13F-HR 1 y00574e13fvhr.txt UBS SECURITIES LLC United States Securities and Exchange Commission Washington, DC 20549 FORM 13F COVER PAGE Report for the Quarter Ended: June 30, 2004 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 August 16, 2004 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: 4588 Form 13F Information Table Value Total: $ 45,061,459 (thousands) List of Other Included Managers: NONE SECTION 13F - QUARTER ENDING JUNE 30,2004 PUBLIC FILING - FINAL

ACE CASH EXPRESS INC COM 004403101 $ 304 11,820 SH SOLE 11,820 ACE LTD ORD G0070K103 $ 25,253 597,288 SH SOLE 597,288 ACE LTD ORD G0070K103 $ 1,759 41,600 SH C SOLE 41,600 ACETO CORP COM 004446100 $ 446 25,344 SH SOLE 25,344 ACLARA BIOSCIENCES INC COM 00461P106 $ 0 29 SH SOLE 29 ACME COMMUNICATION INC COM 004631107 $ 11 1,638 SH SOLE 1,638 ACTION PERFORMANCE COS INC COM 004933107 $ 196 12,983 SH SOLE 12,983 ACTIVCARD CORP COM 00506J107 $ 151 20,800 SH SOLE 20,800 ACTIVISION INC NEW COM NEW 004930202 $ 1,382 86,931 SH SOLE 86,931 ACTIVISION INC NEW COM NEW 004930202 $ 173 10,900 SH P SOLE 10,900 ACTIVISION INC NEW COM NEW 004930202 $ 97 6,100 SH C SOLE 6,100 ACTUANT CORP CL A NEW 00508X203 $ 2,328 59,718 SH SOLE 59,718 ACTUATE CORP COM 00508B102 $ 207 52,476 SH SOLE 52,476 ACUITY BRANDS INC COM 00508Y102 $ 288 10,649 SH SOLE 10,649 ACXIOM CORP NOTE 3.750% 2/1 005125AB5 $ 1,428 1,023,000 PRN SOLE 1,023,000 ADAPTEC INC NOTE 3.000% 3/0 00651FAE8 $ 1,138 1,135,000 PRN SOLE 1,135,000 ADAPTEC INC COM 00651F108 $ 668 78,976 SH SOLE 78,976 ADAPTEC INC COM 00651F108 $ 3 300 SH P SOLE 300 ADAPTEC INC COM 00651F108 $ 1 100 SH C SOLE 100 ADE CORP MASS COM 00089C107 $ 244 11,270 SH SOLE 11,270 ADMINISTAFF INC COM 007094105 $ 689 41,497 SH SOLE 41,497 ADOBE SYS INC COM 00724F101 $ 13,466 289,600 SH C SOLE 289,600 ADOBE SYS INC COM 00724F101 $ 13,284 285,676 SH SOLE 285,676 ADOBE SYS INC COM 00724F101 $ 6,561 141,100 SH P SOLE 141,100 ADOLOR CORP COM 00724X102 $ 658 51,899 SH SOLE 51,899 ADT OPERATIONS NOTE 7/0 000945AC9 $ 2,605 1,959,000 PRN SOLE 1,959,000 ADTRAN INC COM 00738A106 $ 210 6,300 SH C SOLE 6,300 ADTRAN INC COM 00738A106 $ 97 2,900 SH P SOLE 2,900 ADTRAN INC COM 00738A106 $ 15 440 SH SOLE 440 ADVANCE AUTO PARTS INC COM 00751Y106 $ 4,957 112,200 SH SOLE 112,200 ADVANCED DIGITAL INFORMATION COM 007525108 $ 73 7,500 SH C SOLE 7,500 ADVANCED DIGITAL INFORMATION COM 007525108 $ 41 4,233 SH SOLE 4,233 ADVANCED DIGITAL INFORMATION COM 007525108 $ 19 2,000 SH P SOLE 2,000 ADVANCED ENERGY INDS COM 007973100 $ 111 7,091 SH SOLE 7,091 ADVANCED FIBRE COMMUNICATION COM 00754A105 $ 526 26,055 SH SOLE 26,055 ADVANCED FIBRE COMMUNICATION COM 00754A105 $ 406 20,100 SH C SOLE 20,100 ADVANCED FIBRE COMMUNICATION COM 00754A105 $ 259 12,800 SH P SOLE 12,800 ADVANCED MARKETING SVCS INC COM 00753T105 $ 289 22,419 SH SOLE 22,419 ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF4 $ 32,351 14,135,000 PRN SOLE 14,135,000 ADVANCED MICRO DEVICES INC COM 007903107 $ 28,305 1,780,200 SH C SOLE 1,780,200 ADVANCED MICRO DEVICES INC COM 007903107 $ 10,833 681,300 SH P SOLE 681,300 ADVANCED MICRO DEVICES INC COM 007903107 $ 3,513 220,966 SH SOLE 220,966 ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 $ 26 26,000 PRN SOLE 26,000 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 $ 2 600 SH SOLE 600 ADVANCIS PHARMACEUTICALS COR COM 00764L109 $ 136 20,140 SH SOLE 20,140 ADVANTA CORP CL A 007942105 $ 933 42,557 SH SOLE 42,557 ADVENT CLAYMORE CV SECS & IN COM 00764C109 $ 3 105 SH SOLE 105 ADVENT SOFTWARE INC COM 007974108 $ 782 43,279 SH SOLE 43,279 ADVISORY BRD CO COM 00762W107 $ 450 12,652 SH SOLE 12,652 ADVO INC COM 007585102 $ 217 6,591 SH SOLE 6,591 AEROFLEX INC COM 007768104 $ 371 26,003 SH SOLE 26,003 AES CORP COM 00130H105 $ 10,795 1,087,155 SH SOLE 1,087,155

AES CORP COM 00130H105 $ 205 20,600 SH P SOLE 20,600 AES CORP COM 00130H105 $ 5 500 SH C SOLE 500 AETERNA ZENTARIS INC COM 007975204 $ 125 21,517 SH SOLE 21,517 AETHER SYS INC COM 00808V105 $ 147 42,603 SH SOLE 42,603 AETNA INC NEW COM 00817Y108 $ 29,274 344,400 SH P SOLE 344,400 AETNA INC NEW COM 00817Y108 $ 17,033 200,389 SH SOLE 200,389 AETNA INC NEW COM 00817Y108 $ 15,190 178,700 SH C SOLE 178,700 AFFILIATED COMPUTER SERVICES CL A 008190100 $ 26,380 498,300 SH P SOLE 498,300 AFFILIATED COMPUTER SERVICES CL A 008190100 $ 8,931 168,700 SH C SOLE 168,700 AFFILIATED COMPUTER SERVICES CL A 008190100 $ 5,294 100,008 SH SOLE 100,008 AFFILIATED MANAGERS GROUP COM 008252108 $ 501 9,939 SH SOLE 9,939 AFFORDABLE RESIDENTIAL CMTYS COM 008273104 $ 520 31,299 SH SOLE 31,299 AFFYMETRIX INC COM 00826T108 $ 1,011 30,900 SH C SOLE 30,900 AFFYMETRIX INC COM 00826T108 $ 317 9,700 SH P SOLE 9,700 AFLAC INC COM 001055102 $ 44,943 1,101,263 SH SOLE 1,101,263 AFLAC INC COM 001055102 $ 1,836 45,000 SH C SOLE 45,000 AGERE SYS INC CL B 00845V209 $ 22,553 10,489,822 SH SOLE 10,489,822 AGERE SYS INC NOTE 6.500%12/1 00845VAA8 $ 319 275,000 PRN SOLE 275,000 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 $ 3,158 3,000,000 PRN SOLE 3,000,000 AGILENT TECHNOLOGIES INC COM 00846U101 $ 21,915 748,467 SH SOLE 748,467 AGILENT TECHNOLOGIES INC COM 00846U101 $ 3,440 117,500 SH C SOLE 117,500 AGILENT TECHNOLOGIES INC COM 00846U101 $ 829 28,300 SH P SOLE 28,300 AGILYSYS INC COM 00847J105 $ 296 21,461 SH SOLE 21,461 AGL RES INC COM 001204106 $ 4,529 155,887 SH SOLE 155,887 AGNICO EAGLE MINES LTD COM 008474108 $ 4,799 363,300 SH C SOLE 363,300 AGNICO EAGLE MINES LTD COM 008474108 $ 92 7,000 SH P SOLE 7,000 AGNICO EAGLE MINES LTD *W EXP 11/07/200 008474132 $ 11 3,600 SH SOLE 3,600 AGRIUM INC COM 008916108 $ 1,049 72,114 SH SOLE 72,114 AGRIUM INC COM 008916108 $ 1 50 SH C SOLE 50 AIM SELECT REAL ESTATE INCM SHS 00888R107 $ 2,090 137,018 SH SOLE 137,018 AIR PRODS & CHEMS INC COM 009158106 $ 30,312 577,914 SH SOLE 577,914 AIRGAS INC COM 009363102 $ 1,422 59,488 SH SOLE 59,488 AIRGATE PCS INC COM NEW 009367301 $ 161 8,805 SH SOLE 8,805 AIRSPAN NETWORKS INC COM 00950H102 $ 102 18,252 SH SOLE 18,252 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 $ 3,674 2,200,000 PRN SOLE 2,200,000 AIRTRAN HLDGS INC COM 00949P108 $ 34 2,400 SH P SOLE 2,400 AK STL HLDG CORP COM 001547108 $ 180 34,133 SH SOLE 34,133 AKAMAI TECHNOLOGIES INC COM 00971T101 $ 1,896 105,654 SH SOLE 105,654 AKAMAI TECHNOLOGIES INC COM 00971T101 $ 551 30,700 SH C SOLE 30,700 AKAMAI TECHNOLOGIES INC COM 00971T101 $ 242 13,500 SH P SOLE 13,500 AKSYS LTD COM 010196103 $ 126 21,683 SH SOLE 21,683 AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 010198208 $ 59 1,522 SH SOLE 1,522 ALABAMA NATL BANCORP DELA COM 010317105 $ 106 1,914 SH SOLE 1,914 ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 $ 177 10,772 SH SOLE 10,772 ALAMO GROUP INC COM 011311107 $ 62 3,908 SH SOLE 3,908 ALAMOSA HLDGS INC COM 011589108 $ 3,675 500,000 SH C SOLE 500,000 ALAMOSA HLDGS INC COM 011589108 $ 129 17,543 SH SOLE 17,543 ALARIS MEDICAL SYSTEMS INC COM 011637105 $ 0 362,103 SH SOLE 362,103 ALASKA AIR GROUP INC COM 011659109 $ 501 20,997 SH SOLE 20,997 ALASKA COMMUNICATIONS SYS GR COM 01167P101 $ 37 6,110 SH SOLE 6,110 ALBANY INTL CORP CL A 012348108 $ 241 7,193 SH SOLE 7,193 ALBEMARLE CORP COM 012653101 $ 328 10,365 SH SOLE 10,365

ALBERTO CULVER CO COM 013068101 $ 8,219 163,919 SH SOLE 163,919 ALBERTSONS INC COM 013104104 $ 3,769 142,017 SH SOLE 142,017 ALBERTSONS INC COM 013104104 $ 2,535 95,500 SH C SOLE 95,500 ALBERTSONS INC COM 013104104 $ 1,385 52,200 SH P SOLE 52,200 ALCAN INC COM 013716105 $ 2,265 54,700 SH C SOLE 54,700 ALCAN INC COM 013716105 $ 2,090 50,477 SH SOLE 50,477 ALCAN INC COM 013716105 $ 166 4,000 SH P SOLE 4,000 ALCOA INC COM 013817101 $ 50,338 1,524,018 SH C SOLE 1,524,018 ALCOA INC COM 013817101 $ 21,922 663,693 SH SOLE 663,693 ALCOA INC COM 013817101 $ 5,483 166,000 SH P SOLE 166,000 ALCON INC COM SHS H01301102 $ 31 391 SH SOLE 391 ALDERWOODS GROUP INC COM 014383103 $ 37 3,066 SH SOLE 3,066 ALEXANDER & BALDWIN INC COM 014482103 $ 616 18,413 SH SOLE 18,413 ALEXANDERS INC COM 014752109 $ 54 321 SH SOLE 321 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 $ 9 155 SH SOLE 155 ALEXION PHARMACEUTICALS INC COM 015351109 $ 548 29,469 SH SOLE 29,469 ALFA CORP COM 015385107 $ 92 6,549 SH SOLE 6,549 ALICO INC COM 016230104 $ 250 6,224 SH SOLE 6,224 ALIGN TECHNOLOGY INC COM 016255101 $ 17,215 906,072 SH C SOLE 906,072 ALIGN TECHNOLOGY INC COM 016255101 $ 320 16,861 SH SOLE 16,861 ALKERMES INC NOTE 2.500% 9/0 01642TAE8 $ 28,875 25,000,000 PRN SOLE 25,000,000 ALKERMES INC COM 01642T108 $ 780 57,351 SH SOLE 57,351 ALLEGHENY ENERGY INC COM 017361106 $ 3,978 258,125 SH SOLE 258,125 ALLEGHENY TECHNOLOGIES INC COM 01741R102 $ 2,565 142,118 SH SOLE 142,118 ALLERGAN INC COM 018490102 $ 21,521 240,400 SH P SOLE 240,400 ALLERGAN INC COM 018490102 $ 10,057 112,348 SH SOLE 112,348 ALLERGAN INC COM 018490102 $ 654 7,300 SH C SOLE 7,300 ALLETE INC COM 018522102 $ 1,744 52,385 SH SOLE 52,385 ALLETE INC COM 018522102 $ 266 8,000 SH C SOLE 8,000 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 $ 50,687 1,493,000 SH SOLE 1,493,000 ALLIANCE DATA SYSTEMS CORP COM 018581108 $ 98 2,317 SH SOLE 2,317 ALLIANCE GAMING CORP COM NEW 01859P609 $ 1,191 69,400 SH P SOLE 69,400 ALLIANCE GAMING CORP COM NEW 01859P609 $ 879 51,244 SH SOLE 51,244 ALLIANCE IMAGING INC COM NEW 018606202 $ 43 9,372 SH SOLE 9,372 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 $ 299 6,400 SH SOLE 6,400 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 $ 228 38,289 SH SOLE 38,289 ALLIANT TECHSYSTEMS INC COM 018804104 $ 15,518 245,000 SH C SOLE 245,000 ALLIANT TECHSYSTEMS INC COM 018804104 $ 15,518 245,000 SH P SOLE 245,000 ALLIANT TECHSYSTEMS INC COM 018804104 $ 3,255 51,395 SH SOLE 51,395 ALLIED CAP CORP NEW COM 01903Q108 $ 2,186 89,500 SH C SOLE 89,500 ALLIED CAP CORP NEW COM 01903Q108 $ 325 13,300 SH P SOLE 13,300 ALLIED HEALTHCARE INTL INC COM 01923A109 $ 53 10,900 SH SOLE 10,900 ALLIED WASTE INDS INC COM PAR$.01 NEW 019589308 $ 5,272 400,000 SH C SOLE 400,000 ALLIED WASTE INDS INC PFD SR C CONV 019589605 $ 12,218 171,414 SH SOLE 171,414 ALLMERICA FINL CORP COM 019754100 $ 3,686 109,042 SH SOLE 109,042 ALLOY INC COM 019855105 $ 256 41,568 SH SOLE 41,568 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 $ 221 28,204 SH SOLE 28,204 ALLSTATE CORP COM 020002101 $ 81,481 1,750,400 SH C SOLE 1,750,400 ALLSTATE CORP COM 020002101 $ 50,389 1,082,474 SH SOLE 1,082,474 ALLSTATE CORP COM 020002101 $ 6,837 146,874 SH P SOLE 146,874 ALLTEL CORP COM 020039103 $ 28,069 554,500 SH C SOLE 554,500 ALLTEL CORP COM 020039103 $ 5,073 100,218 SH SOLE 100,218

ALLTEL CORP COM 020039103 $ 516 10,200 SH P SOLE 10,200 ALPHARMA INC NOTE 5.750% 4/0 020813AB7 $ 402 401,900 PRN SOLE 401,900 ALPHARMA INC CL A 020813101 $ 539 26,312 SH SOLE 26,312 ALTEON INC COM 02144G107 $ 0 15 SH SOLE 15 ALTERA CORP COM 021441100 $ 6,665 300,776 SH SOLE 300,776 ALTERA CORP COM 021441100 $ 2,632 118,764 SH C SOLE 118,764 ALTERA CORP COM 021441100 $ 765 34,500 SH P SOLE 34,500 ALTO PALERMO S A SPONSORED ADR 02151P107 $ 1 270 SH SOLE 270 ALTRIA GROUP INC COM 02209S103 $ 564,346 11,275,635 SH P SOLE 11,275,635 ALTRIA GROUP INC COM 02209S103 $ 354,601 7,084,932 SH SOLE 7,084,932 ALTRIA GROUP INC COM 02209S103 $ 84,169 1,681,708 SH C SOLE 1,681,708 ALZA CORP SDCV 7/2 02261WAB5 $ 55,569 72,285,000 PRN SOLE 72,285,000 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 $ 16,518 16,539,000 PRN SOLE 16,539,000 AMAZON COM INC COM 023135106 $ 40,376 742,200 SH C SOLE 742,200 AMAZON COM INC COM 023135106 $ 30,660 563,600 SH P SOLE 563,600 AMAZON COM INC COM 023135106 $ 16,484 303,011 SH SOLE 303,011 AMB PROPERTY CORP COM 00163T109 $ 2,641 76,255 SH SOLE 76,255 AMBAC FINL GROUP INC COM 023139108 $ 12,098 164,739 SH SOLE 164,739 AMBASSADORS GROUP INC COM 023177108 $ 219 9,323 SH SOLE 9,323 AMBASSADORS INTL INC COM 023178106 $ 0 16 SH SOLE 16 AMC ENTMT INC COM 001669100 $ 79 5,157 SH SOLE 5,157 AMCOR LTD PRIDES 7.25% 02341R401 $ 15,976 30,723,500 PRN SOLE 30,723,500 AMCOR LTD PRIDES 7.25% 02341R401 $ 3,260 62,685 SH SOLE 62,685 AMCORE FINL INC COM 023912108 $ 88 2,921 SH SOLE 2,921 AMDOCS LTD ORD G02602103 $ 18,065 771,000 SH P SOLE 771,000 AMDOCS LTD ORD G02602103 $ 2,997 127,900 SH C SOLE 127,900 AMDOCS LTD ORD G02602103 $ 652 27,824 SH SOLE 27,824 AMEDISYS INC COM 023436108 $ 249 7,532 SH SOLE 7,532 AMERADA HESS CORP COM 023551104 $ 28,372 358,278 SH SOLE 358,278 AMERADA HESS CORP COM 023551104 $ 8,545 107,900 SH P SOLE 107,900 AMERADA HESS CORP COM 023551104 $ 4,728 59,700 SH C SOLE 59,700 AMERADA HESS CORP PFD CV ACES 7% 023551401 $ 3,623 50,000 SH SOLE 50,000 AMERCO COM 023586100 $ 44 1,878 SH SOLE 1,878 AMEREN CORP COM 023608102 $ 23,208 540,223 SH SOLE 540,223 AMERICA ONLINE INC DEL NOTE 12/0 02364JAC8 $ 1,299 2,050,000 PRN SOLE 2,050,000 AMERICA ONLINE LATIN AMERICA CL A 02365B100 $ 46 67,103 SH SOLE 67,103 AMERICA SVC GROUP INC COM 02364L109 $ 181 5,198 SH SOLE 5,198 AMERICA WEST HLDG CORP CL B 023657208 $ 2,284 251,525 SH SOLE 251,525 AMERICAN AXLE & MFG HLDGS IN COM 024061103 $ 1,155 31,772 SH SOLE 31,772 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 $ 859 29,698 SH SOLE 29,698 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 $ 474 16,400 SH C SOLE 16,400 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 $ 119 4,100 SH P SOLE 4,100 AMERICAN ELEC PWR INC COM 025537101 $ 30,380 949,367 SH SOLE 949,367 AMERICAN ELEC PWR INC COM 025537101 $ 262 8,200 SH C SOLE 8,200 AMERICAN ELEC PWR INC COM 025537101 $ 182 5,700 SH P SOLE 5,700 AMERICAN EQTY INVT LIFE HLD COM 025676206 $ 216 21,696 SH SOLE 21,696 AMERICAN EXPRESS CO COM 025816109 $ 132,214 2,573,249 SH SOLE 2,573,249 AMERICAN EXPRESS CO COM 025816109 $ 15,266 297,114 SH C SOLE 297,114 AMERICAN EXPRESS CO COM 025816109 $ 4,938 96,100 SH P SOLE 96,100 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 $ 698 1,657,000 PRN SOLE 1,657,000 AMERICAN FINL RLTY TR COM 02607P305 $ 3,899 272,823 SH SOLE 272,823 AMERICAN GREETINGS CORP CL A 026375105 $ 958 41,335 SH SOLE 41,335

AMERICAN HEALTHWAYS INC COM 02649V104 $ 3,194 120,000 SH C SOLE 120,000 AMERICAN HEALTHWAYS INC COM 02649V104 $ 12 459 SH SOLE 459 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 $ 8,304 12,654,000 PRN SOLE 12,654,000 AMERICAN INTL GROUP INC COM 026874107 $ 225,008 3,156,678 SH SOLE 3,156,678 AMERICAN INTL GROUP INC COM 026874107 $ 197,823 2,775,301 SH C SOLE 2,775,301 AMERICAN INTL GROUP INC COM 026874107 $ 59,676 837,200 SH P SOLE 837,200 AMERICAN ITALIAN PASTA CO CL A 027070101 $ 122 4,017 SH SOLE 4,017 AMERICAN LD LEASE INC COM 027118108 $ 58 3,056 SH SOLE 3,056 AMERICAN MED SEC GROUP INC COM 02744P101 $ 2,390 87,700 SH SOLE 87,700 AMERICAN MED SYS HLDGS INC COM 02744M108 $ 370 10,987 SH SOLE 10,987 AMERICAN NATL BANKSHARES INC COM 027745108 $ 0 17 SH SOLE 17 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $ 1,966 64,700 SH C SOLE 64,700 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $ 235 7,722 SH SOLE 7,722 AMERICAN PHYSICIANS CAPITAL COM 028884104 $ 123 5,292 SH SOLE 5,292 AMERICAN PWR CONVERSION CORP COM 029066107 $ 11,838 602,457 SH SOLE 602,457 AMERICAN PWR CONVERSION CORP COM 029066107 $ 330 16,800 SH C SOLE 16,800 AMERICAN PWR CONVERSION CORP COM 029066107 $ 234 11,900 SH P SOLE 11,900 AMERICAN RLTY INVS INC COM 029174109 $ 2 226 SH SOLE 226 AMERICAN SOFTWARE INC CL A 029683109 $ 77 12,700 SH SOLE 12,700 AMERICAN STD COS INC DEL COM 029712106 $ 16,870 418,497 SH SOLE 418,497 AMERICAN STS WTR CO COM 029899101 $ 110 4,746 SH SOLE 4,746 AMERICAN TOWER CORP CL A 029912201 $ 9,208 605,800 SH C SOLE 605,800 AMERICAN TOWER CORP CL A 029912201 $ 3,622 238,300 SH P SOLE 238,300 AMERICAN VANGUARD CORP COM 030371108 $ 172 5,096 SH SOLE 5,096 AMERICAN WOODMARK CORP COM 030506109 $ 55 917 SH SOLE 917 AMERICANWEST BANCORPORATION COM 03058P109 $ 248 12,952 SH SOLE 12,952 AMERICREDIT CORP COM 03060R101 $ 1,070 54,800 SH C SOLE 54,800 AMERICREDIT CORP COM 03060R101 $ 305 15,600 SH P SOLE 15,600 AMERIGAS PARTNERS L P UNIT L P INT 030975106 $ 522 20,100 SH SOLE 20,100 AMERIGROUP CORP COM 03073T102 $ 265 5,376 SH SOLE 5,376 AMERISOURCEBERGEN CORP COM 03073E105 $ 12,990 217,291 SH SOLE 217,291 AMERISOURCEBERGEN CORP COM 03073E105 $ 8,678 145,173 SH P SOLE 145,173 AMERISOURCEBERGEN CORP COM 03073E105 $ 4,693 78,500 SH C SOLE 78,500 AMERISTAR CASINOS INC COM 03070Q101 $ 126 3,744 SH SOLE 3,744 AMERITRADE HLDG CORP NEW COM 03074K100 $ 421 37,100 SH C SOLE 37,100 AMERITRADE HLDG CORP NEW COM 03074K100 $ 212 18,700 SH P SOLE 18,700 AMERON INTL INC COM 030710107 $ 181 5,300 SH SOLE 5,300 AMGEN INC COM 031162100 $ 125,164 2,293,640 SH SOLE 2,293,640 AMGEN INC COM 031162100 $ 34,664 635,225 SH C SOLE 635,225 AMGEN INC COM 031162100 $ 20,057 367,540 SH P SOLE 367,540 AMIS HLDGS INC COM 031538101 $ 145 8,546 SH SOLE 8,546 AMKOR TECHNOLOGY INC COM 031652100 $ 1,289 157,570 SH SOLE 157,570 AMKOR TECHNOLOGY INC COM 031652100 $ 712 87,000 SH P SOLE 87,000 AMKOR TECHNOLOGY INC COM 031652100 $ 707 86,400 SH C SOLE 86,400 AMN HEALTHCARE SERVICES INC COM 001744101 $ 62 4,056 SH SOLE 4,056 AMPAL AMERN ISRAEL CORP CL A 032015109 $ 20 6,184 SH SOLE 6,184 AMPCO-PITTSBURGH CORP COM 032037103 $ 0 15 SH SOLE 15 AMPHENOL CORP NEW CL A 032095101 $ 548 16,442 SH SOLE 16,442 AMR CORP COM 001765106 $ 6,258 516,800 SH P SOLE 516,800 AMR CORP COM 001765106 $ 5,686 469,500 SH C SOLE 469,500 AMSOUTH BANCORPORATION COM 032165102 $ 18,833 739,415 SH SOLE 739,415 AMSURG CORP COM 03232P405 $ 352 14,020 SH SOLE 14,020

AMVESCAP PLC SPONSORED ADR 03235E100 $ 9 675 SH SOLE 675 AMYLIN PHARMACEUTICALS INC COM 032346108 $ 1,784 78,253 SH SOLE 78,253 AMYLIN PHARMACEUTICALS INC COM 032346108 $ 1,555 68,200 SH C SOLE 68,200 AMYLIN PHARMACEUTICALS INC COM 032346108 $ 326 14,300 SH P SOLE 14,300 ANADARKO PETE CORP COM 032511107 $ 36,512 623,075 SH SOLE 623,075 ANADARKO PETE CORP COM 032511107 $ 4,881 83,300 SH C SOLE 83,300 ANADARKO PETE CORP COM 032511107 $ 1,694 28,900 SH P SOLE 28,900 ANADIGICS INC COM 032515108 $ 78 15,200 SH SOLE 15,200 ANALOG DEVICES INC COM 032654105 $ 25,499 541,608 SH SOLE 541,608 ANALOG DEVICES INC COM 032654105 $ 8,324 176,800 SH C SOLE 176,800 ANALOG DEVICES INC COM 032654105 $ 7,250 154,000 SH P SOLE 154,000 ANALOGIC CORP COM PAR $0.05 032657207 $ 126 2,964 SH SOLE 2,964 ANAREN INC COM 032744104 $ 557 34,110 SH SOLE 34,110 ANCHOR BANCORP WIS INC COM 032839102 $ 168 6,352 SH SOLE 6,352 ANCHOR GLASS CONTAINER CP NE COM NEW 03304B300 $ 8 570 SH SOLE 570 ANDREW CORP COM 034425108 $ 1,466 73,266 SH SOLE 73,266 ANDREW CORP COM 034425108 $ 456 22,800 SH C SOLE 22,800 ANDREW CORP COM 034425108 $ 118 5,900 SH P SOLE 5,900 ANDRX CORP DEL ANDRX GROUP 034553107 $ 7,999 286,400 SH P SOLE 286,400 ANDRX CORP DEL ANDRX GROUP 034553107 $ 958 34,300 SH C SOLE 34,300 ANDRX CORP DEL ANDRX GROUP 034553107 $ 277 9,916 SH SOLE 9,916 ANGELICA CORP COM 034663104 $ 248 9,887 SH SOLE 9,887 ANGIOTECH PHARMACEUTICALS IN COM 034918102 $ 1,773 88,000 SH C SOLE 88,000 ANGIOTECH PHARMACEUTICALS IN COM 034918102 $ 18 903 SH SOLE 903 ANGLO AMERN PLC ADR 03485P102 $ 234 11,209 SH SOLE 11,209 ANHEUSER BUSCH COS INC COM 035229103 $ 105,650 1,956,485 SH SOLE 1,956,485 ANHEUSER BUSCH COS INC COM 035229103 $ 22,792 422,069 SH C SOLE 422,069 ANHEUSER BUSCH COS INC COM 035229103 $ 243 4,500 SH P SOLE 4,500 ANIKA THERAPEUTICS INC COM 035255108 $ 57 3,300 SH SOLE 3,300 ANIMAS CORP DEL COM 03525Y105 $ 13 680 SH SOLE 680 ANIXTER INTL INC COM 035290105 $ 272 7,981 SH SOLE 7,981 ANNTAYLOR STORES CORP COM 036115103 $ 598 20,650 SH C SOLE 20,650 ANNTAYLOR STORES CORP COM 036115103 $ 296 10,200 SH P SOLE 10,200 ANSOFT CORP COM 036384105 $ 79 5,149 SH SOLE 5,149 ANSWERTHINK INC COM 036916104 $ 201 35,047 SH SOLE 35,047 ANSYS INC COM 03662Q105 $ 617 13,134 SH SOLE 13,134 ANTEON INTL CORP COM 03674E108 $ 473 14,491 SH SOLE 14,491 ANTHEM INC COM 03674B104 $ 17,994 200,918 SH SOLE 200,918 ANTHEM INC COM 03674B104 $ 7,022 78,400 SH C SOLE 78,400 ANTHEM INC COM 03674B104 $ 2,821 31,500 SH P SOLE 31,500 ANTIGENICS INC DEL COM 037032109 $ 47 5,437 SH SOLE 5,437 AON CORP COM 037389103 $ 23,335 819,651 SH SOLE 819,651 AON CORP COM 037389103 $ 2,397 84,200 SH C SOLE 84,200 AON CORP COM 037389103 $ 159 5,600 SH P SOLE 5,600 APAC CUSTOMER SERVICES INC COM 00185E106 $ 0 22 SH SOLE 22 APACHE CORP COM 037411105 $ 22,194 509,626 SH SOLE 509,626 APACHE CORP COM 037411105 $ 3,049 70,000 SH C SOLE 70,000 APACHE CORP COM 037411105 $ 2,400 55,100 SH P SOLE 55,100 APARTMENT INVT & MGMT CO CL A 03748R101 $ 9,080 291,665 SH SOLE 291,665 APHTON CORP COM 03759P101 $ 195 48,741 SH SOLE 48,741 APOGEE ENTERPRISES INC COM 037598109 $ 83 7,949 SH SOLE 7,949 APOGENT TECHNOLOGIES INC COM 03760A101 $ 17,720 553,752 SH SOLE 553,752

APOLLO GROUP INC CL A 037604105 $ 18,348 207,814 SH SOLE 207,814 APOLLO GROUP INC CL A 037604105 $ 12,573 142,400 SH C SOLE 142,400 APOLLO GROUP INC CL A 037604105 $ 4,388 49,700 SH P SOLE 49,700 APOLLO GROUP INC COM UNV PHOENX 037604204 $ 1,058 12,074 SH SOLE 12,074 APOLLO INVT CORP COM 03761U106 $ 141 10,216 SH SOLE 10,216 APPLE COMPUTER INC COM 037833100 $ 27,064 831,700 SH C SOLE 831,700 APPLE COMPUTER INC COM 037833100 $ 17,938 551,260 SH SOLE 551,260 APPLE COMPUTER INC COM 037833100 $ 16,055 493,400 SH P SOLE 493,400 APPLEBEES INTL INC COM 037899101 $ 2,591 112,533 SH SOLE 112,533 APPLERA CORP COM AP BIO GRP 038020103 $ 5,852 269,059 SH SOLE 269,059 APPLERA CORP COM CE GEN GRP 038020202 $ 1,658 144,068 SH SOLE 144,068 APPLERA CORP COM AP BIO GRP 038020103 $ 979 45,000 SH P SOLE 45,000 APPLICA INC COM 03815A106 $ 939 105,557 SH SOLE 105,557 APPLIED FILMS CORP COM 038197109 $ 59 2,030 SH SOLE 2,030 APPLIED INDL TECHNOLOGIES IN COM 03820C105 $ 147 4,886 SH SOLE 4,886 APPLIED MATLS INC COM 038222105 $ 58,776 2,995,708 SH SOLE 2,995,708 APPLIED MATLS INC COM 038222105 $ 5,038 256,800 SH P SOLE 256,800 APPLIED MATLS INC COM 038222105 $ 4,983 254,000 SH C SOLE 254,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 4,758 894,389 SH SOLE 894,389 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 2,775 521,700 SH C SOLE 521,700 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 298 56,066 SH P SOLE 56,066 APPLIED SIGNAL TECHNOLOGY IN COM 038237103 $ 580 16,555 SH SOLE 16,555 APRIA HEALTHCARE GROUP INC COM 037933108 $ 7,952 277,070 SH SOLE 277,070 APTARGROUP INC COM 038336103 $ 779 17,831 SH SOLE 17,831 AQUANTIVE INC COM 03839G105 $ 189 19,108 SH SOLE 19,108 AQUILA INC COM 03840P102 $ 509 142,874 SH SOLE 142,874 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 $ 648 19,830 SH SOLE 19,830 ARAMARK CORP CL B 038521100 $ 5,752 200,000 SH C SOLE 200,000 ARBITRON INC COM 03875Q108 $ 245 6,719 SH SOLE 6,719 ARBOR RLTY TR INC COM 038923108 $ 21 1,065 SH SOLE 1,065 ARCH CAP GROUP LTD ORD G0450A105 $ 187 4,679 SH SOLE 4,679 ARCH CHEMICALS INC COM 03937R102 $ 146 5,056 SH SOLE 5,056 ARCH COAL INC PFD CV 5% PERP 039380209 $ 41,514 440,000 SH SOLE 440,000 ARCH COAL INC PFD CV 5% PERP 039380209 $ 41,514 440,000 SH SOLE 440,000 ARCH WIRELESS INC CL A 039392709 $ 120 4,206 SH SOLE 4,206 ARCHER DANIELS MIDLAND CO COM 039483102 $ 33,029 1,968,347 SH SOLE 1,968,347 ARCHER DANIELS MIDLAND CO COM 039483102 $ 2 100 SH C SOLE 100 ARCHSTONE SMITH TR COM 039583109 $ 5,648 192,559 SH SOLE 192,559 ARCTIC CAT INC COM 039670104 $ 139 5,056 SH SOLE 5,056 ARDEN GROUP INC CL A 039762109 $ 21 231 SH SOLE 231 ARDEN RLTY INC COM 039793104 $ 6,339 215,530 SH SOLE 215,530 ARENA PHARMACEUTICALS INC COM 040047102 $ 156 28,603 SH SOLE 28,603 ARGOSY GAMING CO COM 040228108 $ 8,697 231,299 SH SOLE 231,299 ARGOSY GAMING CO COM 040228108 $ 2,030 54,000 SH C SOLE 54,000 ARGOSY GAMING CO COM 040228108 $ 113 3,000 SH P SOLE 3,000 ARIAD PHARMACEUTICALS INC COM 04033A100 $ 358 47,835 SH SOLE 47,835 ARIBA INC COM 04033V104 $ 297 149,034 SH SOLE 149,034 ARKANSAS BEST CORP DEL COM 040790107 $ 179 5,427 SH SOLE 5,427 ARMOR HOLDINGS INC COM 042260109 $ 1,204 35,405 SH SOLE 35,405 ARQULE INC COM 04269E107 $ 184 34,918 SH SOLE 34,918 ARRAY BIOPHARMA INC COM 04269X105 $ 199 25,084 SH SOLE 25,084 ARROW ELECTRS INC DBCV 2/2 042735AY6 $ 1,611 3,040,100 PRN SOLE 3,040,100

ARROW FINL CORP COM 042744102 $ 189 6,200 SH SOLE 6,200 ARROW INTL INC COM 042764100 $ 146 4,894 SH SOLE 4,894 ARTESYN TECHNOLOGIES INC COM 043127109 $ 256 28,473 SH SOLE 28,473 ARTHROCARE CORP COM 043136100 $ 134 4,620 SH SOLE 4,620 ARVINMERITOR INC COM 043353101 $ 249 12,705 SH SOLE 12,705 ASBURY AUTOMOTIVE GROUP INC COM 043436104 $ 105 6,974 SH SOLE 6,974 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 $ 285 17,816 SH SOLE 17,816 ASE TEST LTD ORD Y02516105 $ 64 8,733 SH SOLE 8,733 ASHFORD HOSPITALITY TR INC COM SHS 044103109 $ 230 27,520 SH SOLE 27,520 ASHLAND INC COM 044204105 $ 25,323 479,518 SH SOLE 479,518 ASHWORTH INC COM 04516H101 $ 24 2,922 SH SOLE 2,922 ASIAINFO HLDGS INC COM 04518A104 $ 294 55,587 SH SOLE 55,587 ASK JEEVES INC COM 045174109 $ 2,568 65,800 SH C SOLE 65,800 ASK JEEVES INC COM 045174109 $ 2,151 55,100 SH P SOLE 55,100 ASML HLDG NV N Y SHS N07059111 $ 6,012 351,364 SH SOLE 351,364 ASPECT COMMUNICATIONS CORP COM 04523Q102 $ 42 2,928 SH SOLE 2,928 ASPEN TECHNOLOGY INC COM 045327103 $ 155 21,360 SH SOLE 21,360 ASSET ACCEP CAP CORP COM 04543P100 $ 21 1,258 SH SOLE 1,258 ASSOCIATED BANC CORP COM 045487105 $ 1,107 37,377 SH SOLE 37,377 ASSURANT INC COM 04621X108 $ 15,908 603,042 SH SOLE 603,042 ASTA FDG INC COM 046220109 $ 241 13,841 SH SOLE 13,841 ASTEC INDS INC COM 046224101 $ 498 26,473 SH SOLE 26,473 ASYST TECHNOLOGY CORP COM 04648X107 $ 37 3,600 SH C SOLE 3,600 ASYST TECHNOLOGY CORP COM 04648X107 $ 5 500 SH P SOLE 500 AT RD INC COM 04648K105 $ 338 44,142 SH SOLE 44,142 AT&T CORP COM NEW 001957505 $ 32,861 2,246,122 SH SOLE 2,246,122 AT&T CORP COM NEW 001957505 $ 14,656 1,001,800 SH P SOLE 1,001,800 AT&T CORP COM NEW 001957505 $ 14,112 964,584 SH C SOLE 964,584 AT&T WIRELESS SVCS INC COM 00209A106 $ 38,653 2,699,252 SH SOLE 2,699,252 AT&T WIRELESS SVCS INC COM 00209A106 $ 118,063 8,244,597 SH C SOLE 8,244,597 AT&T WIRELESS SVCS INC COM 00209A106 $ 59,099 4,127,000 SH P SOLE 4,127,000 ATARI INC COM 04651M105 $ 3 1,349 SH SOLE 1,349 ATHEROGENICS INC COM 047439104 $ 504 26,495 SH SOLE 26,495 ATHEROGENICS INC COM 047439104 $ 476 25,000 SH C SOLE 25,000 ATHEROGENICS INC COM 047439104 $ 476 25,000 SH P SOLE 25,000 ATHEROS COMMUNICATIONS INC COM 04743P108 $ 15 1,449 SH SOLE 1,449 ATI TECHNOLOGIES INC COM 001941103 $ 2,185 115,865 SH SOLE 115,865 ATLANTIC COAST AIRLINES HLDG COM 048396105 $ 511 88,965 SH SOLE 88,965 ATLAS AMER INC COM 049167109 $ 142 7,059 SH SOLE 7,059 ATMEL CORP COM 049513104 $ 1,184 200,038 SH SOLE 200,038 ATMEL CORP COM 049513104 $ 237 40,100 SH C SOLE 40,100 ATMEL CORP COM 049513104 $ 63 10,700 SH P SOLE 10,700 ATMOS ENERGY CORP COM 049560105 $ 2,461 96,144 SH SOLE 96,144 ATP OIL & GAS CORP COM 00208J108 $ 42 5,424 SH SOLE 5,424 ATRIX LABS INC COM 04962L101 $ 147 4,291 SH SOLE 4,291 ATS MED INC COM 002083103 $ 23 6,100 SH SOLE 6,100 ATWOOD OCEANICS INC COM 050095108 $ 126 3,011 SH SOLE 3,011 AUDIOVOX CORP CL A 050757103 $ 84 5,005 SH SOLE 5,005 AUGUST TECHNOLOGY CORP COM 05106U105 $ 113 8,980 SH SOLE 8,980 AUTHENTIDATE HLDG CORP COM 052666104 $ 216 19,700 SH C SOLE 19,700 AUTHENTIDATE HLDG CORP COM 052666104 $ 18 1,600 SH P SOLE 1,600 AUTHENTIDATE HLDG CORP COM 052666104 $ 8 713 SH SOLE 713

AUTODESK INC COM 052769106 $ 6,549 152,982 SH SOLE 152,982 AUTOLIV INC COM 052800109 $ 230 5,454 SH SOLE 5,454 AUTOMATIC DATA PROCESSING IN COM 053015103 $ 58,264 1,391,202 SH SOLE 1,391,202 AUTOMATIC DATA PROCESSING IN COM 053015103 $ 11,982 286,100 SH C SOLE 286,100 AUTOMATIC DATA PROCESSING IN NOTE 2/2 053015AC7 $ 214 200,000 PRN SOLE 200,000 AUTOMATIC DATA PROCESSING IN COM 053015103 $ 147 3,500 SH P SOLE 3,500 AUTONATION INC COM 05329W102 $ 18,071 1,056,763 SH SOLE 1,056,763 AUTONATION INC COM 05329W102 $ 5,561 325,200 SH P SOLE 325,200 AUTONATION INC COM 05329W102 $ 2,644 154,600 SH C SOLE 154,600 AUTOZONE INC COM 053332102 $ 11,980 149,563 SH SOLE 149,563 AUTOZONE INC COM 053332102 $ 4,149 51,800 SH C SOLE 51,800 AUTOZONE INC COM 053332102 $ 1,882 23,500 SH P SOLE 23,500 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 $ 267 100,497 SH SOLE 100,497 AVATAR HLDGS INC COM 053494100 $ 29 693 SH SOLE 693 AVAYA INC COM 053499109 $ 14,702 931,065 SH SOLE 931,065 AVAYA INC NOTE 10/3 053499AA7 $ 118 194,000 PRN SOLE 194,000 AVAYA INC COM 053499109 $ 148 9,400 SH C SOLE 9,400 AVAYA INC COM 053499109 $ 122 7,700 SH P SOLE 7,700 AVERY DENNISON CORP COM 053611109 $ 28,750 449,144 SH C SOLE 449,144 AVERY DENNISON CORP COM 053611109 $ 780 12,192 SH SOLE 12,192 AVI BIOPHARMA INC COM 002346104 $ 73 30,460 SH SOLE 30,460 AVICI SYS INC COM NEW 05367L802 $ 83 6,365 SH SOLE 6,365 AVID TECHNOLOGY INC COM 05367P100 $ 32,692 599,092 SH C SOLE 599,092 AVIGEN INC COM 053690103 $ 63 18,605 SH SOLE 18,605 AVISTA CORP COM 05379B107 $ 1,028 55,801 SH SOLE 55,801 AVNET INC COM 053807103 $ 258 11,362 SH SOLE 11,362 AVOCENT CORP COM 053893103 $ 9,920 270,000 SH C SOLE 270,000 AVOCENT CORP COM 053893103 $ 405 11,014 SH SOLE 11,014 AVON PRODS INC COM 054303102 $ 55,686 1,206,898 SH SOLE 1,206,898 AVON PRODS INC COM 054303102 $ 969 21,000 SH C SOLE 21,000 AVON PRODS INC COM 054303102 $ 152 3,300 SH P SOLE 3,300 AVX CORP NEW COM 002444107 $ 1,975 136,655 SH SOLE 136,655 AWARE INC MASS COM 05453N100 $ 13 3,230 SH SOLE 3,230 AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB3 $ 6,791 4,278,000 PRN SOLE 4,278,000 AXCELIS TECHNOLOGIES INC COM 054540109 $ 272 21,838 SH SOLE 21,838 AXIS CAPITAL HOLDINGS SHS G0692U109 $ 531 18,956 SH SOLE 18,956 AXONYX INC COM 05461R101 $ 121 23,070 SH SOLE 23,070 AZTAR CORP COM 054802103 $ 210 7,504 SH SOLE 7,504 BACKWEB TECHNOLOGIES LTD ORD M15633106 $ 0 237 SH SOLE 237 BAKER HUGHES INC COM 057224107 $ 36,715 975,174 SH SOLE 975,174 BAKER HUGHES INC COM 057224107 $ 6,058 160,900 SH C SOLE 160,900 BAKER HUGHES INC COM 057224107 $ 200 5,300 SH P SOLE 5,300 BALDOR ELEC CO COM 057741100 $ 252 10,782 SH SOLE 10,782 BALDWIN & LYONS INC CLB 057755209 $ 36 1,330 SH SOLE 1,330 BALL CORP COM 058498106 $ 4,109 57,032 SH SOLE 57,032 BALLARD PWR SYS INC COM 05858H104 $ 131 14,287 SH SOLE 14,287 BALLY TOTAL FITNESS HLDG COR COM 05873K108 $ 121 24,203 SH SOLE 24,203 BANCFIRST CORP COM 05945F103 $ 33 550 SH SOLE 550 BANCO DE CHILE SPONSORED ADR 059520106 $ 0 1 SH SOLE 1 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 $ 382 8,200 SH SOLE 8,200 BANCO LATINOAMERICANO DE EXP CL E P16994132 $ 56 3,600 SH SOLE 3,600 BANCOLOMBIA S A SPON ADR PREF 05968L102 $ 117 17,500 SH SOLE 17,500

BANCORP BK COM 05969F104 $ 117 6,597 SH SOLE 6,597 BANCORPSOUTH INC COM 059692103 $ 1,184 52,540 SH C SOLE 52,540 BANCORPSOUTH INC COM 059692103 $ 429 19,063 SH SOLE 19,063 BANCTRUST FINANCIAL GP COM 05978R107 $ 113 6,454 SH SOLE 6,454 BANDAG INC COM 059815100 $ 926 20,790 SH SOLE 20,790 BANK HAWAII CORP COM 062540109 $ 7,404 163,733 SH C SOLE 163,733 BANK HAWAII CORP COM 062540109 $ 7,275 160,885 SH SOLE 160,885 BANK MONTREAL QUE COM 063671101 $ 360 9,000 SH SOLE 9,000 BANK MUTUAL CORP NEW COM 063750103 $ 261 23,981 SH SOLE 23,981 BANK NEW YORK INC COM 064057102 $ 70,105 2,378,063 SH SOLE 2,378,063 BANK NEW YORK INC COM 064057102 $ 3,269 110,900 SH C SOLE 110,900 BANK NEW YORK INC COM 064057102 $ 2,750 93,300 SH P SOLE 93,300 BANK NOVA SCOTIA HALIFAX COM 064149107 $ 289 10,706 SH SOLE 10,706 BANK OF AMERICA CORPORATION COM 060505104 $ 320,645 3,789,229 SH SOLE 3,789,229 BANK OF AMERICA CORPORATION COM 060505104 $ 77,192 912,217 SH C SOLE 912,217 BANK OF AMERICA CORPORATION COM 060505104 $ 37,935 448,300 SH P SOLE 448,300 BANK OF GRANITE CORP COM 062401104 $ 187 8,937 SH SOLE 8,937 BANK OF THE OZARKS INC COM 063904106 $ 40 1,721 SH SOLE 1,721 BANK ONE CORP COM 06423A103 $ 226,038 4,432,108 SH SOLE 4,432,108 BANK ONE CORP COM 06423A103 $ 55,663 1,091,423 SH C SOLE 1,091,423 BANK ONE CORP COM 06423A103 $ 2,259 44,300 SH P SOLE 44,300 BANK UTD CORP LITIGATN CONT CTF RT CONTGT 065416117 $ 20 292,312 SH SOLE 292,312 BANKNORTH GROUP INC NEW COM 06646R107 $ 741 22,810 SH SOLE 22,810 BANKRATE INC COM 06646V108 $ 203 23,756 SH SOLE 23,756 BANKUNITED FINL CORP CL A 06652B103 $ 543 21,041 SH SOLE 21,041 BANNER CORP COM 06652V109 $ 49 1,662 SH SOLE 1,662 BARD C R INC COM 067383109 $ 8,479 149,669 SH SOLE 149,669 BARNES GROUP INC COM 067806109 $ 145 5,020 SH SOLE 5,020 BARR PHARMACEUTICALS INC COM 068306109 $ 17,199 510,350 SH SOLE 510,350 BARR PHARMACEUTICALS INC COM 068306109 $ 3,168 94,000 SH P SOLE 94,000 BARRICK GOLD CORP COM 067901108 $ 5,462 276,564 SH SOLE 276,564 BARRICK GOLD CORP COM 067901108 $ 3,869 195,900 SH P SOLE 195,900 BARRICK GOLD CORP COM 067901108 $ 500 25,300 SH C SOLE 25,300 BARRIER THERAPEUTICS INC COM 06850R108 $ 57 4,077 SH SOLE 4,077 BASSETT FURNITURE INDS INC COM 070203104 $ 333 15,308 SH SOLE 15,308 BAUSCH & LOMB INC FRNT 8/0 071707AK9 $ 6,707 5,000,000 PRN SOLE 5,000,000 BAUSCH & LOMB INC COM 071707103 $ 2,317 35,604 SH SOLE 35,604 BAXTER INTL INC COM 071813109 $ 41,308 1,196,979 SH SOLE 1,196,979 BAXTER INTL INC COM 071813109 $ 27,815 806,000 SH P SOLE 806,000 BAXTER INTL INC COM 071813109 $ 18,936 548,700 SH C SOLE 548,700 BAY VIEW CAP CORP DEL COM 07262L101 $ 2,855 1,386,073 SH SOLE 1,386,073 BB&T CORP COM 054937107 $ 64,916 1,755,907 SH C SOLE 1,755,907 BB&T CORP COM 054937107 $ 20,334 550,000 SH P SOLE 550,000 BB&T CORP COM 054937107 $ 5,593 151,284 SH SOLE 151,284 BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 $ 530 104,200 SH SOLE 104,200 BCE INC COM 05534B109 $ 5,250 261,996 SH SOLE 261,996 BCE INC COM 05534B109 $ 1,904 95,000 SH C SOLE 95,000 BE AEROSPACE INC COM 073302101 $ 440 58,035 SH SOLE 58,035 BEA SYS INC NOTE 4.000%12/1 073325AD4 $ 492 500,000 PRN SOLE 500,000 BEA SYS INC COM 073325102 $ 2,421 294,467 SH SOLE 294,467 BEA SYS INC COM 073325102 $ 991 120,500 SH P SOLE 120,500 BEA SYS INC COM 073325102 $ 582 70,800 SH C SOLE 70,800

BEAR STEARNS COS INC COM 073902108 $ 17,515 207,740 SH SOLE 207,740 BEAR STEARNS COS INC COM 073902108 $ 12,697 150,600 SH P SOLE 150,600 BEAR STEARNS COS INC COM 073902108 $ 11,761 139,500 SH C SOLE 139,500 BEARINGPOINT INC COM 074002106 $ 1,758 198,185 SH SOLE 198,185 BEASLEY BROADCAST GROUP INC CL A 074014101 $ 13 829 SH SOLE 829 BEAZER HOMES USA INC COM 07556Q105 $ 7,012 69,900 SH P SOLE 69,900 BEAZER HOMES USA INC COM 07556Q105 $ 2,766 27,573 SH SOLE 27,573 BEAZER HOMES USA INC COM 07556Q105 $ 2,337 23,300 SH C SOLE 23,300 BEBE STORES INC COM 075571109 $ 83 4,162 SH SOLE 4,162 BECKMAN COULTER INC COM 075811109 $ 2,953 48,414 SH SOLE 48,414 BECTON DICKINSON & CO COM 075887109 $ 25,004 482,710 SH SOLE 482,710 BECTON DICKINSON & CO COM 075887109 $ 565 10,900 SH C SOLE 10,900 BECTON DICKINSON & CO COM 075887109 $ 26 500 SH P SOLE 500 BED BATH & BEYOND INC COM 075896100 $ 27,115 705,196 SH SOLE 705,196 BED BATH & BEYOND INC COM 075896100 $ 4,510 117,300 SH C SOLE 117,300 BED BATH & BEYOND INC COM 075896100 $ 2,257 58,700 SH P SOLE 58,700 BEDFORD PPTY INVS INC COM PAR $0.02 076446301 $ 64 2,179 SH SOLE 2,179 BEI TECHNOLOGIES INC COM 05538P104 $ 588 20,766 SH SOLE 20,766 BEL FUSE INC CL B 077347300 $ 144 3,447 SH SOLE 3,447 BELDEN INC COM 077459105 $ 169 7,900 SH SOLE 7,900 BELL MICROPRODUCTS INC COM 078137106 $ 256 31,699 SH SOLE 31,699 BELLSOUTH CORP COM 079860102 $ 115,978 4,423,253 SH SOLE 4,423,253 BELLSOUTH CORP COM 079860102 $ 2,950 112,500 SH C SOLE 112,500 BELLSOUTH CORP COM 079860102 $ 2,769 105,600 SH P SOLE 105,600 BELO CORP COM SER A 080555105 $ 1,215 45,240 SH SOLE 45,240 BEMIS INC COM 081437105 $ 10,872 384,836 SH SOLE 384,836 BENCHMARK ELECTRS INC COM 08160H101 $ 3,223 110,749 SH SOLE 110,749 BENTLEY PHARMACEUTICALS INC COM 082657107 $ 290 21,086 SH SOLE 21,086 BERKLEY W R CORP COM 084423102 $ 879 20,477 SH SOLE 20,477 BERKSHIRE HILLS BANCORP INC COM 084680107 $ 260 6,998 SH SOLE 6,998 BERRY PETE CO CL A 085789105 $ 90 3,065 SH SOLE 3,065 BEST BUY INC SDCV 2.250% 1/1 086516AF8 $ 2,058 1,986,000 PRN SOLE 1,986,000 BEST BUY INC COM 086516101 $ 38,667 762,066 SH SOLE 762,066 BEST BUY INC COM 086516101 $ 23,264 458,500 SH C SOLE 458,500 BEST BUY INC COM 086516101 $ 8,687 171,200 SH P SOLE 171,200 BEVERLY ENTERPRISES INC COM NEW 087851309 $ 25 2,850 SH SOLE 2,850 BFC FINL CORP CL A 055384200 $ 187 15,823 SH SOLE 15,823 BHA GROUP HLDGS INC COM 055446108 $ 25 649 SH SOLE 649 BIG 5 SPORTING GOODS CORP COM 08915P101 $ 253 9,647 SH SOLE 9,647 BIG LOTS INC COM 089302103 $ 4,520 312,575 SH SOLE 312,575 BIO RAD LABS INC CL A 090572207 $ 471 8,003 SH SOLE 8,003 BIOCRYST PHARMACEUTICALS COM 09058V103 $ 174 25,205 SH SOLE 25,205 BIOENVISION INC COM 09059N100 $ 29 3,262 SH SOLE 3,262 BIOGEN IDEC INC COM 09062X103 $ 46,641 737,400 SH C SOLE 737,400 BIOGEN IDEC INC COM 09062X103 $ 20,195 319,285 SH SOLE 319,285 BIOGEN IDEC INC COM 09062X103 $ 8,760 138,500 SH P SOLE 138,500 BIOLASE TECHNOLOGY INC COM 090911108 $ 147 10,922 SH SOLE 10,922 BIOMARIN PHARMACEUTICAL INC NOTE 3.500% 6/1 09061GAB7 $ 499 582,000 PRN SOLE 582,000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 $ 3,120 520,000 SH C SOLE 520,000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 $ 295 49,133 SH SOLE 49,133 BIOMET INC COM 090613100 $ 30,892 695,144 SH SOLE 695,144 BIOPURE CORP CL A 09065H105 $ 0 84 SH C SOLE 84

BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 $ 241 18,171 SH SOLE 18,171 BIOSITE INC COM 090945106 $ 3,621 80,300 SH C SOLE 80,300 BIOSITE INC COM 090945106 $ 776 17,200 SH P SOLE 17,200 BIOVAIL CORP COM 09067J109 $ 4,614 243,105 SH P SOLE 243,105 BIOVAIL CORP COM 09067J109 $ 3,257 171,600 SH C SOLE 171,600 BIOVAIL CORP COM 09067J109 $ 2,069 109,006 SH SOLE 109,006 BIOVERIS CORP COM 090676107 $ 42 5,091 SH SOLE 5,091 BISYS GROUP INC COM 055472104 $ 2,546 181,087 SH SOLE 181,087 BJ SVCS CO COM 055482103 $ 12,421 270,964 SH SOLE 270,964 BJ SVCS CO COM 055482103 $ 1,224 26,700 SH C SOLE 26,700 BJ SVCS CO COM 055482103 $ 408 8,900 SH P SOLE 8,900 BJS WHOLESALE CLUB INC COM 05548J106 $ 120 4,800 SH C SOLE 4,800 BJS WHOLESALE CLUB INC COM 05548J106 $ 75 3,000 SH P SOLE 3,000 BKF CAP GROUP INC COM 05548G102 $ 111 3,820 SH SOLE 3,820 BLACK & DECKER CORP COM 091797100 $ 7,552 121,545 SH SOLE 121,545 BLACK BOX CORP DEL COM 091826107 $ 898 19,010 SH C SOLE 19,010 BLACK HILLS CORP COM 092113109 $ 362 11,488 SH SOLE 11,488 BLAIR CORP COM 092828102 $ 34 1,192 SH SOLE 1,192 BLOCK H & R INC COM 093671105 $ 19,949 418,396 SH SOLE 418,396 BLOCK H & R INC COM 093671105 $ 5,617 117,800 SH P SOLE 117,800 BLOCK H & R INC COM 093671105 $ 2,169 45,500 SH C SOLE 45,500 BLOCKBUSTER INC CL A 093679108 $ 29,049 1,913,665 SH SOLE 1,913,665 BLOUNT INTL INC NEW COM 095180105 $ 16 1,229 SH SOLE 1,229 BLUE COAT SYSTEMS INC COM NEW 09534T508 $ 24 714 SH SOLE 714 BLUE NILE INC COM 09578R103 $ 23 624 SH SOLE 624 BLUEGREEN CORP COM 096231105 $ 170 12,300 SH SOLE 12,300 BLYTH INC COM 09643P108 $ 422 12,222 SH SOLE 12,222 BMC SOFTWARE INC COM 055921100 $ 1,800 97,324 SH SOLE 97,324 BMC SOFTWARE INC COM 055921100 $ 668 36,100 SH C SOLE 36,100 BMC SOFTWARE INC COM 055921100 $ 390 21,100 SH P SOLE 21,100 BOCA RESORTS INC CL A 09688T106 $ 503 25,370 SH SOLE 25,370 BOEING CO COM 097023105 $ 110,068 2,154,388 SH SOLE 2,154,388 BOEING CO COM 097023105 $ 32,546 637,033 SH C SOLE 637,033 BOEING CO COM 097023105 $ 12,037 235,600 SH P SOLE 235,600 BOISE CASCADE CORP COM 097383103 $ 27,656 734,759 SH SOLE 734,759 BOISE CASCADE CORP COM 097383103 $ 2,541 67,500 SH P SOLE 67,500 BOISE CASCADE CORP COM 097383103 $ 1,449 38,500 SH C SOLE 38,500 BOMBAY CO INC COM 097924104 $ 239 38,996 SH SOLE 38,996 BONE CARE INTL INC COM 098072101 $ 224 9,555 SH SOLE 9,555 BON-TON STORES INC COM 09776J101 $ 11 784 SH SOLE 784 BORG WARNER INC COM 099724106 $ 3,160 72,189 SH SOLE 72,189 BOSTON BEER INC CL A 100557107 $ 369 18,344 SH SOLE 18,344 BOSTON COMMUNICATIONS GROUP COM 100582105 $ 148 14,470 SH SOLE 14,470 BOSTON PRIVATE FINL HLDGS IN COM 101119105 $ 137 5,934 SH SOLE 5,934 BOSTON PROPERTIES INC COM 101121101 $ 668 13,334 SH SOLE 13,334 BOSTON SCIENTIFIC CORP COM 101137107 $ 63,870 1,492,300 SH C SOLE 1,492,300 BOSTON SCIENTIFIC CORP COM 101137107 $ 25,663 599,595 SH SOLE 599,595 BOSTON SCIENTIFIC CORP COM 101137107 $ 24,794 579,300 SH P SOLE 579,300 BOWATER INC COM 102183100 $ 44,634 1,073,200 SH P SOLE 1,073,200 BOWATER INC COM 102183100 $ 3,483 83,753 SH SOLE 83,753 BOWNE & CO INC COM 103043105 $ 220 13,906 SH C SOLE 13,906 BOYDS COLLECTION LTD COM 103354106 $ 97 29,261 SH SOLE 29,261

BOYKIN LODGING CO COM 103430104 $ 1,572 205,467 SH SOLE 205,467 BRADLEY PHARMACEUTICALS INC COM 104576103 $ 416 14,900 SH C SOLE 14,900 BRADLEY PHARMACEUTICALS INC COM 104576103 $ 61 2,200 SH P SOLE 2,200 BRADY CORP CL A 104674106 $ 612 13,275 SH SOLE 13,275 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 $ 417 15,343 SH SOLE 15,343 BRE PROPERTIES INC CL A 05564E106 $ 1,678 48,302 SH SOLE 48,302 BRIGGS & STRATTON CORP COM 109043109 $ 1,600 18,111 SH SOLE 18,111 BRIGHAM EXPLORATION CO COM 109178103 $ 127 13,800 SH SOLE 13,800 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 $ 278 5,178 SH SOLE 5,178 BRIGHTPOINT INC COM NEW 109473405 $ 148 10,776 SH SOLE 10,776 BRILLIAN CORP COM 10949P107 $ 0 10 SH SOLE 10 BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 $ 15 500 SH SOLE 500 BRISTOL MYERS SQUIBB CO COM 110122108 $ 54,557 2,226,828 SH SOLE 2,226,828 BRISTOL MYERS SQUIBB CO COM 110122108 $ 32,522 1,327,432 SH C SOLE 1,327,432 BRISTOL MYERS SQUIBB CO COM 110122108 $ 31,578 1,288,900 SH P SOLE 1,288,900 BRISTOL WEST HLDGS INC COM 11037M105 $ 44 2,410 SH SOLE 2,410 BROADCOM CORP CL A 111320107 $ 16,124 346,000 SH C SOLE 346,000 BROADCOM CORP CL A 111320107 $ 9,506 204,000 SH P SOLE 204,000 BROADCOM CORP CL A 111320107 $ 5,327 114,312 SH SOLE 114,312 BROADVISION INC COM NEW 111412607 $ 69 16,487 SH SOLE 16,487 BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB4 $ 11,229 12,408,000 PRN SOLE 12,408,000 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 567 94,858 SH SOLE 94,858 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 260 43,500 SH C SOLE 43,500 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 258 43,200 SH P SOLE 43,200 BROOKFIELD HOMES CORP COM 112723101 $ 16,309 622,705 SH SOLE 622,705 BROOKFIELD PPTYS CORP COM 112900105 $ 3,197 111,200 SH SOLE 111,200 BROOKLINE BANCORP INC DEL COM 11373M107 $ 188 12,821 SH SOLE 12,821 BROOKTROUT INC COM 114580103 $ 89 8,263 SH SOLE 8,263 BROWN FORMAN CORP CL B 115637209 $ 10,523 218,006 SH SOLE 218,006 BROWN SHOE INC NEW COM 115736100 $ 162 3,948 SH SOLE 3,948 BRT RLTY TR SH BEN INT NEW 055645303 $ 283 14,513 SH SOLE 14,513 BRUNSWICK CORP COM 117043109 $ 1,265 31,014 SH SOLE 31,014 BRUSH ENGINEERED MATLS INC COM 117421107 $ 69 3,642 SH SOLE 3,642 BRYN MAWR BK CORP COM 117665109 $ 125 5,491 SH SOLE 5,491 BSB BANCORP COM 055652101 $ 48 1,338 SH SOLE 1,338 BUCKEYE TECHNOLOGIES INC COM 118255108 $ 93 8,077 SH SOLE 8,077 BUCKLE INC COM 118440106 $ 35 1,245 SH SOLE 1,245 BUFFALO WILD WINGS INC COM 119848109 $ 239 8,648 SH SOLE 8,648 BUILDING MATLS HLDG CORP COM 120113105 $ 344 18,155 SH SOLE 18,155 BUNGE LIMITED COM G16962105 $ 7,788 200,000 SH C SOLE 200,000 BUNGE LIMITED COM G16962105 $ 1,635 42,000 SH P SOLE 42,000 BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE0 $ 12 9,000 PRN SOLE 9,000 BURLINGTON COAT FACTORY COM 121579106 $ 247 12,821 SH SOLE 12,821 BURLINGTON NORTHN SANTA FE C COM 12189T104 $ 34,773 991,540 SH SOLE 991,540 BURLINGTON NORTHN SANTA FE C COM 12189T104 $ 877 25,000 SH C SOLE 25,000 BURLINGTON RES INC COM 122014103 $ 44,990 1,243,513 SH SOLE 1,243,513 BURLINGTON RES INC COM 122014103 $ 4,826 133,400 SH C SOLE 133,400 BURLINGTON RES INC COM 122014103 $ 2,117 58,500 SH P SOLE 58,500 C & F FINL CORP COM 12466Q104 $ 0 6 SH SOLE 6 C COR NET CORP COM 125010108 $ 96 9,345 SH SOLE 9,345 C D I CORP COM 125071100 $ 306 8,854 SH SOLE 8,854 C D W CORP COM 12512N105 $ 2,825 44,299 SH SOLE 44,299

C D W CORP COM 12512N105 $ 1,033 16,200 SH C SOLE 16,200 C D W CORP COM 12512N105 $ 108 1,700 SH P SOLE 1,700 C H ROBINSON WORLDWIDE INC COM 12541W100 $ 3,045 66,434 SH SOLE 66,434 C&D TECHNOLOGIES INC COM 124661109 $ 1,227 68,822 SH SOLE 68,822 CABLE DESIGN TECHNOLOGIES CO COM 126924109 $ 103 9,741 SH SOLE 9,741 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $ 3,382 172,100 SH P SOLE 172,100 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $ 2,309 117,500 SH C SOLE 117,500 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $ 1,969 100,219 SH SOLE 100,219 CABOT CORP COM 127055101 $ 3,642 89,476 SH SOLE 89,476 CABOT MICROELECTRONICS CORP COM 12709P103 $ 2,039 66,600 SH C SOLE 66,600 CABOT MICROELECTRONICS CORP COM 12709P103 $ 1,191 38,900 SH P SOLE 38,900 CABOT MICROELECTRONICS CORP COM 12709P103 $ 294 9,608 SH SOLE 9,608 CABOT OIL & GAS CORP COM 127097103 $ 302 7,146 SH SOLE 7,146 CACHE INC COM NEW 127150308 $ 121 8,940 SH SOLE 8,940 CACI INTL INC CL A 127190304 $ 256 6,330 SH SOLE 6,330 CADENCE DESIGN SYSTEM INC COM 127387108 $ 2,029 138,670 SH SOLE 138,670 CADENCE DESIGN SYSTEM INC COM 127387108 $ 748 51,100 SH P SOLE 51,100 CADENCE DESIGN SYSTEM INC COM 127387108 $ 443 30,300 SH C SOLE 30,300 CAE INC COM 124765108 $ 8 1,827 SH SOLE 1,827 CAESARS ENTMT INC COM 127687101 $ 493 32,875 SH SOLE 32,875 CAESARS ENTMT INC COM 127687101 $ 96 6,400 SH C SOLE 6,400 CAESARS ENTMT INC COM 127687101 $ 6 400 SH P SOLE 400 CAL DIVE INTL INC COM 127914109 $ 19,258 635,151 SH C SOLE 635,151 CAL MAINE FOODS INC COM NEW 128030202 $ 12 864 SH SOLE 864 CALGON CARBON CORP COM 129603106 $ 336 50,205 SH SOLE 50,205 CALIFORNIA AMPLIFIER INC COM 129900106 $ 255 36,024 SH SOLE 36,024 CALIFORNIA MICRO DEVICES COR COM 130439102 $ 217 18,777 SH SOLE 18,777 CALIPER LIFE SCIENCES INC COM 130872104 $ 143 30,691 SH SOLE 30,691 CALLAWAY GOLF CO COM 131193104 $ 2,291 202,051 SH SOLE 202,051 CALLIDUS SOFTWARE INC COM 13123E500 $ 29 5,604 SH SOLE 5,604 CALLON PETE CO DEL COM 13123X102 $ 134 9,378 SH SOLE 9,378 CALPINE CORP COM 131347106 $ 1,283 297,000 SH P SOLE 297,000 CALPINE CORP COM 131347106 $ 949 219,700 SH C SOLE 219,700 CALPINE CORP COM 131347106 $ 469 108,513 SH SOLE 108,513 CAMBREX CORP COM 132011107 $ 1,347 53,373 SH SOLE 53,373 CAMCO FINL CORP COM 132618109 $ 0 19 SH SOLE 19 CAMDEN NATL CORP COM 133034108 $ 326 9,865 SH SOLE 9,865 CAMECO CORP COM 13321L108 $ 155 2,651 SH SOLE 2,651 CAMPBELL SOUP CO COM 134429109 $ 38,271 1,423,788 SH SOLE 1,423,788 CAMPBELL SOUP CO COM 134429109 $ 7,032 261,600 SH C SOLE 261,600 CAMPBELL SOUP CO COM 134429109 $ 105 3,900 SH P SOLE 3,900 CAMTEK LTD ORD M20791105 $ 33 6,167 SH SOLE 6,167 CANADIAN NAT RES LTD COM 136385101 $ 3,455 115,560 SH SOLE 115,560 CANADIAN NATL RY CO COM 136375102 $ 5,626 129,056 SH SOLE 129,056 CANADIAN PAC RY LTD COM 13645T100 $ 2,102 85,340 SH SOLE 85,340 CANCERVAX CORP COM 13738Y107 $ 21 2,727 SH SOLE 2,727 CANDELA CORP COM 136907102 $ 205 20,920 SH SOLE 20,920 CANON INC ADR 138006309 $ 5 100 SH SOLE 100 CANTEL MEDICAL CORP COM 138098108 $ 44 2,029 SH SOLE 2,029 CAPITAL CITY BK GROUP INC COM 139674105 $ 59 1,498 SH SOLE 1,498 CAPITAL CORP OF THE WEST COM 140065103 $ 257 6,629 SH SOLE 6,629 CAPITAL CROSSING BK COM 140071101 $ 203 3,647 SH SOLE 3,647

CAPITAL LEASE FDG INC COM 140288101 $ 39 3,761 SH SOLE 3,761 CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H204 $ 113,843 2,257,000 SH SOLE 2,257,000 CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H204 $ 113,843 2,257,000 SH SOLE 2,257,000 CAPITAL ONE FINL CORP COM 14040H105 $ 31,174 455,900 SH C SOLE 455,900 CAPITAL ONE FINL CORP COM 14040H105 $ 24,036 351,500 SH P SOLE 351,500 CAPITAL ONE FINL CORP COM 14040H105 $ 7,727 113,007 SH SOLE 113,007 CAPITAL SOUTHWEST CORP COM 140501107 $ 181 2,299 SH SOLE 2,299 CAPITAL SR LIVING CORP COM 140475104 $ 107 22,200 SH SOLE 22,200 CAPITAL TRUST INC MD CL A NEW 14052H506 $ 26 971 SH SOLE 971 CAPITALSOURCE INC COM 14055X102 $ 156 6,394 SH SOLE 6,394 CAPITOL BANCORP LTD COM 14056D105 $ 44 1,698 SH SOLE 1,698 CAPSTEAD MTG CORP COM NO PAR 14067E506 $ 1,306 97,104 SH SOLE 97,104 CAPSTONE TURBINE CORP COM 14067D102 $ 122 56,565 SH SOLE 56,565 CAPTARIS INC COM 14071N104 $ 254 39,245 SH SOLE 39,245 CARACO PHARMACEUTICAL LABS L COM 14075T107 $ 13 1,390 SH SOLE 1,390 CARAUSTAR INDS INC COM 140909102 $ 87 6,180 SH SOLE 6,180 CARBO CERAMICS INC COM 140781105 $ 3,512 51,454 SH SOLE 51,454 CARDIAC SCIENCE INC COM NEW 141410209 $ 181 73,433 SH SOLE 73,433 CARDINAL HEALTH INC COM 14149Y108 $ 133,957 1,912,300 SH C SOLE 1,912,300 CARDINAL HEALTH INC COM 14149Y108 $ 122,139 1,743,600 SH P SOLE 1,743,600 CARDINAL HEALTH INC COM 14149Y108 $ 4,267 60,920 SH SOLE 60,920 CARDIODYNAMICS INTL CORP COM 141597104 $ 206 40,714 SH SOLE 40,714 CAREER EDUCATION CORP COM 141665109 $ 7,946 174,400 SH C SOLE 174,400 CAREER EDUCATION CORP COM 141665109 $ 5,066 111,200 SH P SOLE 111,200 CAREER EDUCATION CORP COM 141665109 $ 126 2,762 SH SOLE 2,762 CAREMARK RX INC COM 141705103 $ 31,391 952,978 SH SOLE 952,978 CAREMARK RX INC COM 141705103 $ 1,077 32,700 SH P SOLE 32,700 CAREMARK RX INC COM 141705103 $ 333 10,100 SH C SOLE 10,100 CARLISLE COS INC COM 142339100 $ 2,241 36,000 SH C SOLE 36,000 CARLISLE COS INC COM 142339100 $ 1,992 31,999 SH SOLE 31,999 CARMAX INC COM 143130102 $ 1,348 61,632 SH SOLE 61,632 CARMAX INC COM 143130102 $ 1,303 59,600 SH P SOLE 59,600 CARMAX INC COM 143130102 $ 1,034 47,300 SH C SOLE 47,300 CARMIKE CINEMAS INC COM 143436400 $ 48 1,214 SH SOLE 1,214 CARNIVAL CORP NOTE 10/2 143658AS1 $ 31,330 39,041,000 PRN SOLE 39,041,000 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 $ 7,038 9,051,700 PRN SOLE 9,051,700 CARNIVAL CORP PAIRED CTF 143658300 $ 69,098 1,470,179 SH SOLE 1,470,179 CARNIVAL CORP PAIRED CTF 143658300 $ 22,287 474,200 SH P SOLE 474,200 CARNIVAL CORP PAIRED CTF 143658300 $ 456 9,700 SH C SOLE 9,700 CARPENTER TECHNOLOGY CORP COM 144285103 $ 1,470 43,163 SH SOLE 43,163 CARRAMERICA RLTY CORP COM 144418100 $ 5,594 185,038 SH SOLE 185,038 CARREKER CORP COM 144433109 $ 181 18,051 SH SOLE 18,051 CARTER INC COM 146229109 $ 30 1,019 SH SOLE 1,019 CASCADE BANCORP COM 147154108 $ 194 10,501 SH SOLE 10,501 CASCADE CORP COM 147195101 $ 621 19,870 SH SOLE 19,870 CASCADE NAT GAS CORP COM 147339105 $ 349 15,806 SH SOLE 15,806 CASELLA WASTE SYS INC CL A 147448104 $ 156 11,894 SH SOLE 11,894 CASEYS GEN STORES INC COM 147528103 $ 644 35,201 SH SOLE 35,201 CASH AMER INTL INC COM 14754D100 $ 1,282 55,732 SH SOLE 55,732 CASTLE A M & CO COM 148411101 $ 37 3,458 SH SOLE 3,458 CASUAL MALE RETAIL GRP INC COM 148711104 $ 260 35,660 SH SOLE 35,660 CATALYST SEMICONDUCTOR INC COM 148881105 $ 77 11,300 SH SOLE 11,300

CATAPULT COMMUNICATIONS CORP COM 149016107 $ 331 14,402 SH SOLE 14,402 CATELLUS DEV CORP NEW COM 149113102 $ 328 13,302 SH SOLE 13,302 CATERPILLAR INC DEL COM 149123101 $ 78,738 991,161 SH SOLE 991,161 CATERPILLAR INC DEL COM 149123101 $ 9,962 125,405 SH C SOLE 125,405 CATERPILLAR INC DEL COM 149123101 $ 6,665 83,900 SH P SOLE 83,900 CATO CORP NEW CL A 149205106 $ 100 4,476 SH SOLE 4,476 CAVALRY BANCORP INC COM 149547101 $ 0 28 SH SOLE 28 CB BANCSHARES INC HAWAII COM 124785106 $ 1,726 18,658 SH SOLE 18,658 CBL & ASSOC PPTYS INC COM 124830100 $ 3,621 65,833 SH SOLE 65,833 CBRL GROUP INC COM 12489V106 $ 1,677 54,346 SH SOLE 54,346 CCC INFORMATION SVCS GROUP I COM 12487Q109 $ 112 6,710 SH SOLE 6,710 CDN IMPERIAL BK OF COMMERCE COM 136069101 $ 352 7,200 SH SOLE 7,200 CEC ENTMT INC COM 125137109 $ 3,844 130,246 SH SOLE 130,246 CEDAR SHOPPING CTRS INC COM NEW 150602209 $ 78 6,768 SH SOLE 6,768 CELERITEK INC COM 150926103 $ 4 1,120 SH SOLE 1,120 CELESTICA INC NOTE 8/0 15101QAA6 $ 2,829 5,239,000 PRN SOLE 5,239,000 CELESTICA INC SUB VTG SHS 15101Q108 $ 529 26,500 SH P SOLE 26,500 CELESTICA INC SUB VTG SHS 15101Q108 $ 306 15,340 SH SOLE 15,340 CELESTICA INC SUB VTG SHS 15101Q108 $ 50 2,500 SH C SOLE 2,500 CELGENE CORP COM 151020104 $ 26,271 458,800 SH C SOLE 458,800 CELGENE CORP COM 151020104 $ 10,816 188,900 SH P SOLE 188,900 CELL GENESYS INC COM 150921104 $ 334 32,170 SH SOLE 32,170 CELLSTAR CORP COM NEW 150925204 $ 74 10,100 SH SOLE 10,100 CELLTECH GROUP PLC SPONSORED ADR 151158102 $ 10 500 SH SOLE 500 CELSION CORPORATION COM 15117N107 $ 47 74,400 SH SOLE 74,400 CEMEX S A SPON ADR 5 ORD 151290889 $ 9,475 325,592 SH SOLE 325,592 CENDANT CORP DBCV 3.875%11/2 151313AN3 $ 56,518 52,392,000 PRN SOLE 52,392,000 CENDANT CORP COM 151313103 $ 70,769 2,890,884 SH SOLE 2,890,884 CENDANT CORP COM 151313103 $ 15,215 621,531 SH C SOLE 621,531 CENDANT CORP COM 151313103 $ 7,234 295,500 SH P SOLE 295,500 CENTENE CORP DEL COM 15135B101 $ 170 4,402 SH SOLE 4,402 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 $ 14 2,012 SH SOLE 2,012 CENTER BANCORP INC COM 151408101 $ 0 28 SH SOLE 28 CENTER FINL CORP CALIF COM 15146E102 $ 230 15,194 SH SOLE 15,194 CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL1 $ 3,461 3,250,000 PRN SOLE 3,250,000 CENTERPOINT ENERGY INC COM 15189T107 $ 9,654 839,473 SH SOLE 839,473 CENTERPOINT PPTYS TR COM 151895109 $ 423 5,506 SH SOLE 5,506 CENTEX CORP COM 152312104 $ 7,259 158,670 SH SOLE 158,670 CENTEX CORP COM 152312104 $ 3,230 70,600 SH C SOLE 70,600 CENTEX CORP COM 152312104 $ 1,400 30,600 SH P SOLE 30,600 CENTRA SOFTWARE INC COM 15234X103 $ 0 129 SH SOLE 129 CENTRAL COAST BANCORP COM 153145107 $ 127 6,885 SH SOLE 6,885 CENTRAL EUROPEAN DIST CORP COM 153435102 $ 4 135 SH SOLE 135 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 $ 281 12,406 SH SOLE 12,406 CENTRAL FGHT LINES INC NEV COM 153491105 $ 49 6,151 SH SOLE 6,151 CENTRAL PAC FINL CORP COM 154760102 $ 650 23,642 SH SOLE 23,642 CENTRAL PKG CORP COM 154785109 $ 148 7,908 SH SOLE 7,908 CENTRAL VT PUB SVC CORP COM 155771108 $ 347 16,959 SH SOLE 16,959 CENTURY ALUM CO COM 156431108 $ 232 9,355 SH SOLE 9,355 CENTURY BANCORP INC CL A NON VTG 156432106 $ 18 562 SH SOLE 562 CENTURY BUSINESS SVCS INC COM 156490104 $ 49 11,349 SH SOLE 11,349 CENTURYTEL INC DBCV 4.750% 8/0 156700AH9 $ 15,930 14,400,000 PRN SOLE 14,400,000

CENTURYTEL INC COM 156700106 $ 2,704 90,000 SH C SOLE 90,000 CENTURYTEL INC COM 156700106 $ 1,549 51,576 SH SOLE 51,576 CENVEO INC COM 15670S105 $ 111 37,916 SH SOLE 37,916 CEPHALON INC NOTE 2.500%12/1 156708AE9 $ 10,387 10,806,000 PRN SOLE 10,806,000 CEPHALON INC NOTE 6/1 156708AJ8 $ 3,763 3,500,000 PRN SOLE 3,500,000 CEPHALON INC COM 156708109 $ 31,471 582,800 SH C SOLE 582,800 CEPHALON INC COM 156708109 $ 1,777 32,900 SH P SOLE 32,900 CEPHALON INC COM 156708109 $ 1,463 27,086 SH SOLE 27,086 CERADYNE INC COM 156710105 $ 218 6,086 SH SOLE 6,086 CERES GROUP INC COM 156772105 $ 344 55,953 SH SOLE 55,953 CERNER CORP COM 156782104 $ 901 20,200 SH C SOLE 20,200 CERNER CORP COM 156782104 $ 346 7,772 SH SOLE 7,772 CERNER CORP COM 156782104 $ 58 1,300 SH P SOLE 1,300 CERTEGY INC COM 156880106 $ 1,591 41,014 SH SOLE 41,014 CERUS CORP COM 157085101 $ 98 41,036 SH SOLE 41,036 CEVA INC COM 157210105 $ 35 4,458 SH SOLE 4,458 CFS BANCORP INC COM 12525D102 $ 1 61 SH SOLE 61 CH ENERGY GROUP INC COM 12541M102 $ 222 4,774 SH SOLE 4,774 CHAMPION ENTERPRISES INC COM 158496109 $ 2,007 218,596 SH SOLE 218,596 CHAMPS ENTMT INC DEL COM 158787101 $ 4 500 SH SOLE 500 CHARLES RIVER ASSOCIATES COM 159852102 $ 48 1,565 SH SOLE 1,565 CHARLOTTE RUSSE HLDG INC COM 161048103 $ 269 12,576 SH SOLE 12,576 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 $ 11,301 9,527,000 PRN SOLE 9,527,000 CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC1 $ 2,768 3,000,000 PRN SOLE 3,000,000 CHARTER COMMUNICATIONS INC D CL A 16117M107 $ 323 82,700 SH P SOLE 82,700 CHARTER COMMUNICATIONS INC D CL A 16117M107 $ 259 66,236 SH SOLE 66,236 CHARTER COMMUNICATIONS INC D CL A 16117M107 $ 201 51,500 SH C SOLE 51,500 CHARTER FINL CORP WEST PT GA COM 16122M100 $ 23 663 SH SOLE 663 CHARTER ONE FINL INC COM 160903100 $ 57,709 1,305,925 SH SOLE 1,305,925 CHARTER ONE FINL INC COM 160903100 $ 1,482 33,534 SH C SOLE 33,534 CHARTERMAC SH BEN INT 160908109 $ 133 6,750 SH SOLE 6,750 CHATTEM INC COM 162456107 $ 62 2,152 SH SOLE 2,152 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 1,765 65,384 SH SOLE 65,384 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 375 13,900 SH P SOLE 13,900 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 202 7,500 SH C SOLE 7,500 CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 $ 230 20,174 SH SOLE 20,174 CHECKFREE CORP NEW COM 162813109 $ 10,170 339,000 SH C SOLE 339,000 CHECKFREE CORP NEW COM 162813109 $ 1,271 42,361 SH SOLE 42,361 CHECKFREE CORP NEW COM 162813109 $ 3 100 SH P SOLE 100 CHECKPOINT SYS INC COM 162825103 $ 349 19,485 SH SOLE 19,485 CHEESECAKE FACTORY INC COM 163072101 $ 396 9,956 SH SOLE 9,956 CHELSEA PPTY GROUP INC COM 163421100 $ 30,777 471,900 SH SOLE 471,900 CHEMED CORP NEW COM 16359R103 $ 128 2,635 SH SOLE 2,635 CHEMICAL FINL CORP COM 163731102 $ 144 3,901 SH SOLE 3,901 CHENIERE ENERGY INC COM NEW 16411R208 $ 219 11,202 SH SOLE 11,202 CHEROKEE INC DEL NEW COM 16444H102 $ 122 4,844 SH SOLE 4,844 CHEROKEE INTL CORP COM 164450108 $ 118 10,321 SH SOLE 10,321 CHESAPEAKE CORP COM 165159104 $ 933 34,983 SH SOLE 34,983 CHESAPEAKE ENERGY CORP PFD CONV 6% 165167701 $ 22,772 33,987,500 PRN SOLE 33,987,500 CHESAPEAKE ENERGY CORP PFD CONV 5% 165167800 $ 5,160 4,648,500 PRN SOLE 4,648,500 CHESAPEAKE ENERGY CORP COM 165167107 $ 368 25,000 SH C SOLE 25,000 CHESAPEAKE ENERGY CORP PFD CONV 6.75% 165167503 $ 979 10,155 SH SOLE 10,155

CHESAPEAKE UTILS CORP COM 165303108 $ 60 2,655 SH SOLE 2,655 CHEVRONTEXACO CORP COM 166764100 $ 179,581 1,908,204 SH SOLE 1,908,204 CHEVRONTEXACO CORP COM 166764100 $ 12,848 136,518 SH C SOLE 136,518 CHEVRONTEXACO CORP COM 166764100 $ 1,233 13,100 SH P SOLE 13,100 CHICAGO PIZZA & BREWERY INC COM 167889104 $ 246 16,144 SH SOLE 16,144 CHICOS FAS INC COM 168615102 $ 2,073 45,905 SH SOLE 45,905 CHILDRENS PL RETAIL STORES I COM 168905107 $ 246 10,473 SH SOLE 10,473 CHINA FD INC COM 169373107 $ 52 1,800 SH SOLE 1,800 CHINA YUCHAI INTL LTD COM G21082105 $ 133 7,300 SH SOLE 7,300 CHINADOTCOM CORP CL A G2108N109 $ 261 35,300 SH C SOLE 35,300 CHINADOTCOM CORP CL A G2108N109 $ 199 26,900 SH P SOLE 26,900 CHINADOTCOM CORP CL A G2108N109 $ 108 14,602 SH SOLE 14,602 CHIPMOS TECH BERMUDA LTD SHS G2110R106 $ 63 9,000 SH SOLE 9,000 CHIPPAC INC CL A 169657103 $ 62 9,915 SH SOLE 9,915 CHIRON CORP DBCV 1.625% 8/0 170040AG4 $ 22,893 23,631,000 PRN SOLE 23,631,000 CHIRON CORP COM 170040109 $ 14,757 330,581 SH SOLE 330,581 CHIRON CORP COM 170040109 $ 1,455 32,600 SH C SOLE 32,600 CHIRON CORP COM 170040109 $ 1,268 28,400 SH P SOLE 28,400 CHITTENDEN CORP COM 170228100 $ 281 7,997 SH SOLE 7,997 CHOICE HOTELS INTL INC COM 169905106 $ 2,751 54,836 SH SOLE 54,836 CHOLESTECH CORP COM 170393102 $ 51 6,240 SH SOLE 6,240 CHORDIANT SOFTWARE INC COM 170404107 $ 69 15,205 SH SOLE 15,205 CHRISTOPHER & BANKS CORP COM 171046105 $ 571 32,219 SH SOLE 32,219 CHRONIMED INC COM 171164106 $ 155 19,044 SH SOLE 19,044 CHUBB CORP CORP UNIT % 171232309 $ 37,977 1,371,000 SH SOLE 1,371,000 CHUBB CORP COM 171232101 $ 21,976 322,324 SH SOLE 322,324 CHUBB CORP COM 171232101 $ 2,045 30,000 SH P SOLE 30,000 CHUBB CORP COM 171232101 $ 1,159 17,000 SH C SOLE 17,000 CHURCH & DWIGHT INC COM 171340102 $ 1,423 31,089 SH SOLE 31,089 CHURCHILL DOWNS INC COM 171484108 $ 49 1,205 SH SOLE 1,205 CIBER INC COM 17163B102 $ 1,314 159,864 SH SOLE 159,864 CIENA CORP NOTE 3.750% 2/0 171779AA9 $ 7,742 8,810,000 PRN SOLE 8,810,000 CIENA CORP COM 171779101 $ 3,883 1,049,541 SH SOLE 1,049,541 CIENA CORP COM 171779101 $ 153 41,400 SH P SOLE 41,400 CIENA CORP COM 171779101 $ 98 26,400 SH C SOLE 26,400 CIGNA CORP COM 125509109 $ 17,686 257,026 SH SOLE 257,026 CIGNA CORP COM 125509109 $ 2,429 35,300 SH C SOLE 35,300 CIGNA CORP COM 125509109 $ 440 6,400 SH P SOLE 6,400 CIMAREX ENERGY CO COM 171798101 $ 2,278 75,357 SH SOLE 75,357 CINCINNATI BELL INC NEW COM 171871106 $ 73 16,430 SH SOLE 16,430 CINCINNATI FINL CORP COM 172062101 $ 18,650 428,542 SH SOLE 428,542 CINERGY CORP COM 172474108 $ 20,905 550,137 SH SOLE 550,137 CINTAS CORP COM 172908105 $ 21,799 457,290 SH SOLE 457,290 CINTAS CORP COM 172908105 $ 1,440 30,217 SH C SOLE 30,217 CINTAS CORP COM 172908105 $ 176 3,700 SH P SOLE 3,700 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 $ 205 28,036 SH SOLE 28,036 CIRCLE GROUP HLDGS INC COM 172570103 $ 17 3,362 SH SOLE 3,362 CIRCOR INTL INC COM 17273K109 $ 47 2,299 SH SOLE 2,299 CIRCUIT CITY STORE INC COM 172737108 $ 15,139 1,169,032 SH SOLE 1,169,032 CIRCUIT CITY STORE INC COM 172737108 $ 11,121 858,800 SH C SOLE 858,800 CIRCUIT CITY STORE INC COM 172737108 $ 1,181 91,200 SH P SOLE 91,200 CIRRUS LOGIC INC COM 172755100 $ 709 118,044 SH SOLE 118,044

CISCO SYS INC COM 17275R102 $ 230,701 9,734,208 SH C SOLE 9,734,208 CISCO SYS INC COM 17275R102 $ 163,275 6,889,248 SH SOLE 6,889,248 CISCO SYS INC COM 17275R102 $ 69,501 2,932,537 SH P SOLE 2,932,537 CIT GROUP INC COM 125581108 $ 8,052 210,281 SH SOLE 210,281 CIT GROUP INC COM 125581108 $ 996 26,000 SH P SOLE 26,000 CIT GROUP INC COM 125581108 $ 383 10,000 SH C SOLE 10,000 CITIGROUP INC COM 172967101 $ 410,150 8,820,426 SH SOLE 8,820,426 CITIGROUP INC COM 172967101 $ 104,177 2,240,361 SH C SOLE 2,240,361 CITIGROUP INC COM 172967101 $ 58,677 1,261,861 SH P SOLE 1,261,861 CITIZENS COMMUNICATIONS CO COM 17453B101 $ 2,284 188,780 SH SOLE 188,780 CITIZENS COMMUNICATIONS CO COM 17453B101 $ 502 41,500 SH C SOLE 41,500 CITIZENS FIRST BANCORP INC D COM 17461R106 $ 255 10,837 SH SOLE 10,837 CITIZENS INC CL A 174740100 $ 143 17,384 SH SOLE 17,384 CITIZENS SOUTH BKG CP DEL COM 176682102 $ 0 21 SH SOLE 21 CITRIX SYS INC COM 177376100 $ 6,404 314,535 SH C SOLE 314,535 CITRIX SYS INC COM 177376100 $ 3,444 169,140 SH SOLE 169,140 CITRIX SYS INC COM 177376100 $ 324 15,900 SH P SOLE 15,900 CITY BK LYNNWOOD WASH COM 17770A109 $ 42 1,323 SH SOLE 1,323 CITY HLDG CO COM 177835105 $ 82 2,606 SH SOLE 2,606 CLARCOR INC COM 179895107 $ 2,895 63,220 SH SOLE 63,220 CLARK INC COM 181457102 $ 294 15,870 SH SOLE 15,870 CLARUS CORP COM 182707109 $ 122 10,615 SH SOLE 10,615 CLEAN HARBORS INC COM 184496107 $ 50 5,297 SH SOLE 5,297 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 43,420 1,175,108 SH SOLE 1,175,108 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 9,658 261,372 SH C SOLE 261,372 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 9,651 261,200 SH P SOLE 261,200 CLECO CORP NEW COM 12561W105 $ 186 10,332 SH SOLE 10,332 CLEVELAND CLIFFS INC COM 185896107 $ 131 2,324 SH SOLE 2,324 CLICK COMMERCE INC COM NEW 18681D208 $ 51 9,000 SH SOLE 9,000 CLIFTON SVGS BANCORP INC COM 18712Q103 $ 26 2,200 SH SOLE 2,200 CLOROX CO DEL COM 189054109 $ 35,676 663,365 SH SOLE 663,365 CLOROX CO DEL COM 189054109 $ 17,505 325,500 SH C SOLE 325,500 CLOROX CO DEL COM 189054109 $ 48 900 SH P SOLE 900 CMGI INC COM 125750109 $ 239 122,526 SH SOLE 122,526 CMS ENERGY CORP COM 125896100 $ 531 58,118 SH SOLE 58,118 CMS ENERGY CORP COM 125896100 $ 23 2,500 SH C SOLE 2,500 CMS ENERGY CORP COM 125896100 $ 7 800 SH P SOLE 800 CNA SURETY CORP COM 12612L108 $ 30 2,698 SH SOLE 2,698 CNB FINL CORP PA COM 126128107 $ 1 45 SH SOLE 45 CNH GLOBAL N V SHS NEW N20935206 $ 50 2,400 SH SOLE 2,400 CNS INC COM 126136100 $ 148 14,700 SH SOLE 14,700 COACH INC COM 189754104 $ 1,939 42,910 SH SOLE 42,910 COACH INC COM 189754104 $ 917 20,300 SH C SOLE 20,300 COACH INC COM 189754104 $ 411 9,100 SH P SOLE 9,100 COACHMEN INDS INC COM 189873102 $ 312 19,540 SH SOLE 19,540 COASTAL FINL CORP DEL COM 19046E105 $ 238 15,930 SH SOLE 15,930 COBIZ INC COM 190897108 $ 169 12,280 SH SOLE 12,280 COCA COLA BOTTLING CO CONS COM 191098102 $ 37 642 SH SOLE 642 COCA COLA CO COM 191216100 $ 239,658 4,747,575 SH SOLE 4,747,575 COCA COLA CO COM 191216100 $ 80,087 1,586,517 SH C SOLE 1,586,517 COCA COLA CO COM 191216100 $ 40,607 804,412 SH P SOLE 804,412 COCA COLA ENTERPRISES INC COM 191219104 $ 18,583 641,028 SH SOLE 641,028

COCA COLA ENTERPRISES INC COM 191219104 $ 2,180 75,200 SH C SOLE 75,200 COEUR D ALENE MINES CORP IDA COM 192108108 $ 395 96,704 SH SOLE 96,704 COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ1 $ 41 50,000 PRN SOLE 50,000 COEUR D ALENE MINES CORP IDA COM 192108108 $ 84 20,700 SH P SOLE 20,700 COEUR D ALENE MINES CORP IDA COM 192108108 $ 69 16,800 SH C SOLE 16,800 COGNEX CORP COM 192422103 $ 114 2,973 SH SOLE 2,973 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $ 1,514 59,600 SH P SOLE 59,600 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $ 1,110 43,700 SH C SOLE 43,700 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $ 632 24,889 SH SOLE 24,889 COGNOS INC COM 19244C109 $ 1,047 28,958 SH SOLE 28,958 COHEN & STEERS PREM INC RLTY COM 19247V104 $ 1,622 93,000 SH SOLE 93,000 COHERENT INC COM 192479103 $ 266 8,903 SH SOLE 8,903 COHU INC COM 192576106 $ 89 4,659 SH SOLE 4,659 COINSTAR INC COM 19259P300 $ 102 4,632 SH SOLE 4,632 COLDWATER CREEK INC COM 193068103 $ 104 3,932 SH SOLE 3,932 COLE KENNETH PRODTNS INC CL A 193294105 $ 58 1,684 SH SOLE 1,684 COLE NATIONAL CORP NEW CL A 193290103 $ 50 2,159 SH SOLE 2,159 COLGATE PALMOLIVE CO COM 194162103 $ 67,989 1,163,200 SH C SOLE 1,163,200 COLGATE PALMOLIVE CO COM 194162103 $ 8,269 141,473 SH SOLE 141,473 COLGATE PALMOLIVE CO COM 194162103 $ 345 5,900 SH P SOLE 5,900 COLLAGENEX PHARMACEUTICALS I COM 19419B100 $ 54 5,741 SH SOLE 5,741 COLLINS & AIKMAN CORP NEW COM NEW 194830204 $ 281 50,305 SH SOLE 50,305 COLONIAL BANCGROUP INC COM 195493309 $ 1,786 98,274 SH SOLE 98,274 COLONIAL PPTYS TR COM SH BEN INT 195872106 $ 13,509 350,598 SH SOLE 350,598 COLUMBIA BANCORP COM 197227101 $ 227 7,756 SH SOLE 7,756 COLUMBIA BANCORP ORE COM 197231103 $ 0 34 SH SOLE 34 COLUMBIA BKG SYS INC COM 197236102 $ 108 4,868 SH SOLE 4,868 COLUMBIA LABS INC COM 197779101 $ 0 29 SH SOLE 29 COLUMBUS MCKINNON CORP N Y COM 199333105 $ 219 30,945 SH SOLE 30,945 COMCAST CORP NEW CL A SPL 20030N200 $ 124,148 4,496,500 SH C SOLE 4,496,500 COMCAST CORP NEW CL A 20030N101 $ 115,642 4,115,379 SH SOLE 4,115,379 COMCAST CORP NEW CL A SPL 20030N200 $ 11,864 429,700 SH P SOLE 429,700 COMCAST CORP NEW CL A 20030N101 $ 11,188 398,135 SH C SOLE 398,135 COMCAST CORP NEW CL A SPL 20030N200 $ 5,501 199,239 SH SOLE 199,239 COMCAST CORP NEW CL A 20030N101 $ 183 6,500 SH P SOLE 6,500 COMERICA INC COM 200340107 $ 27,594 502,802 SH SOLE 502,802 COMERICA INC COM 200340107 $ 198 3,600 SH C SOLE 3,600 COMFORT SYS USA INC COM 199908104 $ 120 18,800 SH SOLE 18,800 COMMERCE BANCORP INC NJ COM 200519106 $ 5,554 100,966 SH C SOLE 100,966 COMMERCE BANCORP INC NJ COM 200519106 $ 2,017 36,661 SH SOLE 36,661 COMMERCE BANCSHARES INC COM 200525103 $ 635 13,828 SH SOLE 13,828 COMMERCIAL BANKSHARES INC COM 201607108 $ 0 15 SH SOLE 15 COMMERCIAL FEDERAL CORPORATI COM 201647104 $ 240 8,851 SH SOLE 8,851 COMMERCIAL METALS CO COM 201723103 $ 607 18,707 SH SOLE 18,707 COMMERCIAL NET LEASE RLTY IN COM 202218103 $ 978 56,883 SH SOLE 56,883 COMMONWEALTH INDS INC DEL COM 203004106 $ 36 3,484 SH SOLE 3,484 COMMONWEALTH TEL ENTERPRISES COM 203349105 $ 669 14,943 SH SOLE 14,943 COMMSCOPE INC COM 203372107 $ 391 18,205 SH SOLE 18,205 COMMUNITY BK NORTHN VA COM 203566104 $ 0 23 SH SOLE 23 COMMUNITY BKS INC MILLERSBUR COM 203628102 $ 51 1,744 SH SOLE 1,744 COMMUNITY FIRST BANKSHARES I COM 203902101 $ 7,265 225,692 SH SOLE 225,692 COMMUNITY HEALTH SYS INC NEW COM 203668108 $ 5,755 214,976 SH SOLE 214,976

COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 203668AA6 $ 120 115,000 PRN SOLE 115,000 COMMUNITY TR BANCORP INC COM 204149108 $ 56 1,822 SH SOLE 1,822 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 $ 3,939 227,700 SH SOLE 227,700 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 $ 8,770 224,300 SH SOLE 224,300 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 $ 1,476 66,804 SH SOLE 66,804 COMPASS BANCSHARES INC COM 20449H109 $ 29,250 680,241 SH C SOLE 680,241 COMPASS BANCSHARES INC COM 20449H109 $ 14,337 333,420 SH SOLE 333,420 COMPASS MINERALS INTL INC COM 20451N101 $ 45 2,347 SH SOLE 2,347 COMPUCOM SYS INC COM 204780100 $ 230 50,629 SH SOLE 50,629 COMPUCREDIT CORP COM 20478N100 $ 76 4,408 SH SOLE 4,408 COMPUDYNE CORP COM PAR $0.75 204795306 $ 66 5,800 SH SOLE 5,800 COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 $ 18,619 15,076,000 PRN SOLE 15,076,000 COMPUTER ASSOC INTL INC COM 204912109 $ 19,886 708,700 SH C SOLE 708,700 COMPUTER ASSOC INTL INC COM 204912109 $ 13,463 479,800 SH P SOLE 479,800 COMPUTER ASSOC INTL INC COM 204912109 $ 6,755 240,735 SH SOLE 240,735 COMPUTER HORIZONS CORP COM 205908106 $ 1 373 SH SOLE 373 COMPUTER NETWORK TECHNOLOGY COM 204925101 $ 270 45,106 SH SOLE 45,106 COMPUTER PROGRAMS & SYS INC COM 205306103 $ 99 4,836 SH SOLE 4,836 COMPUTER SCIENCES CORP COM 205363104 $ 10,540 227,000 SH P SOLE 227,000 COMPUTER SCIENCES CORP COM 205363104 $ 10,498 226,100 SH C SOLE 226,100 COMPUTER SCIENCES CORP COM 205363104 $ 6,316 136,043 SH SOLE 136,043 COMPUWARE CORP COM 205638109 $ 2,503 379,222 SH SOLE 379,222 COMPUWARE CORP COM 205638109 $ 58 8,800 SH C SOLE 8,800 COMPUWARE CORP COM 205638109 $ 15 2,200 SH P SOLE 2,200 COMPX INTERNATIONAL INC CL A 20563P101 $ 9 570 SH SOLE 570 COMSTOCK RES INC COM NEW 205768203 $ 677 34,789 SH SOLE 34,789 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $ 592 26,234 SH SOLE 26,234 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $ 7,566 379,446 SH SOLE 379,446 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $ 4,411 221,200 SH C SOLE 221,200 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $ 497 24,900 SH P SOLE 24,900 CONAGRA FOODS INC COM 205887102 $ 27,372 1,010,789 SH SOLE 1,010,789 CONAGRA FOODS INC COM 205887102 $ 10,829 399,900 SH C SOLE 399,900 CONAGRA FOODS INC COM 205887102 $ 2,732 100,900 SH P SOLE 100,900 CONCORD CAMERA CORP COM 206156101 $ 21 6,285 SH SOLE 6,285 CONCURRENT COMPUTER CORP NEW COM 206710204 $ 135 67,937 SH SOLE 67,937 CONEXANT SYSTEMS INC COM 207142100 $ 408 94,181 SH SOLE 94,181 CONEXANT SYSTEMS INC COM 207142100 $ 248 57,200 SH P SOLE 57,200 CONEXANT SYSTEMS INC COM 207142100 $ 56 13,000 SH C SOLE 13,000 CONMED CORP COM 207410101 $ 177 6,459 SH SOLE 6,459 CONNECTICUT WTR SVC INC COM 207797101 $ 260 10,084 SH SOLE 10,084 CONNS INC COM 208242107 $ 17 1,057 SH SOLE 1,057 CONOCOPHILLIPS COM 20825C104 $ 67,511 884,920 SH SOLE 884,920 CONOCOPHILLIPS COM 20825C104 $ 19,141 250,900 SH C SOLE 250,900 CONOCOPHILLIPS COM 20825C104 $ 10,856 142,300 SH P SOLE 142,300 CONSECO INC COM NEW 208464883 $ 18,818 945,622 SH SOLE 945,622 CONSECO INC COM NEW 208464883 $ 1,779 89,401 SH C SOLE 89,401 CONSECO INC COM NEW 208464883 $ 657 33,000 SH P SOLE 33,000 CONSECO INC *W EXP 09/10/200 208464123 $ 86 15,801 SH SOLE 15,801 CONSOLIDATED EDISON INC COM 209115104 $ 18,419 463,260 SH SOLE 463,260 CONSOLIDATED EDISON INC COM 209115104 $ 2,012 50,600 SH C SOLE 50,600 CONSOLIDATED EDISON INC COM 209115104 $ 16 400 SH P SOLE 400 CONSOLIDATED GRAPHICS INC COM 209341106 $ 130 2,950 SH SOLE 2,950

CONSOLIDATED TOMOKA LD CO COM 210226106 $ 164 4,352 SH SOLE 4,352 CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P306 $ 439 1,333,500 PRN SOLE 1,333,500 CONSTELLATION BRANDS INC CL A 21036P108 $ 4,133 111,300 SH C SOLE 111,300 CONSTELLATION ENERGY GROUP I COM 210371100 $ 22,484 593,246 SH SOLE 593,246 CONTINENTAL AIRLS INC CL B 210795308 $ 1,173 103,200 SH SOLE 103,200 CONTINENTAL AIRLS INC CL B 210795308 $ 940 82,700 SH C SOLE 82,700 CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD6 $ 54 75,000 PRN SOLE 75,000 CONTINENTAL AIRLS INC CL B 210795308 $ 661 58,100 SH P SOLE 58,100 CONVERA CORP CL A 211919105 $ 0 20 SH SOLE 20 CONVERGYS CORP COM 212485106 $ 6,861 445,519 SH SOLE 445,519 COOPER COS INC DBCV 2.625% 7/0 216648AG0 $ 273 177,000 PRN SOLE 177,000 COOPER COS INC COM NEW 216648402 $ 448 7,099 SH SOLE 7,099 COOPER INDS LTD CL A G24182100 $ 14,683 247,139 SH SOLE 247,139 COOPER INDS LTD CL A G24182100 $ 160 2,700 SH P SOLE 2,700 COOPER INDS LTD CL A G24182100 $ 65 1,100 SH C SOLE 1,100 COOPER TIRE & RUBR CO COM 216831107 $ 1,864 81,053 SH SOLE 81,053 COORS ADOLPH CO CL B 217016104 $ 4,097 56,640 SH SOLE 56,640 COPART INC COM 217204106 $ 4,245 158,981 SH SOLE 158,981 CORCEPT THERAPEUTICS INC COM 218352102 $ 36 4,716 SH SOLE 4,716 CORE LABORATORIES N V COM N22717107 $ 384 16,700 SH SOLE 16,700 CORGENTECH INC COM 21872P105 $ 16 972 SH SOLE 972 CORILLIAN CORP COM 218725109 $ 205 40,667 SH SOLE 40,667 CORINTHIAN COLLEGES INC COM 218868107 $ 6,225 251,600 SH C SOLE 251,600 CORINTHIAN COLLEGES INC COM 218868107 $ 414 16,741 SH SOLE 16,741 CORINTHIAN COLLEGES INC COM 218868107 $ 230 9,300 SH P SOLE 9,300 CORN PRODS INTL INC COM 219023108 $ 369 7,921 SH SOLE 7,921 CORNELL COMPANIES INC COM 219141108 $ 54 3,947 SH SOLE 3,947 CORNERSTONE RLTY INCOME TR I COM 21922V102 $ 133 15,153 SH SOLE 15,153 CORNING INC COM 219350105 $ 7,111 544,463 SH SOLE 544,463 CORNING INC COM 219350105 $ 2,662 203,800 SH C SOLE 203,800 CORNING INC COM 219350105 $ 532 40,700 SH P SOLE 40,700 CORNING INC DBCV 11/0 219350AJ4 $ 11 13,600 PRN SOLE 13,600 CORPORATE EXECUTIVE BRD CO COM 21988R102 $ 388 6,709 SH SOLE 6,709 CORRECTIONAL PPTYS TR COM 22025E104 $ 509 17,397 SH SOLE 17,397 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 $ 152 3,855 SH SOLE 3,855 CORUS GROUP PLC SPONSORED ADR 22087M101 $ 24 3,200 SH SOLE 3,200 CORVEL CORP COM 221006109 $ 142 5,014 SH SOLE 5,014 CORVIS CORP COM 221009103 $ 91 64,449 SH SOLE 64,449 COSI INC COM 22122P101 $ 86 14,526 SH SOLE 14,526 COSINE COMMUNICATIONS INC COM NEW 221222607 $ 6 1,500 SH SOLE 1,500 COST PLUS INC CALIF COM 221485105 $ 372 11,478 SH SOLE 11,478 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 $ 2,885 3,065,000 PRN SOLE 3,065,000 COSTCO WHSL CORP NEW COM 22160K105 $ 46,649 1,132,798 SH SOLE 1,132,798 COSTCO WHSL CORP NEW COM 22160K105 $ 9,735 236,400 SH C SOLE 236,400 COSTCO WHSL CORP NEW COM 22160K105 $ 1,697 41,200 SH P SOLE 41,200 COTT CORP QUE COM 22163N106 $ 1,894 58,470 SH SOLE 58,470 COTTON STS LIFE INS CO COM 221774102 $ 986 51,230 SH SOLE 51,230 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 36,165 514,800 SH C SOLE 514,800 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 19,456 276,950 SH P SOLE 276,950 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 4,398 62,604 SH SOLE 62,604 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE4 $ 7 4,000 PRN SOLE 4,000 COURIER CORP COM 222660102 $ 42 1,022 SH SOLE 1,022

COUSINS PPTYS INC COM 222795106 $ 2,014 61,136 SH SOLE 61,136 COVANSYS CORP COM 22281W103 $ 252 24,439 SH SOLE 24,439 COVENANT TRANS INC CL A 22284P105 $ 516 30,205 SH SOLE 30,205 COVENTRY HEALTH CARE INC COM 222862104 $ 7,513 153,630 SH SOLE 153,630 COX COMMUNICATIONS INC NEW CL A 224044107 $ 9,112 327,900 SH C SOLE 327,900 COX COMMUNICATIONS INC NEW CL A 224044107 $ 7,734 278,291 SH SOLE 278,291 COX COMMUNICATIONS INC NEW CL A 224044107 $ 1,945 70,000 SH P SOLE 70,000 COX RADIO INC CL A 224051102 $ 3,214 184,933 SH SOLE 184,933 CP SHIPS LTD COM 22409V102 $ 1,782 100,000 SH C SOLE 100,000 CP SHIPS LTD COM 22409V102 $ 109 6,100 SH SOLE 6,100 CPI CORP COM 125902106 $ 54 3,696 SH SOLE 3,696 CRANE CO COM 224399105 $ 4,967 158,235 SH SOLE 158,235 CRAWFORD & CO CL B 224633107 $ 10 2,097 SH SOLE 2,097 CRAY INC COM 225223106 $ 193 29,144 SH SOLE 29,144 CREATIVE TECHNOLOGY LTD ORD Y1775U107 $ 52 5,000 SH P SOLE 5,000 CREATIVE TECHNOLOGY LTD ORD Y1775U107 $ 13 1,300 SH SOLE 1,300 CREDENCE SYS CORP COM 225302108 $ 909 65,867 SH SOLE 65,867 CREDENCE SYS CORP COM 225302108 $ 72 5,200 SH C SOLE 5,200 CREDENCE SYS CORP COM 225302108 $ 39 2,800 SH P SOLE 2,800 CREDICORP LTD COM G2519Y108 $ 1,699 130,691 SH SOLE 130,691 CREE INC COM 225447101 $ 3,324 143,600 SH C SOLE 143,600 CREE INC COM 225447101 $ 111 4,800 SH P SOLE 4,800 CREO INC COM 225606102 $ 2 271 SH SOLE 271 CRESCENT REAL ESTATE EQUITIE COM 225756105 $ 4,324 268,217 SH SOLE 268,217 CRESUD S A C I F Y A SPONSORED ADR 226406106 $ 50 4,300 SH SOLE 4,300 CRIIMI MAE INC COM NEW 226603504 $ 368 30,719 SH SOLE 30,719 CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 $ 19 800 SH SOLE 800 CRITICAL PATH INC COM NEW 22674V506 $ 25 18,445 SH SOLE 18,445 CROMPTON CORP COM 227116100 $ 260 41,339 SH SOLE 41,339 CROSS A T CO CL A 227478104 $ 16 3,287 SH SOLE 3,287 CROSS CTRY HEALTHCARE INC COM 227483104 $ 126 6,945 SH SOLE 6,945 CROSSTEX ENERGY INC COM 22765Y104 $ 14 359 SH SOLE 359 CROWN CASTLE INTL CORP COM 228227104 $ 3,688 250,000 SH C SOLE 250,000 CROWN CASTLE INTL CORP COM 228227104 $ 3,688 250,000 SH P SOLE 250,000 CROWN CASTLE INTL CORP COM 228227104 $ 255 17,286 SH SOLE 17,286 CROWN HOLDINGS INC COM 228368106 $ 1,745 175,000 SH C SOLE 175,000 CROWN HOLDINGS INC COM 228368106 $ 970 97,295 SH SOLE 97,295 CROWN MEDIA HLDGS INC CL A 228411104 $ 19 2,256 SH SOLE 2,256 CRYOLIFE INC COM 228903100 $ 210 39,780 SH SOLE 39,780 CRYPTOLOGIC INC COM 228906103 $ 101 5,600 SH SOLE 5,600 CSG SYS INTL INC COM 126349109 $ 3,281 158,500 SH P SOLE 158,500 CSG SYS INTL INC COM 126349109 $ 1,868 90,251 SH SOLE 90,251 CSK AUTO CORP COM 125965103 $ 285 16,644 SH SOLE 16,644 CSS INDS INC COM 125906107 $ 39 1,099 SH SOLE 1,099 CSX CORP COM 126408103 $ 11,016 336,146 SH SOLE 336,146 CT COMMUNICATIONS INC COM NEW 126426402 $ 351 23,291 SH SOLE 23,291 CTI MOLECULAR IMAGING INC COM 22943D105 $ 1,418 100,000 SH C SOLE 100,000 CTS CORP COM 126501105 $ 561 46,558 SH SOLE 46,558 CUBIC CORP COM 229669106 $ 138 6,594 SH SOLE 6,594 CUMMINS INC COM 231021106 $ 2,726 43,615 SH SOLE 43,615 CUMULUS MEDIA INC CL A 231082108 $ 267 15,865 SH SOLE 15,865 CUNO INC COM 126583103 $ 321 6,022 SH SOLE 6,022

CURAGEN CORP SDCV 6.000% 2/0 23126RAC5 $ 4,957 5,045,000 PRN SOLE 5,045,000 CURATIVE HEALTH SRVCS INC COM 23126W100 $ 254 29,289 SH SOLE 29,289 CURIS INC COM 231269101 $ 266 60,086 SH SOLE 60,086 CURTISS WRIGHT CORP COM 231561101 $ 256 4,560 SH SOLE 4,560 CURTISS WRIGHT CORP CL B 231561408 $ 1 12 SH SOLE 12 CV THERAPEUTICS INC COM 126667104 $ 930 55,500 SH C SOLE 55,500 CV THERAPEUTICS INC COM 126667104 $ 791 47,200 SH P SOLE 47,200 CVB FINL CORP COM 126600105 $ 135 6,221 SH SOLE 6,221 CVS CORP COM 126650100 $ 35,284 839,685 SH SOLE 839,685 CVS CORP COM 126650100 $ 1,555 37,000 SH C SOLE 37,000 CVS CORP COM 126650100 $ 1,277 30,400 SH P SOLE 30,400 CYBERGUARD CORP COM 231910100 $ 191 23,424 SH SOLE 23,424 CYBERONICS INC COM 23251P102 $ 1,458 43,713 SH SOLE 43,713 CYBERONICS INC COM 23251P102 $ 480 14,400 SH C SOLE 14,400 CYBERONICS INC COM 23251P102 $ 417 12,500 SH P SOLE 12,500 CYBEROPTICS CORP COM 232517102 $ 157 6,062 SH SOLE 6,062 CYBERSOURCE CORP COM 23251J106 $ 39 4,678 SH SOLE 4,678 CYMER INC COM 232572107 $ 1,632 43,600 SH C SOLE 43,600 CYMER INC COM 232572107 $ 988 26,400 SH P SOLE 26,400 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 $ 150 10,900 SH SOLE 10,900 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 33,715 2,375,993 SH SOLE 2,375,993 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 21,533 1,517,480 SH C SOLE 1,517,480 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 3,440 242,400 SH P SOLE 242,400 CYTOGEN CORP COM NEW 232824300 $ 177 11,113 SH SOLE 11,113 CYTOKINETICS INC COM 23282W100 $ 17 1,126 SH SOLE 1,126 CYTYC CORP COM 232946103 $ 1,119 44,099 SH SOLE 44,099 D & E COMMUNICATIONS INC COM 232860106 $ 237 17,652 SH SOLE 17,652 D R HORTON INC COM 23331A109 $ 3,765 132,565 SH SOLE 132,565 D R HORTON INC COM 23331A109 $ 435 15,300 SH P SOLE 15,300 D R HORTON INC COM 23331A109 $ 432 15,200 SH C SOLE 15,200 DAIMLERCHRYSLER AG ORD D1668R123 $ 28,411 603,600 SH P SOLE 603,600 DAIMLERCHRYSLER AG ORD D1668R123 $ 15,354 326,200 SH C SOLE 326,200 DAIMLERCHRYSLER AG ORD D1668R123 $ 5,649 120,011 SH SOLE 120,011 DAKTRONICS INC COM 234264109 $ 102 4,086 SH SOLE 4,086 DANA CORP COM 235811106 $ 3,960 202,060 SH SOLE 202,060 DANAHER CORP DEL COM 235851102 $ 1,820 35,100 SH C SOLE 35,100 DANAHER CORP DEL COM 235851102 $ 1,648 31,784 SH SOLE 31,784 DANAHER CORP DEL COM 235851102 $ 197 3,800 SH P SOLE 3,800 DANIELSON HLDG CORP COM 236274106 $ 264 38,147 SH SOLE 38,147 DARDEN RESTAURANTS INC COM 237194105 $ 10,325 502,452 SH SOLE 502,452 DARDEN RESTAURANTS INC COM 237194105 $ 2,055 100,000 SH C SOLE 100,000 DARLING INTL INC COM 237266101 $ 187 44,450 SH SOLE 44,450 DATASCOPE CORP COM 238113104 $ 128 3,213 SH SOLE 3,213 DATASTREAM SYS INC COM 238124101 $ 0 17 SH SOLE 17 DAVE & BUSTERS INC COM 23833N104 $ 126 6,732 SH SOLE 6,732 DAVITA INC COM 23918K108 $ 664 21,525 SH SOLE 21,525 DDI CORP COM PAR $ .001 233162304 $ 149 18,075 SH SOLE 18,075 DEAN FOODS CO NEW COM 242370104 $ 0 1 SH SOLE 1 DEB SHOPS INC COM 242728103 $ 181 7,525 SH SOLE 7,525 DECKERS OUTDOOR CORP COM 243537107 $ 291 9,878 SH SOLE 9,878 DECODE GENETICS INC COM 243586104 $ 97 11,389 SH SOLE 11,389 DEERE & CO COM 244199105 $ 36,599 521,804 SH SOLE 521,804

DEERE & CO COM 244199105 $ 8,143 116,100 SH C SOLE 116,100 DEERE & CO COM 244199105 $ 722 10,300 SH P SOLE 10,300 DEL LABS INC COM 245091103 $ 25 811 SH SOLE 811 DEL MONTE FOODS CO COM 24522P103 $ 46 4,518 SH SOLE 4,518 DELL INC COM 24702R101 $ 250,765 7,000,691 SH C SOLE 7,000,691 DELL INC COM 24702R101 $ 44,931 1,254,343 SH SOLE 1,254,343 DELL INC COM 24702R101 $ 25,863 722,036 SH P SOLE 722,036 DELPHI CORP COM 247126105 $ 22,447 2,101,819 SH SOLE 2,101,819 DELPHI CORP COM 247126105 $ 3,588 336,000 SH P SOLE 336,000 DELPHI CORP COM 247126105 $ 1,346 126,000 SH C SOLE 126,000 DELPHI FINL GROUP INC CL A 247131105 $ 304 6,835 SH SOLE 6,835 DELTA & PINE LD CO COM 247357106 $ 7,865 358,320 SH SOLE 358,320 DELTA AIR LINES INC DEL COM 247361108 $ 8,148 1,144,400 SH P SOLE 1,144,400 DELTA AIR LINES INC DEL COM 247361108 $ 6,474 909,300 SH C SOLE 909,300 DELTA PETE CORP COM NEW 247907207 $ 169 12,600 SH SOLE 12,600 DELTIC TIMBER CORP COM 247850100 $ 132 3,438 SH SOLE 3,438 DELUXE CORP COM 248019101 $ 5,583 128,350 SH SOLE 128,350 DENDRITE INTL INC COM 248239105 $ 168 9,015 SH SOLE 9,015 DENTSPLY INTL INC NEW COM 249030107 $ 3,126 60,008 SH SOLE 60,008 DEPARTMENT 56 INC COM 249509100 $ 160 10,386 SH SOLE 10,386 DEPOMED INC COM 249908104 $ 20 4,052 SH SOLE 4,052 DEUTSCHE BANK AG NAMEN ORD D18190898 $ 997 12,600 SH P SOLE 12,600 DEUTSCHE BANK AG NAMEN ORD D18190898 $ 680 8,600 SH SOLE 8,600 DEUTSCHE BANK AG NAMEN ORD D18190898 $ 530 6,700 SH C SOLE 6,700 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 $ 9,499 9,178,000 PRN SOLE 9,178,000 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 $ 8,691 8,397,000 PRN SOLE 8,397,000 DEVON ENERGY CORP NEW DBCV 6/2 25179MAD5 $ 1,551 2,814,000 PRN SOLE 2,814,000 DEVON ENERGY CORP NEW COM 25179M103 $ 18,452 279,575 SH SOLE 279,575 DEVON ENERGY CORP NEW COM 25179M103 $ 7,966 120,700 SH C SOLE 120,700 DEVON ENERGY CORP NEW COM 25179M103 $ 3,148 47,700 SH P SOLE 47,700 DHB INDS INC COM 23321E103 $ 442 29,148 SH SOLE 29,148 DIAGNOSTIC PRODS CORP COM 252450101 $ 277 6,314 SH SOLE 6,314 DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC6 $ 5,209 9,000,000 PRN SOLE 9,000,000 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 $ 2,290 2,476,000 PRN SOLE 2,476,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 4,677 196,260 SH SOLE 196,260 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 1,921 80,600 SH C SOLE 80,600 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 174 7,300 SH P SOLE 7,300 DIAMONDCLUSTER INTL INC COM 25278P106 $ 173 19,852 SH SOLE 19,852 DIEBOLD INC COM 253651103 $ 1,547 29,258 SH SOLE 29,258 DIGI INTL INC COM 253798102 $ 275 25,670 SH SOLE 25,670 DIGIMARC CORP COM 253807101 $ 259 19,398 SH SOLE 19,398 DIGITAL GENERATION SYS INC COM 253921100 $ 0 41 SH SOLE 41 DIGITAL INSIGHT CORP COM 25385P106 $ 34 1,660 SH SOLE 1,660 DIGITAL RIV INC COM 25388B104 $ 395 12,100 SH SOLE 12,100 DIGITALNET HLDGS INC COM 25389B103 $ 180 8,870 SH SOLE 8,870 DILLARDS INC CL A 254067101 $ 881 39,515 SH SOLE 39,515 DIME CMNTY BANCSHARES COM 253922108 $ 518 29,605 SH SOLE 29,605 DIMON INC COM 254394109 $ 184 32,112 SH SOLE 32,112 DIONEX CORP COM 254546104 $ 742 13,451 SH SOLE 13,451 DIRECT GEN CORP COM 25456W204 $ 2,768 85,859 SH SOLE 85,859 DIRECTV GROUP INC COM 25459L106 $ 1,825 106,725 SH SOLE 106,725 DIRECTV GROUP INC COM 25459L106 $ 137 8,000 SH C SOLE 8,000

DISCOVERY PARTNERS INTL INC COM 254675101 $ 74 14,500 SH SOLE 14,500 DISNEY WALT CO COM DISNEY 254687106 $ 90,665 3,556,874 SH SOLE 3,556,874 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 $ 2,161 2,015,000 PRN SOLE 2,015,000 DISNEY WALT CO COM DISNEY 254687106 $ 27,686 1,086,147 SH C SOLE 1,086,147 DISNEY WALT CO COM DISNEY 254687106 $ 21,078 826,900 SH P SOLE 826,900 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 $ 5,684 53,000 SH SOLE 53,000 DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 254753106 $ 90 5,900 SH SOLE 5,900 DITECH COMMUNICATIONS CORP COM 25500M103 $ 675 28,931 SH SOLE 28,931 DJ ORTHOPEDICS INC COM 23325G104 $ 69 3,010 SH SOLE 3,010 DOBSON COMMUNICATIONS CORP CL A 256069105 $ 14 4,229 SH SOLE 4,229 DOLLAR GEN CORP COM 256669102 $ 22,930 1,172,274 SH SOLE 1,172,274 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $ 285 10,403 SH SOLE 10,403 DOLLAR TREE STORES INC COM 256747106 $ 2,769 100,941 SH SOLE 100,941 DOLLAR TREE STORES INC COM 256747106 $ 2,743 100,000 SH C SOLE 100,000 DOMINION HOMES INC COM 257386102 $ 161 6,984 SH SOLE 6,984 DOMINION RES INC VA NEW COM 25746U109 $ 22,378 354,758 SH SOLE 354,758 DOMTAR INC COM 257561100 $ 28 2,188 SH SOLE 2,188 DONALDSON INC COM 257651109 $ 4,102 140,000 SH C SOLE 140,000 DONALDSON INC COM 257651109 $ 2,226 75,974 SH SOLE 75,974 DONEGAL GROUP INC CL A 257701201 $ 162 8,115 SH SOLE 8,115 DONNELLEY R R & SONS CO COM 257867101 $ 14,418 436,632 SH SOLE 436,632 DORAL FINL CORP COM 25811P100 $ 7,790 225,800 SH SOLE 225,800 DORAL FINL CORP COM 25811P100 $ 3,450 100,000 SH C SOLE 100,000 DOUBLECLICK INC COM 258609304 $ 120 15,400 SH C SOLE 15,400 DOUBLECLICK INC COM 258609304 $ 64 8,200 SH P SOLE 8,200 DOV PHARMACEUTICAL INC COM 259858108 $ 414 29,634 SH SOLE 29,634 DOVER CORP COM 260003108 $ 24,599 584,308 SH SOLE 584,308 DOVER DOWNS GAMING & ENTMT I COM 260095104 $ 165 14,686 SH SOLE 14,686 DOVER MOTORSPORTS INC COM 260174107 $ 10 2,471 SH SOLE 2,471 DOW CHEM CO COM 260543103 $ 86,987 2,137,270 SH SOLE 2,137,270 DOW CHEM CO COM 260543103 $ 18,696 459,361 SH C SOLE 459,361 DOW CHEM CO COM 260543103 $ 11,657 286,410 SH P SOLE 286,410 DOW JONES & CO INC COM 260561105 $ 11,703 259,493 SH SOLE 259,493 DOWNEY FINL CORP COM 261018105 $ 1,713 32,177 SH SOLE 32,177 DPL INC COM 233293109 $ 194 10,000 SH SOLE 10,000 DRESS BARN INC COM 261570105 $ 369 21,552 SH SOLE 21,552 DREW INDS INC COM NEW 26168L205 $ 250 6,142 SH SOLE 6,142 DREXLER TECHNOLOGY CORP COM 261876106 $ 187 13,998 SH SOLE 13,998 DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 $ 50,120 634,354 SH SOLE 634,354 DRIL-QUIP INC COM 262037104 $ 142 7,603 SH SOLE 7,603 DRS TECHNOLOGIES INC COM 23330X100 $ 2,216 69,481 SH SOLE 69,481 DSP GROUP INC COM 23332B106 $ 790 28,991 SH SOLE 28,991 DTE ENERGY CO COM 233331107 $ 13,773 339,750 SH SOLE 339,750 DU PONT E I DE NEMOURS & CO COM 263534109 $ 130,402 2,935,656 SH SOLE 2,935,656 DU PONT E I DE NEMOURS & CO COM 263534109 $ 46,380 1,044,123 SH C SOLE 1,044,123 DU PONT E I DE NEMOURS & CO COM 263534109 $ 16,602 373,760 SH P SOLE 373,760 DUANE READE INC COM 263578106 $ 10,854 664,671 SH SOLE 664,671 DUCOMMUN INC DEL COM 264147109 $ 217 10,144 SH SOLE 10,144 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 $ 40,804 40,500,000 PRN SOLE 40,500,000 DUKE ENERGY CORP COM 264399106 $ 36,747 1,811,073 SH SOLE 1,811,073 DUKE ENERGY CORP COM 264399106 $ 1,512 74,500 SH P SOLE 74,500 DUKE ENERGY CORP COM 264399106 $ 343 16,900 SH C SOLE 16,900

DUN & BRADSTREET CORP DEL NE COM 26483E100 $ 214 3,968 SH SOLE 3,968 DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE1 $ 7,201 7,000,000 PRN SOLE 7,000,000 DUPONT PHOTOMASKS INC COM 26613X101 $ 270 13,291 SH SOLE 13,291 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 $ 380 41,550 SH SOLE 41,550 DURATEK INC COM 26658Q102 $ 171 11,336 SH SOLE 11,336 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 $ 14 5,613 SH SOLE 5,613 DURECT CORP NOTE 6.250% 6/1 266605AB0 $ 311 250,000 PRN SOLE 250,000 DURECT CORP COM 266605104 $ 79 22,809 SH SOLE 22,809 DUSA PHARMACEUTICALS INC COM 266898105 $ 75 7,844 SH SOLE 7,844 DYAX CORP COM 26746E103 $ 250 21,263 SH SOLE 21,263 DYCOM INDS INC COM 267475101 $ 2,407 85,972 SH SOLE 85,972 DYNAVAX TECHNOLOGIES CORP COM 268158102 $ 62 9,376 SH SOLE 9,376 DYNEGY INC NEW CL A 26816Q101 $ 939 220,306 SH SOLE 220,306 DYNEGY INC NEW CL A 26816Q101 $ 75 17,600 SH C SOLE 17,600 E M C CORP MASS COM 268648102 $ 31,880 2,796,505 SH SOLE 2,796,505 E M C CORP MASS NOTE 4.500% 4/0 268648AG7 $ 2,165 1,975,000 PRN SOLE 1,975,000 E M C CORP MASS COM 268648102 $ 8,930 783,351 SH P SOLE 783,351 E M C CORP MASS COM 268648102 $ 5,159 452,500 SH C SOLE 452,500 E PIPHANY INC COM 26881V100 $ 116 23,966 SH SOLE 23,966 E TRADE FINANCIAL CORP COM 269246104 $ 9,782 877,301 SH SOLE 877,301 E TRADE FINANCIAL CORP COM 269246104 $ 1,306 117,100 SH C SOLE 117,100 E TRADE FINANCIAL CORP COM 269246104 $ 1,230 110,300 SH P SOLE 110,300 E Z EM INC COM NEW 269305405 $ 75 4,104 SH SOLE 4,104 EAGLE BROADBAND INC COM 269437109 $ 133 134,691 SH SOLE 134,691 EAGLE MATERIALS INC CL B 26969P207 $ 4,392 63,417 SH SOLE 63,417 EAGLE MATERIALS INC COM 26969P108 $ 459 6,457 SH SOLE 6,457 EARTHLINK INC COM 270321102 $ 114,540 11,066,659 SH C SOLE 11,066,659 EARTHLINK INC COM 270321102 $ 302 29,131 SH SOLE 29,131 EARTHLINK INC COM 270321102 $ 105 10,100 SH P SOLE 10,100 EAST WEST BANCORP INC COM 27579R104 $ 335 10,916 SH SOLE 10,916 EASTMAN CHEM CO COM 277432100 $ 34,071 736,985 SH SOLE 736,985 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 $ 2,547 2,300,000 PRN SOLE 2,300,000 EASTMAN KODAK CO COM 277461109 $ 52,791 1,956,672 SH C SOLE 1,956,672 EASTMAN KODAK CO COM 277461109 $ 35,778 1,326,100 SH P SOLE 1,326,100 EASTMAN KODAK CO COM 277461109 $ 9,669 358,393 SH SOLE 358,393 EATON CORP COM 278058102 $ 23,341 360,530 SH SOLE 360,530 EATON VANCE CORP COM NON VTG 278265103 $ 384 10,059 SH SOLE 10,059 EBAY INC COM 278642103 $ 137,230 1,492,444 SH C SOLE 1,492,444 EBAY INC COM 278642103 $ 105,365 1,145,897 SH SOLE 1,145,897 EBAY INC COM 278642103 $ 84,585 919,900 SH P SOLE 919,900 ECHELON CORP COM 27874N105 $ 21 1,917 SH SOLE 1,917 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 $ 102,306 99,447,000 PRN SOLE 99,447,000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $ 7,835 254,798 SH SOLE 254,798 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $ 5,544 180,300 SH C SOLE 180,300 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $ 3,878 126,100 SH P SOLE 126,100 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 $ 5,350 52,000 SH SOLE 52,000 ECI TELECOM LTD ORD 268258100 $ 119 17,396 SH SOLE 17,396 ECOLAB INC COM 278865100 $ 13,187 416,000 SH C SOLE 416,000 ECOLAB INC COM 278865100 $ 1,391 43,876 SH SOLE 43,876 ECOLLEGE COM COM 27887E100 $ 114 7,128 SH SOLE 7,128 EDGE PETE CORP DEL COM 279862106 $ 129 7,609 SH SOLE 7,609 EDISON INTL COM 281020107 $ 21,962 858,909 SH SOLE 858,909

EDISON INTL COM 281020107 $ 10 400 SH P SOLE 400 EDISON INTL COM 281020107 $ 8 300 SH C SOLE 300 EDO CORP COM 281347104 $ 104 4,331 SH SOLE 4,331 EDUCATION LENDING GROUP INC COM 28140A109 $ 290 16,338 SH SOLE 16,338 EDUCATION MGMT CORP COM 28139T101 $ 1,567 47,699 SH SOLE 47,699 EDWARDS AG INC COM 281760108 $ 712 20,915 SH SOLE 20,915 EDWARDS AG INC COM 281760108 $ 313 9,200 SH C SOLE 9,200 EDWARDS AG INC COM 281760108 $ 51 1,500 SH P SOLE 1,500 EDWARDS LIFESCIENCES CORP COM 28176E108 $ 19,028 546,000 SH SOLE 546,000 EFUNDS CORP COM 28224R101 $ 258 14,765 SH SOLE 14,765 EGL INC COM 268484102 $ 645 24,265 SH SOLE 24,265 EL PASO CORP DBCV 2/2 28336LAC3 $ 24,447 51,065,000 PRN SOLE 51,065,000 EL PASO CORP COM 28336L109 $ 8,760 1,111,729 SH SOLE 1,111,729 EL PASO CORP COM 28336L109 $ 979 124,300 SH P SOLE 124,300 EL PASO CORP COM 28336L109 $ 911 115,600 SH C SOLE 115,600 EL PASO ELEC CO COM NEW 283677854 $ 706 45,728 SH SOLE 45,728 ELBIT SYS LTD ORD M3760D101 $ 16 803 SH SOLE 803 ELECTRO RENT CORP COM 285218103 $ 162 15,498 SH SOLE 15,498 ELECTRO SCIENTIFIC INDS COM 285229100 $ 173 6,104 SH SOLE 6,104 ELECTRONIC ARTS INC COM 285512109 $ 32,175 589,827 SH SOLE 589,827 ELECTRONIC ARTS INC COM 285512109 $ 3,322 60,900 SH C SOLE 60,900 ELECTRONIC ARTS INC COM 285512109 $ 2,253 41,300 SH P SOLE 41,300 ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 285562500 $ 12 1,300 SH SOLE 1,300 ELECTRONIC DATA SYS NEW COM 285661104 $ 38,756 2,023,800 SH P SOLE 2,023,800 ELECTRONIC DATA SYS NEW COM 285661104 $ 35,943 1,876,918 SH SOLE 1,876,918 ELECTRONIC DATA SYS NEW COM 285661104 $ 2,769 144,600 SH C SOLE 144,600 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 $ 164 6,222 SH SOLE 6,222 ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 $ 14,209 11,695,000 PRN SOLE 11,695,000 ELKCORP COM 287456107 $ 1,956 81,714 SH SOLE 81,714 ELLIS PERRY INTL INC COM 288853104 $ 77 3,046 SH SOLE 3,046 E-LOAN INC COM 26861P107 $ 48 17,937 SH SOLE 17,937 EMAGIN CORP COM 29076N107 $ 22 13,015 SH SOLE 13,015 EMBARCADERO TECHNOLOGIES INC COM 290787100 $ 113 9,163 SH SOLE 9,163 EMC INS GROUP INC COM 268664109 $ 9 381 SH SOLE 381 EMCOR GROUP INC COM 29084Q100 $ 145 3,288 SH SOLE 3,288 EMCORE CORP COM 290846104 $ 145 44,404 SH SOLE 44,404 EMERSON ELEC CO COM 291011104 $ 68,693 1,080,927 SH SOLE 1,080,927 EMERSON ELEC CO COM 291011104 $ 3,797 59,746 SH C SOLE 59,746 EMERSON ELEC CO COM 291011104 $ 407 6,400 SH P SOLE 6,400 EMERSON RADIO CORP COM NEW 291087203 $ 0 7 SH SOLE 7 EMISPHERE TECHNOLOGIES INC COM 291345106 $ 43 10,600 SH SOLE 10,600 EMMIS COMMUNICATIONS CORP CL A 291525103 $ 998 47,576 SH SOLE 47,576 EMPIRE DIST ELEC CO COM 291641108 $ 157 7,811 SH SOLE 7,811 EMPIRE RESORTS INC COM 292052107 $ 171 12,136 SH SOLE 12,136 EMS TECHNOLOGIES INC COM 26873N108 $ 267 13,729 SH SOLE 13,729 EMULEX CORP COM NEW 292475209 $ 3,643 254,606 SH SOLE 254,606 EMULEX CORP COM NEW 292475209 $ 1,626 113,600 SH C SOLE 113,600 EMULEX CORP COM NEW 292475209 $ 1,337 93,400 SH P SOLE 93,400 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 $ 10 240 SH SOLE 240 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 $ 462 9,968 SH SOLE 9,968 ENBRIDGE INC COM 29250N105 $ 25 691 SH SOLE 691 ENCANA CORP COM 292505104 $ 5,071 117,483 SH SOLE 117,483

ENCORE ACQUISITION CO COM 29255W100 $ 79 2,848 SH SOLE 2,848 ENCORE CAP GROUP INC COM 292554102 $ 26 1,972 SH SOLE 1,972 ENCORE MED CORP COM 29256E109 $ 144 22,785 SH SOLE 22,785 ENCORE WIRE CORP COM 292562105 $ 79 2,847 SH SOLE 2,847 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 $ 2,345 100,000 SH SOLE 100,000 ENDOCARDIAL SOLUTIONS INC COM 292962107 $ 241 23,300 SH SOLE 23,300 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 $ 731 21,000 SH SOLE 21,000 ENDWAVE CORP COM NEW 29264A206 $ 19 2,400 SH SOLE 2,400 ENERGEN CORP COM 29265N108 $ 3,531 73,577 SH SOLE 73,577 ENERGIZER HLDGS INC COM 29266R108 $ 1,214 26,982 SH SOLE 26,982 ENERGY CONVERSION DEVICES IN COM 292659109 $ 140 12,400 SH SOLE 12,400 ENERGY EAST CORP COM 29266M109 $ 1,877 77,400 SH C SOLE 77,400 ENERGY EAST CORP COM 29266M109 $ 1,074 44,277 SH SOLE 44,277 ENERGY PARTNERS LTD COM 29270U105 $ 265 17,313 SH SOLE 17,313 ENERGYSOUTH INC COM 292970100 $ 137 3,425 SH SOLE 3,425 ENESCO GROUP INC COM 292973104 $ 28 3,085 SH SOLE 3,085 ENGELHARD CORP COM 292845104 $ 8,156 252,428 SH SOLE 252,428 ENGINEERED SUPPORT SYS INC COM 292866100 $ 857 14,646 SH SOLE 14,646 ENI S P A SPONSORED ADR 26874R108 $ 522 5,200 SH SOLE 5,200 ENNIS BUSINESS FORMS INC COM 293389102 $ 402 20,598 SH SOLE 20,598 ENSCO INTL INC COM 26874Q100 $ 7,848 269,700 SH C SOLE 269,700 ENSCO INTL INC COM 26874Q100 $ 743 25,545 SH SOLE 25,545 ENSCO INTL INC COM 26874Q100 $ 90 3,100 SH P SOLE 3,100 ENSTAR GROUP INC GA COM 29358R107 $ 123 2,359 SH SOLE 2,359 ENTERASYS NETWORKS INC COM 293637104 $ 4 1,875 SH SOLE 1,875 ENTERCOM COMMUNICATIONS CORP CL A 293639100 $ 2,072 55,550 SH SOLE 55,550 ENTERCOM COMMUNICATIONS CORP CL A 293639100 $ 187 5,000 SH P SOLE 5,000 ENTERGY CORP NEW COM 29364G103 $ 39,415 703,715 SH SOLE 703,715 ENTERPRISE PRODS PARTNERS L COM 293792107 $ 489 22,998 SH SOLE 22,998 ENTRAVISION COMMUNICATIONS C CL A 29382R107 $ 1,157 150,673 SH SOLE 150,673 ENTREMED INC COM 29382F103 $ 24 12,071 SH SOLE 12,071 ENTRUST INC COM 293848107 $ 169 37,562 SH SOLE 37,562 ENZO BIOCHEM INC COM 294100102 $ 1,095 72,971 SH SOLE 72,971 ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB4 $ 4,466 4,835,000 PRN SOLE 4,835,000 ENZON PHARMACEUTICALS INC COM 293904108 $ 1,339 104,968 SH SOLE 104,968 EOG RES INC COM 26875P101 $ 10,286 172,270 SH SOLE 172,270 EOG RES INC COM 26875P101 $ 1,045 17,500 SH C SOLE 17,500 EOG RES INC COM 26875P101 $ 54 900 SH P SOLE 900 EON LABS INC COM 29412E100 $ 1,309 31,974 SH SOLE 31,974 EPIMMUNE INC COM 29425Y101 $ 0 100 SH SOLE 100 EPIQ SYS INC COM 26882D109 $ 168 11,610 SH SOLE 11,610 EPIX MEDICAL INC COM 26881Q101 $ 10 482 SH SOLE 482 EQUIFAX INC COM 294429105 $ 5,087 205,548 SH SOLE 205,548 EQUITY OFFICE PROPERTIES TRU COM 294741103 $ 35,242 1,295,652 SH SOLE 1,295,652 EQUITY OFFICE PROPERTIES TRU COM 294741103 $ 2,040 75,000 SH P SOLE 75,000 EQUITY RESIDENTIAL SH BEN INT 29476L107 $ 37,363 1,256,730 SH SOLE 1,256,730 EQUITY SECURITIES TR II EQTY SEC TR 29477Q204 $ 34,285 1,559,100 SH SOLE 1,559,100 ERESEARCHTECHNOLOGY INC COM 29481V108 $ 33,275 1,188,400 SH C SOLE 1,188,400 ERESEARCHTECHNOLOGY INC COM 29481V108 $ 27 950 SH P SOLE 950 ESB FINL CORP COM 26884F102 $ 0 18 SH SOLE 18 ESCALADE INC COM 296056104 $ 272 11,777 SH SOLE 11,777 ESCALON MED CORP COM NEW 296074305 $ 224 23,114 SH SOLE 23,114

ESCO TECHNOLOGIES INC COM 296315104 $ 415 7,777 SH SOLE 7,777 ESPEED INC CL A 296643109 $ 4,982 282,283 SH SOLE 282,283 ESS TECHNOLOGY INC COM 269151106 $ 92 8,554 SH SOLE 8,554 ESSEX PPTY TR INC COM 297178105 $ 467 6,831 SH SOLE 6,831 ESTERLINE TECHNOLOGIES CORP COM 297425100 $ 136 4,599 SH SOLE 4,599 ETHAN ALLEN INTERIORS INC COM 297602104 $ 1,237 34,453 SH SOLE 34,453 EVCI CAREER COLLEGES INC COM 26926P100 $ 82 7,800 SH SOLE 7,800 EVEREST RE GROUP LTD COM G3223R108 $ 3,017 37,548 SH SOLE 37,548 EVERGREEN RES INC COM NO PAR 299900308 $ 8,729 216,075 SH SOLE 216,075 EVOLVING SYS INC COM 30049R100 $ 126 26,675 SH SOLE 26,675 EXACT SCIENCES CORP COM 30063P105 $ 3,843 623,823 SH SOLE 623,823 EXACTECH INC COM 30064E109 $ 101 4,636 SH SOLE 4,636 EXAR CORP COM 300645108 $ 406 27,726 SH SOLE 27,726 EXCEL TECHNOLOGY INC COM 30067T103 $ 64 1,935 SH SOLE 1,935 EXCHANGE NATL BANCSHARES INC COM 301309100 $ 0 11 SH SOLE 11 EXELON CORP COM 30161N101 $ 55,465 1,666,110 SH SOLE 1,666,110 EXELON CORP COM 30161N101 $ 3,550 106,653 SH C SOLE 106,653 EXIDE TECHNOLOGIES COM NEW 302051206 $ 16,004 782,600 SH SOLE 782,600 EXIDE TECHNOLOGIES *W EXP 99/99/999 302051123 $ 37 7,582 SH SOLE 7,582 EXPEDITORS INTL WASH INC COM 302130109 $ 4,215 85,302 SH SOLE 85,302 EXPONENT INC COM 30214U102 $ 136 5,045 SH SOLE 5,045 EXPRESS SCRIPTS INC COM 302182100 $ 11,322 142,900 SH P SOLE 142,900 EXPRESS SCRIPTS INC COM 302182100 $ 9,642 121,700 SH C SOLE 121,700 EXPRESS SCRIPTS INC COM 302182100 $ 5,477 69,129 SH SOLE 69,129 EXPRESSJET HOLDINGS INC CL A 30218U108 $ 474 39,032 SH SOLE 39,032 EXTREME NETWORKS INC COM 30226D106 $ 442 80,112 SH SOLE 80,112 EXTREME NETWORKS INC COM 30226D106 $ 300 54,400 SH P SOLE 54,400 EXTREME NETWORKS INC COM 30226D106 $ 23 4,200 SH C SOLE 4,200 EXXON MOBIL CORP COM 30231G102 $ 395,145 8,897,667 SH SOLE 8,897,667 EXXON MOBIL CORP COM 30231G102 $ 228,479 5,144,773 SH C SOLE 5,144,773 EXXON MOBIL CORP COM 30231G102 $ 11,341 255,371 SH P SOLE 255,371 EZCORP INC CL A NON VTG 302301106 $ 31 3,100 SH SOLE 3,100 F N B CORP N C COM 302519103 $ 1 28 SH SOLE 28 F N B CORP VA COM 302930102 $ 35 1,222 SH SOLE 1,222 F5 NETWORKS INC COM 315616102 $ 895 33,800 SH C SOLE 33,800 F5 NETWORKS INC COM 315616102 $ 774 29,211 SH SOLE 29,211 F5 NETWORKS INC COM 315616102 $ 61 2,300 SH P SOLE 2,300 FACTSET RESH SYS INC COM 303075105 $ 1,529 32,339 SH SOLE 32,339 FAIRCHILD CORP CL A 303698104 $ 66 15,516 SH SOLE 15,516 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 2,289 139,849 SH SOLE 139,849 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 843 51,500 SH C SOLE 51,500 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 460 28,100 SH P SOLE 28,100 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 $ 10 60 SH SOLE 60 FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB5 $ 5,391 5,324,000 PRN SOLE 5,324,000 FAMILY DLR STORES INC COM 307000109 $ 10,131 333,027 SH SOLE 333,027 FARGO ELECTRONICS INC COM 30744P102 $ 189 16,955 SH SOLE 16,955 FARMER BROS CO COM 307675108 $ 29 1,065 SH SOLE 1,065 FARMERS CAP BK CORP COM 309562106 $ 154 4,298 SH SOLE 4,298 FARO TECHNOLOGIES INC COM 311642102 $ 160 6,228 SH SOLE 6,228 FASTENAL CO COM 311900104 $ 3,581 63,014 SH SOLE 63,014 FBL FINL GROUP INC CL A 30239F106 $ 60 2,111 SH SOLE 2,111 FEDDERS CORP COM NEW 313135501 $ 94 21,614 SH SOLE 21,614

FEDERAL AGRIC MTG CORP CL C 313148306 $ 185 7,744 SH SOLE 7,744 FEDERAL HOME LN MTG CORP COM 313400301 $ 349,307 5,518,285 SH SOLE 5,518,285 FEDERAL HOME LN MTG CORP COM 313400301 $ 62,163 982,039 SH C SOLE 982,039 FEDERAL HOME LN MTG CORP COM 313400301 $ 24,333 384,400 SH P SOLE 384,400 FEDERAL NATL MTG ASSN COM 313586109 $ 127,507 1,786,815 SH SOLE 1,786,815 FEDERAL NATL MTG ASSN COM 313586109 $ 24,006 336,400 SH C SOLE 336,400 FEDERAL NATL MTG ASSN COM 313586109 $ 21,527 301,661 SH P SOLE 301,661 FEDERATED DEPT STORES INC DE COM 31410H101 $ 16,354 333,073 SH SOLE 333,073 FEDERATED DEPT STORES INC DE COM 31410H101 $ 1,448 29,500 SH C SOLE 29,500 FEDERATED DEPT STORES INC DE COM 31410H101 $ 501 10,200 SH P SOLE 10,200 FEDERATED INVS INC PA CL B 314211103 $ 8,213 270,694 SH SOLE 270,694 FEDEX CORP COM 31428X106 $ 56,203 688,003 SH C SOLE 688,003 FEDEX CORP COM 31428X106 $ 12,700 155,466 SH SOLE 155,466 FEDEX CORP COM 31428X106 $ 3,799 46,500 SH P SOLE 46,500 FFLC BANCORP INC COM 30242W104 $ 1 42 SH SOLE 42 FIDELITY BANKSHARES INC NEW COM 31604Q107 $ 82 2,325 SH SOLE 2,325 FIDELITY NATL FINL INC COM 316326107 $ 3,915 104,859 SH SOLE 104,859 FIDELITY NATL FINL INC COM 316326107 $ 246 6,600 SH P SOLE 6,600 FIDELITY NATL FINL INC COM 316326107 $ 205 5,500 SH C SOLE 5,500 FIFTH THIRD BANCORP COM 316773100 $ 65,243 1,213,143 SH SOLE 1,213,143 FIFTH THIRD BANCORP COM 316773100 $ 9,108 169,350 SH C SOLE 169,350 FIFTH THIRD BANCORP COM 316773100 $ 1,119 20,800 SH P SOLE 20,800 FILENET CORP COM 316869106 $ 8 258 SH SOLE 258 FINANCIAL FED CORP COM 317492106 $ 1,293 36,660 SH SOLE 36,660 FINANCIAL INDS CORP COM 317574101 $ 0 20 SH SOLE 20 FINANCIAL INSTNS INC COM 317585404 $ 167 6,875 SH SOLE 6,875 FINDWHAT COM COM 317794105 $ 3,471 150,000 SH C SOLE 150,000 FINDWHAT COM COM 317794105 $ 62 2,687 SH SOLE 2,687 FINISH LINE INC CL A 317923100 $ 988 32,749 SH SOLE 32,749 FINLAY ENTERPRISES INC COM NEW 317884203 $ 84 4,461 SH SOLE 4,461 FIRST ACCEPTANCE CORP COM 318457108 $ 24 3,484 SH SOLE 3,484 FIRST ADVANTAGE CORP CL A 31845F100 $ 8 437 SH SOLE 437 FIRST ALBANY COS INC COM 318465101 $ 0 22 SH SOLE 22 FIRST AMERN CORP CALIF COM 318522307 $ 4,592 177,350 SH SOLE 177,350 FIRST BANCORP N C COM 318910106 $ 41 1,218 SH SOLE 1,218 FIRST BANCORP P R COM 318672102 $ 2,169 53,221 SH SOLE 53,221 FIRST BUSEY CORP COM 319383105 $ 43 1,471 SH SOLE 1,471 FIRST CASH FINL SVCS INC COM 31942D107 $ 178 8,377 SH SOLE 8,377 FIRST CHARTER CORP COM 319439105 $ 33 1,521 SH SOLE 1,521 FIRST CMNTY BANCORP CALIF COM 31983B101 $ 85 2,208 SH SOLE 2,208 FIRST CMNTY BANCSHARES INC N COM 31983A103 $ 55 1,640 SH SOLE 1,640 FIRST COMWLTH FINL CORP PA COM 319829107 $ 1,640 126,436 SH SOLE 126,436 FIRST CONSULTING GROUP INC COM 31986R103 $ 68 12,284 SH SOLE 12,284 FIRST CTZNS BANC CORP COM NO PAR 319459202 $ 1 42 SH SOLE 42 FIRST CTZNS BANCSHARES INC N CL A 31946M103 $ 126 1,029 SH SOLE 1,029 FIRST DATA CORP COM 319963104 $ 59,734 1,341,727 SH SOLE 1,341,727 FIRST DATA CORP COM 319963104 $ 18,609 418,000 SH P SOLE 418,000 FIRST DATA CORP COM 319963104 $ 15,021 337,400 SH C SOLE 337,400 FIRST DEFIANCE FINL CORP COM 32006W106 $ 0 11 SH SOLE 11 FIRST FED CAP CORP COM 319960100 $ 106 3,814 SH SOLE 3,814 FIRST FINL BANCORP OH COM 320209109 $ 50 2,842 SH SOLE 2,842 FIRST FINL BANKSHARES COM 32020R109 $ 98 2,329 SH SOLE 2,329

FIRST FINL CORP IND COM 320218100 $ 75 2,337 SH SOLE 2,337 FIRST FINL HLDGS INC COM 320239106 $ 62 2,164 SH SOLE 2,164 FIRST FINL SVC CORP COM 32022D108 $ 0 16 SH SOLE 16 FIRST HEALTH GROUP CORP COM 320960107 $ 1,622 103,878 SH SOLE 103,878 FIRST HORIZON NATL CORP COM 320517105 $ 11,687 257,022 SH SOLE 257,022 FIRST HORIZON PHARMACEUTICAL COM 32051K106 $ 10,176 538,391 SH SOLE 538,391 FIRST IND CORP COM 32054R108 $ 39 2,039 SH SOLE 2,039 FIRST LONG IS CORP COM 320734106 $ 121 2,620 SH SOLE 2,620 FIRST M & F CORP COM 320744105 $ 0 8 SH SOLE 8 FIRST MERCHANTS CORP COM 320817109 $ 84 3,250 SH SOLE 3,250 FIRST MIDWEST BANCORP DEL COM 320867104 $ 1,305 37,061 SH SOLE 37,061 FIRST NATL BANKSHRS FL INC N COM 321100109 $ 143 7,569 SH SOLE 7,569 FIRST NIAGARA FINL GP INC COM 33582V108 $ 824 68,632 SH SOLE 68,632 FIRST OAK BROOK BANCSHARES I COM 335847208 $ 33 1,080 SH SOLE 1,080 FIRST PL FINL CORP COM 33610T109 $ 294 15,811 SH SOLE 15,811 FIRST REP BK SAN FRANCISCO COM 336158100 $ 148 3,442 SH SOLE 3,442 FIRST SENTINEL BANCORP INC COM 33640T103 $ 4,469 217,491 SH SOLE 217,491 FIRST SOUTH BANCORP INC VA COM 33646W100 $ 0 10 SH SOLE 10 FIRST ST BANCORPORATION COM 336453105 $ 292 9,454 SH SOLE 9,454 FIRST UN REAL EST EQ&MTG INV SH BEN INT 337400105 $ 460 145,716 SH SOLE 145,716 FIRST UTD CORP COM 33741H107 $ 0 13 SH SOLE 13 FIRSTBANK CORP MICH COM 33761G104 $ 1 22 SH SOLE 22 FIRSTENERGY CORP COM 337932107 $ 17,460 466,721 SH SOLE 466,721 FIRSTENERGY CORP COM 337932107 $ 75 2,000 SH P SOLE 2,000 FIRSTENERGY CORP COM 337932107 $ 37 1,000 SH C SOLE 1,000 FIRSTFED FINL CORP COM 337907109 $ 860 20,664 SH SOLE 20,664 FIRSTMERIT CORP COM 337915102 $ 145 5,486 SH SOLE 5,486 FISERV INC COM 337738108 $ 51,103 1,314,033 SH C SOLE 1,314,033 FISERV INC COM 337738108 $ 26,248 674,918 SH SOLE 674,918 FISHER COMMUNICATIONS INC COM 337756209 $ 49 970 SH SOLE 970 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 $ 82 79,000 PRN SOLE 79,000 FISHER SCIENTIFIC INTL INC COM NEW 338032204 $ 1,362 23,592 SH SOLE 23,592 FIVE STAR QUALITY CARE INC COM 33832D106 $ 0 1 SH SOLE 1 FLAG FINL CORP COM 33832H107 $ 0 7 SH SOLE 7 FLAGSTAR BANCORP INC COM 337930101 $ 4,903 246,612 SH SOLE 246,612 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 $ 466 18,900 SH C SOLE 18,900 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 $ 426 17,300 SH P SOLE 17,300 FLANDERS CORP COM 338494107 $ 203 24,507 SH SOLE 24,507 FLEETWOOD ENTERPRISES INC COM 339099103 $ 13,355 917,894 SH SOLE 917,894 FLEXTRONICS INTL LTD ORD Y2573F102 $ 3,346 209,800 SH C SOLE 209,800 FLEXTRONICS INTL LTD ORD Y2573F102 $ 3,254 203,994 SH SOLE 203,994 FLEXTRONICS INTL LTD ORD Y2573F102 $ 1,396 87,500 SH P SOLE 87,500 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 $ 3,317 2,330,000 PRN SOLE 2,330,000 FLIR SYS INC COM 302445101 $ 1,743 31,754 SH SOLE 31,754 FLORIDA EAST COAST INDS COM 340632108 $ 453 11,708 SH SOLE 11,708 FLORIDA ROCK INDS INC COM 341140101 $ 2,285 54,175 SH SOLE 54,175 FLOWERS FOODS INC COM 343498101 $ 3,801 145,368 SH SOLE 145,368 FLOWSERVE CORP COM 34354P105 $ 1,695 67,969 SH SOLE 67,969 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 $ 6,668 6,450,000 PRN SOLE 6,450,000 FLUOR CORP NEW COM 343412102 $ 4,005 84,021 SH SOLE 84,021 FLUSHING FINL CORP COM 343873105 $ 177 10,036 SH SOLE 10,036 FMS FINL CORP COM 302509104 $ 1 46 SH SOLE 46

FOOT LOCKER INC COM 344849104 $ 268 11,000 SH SOLE 11,000 FOOTHILL INDPT BANCORP COM 344905104 $ 0 19 SH SOLE 19 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 $ 28,966 528,955 SH SOLE 528,955 FORD MTR CO DEL COM PAR $0.01 345370860 $ 94,677 6,049,640 SH P SOLE 6,049,640 FORD MTR CO DEL COM PAR $0.01 345370860 $ 56,917 3,636,867 SH C SOLE 3,636,867 FORD MTR CO DEL COM PAR $0.01 345370860 $ 14,528 928,278 SH SOLE 928,278 FOREST LABS INC COM 345838106 $ 36,965 652,753 SH SOLE 652,753 FOREST LABS INC COM 345838106 $ 5,453 96,300 SH P SOLE 96,300 FOREST LABS INC COM 345838106 $ 5,142 90,800 SH C SOLE 90,800 FOREST OIL CORP COM PAR $0.01 346091705 $ 1,483 54,298 SH SOLE 54,298 FORTUNE BRANDS INC COM 349631101 $ 34,200 453,406 SH SOLE 453,406 FORWARD AIR CORP COM 349853101 $ 1,119 29,922 SH SOLE 29,922 FOSSIL INC COM 349882100 $ 418 15,326 SH SOLE 15,326 FOUNDRY NETWORKS INC COM 35063R100 $ 822 58,400 SH C SOLE 58,400 FOUNDRY NETWORKS INC COM 35063R100 $ 266 18,900 SH P SOLE 18,900 FOUNDRY NETWORKS INC COM 35063R100 $ 12 872 SH SOLE 872 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 $ 1,368 22,725 SH SOLE 22,725 FOX ENTMT GROUP INC CL A 35138T107 $ 5,042 188,833 SH SOLE 188,833 FPL GROUP INC COM 302571104 $ 31,566 493,603 SH SOLE 493,603 FPL GROUP INC COM 302571104 $ 1,835 28,700 SH C SOLE 28,700 FRANKLIN BK CORP DEL COM 352451108 $ 26 1,661 SH SOLE 1,661 FRANKLIN ELEC INC COM 353514102 $ 95 2,520 SH SOLE 2,520 FRANKLIN RES INC COM 354613101 $ 31,670 632,383 SH SOLE 632,383 FREDS INC CL A 356108100 $ 267 12,095 SH SOLE 12,095 FREEMARKETS INC COM 356602102 $ 39 6,026 SH SOLE 6,026 FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK1 $ 3,795 3,649,000 PRN SOLE 3,649,000 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $ 10,036 302,748 SH SOLE 302,748 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $ 4,697 141,700 SH C SOLE 141,700 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $ 2,698 81,400 SH P SOLE 81,400 FREMONT GEN CORP COM 357288109 $ 2,291 129,800 SH SOLE 129,800 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $ 2,624 132,610 SH SOLE 132,610 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $ 633 32,000 SH C SOLE 32,000 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $ 540 27,300 SH P SOLE 27,300 FRONTIER AIRLINES INC NEW COM 359065109 $ 2,086 191,697 SH C SOLE 191,697 FRONTIER FINL CORP WASH COM 35907K105 $ 92 2,644 SH SOLE 2,644 FRONTIER OIL CORP COM 35914P105 $ 294 13,873 SH SOLE 13,873 FSI INTL INC COM 302633102 $ 255 32,816 SH SOLE 32,816 FUELCELL ENERGY INC COM 35952H106 $ 328 28,040 SH SOLE 28,040 FULLER H B CO COM 359694106 $ 176 6,191 SH SOLE 6,191 FUNDTECH LTD ORD M47095100 $ 1 84 SH SOLE 84 FURNITURE BRANDS INTL INC COM 360921100 $ 1,398 55,812 SH SOLE 55,812 FX ENERGY INC COM 302695101 $ 252 28,336 SH SOLE 28,336 G & K SVCS INC CL A 361268105 $ 674 16,768 SH SOLE 16,768 G B & T BANCSHARES INC COM 361462104 $ 30 1,258 SH SOLE 1,258 GABELLI ASSET MGMT INC CL A 36239Y102 $ 611 14,375 SH SOLE 14,375 GABLES RESIDENTIAL TR SH BEN INT 362418105 $ 392 11,549 SH SOLE 11,549 GALLAGHER ARTHUR J & CO COM 363576109 $ 8,603 282,516 SH SOLE 282,516 GALYANS TRADING INC COM 36458R101 $ 68 4,048 SH SOLE 4,048 GAMESTOP CORP CL A 36466R101 $ 1,298 85,264 SH SOLE 85,264 GANDER MOUNTAIN CO COM 36471P108 $ 22 946 SH SOLE 946 GANNETT INC COM 364730101 $ 74,359 876,357 SH C SOLE 876,357 GANNETT INC COM 364730101 $ 39,341 463,658 SH SOLE 463,658

GAP INC DEL NOTE 5.750% 3/1 364760AJ7 $ 74,617 47,985,000 PRN SOLE 47,985,000 GAP INC DEL COM 364760108 $ 20,176 832,000 SH P SOLE 832,000 GAP INC DEL COM 364760108 $ 11,747 484,400 SH C SOLE 484,400 GAP INC DEL COM 364760108 $ 4,579 188,805 SH SOLE 188,805 GARDNER DENVER INC COM 365558105 $ 137 4,918 SH SOLE 4,918 GARMIN LTD ORD G37260109 $ 8,339 225,000 SH C SOLE 225,000 GARMIN LTD ORD G37260109 $ 1,386 37,402 SH SOLE 37,402 GARTNER INC CL B 366651206 $ 18,152 1,408,255 SH SOLE 1,408,255 GATEWAY INC COM 367626108 $ 9,028 2,006,200 SH C SOLE 2,006,200 GATEWAY INC COM 367626108 $ 1,362 302,649 SH SOLE 302,649 GATEWAY INC COM 367626108 $ 381 84,700 SH P SOLE 84,700 GEMPLUS INTL S A ADR 36866Y102 $ 2 362 SH SOLE 362 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $ 29 6,000 SH P SOLE 6,000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $ 9 1,773 SH SOLE 1,773 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $ 4 900 SH C SOLE 900 GENCORP INC COM 368682100 $ 130 9,672 SH SOLE 9,672 GENE LOGIC INC COM 368689105 $ 14 3,461 SH SOLE 3,461 GENELABS TECHNOLOGIES INC COM 368706107 $ 231 100,094 SH SOLE 100,094 GENENCOR INTL INC COM 368709101 $ 213 13,015 SH SOLE 13,015 GENENTECH INC COM NEW 368710406 $ 38,699 688,600 SH C SOLE 688,600 GENENTECH INC COM NEW 368710406 $ 15,451 274,930 SH P SOLE 274,930 GENENTECH INC COM NEW 368710406 $ 725 12,909 SH SOLE 12,909 GENERAL BINDING CORP COM 369154109 $ 196 12,634 SH SOLE 12,634 GENERAL COMMUNICATION INC CL A 369385109 $ 99 12,457 SH SOLE 12,457 GENERAL DYNAMICS CORP COM 369550108 $ 39,042 393,168 SH SOLE 393,168 GENERAL DYNAMICS CORP COM 369550108 $ 2,840 28,600 SH C SOLE 28,600 GENERAL DYNAMICS CORP COM 369550108 $ 1,112 11,200 SH P SOLE 11,200 GENERAL ELEC CO COM 369604103 $ 1,484,148 45,807,037 SH SOLE 45,807,037 GENERAL ELEC CO COM 369604103 $ 511,363 15,782,816 SH C SOLE 15,782,816 GENERAL ELEC CO COM 369604103 $ 391,305 12,077,319 SH P SOLE 12,077,319 GENERAL GROWTH PPTYS INC COM 370021107 $ 2,608 88,200 SH C SOLE 88,200 GENERAL GROWTH PPTYS INC COM 370021107 $ 80 2,698 SH SOLE 2,698 GENERAL MLS INC DBCV 10/2 370334AU8 $ 7,990 11,334,000 PRN SOLE 11,334,000 GENERAL MLS INC COM 370334104 $ 37,487 788,700 SH P SOLE 788,700 GENERAL MLS INC COM 370334104 $ 35,408 744,959 SH SOLE 744,959 GENERAL MLS INC COM 370334104 $ 34,897 734,200 SH C SOLE 734,200 GENERAL MTRS CORP DEB SR CONV B 370442733 $ 146,000 5,908,520 SH SOLE 5,908,520 GENERAL MTRS CORP COM 370442105 $ 274,508 5,892,000 SH P SOLE 5,892,000 GENERAL MTRS CORP DEB SR CV C 33 370442717 $ 118,005 4,063,527 SH SOLE 4,063,527 GENERAL MTRS CORP COM 370442105 $ 102,202 2,193,655 SH C SOLE 2,193,655 GENERAL MTRS CORP COM 370442105 $ 25,074 538,194 SH SOLE 538,194 GENESCO INC COM 371532102 $ 979 41,436 SH SOLE 41,436 GENESEE & WYO INC CL A 371559105 $ 949 40,063 SH SOLE 40,063 GENESIS HEALTHCARE CORP COM 37184D101 $ 92 3,179 SH SOLE 3,179 GENESIS MICROCHIP INC DEL COM 37184C103 $ 479 34,800 SH C SOLE 34,800 GENESIS MICROCHIP INC DEL COM 37184C103 $ 269 19,539 SH SOLE 19,539 GENESIS MICROCHIP INC DEL COM 37184C103 $ 39 2,800 SH P SOLE 2,800 GENITOPE CORP COM 37229P507 $ 99 9,988 SH SOLE 9,988 GENLYTE GROUP INC COM 372302109 $ 132 2,099 SH SOLE 2,099 GEN-PROBE INC NEW COM 36866T103 $ 997 21,079 SH SOLE 21,079 GENTA INC COM NEW 37245M207 $ 75 29,996 SH SOLE 29,996 GENTEX CORP COM 371901109 $ 3,203 80,719 SH SOLE 80,719

GENTEX CORP COM 371901109 $ 119 3,000 SH C SOLE 3,000 GENTIVA HEALTH SERVICES INC COM 37247A102 $ 524 32,219 SH SOLE 32,219 GENUINE PARTS CO COM 372460105 $ 12,321 310,501 SH SOLE 310,501 GENZYME CORP COM GENL DIV 372917104 $ 23,911 505,200 SH P SOLE 505,200 GENZYME CORP COM GENL DIV 372917104 $ 20,495 433,023 SH SOLE 433,023 GENZYME CORP COM GENL DIV 372917104 $ 9,892 209,000 SH C SOLE 209,000 GEO GROUP INC COM 36159R103 $ 286 14,043 SH SOLE 14,043 GEORGIA GULF CORP COM PAR $0.01 373200203 $ 257 7,171 SH SOLE 7,171 GEORGIA PAC CORP COM 373298108 $ 20,251 547,613 SH SOLE 547,613 GEORGIA PAC CORP COM 373298108 $ 5,554 150,200 SH P SOLE 150,200 GEORGIA PAC CORP COM 373298108 $ 1,035 28,000 SH C SOLE 28,000 GERBER SCIENTIFIC INC COM 373730100 $ 282 39,882 SH SOLE 39,882 GERMAN AMERN BANCORP COM 373865104 $ 121 7,195 SH SOLE 7,195 GERON CORP COM 374163103 $ 1,075 133,500 SH P SOLE 133,500 GERON CORP COM 374163103 $ 934 116,082 SH SOLE 116,082 GERON CORP COM 374163103 $ 27 3,300 SH C SOLE 3,300 GETTY RLTY CORP NEW COM 374297109 $ 251 9,959 SH SOLE 9,959 GIANT INDS INC COM 374508109 $ 233 10,577 SH SOLE 10,577 GIBRALTAR STL CORP COM 37476F103 $ 81 2,458 SH SOLE 2,458 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 $ 65 11,306 SH SOLE 11,306 GILEAD SCIENCES INC COM 375558103 $ 13,296 198,442 SH P SOLE 198,442 GILEAD SCIENCES INC COM 375558103 $ 10,899 162,666 SH SOLE 162,666 GILEAD SCIENCES INC COM 375558103 $ 10,660 159,100 SH C SOLE 159,100 GILLETTE CO COM 375766102 $ 62,375 1,471,099 SH SOLE 1,471,099 GILLETTE CO COM 375766102 $ 12,601 297,200 SH C SOLE 297,200 GILLETTE CO COM 375766102 $ 589 13,900 SH P SOLE 13,900 GLACIER BANCORP INC NEW COM 37637Q105 $ 117 4,153 SH SOLE 4,153 GLADSTONE CAPITAL CORP COM 376535100 $ 137 6,810 SH SOLE 6,810 GLAMIS GOLD LTD COM 376775102 $ 351 20,000 SH C SOLE 20,000 GLAMIS GOLD LTD COM 376775102 $ 144 8,195 SH SOLE 8,195 GLAMIS GOLD LTD COM 376775102 $ 65 3,700 SH P SOLE 3,700 GLENAYRE TECHNOLOGIES INC COM 377899109 $ 109 47,305 SH SOLE 47,305 GLENBOROUGH RLTY TR INC COM 37803P105 $ 2,059 112,198 SH SOLE 112,198 GLOBAL MARINE INC DBCV 6/2 379352AN7 $ 47,513 82,096,000 PRN SOLE 82,096,000 GLOBAL PMTS INC COM 37940X102 $ 2,780 61,754 SH SOLE 61,754 GLOBALSANTAFE CORP SHS G3930E101 $ 6,095 230,018 SH SOLE 230,018 GLOBALSANTAFE CORP SHS G3930E101 $ 2,393 90,300 SH C SOLE 90,300 GLOBALSANTAFE CORP SHS G3930E101 $ 19 700 SH P SOLE 700 GLOBECOMM SYSTEMS INC COM 37956X103 $ 74 14,100 SH SOLE 14,100 GLOWPOINT INC COM 379887102 $ 1 500 SH SOLE 500 GOLD BANC CORP INC COM 379907108 $ 64 4,099 SH SOLE 4,099 GOLDCORP INC NEW COM 380956409 $ 4,553 390,178 SH SOLE 390,178 GOLDCORP INC NEW COM 380956409 $ 1,809 155,000 SH P SOLE 155,000 GOLDCORP INC NEW COM 380956409 $ 147 12,600 SH C SOLE 12,600 GOLDEN STAR RES LTD CDA COM 38119T104 $ 102 21,953 SH SOLE 21,953 GOLDEN TELECOM INC COM 38122G107 $ 6 205 SH SOLE 205 GOLDEN WEST FINL CORP DEL COM 381317106 $ 24,360 229,054 SH SOLE 229,054 GOLDMAN SACHS GROUP INC COM 38141G104 $ 116,241 1,234,506 SH SOLE 1,234,506 GOLDMAN SACHS GROUP INC COM 38141G104 $ 76,505 812,500 SH C SOLE 812,500 GOLDMAN SACHS GROUP INC COM 38141G104 $ 18,700 198,600 SH P SOLE 198,600 GOODRICH CORP COM 382388106 $ 7,632 236,058 SH SOLE 236,058 GOODYEAR TIRE & RUBR CO COM 382550101 $ 7,202 792,300 SH P SOLE 792,300

GOODYEAR TIRE & RUBR CO COM 382550101 $ 3,099 340,939 SH SOLE 340,939 GOODYEAR TIRE & RUBR CO COM 382550101 $ 2,175 239,300 SH C SOLE 239,300 GOODYS FAMILY CLOTHING INC COM 382588101 $ 270 26,046 SH SOLE 26,046 GOREMOTE INTERNET COMMUNICAT COM 382859106 $ 18 9,743 SH SOLE 9,743 GORMAN RUPP CO COM 383082104 $ 145 5,352 SH SOLE 5,352 GOVERNMENT PPTYS TR INC COM 38374W107 $ 268 25,655 SH SOLE 25,655 GRACE W R & CO DEL NEW COM 38388F108 $ 448 72,240 SH SOLE 72,240 GRACO INC COM 384109104 $ 2,141 68,950 SH SOLE 68,950 GRAINGER W W INC COM 384802104 $ 8,053 140,054 SH SOLE 140,054 GRANITE CONSTR INC COM 387328107 $ 817 44,842 SH SOLE 44,842 GRANT PRIDECO INC COM 38821G101 $ 2,044 110,700 SH SOLE 110,700 GRAPHIC PACKAGING CORP DEL COM 388688103 $ 94 10,840 SH SOLE 10,840 GRAY TELEVISION INC COM 389375106 $ 536 38,554 SH SOLE 38,554 GREAT AMERN FINL RES INC COM 389915109 $ 19 1,185 SH SOLE 1,185 GREAT ATLANTIC & PAC TEA INC COM 390064103 $ 1,724 225,094 SH SOLE 225,094 GREAT LAKES CHEM CORP COM 390568103 $ 1,390 51,350 SH SOLE 51,350 GREAT PLAINS ENERGY INC COM 391164100 $ 4,884 164,453 SH SOLE 164,453 GREAT SOUTHN BANCORP INC COM 390905107 $ 48 1,674 SH SOLE 1,674 GREATER COMMUNITY BANCORP COM 39167M108 $ 0 18 SH SOLE 18 GREEN MOUNTAIN PWR CORP COM 393154109 $ 29 1,101 SH SOLE 1,101 GREEN MTN COFFEE ROASTERS IN COM 393122106 $ 0 18 SH SOLE 18 GREENBRIER COS INC COM 393657101 $ 217 11,372 SH SOLE 11,372 GREENE CNTY BANCSHARES INC COM NEW 394361208 $ 1 27 SH SOLE 27 GREENHILL & CO INC COM 395259104 $ 16 748 SH SOLE 748 GREENPOINT FINL CORP COM 395384100 $ 41,480 1,044,828 SH SOLE 1,044,828 GREIF INC CL A 397624107 $ 199 4,710 SH SOLE 4,710 GREY GLOBAL GROUP INC COM 39787M108 $ 160 162 SH SOLE 162 GREY WOLF INC COM 397888108 $ 53 12,533 SH SOLE 12,533 GRIFFON CORP COM 398433102 $ 143 6,413 SH SOLE 6,413 GROUP 1 AUTOMOTIVE INC COM 398905109 $ 175 5,262 SH SOLE 5,262 GROUP 1 SOFTWARE INC NEW COM 39943Y103 $ 220 9,607 SH SOLE 9,607 GROUPE CGI INC CL A SUB VTG 39945C109 $ 72 10,621 SH SOLE 10,621 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 $ 150 8,113 SH SOLE 8,113 GRUPO ELEKTRA SA DE CV SPONSORED ADR 40050A201 $ 30 1,250 SH SOLE 1,250 GSI LUMONICS INC COM 36229U102 $ 544 32,200 SH SOLE 32,200 GTECH HLDGS CORP COM 400518106 $ 10,345 223,381 SH SOLE 223,381 GTX INC DEL COM 40052B108 $ 10 915 SH SOLE 915 GUANGSHEN RY LTD SPONSORED ADR 40065W107 $ 40 2,800 SH SOLE 2,800 GUESS INC COM 401617105 $ 377 23,398 SH SOLE 23,398 GUIDANT CORP COM 401698105 $ 30,063 537,999 SH SOLE 537,999 GUIDANT CORP COM 401698105 $ 16,445 294,300 SH C SOLE 294,300 GUIDANT CORP COM 401698105 $ 5,219 93,400 SH P SOLE 93,400 GUILFORD PHARMACEUTICALS INC COM 401829106 $ 232 48,917 SH SOLE 48,917 GUITAR CTR MGMT INC COM 402040109 $ 20,012 450,000 SH C SOLE 450,000 GUITAR CTR MGMT INC COM 402040109 $ 708 15,918 SH SOLE 15,918 GULF ISLAND FABRICATION INC COM 402307102 $ 218 10,072 SH SOLE 10,072 GULFMARK OFFSHORE INC COM 402629109 $ 156 9,900 SH SOLE 9,900 GYMBOREE CORP COM 403777105 $ 412 26,828 SH SOLE 26,828 HAEMONETICS CORP COM 405024100 $ 162 5,466 SH SOLE 5,466 HAGGAR CORP COM 405173105 $ 31 1,554 SH SOLE 1,554 HAIN CELESTIAL GROUP INC COM 405217100 $ 255 14,077 SH SOLE 14,077 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 $ 5,957 5,567,000 PRN SOLE 5,567,000

HALLIBURTON CO COM 406216101 $ 71,953 2,377,817 SH SOLE 2,377,817 HALLIBURTON CO COM 406216101 $ 32,463 1,072,800 SH C SOLE 1,072,800 HALLIBURTON CO COM 406216101 $ 893 29,500 SH P SOLE 29,500 HAMPSHIRE GROUP LTD COM 408859106 $ 0 7 SH SOLE 7 HANCOCK FABRICS INC COM 409900107 $ 165 12,911 SH SOLE 12,911 HANCOCK HLDG CO COM 410120109 $ 141 4,855 SH SOLE 4,855 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 $ 4,102 350,000 SH C SOLE 350,000 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 $ 656 55,955 SH SOLE 55,955 HANMI FINL CORP COM 410495105 $ 225 7,636 SH SOLE 7,636 HANOVER COMPRESSOR CO COM 410768105 $ 2,242 188,432 SH SOLE 188,432 HANSEN NAT CORP COM 411310105 $ 25 981 SH SOLE 981 HANSON PLC NEW SPONSORED ADR 411349103 $ 4,967 143,381 SH SOLE 143,381 HARBOR FLA BANCSHARES INC COM 411901101 $ 146 5,303 SH SOLE 5,303 HARKEN ENERGY CORP COM NEW 412552309 $ 48 91,700 SH SOLE 91,700 HARLAND JOHN H CO COM 412693103 $ 180 6,118 SH SOLE 6,118 HARLEY DAVIDSON INC COM 412822108 $ 33,081 534,081 SH SOLE 534,081 HARLEY DAVIDSON INC COM 412822108 $ 3,809 61,500 SH C SOLE 61,500 HARLEY DAVIDSON INC COM 412822108 $ 2,087 33,700 SH P SOLE 33,700 HARLEYSVILLE NATL CORP PA COM 412850109 $ 108 4,200 SH SOLE 4,200 HARMAN INTL INDS INC COM 413086109 $ 1,990 21,865 SH SOLE 21,865 HARMONIC INC COM 413160102 $ 133 15,602 SH SOLE 15,602 HARRAHS ENTMT INC COM 413619107 $ 22,457 415,100 SH P SOLE 415,100 HARRAHS ENTMT INC COM 413619107 $ 9,006 166,469 SH SOLE 166,469 HARRIS & HARRIS GROUP INC COM 413833104 $ 297 24,254 SH SOLE 24,254 HARRIS CORP DEL DBCV 3.500% 8/1 413875AH8 $ 14,245 11,000,000 PRN SOLE 11,000,000 HARRIS CORP DEL COM 413875105 $ 696 13,717 SH SOLE 13,717 HARRIS INTERACTIVE INC COM 414549105 $ 274 40,740 SH SOLE 40,740 HARSCO CORP COM 415864107 $ 1,296 27,568 SH SOLE 27,568 HARTE-HANKS INC COM 416196103 $ 564 23,116 SH SOLE 23,116 HARTFORD FINL SVCS GROUP INC COM 416515104 $ 14,374 209,113 SH SOLE 209,113 HARTFORD FINL SVCS GROUP INC COM 416515104 $ 5,698 82,898 SH C SOLE 82,898 HARTMARX CORP COM 417119104 $ 388 61,545 SH SOLE 61,545 HARVARD BIOSCIENCE INC COM 416906105 $ 174 38,826 SH SOLE 38,826 HARVEST NATURAL RESOURCES IN COM 41754V103 $ 284 19,058 SH SOLE 19,058 HASBRO INC COM 418056107 $ 8,286 436,131 SH SOLE 436,131 HASBRO INC DBCV 2.750%12/0 418056AN7 $ 5 5,000 PRN SOLE 5,000 HAVERTY FURNITURE INC COM 419596101 $ 86 4,900 SH SOLE 4,900 HCA INC COM 404119109 $ 47,795 1,149,201 SH SOLE 1,149,201 HCA INC COM 404119109 $ 5,594 134,500 SH C SOLE 134,500 HCA INC COM 404119109 $ 2,055 49,400 SH P SOLE 49,400 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 $ 5,510 5,108,000 PRN SOLE 5,108,000 HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA0 $ 465 409,000 PRN SOLE 409,000 HEALTH CARE REIT INC COM 42217K106 $ 4,817 148,202 SH SOLE 148,202 HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF9 $ 6,188 5,900,000 PRN SOLE 5,900,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 $ 8,283 369,463 SH SOLE 369,463 HEALTH MGMT ASSOC INC NEW CL A 421933102 $ 13 600 SH C SOLE 600 HEALTH NET INC COM 42222G108 $ 6,243 235,600 SH SOLE 235,600 HEALTHCARE SVCS GRP INC COM 421906108 $ 165 10,773 SH SOLE 10,773 HEALTHETECH INC COM NEW 422210302 $ 1 310 SH SOLE 310 HEALTHEXTRAS INC COM 422211102 $ 611 36,867 SH SOLE 36,867 HEARTLAND EXPRESS INC COM 422347104 $ 1,012 36,985 SH SOLE 36,985 HEARTLAND FINL USA INC COM 42234Q102 $ 28 1,519 SH SOLE 1,519

HECLA MNG CO COM 422704106 $ 327 57,424 SH SOLE 57,424 HECLA MNG CO COM 422704106 $ 78 13,600 SH P SOLE 13,600 HECLA MNG CO COM 422704106 $ 42 7,400 SH C SOLE 7,400 HEICO CORP NEW COM 422806109 $ 60 3,288 SH SOLE 3,288 HEIDRICK & STRUGGLES INTL IN COM 422819102 $ 2,115 71,250 SH C SOLE 71,250 HEINZ H J CO COM 423074103 $ 29,002 739,851 SH SOLE 739,851 HEINZ H J CO COM 423074103 $ 14,547 371,100 SH C SOLE 371,100 HEINZ H J CO COM 423074103 $ 9,800 250,000 SH P SOLE 250,000 HELEN OF TROY CORP LTD COM G4388N106 $ 24 656 SH SOLE 656 HELIX TECHNOLOGY CORP COM 423319102 $ 121 5,674 SH SOLE 5,674 HELMERICH & PAYNE INC COM 423452101 $ 6,452 246,736 SH SOLE 246,736 HENRY JACK & ASSOC INC COM 426281101 $ 1,795 89,328 SH SOLE 89,328 HERCULES INC COM 427056106 $ 2,693 220,897 SH SOLE 220,897 HERITAGE FINL CORP WASH COM 42722X106 $ 0 25 SH SOLE 25 HERITAGE PPTY INVT TR INC COM 42725M107 $ 1,904 70,378 SH SOLE 70,378 HERLEY INDS INC DEL COM 427398102 $ 214 10,963 SH SOLE 10,963 HERSHEY FOODS CORP COM 427866108 $ 19,818 428,314 SH SOLE 428,314 HERSHEY FOODS CORP COM 427866108 $ 9,938 214,784 SH C SOLE 214,784 HERSHEY FOODS CORP COM 427866108 $ 2,892 62,500 SH P SOLE 62,500 HEWITT ASSOCS INC COM 42822Q100 $ 2,066 75,115 SH SOLE 75,115 HEWLETT PACKARD CO COM 428236103 $ 151,505 7,180,347 SH SOLE 7,180,347 HEWLETT PACKARD CO NOTE 10/1 428236AC7 $ 886 1,554,000 PRN SOLE 1,554,000 HEWLETT PACKARD CO COM 428236103 $ 28,932 1,371,181 SH C SOLE 1,371,181 HEWLETT PACKARD CO COM 428236103 $ 23,537 1,115,500 SH P SOLE 1,115,500 HEXCEL CORP NEW COM 428291108 $ 348 30,039 SH SOLE 30,039 HIBBETT SPORTING GOODS INC COM 428565105 $ 710 25,960 SH SOLE 25,960 HIBERNIA CORP CL A 428656102 $ 2,491 102,506 SH SOLE 102,506 HICKORY TECH CORP COM 429060106 $ 1 57 SH SOLE 57 HIGHLAND HOSPITALITY CORP COM 430141101 $ 141 14,003 SH SOLE 14,003 HIGHVELD STL & VANADIUM LTD ADR 431232206 $ 17 5,664 SH SOLE 5,664 HIGHWOODS PPTYS INC COM 431284108 $ 5,541 235,788 SH SOLE 235,788 HILB ROGAL & HOBBS CO COM 431294107 $ 2,442 68,446 SH C SOLE 68,446 HILFIGER TOMMY CORP ORD G8915Z102 $ 303 20,000 SH P SOLE 20,000 HILFIGER TOMMY CORP ORD G8915Z102 $ 38 2,500 SH SOLE 2,500 HILLENBRAND INDS INC COM 431573104 $ 87 1,439 SH SOLE 1,439 HILTON HOTELS CORP COM 432848109 $ 4,975 266,634 SH SOLE 266,634 HILTON HOTELS CORP COM 432848109 $ 3,639 195,000 SH P SOLE 195,000 HILTON HOTELS CORP COM 432848109 $ 1,168 62,600 SH C SOLE 62,600 HI-TECH PHARMACAL INC COM 42840B101 $ 299 18,296 SH SOLE 18,296 HNI CORP COM 404251100 $ 1,816 42,912 SH SOLE 42,912 HOLLINGER INTL INC CL A 435569108 $ 462 27,544 SH SOLE 27,544 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 $ 283 23,492 SH SOLE 23,492 HOLLY CORP COM PAR $0.01 435758305 $ 2,704 72,289 SH SOLE 72,289 HOLLYWOOD ENTMT CORP COM 436141105 $ 240 18,000 SH C SOLE 18,000 HOLLYWOOD ENTMT CORP COM 436141105 $ 138 10,316 SH SOLE 10,316 HOLOGIC INC COM 436440101 $ 103 4,430 SH SOLE 4,430 HOME DEPOT INC COM 437076102 $ 73,444 2,086,479 SH C SOLE 2,086,479 HOME DEPOT INC COM 437076102 $ 53,844 1,529,645 SH SOLE 1,529,645 HOME DEPOT INC COM 437076102 $ 3,027 86,000 SH P SOLE 86,000 HOMESTORE INC COM 437852106 $ 137 34,448 SH SOLE 34,448 HONEYWELL INTL INC COM 438516106 $ 66,423 1,813,337 SH SOLE 1,813,337 HONEYWELL INTL INC COM 438516106 $ 17,838 486,981 SH C SOLE 486,981

HONEYWELL INTL INC COM 438516106 $ 17,092 466,600 SH P SOLE 466,600 HOOKER FURNITURE CORP COM 439038100 $ 23 1,116 SH SOLE 1,116 HOOPER HOLMES INC COM 439104100 $ 107 18,669 SH SOLE 18,669 HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG9 $ 41,216 87,000,000 PRN SOLE 87,000,000 HORIZON FINL CORP WASH COM 44041F105 $ 165 8,299 SH SOLE 8,299 HORIZON OFFSHORE INC COM 44043J105 $ 0 9 SH SOLE 9 HORMEL FOODS CORP COM 440452100 $ 2,167 69,691 SH SOLE 69,691 HORNBECK OFFSHORE SVCS INC N COM 440543106 $ 60 4,626 SH SOLE 4,626 HOSPIRA INC COM 441060100 $ 6,862 248,616 SH SOLE 248,616 HOST MARRIOTT CORP NEW COM 44107P104 $ 3,526 285,241 SH SOLE 285,241 HOT TOPIC INC COM 441339108 $ 392 19,140 SH SOLE 19,140 HOUSTON EXPL CO COM 442120101 $ 958 18,475 SH SOLE 18,475 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 2,408 69,378 SH SOLE 69,378 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 1,128 32,500 SH C SOLE 32,500 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 646 18,600 SH P SOLE 18,600 HUB INTERNATIONAL LTD COM 44332P101 $ 137 7,200 SH SOLE 7,200 HUBBELL INC CL B 443510201 $ 1,583 33,885 SH SOLE 33,885 HUDSON HIGHLAND GROUP INC COM 443792106 $ 129 4,200 SH SOLE 4,200 HUDSON RIV BANCORP INC COM 444128102 $ 85 5,006 SH SOLE 5,006 HUDSON UNITED BANCORP COM 444165104 $ 1,551 41,603 SH SOLE 41,603 HUGHES SUPPLY INC COM 444482103 $ 3,019 51,230 SH C SOLE 51,230 HUGHES SUPPLY INC COM 444482103 $ 2,285 38,777 SH SOLE 38,777 HUMAN GENOME SCIENCES INC COM 444903108 $ 593 51,030 SH SOLE 51,030 HUMAN GENOME SCIENCES INC COM 444903108 $ 180 15,500 SH C SOLE 15,500 HUMAN GENOME SCIENCES INC COM 444903108 $ 167 14,400 SH P SOLE 14,400 HUMANA INC COM 444859102 $ 12,096 715,715 SH SOLE 715,715 HUMANA INC COM 444859102 $ 174 10,300 SH P SOLE 10,300 HUMANA INC COM 444859102 $ 66 3,900 SH C SOLE 3,900 HUMBOLDT BANCORP COM 445069107 $ 204 9,730 SH SOLE 9,730 HUNGARIAN TEL & CABLE CORP COM 445542103 $ 0 13 SH SOLE 13 HUNT J B TRANS SVCS INC COM 445658107 $ 280 7,262 SH SOLE 7,262 HUNTINGTON BANCSHARES INC COM 446150104 $ 19,899 865,912 SH SOLE 865,912 HUTCHINSON TECHNOLOGY INC COM 448407106 $ 313 12,727 SH SOLE 12,727 HYDRIL COM 448774109 $ 239 7,584 SH SOLE 7,584 HYDROGENICS CORP COM 448882100 $ 8 1,600 SH SOLE 1,600 HYPERION SOLUTIONS CORP COM 44914M104 $ 370 8,474 SH SOLE 8,474 IAMGOLD CORP COM 450913108 $ 119 21,283 SH SOLE 21,283 IBERIABANK CORP COM 450828108 $ 59 1,002 SH SOLE 1,002 IBIS TECHNOLOGY CORP COM 450909106 $ 93 15,200 SH SOLE 15,200 IBT BANCORP INC COM 44923F108 $ 2 43 SH SOLE 43 ICICI BK LTD ADR 45104G104 $ 2,397 198,100 SH SOLE 198,100 ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM2 $ 26,239 25,382,000 PRN SOLE 25,382,000 ICOS CORP COM 449295104 $ 3,948 132,300 SH P SOLE 132,300 ICOS CORP COM 449295104 $ 1,919 64,300 SH C SOLE 64,300 ICOS CORP COM 449295104 $ 1,662 55,690 SH SOLE 55,690 ICT GROUP INC COM 44929Y101 $ 0 24 SH SOLE 24 ICU MED INC COM 44930G107 $ 100 2,995 SH SOLE 2,995 ID BIOMEDICAL CORP COM 44936D108 $ 14 1,551 SH SOLE 1,551 IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE5 $ 6,425 10,000,000 PRN SOLE 10,000,000 IDENTIX INC COM 451906101 $ 888 118,826 SH SOLE 118,826 IDENTIX INC COM 451906101 $ 176 23,500 SH C SOLE 23,500 IDEX CORP COM 45167R104 $ 374 10,895 SH SOLE 10,895

IDEXX LABS INC COM 45168D104 $ 9,441 150,000 SH C SOLE 150,000 IDT CORP COM 448947101 $ 3,715 206,019 SH SOLE 206,019 IDT CORP CL B 448947309 $ 1,976 107,173 SH SOLE 107,173 I-FLOW CORP COM NEW 449520303 $ 106 8,900 SH SOLE 8,900 IGATE CORP COM 45169U105 $ 49 12,320 SH SOLE 12,320 IHOP CORP COM 449623107 $ 166 4,651 SH SOLE 4,651 II VI INC COM 902104108 $ 287 9,357 SH SOLE 9,357 ILEX ONCOLOGY INC COM 451923106 $ 188 7,537 SH SOLE 7,537 ILLINOIS TOOL WKS INC COM 452308109 $ 44,951 468,777 SH SOLE 468,777 ILLINOIS TOOL WKS INC COM 452308109 $ 2,100 21,900 SH P SOLE 21,900 ILLINOIS TOOL WKS INC COM 452308109 $ 777 8,100 SH C SOLE 8,100 ILLUMINA INC COM 452327109 $ 208 32,826 SH SOLE 32,826 IMAGISTICS INTERNATIONAL INC COM 45247T104 $ 1,299 36,696 SH SOLE 36,696 IMC GLOBAL INC PFD CV 7.5% 449669209 $ 118,825 1,283,900 SH SOLE 1,283,900 IMC GLOBAL INC COM 449669100 $ 3,286 245,192 SH SOLE 245,192 IMCLONE SYS INC COM 45245W109 $ 30,009 349,800 SH C SOLE 349,800 IMCLONE SYS INC COM 45245W109 $ 25,874 301,600 SH P SOLE 301,600 IMCO RECYCLING INC COM 449681105 $ 249 18,851 SH SOLE 18,851 IMMUCOR INC COM 452526106 $ 192 5,898 SH SOLE 5,898 IMMUNICON CORP DEL COM 45260A107 $ 21 2,730 SH SOLE 2,730 IMMUNOGEN INC COM 45253H101 $ 592 97,489 SH SOLE 97,489 IMMUNOMEDICS INC COM 452907108 $ 214 43,889 SH SOLE 43,889 IMPAC MED SYS INC COM 45255A104 $ 72 4,900 SH SOLE 4,900 IMPAC MTG HLDGS INC COM 45254P102 $ 442 19,609 SH SOLE 19,609 IMPERIAL SUGAR CO NEW COM NEW 453096208 $ 135 10,100 SH SOLE 10,100 IMS HEALTH INC COM 449934108 $ 16,188 690,631 SH SOLE 690,631 IMS HEALTH INC COM 449934108 $ 12 500 SH P SOLE 500 INAMED CORP COM 453235103 $ 509 8,100 SH P SOLE 8,100 INAMED CORP COM 453235103 $ 232 3,700 SH C SOLE 3,700 INCO LTD SDCV 3.500% 3/1 453258AR6 $ 5,873 4,033,000 PRN SOLE 4,033,000 INCO LTD NOTE 3/2 453258AM7 $ 57 59,000 PRN SOLE 59,000 INCO LTD COM 453258402 $ 1,009 29,200 SH C SOLE 29,200 INCO LTD COM 453258402 $ 207 6,000 SH P SOLE 6,000 INDEPENDENCE CMNTY BK CORP COM 453414104 $ 4,494 123,471 SH SOLE 123,471 INDEPENDENCE HLDG CO NEW COM NEW 453440307 $ 83 2,412 SH SOLE 2,412 INDEPENDENT BANK CORP MASS COM 453836108 $ 66 2,288 SH SOLE 2,288 INDEPENDENT BANK CORP MICH COM 453838104 $ 11 429 SH SOLE 429 INDEVUS PHARMACEUTICALS INC COM 454072109 $ 722 117,375 SH SOLE 117,375 INDYMAC BANCORP INC WIRES 2031 456607209 $ 936 1,704,600 PRN SOLE 1,704,600 INDYMAC BANCORP INC COM 456607100 $ 657 20,805 SH SOLE 20,805 INERGY L P UNIT LTD PTNR 456615103 $ 2 64 SH SOLE 64 INET TECHNOLOGIES INC COM 45662V105 $ 48 3,828 SH SOLE 3,828 INFINITY PPTY & CAS CORP COM 45665Q103 $ 37 1,133 SH SOLE 1,133 INFOCROSSING INC COM 45664X109 $ 34 2,529 SH SOLE 2,529 INFOCUS CORP COM 45665B106 $ 141 16,559 SH SOLE 16,559 INFONET SVCS CORP CL B 45666T106 $ 17 9,723 SH SOLE 9,723 INFORMATICA CORP COM 45666Q102 $ 127 16,617 SH SOLE 16,617 INFORMATION HLDGS INC COM 456727106 $ 1,506 55,008 SH SOLE 55,008 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 $ 154 1,653 SH SOLE 1,653 INFRASOURCE SVCS INC COM 45684P102 $ 16 1,341 SH SOLE 1,341 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 29,851 436,993 SH SOLE 436,993 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 1,086 15,900 SH C SOLE 15,900

INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 342 5,000 SH P SOLE 5,000 INGLES MKTS INC CL A 457030104 $ 146 13,035 SH SOLE 13,035 INGRAM MICRO INC CL A 457153104 $ 906 62,584 SH SOLE 62,584 INKINE PHARMACEUTICALS INC COM 457214104 $ 186 47,976 SH SOLE 47,976 INNOVATIVE COS INC COM 45771Y107 $ 0 17,826 SH SOLE 17,826 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 $ 407 20,872 SH SOLE 20,872 INPUT/OUTPUT INC COM 457652105 $ 41 4,890 SH SOLE 4,890 INSIGHT ENTERPRISES INC COM 45765U103 $ 448 25,218 SH SOLE 25,218 INSITUFORM TECHNOLOGIES INC CL A 457667103 $ 94 5,804 SH SOLE 5,804 INSTINET GROUP INC COM 457750107 $ 474 89,823 SH SOLE 89,823 INSURANCE AUTO AUCTIONS INC COM 457875102 $ 143 8,432 SH SOLE 8,432 INTAC INTL COM 45811T100 $ 16 1,290 SH SOLE 1,290 INTEGRA BK CORP COM 45814P105 $ 56 2,524 SH SOLE 2,524 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 $ 219 6,205 SH SOLE 6,205 INTEGRAL SYS INC MD COM 45810H107 $ 95 5,908 SH SOLE 5,908 INTEGRATED ALARM SVCS GROUP COM 45890M109 $ 85 15,661 SH SOLE 15,661 INTEGRATED CIRCUIT SYS INC COM 45811K208 $ 181 6,676 SH SOLE 6,676 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 988 71,366 SH SOLE 71,366 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 587 42,400 SH C SOLE 42,400 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 511 36,900 SH P SOLE 36,900 INTEGRATED ELECTRICAL SVC COM 45811E103 $ 157 19,526 SH SOLE 19,526 INTEGRATED SILICON SOLUTION COM 45812P107 $ 335 27,447 SH SOLE 27,447 INTEL CORP COM 458140100 $ 396,348 14,360,431 SH SOLE 14,360,431 INTEL CORP COM 458140100 $ 116,207 4,210,382 SH C SOLE 4,210,382 INTEL CORP COM 458140100 $ 91,770 3,325,004 SH P SOLE 3,325,004 INTELIDATA TECHNOLOGIES CORP COM 45814T107 $ 0 27 SH SOLE 27 INTELLISYNC CORP COM 458176104 $ 136 47,222 SH SOLE 47,222 INTER PARFUMS INC COM 458334109 $ 31 1,472 SH SOLE 1,472 INTER TEL INC COM 458372109 $ 139 5,580 SH SOLE 5,580 INTERACTIVE DATA CORP COM 45840J107 $ 577 33,118 SH SOLE 33,118 INTERACTIVECORP COM 45840Q101 $ 327,944 10,880,705 SH C SOLE 10,880,705 INTERACTIVECORP COM 45840Q101 $ 12,706 421,552 SH SOLE 421,552 INTERACTIVECORP COM 45840Q101 $ 8,023 266,200 SH P SOLE 266,200 INTERCEPT INC COM 45845L107 $ 196 11,947 SH SOLE 11,947 INTERCHANGE FINL SVCS S B N COM 458447109 $ 44 1,755 SH SOLE 1,755 INTERDIGITAL COMMUNICATIONS COM 45866A105 $ 2,229 118,500 SH P SOLE 118,500 INTERDIGITAL COMMUNICATIONS COM 45866A105 $ 372 19,800 SH C SOLE 19,800 INTERDIGITAL COMMUNICATIONS COM 45866A105 $ 341 18,124 SH SOLE 18,124 INTERFACE INC CL A 458665106 $ 99 11,246 SH SOLE 11,246 INTERIM SVCS INC NOTE 4.500% 6/0 45868PAA8 $ 688 685,000 PRN SOLE 685,000 INTERLAND INC COM NEW 458727203 $ 1 432 SH SOLE 432 INTERMAGNETICS GEN CORP COM 458771102 $ 124 3,656 SH SOLE 3,656 INTERMET CORP COM 45881K104 $ 107 25,337 SH SOLE 25,337 INTERMUNE INC COM 45884X103 $ 779 50,500 SH C SOLE 50,500 INTERMUNE INC COM 45884X103 $ 33 2,150 SH SOLE 2,150 INTERMUNE INC COM 45884X103 $ 22 1,400 SH P SOLE 1,400 INTERNAP NETWORK SVCS CORP COM 45885A102 $ 48 39,953 SH SOLE 39,953 INTERNATIONAL BANCSHARES COR COM 459044103 $ 30 738 SH SOLE 738 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 300,399 3,407,821 SH SOLE 3,407,821 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 70,935 804,712 SH P SOLE 804,712 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 70,000 794,097 SH C SOLE 794,097 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 $ 3,571 95,484 SH SOLE 95,484

INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 $ 14,269 16,812,000 PRN SOLE 16,812,000 INTERNATIONAL GAME TECHNOLOG COM 459902102 $ 18,239 472,500 SH C SOLE 472,500 INTERNATIONAL GAME TECHNOLOG COM 459902102 $ 17,984 465,915 SH SOLE 465,915 INTERNATIONAL GAME TECHNOLOG COM 459902102 $ 12,313 319,000 SH P SOLE 319,000 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE5 $ 2,456 2,500,000 PRN SOLE 2,500,000 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 3,455 83,420 SH SOLE 83,420 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 2,208 53,300 SH P SOLE 53,300 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 1,363 32,900 SH C SOLE 32,900 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $ 6,080 125,000 SH C SOLE 125,000 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $ 1,272 26,148 SH SOLE 26,148 INTERNATIONAL STL GROUP INC COM 460377104 $ 43,388 1,458,417 SH SOLE 1,458,417 INTERNET CAP GROUP INC COM NEW 46059C205 $ 602 78,187 SH SOLE 78,187 INTERNET GOLD-GOLDEN LINES L ORD M56595107 $ 21 4,300 SH SOLE 4,300 INTERNET SEC SYS INC COM 46060X107 $ 352 22,938 SH SOLE 22,938 INTERNET SEC SYS INC COM 46060X107 $ 94 6,100 SH P SOLE 6,100 INTERNET SEC SYS INC COM 46060X107 $ 31 2,000 SH C SOLE 2,000 INTERPUBLIC GROUP COS INC PFD CONV SER A 460690308 $ 16,231 31,805,900 PRN SOLE 31,805,900 INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ9 $ 21,814 23,330,000 PRN SOLE 23,330,000 INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT7 $ 2,394 1,760,000 PRN SOLE 1,760,000 INTERPUBLIC GROUP COS INC COM 460690100 $ 9,370 682,475 SH SOLE 682,475 INTERPUBLIC GROUP COS INC COM 460690100 $ 93 6,800 SH C SOLE 6,800 INTERPUBLIC GROUP COS INC COM 460690100 $ 5 400 SH P SOLE 400 INTERSECTIONS INC COM 460981301 $ 26 1,101 SH SOLE 1,101 INTERSIL CORP CL A 46069S109 $ 847 39,100 SH C SOLE 39,100 INTERSIL CORP CL A 46069S109 $ 750 34,619 SH SOLE 34,619 INTERSIL CORP CL A 46069S109 $ 201 9,300 SH P SOLE 9,300 INTERSTATE BAKERIES CORP DEL COM 46072H108 $ 1,610 148,355 SH SOLE 148,355 INTERTAPE POLYMER GROUP INC COM 460919103 $ 81 10,700 SH SOLE 10,700 INTERVIDEO INC COM 46114Y101 $ 74 5,748 SH SOLE 5,748 INTERVOICE INC NEW COM 461142101 $ 351 30,613 SH SOLE 30,613 INTERWOVEN INC COM NEW 46114T508 $ 221 21,898 SH SOLE 21,898 INTEVAC INC COM 461148108 $ 176 19,815 SH SOLE 19,815 INTL PAPER CO COM 460146103 $ 50,297 1,125,223 SH SOLE 1,125,223 INTL PAPER CO COM 460146103 $ 6,812 152,387 SH C SOLE 152,387 INTL PAPER CO COM 460146103 $ 6,158 137,769 SH P SOLE 137,769 INTRADO INC COM 46117A100 $ 60 3,752 SH SOLE 3,752 INTRAWEST CORPORATION COM NEW 460915200 $ 352 22,048 SH SOLE 22,048 INTROGEN THERAPEUTICS INC COM 46119F107 $ 632 148,114 SH SOLE 148,114 INTUIT COM 461202103 $ 25,725 666,798 SH C SOLE 666,798 INTUIT COM 461202103 $ 14,448 374,500 SH P SOLE 374,500 INTUIT COM 461202103 $ 7,298 189,153 SH SOLE 189,153 INTUITIVE SURGICAL INC COM NEW 46120E602 $ 178 9,363 SH SOLE 9,363 INVACARE CORP COM 461203101 $ 1,269 28,386 SH SOLE 28,386 INVERESK RESH GROUP INC COM 461238107 $ 96 3,121 SH SOLE 3,121 INVERNESS MED INNOVATIONS IN COM 46126P106 $ 9,902 452,154 SH SOLE 452,154 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 $ 367 28,664 SH SOLE 28,664 INVESTORS REAL ESTATE TR SH BEN INT 461730103 $ 109 10,496 SH SOLE 10,496 INVISION TECHNOLOGIES INC COM 461851107 $ 195 3,900 SH C SOLE 3,900 INVISION TECHNOLOGIES INC COM 461851107 $ 190 3,809 SH SOLE 3,809 INVISION TECHNOLOGIES INC COM 461851107 $ 110 2,200 SH P SOLE 2,200 INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 $ 10,943 10,509,000 PRN SOLE 10,509,000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAF7 $ 10,468 8,341,000 PRN SOLE 8,341,000

INVITROGEN CORP COM 46185R100 $ 3,506 48,700 SH C SOLE 48,700 INVITROGEN CORP COM 46185R100 $ 857 11,900 SH P SOLE 11,900 IOMEGA CORP COM NEW 462030305 $ 525 94,068 SH SOLE 94,068 IONICS INC COM 462218108 $ 737 26,089 SH SOLE 26,089 IPASS INC COM 46261V108 $ 119 11,236 SH SOLE 11,236 IPAYMENT INC COM 46262E105 $ 29 700 SH SOLE 700 IPC HLDGS LTD ORD G4933P101 $ 997 26,997 SH SOLE 26,997 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 $ 47 6,325 SH SOLE 6,325 IRWIN FINL CORP COM 464119106 $ 2,171 82,224 SH SOLE 82,224 ISHARES TR RUSSELL1000VAL 464287598 $ 24,186 402,702 SH SOLE 402,702 ISHARES TR DJ US REAL EST 464287739 $ 20,104 198,992 SH SOLE 198,992 ISHARES TR COHEN&ST RLTY 464287564 $ 18,447 167,700 SH SOLE 167,700 ISHARES TR S&P500/BAR VAL 464287408 $ 4,829 84,300 SH SOLE 84,300 ISHARES TR DJ US CON CYCL 464287580 $ 4,278 76,900 SH SOLE 76,900 ISHARES TR S&P MIDCAP 400 464287507 $ 8,694 71,500 SH SOLE 71,500 ISHARES TR DJ US ENERGY 464287796 $ 3,629 64,800 SH SOLE 64,800 ISHARES TR RUSSELL1000GRW 464287614 $ 2,282 47,700 SH SOLE 47,700 ISHARES TR TRANSP AVE IDX 464287192 $ 2,306 40,000 SH SOLE 40,000 ISHARES TR DJ US FINL SVC 464287770 $ 3,869 37,500 SH SOLE 37,500 ISHARES TR GLDM SCHS NETW 464287531 $ 1,109 35,000 SH SOLE 35,000 ISHARES TR S&P SMLCP VALU 464287879 $ 2,210 20,145 SH SOLE 20,145 ISHARES TR DJ US INDUSTRL 464287754 $ 853 16,300 SH SOLE 16,300 ISHARES TR GLMN SCHS SOFT 464287515 $ 457 12,000 SH SOLE 12,000 ISHARES TR RUSL 2000 VALU 464287630 $ 801 4,650 SH SOLE 4,650 ISHARES TR COHEN&ST RLTY 464287564 $ 275 2,500 SH P SOLE 2,500 ISHARES TR RUSSELL MCP GR 464287481 $ 105 1,350 SH SOLE 1,350 ISHARES TR RUSSELL 2000 464287655 $ 83 700 SH P SOLE 700 ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC8 $ 1,763 2,000,000 PRN SOLE 2,000,000 ISLE OF CAPRI CASINOS INC COM 464592104 $ 22 1,288 SH SOLE 1,288 ISOLAGEN INC COM 46488N103 $ 138 13,445 SH SOLE 13,445 ISTA PHARMACEUTICALS INC COM NEW 45031X204 $ 123 11,809 SH SOLE 11,809 ISTAR FINL INC COM 45031U101 $ 51,068 1,276,703 SH SOLE 1,276,703 ITC DELTACOM INC COM NEW 45031T401 $ 11 1,970 SH SOLE 1,970 ITLA CAP CORP COM 450565106 $ 271 6,705 SH SOLE 6,705 ITRON INC COM 465741106 $ 104 4,530 SH SOLE 4,530 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 5,163 135,800 SH C SOLE 135,800 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 739 19,437 SH SOLE 19,437 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 259 6,800 SH P SOLE 6,800 ITT INDS INC IND COM 450911102 $ 21,431 258,199 SH SOLE 258,199 IVAX CORP NOTE 4.500% 5/1 465823AG7 $ 16,986 17,158,000 PRN SOLE 17,158,000 IVAX CORP COM 465823102 $ 3,447 143,700 SH P SOLE 143,700 IVAX CORP COM 465823102 $ 590 24,600 SH C SOLE 24,600 IVAX DIAGNOSTICS INC COM 45070W109 $ 35 5,523 SH SOLE 5,523 IVILLAGE INC COM 46588H105 $ 337 53,137 SH SOLE 53,137 IXIA COM 45071R109 $ 51 5,177 SH SOLE 5,177 J & J SNACK FOODS CORP COM 466032109 $ 93 2,276 SH SOLE 2,276 J JILL GROUP INC COM 466189107 $ 331 14,044 SH SOLE 14,044 J P MORGAN CHASE & CO COM 46625H100 $ 113,930 2,938,621 SH SOLE 2,938,621 J P MORGAN CHASE & CO COM 46625H100 $ 41,773 1,077,446 SH C SOLE 1,077,446 J P MORGAN CHASE & CO COM 46625H100 $ 27,517 709,744 SH P SOLE 709,744 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 $ 1,615 58,100 SH C SOLE 58,100 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 $ 147 5,300 SH P SOLE 5,300

J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 $ 140 5,032 SH SOLE 5,032 JABIL CIRCUIT INC COM 466313103 $ 5,115 203,118 SH SOLE 203,118 JABIL CIRCUIT INC COM 466313103 $ 524 20,800 SH C SOLE 20,800 JABIL CIRCUIT INC COM 466313103 $ 247 9,800 SH P SOLE 9,800 JACOBS ENGR GROUP INC DEL COM 469814107 $ 1,327 33,700 SH SOLE 33,700 JACUZZI BRANDS INC COM 469865109 $ 177 21,968 SH SOLE 21,968 JAKKS PAC INC COM 47012E106 $ 1,019 49,000 SH C SOLE 49,000 JANUS CAP GROUP INC COM 47102X105 $ 16,622 1,008,000 SH C SOLE 1,008,000 JANUS CAP GROUP INC COM 47102X105 $ 14,894 903,230 SH SOLE 903,230 JANUS CAP GROUP INC COM 47102X105 $ 351 21,300 SH P SOLE 21,300 JDA SOFTWARE GROUP INC COM 46612K108 $ 161 12,198 SH SOLE 12,198 JDS UNIPHASE CORP COM 46612J101 $ 16,316 4,305,094 SH SOLE 4,305,094 JDS UNIPHASE CORP COM 46612J101 $ 5,314 1,402,100 SH P SOLE 1,402,100 JDS UNIPHASE CORP COM 46612J101 $ 158 41,600 SH C SOLE 41,600 JEFFERIES GROUP INC NEW COM 472319102 $ 2,896 93,674 SH SOLE 93,674 JEFFERSON PILOT CORP COM 475070108 $ 14,338 282,238 SH SOLE 282,238 JETBLUE AWYS CORP COM 477143101 $ 6,132 208,700 SH C SOLE 208,700 JETBLUE AWYS CORP COM 477143101 $ 1,943 66,150 SH P SOLE 66,150 JETBLUE AWYS CORP COM 477143101 $ 403 13,715 SH SOLE 13,715 JILIN CHEM INDL LTD SPON ADR H SHS 477418107 $ 6 400 SH SOLE 400 JLG INDS INC COM 466210101 $ 132 9,488 SH SOLE 9,488 JO-ANN STORES INC COM 47758P307 $ 142 4,826 SH SOLE 4,826 JOHNSON & JOHNSON COM 478160104 $ 355,892 6,389,446 SH SOLE 6,389,446 JOHNSON & JOHNSON COM 478160104 $ 59,506 1,068,324 SH C SOLE 1,068,324 JOHNSON & JOHNSON COM 478160104 $ 10,039 180,232 SH P SOLE 180,232 JOHNSON CTLS INC COM 478366107 $ 15,275 286,163 SH SOLE 286,163 JONES APPAREL GROUP INC COM 480074103 $ 8,489 215,013 SH SOLE 215,013 JOS A BANK CLOTHIERS INC COM 480838101 $ 357 11,357 SH SOLE 11,357 JOURNAL COMMUNICATIONS INC CL A 481130102 $ 529 28,085 SH SOLE 28,085 JOURNAL REGISTER CO COM 481138105 $ 170 8,484 SH SOLE 8,484 JUNIPER NETWORKS INC COM 48203R104 $ 24,024 977,795 SH C SOLE 977,795 JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 $ 896 655,000 PRN SOLE 655,000 JUNIPER NETWORKS INC COM 48203R104 $ 13,980 569,000 SH P SOLE 569,000 JUNIPER NETWORKS INC COM 48203R104 $ 3,048 124,054 SH SOLE 124,054 JUPITERMEDIA CORP COM 48207D101 $ 193 13,623 SH SOLE 13,623 K FED BANCORP COM 48246S101 $ 108 8,438 SH SOLE 8,438 K V PHARMACEUTICAL CO CL A 482740206 $ 1,662 71,997 SH SOLE 71,997 K2 INC COM 482732104 $ 374 23,840 SH SOLE 23,840 KADANT INC COM 48282T104 $ 155 6,700 SH SOLE 6,700 KAMAN CORP CL A 483548103 $ 281 20,118 SH SOLE 20,118 KANA SOFTWARE INC COM NEW 483600300 $ 53 22,105 SH SOLE 22,105 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 $ 886 19,300 SH SOLE 19,300 KANSAS CITY LIFE INS CO COM 484836101 $ 24 569 SH SOLE 569 KANSAS CITY SOUTHERN COM NEW 485170302 $ 211 13,611 SH SOLE 13,611 KAYDON CORP COM 486587108 $ 560 18,110 SH SOLE 18,110 KB HOME COM 48666K109 $ 11,577 168,683 SH SOLE 168,683 KB HOME COM 48666K109 $ 4,358 63,500 SH C SOLE 63,500 KB HOME COM 48666K109 $ 3,006 43,800 SH P SOLE 43,800 KEANE INC COM 486665102 $ 1,620 118,358 SH SOLE 118,358 KEITHLEY INSTRS INC COM 487584104 $ 234 10,577 SH SOLE 10,577 KELLOGG CO COM 487836108 $ 38,019 908,447 SH SOLE 908,447 KELLY SVCS INC CL A 488152208 $ 127 4,276 SH SOLE 4,276

KEMET CORP COM 488360108 $ 3,357 274,739 SH SOLE 274,739 KEMET CORP COM 488360108 $ 23 1,900 SH C SOLE 1,900 KEMET CORP COM 488360108 $ 4 300 SH P SOLE 300 KENNAMETAL INC COM 489170100 $ 2,917 63,689 SH SOLE 63,689 KENSEY NASH CORP COM 490057106 $ 584 16,921 SH SOLE 16,921 KERR MCGEE CORP SDCV 5.250% 2/1 492386AP2 $ 5,508 5,246,000 PRN SOLE 5,246,000 KERR MCGEE CORP DECS 080404 492386305 $ 112,452 1,990,650 SH SOLE 1,990,650 KERR MCGEE CORP COM 492386107 $ 15,608 290,281 SH SOLE 290,281 KERR MCGEE CORP DECS 080404 492386305 $ 8,030 142,150 SH SOLE 142,150 KERR MCGEE CORP COM 492386107 $ 6,678 124,200 SH C SOLE 124,200 KERR MCGEE CORP COM 492386107 $ 1,753 32,600 SH P SOLE 32,600 KERYX BIOPHARMACEUTICALS INC COM 492515101 $ 209 16,500 SH SOLE 16,500 KEY ENERGY SVCS INC COM 492914106 $ 2,716 287,754 SH SOLE 287,754 KEY ENERGY SVCS INC COM 492914106 $ 719 76,200 SH C SOLE 76,200 KEY ENERGY SVCS INC COM 492914106 $ 77 8,200 SH P SOLE 8,200 KEYCORP NEW COM 493267108 $ 34,077 1,140,070 SH SOLE 1,140,070 KEYCORP NEW COM 493267108 $ 684 22,900 SH C SOLE 22,900 KEYCORP NEW COM 493267108 $ 164 5,500 SH P SOLE 5,500 KEYNOTE SYS INC COM 493308100 $ 625 45,424 SH SOLE 45,424 KEYSPAN CORP COM 49337W100 $ 11,858 323,113 SH SOLE 323,113 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 $ 221 7,923 SH SOLE 7,923 KEYSTONE PPTY TR CORP COM 493596100 $ 163 6,791 SH SOLE 6,791 KFX INC COM 48245L107 $ 4,096 537,487 SH SOLE 537,487 KIMBALL INTL INC CL B 494274103 $ 55 3,740 SH SOLE 3,740 KIMBERLY CLARK CORP COM 494368103 $ 47,812 725,748 SH SOLE 725,748 KIMBERLY CLARK CORP COM 494368103 $ 20,561 312,100 SH C SOLE 312,100 KIMBERLY CLARK CORP COM 494368103 $ 46 700 SH P SOLE 700 KIMCO REALTY CORP COM 49446R109 $ 196 4,297 SH SOLE 4,297 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $ 1,192 29,300 SH C SOLE 29,300 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $ 545 13,400 SH P SOLE 13,400 KINDER MORGAN INC KANS COM 49455P101 $ 48,991 826,291 SH SOLE 826,291 KINDER MORGAN INC KANS COM 49455P101 $ 1,067 18,000 SH C SOLE 18,000 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 $ 15,659 425,851 SH SOLE 425,851 KINETIC CONCEPTS INC COM NEW 49460W208 $ 204 4,094 SH SOLE 4,094 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 $ 5,719 6,166,000 PRN SOLE 6,166,000 KING PHARMACEUTICALS INC COM 495582108 $ 11,666 1,018,842 SH SOLE 1,018,842 KING PHARMACEUTICALS INC COM 495582108 $ 1,129 98,600 SH C SOLE 98,600 KING PHARMACEUTICALS INC COM 495582108 $ 259 22,600 SH P SOLE 22,600 KINROSS GOLD CORP COM NEW 496902206 $ 186 33,434 SH SOLE 33,434 KINROSS GOLD CORP COM NEW 496902206 $ 81 14,600 SH P SOLE 14,600 KINROSS GOLD CORP COM NEW 496902206 $ 9 1,600 SH C SOLE 1,600 KINTERA INC COM 49720P506 $ 212 20,326 SH SOLE 20,326 KIRBY CORP COM 497266106 $ 207 5,329 SH SOLE 5,329 KIRKLANDS INC COM 497498105 $ 249 20,860 SH SOLE 20,860 KLA-TENCOR CORP COM 482480100 $ 26,591 538,500 SH C SOLE 538,500 KLA-TENCOR CORP COM 482480100 $ 19,688 398,700 SH P SOLE 398,700 KLA-TENCOR CORP COM 482480100 $ 3,743 75,795 SH SOLE 75,795 KNBT BANCORP INC COM 482921103 $ 84 5,036 SH SOLE 5,036 KNIGHT RIDDER INC COM 499040103 $ 15,093 209,620 SH SOLE 209,620 KNIGHT TRADING GROUP INC COM 499063105 $ 199 19,900 SH C SOLE 19,900 KNIGHT TRADING GROUP INC COM 499063105 $ 76 7,628 SH SOLE 7,628 KNIGHT TRADING GROUP INC COM 499063105 $ 27 2,700 SH P SOLE 2,700

KNIGHT TRANSN INC COM 499064103 $ 813 28,283 SH SOLE 28,283 KNOLOGY INC COM 499183804 $ 58 11,700 SH SOLE 11,700 KOHLS CORP COM 500255104 $ 22,703 536,959 SH SOLE 536,959 KOHLS CORP COM 500255104 $ 9,272 219,300 SH C SOLE 219,300 KOHLS CORP COM 500255104 $ 672 15,900 SH P SOLE 15,900 KOMAG INC NOTE 2.000% 2/0 500453AE5 $ 8,650 10,000,000 PRN SOLE 10,000,000 KOMAG INC COM NEW 500453204 $ 488 34,941 SH SOLE 34,941 KOOKMIN BK NEW SPONSORED ADR 50049M109 $ 2,451 78,100 SH SOLE 78,100 KOPIN CORP COM 500600101 $ 78 15,222 SH SOLE 15,222 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 257 28,100 SH SOLE 28,100 KORN FERRY INTL COM NEW 500643200 $ 2,131 110,000 SH C SOLE 110,000 KORN FERRY INTL COM NEW 500643200 $ 86 4,460 SH SOLE 4,460 KOS PHARMACEUTICALS INC COM 500648100 $ 1,154 35,000 SH C SOLE 35,000 KOS PHARMACEUTICALS INC COM 500648100 $ 496 15,036 SH SOLE 15,036 KOSAN BIOSCIENCES INC COM 50064W107 $ 128 16,249 SH SOLE 16,249 KRAFT FOODS INC CL A 50075N104 $ 6,390 201,700 SH C SOLE 201,700 KRAFT FOODS INC CL A 50075N104 $ 4,834 152,600 SH P SOLE 152,600 KRAFT FOODS INC CL A 50075N104 $ 176 5,542 SH SOLE 5,542 KRAMONT RLTY TR COM SH BEN INT 50075Q107 $ 830 51,895 SH SOLE 51,895 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 2,550 133,600 SH C SOLE 133,600 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 1,582 82,864 SH SOLE 82,864 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 735 38,500 SH P SOLE 38,500 KROGER CO COM 501044101 $ 17,050 936,800 SH C SOLE 936,800 KROGER CO COM 501044101 $ 13,729 754,364 SH SOLE 754,364 KROGER CO COM 501044101 $ 1,090 59,900 SH P SOLE 59,900 KROLL INC COM 501049100 $ 468 12,691 SH SOLE 12,691 KRONOS INC COM 501052104 $ 3,090 75,000 SH C SOLE 75,000 KRONOS WORLDWIDE INC COM 50105F105 $ 16 474 SH SOLE 474 K-SWISS INC CL A 482686102 $ 155 7,677 SH SOLE 7,677 KULICKE & SOFFA INDS INC COM 501242101 $ 299 27,266 SH SOLE 27,266 KULICKE & SOFFA INDS INC COM 501242101 $ 273 24,900 SH C SOLE 24,900 KULICKE & SOFFA INDS INC COM 501242101 $ 66 6,000 SH P SOLE 6,000 KVH INDS INC COM 482738101 $ 211 16,431 SH SOLE 16,431 KYPHON INC COM 501577100 $ 3,224 114,400 SH C SOLE 114,400 L S B BANCSHARES N C COM 502158108 $ 0 20 SH SOLE 20 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $ 3,908 58,500 SH C SOLE 58,500 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $ 2,385 35,700 SH SOLE 35,700 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $ 120 1,800 SH P SOLE 1,800 LA JOLLA PHARMACEUTICAL CO COM 503459109 $ 140 57,705 SH SOLE 57,705 LA QUINTA CORP PAIRED CTF 50419U202 $ 410 48,864 SH SOLE 48,864 LA Z BOY INC COM 505336107 $ 3,226 179,416 SH C SOLE 179,416 LA Z BOY INC COM 505336107 $ 247 13,763 SH SOLE 13,763 LABONE INC NEW COM 50540L105 $ 118 3,703 SH SOLE 3,703 LABOR READY INC COM NEW 505401208 $ 271 17,483 SH SOLE 17,483 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC6 $ 138 191,000 PRN SOLE 191,000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 $ 266 6,695 SH SOLE 6,695 LABRANCHE & CO INC COM 505447102 $ 2,105 250,000 SH C SOLE 250,000 LABRANCHE & CO INC COM 505447102 $ 311 36,973 SH SOLE 36,973 LACLEDE GROUP INC COM 505597104 $ 123 4,501 SH SOLE 4,501 LAIDLAW INTL INC COM 50730R102 $ 1,732 133,676 SH SOLE 133,676 LAKELAND BANCORP INC COM 511637100 $ 288 17,925 SH SOLE 17,925 LAKELAND FINL CORP COM 511656100 $ 231 6,889 SH SOLE 6,889

LAKES ENTMNT INC COM 51206P109 $ 150 12,973 SH SOLE 12,973 LAM RESEARCH CORP COM 512807108 $ 2,126 79,317 SH SOLE 79,317 LAM RESEARCH CORP COM 512807108 $ 584 21,800 SH C SOLE 21,800 LAM RESEARCH CORP COM 512807108 $ 552 20,600 SH P SOLE 20,600 LAMAR ADVERTISING CO CL A 512815101 $ 54,188 1,250,000 SH C SOLE 1,250,000 LAMAR ADVERTISING CO CL A 512815101 $ 910 20,984 SH SOLE 20,984 LANCASTER COLONY CORP COM 513847103 $ 939 22,557 SH SOLE 22,557 LANCE INC COM 514606102 $ 99 6,407 SH SOLE 6,407 LANDAMERICA FINL GROUP INC COM 514936103 $ 1,088 27,942 SH SOLE 27,942 LANDAUER INC COM 51476K103 $ 59 1,311 SH SOLE 1,311 LANDEC CORP COM 514766104 $ 174 25,500 SH SOLE 25,500 LANDRYS RESTAURANTS INC COM 51508L103 $ 181 6,041 SH SOLE 6,041 LANDSTAR SYS INC COM 515098101 $ 342 6,475 SH SOLE 6,475 LANNET INC COM 516012101 $ 17 1,118 SH SOLE 1,118 LANTRONIX INC COM 516548104 $ 1,250 1,000,000 SH C SOLE 1,000,000 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 $ 343 14,043 SH SOLE 14,043 LASERSCOPE COM 518081104 $ 220 7,993 SH SOLE 7,993 LATTICE SEMICONDUCTOR CORP COM 518415104 $ 333 47,532 SH SOLE 47,532 LATTICE SEMICONDUCTOR CORP COM 518415104 $ 10 1,400 SH C SOLE 1,400 LATTICE SEMICONDUCTOR CORP COM 518415104 $ 1 100 SH P SOLE 100 LAUDER ESTEE COS INC CL A 518439104 $ 22,879 469,017 SH SOLE 469,017 LAUDER ESTEE COS INC CL A 518439104 $ 376 7,700 SH C SOLE 7,700 LAUDER ESTEE COS INC CL A 518439104 $ 98 2,000 SH P SOLE 2,000 LAUREATE EDUCATION INC COM 518613104 $ 535 14,000 SH C SOLE 14,000 LAWSON PRODS INC COM 520776105 $ 263 6,885 SH SOLE 6,885 LAWSON SOFTWARE INC COM 520780107 $ 303 42,857 SH SOLE 42,857 LAYNE CHRISTENSEN CO COM 521050104 $ 118 7,152 SH SOLE 7,152 LCA-VISION INC COM PAR $.001 501803308 $ 69 2,361 SH SOLE 2,361 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 1,120 56,294 SH SOLE 56,294 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 119 6,000 SH C SOLE 6,000 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 91 4,600 SH P SOLE 4,600 LEAR CORP NOTE 2/2 521865AG0 $ 482 950,000 PRN SOLE 950,000 LEAR CORP COM 521865105 $ 4,982 84,452 SH SOLE 84,452 LEAR CORP COM 521865105 $ 590 10,000 SH C SOLE 10,000 LEARNING TREE INTL INC COM 522015106 $ 80 5,516 SH SOLE 5,516 LECG CORP COM 523234102 $ 340 19,654 SH SOLE 19,654 LECROY CORP COM 52324W109 $ 238 13,211 SH SOLE 13,211 LEE ENTERPRISES INC COM 523768109 $ 11,954 249,000 SH C SOLE 249,000 LEGG MASON INC NOTE 6/0 524901AG0 $ 285 396,400 PRN SOLE 396,400 LEGGETT & PLATT INC COM 524660107 $ 13,097 490,345 SH SOLE 490,345 LEHMAN BROS HLDGS INC COM 524908100 $ 54,290 721,456 SH SOLE 721,456 LEHMAN BROS HLDGS INC COM 524908100 $ 25,389 337,400 SH C SOLE 337,400 LEHMAN BROS HLDGS INC COM 524908100 $ 17,232 229,000 SH P SOLE 229,000 LENNAR CORP CL B 526057302 $ 17,087 412,426 SH SOLE 412,426 LENNAR CORP CL A 526057104 $ 11,649 260,484 SH SOLE 260,484 LENNAR CORP CL A 526057104 $ 4,821 107,800 SH C SOLE 107,800 LENNAR CORP CL A 526057104 $ 3,689 82,500 SH P SOLE 82,500 LENNOX INTL INC COM 526107107 $ 231 12,780 SH SOLE 12,780 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 963 274,345 SH SOLE 274,345 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 751 214,100 SH P SOLE 214,100 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 334 95,150 SH C SOLE 95,150 LEVITT CORP CL A 52742P108 $ 253 9,833 SH SOLE 9,833

LEXAR MEDIA INC COM 52886P104 $ 986 147,600 SH C SOLE 147,600 LEXAR MEDIA INC COM 52886P104 $ 772 115,500 SH P SOLE 115,500 LEXAR MEDIA INC COM 52886P104 $ 376 56,258 SH SOLE 56,258 LEXINGTON CORP PPTYS TR COM 529043101 $ 18,858 947,137 SH SOLE 947,137 LEXMARK INTL NEW CL A 529771107 $ 14,431 149,500 SH P SOLE 149,500 LEXMARK INTL NEW CL A 529771107 $ 12,234 126,734 SH SOLE 126,734 LEXMARK INTL NEW CL A 529771107 $ 8,958 92,800 SH C SOLE 92,800 LIBBEY INC COM 529898108 $ 124 4,459 SH SOLE 4,459 LIBERTY CORP S C COM 530370105 $ 438 9,324 SH SOLE 9,324 LIBERTY MEDIA CORP NEW COM SER A 530718105 $ 111,694 12,424,293 SH SOLE 12,424,293 LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 $ 841 7,370 SH SOLE 7,370 LIBERTY MEDIA CORP NEW COM SER A 530718105 $ 9 1,000 SH C SOLE 1,000 LIBERTY MEDIA INTL INC COM SER A 530719103 $ 33,193 894,681 SH SOLE 894,681 LIFECELL CORP COM 531927101 $ 95 8,469 SH SOLE 8,469 LIFELINE SYS INC COM 532192101 $ 198 8,357 SH SOLE 8,357 LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE9 $ 1,915 1,852,000 PRN SOLE 1,852,000 LIFEPOINT HOSPITALS INC COM 53219L109 $ 470 12,626 SH SOLE 12,626 LIFETIME HOAN CORP COM 531926103 $ 51 2,234 SH SOLE 2,234 LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB4 $ 64,258 22,302,000 PRN SOLE 22,302,000 LIGHTBRIDGE INC COM 532226107 $ 74 13,300 SH SOLE 13,300 LILLY ELI & CO COM 532457108 $ 123,477 1,766,221 SH C SOLE 1,766,221 LILLY ELI & CO COM 532457108 $ 97,549 1,395,357 SH SOLE 1,395,357 LILLY ELI & CO COM 532457108 $ 20,036 286,600 SH P SOLE 286,600 LIMITED BRANDS INC COM 532716107 $ 30,488 1,630,350 SH SOLE 1,630,350 LIMITED BRANDS INC COM 532716107 $ 4,153 222,100 SH C SOLE 222,100 LIMITED BRANDS INC COM 532716107 $ 325 17,400 SH P SOLE 17,400 LIN TV CORP CL A 532774106 $ 809 38,151 SH SOLE 38,151 LINCARE HLDGS INC COM 532791100 $ 5,028 153,000 SH P SOLE 153,000 LINCARE HLDGS INC COM 532791100 $ 2,919 88,836 SH SOLE 88,836 LINCOLN NATL CORP IND COM 534187109 $ 20,554 435,001 SH SOLE 435,001 LINCOLN NATL CORP IND COM 534187109 $ 2,826 59,800 SH C SOLE 59,800 LINDSAY MFG CO COM 535555106 $ 228 9,483 SH SOLE 9,483 LINEAR TECHNOLOGY CORP COM 535678106 $ 10,478 265,460 SH SOLE 265,460 LINEAR TECHNOLOGY CORP COM 535678106 $ 10,381 263,000 SH P SOLE 263,000 LINEAR TECHNOLOGY CORP COM 535678106 $ 9,868 250,020 SH C SOLE 250,020 LINENS N THINGS INC COM 535679104 $ 1,861 63,485 SH SOLE 63,485 LIPID SCIENCES INC ARIZ COM 53630P101 $ 27 6,200 SH SOLE 6,200 LITHIA MTRS INC CL A 536797103 $ 238 9,607 SH SOLE 9,607 LITTELFUSE INC COM 537008104 $ 203 4,794 SH SOLE 4,794 LIZ CLAIBORNE INC COM 539320101 $ 6,756 187,767 SH SOLE 187,767 LKQ CORP COM 501889208 $ 44 2,351 SH SOLE 2,351 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 $ 223 7,000 SH SOLE 7,000 LNB BANCORP INC COM 502100100 $ 1 54 SH SOLE 54 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 $ 35,043 34,425,000 PRN SOLE 34,425,000 LOCKHEED MARTIN CORP COM 539830109 $ 26,852 515,600 SH SOLE 515,600 LOCKHEED MARTIN CORP COM 539830109 $ 6,265 120,303 SH P SOLE 120,303 LOCKHEED MARTIN CORP COM 539830109 $ 4,302 82,600 SH C SOLE 82,600 LODGENET ENTMT CORP COM 540211109 $ 2,651 160,682 SH SOLE 160,682 LOEWS CORP NOTE 3.125% 9/1 540424AL2 $ 1,021 1,069,000 PRN SOLE 1,069,000 LOEWS CORP COM 540424108 $ 15,492 258,376 SH SOLE 258,376 LOEWS CORP CAROLNA GP STK 540424207 $ 512 20,859 SH SOLE 20,859 LOGICVISION INC COM 54140W107 $ 3 1,066 SH SOLE 1,066

LO-JACK CORP COM 539451104 $ 53 6,000 SH SOLE 6,000 LONE STAR STEAKHOUSE SALOON COM 542307103 $ 126 4,625 SH SOLE 4,625 LONE STAR TECHNOLOGIES INC COM 542312103 $ 172 6,249 SH SOLE 6,249 LONGS DRUG STORES CORP COM 543162101 $ 193 8,106 SH SOLE 8,106 LONGVIEW FIBRE CO COM 543213102 $ 1,985 134,791 SH SOLE 134,791 LOOKSMART LTD COM 543442107 $ 137 63,294 SH SOLE 63,294 LOUDEYE CORP COM 545754103 $ 1 600 SH SOLE 600 LOUISIANA PAC CORP COM 546347105 $ 7,571 320,140 SH SOLE 320,140 LOUISIANA PAC CORP COM 546347105 $ 1,627 68,800 SH C SOLE 68,800 LOUISIANA PAC CORP COM 546347105 $ 208 8,800 SH P SOLE 8,800 LOWES COS INC NOTE 0.861%10/1 548661CG0 $ 1,242 1,248,000 PRN SOLE 1,248,000 LOWES COS INC COM 548661107 $ 61,829 1,176,577 SH SOLE 1,176,577 LOWES COS INC COM 548661107 $ 9,790 186,290 SH C SOLE 186,290 LOWES COS INC NOTE 2/1 548661CF2 $ 59 68,000 PRN SOLE 68,000 LOWES COS INC COM 548661107 $ 2,260 43,000 SH P SOLE 43,000 LSI INDS INC COM 50216C108 $ 273 23,722 SH SOLE 23,722 LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 $ 7,504 7,504,000 PRN SOLE 7,504,000 LSI LOGIC CORP COM 502161102 $ 1,698 222,800 SH C SOLE 222,800 LSI LOGIC CORP COM 502161102 $ 18 2,400 SH P SOLE 2,400 LTC PPTYS INC COM 502175102 $ 146 8,800 SH SOLE 8,800 LTX CORP COM 502392103 $ 249 23,038 SH SOLE 23,038 LUBRIZOL CORP COM 549271104 $ 3,112 84,971 SH SOLE 84,971 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $ 30,765 21,000,000 PRN SOLE 21,000,000 LUCENT TECHNOLOGIES INC COM 549463107 $ 21,292 5,632,923 SH SOLE 5,632,923 LUCENT TECHNOLOGIES INC COM 549463107 $ 13,142 3,476,600 SH C SOLE 3,476,600 LUCENT TECHNOLOGIES INC COM 549463107 $ 667 176,400 SH P SOLE 176,400 LUFKIN INDS INC COM 549764108 $ 247 7,738 SH SOLE 7,738 LUMINENT MTG CAP INC COM 550278303 $ 72 6,028 SH SOLE 6,028 LYDALL INC DEL COM 550819106 $ 279 28,528 SH SOLE 28,528 LYONDELL CHEMICAL CO COM 552078107 $ 8,599 494,500 SH P SOLE 494,500 LYONDELL CHEMICAL CO COM 552078107 $ 1,103 63,400 SH C SOLE 63,400 LYONDELL CHEMICAL CO COM 552078107 $ 379 21,778 SH SOLE 21,778 M & F WORLDWIDE CORP COM 552541104 $ 244 17,810 SH SOLE 17,810 M & T BK CORP COM 55261F104 $ 27,280 312,491 SH SOLE 312,491 M & T BK CORP COM 55261F104 $ 7,471 85,579 SH C SOLE 85,579 M D C HLDGS INC COM 552676108 $ 2,704 42,517 SH SOLE 42,517 M SYS FLASH DISK PIONEERS LT ORD M7061C100 $ 564 37,831 SH SOLE 37,831 MACATAWA BK CORP COM 554225102 $ 306 11,124 SH SOLE 11,124 MACDERMID INC COM 554273102 $ 7,616 225,000 SH C SOLE 225,000 MACDERMID INC COM 554273102 $ 828 24,455 SH SOLE 24,455 MACE SEC INTL INC COM NEW 554335208 $ 4 653 SH SOLE 653 MACK CALI RLTY CORP COM 554489104 $ 912 22,030 SH SOLE 22,030 MACROMEDIA INC COM 556100105 $ 1,101 44,856 SH SOLE 44,856 MACROMEDIA INC COM 556100105 $ 867 35,300 SH C SOLE 35,300 MACROMEDIA INC COM 556100105 $ 83 3,400 SH P SOLE 3,400 MACROVISION CORP COM 555904101 $ 374 14,941 SH SOLE 14,941 MACROVISION CORP COM 555904101 $ 250 10,000 SH C SOLE 10,000 MADDEN STEVEN LTD COM 556269108 $ 251 12,572 SH SOLE 12,572 MAF BANCORP INC COM 55261R108 $ 303 7,101 SH SOLE 7,101 MAGELLAN HEALTH SVCS INC COM NEW 559079207 $ 149 4,445 SH SOLE 4,445 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 $ 331 6,500 SH SOLE 6,500 MAGMA DESIGN AUTOMATION COM 559181102 $ 1,923 100,000 SH C SOLE 100,000

MAGNA ENTMT CORP CL A 559211107 $ 141 23,900 SH SOLE 23,900 MAGNA INTL INC CL A 559222401 $ 1,777 20,862 SH SOLE 20,862 MAGNETEK INC COM 559424106 $ 219 26,274 SH SOLE 26,274 MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F138 $ 0 221 SH SOLE 221 MAGUIRE PPTYS INC COM 559775101 $ 131 5,305 SH SOLE 5,305 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 $ 216 29,800 SH SOLE 29,800 MAIN STR BKS INC NEW COM 56034R102 $ 65 2,304 SH SOLE 2,304 MAINSOURCE FINANCIAL GP INC COM 56062Y102 $ 253 12,486 SH SOLE 12,486 MAIR HOLDINGS INC COM 560635104 $ 1 126 SH SOLE 126 MANDALAY RESORT GROUP COM 562567107 $ 69,962 1,019,257 SH SOLE 1,019,257 MANDALAY RESORT GROUP COM 562567107 $ 38,226 556,900 SH P SOLE 556,900 MANDALAY RESORT GROUP COM 562567107 $ 2,341 34,100 SH C SOLE 34,100 MANHATTAN ASSOCS INC COM 562750109 $ 210 6,800 SH C SOLE 6,800 MANHATTAN ASSOCS INC COM 562750109 $ 202 6,557 SH SOLE 6,557 MANHATTAN ASSOCS INC COM 562750109 $ 40 1,300 SH P SOLE 1,300 MANITOWOC INC COM 563571108 $ 197 5,805 SH SOLE 5,805 MANNATECH INC COM 563771104 $ 123 12,800 SH SOLE 12,800 MANNING GREG AUCTIONS INC COM 563823103 $ 159 10,400 SH SOLE 10,400 MANOR CARE INC NEW COM 564055101 $ 7,956 243,458 SH SOLE 243,458 MANPOWER INC COM 56418H100 $ 4,615 90,899 SH C SOLE 90,899 MANPOWER INC DBCV 8/1 56418HAC4 $ 46 65,000 PRN SOLE 65,000 MANPOWER INC COM 56418H100 $ 1 14 SH SOLE 14 MANTECH INTL CORP CL A 564563104 $ 131 6,992 SH SOLE 6,992 MANUGISTICS GROUP INC COM 565011103 $ 435 131,852 SH SOLE 131,852 MANULIFE FINL CORP COM 56501R106 $ 4,914 121,323 SH SOLE 121,323 MAPICS INC COM 564910107 $ 260 24,592 SH SOLE 24,592 MAPINFO CORP COM 565105103 $ 377 35,527 SH SOLE 35,527 MARATHON OIL CORP COM 565849106 $ 55,812 1,474,946 SH SOLE 1,474,946 MARCHEX INC CL B 56624R108 $ 7 648 SH SOLE 648 MARCUS CORP COM 566330106 $ 251 14,536 SH SOLE 14,536 MARIMBA INC COM 56781Q109 $ 26 3,241 SH SOLE 3,241 MARINE PRODS CORP COM 568427108 $ 27 1,440 SH SOLE 1,440 MARINEMAX INC COM 567908108 $ 58 2,022 SH SOLE 2,022 MARITRANS INC COM 570363101 $ 0 21 SH SOLE 21 MARKETWATCH COM INC COM 570619106 $ 24 2,088 SH SOLE 2,088 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 $ 128 3,400 SH SOLE 3,400 MARLIN BUSINESS SVCS CORP COM 571157106 $ 91 6,071 SH SOLE 6,071 MARRIOTT INTL INC NEW CL A 571903202 $ 37,076 743,296 SH SOLE 743,296 MARRIOTT INTL INC NEW CL A 571903202 $ 1,727 34,627 SH C SOLE 34,627 MARSH & MCLENNAN COS INC COM 571748102 $ 62,171 1,370,018 SH SOLE 1,370,018 MARSH & MCLENNAN COS INC COM 571748102 $ 4,275 94,200 SH C SOLE 94,200 MARSH & MCLENNAN COS INC COM 571748102 $ 858 18,900 SH P SOLE 18,900 MARSHALL & ILSLEY CORP COM 571834100 $ 16,428 420,250 SH SOLE 420,250 MARSHALL & ILSLEY CORP COM 571834100 $ 3,909 100,000 SH C SOLE 100,000 MARSHALL EDWARDS INC COM 572322303 $ 8 1,111 SH SOLE 1,111 MARTEK BIOSCIENCES CORP COM 572901106 $ 281 5,000 SH C SOLE 5,000 MARTEK BIOSCIENCES CORP COM 572901106 $ 81 1,445 SH SOLE 1,445 MARTEK BIOSCIENCES CORP COM 572901106 $ 51 900 SH P SOLE 900 MARTEN TRANS LTD COM 573075108 $ 263 14,098 SH SOLE 14,098 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 93 10,354 SH SOLE 10,354 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 2 200 SH C SOLE 200 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 1 100 SH P SOLE 100

MARTIN MARIETTA MATLS INC COM 573284106 $ 67 1,516 SH SOLE 1,516 MARVEL ENTERPRISES INC COM 57383M108 $ 1,801 92,270 SH SOLE 92,270 MARVEL ENTERPRISES INC COM 57383M108 $ 249 12,750 SH C SOLE 12,750 MARVEL ENTERPRISES INC COM 57383M108 $ 188 9,650 SH P SOLE 9,650 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 3,507 131,346 SH C SOLE 131,346 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 1,661 62,200 SH P SOLE 62,200 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 508 19,038 SH SOLE 19,038 MASCO CORP COM 574599106 $ 36,928 1,184,362 SH SOLE 1,184,362 MASCO CORP COM 574599106 $ 3,586 115,000 SH C SOLE 115,000 MASISA S A SPONSORED ADR 574799102 $ 5 400 SH SOLE 400 MASSBANK CORP READ MASS COM 576152102 $ 0 6 SH SOLE 6 MASSEY ENERGY CO NOTE 4.750% 5/1 576203AB9 $ 5,172 3,040,000 PRN SOLE 3,040,000 MASSEY ENERGY CORP COM 576206106 $ 465 16,486 SH SOLE 16,486 MASTEC INC COM 576323109 $ 65 11,968 SH SOLE 11,968 MATERIAL SCIENCES CORP COM 576674105 $ 193 18,120 SH SOLE 18,120 MATRIX SVC CO COM 576853105 $ 213 23,318 SH SOLE 23,318 MATSUSHITA ELEC INDL ADR 576879209 $ 194 13,491 SH SOLE 13,491 MATTEL INC COM 577081102 $ 19,031 1,042,786 SH SOLE 1,042,786 MATTEL INC COM 577081102 $ 748 41,000 SH P SOLE 41,000 MATTEL INC COM 577081102 $ 389 21,300 SH C SOLE 21,300 MATTHEWS INTL CORP CL A 577128101 $ 232 7,044 SH SOLE 7,044 MAUI LD & PINEAPPLE INC COM 577345101 $ 82 2,405 SH SOLE 2,405 MAVERICK TUBE CORP COM 577914104 $ 670 25,500 SH C SOLE 25,500 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 $ 544 27,928 SH SOLE 27,928 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 28,013 534,400 SH C SOLE 534,400 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 10,038 191,496 SH SOLE 191,496 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 1,069 20,400 SH P SOLE 20,400 MAXIM PHARMACEUTICALS INC COM 57772M107 $ 43 4,456 SH SOLE 4,456 MAXIMUS INC COM 577933104 $ 723 20,384 SH SOLE 20,384 MAXTOR CORP COM NEW 577729205 $ 778 117,298 SH SOLE 117,298 MAXTOR CORP COM NEW 577729205 $ 292 44,100 SH P SOLE 44,100 MAXTOR CORP COM NEW 577729205 $ 31 4,600 SH C SOLE 4,600 MAXWELL SHOE INC CL A 577766108 $ 14,267 613,898 SH SOLE 613,898 MAXWELL TECHNOLOGIES INC COM 577767106 $ 95 7,372 SH SOLE 7,372 MAXYGEN INC COM 577776107 $ 196 18,588 SH SOLE 18,588 MAY DEPT STORES CO COM 577778103 $ 23,381 850,523 SH SOLE 850,523 MAY DEPT STORES CO COM 577778103 $ 619 22,500 SH C SOLE 22,500 MAYTAG CORP COM 578592107 $ 2,052 83,738 SH SOLE 83,738 MAYTAG CORP COM 578592107 $ 409 16,700 SH C SOLE 16,700 MAYTAG CORP COM 578592107 $ 61 2,500 SH P SOLE 2,500 MB FINANCIAL INC NEW COM 55264U108 $ 116 3,146 SH SOLE 3,146 MBIA INC COM 55262C100 $ 24,956 436,912 SH SOLE 436,912 MBIA INC COM 55262C100 $ 1,228 21,500 SH P SOLE 21,500 MBIA INC COM 55262C100 $ 468 8,200 SH C SOLE 8,200 MBNA CORP COM 55262L100 $ 96,220 3,730,894 SH SOLE 3,730,894 MBNA CORP COM 55262L100 $ 7,115 275,900 SH C SOLE 275,900 MBNA CORP COM 55262L100 $ 5,403 209,500 SH P SOLE 209,500 MBT FINL CORP COM 578877102 $ 42 2,318 SH SOLE 2,318 MCCLATCHY CO CL A 579489105 $ 166 2,364 SH SOLE 2,364 MCCORMICK & CO INC COM NON VTG 579780206 $ 11,491 337,962 SH SOLE 337,962 MCDATA CORP CL B 580031102 $ 8,071 1,579,477 SH SOLE 1,579,477 MCDATA CORP CL B 580031102 $ 60 11,700 SH P SOLE 11,700

MCDATA CORP CL B 580031102 $ 7 1,400 SH C SOLE 1,400 MCDERMOTT INTL INC COM 580037109 $ 254 25,000 SH SOLE 25,000 MCDONALDS CORP COM 580135101 $ 64,881 2,495,416 SH SOLE 2,495,416 MCDONALDS CORP COM 580135101 $ 18,394 707,457 SH C SOLE 707,457 MCDONALDS CORP COM 580135101 $ 1,542 59,300 SH P SOLE 59,300 MCF CORP COM 580395101 $ 2 848 SH SOLE 848 MCG CAPITAL CORP COM 58047P107 $ 81 5,245 SH SOLE 5,245 MCGRATH RENTCORP COM 580589109 $ 54 1,457 SH SOLE 1,457 MCGRAW HILL COS INC COM 580645109 $ 31,932 417,031 SH SOLE 417,031 MCKESSON CORP COM 58155Q103 $ 34,600 1,007,862 SH SOLE 1,007,862 MCKESSON CORP COM 58155Q103 $ 450 13,100 SH P SOLE 13,100 MCKESSON CORP COM 58155Q103 $ 367 10,700 SH C SOLE 10,700 MCLEODUSA INC CL A 582266706 $ 0 204 SH SOLE 204 MCMORAN EXPLORATION CO COM 582411104 $ 294 18,849 SH SOLE 18,849 MDU RES GROUP INC COM 552690109 $ 14,959 622,500 SH C SOLE 622,500 MDU RES GROUP INC COM 552690109 $ 6,474 269,424 SH SOLE 269,424 MEADE INSTRUMENTS CORP COM 583062104 $ 14 4,343 SH SOLE 4,343 MEADWESTVACO CORP COM 583334107 $ 14,676 499,348 SH SOLE 499,348 MEADWESTVACO CORP COM 583334107 $ 1,470 50,000 SH P SOLE 50,000 MEASUREMENT SPECIALTIES INC COM 583421102 $ 307 14,212 SH SOLE 14,212 MEDAREX INC COM 583916101 $ 281 38,542 SH SOLE 38,542 MEDCATH CORP COM 58404W109 $ 315 15,758 SH SOLE 15,758 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 18,253 486,758 SH SOLE 486,758 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 911 24,300 SH C SOLE 24,300 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 356 9,500 SH P SOLE 9,500 MEDICAL ACTION INDS INC COM 58449L100 $ 288 15,653 SH SOLE 15,653 MEDICAL STAFFING NETWK HLDGS COM 58463F104 $ 4,605 715,000 SH C SOLE 715,000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 13,135 328,783 SH SOLE 328,783 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 $ 414 281,000 PRN SOLE 281,000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 5,585 139,800 SH P SOLE 139,800 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 731 18,300 SH C SOLE 18,300 MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 $ 11 9,000 PRN SOLE 9,000 MEDIFAST INC COM 58470H101 $ 65 12,306 SH SOLE 12,306 MEDIMMUNE INC COM 584699102 $ 17,587 751,881 SH SOLE 751,881 MEDIMMUNE INC COM 584699102 $ 2,332 99,700 SH C SOLE 99,700 MEDIMMUNE INC COM 584699102 $ 692 29,600 SH P SOLE 29,600 MEDQUIST INC COM 584949101 $ 13 1,092 SH SOLE 1,092 MEDSOURCE TECHNOLOGIES INC COM 58505Y103 $ 103 14,540 SH SOLE 14,540 MEDTRONIC INC COM 585055106 $ 117,298 2,407,598 SH SOLE 2,407,598 MEDTRONIC INC COM 585055106 $ 32,749 672,191 SH C SOLE 672,191 MEDTRONIC INC COM 585055106 $ 9,666 198,400 SH P SOLE 198,400 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 $ 159 157,000 PRN SOLE 157,000 MELLON FINL CORP COM 58551A108 $ 28,197 961,381 SH SOLE 961,381 MELLON FINL CORP COM 58551A108 $ 4,665 159,050 SH C SOLE 159,050 MELLON FINL CORP COM 58551A108 $ 331 11,300 SH P SOLE 11,300 MEMBERWORKS INC COM 586002107 $ 118 3,996 SH SOLE 3,996 MENS WEARHOUSE INC COM 587118100 $ 1,424 53,957 SH SOLE 53,957 MENTOR CORP MINN COM 587188103 $ 66 1,939 SH SOLE 1,939 MENTOR GRAPHICS CORP COM 587200106 $ 303 19,567 SH SOLE 19,567 MERCANTILE BANK CORP COM 587376104 $ 309 8,485 SH SOLE 8,485 MERCANTILE BANKSHARES CORP COM 587405101 $ 352 7,509 SH SOLE 7,509 MERCHANTS BANCSHARES COM 588448100 $ 0 10 SH SOLE 10

MERCK & CO INC COM 589331107 $ 288,734 6,078,609 SH SOLE 6,078,609 MERCK & CO INC COM 589331107 $ 93,160 1,961,259 SH P SOLE 1,961,259 MERCK & CO INC COM 589331107 $ 32,442 682,983 SH C SOLE 682,983 MERCURY GENL CORP NEW COM 589400100 $ 1,056 21,267 SH SOLE 21,267 MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB5 $ 16,969 17,206,000 PRN SOLE 17,206,000 MERCURY INTERACTIVE CORP COM 589405109 $ 2,686 53,900 SH P SOLE 53,900 MERCURY INTERACTIVE CORP COM 589405109 $ 2,566 51,500 SH C SOLE 51,500 MERCURY INTERACTIVE CORP COM 589405109 $ 1,578 31,659 SH SOLE 31,659 MEREDITH CORP COM 589433101 $ 7,362 133,957 SH SOLE 133,957 MERGE TECHNOLOGIES INC COM 589981109 $ 178 12,180 SH SOLE 12,180 MERIDIAN BIOSCIENCE INC COM 589584101 $ 0 40 SH SOLE 40 MERIDIAN GOLD INC COM 589975101 $ 117 9,007 SH SOLE 9,007 MERIDIAN RESOURCE CORP COM 58977Q109 $ 300 43,176 SH SOLE 43,176 MERIT MED SYS INC COM 589889104 $ 482 30,240 SH SOLE 30,240 MERITAGE CORP COM 59001A102 $ 2,312 33,600 SH C SOLE 33,600 MERIX CORP COM 590049102 $ 127 11,240 SH SOLE 11,240 MERRILL LYNCH & CO INC NOTE 5/2 590188A65 $ 27,313 50,000,000 PRN SOLE 50,000,000 MERRILL LYNCH & CO INC FRNT 3/1 590188A73 $ 5,944 5,905,000 PRN SOLE 5,905,000 MERRILL LYNCH & CO INC COM 590188108 $ 114,778 2,126,299 SH SOLE 2,126,299 MERRILL LYNCH & CO INC COM 590188108 $ 18,704 346,500 SH C SOLE 346,500 MERRILL LYNCH & CO INC COM 590188108 $ 4,977 92,200 SH P SOLE 92,200 MESA AIR GROUP INC COM 590479101 $ 198 24,414 SH SOLE 24,414 MESTEK INC COM 590829107 $ 0 4 SH SOLE 4 METAL MGMT INC COM NEW 591097209 $ 176 8,892 SH SOLE 8,892 METALINK LTD ORD M69897102 $ 9 1,248 SH SOLE 1,248 METALS USA INC COM NEW 591324207 $ 61 3,385 SH SOLE 3,385 METASOLV INC COM 59139P104 $ 0 120 SH SOLE 120 METHANEX CORP COM 59151K108 $ 2,652 200,000 SH C SOLE 200,000 METHANEX CORP COM 59151K108 $ 948 71,481 SH SOLE 71,481 METHODE ELECTRS INC COM 591520200 $ 478 36,816 SH SOLE 36,816 METLIFE INC COM 59156R108 $ 65,606 1,830,024 SH SOLE 1,830,024 METLIFE INC COM 59156R108 $ 5,915 165,000 SH C SOLE 165,000 METLIFE INC COM 59156R108 $ 5,915 165,000 SH P SOLE 165,000 METRO ONE TELECOMMUNICATIONS COM 59163F105 $ 1 413 SH SOLE 413 METROCALL HLDGS INC COM 59164X105 $ 62 919 SH SOLE 919 METTLER TOLEDO INTERNATIONAL COM 592688105 $ 28 573 SH SOLE 573 MGE ENERGY INC COM 55277P104 $ 101 3,099 SH SOLE 3,099 MGI PHARMA INC COM 552880106 $ 1,543 57,144 SH SOLE 57,144 MGIC INVT CORP WIS COM 552848103 $ 7,375 97,218 SH SOLE 97,218 MGIC INVT CORP WIS COM 552848103 $ 3,793 50,000 SH P SOLE 50,000 MGM MIRAGE COM 552953101 $ 6,525 139,000 SH P SOLE 139,000 MGM MIRAGE COM 552953101 $ 2,466 52,540 SH SOLE 52,540 MGP INGREDIENTS INC COM 55302G103 $ 25 647 SH SOLE 647 MICHAELS STORES INC COM 594087108 $ 1,427 25,952 SH SOLE 25,952 MICHAELS STORES INC COM 594087108 $ 149 2,700 SH C SOLE 2,700 MICHAELS STORES INC COM 594087108 $ 143 2,600 SH P SOLE 2,600 MICREL INC COM 594793101 $ 1,189 97,842 SH SOLE 97,842 MICRO THERAPEUTICS INC COM 59500W100 $ 30 7,192 SH SOLE 7,192 MICROCHIP TECHNOLOGY INC COM 595017104 $ 4,781 151,576 SH SOLE 151,576 MICROCHIP TECHNOLOGY INC COM 595017104 $ 281 8,900 SH C SOLE 8,900 MICROCHIP TECHNOLOGY INC COM 595017104 $ 246 7,800 SH P SOLE 7,800 MICRON TECHNOLOGY INC COM 595112103 $ 12,118 791,500 SH C SOLE 791,500

MICRON TECHNOLOGY INC COM 595112103 $ 6,292 411,000 SH P SOLE 411,000 MICRON TECHNOLOGY INC COM 595112103 $ 5,319 347,411 SH SOLE 347,411 MICROS SYS INC COM 594901100 $ 193 4,023 SH SOLE 4,023 MICROSEMI CORP COM 595137100 $ 3,410 240,000 SH C SOLE 240,000 MICROSOFT CORP COM 594918104 $ 1,030,330 36,075,978 SH C SOLE 36,075,978 MICROSOFT CORP COM 594918104 $ 333,818 11,688,311 SH P SOLE 11,688,311 MICROSOFT CORP COM 594918104 $ 316,019 11,065,091 SH SOLE 11,065,091 MICROSTRATEGY INC CL A NEW 594972408 $ 765 17,906 SH SOLE 17,906 MICROSTRATEGY INC CL A NEW 594972408 $ 568 13,300 SH C SOLE 13,300 MICROSTRATEGY INC CL A NEW 594972408 $ 128 3,000 SH P SOLE 3,000 MICROTEK MEDICAL HLDGS INC COM 59515B109 $ 240 46,964 SH SOLE 46,964 MICROTUNE INC DEL COM 59514P109 $ 26 5,603 SH SOLE 5,603 MICROVISION INC WASH COM 594960106 $ 106 12,656 SH SOLE 12,656 MIDAS GROUP INC COM 595626102 $ 356 20,439 SH SOLE 20,439 MIDDLEBY CORP COM 596278101 $ 219 4,006 SH SOLE 4,006 MIDDLESEX WATER CO COM 596680108 $ 266 13,719 SH SOLE 13,719 MIDLAND CO COM 597486109 $ 41 1,387 SH SOLE 1,387 MID-STATE BANCSHARES COM 595440108 $ 96 4,081 SH SOLE 4,081 MIDWAY GAMES INC COM 598148104 $ 283 24,600 SH C SOLE 24,600 MIDWAY GAMES INC COM 598148104 $ 124 10,800 SH P SOLE 10,800 MIDWEST BANC HOLDINGS INC COM 598251106 $ 40 1,794 SH SOLE 1,794 MIKOHN GAMING CORP COM 59862K108 $ 42 8,600 SH SOLE 8,600 MILACRON INC COM 598709103 $ 126 31,387 SH SOLE 31,387 MILLENNIUM CHEMICALS INC COM 599903101 $ 140 8,095 SH SOLE 8,095 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 3,660 265,183 SH SOLE 265,183 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 2,452 177,708 SH C SOLE 177,708 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 1,246 90,300 SH P SOLE 90,300 MILLER HERMAN INC COM 600544100 $ 10,630 367,325 SH SOLE 367,325 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 $ 2,955 135,134 SH SOLE 135,134 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 $ 1,458 66,667 SH C SOLE 66,667 MILLIPORE CORP COM 601073109 $ 2,370 42,036 SH SOLE 42,036 MILLS CORP COM 601148109 $ 635 13,604 SH SOLE 13,604 MIM CORP COM 553044108 $ 141 16,257 SH SOLE 16,257 MINDSPEED TECHNOLOGIES INC COM 602682106 $ 201 40,603 SH SOLE 40,603 MINE SAFETY APPLIANCES CO COM 602720104 $ 128 3,784 SH SOLE 3,784 MIPS TECHNOLOGIES INC COM 604567107 $ 427 69,717 SH SOLE 69,717 MISSION RESOURCES CORP COM 605109107 $ 113 19,880 SH SOLE 19,880 MISSION WEST PPTYS INC COM 605203108 $ 96 7,918 SH SOLE 7,918 MOBILE MINI INC COM 60740F105 $ 290 10,218 SH SOLE 10,218 MOBILITY ELECTRONICS INC COM 60741U101 $ 232 27,416 SH SOLE 27,416 MODEM MEDIA INC CL A 607533106 $ 123 23,500 SH SOLE 23,500 MODINE MFG CO COM 607828100 $ 817 25,667 SH SOLE 25,667 MODTECH HLDGS INC COM 60783C100 $ 0 55 SH SOLE 55 MOHAWK INDS INC COM 608190104 $ 1,204 16,418 SH SOLE 16,418 MOLECULAR DEVICES CORP COM 60851C107 $ 700 39,385 SH SOLE 39,385 MOLEX INC CL A 608554200 $ 48,756 1,787,229 SH C SOLE 1,787,229 MOLEX INC COM 608554101 $ 27,979 872,156 SH C SOLE 872,156 MOLEX INC COM 608554101 $ 4,164 129,801 SH SOLE 129,801 MOLEX INC CL A 608554200 $ 2,971 108,900 SH SOLE 108,900 MONACO COACH CORP COM 60886R103 $ 309 10,952 SH SOLE 10,952 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 $ 246 32,695 SH SOLE 32,695 MONRO MUFFLER BRAKE INC COM 610236101 $ 38 1,559 SH SOLE 1,559

MONSANTO CO NEW COM 61166W101 $ 26,626 691,574 SH SOLE 691,574 MONSANTO CO NEW COM 61166W101 $ 104 2,700 SH P SOLE 2,700 MONSANTO CO NEW COM 61166W101 $ 81 2,100 SH C SOLE 2,100 MONSTER WORLDWIDE INC COM 611742107 $ 677 26,331 SH SOLE 26,331 MONSTER WORLDWIDE INC COM 611742107 $ 512 19,900 SH P SOLE 19,900 MONSTER WORLDWIDE INC COM 611742107 $ 206 8,000 SH C SOLE 8,000 MONY GROUP INC COM 615337102 $ 804 25,676 SH SOLE 25,676 MOODYS CORP COM 615369105 $ 17,138 265,042 SH SOLE 265,042 MOOG INC CL A 615394202 $ 796 21,458 SH SOLE 21,458 MORGAN STANLEY COM NEW 617446448 $ 132,802 2,516,613 SH SOLE 2,516,613 MORGAN STANLEY COM NEW 617446448 $ 41,314 782,900 SH P SOLE 782,900 MORGAN STANLEY COM NEW 617446448 $ 40,147 760,800 SH C SOLE 760,800 MOTHERS WK INC COM 619903107 $ 0 20 SH SOLE 20 MOTOROLA INC COM 620076109 $ 91,845 5,032,597 SH SOLE 5,032,597 MOTOROLA INC COM 620076109 $ 56,780 3,111,216 SH C SOLE 3,111,216 MOTOROLA INC EQTY UNIT 7% 620076208 $ 1,422 2,880,000 PRN SOLE 2,880,000 MOTOROLA INC COM 620076109 $ 14,469 792,800 SH P SOLE 792,800 MOVADO GROUP INC COM 624580106 $ 44 2,564 SH SOLE 2,564 MOVIE GALLERY INC COM 624581104 $ 142 7,278 SH SOLE 7,278 MPOWER HOLDING CORP COM NEW 62473L309 $ 1,279 1,084,184 SH SOLE 1,084,184 MPS GROUP INC COM 553409103 $ 559 46,131 SH SOLE 46,131 MRO SOFTWARE INC COM 55347W105 $ 127 9,310 SH SOLE 9,310 MRV COMMUNICATIONS INC COM 553477100 $ 185 67,535 SH SOLE 67,535 MSC INDL DIRECT INC CL A 553530106 $ 704 21,429 SH SOLE 21,429 MSC SOFTWARE CORP COM 553531104 $ 241 26,892 SH SOLE 26,892 MTC TECHNOLOGIES INC COM 55377A106 $ 156 6,024 SH SOLE 6,024 MTR GAMING GROUP INC COM 553769100 $ 818 74,699 SH SOLE 74,699 MTS SYS CORP COM 553777103 $ 179 7,635 SH SOLE 7,635 MUELLER INDS INC COM 624756102 $ 1,192 33,304 SH SOLE 33,304 MULTIMEDIA GAMES INC COM 625453105 $ 190 7,100 SH C SOLE 7,100 MULTIMEDIA GAMES INC COM 625453105 $ 163 6,060 SH SOLE 6,060 MULTIMEDIA GAMES INC COM 625453105 $ 56 2,100 SH P SOLE 2,100 MURPHY OIL CORP COM 626717102 $ 16,583 225,000 SH P SOLE 225,000 MURPHY OIL CORP COM 626717102 $ 7,549 102,422 SH SOLE 102,422 MURPHY OIL CORP COM 626717102 $ 2,137 29,000 SH C SOLE 29,000 MUTUALFIRST FINL INC COM 62845B104 $ 0 11 SH SOLE 11 MYERS INDS INC COM 628464109 $ 257 18,205 SH SOLE 18,205 MYKROLIS CORP COM 62852P103 $ 831 47,710 SH SOLE 47,710 MYLAN LABS INC COM 628530107 $ 12,270 605,924 SH SOLE 605,924 MYLAN LABS INC COM 628530107 $ 8,099 399,950 SH C SOLE 399,950 MYLAN LABS INC COM 628530107 $ 3,052 150,700 SH P SOLE 150,700 MYOGEN INC COM 62856E104 $ 19 2,500 SH SOLE 2,500 MYRIAD GENETICS INC COM 62855J104 $ 406 27,192 SH SOLE 27,192 NABI BIOPHARMACEUTICALS COM 629519109 $ 477 33,519 SH SOLE 33,519 NABORS INDS INC DBCV 2/0 629568AF3 $ 51,717 78,957,000 PRN SOLE 78,957,000 NABORS INDUSTRIES LTD SHS G6359F103 $ 10,043 222,100 SH C SOLE 222,100 NABORS INDUSTRIES LTD SHS G6359F103 $ 7,492 165,669 SH SOLE 165,669 NABORS INDUSTRIES LTD SHS G6359F103 $ 222 4,900 SH P SOLE 4,900 NACCO INDS INC CL A 629579103 $ 68 718 SH SOLE 718 NANOGEN INC COM 630075109 $ 202 29,863 SH SOLE 29,863 NANOMETRICS INC COM 630077105 $ 124 10,927 SH SOLE 10,927 NASB FINL INC COM 628968109 $ 24 558 SH SOLE 558

NASH FINCH CO COM 631158102 $ 387 15,449 SH SOLE 15,449 NASSDA CORP COM 63172M101 $ 54 13,000 SH SOLE 13,000 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 $ 167 1,600 SH SOLE 1,600 NATIONAL BANKSHARES INC VA COM 634865109 $ 0 9 SH SOLE 9 NATIONAL BEVERAGE CORP COM 635017106 $ 12 1,175 SH SOLE 1,175 NATIONAL CITY CORP COM 635405103 $ 31,224 891,847 SH SOLE 891,847 NATIONAL CITY CORP COM 635405103 $ 1,063 30,374 SH C SOLE 30,374 NATIONAL COMMERCE FINL CORP COM 63545P104 $ 60,427 1,859,295 SH SOLE 1,859,295 NATIONAL COMMERCE FINL CORP COM 63545P104 $ 3,060 94,146 SH C SOLE 94,146 NATIONAL FINL PARTNERS CORP COM 63607P208 $ 41 1,163 SH SOLE 1,163 NATIONAL FUEL GAS CO N J COM 636180101 $ 3,777 151,087 SH SOLE 151,087 NATIONAL HEALTHCARE CORP COM 635906100 $ 31 1,111 SH SOLE 1,111 NATIONAL HOME HEALTH CARE CO COM 636380107 $ 2 230 SH SOLE 230 NATIONAL INSTRS CORP COM 636518102 $ 6,299 205,500 SH C SOLE 205,500 NATIONAL MED HEALTH CARD SYS COM NEW 636918302 $ 121 4,500 SH SOLE 4,500 NATIONAL PENN BANCSHARES INC COM 637138108 $ 122 4,091 SH SOLE 4,091 NATIONAL PRESTO INDS INC COM 637215104 $ 213 5,168 SH SOLE 5,168 NATIONAL PROCESSING INC COM 637229105 $ 1,507 52,421 SH SOLE 52,421 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 6,069 276,000 SH C SOLE 276,000 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 5,334 242,572 SH P SOLE 242,572 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 1,323 60,178 SH SOLE 60,178 NATIONAL WESTN LIFE INS CO CL A 638522102 $ 55 360 SH SOLE 360 NATIONWIDE FINL SVCS INC CL A 638612101 $ 2,227 59,209 SH SOLE 59,209 NATIONWIDE HEALTH PPTYS INC COM 638620104 $ 5,640 298,396 SH SOLE 298,396 NATURES SUNSHINE PRODUCTS IN COM 639027101 $ 140 9,839 SH SOLE 9,839 NAUTILUS GROUP INC COM 63910B102 $ 702 36,000 SH C SOLE 36,000 NAUTILUS GROUP INC COM 63910B102 $ 138 7,090 SH SOLE 7,090 NAUTILUS GROUP INC COM 63910B102 $ 45 2,300 SH P SOLE 2,300 NAVIGANT INTL INC COM 63935R108 $ 275 15,448 SH SOLE 15,448 NAVIGATORS GROUP INC COM 638904102 $ 40 1,372 SH SOLE 1,372 NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM8 $ 2,330 2,371,000 PRN SOLE 2,371,000 NAVISTAR INTL CORP NEW COM 63934E108 $ 2,822 72,800 SH P SOLE 72,800 NAVISTAR INTL CORP NEW COM 63934E108 $ 1,808 46,648 SH SOLE 46,648 NAVISTAR INTL CORP NEW COM 63934E108 $ 1,283 33,100 SH C SOLE 33,100 NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG3 $ 1 1,000 PRN SOLE 1,000 NBC CAP CORP COM 628729105 $ 29 1,082 SH SOLE 1,082 NBT BANCORP INC COM 628778102 $ 124 5,540 SH SOLE 5,540 NBTY INC COM 628782104 $ 426 14,499 SH SOLE 14,499 NCO GROUP INC COM 628858102 $ 183 6,838 SH SOLE 6,838 NCR CORP NEW COM 62886E108 $ 6,264 126,318 SH SOLE 126,318 NDCHEALTH CORP COM 639480102 $ 182 7,824 SH SOLE 7,824 NEIGHBORCARE INC COM 64015Y104 $ 219 7,000 SH C SOLE 7,000 NEIGHBORCARE INC COM 64015Y104 $ 218 6,957 SH SOLE 6,957 NEIMAN MARCUS GROUP INC CL B 640204301 $ 6,246 120,573 SH SOLE 120,573 NEKTAR THERAPEUTICS COM 640268108 $ 699 35,000 SH P SOLE 35,000 NEKTAR THERAPEUTICS COM 640268108 $ 152 7,626 SH SOLE 7,626 NELNET INC CL A 64031N108 $ 23 1,285 SH SOLE 1,285 NELSON THOMAS INC COM 640376109 $ 595 26,163 SH SOLE 26,163 NEOFORMA COM INC COM NEW 640475505 $ 176 14,504 SH SOLE 14,504 NEOPHARM INC COM 640919106 $ 154 14,917 SH SOLE 14,917 NEORX CORP COM PAR $0.02 640520300 $ 19 7,737 SH SOLE 7,737 NEOSE TECHNOLOGIES INC COM 640522108 $ 112 13,462 SH SOLE 13,462

NEOWARE SYS INC COM 64065P102 $ 117 14,114 SH SOLE 14,114 NET2PHONE COM 64108N106 $ 111 24,580 SH SOLE 24,580 NETEASE COM INC SPONSORED ADR 64110W102 $ 5,354 129,500 SH C SOLE 129,500 NETEASE COM INC SPONSORED ADR 64110W102 $ 5,114 123,700 SH P SOLE 123,700 NETFLIX COM INC COM 64110L106 $ 25,790 716,400 SH C SOLE 716,400 NETFLIX COM INC COM 64110L106 $ 4,932 137,000 SH P SOLE 137,000 NETGEAR INC COM 64111Q104 $ 110 10,249 SH SOLE 10,249 NETIQ CORP COM 64115P102 $ 570 43,149 SH SOLE 43,149 NETOPIA INC COM 64114K104 $ 812 123,000 SH C SOLE 123,000 NETRATINGS INC COM 64116M108 $ 32 1,958 SH SOLE 1,958 NETSCOUT SYS INC COM 64115T104 $ 202 30,595 SH SOLE 30,595 NETWORK APPLIANCE INC COM 64120L104 $ 8,870 412,000 SH C SOLE 412,000 NETWORK APPLIANCE INC COM 64120L104 $ 8,657 402,100 SH P SOLE 402,100 NETWORK APPLIANCE INC COM 64120L104 $ 5,449 253,082 SH SOLE 253,082 NETWORK ENGINES INC COM 64121A107 $ 295 107,509 SH SOLE 107,509 NETWORK EQUIP TECHNOLOGIES COM 641208103 $ 452 55,359 SH SOLE 55,359 NETWORKS ASSOCS INC COM 640938106 $ 2,399 132,300 SH P SOLE 132,300 NETWORKS ASSOCS INC COM 640938106 $ 2,335 128,800 SH C SOLE 128,800 NETWORKS ASSOCS INC COM 640938106 $ 347 19,119 SH SOLE 19,119 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 $ 2 408 SH SOLE 408 NEUROCRINE BIOSCIENCES INC COM 64125C109 $ 6,958 134,200 SH C SOLE 134,200 NEUROCRINE BIOSCIENCES INC COM 64125C109 $ 332 6,400 SH P SOLE 6,400 NEUROGEN CORP COM 64124E106 $ 31 4,114 SH SOLE 4,114 NEVADA GOLD & CASINOS INC COM NEW 64126Q206 $ 79 5,888 SH SOLE 5,888 NEW CENTURY FINANCIAL CORP NOTE 3.500% 7/0 64352DAB7 $ 7,156 5,000,000 PRN SOLE 5,000,000 NEW CENTURY FINANCIAL CORP COM 64352D101 $ 18,822 402,010 SH SOLE 402,010 NEW ENGLAND BUSINESS SVC INC COM 643872104 $ 0 1,045 SH SOLE 1,045 NEW FRONTIER MEDIA INC COM 644398109 $ 218 25,544 SH SOLE 25,544 NEW JERSEY RES COM 646025106 $ 2,649 63,705 SH SOLE 63,705 NEW PLAN EXCEL RLTY TR INC NOTE 3.750% 6/0 648053AB2 $ 15,525 15,000,000 PRN SOLE 15,000,000 NEW PLAN EXCEL RLTY TR INC COM 648053106 $ 899 38,464 SH SOLE 38,464 NEW YORK CMNTY BANCORP INC COM 649445103 $ 21,053 1,072,500 SH P SOLE 1,072,500 NEW YORK CMNTY BANCORP INC COM 649445103 $ 13,466 686,000 SH C SOLE 686,000 NEW YORK CMNTY BANCORP INC COM 649445103 $ 10,059 512,434 SH SOLE 512,434 NEW YORK CMNTY CAP TR V BONUSES 64944P307 $ 25,478 46,399,100 PRN SOLE 46,399,100 NEW YORK CMNTY CAP TR V BONUSES 64944P307 $ 15,831 288,300 SH SOLE 288,300 NEW YORK TIMES CO CL A 650111107 $ 10,981 245,600 SH C SOLE 245,600 NEW YORK TIMES CO CL A 650111107 $ 10,348 231,449 SH SOLE 231,449 NEW YORK TIMES CO CL A 650111107 $ 107 2,400 SH P SOLE 2,400 NEWCASTLE INVT CORP COM 65105M108 $ 33 1,110 SH SOLE 1,110 NEWELL RUBBERMAID INC COM 651229106 $ 12,740 542,136 SH SOLE 542,136 NEWELL RUBBERMAID INC COM 651229106 $ 331 14,100 SH P SOLE 14,100 NEWELL RUBBERMAID INC COM 651229106 $ 235 10,000 SH C SOLE 10,000 NEWFIELD EXPL CO COM 651290108 $ 874 15,677 SH SOLE 15,677 NEWMONT MINING CORP COM 651639106 $ 60,648 1,564,715 SH SOLE 1,564,715 NEWMONT MINING CORP COM 651639106 $ 36,531 942,500 SH P SOLE 942,500 NEWMONT MINING CORP COM 651639106 $ 16,892 435,800 SH C SOLE 435,800 NEWPARK RES INC COM PAR $.01NEW 651718504 $ 84 13,602 SH SOLE 13,602 NEWPORT CORP COM 651824104 $ 595 36,774 SH SOLE 36,774 NEWPORT CORP COM 651824104 $ 115 7,100 SH P SOLE 7,100 NEWPORT CORP COM 651824104 $ 44 2,700 SH C SOLE 2,700 NEXEN INC COM 65334H102 $ 54 1,375 SH SOLE 1,375

NEXSTAR BROADCASTING GROUP I CL A 65336K103 $ 18 1,599 SH SOLE 1,599 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 $ 25,165 25,877,000 PRN SOLE 25,877,000 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 65,442 2,454,700 SH C SOLE 2,454,700 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 27,658 1,037,452 SH SOLE 1,037,452 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 8,768 328,900 SH P SOLE 328,900 NEXTEL PARTNERS INC CL A 65333F107 $ 15,920 1,000,000 SH C SOLE 1,000,000 NEXTEL PARTNERS INC CL A 65333F107 $ 143 9,001 SH SOLE 9,001 NIC INC COM 62914B100 $ 25 3,510 SH SOLE 3,510 NICOR INC COM 654086107 $ 1,514 44,565 SH SOLE 44,565 NII HLDGS INC CL B NEW 62913F201 $ 550 16,332 SH SOLE 16,332 NIKE INC CL B 654106103 $ 54,402 718,172 SH SOLE 718,172 NIKE INC CL B 654106103 $ 5,151 68,000 SH P SOLE 68,000 NIKE INC CL B 654106103 $ 1,545 20,400 SH C SOLE 20,400 NISOURCE INC COM 65473P105 $ 14,785 717,045 SH SOLE 717,045 NISSAN MOTORS SPONSORED ADR 654744408 $ 1,004 44,888 SH SOLE 44,888 NITROMED INC COM 654798503 $ 139 22,920 SH SOLE 22,920 NMS COMMUNICATIONS CORP COM 629248105 $ 387 52,496 SH SOLE 52,496 NN INC COM 629337106 $ 221 17,353 SH SOLE 17,353 NOBLE CORPORATION SHS G65422100 $ 14,015 369,898 SH SOLE 369,898 NOBLE CORPORATION SHS G65422100 $ 11,742 309,900 SH C SOLE 309,900 NOBLE CORPORATION SHS G65422100 $ 2,296 60,600 SH P SOLE 60,600 NOBLE ENERGY INC COM 655044105 $ 14,066 275,800 SH C SOLE 275,800 NOBLE ENERGY INC COM 655044105 $ 6,765 132,649 SH SOLE 132,649 NOBLE INTL LTD COM 655053106 $ 277 11,186 SH SOLE 11,186 NOLAND CO COM 655286102 $ 0 1 SH SOLE 1 NORANDA INC COM 655422103 $ 263 15,342 SH SOLE 15,342 NORDSON CORP COM 655663102 $ 812 18,719 SH SOLE 18,719 NORDSTROM INC COM 655664100 $ 16,181 379,741 SH SOLE 379,741 NORFOLK SOUTHERN CORP COM 655844108 $ 22,471 847,327 SH SOLE 847,327 NORTEL NETWORKS CORP NEW COM 656568102 $ 33,321 6,677,600 SH C SOLE 6,677,600 NORTEL NETWORKS CORP NEW COM 656568102 $ 5,180 1,038,000 SH P SOLE 1,038,000 NORTEL NETWORKS CORP NEW COM 656568102 $ 1,448 290,129 SH SOLE 290,129 NORTH FORK BANCORPORATION NY COM 659424105 $ 10,842 284,953 SH SOLE 284,953 NORTH PITTSBURGH SYS INC COM 661562108 $ 197 9,806 SH SOLE 9,806 NORTHEAST UTILS COM 664397106 $ 4,016 206,246 SH SOLE 206,246 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 $ 254 6,360 SH SOLE 6,360 NORTHERN STS FINL CORP COM 665751103 $ 0 11 SH SOLE 11 NORTHERN TR CORP COM 665859104 $ 23,433 554,228 SH SOLE 554,228 NORTHFIELD LABS INC COM 666135108 $ 141 9,896 SH SOLE 9,896 NORTHROP GRUMMAN CORP COM 666807102 $ 33,907 631,422 SH SOLE 631,422 NORTHROP GRUMMAN CORP COM 666807102 $ 16,131 300,400 SH C SOLE 300,400 NORTHROP GRUMMAN CORP COM 666807102 $ 2,314 43,100 SH P SOLE 43,100 NORTHWEST AIRLS CORP CL A 667280101 $ 992 89,200 SH P SOLE 89,200 NORTHWEST AIRLS CORP CL A 667280101 $ 375 33,700 SH C SOLE 33,700 NORTHWEST BANCORP INC PA COM 667328108 $ 13 580 SH SOLE 580 NORTHWEST NAT GAS CO COM 667655104 $ 181 5,931 SH SOLE 5,931 NOVATEL INC COM 669954109 $ 27 2,070 SH SOLE 2,070 NOVAVAX INC COM 670002104 $ 385 71,367 SH SOLE 71,367 NOVELL INC COM 670006105 $ 4,485 534,571 SH SOLE 534,571 NOVELL INC COM 670006105 $ 1,065 126,900 SH P SOLE 126,900 NOVELL INC COM 670006105 $ 720 85,800 SH C SOLE 85,800 NOVELLUS SYS INC COM 670008101 $ 6,462 205,520 SH SOLE 205,520

NOVELLUS SYS INC COM 670008101 $ 2,169 69,000 SH P SOLE 69,000 NOVELLUS SYS INC COM 670008101 $ 2,018 64,200 SH C SOLE 64,200 NOVEN PHARMACEUTICALS INC COM 670009109 $ 112 5,080 SH SOLE 5,080 NOVOSTE CORP COM 67010C100 $ 3 1,111 SH SOLE 1,111 NPS PHARMACEUTICALS INC COM 62936P103 $ 762 36,300 SH C SOLE 36,300 NPS PHARMACEUTICALS INC COM 62936P103 $ 494 23,500 SH P SOLE 23,500 NRG ENERGY INC COM NEW 629377508 $ 4,189 168,895 SH SOLE 168,895 NSTAR COM 67019E107 $ 4,089 85,407 SH SOLE 85,407 NTL INC DEL COM 62940M104 $ 11,703 203,100 SH P SOLE 203,100 NTL INC DEL COM 62940M104 $ 9,991 173,400 SH C SOLE 173,400 NTL INC DEL COM 62940M104 $ 1,760 30,546 SH SOLE 30,546 NTL INC DEL *W EXP 01/13/201 62940M138 $ 0 20 SH SOLE 20 NUANCE COMMUNICATIONS INC COM 669967101 $ 156 34,230 SH SOLE 34,230 NUCO2 INC COM 629428103 $ 113 5,763 SH SOLE 5,763 NUCOR CORP COM 670346105 $ 18,490 240,875 SH SOLE 240,875 NUCOR CORP COM 670346105 $ 13,656 177,900 SH C SOLE 177,900 NUCOR CORP COM 670346105 $ 9,894 128,900 SH P SOLE 128,900 NUI CORP COM 629431107 $ 308 21,105 SH SOLE 21,105 NUTRACEUTICAL INTL CORP COM 67060Y101 $ 59 2,791 SH SOLE 2,791 NUVASIVE INC COM 670704105 $ 143 13,069 SH SOLE 13,069 NUVEEN INVTS INC CL A 67090F106 $ 1,391 51,912 SH SOLE 51,912 NVE CORP COM NEW 629445206 $ 365 9,126 SH SOLE 9,126 NVIDIA CORP COM 67066G104 $ 12,619 616,448 SH SOLE 616,448 NVIDIA CORP COM 67066G104 $ 2,143 104,700 SH P SOLE 104,700 NVIDIA CORP COM 67066G104 $ 1,717 83,900 SH C SOLE 83,900 NVR INC COM 62944T105 $ 681 1,407 SH SOLE 1,407 NYFIX INC COM 670712108 $ 149 30,456 SH SOLE 30,456 NYMAGIC INC COM 629484106 $ 174 6,604 SH SOLE 6,604 O CHARLEYS INC COM 670823103 $ 79 4,609 SH SOLE 4,609 O REILLY AUTOMOTIVE INC COM 686091109 $ 324 7,158 SH SOLE 7,158 OAK HILL FINL INC COM 671337103 $ 75 2,394 SH SOLE 2,394 OAKLEY INC COM 673662102 $ 380 29,339 SH SOLE 29,339 OCCIDENTAL PETE CORP DEL COM 674599105 $ 68,210 1,408,999 SH SOLE 1,408,999 OCCIDENTAL PETE CORP DEL COM 674599105 $ 10,791 222,900 SH P SOLE 222,900 OCCIDENTAL PETE CORP DEL COM 674599105 $ 794 16,400 SH C SOLE 16,400 OCEANEERING INTL INC COM 675232102 $ 186 5,420 SH SOLE 5,420 OCEANFIRST FINL CORP COM 675234108 $ 34 1,425 SH SOLE 1,425 OCTEL CORP COM 675727101 $ 209 7,919 SH SOLE 7,919 OCULAR SCIENCES INC COM 675744106 $ 340 8,957 SH SOLE 8,957 OCWEN FINL CORP COM 675746101 $ 15 1,233 SH SOLE 1,233 ODYSSEY HEALTHCARE INC COM 67611V101 $ 150 7,953 SH SOLE 7,953 ODYSSEY RE HLDGS CORP COM 67612W108 $ 409 17,058 SH SOLE 17,058 OFFICE DEPOT INC COM 676220106 $ 16,446 918,282 SH SOLE 918,282 OFFICE DEPOT INC COM 676220106 $ 104 5,800 SH C SOLE 5,800 OFFICE DEPOT INC COM 676220106 $ 2 100 SH P SOLE 100 OFFSHORE LOGISTICS INC COM 676255102 $ 1,516 53,918 SH SOLE 53,918 OGE ENERGY CORP COM 670837103 $ 4,132 162,241 SH SOLE 162,241 OHIO CAS CORP COM 677240103 $ 441 21,885 SH SOLE 21,885 OIL STS INTL INC COM 678026105 $ 99 6,463 SH SOLE 6,463 OLD DOMINION FGHT LINES INC COM 679580100 $ 460 15,618 SH SOLE 15,618 OLD POINT FINL CORP COM 680194107 $ 0 11 SH SOLE 11 OLD SECOND BANCORP INC ILL COM 680277100 $ 61 1,150 SH SOLE 1,150

OLIN CORP COM PAR $1 680665205 $ 582 33,021 SH SOLE 33,021 OM GROUP INC COM 670872100 $ 784 23,749 SH SOLE 23,749 OM GROUP INC COM 670872100 $ 248 7,500 SH C SOLE 7,500 OM GROUP INC COM 670872100 $ 46 1,400 SH P SOLE 1,400 OMEGA FINL CORP COM 682092101 $ 44 1,287 SH SOLE 1,287 OMEGA PROTEIN CORP COM 68210P107 $ 48 4,952 SH SOLE 4,952 OMI CORP NEW COM Y6476W104 $ 2,741 230,367 SH SOLE 230,367 OMNICARE CAP TR I PIERS 68214L201 $ 5,273 85,000 SH SOLE 85,000 OMNICARE INC COM 681904108 $ 3,908 91,282 SH SOLE 91,282 OMNICARE INC COM 681904108 $ 1,541 36,000 SH C SOLE 36,000 OMNICOM GROUP INC NOTE 6/1 681919AP1 $ 9,739 10,002,000 PRN SOLE 10,002,000 OMNICOM GROUP INC COM 681919106 $ 21,123 278,331 SH SOLE 278,331 OMNICOM GROUP INC COM 681919106 $ 9,797 129,100 SH C SOLE 129,100 OMNICOM GROUP INC COM 681919106 $ 1,670 22,000 SH P SOLE 22,000 OMNIVISION TECHNOLOGIES INC COM 682128103 $ 3,136 196,600 SH P SOLE 196,600 OMNIVISION TECHNOLOGIES INC COM 682128103 $ 1,581 99,100 SH C SOLE 99,100 OMNIVISION TECHNOLOGIES INC COM 682128103 $ 1,128 70,736 SH SOLE 70,736 OMNOVA SOLUTIONS INC COM 682129101 $ 317 51,969 SH SOLE 51,969 ON ASSIGNMENT INC COM 682159108 $ 32 5,482 SH SOLE 5,482 ONE LIBERTY PPTYS INC COM 682406103 $ 86 4,743 SH SOLE 4,743 ONEIDA FINL CORP COM 682478102 $ 0 15 SH SOLE 15 ONLINE RES CORP COM 68273G101 $ 27 3,900 SH SOLE 3,900 ONYX PHARMACEUTICALS INC COM 683399109 $ 25,607 604,500 SH C SOLE 604,500 ONYX PHARMACEUTICALS INC COM 683399109 $ 5,634 133,000 SH P SOLE 133,000 OPEN SOLUTIONS INC COM 68371P102 $ 47 1,899 SH SOLE 1,899 OPENTV CORP CL A G67543101 $ 100 48,444 SH SOLE 48,444 OPLINK COMMUNICATIONS INC COM 68375Q106 $ 39 20,080 SH SOLE 20,080 OPSWARE INC COM 68383A101 $ 50 6,264 SH SOLE 6,264 OPTICAL COMMUNICATION PRODS CL A 68382T101 $ 18 7,562 SH SOLE 7,562 OPTIMAL GROUP INC CL A NEW 68388R208 $ 99 13,000 SH SOLE 13,000 OPTION CARE INC COM 683948103 $ 405 26,552 SH SOLE 26,552 ORACLE CORP COM 68389X105 $ 80,160 6,719,212 SH SOLE 6,719,212 ORACLE CORP COM 68389X105 $ 49,501 4,149,248 SH C SOLE 4,149,248 ORACLE CORP COM 68389X105 $ 11,870 995,000 SH P SOLE 995,000 ORASURE TECHNOLOGIES INC COM 68554V108 $ 166 17,032 SH SOLE 17,032 ORBITAL SCIENCES CORP *W EXP 08/31/200 685564130 $ 0 10 SH SOLE 10 ORBITZ INC CL A 68556Y100 $ 4,489 207,644 SH SOLE 207,644 ORBOTECH LTD ORD M75253100 $ 75 3,688 SH SOLE 3,688 ORCHID BIOSCIENCES INC COM PAR $0.01 68571P506 $ 3 434 SH SOLE 434 OREGON STL MLS INC COM 686079104 $ 75 5,099 SH SOLE 5,099 ORIGEN FINL INC COM 68619E208 $ 5,415 681,159 SH SOLE 681,159 ORLEANS HOMEBUILDERS INC COM 686588104 $ 153 7,949 SH SOLE 7,949 ORTHODONTIC CTRS AMER INC COM 68750P103 $ 516 63,000 SH C SOLE 63,000 ORTHOFIX INTL N V COM N6748L102 $ 38 900 SH SOLE 900 ORTHOLOGIC CORP COM 68750J107 $ 307 35,413 SH SOLE 35,413 ORTHOVITA INC COM 68750U102 $ 141 27,366 SH SOLE 27,366 OSCIENT PHARMACEUTICALS CORP COM 68812R105 $ 70 13,719 SH SOLE 13,719 OSHKOSH B GOSH INC CL A 688222207 $ 328 13,132 SH SOLE 13,132 OSHKOSH TRUCK CORP COM 688239201 $ 439 7,659 SH SOLE 7,659 OSI PHARMACEUTICALS INC COM 671040103 $ 26,450 375,500 SH C SOLE 375,500 OSI PHARMACEUTICALS INC COM 671040103 $ 21,914 311,100 SH P SOLE 311,100 OSI SYSTEMS INC COM 671044105 $ 126 6,314 SH SOLE 6,314

OSTEOTECH INC COM 688582105 $ 24 3,725 SH SOLE 3,725 OTTER TAIL CORP COM 689648103 $ 114 4,236 SH SOLE 4,236 OVERLAND STORAGE INC COM 690310107 $ 169 12,744 SH SOLE 12,744 OVERNITE CORP COM 690322102 $ 235 7,997 SH SOLE 7,997 OVERSTOCK COM INC DEL COM 690370101 $ 317 8,100 SH SOLE 8,100 OWENS & MINOR INC NEW COM 690732102 $ 619 23,897 SH SOLE 23,897 OWENS ILL INC COM NEW 690768403 $ 637 37,978 SH SOLE 37,978 OXFORD HEALTH PLANS INC COM 691471106 $ 9,667 175,643 SH SOLE 175,643 OXFORD HEALTH PLANS INC COM 691471106 $ 1,492 27,100 SH C SOLE 27,100 OXFORD HEALTH PLANS INC COM 691471106 $ 738 13,400 SH P SOLE 13,400 OXFORD INDS INC COM 691497309 $ 820 18,817 SH SOLE 18,817 OXIGENE INC COM 691828107 $ 193 30,575 SH SOLE 30,575 P A M TRANSN SVCS INC COM 693149106 $ 86 4,493 SH SOLE 4,493 P C CONNECTION COM 69318J100 $ 118 18,051 SH SOLE 18,051 P F CHANGS CHINA BISTRO INC COM 69333Y108 $ 1,068 25,945 SH SOLE 25,945 PACCAR INC COM 693718108 $ 23,686 408,451 SH SOLE 408,451 PACCAR INC COM 693718108 $ 14,729 254,000 SH P SOLE 254,000 PACER INTL INC TENN COM 69373H106 $ 115 6,219 SH SOLE 6,219 PACIFIC CAP BANCORP NEW COM 69404P101 $ 337 11,976 SH SOLE 11,976 PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 $ 34 1,300 SH SOLE 1,300 PACIFIC INTERNET LTD ORD Y66183107 $ 42 4,600 SH SOLE 4,600 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 1,038 52,984 SH SOLE 52,984 PACIFICARE HEALTH SYS DEL COM 695112102 $ 30,964 800,940 SH SOLE 800,940 PACIFICARE HEALTH SYS DEL COM 695112102 $ 568 14,700 SH C SOLE 14,700 PACIFICARE HEALTH SYS DEL COM 695112102 $ 398 10,300 SH P SOLE 10,300 PACKAGING CORP AMER COM 695156109 $ 12,773 534,452 SH SOLE 534,452 PACTIV CORP COM 695257105 $ 10,104 405,117 SH SOLE 405,117 PAIN THERAPEUTICS INC COM 69562K100 $ 141 17,500 SH SOLE 17,500 PALATIN TECHNOLOGIES INC COM NEW 696077304 $ 8 1,844 SH SOLE 1,844 PALL CORP COM 696429307 $ 3,095 118,193 SH SOLE 118,193 PALM HARBOR HOMES COM 696639103 $ 28 1,563 SH SOLE 1,563 PALMONE INC COM 69713P107 $ 2,083 59,900 SH C SOLE 59,900 PALMONE INC COM 69713P107 $ 701 20,164 SH SOLE 20,164 PALMONE INC COM 69713P107 $ 320 9,200 SH P SOLE 9,200 PALMSOURCE INC COM 697154102 $ 182 10,632 SH SOLE 10,632 PAN AMERICAN SILVER CORP COM 697900108 $ 542 41,200 SH C SOLE 41,200 PAN AMERICAN SILVER CORP COM 697900108 $ 80 6,100 SH P SOLE 6,100 PAN AMERICAN SILVER CORP COM 697900108 $ 50 3,800 SH SOLE 3,800 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 $ 2,157 42,700 SH SOLE 42,700 PANAMSAT CORP NEW COM 697933109 $ 1,793 77,211 SH SOLE 77,211 PANAMSAT CORP NEW COM 697933109 $ 1,161 50,000 SH C SOLE 50,000 PANERA BREAD CO CL A 69840W108 $ 775 21,600 SH P SOLE 21,600 PANERA BREAD CO CL A 69840W108 $ 672 18,732 SH SOLE 18,732 PANERA BREAD CO CL A 69840W108 $ 129 3,600 SH C SOLE 3,600 PAPA JOHNS INTL INC COM 698813102 $ 113 3,832 SH SOLE 3,832 PAR PHARMACEUTICAL COS INC COM 69888P106 $ 5,448 154,728 SH SOLE 154,728 PAR PHARMACEUTICAL COS INC COM 69888P106 $ 264 7,500 SH C SOLE 7,500 PARADYNE NETWORKS INC COM 69911G107 $ 131 23,840 SH SOLE 23,840 PARAMETRIC TECHNOLOGY CORP COM 699173100 $ 5,298 1,059,571 SH SOLE 1,059,571 PAREXEL INTL CORP COM 699462107 $ 297 14,982 SH SOLE 14,982 PARK ELECTROCHEMICAL CORP COM 700416209 $ 465 18,420 SH SOLE 18,420 PARK NATL CORP COM 700658107 $ 275 2,155 SH SOLE 2,155

PARKER DRILLING CO COM 701081101 $ 12 3,126 SH SOLE 3,126 PARKER HANNIFIN CORP COM 701094104 $ 12,373 208,097 SH SOLE 208,097 PARKER HANNIFIN CORP COM 701094104 $ 9,192 154,595 SH C SOLE 154,595 PARKVALE FINL CORP COM 701492100 $ 0 10 SH SOLE 10 PARKWAY PPTYS INC COM 70159Q104 $ 618 13,893 SH SOLE 13,893 PARLUX FRAGRANCES INC COM 701645103 $ 146 13,300 SH SOLE 13,300 PARTNER COMMUNICATIONS CO LT ADR 70211M109 $ 26 3,308 SH SOLE 3,308 PARTNERRE LTD COM G6852T105 $ 2,018 35,570 SH SOLE 35,570 PARTNERS TRUST FINCL GROUP I COM 70213A103 $ 22 1,110 SH SOLE 1,110 PARTY CITY CORP COM 702145103 $ 543 43,454 SH SOLE 43,454 PATHMARK STORES INC NEW COM 70322A101 $ 957 125,559 SH SOLE 125,559 PATINA OIL & GAS CORP COM 703224105 $ 458 15,325 SH SOLE 15,325 PATTERSON DENTAL CO COM 703412106 $ 3,489 45,619 SH SOLE 45,619 PATTERSON UTI ENERGY INC COM 703481101 $ 10,477 313,600 SH C SOLE 313,600 PATTERSON UTI ENERGY INC COM 703481101 $ 3,659 109,518 SH SOLE 109,518 PATTERSON UTI ENERGY INC COM 703481101 $ 80 2,400 SH P SOLE 2,400 PAXAR CORP COM 704227107 $ 168 8,614 SH SOLE 8,614 PAXSON COMMUNICATIONS CORP COM 704231109 $ 133 40,956 SH SOLE 40,956 PAYCHEX INC COM 704326107 $ 32,267 952,398 SH SOLE 952,398 PAYCHEX INC COM 704326107 $ 6,308 186,200 SH P SOLE 186,200 PAYCHEX INC COM 704326107 $ 3,046 89,900 SH C SOLE 89,900 PAYLESS SHOESOURCE INC COM 704379106 $ 1,342 90,005 SH SOLE 90,005 PC MALL INC COM 69323K100 $ 90 4,778 SH SOLE 4,778 PC-TEL INC COM 69325Q105 $ 325 27,556 SH SOLE 27,556 PDF SOLUTIONS INC COM 693282105 $ 180 21,144 SH SOLE 21,144 PDI INC COM 69329V100 $ 297 9,773 SH SOLE 9,773 PEAPACK-GLADSTONE FINL CORP COM 704699107 $ 36 1,117 SH SOLE 1,117 PEARSON PLC SPONSORED ADR 705015105 $ 505 40,437 SH SOLE 40,437 PEDIATRIX MED GROUP COM 705324101 $ 372 5,322 SH SOLE 5,322 PEETS COFFEE & TEA INC COM 705560100 $ 160 6,400 SH SOLE 6,400 PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 $ 3 114 SH SOLE 114 PEGASYSTEMS INC COM 705573103 $ 26 2,993 SH SOLE 2,993 PEMSTAR INC COM 706552106 $ 179 77,108 SH SOLE 77,108 PENFORD CORP COM 707051108 $ 33 1,904 SH SOLE 1,904 PENN ENGR & MFG CORP COM NON VTG 707389300 $ 170 7,950 SH SOLE 7,950 PENN NATL GAMING INC COM 707569109 $ 821 24,735 SH SOLE 24,735 PENN VA CORP COM 707882106 $ 111 3,080 SH SOLE 3,080 PENN VA RESOURCES PARTNERS L COM 707884102 $ 450 12,580 SH SOLE 12,580 PENN-AMER GROUP INC COM 707247102 $ 223 15,948 SH SOLE 15,948 PENNEY J C INC COM 708160106 $ 18,248 483,274 SH P SOLE 483,274 PENNEY J C INC NOTE 5.000%10/1 708160BV7 $ 646 483,000 PRN SOLE 483,000 PENNEY J C INC COM 708160106 $ 11,951 316,500 SH SOLE 316,500 PENNEY J C INC COM 708160106 $ 10,331 273,600 SH C SOLE 273,600 PENNFED FINL SVCS INC COM 708167101 $ 212 6,390 SH SOLE 6,390 PENNROCK FINL SVCS CORP COM 708352109 $ 40 1,309 SH SOLE 1,309 PENNS WOODS BANCORP INC COM 708430103 $ 1 17 SH SOLE 17 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 $ 1,488 43,449 SH SOLE 43,449 PENWEST PHARMACEUTICALS CO COM 709754105 $ 241 18,849 SH SOLE 18,849 PEOPLES BANCORP INC COM 709789101 $ 49 1,804 SH SOLE 1,804 PEOPLES ENERGY CORP COM 711030106 $ 3,912 92,802 SH SOLE 92,802 PEOPLES HLDG CO COM 711148106 $ 44 1,268 SH SOLE 1,268 PEOPLESOFT INC COM 712713106 $ 12,832 693,596 SH SOLE 693,596

PEOPLESOFT INC COM 712713106 $ 6,793 367,200 SH C SOLE 367,200 PEOPLESOFT INC COM 712713106 $ 2,383 128,800 SH P SOLE 128,800 PEP BOYS MANNY MOE & JACK COM 713278109 $ 635 25,031 SH SOLE 25,031 PEPSI BOTTLING GROUP INC COM 713409100 $ 7,959 260,613 SH SOLE 260,613 PEPSIAMERICAS INC COM 71343P200 $ 1,496 70,425 SH SOLE 70,425 PEPSICO INC COM 713448108 $ 172,966 3,210,199 SH SOLE 3,210,199 PEPSICO INC COM 713448108 $ 59,578 1,105,756 SH C SOLE 1,105,756 PEPSICO INC COM 713448108 $ 21,385 396,900 SH P SOLE 396,900 PEREGRINE PHARMACEUTICALS IN COM 713661106 $ 179 122,341 SH SOLE 122,341 PERFORMANCE FOOD GROUP CO COM 713755106 $ 385 14,524 SH SOLE 14,524 PERFORMANCE TECHNOLOGIES INC COM 71376K102 $ 122 13,000 SH SOLE 13,000 PERICOM SEMICONDUCTOR CORP COM 713831105 $ 195 18,236 SH SOLE 18,236 PERINI CORP COM 713839108 $ 118 11,098 SH SOLE 11,098 PERKINELMER INC COM 714046109 $ 3,538 176,564 SH SOLE 176,564 PERRIGO CO COM 714290103 $ 728 38,400 SH SOLE 38,400 PER-SE TECHNOLOGIES INC COM NEW 713569309 $ 200 13,764 SH SOLE 13,764 PETCO ANIMAL SUPPLIES COM NEW 716016209 $ 273 8,464 SH SOLE 8,464 PETMED EXPRESS INC COM 716382106 $ 65 8,102 SH SOLE 8,102 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 $ 241 24,649 SH SOLE 24,649 PETRO-CDA COM 71644E102 $ 151 3,485 SH SOLE 3,485 PETROKAZAKHSTAN INC COM 71649P102 $ 323 11,865 SH SOLE 11,865 PETROLEUM HELICOPTERS INC COM VTG 716604103 $ 0 9 SH SOLE 9 PETROQUEST ENERGY INC COM 716748108 $ 255 59,814 SH SOLE 59,814 PETSMART INC COM 716768106 $ 13,704 422,321 SH SOLE 422,321 PETSMART INC COM 716768106 $ 260 8,000 SH C SOLE 8,000 PFF BANCORP INC COM 69331W104 $ 151 4,046 SH SOLE 4,046 PFIZER INC COM 717081103 $ 541,252 15,789,155 SH SOLE 15,789,155 PFIZER INC COM 717081103 $ 150,146 4,379,988 SH P SOLE 4,379,988 PFIZER INC COM 717081103 $ 84,548 2,466,393 SH C SOLE 2,466,393 PG&E CORP COM 69331C108 $ 20,002 715,885 SH SOLE 715,885 PG&E CORP COM 69331C108 $ 2,601 93,100 SH C SOLE 93,100 PG&E CORP COM 69331C108 $ 176 6,300 SH P SOLE 6,300 PHARMACEUTICAL PROD DEV INC COM 717124101 $ 388 12,214 SH SOLE 12,214 PHARMACOPEIA DRUG DISCVRY IN COM 7171EP101 $ 2 408 SH SOLE 408 PHARMACYCLICS INC COM 716933106 $ 385 37,970 SH SOLE 37,970 PHELPS DODGE CORP PFD A CV 6.75% 717265508 $ 70,056 560,446 SH SOLE 560,446 PHELPS DODGE CORP COM 717265102 $ 42,631 550,000 SH P SOLE 550,000 PHELPS DODGE CORP COM 717265102 $ 19,664 253,700 SH C SOLE 253,700 PHILADELPHIA CONS HLDG CORP COM 717528103 $ 494 8,220 SH SOLE 8,220 PHILLIPS VAN HEUSEN CORP COM 718592108 $ 957 49,737 SH SOLE 49,737 PHOENIX COS INC NEW CORPORATE UNIT 71902E406 $ 48,885 1,289,500 SH SOLE 1,289,500 PHOENIX COS INC NEW CORPORATE UNIT 71902E406 $ 48,885 1,289,500 SH SOLE 1,289,500 PHOENIX COS INC NEW COM 71902E109 $ 742 60,611 SH SOLE 60,611 PHOENIX TECHNOLOGY LTD COM 719153108 $ 37 5,309 SH SOLE 5,309 PHOTON DYNAMICS INC COM 719364101 $ 127 3,616 SH SOLE 3,616 PHOTRONICS INC NOTE 4.750%12/1 719405AC6 $ 1,766 1,770,000 PRN SOLE 1,770,000 PHOTRONICS INC NOTE 2.250% 4/1 719405AE2 $ 1,381 1,000,000 PRN SOLE 1,000,000 PHOTRONICS INC COM 719405102 $ 134 7,066 SH SOLE 7,066 PICO HLDGS INC COM NEW 693366205 $ 93 4,939 SH SOLE 4,939 PIEDMONT NAT GAS INC COM 720186105 $ 1,699 39,785 SH SOLE 39,785 PIER 1 IMPORTS INC COM 720279108 $ 1,423 80,443 SH SOLE 80,443 PINNACLE AIRL CORP COM 723443107 $ 85 7,500 SH SOLE 7,500

PINNACLE ENTMT INC COM 723456109 $ 97 7,719 SH SOLE 7,719 PINNACLE SYS INC COM 723481107 $ 290 40,491 SH SOLE 40,491 PINNACLE WEST CAP CORP COM 723484101 $ 2,350 58,173 SH SOLE 58,173 PIONEER NAT RES CO COM 723787107 $ 4,612 131,478 SH SOLE 131,478 PIPER JAFFRAY COS COM 724078100 $ 215 4,755 SH SOLE 4,755 PITNEY BOWES INC COM 724479100 $ 20,642 466,495 SH SOLE 466,495 PIXAR COM 725811103 $ 8,327 119,800 SH P SOLE 119,800 PIXAR COM 725811103 $ 657 9,445 SH SOLE 9,445 PIXAR COM 725811103 $ 229 3,300 SH C SOLE 3,300 PIXELWORKS INC COM 72581M107 $ 2,298 150,000 SH C SOLE 150,000 PIXELWORKS INC COM 72581M107 $ 483 31,530 SH SOLE 31,530 PLACER DOME INC COM 725906101 $ 8,437 507,036 SH C SOLE 507,036 PLACER DOME INC COM 725906101 $ 17 1,000 SH P SOLE 1,000 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 $ 1 44 SH SOLE 44 PLAINS EXPL& PRODTN CO COM 726505100 $ 714 38,896 SH SOLE 38,896 PLAINS RES INC COM PAR $0.10 726540503 $ 133 7,860 SH SOLE 7,860 PLANAR SYS INC COM 726900103 $ 253 18,889 SH SOLE 18,889 PLATINUM UNDERWRITER HLDGS L COM G7127P100 $ 488 16,040 SH SOLE 16,040 PLATO LEARNING INC COM 72764Y100 $ 254 25,603 SH SOLE 25,603 PLEXUS CORP COM 729132100 $ 458 33,937 SH SOLE 33,937 PLUG POWER INC COM 72919P103 $ 137 18,301 SH SOLE 18,301 PLUM CREEK TIMBER CO INC COM 729251108 $ 8,141 249,886 SH SOLE 249,886 PLX TECHNOLOGY INC COM 693417107 $ 204 11,800 SH SOLE 11,800 PMA CAP CORP CL A 693419202 $ 117 13,004 SH SOLE 13,004 PMC-SIERRA INC COM 69344F106 $ 13,000 905,900 SH P SOLE 905,900 PMC-SIERRA INC COM 69344F106 $ 12,232 852,400 SH C SOLE 852,400 PMC-SIERRA INC COM 69344F106 $ 604 42,106 SH SOLE 42,106 PMI GROUP INC DBCV 2.500% 7/1 69344MAE1 $ 1,823 1,594,000 PRN SOLE 1,594,000 PNC FINL SVCS GROUP INC COM 693475105 $ 40,740 767,529 SH SOLE 767,529 PNC FINL SVCS GROUP INC COM 693475105 $ 196 3,700 SH C SOLE 3,700 PNC FINL SVCS GROUP INC COM 693475105 $ 37 700 SH P SOLE 700 PNM RES INC COM 69349H107 $ 934 44,988 SH SOLE 44,988 POGO PRODUCING CO COM 730448107 $ 3,849 77,918 SH SOLE 77,918 POLARIS INDS INC COM 731068102 $ 747 15,567 SH SOLE 15,567 POLO RALPH LAUREN CORP CL A 731572103 $ 588 17,078 SH SOLE 17,078 POLYCOM INC COM 73172K104 $ 695 31,032 SH SOLE 31,032 POLYCOM INC COM 73172K104 $ 238 10,600 SH C SOLE 10,600 POLYCOM INC COM 73172K104 $ 211 9,400 SH P SOLE 9,400 POLYMEDICA CORP COM 731738100 $ 183 5,888 SH SOLE 5,888 POLYONE CORP COM 73179P106 $ 148 19,897 SH SOLE 19,897 POMEROY IT SOLUTIONS INC COM 731822102 $ 2 126 SH SOLE 126 POPE & TALBOT INC COM 732827100 $ 1,308 66,151 SH SOLE 66,151 POPULAR INC COM 733174106 $ 1,543 36,072 SH SOLE 36,072 PORTAL SOFTWARE INC COM NEW 736126301 $ 93 25,497 SH SOLE 25,497 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 $ 73 2,633 SH SOLE 2,633 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 $ 77 7,100 SH SOLE 7,100 POSSIS MEDICAL INC COM 737407106 $ 398 11,659 SH SOLE 11,659 POTASH CORP SASK INC COM 73755L107 $ 1,171 12,087 SH SOLE 12,087 POTLATCH CORP COM 737628107 $ 2,395 57,512 SH SOLE 57,512 POWELL INDS INC COM 739128106 $ 87 5,118 SH SOLE 5,118 POWER INTEGRATIONS INC COM 739276103 $ 166 6,684 SH SOLE 6,684 POWER-ONE INC COM 739308104 $ 1,414 128,774 SH SOLE 128,774

POWERWAVE TECHNOLOGIES INC COM 739363109 $ 255 33,112 SH SOLE 33,112 PPG INDS INC COM 693506107 $ 30,423 486,848 SH SOLE 486,848 PPL CORP COM 69351T106 $ 10,413 226,859 SH SOLE 226,859 PPL CORP COM 69351T106 $ 3,443 75,000 SH C SOLE 75,000 PRAECIS PHARMACEUTICALS INC COM 739421105 $ 604 158,993 SH SOLE 158,993 PRAXAIR INC COM 74005P104 $ 31,442 787,818 SH SOLE 787,818 PRAXAIR INC COM 74005P104 $ 998 25,000 SH C SOLE 25,000 PRE PAID LEGAL SVCS INC COM 740065107 $ 85 3,577 SH SOLE 3,577 PRE PAID LEGAL SVCS INC COM 740065107 $ 48 2,000 SH C SOLE 2,000 PRECISION CASTPARTS CORP COM 740189105 $ 17,403 318,208 SH SOLE 318,208 PRECISION DRILLING CORP COM 74022D100 $ 8,975 186,948 SH SOLE 186,948 PREMCOR INC COM 74045Q104 $ 482 12,853 SH SOLE 12,853 PREMIER FARNELL PLC SPONSORED ADR 74050U107 $ 61 6,625 SH SOLE 6,625 PRENTISS PPTYS TR SH BEN INT 740706106 $ 2,442 72,851 SH SOLE 72,851 PRESIDENTIAL LIFE CORP COM 740884101 $ 141 7,840 SH SOLE 7,840 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 $ 240 43,819 SH SOLE 43,819 PRICE LEGACY CORP COM NEW 74144P502 $ 68 3,706 SH SOLE 3,706 PRICE T ROWE GROUP INC COM 74144T108 $ 13,234 262,581 SH SOLE 262,581 PRICELINE COM INC COM NEW 741503403 $ 2,566 95,300 SH C SOLE 95,300 PRICELINE COM INC COM NEW 741503403 $ 40 1,500 SH P SOLE 1,500 PRIDE INTL INC DEL COM 74153Q102 $ 2,034 118,882 SH SOLE 118,882 PRIDE INTL INC DEL COM 74153Q102 $ 330 19,300 SH P SOLE 19,300 PRIDE INTL INC DEL COM 74153Q102 $ 163 9,500 SH C SOLE 9,500 PRIMA ENERGY CORP COM PAR $0.015 741901201 $ 140 3,550 SH SOLE 3,550 PRIME HOSPITALITY CORP COM 741917108 $ 938 88,324 SH SOLE 88,324 PRIMEDIA INC COM 74157K101 $ 79 28,464 SH SOLE 28,464 PRIMUS TELECOMMUNICATIONS GR COM 741929103 $ 197 38,685 SH SOLE 38,685 PRINCETON REVIEW INC COM 742352107 $ 189 24,995 SH SOLE 24,995 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 $ 32,604 937,421 SH SOLE 937,421 PRIORITY HEALTHCARE CORP CL B 74264T102 $ 216 9,429 SH SOLE 9,429 PRIVATEBANCORP INC COM 742962103 $ 71 2,582 SH SOLE 2,582 PROASSURANCE CORP COM 74267C106 $ 185 5,414 SH SOLE 5,414 PROCTER & GAMBLE CO COM 742718109 $ 297,947 5,472,943 SH SOLE 5,472,943 PROCTER & GAMBLE CO COM 742718109 $ 48,559 891,977 SH C SOLE 891,977 PROCTER & GAMBLE CO COM 742718109 $ 23,405 429,928 SH P SOLE 429,928 PROGRESS ENERGY INC COM 743263105 $ 22,329 506,912 SH SOLE 506,912 PROGRESS SOFTWARE CORP COM 743312100 $ 170 7,828 SH SOLE 7,828 PROGRESSIVE CORP OHIO COM 743315103 $ 28,519 334,333 SH SOLE 334,333 PROGRESSIVE CORP OHIO COM 743315103 $ 2,576 30,200 SH C SOLE 30,200 PROGRESSIVE CORP OHIO COM 743315103 $ 418 4,900 SH P SOLE 4,900 PROLOGIS SH BEN INT 743410102 $ 31,762 964,826 SH SOLE 964,826 PROQUEST COMPANY COM 74346P102 $ 1,226 45,000 SH P SOLE 45,000 PROQUEST COMPANY COM 74346P102 $ 477 17,500 SH SOLE 17,500 PROSPERITY BANCSHARES INC COM 743606105 $ 65 2,688 SH SOLE 2,688 PROTECTIVE LIFE CORP COM 743674103 $ 3,693 95,508 SH SOLE 95,508 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 $ 2,139 1,815,000 PRN SOLE 1,815,000 PROTEIN DESIGN LABS INC COM 74369L103 $ 1,177 61,500 SH P SOLE 61,500 PROTEIN DESIGN LABS INC COM 74369L103 $ 249 13,000 SH C SOLE 13,000 PROVIDE COMM INC COM 74373W103 $ 124 6,277 SH SOLE 6,277 PROVIDENT BANCORP INC DEL COM 74383A109 $ 75 6,596 SH SOLE 6,596 PROVIDENT BANKSHARES CORP COM 743859100 $ 303 10,510 SH SOLE 10,510 PROVIDENT FINL GROUP INC COM 743866105 $ 6,162 156,154 SH SOLE 156,154

PROVIDENT FINL HLDGS INC COM 743868101 $ 94 3,986 SH SOLE 3,986 PROVIDENT FINL SVCS INC COM 74386T105 $ 314 17,875 SH SOLE 17,875 PROVIDIAN FINL CORP COM 74406A102 $ 1,639 111,700 SH C SOLE 111,700 PROVIDIAN FINL CORP COM 74406A102 $ 323 21,990 SH SOLE 21,990 PROVIDIAN FINL CORP COM 74406A102 $ 214 14,600 SH P SOLE 14,600 PROVINCE HEALTHCARE CO COM 743977100 $ 1,458 85,017 SH SOLE 85,017 PROXIM CORP CL A 744283102 $ 119 100,304 SH SOLE 100,304 PROXYMED PHARMACY INC COM NEW 744290305 $ 121 7,110 SH SOLE 7,110 PRUDENTIAL FINL INC COM 744320102 $ 11,449 246,364 SH SOLE 246,364 PRUDENTIAL FINL INC COM 744320102 $ 3,160 68,000 SH C SOLE 68,000 PRUDENTIAL FINL INC COM 744320102 $ 2,128 45,800 SH P SOLE 45,800 PS BUSINESS PKS INC CALIF COM 69360J107 $ 143 3,555 SH SOLE 3,555 PSS WORLD MED INC COM 69366A100 $ 69 6,188 SH SOLE 6,188 PSYCHIATRIC SOLUTIONS INC COM 74439H108 $ 145 5,800 SH SOLE 5,800 PTEK HLDGS INC COM 69366M104 $ 215 18,621 SH SOLE 18,621 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $ 13,880 346,745 SH SOLE 346,745 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $ 128 3,200 SH C SOLE 3,200 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $ 88 2,200 SH P SOLE 2,200 PULITZER INC COM 745769109 $ 66 1,352 SH SOLE 1,352 PULTE HOMES INC COM 745867101 $ 20,359 391,291 SH SOLE 391,291 PULTE HOMES INC COM 745867101 $ 8,077 155,244 SH P SOLE 155,244 PULTE HOMES INC COM 745867101 $ 3,075 59,100 SH C SOLE 59,100 PXRE GROUP LTD COM G73018106 $ 283 11,200 SH SOLE 11,200 QAD INC COM 74727D108 $ 67 6,271 SH SOLE 6,271 QLOGIC CORP COM 747277101 $ 11,543 434,115 SH SOLE 434,115 QLOGIC CORP COM 747277101 $ 9,235 347,300 SH P SOLE 347,300 QLOGIC CORP COM 747277101 $ 6,581 247,500 SH C SOLE 247,500 QLT INC COM 746927102 $ 1,571 78,410 SH SOLE 78,410 QLT INC COM 746927102 $ 76 3,800 SH P SOLE 3,800 QLT INC COM 746927102 $ 6 300 SH C SOLE 300 QRS CORP COM 74726X105 $ 23 3,463 SH SOLE 3,463 QUAKER CHEM CORP COM 747316107 $ 339 12,277 SH SOLE 12,277 QUAKER CITY BANCORP INC COM 74731K106 $ 217 3,942 SH SOLE 3,942 QUALCOMM INC COM 747525103 $ 178,771 2,449,588 SH SOLE 2,449,588 QUALCOMM INC COM 747525103 $ 30,579 419,000 SH P SOLE 419,000 QUALCOMM INC COM 747525103 $ 17,457 239,200 SH C SOLE 239,200 QUALITY DISTR INC FLA COM 74756M102 $ 239 21,696 SH SOLE 21,696 QUALITY SYS INC COM 747582104 $ 455 9,273 SH SOLE 9,273 QUANEX CORP COM 747620102 $ 71 1,461 SH SOLE 1,461 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 $ 1,479 1,500,000 PRN SOLE 1,500,000 QUANTA SVCS INC COM 74762E102 $ 147 23,614 SH SOLE 23,614 QUANTUM CORP COM DSSG 747906204 $ 346 111,695 SH SOLE 111,695 QUANTUM FUEL SYS TECH WORLDW COM 74765E109 $ 185 30,233 SH SOLE 30,233 QUEST DIAGNOSTICS INC COM 74834L100 $ 12,589 148,194 SH SOLE 148,194 QUEST DIAGNOSTICS INC COM 74834L100 $ 2,345 27,600 SH C SOLE 27,600 QUEST DIAGNOSTICS INC COM 74834L100 $ 943 11,100 SH P SOLE 11,100 QUESTAR CORP COM 748356102 $ 3,825 98,994 SH SOLE 98,994 QUIDEL CORP COM 74838J101 $ 105 17,868 SH SOLE 17,868 QUIKSILVER INC COM 74838C106 $ 697 29,277 SH SOLE 29,277 QUIXOTE CORP COM 749056107 $ 107 5,353 SH SOLE 5,353 QUOVADX INC COM 74913K106 $ 22 19,200 SH SOLE 19,200 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 11,742 3,270,650 SH SOLE 3,270,650

QWEST COMMUNICATIONS INTL IN COM 749121109 $ 119 33,200 SH C SOLE 33,200 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 51 14,100 SH P SOLE 14,100 R & G FINANCIAL CORP CL B 749136107 $ 507 15,334 SH SOLE 15,334 R H DONNELLEY CORP COM NEW 74955W307 $ 1,247 28,501 SH SOLE 28,501 RADIANT SYSTEMS INC COM 75025N102 $ 142 30,188 SH SOLE 30,188 RADIO ONE INC CL A 75040P108 $ 6,759 420,851 SH SOLE 420,851 RADIO ONE INC CL D NON VTG 75040P405 $ 46 2,847 SH SOLE 2,847 RADIOSHACK CORP COM 750438103 $ 14,499 506,418 SH SOLE 506,418 RADIOSHACK CORP COM 750438103 $ 97 3,400 SH C SOLE 3,400 RADIOSHACK CORP COM 750438103 $ 3 100 SH P SOLE 100 RADISYS CORP COM 750459109 $ 18 994 SH SOLE 994 RADVISION LTD ORD M81869105 $ 96 7,725 SH SOLE 7,725 RADWARE LTD ORD M81873107 $ 168 9,859 SH SOLE 9,859 RAE SYS INC COM 75061P102 $ 31 5,689 SH SOLE 5,689 RAILAMERICA INC COM 750753105 $ 156 10,707 SH SOLE 10,707 RAIT INVT TR COM 749227104 $ 2,314 93,875 SH SOLE 93,875 RALCORP HLDGS INC NEW COM 751028101 $ 2,120 60,213 SH SOLE 60,213 RAMBUS INC DEL COM 750917106 $ 5,670 319,800 SH P SOLE 319,800 RAMBUS INC DEL COM 750917106 $ 4,211 237,510 SH SOLE 237,510 RAMBUS INC DEL COM 750917106 $ 3,615 203,900 SH C SOLE 203,900 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 $ 250 10,311 SH SOLE 10,311 RANDGOLD & EXPL LTD SPON ADR NEW 753009307 $ 30 12,000 SH SOLE 12,000 RANGE RES CORP COM 75281A109 $ 11,832 810,379 SH SOLE 810,379 RARE HOSPITALITY INTL INC COM 753820109 $ 256 10,284 SH SOLE 10,284 RAVEN INDS INC COM 754212108 $ 205 5,757 SH SOLE 5,757 RAYMOND JAMES FINANCIAL INC COM 754730109 $ 1,457 55,084 SH SOLE 55,084 RAYONIER INC COM 754907103 $ 767 17,257 SH SOLE 17,257 RAYOVAC CORP COM 755081106 $ 210 7,484 SH SOLE 7,484 RAYTECH CORP DEL COM 755103108 $ 9 5,614 SH SOLE 5,614 RAYTHEON CO COM NEW 755111507 $ 31,501 880,658 SH SOLE 880,658 RAYTHEON CO COM NEW 755111507 $ 8,885 248,400 SH C SOLE 248,400 RAYTHEON CO COM NEW 755111507 $ 300 8,400 SH P SOLE 8,400 RC2 CORP COM 749388104 $ 166 4,678 SH SOLE 4,678 READERS DIGEST ASSN INC COM 755267101 $ 1,099 68,719 SH SOLE 68,719 READING INTERNATIONAL INC CL A 755408101 $ 20 2,325 SH SOLE 2,325 REALTY INCOME CORP COM 756109104 $ 904 21,662 SH SOLE 21,662 RED HAT INC COM 756577102 $ 4,315 187,873 SH C SOLE 187,873 RED HAT INC COM 756577102 $ 2,329 101,400 SH P SOLE 101,400 REDBACK NETWORKS INC COM NEW 757209507 $ 1 121 SH C SOLE 121 REDIFF COM INDIA LTD SPONSORED ADR 757479100 $ 98 11,600 SH SOLE 11,600 REEBOK INTL LTD COM 758110100 $ 4,718 131,116 SH SOLE 131,116 REEBOK INTL LTD COM 758110100 $ 4,192 116,500 SH C SOLE 116,500 REGAL BELOIT CORP COM 758750103 $ 52 2,340 SH SOLE 2,340 REGAL ENTMT GROUP CL A 758766109 $ 2,885 159,400 SH SOLE 159,400 REGENCY CTRS CORP COM 758849103 $ 180,180 4,200,000 SH P SOLE 4,200,000 REGENCY CTRS CORP COM 758849103 $ 124,963 2,912,892 SH SOLE 2,912,892 REGENERATION TECH INC DEL COM 75886N100 $ 397 37,011 SH SOLE 37,011 REGENERON PHARMACEUTICALS COM 75886F107 $ 316 30,000 SH C SOLE 30,000 REGENT COMMUNICATIONS INC DE COM 758865109 $ 148 23,874 SH SOLE 23,874 REGIONS FINL CORP COM 758940100 $ 146,200 4,000,000 SH C SOLE 4,000,000 REGIONS FINL CORP COM 758940100 $ 4,136 113,147 SH SOLE 113,147 REGIS CORP MINN COM 758932107 $ 80 1,801 SH SOLE 1,801

REGISTER COM INC COM 75914G101 $ 285 47,738 SH SOLE 47,738 REHABCARE GROUP INC COM 759148109 $ 94 3,521 SH SOLE 3,521 REINSURANCE GROUP AMER INC COM 759351109 $ 40 988 SH SOLE 988 RELIANCE STEEL & ALUMINUM CO COM 759509102 $ 1,924 47,716 SH SOLE 47,716 RELIANT ENERGY INC COM 75952B105 $ 44 4,100 SH C SOLE 4,100 RELIANT ENERGY INC COM 75952B105 $ 18 1,700 SH P SOLE 1,700 RELIANT ENERGY INC COM 75952B105 $ 11 981 SH SOLE 981 REMEC INC COM 759543101 $ 3,128 495,000 SH SOLE 495,000 REMINGTON OIL & GAS CORP COM 759594302 $ 1,497 63,450 SH SOLE 63,450 RENAISSANCE RE HLDGS LTD COM G7496G103 $ 3,289 60,968 SH SOLE 60,968 RENAL CARE GROUP INC COM 759930100 $ 1,895 57,189 SH SOLE 57,189 RENOVIS INC COM 759885106 $ 83 9,107 SH SOLE 9,107 RENT A CTR INC NEW COM 76009N100 $ 1,555 51,944 SH SOLE 51,944 RENT WAY INC COM 76009U104 $ 157 17,396 SH SOLE 17,396 REPUBLIC AWYS HLDGS INC COM 760276105 $ 19 1,365 SH SOLE 1,365 REPUBLIC BANCORP INC COM 760282103 $ 225 16,158 SH SOLE 16,158 REPUBLIC BANCORP KY CL A 760281204 $ 26 1,306 SH SOLE 1,306 REPUBLIC SVCS INC COM 760759100 $ 6,705 231,671 SH SOLE 231,671 RES-CARE INC COM 760943100 $ 9,760 768,507 SH SOLE 768,507 RESEARCH FRONTIERS INC COM 760911107 $ 0 49 SH SOLE 49 RESEARCH IN MOTION LTD COM 760975102 $ 54,945 802,700 SH C SOLE 802,700 RESEARCH IN MOTION LTD COM 760975102 $ 33,048 482,800 SH P SOLE 482,800 RESMED INC COM 761152107 $ 374 7,345 SH SOLE 7,345 RESOURCE AMERICA INC CL A 761195205 $ 203 8,600 SH SOLE 8,600 RESOURCES CONNECTION INC COM 76122Q105 $ 2,136 54,625 SH C SOLE 54,625 RESOURCES CONNECTION INC COM 76122Q105 $ 948 24,237 SH SOLE 24,237 RESPIRONICS INC COM 761230101 $ 445 7,567 SH SOLE 7,567 RESTORATION HARDWARE INC DEL COM 760981100 $ 257 35,115 SH SOLE 35,115 RETAIL VENTURES INC COM 76128Y102 $ 76 9,797 SH SOLE 9,797 RETEK INC COM 76128Q109 $ 449 73,174 SH SOLE 73,174 RETRACTABLE TECHNOLOGIES INC COM 76129W105 $ 0 36 SH SOLE 36 REVLON INC CL A 761525500 $ 273 92,673 SH SOLE 92,673 REWARDS NETWORK INC COM 761557107 $ 10 1,136 SH SOLE 1,136 REYNOLDS R J TOB HLDGS INC COM 76182K105 $ 282,209 4,175,300 SH P SOLE 4,175,300 REYNOLDS R J TOB HLDGS INC COM 76182K105 $ 76,769 1,135,800 SH C SOLE 1,135,800 RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB6 $ 995 1,000,000 PRN SOLE 1,000,000 RF MICRODEVICES INC COM 749941100 $ 1,343 179,095 SH SOLE 179,095 RF MICRODEVICES INC COM 749941100 $ 248 33,000 SH C SOLE 33,000 RF MICRODEVICES INC COM 749941100 $ 218 29,100 SH P SOLE 29,100 RIGEL PHARMACEUTICALS INC COM NEW 766559603 $ 23 1,592 SH SOLE 1,592 RIGGS NATL CORP WASH DC COM 766570105 $ 326 15,412 SH SOLE 15,412 RITE AID CORP NOTE 4.750%12/0 767754BA1 $ 971 900,000 PRN SOLE 900,000 RITE AID CORP COM 767754104 $ 447 85,700 SH SOLE 85,700 RITE AID CORP COM 767754104 $ 157 30,000 SH P SOLE 30,000 RIVIANA FOODS INC COM 769536103 $ 24 930 SH SOLE 930 RLI CORP COM 749607107 $ 1,519 41,604 SH SOLE 41,604 ROBBINS & MYERS INC COM 770196103 $ 317 14,099 SH SOLE 14,099 ROBERT HALF INTL INC COM 770323103 $ 5,673 190,552 SH SOLE 190,552 ROCK-TENN CO CL A 772739207 $ 331 19,510 SH SOLE 19,510 ROCKWELL AUTOMATION INC COM 773903109 $ 7,234 192,865 SH SOLE 192,865 ROCKWELL COLLINS INC COM 774341101 $ 14,487 434,791 SH SOLE 434,791 ROFIN SINAR TECHNOLOGIES INC COM 775043102 $ 520 20,472 SH SOLE 20,472

ROGERS COMMUNICATIONS INC CL B 775109200 $ 0 23 SH SOLE 23 ROGERS CORP COM 775133101 $ 252 3,600 SH SOLE 3,600 ROHM & HAAS CO COM 775371107 $ 25,613 615,993 SH SOLE 615,993 ROLLINS INC COM 775711104 $ 485 21,086 SH SOLE 21,086 ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA4 $ 16,940 37,750,000 PRN SOLE 37,750,000 ROSS STORES INC COM 778296103 $ 1,929 72,068 SH SOLE 72,068 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 $ 185 14,300 SH SOLE 14,300 ROUSE CO COM 779273101 $ 4,605 96,950 SH SOLE 96,950 ROWAN COS INC COM 779382100 $ 10,433 428,822 SH SOLE 428,822 ROWAN COS INC COM 779382100 $ 1,382 56,800 SH C SOLE 56,800 ROWAN COS INC COM 779382100 $ 825 33,900 SH P SOLE 33,900 ROXIO INC COM 780008108 $ 116 23,705 SH SOLE 23,705 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 $ 80 10,300 SH SOLE 10,300 ROYAL BANCSHARES PA INC CL A 780081105 $ 83 3,363 SH SOLE 3,363 ROYAL BK CDA MONTREAL QUE COM 780087102 $ 931 21,000 SH C SOLE 21,000 ROYAL BK CDA MONTREAL QUE COM 780087102 $ 856 19,300 SH SOLE 19,300 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 $ 15,169 21,826,000 PRN SOLE 21,826,000 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 $ 1,659 3,190,000 PRN SOLE 3,190,000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $ 11,799 271,800 SH P SOLE 271,800 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $ 65 1,500 SH C SOLE 1,500 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 $ 22,077 427,267 SH SOLE 427,267 ROYAL GOLD INC COM 780287108 $ 217 15,287 SH SOLE 15,287 ROYAL GOLD INC COM 780287108 $ 196 13,800 SH C SOLE 13,800 ROYAL GOLD INC COM 780287108 $ 18 1,300 SH P SOLE 1,300 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 $ 80 8,900 SH SOLE 8,900 ROYAL KPN NV SPONSORED ADR 780641205 $ 181 23,500 SH SOLE 23,500 RPC INC COM 749660106 $ 20 1,290 SH SOLE 1,290 RPM INTL INC COM 749685103 $ 3,315 218,111 SH SOLE 218,111 RSA SEC INC COM 749719100 $ 1,028 50,200 SH C SOLE 50,200 RSA SEC INC COM 749719100 $ 18 900 SH P SOLE 900 RTI INTL METALS INC COM 74973W107 $ 73 4,604 SH SOLE 4,604 RUBY TUESDAY INC COM 781182100 $ 3,937 143,420 SH SOLE 143,420 RUDDICK CORP COM 781258108 $ 104 4,622 SH SOLE 4,622 RUDOLPH TECHNOLOGIES INC COM 781270103 $ 66 3,631 SH SOLE 3,631 RUSH ENTERPISES INC CL B 781846308 $ 12 937 SH SOLE 937 RUSS BERRIE & CO COM 782233100 $ 162 8,357 SH SOLE 8,357 RUSSELL CORP COM 782352108 $ 127 7,089 SH SOLE 7,089 RYANS RESTAURANT GROUP INC COM 783520109 $ 144 9,138 SH SOLE 9,138 RYDER SYS INC COM 783549108 $ 5,514 137,597 SH SOLE 137,597 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 $ 5,432 38,000 SH SOLE 38,000 RYERSON TULL INC NEW COM 78375P107 $ 281 17,705 SH SOLE 17,705 RYLAND GROUP INC COM 783764103 $ 6,974 89,178 SH SOLE 89,178 RYLAND GROUP INC COM 783764103 $ 5,044 64,500 SH C SOLE 64,500 RYLAND GROUP INC COM 783764103 $ 2,440 31,200 SH P SOLE 31,200 S & T BANCORP INC COM 783859101 $ 127 3,981 SH SOLE 3,981 S R TELECOM INC COM NEW 78464P208 $ 0 5 SH SOLE 5 S Y BANCORP INC COM 785060104 $ 201 8,591 SH SOLE 8,591 S1 CORPORATION COM 78463B101 $ 510 51,300 SH SOLE 51,300 SABRE HLDGS CORP CL A 785905100 $ 7,132 257,381 SH SOLE 257,381 SAFECO CORP COM 786429100 $ 10,909 247,926 SH SOLE 247,926 SAFECO CORP COM 786429100 $ 3,850 87,500 SH C SOLE 87,500 SAFEGUARD SCIENTIFICS INC COM 786449108 $ 91 39,523 SH SOLE 39,523

SAFETY INS GROUP INC COM 78648T100 $ 196 9,160 SH SOLE 9,160 SAFEWAY INC COM NEW 786514208 $ 7,537 297,449 SH SOLE 297,449 SAFEWAY INC COM NEW 786514208 $ 2,767 109,200 SH C SOLE 109,200 SAFEWAY INC COM NEW 786514208 $ 213 8,400 SH P SOLE 8,400 SAFLINK CORP COM NEW 786578302 $ 41 17,322 SH SOLE 17,322 SAGA COMMUNICATIONS CL A 786598102 $ 47 2,570 SH SOLE 2,570 SAKS INC COM 79377W108 $ 622 41,482 SH SOLE 41,482 SALEM COMMUNICATIONS CORP DE CL A 794093104 $ 157 5,801 SH SOLE 5,801 SALTON INC COM 795757103 $ 86 16,001 SH SOLE 16,001 SANDERS MORRIS HARRIS GROUP COM 80000Q104 $ 245 16,720 SH SOLE 16,720 SANDERSON FARMS INC COM 800013104 $ 283 5,269 SH SOLE 5,269 SANDISK CORP COM 80004C101 $ 24,883 1,147,200 SH C SOLE 1,147,200 SANDISK CORP COM 80004C101 $ 15,806 728,700 SH P SOLE 728,700 SANDISK CORP COM 80004C101 $ 5,140 236,971 SH SOLE 236,971 SANDISK CORP NOTE 4.500%11/1 80004CAB7 $ 36 15,000 PRN SOLE 15,000 SANDY SPRING BANCORP INC COM 800363103 $ 80 2,313 SH SOLE 2,313 SANFILIPPO JOHN B & SON INC COM 800422107 $ 98 3,660 SH SOLE 3,660 SANMINA SCI CORP SDCV 9/1 800907AD9 $ 2,690 5,185,000 PRN SOLE 5,185,000 SANMINA SCI CORP COM 800907107 $ 15,149 1,664,766 SH SOLE 1,664,766 SANMINA SCI CORP COM 800907107 $ 2,629 288,900 SH P SOLE 288,900 SANMINA SCI CORP COM 800907107 $ 260 28,600 SH C SOLE 28,600 SANTANDER BANCORP COM 802809103 $ 19 761 SH SOLE 761 SANTOS LIMITED SPONSORED ADR 803021609 $ 23 1,213 SH SOLE 1,213 SAPIENS INTL CORP N V SHS NEW N7716A151 $ 4 1,815 SH SOLE 1,815 SARA LEE CORP COM 803111103 $ 57,619 2,506,283 SH SOLE 2,506,283 SARA LEE CORP COM 803111103 $ 7,338 319,200 SH C SOLE 319,200 SARA LEE CORP COM 803111103 $ 432 18,800 SH P SOLE 18,800 SATCON TECHNOLOGY CORP COM 803893106 $ 29 11,387 SH SOLE 11,387 SATYAM COMPUTER SERVICES LTD ADR 804098101 $ 241 13,018 SH SOLE 13,018 SAUER-DANFOSS INC COM 804137107 $ 29 1,697 SH SOLE 1,697 SAVIENT PHARMACEUTICALS INC COM 80517Q100 $ 212 85,296 SH SOLE 85,296 SAVVIS COMMUNICATIONS CORP COM 805423100 $ 65 47,400 SH SOLE 47,400 SAXON CAPITAL INC COM 80556P302 $ 136 5,937 SH SOLE 5,937 SBA COMMUNICATIONS CORP COM 78388J106 $ 277 62,351 SH SOLE 62,351 SBC COMMUNICATIONS INC COM 78387G103 $ 138,973 5,730,863 SH SOLE 5,730,863 SBC COMMUNICATIONS INC COM 78387G103 $ 40,084 1,652,964 SH C SOLE 1,652,964 SBC COMMUNICATIONS INC COM 78387G103 $ 20,111 829,300 SH P SOLE 829,300 SBS BROADCASTING SA ORD L8137F102 $ 25 800 SH SOLE 800 SBS TECHNOLOGIES INC COM 78387P103 $ 897 55,800 SH SOLE 55,800 SCANA CORP NEW COM 80589M102 $ 6,276 172,561 SH SOLE 172,561 SCANSOURCE INC COM 806037107 $ 162 2,723 SH SOLE 2,723 SCBT FINANCIAL CORP COM 78401V102 $ 150 4,979 SH SOLE 4,979 SCHAWK INC CL A 806373106 $ 18 1,314 SH SOLE 1,314 SCHEIN HENRY INC COM 806407102 $ 1,993 31,563 SH SOLE 31,563 SCHERING PLOUGH CORP COM 806605101 $ 51,594 2,791,900 SH C SOLE 2,791,900 SCHERING PLOUGH CORP COM 806605101 $ 17,622 953,560 SH SOLE 953,560 SCHERING PLOUGH CORP COM 806605101 $ 10,643 575,900 SH P SOLE 575,900 SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC2 $ 8,177 7,723,000 PRN SOLE 7,723,000 SCHLUMBERGER LTD COM 806857108 $ 78,150 1,230,508 SH SOLE 1,230,508 SCHLUMBERGER LTD COM 806857108 $ 12,410 195,400 SH C SOLE 195,400 SCHLUMBERGER LTD COM 806857108 $ 2,775 43,700 SH P SOLE 43,700 SCHNITZER STL INDS CL A 806882106 $ 309 9,100 SH P SOLE 9,100

SCHNITZER STL INDS CL A 806882106 $ 153 4,500 SH C SOLE 4,500 SCHOOL SPECIALTY INC COM 807863105 $ 150 4,128 SH SOLE 4,128 SCHULMAN A INC COM 808194104 $ 141 6,551 SH SOLE 6,551 SCHWAB CHARLES CORP NEW COM 808513105 $ 28,949 3,012,420 SH SOLE 3,012,420 SCHWAB CHARLES CORP NEW COM 808513105 $ 759 79,000 SH P SOLE 79,000 SCHWAB CHARLES CORP NEW COM 808513105 $ 181 18,800 SH C SOLE 18,800 SCHWEITZER-MAUDUIT INTL INC COM 808541106 $ 170 5,539 SH SOLE 5,539 SCI SYS INC NOTE 3.000% 3/1 783890AF3 $ 234 250,000 PRN SOLE 250,000 SCICLONE PHARMACEUTICALS INC COM 80862K104 $ 3,469 684,140 SH C SOLE 684,140 SCIENTIFIC ATLANTA INC COM 808655104 $ 4,481 129,873 SH SOLE 129,873 SCIENTIFIC ATLANTA INC COM 808655104 $ 1,487 43,100 SH C SOLE 43,100 SCIENTIFIC ATLANTA INC COM 808655104 $ 331 9,600 SH P SOLE 9,600 SCIENTIFIC GAMES CORP CL A 80874P109 $ 202 10,555 SH SOLE 10,555 SCITEX LTD ORD 809090103 $ 2,434 392,004 SH SOLE 392,004 SCM MICROSYSTEMS INC COM 784018103 $ 22 3,348 SH SOLE 3,348 SCO GROUP INC COM 78403A106 $ 3,297 563,611 SH SOLE 563,611 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 $ 1,378 46,700 SH SOLE 46,700 SCOTTS CO CL A 810186106 $ 2,245 35,141 SH SOLE 35,141 SCP POOL CORP COM 784028102 $ 348 7,724 SH SOLE 7,724 SCPIE HLDGS INC COM 78402P104 $ 20 2,145 SH SOLE 2,145 SCRIPPS E W CO OHIO CL A 811054204 $ 87,570 834,000 SH C SOLE 834,000 SCS TRANSN INC COM 81111T102 $ 1,015 38,449 SH SOLE 38,449 SEABOARD CORP COM 811543107 $ 27 54 SH SOLE 54 SEABULK INTL INC COM 81169P101 $ 163 19,708 SH SOLE 19,708 SEACOAST BKG CORP FLA COM 811707306 $ 201 9,610 SH SOLE 9,610 SEACOAST FINL SVCS CORP COM 81170Q106 $ 340 9,840 SH SOLE 9,840 SEACOR HOLDINGS INC COM 811904101 $ 177 4,027 SH SOLE 4,027 SEAGATE TECHNOLOGY SHS G7945J104 $ 8,570 593,900 SH C SOLE 593,900 SEAGATE TECHNOLOGY SHS G7945J104 $ 804 55,700 SH P SOLE 55,700 SEAGATE TECHNOLOGY SHS G7945J104 $ 426 29,519 SH SOLE 29,519 SEALED AIR CORP NEW COM 81211K100 $ 3,320 62,328 SH SOLE 62,328 SEALED AIR CORP NEW COM 81211K100 $ 954 17,900 SH C SOLE 17,900 SEALED AIR CORP NEW COM 81211K100 $ 144 2,700 SH P SOLE 2,700 SEARS ROEBUCK & CO COM 812387108 $ 25,066 663,827 SH C SOLE 663,827 SEARS ROEBUCK & CO COM 812387108 $ 14,987 396,900 SH P SOLE 396,900 SEARS ROEBUCK & CO COM 812387108 $ 10,022 265,416 SH SOLE 265,416 SEATTLE GENETICS INC COM 812578102 $ 62 8,826 SH SOLE 8,826 SECOND BANCORP INC COM 813114105 $ 40 1,291 SH SOLE 1,291 SECURE COMPUTING CORP COM 813705100 $ 198 17,000 SH SOLE 17,000 SECURITY BANK CORP COM 814047106 $ 104 3,012 SH SOLE 3,012 SEEBEYOND TECHNOLOGIES CORP COM 815704101 $ 110 29,156 SH SOLE 29,156 SEI INVESTMENTS CO COM 784117103 $ 2,316 79,762 SH SOLE 79,762 SELECT COMFORT CORP COM 81616X103 $ 9,276 326,636 SH C SOLE 326,636 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 $ 16 500 SH C SOLE 500 SELECTICA INC COM 816288104 $ 71 14,900 SH SOLE 14,900 SELECTIVE INS GROUP INC COM 816300107 $ 240 6,023 SH SOLE 6,023 SEMCO ENERGY INC COM 78412D109 $ 302 51,933 SH SOLE 51,933 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 $ 34 900 SH C SOLE 900 SEMITOOL INC COM 816909105 $ 233 20,591 SH SOLE 20,591 SEMPRA ENERGY INCOME EQTY UT 816851208 $ 52,916 1,746,400 SH SOLE 1,746,400 SEMPRA ENERGY INCOME EQTY UT 816851208 $ 52,916 1,746,400 SH SOLE 1,746,400 SEMPRA ENERGY COM 816851109 $ 19,051 553,323 SH C SOLE 553,323

SEMTECH CORP COM 816850101 $ 1,069 45,410 SH SOLE 45,410 SEMTECH CORP COM 816850101 $ 125 5,300 SH C SOLE 5,300 SEPRACOR INC COM 817315104 $ 24,202 457,500 SH C SOLE 457,500 SEPRACOR INC COM 817315104 $ 22,826 431,500 SH P SOLE 431,500 SEPRACOR INC COM 817315104 $ 12,269 231,936 SH SOLE 231,936 SEQUA CORPORATION CL A 817320104 $ 271 4,630 SH SOLE 4,630 SEQUENOM INC COM 817337108 $ 9 6,052 SH SOLE 6,052 SERENA SOFTWARE INC COM 817492101 $ 11,454 600,000 SH C SOLE 600,000 SERVICE CORP INTL COM 817565104 $ 5,774 783,446 SH SOLE 783,446 SFBC INTL INC COM 784121105 $ 655 20,916 SH SOLE 20,916 SHAW COMMUNICATIONS INC CL B CONV 82028K200 $ 32 1,921 SH SOLE 1,921 SHAW GROUP INC COM 820280105 $ 582 57,500 SH P SOLE 57,500 SHAW GROUP INC COM 820280105 $ 159 15,736 SH SOLE 15,736 SHAW GROUP INC COM 820280105 $ 15 1,500 SH C SOLE 1,500 SHENANDOAH TELECOMMUNICATION COM 82312B106 $ 31 1,142 SH SOLE 1,142 SHERWIN WILLIAMS CO COM 824348106 $ 12,042 289,816 SH SOLE 289,816 SHILOH INDS INC COM 824543102 $ 45 3,072 SH SOLE 3,072 SHOE CARNIVAL INC COM 824889109 $ 173 11,548 SH SOLE 11,548 SHOPKO STORES INC COM 824911101 $ 90 6,376 SH SOLE 6,376 SHORE BANCSHARES INC COM 825107105 $ 1 29 SH SOLE 29 SHUFFLE MASTER INC COM 825549108 $ 384 10,574 SH SOLE 10,574 SI INTL INC COM 78427V102 $ 122 5,980 SH SOLE 5,980 SIEBEL SYS INC COM 826170102 $ 6,825 638,405 SH SOLE 638,405 SIEBEL SYS INC COM 826170102 $ 6,157 575,950 SH C SOLE 575,950 SIEBEL SYS INC COM 826170102 $ 175 16,400 SH P SOLE 16,400 SIERRA BANCORP COM 82620P102 $ 1 60 SH SOLE 60 SIERRA HEALTH SVCS INC COM 826322109 $ 261 5,844 SH SOLE 5,844 SIERRA WIRELESS INC COM 826516106 $ 626 16,900 SH C SOLE 16,900 SIERRA WIRELESS INC COM 826516106 $ 33 900 SH P SOLE 900 SIGMA ALDRICH CORP COM 826552101 $ 7,729 129,652 SH SOLE 129,652 SIGMATEL INC COM 82661W107 $ 83 2,868 SH SOLE 2,868 SIGMATRON INTL INC COM 82661L101 $ 3 217 SH SOLE 217 SIGNATURE BK NEW YORK N Y COM 82669G104 $ 27 1,154 SH SOLE 1,154 SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE2 $ 90 50,000 PRN SOLE 50,000 SILICON GRAPHICS INC COM 827056102 $ 15 6,911 SH SOLE 6,911 SILICON IMAGE INC COM 82705T102 $ 227 17,331 SH SOLE 17,331 SILICON LABORATORIES INC COM 826919102 $ 3,880 83,700 SH C SOLE 83,700 SILICON LABORATORIES INC COM 826919102 $ 422 9,100 SH P SOLE 9,100 SILICON STORAGE TECHNOLOGY I COM 827057100 $ 737 71,593 SH SOLE 71,593 SILICON STORAGE TECHNOLOGY I COM 827057100 $ 196 19,000 SH C SOLE 19,000 SILICON STORAGE TECHNOLOGY I COM 827057100 $ 107 10,400 SH P SOLE 10,400 SILICONIX INC COM NEW 827079203 $ 50 1,001 SH SOLE 1,001 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 $ 62 2,392 SH SOLE 2,392 SIMON PPTY GROUP INC NEW COM 828806109 $ 17,435 339,076 SH SOLE 339,076 SIMON PPTY GROUP INC NEW COM 828806109 $ 4,680 91,019 SH P SOLE 91,019 SIMPLETECH INC COM 828823104 $ 153 44,943 SH SOLE 44,943 SIMPSON MANUFACTURING CO INC COM 829073105 $ 517 9,209 SH SOLE 9,209 SINA CORP ORD G81477104 $ 4,417 133,900 SH C SOLE 133,900 SINA CORP ORD G81477104 $ 1,386 42,000 SH P SOLE 42,000 SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 $ 925 1,000,000 PRN SOLE 1,000,000 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 $ 10 300 SH SOLE 300 SIPEX CORP COM 829909100 $ 165 29,060 SH SOLE 29,060

SIRF TECHNOLOGY HLDGS INC COM 82967H101 $ 23 1,740 SH SOLE 1,740 SIRIUS SATELLITE RADIO INC COM 82966U103 $ 47 15,398 SH SOLE 15,398 SIRIUS SATELLITE RADIO INC COM 82966U103 $ 21 6,700 SH P SOLE 6,700 SIRIUS SATELLITE RADIO INC COM 82966U103 $ 20 6,400 SH C SOLE 6,400 SIRNA THERAPEUTICS INC COM 829669100 $ 0 34 SH SOLE 34 SIRVA INC COM 82967Y104 $ 1,477 64,196 SH SOLE 64,196 SITEL CORP COM 82980K107 $ 342 81,102 SH SOLE 81,102 SIX FLAGS INC COM 83001P109 $ 2,977 410,118 SH SOLE 410,118 SIZELER PPTY INVS INC COM 830137105 $ 61 6,617 SH SOLE 6,617 SJW CORP COM 784305104 $ 34 999 SH SOLE 999 SKECHERS U S A INC CL A 830566105 $ 147 11,296 SH SOLE 11,296 SKY FINL GROUP INC COM 83080P103 $ 364 14,734 SH SOLE 14,734 SKYEPHARMA PLC SPONSORED ADR 830808101 $ 3,740 313,536 SH SOLE 313,536 SKYLINE CORP COM 830830105 $ 94 2,304 SH SOLE 2,304 SKYWEST INC COM 830879102 $ 417 23,932 SH SOLE 23,932 SKYWORKS SOLUTIONS INC COM 83088M102 $ 146 16,774 SH SOLE 16,774 SLM CORP COM 78442P106 $ 55,726 1,377,645 SH SOLE 1,377,645 SLM CORP COM 78442P106 $ 1,359 33,600 SH C SOLE 33,600 SLM CORP COM 78442P106 $ 967 23,900 SH P SOLE 23,900 SM&A COM 78465D105 $ 120 13,955 SH SOLE 13,955 SMART & FINAL INC COM 831683107 $ 328 27,248 SH SOLE 27,248 SMITH A O COM 831865209 $ 203 6,388 SH SOLE 6,388 SMITH INTL INC COM 832110100 $ 1,204 21,600 SH C SOLE 21,600 SMITH INTL INC COM 832110100 $ 95 1,700 SH P SOLE 1,700 SMITHFIELD FOODS INC COM 832248108 $ 2,352 80,000 SH C SOLE 80,000 SMITHFIELD FOODS INC COM 832248108 $ 1,765 60,044 SH SOLE 60,044 SMITHTOWN BANCORP INC COM 832449102 $ 142 3,493 SH SOLE 3,493 SMUCKER J M CO COM NEW 832696405 $ 5,537 120,610 SH SOLE 120,610 SMURFIT-STONE CONTAINER CORP COM 832727101 $ 905 45,373 SH SOLE 45,373 SNAP ON INC COM 833034101 $ 1,974 58,832 SH SOLE 58,832 SOHU COM INC COM 83408W103 $ 2,296 115,500 SH C SOLE 115,500 SOHU COM INC COM 83408W103 $ 354 17,800 SH P SOLE 17,800 SOLA INTL INC COM 834092108 $ 120 6,945 SH SOLE 6,945 SOLECTRON CORP COM 834182107 $ 25,113 3,881,497 SH SOLE 3,881,497 SOLECTRON CORP COM 834182107 $ 2,985 461,300 SH P SOLE 461,300 SOLECTRON CORP COM 834182107 $ 118 18,200 SH C SOLE 18,200 SOMERA COMMUNICATION COM 834458101 $ 0 100 SH SOLE 100 SONIC AUTOMOTIVE INC CL A 83545G102 $ 1,239 55,929 SH SOLE 55,929 SONIC CORP COM 835451105 $ 293 12,897 SH SOLE 12,897 SONIC INNOVATIONS INC COM 83545M109 $ 179 31,579 SH SOLE 31,579 SONIC SOLUTIONS COM 835460106 $ 487 22,914 SH SOLE 22,914 SONICWALL INC COM 835470105 $ 449 52,213 SH SOLE 52,213 SONUS NETWORKS INC COM 835916107 $ 616 128,879 SH SOLE 128,879 SOUND FED BANCORP INC COM 83607V104 $ 0 12 SH SOLE 12 SOURCE INTERLINK COS INC COM NEW 836151209 $ 429 38,590 SH SOLE 38,590 SOURCECORP COM 836167106 $ 326 11,857 SH SOLE 11,857 SOUTH FINL GROUP INC COM 837841105 $ 442 15,572 SH SOLE 15,572 SOUTH JERSEY INDS INC COM 838518108 $ 95 2,163 SH SOLE 2,163 SOUTHERN CMNTY FINL CORP COM 842632101 $ 24 2,325 SH SOLE 2,325 SOUTHERN CO COM 842587107 $ 58,381 2,002,763 SH SOLE 2,002,763 SOUTHERN CO COM 842587107 $ 6,472 222,029 SH C SOLE 222,029 SOUTHERN CO COM 842587107 $ 469 16,100 SH P SOLE 16,100

SOUTHERN PERU COPPER CORP COM 843611104 $ 2,680 64,848 SH SOLE 64,848 SOUTHSIDE BANCSHARES INC COM 84470P109 $ 32 1,542 SH SOLE 1,542 SOUTHTRUST CORP COM 844730101 $ 39,845 1,026,666 SH SOLE 1,026,666 SOUTHWEST AIRLS CO COM 844741108 $ 15,594 929,896 SH SOLE 929,896 SOUTHWEST AIRLS CO COM 844741108 $ 894 53,300 SH P SOLE 53,300 SOUTHWEST AIRLS CO COM 844741108 $ 315 18,800 SH C SOLE 18,800 SOUTHWEST BANCORP INC OKLA COM 844767103 $ 259 14,215 SH SOLE 14,215 SOUTHWEST BANCORPORATION TEX COM 84476R109 $ 329 7,456 SH SOLE 7,456 SOUTHWEST GAS CORP COM 844895102 $ 182 7,535 SH SOLE 7,535 SOUTHWEST WTR CO COM 845331107 $ 235 18,799 SH SOLE 18,799 SOUTHWESTERN ENERGY CO COM 845467109 $ 225 7,839 SH SOLE 7,839 SOVEREIGN BANCORP INC COM 845905108 $ 5,306 240,100 SH SOLE 240,100 SOVEREIGN BANCORP INC COM 845905108 $ 3,921 177,400 SH C SOLE 177,400 SOVEREIGN BANCORP INC COM 845905108 $ 853 38,600 SH P SOLE 38,600 SPARTECH CORP COM NEW 847220209 $ 37 1,418 SH SOLE 1,418 SPATIALIGHT INC COM 847248101 $ 106 17,456 SH SOLE 17,456 SPDR TR UNIT SER 1 78462F103 $ 1,054 9,200 SH SOLE 9,200 SPECIALTY LABORATORIES INC COM 84749R100 $ 38 4,220 SH SOLE 4,220 SPECTRALINK CORP COM 847580107 $ 192 12,895 SH SOLE 12,895 SPECTRANETICS CORP COM 84760C107 $ 22 4,000 SH SOLE 4,000 SPECTRUM PHARMACEUTICALS INC COM 84763A108 $ 29 4,600 SH SOLE 4,600 SPEEDWAY MOTORSPORTS INC COM 847788106 $ 568 16,993 SH SOLE 16,993 SPHERION CORP COM 848420105 $ 1,438 141,812 SH SOLE 141,812 SPINNAKER EXPL CO COM 84855W109 $ 288 7,324 SH SOLE 7,324 SPORTS AUTH INC NEW COM 84917U109 $ 8,031 223,694 SH SOLE 223,694 SPORTS RESORTS INTL INC COM 84918U108 $ 4 1,104 SH SOLE 1,104 SPORTSLINE COM INC COM 848934105 $ 1 827 SH SOLE 827 SPRINT CORP COM FON GROUP 852061100 $ 65,133 3,700,717 SH SOLE 3,700,717 SPRINT CORP COM FON GROUP 852061100 $ 2,195 124,700 SH P SOLE 124,700 SPRINT CORP COM FON GROUP 852061100 $ 1,091 62,000 SH C SOLE 62,000 SPSS INC COM 78462K102 $ 136 7,549 SH SOLE 7,549 SPX CORP NOTE 2/0 784635AD6 $ 737 1,170,000 PRN SOLE 1,170,000 SPX CORP COM 784635104 $ 5,203 112,047 SH SOLE 112,047 SRA INTL INC CL A 78464R105 $ 2,622 61,965 SH SOLE 61,965 SRS LABS INC COM 78464M106 $ 18 3,300 SH SOLE 3,300 SS&C TECHNOLOGIES INC COM 85227Q100 $ 469 25,076 SH SOLE 25,076 ST JOE CO COM 790148100 $ 2,196 55,327 SH SOLE 55,327 ST JUDE MED INC COM 790849103 $ 17,198 227,338 SH SOLE 227,338 ST JUDE MED INC COM 790849103 $ 1,574 20,800 SH C SOLE 20,800 ST JUDE MED INC COM 790849103 $ 809 10,700 SH P SOLE 10,700 ST MARY LD & EXPL CO COM 792228108 $ 774 21,723 SH SOLE 21,723 ST PAUL TRAVELERS INC EQUITY UNIT 792860306 $ 163,666 2,211,100 SH SOLE 2,211,100 ST PAUL TRAVELERS INC EQUITY UNIT 792860306 $ 163,666 2,211,100 SH SOLE 2,211,100 ST PAUL TRAVELERS INC COM 792860108 $ 41,098 1,013,770 SH SOLE 1,013,770 ST PAUL TRAVELERS INC COM 792860108 $ 2,485 61,300 SH C SOLE 61,300 STAGE STORES INC COM NEW 85254C305 $ 408 10,832 SH SOLE 10,832 STAKTEK HLDGS INC COM 85256P106 $ 9 1,657 SH SOLE 1,657 STAMPS COM INC COM NEW 852857200 $ 186 18,257 SH SOLE 18,257 STANCORP FINL GROUP INC COM 852891100 $ 4,213 62,883 SH SOLE 62,883 STANDARD COML CORP COM 853258101 $ 265 14,664 SH SOLE 14,664 STANDARD MICROSYSTEMS CORP COM 853626109 $ 444 19,040 SH SOLE 19,040 STANDARD MTR PRODS INC COM 853666105 $ 232 15,724 SH SOLE 15,724

STANDARD PAC CORP NEW COM 85375C101 $ 2,115 42,900 SH C SOLE 42,900 STANDARD PAC CORP NEW COM 85375C101 $ 1,215 24,646 SH SOLE 24,646 STANDARD PAC CORP NEW COM 85375C101 $ 385 7,800 SH P SOLE 7,800 STANDARD REGISTER CO COM 853887107 $ 1,207 101,454 SH SOLE 101,454 STANDEX INTL CORP COM 854231107 $ 100 3,691 SH SOLE 3,691 STANLEY FURNITURE INC COM NEW 854305208 $ 279 6,623 SH SOLE 6,623 STANLEY WKS COM 854616109 $ 4,275 93,795 SH SOLE 93,795 STAPLES INC COM 855030102 $ 35,747 1,215,483 SH SOLE 1,215,483 STAPLES INC COM 855030102 $ 1,862 63,300 SH C SOLE 63,300 STAPLES INC COM 855030102 $ 59 2,000 SH P SOLE 2,000 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 $ 89 3,800 SH SOLE 3,800 STAR SCIENTIFIC INC COM 85517P101 $ 75 19,107 SH SOLE 19,107 STARBUCKS CORP COM 855244109 $ 34,191 786,185 SH SOLE 786,185 STARBUCKS CORP COM 855244109 $ 3,914 90,000 SH P SOLE 90,000 STARBUCKS CORP COM 855244109 $ 2,649 60,900 SH C SOLE 60,900 STARTEK INC COM 85569C107 $ 867 24,226 SH SOLE 24,226 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $ 14,185 316,273 SH SOLE 316,273 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $ 7,849 175,000 SH P SOLE 175,000 STATE AUTO FINL CORP COM 855707105 $ 235 7,653 SH SOLE 7,653 STATE BANCORP INC N.Y COM 855716106 $ 238 9,734 SH SOLE 9,734 STATE FINL SVCS CORP CL A 856855101 $ 118 3,994 SH SOLE 3,994 STATE STR CORP COM 857477103 $ 48,309 985,092 SH SOLE 985,092 STATE STR CORP UNIT 99/99/9999 857477202 $ 6,350 27,700 SH SOLE 27,700 STATE STR CORP UNIT 99/99/9999 857477202 $ 6,350 27,700 SH SOLE 27,700 STATOIL ASA SPONSORED ADR 85771P102 $ 413 32,500 SH SOLE 32,500 STEAK N SHAKE CO COM 857873103 $ 109 5,965 SH SOLE 5,965 STEEL DYNAMICS INC COM 858119100 $ 307 10,712 SH SOLE 10,712 STEEL TECHNOLOGIES INC COM 858147101 $ 78 3,552 SH SOLE 3,552 STEELCASE INC CL A 858155203 $ 1,702 121,600 SH SOLE 121,600 STEIN MART INC COM 858375108 $ 149 9,144 SH SOLE 9,144 STEINWAY MUSICAL INSTRS INC COM ORD 858495104 $ 276 7,853 SH SOLE 7,853 STELLENT INC COM 85856W105 $ 92 10,762 SH SOLE 10,762 STELMAR SHIPPING LTD COM V8726M103 $ 50 1,500 SH SOLE 1,500 STEPAN CO COM 858586100 $ 218 8,330 SH SOLE 8,330 STERICYCLE INC COM 858912108 $ 875 16,914 SH SOLE 16,914 STERIS CORP COM 859152100 $ 814 36,080 SH SOLE 36,080 STERLING BANCORP COM 859158107 $ 58 2,085 SH SOLE 2,085 STERLING BANCSHARES INC COM 858907108 $ 138 9,724 SH SOLE 9,724 STERLING FINL CORP COM 859317109 $ 94 3,605 SH SOLE 3,605 STERLING FINL CORP WASH COM 859319105 $ 171 5,377 SH SOLE 5,377 STEWART & STEVENSON SVCS INC COM 860342104 $ 1,651 92,133 SH SOLE 92,133 STEWART ENTERPRISES INC CL A 860370105 $ 3,165 388,831 SH C SOLE 388,831 STEWART ENTERPRISES INC CL A 860370105 $ 259 31,822 SH SOLE 31,822 STEWART INFORMATION SVCS COR COM 860372101 $ 754 22,313 SH SOLE 22,313 STEWART W P & CO LTD COM G84922106 $ 232 11,343 SH SOLE 11,343 STIFEL FINL CORP COM 860630102 $ 143 5,242 SH SOLE 5,242 STILLWATER MNG CO COM 86074Q102 $ 839 55,875 SH SOLE 55,875 STMICROELECTRONICS N V NY REGISTRY 861012102 $ 5,469 248,495 SH SOLE 248,495 STOLT NIELSEN S A SP ADR REG COM 861565109 $ 1 100 SH SOLE 100 STONE ENERGY CORP COM 861642106 $ 2,617 57,292 SH SOLE 57,292 STONERIDGE INC COM 86183P102 $ 41 2,384 SH SOLE 2,384 STORA ENSO CORP SPON ADR REP R 86210M106 $ 454 33,400 SH SOLE 33,400

STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $ 2,991 103,125 SH SOLE 103,125 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $ 1,450 50,000 SH C SOLE 50,000 STRATEX NETWORKS INC COM 86279T109 $ 272 92,297 SH SOLE 92,297 STRATOS INTERNATIONAL INC COM NEW 863100202 $ 60 11,000 SH SOLE 11,000 STRATTEC SEC CORP COM 863111100 $ 305 4,458 SH SOLE 4,458 STRAYER ED INC COM 863236105 $ 707 6,337 SH SOLE 6,337 STRIDE RITE CORP COM 863314100 $ 94 8,488 SH SOLE 8,488 STRYKER CORP COM 863667101 $ 28,449 517,248 SH SOLE 517,248 STRYKER CORP COM 863667101 $ 4,818 87,600 SH C SOLE 87,600 STURM RUGER & CO INC COM 864159108 $ 71 5,847 SH SOLE 5,847 SUFFOLK BANCORP COM 864739107 $ 59 1,829 SH SOLE 1,829 SUMMIT BANCSHARES INC TEX COM 866011109 $ 93 3,182 SH SOLE 3,182 SUN BANCORP INC COM 86663B102 $ 27 1,283 SH SOLE 1,283 SUN BANCORP INC COM 866634108 $ 0 15 SH SOLE 15 SUN LIFE FINL INC COM 866796105 $ 771 26,654 SH SOLE 26,654 SUN MICROSYSTEMS INC COM 866810104 $ 25,166 5,811,920 SH SOLE 5,811,920 SUN MICROSYSTEMS INC COM 866810104 $ 10,859 2,507,956 SH C SOLE 2,507,956 SUN MICROSYSTEMS INC COM 866810104 $ 3,973 917,600 SH P SOLE 917,600 SUNCOR ENERGY INC COM 867229106 $ 1,187 46,342 SH SOLE 46,342 SUNGARD DATA SYS INC COM 867363103 $ 14,189 545,747 SH SOLE 545,747 SUNGARD DATA SYS INC COM 867363103 $ 8,250 317,300 SH C SOLE 317,300 SUNGARD DATA SYS INC COM 867363103 $ 140 5,400 SH P SOLE 5,400 SUNOCO INC COM 86764P109 $ 6,988 109,839 SH SOLE 109,839 SUNOCO INC COM 86764P109 $ 814 12,800 SH P SOLE 12,800 SUNOCO INC COM 86764P109 $ 95 1,500 SH C SOLE 1,500 SUNRISE SENIOR LIVING INC COM 86768K106 $ 174 4,448 SH SOLE 4,448 SUNTERRA CORP COM NEW 86787D208 $ 39 3,099 SH SOLE 3,099 SUNTRON CORP COM 86789P100 $ 11 1,879 SH SOLE 1,879 SUNTRUST BKS INC COM 867914103 $ 24,782 381,325 SH SOLE 381,325 SUNTRUST BKS INC COM 867914103 $ 1,625 25,000 SH C SOLE 25,000 SUPERGEN INC COM 868059106 $ 85 13,200 SH C SOLE 13,200 SUPERGEN INC COM 868059106 $ 2 300 SH P SOLE 300 SUPERIOR ENERGY SVCS INC COM 868157108 $ 371 36,878 SH SOLE 36,878 SUPERTEX INC COM 868532102 $ 246 15,031 SH SOLE 15,031 SUPERVALU INC COM 868536103 $ 14,982 489,445 SH SOLE 489,445 SUPERVALU INC COM 868536103 $ 1,240 40,500 SH C SOLE 40,500 SUPPORTSOFT INC COM 868587106 $ 390 44,958 SH SOLE 44,958 SUREWEST COMMUNICATIONS COM 868733106 $ 77 2,429 SH SOLE 2,429 SURMODICS INC COM 868873100 $ 94 3,804 SH SOLE 3,804 SUSQUEHANNA BANCSHARES INC P COM 869099101 $ 743 29,537 SH SOLE 29,537 SWEDISH MATCH AB SPONSORED ADR 870309507 $ 8 76 SH SOLE 76 SWIFT ENERGY CO COM 870738101 $ 133 6,021 SH SOLE 6,021 SWIFT TRANSN CO COM 870756103 $ 35,451 1,975,000 SH C SOLE 1,975,000 SWIFT TRANSN CO COM 870756103 $ 819 45,637 SH SOLE 45,637 SWS GROUP INC COM 78503N107 $ 277 18,110 SH SOLE 18,110 SYBASE INC COM 871130100 $ 2,204 122,449 SH SOLE 122,449 SYBASE INC COM 871130100 $ 151 8,400 SH C SOLE 8,400 SYBASE INC COM 871130100 $ 23 1,300 SH P SOLE 1,300 SYBRON DENTAL SPECIALTIES IN COM 871142105 $ 3,403 114,019 SH SOLE 114,019 SYCAMORE NETWORKS INC COM 871206108 $ 405 95,755 SH SOLE 95,755 SYCAMORE NETWORKS INC COM 871206108 $ 36 8,600 SH C SOLE 8,600 SYCAMORE NETWORKS INC COM 871206108 $ 24 5,600 SH P SOLE 5,600

SYKES ENTERPRISES INC COM 871237103 $ 110 14,500 SH SOLE 14,500 SYMANTEC CORP NOTE 3.000%11/0 871503AB4 $ 3,595 1,400,000 PRN SOLE 1,400,000 SYMANTEC CORP COM 871503108 $ 18,527 423,177 SH SOLE 423,177 SYMANTEC CORP COM 871503108 $ 8,056 184,000 SH C SOLE 184,000 SYMANTEC CORP COM 871503108 $ 994 22,700 SH P SOLE 22,700 SYMBION INC DEL COM 871507109 $ 23 1,303 SH SOLE 1,303 SYMBOL TECHNOLOGIES INC COM 871508107 $ 7,290 494,578 SH SOLE 494,578 SYMBOL TECHNOLOGIES INC COM 871508107 $ 392 26,600 SH C SOLE 26,600 SYMBOL TECHNOLOGIES INC COM 871508107 $ 16 1,100 SH P SOLE 1,100 SYMYX TECHNOLOGIES COM 87155S108 $ 168 6,951 SH SOLE 6,951 SYNAPTICS INC COM 87157D109 $ 299 15,451 SH SOLE 15,451 SYNNEX CORP COM 87162W100 $ 1,186 75,541 SH SOLE 75,541 SYNOPSYS INC COM 871607107 $ 3,591 126,300 SH C SOLE 126,300 SYNOPSYS INC COM 871607107 $ 3,536 124,364 SH SOLE 124,364 SYNOPSYS INC COM 871607107 $ 108 3,800 SH P SOLE 3,800 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 $ 61 5,700 SH SOLE 5,700 SYNOVUS FINL CORP COM 87161C105 $ 22,140 874,415 SH C SOLE 874,415 SYNOVUS FINL CORP COM 87161C105 $ 4,454 175,901 SH SOLE 175,901 SYNPLICITY INC COM 87160Y108 $ 77 12,846 SH SOLE 12,846 SYNTEL INC COM 87162H103 $ 393 23,717 SH SOLE 23,717 SYNTROLEUM CORP *W EXP 11/04/200 871630117 $ 561 172,500 SH SOLE 172,500 SYNTROLEUM CORP COM 871630109 $ 159 24,030 SH SOLE 24,030 SYPRIS SOLUTIONS INC COM 871655106 $ 157 8,167 SH SOLE 8,167 SYSCO CORP COM 871829107 $ 96,668 2,694,959 SH SOLE 2,694,959 SYSCO CORP COM 871829107 $ 18,839 525,200 SH C SOLE 525,200 SYSCO CORP COM 871829107 $ 240 6,700 SH P SOLE 6,700 SYSTEMAX INC COM 871851101 $ 159 23,737 SH SOLE 23,737 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 334 10,900 SH C SOLE 10,900 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 299 9,752 SH SOLE 9,752 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 294 9,600 SH P SOLE 9,600 TALBOTS INC COM 874161102 $ 426 10,889 SH SOLE 10,889 TALISMAN ENERGY INC COM 87425E103 $ 2,550 117,292 SH SOLE 117,292 TALK AMERICA HLDGS INC COM NEW 87426R202 $ 222 28,912 SH SOLE 28,912 TALX CORP COM 874918105 $ 236 9,670 SH SOLE 9,670 TANGER FACTORY OUTLET CTRS I COM 875465106 $ 17 447 SH SOLE 447 TARAGON RLTY INVS INC COM 876287103 $ 183 12,383 SH SOLE 12,383 TARGET CORP COM 87612E106 $ 98,126 2,310,474 SH SOLE 2,310,474 TARGET CORP COM 87612E106 $ 4,519 106,400 SH C SOLE 106,400 TARGET CORP COM 87612E106 $ 4,132 97,300 SH P SOLE 97,300 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 $ 272 6,253 SH SOLE 6,253 TASER INTL INC COM 87651B104 $ 42 980 SH SOLE 980 TAUBMAN CTRS INC COM 876664103 $ 729 31,856 SH SOLE 31,856 TAYLOR CAP GROUP INC COM 876851106 $ 63 2,917 SH SOLE 2,917 TBC CORP COM 872180104 $ 322 13,549 SH SOLE 13,549 TC PIPELINES LP UT COM LTD PRT 87233Q108 $ 5 159 SH SOLE 159 TECH DATA CORP SDCV 2.000%12/1 878237AC0 $ 3,088 3,100,000 PRN SOLE 3,100,000 TECH DATA CORP COM 878237106 $ 1,238 31,638 SH SOLE 31,638 TECHNE CORP COM 878377100 $ 1,103 25,395 SH SOLE 25,395 TECHNICAL OLYMPIC USA INC COM 878483106 $ 41 1,844 SH SOLE 1,844 TECHNITROL INC COM 878555101 $ 192 8,765 SH SOLE 8,765 TECHNOLOGY RESH CORP COM NEW 878727304 $ 154 12,500 SH SOLE 12,500 TECO ENERGY INC COM 872375100 $ 7,903 659,124 SH SOLE 659,124

TECO ENERGY INC COM 872375100 $ 350 29,200 SH P SOLE 29,200 TECO ENERGY INC COM 872375100 $ 23 1,900 SH C SOLE 1,900 TEJON RANCH CO DEL COM 879080109 $ 42 1,221 SH SOLE 1,221 TEKELEC COM 879101103 $ 31,042 1,708,400 SH C SOLE 1,708,400 TEKELEC COM 879101103 $ 380 20,894 SH SOLE 20,894 TEKELEC COM 879101103 $ 104 5,700 SH P SOLE 5,700 TEKTRONIX INC COM 879131100 $ 3,847 113,074 SH SOLE 113,074 TELE2 AB SPON ADR CL A 87952P109 $ 18 460 SH SOLE 460 TELECOMMUNICATION SYS INC CL A 87929J103 $ 87 15,300 SH SOLE 15,300 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 $ 86 5,800 SH SOLE 5,800 TELEDYNE TECHNOLOGIES INC COM 879360105 $ 1,431 71,486 SH SOLE 71,486 TELEFLEX INC COM 879369106 $ 197 3,930 SH SOLE 3,930 TELENOR ASA SPONSORED ADR 87944W105 $ 24 1,152 SH SOLE 1,152 TELEPHONE & DATA SYS INC COM 879433100 $ 1,175 16,501 SH SOLE 16,501 TELESYSTEM INTL WIRELESS INC COM NEW 879946606 $ 43 4,400 SH SOLE 4,400 TELIK INC COM 87959M109 $ 12 505 SH SOLE 505 TELLABS INC COM 879664100 $ 9,167 1,048,888 SH SOLE 1,048,888 TELLABS INC COM 879664100 $ 239 27,300 SH C SOLE 27,300 TELLABS INC COM 879664100 $ 66 7,500 SH P SOLE 7,500 TELULAR CORP COM NEW 87970T208 $ 137 19,100 SH SOLE 19,100 TELUS CORP NON-VTG SHS 87971M202 $ 173,959 11,574,109 SH SOLE 11,574,109 TEMPLE INLAND INC COM 879868107 $ 671 9,694 SH SOLE 9,694 TEMPUR PEDIC INTL INC COM 88023U101 $ 8,695 620,661 SH SOLE 620,661 TENARIS S A SPONSORED ADR 88031M109 $ 3,857 117,762 SH SOLE 117,762 TENET HEALTHCARE CORP COM 88033G100 $ 9,899 738,192 SH SOLE 738,192 TENET HEALTHCARE CORP COM 88033G100 $ 2,151 160,400 SH C SOLE 160,400 TENET HEALTHCARE CORP COM 88033G100 $ 803 59,900 SH P SOLE 59,900 TENNANT CO COM 880345103 $ 41 991 SH SOLE 991 TENNECO AUTOMOTIVE INC COM 880349105 $ 1,041 78,655 SH SOLE 78,655 TERADYNE INC SDCV 3.750%10/1 880770AD4 $ 1,055 1,000,000 PRN SOLE 1,000,000 TERADYNE INC COM 880770102 $ 4,622 203,600 SH P SOLE 203,600 TERADYNE INC COM 880770102 $ 667 29,400 SH C SOLE 29,400 TERADYNE INC COM 880770102 $ 552 24,299 SH SOLE 24,299 TERAYON COMMUNICATION SYS COM 880775101 $ 233 99,478 SH SOLE 99,478 TERCICA INC COM 88078L105 $ 83 10,160 SH SOLE 10,160 TEREX CORP NEW COM 880779103 $ 14,916 437,030 SH C SOLE 437,030 TERRA INDS INC COM 880915103 $ 67 11,863 SH SOLE 11,863 TERREMARK WORLDWIDE INC COM 881448104 $ 43 50,886 SH SOLE 50,886 TESSERA TECHNOLOGIES INC COM 88164L100 $ 662 36,726 SH C SOLE 36,726 TESSERA TECHNOLOGIES INC COM 88164L100 $ 169 9,376 SH SOLE 9,376 TETRA TECH INC NEW COM 88162G103 $ 198 12,144 SH SOLE 12,144 TETRA TECHNOLOGIES INC DEL COM 88162F105 $ 130 4,848 SH SOLE 4,848 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 $ 31,875 30,000,434 PRN SOLE 30,000,434 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 $ 377 365,000 PRN SOLE 365,000 TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB1 $ 501 320,000 PRN SOLE 320,000 TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB4 $ 481 302,000 PRN SOLE 302,000 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 $ 58 3,485 SH SOLE 3,485 TEXAS GENCO HLDGS INC COM 882443104 $ 2,625 58,222 SH SOLE 58,222 TEXAS INDS INC COM 882491103 $ 189 4,600 SH SOLE 4,600 TEXAS INSTRS INC COM 882508104 $ 65,724 2,718,122 SH SOLE 2,718,122 TEXAS INSTRS INC COM 882508104 $ 16,727 691,763 SH P SOLE 691,763 TEXAS INSTRS INC COM 882508104 $ 7,452 308,188 SH C SOLE 308,188

TEXAS PETROCHEMICALS LP & TP NOTE 7.250% 4/3 882651AB8 $ 488 407,000 PRN SOLE 407,000 TEXAS PETROCHEMICALS LP & TP NOTE 7.250% 4/3 882651AB8 $ 49 407 SH SOLE 407 TEXTRON INC COM 883203101 $ 20,853 351,348 SH SOLE 351,348 THERAGENICS CORP COM 883375107 $ 676 146,395 SH SOLE 146,395 THERMO ELECTRON CORP SDCV 3.250%11/0 883556AJ1 $ 830 850,000 PRN SOLE 850,000 THERMO ELECTRON CORP COM 883556102 $ 12,019 391,001 SH SOLE 391,001 THERMOGENESIS CORP COM NEW 883623209 $ 211 44,704 SH SOLE 44,704 THIRD WAVE TECHNOLOGIES INC COM 88428W108 $ 84 19,121 SH SOLE 19,121 THOMAS & BETTS CORP COM 884315102 $ 4,577 168,078 SH SOLE 168,078 THOMAS INDS INC COM 884425109 $ 191 5,745 SH SOLE 5,745 THORATEC CORP COM NEW 885175307 $ 406 37,780 SH SOLE 37,780 THQ INC COM NEW 872443403 $ 2,290 100,000 SH C SOLE 100,000 THREE FIVE SYS INC COM 88554L108 $ 1,152 225,870 SH SOLE 225,870 TIBCO SOFTWARE INC COM 88632Q103 $ 190 22,525 SH SOLE 22,525 TIDEWATER INC COM 886423102 $ 4,525 151,837 SH SOLE 151,837 TIDEWATER INC COM 886423102 $ 402 13,500 SH P SOLE 13,500 TIDEWATER INC COM 886423102 $ 399 13,400 SH C SOLE 13,400 TIER TECHNOLOGIES INC CL B 88650Q100 $ 974 100,000 SH C SOLE 100,000 TIER TECHNOLOGIES INC CL B 88650Q100 $ 339 34,816 SH SOLE 34,816 TIERONE CORP COM 88650R108 $ 395 18,380 SH SOLE 18,380 TIFFANY & CO NEW COM 886547108 $ 11,567 313,907 SH SOLE 313,907 TIFFANY & CO NEW COM 886547108 $ 538 14,600 SH C SOLE 14,600 TIFFANY & CO NEW COM 886547108 $ 18 500 SH P SOLE 500 TIME WARNER INC COM 887317105 $ 71,255 4,053,194 SH C SOLE 4,053,194 TIME WARNER INC COM 887317105 $ 57,442 3,267,447 SH SOLE 3,267,447 TIME WARNER INC COM 887317105 $ 26,356 1,499,200 SH P SOLE 1,499,200 TIME WARNER TELECOM INC CL A 887319101 $ 1,123 268,034 SH SOLE 268,034 TIMKEN CO COM 887389104 $ 515 19,425 SH SOLE 19,425 TIPPINGPOINT TECH INC COM 888011103 $ 59 2,349 SH SOLE 2,349 TITAN CORP COM 888266103 $ 36,905 2,843,186 SH SOLE 2,843,186 TITAN INTL INC ILL COM 88830M102 $ 87 8,440 SH SOLE 8,440 TITAN PHARMACEUTICALS INC DE COM 888314101 $ 42 15,510 SH SOLE 15,510 TITANIUM METALS CORP COM NEW 888339207 $ 14 147 SH SOLE 147 TIVO INC COM 888706108 $ 117 16,500 SH C SOLE 16,500 TIVO INC COM 888706108 $ 28 3,938 SH SOLE 3,938 TIVO INC COM 888706108 $ 8 1,100 SH P SOLE 1,100 TJX COS INC NEW COM 872540109 $ 23,005 953,003 SH SOLE 953,003 TJX COS INC NEW COM 872540109 $ 7,071 292,900 SH P SOLE 292,900 TJX COS INC NEW COM 872540109 $ 476 19,700 SH C SOLE 19,700 TNS INC COM 872960109 $ 15 686 SH SOLE 686 TODCO CL A 88889T107 $ 160 10,365 SH SOLE 10,365 TOLL BROTHERS INC COM 889478103 $ 2,643 62,448 SH SOLE 62,448 TOLL BROTHERS INC COM 889478103 $ 279 6,600 SH P SOLE 6,600 TOLL BROTHERS INC COM 889478103 $ 47 1,100 SH C SOLE 1,100 TOLLGRADE COMMUNICATIONS INC COM 889542106 $ 641 60,337 SH SOLE 60,337 TOMPKINSTRUSTCO INC COM 890110109 $ 51 1,081 SH SOLE 1,081 TOO INC COM 890333107 $ 125 7,484 SH SOLE 7,484 TOOTSIE ROLL INDS INC COM 890516107 $ 2,509 77,206 SH SOLE 77,206 TOPPS INC COM 890786106 $ 120 12,311 SH SOLE 12,311 TORCHMARK CORP COM 891027104 $ 7,604 141,332 SH C SOLE 141,332 TORCHMARK CORP COM 891027104 $ 1,319 24,520 SH SOLE 24,520 TORO CO COM 891092108 $ 342 4,879 SH SOLE 4,879

TORONTO DOMINION BK ONT COM NEW 891160509 $ 824 25,600 SH SOLE 25,600 TOTAL SYS SVCS INC COM 891906109 $ 808 36,894 SH SOLE 36,894 TOWER AUTOMOTIVE INC COM 891707101 $ 687 188,803 SH SOLE 188,803 TOWER SEMICONDUCTOR LTD ORD M87915100 $ 5 919 SH SOLE 919 TOYS R US INC COM 892335100 $ 12,820 804,800 SH C SOLE 804,800 TOYS R US INC COM 892335100 $ 9,184 576,500 SH P SOLE 576,500 TRACTOR SUPPLY CO COM 892356106 $ 347 8,302 SH SOLE 8,302 TRAFFIX INC COM 892721101 $ 286 43,400 SH SOLE 43,400 TRANS WORLD ENTMT CORP COM 89336Q100 $ 179 17,900 SH SOLE 17,900 TRANSACT TECHNOLOGIES INC COM 892918103 $ 62 1,967 SH SOLE 1,967 TRANSACTION SYS ARCHITECTS CL A 893416107 $ 565 26,256 SH SOLE 26,256 TRANSCANADA CORP COM 89353D107 $ 4,740 239,643 SH SOLE 239,643 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 $ 0 3 SH SOLE 3 TRANSMETA CORP DEL COM 89376R109 $ 53 24,186 SH SOLE 24,186 TRANSMONTAIGNE INC COM 893934109 $ 185 34,362 SH SOLE 34,362 TRANSOCEAN INC ORD G90078109 $ 16,618 574,209 SH SOLE 574,209 TRANSOCEAN INC ORD G90078109 $ 2,871 99,200 SH C SOLE 99,200 TRANSOCEAN INC ORD G90078109 $ 23 800 SH P SOLE 800 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 $ 80 20,241 SH SOLE 20,241 TRANSWITCH CORP COM 894065101 $ 79 44,800 SH SOLE 44,800 TRAVELZOO INC COM 89421Q106 $ 5 176 SH SOLE 176 TRC COS INC COM 872625108 $ 275 16,506 SH SOLE 16,506 TREDEGAR CORP COM 894650100 $ 135 8,347 SH SOLE 8,347 TRIAD HOSPITALS INC COM 89579K109 $ 4 100 SH C SOLE 100 TRIARC COS INC CL B SER 1 895927309 $ 416 40,911 SH SOLE 40,911 TRIBUNE CO NEW COM 896047107 $ 28,977 636,296 SH SOLE 636,296 TRIBUNE CO NEW COM 896047107 $ 9,563 210,000 SH C SOLE 210,000 TRICO BANCSHARES COM 896095106 $ 179 9,645 SH SOLE 9,645 TRIDENT MICROSYSTEMS INC COM 895919108 $ 359 31,569 SH SOLE 31,569 TRIKON TECHNOLOGIES INC COM NEW 896187408 $ 303 102,500 SH SOLE 102,500 TRIMBLE NAVIGATION LTD COM 896239100 $ 306 11,006 SH SOLE 11,006 TRINITY INDS INC COM 896522109 $ 464 14,604 SH SOLE 14,604 TRIPATH TECHNOLOGY INC COM 89672P104 $ 167 51,235 SH SOLE 51,235 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 346 63,361 SH SOLE 63,361 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 10 1,900 SH P SOLE 1,900 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 3 500 SH C SOLE 500 TRITON PCS HLDGS INC CL A 89677M106 $ 351 80,589 SH SOLE 80,589 TRIUMPH GROUP INC NEW COM 896818101 $ 658 20,612 SH SOLE 20,612 TROPICAL SPORTSWEAR INTL COR COM 89708P102 $ 1 200 SH SOLE 200 TRUSTCO BK CORP N Y COM 898349105 $ 653 49,836 SH SOLE 49,836 TRUSTMARK CORP COM 898402102 $ 1,125 38,897 SH SOLE 38,897 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 $ 2,309 122,500 SH SOLE 122,500 TTI TEAM TELECOM INTL LTD ORD M88258104 $ 10 3,304 SH SOLE 3,304 TUESDAY MORNING CORP COM NEW 899035505 $ 37 1,267 SH SOLE 1,267 TULARIK INC COM 899165104 $ 48 1,951 SH SOLE 1,951 TUMBLEWEED COMMUNICATIONS CO COM 899690101 $ 308 72,334 SH SOLE 72,334 TWEETER HOME ENTMT GROUP INC COM 901167106 $ 187 34,712 SH SOLE 34,712 TXU CORP FRNT 7/1 873168AE8 $ 30,196 22,050,000 PRN SOLE 22,050,000 TXU CORP COM 873168108 $ 4,379 108,100 SH C SOLE 108,100 TXU CORP COM 873168108 $ 4,310 106,400 SH P SOLE 106,400 TXU CORP COM 873168108 $ 2,433 60,055 SH SOLE 60,055 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 $ 16,062 10,690,000 PRN SOLE 10,690,000

TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 $ 2,401 1,483,000 PRN SOLE 1,483,000 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 $ 283 175,000 PRN SOLE 175,000 TYCO INTL LTD NEW COM 902124106 $ 53,022 1,599,951 SH SOLE 1,599,951 TYCO INTL LTD NEW COM 902124106 $ 51,022 1,539,600 SH C SOLE 1,539,600 TYCO INTL LTD NEW COM 902124106 $ 34,770 1,049,200 SH P SOLE 1,049,200 TYLER TECHNOLOGIES INC COM 902252105 $ 54 5,747 SH SOLE 5,747 TYSON FOODS INC CL A 902494103 $ 85,137 4,063,800 SH C SOLE 4,063,800 TYSON FOODS INC CL A 902494103 $ 9,650 460,600 SH P SOLE 460,600 U S B HLDG INC COM 902910108 $ 39 1,682 SH SOLE 1,682 U S CONCRETE INC COM 90333L102 $ 308 43,736 SH SOLE 43,736 U S G CORP COM NEW 903293405 $ 3,314 188,500 SH C SOLE 188,500 U S G CORP COM NEW 903293405 $ 114 6,500 SH P SOLE 6,500 U S PHYSICAL THERAPY INC COM 90337L108 $ 236 17,249 SH SOLE 17,249 U S RESTAURANT PPTYS INC COM 902971100 $ 1,184 77,958 SH SOLE 77,958 U S XPRESS ENTERPRISES INC CL A 90338N103 $ 123 7,841 SH SOLE 7,841 UBIQUITEL INC COM 903474302 $ 193 45,700 SH SOLE 45,700 UCBH HOLDINGS INC COM 90262T308 $ 388 9,810 SH SOLE 9,810 UGI CORP NEW COM 902681105 $ 354 11,031 SH SOLE 11,031 UICI COM 902737105 $ 239 10,049 SH SOLE 10,049 UIL HLDG CORP COM 902748102 $ 153 3,151 SH SOLE 3,151 ULTICOM INC COM 903844108 $ 78 6,673 SH SOLE 6,673 ULTIMATE ELECTRS INC COM 903849107 $ 16 3,253 SH SOLE 3,253 ULTIMATE SOFTWARE GROUP INC COM 90385D107 $ 103 10,100 SH SOLE 10,100 ULTRALIFE BATTERIES INC COM 903899102 $ 130 6,700 SH SOLE 6,700 ULTRATECH INC COM 904034105 $ 84 5,150 SH SOLE 5,150 UMB FINL CORP COM 902788108 $ 57 1,097 SH SOLE 1,097 UMPQUA HLDGS CORP COM 904214103 $ 158 7,533 SH SOLE 7,533 UNIFI INC COM 904677101 $ 137 46,746 SH SOLE 46,746 UNIFIRST CORP MASS COM 904708104 $ 199 6,852 SH SOLE 6,852 UNILEVER PLC SPON ADR NEW 904767704 $ 1,732 43,547 SH SOLE 43,547 UNION BANKSHARES CORP COM 905399101 $ 306 9,677 SH SOLE 9,677 UNION PAC CORP COM 907818108 $ 35,566 598,247 SH SOLE 598,247 UNION PAC CORP COM 907818108 $ 10,796 181,600 SH P SOLE 181,600 UNION PAC CORP COM 907818108 $ 172 2,900 SH C SOLE 2,900 UNION PLANTERS CORP COM 908068109 $ 13,512 453,258 SH SOLE 453,258 UNISOURCE ENERGY CORP COM 909205106 $ 431 17,331 SH SOLE 17,331 UNISYS CORP COM 909214108 $ 17,730 1,277,355 SH SOLE 1,277,355 UNISYS CORP COM 909214108 $ 2,068 149,000 SH C SOLE 149,000 UNIT CORP COM 909218109 $ 312 9,933 SH SOLE 9,933 UNITED BANKSHARES INC WEST V COM 909907107 $ 672 20,681 SH SOLE 20,681 UNITED CAPITAL CORP COM 909912107 $ 77 4,500 SH SOLE 4,500 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 $ 119 4,706 SH SOLE 4,706 UNITED CMNTY FINL CORP OHIO COM 909839102 $ 62 4,749 SH SOLE 4,749 UNITED DEFENSE INDS INC COM 91018B104 $ 2,885 82,423 SH SOLE 82,423 UNITED DOMINION REALTY TR IN COM 910197102 $ 1,361 68,822 SH SOLE 68,822 UNITED FIRE & CAS CO COM 910331107 $ 69 1,187 SH SOLE 1,187 UNITED INDL CORP COM 910671106 $ 156 6,700 SH SOLE 6,700 UNITED MOBILE HOMES INC COM 911024107 $ 0 30 SH SOLE 30 UNITED NAT FOODS INC COM 911163103 $ 245 8,470 SH SOLE 8,470 UNITED ONLINE INC COM 911268100 $ 913 51,853 SH SOLE 51,853 UNITED ONLINE INC COM 911268100 $ 197 11,200 SH C SOLE 11,200 UNITED ONLINE INC COM 911268100 $ 104 5,900 SH P SOLE 5,900

UNITED PANAM FINANCIAL CP COM 911301109 $ 190 11,124 SH SOLE 11,124 UNITED PARCEL SERVICE INC CL B 911312106 $ 271,549 3,612,463 SH C SOLE 3,612,463 UNITED PARCEL SERVICE INC CL B 911312106 $ 60,813 809,000 SH P SOLE 809,000 UNITED PARCEL SERVICE INC CL B 911312106 $ 42,070 559,665 SH SOLE 559,665 UNITED RENTALS INC COM 911363109 $ 1,297 72,482 SH SOLE 72,482 UNITED RENTALS INC COM 911363109 $ 639 35,715 SH C SOLE 35,715 UNITED SEC BANCSHARES INC SHS 911459105 $ 1 27 SH SOLE 27 UNITED SECURITY BANCSHARES C COM 911460103 $ 0 17 SH SOLE 17 UNITED STATES CELLULAR CORP COM 911684108 $ 1 16 SH SOLE 16 UNITED STATES STL CORP NEW COM 912909108 $ 28,904 823,000 SH C SOLE 823,000 UNITED STATES STL CORP NEW COM 912909108 $ 24,651 701,900 SH P SOLE 701,900 UNITED STATES STL CORP NEW PFD CV B 7% 912909207 $ 63,820 545,100 SH SOLE 545,100 UNITED STATIONERS INC COM 913004107 $ 1,125 28,334 SH SOLE 28,334 UNITED SURGICAL PARTNERS INT COM 913016309 $ 329 8,328 SH SOLE 8,328 UNITED TECHNOLOGIES CORP COM 913017109 $ 136,591 1,493,120 SH SOLE 1,493,120 UNITED TECHNOLOGIES CORP COM 913017109 $ 26,040 284,652 SH C SOLE 284,652 UNITED TECHNOLOGIES CORP COM 913017109 $ 20,647 225,700 SH P SOLE 225,700 UNITEDHEALTH GROUP INC COM 91324P102 $ 42,538 683,348 SH C SOLE 683,348 UNITEDHEALTH GROUP INC COM 91324P102 $ 35,506 570,378 SH SOLE 570,378 UNITEDHEALTH GROUP INC COM 91324P102 $ 21,769 349,700 SH P SOLE 349,700 UNITRIN INC COM 913275103 $ 2,431 57,063 SH SOLE 57,063 UNIVERSAL AMERN FINL CORP COM 913377107 $ 10 910 SH SOLE 910 UNIVERSAL CORP VA COM 913456109 $ 820 16,105 SH SOLE 16,105 UNIVERSAL ELECTRS INC COM 913483103 $ 182 10,430 SH SOLE 10,430 UNIVERSAL FST PRODS INC COM 913543104 $ 124 3,874 SH SOLE 3,874 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 $ 57 2,002 SH SOLE 2,002 UNIVERSAL HLTH SVCS INC CL B 913903100 $ 1,261 27,479 SH SOLE 27,479 UNIVERSAL TECHNICAL INST INC COM 913915104 $ 94 2,349 SH SOLE 2,349 UNIVEST CORP PA COM 915271100 $ 64 1,258 SH SOLE 1,258 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 35,956 1,126,100 SH C SOLE 1,126,100 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 7,255 227,214 SH SOLE 227,214 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 406 12,700 SH P SOLE 12,700 UNIZAN FINANCIAL CORP COM 91528W101 $ 99 3,782 SH SOLE 3,782 UNOCAL CORP COM 915289102 $ 26,238 690,486 SH SOLE 690,486 UNOCAL CORP COM 915289102 $ 2,417 63,600 SH C SOLE 63,600 UNOCAL CORP COM 915289102 $ 1,026 27,000 SH P SOLE 27,000 UNOVA INC COM 91529B106 $ 2,001 98,820 SH SOLE 98,820 UNUMPROVIDENT CORP COM 91529Y106 $ 9,092 571,804 SH SOLE 571,804 UNUMPROVIDENT CORP COM 91529Y106 $ 1,456 91,600 SH C SOLE 91,600 UNUMPROVIDENT CORP COM 91529Y106 $ 957 60,200 SH P SOLE 60,200 UPM KYMMENE CORP SPONSORED ADR 915436109 $ 159 8,300 SH SOLE 8,300 URBAN OUTFITTERS INC COM 917047102 $ 532 8,730 SH SOLE 8,730 UROLOGIX INC COM 917273104 $ 399 25,883 SH SOLE 25,883 URS CORP NEW COM 903236107 $ 256 9,332 SH SOLE 9,332 URSTADT BIDDLE PPTYS INS CL A 917286205 $ 55 3,740 SH SOLE 3,740 US AIRWAYS GROUP INC CL A 911905503 $ 62 26,500 SH SOLE 26,500 US BANCORP DEL COM NEW 902973304 $ 157,554 5,716,777 SH SOLE 5,716,777 US BANCORP DEL COM NEW 902973304 $ 6,025 218,600 SH C SOLE 218,600 US BANCORP DEL COM NEW 902973304 $ 375 13,600 SH P SOLE 13,600 US LEC CORP CL A 90331S109 $ 9 2,100 SH SOLE 2,100 US ONCOLOGY INC COM 90338W103 $ 15,322 1,040,922 SH SOLE 1,040,922 USEC INC COM 90333E108 $ 57 6,554 SH SOLE 6,554

USF CORP COM 91729Q101 $ 212 6,022 SH SOLE 6,022 UST INC COM 902911106 $ 17,391 483,088 SH SOLE 483,088 UTSTARCOM INC COM 918076100 $ 4,780 158,000 SH C SOLE 158,000 UTSTARCOM INC COM 918076100 $ 1,271 42,000 SH P SOLE 42,000 V F CORP COM 918204108 $ 10,345 212,425 SH SOLE 212,425 VA SOFTWARE CORP COM 91819B105 $ 93 38,148 SH SOLE 38,148 VAIL RESORTS INC COM 91879Q109 $ 388 20,263 SH SOLE 20,263 VALASSIS COMMUNICATIONS INC COM 918866104 $ 957 31,407 SH SOLE 31,407 VALEANT PHARMACEUTICALS INTL COM 91911X104 $ 9,100 455,010 SH SOLE 455,010 VALEANT PHARMACEUTICALS INTL COM 91911X104 $ 1,390 69,500 SH P SOLE 69,500 VALEANT PHARMACEUTICALS INTL COM 91911X104 $ 562 28,100 SH C SOLE 28,100 VALENCE TECHNOLOGY INC COM 918914102 $ 15 4,486 SH SOLE 4,486 VALERO ENERGY CORP NEW COM 91913Y100 $ 11,941 161,886 SH SOLE 161,886 VALERO ENERGY CORP NEW COM 91913Y100 $ 4,772 64,700 SH C SOLE 64,700 VALERO ENERGY CORP NEW COM 91913Y100 $ 959 13,000 SH P SOLE 13,000 VALHI INC NEW COM 918905100 $ 21 1,864 SH SOLE 1,864 VALMONT INDS INC COM 920253101 $ 2,290 100,000 SH C SOLE 100,000 VALMONT INDS INC COM 920253101 $ 10 434 SH SOLE 434 VALSPAR CORP COM 920355104 $ 3,725 73,916 SH SOLE 73,916 VALUE LINE INC COM 920437100 $ 8 229 SH SOLE 229 VALUECLICK INC COM 92046N102 $ 289 24,138 SH SOLE 24,138 VANS INC COM 921930103 $ 244 11,882 SH SOLE 11,882 VARCO INTL INC DEL COM 922122106 $ 24 1,100 SH P SOLE 1,100 VARCO INTL INC DEL COM 922122106 $ 7 300 SH C SOLE 300 VARIAN INC COM 922206107 $ 797 18,907 SH SOLE 18,907 VARIAN MED SYS INC COM 92220P105 $ 6,381 80,415 SH SOLE 80,415 VASTERA INC COM 92239N109 $ 26 8,699 SH SOLE 8,699 VAXGEN INC COM NEW 922390208 $ 456 32,222 SH SOLE 32,222 VAXGEN INC COM NEW 922390208 $ 201 14,200 SH C SOLE 14,200 VAXGEN INC COM NEW 922390208 $ 18 1,300 SH P SOLE 1,300 VCA ANTECH INC COM 918194101 $ 254 5,664 SH SOLE 5,664 VECTOR GROUP LTD COM 92240M108 $ 1,514 96,142 SH SOLE 96,142 VENTIV HEALTH INC COM 922793104 $ 727 46,955 SH SOLE 46,955 VERINT SYS INC COM 92343X100 $ 11 319 SH SOLE 319 VERISIGN INC COM 92343E102 $ 4,692 235,800 SH C SOLE 235,800 VERISIGN INC COM 92343E102 $ 1,889 94,948 SH SOLE 94,948 VERISIGN INC COM 92343E102 $ 1,626 81,700 SH P SOLE 81,700 VERISITY LTD ORD M97385112 $ 114 19,041 SH SOLE 19,041 VERITAS DGC INC COM 92343P107 $ 1,978 85,451 SH SOLE 85,451 VERITAS SOFTWARE CO COM 923436109 $ 15,521 558,500 SH C SOLE 558,500 VERITAS SOFTWARE CO COM 923436109 $ 13,452 484,048 SH SOLE 484,048 VERITAS SOFTWARE CO COM 923436109 $ 6,545 235,500 SH P SOLE 235,500 VERITY INC COM 92343C106 $ 218 16,117 SH SOLE 16,117 VERITY INC COM 92343C106 $ 126 9,300 SH C SOLE 9,300 VERITY INC COM 92343C106 $ 122 9,000 SH P SOLE 9,000 VERIZON COMMUNICATIONS COM 92343V104 $ 181,451 5,013,831 SH SOLE 5,013,831 VERIZON COMMUNICATIONS COM 92343V104 $ 29,225 807,553 SH P SOLE 807,553 VERIZON COMMUNICATIONS COM 92343V104 $ 23,820 658,205 SH C SOLE 658,205 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 $ 6,920 11,462,000 PRN SOLE 11,462,000 VERSO TECHNOLOGIES INC COM 925317109 $ 37 21,774 SH SOLE 21,774 VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD2 $ 7,845 8,313,000 PRN SOLE 8,313,000 VERTEX PHARMACEUTICALS INC COM 92532F100 $ 840 77,529 SH SOLE 77,529

VESTA INS GROUP INC COM 925391104 $ 154 23,808 SH SOLE 23,808 VIACOM INC CL B 925524308 $ 175,719 4,919,340 SH SOLE 4,919,340 VIACOM INC CL B 925524308 $ 9,884 276,700 SH C SOLE 276,700 VIACOM INC CL B 925524308 $ 3,572 100,000 SH P SOLE 100,000 VIACOM INC CL A 925524100 $ 1,233 33,932 SH SOLE 33,932 VIACOM INC CL A 925524100 $ 618 17,000 SH P SOLE 17,000 VIACOM INC CL A 925524100 $ 483 13,300 SH C SOLE 13,300 VIASAT INC COM 92552V100 $ 371 14,858 SH SOLE 14,858 VIASYS HEALTHCARE INC COM NEW 92553Q209 $ 140 6,688 SH SOLE 6,688 VICAL INC COM 925602104 $ 160 27,700 SH SOLE 27,700 VICOR CORP COM 925815102 $ 482 26,366 SH SOLE 26,366 VICURON PHARMACEUTICALS INC COM 926471103 $ 529 42,095 SH SOLE 42,095 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 $ 7 900 SH SOLE 900 VIEWPOINT CORP COM 92672P108 $ 60 30,273 SH SOLE 30,273 VIGNETTE CORP COM 926734104 $ 80 48,059 SH SOLE 48,059 VINTAGE PETE INC COM 927460105 $ 748 44,106 SH SOLE 44,106 VION PHARMACEUTICALS INC COM 927624106 $ 134 32,312 SH SOLE 32,312 VIRAGE LOGIC CORP COM 92763R104 $ 151 16,553 SH SOLE 16,553 VIRGINIA COMM BANCORP INC COM 92778Q109 $ 225 7,614 SH SOLE 7,614 VIRGINIA FINL GROUP INC COM 927810101 $ 43 1,245 SH SOLE 1,245 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 3,092 166,407 SH SOLE 166,407 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 405 21,800 SH P SOLE 21,800 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 97 5,200 SH C SOLE 5,200 VISTACARE INC CL A 92839Y109 $ 49 2,642 SH SOLE 2,642 VISTEON CORP COM 92839U107 $ 2,934 251,401 SH SOLE 251,401 VISX INC DEL COM 92844S105 $ 86 3,200 SH C SOLE 3,200 VISX INC DEL COM 92844S105 $ 32 1,200 SH P SOLE 1,200 VITAL SIGNS INC COM 928469105 $ 81 2,784 SH SOLE 2,784 VITALWORKS INC COM 928483106 $ 175 50,441 SH SOLE 50,441 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 42 8,619 SH SOLE 8,619 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 10 2,000 SH P SOLE 2,000 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 8 1,700 SH C SOLE 1,700 VITRIA TECHNOLOGY COM NEW 92849Q401 $ 50 16,317 SH SOLE 16,317 VOLT INFORMATION SCIENCES IN COM 928703107 $ 104 3,308 SH SOLE 3,308 VORNADO RLTY TR SH BEN INT 929042109 $ 990 17,341 SH SOLE 17,341 VULCAN MATLS CO COM 929160109 $ 86,877 1,827,058 SH C SOLE 1,827,058 VYYO INC COM NEW 918458209 $ 8 1,300 SH SOLE 1,300 W P CAREY & CO LLC COM 92930Y107 $ 396 13,300 SH SOLE 13,300 WABASH NATL CORP COM 929566107 $ 629 22,825 SH SOLE 22,825 WACHOVIA CORP 2ND NEW COM 929903102 $ 453,567 10,192,511 SH P SOLE 10,192,511 WACHOVIA CORP 2ND NEW COM 929903102 $ 395,177 8,880,390 SH SOLE 8,880,390 WACHOVIA CORP 2ND NEW COM 929903102 $ 81,545 1,832,479 SH C SOLE 1,832,479 WADDELL & REED FINL INC CL A 930059100 $ 2,001 90,518 SH SOLE 90,518 WADDELL & REED FINL INC CL A 930059100 $ 954 43,153 SH C SOLE 43,153 WAL MART STORES INC COM 931142103 $ 492,740 9,339,273 SH SOLE 9,339,273 WAL MART STORES INC COM 931142103 $ 62,272 1,180,294 SH P SOLE 1,180,294 WAL MART STORES INC COM 931142103 $ 20,275 384,279 SH C SOLE 384,279 WALGREEN CO COM 931422109 $ 118,432 3,270,707 SH SOLE 3,270,707 WALGREEN CO COM 931422109 $ 4,117 113,700 SH C SOLE 113,700 WALGREEN CO COM 931422109 $ 822 22,700 SH P SOLE 22,700 WARNACO GROUP INC COM NEW 934390402 $ 310 14,573 SH SOLE 14,573 WARWICK CMNTY BANCORP INC COM 936559103 $ 0 8 SH SOLE 8

WARWICK VALLEY TEL CO COM 936750108 $ 1 25 SH SOLE 25 WASHINGTON GROUP INTL INC COM NEW 938862208 $ 134 3,742 SH SOLE 3,742 WASHINGTON MUT INC COM 939322103 $ 131,387 3,400,272 SH C SOLE 3,400,272 WASHINGTON MUT INC COM 939322103 $ 27,944 723,200 SH P SOLE 723,200 WASHINGTON POST CO CL B 939640108 $ 3,089 3,321 SH SOLE 3,321 WASHINGTON TR BANCORP COM 940610108 $ 57 2,187 SH SOLE 2,187 WASTE CONNECTIONS INC COM 941053100 $ 281 9,480 SH SOLE 9,480 WASTE MGMT INC DEL COM 94106L109 $ 41,212 1,344,603 SH SOLE 1,344,603 WASTE MGMT INC DEL COM 94106L109 $ 2,146 70,000 SH C SOLE 70,000 WASTE MGMT INC DEL COM 94106L109 $ 1,382 45,100 SH P SOLE 45,100 WATCHGUARD TECHNOLOGIES INC COM 941105108 $ 327 45,266 SH SOLE 45,266 WATER PIK TECHNOLOGIES INC COM 94113U100 $ 99 5,952 SH SOLE 5,952 WATERS CORP COM 941848103 $ 7,392 154,708 SH SOLE 154,708 WATERS CORP COM 941848103 $ 2,757 57,700 SH C SOLE 57,700 WATERS CORP COM 941848103 $ 220 4,600 SH P SOLE 4,600 WATSCO INC COM 942622200 $ 162 5,785 SH SOLE 5,785 WATSON PHARMACEUTICALS INC COM 942683103 $ 12,329 458,335 SH SOLE 458,335 WATSON PHARMACEUTICALS INC COM 942683103 $ 554 20,600 SH C SOLE 20,600 WATSON PHARMACEUTICALS INC COM 942683103 $ 514 19,100 SH P SOLE 19,100 WATSON WYATT & CO HLDGS CL A 942712100 $ 1,130 42,399 SH SOLE 42,399 WATTS WATER TECHNOLOGIES INC CL A 942749102 $ 189 7,009 SH SOLE 7,009 WAUSAU-MOSINEE PAPER CORP COM 943315101 $ 194 11,223 SH SOLE 11,223 WAVE SYSTEMS CORP CL A 943526103 $ 2 1,616 SH SOLE 1,616 WAVECOM S A SPONSORED ADR 943531103 $ 16 2,100 SH SOLE 2,100 WAYPOINT FINL CORP COM 946756103 $ 5,225 189,390 SH SOLE 189,390 WCI CMNTYS INC COM 92923C104 $ 21,621 969,125 SH C SOLE 969,125 WD-40 CO COM 929236107 $ 111 3,708 SH SOLE 3,708 WEATHERFORD INTERNATIONAL LT COM G95089101 $ 648 14,400 SH C SOLE 14,400 WEATHERFORD INTERNATIONAL LT COM G95089101 $ 297 6,600 SH P SOLE 6,600 WEATHERFORD INTERNATIONAL LT COM G95089101 $ 29 635 SH SOLE 635 WEATHERFORD INTL INC DBCV 6/3 947074AB6 $ 3,768 5,968,500 PRN SOLE 5,968,500 WEBEX COMMUNICATIONS INC COM 94767L109 $ 390 17,900 SH C SOLE 17,900 WEBEX COMMUNICATIONS INC COM 94767L109 $ 181 8,300 SH SOLE 8,300 WEBEX COMMUNICATIONS INC COM 94767L109 $ 61 2,800 SH P SOLE 2,800 WEBMD CORP COM 94769M105 $ 462 49,568 SH SOLE 49,568 WEBMD CORP COM 94769M105 $ 41 4,400 SH P SOLE 4,400 WEBMD CORP COM 94769M105 $ 39 4,200 SH C SOLE 4,200 WEBMETHODS INC COM 94768C108 $ 306 35,700 SH C SOLE 35,700 WEBMETHODS INC COM 94768C108 $ 40 4,637 SH SOLE 4,637 WEBSENSE INC COM 947684106 $ 209 5,618 SH SOLE 5,618 WEBSTER FINL CORP CONN COM 947890109 $ 14 302 SH SOLE 302 WEIGHT WATCHERS INTL INC NEW COM 948626106 $ 591 15,100 SH SOLE 15,100 WEIS MKTS INC COM 948849104 $ 74 2,104 SH SOLE 2,104 WELLMAN INC COM 949702104 $ 342 42,109 SH SOLE 42,109 WELLPOINT HEALTH NETWORK NEW COM 94973H108 $ 25,745 229,844 SH SOLE 229,844 WELLPOINT HEALTH NETWORK NEW COM 94973H108 $ 10,215 91,200 SH C SOLE 91,200 WELLPOINT HEALTH NETWORK NEW COM 94973H108 $ 4,525 40,400 SH P SOLE 40,400 WELLS FARGO & CO NEW COM 949746101 $ 143,197 2,502,136 SH SOLE 2,502,136 WELLS FARGO & CO NEW COM 949746101 $ 95,912 1,675,900 SH P SOLE 1,675,900 WELLS FARGO & CO NEW COM 949746101 $ 63,265 1,105,459 SH C SOLE 1,105,459 WENDYS INTL INC COM 950590109 $ 16,156 463,719 SH SOLE 463,719 WERNER ENTERPRISES INC COM 950755108 $ 1,885 89,319 SH SOLE 89,319

WESBANCO INC COM 950810101 $ 67 2,285 SH SOLE 2,285 WESCO INTL INC COM 95082P105 $ 40 2,172 SH SOLE 2,172 WEST BANCORPORATION INC CAP STK 95123P106 $ 217 12,401 SH SOLE 12,401 WEST COAST BANCORP ORE NEW COM 952145100 $ 53 2,492 SH SOLE 2,492 WEST CORP COM 952355105 $ 1,415 54,100 SH SOLE 54,100 WEST PHARMACEUTICAL SVSC INC COM 955306105 $ 97 2,302 SH SOLE 2,302 WESTAR ENERGY INC COM 95709T100 $ 1,766 88,713 SH SOLE 88,713 WESTELL TECHNOLOGIES INC CL A 957541105 $ 428 83,956 SH SOLE 83,956 WESTERN DIGITAL CORP COM 958102105 $ 250 28,900 SH C SOLE 28,900 WESTERN DIGITAL CORP COM 958102105 $ 10 1,100 SH P SOLE 1,100 WESTERN SIERRA BANCORP COM 959522103 $ 258 8,327 SH SOLE 8,327 WESTERN WIRELESS CORP CL A 95988E204 $ 373 12,917 SH SOLE 12,917 WESTFIELD FINANCIAL INC COM 96008D101 $ 180 8,867 SH SOLE 8,867 WESTMORELAND COAL CO COM 960878106 $ 74 3,827 SH SOLE 3,827 WESTWOOD ONE INC COM 961815107 $ 4,880 205,056 SH SOLE 205,056 WET SEAL INC CL A 961840105 $ 221 42,176 SH SOLE 42,176 WEYCO GROUP INC COM 962149100 $ 16 458 SH SOLE 458 WEYERHAEUSER CO COM 962166104 $ 41,404 655,957 SH SOLE 655,957 WEYERHAEUSER CO COM 962166104 $ 1,881 29,800 SH C SOLE 29,800 WFS FINL INC COM 92923B106 $ 1,116 22,539 SH SOLE 22,539 WGL HLDGS INC COM 92924F106 $ 2,517 87,630 SH SOLE 87,630 W-H ENERGY SVCS INC COM 92925E108 $ 192 9,815 SH SOLE 9,815 WHEATON RIV MINERALS LTD COM 962902102 $ 6 2,051 SH SOLE 2,051 WHEELING PITTSBURGH CORP COM NEW 963142302 $ 122 5,842 SH SOLE 5,842 WHIRLPOOL CORP COM 963320106 $ 11,531 168,089 SH SOLE 168,089 WHITE ELECTR DESIGNS CORP COM 963801105 $ 118 22,567 SH SOLE 22,567 WHITEHALL JEWELLERS INC COM 965063100 $ 61 8,164 SH SOLE 8,164 WHITNEY HLDG CORP COM 966612103 $ 394 8,823 SH SOLE 8,823 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 $ 102 100,000 PRN SOLE 100,000 WHOLE FOODS MKT INC COM 966837106 $ 2,887 30,247 SH SOLE 30,247 WHOLE FOODS MKT INC COM 966837106 $ 830 8,700 SH C SOLE 8,700 WHOLE FOODS MKT INC COM 966837106 $ 57 600 SH P SOLE 600 WILD OATS MARKETS INC COM 96808B107 $ 434 30,838 SH SOLE 30,838 WILLBROS GROUP INC COM 969199108 $ 152 10,100 SH SOLE 10,100 WILLIAMS CLAYTON ENERGY INC COM 969490101 $ 66 2,773 SH SOLE 2,773 WILLIAMS COS INC DEL COM 969457100 $ 9,322 783,336 SH SOLE 783,336 WILLIAMS COS INC DEL COM 969457100 $ 219 18,400 SH P SOLE 18,400 WILLIAMS COS INC DEL COM 969457100 $ 143 12,000 SH C SOLE 12,000 WILLIAMS SONOMA INC COM 969904101 $ 639 19,400 SH C SOLE 19,400 WILLIAMS SONOMA INC COM 969904101 $ 633 19,211 SH SOLE 19,211 WILLIAMS SONOMA INC COM 969904101 $ 79 2,400 SH P SOLE 2,400 WILLIS GROUP HOLDINGS LTD SHS G96655108 $ 8,434 225,200 SH SOLE 225,200 WILLOW GROVE BANCORP INC NEW COM 97111W101 $ 0 21 SH SOLE 21 WILSHIRE ST BK CALIF COM 97200A101 $ 183 7,470 SH SOLE 7,470 WILSON GREATBATCH TECHNOLOGI COM 972232102 $ 1,613 57,709 SH SOLE 57,709 WIND RIVER SYSTEMS INC COM 973149107 $ 248 21,096 SH SOLE 21,096 WINDROSE MED PPTYS TR COM 973491103 $ 116 10,600 SH SOLE 10,600 WINN DIXIE STORES INC COM 974280109 $ 2,871 398,719 SH SOLE 398,719 WINNEBAGO INDS INC COM 974637100 $ 3,743 100,406 SH SOLE 100,406 WINSTON HOTELS INC COM 97563A102 $ 371 35,807 SH SOLE 35,807 WINTRUST FINANCIAL CORP COM 97650W108 $ 222 4,398 SH SOLE 4,398 WIPRO LTD SPON ADR 1 SH 97651M109 $ 234 5,000 SH SOLE 5,000

WIRELESS FACILITIES INC COM 97653A103 $ 65 6,646 SH SOLE 6,646 WISCONSIN ENERGY CORP COM 976657106 $ 2,285 70,062 SH SOLE 70,062 WITNESS SYS INC COM 977424100 $ 132 10,900 SH SOLE 10,900 WJ COMMUNICATIONS INC COM 929284107 $ 5 1,366 SH SOLE 1,366 WMS INDS INC COM 929297109 $ 2,386 80,051 SH SOLE 80,051 WOLVERINE TUBE INC COM 978093102 $ 161 14,802 SH SOLE 14,802 WOLVERINE WORLD WIDE INC COM 978097103 $ 1,958 74,600 SH SOLE 74,600 WOODHEAD INDS INC COM 979438108 $ 213 13,870 SH SOLE 13,870 WOODWARD GOVERNOR CO COM 980745103 $ 237 3,292 SH SOLE 3,292 WORLD ACCEP CORP DEL COM 981419104 $ 727 39,656 SH SOLE 39,656 WORLD WRESTLING ENTMT INC CL A 98156Q108 $ 124 9,739 SH SOLE 9,739 WORTHINGTON INDS INC COM 981811102 $ 4,961 241,647 SH SOLE 241,647 WPS RESOURCES CORP COM 92931B106 $ 2,519 54,349 SH SOLE 54,349 WRIGHT MED GROUP INC COM 98235T107 $ 494 13,882 SH SOLE 13,882 WRIGLEY WM JR CO COM 982526105 $ 24,690 391,589 SH SOLE 391,589 WRIGLEY WM JR CO COM 982526105 $ 6,746 107,000 SH C SOLE 107,000 WSFS FINL CORP COM 929328102 $ 47 965 SH SOLE 965 WYETH COM 983024100 $ 86,143 2,382,272 SH SOLE 2,382,272 WYETH COM 983024100 $ 37,762 1,044,300 SH P SOLE 1,044,300 WYETH COM 983024100 $ 36,337 1,004,881 SH C SOLE 1,004,881 WYNDHAM INTL INC CL A 983101106 $ 83 83,100 SH SOLE 83,100 WYNN RESORTS LTD COM 983134107 $ 2,897 75,000 SH P SOLE 75,000 WYNN RESORTS LTD COM 983134107 $ 796 20,600 SH C SOLE 20,600 WYNN RESORTS LTD COM 983134107 $ 259 6,707 SH SOLE 6,707 XCEL ENERGY INC COM 98389B100 $ 14,683 878,690 SH SOLE 878,690 XCELERA INC COM G31611109 $ 1 955 SH SOLE 955 XEROX CORP COM 984121103 $ 24,148 1,665,400 SH P SOLE 1,665,400 XEROX CORP PFD CONV SER C 984121509 $ 183,146 1,383,280 SH SOLE 1,383,280 XEROX CORP COM 984121103 $ 13,420 925,500 SH C SOLE 925,500 XICOR INC COM 984903104 $ 75 4,961 SH SOLE 4,961 XILINX INC COM 983919101 $ 11,142 334,504 SH SOLE 334,504 XILINX INC COM 983919101 $ 7,405 222,300 SH C SOLE 222,300 XILINX INC COM 983919101 $ 3,141 94,300 SH P SOLE 94,300 XL CAP LTD DBCV 5/2 98372PAB4 $ 440 695,000 PRN SOLE 695,000 XL CAP LTD CL A G98255105 $ 9,811 130,010 SH SOLE 130,010 XL CAP LTD CL A G98255105 $ 53 700 SH P SOLE 700 XL CAP LTD CL A G98255105 $ 8 100 SH C SOLE 100 XM SATELLITE RADIO HLDGS INC CL A 983759101 $ 4,967 182,000 SH C SOLE 182,000 XM SATELLITE RADIO HLDGS INC CL A 983759101 $ 3,783 138,607 SH SOLE 138,607 XM SATELLITE RADIO HLDGS INC CL A 983759101 $ 2,047 75,000 SH P SOLE 75,000 XOMA LTD ORD G9825R107 $ 4 904 SH SOLE 904 X-RITE INC COM 983857103 $ 214 14,707 SH SOLE 14,707 XYBERNAUT CORP COM 984149104 $ 372 219,018 SH SOLE 219,018 YADKIN VY BK&TR CO ELKIN N C COM 984308106 $ 0 38 SH SOLE 38 YAHOO INC FRNT 4/0 984332AB2 $ 18,538 10,000,000 PRN SOLE 10,000,000 YAHOO INC COM 984332106 $ 161,682 4,441,800 SH C SOLE 4,441,800 YAHOO INC COM 984332106 $ 67,744 1,861,100 SH P SOLE 1,861,100 YAHOO INC COM 984332106 $ 28,254 776,197 SH SOLE 776,197 YANKEE CANDLE INC COM 984757104 $ 1,052 35,952 SH SOLE 35,952 YARDVILLE NATL BANCORP COM 985021104 $ 291 11,647 SH SOLE 11,647 YELLOW CORP NOTE 5.000% 8/0 985509AN8 $ 10,559 7,800,000 PRN SOLE 7,800,000 YELLOW CORP NOTE 3.375%11/2 985509AQ1 $ 2,449 2,100,000 PRN SOLE 2,100,000

YELLOW ROADWAY CORP COM 985577105 $ 3,209 80,500 SH C SOLE 80,500 YORK INTL CORP NEW COM 986670107 $ 1,940 47,241 SH SOLE 47,241 YOUNG BROADCASTING INC CL A 987434107 $ 263 19,978 SH SOLE 19,978 YOUNG INNOVATIONS INC COM 987520103 $ 81 3,204 SH SOLE 3,204 YUM BRANDS INC COM 988498101 $ 7,432 199,673 SH SOLE 199,673 YUM BRANDS INC COM 988498101 $ 875 23,500 SH C SOLE 23,500 YUM BRANDS INC COM 988498101 $ 130 3,500 SH P SOLE 3,500 ZALE CORP NEW COM 988858106 $ 2,693 98,785 SH SOLE 98,785 ZEBRA TECHNOLOGIES CORP CL A 989207105 $ 515 5,921 SH SOLE 5,921 ZENITH NATL INS CORP NOTE 5.750% 3/3 989390AH2 $ 21,986 10,010,000 PRN SOLE 10,010,000 ZENITH NATL INS CORP COM 989390109 $ 534 10,986 SH SOLE 10,986 ZHONE TECHNOLOGIES INC NEW COM 98950P108 $ 163 41,829 SH SOLE 41,829 ZILA INC COM PAR $0.01 989513205 $ 281 57,309 SH SOLE 57,309 ZIMMER HLDGS INC COM 98956P102 $ 8,797 99,742 SH SOLE 99,742 ZIMMER HLDGS INC COM 98956P102 $ 5,600 63,487 SH C SOLE 63,487 ZIONS BANCORPORATION COM 989701107 $ 11,434 186,073 SH SOLE 186,073 ZIX CORP COM 98974P100 $ 54 6,894 SH SOLE 6,894 ZOLL MED CORP COM 989922109 $ 11 300 SH SOLE 300 ZOMAX INC MINN COM 989929104 $ 31 8,100 SH SOLE 8,100 ZORAN CORP COM 98975F101 $ 112 6,100 SH P SOLE 6,100 ZORAN CORP COM 98975F101 $ 9 500 SH C SOLE 500 ZYGO CORP COM 989855101 $ 336 30,040 SH SOLE 30,040 $45,061,459

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