEAR CORP NOTE 2/2 521865AG0 $ 12 25,000 PRN SOLE 25,000 LEAR CORP OPT 521865100 $ 6,580 125,000 SH C SOLE 125,000 LEGATO SYS INC COM 524651106 $ 5,411 478,854 SH SOLE 478,854 LEGATO SYS INC OPT 524651100 $ 339 30,000 SH C SOLE 30,000 LEGG MASON INC NOTE 6/0 524901AG0 $ 2,378 3,964,000 PRN SOLE 3,964,000 LEGG MASON INC OPT 524901100 $ 1,227 17,000 SH C SOLE 17,000 LEGGETT & PLATT INC COM 524660107 $ 8,326 384,906 SH SOLE 384,906 LEHMAN BROS HLDGS INC COM 524908100 $ 9,093 131,630 SH SOLE 131,630 LEHMAN BROS HLDGS INC OPT 524908100 $ 35,922 520,000 SH C SOLE 520,000 LENNAR CORP CL A 526057104 $ 409 5,254 SH SOLE 5,254 LENNAR CORP CL B 526057302 $ 52,075 694,521 SH SOLE 694,521 LENNAR CORP OPT 526057100 $ 436 5,600 SH C SOLE 5,600 LENNOX INTL INC COM 526107107 $ 215 14,690 SH SOLE 14,690 LENNOX INTL INC NOTE 6.250% 6/0 526107AB3 $ 14,820 12,859,000 PRN SOLE 12,859,000 LEUCADIA NATL CORP COM 527288104 $ 3,201 84,565 SH SOLE 84,565 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 955 176,226 SH SOLE 176,226 LEXAR MEDIA INC COM 52886P104 $ 173 10,149 SH SOLE 10,149 LEXINGTON CORP PPTYS TR COM 529043101 $ 2,626 137,046 SH SOLE 137,046 LEXMARK INTL NEW CL A 529771107 $ 8,731 138,559 SH SOLE 138,559 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 $ 4,632 6,015,000 PRN SOLE 6,015,000 LIBERTY MEDIA CORP NEW COM SER A 530718105 $ 187,931 18,849,664 SH SOLE 18,849,664 LIBERTY MEDIA CORP NEW OPT 530718100 $ 932 93,500 SH C SOLE 93,500 LIBERTY MEDIA CORP NEW OPT 530718100 $ 1,374 137,800 SH P SOLE 137,800 LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE9 $ 4,595 4,882,000 PRN SOLE 4,882,000

LILLY ELI & CO COM 532457108 $ 94,100 1,584,178 SH SOLE 1,584,178 LILLY ELI & CO OPT 532457100 $ 1,592 26,800 SH P SOLE 26,800 LIMITED BRANDS INC COM 532716107 $ 22,519 1,493,322 SH SOLE 1,493,322 LIMITED BRANDS INC OPT 532716100 $ 1,009 66,900 SH C SOLE 66,900 LINCARE HLDGS INC COM 532791100 $ 1,263 34,501 SH SOLE 34,501 LINCOLN NATL CORP IND COM 534187109 $ 8,607 243,266 SH SOLE 243,266 LINEAR TECHNOLOGY CORP COM 535678106 $ 9,898 275,486 SH SOLE 275,486 LINEAR TECHNOLOGY CORP OPT 535678100 $ 1,549 43,100 SH C SOLE 43,100 LINENS N THINGS INC COM 535679104 $ 1,048 44,075 SH SOLE 44,075 LNR PPTY CORP NOTE 5.500% 3/0 501940AF7 $ 37,785 33,000,000 PRN SOLE 33,000,000 LOCKHEED MARTIN CORP COM 539830109 $ 15,988 346,428 SH SOLE 346,428 LOEWS CORP COM 540424108 $ 10,404 257,712 SH SOLE 257,712 LOEWS CORP NOTE 3.125% 9/1 540424AL2 $ 4,754 5,112,000 PRN SOLE 5,112,000 LONE STAR TECHNOLOGIES INC COM 542312103 $ 2,654 196,750 SH SOLE 196,750 LONGS DRUG STORES CORP COM 543162101 $ 379 18,819 SH SOLE 18,819 LOUISIANA PAC CORP COM 546347105 $ 2,695 195,573 SH SOLE 195,573 LOWES COS INC NOTE 2/1 548661CF2 $ 3,614 4,196,000 PRN SOLE 4,196,000 LOWES COS INC NOTE 0.861%10/1 548661CG0 $ 31,267 30,028,000 PRN SOLE 30,028,000 LOWES COS INC OPT 548661100 $ 9,550 184,000 SH P SOLE 184,000 LSI LOGIC CORP COM 502161102 $ 4,485 498,853 SH SOLE 498,853 LUBRIZOL CORP COM 549271104 $ 2,703 83,303 SH SOLE 83,303 LUCENT TECHNOLOGIES INC COM 549463107 $ 518 239,793 SH SOLE 239,793 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 $ 2,427 2,585,000 PRN SOLE 2,585,000 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $ 3,003 3,120,000 PRN SOLE 3,120,000 LUCENT TECHNOLOGIES INC OPT 549463100 $ 1,871 866,400 SH C SOLE 866,400 LUCENT TECHNOLOGIES INC OPT 549463100 $ 1,566 724,900 SH P SOLE 724,900 LUMINEX CORP DEL COM 55027E102 $ 97 14,547 SH SOLE 14,547 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 $ 655 45,857 SH SOLE 45,857 LYONDELL CHEMICAL CO COM 552078107 $ 4,428 346,516 SH SOLE 346,516 M & T BK CORP COM 55261F104 $ 11,556 132,374 SH SOLE 132,374 M D C HLDGS INC COM 552676108 $ 393 7,276 SH SOLE 7,276 MACDERMID INC COM 554273102 $ 205 7,763 SH SOLE 7,763 MACROVISION CORP COM 555904101 $ 305 16,496 SH SOLE 16,496 MAF BANCORP INC COM 55261R108 $ 285 7,466 SH SOLE 7,466 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 $ 93 11,612 SH SOLE 11,612 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 $ 14,928 798,729 SH SOLE 798,729 MANDALAY RESORT GROUP COM 562567107 $ 366 9,231 SH SOLE 9,231 MANDALAY RESORT GROUP OPT 562567100 $ 3,814 96,300 SH C SOLE 96,300 MANHATTAN ASSOCS INC COM 562750109 $ 409 15,787 SH SOLE 15,787 MANOR CARE INC NEW COM 564055101 $ 2,059 68,648 SH SOLE 68,648 MANPOWER INC DBCV 8/1 56418HAC4 $ 17,395 28,000,000 PRN SOLE 28,000,000 MANUGISTICS GROUP INC COM 565011103 $ 76 13,775 SH SOLE 13,775 MANULIFE FINL CORP COM 56501R106 $ 2,541 87,911 SH SOLE 87,911 MARATHON OIL CORP COM 565849106 $ 11,097 389,355 SH SOLE 389,355 MARRIOTT INTL INC NEW CL A 571903202 $ 13,476 313,177 SH SOLE 313,177 MARRIOTT INTL INC NEW OPT 571903200 $ 10,413 242,000 SH P SOLE 242,000 MARSH & MCLENNAN COS INC COM 571748102 $ 34,609 726,934 SH SOLE 726,934 MARSHALL & ILSLEY CORP COM 571834100 $ 6,676 211,799 SH SOLE 211,799 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 505 54,625 SH SOLE 54,625 MARTIN MARIETTA MATLS INC COM 573284106 $ 658 18,042 SH SOLE 18,042 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 266 7,034 SH SOLE 7,034 MASCO CORP COM 574599106 $ 21,739 888,047 SH SOLE 888,047 MASSEY ENERGY CORP COM 576206106 $ 582 43,753 SH SOLE 43,753 MATTEL INC COM 577081102 $ 21,716 1,145,333 SH SOLE 1,145,333 MAVERICK TUBE CORP COM 577914104 $ 1,985 127,889 SH SOLE 127,889 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 10,912 277,025 SH SOLE 277,025 MAY DEPT STORES CO COM 577778103 $ 10,015 406,628 SH SOLE 406,628 MAYTAG CORP COM 578592107 $ 12,822 513,493 SH SOLE 513,493 MBIA INC COM 55262C100 $ 4,087 74,349 SH SOLE 74,349 MBNA CORP COM 55262L100 $ 41,082 1,801,841 SH SOLE 1,801,841 MBNA CORP OPT 55262L100 $ 5,068 222,300 SH C SOLE 222,300 MCCORMICK & CO INC COM NON VTG 579780206 $ 5,960 217,365 SH SOLE 217,365 MCDATA CORP CL A 580031201 $ 130 10,902 SH SOLE 10,902 MCDATA CORP CL B 580031102 $ 294 24,963 SH SOLE 24,963 MCDATA CORP OPT 580031100 $ 1,179 100,000 SH P SOLE 100,000 MCDATA CORP OPT 580031200 $ 2,565 215,000 SH P SOLE 215,000 MCDONALDS CORP COM 580135101 $ 66,286 2,815,906 SH SOLE 2,815,906 MCDONALDS CORP OPT 580135100 $ 5,591 237,500 SH C SOLE 237,500 MCGRAW HILL COS INC COM 580645109 $ 15,624 251,471 SH SOLE 251,471 MCKESSON CORP COM 58155Q103 $ 7,561 227,133 SH SOLE 227,133 MCKESSON CORP OPT 58155Q100 $ 210 6,300 SH C SOLE 6,300 MCKESSON CORP SDEB 4.500% 3/0 581556AG2 $ - 10,000 PRN SOLE 10,000 MEADWESTVACO CORP COM 583334107 $ 9,702 380,461 SH SOLE 380,461 MEDAREX INC NOTE 4.500% 7/0 583916AA9 $ 5,293 6,475,000 PRN SOLE 6,475,000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 13,230 510,238 SH SOLE 510,238 MEDCO HEALTH SOLUTIONS INC OPT 58405U100 $ 2,334 90,000 SH P SOLE 90,000 MEDIA GEN INC CL A 584404107 $ 690 11,287 SH SOLE 11,287 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 $ 219 32,658 SH SOLE 32,658 MEDICAL STAFFING NETWK HLDGS COM 58463F104 $ 97 12,838 SH SOLE 12,838 MEDICINES CO COM 584688105 $ 531 20,446 SH SOLE 20,446 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 10,476 178,767 SH SOLE 178,767 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 $ 668 573,000 PRN SOLE 573,000 MEDIMMUNE INC COM 584699102 $ 11,337 343,243 SH SOLE 343,243 MEDIMMUNE INC OPT 584699100 $ 1,189 36,000 SH P SOLE 36,000 MEDTRONIC INC COM 585055106 $ 56,424 1,202,559 SH SOLE 1,202,559 MEDTRONIC INC OPT 585055100 $ 6,334 135,000 SH C SOLE 135,000 MEDTRONIC INC OPT 585055100 $ 6,334 135,000 SH P SOLE 135,000 MELLON FINL CORP COM 58551A108 $ 11,356 376,773 SH SOLE 376,773 MELLON FINL CORP OPT 58551A100 $ 1,356 45,000 SH C SOLE 45,000 MEMBERWORKS INC COM 586002107 $ 409 12,892 SH SOLE 12,892 MEMC ELECTR MATLS INC COM 552715104 $ 4,750 435,410 SH SOLE 435,410 MENS WEARHOUSE INC COM 587118100 $ 253 9,882 SH SOLE 9,882 MENTOR CORP MINN COM 587188103 $ 309 13,547 SH SOLE 13,547 MERANT PLC SPONSORED ADR 587336108 $ 163 14,100 SH SOLE 14,100 MERCK & CO INC COM 589331107 $ 123,041 2,430,673 SH SOLE 2,430,673 MERCK & CO INC OPT 589331100 $ 24,424 482,500 SH C SOLE 482,500 MERCK & CO INC OPT 589331100 $ 19,357 382,400 SH P SOLE 382,400 MERCURY COMPUTER SYS COM 589378108 $ 213 9,982 SH SOLE 9,982 MEREDITH CORP COM 589433101 $ 4,871 105,508 SH SOLE 105,508 MERIDIAN GOLD INC COM 589975101 $ 1,925 164,100 SH SOLE 164,100 MERIDIAN GOLD INC OPT 589975100 $ 528 45,000 SH C SOLE 45,000 MERRILL LYNCH & CO INC COM 590188108 $ 10,565 197,373 SH SOLE 197,373 MERRILL LYNCH & CO INC FRNT 3/1 590188A73 $ 24,511 24,070,000 SH SOLE 24,070,000

MERRILL LYNCH & CO INC NOTE 5/2 590188A65 $ 8,251 15,423,000 PRN SOLE 15,423,000 MERRILL LYNCH & CO INC OPT 590188100 $ 27,488 513,500 SH C SOLE 513,500 MERRILL LYNCH & CO INC OPT 590188100 $ 10,438 195,000 SH P SOLE 195,000 METHANEX CORP COM 59151K108 $ 416 44,443 SH SOLE 44,443 METHODE ELECTRS INC CL A 591520200 $ 339 28,743 SH SOLE 28,743 METLIFE INC COM 59156R108 $ 41,604 1,483,201 SH SOLE 1,483,201 METRIS COS INC COM 591598107 $ 895 217,200 SH SOLE 217,200 METRIS COS INC OPT 591598100 $ 711 172,500 SH P SOLE 172,500 METRO GOLDWYN MAYER INC COM 591610100 $ 2,455 160,050 SH SOLE 160,050 METRO ONE TELECOMMUNICATIONS COM 59163F105 $ 166 47,472 SH SOLE 47,472 MGI PHARMA INC OPT 552880100 $ 3,668 95,000 SH C SOLE 95,000 MGIC INVT CORP WIS COM 552848103 $ 2,806 53,898 SH SOLE 53,898 MGIC INVT CORP WIS OPT 552848100 $ 989 19,000 SH C SOLE 19,000 MGM MIRAGE COM 552953101 $ 6,579 180,000 SH SOLE 180,000 MICHAELS STORES INC COM 594087108 $ 326 7,996 SH SOLE 7,996 MICROCHIP TECHNOLOGY INC COM 595017104 $ 2,976 124,200 SH SOLE 124,200 MICROCHIP TECHNOLOGY INC OPT 595017100 $ 527 22,000 SH P SOLE 22,000 MICROMUSE INC COM 595094103 $ 333 40,648 SH SOLE 40,648 MICRON TECHNOLOGY INC COM 595112103 $ 30,612 2,281,068 SH SOLE 2,281,068 MICRON TECHNOLOGY INC OPT 595112100 $ 6,842 509,800 SH C SOLE 509,800 MICRON TECHNOLOGY INC OPT 595112100 $ 2,216 165,100 SH P SOLE 165,100 MICROSEMI CORP COM 595137100 $ 177 11,673 SH SOLE 11,673 MICROSOFT CORP COM 594918104 $ 150,600 5,417,279 SH SOLE 5,417,279 MICROSOFT CORP OPT 594918100 $ 979 35,200 SH C SOLE 35,200 MICROSOFT CORP OPT 594918100 $ 56,634 2,037,200 SH P SOLE 2,037,200 MID ATLANTIC MED SVCS INC COM 59523C107 $ 3,251 63,212 SH SOLE 63,212 MILACRON INC COM 598709103 $ 24 10,363 SH SOLE 10,363 MILLENNIUM CHEMICALS INC COM 599903101 $ 1,457 152,590 SH SOLE 152,590 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 2,068 133,875 SH SOLE 133,875 MILLER HERMAN INC COM 600544100 $ 282 12,383 SH SOLE 12,383 MILLIPORE CORP COM 601073109 $ 3,136 68,092 SH SOLE 68,092 MMO2 PLC ADR 55309W101 $ 8,227 871,548 SH SOLE 871,548 MODINE MFG CO COM 607828100 $ 212 8,868 SH SOLE 8,868 MOLEX INC CL A 608554200 $ 230 9,393 SH SOLE 9,393 MOLEX INC COM 608554101 $ 5,755 201,356 SH SOLE 201,356 MONSANTO CO NEW COM 61166W101 $ 12,342 515,557 SH SOLE 515,557 MONSTER WORLDWIDE INC COM 611742107 $ 1,757 69,667 SH SOLE 69,667 MONY GROUP INC COM 615337102 $ 338 10,392 SH SOLE 10,392 MOODYS CORP COM 615369105 $ 14,429 262,485 SH SOLE 262,485 MOOG INC CL A 615394202 $ 554 14,120 SH SOLE 14,120 MOORE WALLACE INC COM 615857109 $ 1,056 74,393 SH SOLE 74,393 MORGAN STANLEY COM NEW 617446448 $ 99,486 1,971,580 SH SOLE 1,971,580 MORGAN STANLEY OPT 617446440 $ 12,615 250,000 SH P SOLE 250,000 MOTOROLA INC COM 620076109 $ 7,716 645,688 SH SOLE 645,688 MOTOROLA INC OPT 620076100 $ 10,468 876,000 SH C SOLE 876,000 MOTOROLA INC OPT 620076100 $ 908 76,000 SH P SOLE 76,000 MPS GROUP INC COM 553409103 $ 1,098 121,976 SH SOLE 121,976 MRV COMMUNICATIONS INC COM 553477100 $ 36 12,980 SH SOLE 12,980 MSC INDL DIRECT INC CL A 553530106 $ 1,322 63,407 SH SOLE 63,407 MSC SOFTWARE CORP COM 553531104 $ 472 65,591 SH SOLE 65,591 MTR GAMING GROUP INC COM 553769100 $ 212 24,494 SH SOLE 24,494 MUELLER INDS INC COM 624756102 $ 219 8,590 SH SOLE 8,590 MULTIMEDIA GAMES INC OPT 625453100 $ 546 15,000 SH C SOLE 15,000 MYKROLIS CORP COM 62852P103 $ 1,124 92,609 SH SOLE 92,609 MYLAN LABS INC COM 628530107 $ 54,525 1,410,744 SH SOLE 1,410,744 MYLAN LABS INC OPT 628530100 $ 4,240 109,700 SH P SOLE 109,700 NABORS INDS INC DBCV 2/0 629568AF3 $ 51,697 79,995,000 PRN SOLE 79,995,000 NABORS INDUSTRIES LTD OPT G6359F100 $ 3,167 85,000 SH C SOLE 85,000 NABORS INDUSTRIES LTD SHS G6359F103 $ 1,619 43,452 SH SOLE 43,452 NASDAQ 100 TR OPT 631100100 $ 17,919 552,700 SH P SOLE 552,700 NASDAQ 100 TR UNIT SER 1 631100104 $ 60,889 1,878,138 SH SOLE 1,878,138 NATIONAL CITY CORP COM 635405103 $ 29,995 1,018,164 SH SOLE 1,018,164 NATIONAL COMMERCE FINL CORP COM 63545P104 $ 8,314 334,152 SH SOLE 334,152 NATIONAL FUEL GAS CO N J COM 636180101 $ 721 31,559 SH SOLE 31,559 NATIONAL HEALTH INVS INC COM 63633D104 $ 1,127 61,845 SH SOLE 61,845 NATIONAL SEMICONDUCTOR CORP OPT 637640100 $ 1,841 57,000 SH C SOLE 57,000 NATIONAL-OILWELL INC COM 637071101 $ 2,708 149,293 SH SOLE 149,293 NATIONWIDE HEALTH PPTYS INC COM 638620104 $ 1,944 111,133 SH SOLE 111,133 NAUTILUS GROUP INC COM 63910B102 $ 1,277 101,163 SH SOLE 101,163 NAUTILUS GROUP INC OPT 63910B100 $ 984 78,000 SH P SOLE 78,000 NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM8 $ 924 938,000 PRN SOLE 938,000 NAVISTAR INTL CORP NEW COM 63934E108 $ 2,899 77,768 SH SOLE 77,768 NAVISTAR INTL CORP NEW OPT 63934E100 $ 2,610 70,000 SH P SOLE 70,000 NBTY INC COM 628782104 $ 492 21,077 SH SOLE 21,077 NCI BUILDING SYS INC COM 628852105 $ 763 38,327 SH SOLE 38,327 NCR CORP NEW COM 62886E108 $ 3,973 125,357 SH SOLE 125,357 NETBANK INC COM 640933107 $ 339 27,091 SH SOLE 27,091 NETBANK INC OPT 640933100 $ 2,000 160,000 SH P SOLE 160,000 NETIQ CORP COM 64115P102 $ 203 17,040 SH SOLE 17,040 NETWORK APPLIANCE INC COM 64120L104 $ 4,672 227,584 SH SOLE 227,584 NETWORK EQUIP TECHNOLOGIES COM 641208103 $ 299 32,683 SH SOLE 32,683 NETWORKS ASSOCS INC COM 640938106 $ 566 41,140 SH SOLE 41,140 NETWORKS ASSOCS INC NOTE 5.250% 8/1 64123LAB7 $ 10,600 10,000,000 PRN SOLE 10,000,000 NEUBERGER BERMAN INC COM 641234109 $ 617 14,729 SH SOLE 14,729 NEUROCRINE BIOSCIENCES INC COM 64125C109 $ 596 12,037 SH SOLE 12,037 NEW CENTURY FINANCIAL CORP COM 64352D101 $ 8,873 312,776 SH SOLE 312,776 NEW JERSEY RES COM 646025106 $ 1,507 41,823 SH SOLE 41,823 NEW PLAN EXCEL RLTY TR INC NOTE 3.750% 6/0 648053AB2 $ 15,263 15,000,000 PRN SOLE 15,000,000 NEW YORK CMNTY CAP TR V BONUSES 64944P307 $ 7,783 121,610 SH SOLE 121,610 NEW YORK TIMES CO CL A 650111107 $ 4,743 109,140 SH SOLE 109,140 NEWELL RUBBERMAID INC COM 651229106 $ 11,830 545,895 SH SOLE 545,895 NEWFIELD EXPL CO COM 651290108 $ 2,772 71,878 SH SOLE 71,878 NEWHALL LAND & FARMING CO CA DEPOSITARY REC 651426108 $ 7,902 200,000 SH SOLE 200,000 NEWMONT MINING CORP COM 651639106 $ 6,149 157,293 SH SOLE 157,293 NEWPARK RES INC COM PAR $.01NEW 651718504 $ 86 19,885 SH SOLE 19,885 NEWPORT CORP COM 651824104 $ 1,179 83,641 SH SOLE 83,641 NEWPORT CORP OPT 651824100 $ 2,820 200,000 SH P SOLE 200,000 NEWS CORP LTD SP ADR PFD 652487802 $ 35,563 1,303,137 SH SOLE 1,303,137 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 16,008 812,152 SH SOLE 812,152 NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT0 $ 164 161,000 PRN SOLE 161,000 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 $ 5,595 6,000,000 PRN SOLE 6,000,000 NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC6 $ 11,708 10,803,000 PRN SOLE 10,803,000 NEXTEL COMMUNICATIONS INC OPT 65332V100 $ 1,277 64,800 SH C SOLE 64,800

NEXTEL COMMUNICATIONS INC OPT 65332V100 $ 8,180 415,000 SH P SOLE 415,000 NICE SYS LTD SPONSORED ADR 653656108 $ 776 40,699 SH SOLE 40,699 NICOR INC COM 654086107 $ 1,193 33,950 SH SOLE 33,950 NIKE INC CL B 654106103 $ 19,661 323,268 SH SOLE 323,268 NISOURCE INC COM 65473P105 $ 8,614 431,118 SH SOLE 431,118 NOBLE CORPORATION SHS G65422100 $ 8,004 235,483 SH SOLE 235,483 NOBLE ENERGY INC COM 655044105 $ 415 10,826 SH SOLE 10,826 NOKIA CORP OPT 654902200 $ 6,942 445,000 SH C SOLE 445,000 NORDSON CORP COM 655663102 $ 249 9,610 SH SOLE 9,610 NORDSTROM INC COM 655664100 $ 12,901 519,980 SH SOLE 519,980 NORFOLK SOUTHERN CORP COM 655844108 $ 17,099 924,280 SH SOLE 924,280 NORFOLK SOUTHERN CORP OPT 655844100 $ 463 25,000 SH P SOLE 25,000 NORSK HYDRO A S SPONSORED ADR 656531605 $ 8,402 163,588 SH SOLE 163,588 NORTH FORK BANCORPORATION NY COM 659424105 $ 7,990 229,936 SH SOLE 229,936 NORTHEAST UTILS COM 664397106 $ 1,413 78,845 SH SOLE 78,845 NORTHERN TR CORP COM 665859104 $ 18,048 426,169 SH SOLE 426,169 NORTHROP GRUMMAN CORP COM 666807102 $ 14,523 168,439 SH SOLE 168,439 NORTHWEST AIRLS CORP CL A 667280101 $ 439 45,253 SH SOLE 45,253 NOVASTAR FINL INC COM 669947400 $ 2,254 39,215 SH SOLE 39,215 NOVELL INC COM 670006105 $ 2,307 435,209 SH SOLE 435,209 NOVELLUS SYS INC COM 670008101 $ 3,704 110,239 SH SOLE 110,239 NOVOSTE CORP COM 67010C100 $ 79 18,031 SH SOLE 18,031 NPS PHARMACEUTICALS INC OPT 62936P100 $ 557 20,000 SH C SOLE 20,000 NSTAR COM 67019E107 $ 3,026 63,710 SH SOLE 63,710 NTL INC DEL COM 62940M104 $ 3,442 74,381 SH SOLE 74,381 NU SKIN ENTERPRISES INC CL A 67018T105 $ 1,114 87,375 SH SOLE 87,375 NUEVO ENERGY CO COM 670509108 $ 557 30,664 SH SOLE 30,664 NUVEEN INVTS INC CL A 67090F106 $ 1,856 67,475 SH SOLE 67,475 NVIDIA CORP COM 67066G104 $ 4,125 258,271 SH SOLE 258,271 NVIDIA CORP OPT 67066G100 $ 639 40,000 SH C SOLE 40,000 NVR INC COM 62944T105 $ 836 1,793 SH SOLE 1,793 OAKLEY INC COM 673662102 $ 1,000 99,997 SH SOLE 99,997 OCCIDENTAL PETE CORP DEL COM 674599105 $ 28,052 796,247 SH SOLE 796,247 ODYSSEY HEALTHCARE INC COM 67611V101 $ 270 9,056 SH SOLE 9,056 ODYSSEY RE HLDGS CORP COM 67612W108 $ 837 40,656 SH SOLE 40,656 OFFICE DEPOT INC COM 676220106 $ 6,724 478,583 SH SOLE 478,583 OFFICEMAX INC COM 67622M108 $ 150 16,059 SH SOLE 16,059 OGE ENERGY CORP COM 670837103 $ 2,013 89,099 SH SOLE 89,099 OHIO CAS CORP COM 677240103 $ 257 17,744 SH SOLE 17,744 OIL STS INTL INC COM 678026105 $ 1,101 86,800 SH SOLE 86,800 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 $ 10,898 189,200 SH SOLE 189,200 OIL SVC HOLDRS TR OPT 678002100 $ 4,320 75,000 SH C SOLE 75,000 OLD REP INTL CORP COM 680223104 $ 3,467 104,765 SH SOLE 104,765 OMEGA HEALTHCARE INVS INC COM 681936100 $ 319 41,600 SH SOLE 41,600 OMI CORP NEW COM Y6476W104 $ 89 13,440 SH SOLE 13,440 OMNICARE INC COM 681904108 $ 2,233 61,915 SH SOLE 61,915 OMNICOM GROUP INC COM 681919106 $ 14,546 202,448 SH SOLE 202,448 OMNICOM GROUP INC OPT 681919100 $ 4,670 65,000 SH C SOLE 65,000 OMNICOM GROUP INC OPT 681919100 $ 2,838 39,500 SH P SOLE 39,500 OMNOVA SOLUTIONS INC COM 682129101 $ 41 11,614 SH SOLE 11,614 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 $ 8,443 138,721 SH SOLE 138,721 OPEN TEXT CORP COM 683715106 $ 347 10,186 SH SOLE 10,186 OPENTV CORP CL A G67543101 $ 79 23,800 SH SOLE 23,800 OPENWAVE SYS INC COM 683718100 $ 157 37,212 SH SOLE 37,212 OPLINK COMMUNICATIONS INC COM 68375Q106 $ 32 12,662 SH SOLE 12,662 ORACLE CORP COM 68389X105 $ 52,541 4,670,331 SH SOLE 4,670,331 ORACLE CORP OPT 68389X100 $ 4,244 377,200 SH C SOLE 377,200 ORACLE CORP OPT 68389X100 $ 2,369 210,600 SH P SOLE 210,600 ORBITAL SCIENCES CORP COM 685564106 $ 337 36,311 SH SOLE 36,311 ORBOTECH LTD ORD M75253100 $ 524 25,558 SH SOLE 25,558 ORTHODONTIC CTRS AMER INC COM 68750P103 $ 98 12,374 SH SOLE 12,374 ORTHOLOGIC CORP COM 68750J107 $ 62 11,389 SH SOLE 11,389 OSHKOSH TRUCK CORP COM 688239201 $ 1,579 39,873 SH SOLE 39,873 OSI PHARMACEUTICALS INC COM 671040103 $ 235 7,212 SH SOLE 7,212 OSTEOTECH INC COM 688582105 $ 204 24,690 SH SOLE 24,690 OUTBACK STEAKHOUSE INC COM 689899102 $ 5,058 133,556 SH SOLE 133,556 OVERTURE SVCS INC COM 69039R100 $ 1,306 49,598 SH SOLE 49,598 OWENS & MINOR INC NEW COM 690732102 $ 1,246 51,686 SH SOLE 51,686 OWENS ILL INC COM NEW 690768403 $ 739 64,735 SH SOLE 64,735 OXFORD HEALTH PLANS INC COM 691471106 $ 2,418 58,538 SH SOLE 58,538 P F CHANGS CHINA BISTRO INC COM 69333Y108 $ 406 8,961 SH SOLE 8,961 PACCAR INC COM 693718108 $ 8,816 118,511 SH SOLE 118,511 PACCAR INC OPT 693718100 $ 1,860 25,000 SH P SOLE 25,000 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 813 39,373 SH SOLE 39,373 PACIFICARE HEALTH SYS DEL COM 695112102 $ 1,896 38,853 SH SOLE 38,853 PACKAGING CORP AMER COM 695156109 $ 920 47,357 SH SOLE 47,357 PACKETEER INC COM 695210104 $ 163 13,562 SH SOLE 13,562 PACTIV CORP COM 695257105 $ 7,403 365,028 SH SOLE 365,028 PALL CORP COM 696429307 $ 8,536 380,411 SH SOLE 380,411 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 $ 2,804 65,200 SH SOLE 65,200 PANAMSAT CORP NEW COM 697933109 $ 561 38,734 SH SOLE 38,734 PANERA BREAD CO CL A 69840W108 $ 398 9,710 SH SOLE 9,710 PARAMETRIC TECHNOLOGY CORP COM 699173100 $ 1,231 390,777 SH SOLE 390,777 PAREXEL INTL CORP COM 699462107 $ 284 18,665 SH SOLE 18,665 PARK PL ENTMT CORP COM 700690100 $ 3,363 373,207 SH SOLE 373,207 PARKER HANNIFIN CORP COM 701094104 $ 17,808 398,380 SH SOLE 398,380 PARTNERRE LTD COM G6852T105 $ 3,592 70,893 SH SOLE 70,893 PATHMARK STORES INC NEW COM 70322A101 $ 153 21,900 SH SOLE 21,900 PATINA OIL & GAS CORP COM 703224105 $ 1,274 35,160 SH SOLE 35,160 PATTERSON DENTAL CO COM 703412106 $ 1,535 26,655 SH SOLE 26,655 PATTERSON UTI ENERGY INC COM 703481101 $ 1,124 41,540 SH SOLE 41,540 PAXAR CORP COM 704227107 $ 1,776 138,743 SH SOLE 138,743 PAYCHEX INC COM 704326107 $ 25,954 761,116 SH SOLE 761,116 PAYLESS SHOESOURCE INC COM 704379106 $ 597 46,130 SH SOLE 46,130 PEABODY ENERGY CORP COM 704549104 $ 2,090 66,617 SH SOLE 66,617 PEDIATRIX MED GROUP COM 705324101 $ 266 5,773 SH SOLE 5,773 PENN NATL GAMING INC OPT 707569100 $ 1,066 50,000 SH C SOLE 50,000 PENN NATL GAMING INC OPT 707569100 $ 1,066 50,000 SH P SOLE 50,000 PENNEY J C INC COM 708160106 $ 7,370 344,860 SH SOLE 344,860 PENNEY J C INC NOTE 5.000%10/1 708160BV7 $ 1,266 1,244,000 PRN SOLE 1,244,000 PENNEY J C INC OPT 708160100 $ 449 21,000 SH C SOLE 21,000 PENNEY J C INC OPT 708160100 $ 5,599 262,000 SH P SOLE 262,000 PENTAIR INC COM 709631105 $ 2,181 54,691 SH SOLE 54,691

PEOPLES ENERGY CORP COM 711030106 $ 1,169 28,256 SH SOLE 28,256 PEOPLESOFT INC COM 712713106 $ 13,970 764,641 SH SOLE 764,641 PEOPLESOFT INC OPT 712713100 $ 11,010 602,600 SH C SOLE 602,600 PEP BOYS MANNY MOE & JACK COM 713278109 $ 207 13,510 SH SOLE 13,510 PEPCO HOLDINGS INC COM 713291102 $ 1,452 84,005 SH SOLE 84,005 PEPSI BOTTLING GROUP INC COM 713409100 $ 5,334 259,166 SH SOLE 259,166 PEPSIAMERICAS INC COM 71343P200 $ 1,592 109,845 SH SOLE 109,845 PEPSICO INC COM 713448108 $ 95,649 2,087,029 SH SOLE 2,087,029 PEPSICO INC OPT 713448100 $ 43,140 941,300 SH C SOLE 941,300 PEREGRINE PHARMACEUTICALS IN COM 713661106 $ 27 12,609 SH SOLE 12,609 PERFORMANCE FOOD GROUP CO COM 713755106 $ 466 11,432 SH SOLE 11,432 PERICOM SEMICONDUCTOR CORP COM 713831105 $ 131 13,226 SH SOLE 13,226 PERKINELMER INC COM 714046109 $ 2,676 174,816 SH SOLE 174,816 PERRIGO CO COM 714290103 $ 497 39,042 SH SOLE 39,042 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 $ 9,579 450,772 SH SOLE 450,772 PETSMART INC COM 716768106 $ 1,602 70,398 SH SOLE 70,398 PFIZER INC COM 717081103 $ 471,799 15,529,907 SH SOLE 15,529,907 PFIZER INC OPT 717081100 $ 16,648 548,000 SH P SOLE 548,000 PG&E CORP COM 69331C108 $ 11,977 501,137 SH SOLE 501,137 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 $ 595 8,000 SH SOLE 8,000 PHARMACEUTICAL PROD DEV INC COM 717124101 $ 336 14,020 SH SOLE 14,020 PHARMACEUTICAL RES INC COM 717125108 $ 2,842 41,663 SH SOLE 41,663 PHELPS DODGE CORP COM 717265102 $ 642 13,716 SH SOLE 13,716 PHELPS DODGE CORP PFD A CV 6.75% 717265508 $ 56,850 503,100 SH SOLE 503,100 PHILADELPHIA CONS HLDG CORP COM 717528103 $ 273 5,973 SH SOLE 5,973 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 $ 620 25,750 SH SOLE 25,750 PHOENIX COS INC NEW COM 71902E109 $ 919 79,537 SH SOLE 79,537 PHOENIX COS INC NEW CORPORATE UNIT 71902E406 $ 37,896 1,069,000 SH SOLE 1,069,000 PHOTRONICS INC COM 719405102 $ 1,199 56,118 SH SOLE 56,118 PIEDMONT NAT GAS INC COM 720186105 $ 327 8,384 SH SOLE 8,384 PILGRIMS PRIDE CORP CL A 721467207 $ 2,801 223,340 SH SOLE 223,340 PINNACLE SYS INC COM 723481107 $ 132 15,829 SH SOLE 15,829 PINNACLE WEST CAP CORP COM 723484101 $ 4,309 121,393 SH SOLE 121,393 PIONEER NAT RES CO COM 723787107 $ 2,184 85,772 SH SOLE 85,772 PITNEY BOWES INC COM 724479100 $ 12,910 336,891 SH SOLE 336,891 PIXAR COM 725811103 $ 2,540 38,113 SH SOLE 38,113 PLACER DOME INC COM 725906101 $ 8,707 633,253 SH SOLE 633,253 PLACER DOME INC OPT 725906100 $ 688 50,000 SH P SOLE 50,000 PLAINS RES INC COM PAR $0.10 726540503 $ 240 19,240 SH SOLE 19,240 PLANAR SYS INC COM 726900103 $ 349 16,389 SH SOLE 16,389 PLAYTEX PRODS INC COM 72813P100 $ 785 131,774 SH SOLE 131,774 PLEXUS CORP COM 729132100 $ 194 12,511 SH SOLE 12,511 PLUM CREEK TIMBER CO INC COM 729251108 $ 3,452 135,701 SH SOLE 135,701 PMC-SIERRA INC OPT 69344F100 $ 1,715 130,000 SH C SOLE 130,000 PMI GROUP INC DBCV 2.500% 7/1 69344MAE1 $ 10,072 9,524,000 PRN SOLE 9,524,000 PNC FINL SVCS GROUP INC COM 693475105 $ 15,623 328,360 SH SOLE 328,360 PNC FINL SVCS GROUP INC OPT 693475100 $ 3,155 66,300 SH C SOLE 66,300 PNC FINL SVCS GROUP INC OPT 693475100 $ 1,190 25,000 SH P SOLE 25,000 PNM RES INC COM 69349H107 $ 592 21,110 SH SOLE 21,110 POGO PRODUCING CO COM 730448107 $ 7,391 163,226 SH SOLE 163,226 POLARIS INDS INC COM 731068102 $ 404 5,451 SH SOLE 5,451 POLYONE CORP COM 73179P106 $ 476 121,084 SH SOLE 121,084 POPULAR INC COM 733174106 $ 416 10,461 SH SOLE 10,461 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 $ 1,979 251,408 SH SOLE 251,408 POSSIS MEDICAL INC COM 737407106 $ 344 22,108 SH SOLE 22,108 POWER INTEGRATIONS INC COM 739276103 $ 247 7,417 SH SOLE 7,417 POWER-ONE INC COM 739308104 $ 256 24,582 SH SOLE 24,582 POWERWAVE TECHNOLOGIES INC COM 739363109 $ 874 131,669 SH SOLE 131,669 PPG INDS INC COM 693506107 $ 8,727 167,111 SH SOLE 167,111 PPL CORP COM 69351T106 $ 5,200 126,981 SH SOLE 126,981 PRAECIS PHARMACEUTICALS INC COM 739421105 $ 324 47,890 SH SOLE 47,890 PRAXAIR INC COM 74005P104 $ 24,475 395,083 SH SOLE 395,083 PRE PAID LEGAL SVCS INC COM 740065107 $ 570 24,330 SH SOLE 24,330 PREMCOR INC COM 74045Q104 $ 641 27,682 SH SOLE 27,682 PRENTISS PPTYS TR SH BEN INT 740706106 $ 2,066 66,658 SH SOLE 66,658 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 $ 88 15,430 SH SOLE 15,430 PRICE COMMUNICATIONS CORP COM NEW 741437305 $ 211 17,046 SH SOLE 17,046 PRICE T ROWE GROUP INC COM 74144T108 $ 6,257 151,582 SH SOLE 151,582 PRIDE INTL INC DEL COM 74153Q102 $ 1,713 101,060 SH SOLE 101,060 PRIME HOSPITALITY CORP COM 741917108 $ 1,335 153,630 SH SOLE 153,630 PRIMEDIA INC COM 74157K101 $ 67 23,344 SH SOLE 23,344 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 $ 15,847 511,356 SH SOLE 511,356 PRIORITY HEALTHCARE CORP CL B 74264T102 $ 224 10,893 SH SOLE 10,893 PROCTER & GAMBLE CO COM 742718109 $ 177,068 1,907,653 SH SOLE 1,907,653 PROCTER & GAMBLE CO OPT 742718100 $ 20,606 222,000 SH C SOLE 222,000 PROCTER & GAMBLE CO OPT 742718100 $ 1,578 17,000 SH P SOLE 17,000 PROGRESS ENERGY INC COM 743263105 $ 11,184 251,562 SH SOLE 251,562 PROGRESS SOFTWARE CORP COM 743312100 $ 322 14,886 SH SOLE 14,886 PROGRESSIVE CORP OHIO COM 743315103 $ 13,676 197,887 SH SOLE 197,887 PROLOGIS SH BEN INT 743410102 $ 101,748 3,363,576 SOLE 3,363,576 PROQUEST COMPANY OPT 74346P100 $ 589 22,400 SH P SOLE 22,400 PROTECTIVE LIFE CORP COM 743674103 $ 2,248 75,324 SH SOLE 75,324 PROVIDIAN FINL CORP COM 74406A102 $ 1,437 121,873 SH SOLE 121,873 PROVIDIAN FINL CORP OPT 74406A100 $ 5,336 452,600 SH C SOLE 452,600 PROVINCE HEALTHCARE CO COM 743977100 $ 158 12,216 SH SOLE 12,216 PROXIM CORP CL A 744283102 $ 20 13,616 SH SOLE 13,616 PRUDENTIAL FINL INC COM 744320102 $ 7,203 192,795 SH SOLE 192,795 PRUDENTIAL FINL INC OPT 744320100 $ 12,964 347,000 SH C SOLE 347,000 PS BUSINESS PKS INC CALIF COM 69360J107 $ 4,404 116,700 SH SOLE 116,700 PUBLIC STORAGE INC COM 74460D109 $ 2,296 58,529 SH SOLE 58,529 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $ 3,136 74,664 SH SOLE 74,664 PUGET ENERGY INC NEW COM 745310102 $ 223 9,934 SH SOLE 9,934 PULTE HOMES INC COM 745867101 $ 4,490 66,021 SH SOLE 66,021 QLOGIC CORP COM 747277101 $ 6,286 133,720 SH SOLE 133,720 QLT INC COM 746927102 $ 1,084 67,766 SH SOLE 67,766 QUALCOMM INC COM 747525103 $ 37,284 894,749 SH SOLE 894,749 QUALCOMM INC OPT 747525100 $ 23,464 563,100 SH C SOLE 563,100 QUANEX CORP COM 747620102 $ 600 17,853 SH SOLE 17,853 QUANTUM CORP COM DSSG 747906204 $ 121 39,422 SH SOLE 39,422 QUEST DIAGNOSTICS INC COM 74834L100 $ 2,411 39,755 SH SOLE 39,755 QUEST DIAGNOSTICS INC OPT 74834L100 $ 11,976 197,500 SH C SOLE 197,500 QUEST DIAGNOSTICS INC OPT 74834L100 $ 5,051 83,300 SH P SOLE 83,300 QUESTAR CORP COM 748356102 $ 2,730 88,623 SH SOLE 88,623

QUIKSILVER INC COM 74838C106 $ 7,271 455,837 SH SOLE 455,837 QUOVADX INC COM 74913K106 $ 50 13,310 SH SOLE 13,310 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 7,383 2,171,361 SH SOLE 2,171,361 RADIAN GROUP INC COM 750236101 $ 78,646 1,771,309 SH SOLE 1,771,309 RADIANT SYSTEMS INC COM 75025N102 $ 65 10,602 SH SOLE 10,602 RADIO ONE INC CL A 75040P108 $ 433 29,476 SH SOLE 29,476 RADIO ONE INC CL D NON VTG 75040P405 $ 1,801 125,450 SH SOLE 125,450 RADIOLOGIX INC COM 75040K109 $ 34 11,027 SH SOLE 11,027 RADIOSHACK CORP COM 750438103 $ 7,215 253,948 SH SOLE 253,948 RAIT INVT TR COM 749227104 $ 1,122 48,852 SH SOLE 48,852 RALCORP HLDGS INC NEW COM 751028101 $ 333 12,026 SH SOLE 12,026 RAMBUS INC DEL COM 750917106 $ 1,067 63,349 SH SOLE 63,349 RAMBUS INC DEL OPT 750917100 $ 793 47,100 SH P SOLE 47,100 RARE HOSPITALITY INTL INC COM 753820109 $ 232 9,316 SH SOLE 9,316 RAYMOND JAMES FINANCIAL INC COM 754730109 $ 443 12,192 SH SOLE 12,192 RAYONIER INC COM 754907103 $ 43,197 1,063,965 SH SOLE 1,063,965 RAYOVAC CORP COM 755081106 $ 697 47,728 SH SOLE 47,728 RAYTHEON CO COM NEW 755111507 $ 25,973 927,611 SH SOLE 927,611 READERS DIGEST ASSN INC COM 755267101 $ 269 19,243 SH SOLE 19,243 RECKSON ASSOCS RLTY CORP COM 75621K106 $ 924 40,000 SH SOLE 40,000 REDBACK NETWORKS INC COM 757209101 $ 12 19,985 SH SOLE 19,985 REEBOK INTL LTD COM 758110100 $ 3,268 97,751 SH SOLE 97,751 REGAL ENTMT GROUP CL A 758766109 $ 288 15,495 SH SOLE 15,495 REGENCY CTRS CORP COM 758849103 $ 10,196 276,700 SH SOLE 276,700 REGENERATION TECH INC DEL COM 75886N100 $ 177 19,712 SH SOLE 19,712 REGENERON PHARMACEUTICALS COM 75886F107 $ 328 18,554 SH SOLE 18,554 REGIONS FINL CORP COM 758940100 $ 15,970 466,289 SH SOLE 466,289 REGIS CORP MINN COM 758932107 $ 367 11,438 SH SOLE 11,438 REGISTER COM INC COM 75914G101 $ 120 26,589 SH SOLE 26,589 REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 $ 825 14,100 SH SOLE 14,100 REMINGTON OIL & GAS CORP COM 759594302 $ 1,401 77,210 SH SOLE 77,210 RENAISSANCE RE HLDGS LTD COM G7496G103 $ 1,252 27,438 SH SOLE 27,438 RENAL CARE GROUP INC COM 759930100 $ 421 12,334 SH SOLE 12,334 RENT A CTR INC NEW COM 76009N100 $ 329 10,210 SH SOLE 10,210 REPSOL YPF S A SPONSORED ADR 76026T205 $ 1,009 61,288 SH SOLE 61,288 REPUBLIC BANCORP INC COM 760282103 $ 192 14,396 SH SOLE 14,396 REPUBLIC SVCS INC COM 760759100 $ 1,326 58,566 SH SOLE 58,566 RES-CARE INC COM 760943100 $ 5,795 752,583 SH SOLE 752,583 RESEARCH IN MOTION LTD COM 760975102 $ 504 13,200 SH SOLE 13,200 RESPIRONICS INC COM 761230101 $ 456 10,900 SH SOLE 10,900 RETAIL HOLDRS TR DEP RCPT 76127U101 $ 4,244 50,000 SH SOLE 50,000 REX STORES CORP COM 761624105 $ 223 17,081 SH SOLE 17,081 REYNOLDS & REYNOLDS CO CL A 761695105 $ 716 26,000 SH SOLE 26,000 REYNOLDS R J TOB HLDGS INC COM 76182K105 $ 11,664 294,982 SH SOLE 294,982 RF MICRODEVICES INC COM 749941100 $ 925 100,099 SH SOLE 100,099 RITE AID CORP COM 767754104 $ 53 10,300 SH SOLE 10,300 RITE AID CORP NOTE 4.750%12/0 767754BA1 $ 969 900,000 PRN SOLE 900,000 RLI CORP COM 749607107 $ 266 8,080 SH SOLE 8,080 ROBERT HALF INTL INC COM 770323103 $ 2,413 123,726 SH SOLE 123,726 ROCK-TENN CO CL A 772739207 $ 827 56,752 SH SOLE 56,752 ROCKWELL AUTOMATION INC COM 773903109 $ 10,082 384,076 SH SOLE 384,076 ROCKWELL COLLINS INC COM 774341101 $ 5,826 230,718 SH SOLE 230,718 ROHM & HAAS CO COM 775371107 $ 8,872 265,240 SH SOLE 265,240 ROLLINS INC COM 775711104 $ 213 11,915 SH SOLE 11,915 ROPER INDS INC NEW COM 776696106 $ 344 7,898 SH SOLE 7,898 ROSLYN BANCORP INC COM 778162107 $ 375 15,970 SH SOLE 15,970 ROSS STORES INC COM 778296103 $ 1,823 39,294 SH SOLE 39,294 ROWAN COS INC COM 779382100 $ 1,792 72,916 SH SOLE 72,916 ROXIO INC COM 780008108 $ 3,344 385,228 SH SOLE 385,228 ROYAL BK CDA MONTREAL QUE COM 780087102 $ 1,655 37,700 SH SOLE 37,700 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 $ 67,763 157,132,000 PRN SOLE 157,132,000 ROYAL CARIBBEAN CRUISES LTD OPT V7780T100 $ 5,391 191,800 SH P SOLE 191,800 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 $ 37,297 843,818 SH SOLE 843,818 ROYAL GOLD INC COM 780287108 $ 252 13,818 SH SOLE 13,818 RPM INTL INC COM 749685103 $ 4,347 332,871 SH SOLE 332,871 RTI INTL METALS INC COM 74973W107 $ 244 23,202 SH SOLE 23,202 RUBY TUESDAY INC COM 781182100 $ 496 20,578 SH SOLE 20,578 RUDDICK CORP COM 781258108 $ 806 51,863 SH SOLE 51,863 RYANAIR HLDGS PLC SPONSORED ADR 783513104 $ 550 13,594 SH SOLE 13,594 RYANS FAMILY STEAK HOUSE INC COM 783519101 $ 135 10,563 SH SOLE 10,563 RYDER SYS INC COM 783549108 $ 3,255 111,001 SH SOLE 111,001 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 $ 8,872 75,000 SH SOLE 75,000 RYERSON TULL INC NEW COM 78375P107 $ 161 20,646 SH SOLE 20,646 RYLAND GROUP INC COM 783764103 $ 8,988 122,936 SH SOLE 122,936 S1 CORPORATION COM 78463B101 $ 128 25,434 SH SOLE 25,434 SABRE HLDGS CORP CL A 785905100 $ 3,156 146,842 SH SOLE 146,842 SAFECO CORP COM 786429100 $ 5,748 162,590 SH SOLE 162,590 SAFEWAY INC COM NEW 786514208 $ 3,731 162,649 SH SOLE 162,649 SAKS INC COM 79377W108 $ 862 74,790 SH SOLE 74,790 SALTON INC COM 795757103 $ 1,101 110,654 SH SOLE 110,654 SANDISK CORP COM 80004C101 $ 434 6,811 SH SOLE 6,811 SANDISK CORP NOTE 4.500%11/1 80004CAB7 $ 52 15,000 PRN SOLE 15,000 SANMINA SCI CORP COM 800907107 $ 6,453 668,028 SH SOLE 668,028 SANMINA SCI CORP SDCV 9/1 800907AD9 $ 3,367 6,819,000 PRN SOLE 6,819,000 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 $ 395 12,980 SH SOLE 12,980 SARA LEE CORP COM 803111103 $ 28,776 1,567,338 SH SOLE 1,567,338 SAVIENT PHARMACEUTICALS INC COM 80517Q100 $ 114 22,603 SH SOLE 22,603 SBC COMMUNICATIONS INC COM 78387G103 $ 211,288 9,496,068 SH SOLE 9,496,068 SBC COMMUNICATIONS INC OPT 78387G100 $ 7,707 346,400 SH C SOLE 346,400 SBC COMMUNICATIONS INC OPT 78387G100 $ 8,388 377,000 SH P SOLE 377,000 SBS TECHNOLOGIES INC COM 78387P103 $ 188 17,338 SH SOLE 17,338 SCANA CORP NEW COM 80589M102 $ 2,102 61,358 SH SOLE 61,358 SCHEIN HENRY INC COM 806407102 $ 483 8,516 SH SOLE 8,516 SCHERING A G SPONSORED ADR 806585204 $ 5,500 126,590 SH SOLE 126,590 SCHERING PLOUGH CORP COM 806605101 $ 4,759 312,276 SH SOLE 312,276 SCHERING PLOUGH CORP OPT 806605100 $ 1,524 100,000 SH C SOLE 100,000 SCHLUMBERGER LTD COM 806857108 $ 46,123 952,949 SH SOLE 952,949 SCHLUMBERGER LTD OPT 806857100 $ 1,118 23,100 SH C SOLE 23,100 SCHWAB CHARLES CORP NEW COM 808513105 $ 22,271 1,869,908 SH SOLE 1,869,908 SCIENTIFIC ATLANTA INC COM 808655104 $ 3,385 108,661 SH SOLE 108,661 SCIENTIFIC GAMES CORP CL A 80874P109 $ 117 10,268 SH SOLE 10,268 SCOTTS CO CL A 810186106 $ 2,188 39,995 SH SOLE 39,995 SCP POOL CORP COM 784028102 $ 247 8,862 SH SOLE 8,862

SEACOR SMIT INC COM 811904101 $ 1,790 49,481 SH SOLE 49,481 SEALED AIR CORP NEW COM 81211K100 $ 7,751 164,115 SH SOLE 164,115 SEARS ROEBUCK & CO COM 812387108 $ 1,968 45,000 SH SOLE 45,000 SEARS ROEBUCK & CO OPT 812387100 $ 2,571 58,800 SH P SOLE 58,800 SEI INVESTMENTS CO COM 784117103 $ 2,193 67,376 SH SOLE 67,376 SELECT MEDICAL CORP COM 816196109 $ 1,962 68,110 SH SOLE 68,110 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 $ 1,958 71,000 SH SOLE 71,000 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 $ 1,016 50,000 SH SOLE 50,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 $ 8,794 346,100 SH SOLE 346,100 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $ 1,910 82,000 SH SOLE 82,000 SELECTIVE INS GROUP INC COM 816300107 $ 262 8,777 SH SOLE 8,777 SEMICONDUCTOR HLDRS TR OPT 816636200 $ 4,083 118,700 SH C SOLE 118,700 SEMICONDUCTOR HLDRS TR OPT 816636200 $ 6,708 195,000 SH P SOLE 195,000 SEMPRA ENERGY COM 816851109 $ 2,376 80,938 SH SOLE 80,938 SEMPRA ENERGY INCOME EQTY UT 816851208 $ 66,582 2,412,400 SH SOLE 2,412,400 SEMTECH CORP COM 816850101 $ 736 39,785 SH SOLE 39,785 SEMTECH CORP OPT 816850100 $ 500 27,000 SH C SOLE 27,000 SENSIENT TECHNOLOGIES CORP COM 81725T100 $ 2,104 100,211 SH SOLE 100,211 SEPRACOR INC NOTE 5.750%11/1 817315AQ7 $ 7,500 8,000,000 PRN SOLE 8,000,000 SERENA SOFTWARE INC COM 817492101 $ 215 11,641 SH SOLE 11,641 SEROLOGICALS CORP COM 817523103 $ 218 16,553 SH SOLE 16,553 SERONO S A SPONSORED ADR 81752M101 $ 10,453 638,177 SH SOLE 638,177 SERVICE CORP INTL NOTE 6.750% 6/2 817565AU8 $ 19,884 19,165,000 PRN SOLE 19,165,000 SERVICEMASTER CO COM 81760N109 $ 1,557 151,794 SH SOLE 151,794 SFBC INTL INC COM 784121105 $ 248 8,726 SH SOLE 8,726 SHAW COMMUNICATIONS INC CL B CONV 82028K200 $ 1,219 100,267 SH SOLE 100,267 SHERWIN WILLIAMS CO COM 824348106 $ 6,694 227,607 SH SOLE 227,607 SHIRE PHARMACEUTICALS GRP PL OPT 82481R100 $ 435 19,700 SH C SOLE 19,700 SHUFFLE MASTER INC COM 825549108 $ 267 9,836 SH SOLE 9,836 SHURGARD STORAGE CTRS INC COM 82567D104 $ 503 14,254 SH SOLE 14,254 SICOR INC COM 825846108 $ 1,216 62,965 SH SOLE 62,965 SICOR INC OPT 825846100 $ 2,800 145,000 SH P SOLE 145,000 SIEBEL SYS INC COM 826170102 $ 6,347 650,322 SH SOLE 650,322 SIEBEL SYS INC OPT 826170100 $ 178 18,200 SH P SOLE 18,200 SIERRA HEALTH SVCS INC COM 826322109 $ 258 12,544 SH SOLE 12,544 SIERRA PAC RES NEW COM 826428104 $ 769 158,544 SH SOLE 158,544 SIGMA ALDRICH CORP COM 826552101 $ 1,321 25,340 SH SOLE 25,340 SILICON GRAPHICS INC COM 827056102 $ 22 23,272 SH SOLE 23,272 SIMON PPTY GROUP INC NEW PFD CV B 6.50% 828806406 $ 15,417 136,800 SH SOLE 136,800 SIMPSON MANUFACTURING CO INC COM 829073105 $ 302 7,390 SH SOLE 7,390 SIRIUS SATELLITE RADIO INC COM 82966U103 $ 18 10,065 SH SOLE 10,065 SIX FLAGS INC COM 83001P109 $ 219 41,547 SH SOLE 41,547 SKF AB SPONSORED ADR 784375404 $ 1,154 36,935 SH SOLE 36,935 SKY FINL GROUP INC COM 83080P103 $ 741 32,919 SH SOLE 32,919 SKYEPHARMA PLC SPONSORED ADR 830808101 $ 10,826 1,103,577 SH SOLE 1,103,577 SKYWEST INC COM 830879102 $ 264 15,262 SH SOLE 15,262 SKYWORKS SOLUTIONS INC COM 83088M102 $ 608 66,811 SH SOLE 66,811 SLM CORP COM 78442P106 $ 25,190 646,565 SH SOLE 646,565 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 $ 9,881 148,359 SH SOLE 148,359 SMITH A O COM 831865209 $ 205 7,305 SH SOLE 7,305 SMITH INTL INC COM 832110100 $ 7,522 209,051 SH SOLE 209,051 SMITHFIELD FOODS INC COM 832248108 $ 1,469 76,507 SH SOLE 76,507 SMURFIT-STONE CONTAINER CORP COM 832727101 $ 901 60,339 SH SOLE 60,339 SNAP ON INC COM 833034101 $ 1,243 44,963 SH SOLE 44,963 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 $ 475 14,000 SH SOLE 14,000 SOFTWARE HOLDRS TR OPT 83404B100 $ 1,527 45,000 SH P SOLE 45,000 SOHU COM INC COM 83408W103 $ 217 6,945 SH SOLE 6,945 SOHU COM INC OPT 83408W100 $ 468 15,000 SH P SOLE 15,000 SOLA INTL INC COM 834092108 $ 372 23,244 SH SOLE 23,244 SOLECTRON CORP NOTE 11/2 834182AL1 $ 56 100,000 PRN SOLE 100,000 SOLECTRON CORP OPT 834182100 $ 911 155,700 SH C SOLE 155,700 SOLECTRON CORP OPT 834182100 $ 1,657 283,200 SH P SOLE 283,200 SONIC CORP COM 835451105 $ 331 13,133 SH SOLE 13,133 SONICWALL INC COM 835470105 $ 153 26,495 SH SOLE 26,495 SONUS NETWORKS INC COM 835916107 $ 114 16,406 SH SOLE 16,406 SOTHEBYS HLDGS INC CL A 835898107 $ 671 62,041 SH SOLE 62,041 SOUTH FINL GROUP INC COM 837841105 $ 295 11,778 SH SOLE 11,778 SOUTHERN CO COM 842587107 $ 35,579 1,212,215 SH SOLE 1,212,215 SOUTHTRUST CORP COM 844730101 $ 20,472 697,278 SH SOLE 697,278 SOUTHWEST AIRLS CO COM 844741108 $ 14,805 836,444 SH SOLE 836,444 SOUTHWEST BANCORPORATION TEX COM 84476R109 $ 312 8,554 SH SOLE 8,554 SOUTHWEST GAS CORP COM 844895102 $ 544 23,984 SH SOLE 23,984 SOVEREIGN BANCORP INC COM 845905108 $ 2,249 121,228 SH SOLE 121,228 SPANISH BROADCASTING SYS INC CL A 846425882 $ 145 17,052 SH SOLE 17,052 SPDR TR UNIT SER 1 78462F103 $ 303,598 3,037,500 SH SOLE 3,037,500 SPECTRALINK CORP COM 847580107 $ 473 25,321 SH SOLE 25,321 SPEEDWAY MOTORSPORTS INC COM 847788106 $ 747 25,302 SH SOLE 25,302 SPHERION CORP COM 848420105 $ 717 103,056 SH SOLE 103,056 SPRINT CORP COM FON GROUP 852061100 $ 14,351 950,372 SH SOLE 950,372 SPRINT CORP PCS COM SER 1 852061506 $ 4,224 737,222 SH SOLE 737,222 SPX CORP NOTE 2/0 784635AD6 $ 1,154 1,825,000 PRN SOLE 1,825,000 SRA INTL INC CL A 78464R105 $ 2,287 61,100 SH SOLE 61,100 ST JOE CO COM 790148100 $ 6,887 214,675 SH SOLE 214,675 ST JUDE MED INC COM 790849103 $ 6,287 116,919 SH SOLE 116,919 ST MARY LD & EXPL CO COM 792228108 $ 295 11,650 SH SOLE 11,650 ST PAUL COS INC EQUITY UNIT 792860306 $ 35,400 507,600 SH SOLE 507,600 STANCORP FINL GROUP INC COM 852891100 $ 3,178 55,326 SH SOLE 55,326 STANDARD PAC CORP NEW COM 85375C101 $ 1,796 47,376 SH SOLE 47,376 STANLEY WKS COM 854616109 $ 6,392 216,523 SH SOLE 216,523 STAPLES INC COM 855030102 $ 17,473 732,925 SH SOLE 732,925 STARBUCKS CORP COM 855244109 $ 8,954 310,901 SH SOLE 310,901 STARBUCKS CORP OPT 855244100 $ 17,107 594,000 SH C SOLE 594,000 STARTEK INC COM 85569C107 $ 208 6,486 SH SOLE 6,486 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $ 3,277 94,168 SH SOLE 94,168 STATE STR CORP COM 857477103 $ 24,426 542,806 SH SOLE 542,806 STATEN IS BANCORP INC COM 857550107 $ 2,767 142,264 SH SOLE 142,264 STEEL DYNAMICS INC COM 858119100 $ 212 13,960 SH SOLE 13,960 STEIN MART INC COM 858375108 $ 127 23,426 SH SOLE 23,426 STERIS CORP COM 859152100 $ 1,795 77,994 SH SOLE 77,994 STERLING BANCSHARES INC COM 858907108 $ 196 16,428 SH SOLE 16,428 STEWART INFORMATION SVCS COR COM 860372101 $ 2,210 78,267 SH SOLE 78,267 STMICROELECTRONICS N V OPT 861012100 $ 649 27,000 SH C SOLE 27,000 STONE ENERGY CORP COM 861642106 $ 233 6,615 SH SOLE 6,615

STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $ 2,292 94,963 SH SOLE 94,963 STORAGE TECHNOLOGY CORP OPT 862111200 $ 2,112 87,500 SH C SOLE 87,500 STORAGE TECHNOLOGY CORP OPT 862111200 $ 2,112 87,500 SH P SOLE 87,500 STRATEX NETWORKS INC COM 86279T109 $ 46 11,855 SH SOLE 11,855 STREETTRACKS SER TR WILSHIRE REIT 86330E604 $ 6,910 50,000 SH SOLE 50,000 STRIDE RITE CORP COM 863314100 $ 668 61,830 SH SOLE 61,830 STRYKER CORP COM 863667101 $ 15,579 206,866 SH SOLE 206,866 STURM RUGER & CO INC COM 864159108 $ 131 12,714 SH SOLE 12,714 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 $ 1,584 52,600 SH SOLE 52,600 SUMMIT PPTYS INC COM 866239106 $ 378 16,636 SH SOLE 16,636 SUN COMMUNITIES INC COM 866674104 $ 1,112 28,230 SH SOLE 28,230 SUN LIFE FINL INC COM 866796105 $ 882 40,759 SH SOLE 40,759 SUN MICROSYSTEMS INC COM 866810104 $ 13,980 4,223,462 SH SOLE 4,223,462 SUN MICROSYSTEMS INC OPT 866810100 $ 2,535 765,800 SH C SOLE 765,800 SUN MICROSYSTEMS INC OPT 866810100 $ 874 263,900 SH P SOLE 263,900 SUNCOR ENERGY INC COM 867229106 $ 1,062 57,257 SH SOLE 57,257 SUNGARD DATA SYS INC COM 867363103 $ 13,339 506,989 SH SOLE 506,989 SUNOCO INC COM 86764P109 $ 4,130 102,691 SH SOLE 102,691 SUNRISE SENIOR LIVING INC COM 86768K106 $ 557 21,221 SH SOLE 21,221 SUNTRUST BKS INC COM 867914103 $ 27,508 455,660 SH SOLE 455,660 SUPERIOR INDS INTL INC COM 868168105 $ 479 11,804 SH SOLE 11,804 SUPERVALU INC NOTE 11/0 868536AN3 $ 4,464 14,400,000 PRN SOLE 14,400,000 SUPERVALU INC NOTE 11/0 868536AP8 $ 14 45,000 PRN SOLE 45,000 SURMODICS INC COM 868873100 $ 1,395 52,010 SH SOLE 52,010 SUSQUEHANNA BANCSHARES INC P COM 869099101 $ 317 12,317 SH SOLE 12,317 SWIFT TRANSN CO COM 870756103 $ 282 12,418 SH SOLE 12,418 SWISSCOM AG SPONSORED ADR 871013108 $ 7,913 270,260 SH SOLE 270,260 SYBRON DENTAL SPECIALTIES IN COM 871142105 $ 544 21,691 SH SOLE 21,691 SYCAMORE NETWORKS INC COM 871206108 $ 317 64,704 SH SOLE 64,704 SYLVAN LEARNING SYS INC OPT 871399100 $ 7,576 276,400 SH C SOLE 276,400 SYMANTEC CORP COM 871503108 $ 18,183 287,749 SH SOLE 287,749 SYMANTEC CORP OPT 871503100 $ 3,905 61,800 SH C SOLE 61,800 SYMBOL TECHNOLOGIES INC COM 871508107 $ 4,901 410,157 SH SOLE 410,157 SYMYX TECHNOLOGIES COM 87155S108 $ 228 10,608 SH SOLE 10,608 SYNOPSYS INC COM 871607107 $ 2,090 67,620 SH SOLE 67,620 SYNOPSYS INC OPT 871607100 $ 3,400 110,000 SH C SOLE 110,000 SYSCO CORP COM 871829107 $ 84,621 2,587,020 SH SOLE 2,587,020 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 $ 225 21,581 SH SOLE 21,581 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 357 10,447 SH SOLE 10,447 TALBOTS INC COM 874161102 $ 5,761 165,300 SH SOLE 165,300 TALK AMERICA HLDGS INC COM NEW 87426R202 $ 189 16,456 SH SOLE 16,456 TARGET CORP COM 87612E106 $ 78,805 2,094,199 SH SOLE 2,094,199 TARO PHARMACEUTICAL INDS LTD OPT M8737E100 $ 1,066 19,000 SH P SOLE 19,000 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 $ 281 5,000 SH SOLE 5,000 TAUBMAN CTRS INC COM 876664103 $ 9,588 489,204 SH SOLE 489,204 TCF FINL CORP COM 872275102 $ 1,486 31,000 SH SOLE 31,000 TDC A/S SPONSORED ADR 87236N102 $ 3,944 259,456 SH SOLE 259,456 TECH DATA CORP OPT 878237100 $ 1,543 50,000 SH P SOLE 50,000 TECH DATA CORP SDCV 2.000%12/1 878237AC0 $ 938 1,007,000 PRN SOLE 1,007,000 TECHNE CORP COM 878377100 $ 567 17,848 SH SOLE 17,848 TECHNITROL INC COM 878555101 $ 185 10,073 SH SOLE 10,073 TECO ENERGY INC COM 872375100 $ 2,265 163,873 SH SOLE 163,873 TECUMSEH PRODS CO CL A 878895200 $ 233 6,241 SH SOLE 6,241 TEKTRONIX INC COM 879131100 $ 5,885 237,785 SH SOLE 237,785 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 $ 547 75,199 SH SOLE 75,199 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 $ 593 92,203 SH SOLE 92,203 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 $ 5,903 183,451 SH SOLE 183,451 TELEDYNE TECHNOLOGIES INC COM 879360105 $ 1,961 134,795 SH SOLE 134,795 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 $ 36,149 1,183,264 SH SOLE 1,183,264 TELEPHONE & DATA SYS INC COM 879433100 $ 800 14,147 SH SOLE 14,147 TELKOM SA LTD SPONSORED ADR 879603108 $ 601 23,700 SH SOLE 23,700 TELLABS INC COM 879664100 $ 8,667 1,272,304 SH SOLE 1,272,304 TELLIUM INC COM 87967E107 $ 15 11,084 SH SOLE 11,084 TEMPLE INLAND INC COM 879868107 $ 4,016 82,728 SH SOLE 82,728 TENARIS S A SPONSORED ADR 88031M109 $ 1,141 43,353 SH SOLE 43,353 TENET HEALTHCARE CORP COM 88033G100 $ 10,464 722,621 SH SOLE 722,621 TENET HEALTHCARE CORP OPT 88033G100 $ 1,051 72,600 SH C SOLE 72,600 TENET HEALTHCARE CORP OPT 88033G100 $ 4,344 300,000 SH P SOLE 300,000 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 $ 207 5,858 SH SOLE 5,858 TERADYNE INC COM 880770102 $ 205 11,022 SH SOLE 11,022 TERADYNE INC OPT 880770100 $ 930 50,000 SH C SOLE 50,000 TETRA TECH INC NEW COM 88162G103 $ 270 13,506 SH SOLE 13,506 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $ 3,053 53,382 SH SOLE 53,382 TEXAS INSTRS INC COM 882508104 $ 22,110 969,721 SH SOLE 969,721 TEXAS INSTRS INC OPT 882508100 $ 5,917 259,500 SH C SOLE 259,500 TEXTRON INC COM 883203101 $ 9,160 232,188 SH SOLE 232,188 THERASENSE INC OPT 883381100 $ 751 60,000 SH P SOLE 60,000 THERMO ELECTRON CORP COM 883556102 $ 6,109 281,502 SH SOLE 281,502 THERMO ELECTRON CORP SDCV 3.250%11/0 883556AJ1 $ 819 850,000 PRN SOLE 850,000 THOMAS & BETTS CORP COM 884315102 $ 2,524 159,230 SH SOLE 159,230 THOMSON SPONSORED ADR 885118109 $ 550 31,595 SH SOLE 31,595 THOR INDS INC COM 885160101 $ 387 7,166 SH SOLE 7,166 THREE FIVE SYS INC COM 88554L108 $ 194 35,156 SH SOLE 35,156 TIBCO SOFTWARE INC COM 88632Q103 $ 222 41,544 SH SOLE 41,544 TIDEWATER INC COM 886423102 $ 1,200 42,390 SH SOLE 42,390 TIFFANY & CO NEW COM 886547108 $ 5,124 137,271 SH SOLE 137,271 TIMBERLAND CO CL A 887100105 $ 2,974 69,720 SH SOLE 69,720 TIMKEN CO COM 887389104 $ 1,551 101,798 SH SOLE 101,798 TITAN CORP COM 888266103 $ 11,397 546,880 SH SOLE 546,880 TIVO INC COM 888706108 $ 355 47,955 SH SOLE 47,955 TJX COS INC NEW COM 872540109 $ 10,608 546,229 SH SOLE 546,229 TJX COS INC NEW NOTE 2/1 872540AL3 $ 8,570 10,970,000 PRN SOLE 10,970,000 TJX COS INC NEW OPT 872540100 $ 4,370 225,000 SH C SOLE 225,000 TJX COS INC NEW OPT 872540100 $ 1,185 61,000 SH P SOLE 61,000 TOLL BROTHERS INC OPT 889478100 $ 913 30,000 SH P SOLE 30,000 TOOTSIE ROLL INDS INC COM 890516107 $ 906 29,215 SH SOLE 29,215 TORCHMARK CORP COM 891027104 $ 7,674 188,818 SH SOLE 188,818 TORO CO COM 891092108 $ 1,684 37,427 SH SOLE 37,427 TOTAL S A OPT 89151E100 $ 3,032 40,000 SH C SOLE 40,000 TOWER AUTOMOTIVE INC COM 891707101 $ 64 14,116 SH SOLE 14,116 TOYS R US INC COM 892335100 $ 425 35,344 SH SOLE 35,344 TRACTOR SUPPLY CO COM 892356106 $ 225 6,845 SH SOLE 6,845 TRANSACTION SYS ARCHITECTS CL A 893416107 $ 405 24,459 SH SOLE 24,459

TRANSCANADA CORP COM 89353D107 $ 454 24,434 SH SOLE 24,434 TRANSMETA CORP DEL COM 89376R109 $ 31 10,745 SH SOLE 10,745 TRANSOCEAN INC ORD G90078109 $ 17,121 856,045 SH SOLE 856,045 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD1 $ 241 250,000 PRN SOLE 250,000 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 $ 284 89,452 SH SOLE 89,452 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 $ 77,383 4,872,979 SH SOLE 4,872,979 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 $ 6,443 405,714 SH SOLE 405,714 TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 $ 5,190 226,225 SH SOLE 226,225 TREX INC COM 89531P105 $ 2,105 67,781 SH SOLE 67,781 TRIARC COS INC CL A 895927101 $ 2,204 218,870 SH SOLE 218,870 TRIBUNE CO NEW COM 896047107 $ 24,455 532,798 SH SOLE 532,798 TRIBUNE CO NEW OPT 896047100 $ 4,590 100,000 SH C SOLE 100,000 TRIMBLE NAVIGATION LTD COM 896239100 $ 326 14,145 SH SOLE 14,145 TRIMERIS INC COM 896263100 $ 363 14,465 SH SOLE 14,465 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 448 79,343 SH SOLE 79,343 TRIZEC PROPERTIES INC COM 89687P107 $ 212 17,300 SH SOLE 17,300 TRUSTCO BK CORP N Y COM 898349105 $ 327 26,483 SH SOLE 26,483 TTI TEAM TELECOM INTL LTD ORD M88258104 $ 101 20,217 SH SOLE 20,217 TUPPERWARE CORP COM 899896104 $ 603 45,032 SH SOLE 45,032 TXU CORP COM 873168108 $ 1,128 47,878 SH SOLE 47,878 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 $ 6,578 6,000,000 PRN SOLE 6,000,000 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 $ 196 175,000 PRN SOLE 175,000 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 $ 16,117 14,358,000 PRN SOLE 14,358,000 TYCO INTL LTD NEW NOTE 11/1 902124AC0 $ 10,353 13,489,000 PRN SOLE 13,489,000 TYSON FOODS INC CL A 902494103 $ 14,324 1,013,716 SH SOLE 1,013,716 U S G CORP OPT 903293400 $ 345 20,000 SH C SOLE 20,000 U S G CORP OPT 903293400 $ 3,793 220,000 SH P SOLE 220,000 UCBH HOLDINGS INC COM 90262T308 $ 340 11,260 SH SOLE 11,260 UGI CORP NEW COM 902681105 $ 2,182 75,407 SH SOLE 75,407 UICI COM 902737105 $ 146 11,635 SH SOLE 11,635 ULTICOM INC COM 903844108 $ 165 15,691 SH SOLE 15,691 UNIFI INC COM 904677101 $ 181 37,651 SH SOLE 37,651 UNILEVER PLC SPON ADR NEW 904767704 $ 4,506 130,083 SH SOLE 130,083 UNION PAC CORP COM 907818108 $ 27,533 473,326 SH SOLE 473,326 UNION PAC CORP OPT 907818100 $ 8,144 140,000 SH C SOLE 140,000 UNION PAC CORP OPT 907818100 $ 8,144 140,000 SH P SOLE 140,000 UNION PLANTERS CORP COM 908068109 $ 7,929 250,600 SH SOLE 250,600 UNIONBANCAL CORP COM 908906100 $ 1,563 31,512 SH SOLE 31,512 UNISOURCE ENERGY CORP COM 909205106 $ 621 32,656 SH SOLE 32,656 UNISYS CORP COM 909214108 $ 4,491 331,915 SH SOLE 331,915 UNIT CORP COM 909218109 $ 2,568 136,290 SH SOLE 136,290 UNITED BANKSHARES INC WEST V COM 909907107 $ 352 11,746 SH SOLE 11,746 UNITED DEFENSE INDS INC COM 91018B104 $ 953 33,555 SH SOLE 33,555 UNITED DOMINION REALTY TR IN COM 910197102 $ 1,156 63,115 SH SOLE 63,115 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 $ 2,376 526,936 SH SOLE 526,936 UNITED NATL BANCORP N J COM 910909100 $ 7,564 227,757 SH SOLE 227,757 UNITED ONLINE INC COM 911268100 $ 877 25,209 SH SOLE 25,209 UNITED PARCEL SERVICE INC CL B 911312106 $ 27,135 425,306 SH SOLE 425,306 UNITED PARCEL SERVICE INC OPT 911312100 $ 142,670 2,236,200 SH C SOLE 2,236,200 UNITED PARCEL SERVICE INC OPT 911312100 $ 55,187 865,000 SH P SOLE 865,000 UNITED RENTALS INC COM 911363109 $ 712 44,227 SH SOLE 44,227 UNITED STATES STL CORP NEW PFD CV B 7% 912909207 $ 34,284 515,555 SH SOLE 515,555 UNITED STATIONERS INC COM 913004107 $ 373 9,896 SH SOLE 9,896 UNITED TECHNOLOGIES CORP COM 913017109 $ 99,282 1,284,699 SH SOLE 1,284,699 UNITED TECHNOLOGIES CORP OPT 913017100 $ 10,325 133,600 SH P SOLE 133,600 UNITEDHEALTH GROUP INC COM 91324P102 $ 47,140 936,804 SH SOLE 936,804 UNITEDHEALTH GROUP INC OPT 91324P100 $ 10,557 209,800 SH C SOLE 209,800 UNITEDHEALTH GROUP INC OPT 91324P100 $ 8,605 171,000 SH P SOLE 171,000 UNIVERSAL CORP VA COM 913456109 $ 955 22,667 SH SOLE 22,667 UNIVERSAL HLTH SVCS INC OPT 913903100 $ 2,473 50,000 SH C SOLE 50,000 UNIVERSAL HLTH SVCS INC OPT 913903100 $ 2,225 45,000 SH P SOLE 45,000 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 9,906 310,237 SH SOLE 310,237 UNIVISION COMMUNICATIONS INC OPT 914906100 $ 2,171 68,000 SH C SOLE 68,000 UNOCAL CORP COM 915289102 $ 15,054 477,606 SH SOLE 477,606 UNOVA INC COM 91529B106 $ 807 55,091 SH SOLE 55,091 URBAN OUTFITTERS INC COM 917047102 $ 255 9,766 SH SOLE 9,766 URS CORP NEW COM 903236107 $ 568 29,296 SH SOLE 29,296 US BANCORP DEL COM NEW 902973304 $ 52,128 2,172,899 SH SOLE 2,172,899 US ONCOLOGY INC COM 90338W103 $ 546 74,738 SH SOLE 74,738 USEC INC COM 90333E108 $ 154 23,615 SH SOLE 23,615 USEC INC OPT 90333E100 $ 131 20,000 SH P SOLE 20,000 USF CORP COM 91729Q101 $ 216 6,832 SH SOLE 6,832 UST INC COM 902911106 $ 4,628 131,564 SH SOLE 131,564 UST INC OPT 902911100 $ 880 25,000 SH P SOLE 25,000 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 $ 6,860 93,064 SH SOLE 93,064 UTSTARCOM INC COM 918076100 $ 1,134 35,648 SH SOLE 35,648 V F CORP COM 918204108 $ 8,025 206,237 SH SOLE 206,237 VALASSIS COMMUNICATIONS INC COM 918866104 $ 2,411 91,315 SH SOLE 91,315 VALERO ENERGY CORP NEW COM 91913Y100 $ 20,342 531,539 SH SOLE 531,539 VALLEY NATL BANCORP COM 919794107 $ 753 27,037 SH SOLE 27,037 VALSPAR CORP COM 920355104 $ 1,977 42,384 SH SOLE 42,384 VALUECLICK INC COM 92046N102 $ 196 23,300 SH SOLE 23,300 VAN DER MOOLEN HLDG N.V. SPONSORED ADR 921020103 $ 413 40,270 SH SOLE 40,270 VANS INC COM 921930103 $ 122 11,241 SH SOLE 11,241 VARCO INTL INC DEL COM 922122106 $ 2,764 163,475 SH SOLE 163,475 VARIAN INC COM 922206107 $ 363 11,572 SH SOLE 11,572 VARIAN MED SYS INC COM 92220P105 $ 3,914 68,101 SH SOLE 68,101 VASTERA INC COM 92239N109 $ 52 10,026 SH SOLE 10,026 VECTOR GROUP LTD COM 92240M108 $ 288 20,012 SH SOLE 20,012 VEECO INSTRS INC DEL COM 922417100 $ 316 15,850 SH SOLE 15,850 VENATOR GROUP INC NOTE 5.500% 6/0 922944AB9 $ 232 205,000 PRN SOLE 205,000 VENTIV HEALTH INC COM 922793104 $ 117 16,500 SH SOLE 16,500 VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 $ 219 9,748 SH SOLE 9,748 VERISIGN INC COM 92343E102 $ 896 66,543 SH SOLE 66,543 VERITAS SOFTWARE CO COM 923436109 $ 8,367 265,444 SH SOLE 265,444 VERITAS SOFTWARE CO OPT 923436100 $ 11,032 350,000 SH C SOLE 350,000 VERITY INC COM 92343C106 $ 158 12,058 SH SOLE 12,058 VERIZON COMMUNICATIONS COM 92343V104 $ 205,362 6,330,511 SH SOLE 6,330,511 VERIZON COMMUNICATIONS OPT 92343V100 $ 29,504 909,500 SH C SOLE 909,500 VERIZON COMMUNICATIONS OPT 92343V100 $ 21,200 653,500 SH P SOLE 653,500 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 $ 4,050 6,779,000 PRN SOLE 6,779,000 VERSO TECHNOLOGIES INC COM 925317109 $ 38 10,236 SH SOLE 10,236 VERTEX PHARMACEUTICALS INC COM 92532F100 $ 614 49,897 SH SOLE 49,897

VIACOM INC CL B 925524308 $ 251,657 6,570,678 SH SOLE 6,570,678 VIACOM INC OPT 925524300 $ 26,810 700,000 SH C SOLE 700,000 VIACOM INC OPT 925524300 $ 51,517 1,345,100 SH P SOLE 1,345,100 VIAD CORP COM 92552R109 $ 8,976 375,900 SH SOLE 375,900 VICOR CORP COM 925815102 $ 323 33,807 SH SOLE 33,807 VIGNETTE CORP COM 926734104 $ 46 19,924 SH SOLE 19,924 VINTAGE PETE INC COM 927460105 $ 1,709 157,122 SH SOLE 157,122 VISHAY INTERTECHNOLOGY INC OPT 928298100 $ 1,682 96,000 SH C SOLE 96,000 VISTEON CORP COM 92839U107 $ 6,328 958,778 SH SOLE 958,778 VISX INC DEL COM 92844S105 $ 918 48,208 SH SOLE 48,208 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 74 11,503 SH SOLE 11,503 VIVUS INC COM 928551100 $ 57 16,218 SH SOLE 16,218 VODAFONE GROUP PLC NEW OPT 92857W100 $ 2,025 100,000 SH C SOLE 100,000 VODAFONE GROUP PLC NEW OPT 92857W100 $ 1,114 55,000 SH P SOLE 55,000 WABASH NATL CORP COM 929566107 $ 386 24,180 SH SOLE 24,180 WACHOVIA CORP 2ND NEW COM 929903102 $ 351,520 8,534,108 SH SOLE 8,534,108 WACHOVIA CORP 2ND NEW OPT 929903100 $ 2,265 55,000 SH C SOLE 55,000 WACHOVIA CORP 2ND NEW OPT 929903100 $ 4,737 115,000 SH P SOLE 115,000 WADDELL & REED FINL INC CL A 930059100 $ 5,658 240,064 SH SOLE 240,064 WAL MART STORES INC COM 931142103 $ 451,908 8,091,460 SH SOLE 8,091,460 WAL MART STORES INC OPT 931142100 $ 11,170 200,000 SH C SOLE 200,000 WAL MART STORES INC OPT 931142100 $ 8,378 150,000 SH P SOLE 150,000 WALGREEN CO COM 931422109 $ 59,123 1,929,600 SH SOLE 1,929,600 WASHINGTON MUT INC COM 939322103 $ 28,904 734,163 SH SOLE 734,163 WASHINGTON POST CO CL B 939640108 $ 1,359 2,043 SH SOLE 2,043 WASTE CONNECTIONS INC COM 941053100 $ 313 8,913 SH SOLE 8,913 WASTE MGMT INC DEL COM 94106L109 $ 29,770 1,137,566 SH SOLE 1,137,566 WATERS CORP COM 941848103 $ 5,820 212,182 SH SOLE 212,182 WATERS CORP OPT 941848100 $ 1,234 45,000 SH C SOLE 45,000 WATERS CORP OPT 941848100 $ 2,181 79,500 SH P SOLE 79,500 WATSON PHARMACEUTICALS INC COM 942683103 $ 4,085 97,987 SH SOLE 97,987 WATSON PHARMACEUTICALS INC OPT 942683100 $ 279 6,700 SH C SOLE 6,700 WATSON WYATT & CO HLDGS CL A 942712100 $ 877 38,968 SH SOLE 38,968 WAUSAU-MOSINEE PAPER CORP COM 943315101 $ 448 36,657 SH SOLE 36,657 WAYPOINT FINL CORP COM 946756103 $ 343 17,097 SH SOLE 17,097 WCI CMNTYS INC COM 92923C104 $ 1,688 102,324 SH SOLE 102,324 WEATHERFORD INTL INC DBCV 6/3 947074AB6 $ 7,161 11,503,000 PRN SOLE 11,503,000 WEBMD CORP NOTE 3.250% 4/0 94769MAC9 $ 6,061 5,288,000 PRN SOLE 5,288,000 WEBSTER FINL CORP CONN COM 947890109 $ 488 12,249 SH SOLE 12,249 WEIGHT WATCHERS INTL INC NEW COM 948626106 $ 4,778 114,853 SH SOLE 114,853 WEIGHT WATCHERS INTL INC NEW OPT 948626100 $ 1,664 40,000 SH P SOLE 40,000 WEINGARTEN RLTY INVS SH BEN INT 948741103 $ 1,269 28,189 SH SOLE 28,189 WELLMAN INC COM 949702104 $ 2,395 318,846 SH SOLE 318,846 WELLPOINT HEALTH NETWORK NEW COM 94973H108 $ 26,527 344,147 SH SOLE 344,147 WELLPOINT HEALTH NETWORK NEW OPT 94973H100 $ 1,156 15,000 SH C SOLE 15,000 WELLS FARGO & CO NEW COM 949746101 $ 67,490 1,310,482 SH SOLE 1,310,482 WELLS FARGO & CO NEW OPT 949746100 $ 16,866 327,500 SH P SOLE 327,500 WENDYS INTL INC COM 950590109 $ 28,640 886,678 SH SOLE 886,678 WENDYS INTL INC OPT 950590100 $ 1,615 50,000 SH P SOLE 50,000 WERNER ENTERPRISES INC COM 950755108 $ 892 38,830 SH SOLE 38,830 WESTERN DIGITAL CORP OPT 958102100 $ 2,569 199,300 SH C SOLE 199,300 WESTERN GAS RES INC COM 958259103 $ 3,062 80,572 SH SOLE 80,572 WESTPORT RES CORP NEW COM 961418100 $ 953 40,501 SH SOLE 40,501 WESTWOOD ONE INC COM 961815107 $ 1,475 48,852 SH SOLE 48,852 WEYERHAEUSER CO COM 962166104 $ 7,827 133,902 SH SOLE 133,902 WEYERHAEUSER CO OPT 962166100 $ 2,630 45,000 SH C SOLE 45,000 WGL HLDGS INC COM 92924F106 $ 1,319 47,818 SH SOLE 47,818 WHIRLPOOL CORP COM 963320106 $ 3,594 53,036 SH SOLE 53,036 WHITNEY HLDG CORP COM 966612103 $ 344 10,114 SH SOLE 10,114 WHOLE FOODS MKT INC COM 966837106 $ 1,482 26,852 SH SOLE 26,852 WHX CORP PFD CV SER B 929248300 $ 400 80,000 SH SOLE 80,000 WILD OATS MARKETS INC COM 96808B107 $ 287 26,300 SH SOLE 26,300 WILLIAMS COS INC DEL COM 969457100 $ 1,730 183,620 SH SOLE 183,620 WILLIAMS SONOMA INC COM 969904101 $ 2,921 108,252 SH SOLE 108,252 WILLIS GROUP HOLDINGS LTD SHS G96655108 $ 10,763 350,000 SH SOLE 350,000 WILMINGTON TRUST CORP COM 971807102 $ 2,627 85,411 SH SOLE 85,411 WILSON GREATBATCH TECHNOLOGI COM 972232102 $ 2,596 72,024 SH SOLE 72,024 WIND RIVER SYSTEMS INC COM 973149107 $ 375 65,966 SH SOLE 65,966 WINN DIXIE STORES INC COM 974280109 $ 4,704 487,448 SH SOLE 487,448 WINNEBAGO INDS INC COM 974637100 $ 203 4,553 SH SOLE 4,553 WINTRUST FINANCIAL CORP COM 97650W108 $ 242 6,411 SH SOLE 6,411 WIRELESS FACILITIES INC COM 97653A103 $ 237 19,882 SH SOLE 19,882 WOLVERINE WORLD WIDE INC COM 978097103 $ 1,604 82,658 SH SOLE 82,658 WORTHINGTON INDS INC COM 981811102 $ 3,154 251,094 SH SOLE 251,094 WPP GROUP PLC SPON ADR NEW 929309300 $ 13,325 316,366 SH SOLE 316,366 WRIGLEY WM JR CO COM 982526105 $ 14,013 253,402 SH SOLE 253,402 WRIGLEY WM JR CO OPT 982526100 $ 830 15,000 SH C SOLE 15,000 WYETH COM 983024100 $ 56,499 1,225,570 SH SOLE 1,225,570 WYETH OPT 983024100 $ 2,545 55,200 SH C SOLE 55,200 WYETH OPT 983024100 $ 8,298 180,000 SH P SOLE 180,000 XCEL ENERGY INC COM 98389B100 $ 4,784 309,266 SH SOLE 309,266 XEROX CORP COM 984121103 $ 9,338 910,126 SH SOLE 910,126 XEROX CORP PFD CONV SER C 984121509 $ 121,580 1,188,000 SH SOLE 1,188,000 XILINX INC COM 983919101 $ 7,790 274,019 SH SOLE 274,019 XILINX INC OPT 983919100 $ 2,928 103,000 SH C SOLE 103,000 XL CAP LTD CL A G98255105 $ 20,629 266,382 SH SOLE 266,382 XL CAP LTD DBCV 5/2 98372PAB4 $ 7,254 11,424,000 PRN SOLE 11,424,000 XM SATELLITE RADIO HLDGS INC OPT 983759100 $ 4,796 309,400 SH C SOLE 309,400 XTO ENERGY INC COM 98385X106 $ 2,686 127,984 SH SOLE 127,984 YAHOO INC COM 984332106 $ 10,774 304,423 SH SOLE 304,423 YAHOO INC OPT 984332100 $ 3,256 92,000 SH C SOLE 92,000 YAHOO INC OPT 984332100 $ 1,380 39,000 SH P SOLE 39,000 YANKEE CANDLE INC COM 984757104 $ 1,680 65,929 SH SOLE 65,929 YUM BRANDS INC COM 988498101 $ 14,202 479,465 SH SOLE 479,465 ZALE CORP NEW COM 988858106 $ 316 7,113 SH SOLE 7,113 ZEBRA TECHNOLOGIES CORP CL A 989207105 $ 947 18,402 SH SOLE 18,402 ZIMMER HLDGS INC COM 98956P102 $ 5,006 90,846 SH SOLE 90,846 ZIONS BANCORPORATION COM 989701107 $ 5,109 91,243 SH SOLE 91,243 ZORAN CORP COM 98975F101 $ 797 40,722 SH SOLE 40,722 =========== Total $22,666,201

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