13F-HR 1 y05788e13fvhr.txt UBS SECURITIES LLC United States Securities and Exchange Commission Washington, DC 20549 FORM 13F COVER PAGE Report for the Quarter Ended: December 31, 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 February 15, 2005 Stamford, Connecticut Report Type (Check only one): [x] 13F Holdings Report [ ] 13F Notice [ ] 13F Combination Report Report Summary Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 6529 Form 13F Information Table Value Total: $ 45,682,082 (thousands) List of Other Included Managers: NONE SECTION 13F - QUARTER ENDING DECEMBER 31,2004 PUBLIC FILING - FINAL

ABC BANCORP COM 400101 $ 173 8,290 SH SOLE 8,290 ABER DIAMOND CORP COM 2893105 $ 8 223 SH SOLE 223 ABERCROMBIE & FITCH CO CL A 2896207 $ 16,906 360,075 SH C SOLE 360,075 ABERCROMBIE & FITCH CO CL A 2896207 $ 4,596 97,900 SH P SOLE 97,900 ABERCROMBIE & FITCH CO CL A 2896207 $ 4,259 90,710 SH SOLE 90,710 ABGENIX INC COM 00339B107 $ 289 27,933 SH SOLE 27,933 ABGENIX INC COM 00339B107 $ 82 7,900 SH C SOLE 7,900 ABGENIX INC COM 00339B107 $ 58 5,600 SH P SOLE 5,600 ABIOMED INC COM 3654100 $ 170 11,011 SH SOLE 11,011 ABITIBI-CONSOLIDATED INC COM 3924107 $ 7 940 SH SOLE 940 ABLE ENERGY COM 3709102 $ 6 1,988 SH SOLE 1,988 ABLE LABORATORIES INC COM NEW 00371N407 $ 92 4,033 SH SOLE 4,033 ABLEAUCTIONS COM INC COM NEW 00371F206 $ 3 3,545 SH SOLE 3,545 ABM INDS INC COM 957100 $ 2,840 144,000 SH C SOLE 144,000 ABM INDS INC COM 957100 $ 13 659 SH SOLE 659 ABRAMS INDS INC COM 3788106 $ 10 1,902 SH SOLE 1,902 ABRAXAS PETE CORP COM 3830106 $ 3 1,227 SH SOLE 1,227 ACACIA RESH CORP COMBIMTRX COM 3881208 $ 141 35,587 SH SOLE 35,587 ACACIA RESH CORP ACACIA TCH COM 3881307 $ 7 1,366 SH SOLE 1,366 ACADIA PHARMACEUTICALS INC COM 4225108 $ 8 1,192 SH SOLE 1,192 ACCELR8 TECHNOLOGY CORP COM NEW 4304200 $ 1 562 SH SOLE 562 ACCELRYS INC COM 00430U103 $ 114 14,665 SH SOLE 14,665 ACCENTURE LTD BERMUDA CL A G1150G111 $ 10,270 380,380 SH SOLE 380,380 ACCENTURE LTD BERMUDA CL A G1150G111 $ 381 14,100 SH P SOLE 14,100 ACCENTURE LTD BERMUDA CL A G1150G111 $ 281 10,400 SH C SOLE 10,400 ACCESS ANYTIME BANCORP COM 00431F105 $ 16 1,123 SH SOLE 1,123 ACCREDO HEALTH INC COM 00437V104 $ 294 10,593 SH SOLE 10,593 ACE CASH EXPRESS INC COM 4403101 $ 157 5,300 SH SOLE 5,300 ACE COMM CORP COM 4404109 $ 13 5,247 SH SOLE 5,247 ACE LTD ORD G0070K103 $ 17,732 414,790 SH SOLE 414,790 ACETO CORP COM 4446100 $ 352 18,512 SH SOLE 18,512 ACM GOVT OPPORTUNITY FD INC COM 918102 $ 16 1,999 SH SOLE 1,999 ACM MANAGED INCOME FD INC COM 919100 $ 3 684 SH SOLE 684 ACME COMMUNICATION INC COM 4631107 $ 24 3,416 SH SOLE 3,416 ACS TECH 80 LTD SHS M01773106 $ 3 439 SH SOLE 439 ACTEL CORP COM 4934105 $ 129 7,370 SH SOLE 7,370 ACTION PERFORMANCE COS INC COM 4933107 $ 158 14,408 SH SOLE 14,408 ACTIVCARD CORP COM 00506J107 $ 185 20,800 SH SOLE 20,800 ACTIVISION INC NEW COM NEW 4930202 $ 469 23,260 SH SOLE 23,260 ACTIVISION INC NEW COM NEW 4930202 $ 133 6,600 SH C SOLE 6,600 ACTIVISION INC NEW COM NEW 4930202 $ 67 3,300 SH P SOLE 3,300 ACTUANT CORP CL A NEW 00508X203 $ 1,852 35,512 SH SOLE 35,512 ACTUATE CORP COM 00508B102 $ 142 55,860 SH SOLE 55,860 ACUITY BRANDS INC COM 00508Y102 $ 505 15,871 SH SOLE 15,871 ACUSPHERE INC COM 00511R870 $ 5 750 SH SOLE 750 ACXIOM CORP NOTE 3.750% 2/1 005125AB5 $ 2,833 1,949,000 PRN SOLE 1,949,000

ACXIOM CORP COM 5125109 $ 185 7,016 SH SOLE 7,016 ADAMS EXPRESS CO COM 6212104 $ 18 1,364 SH SOLE 1,364 ADAMS RES & ENERGY INC COM NEW 6351308 $ 1 40 SH SOLE 40 ADAPTEC INC NOTE 3.000% 3/0 00651FAE8 $ 1,135 1,135,000 PRN SOLE 1,135,000 ADAPTEC INC COM 00651F108 $ 318 41,866 SH SOLE 41,866 ADAPTEC INC COM 00651F108 $ 1 100 SH C SOLE 100 ADDVANTAGE TECHNOLOGIES GP I COM NEW 6743306 $ 0 80 SH SOLE 80 ADE CORP MASS COM 00089C107 $ 129 6,900 SH SOLE 6,900 ADECCO SA SPONSORED ADR 6754105 $ 18 1,441 SH SOLE 1,441 ADESA INC COM 00686U104 $ 201 9,466 SH SOLE 9,466 ADEZA BIOMEDICAL CORP COM 6864102 $ 7 400 SH SOLE 400 ADMINISTAFF INC COM 7094105 $ 1,030 81,682 SH SOLE 81,682 ADOBE SYS INC COM 00724F101 $ 67,967 1,083,310 SH SOLE 1,083,310 ADOBE SYS INC COM 00724F101 $ 6,914 110,200 SH P SOLE 110,200 ADOBE SYS INC COM 00724F101 $ 3,764 60,000 SH C SOLE 60,000 ADOLOR CORP COM 00724X102 $ 3 342 SH SOLE 342 ADT OPERATIONS NOTE 7/0 000945AC9 $ 1,335 1,959,000 PRN SOLE 1,959,000 ADTRAN INC COM 00738A106 $ 440 22,978 SH SOLE 22,978 ADTRAN INC COM 00738A106 $ 392 20,500 SH C SOLE 20,500 ADTRAN INC COM 00738A106 $ 260 13,600 SH P SOLE 13,600 ADVANCE AUTO PARTS INC COM 00751Y106 $ 1,256 28,755 SH SOLE 28,755 ADVANCE FINL BANCORP COM 7437106 $ 0 2,728 SH SOLE 2,728 ADVANCED DIGITAL INFORMATION COM 7525108 $ 185 18,506 SH SOLE 18,506 ADVANCED DIGITAL INFORMATION COM 7525108 $ 56 5,600 SH P SOLE 5,600 ADVANCED DIGITAL INFORMATION COM 7525108 $ 6 600 SH C SOLE 600 ADVANCED ENERGY INDS COM 7973100 $ 68 7,471 SH SOLE 7,471 ADVANCED MARKETING SVCS INC COM 00753T105 $ 235 23,403 SH SOLE 23,403 ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG3 $ 4,504 4,142,000 PRN SOLE 4,142,000 ADVANCED MEDICAL OPTICS INC COM 00763M108 $ 32 787 SH SOLE 787 ADVANCED MICRO DEVICES INC COM 7903107 $ 73,912 3,356,600 SH P SOLE 3,356,600 ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF4 $ 49,120 16,000,000 PRN SOLE 16,000,000 ADVANCED MICRO DEVICES INC COM 7903107 $ 47,871 2,174,000 SH C SOLE 2,174,000 ADVANCED MICRO DEVICES INC COM 7903107 $ 14,039 637,566 SH SOLE 637,566 ADVANCED NEUROMODULATION SYS COM 00757T101 $ 187 4,737 SH SOLE 4,737 ADVANCED POWER TECHNOLOGY IN COM $ 18 2,310 SH SOLE 2,310 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 $ 20 5,449 SH SOLE 5,449 ADVANCIS PHARMACEUTICALS COR COM 00764L109 $ 95 24,749 SH SOLE 24,749 ADVANTA CORP CL A 7942105 $ 1,412 62,444 SH SOLE 62,444 ADVANTA CORP CL B 7942204 $ 129 5,330 SH SOLE 5,330 ADVENT SOFTWARE INC COM 7974108 $ 406 19,808 SH SOLE 19,808 ADVISORY BRD CO COM 00762W107 $ 1,012 27,451 SH SOLE 27,451 ADVO INC COM 7585102 $ 236 6,620 SH SOLE 6,620 AEHR TEST SYSTEMS COM 00760J108 $ 6 1,477 SH SOLE 1,477 AEROCENTURY CORP COM 7737109 $ 3 1,200 SH SOLE 1,200 AEROFLEX INC COM 7768104 $ 196 16,143 SH SOLE 16,143 AEROPOSTALE COM 7865108 $ 1,531 52,008 SH SOLE 52,008

AEROSONIC CORP DEL COM PAR $0.40 8015307 $ 6 1,001 SH SOLE 1,001 AES CORP COM 00130H105 $ 14,590 1,067,291 SH SOLE 1,067,291 AES CORP COM 00130H105 $ 257 18,800 SH C SOLE 18,800 AES CORP COM 00130H105 $ 64 4,700 SH P SOLE 4,700 AES TR III PFD CV 6.75% 00808N202 $ 10 202 SH SOLE 202 AETERNA ZENTARIS INC COM 7975204 $ 117 18,699 SH SOLE 18,699 AETHER SYS INC COM 00808V105 $ 133 39,774 SH SOLE 39,774 AETNA INC NEW COM 00817Y108 $ 27,919 223,800 SH P SOLE 223,800 AETNA INC NEW COM 00817Y108 $ 19,152 153,527 SH SOLE 153,527 AETNA INC NEW COM 00817Y108 $ 8,109 65,000 SH C SOLE 65,000 AETRIUM INC COM 00817R103 $ 15 3,900 SH SOLE 3,900 AEW REAL ESTATE INCOME FD COM 00104H107 $ 11 599 SH SOLE 599 AFC ENTERPRISES INC COM 00104Q107 $ 33 1,409 SH SOLE 1,409 AFFILIATED COMPUTER SERVICES CL A 8190100 $ 13,489 224,100 SH C SOLE 224,100 AFFILIATED COMPUTER SERVICES CL A 8190100 $ 4,409 73,256 SH SOLE 73,256 AFFILIATED COMPUTER SERVICES CL A 8190100 $ 3,509 58,300 SH P SOLE 58,300 AFFILIATED MANAGERS GROUP NOTE 5/0 008252AC2 $ 608 510,000 PRN SOLE 510,000 AFFIRMATIVE INS HLDGS INC COM 8272106 $ 16 965 SH SOLE 965 AFFORDABLE RESIDENTIAL CMTYS COM 8273104 $ 4,608 321,128 SH SOLE 321,128 AFFYMETRIX INC COM 00826T108 $ 3,498 95,700 SH C SOLE 95,700 AFFYMETRIX INC COM 00826T108 $ 409 11,200 SH P SOLE 11,200 AFFYMETRIX INC COM 00826T108 $ 1 36 SH SOLE 36 AFLAC INC COM 1055102 $ 37,453 940,093 SH SOLE 940,093 AFLAC INC COM 1055102 $ 1,793 45,000 SH C SOLE 45,000 AFTERMARKET TECHNOLOGY CORP COM 8318107 $ 412 25,593 SH SOLE 25,593 AGCO CORP COM 1084102 $ 5,995 273,852 SH SOLE 273,852 AGERE SYS INC NOTE 6.500%12/1 00845VAA8 $ 5,288 5,000,000 PRN SOLE 5,000,000 AGERE SYS INC CL A 00845V100 $ 630 459,615 SH SOLE 459,615 AGERE SYS INC CL B 00845V209 $ 2 1,499 SH SOLE 1,499 AGILE SOFTWARE CORP DEL COM 00846X105 $ 39 4,767 SH SOLE 4,767 AGILENT TECHNOLOGIES INC COM 00846U101 $ 17,474 725,043 SH SOLE 725,043 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 $ 14,590 14,463,000 PRN SOLE 14,463,000 AGILENT TECHNOLOGIES INC COM 00846U101 $ 3,068 127,300 SH P SOLE 127,300 AGILENT TECHNOLOGIES INC COM 00846U101 $ 157 6,500 SH C SOLE 6,500 AGILYSYS INC COM 00847J105 $ 420 24,514 SH SOLE 24,514 AGL RES INC COM 1204106 $ 3,665 110,269 SH SOLE 110,269 AGNICO EAGLE MINES LTD COM 8474108 $ 5,042 366,700 SH C SOLE 366,700 AGNICO EAGLE MINES LTD COM 8474108 $ 3,251 236,419 SH SOLE 236,419 AGNICO EAGLE MINES LTD COM 8474108 $ 213 15,500 SH P SOLE 15,500 AGNICO EAGLE MINES LTD *W EXP 11/07/200 8474132 $ 12 4,178 SH SOLE 4,178 AGREE REALTY CORP COM 8492100 $ 18 579 SH SOLE 579 AGRIUM INC COM 8916108 $ 12,346 732,682 SH C SOLE 732,682 AHPC HOLDINGS INC COM 1303106 $ 5 1,101 SH SOLE 1,101 AIM SELECT REAL ESTATE INCM SHS 00888R107 $ 2,398 137,018 SH SOLE 137,018 AIR FRANCE KLM *W EXP 11/05/200 9119116 $ 1 644 SH SOLE 644 AIR METHODS CORP COM PAR $.06 9128307 $ 17 2,023 SH SOLE 2,023

AIR PRODS & CHEMS INC COM 9158106 $ 19,020 328,108 SH SOLE 328,108 AIR T INC COM 9207101 $ 19 1,066 SH SOLE 1,066 AIRGAS INC COM 9363102 $ 28 1,051 SH SOLE 1,051 AIRGATE PCS INC COM NEW 9367301 $ 320 8,976 SH SOLE 8,976 AIRNET COMMUNICATIONS CORP COM NEW 00941P403 $ 7 2,229 SH SOLE 2,229 AIRNET SYS INC COM 9417106 $ 5 1,443 SH SOLE 1,443 AIRSPAN NETWORKS INC COM 00950H102 $ 120 22,144 SH SOLE 22,144 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 $ 2,564 1,896,000 PRN SOLE 1,896,000 AIRTRAN HLDGS INC COM 00949P108 $ 822 76,855 SH SOLE 76,855 AIRTRAN HLDGS INC COM 00949P108 $ 55 5,100 SH P SOLE 5,100 AIRTRAN HLDGS INC COM 00949P108 $ 42 3,900 SH C SOLE 3,900 AK STL HLDG CORP COM 1547108 $ 124 8,563 SH SOLE 8,563 AK STL HLDG CORP COM 1547108 $ 29 2,000 SH C SOLE 2,000 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 $ 2,205 2,000,000 PRN SOLE 2,000,000 AKAMAI TECHNOLOGIES INC COM 00971T101 $ 1,058 81,205 SH SOLE 81,205 AKAMAI TECHNOLOGIES INC COM 00971T101 $ 336 25,800 SH P SOLE 25,800 AKAMAI TECHNOLOGIES INC COM 00971T101 $ 328 25,200 SH C SOLE 25,200 AKORN INC COM 9728106 $ 2 608 SH SOLE 608 AKSYS LTD COM 10196103 $ 139 24,933 SH SOLE 24,933 ALABAMA NATL BANCORP DELA COM 10317105 $ 89 1,379 SH SOLE 1,379 ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 $ 163 6,587 SH SOLE 6,587 ALAMOSA HLDGS INC COM 11589108 $ 12,470 1,000,000 SH C SOLE 1,000,000 ALAMOSA HLDGS INC COM 11589108 $ 195 15,642 SH SOLE 15,642 ALASKA AIR GROUP INC COM 11659109 $ 225 6,723 SH SOLE 6,723 ALASKA COMMUNICATIONS SYS GR COM 01167P101 $ 53 6,108 SH SOLE 6,108 ALBANY INTL CORP CL A 12348108 $ 631 17,951 SH SOLE 17,951 ALBANY MOLECULAR RESH INC COM 12423109 $ 4 335 SH SOLE 335 ALBEMARLE CORP COM 12653101 $ 10 262 SH SOLE 262 ALBERTO CULVER CO COM 13068101 $ 6,707 138,083 SH SOLE 138,083 ALBERTSONS INC COM 13104104 $ 3,901 163,344 SH SOLE 163,344 ALBERTSONS INC COM 13104104 $ 1,975 82,700 SH P SOLE 82,700 ALBERTSONS INC COM 13104104 $ 368 15,400 SH C SOLE 15,400 ALCAN INC COM 13716105 $ 14,128 288,100 SH P SOLE 288,100 ALCAN INC COM 13716105 $ 196 4,000 SH C SOLE 4,000 ALCOA INC COM 13817101 $ 48,915 1,556,808 SH C SOLE 1,556,808 ALCOA INC COM 13817101 $ 10,730 341,505 SH SOLE 341,505 ALCOA INC COM 13817101 $ 5,561 177,000 SH P SOLE 177,000 ALCON INC COM SHS H01301102 $ 97 1,200 SH SOLE 1,200 ALDERWOODS GROUP INC *W EXP 01/02/200 14383111 $ 0 472 SH SOLE 472 ALDILA INC COM NEW 14384200 $ 146 9,544 SH SOLE 9,544 ALERIS INTL INC COM 14477103 $ 234 13,822 SH SOLE 13,822 ALEXANDERS INC COM 14752109 $ 51 237 SH SOLE 237 ALEXANDRIA REAL ESTATE EQ IN COM 15271109 $ 5 65 SH SOLE 65 ALEXION PHARMACEUTICALS INC COM 15351109 $ 94 3,719 SH SOLE 3,719 ALFA CORP COM 15385107 $ 32 2,084 SH SOLE 2,084 ALFACELL CORP COM 15404106 $ 12 2,781 SH SOLE 2,781

ALICO INC COM 16230104 $ 352 6,018 SH SOLE 6,018 ALIGN TECHNOLOGY INC COM 16255101 $ 9,740 906,072 SH C SOLE 906,072 ALIGN TECHNOLOGY INC COM 16255101 $ 422 39,292 SH SOLE 39,292 ALIGN TECHNOLOGY INC COM 16255101 $ 43 4,000 SH P SOLE 4,000 ALKERMES INC NOTE 2.500% 9/0 01642TAE8 $ 29,750 25,000,000 PRN SOLE 25,000,000 ALKERMES INC COM 01642T108 $ 218 15,482 SH SOLE 15,482 ALL AMERICAN SEMICONDUCTOR I COM NEW 16557407 $ 79 13,337 SH SOLE 13,337 ALLEGHANY CORP DEL COM 17175100 $ 671 2,352 SH SOLE 2,352 ALLEGHENY ENERGY INC COM 17361106 $ 3,520 178,606 SH SOLE 178,606 ALLEGHENY TECHNOLOGIES INC COM 01741R102 $ 4,323 199,482 SH SOLE 199,482 ALLEGHENY TECHNOLOGIES INC COM 01741R102 $ 1,084 50,000 SH P SOLE 50,000 ALLEN ORGAN CO CL B 17753104 $ 9 129 SH SOLE 129 ALLERGAN INC COM 18490102 $ 20,106 248,005 SH SOLE 248,005 ALLERGAN INC COM 18490102 $ 1,751 21,600 SH P SOLE 21,600 ALLERGAN INC COM 18490102 $ 1,581 19,500 SH C SOLE 19,500 ALLETE INC COM NEW 18522300 $ 242 6,579 SH SOLE 6,579 ALLIANCE ALL MARKET ADVANTAG COM 01852M108 $ 10 666 SH SOLE 666 ALLIANCE BANKSHARES CORP COM 18535104 $ 26 1,690 SH SOLE 1,690 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 $ 62,706 1,493,000 SH SOLE 1,493,000 ALLIANCE DATA SYSTEMS CORP COM 18581108 $ 690 14,532 SH SOLE 14,532 ALLIANCE FINANCIAL CORP NY COM 19205103 $ 66 2,157 SH SOLE 2,157 ALLIANCE GAMING CORP COM NEW 01859P609 $ 2,284 165,400 SH C SOLE 165,400 ALLIANCE GAMING CORP COM NEW 01859P609 $ 2 168 SH SOLE 168 ALLIANCE IMAGING INC COM NEW 18606202 $ 97 8,603 SH SOLE 8,603 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 $ 142 38,414 SH SOLE 38,414 ALLIANT ENERGY CORP COM 18802108 $ 42 1,480 SH SOLE 1,480 ALLIANT TECHSYSTEMS INC COM 18804104 $ 16,018 245,000 SH C SOLE 245,000 ALLIANT TECHSYSTEMS INC COM 18804104 $ 16,018 245,000 SH P SOLE 245,000 ALLIANT TECHSYSTEMS INC COM 18804104 $ 11 173 SH SOLE 173 ALLIED CAP CORP NEW COM 01903Q108 $ 1,245 48,200 SH C SOLE 48,200 ALLIED CAP CORP NEW COM 01903Q108 $ 1,080 41,800 SH P SOLE 41,800 ALLIED CAP CORP NEW COM 01903Q108 $ 1,010 39,097 SH SOLE 39,097 ALLIED DEFENSE GROUP INC COM 19118108 $ 12 519 SH SOLE 519 ALLIED HEALTHCARE INTL INC COM 01923A109 $ 67 12,270 SH SOLE 12,270 ALLIED HEALTHCARE PRODS INC COM 19222108 $ 16 2,454 SH SOLE 2,454 ALLIED HLDGS INC COM 19223106 $ 1 435 SH SOLE 435 ALLIED MOTION TECHNOLOGIES I COM 19330109 $ 4 546 SH SOLE 546 ALLIED WASTE INDS INC PFD SR C CONV 19589605 $ 14,440 273,944 SH SOLE 273,944 ALLIED WASTE INDS INC COM PAR$.01NEW 19589308 $ 3,712 400,000 SH C SOLE 400,000 ALLMERICA FINL CORP COM 19754100 $ 367 11,192 SH SOLE 11,192 ALLMERICA SECS TR SH BEN INT 19921105 $ 3 299 SH SOLE 299 ALLOS THERAPEUTICS INC COM 19777101 $ 7 2,936 SH SOLE 2,936 ALLOY INC COM 19855105 $ 335 41,568 SH SOLE 41,568 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 $ 303 28,433 SH SOLE 28,433 ALLSTATE CORP COM 20002101 $ 78,496 1,517,705 SH SOLE 1,517,705 ALLSTATE CORP COM 20002101 $ 15,392 297,600 SH C SOLE 297,600

ALLSTATE CORP COM 20002101 $ 8,982 173,674 SH P SOLE 173,674 ALLTEL CORP COM 20039103 $ 33,317 567,000 SH C SOLE 567,000 ALLTEL CORP COM 20039103 $ 8,743 148,792 SH SOLE 148,792 ALLTEL CORP COM 20039103 $ 629 10,700 SH P SOLE 10,700 ALMOST FAMILY INC COM 20409108 $ 33 2,222 SH SOLE 2,222 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 $ 13 1,787 SH SOLE 1,787 ALPHA TECHNOLOGIES GROUP INC COM 20781100 $ 3 2,901 SH SOLE 2,901 ALPHARMA INC CL A 20813101 $ 722 42,568 SH SOLE 42,568 ALPHARMA INC NOTE 3.000% 6/0 020813AD3 $ 628 500,000 PRN SOLE 500,000 ALPHARMA INC NOTE 5.750% 4/0 020813AB7 $ 402 401,900 PRN SOLE 401,900 ALPHASMART INC COM 02081F104 $ 9 3,102 SH SOLE 3,102 ALTAIR NANOTECHNOLOGIES INC COM 21373105 $ 46 16,885 SH SOLE 16,885 ALTERA CORP COM 21441100 $ 16,851 814,066 SH SOLE 814,066 ALTERA CORP COM 21441100 $ 11,366 549,100 SH P SOLE 549,100 ALTERA CORP COM 21441100 $ 4,295 207,500 SH C SOLE 207,500 ALTIGEN COMMUNICATIONS INC COM 21489109 $ 7 1,694 SH SOLE 1,694 ALTIRIS INC COM 02148M100 $ 59 1,658 SH SOLE 1,658 ALTO PALERMO S A SPONSORED ADR 02151P107 $ 2 270 SH SOLE 270 ALTRIA GROUP INC COM 02209S103 $ 643,124 10,525,757 SH P SOLE 10,525,757 ALTRIA GROUP INC COM 02209S103 $ 546,202 8,939,476 SH SOLE 8,939,476 ALTRIA GROUP INC COM 02209S103 $ 99,225 1,623,984 SH C SOLE 1,623,984 ALUMINA LTD SPONSORED ADR 22205108 $ 27 1,463 SH SOLE 1,463 ALVARION LTD SHS M0861T100 $ 194 14,597 SH SOLE 14,597 ALZA CORP SDCV 7/2 02261WAB5 $ 57,640 66,158,000 PRN SOLE 66,158,000 AMAZON COM INC COM 23135106 $ 49,902 1,126,700 SH P SOLE 1,126,700 AMAZON COM INC COM 23135106 $ 31,164 703,632 SH C SOLE 703,632 AMAZON COM INC COM 23135106 $ 24,871 561,545 SH SOLE 561,545 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 $ 22,108 22,080,000 PRN SOLE 22,080,000 AMB FINL CORP COM 1984103 $ 34 2,448 SH SOLE 2,448 AMB PROPERTY CORP COM 00163T109 $ 2,208 54,673 SH SOLE 54,673 AMBAC FINL GROUP INC COM 23139108 $ 9,853 119,970 SH SOLE 119,970 AMBASSADORS GROUP INC COM 23177108 $ 342 9,613 SH SOLE 9,613 AMCOL INTL CORP COM 02341W103 $ 256 12,728 SH SOLE 12,728 AMCOR LTD PRIDES 7.25% 02341R401 $ 5,132 90,429 SH SOLE 90,429 AMCORE FINL INC COM 23912108 $ 275 8,559 SH SOLE 8,559 AMDL INC COM PAR $0.001 00167K401 $ 1 1,515 SH SOLE 1,515 AMDOCS LTD ORD G02602103 $ 42,441 1,616,800 SH P SOLE 1,616,800 AMDOCS LTD ORD G02602103 $ 10,025 381,900 SH C SOLE 381,900 AMEDISYS INC COM 23436108 $ 483 14,915 SH SOLE 14,915 AMEN PPTYS INC COM NEW 23477201 $ 3 585 SH SOLE 585 AMER BIO MEDICA CORP COM 24600108 $ 7 6,890 SH SOLE 6,890 AMERADA HESS CORP COM 23551104 $ 31,296 379,900 SH P SOLE 379,900 AMERADA HESS CORP COM 23551104 $ 27,993 339,800 SH C SOLE 339,800 AMERADA HESS CORP COM 23551104 $ 8,318 100,971 SH SOLE 100,971 AMERADA HESS CORP PFD CV ACES 7% 23551401 $ 3 35 SH SOLE 35 AMERCO COM 23586100 $ 86 1,862 SH SOLE 1,862

AMEREN CORP COM 23608102 $ 15,114 301,443 SH SOLE 301,443 AMERIANA BANCORP COM 23613102 $ 22 1,376 SH SOLE 1,376 AMERICA FIRST APT INV INC COM 02363X104 $ 22 1,795 SH SOLE 1,795 AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V107 $ 16 2,243 SH SOLE 2,243 AMERICA MOVIL S A DE C V SPON ADR A SHS 02364W204 $ 105 2,023 SH SOLE 2,023 AMERICA ONLINE LATIN AMERICA CL A 02365B100 $ 52 69,683 SH SOLE 69,683 AMERICA SVC GROUP INC COM 02364L109 $ 199 7,444 SH SOLE 7,444 AMERICA WEST HLDG CORP CL B 23657208 $ 10,467 1,590,709 SH SOLE 1,590,709 AMERICAN ACCES TECHNOLOGIES COM 02368F108 $ 1 452 SH SOLE 452 AMERICAN AXLE & MFG HLDGS IN COM 24061103 $ 3,213 104,805 SH SOLE 104,805 AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB9 $ 182 200,000 PRN SOLE 200,000 AMERICAN BILTRITE INC COM 24591109 $ 4 314 SH SOLE 314 AMERICAN BUSINESS FINL SVCS COM 02476B106 $ 3 2,779 SH SOLE 2,779 AMERICAN CAMPUS CMNTYS INC COM 24835100 $ 43 1,927 SH SOLE 1,927 AMERICAN CLAIMS EVALUATION I COM 25144106 $ 1 220 SH SOLE 220 AMERICAN CMNTY PPTYS TR COM 02520N106 $ 12 975 SH SOLE 975 AMERICAN EAGLE OUTFITTERS NE COM 2.55E+109 $ 707 15,000 SH C SOLE 15,000 AMERICAN EAGLE OUTFITTERS NE COM 2.55E+109 $ 259 5,500 SH P SOLE 5,500 AMERICAN ECOLOGY CORP COM NEW 25533407 $ 232 19,400 SH SOLE 19,400 AMERICAN ELEC PWR INC COM 25537101 $ 22,681 660,480 SH SOLE 660,480 AMERICAN ELEC PWR INC COM 25537101 $ 536 15,600 SH P SOLE 15,600 AMERICAN ELEC PWR INC COM 25537101 $ 244 7,100 SH C SOLE 7,100 AMERICAN EXPRESS CO COM 25816109 $ 83,863 1,487,724 SH SOLE 1,487,724 AMERICAN EXPRESS CO COM 25816109 $ 26,401 468,357 SH C SOLE 468,357 AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS8 $ 3,815 3,512,000 PRN SOLE 3,512,000 AMERICAN EXPRESS CO COM 25816109 $ 3,709 65,800 SH P SOLE 65,800 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 $ 3,041 7,092,000 PRN SOLE 7,092,000 AMERICAN FINL GROUP INC OHIO COM 25932104 $ 208 6,651 SH SOLE 6,651 AMERICAN FINL RLTY TR COM 02607P305 $ 2,702 167,013 SH SOLE 167,013 AMERICAN HEALTHWAYS INC COM 02649V104 $ 3,965 120,000 SH C SOLE 120,000 AMERICAN HEALTHWAYS INC COM 02649V104 $ 524 15,870 SH SOLE 15,870 AMERICAN HEALTHWAYS INC COM 02649V104 $ 314 9,500 SH P SOLE 9,500 AMERICAN INDEPENDENCE CORP COM NEW 26760405 $ 39 2,653 SH SOLE 2,653 AMERICAN INTL GROUP INC COM 26874107 $ 278,654 4,243,248 SH SOLE 4,243,248 AMERICAN INTL GROUP INC COM 26874107 $ 152,332 2,319,652 SH P SOLE 2,319,652 AMERICAN INTL GROUP INC COM 26874107 $ 149,848 2,281,833 SH C SOLE 2,281,833 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 $ 4,268 6,454,000 PRN SOLE 6,454,000 AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN7 $ 94 100,000 PRN SOLE 100,000 AMERICAN ITALIAN PASTA CO CL A 27070101 $ 127 5,467 SH SOLE 5,467 AMERICAN LD LEASE INC COM 27118108 $ 34 1,523 SH SOLE 1,523 AMERICAN MED SYS HLDGS INC COM 02744M108 $ 799 19,119 SH SOLE 19,119 AMERICAN MUN INCOME PORTFOLI COM 27649102 $ 9 638 SH SOLE 638 AMERICAN NATL BANKSHARES INC COM 27745108 $ 49 2,032 SH SOLE 2,032 AMERICAN NATL INS CO COM 28591105 $ 10 98 SH SOLE 98 AMERICAN PAC BK AUMSVILLE OR CL B 02837P307 $ 28 2,483 SH SOLE 2,483 AMERICAN PAC CORP COM 28740108 $ 27 3,164 SH SOLE 3,164

AMERICAN PHARMACEUTICALS PTN COM 02886P109 $ 10,363 277,000 SH C SOLE 277,000 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $ 4,096 109,500 SH P SOLE 109,500 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $ 680 18,179 SH SOLE 18,179 AMERICAN PHYSICIANS CAPITAL COM 28884104 $ 944 26,214 SH SOLE 26,214 AMERICAN PHYSICIANS SVC GROU COM 28882108 $ 12 1,130 SH SOLE 1,130 AMERICAN PWR CONVERSION CORP COM 29066107 $ 4,955 231,564 SH SOLE 231,564 AMERICAN PWR CONVERSION CORP COM 29066107 $ 957 44,700 SH C SOLE 44,700 AMERICAN PWR CONVERSION CORP COM 29066107 $ 353 16,500 SH P SOLE 16,500 AMERICAN RETIREMENT CORP COM 28913101 $ 21 1,746 SH SOLE 1,746 AMERICAN RIVER BANKSHARES COM 29326105 $ 45 1,931 SH SOLE 1,931 AMERICAN RLTY INVS INC COM 29174109 $ 13 1,294 SH SOLE 1,294 AMERICAN SCIENCE & ENGR INC COM 29429107 $ 3 68 SH SOLE 68 AMERICAN SELECT PORTFOLIO IN COM 29570108 $ 3 228 SH SOLE 228 AMERICAN SHARED HOSPITAL SVC COM 29595105 $ 3 467 SH SOLE 467 AMERICAN SOFTWARE INC CL A 29683109 $ 19 3,116 SH SOLE 3,116 AMERICAN STD COS INC DEL COM 29712106 $ 13,458 325,713 SH SOLE 325,713 AMERICAN STD COS INC DEL COM 29712106 $ 2,066 50,000 SH P SOLE 50,000 AMERICAN STRATEGIC INCM PTFL COM 30098107 $ 1 91 SH SOLE 91 AMERICAN STRATEGIC INCOME II COM 03009T101 $ 1 68 SH SOLE 68 AMERICAN STS WTR CO COM 29899101 $ 111 4,254 SH SOLE 4,254 AMERICAN SUPERCONDUCTOR CORP COM 30111108 $ 18 1,185 SH SOLE 1,185 AMERICAN TECHNICNAL CERAMICS COM 30137103 $ 8 844 SH SOLE 844 AMERICAN TECHNOLOGY CORP COM NEW 30145205 $ 16 1,480 SH SOLE 1,480 AMERICAN TOWER CORP CL A 29912201 $ 11,566 628,600 SH C SOLE 628,600 AMERICAN TOWER CORP CL A 29912201 $ 3,739 203,200 SH P SOLE 203,200 AMERICAN TOWER CORP CL A 29912201 $ 2 93 SH SOLE 93 AMERICAN VANGUARD CORP COM 30371108 $ 180 4,893 SH SOLE 4,893 AMERICAN VANTAGE COS COM 03037B106 $ 5 2,759 SH SOLE 2,759 AMERICAN WOODMARK CORP COM 30506109 $ 118 2,697 SH SOLE 2,697 AMERICANWEST BANCORPORATION COM 03058P109 $ 290 14,339 SH SOLE 14,339 AMERICREDIT CORP COM 03060R101 $ 1,550 63,400 SH P SOLE 63,400 AMERICREDIT CORP COM 03060R101 $ 482 19,700 SH C SOLE 19,700 AMERICREDIT CORP COM 03060R101 $ 143 5,835 SH SOLE 5,835 AMERIGAS PARTNERS L P UNIT L P INT 30975106 $ 808 27,313 SH SOLE 27,313 AMERIGROUP CORP COM 03073T102 $ 3,922 51,837 SH SOLE 51,837 AMERISERV FINL INC COM 03074A102 $ 10 1,988 SH SOLE 1,988 AMERISOURCEBERGEN CORP COM 3.07E+108 $ 13,753 234,373 SH P SOLE 234,373 AMERISOURCEBERGEN CORP COM 3.07E+108 $ 10,125 172,547 SH SOLE 172,547 AMERISOURCEBERGEN CORP COM 3.07E+108 $ 6,866 117,000 SH C SOLE 117,000 AMERISTAR CASINOS INC COM 03070Q101 $ 595 13,810 SH SOLE 13,810 AMERITRADE HLDG CORP NEW COM 03074K100 $ 7,301 513,442 SH C SOLE 513,442 AMERITRADE HLDG CORP NEW COM 03074K100 $ 1,038 72,973 SH SOLE 72,973 AMERITRADE HLDG CORP NEW COM 03074K100 $ 225 15,800 SH P SOLE 15,800 AMERITRANS CAP CORP COM 03073H108 $ 10 1,755 SH SOLE 1,755 AMERIVEST PPTYS INC DEL COM 03071L101 $ 0 59 SH SOLE 59 AMERN STRATEGIC INCOME PTFL COM 30099105 $ 13 1,067 SH SOLE 1,067

AMERON INTL INC COM 30710107 $ 226 5,960 SH SOLE 5,960 AMERUS GROUP CO COM 03072M108 $ 878 19,390 SH SOLE 19,390 AMES NATL CORP COM 31001100 $ 39 480 SH SOLE 480 AMETEK INC NEW COM 31100100 $ 43 1,214 SH SOLE 1,214 AMGEN INC COM 31162100 $ 91,367 1,424,278 SH SOLE 1,424,278 AMGEN INC COM 31162100 $ 63,144 984,325 SH C SOLE 984,325 AMGEN INC COM 31162100 $ 21,436 334,150 SH P SOLE 334,150 AMIS HLDGS INC COM 31538101 $ 450 27,246 SH SOLE 27,246 AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN0 $ 980 1,000,000 PRN SOLE 1,000,000 AMKOR TECHNOLOGY INC COM 31652100 $ 460 68,900 SH P SOLE 68,900 AMKOR TECHNOLOGY INC COM 31652100 $ 253 37,900 SH C SOLE 37,900 AMKOR TECHNOLOGY INC COM 31652100 $ 188 28,099 SH SOLE 28,099 AMN HEALTHCARE SERVICES INC COM 1744101 $ 187 11,728 SH SOLE 11,728 AMNET MORTGAGE INC COM 03169A108 $ 33 4,018 SH SOLE 4,018 AMPAL AMERN ISRAEL CORP PFD CV 6.50% 32015307 $ 24 2,143 SH SOLE 2,143 AMPAL AMERN ISRAEL CORP CL A 32015109 $ 9 2,444 SH SOLE 2,444 AMPCO-PITTSBURGH CORP COM 32037103 $ 7 470 SH SOLE 470 AMR CORP COM 1765106 $ 20,731 1,893,200 SH P SOLE 1,893,200 AMR CORP COM 1765106 $ 8,291 757,200 SH C SOLE 757,200 AMREIT CL A 32158107 $ 1 170 SH SOLE 170 AMREP CORP NEW COM 32159105 $ 3 115 SH SOLE 115 AMSOUTH BANCORPORATION COM 32165102 $ 13,320 514,293 SH SOLE 514,293 AMSURG CORP COM 03232P405 $ 194 6,553 SH SOLE 6,553 AMTECH SYS INC COM PAR $0.01N 32332504 $ 9 2,140 SH SOLE 2,140 AMVESCAP PLC SPONSORED ADR 3.24E+103 $ 624 49,710 SH SOLE 49,710 AMX CORP NEW COM 00180C105 $ 582 35,328 SH SOLE 35,328 AMYLIN PHARMACEUTICALS INC COM 32346108 $ 1,346 57,600 SH C SOLE 57,600 AMYLIN PHARMACEUTICALS INC COM 32346108 $ 701 30,000 SH P SOLE 30,000 ANADARKO PETE CORP COM 32511107 $ 49,110 757,757 SH SOLE 757,757 ANADARKO PETE CORP COM 32511107 $ 6,591 101,700 SH C SOLE 101,700 ANADARKO PETE CORP COM 32511107 $ 1,264 19,500 SH P SOLE 19,500 ANADIGICS INC COM 32515108 $ 65 17,223 SH SOLE 17,223 ANALEX CORP COM 32653107 $ 6 1,317 SH SOLE 1,317 ANALOG DEVICES INC COM 32654105 $ 21,129 572,297 SH SOLE 572,297 ANALOG DEVICES INC COM 32654105 $ 5,564 150,700 SH C SOLE 150,700 ANALOG DEVICES INC COM 32654105 $ 3,962 107,300 SH P SOLE 107,300 ANALOGIC CORP COM PAR $0.05 32657207 $ 223 4,968 SH SOLE 4,968 ANALYSTS INTL CORP COM 32681108 $ 8 1,940 SH SOLE 1,940 ANALYTICAL SURVEYS INC COM PAR $.0001 32683401 $ 1 185 SH SOLE 185 ANAREN INC COM 32744104 $ 26 2,043 SH SOLE 2,043 ANCHOR BANCORP WIS INC COM 32839102 $ 161 5,520 SH SOLE 5,520 ANCHOR GLASS CONTAINER CP NE COM NEW 03304B300 $ 17 2,550 SH SOLE 2,550 ANDREA ELECTRONICS CORP COM 34393108 $ 5 85,834 SH SOLE 85,834 ANDREW CORP COM 34425108 $ 3,090 226,705 SH SOLE 226,705 ANDREW CORP COM 34425108 $ 442 32,400 SH C SOLE 32,400 ANDREW CORP COM 34425108 $ 108 7,900 SH P SOLE 7,900

ANDRX CORP DEL ANDRX GROUP 34553107 $ 7,972 365,200 SH P SOLE 365,200 ANDRX CORP DEL ANDRX GROUP 34553107 $ 3,198 146,500 SH C SOLE 146,500 ANDRX CORP DEL ANDRX GROUP 34553107 $ 169 7,761 SH SOLE 7,761 ANGEION CORP COM 03462H404 $ 2 806 SH SOLE 806 ANGELICA CORP COM 34663104 $ 499 18,450 SH SOLE 18,450 ANGIODYNAMICS INC COM 03475V101 $ 62 2,784 SH SOLE 2,784 ANGIOTECH PHARMACEUTICALS IN COM 34918102 $ 1,620 88,000 SH C SOLE 88,000 ANGIOTECH PHARMACEUTICALS IN COM 34918102 $ 38 2,067 SH SOLE 2,067 ANGLO AMERN PLC ADR 03485P102 $ 264 11,091 SH SOLE 11,091 ANHEUSER BUSCH COS INC COM 35229103 $ 57,372 1,130,933 SH SOLE 1,130,933 ANHEUSER BUSCH COS INC COM 35229103 $ 23,550 464,217 SH C SOLE 464,217 ANHEUSER BUSCH COS INC COM 35229103 $ 101 2,000 SH P SOLE 2,000 ANIKA THERAPEUTICS INC COM 35255108 $ 194 21,200 SH SOLE 21,200 ANIMAS CORP DEL COM 03525Y105 $ 8 499 SH SOLE 499 ANIXTER INTL INC COM 35290105 $ 4,000 111,136 SH SOLE 111,136 ANNAPOLIS BANCORP INC COM 35848100 $ 2 228 SH SOLE 228 ANNTAYLOR STORES CORP COM 36115103 $ 2,137 99,250 SH P SOLE 99,250 ANNTAYLOR STORES CORP COM 36115103 $ 1,563 72,600 SH C SOLE 72,600 ANNTAYLOR STORES CORP COM 36115103 $ 486 22,559 SH SOLE 22,559 ANOORAQ RES CORP COM 3.63E+111 $ 0 95 SH SOLE 95 ANSELL LTD ADR 03634M109 $ 58 2,098 SH SOLE 2,098 ANSOFT CORP COM 36384105 $ 96 4,743 SH SOLE 4,743 ANSWERTHINK INC COM 36916104 $ 10 2,190 SH SOLE 2,190 ANSYS INC COM 03662Q105 $ 535 16,687 SH SOLE 16,687 ANTARES PHARMA INC COM 36642106 $ 2 1,400 SH SOLE 1,400 ANTEON INTL CORP COM 3.67E+111 $ 185 4,424 SH SOLE 4,424 ANTIGENICS INC DEL COM 37032109 $ 545 53,900 SH C SOLE 53,900 ANTIGENICS INC DEL COM 37032109 $ 11 1,090 SH SOLE 1,090 ANWORTH MORTGAGE ASSET CP COM 37347101 $ 1 119 SH SOLE 119 AO TATNEFT SPON ADR REG S 03737P306 $ 93 3,200 SH SOLE 3,200 AON CORP COM 37389103 $ 8,736 366,118 SH SOLE 366,118 AON CORP COM 37389103 $ 1,486 62,300 SH C SOLE 62,300 AON CORP DBCV 3.500%11/1 037389AT0 $ 1,319 1,069,000 PRN SOLE 1,069,000 AON CORP COM 37389103 $ 1,019 42,700 SH P SOLE 42,700 AP PHARMA INC COM 00202J104 $ 3 2,055 SH SOLE 2,055 APA ENTERPRISES INC COM 1853100 $ 2 1,028 SH SOLE 1,028 APACHE CORP COM 37411105 $ 9,048 178,920 SH SOLE 178,920 APACHE CORP COM 37411105 $ 4,511 89,200 SH C SOLE 89,200 APACHE CORP COM 37411105 $ 2,316 45,800 SH P SOLE 45,800 APARTMENT INVT & MGMT CO CL A 03748R101 $ 12,237 317,511 SH SOLE 317,511 APCO ARGENTINA INC CAYMAN IS ORD 37489101 $ 76 2,051 SH SOLE 2,051 APEX SILVER MINES LTD ORD G04074103 $ 1 68 SH SOLE 68 APHTON CORP COM 03759P101 $ 59 19,122 SH SOLE 19,122 APOGEE ENTERPRISES INC COM 37598109 $ 483 36,035 SH SOLE 36,035 APOLLO GOLD CORP COM 3.76E+105 $ 1 952 SH SOLE 952 APOLLO GROUP INC CL A 37604105 $ 16,860 208,900 SH C SOLE 208,900

APOLLO GROUP INC CL A 37604105 $ 14,759 182,860 SH SOLE 182,860 APOLLO GROUP INC CL A 37604105 $ 14,713 182,300 SH P SOLE 182,300 APOLLO INVT CORP COM 03761U106 $ 2,821 186,851 SH SOLE 186,851 APPLE COMPUTER INC COM 37833100 $ 169,945 2,638,900 SH C SOLE 2,638,900 APPLE COMPUTER INC COM 37833100 $ 95,003 1,475,200 SH P SOLE 1,475,200 APPLE COMPUTER INC COM 37833100 $ 1,077 16,720 SH SOLE 16,720 APPLEBEES INTL INC COM 37899101 $ 2,729 103,187 SH SOLE 103,187 APPLERA CORP COM AP BIO GRP 38020103 $ 5,109 244,323 SH SOLE 244,323 APPLERA CORP COM CE GEN GRP 38020202 $ 1,392 101,234 SH SOLE 101,234 APPLERA CORP COM AP BIO GRP 38020103 $ 941 45,000 SH P SOLE 45,000 APPLICA INC COM 03815A106 $ 235 38,773 SH SOLE 38,773 APPLIED FILMS CORP COM 38197109 $ 225 10,452 SH SOLE 10,452 APPLIED INDL TECHNOLOGIES IN COM 03820C105 $ 179 6,524 SH SOLE 6,524 APPLIED INNOVATION INC COM 37916103 $ 9 2,638 SH SOLE 2,638 APPLIED MATLS INC COM 38222105 $ 43,512 2,544,564 SH SOLE 2,544,564 APPLIED MATLS INC COM 38222105 $ 17,143 1,002,500 SH C SOLE 1,002,500 APPLIED MATLS INC COM 38222105 $ 5,882 344,000 SH P SOLE 344,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 24,176 5,742,406 SH C SOLE 5,742,406 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 3,977 944,614 SH SOLE 944,614 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 111 26,400 SH P SOLE 26,400 APPLIED SIGNAL TECHNOLOGY IN COM 38237103 $ 406 11,514 SH SOLE 11,514 APRIA HEALTHCARE GROUP INC COM 37933108 $ 2,853 86,578 SH SOLE 86,578 APTARGROUP INC COM 38336103 $ 913 17,296 SH SOLE 17,296 AQUANTIVE INC COM 03839G105 $ 466 52,150 SH SOLE 52,150 AQUILA INC PIES 6.75% 03840P409 $ 1,490 42,989 SH SOLE 42,989 AQUILA INC COM 03840P102 $ 3 918 SH SOLE 918 ARACRUZ CELULOSE S A SPON ADR PFD B 38496204 $ 456 12,104 SH SOLE 12,104 ARADIGM CORP COM 38505103 $ 11 6,100 SH SOLE 6,100 ARAMARK CORP CL B 38521100 $ 5,302 200,000 SH C SOLE 200,000 ARBITRON INC COM 03875Q108 $ 2,084 53,196 SH SOLE 53,196 ARBOR RLTY TR INC COM 38923108 $ 18 729 SH SOLE 729 ARCADIS N V NY REGISTRY SH 3.92E+110 $ 23 1,274 SH SOLE 1,274 ARCH CAP GROUP LTD ORD G0450A105 $ 1,833 47,356 SH SOLE 47,356 ARCH CHEMICALS INC COM 03937R102 $ 158 5,494 SH SOLE 5,494 ARCH COAL INC PFD CV 5% PERP 39380209 $ 40,050 440,109 SH SOLE 440,109 ARCH COAL INC COM 39380100 $ 8,425 237,045 SH SOLE 237,045 ARCH COAL INC COM 39380100 $ 355 10,000 SH P SOLE 10,000 ARCHER DANIELS MIDLAND CO COM 39483102 $ 18,644 835,670 SH SOLE 835,670 ARCHER DANIELS MIDLAND CO COM 39483102 $ 288 12,900 SH C SOLE 12,900 ARCHER DANIELS MIDLAND CO COM 39483102 $ 27 1,200 SH P SOLE 1,200 ARCHIPELAGO HLDG INC COM 03957A104 $ 12 589 SH SOLE 589 ARCHSTONE SMITH TR COM 39583109 $ 6,525 170,375 SH SOLE 170,375 ARCTIC CAT INC COM 39670104 $ 117 4,417 SH SOLE 4,417 ARDEN GROUP INC CL A 39762109 $ 16 162 SH SOLE 162 ARDEN RLTY INC COM 39793104 $ 3,915 103,787 SH SOLE 103,787 AREL COMMUNICATIONS & SOFTWA COM M14925107 $ 4 2,349 SH SOLE 2,349

ARENA PHARMACEUTICALS INC COM 40047102 $ 155 23,196 SH SOLE 23,196 ARES CAP CORP COM 04010L103 $ 22 1,130 SH SOLE 1,130 ARGON ST INC COM 40149106 $ 113 3,198 SH SOLE 3,198 ARGONAUT TECHNOLOGIES INC COM 40175101 $ 1 1,119 SH SOLE 1,119 ARGOSY GAMING CO COM 40228108 $ 25,248 540,650 SH SOLE 540,650 ARIAD PHARMACEUTICALS INC COM 04033A100 $ 0 11 SH SOLE 11 ARIBA INC COM NEW 04033V203 $ 128 7,729 SH SOLE 7,729 ARKANSAS BEST CORP DEL COM 40790107 $ 296 6,600 SH SOLE 6,600 ARLINGTON HOSPITALITY INC COM NEW 41560202 $ 6 1,857 SH SOLE 1,857 ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 $ 1,903 1,675,000 PRN SOLE 1,675,000 ARMOR HOLDINGS INC COM 42260109 $ 357 7,595 SH SOLE 7,595 AROTECH CORP COM 42682104 $ 1 605 SH SOLE 605 ARQULE INC COM 4.27E+110 $ 374 64,540 SH SOLE 64,540 ARRAY BIOPHARMA INC COM 04269X105 $ 171 17,944 SH SOLE 17,944 ARROW ELECTRS INC DBCV 2/2 042735AY6 $ 1,089 2,040,100 PRN SOLE 2,040,100 ARROW ELECTRS INC COM 42735100 $ 811 33,373 SH SOLE 33,373 ARROW FINL CORP COM 42744102 $ 248 8,007 SH SOLE 8,007 ARROW INTL INC COM 42764100 $ 637 20,543 SH SOLE 20,543 ARROW MAGNOLIA INTL INC COM 42768101 $ 8 4,436 SH SOLE 4,436 ARROWHEAD RESH CORP COM 42797100 $ 5 1,269 SH SOLE 1,269 ARTESYN TECHNOLOGIES INC COM 43127109 $ 152 13,476 SH SOLE 13,476 ARTHROCARE CORP COM 43136100 $ 193 6,030 SH SOLE 6,030 ARTISAN COMPONENTS INC COM 42923102 $ 0 2,480 SH SOLE 2,480 ARVINMERITOR INC COM 43353101 $ 692 30,921 SH SOLE 30,921 ASA BERMUDA LIMITED COM G3156P103 $ 2 55 SH SOLE 55 ASAT HLDGS LTD SPONSORED ADR 00208B105 $ 6 4,586 SH SOLE 4,586 ASB FINL CORP COM 00205P107 $ 16 745 SH SOLE 745 ASBURY AUTOMOTIVE GROUP INC COM 43436104 $ 10 722 SH SOLE 722 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 $ 37 2,293 SH SOLE 2,293 ASCONI CORP COM NEW 04363Q204 $ 0 125 SH SOLE 125 ASE TEST LTD ORD Y02516105 $ 293 43,344 SH SOLE 43,344 ASHFORD HOSPITALITY TR INC COM SHS 44103109 $ 376 34,545 SH SOLE 34,545 ASHLAND INC COM 44204105 $ 35,064 600,613 SH SOLE 600,613 ASHWORTH INC COM 04516H101 $ 32 2,917 SH SOLE 2,917 ASIA PAC FD INC COM 44901106 $ 6 384 SH SOLE 384 ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X106 $ 4 218 SH SOLE 218 ASIAINFO HLDGS INC COM 04518A104 $ 401 67,311 SH SOLE 67,311 ASK JEEVES INC COM 45174109 $ 5,462 204,200 SH P SOLE 204,200 ASK JEEVES INC COM 45174109 $ 2,520 94,200 SH C SOLE 94,200 ASK JEEVES INC COM 45174109 $ 1,051 39,308 SH SOLE 39,308 ASM INTL N V COM N07045102 $ 35 2,146 SH SOLE 2,146 ASML HLDG NV N Y SHS N07059111 $ 3,983 250,210 SH SOLE 250,210 ASPECT COMMUNICATIONS CORP COM 04523Q102 $ 70 6,297 SH SOLE 6,297 ASPECT MED SYS INC COM 45235108 $ 47 1,935 SH SOLE 1,935 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 $ 7 275 SH SOLE 275 ASPEN TECHNOLOGY INC COM 45327103 $ 456 73,406 SH SOLE 73,406

ASSET ACCEP CAP CORP COM 04543P100 $ 27 1,287 SH SOLE 1,287 ASSOCIATED BANC CORP COM 45487105 $ 1,290 38,829 SH SOLE 38,829 ASSOCIATED ESTATES RLTY CORP COM 45604105 $ 15 1,465 SH SOLE 1,465 ASSURANT INC COM 04621X108 $ 48 1,581 SH SOLE 1,581 ASSURED GUARANTY LTD COM G0585R106 $ 2 100 SH SOLE 100 ASTA FDG INC COM 46220109 $ 1,047 39,013 SH SOLE 39,013 ASTEA INTL INC COM NEW 4.62E+211 $ 20 3,019 SH SOLE 3,019 ASTEC INDS INC COM 46224101 $ 661 38,434 SH SOLE 38,434 ASTRONICS CORP COM 46433108 $ 4 723 SH SOLE 723 ASYST TECHNOLOGY CORP COM 04648X107 $ 14 2,800 SH P SOLE 2,800 ASYST TECHNOLOGY CORP COM 04648X107 $ 6 1,100 SH C SOLE 1,100 ASYST TECHNOLOGY CORP COM 04648X107 $ 1 146 SH SOLE 146 AT ROAD INC COM 04648K105 $ 348 50,312 SH SOLE 50,312 AT&T CORP COM NEW 1957505 $ 27,389 1,437,000 SH P SOLE 1,437,000 AT&T CORP COM NEW 1957505 $ 24,494 1,285,077 SH SOLE 1,285,077 AT&T CORP COM NEW 1957505 $ 8,494 445,642 SH C SOLE 445,642 ATHEROGENICS INC COM 47439104 $ 3,534 150,000 SH C SOLE 150,000 ATHEROGENICS INC COM 47439104 $ 766 32,500 SH P SOLE 32,500 ATHEROS COMMUNICATIONS INC COM 04743P108 $ 9 920 SH SOLE 920 ATI TECHNOLOGIES INC COM 1941103 $ 971 50,072 SH SOLE 50,072 ATI TECHNOLOGIES INC COM 1941103 $ 19 1,000 SH C SOLE 1,000 ATLANTIC AMERN CORP COM 48209100 $ 0 79 SH SOLE 79 ATLANTIC COAST FED CORP COM 48425102 $ 8 593 SH SOLE 593 ATLANTIC RLTY TR SH BEN INT 48798102 $ 37 2,218 SH SOLE 2,218 ATLANTIC TELE NETWORK INC COM NEW 49079205 $ 13 399 SH SOLE 399 ATLANTIS PLASTICS INC COM 49156102 $ 29 1,625 SH SOLE 1,625 ATLAS AMER INC COM 49167109 $ 292 8,158 SH SOLE 8,158 ATLAS PAC LTD SPONSORED ADR 49391105 $ 5 2,195 SH SOLE 2,195 ATMEL CORP COM 49513104 $ 181 46,219 SH SOLE 46,219 ATMEL CORP COM 49513104 $ 32 8,100 SH P SOLE 8,100 ATMEL CORP COM 49513104 $ 20 5,000 SH C SOLE 5,000 ATMI INC COM 00207R101 $ 153 6,805 SH SOLE 6,805 ATMOS ENERGY CORP COM 49560105 $ 4,787 175,012 SH SOLE 175,012 ATP OIL & GAS CORP COM 00208J108 $ 29 1,585 SH SOLE 1,585 ATRION CORP COM 49904105 $ 79 1,710 SH SOLE 1,710 ATS MED INC COM 2083103 $ 10 2,097 SH SOLE 2,097 ATWOOD OCEANICS INC COM 50095108 $ 830 15,934 SH SOLE 15,934 AUBURN NATL BANCORP COM 50473107 $ 44 2,093 SH SOLE 2,093 AUDIBLE INC COM NEW 05069A302 $ 55 2,096 SH SOLE 2,096 AUDIOVOX CORP CL A 50757103 $ 111 7,012 SH SOLE 7,012 AUGUST TECHNOLOGY CORP COM 05106U105 $ 116 11,013 SH SOLE 11,013 AULT INC COM 51503100 $ 4 1,330 SH SOLE 1,330 AURIZON MINES LTD COM 05155P106 $ 2 1,747 SH SOLE 1,747 AUTHENTIDATE HLDG CORP COM 52666104 $ 47 7,600 SH C SOLE 7,600 AUTHENTIDATE HLDG CORP COM 52666104 $ 22 3,500 SH P SOLE 3,500 AUTHENTIDATE HLDG CORP COM 52666104 $ 6 1,012 SH SOLE 1,012

AUTODESK INC COM 52769106 $ 13,483 355,292 SH SOLE 355,292 AUTODESK INC COM 52769106 $ 926 24,400 SH C SOLE 24,400 AUTODESK INC COM 52769106 $ 497 13,100 SH P SOLE 13,100 AUTOLIV INC COM 52800109 $ 389 8,057 SH SOLE 8,057 AUTOMATIC DATA PROCESSING IN COM 53015103 $ 49,869 1,124,446 SH SOLE 1,124,446 AUTOMATIC DATA PROCESSING IN COM 53015103 $ 13,123 295,900 SH C SOLE 295,900 AUTOMATIC DATA PROCESSING IN COM 53015103 $ 2,302 51,900 SH P SOLE 51,900 AUTOMATIC DATA PROCESSING IN NOTE 2/2 053015AC7 $ 212 200,000 PRN SOLE 200,000 AUTONATION INC COM 05329W102 $ 7,603 395,784 SH SOLE 395,784 AUTONATION INC COM 05329W102 $ 5,125 266,800 SH P SOLE 266,800 AUTONATION INC COM 05329W102 $ 4,003 208,400 SH C SOLE 208,400 AUTONOMY CORP PLC ADR NEW 05329Q204 $ 71 4,674 SH SOLE 4,674 AUTOZONE INC COM 53332102 $ 8,122 88,945 SH SOLE 88,945 AUTOZONE INC COM 53332102 $ 6,657 72,900 SH C SOLE 72,900 AUTOZONE INC COM 53332102 $ 4,045 44,300 SH P SOLE 44,300 AUXILIUM PHARMACEUTICALS INC COM 05334D107 $ 19 2,093 SH SOLE 2,093 AVALON CORRECTIONAL SVCS INC COM 53436101 $ 6 2,159 SH SOLE 2,159 AVALONBAY CMNTYS INC COM 53484101 $ 65 868 SH SOLE 868 AVANEX CORP COM 05348W109 $ 36 11,019 SH SOLE 11,019 AVANIR PHARMACEUTICALS CL A 05348P104 $ 1 149 SH SOLE 149 AVANT IMMUNOTHERAPEUTICS INC COM 53491106 $ 212 105,323 SH SOLE 105,323 AVATAR HLDGS INC COM 53494100 $ 23 476 SH SOLE 476 AVAYA INC COM 53499109 $ 10,435 606,676 SH SOLE 606,676 AVAYA INC COM 53499109 $ 709 41,200 SH C SOLE 41,200 AVAYA INC COM 53499109 $ 165 9,600 SH P SOLE 9,600 AVERY DENNISON CORP COM 53611109 $ 26,935 449,144 SH C SOLE 449,144 AVI BIOPHARMA INC COM 2346104 $ 19 8,256 SH SOLE 8,256 AVIALL INC NEW COM 05366B102 $ 1,605 69,852 SH SOLE 69,852 AVICI SYS INC COM NEW 05367L802 $ 54 6,000 SH SOLE 6,000 AVID TECHNOLOGY INC COM 05367P100 $ 36,994 599,092 SH C SOLE 599,092 AVID TECHNOLOGY INC COM 05367P100 $ 23 375 SH SOLE 375 AVIGEN INC COM 53690103 $ 1 436 SH SOLE 436 AVISTA CORP COM 05379B107 $ 192 10,843 SH SOLE 10,843 AVISTAR COMMUNICATIONS CORP COM NEW 05379X208 $ 3 2,131 SH SOLE 2,131 AVNET INC COM 53807103 $ 1,214 66,539 SH SOLE 66,539 AVOCENT CORP COM 53893103 $ 318 7,819 SH SOLE 7,819 AVON PRODS INC COM 54303102 $ 30,528 788,825 SH SOLE 788,825 AVON PRODS INC COM 54303102 $ 5,540 143,164 SH C SOLE 143,164 AVON PRODS INC COM 54303102 $ 635 16,400 SH P SOLE 16,400 AVX CORP NEW COM 2444107 $ 806 63,976 SH SOLE 63,976 AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB3 $ 7,076 4,659,000 PRN SOLE 4,659,000 AXCELIS TECHNOLOGIES INC COM 54540109 $ 180 22,089 SH SOLE 22,089 AXESSTEL INC COM 05459T101 $ 0 124 SH SOLE 124 AXIS CAPITAL HOLDINGS SHS G0692U109 $ 3,301 120,663 SH SOLE 120,663 AXONYX INC COM 05461R101 $ 486 78,331 SH SOLE 78,331 AXS-ONE INC COM 2458107 $ 1 208 SH SOLE 208

AXSYS TECHNOLOGIES INC COM 54615109 $ 36 2,034 SH SOLE 2,034 AXT INC COM 00246W103 $ 4 2,214 SH SOLE 2,214 AZTAR CORP COM 54802103 $ 4,941 141,500 SH C SOLE 141,500 AZTAR CORP COM 54802103 $ 1,352 38,710 SH SOLE 38,710 AZTAR CORP COM 54802103 $ 873 25,000 SH P SOLE 25,000 AZZ INC COM 2474104 $ 23 1,434 SH SOLE 1,434 B&H OCEAN CARRIERS LTD COM 55090104 $ 13 1,022 SH SOLE 1,022 B2B INTERNET HOLDRS TR DEPOSTRY RCPT 56033103 $ 2 870 SH C SOLE 870 BACK YD BURGERS INC COM 05635W101 $ 20 2,645 SH SOLE 2,645 BACKWEB TECHNOLOGIES LTD ORD M15633106 $ 1 779 SH SOLE 779 BADGER PAPER MLS INC COM 56543101 $ 7 1,538 SH SOLE 1,538 BAIRNCO CORP COM 57097107 $ 1 91 SH SOLE 91 BAKER HUGHES INC COM 57224107 $ 35,890 841,100 SH C SOLE 841,100 BAKER HUGHES INC COM 57224107 $ 1,255 29,417 SH SOLE 29,417 BAKER HUGHES INC COM 57224107 $ 60 1,400 SH P SOLE 1,400 BAKERS FOOTWEAR GROUP INC COM 57465106 $ 9 903 SH SOLE 903 BALDOR ELEC CO COM 57741100 $ 376 13,674 SH SOLE 13,674 BALDWIN & LYONS INC CL B 57755209 $ 23 869 SH SOLE 869 BALDWIN TECHNOLOGY INC CL A 58264102 $ 2 710 SH SOLE 710 BALL CORP COM 58498106 $ 6,567 149,310 SH SOLE 149,310 BALLANTYNE OMAHA INC COM 58516105 $ 6 1,254 SH SOLE 1,254 BALLARD PWR SYS INC COM 05858H104 $ 114 16,855 SH SOLE 16,855 BALLY TOTAL FITNESS HLDG COR COM 05873K108 $ 161 38,035 SH SOLE 38,035 BANC CORP COM 05944B103 $ 17 2,095 SH SOLE 2,095 BANCFIRST CORP COM 05945F103 $ 30 377 SH SOLE 377 BANCO BILBAO VIZCAYA ARGENT SPONSORED ADR 58925108 $ 43 1,420 SH SOLE 1,420 BANCO BRADESCO S A SP ADR PFD NEW 59460303 $ 30 1,187 SH SOLE 1,187 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 59602201 $ 635 8,446 SH SOLE 8,446 BANCO LATINOAMERICANO DE EXP CL E P16994132 $ 283 14,200 SH SOLE 14,200 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 $ 4 111 SH SOLE 111 BANCOLOMBIA S A SPON ADR PREF 05968L102 $ 326 23,100 SH SOLE 23,100 BANCORP RHODE ISLAND INC COM 59690107 $ 48 1,218 SH SOLE 1,218 BANCORPSOUTH INC COM 59692103 $ 1,280 52,540 SH C SOLE 52,540 BANCORPSOUTH INC COM 59692103 $ 36 1,463 SH SOLE 1,463 BANCROFT CONV FD INC COM 59695106 $ 24 1,278 SH SOLE 1,278 BANCTRUST FINANCIAL GP COM 05978R107 $ 183 7,443 SH SOLE 7,443 BANDAG INC CL A 59815308 $ 654 14,107 SH SOLE 14,107 BANDAG INC COM 59815100 $ 8 168 SH SOLE 168 BANK HAWAII CORP COM 62540109 $ 10,986 216,525 SH SOLE 216,525 BANK HAWAII CORP COM 62540109 $ 8,308 163,733 SH C SOLE 163,733 BANK MONTREAL QUE COM 63671101 $ 32 673 SH SOLE 673 BANK MUTUAL CORP NEW COM 63750103 $ 801 65,820 SH SOLE 65,820 BANK NEW YORK INC COM 64057102 $ 31,029 928,462 SH SOLE 928,462 BANK NEW YORK INC COM 64057102 $ 2,410 72,100 SH C SOLE 72,100 BANK NEW YORK INC COM 64057102 $ 244 7,300 SH P SOLE 7,300 BANK NOVA SCOTIA HALIFAX COM 64149107 $ 150 4,422 SH SOLE 4,422

BANK OAKRIDGE NORTH CAROLINA COM 64180102 $ 47 4,362 SH SOLE 4,362 BANK OF AMERICA CORPORATION COM 60505104 $ 280,872 5,977,263 SH SOLE 5,977,263 BANK OF AMERICA CORPORATION COM 60505104 $ 104,175 2,216,958 SH C SOLE 2,216,958 BANK OF AMERICA CORPORATION COM 60505104 $ 24,049 511,800 SH P SOLE 511,800 BANK OF GRANITE CORP COM 62401104 $ 171 8,190 SH SOLE 8,190 BANK OF MCKENNEY VA CAP STK 63554109 $ 11 1,075 SH SOLE 1,075 BANK OF THE OZARKS INC COM 63904106 $ 79 2,312 SH SOLE 2,312 BANK OF WILMINGTON COM 65824104 $ 34 2,976 SH SOLE 2,976 BANKATLANTIC BANCORP CL A 65908501 $ 3,477 174,732 SH SOLE 174,732 BANKNORTH GROUP INC NEW COM 06646R107 $ 25,692 701,961 SH SOLE 701,961 BANKNORTH GROUP INC NEW COM 06646R107 $ 5,490 150,000 SH C SOLE 150,000 BANKRATE INC COM 06646V108 $ 182 13,175 SH SOLE 13,175 BANKUNITED FINL CORP CL A 06652B103 $ 559 17,498 SH SOLE 17,498 BANNER CORP COM 06652V109 $ 86 2,755 SH SOLE 2,755 BANTA CORP COM 66821109 $ 12 277 SH SOLE 277 BARBEQUES GALORE LTD SPONSORED ADR 67091108 $ 6 982 SH SOLE 982 BARCLAYS PLC ADR 6.74E+207 $ 473 10,350 SH SOLE 10,350 BARD C R INC COM 67383109 $ 11,053 172,760 SH SOLE 172,760 BARNES & NOBLE INC COM 67774109 $ 3 102 SH SOLE 102 BARNES GROUP INC COM 67806109 $ 170 6,395 SH SOLE 6,395 BARR PHARMACEUTICALS INC COM 68306109 $ 1,079 23,700 SH P SOLE 23,700 BARR PHARMACEUTICALS INC COM 68306109 $ 465 10,203 SH SOLE 10,203 BARRETT BILL CORP COM 06846N104 $ 10 317 SH SOLE 317 BARRICK GOLD CORP COM 67901108 $ 5,118 211,304 SH SOLE 211,304 BARRICK GOLD CORP COM 67901108 $ 2,638 108,900 SH P SOLE 108,900 BARRICK GOLD CORP COM 67901108 $ 1,497 61,800 SH C SOLE 61,800 BARRIER THERAPEUTICS INC COM 06850R108 $ 69 4,179 SH SOLE 4,179 BASSETT FURNITURE INDS INC COM 70203104 $ 332 16,935 SH SOLE 16,935 BAUSCH & LOMB INC COM 71707103 $ 3,493 54,183 SH SOLE 54,183 BAUSCH & LOMB INC COM 71707103 $ 3,416 53,000 SH P SOLE 53,000 BAXTER INTL INC COM 71813109 $ 57,860 1,675,162 SH SOLE 1,675,162 BAXTER INTL INC COM 71813109 $ 26,706 773,200 SH P SOLE 773,200 BAXTER INTL INC COM 71813109 $ 12,659 366,500 SH C SOLE 366,500 BAY VIEW CAP CORP DEL COM NEW 07262L309 $ 1,880 122,805 SH SOLE 122,805 BAYCORP HLDGS CORP COM 72728108 $ 10 802 SH SOLE 802 BB&T CORP COM 54937107 $ 84,895 2,018,907 SH C SOLE 2,018,907 BB&T CORP COM 54937107 $ 11,173 265,717 SH SOLE 265,717 BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 $ 112 15,600 SH SOLE 15,600 BE AEROSPACE INC COM 73302101 $ 456 39,180 SH SOLE 39,180 BEA SYS INC COM 73325102 $ 2,310 260,668 SH SOLE 260,668 BEA SYS INC COM 73325102 $ 1,224 138,100 SH P SOLE 138,100 BEA SYS INC COM 73325102 $ 704 79,500 SH C SOLE 79,500 BEA SYS INC NOTE 4.000%12/1 073325AD4 $ 501 500,000 PRN SOLE 500,000 BEACON POWER CORP COM 73677106 $ 4 3,895 SH SOLE 3,895 BEACON ROOFING SUPPLY INC COM 73685109 $ 58 2,915 SH SOLE 2,915 BEAR STEARNS COS INC COM 73902108 $ 27,041 264,300 SH P SOLE 264,300

BEAR STEARNS COS INC COM 73902108 $ 23,667 231,329 SH SOLE 231,329 BEAR STEARNS COS INC COM 73902108 $ 18,774 183,500 SH C SOLE 183,500 BEARINGPOINT INC COM 74002106 $ 1,950 242,885 SH SOLE 242,885 BEASLEY BROADCAST GROUP INC CL A 74014101 $ 48 2,766 SH SOLE 2,766 BEAZER HOMES USA INC COM 07556Q105 $ 9,109 62,300 SH P SOLE 62,300 BEAZER HOMES USA INC COM 07556Q105 $ 6,360 43,500 SH C SOLE 43,500 BEAZER HOMES USA INC COM 07556Q105 $ 138 946 SH SOLE 946 BECKMAN COULTER INC COM 75811109 $ 34 505 SH SOLE 505 BECTON DICKINSON & CO COM 75887109 $ 30,265 532,828 SH SOLE 532,828 BECTON DICKINSON & CO COM 75887109 $ 892 15,700 SH C SOLE 15,700 BECTON DICKINSON & CO COM 75887109 $ 28 500 SH P SOLE 500 BED BATH & BEYOND INC COM 75896100 $ 19,393 486,902 SH SOLE 486,902 BED BATH & BEYOND INC COM 75896100 $ 2,350 59,000 SH P SOLE 59,000 BED BATH & BEYOND INC COM 75896100 $ 2,298 57,700 SH C SOLE 57,700 BEDFORD PPTY INVS INC COM PAR $0.02 76446301 $ 132 4,654 SH SOLE 4,654 BEI TECHNOLOGIES INC COM 05538P104 $ 360 11,664 SH SOLE 11,664 BEL FUSE INC CL B 77347300 $ 326 9,640 SH SOLE 9,640 BEL FUSE INC CL A 77347201 $ 55 1,872 SH SOLE 1,872 BELDEN CDT INC COM 77454106 $ 590 25,416 SH SOLE 25,416 BELL INDS INC COM 78107109 $ 1 242 SH SOLE 242 BELL MICROPRODUCTS INC COM 78137106 $ 322 33,501 SH SOLE 33,501 BELLSOUTH CORP COM 79860102 $ 76,241 2,743,470 SH SOLE 2,743,470 BELLSOUTH CORP COM 79860102 $ 13,881 499,500 SH P SOLE 499,500 BELLSOUTH CORP COM 79860102 $ 6,892 248,000 SH C SOLE 248,000 BELMONT BANCORP COM 80162100 $ 14 2,298 SH SOLE 2,298 BELO CORP COM SER A 80555105 $ 34 1,305 SH SOLE 1,305 BEMIS INC COM 81437105 $ 4,612 158,557 SH SOLE 158,557 BENCHMARK ELECTRS INC COM 08160H101 $ 941 27,608 SH SOLE 27,608 BENIHANA INC COM 82047101 $ 34 2,077 SH SOLE 2,077 BENNETT ENVIRONMENTAL INC COM 81906109 $ 3 716 SH SOLE 716 BENTLEY PHARMACEUTICALS INC COM 82657107 $ 220 20,462 SH SOLE 20,462 BERKSHIRE HILLS BANCORP INC COM 84680107 $ 252 6,773 SH SOLE 6,773 BERRY PETE CO CL A 85789105 $ 994 20,841 SH SOLE 20,841 BEST BUY INC COM 86516101 $ 23,375 393,379 SH SOLE 393,379 BEST BUY INC COM 86516101 $ 15,913 267,800 SH C SOLE 267,800 BEST BUY INC COM 86516101 $ 9,828 165,400 SH P SOLE 165,400 BEST BUY INC SDCV 2.250% 1/1 086516AF8 $ 3,045 2,810,000 PRN SOLE 2,810,000 BESTWAY INC COM NEW 86584208 $ 8 703 SH SOLE 703 BEVERLY ENTERPRISES INC COM NEW 87851309 $ 55 5,983 SH SOLE 5,983 BEVERLY HILLS BANCORP DEL COM 87866109 $ 93 9,236 SH SOLE 9,236 BF ENTERPRISES INC COM 55387104 $ 9 1,150 SH SOLE 1,150 BFC FINL CORP CL A 55384200 $ 197 15,545 SH SOLE 15,545 BG PLC ADR FIN INST N 55434203 $ 479 13,900 SH SOLE 13,900 BIG 5 SPORTING GOODS CORP COM 08915P101 $ 527 18,093 SH SOLE 18,093 BIG DOG HLDGS INC COM 89128102 $ 10 1,489 SH SOLE 1,489 BIG LOTS INC COM 89302103 $ 1,609 132,679 SH SOLE 132,679

BIMINI MTG MGMT INC CL A 09031E400 $ 26 1,610 SH SOLE 1,610 BINDVIEW DEV CORP COM 90327107 $ 8 1,900 SH SOLE 1,900 BIO LOGIC SYS CORP COM 90909102 $ 8 912 SH SOLE 912 BIO RAD LABS INC CL A 90572207 $ 127 2,211 SH SOLE 2,211 BIO RAD LABS INC CL B 90572108 $ 14 250 SH SOLE 250 BIOANALYTICAL SYS INC COM 09058M103 $ 10 2,049 SH SOLE 2,049 BIOCRYST PHARMACEUTICALS COM 09058V103 $ 60 10,390 SH SOLE 10,390 BIODELIVERY SCIENCES INTL IN *W EXP 06/25/200 09060J114 $ 1 1,486 SH SOLE 1,486 BIOENVISION INC COM 09059N100 $ 10 1,130 SH SOLE 1,130 BIOGEN IDEC INC COM 09062X103 $ 62,713 941,500 SH C SOLE 941,500 BIOGEN IDEC INC COM 09062X103 $ 23,247 349,000 SH P SOLE 349,000 BIOGEN IDEC INC COM 09062X103 $ 2,458 36,897 SH SOLE 36,897 BIOJECT MED TECH INC COM NEW 09059T206 $ 1 607 SH SOLE 607 BIOLASE TECHNOLOGY INC COM 90911108 $ 70 6,464 SH SOLE 6,464 BIOMARIN PHARMACEUTICAL INC NOTE 3.500% 6/1 09061GAB7 $ 6,768 7,417,000 PRN SOLE 7,417,000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 $ 3,323 520,000 SH C SOLE 520,000 BIOMED REALTY TRUST INC COM 09063H107 $ 72 3,263 SH SOLE 3,263 BIOMET INC COM 90613100 $ 17,537 404,160 SH SOLE 404,160 BIOMET INC COM 90613100 $ 590 13,600 SH C SOLE 13,600 BIOMET INC COM 90613100 $ 304 7,000 SH P SOLE 7,000 BIOMIRA INC COM 09161R106 $ 202 83,903 SH SOLE 83,903 BIOPURE CORP CL A 09065H105 $ 24 40,197 SH C SOLE 40,197 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 $ 381 21,899 SH SOLE 21,899 BIOSITE INC COM 90945106 $ 4,369 71,000 SH C SOLE 71,000 BIOSITE INC COM 90945106 $ 935 15,200 SH P SOLE 15,200 BIOSITE INC COM 90945106 $ 407 6,611 SH SOLE 6,611 BIOSOURCE INTL INC COM 09066H104 $ 21 3,000 SH SOLE 3,000 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 $ 25 163 SH SOLE 163 BIOTIME INC COM 09066L105 $ 1 808 SH SOLE 808 BIOVAIL CORP COM 09067J109 $ 7,050 426,527 SH SOLE 426,527 BIOVAIL CORP COM 09067J109 $ 3,316 200,605 SH P SOLE 200,605 BIOVAIL CORP COM 09067J109 $ 1,661 100,500 SH C SOLE 100,500 BIOVERIS CORP COM 90676107 $ 45 6,163 SH SOLE 6,163 BISYS GROUP INC COM 55472104 $ 1,247 75,781 SH SOLE 75,781 BJ SVCS CO COM 55482103 $ 20,175 433,501 SH SOLE 433,501 BJ SVCS CO COM 55482103 $ 8,210 176,400 SH C SOLE 176,400 BJ SVCS CO NOTE 0.500% 4/2 055482AF0 $ 6,531 7,869,000 PRN SOLE 7,869,000 BJ SVCS CO COM 55482103 $ 647 13,900 SH P SOLE 13,900 BJS RESTAURANTS INC COM 09180C106 $ 422 30,150 SH SOLE 30,150 BJS WHOLESALE CLUB INC COM 05548J106 $ 3,552 121,920 SH SOLE 121,920 BJS WHOLESALE CLUB INC COM 05548J106 $ 105 3,600 SH C SOLE 3,600 BJS WHOLESALE CLUB INC COM 05548J106 $ 6 200 SH P SOLE 200 BKF CAP GROUP INC COM 05548G102 $ 133 3,522 SH SOLE 3,522 BLACK & DECKER CORP COM 91797100 $ 5,574 63,109 SH SOLE 63,109 BLACK BOX CORP DEL COM 91826107 $ 913 19,010 SH C SOLE 19,010 BLACK BOX CORP DEL COM 91826107 $ 21 434 SH SOLE 434

BLACKBAUD INC COM 09227Q100 $ 18 1,226 SH SOLE 1,226 BLACKBOARD INC COM 91935502 $ 23 1,550 SH SOLE 1,550 BLACKROCK CA INSD MUN 2008 T COM 09247G108 $ 20 1,222 SH SOLE 1,222 BLACKROCK CA MUN INCOME TR I COM 09249S100 $ 14 1,021 SH SOLE 1,021 BLACKROCK CALIF INVT QUALITY COM 09247U107 $ 17 1,175 SH SOLE 1,175 BLACKROCK CORE BD TR SHS BEN INT 9.25E+104 $ 10 709 SH SOLE 709 BLACKROCK DIVID ACHIEVRS TM COM 09250N107 $ 4 258 SH SOLE 258 BLACKROCK FLA INVT QUALITY M COM 09247B109 $ 1 57 SH SOLE 57 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 $ 0 29 SH SOLE 29 BLACKROCK FLA MUN INCOME TR SH BEN INT 09248H105 $ 19 1,258 SH SOLE 1,258 BLACKROCK INC CL A 09247X101 $ 1,923 24,895 SH SOLE 24,895 BLACKROCK INCOME OPP TRUST I COM 92475102 $ 0 5 SH SOLE 5 BLACKROCK INCOME TR INC COM 09247F100 $ 16 2,227 SH SOLE 2,227 BLACKROCK INSD MUN INCOME TR COM 92479104 $ 10 687 SH SOLE 687 BLACKROCK INSD MUN TERM TR I COM 92474105 $ 2 201 SH SOLE 201 BLACKROCK INVT QUALITY MUN T COM 09247D105 $ 11 753 SH SOLE 753 BLACKROCK MD MUNICIPAL BOND COM 09249L105 $ 1 65 SH SOLE 65 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 $ 7 461 SH SOLE 461 BLACKROCK MUNI 2018 TERM TR COM 09248C106 $ 1 61 SH SOLE 61 BLACKROCK MUNI INCOME TR II COM 09249N101 $ 13 881 SH SOLE 881 BLACKROCK N J MUN INCOME TR SH BEN INT 09248J101 $ 15 1,066 SH SOLE 1,066 BLACKROCK NJ INVT QUALITY MU COM 09247C107 $ 8 572 SH SOLE 572 BLACKROCK NJ MUNICIPAL BOND COM 09249A109 $ 8 502 SH SOLE 502 BLACKROCK NY INS MUN INC TR COM 09249U105 $ 4 306 SH SOLE 306 BLACKROCK NY INSD MUN 2008 T COM 09247L107 $ 21 1,319 SH SOLE 1,319 BLACKROCK NY MUN INCOME TR I COM 09249R102 $ 14 978 SH SOLE 978 BLACKROCK PA STRATEGIC MUN T COM 09248R103 $ 11 700 SH SOLE 700 BLACKROCK STRATEGIC MUN TR COM 09248T109 $ 0 15 SH SOLE 15 BLAIR CORP COM 92828102 $ 61 1,703 SH SOLE 1,703 BLOCK H & R INC COM 93671105 $ 11,602 236,773 SH SOLE 236,773 BLOCK H & R INC COM 93671105 $ 6,458 131,800 SH C SOLE 131,800 BLOCK H & R INC COM 93671105 $ 3,028 61,800 SH P SOLE 61,800 BLOCKBUSTER INC CL B 93679207 $ 21,138 2,399,310 SH SOLE 2,399,310 BLOCKBUSTER INC CL A 93679108 $ 123 12,913 SH SOLE 12,913 BLONDER TONGUE LABS INC COM 93698108 $ 4 901 SH SOLE 901 BLOUNT INTL INC NEW COM 95180105 $ 10 558 SH SOLE 558 BLUE NILE INC COM 09578R103 $ 7 241 SH SOLE 241 BLUE RIV BANCSHARES INC COM 09602P107 $ 16 3,059 SH SOLE 3,059 BLUE SQUARE - ISRAEL LTD SPONSORED ADR 96055108 $ 4 390 SH SOLE 390 BLUEFLY INC COM 96227103 $ 2 1,053 SH SOLE 1,053 BLUEGREEN CORP COM 96231105 $ 523 26,374 SH SOLE 26,374 BLUEPHOENIX SOLUTIONS LTD SHS M20157109 $ 8 1,878 SH SOLE 1,878 BLYTH INC COM 09643P108 $ 1 21 SH SOLE 21 BMC SOFTWARE INC COM 55921100 $ 7,687 413,286 SH SOLE 413,286 BMC SOFTWARE INC COM 55921100 $ 169 9,100 SH C SOLE 9,100 BMC SOFTWARE INC COM 55921100 $ 63 3,400 SH P SOLE 3,400

BNC BANCORP COM 05566T101 $ 12 682 SH SOLE 682 BNCCORP INC COM 55936108 $ 29 1,756 SH SOLE 1,756 BNP RESIDENTIAL PPTYS INC COM 05564T103 $ 5 291 SH SOLE 291 BOB EVANS FARMS INC COM 96761101 $ 30 1,140 SH SOLE 1,140 BOE FINL SVCS VA INC COM 05564W106 $ 30 1,009 SH SOLE 1,009 BOEING CO COM 97023105 $ 50,773 980,737 SH SOLE 980,737 BOEING CO COM 97023105 $ 11,747 226,900 SH P SOLE 226,900 BOEING CO COM 97023105 $ 6,796 131,270 SH C SOLE 131,270 BOLT TECHNOLOGY CORP COM 97698104 $ 6 1,157 SH SOLE 1,157 BOMBAY CO INC COM 97924104 $ 222 40,177 SH SOLE 40,177 BOMBAY CO INC COM 97924104 $ 11 2,000 SH C SOLE 2,000 BONE CARE INTL INC COM 98072101 $ 198 7,100 SH SOLE 7,100 BONSO ELECTRS INTL INC COM PAR $0.003 98529308 $ 5 970 SH SOLE 970 BON-TON STORES INC COM 09776J101 $ 26 1,666 SH SOLE 1,666 BOOKHAM INC COM 9.86E+108 $ 321 66,307 SH C SOLE 66,307 BOOKS-A-MILLION INC COM 98570104 $ 20 2,054 SH SOLE 2,054 BOOTS & COOTS/INTL WELL CTRL COM NEW 99469504 $ 0 346 SH SOLE 346 BORDERS GROUP INC COM 99709107 $ 1,785 70,258 SH SOLE 70,258 BORLAND SOFTWARE CORP COM 99849101 $ 72 6,159 SH SOLE 6,159 BOSTON ACOUSTICS INC COM 100534106 $ 31 2,237 SH SOLE 2,237 BOSTON BEER INC CL A 100557107 $ 706 33,190 SH SOLE 33,190 BOSTON COMMUNICATIONS GROUP COM 100582105 $ 781 84,546 SH SOLE 84,546 BOSTON LIFE SCIENCES INC COM NEW 100843408 $ 1 1,802 SH SOLE 1,802 BOSTON PRIVATE FINL HLDGS IN COM 101119105 $ 222 7,879 SH SOLE 7,879 BOSTON PROPERTIES INC COM 101121101 $ 5,872 90,800 SH C SOLE 90,800 BOSTON PROPERTIES INC COM 101121101 $ 1,823 28,194 SH SOLE 28,194 BOSTON SCIENTIFIC CORP COM 101137107 $ 56,205 1,581,000 SH C SOLE 1,581,000 BOSTON SCIENTIFIC CORP COM 101137107 $ 36,496 1,026,600 SH P SOLE 1,026,600 BOSTON SCIENTIFIC CORP COM 101137107 $ 26,202 737,051 SH SOLE 737,051 BOSTONFED BANCORP INC COM 101178101 $ 36 796 SH SOLE 796 BOTTOMLINE TECH DEL INC COM 101388106 $ 32 2,230 SH SOLE 2,230 BOULDER GROWTH & INCOME FD I COM 101507101 $ 16 2,281 SH SOLE 2,281 BOULDER TOTAL RETURN FD INC COM 101541100 $ 2 124 SH SOLE 124 BOWATER INC COM 102183100 $ 47,461 1,079,400 SH P SOLE 1,079,400 BOWATER INC COM 102183100 $ 1,878 42,705 SH SOLE 42,705 BOWATER INC COM 102183100 $ 400 9,100 SH C SOLE 9,100 BOWNE & CO INC COM 103043105 $ 188 11,590 SH C SOLE 11,590 BOYDS COLLECTION LTD COM 103354106 $ 128 29,100 SH SOLE 29,100 BOYKIN LODGING CO COM 103430104 $ 1,437 156,904 SH SOLE 156,904 BRADLEY PHARMACEUTICALS INC COM 104576103 $ 336 17,324 SH SOLE 17,324 BRADLEY PHARMACEUTICALS INC COM 104576103 $ 299 15,400 SH C SOLE 15,400 BRADLEY PHARMACEUTICALS INC COM 104576103 $ 45 2,300 SH P SOLE 2,300 BRADY CORP CL A 104674106 $ 328 5,238 SH SOLE 5,238 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 $ 3,728 126,834 SH SOLE 126,834 BRANTLEY CAP CORP COM 105494108 $ 13 1,124 SH SOLE 1,124 BRASCAN CORP CL A LTD VT SH 10549P606 $ 205 5,700 SH SOLE 5,700

BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 $ 1,908 50,005 SH SOLE 50,005 BRE PROPERTIES INC CL A 5.56E+109 $ 49 1,212 SH SOLE 1,212 BRIDGE CAP HLDGS COM 108030107 $ 45 2,838 SH SOLE 2,838 BRIDGE STR FINL INC COM 10805U109 $ 24 1,294 SH SOLE 1,294 BRIDGFORD FOODS CORP COM 108763103 $ 9 1,045 SH SOLE 1,045 BRIGGS & STRATTON CORP COM 109043109 $ 525 12,634 SH SOLE 12,634 BRIGHAM EXPLORATION CO COM 109178103 $ 124 13,800 SH SOLE 13,800 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 $ 235 3,630 SH SOLE 3,630 BRIGHTPOINT INC COM NEW 109473405 $ 39 1,986 SH SOLE 1,986 BRILLIAN CORP COM 10949P107 $ 0 25 SH SOLE 25 BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 $ 6 300 SH SOLE 300 BRINKER INTL INC COM 109641100 $ 4,103 117,000 SH C SOLE 117,000 BRINKER INTL INC COM 109641100 $ 4,103 117,000 SH P SOLE 117,000 BRINKER INTL INC COM 109641100 $ 351 10,000 SH SOLE 10,000 BRISTOL MYERS SQUIBB CO COM 110122108 $ 79,324 3,096,171 SH SOLE 3,096,171 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 $ 64,576 64,165,000 PRN SOLE 64,165,000 BRISTOL MYERS SQUIBB CO COM 110122108 $ 23,710 925,432 SH C SOLE 925,432 BRISTOL MYERS SQUIBB CO COM 110122108 $ 22,366 873,000 SH P SOLE 873,000 BRISTOL WEST HLDGS INC COM 11037M105 $ 34 1,698 SH SOLE 1,698 BRITESMILE INC COM NEW 110415205 $ 9 1,210 SH SOLE 1,210 BRITISH SKY BROADCASTING GRO SPONSORED ADR 111013108 $ 21 472 SH SOLE 472 BRITTON & KOONTZ CAP CORP COM 111091104 $ 44 2,405 SH SOLE 2,405 BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P104 $ 10 600 SH SOLE 600 BROADCOM CORP CL A 111320107 $ 12,557 389,000 SH C SOLE 389,000 BROADCOM CORP CL A 111320107 $ 10,920 338,300 SH P SOLE 338,300 BROADCOM CORP CL A 111320107 $ 10,662 330,287 SH SOLE 330,287 BROADVISION INC COM NEW 111412607 $ 29 10,602 SH SOLE 10,602 BROADWING CORP COM 1.12E+105 $ 251 27,554 SH SOLE 27,554 BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB4 $ 9,900 10,421,000 PRN SOLE 10,421,000 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 2,086 273,100 SH C SOLE 273,100 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 1,452 190,100 SH P SOLE 190,100 BROCADE COMMUNICATIONS SYS I COM 111621108 $ 1,159 151,700 SH SOLE 151,700 BROOKE CORP COM 112502109 $ 11 458 SH SOLE 458 BROOKFIELD HOMES CORP COM 112723101 $ 18,678 550,981 SH SOLE 550,981 BROOKFIELD PPTYS CORP COM 112900105 $ 3,102 82,935 SH SOLE 82,935 BROOKLINE BANCORP INC DEL COM 11373M107 $ 209 12,817 SH SOLE 12,817 BROOKS AUTOMATION INC COM 114340102 $ 167 9,686 SH SOLE 9,686 BROOKSTONE INC COM 114537103 $ 14 719 SH SOLE 719 BROOKTROUT INC COM 114580103 $ 468 38,976 SH SOLE 38,976 BROWN & BROWN INC COM 115236101 $ 2,367 54,361 SH SOLE 54,361 BROWN FORMAN CORP CL B 115637209 $ 11,071 227,415 SH SOLE 227,415 BROWN FORMAN CORP CL A 115637100 $ 74 1,449 SH SOLE 1,449 BROWN SHOE INC NEW COM 115736100 $ 130 4,350 SH SOLE 4,350 BRT RLTY TR SH BEN INT NEW 55645303 $ 25 1,019 SH SOLE 1,019 BRUKER BIOSCIENCES CORP COM 116794108 $ 0 9 SH SOLE 9 BRUNSWICK BANCORP COM 117030106 $ 7 500 SH SOLE 500

BRUNSWICK CORP COM 117043109 $ 6,009 121,401 SH SOLE 121,401 BRUSH ENGINEERED MATLS INC COM 117421107 $ 181 9,769 SH SOLE 9,769 BRYN MAWR BK CORP COM 117665109 $ 112 5,093 SH SOLE 5,093 BSQUARE CORP COM 11776U102 $ 4 2,640 SH SOLE 2,640 BTU INTL INC COM 56032105 $ 4 1,206 SH SOLE 1,206 BUCA INC COM 117769109 $ 7 974 SH SOLE 974 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 $ 114 2,700 SH SOLE 2,700 BUCKEYE TECHNOLOGIES INC COM 118255108 $ 550 42,278 SH SOLE 42,278 BUCKLE INC COM 118440106 $ 22 739 SH SOLE 739 BUCYRUS INTL INC NEW CL A 118759109 $ 112 2,761 SH SOLE 2,761 BUFFALO WILD WINGS INC COM 119848109 $ 324 9,294 SH SOLE 9,294 BUILD A BEAR WORKSHOP COM 120076104 $ 32 911 SH SOLE 911 BUILDING MATLS HLDG CORP COM 120113105 $ 678 17,715 SH SOLE 17,715 BUNGE LIMITED COM G16962105 $ 4,276 75,000 SH C SOLE 75,000 BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE0 $ 58 32,000 PRN SOLE 32,000 BUNZL PUB LTD CO SPONSORED ADR 120738307 $ 36 843 SH SOLE 843 BURLINGTON COAT FACTORY COM 121579106 $ 222 9,762 SH SOLE 9,762 BURLINGTON NORTHN SANTA FE C COM 12189T104 $ 24,643 520,884 SH SOLE 520,884 BURLINGTON RES INC COM 122014103 $ 18,808 432,364 SH SOLE 432,364 BURLINGTON RES INC COM 122014103 $ 6,460 148,500 SH C SOLE 148,500 BURLINGTON RES INC COM 122014103 $ 3,913 89,959 SH P SOLE 89,959 BUTLER INTL INC NEW COM 123649105 $ 7 1,311 SH SOLE 1,311 C COR INC COM 125010108 $ 111 11,926 SH SOLE 11,926 C D I CORP COM 125071100 $ 98 4,562 SH SOLE 4,562 C D W CORP COM 12512N105 $ 2,415 36,400 SH C SOLE 36,400 C D W CORP COM 12512N105 $ 192 2,900 SH P SOLE 2,900 C&D TECHNOLOGIES INC COM 124661109 $ 112 6,596 SH SOLE 6,596 CABELAS INC COM 126804301 $ 5 203 SH SOLE 203 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 $ 11 1,656 SH SOLE 1,656 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $ 16,890 678,300 SH P SOLE 678,300 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $ 7,253 291,300 SH C SOLE 291,300 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $ 4 153 SH SOLE 153 CABOT CORP COM 127055101 $ 2,324 60,089 SH SOLE 60,089 CABOT MICROELECTRONICS CORP COM 12709P103 $ 4,348 108,500 SH P SOLE 108,500 CABOT MICROELECTRONICS CORP COM 12709P103 $ 974 24,300 SH C SOLE 24,300 CABOT OIL & GAS CORP COM 127097103 $ 766 17,312 SH SOLE 17,312 CACHE INC COM NEW 127150308 $ 155 8,597 SH SOLE 8,597 CADENCE DESIGN SYSTEM INC COM 127387108 $ 1,933 139,985 SH SOLE 139,985 CADENCE DESIGN SYSTEM INC COM 127387108 $ 530 38,400 SH P SOLE 38,400 CADENCE DESIGN SYSTEM INC COM 127387108 $ 523 37,900 SH C SOLE 37,900 CADMUS COMMUNICATIONS CORP COM 127587103 $ 25 1,960 SH SOLE 1,960 CAESARS ENTMT INC COM 127687101 $ 87,549 4,347,012 SH SOLE 4,347,012 CAESARS ENTMT INC COM 127687101 $ 632 31,400 SH C SOLE 31,400 CAESARS ENTMT INC COM 127687101 $ 290 14,400 SH P SOLE 14,400 CAGLES INC CL A 127703106 $ 19 1,453 SH SOLE 1,453 CAL DIVE INTL INC COM 127914109 $ 25,882 635,151 SH C SOLE 635,151

CAL DIVE INTL INC COM 127914109 $ 1,090 26,738 SH SOLE 26,738 CAL MAINE FOODS INC COM NEW 128030202 $ 468 38,690 SH SOLE 38,690 CALAMOS ASSET MGMT INC CL A 12811R104 $ 55 2,041 SH SOLE 2,041 CALAMP CORP COM 128126109 $ 428 47,844 SH SOLE 47,844 CALAVO GROWERS INC COM 128246105 $ 34 3,232 SH SOLE 3,232 CALGON CARBON CORP COM 129603106 $ 419 46,099 SH SOLE 46,099 CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 $ 28 1,178 SH SOLE 1,178 CALIFORNIA FIRST NTNL BANCOR COM 130222102 $ 1 103 SH SOLE 103 CALIFORNIA MICRO DEVICES COR COM 130439102 $ 75 10,548 SH SOLE 10,548 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 $ 744 32,366 SH SOLE 32,366 CALIFORNIA WTR SVC GROUP COM 130788102 $ 608 16,158 SH SOLE 16,158 CALIPER LIFE SCIENCES INC COM 130872104 $ 421 55,914 SH SOLE 55,914 CALLAWAY GOLF CO COM 131193104 $ 1,553 115,000 SH C SOLE 115,000 CALLAWAY GOLF CO COM 131193104 $ 1,013 75,019 SH SOLE 75,019 CALLIDUS SOFTWARE INC COM 13123E500 $ 67 11,404 SH SOLE 11,404 CALLON PETE CO DEL COM 13123X102 $ 101 7,014 SH SOLE 7,014 CALLWAVE INC DEL COM 13126N101 $ 6 409 SH SOLE 409 CALPINE CORP NOTE 6.000% 9/3 131347BM7 $ 4,078 3,500,000 PRN SOLE 3,500,000 CALPINE CORP COM 131347106 $ 3,312 840,700 SH C SOLE 840,700 CALPINE CORP COM 131347106 $ 2,252 571,600 SH P SOLE 571,600 CALPINE CORP COM 131347106 $ 867 220,156 SH SOLE 220,156 CALYPTE BIOMEDICAL CORP COM NEW 131722605 $ 0 91 SH SOLE 91 CAMBIOR INC COM 13201L103 $ 5 1,797 SH SOLE 1,797 CAMBREX CORP COM 132011107 $ 1,445 53,326 SH SOLE 53,326 CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 132148107 $ 35 2,457 SH SOLE 2,457 CAMDEN NATL CORP COM 133034108 $ 410 10,412 SH SOLE 10,412 CAMDEN PPTY TR SH BEN INT 133131102 $ 1,718 33,684 SH SOLE 33,684 CAMPBELL SOUP CO COM 134429109 $ 31,280 1,046,495 SH SOLE 1,046,495 CAMPBELL SOUP CO COM 134429109 $ 7,628 255,200 SH C SOLE 255,200 CAMPBELL SOUP CO COM 134429109 $ 54 1,800 SH P SOLE 1,800 CAMTEK LTD ORD M20791105 $ 1 310 SH SOLE 310 CANADIAN NAT RES LTD COM 136385101 $ 2,566 60,000 SH C SOLE 60,000 CANADIAN NAT RES LTD COM 136385101 $ 58 1,365 SH SOLE 1,365 CANADIAN NATL RY CO COM 136375102 $ 11 180 SH SOLE 180 CANDELA CORP COM 136907102 $ 261 22,968 SH SOLE 22,968 CANDIES INC COM 137409108 $ 7 1,335 SH SOLE 1,335 CANON INC ADR 138006309 $ 803 14,800 SH SOLE 14,800 CANWEST GLOBAL COMMUNICATION SHS NON VTG 138906300 $ 12 970 SH SOLE 970 CAP ROCK ENERGY CORP COM 13910R102 $ 33 1,339 SH SOLE 1,339 CAPITAL & INCM STRTGS FD INC COM 13971Y103 $ 9 484 SH SOLE 484 CAPITAL ALLIANCE INCM TR REI COM NEW 13971R306 $ 3 242 SH SOLE 242 CAPITAL BK CORP COM 139793103 $ 34 1,859 SH SOLE 1,859 CAPITAL CITY BK GROUP INC COM 139674105 $ 43 1,026 SH SOLE 1,026 CAPITAL CORP OF THE WEST COM 140065103 $ 382 8,130 SH SOLE 8,130 CAPITAL CROSSING BK COM 140071101 $ 219 7,125 SH SOLE 7,125 CAPITAL LEASE FDG INC COM 140288101 $ 32 2,561 SH SOLE 2,561

CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H204 $ 140,375 2,487,149 SH SOLE 2,487,149 CAPITAL ONE FINL CORP COM 14040H105 $ 16,893 200,600 SH C SOLE 200,600 CAPITAL ONE FINL CORP COM 14040H105 $ 6,459 76,700 SH P SOLE 76,700 CAPITAL PPTYS INC R I COM 140430109 $ 9 500 SH SOLE 500 CAPITAL SOUTHWEST CORP COM 140501107 $ 171 2,177 SH SOLE 2,177 CAPITAL SR LIVING CORP COM 140475104 $ 89 15,708 SH SOLE 15,708 CAPITAL TITLE GROUP INC COM 140919101 $ 8 1,465 SH SOLE 1,465 CAPITAL TRUST INC MD CL A NEW 14052H506 $ 38 1,225 SH SOLE 1,225 CAPITALSOURCE INC COM 14055X102 $ 748 29,142 SH SOLE 29,142 CAPITOL BANCORP LTD COM 14056D105 $ 41 1,162 SH SOLE 1,162 CAPSTEAD MTG CORP COM NO PAR 14067E506 $ 698 66,221 SH SOLE 66,221 CAPSTONE TURBINE CORP COM 14067D102 $ 126 68,712 SH SOLE 68,712 CAPTARIS INC COM 14071N104 $ 146 28,303 SH SOLE 28,303 CAPTIVA SOFTWARE CORP DEL COM 14073T109 $ 39 3,797 SH SOLE 3,797 CARACO PHARMACEUTICAL LABS L COM 14075T107 $ 23 2,441 SH SOLE 2,441 CARAUSTAR INDS INC COM 140909102 $ 104 6,174 SH SOLE 6,174 CARBO CERAMICS INC COM 140781105 $ 5,411 78,414 SH SOLE 78,414 CARDIAC SCIENCE INC COM NEW 141410209 $ 85 39,496 SH SOLE 39,496 CARDIMA INC COM 14147M106 $ 8 14,755 SH SOLE 14,755 CARDINAL HEALTH INC COM 14149Y108 $ 107,862 1,854,900 SH C SOLE 1,854,900 CARDINAL HEALTH INC COM 14149Y108 $ 85,073 1,463,000 SH P SOLE 1,463,000 CARDINAL HEALTH INC COM 14149Y108 $ 1,236 21,252 SH SOLE 21,252 CARDINAL STATE BANK DURHAM N COM 141546101 $ 14 1,246 SH SOLE 1,246 CARDIODYNAMICS INTL CORP COM 141597104 $ 131 25,257 SH SOLE 25,257 CARDIOME PHARMA CORP COM NEW 14159U202 $ 15 1,994 SH SOLE 1,994 CAREER EDUCATION CORP COM 141665109 $ 10,258 256,452 SH C SOLE 256,452 CAREER EDUCATION CORP COM 141665109 $ 3,012 75,300 SH P SOLE 75,300 CAREMARK RX INC COM 141705103 $ 30,232 766,722 SH SOLE 766,722 CAREMARK RX INC COM 141705103 $ 2,460 62,400 SH C SOLE 62,400 CAREMARK RX INC COM 141705103 $ 150 3,800 SH P SOLE 3,800 CARLISLE COS INC COM 142339100 $ 2,337 36,000 SH C SOLE 36,000 CARLISLE COS INC COM 142339100 $ 1,549 23,867 SH SOLE 23,867 CARLISLE HLDGS LTD ORD P21277101 $ 9 1,194 SH SOLE 1,194 CARMAX INC COM 143130102 $ 1,454 46,825 SH SOLE 46,825 CARMAX INC COM 143130102 $ 413 13,300 SH C SOLE 13,300 CARMAX INC COM 143130102 $ 342 11,000 SH P SOLE 11,000 CARMIKE CINEMAS INC COM 143436400 $ 154 4,217 SH SOLE 4,217 CARNIVAL CORP NOTE 10/2 143658AS1 $ 100,992 105,063,000 PRN SOLE 105,063,000 CARNIVAL CORP PAIRED CTF 143658300 $ 82,416 1,430,093 SH SOLE 1,430,093 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 $ 36,200 40,000,000 PRN SOLE 40,000,000 CARNIVAL CORP PAIRED CTF 143658300 $ 34,860 604,900 SH P SOLE 604,900 CARNIVAL CORP PAIRED CTF 143658300 $ 8,368 145,200 SH C SOLE 145,200 CAROLINA BK HLDGS INC GREENS COM 143785103 $ 6 419 SH SOLE 419 CARPENTER TECHNOLOGY CORP COM 144285103 $ 304 5,192 SH SOLE 5,192 CARRAMERICA RLTY CORP COM 144418100 $ 5,645 171,058 SH SOLE 171,058 CARREKER CORP COM 144433109 $ 247 28,674 SH SOLE 28,674

CARRIAGE SVCS INC COM 143905107 $ 1 238 SH SOLE 238 CARRIER ACCESS CORP COM 144460102 $ 22 2,099 SH SOLE 2,099 CARRINGTON LABS INC COM 144525102 $ 8 1,237 SH SOLE 1,237 CARRIZO OIL & CO INC COM 144577103 $ 18 1,597 SH SOLE 1,597 CARTER INC COM 146229109 $ 136 4,004 SH SOLE 4,004 CASCADE BANCORP COM 147154108 $ 196 9,717 SH SOLE 9,717 CASCADE CORP COM 147195101 $ 690 17,263 SH SOLE 17,263 CASCADE FINL CORP COM 147272108 $ 42 2,226 SH SOLE 2,226 CASCADE MICROTECH INC COM 147322101 $ 27 2,038 SH SOLE 2,038 CASCADE NAT GAS CORP COM 147339105 $ 478 22,563 SH SOLE 22,563 CASELLA WASTE SYS INC CL A 147448104 $ 250 17,064 SH SOLE 17,064 CASEYS GEN STORES INC COM 147528103 $ 271 14,948 SH SOLE 14,948 CASH AMER INTL INC COM 14754D100 $ 7,433 250,000 SH C SOLE 250,000 CASH AMER INTL INC COM 14754D100 $ 333 11,186 SH SOLE 11,186 CASH TECHNOLOGIES INC COM 147910103 $ 1 724 SH SOLE 724 CASS INFORMATION SYS INC COM 14808P109 $ 71 2,045 SH SOLE 2,045 CASTLE A M & CO COM 148411101 $ 47 3,895 SH SOLE 3,895 CASUAL MALE RETAIL GRP INC COM 148711104 $ 209 38,431 SH SOLE 38,431 CATALINA LTG INC COM NEW 148865207 $ 25 2,892 SH SOLE 2,892 CATALINA MARKETING CORP COM 148867104 $ 2 82 SH SOLE 82 CATALYTICA ENERGY SYS INC COM 148884109 $ 4 1,833 SH SOLE 1,833 CATAPULT COMMUNICATIONS CORP COM 149016107 $ 387 16,012 SH SOLE 16,012 CATELLUS DEV CORP NEW COM 149113102 $ 1,642 53,650 SH SOLE 53,650 CATERPILLAR INC DEL COM 149123101 $ 30,723 315,080 SH SOLE 315,080 CATERPILLAR INC DEL COM 149123101 $ 29,547 303,015 SH C SOLE 303,015 CATERPILLAR INC DEL COM 149123101 $ 14,451 148,200 SH P SOLE 148,200 CATHAY GENERAL BANCORP COM 149150104 $ 885 23,599 SH SOLE 23,599 CATHAY MERCHANT GROUP INC COM 14916A101 $ 0 96 SH SOLE 96 CATO CORP NEW CL A 149205106 $ 149 5,167 SH SOLE 5,167 CATUITY INC COM NEW 149481202 $ 3 428 SH SOLE 428 CB RICHARD ELLIS GROUP INC CL A 12497T101 $ 93 2,773 SH SOLE 2,773 CBL & ASSOC PPTYS INC COM 124830100 $ 14 186 SH SOLE 186 CBRL GROUP INC COM 12489V106 $ 3 64 SH SOLE 64 CCA INDS INC COM 124867102 $ 15 1,325 SH SOLE 1,325 CCC INFORMATION SVCS GROUP I COM 12487Q109 $ 247 11,122 SH SOLE 11,122 CD&L INC COM 14983Y107 $ 3 1,448 SH SOLE 1,448 CDN IMPERIAL BK OF COMMERCE COM 136069101 $ 62 1,035 SH SOLE 1,035 CE FRANKLIN LTD COM 125151100 $ 2 427 SH SOLE 427 CEC ENTMT INC COM 125137109 $ 2,928 73,245 SH SOLE 73,245 CECO ENVIRONMENTAL CORP COM 125141101 $ 13 3,701 SH SOLE 3,701 CEDAR SHOPPING CTRS INC COM NEW 150602209 $ 946 66,128 SH SOLE 66,128 CEDARA SOFTWARE CORP COM 150644102 $ 21 2,017 SH SOLE 2,017 CELADON GROUP INC COM 150838100 $ 496 22,300 SH SOLE 22,300 CELERITEK INC COM 150926103 $ 7 4,606 SH SOLE 4,606 CELESTICA INC NOTE 8/0 15101QAA6 $ 2,698 5,239,000 PRN SOLE 5,239,000 CELESTICA INC SUB VTG SHS 15101Q108 $ 1,464 103,739 SH SOLE 103,739

CELESTICA INC SUB VTG SHS 15101Q108 $ 669 47,400 SH C SOLE 47,400 CELESTICA INC SUB VTG SHS 15101Q108 $ 313 22,200 SH P SOLE 22,200 CELGENE CORP COM 151020104 $ 11,300 426,100 SH C SOLE 426,100 CELGENE CORP COM 151020104 $ 4,307 162,400 SH P SOLE 162,400 CELGENE CORP COM 151020104 $ 66 2,476 SH SOLE 2,476 CELL GENESYS INC COM 150921104 $ 614 75,800 SH SOLE 75,800 CELL THERAPEUTICS INC COM 150934107 $ 103 12,597 SH SOLE 12,597 CELLEGY PHARMACEUTICALS INC COM 15115L103 $ 4 1,381 SH SOLE 1,381 CELLSTAR CORP COM NEW 150925204 $ 52 11,767 SH SOLE 11,767 CEL-SCI CORP COM NEW 150837409 $ 1 1,370 SH SOLE 1,370 CELSION CORPORATION COM 15117N107 $ 42 74,440 SH SOLE 74,440 CEMEX S A SPON ADR 5 ORD 151290889 $ 12,018 329,992 SH SOLE 329,992 CENDANT CORP COM 151313103 $ 43,695 1,868,889 SH SOLE 1,868,889 CENDANT CORP COM 151313103 $ 11,656 498,531 SH C SOLE 498,531 CENDANT CORP COM 151313103 $ 11,468 490,500 SH P SOLE 490,500 CENTENE CORP DEL COM 15135B101 $ 6,070 214,126 SH SOLE 214,126 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 $ 243 30,614 SH SOLE 30,614 CENTER BANCORP INC COM 151408101 $ 10 761 SH SOLE 761 CENTER FINL CORP CALIF COM 1.51E+106 $ 347 17,329 SH SOLE 17,329 CENTERPLATE INC UNIT 99/99/9999 1.52E+208 $ 1,433 108,304 SH SOLE 108,304 CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC1 $ 14,584 12,751,000 PRN SOLE 12,751,000 CENTERPOINT ENERGY INC COM 15189T107 $ 3,534 312,747 SH SOLE 312,747 CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL1 $ 3,158 3,000,000 PRN SOLE 3,000,000 CENTERSTATE BKS FLA INC COM 15201P109 $ 63 1,974 SH SOLE 1,974 CENTEX CORP COM 152312104 $ 7,793 130,800 SH P SOLE 130,800 CENTEX CORP COM 152312104 $ 6,970 116,993 SH SOLE 116,993 CENTEX CORP COM 152312104 $ 6,959 116,800 SH C SOLE 116,800 CENTILLIUM COMMUNICATIONS IN COM 152319109 $ 106 43,580 SH SOLE 43,580 CENTRA SOFTWARE INC COM 15234X103 $ 7 2,890 SH SOLE 2,890 CENTRAL BANCORP INC MASS COM 152418109 $ 39 1,392 SH SOLE 1,392 CENTRAL COAST BANCORP COM 153145107 $ 199 8,600 SH SOLE 8,600 CENTRAL EUROPEAN DIST CORP COM 153435102 $ 85 2,861 SH SOLE 2,861 CENTRAL FGHT LINES INC NEV COM 153491105 $ 36 5,761 SH SOLE 5,761 CENTRAL PAC FINL CORP COM 154760102 $ 155 4,282 SH SOLE 4,282 CENTRAL PKG CORP COM 154785109 $ 139 9,195 SH SOLE 9,195 CENTRAL SECS CORP COM 155123102 $ 26 1,159 SH SOLE 1,159 CENTRAL VA BANKSHARES INC COM 155792104 $ 58 2,022 SH SOLE 2,022 CENTRAL VALLEY CMNTY BANCORP COM 155685100 $ 47 2,003 SH SOLE 2,003 CENTRAL VT PUB SVC CORP COM 155771108 $ 412 17,715 SH SOLE 17,715 CENTURY BANCORP INC CL A NON VTG 156432106 $ 25 839 SH SOLE 839 CENTURY BUSINESS SVCS INC COM 156490104 $ 26 6,056 SH SOLE 6,056 CENTURY RLTY TR SH BEN INT 156671109 $ 42 2,404 SH SOLE 2,404 CENTURYTEL INC DBCV 4.750% 8/0 156700AH9 $ 16,092 14,400,000 PRN SOLE 14,400,000 CENTURYTEL INC COM 156700106 $ 7,881 222,200 SH C SOLE 222,200 CENUCO INC COM 15670X104 $ 8 1,423 SH SOLE 1,423 CENVEO INC COM 15670S105 $ 83 26,839 SH SOLE 26,839

CEPHALON INC COM 156708109 $ 23,028 452,600 SH C SOLE 452,600 CEPHALON INC NOTE 2.500%12/1 156708AE9 $ 8,140 8,306,000 PRN SOLE 8,306,000 CEPHALON INC COM 156708109 $ 6,426 126,300 SH P SOLE 126,300 CEPHALON INC COM 156708109 $ 2,356 46,310 SH SOLE 46,310 CEPHEID COM 15670R107 $ 18 1,816 SH SOLE 1,816 CERADYNE INC COM 156710105 $ 201 3,521 SH SOLE 3,521 CERES GROUP INC COM 156772105 $ 179 34,740 SH SOLE 34,740 CERIDIAN CORP NEW COM 156779100 $ 628 34,336 SH SOLE 34,336 CERNER CORP COM 156782104 $ 542 10,200 SH C SOLE 10,200 CERNER CORP COM 156782104 $ 420 7,900 SH P SOLE 7,900 CERNER CORP COM 156782104 $ 419 7,875 SH SOLE 7,875 CERTEGY INC COM 156880106 $ 3,547 99,817 SH SOLE 99,817 CERUS CORP COM 157085101 $ 36 12,345 SH SOLE 12,345 CEVA INC COM 157210105 $ 31 3,418 SH SOLE 3,418 CH ENERGY GROUP INC COM 12541M102 $ 164 3,416 SH SOLE 3,416 CHALONE WINE GROUP LTD COM 157639105 $ 15 1,059 SH SOLE 1,059 CHAMPION ENTERPRISES INC COM 158496109 $ 11,521 974,715 SH SOLE 974,715 CHANNELL COML CORP COM 159186105 $ 5 621 SH SOLE 621 CHARLES RIV LABS INTL INC COM 159864107 $ 2,600 56,515 SH SOLE 56,515 CHARLOTTE RUSSE HLDG INC COM 161048103 $ 291 28,836 SH SOLE 28,836 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 $ 2,368 2,000,000 PRN SOLE 2,000,000 CHARTER COMMUNICATIONS INC D CL A 16117M107 $ 15,050 6,718,800 SH C SOLE 6,718,800 CHARTER COMMUNICATIONS INC D CL A 16117M107 $ 644 287,700 SH P SOLE 287,700 CHARTER COMMUNICATIONS INC D CL A 16117M107 $ 560 250,170 SH SOLE 250,170 CHARTER FINL CORP WEST PT GA COM 16122M100 $ 21 484 SH SOLE 484 CHARTERMAC SH BEN INT 160908109 $ 114 4,650 SH SOLE 4,650 CHARTWELL DIVD & INCOME FD I COM 16139P104 $ 17 1,716 SH SOLE 1,716 CHASE CORP COM 16150R104 $ 11 688 SH SOLE 688 CHATTEM INC COM 162456107 $ 234 7,055 SH SOLE 7,055 CHC HELICOPTER CORP CL A SUB VTG 12541C203 $ 3 64 SH SOLE 64 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 30,083 1,221,400 SH C SOLE 1,221,400 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 14,712 597,300 SH P SOLE 597,300 CHECK POINT SOFTWARE TECH LT ORD M22465104 $ 880 35,711 SH SOLE 35,711 CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 $ 389 29,006 SH SOLE 29,006 CHECKFREE CORP NEW COM 162813109 $ 12,909 339,000 SH C SOLE 339,000 CHECKFREE CORP NEW COM 162813109 $ 48 1,270 SH SOLE 1,270 CHECKFREE CORP NEW COM 162813109 $ 4 100 SH P SOLE 100 CHECKPOINT SYS INC COM 162825103 $ 181 10,031 SH SOLE 10,031 CHEMED CORP NEW COM 16359R103 $ 181 2,702 SH SOLE 2,702 CHEMICAL FINL CORP COM 163731102 $ 9 221 SH SOLE 221 CHENIERE ENERGY INC COM NEW 16411R208 $ 21,741 341,309 SH SOLE 341,309 CHENIERE ENERGY INC COM NEW 16411R208 $ 936 14,700 SH P SOLE 14,700 CHEROKEE INC DEL NEW COM 16444H102 $ 159 4,512 SH SOLE 4,512 CHEROKEE INTL CORP COM 164450108 $ 94 9,735 SH SOLE 9,735 CHESAPEAKE CORP COM 165159104 $ 141 5,194 SH SOLE 5,194 CHESAPEAKE ENERGY CORP COM 165167107 $ 5,301 321,256 SH SOLE 321,256

CHESAPEAKE ENERGY CORP COM 165167107 $ 2,881 174,600 SH C SOLE 174,600 CHESAPEAKE ENERGY CORP PFD CONV 5% 165167800 $ 179 1,463 SH SOLE 1,463 CHESAPEAKE ENERGY CORP PFD CONV 6% 165167701 $ 7 77 SH SOLE 77 CHESAPEAKE ENERGY CORP COM 165167107 $ 5 300 SH P SOLE 300 CHESAPEAKE UTILS CORP COM 165303108 $ 17 632 SH SOLE 632 CHESTER VALLEY BANCORP COM 166335109 $ 39 1,794 SH SOLE 1,794 CHEVIOT FINL CORP COM 166774109 $ 25 1,951 SH SOLE 1,951 CHEVRONTEXACO CORP COM 166764100 $ 162,080 3,086,652 SH SOLE 3,086,652 CHEVRONTEXACO CORP COM 166764100 $ 9,018 171,747 SH C SOLE 171,747 CHEVRONTEXACO CORP COM 166764100 $ 7,798 148,500 SH P SOLE 148,500 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $ 54 1,358 SH SOLE 1,358 CHICAGO MERCANTILE HLDGS INC CL A 167760107 $ 2,744 12,000 SH C SOLE 12,000 CHICAGO RIVET & MACH CO COM 168088102 $ 3 107 SH SOLE 107 CHICOS FAS INC COM 168615102 $ 3,660 80,376 SH SOLE 80,376 CHICOS FAS INC COM 168615102 $ 2,654 58,300 SH C SOLE 58,300 CHICOS FAS INC COM 168615102 $ 2,304 50,600 SH P SOLE 50,600 CHILDRENS PL RETAIL STORES I COM 168905107 $ 275 7,427 SH SOLE 7,427 CHINA AUTOMOTIVE SYS INC COM 16936R105 $ 23 1,881 SH SOLE 1,881 CHINA FD INC COM 169373107 $ 3 104 SH SOLE 104 CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 $ 6 565 SH SOLE 565 CHINA NATURAL RESOURCES INC COM G2110U109 $ 15 2,727 SH SOLE 2,727 CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 $ 5 276 SH SOLE 276 CHINA YUCHAI INTL LTD COM G21082105 $ 255 19,204 SH SOLE 19,204 CHINADOTCOM CORP CL A G2108N109 $ 244 53,000 SH C SOLE 53,000 CHINADOTCOM CORP CL A G2108N109 $ 101 21,900 SH P SOLE 21,900 CHINADOTCOM CORP CL A G2108N109 $ 58 12,572 SH SOLE 12,572 CHINDEX INTERNATIONAL INC COM 169467107 $ 26 2,515 SH SOLE 2,515 CHIPMOS TECH BERMUDA LTD SHS G2110R106 $ 173 27,200 SH SOLE 27,200 CHIQUITA BRANDS INTL INC COM 170032809 $ 33 1,492 SH SOLE 1,492 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 $ 9 1,378 SH SOLE 1,378 CHIRON CORP COM 170040109 $ 6,840 205,208 SH SOLE 205,208 CHIRON CORP COM 170040109 $ 6,019 180,600 SH C SOLE 180,600 CHIRON CORP DBCV 1.625% 8/0 170040AG4 $ 5,963 6,378,000 PRN SOLE 6,378,000 CHIRON CORP COM 170040109 $ 5,233 157,000 SH P SOLE 157,000 CHIRON CORP NOTE 6/1 170040AE9 $ 2,052 3,500,000 PRN SOLE 3,500,000 CHITTENDEN CORP COM 170228100 $ 328 11,419 SH SOLE 11,419 CHOICE HOTELS INTL INC COM 169905106 $ 1,786 30,791 SH SOLE 30,791 CHOICEPOINT INC COM 170388102 $ 1,429 31,065 SH SOLE 31,065 CHOLESTECH CORP COM 170393102 $ 85 10,345 SH SOLE 10,345 CHORDIANT SOFTWARE INC COM 170404107 $ 2 954 SH SOLE 954 CHRISTOPHER & BANKS CORP COM 171046105 $ 573 31,071 SH SOLE 31,071 CHROMAVISION MED SYS INC COM 17111P104 $ 0 188 SH SOLE 188 CHRONIMED INC COM 171164106 $ 7 1,026 SH SOLE 1,026 CHUBB CORP CORP UNIT % 171232309 $ 69,425 2,346,238 SH SOLE 2,346,238 CHUBB CORP COM 171232101 $ 5,298 68,900 SH P SOLE 68,900 CHUBB CORP COM 171232101 $ 3,404 44,260 SH SOLE 44,260

CHUBB CORP COM 171232101 $ 1,600 20,800 SH C SOLE 20,800 CHURCH & DWIGHT INC COM 171340102 $ 711 21,148 SH SOLE 21,148 CHURCHILL DOWNS INC COM 171484108 $ 124 2,783 SH SOLE 2,783 CIBER INC COM 17163B102 $ 142 14,765 SH SOLE 14,765 CIENA CORP COM 171779101 $ 3,560 1,065,888 SH SOLE 1,065,888 CIENA CORP COM 171779101 $ 148 44,300 SH C SOLE 44,300 CIENA CORP COM 171779101 $ 141 42,200 SH P SOLE 42,200 CIGNA CORP COM 125509109 $ 18,246 223,690 SH SOLE 223,690 CIGNA CORP COM 125509109 $ 3,736 45,800 SH P SOLE 45,800 CIGNA CORP COM 125509109 $ 1,142 14,000 SH C SOLE 14,000 CIGNA HIGH INCOME SHS SH BEN INT 12551D109 $ 0 102 SH SOLE 102 CIGNA INVTS SECS INC COM 17179X106 $ 1 48 SH SOLE 48 CIMAREX ENERGY CO COM 171798101 $ 3,297 86,995 SH SOLE 86,995 CINCINNATI BELL INC NEW COM 171871106 $ 0 44 SH SOLE 44 CINCINNATI FINL CORP COM 172062101 $ 8,772 198,182 SH SOLE 198,182 CINERGY CORP COM 172474108 $ 8,696 208,897 SH SOLE 208,897 CINTAS CORP COM 172908105 $ 9,113 207,772 SH SOLE 207,772 CINTAS CORP COM 172908105 $ 2,523 57,517 SH C SOLE 57,517 CINTAS CORP COM 172908105 $ 118 2,700 SH P SOLE 2,700 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 $ 121 28,123 SH SOLE 28,123 CIRCLE GROUP HLDGS INC COM 172570103 $ 5 2,380 SH SOLE 2,380 CIRCOR INTL INC COM 17273K109 $ 91 3,947 SH SOLE 3,947 CIRCUIT CITY STORE INC COM 172737108 $ 3,991 255,201 SH SOLE 255,201 CIRCUIT CITY STORE INC COM 172737108 $ 2,665 170,400 SH P SOLE 170,400 CIRCUIT CITY STORE INC COM 172737108 $ 2,385 152,500 SH C SOLE 152,500 CIRRUS LOGIC INC COM 172755100 $ 0 11 SH SOLE 11 CISCO SYS INC COM 17275R102 $ 181,284 9,383,224 SH C SOLE 9,383,224 CISCO SYS INC COM 17275R102 $ 151,344 7,833,559 SH SOLE 7,833,559 CISCO SYS INC COM 17275R102 $ 54,399 2,815,694 SH P SOLE 2,815,694 CIT GROUP INC COM 125581108 $ 13,241 288,986 SH SOLE 288,986 CIT GROUP INC COM 125581108 $ 1,590 34,700 SH C SOLE 34,700 CIT GROUP INC COM 125581108 $ 825 18,000 SH P SOLE 18,000 CITADEL SEC SOFTWARE INC COM 17288Q109 $ 0 185 SH SOLE 185 CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J202 $ 1 2,220 SH SOLE 2,220 CITIGROUP INC COM 172967101 $ 444,306 9,221,794 SH SOLE 9,221,794 CITIGROUP INC COM 172967101 $ 109,498 2,272,688 SH C SOLE 2,272,688 CITIGROUP INC COM 172967101 $ 57,677 1,197,122 SH P SOLE 1,197,122 CITIGROUP INC *W EXP 99/99/999 172967127 $ 7 4,582 SH SOLE 4,582 CITIGROUP INVTS LN FD INC COM 17307C107 $ 31 2,194 SH SOLE 2,194 CITIZENS BKG CORP MICH COM 174420109 $ 346 10,075 SH SOLE 10,075 CITIZENS COMMUNICATIONS CO COM 17453B101 $ 78,830 5,716,456 SH SOLE 5,716,456 CITIZENS COMMUNICATIONS CO COM 17453B101 $ 203 14,700 SH C SOLE 14,700 CITIZENS COMMUNICATIONS CO COM 17453B101 $ 46 3,300 SH P SOLE 3,300 CITIZENS FINL CORP KY CL A 174613109 $ 12 1,735 SH SOLE 1,735 CITIZENS FIRST BANCORP INC D COM 17461R106 $ 299 12,379 SH SOLE 12,379 CITIZENS FIRST FINL CORP COM 174623108 $ 8 242 SH SOLE 242

CITIZENS HLDG CO MISS COM 174715102 $ 1 34 SH SOLE 34 CITIZENS INC CL A 174740100 $ 126 19,752 SH SOLE 19,752 CITIZENS SOUTH BKG CP DEL COM 176682102 $ 28 1,932 SH SOLE 1,932 CITRIX SYS INC COM 177376100 $ 9,226 377,193 SH SOLE 377,193 CITRIX SYS INC COM 177376100 $ 607 24,800 SH C SOLE 24,800 CITRIX SYS INC COM 177376100 $ 284 11,600 SH P SOLE 11,600 CITY BK LYNNWOOD WASH COM 17770A109 $ 62 1,705 SH SOLE 1,705 CITY HLDG CO COM 177835105 $ 104 2,880 SH SOLE 2,880 CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 $ 4 2,015 SH SOLE 2,015 CITY NATL CORP COM 178566105 $ 2,425 34,330 SH SOLE 34,330 CITY NETWORK INC COM 178571105 $ 1 880 SH SOLE 880 CKE RESTAURANTS INC COM 1.26E+109 $ 3,095 213,297 SH SOLE 213,297 CLAIRES STORES INC COM 179584107 $ 2,740 128,933 SH SOLE 128,933 CLARCOR INC COM 179895107 $ 326 5,947 SH SOLE 5,947 CLARK INC COM 181457102 $ 27 1,716 SH SOLE 1,716 CLASSIC BANCSHARES INC COM 18272M104 $ 106 2,368 SH SOLE 2,368 CLEAN HARBORS INC COM 184496107 $ 104 6,897 SH SOLE 6,897 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 36,180 1,080,311 SH SOLE 1,080,311 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 15,116 451,372 SH C SOLE 451,372 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 13,081 390,600 SH P SOLE 390,600 CLECO CORP NEW COM 12561W105 $ 215 10,596 SH SOLE 10,596 CLEVELAND CLIFFS INC COM 185896107 $ 5 51 SH SOLE 51 CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 $ 1 381 SH SOLE 381 CLIFTON SVGS BANCORP INC COM 18712Q103 $ 19 1,534 SH SOLE 1,534 CLOROX CO DEL COM 189054109 $ 9,899 167,986 SH SOLE 167,986 CLOROX CO DEL COM 189054109 $ 3,412 57,900 SH P SOLE 57,900 CLOROX CO DEL COM 189054109 $ 2,033 34,500 SH C SOLE 34,500 CLOSURE MED CORP COM 189093107 $ 41 2,093 SH SOLE 2,093 CMGI INC COM 125750109 $ 175 68,769 SH SOLE 68,769 CMS ENERGY CORP COM 125896100 $ 4,369 418,102 SH SOLE 418,102 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 $ 3,293 3,285,000 PRN SOLE 3,285,000 CMS ENERGY CORP COM 125896100 $ 24 2,300 SH C SOLE 2,300 CMS ENERGY CORP COM 125896100 $ 8 800 SH P SOLE 800 CNA FINL CORP COM 126117100 $ 6,739 251,940 SH SOLE 251,940 CNA SURETY CORP COM 12612L108 $ 22 1,630 SH SOLE 1,630 CNB FINL CORP PA COM 126128107 $ 7 430 SH SOLE 430 CNE GROUP INC COM 1261EP106 $ 0 10 SH SOLE 10 CNF INC COM 12612W104 $ 303 6,040 SH SOLE 6,040 CNH GLOBAL N V SHS NEW N20935206 $ 223 11,500 SH SOLE 11,500 CNS INC COM 126136100 $ 367 28,832 SH SOLE 28,832 COACH INC COM 189754104 $ 15,073 267,249 SH SOLE 267,249 COACH INC COM 189754104 $ 801 14,200 SH C SOLE 14,200 COACH INC COM 189754104 $ 68 1,200 SH P SOLE 1,200 COACHMEN INDS INC COM 189873102 $ 363 20,915 SH SOLE 20,915 COASTAL FINL CORP DEL COM 1.90E+109 $ 324 16,897 SH SOLE 16,897 COBIZ INC COM 190897108 $ 277 13,644 SH SOLE 13,644

COCA COLA BOTTLING CO CONS COM 191098102 $ 54 942 SH SOLE 942 COCA COLA CO COM 191216100 $ 194,825 4,678,786 SH SOLE 4,678,786 COCA COLA CO COM 191216100 $ 55,681 1,337,206 SH C SOLE 1,337,206 COCA COLA CO COM 191216100 $ 43,834 1,052,699 SH P SOLE 1,052,699 COCA COLA ENTERPRISES INC COM 191219104 $ 10,972 526,250 SH SOLE 526,250 COCA COLA ENTERPRISES INC COM 191219104 $ 455 21,800 SH C SOLE 21,800 COCA COLA ENTERPRISES INC COM 191219104 $ 127 6,100 SH P SOLE 6,100 COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP104 $ 35 1,473 SH SOLE 1,473 CODORUS VY BANCORP INC COM 192025104 $ 39 2,040 SH SOLE 2,040 COEUR D ALENE MINES CORP IDA COM 192108108 $ 452 115,041 SH SOLE 115,041 COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ1 $ 43 50,000 PRN SOLE 50,000 COGENT INC COM 19239Y108 $ 70 2,106 SH SOLE 2,106 COGNEX CORP COM 192422103 $ 321 11,501 SH SOLE 11,501 COGNITRONICS CORP COM 192432102 $ 3 786 SH SOLE 786 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $ 1,431 33,800 SH P SOLE 33,800 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $ 1,427 33,700 SH C SOLE 33,700 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $ 12 277 SH SOLE 277 COGNOS INC COM 19244C109 $ 683 15,512 SH SOLE 15,512 COHEN & STEERS ADV INC RLTY COM 19247W102 $ 11 516 SH SOLE 516 COHEN & STEERS INC COM 19247A100 $ 21 1,315 SH SOLE 1,315 COHEN & STEERS PREM INC RLTY COM 19247V104 $ 2,042 93,000 SH SOLE 93,000 COHEN & STEERS REIT & PFD IN COM 19247X100 $ 5 186 SH SOLE 186 COHEN & STEERS TOTAL RETURN COM 19247R103 $ 0 21 SH SOLE 21 COHERENT INC COM 192479103 $ 493 16,211 SH SOLE 16,211 COHESANT TECHNOLOGIES INC COM 192480101 $ 19 1,838 SH SOLE 1,838 COHU INC COM 192576106 $ 122 6,577 SH SOLE 6,577 COINSTAR INC COM 19259P300 $ 154 5,750 SH SOLE 5,750 COLE KENNETH PRODTNS INC CL A 193294105 $ 1,500 48,619 SH SOLE 48,619 COLGATE PALMOLIVE CO COM 194162103 $ 56,348 1,101,400 SH C SOLE 1,101,400 COLGATE PALMOLIVE CO COM 194162103 $ 25,104 490,700 SH P SOLE 490,700 COLGATE PALMOLIVE CO COM 194162103 $ 20,625 403,140 SH SOLE 403,140 COLLAGENEX PHARMACEUTICALS I COM 19419B100 $ 168 22,946 SH SOLE 22,946 COLLECTORS UNIVERSE INC COM NEW 19421R200 $ 39 1,891 SH SOLE 1,891 COLLEGIATE FDG SVCS INC COM 19458M108 $ 13 911 SH SOLE 911 COLLINS & AIKMAN CORP NEW COM NEW 194830204 $ 89 20,479 SH SOLE 20,479 COLONIAL BANCGROUP INC COM 195493309 $ 3,675 173,109 SH SOLE 173,109 COLONIAL CALIF INSD MUN FD COM 195598107 $ 1 75 SH SOLE 75 COLONIAL HIGH INCOME MUN TR SH BEN INT 195743109 $ 11 1,817 SH SOLE 1,817 COLONIAL INSD MUN FD COM 195761101 $ 2 167 SH SOLE 167 COLONIAL INTER HIGH INCOME F SH BEN INT 195763107 $ 0 120 SH SOLE 120 COLONIAL MUN INCOME TR SH BEN INT 195799101 $ 4 738 SH SOLE 738 COLONIAL N Y INSD MUN FD COM 195836101 $ 1 60 SH SOLE 60 COLONIAL PPTYS TR COM SH BEN INT 195872106 $ 1,516 38,599 SH SOLE 38,599 COLOR KINETICS INC COM 19624P100 $ 36 2,050 SH SOLE 2,050 COLUMBIA BANCORP COM 197227101 $ 326 9,548 SH SOLE 9,548 COLUMBIA BANCORP ORE COM 197231103 $ 24 1,225 SH SOLE 1,225

COLUMBIA BKG SYS INC COM 197236102 $ 41 1,633 SH SOLE 1,633 COLUMBIA SPORTSWEAR CO COM 198516106 $ 55 924 SH SOLE 924 COLUMBUS MCKINNON CORP N Y COM 199333105 $ 72 8,330 SH SOLE 8,330 COMARCO INC COM 200080109 $ 8 891 SH SOLE 891 COMCAST CORP NEW CL A SPL 20030N200 $ 141,208 4,299,889 SH C SOLE 4,299,889 COMCAST CORP NEW CL A 20030N101 $ 124,576 3,743,276 SH SOLE 3,743,276 COMCAST CORP NEW CL A SPL 20030N200 $ 24,968 760,300 SH P SOLE 760,300 COMCAST CORP NEW CL A 20030N101 $ 21,163 635,900 SH P SOLE 635,900 COMCAST CORP NEW CL A 20030N101 $ 9,368 281,504 SH C SOLE 281,504 COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 $ 13 300 SH SOLE 300 COMERICA INC COM 200340107 $ 19,062 312,397 SH SOLE 312,397 COMERICA INC COM 200340107 $ 525 8,600 SH C SOLE 8,600 COMFORT SYS USA INC COM 199908104 $ 344 44,791 SH SOLE 44,791 COMM BANCORP INC COM 200468106 $ 107 2,643 SH SOLE 2,643 COMMERCE BANCORP INC NJ COM 200519106 $ 4,050 62,883 SH C SOLE 62,883 COMMERCE BANCORP INC NJ COM 200519106 $ 2,454 38,100 SH P SOLE 38,100 COMMERCE BANCORP INC NJ COM 200519106 $ 49 764 SH SOLE 764 COMMERCE BANCSHARES INC COM 200525103 $ 785 15,645 SH SOLE 15,645 COMMERCE GROUP INC MASS COM 200641108 $ 2 40 SH SOLE 40 COMMERCIAL BANKSHARES INC COM 201607108 $ 57 1,492 SH SOLE 1,492 COMMERCIAL CAP BANCORP INC COM 20162L105 $ 48 2,058 SH SOLE 2,058 COMMERCIAL FEDERAL CORPORATI COM 201647104 $ 255 8,592 SH SOLE 8,592 COMMERCIAL METALS CO COM 201723103 $ 2,589 51,201 SH SOLE 51,201 COMMERCIAL NET LEASE RLTY IN COM 202218103 $ 27 1,324 SH SOLE 1,324 COMMERCIAL VEH GROUP INC COM 202608105 $ 28 1,264 SH SOLE 1,264 COMMONWEALTH BANKSHARES INC COM 202736104 $ 20 1,045 SH SOLE 1,045 COMMONWEALTH BANKSHRS CP TRI PFD CONV SECS 202734307 $ 2 183 SH SOLE 183 COMMONWEALTH BIOTECHNOLOGIES COM 202739108 $ 14 2,341 SH SOLE 2,341 COMMONWEALTH TEL ENTERPRISES COM 203349105 $ 989 19,924 SH SOLE 19,924 COMMSCOPE INC COM 203372107 $ 1,423 75,312 SH SOLE 75,312 COMMUNICATIONS SYS INC COM 203900105 $ 16 1,328 SH SOLE 1,328 COMMUNITY BANCSHARES INC S C COM 20343F100 $ 8 427 SH SOLE 427 COMMUNITY BK SHS IND INC COM 203599105 $ 57 2,685 SH SOLE 2,685 COMMUNITY BK SYS INC COM 203607106 $ 187 6,633 SH SOLE 6,633 COMMUNITY BKS INC MILLERSBUR COM 203628102 $ 91 3,248 SH SOLE 3,248 COMMUNITY CAPITAL BANCSHARES COM 203634100 $ 21 1,770 SH SOLE 1,770 COMMUNITY CENTRAL BANK CORP COM 20363J107 $ 39 3,038 SH SOLE 3,038 COMMUNITY HEALTH SYS INC NEW COM 203668108 $ 3,219 115,469 SH SOLE 115,469 COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 203668AA6 $ 47 45,000 PRN SOLE 45,000 COMMUNITY INVS BANCORP INC COM 203719109 $ 15 1,032 SH SOLE 1,032 COMMUNITY TR BANCORP INC COM 204149108 $ 41 1,261 SH SOLE 1,261 COMPAGNIE GENERALE DES GEOPH SPONSORED ADR 204386106 $ 17 1,260 SH SOLE 1,260 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 $ 5 1,176 SH SOLE 1,176 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 $ 30,056 1,232,798 SH SOLE 1,232,798 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 $ 12 486 SH SOLE 486 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 $ 4,749 207,381 SH SOLE 207,381

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CORNERSTONE BANCORP INC COM 218925105 $ 16 456 SH SOLE 456 CORNERSTONE RLTY INCOME TR I COM 21922V102 $ 2,970 297,546 SH SOLE 297,546 CORNERSTONE TOTAL RTRN FD IN COM 21924U102 $ 6 348 SH SOLE 348 CORNING INC NOTE 3.500%11/0 219350AK1 $ 60,718 50,025,000 PRN SOLE 50,025,000 CORNING INC COM 219350105 $ 5,031 427,400 SH P SOLE 427,400 CORNING INC COM 219350105 $ 4,693 398,700 SH C SOLE 398,700 CORNING INC DBCV 11/0 219350AJ4 $ 11 13,600 PRN SOLE 13,600 CORPORATE HIGH YIELD FD VI I COM 219932100 $ 5,257 356,404 SH SOLE 356,404 CORRECTIONAL PPTYS TR COM 2.20E+108 $ 381 13,187 SH SOLE 13,187 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 $ 1,404 34,709 SH SOLE 34,709 CORTECH INC COM NEW 22051J308 $ 7 2,230 SH SOLE 2,230 CORTEX PHARMACEUTICALS INC COM NEW 220524300 $ 2 859 SH SOLE 859 CORUS BANKSHARES INC COM 220873103 $ 103 2,138 SH SOLE 2,138 CORUS ENTERTAINMENT INC COM CL B NON VTG 220874101 $ 14 695 SH SOLE 695 CORUS GROUP PLC SPONSORED ADR 22087M101 $ 182 18,566 SH SOLE 18,566 CORVEL CORP COM 221006109 $ 164 6,112 SH SOLE 6,112 COSI INC COM 22122P101 $ 96 15,804 SH SOLE 15,804 COSINE COMMUNICATIONS INC COM NEW 221222607 $ 3 1,135 SH SOLE 1,135 COST PLUS INC CALIF COM 221485105 $ 5,141 160,000 SH P SOLE 160,000 COST PLUS INC CALIF COM 221485105 $ 152 4,733 SH SOLE 4,733 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 $ 8,330 7,590,000 PRN SOLE 7,590,000 COSTCO WHSL CORP NEW COM 22160K105 $ 22,462 464,002 SH SOLE 464,002 COSTCO WHSL CORP NEW COM 22160K105 $ 16,256 335,800 SH C SOLE 335,800 COSTCO WHSL CORP NEW COM 22160K105 $ 2,309 47,700 SH P SOLE 47,700 COST-U-LESS INC COM 221492101 $ 17 2,425 SH SOLE 2,425 COTHERIX INC COM 22163T103 $ 9 779 SH SOLE 779 COTT CORP QUE COM 22163N106 $ 584 23,595 SH SOLE 23,595 COTTON STS LIFE INS CO COM 221774102 $ 1,191 58,886 SH SOLE 58,886 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 21,955 593,208 SH SOLE 593,208 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 5,548 149,900 SH C SOLE 149,900 COUNTRYWIDE FINANCIAL CORP COM 222372104 $ 4,697 126,900 SH P SOLE 126,900 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE4 $ 3,430 2,000,000 PRN SOLE 2,000,000 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AG9 $ 26 15,000 PRN SOLE 15,000 COURIER CORP COM 222660102 $ 36 699 SH SOLE 699 COUSINS PPTYS INC COM 222795106 $ 1,305 43,117 SH SOLE 43,117 COVALENT GROUP INC COM 222815102 $ 7 2,890 SH SOLE 2,890 COVANCE INC COM 222816100 $ 4,353 112,341 SH SOLE 112,341 COVANSYS CORP COM 22281W103 $ 230 15,054 SH SOLE 15,054 COVENANT TRANS INC CL A 22284P105 $ 530 25,459 SH SOLE 25,459 COVENTRY HEALTH CARE INC COM 222862104 $ 653 12,300 SH P SOLE 12,300 COWLITZ BANCORP LONGVIEW WAS COM 223767104 $ 45 4,012 SH SOLE 4,012 COX RADIO INC CL A 224051102 $ 167 10,153 SH SOLE 10,153 CP HOLDRS DEP RCPTS CP 12616K106 $ 118 1,465 SH SOLE 1,465 CP SHIPS LTD COM 22409V102 $ 10 682 SH SOLE 682 CPAC INC COM 126145101 $ 6 1,150 SH SOLE 1,150 CPI CORP COM 125902106 $ 40 2,972 SH SOLE 2,972

CRAFTMADE INTL INC COM 2.24E+108 $ 55 2,798 SH SOLE 2,798 CRANE CO COM 224399105 $ 2,107 73,057 SH SOLE 73,057 CRAWFORD & CO CL B 224633107 $ 21 2,774 SH SOLE 2,774 CRAWFORD & CO CL A 224633206 $ 10 1,417 SH SOLE 1,417 CREATIVE TECHNOLOGY LTD ORD Y1775U107 $ 59 3,972 SH SOLE 3,972 CREDENCE SYS CORP COM 225302108 $ 371 40,539 SH SOLE 40,539 CREDENCE SYS CORP COM 225302108 $ 92 10,000 SH P SOLE 10,000 CREDENCE SYS CORP COM 225302108 $ 13 1,400 SH C SOLE 1,400 CREDICORP LTD COM G2519Y108 $ 2,112 133,583 SH SOLE 133,583 CREDIT ACCEP CORP MICH COM 225310101 $ 222 8,721 SH SOLE 8,721 CREE INC COM 225447101 $ 55,110 1,375,000 SH P SOLE 1,375,000 CREE INC COM 225447101 $ 12,733 317,700 SH C SOLE 317,700 CRESCENT BKG CO COM 225646108 $ 52 1,956 SH SOLE 1,956 CRESCENT FINL CORP COM 225744101 $ 5 313 SH SOLE 313 CRESCENT REAL ESTATE EQUITIE COM 225756105 $ 2,279 124,832 SH SOLE 124,832 CRH PLC ADR 12626K203 $ 65 2,409 SH SOLE 2,409 CRIIMI MAE INC COM NEW 226603504 $ 595 36,933 SH SOLE 36,933 CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 $ 27 900 SH SOLE 900 CRITICAL THERAPEUTICS INC COM 22674T105 $ 14 1,713 SH SOLE 1,713 CRITICARE SYS INC COM 226901106 $ 4 980 SH SOLE 980 CRONOS GROUP S A SHS L20708100 $ 1 129 SH SOLE 129 CROSS A T CO CL A 227478104 $ 0 77 SH SOLE 77 CROSS CTRY HEALTHCARE INC COM 227483104 $ 241 13,342 SH SOLE 13,342 CROSSTEX ENERGY INC COM 22765Y104 $ 45 1,064 SH SOLE 1,064 CROSSTEX ENERGY L P COM 22765U102 $ 1,352 40,991 SH SOLE 40,991 CROWN CASTLE INTL CORP COM 228227104 $ 4,992 300,000 SH C SOLE 300,000 CROWN CASTLE INTL CORP COM 228227104 $ 4,992 300,000 SH P SOLE 300,000 CROWN CASTLE INTL CORP COM 228227104 $ 834 50,109 SH SOLE 50,109 CROWN HOLDINGS INC COM 228368106 $ 371 27,000 SH C SOLE 27,000 CROWN HOLDINGS INC COM 228368106 $ 84 6,100 SH P SOLE 6,100 CROWN HOLDINGS INC COM 228368106 $ 2 153 SH SOLE 153 CROWN MEDIA HLDGS INC CL A 228411104 $ 14 1,659 SH SOLE 1,659 CRT PROPERTIES INC COM 22876P109 $ 1,804 75,627 SH SOLE 75,627 CRYOLIFE INC COM 228903100 $ 608 86,002 SH SOLE 86,002 CRYPTOLOGIC INC COM 228906103 $ 581 23,300 SH SOLE 23,300 CSG SYS INTL INC COM 126349109 $ 899 48,066 SH SOLE 48,066 CSK CORP SPONSORED ADR 126375302 $ 114 2,500 SH SOLE 2,500 CSP INC COM 126389105 $ 2 227 SH SOLE 227 CSS INDS INC COM 125906107 $ 24 751 SH SOLE 751 CSX CORP COM 126408103 $ 8,778 219,022 SH SOLE 219,022 CT COMMUNICATIONS INC COM NEW 126426402 $ 272 22,118 SH SOLE 22,118 CTI INDUSTRIES CORP COM NEW 125961300 $ 2 1,492 SH SOLE 1,492 CTI MOLECULAR IMAGING INC COM 22943D105 $ 1,419 100,000 SH C SOLE 100,000 CTI MOLECULAR IMAGING INC COM 22943D105 $ 51 3,593 SH SOLE 3,593 CTRIP COM INTL LTD ADR 22943F100 $ 687 14,938 SH SOLE 14,938 CTS CORP COM 126501105 $ 119 8,970 SH SOLE 8,970

CUBIC CORP COM 229669106 $ 154 6,131 SH SOLE 6,131 CUBIST PHARMACEUTICALS INC COM 229678107 $ 162 13,695 SH SOLE 13,695 CULLEN FROST BANKERS INC COM 229899109 $ 348 7,157 SH SOLE 7,157 CUMMINS INC COM 231021106 $ 3,859 46,061 SH SOLE 46,061 CUMULUS MEDIA INC CL A 231082108 $ 215 14,227 SH SOLE 14,227 CUNO INC COM 126583103 $ 218 3,676 SH SOLE 3,676 CURAGEN CORP SDCV 6.000% 2/0 23126RAC5 $ 5,035 5,060,000 PRN SOLE 5,060,000 CURAGEN CORP COM 23126R101 $ 21 2,874 SH SOLE 2,874 CURATIVE HEALTH SRVCS INC COM 23126W100 $ 20 2,869 SH SOLE 2,869 CURIS INC COM 231269101 $ 234 44,903 SH SOLE 44,903 CURTISS WRIGHT CORP COM 231561101 $ 350 6,089 SH SOLE 6,089 CURTISS WRIGHT CORP CL B 231561408 $ 57 1,009 SH SOLE 1,009 CV THERAPEUTICS INC COM 126667104 $ 3,519 153,000 SH P SOLE 153,000 CV THERAPEUTICS INC COM 126667104 $ 2,036 88,500 SH C SOLE 88,500 CV THERAPEUTICS INC COM 126667104 $ 773 33,629 SH SOLE 33,629 CVB FINL CORP COM 126600105 $ 142 5,364 SH SOLE 5,364 CVS CORP COM 126650100 $ 62,232 1,380,780 SH SOLE 1,380,780 CVS CORP COM 126650100 $ 2,912 64,600 SH C SOLE 64,600 CVS CORP COM 126650100 $ 1,127 25,000 SH P SOLE 25,000 CYANOTECH CORP COM NEW 232437202 $ 0 64 SH SOLE 64 CYBERGUARD CORP COM 231910100 $ 129 20,456 SH SOLE 20,456 CYBERONICS INC COM 23251P102 $ 6,686 322,700 SH C SOLE 322,700 CYBERONICS INC COM 23251P102 $ 5,248 253,300 SH P SOLE 253,300 CYBERONICS INC COM 23251P102 $ 804 38,812 SH SOLE 38,812 CYBEROPTICS CORP COM 232517102 $ 72 4,824 SH SOLE 4,824 CYBERSOURCE CORP COM 23251J106 $ 120 16,839 SH SOLE 16,839 CYMER INC COM 232572107 $ 801 27,100 SH C SOLE 27,100 CYMER INC COM 232572107 $ 533 18,044 SH SOLE 18,044 CYMER INC COM 232572107 $ 381 12,900 SH P SOLE 12,900 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 $ 182 12,940 SH SOLE 12,940 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 17,434 1,486,280 SH C SOLE 1,486,280 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 14,469 1,233,480 SH SOLE 1,233,480 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 3,324 283,400 SH P SOLE 283,400 CYTEC INDS INC COM 232820100 $ 2,071 40,285 SH SOLE 40,285 CYTOGEN CORP COM NEW 232824300 $ 109 9,438 SH SOLE 9,438 CYTOKINETICS INC COM 23282W100 $ 2 170 SH SOLE 170 CYTRX CORP COM NEW 232828301 $ 2 1,399 SH SOLE 1,399 CYTYC CORP COM 232946103 $ 1,636 59,347 SH SOLE 59,347 D & E COMMUNICATIONS INC COM 232860106 $ 228 18,945 SH SOLE 18,945 D R HORTON INC COM 23331A109 $ 2,044 50,700 SH P SOLE 50,700 D R HORTON INC COM 23331A109 $ 853 21,150 SH C SOLE 21,150 DADE BEHRING HLDGS INC COM 23342J206 $ 135 2,412 SH SOLE 2,412 DAG MEDIA INC COM 233729102 $ 1 231 SH SOLE 231 DAILY JOURNAL CORP COM 233912104 $ 75 2,079 SH SOLE 2,079 DAIMLERCHRYSLER AG ORD D1668R123 $ 27,403 570,300 SH P SOLE 570,300 DAIMLERCHRYSLER AG ORD D1668R123 $ 26,227 545,836 SH SOLE 545,836

DAIMLERCHRYSLER AG ORD D1668R123 $ 16,121 335,500 SH C SOLE 335,500 DAKTRONICS INC COM 234264109 $ 122 4,888 SH SOLE 4,888 DANA CORP COM 235811106 $ 3,400 196,181 SH SOLE 196,181 DANAHER CORP DEL COM 235851102 $ 11,542 201,040 SH SOLE 201,040 DANAHER CORP DEL COM 235851102 $ 2,124 37,000 SH C SOLE 37,000 DANAHER CORP DEL COM 235851102 $ 459 8,000 SH P SOLE 8,000 DANIELSON HLDG CORP COM 236274106 $ 2,721 321,963 SH SOLE 321,963 DARDEN RESTAURANTS INC COM 237194105 $ 8,303 299,324 SH SOLE 299,324 DARLING INTL INC COM 237266101 $ 184 42,138 SH SOLE 42,138 DASSAULT SYS S A SPONSORED ADR 237545108 $ 19,571 387,773 SH SOLE 387,773 DATA I O CORP COM 237690102 $ 7 2,308 SH SOLE 2,308 DATA SYS & SOFTWARE INC COM 237887104 $ 2 1,739 SH SOLE 1,739 DATALINK CORP COM 237934104 $ 3 909 SH SOLE 909 DATAMIRROR CORP COM 237926100 $ 11 1,567 SH SOLE 1,567 DATARAM CORP COM PAR $1 238108203 $ 15 2,298 SH SOLE 2,298 DATASCOPE CORP COM 238113104 $ 245 6,184 SH SOLE 6,184 DATASTREAM SYS INC COM 238124101 $ 63 9,161 SH SOLE 9,161 DATAWATCH CORP COM NEW 237917208 $ 10 1,914 SH SOLE 1,914 DAVE & BUSTERS INC COM 23833N104 $ 1,291 63,903 SH SOLE 63,903 DAVITA INC COM 23918K108 $ 2,877 72,782 SH SOLE 72,782 DAWSON GEOPHYSICAL CO COM 239359102 $ 538 24,747 SH SOLE 24,747 DAXOR CORP COM 239467103 $ 8 327 SH SOLE 327 DAYSTAR TECHNOLOGIES INC COM 23962Q100 $ 5 1,834 SH SOLE 1,834 DAYSTAR TECHNOLOGIES INC *W EXP 03/22/200 23962Q118 $ 1 749 SH SOLE 749 DAYSTAR TECHNOLOGIES INC *W EXP 03/22/200 23962Q126 $ 0 1,611 SH SOLE 1,611 DCAP GROUP INC COM 233065200 $ 11 1,474 SH SOLE 1,474 DDI CORP COM PAR $ .001 233162304 $ 59 18,612 SH SOLE 18,612 DEAN FOODS CO NEW COM 242370104 $ 2,699 81,902 SH SOLE 81,902 DEB SHOPS INC COM 242728103 $ 224 8,931 SH SOLE 8,931 DECKERS OUTDOOR CORP COM 243537107 $ 274 5,823 SH SOLE 5,823 DECODE GENETICS INC COM 243586104 $ 13 1,660 SH SOLE 1,660 DECOMA INTERNATIONAL INC CL A SUB VTG 24359C100 $ 5,283 449,250 SH SOLE 449,250 DECORATOR INDS INC COM PAR $0.20 243631207 $ 12 1,449 SH SOLE 1,449 DECTRON INTERNATIONALE INC COM 243666104 $ 8 2,182 SH SOLE 2,182 DEERE & CO COM 244199105 $ 41,106 552,499 SH SOLE 552,499 DEERE & CO COM 244199105 $ 2,701 36,300 SH C SOLE 36,300 DEERE & CO COM 244199105 $ 342 4,600 SH P SOLE 4,600 DEL LABS INC COM 245091103 $ 7,261 208,948 SH SOLE 208,948 DEL MONTE FOODS CO COM 24522P103 $ 216 19,636 SH SOLE 19,636 DELAWAR INVTS AZ MUN INCOME COM 246100101 $ 20 1,311 SH SOLE 1,311 DELAWARE INV CO INS MUN INC COM 246101109 $ 23 1,265 SH SOLE 1,265 DELAWARE INV FL INS MUN INC SH BEN INT 24610T108 $ 18 1,060 SH SOLE 1,060 DELAWARE INV MN MUN INC FD I COM 24610W101 $ 1 66 SH SOLE 66 DELAWARE INVTS DIV & INCOME COM 245915103 $ 14 1,137 SH SOLE 1,137 DELL INC COM 24702R101 $ 247,278 5,868,017 SH C SOLE 5,868,017 DELL INC COM 24702R101 $ 39,026 926,113 SH SOLE 926,113

DELL INC COM 24702R101 $ 27,640 655,898 SH P SOLE 655,898 DELPHAX TECHNOLOGIES INC COM 24712X106 $ 8 1,928 SH SOLE 1,928 DELPHI CORP COM 247126105 $ 8,101 898,100 SH SOLE 898,100 DELPHI CORP COM 247126105 $ 3,031 336,000 SH P SOLE 336,000 DELPHI CORP COM 247126105 $ 1,137 126,000 SH C SOLE 126,000 DELPHI FINL GROUP INC CL A 247131105 $ 320 6,938 SH SOLE 6,938 DELTA & PINE LD CO COM 247357106 $ 228 8,354 SH SOLE 8,354 DELTA AIR LINES INC DEL COM 247361108 $ 12,080 1,615,000 SH P SOLE 1,615,000 DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP7 $ 9,552 14,500,000 PRN SOLE 14,500,000 DELTA AIR LINES INC DEL COM 247361108 $ 5,741 767,500 SH C SOLE 767,500 DELTA FINANCIAL CORP COM 247918105 $ 7 667 SH SOLE 667 DELTA PETE CORP COM NEW 247907207 $ 249 15,850 SH SOLE 15,850 DELTATHREE INC COM 24783N102 $ 7 1,986 SH SOLE 1,986 DELTIC TIMBER CORP COM 247850100 $ 164 3,857 SH SOLE 3,857 DELUXE CORP COM 248019101 $ 1,051 28,158 SH SOLE 28,158 DENDREON CORP COM 24823Q107 $ 203 18,800 SH C SOLE 18,800 DENDREON CORP COM 24823Q107 $ 28 2,600 SH P SOLE 2,600 DENDRITE INTL INC COM 248239105 $ 318 16,399 SH SOLE 16,399 DENTSPLY INTL INC NEW COM 249030107 $ 933 16,607 SH SOLE 16,607 DEPARTMENT 56 INC COM 249509100 $ 184 11,026 SH SOLE 11,026 DEPOMED INC COM 249908104 $ 8 1,395 SH SOLE 1,395 DESCARTES SYS GROUP INC COM 249906108 $ 1 323 SH SOLE 323 DESIGN WITHIN REACH INC COM 250557105 $ 19 1,319 SH SOLE 1,319 DEUTSCHE BANK AG NAMEN ORD D18190898 $ 22,468 252,423 SH SOLE 252,423 DEUTSCHE BANK AG NAMEN ORD D18190898 $ 134 1,500 SH C SOLE 1,500 DEUTSCHE BANK AG NAMEN ORD D18190898 $ 71 800 SH P SOLE 800 DEVELOPERS DIVERSIFIED RLTY COM 251591103 $ 1 31 SH SOLE 31 DEVON ENERGY CORP NEW COM 25179M103 $ 137,653 3,536,819 SH SOLE 3,536,819 DEVON ENERGY CORP NEW COM 25179M103 $ 18,806 483,200 SH C SOLE 483,200 DEVON ENERGY CORP NEW DBCV 6/2 25179MAD5 $ 8,856 15,814,000 PRN SOLE 15,814,000 DEVON ENERGY CORP NEW COM 25179M103 $ 7,823 201,000 SH P SOLE 201,000 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 $ 772 715,000 PRN SOLE 715,000 DEVRY INC DEL COM 251893103 $ 706 40,679 SH SOLE 40,679 DEX MEDIA INC COM 2.52E+104 $ 26 1,050 SH SOLE 1,050 DHB INDS INC COM 2.33E+107 $ 1,249 65,617 SH SOLE 65,617 DHB INDS INC COM 2.33E+107 $ 149 7,800 SH P SOLE 7,800 DHB INDS INC COM 2.33E+107 $ 25 1,300 SH C SOLE 1,300 DIAGNOSTIC PRODS CORP COM 252450101 $ 361 6,562 SH SOLE 6,562 DIALYSIS CORP AMER COM 252529102 $ 2 101 SH SOLE 101 DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 $ 29 1,733 SH SOLE 1,733 DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC6 $ 17,919 30,500,000 PRN SOLE 30,500,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 9,647 240,877 SH SOLE 240,877 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 $ 4,382 4,134,000 PRN SOLE 4,134,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 1,578 39,400 SH C SOLE 39,400 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $ 8 200 SH P SOLE 200 DIAMONDCLUSTER INTL INC COM 25278P106 $ 396 27,604 SH SOLE 27,604

DICKIE WALKER MARINE INC COM 253134100 $ 1 1,333 SH SOLE 1,333 DICKS SPORTING GOODS INC COM 253393102 $ 1,808 51,447 SH SOLE 51,447 DIGENE CORP COM 253752109 $ 11 406 SH SOLE 406 DIGI INTL INC COM 253798102 $ 725 42,156 SH SOLE 42,156 DIGIMARC CORP COM 253807101 $ 243 26,051 SH SOLE 26,051 DIGIRAD CORP COM 253827109 $ 22 2,506 SH SOLE 2,506 DIGITAL ANGEL CORP COM 253830103 $ 10 1,295 SH SOLE 1,295 DIGITAL GENERATION SYS INC COM 253921100 $ 8 6,490 SH SOLE 6,490 DIGITAL IMPACT INC DEL COM 25385G106 $ 2 1,255 SH SOLE 1,255 DIGITAL INSIGHT CORP COM 25385P106 $ 142 7,735 SH SOLE 7,735 DIGITAL PWR CORP COM 253862106 $ 2 1,272 SH SOLE 1,272 DIGITAL RECORDERS INC COM 253869101 $ 180 46,080 SH SOLE 46,080 DIGITAL RIV INC COM 25388B104 $ 139 3,329 SH SOLE 3,329 DIGITAL RLTY TR INC COM 253868103 $ 27 2,041 SH SOLE 2,041 DIGITAL THEATER SYS INC COM 25389G102 $ 26 1,291 SH SOLE 1,291 DIGITAL VIDEO SYS INC COM NEW 25387R407 $ 1 1,758 SH SOLE 1,758 DIGITAS INC COM 25388K104 $ 171 17,902 SH SOLE 17,902 DILLARDS INC CL A 254067101 $ 17,466 650,000 SH C SOLE 650,000 DILLARDS INC CL A 254067101 $ 3,036 112,982 SH SOLE 112,982 DILLARDS INC CL A 254067101 $ 2,593 96,500 SH P SOLE 96,500 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 $ 0 177 SH SOLE 177 DIME CMNTY BANCSHARES COM 253922108 $ 162 9,035 SH SOLE 9,035 DIMON INC COM 254394109 $ 373 55,546 SH SOLE 55,546 DIODES INC COM 254543101 $ 686 30,330 SH SOLE 30,330 DIOMED HOLDINGS INC COM NEW 25454R207 $ 2 461 SH SOLE 461 DIONEX CORP COM 254546104 $ 400 7,058 SH SOLE 7,058 DIRECT GEN CORP COM 25456W204 $ 163 5,083 SH SOLE 5,083 DIRECTV GROUP INC COM 25459L106 $ 55 3,300 SH C SOLE 3,300 DIRECTV GROUP INC COM 25459L106 $ 48 2,876 SH SOLE 2,876 DISCOVERY LABORATORIES INC N COM 254668106 $ 363 45,716 SH SOLE 45,716 DISCOVERY PARTNERS INTL INC COM 254675101 $ 209 44,453 SH SOLE 44,453 DISNEY WALT CO COM DISNEY 254687106 $ 86,511 3,111,898 SH SOLE 3,111,898 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 $ 25,822 23,211,000 PRN SOLE 23,211,000 DISNEY WALT CO COM DISNEY 254687106 $ 24,985 898,731 SH C SOLE 898,731 DISNEY WALT CO COM DISNEY 254687106 $ 17,575 632,200 SH P SOLE 632,200 DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 254753106 $ 102 5,620 SH SOLE 5,620 DISTRIBUTED ENERGY SYS CORP COM 25475V104 $ 0 180 SH SOLE 180 DITECH COMMUNICATIONS CORP COM 25500M103 $ 431 28,841 SH SOLE 28,841 DIVERSA CORP COM 255064107 $ 3 395 SH SOLE 395 DIVERSIFIED SEC SOLUTIONS IN COM 25533P107 $ 8 1,605 SH SOLE 1,605 DJ ORTHOPEDICS INC COM 23325G104 $ 594 27,723 SH SOLE 27,723 DOCUCORP INTL INC COM 255911109 $ 2 252 SH SOLE 252 DOLLAR GEN CORP COM 256669102 $ 30,971 1,491,144 SH SOLE 1,491,144 DOLLAR GEN CORP COM 256669102 $ 5,379 259,000 SH C SOLE 259,000 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $ 38 1,265 SH SOLE 1,265 DOLLAR TREE STORES INC COM 256747106 $ 6,013 209,000 SH C SOLE 209,000

DOLLAR TREE STORES INC COM 256747106 $ 2,384 82,855 SH SOLE 82,855 DOMINION HOMES INC COM 257386102 $ 218 8,623 SH SOLE 8,623 DOMINION RES INC VA NEW COM 25746U109 $ 62,140 917,337 SH SOLE 917,337 DOMINOS PIZZA INC COM 25754A201 $ 11 644 SH SOLE 644 DOMTAR INC COM 257561100 $ 441 36,556 SH SOLE 36,556 DONALDSON INC COM 257651109 $ 4,561 140,000 SH C SOLE 140,000 DONEGAL GROUP INC CL A 257701201 $ 179 7,787 SH SOLE 7,787 DONEGAL GROUP INC CL B 257701300 $ 38 1,716 SH SOLE 1,716 DONNELLEY R R & SONS CO COM 257867101 $ 11,037 312,763 SH SOLE 312,763 DORAL FINL CORP COM 25811P100 $ 4,925 100,000 SH C SOLE 100,000 DOUBLECLICK INC COM 258609304 $ 484 62,200 SH C SOLE 62,200 DOUBLECLICK INC COM 258609304 $ 207 26,576 SH SOLE 26,576 DOUBLECLICK INC COM 258609304 $ 176 22,600 SH P SOLE 22,600 DOV PHARMACEUTICAL INC COM 259858108 $ 293 16,260 SH SOLE 16,260 DOVER CORP COM 260003108 $ 13,755 327,967 SH SOLE 327,967 DOVER DOWNS GAMING & ENTMT I COM 260095104 $ 1,193 91,058 SH SOLE 91,058 DOVER MOTORSPORTS INC COM 260174107 $ 11 2,001 SH SOLE 2,001 DOW CHEM CO COM 260543103 $ 62,028 1,252,836 SH SOLE 1,252,836 DOW CHEM CO COM 260543103 $ 17,952 362,601 SH C SOLE 362,601 DOW CHEM CO COM 260543103 $ 13,591 274,510 SH P SOLE 274,510 DOW JONES & CO INC COM 260561105 $ 5,247 121,859 SH SOLE 121,859 DOWNEY FINL CORP COM 261018105 $ 377 6,606 SH SOLE 6,606 DPL INC COM 233293109 $ 86,777 3,455,869 SH SOLE 3,455,869 DRAXIS HEALTH INC COM 26150J101 $ 210 42,269 SH SOLE 42,269 DRDGOLD LTD SPONSORED ADR 26152H103 $ 16 10,072 SH SOLE 10,072 DREAMWORKS ANIMATION SKG INC CL A 26153C103 $ 56 1,500 SH C SOLE 1,500 DRESS BARN INC COM 261570105 $ 589 33,468 SH SOLE 33,468 DREW INDS INC COM NEW 26168L205 $ 188 5,193 SH SOLE 5,193 DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 $ 47,996 596,742 SH SOLE 596,742 DREYFUS CALIF MUN INCOME INC COM 261881106 $ 10 1,154 SH SOLE 1,154 DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 $ 6 1,288 SH SOLE 1,288 DREYFUS MUN INCOME INC COM 26201R102 $ 0 28 SH SOLE 28 DRIL-QUIP INC COM 262037104 $ 649 26,754 SH SOLE 26,754 DRS TECHNOLOGIES INC COM 23330X100 $ 3,233 75,691 SH SOLE 75,691 DRUGMAX INC COM 262240104 $ 8 2,500 SH SOLE 2,500 DRYCLEAN USA INC COM 262432107 $ 0 102 SH SOLE 102 DSL NET INC COM 262506108 $ 0 2,072 SH SOLE 2,072 DSP GROUP INC COM 23332B106 $ 320 14,333 SH SOLE 14,333 DST SYS INC DEL COM 233326107 $ 3,214 61,656 SH SOLE 61,656 DST SYS INC DEL COM 233326107 $ 521 10,000 SH P SOLE 10,000 DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 $ 27 22,000 PRN SOLE 22,000 DTA HOLDING AKTIENGESELLSCHA SPONSORED ADR 26250M103 $ 0 300 SH SOLE 300 DTE ENERGY CO COM 233331107 $ 10,258 237,849 SH SOLE 237,849 DU PONT E I DE NEMOURS & CO COM 263534109 $ 60,182 1,226,957 SH C SOLE 1,226,957 DU PONT E I DE NEMOURS & CO COM 263534109 $ 57,765 1,177,679 SH SOLE 1,177,679 DU PONT E I DE NEMOURS & CO COM 263534109 $ 20,679 421,596 SH P SOLE 421,596

DUCATI MTR HLDGS SPA SPONSORED ADR 264066101 $ 7 590 SH SOLE 590 DUCKWALL-ALCO STORES INC NEW COM 264142100 $ 21 1,167 SH SOLE 1,167 DUCOMMUN INC DEL COM 264147109 $ 223 10,709 SH SOLE 10,709 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 $ 46,864 41,750,000 PRN SOLE 41,750,000 DUKE ENERGY CORP COM 264399106 $ 29,511 1,165,071 SH SOLE 1,165,071 DUKE ENERGY CORP COM 264399106 $ 1,502 59,300 SH P SOLE 59,300 DUKE ENERGY CORP COM 264399106 $ 945 37,300 SH C SOLE 37,300 DUKE REALTY CORP COM NEW 264411505 $ 1 25 SH SOLE 25 DUN & BRADSTREET CORP DEL NE COM 2.65E+104 $ 3,559 59,658 SH SOLE 59,658 DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE1 $ 7,385 7,000,000 PRN SOLE 7,000,000 DUPONT PHOTOMASKS INC COM 26613X101 $ 6,010 227,581 SH SOLE 227,581 DUQUESNE LT HLDGS INC COM 266233105 $ 3,389 179,776 SH SOLE 179,776 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 $ 392 36,206 SH SOLE 36,206 DURASWITCH INDUSTRIES INC COM NEW 266905207 $ 11 4,595 SH SOLE 4,595 DURATEK INC COM 26658Q102 $ 332 13,342 SH SOLE 13,342 DURECT CORP COM 266605104 $ 75 22,761 SH SOLE 22,761 DUSA PHARMACEUTICALS INC COM 266898105 $ 143 9,986 SH SOLE 9,986 DXP ENTERPRISES INC NEW COM NEW 233377407 $ 9 1,820 SH SOLE 1,820 DYAX CORP COM 2.67E+107 $ 116 16,072 SH SOLE 16,072 DYCOM INDS INC COM 267475101 $ 2,228 73,016 SH SOLE 73,016 DYNAMEX INC COM 26784F103 $ 35 1,915 SH SOLE 1,915 DYNAMIC MATLS CORP COM 267888105 $ 7 595 SH SOLE 595 DYNAMIC OIL & GAS INC COM 267906105 $ 4 1,235 SH SOLE 1,235 DYNAMICS RESH CORP COM 268057106 $ 37 2,077 SH SOLE 2,077 DYNATRONICS CORP COM 268157104 $ 2 1,246 SH SOLE 1,246 DYNAVAX TECHNOLOGIES CORP COM 268158102 $ 77 9,584 SH SOLE 9,584 DYNEGY INC NEW CL A 26816Q101 $ 711 153,821 SH SOLE 153,821 DYNEGY INC NEW CL A 26816Q101 $ 37 8,100 SH C SOLE 8,100 DYNEGY INC NEW CL A 26816Q101 $ 18 3,800 SH P SOLE 3,800 DYNEX CAP INC COM NEW 26817Q506 $ 9 1,212 SH SOLE 1,212 DYNTEK INC COM 268180106 $ 88 145,996 SH SOLE 145,996 E M C CORP MASS COM 268648102 $ 70,669 4,752,449 SH SOLE 4,752,449 E M C CORP MASS COM 268648102 $ 15,382 1,034,451 SH P SOLE 1,034,451 E M C CORP MASS COM 268648102 $ 8,501 571,700 SH C SOLE 571,700 E M C CORP MASS NOTE 4.500% 4/0 268648AG7 $ 1,344 1,195,000 PRN SOLE 1,195,000 E PIPHANY INC COM 26881V100 $ 8 1,682 SH SOLE 1,682 E TRADE FINANCIAL CORP COM 269246104 $ 12,182 814,826 SH SOLE 814,826 E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB0 $ 6,621 6,483,000 PRN SOLE 6,483,000 E TRADE FINANCIAL CORP COM 269246104 $ 1,363 91,200 SH P SOLE 91,200 E TRADE FINANCIAL CORP COM 269246104 $ 417 27,900 SH C SOLE 27,900 E Z EM INC COM NEW 269305405 $ 55 3,774 SH SOLE 3,774 EAGLE BANCORP INC MD COM 268948106 $ 54 2,640 SH SOLE 2,640 EAGLE BROADBAND INC COM 269437109 $ 83 126,041 SH SOLE 126,041 EAGLE MATERIALS INC CL B 26969P207 $ 9,529 113,035 SH SOLE 113,035 EAGLE MATERIALS INC COM 26969P108 $ 500 5,794 SH SOLE 5,794 EARTHLINK INC COM 270321102 $ 69,888 6,066,659 SH C SOLE 6,066,659

EARTHLINK INC COM 270321102 $ 246 21,318 SH SOLE 21,318 EARTHLINK INC COM 270321102 $ 116 10,100 SH P SOLE 10,100 EAST WEST BANCORP INC COM 27579R104 $ 476 11,353 SH SOLE 11,353 EASTERN AMERN NAT GAS TR SPERS RCT UNIT 276217106 $ 7 259 SH SOLE 259 EASTERN CO COM 276317104 $ 5 225 SH SOLE 225 EASTERN VA BANKSHARES INC COM 277196101 $ 50 1,911 SH SOLE 1,911 EASTGROUP PPTY INC COM 277276101 $ 1,386 36,167 SH SOLE 36,167 EASTMAN CHEM CO COM 277432100 $ 4,553 78,861 SH SOLE 78,861 EASTMAN KODAK CO COM 277461109 $ 40,174 1,245,712 SH C SOLE 1,245,712 EASTMAN KODAK CO COM 277461109 $ 32,731 1,014,900 SH P SOLE 1,014,900 EASTMAN KODAK CO COM 277461109 $ 10,815 335,355 SH SOLE 335,355 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 $ 5,188 4,146,000 PRN SOLE 4,146,000 EASYLINK SVCS CORP CL A NEW 27784T200 $ 9 5,989 SH SOLE 5,989 EATON CORP COM 278058102 $ 14,759 203,970 SH SOLE 203,970 EATON VANCE FL MUNI INCOME T SH BEN INT 27826B100 $ 50 3,174 SH SOLE 3,174 EATON VANCE INS CA MN BD FD COM 27828C106 $ 1 73 SH SOLE 73 EATON VANCE INS CA MUN BD FD COM 27828A100 $ 23 1,739 SH SOLE 1,739 EATON VANCE INS FL MUN BD FD COM 2.78E+106 $ 14 878 SH SOLE 878 EATON VANCE INS MA MUN BD FD COM 27828K108 $ 2 98 SH SOLE 98 EATON VANCE INS MUN BD FD COM 27827X101 $ 5 399 SH SOLE 399 EATON VANCE INS NJ MUN BD FD COM 27828R103 $ 2 104 SH SOLE 104 EATON VANCE INS OH MUN BD FD COM 27828L106 $ 1 60 SH SOLE 60 EATON VANCE INS PA MUN BD FD COM 27828W102 $ 22 1,320 SH SOLE 1,320 EATON VANCE MI MUNI INCOME T SH BEN INT 27826D106 $ 0 19 SH SOLE 19 EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 $ 4 235 SH SOLE 235 EATON VANCE NY MUNI INCOME T SH BEN INT 27826W104 $ 14 920 SH SOLE 920 EBAY INC COM 278642103 $ 254,622 2,188,600 SH P SOLE 2,188,600 EBAY INC COM 278642103 $ 197,097 1,694,144 SH C SOLE 1,694,144 EBAY INC COM 278642103 $ 193,793 1,665,750 SH SOLE 1,665,750 EBIX INC COM NEW 278715206 $ 32 2,136 SH SOLE 2,136 EBOOKERS PLC SPONSORED ADR 278725106 $ 24 2,008 SH SOLE 2,008 ECB BANCORP INC COM 268253101 $ 59 2,012 SH SOLE 2,012 ECHELON CORP COM 27874N105 $ 2 236 SH SOLE 236 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 $ 150,938 147,436,000 PRN SOLE 147,436,000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $ 7,884 237,100 SH C SOLE 237,100 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $ 5,677 170,746 SH SOLE 170,746 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $ 4,047 121,700 SH P SOLE 121,700 ECI TELECOM LTD ORD 268258100 $ 276 33,749 SH SOLE 33,749 ECLIPSYS CORP COM 278856109 $ 21 1,014 SH SOLE 1,014 ECOLAB INC COM 278865100 $ 14,614 416,000 SH C SOLE 416,000 ECOLAB INC COM 278865100 $ 1,306 37,190 SH SOLE 37,190 ECOLLEGE COM COM 2.79E+104 $ 40 3,554 SH SOLE 3,554 ECOLOGY & ENVIRONMENT INC CL A 278878103 $ 3 384 SH SOLE 384 ECOST COM INC COM 27922W107 $ 98 6,157 SH SOLE 6,157 EDAP TMS S A SPONSORED ADR 268311107 $ 4 988 SH SOLE 988 EDGE PETE CORP DEL COM 279862106 $ 631 43,272 SH SOLE 43,272

EDGEWATER TECHNOLOGY INC COM 280358102 $ 3 543 SH SOLE 543 EDISON INTL COM 281020107 $ 13,880 433,353 SH SOLE 433,353 EDISON INTL COM 281020107 $ 259 8,100 SH C SOLE 8,100 EDO CORP COM 281347104 $ 179 5,653 SH SOLE 5,653 EDUCATE INC COM 28138P100 $ 43 3,237 SH SOLE 3,237 EDUCATION LENDING GROUP INC COM 28140A109 $ 222 14,324 SH SOLE 14,324 EDUCATION MGMT CORP COM 28139T101 $ 920 27,893 SH SOLE 27,893 EDUCATIONAL DEV CORP COM 281479105 $ 16 1,539 SH SOLE 1,539 EDWARDS AG INC COM 281760108 $ 1,020 23,600 SH C SOLE 23,600 EDWARDS AG INC COM 281760108 $ 333 7,700 SH P SOLE 7,700 EDWARDS AG INC COM 281760108 $ 16 380 SH SOLE 380 EDWARDS LIFESCIENCES CORP COM 2.82E+112 $ 32,138 778,907 SH SOLE 778,907 EFC BANCORP INC COM 268423100 $ 6 225 SH SOLE 225 EFJ INC COM 26843B101 $ 12 1,276 SH SOLE 1,276 EFUNDS CORP COM 28224R101 $ 822 34,231 SH SOLE 34,231 EGL INC COM 268484102 $ 596 19,931 SH SOLE 19,931 EIDOS PLC SPONSORED ADR 282485101 $ 0 17 SH SOLE 17 EL PASO CORP DBCV 2/2 28336LAC3 $ 26,852 51,025,000 PRN SOLE 51,025,000 EL PASO CORP COM 28336L109 $ 5,847 562,184 SH SOLE 562,184 EL PASO CORP COM 28336L109 $ 2,789 268,200 SH C SOLE 268,200 EL PASO CORP COM 28336L109 $ 1,039 99,900 SH P SOLE 99,900 EL PASO ELEC CO COM NEW 283677854 $ 894 47,192 SH SOLE 47,192 EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 $ 18 497 SH SOLE 497 ELAMEX S A DE C V ORD P36209107 $ 6 2,698 SH SOLE 2,698 ELAN CAPITAL CORP LTD DBCV 6.500%11/1 G2955CAA5 $ 76,325 20,000,000 PRN SOLE 20,000,000 ELAN CORP PLC *W EXP 08/31/200 G29539163 $ 3 3,768 SH SOLE 3,768 ELBIT MEDICAL IMAGING LTD ORD M37605108 $ 7 722 SH SOLE 722 ELBIT SYS LTD ORD M3760D101 $ 12 442 SH SOLE 442 ELDORADO GOLD CORP NEW COM 284902103 $ 185 62,705 SH SOLE 62,705 ELECTRO RENT CORP COM 285218103 $ 203 14,236 SH SOLE 14,236 ELECTRO SCIENTIFIC INDS COM 285229100 $ 163 8,239 SH SOLE 8,239 ELECTROGLAS INC COM 285324109 $ 8 1,610 SH SOLE 1,610 ELECTRONIC ARTS INC COM 285512109 $ 18,103 293,500 SH P SOLE 293,500 ELECTRONIC ARTS INC COM 285512109 $ 14,705 238,400 SH C SOLE 238,400 ELECTRONIC ARTS INC COM 285512109 $ 14,254 231,091 SH SOLE 231,091 ELECTRONIC DATA SYS NEW COM 285661104 $ 44,939 1,945,400 SH P SOLE 1,945,400 ELECTRONIC DATA SYS NEW COM 285661104 $ 39,048 1,690,378 SH SOLE 1,690,378 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 $ 11,485 10,873,000 PRN SOLE 10,873,000 ELECTRONIC DATA SYS NEW COM 285661104 $ 1,975 85,500 SH C SOLE 85,500 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 $ 226 5,262 SH SOLE 5,262 ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 $ 544 564,000 PRN SOLE 564,000 ELECTRONICS FOR IMAGING INC COM 286082102 $ 8 485 SH SOLE 485 ELINEAR INC COM NEW 286590203 $ 1 465 SH SOLE 465 ELIZABETH ARDEN INC COM 28660G106 $ 7 277 SH SOLE 277 ELKCORP COM 287456107 $ 147 4,305 SH SOLE 4,305 ELLIS PERRY INTL INC COM 288853104 $ 68 3,348 SH SOLE 3,348

ELMERS RESTAURANT INC COM 289393100 $ 29 3,877 SH SOLE 3,877 ELMIRA SVGS BK FSB N Y COM 289660102 $ 41 1,325 SH SOLE 1,325 E-LOAN INC COM 26861P107 $ 390 115,479 SH SOLE 115,479 ELOYALTY CORP COM NEW 290151307 $ 9 1,550 SH SOLE 1,550 ELRON ELECTR INDS LTD ORD 290160100 $ 16 1,095 SH SOLE 1,095 ELSCINT LTD NEW ORD M40168102 $ 1 270 SH SOLE 270 ELTEK LTD ORD M40184109 $ 6 4,795 SH SOLE 4,795 EMAK WORLDWIDE INC COM 26861V104 $ 3 265 SH SOLE 265 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 $ 9 700 SH SOLE 700 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 $ 3 200 SH SOLE 200 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N209 $ 4 366 SH SOLE 366 EMBREX INC COM 290817105 $ 52 3,911 SH SOLE 3,911 EMC INS GROUP INC COM 268664109 $ 57 2,632 SH SOLE 2,632 EMCOR GROUP INC COM 29084Q100 $ 193 4,281 SH SOLE 4,281 EMCORE CORP COM 290846104 $ 515 147,661 SH SOLE 147,661 EMERGE INTERACTIVE INC CL A 29088W103 $ 7 4,139 SH SOLE 4,139 EMERITUS CORP COM 291005106 $ 6 442 SH SOLE 442 EMERSON ELEC CO COM 291011104 $ 48,926 697,940 SH SOLE 697,940 EMERSON ELEC CO COM 291011104 $ 5,324 75,946 SH C SOLE 75,946 EMERSON ELEC CO COM 291011104 $ 449 6,400 SH P SOLE 6,400 EMERSON RADIO CORP COM NEW 291087203 $ 0 122 SH SOLE 122 EMISPHERE TECHNOLOGIES INC COM 291345106 $ 13 3,187 SH SOLE 3,187 EMMIS COMMUNICATIONS CORP CL A 291525103 $ 702 36,570 SH SOLE 36,570 EMPIRE DIST ELEC CO COM 291641108 $ 1 22 SH SOLE 22 EMPIRE FINL HLDG CO COM 291658102 $ 0 95 SH SOLE 95 EMPIRE RES INC DEL COM 2.92E+104 $ 1 301 SH SOLE 301 EMPIRE RESORTS INC COM 292052107 $ 271 24,331 SH SOLE 24,331 EMS TECHNOLOGIES INC COM 26873N108 $ 252 15,176 SH SOLE 15,176 EMULEX CORP COM NEW 292475209 $ 1,905 113,100 SH P SOLE 113,100 EMULEX CORP COM NEW 292475209 $ 653 38,800 SH C SOLE 38,800 EMULEX CORP COM NEW 292475209 $ 136 8,058 SH SOLE 8,058 EN POINTE TECHNOLOGIES INC COM 29247F108 $ 9 3,145 SH SOLE 3,145 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 $ 1,022 20,750 SH SOLE 20,750 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 $ 1,392 27,000 SH SOLE 27,000 ENBRIDGE INC COM 29250N105 $ 34 678 SH SOLE 678 ENCANA CORP COM 292505104 $ 5,706 100,000 SH C SOLE 100,000 ENCORE CAP GROUP INC COM 292554102 $ 122 5,128 SH SOLE 5,128 ENCORE MED CORP COM 2.93E+113 $ 37 5,378 SH SOLE 5,378 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 $ 1 93 SH SOLE 93 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 $ 728 34,640 SH SOLE 34,640 ENDOCARDIAL SOLUTIONS INC COM 292962107 $ 332 28,338 SH SOLE 28,338 ENDOLOGIX INC COM 29266S106 $ 169 24,600 SH SOLE 24,600 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 $ 6,970 203,800 SH SOLE 203,800 ENDWAVE CORP COM NEW 29264A206 $ 38 2,155 SH SOLE 2,155 ENERGEN CORP COM 29265N108 $ 466 7,897 SH SOLE 7,897 ENERGIZER HLDGS INC COM 29266R108 $ 1,026 20,645 SH SOLE 20,645

ENERGY CONVERSION DEVICES IN COM 292659109 $ 443 22,911 SH SOLE 22,911 ENERGY EAST CORP COM 29266M109 $ 7,611 285,279 SH SOLE 285,279 ENERGY INCOME & GROWTH FD COM 292697109 $ 42 1,871 SH SOLE 1,871 ENERGY PARTNERS LTD COM 29270U105 $ 874 43,117 SH SOLE 43,117 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 $ 1,474 24,900 SH SOLE 24,900 ENERGYSOUTH INC COM 292970100 $ 145 5,168 SH SOLE 5,168 ENERNORTH INDS INC COM 29275G101 $ 1 1,428 SH SOLE 1,428 ENERSYS COM 29275Y102 $ 33 2,144 SH SOLE 2,144 ENESCO GROUP INC COM 292973104 $ 41 5,069 SH SOLE 5,069 ENGELHARD CORP COM 292845104 $ 5,726 186,703 SH SOLE 186,703 ENGEX INC COM 292851102 $ 7 575 SH SOLE 575 ENGINEERED SUPPORT SYS INC COM 292866100 $ 342 5,769 SH SOLE 5,769 ENGLOBAL CORP COM 293306106 $ 4 1,135 SH SOLE 1,135 ENNIS INC COM 293389102 $ 881 45,751 SH SOLE 45,751 ENPATH MEDICAL INC COM 29355Y105 $ 21 1,931 SH SOLE 1,931 ENPRO INDS INC COM 29355X107 $ 218 7,358 SH SOLE 7,358 ENSCO INTL INC COM 26874Q100 $ 5,851 184,349 SH SOLE 184,349 ENSCO INTL INC COM 26874Q100 $ 1,654 52,100 SH C SOLE 52,100 ENSCO INTL INC COM 26874Q100 $ 130 4,100 SH P SOLE 4,100 ENSTAR GROUP INC GA COM 29358R107 $ 262 4,189 SH SOLE 4,189 ENTEGRIS INC COM 29362U104 $ 21 2,081 SH SOLE 2,081 ENTERASYS NETWORKS INC COM 293637104 $ 72 40,173 SH SOLE 40,173 ENTERCOM COMMUNICATIONS CORP CL A 293639100 $ 413 11,504 SH SOLE 11,504 ENTERGY CORP NEW COM 29364G103 $ 11,720 173,400 SH C SOLE 173,400 ENTERGY CORP NEW COM 29364G103 $ 7,179 106,219 SH SOLE 106,219 ENTERPRISE PRODS PARTNERS L COM 293792107 $ 1,218 47,100 SH SOLE 47,100 ENTERRA ENERGY TR TR UNIT 29381P102 $ 36 1,885 SH SOLE 1,885 ENTRAVISION COMMUNICATIONS C CL A 29382R107 $ 2,126 254,587 SH SOLE 254,587 ENTREMED INC COM 29382F103 $ 18 5,631 SH SOLE 5,631 ENTRUST INC COM 293848107 $ 233 61,418 SH SOLE 61,418 ENVIRONMENTAL TECTONICS CORP COM 294092101 $ 8 1,307 SH SOLE 1,307 ENZO BIOCHEM INC COM 294100102 $ 137 7,023 SH SOLE 7,023 ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB4 $ 5,485 5,835,000 PRN SOLE 5,835,000 ENZON PHARMACEUTICALS INC COM 293904108 $ 1,120 81,611 SH SOLE 81,611 EOG RES INC COM 26875P101 $ 10,276 144,000 SH C SOLE 144,000 EOG RES INC COM 26875P101 $ 842 11,800 SH P SOLE 11,800 EON COMMUNICATIONS CORP COM 268763109 $ 3 997 SH SOLE 997 EON LABS INC COM 2.94E+104 $ 19 687 SH SOLE 687 EP MEDSYSTEMS INC COM 26881P103 $ 10 2,638 SH SOLE 2,638 EPCOS AG ADR 29410P107 $ 1 83 SH SOLE 83 EPIC BANCORP COM 294250105 $ 36 2,530 SH SOLE 2,530 EPICOR SOFTWARE CORP COM 29426L108 $ 40 2,826 SH SOLE 2,826 EPIMMUNE INC COM 29425Y101 $ 4 2,250 SH SOLE 2,250 EPIQ SYS INC COM 26882D109 $ 194 13,217 SH SOLE 13,217 EPLUS INC COM 294268107 $ 5 400 SH SOLE 400 EQUANT N V NY REG SHS 294409107 $ 8 1,481 SH SOLE 1,481

EQUIFAX INC COM 294429105 $ 3,897 138,699 SH SOLE 138,699 EQUINIX INC COM NEW 29444U502 $ 69 1,614 SH SOLE 1,614 EQUITABLE RES INC COM 294549100 $ 5 76 SH SOLE 76 EQUITEX INC COM PAR $0.02 294592308 $ 4 6,074 SH SOLE 6,074 EQUITY INCOME FD UT 1 EX SR-ATT 294700703 $ 121 1,409 SH SOLE 1,409 EQUITY INNS INC COM 294703103 $ 290 24,718 SH SOLE 24,718 EQUITY LIFESTYLE PPTYS INC COM 29472R108 $ 749 20,939 SH SOLE 20,939 EQUITY OFFICE PROPERTIES TRU COM 294741103 $ 26,123 897,097 SH SOLE 897,097 EQUITY OFFICE PROPERTIES TRU COM 294741103 $ 6,999 240,336 SH C SOLE 240,336 EQUITY OFFICE PROPERTIES TRU COM 294741103 $ 3,130 107,500 SH P SOLE 107,500 EQUITY ONE COM 294752100 $ 27 1,132 SH SOLE 1,132 EQUITY RESIDENTIAL SH BEN INT 29476L107 $ 6,496 179,534 SH SOLE 179,534 EQUITY RESIDENTIAL SH BEN INT 29476L107 $ 5,934 164,006 SH C SOLE 164,006 EQUUS II INC COM 294766100 $ 10 1,349 SH SOLE 1,349 ERESEARCHTECHNOLOGY INC COM 29481V108 $ 19,110 1,205,650 SH C SOLE 1,205,650 ERESEARCHTECHNOLOGY INC COM 29481V108 $ 739 46,600 SH P SOLE 46,600 ERESEARCHTECHNOLOGY INC COM 29481V108 $ 23 1,482 SH SOLE 1,482 ERIE INDTY CO CL A 29530P102 $ 106 2,024 SH SOLE 2,024 ESCALADE INC COM 296056104 $ 179 13,428 SH SOLE 13,428 ESCALON MED CORP COM NEW 296074305 $ 244 28,373 SH SOLE 28,373 ESPEED INC CL A 296643109 $ 1,189 96,081 SH SOLE 96,081 ESPEY MFG & ELECTRS CORP COM 296650104 $ 6 242 SH SOLE 242 ESS TECHNOLOGY INC COM 269151106 $ 84 11,811 SH SOLE 11,811 ESSEX PPTY TR INC COM 297178105 $ 12 149 SH SOLE 149 ESTERLINE TECHNOLOGIES CORP COM 297425100 $ 174 5,314 SH SOLE 5,314 ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 $ 37 487 SH SOLE 487 ETHAN ALLEN INTERIORS INC COM 297602104 $ 1,406 35,135 SH SOLE 35,135 EURO TECH HOLDINGS CO LTD ORD G32030101 $ 1 168 SH SOLE 168 EUROBANCSHARES INC COM 298716101 $ 21 1,020 SH SOLE 1,020 EURONET WORLDWIDE INC COM 298736109 $ 27 1,021 SH SOLE 1,021 EUROPE FD INC COM 29874M103 $ 15 1,345 SH SOLE 1,345 EUROTRUST A/S SPONS ADR NEW 29879R206 $ 5 1,069 SH SOLE 1,069 EVCI CAREER COLLEGES INC COM 26926P100 $ 18 1,888 SH SOLE 1,888 EVEREST RE GROUP LTD COM G3223R108 $ 247 2,759 SH SOLE 2,759 EVERGREEN SOLAR INC COM 30033R108 $ 1 311 SH SOLE 311 EVOLVING SYS INC COM 30049R100 $ 247 54,960 SH SOLE 54,960 EXACT SCIENCES CORP COM 30063P105 $ 2,095 546,986 SH SOLE 546,986 EXACTECH INC COM 3.01E+113 $ 102 5,589 SH SOLE 5,589 EXAR CORP COM 300645108 $ 151 10,634 SH SOLE 10,634 EXCEL MARITIME CARRIERS LTD COM V3267N107 $ 19 791 SH SOLE 791 EXCEL TECHNOLOGY INC COM 30067T103 $ 39 1,508 SH SOLE 1,508 EXCHANGE NATL BANCSHARES INC COM 301309100 $ 51 1,772 SH SOLE 1,772 EXELON CORP COM 30161N101 $ 29,856 677,457 SH SOLE 677,457 EXELON CORP COM 30161N101 $ 5,095 115,603 SH C SOLE 115,603 EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 302043104 $ 10 2,056 SH SOLE 2,056 EXIDE TECHNOLOGIES COM NEW 302051206 $ 29 2,078 SH SOLE 2,078

EXPEDITORS INTL WASH INC COM 302130109 $ 5,979 107,000 SH P SOLE 107,000 EXPEDITORS INTL WASH INC COM 302130109 $ 175 3,129 SH SOLE 3,129 EXPONENT INC COM 30214U102 $ 131 4,759 SH SOLE 4,759 EXPRESS SCRIPTS INC COM 302182100 $ 8,143 106,529 SH SOLE 106,529 EXPRESS SCRIPTS INC COM 302182100 $ 6,337 82,900 SH P SOLE 82,900 EXPRESS SCRIPTS INC COM 302182100 $ 558 7,300 SH C SOLE 7,300 EXPRESSJET HOLDINGS INC CL A 30218U108 $ 518 40,183 SH SOLE 40,183 EXTENDICARE INC CDA SUB VTG SH 30224T871 $ 12 968 SH SOLE 968 EXTRA SPACE STORAGE INC COM 30225T102 $ 31 2,334 SH SOLE 2,334 EXTREME NETWORKS INC COM 30226D106 $ 583 88,964 SH SOLE 88,964 EXTREME NETWORKS INC COM 30226D106 $ 60 9,200 SH C SOLE 9,200 EXTREME NETWORKS INC COM 30226D106 $ 45 6,900 SH P SOLE 6,900 EXX INC CL A 269282109 $ 2 1,241 SH SOLE 1,241 EXXON MOBIL CORP COM 30231G102 $ 320,113 6,244,888 SH SOLE 6,244,888 EXXON MOBIL CORP COM 30231G102 $ 231,676 4,519,625 SH C SOLE 4,519,625 EXXON MOBIL CORP COM 30231G102 $ 15,763 307,517 SH P SOLE 307,517 EYETECH PHARMACEUTICALS INC COM 302297106 $ 4,254 93,500 SH P SOLE 93,500 EYETECH PHARMACEUTICALS INC COM 302297106 $ 1,695 37,255 SH SOLE 37,255 EZCORP INC CL A NON VTG 302301106 $ 18 1,155 SH SOLE 1,155 F N B CORP VA COM 302930102 $ 23 813 SH SOLE 813 F5 NETWORKS INC COM 315616102 $ 2,339 48,000 SH C SOLE 48,000 F5 NETWORKS INC COM 315616102 $ 385 7,900 SH P SOLE 7,900 F5 NETWORKS INC COM 315616102 $ 141 2,884 SH SOLE 2,884 FAB INDS INC COM 302747100 $ 3 768 SH SOLE 768 FACTORY CARD OUTLET & PARTY COM 303051106 $ 18 1,645 SH SOLE 1,645 FACTSET RESH SYS INC COM 303075105 $ 3,138 53,700 SH P SOLE 53,700 FACTSET RESH SYS INC COM 303075105 $ 922 15,779 SH SOLE 15,779 FAIR ISAAC CORP COM 303250104 $ 143 3,899 SH SOLE 3,899 FAIRCHILD CORP CL A 303698104 $ 19 5,266 SH SOLE 5,266 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 1,551 95,400 SH C SOLE 95,400 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 878 54,000 SH P SOLE 54,000 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $ 35 2,153 SH SOLE 2,153 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 $ 123 728 SH SOLE 728 FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB5 $ 14,883 13,200,000 PRN SOLE 13,200,000 FAIRMONT HOTELS RESORTS INC COM 305204109 $ 37 1,064 SH SOLE 1,064 FALCONSTOR SOFTWARE INC COM 306137100 $ 9 936 SH SOLE 936 FAMILY DLR STORES INC COM 307000109 $ 5,299 169,692 SH SOLE 169,692 FARGO ELECTRONICS INC COM 30744P102 $ 211 14,097 SH SOLE 14,097 FARMER BROS CO COM 307675108 $ 41 1,708 SH SOLE 1,708 FARMERS CAP BK CORP COM 309562106 $ 181 4,391 SH SOLE 4,391 FARO TECHNOLOGIES INC COM 311642102 $ 64 2,055 SH SOLE 2,055 FASTENAL CO COM 311900104 $ 3,078 50,000 SH C SOLE 50,000 FASTENAL CO COM 311900104 $ 3,078 50,000 SH P SOLE 50,000 FASTENAL CO COM 311900104 $ 84 1,364 SH SOLE 1,364 FBL FINL GROUP INC CL A 30239F106 $ 43 1,512 SH SOLE 1,512 FEDDERS CORP COM NEW 313135501 $ 81 22,322 SH SOLE 22,322

FEDERAL AGRIC MTG CORP CL C 313148306 $ 41 1,744 SH SOLE 1,744 FEDERAL HOME LN MTG CORP COM 313400301 $ 355,036 4,817,308 SH SOLE 4,817,308 FEDERAL HOME LN MTG CORP COM 313400301 $ 37,237 505,246 SH C SOLE 505,246 FEDERAL HOME LN MTG CORP COM 313400301 $ 30,549 414,500 SH P SOLE 414,500 FEDERAL NATL MTG ASSN COM 313586109 $ 105,668 1,483,889 SH SOLE 1,483,889 FEDERAL NATL MTG ASSN COM 313586109 $ 35,010 491,649 SH P SOLE 491,649 FEDERAL NATL MTG ASSN COM 313586109 $ 34,622 486,200 SH C SOLE 486,200 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 $ 67 1,293 SH SOLE 1,293 FEDERAL SCREW WKS COM 313819104 $ 66 2,050 SH SOLE 2,050 FEDERAL SIGNAL CORP COM 313855108 $ 1 76 SH SOLE 76 FEDERAL TR CORP COM 314012105 $ 0 29 SH SOLE 29 FEDERATED DEPT STORES INC DE COM 31410H101 $ 9,905 171,400 SH SOLE 171,400 FEDERATED DEPT STORES INC DE COM 31410H101 $ 2,109 36,500 SH P SOLE 36,500 FEDERATED DEPT STORES INC DE COM 31410H101 $ 1,612 27,900 SH C SOLE 27,900 FEDERATED INVS INC PA CL B 314211103 $ 8,174 268,896 SH SOLE 268,896 FEDERATED PREM INTR MUN INC COM 31423M105 $ 17 1,327 SH SOLE 1,327 FEDERATED PREM MUN INC FD COM 31423P108 $ 9 607 SH SOLE 607 FEDEX CORP COM 31428X106 $ 67,407 684,403 SH C SOLE 684,403 FEDEX CORP COM 31428X106 $ 13,935 141,484 SH SOLE 141,484 FEDEX CORP COM 31428X106 $ 5,230 53,100 SH P SOLE 53,100 FEI CO COM 30241L109 $ 151 7,214 SH SOLE 7,214 FELCOR LODGING TR INC COM 31430F101 $ 446 30,459 SH SOLE 30,459 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 $ 99 4,900 SH SOLE 4,900 FERRO CORP COM 315405100 $ 132 5,681 SH SOLE 5,681 FFD FINL CORP COM 30243C107 $ 15 962 SH SOLE 962 FFW CORP COM 30242L108 $ 36 1,665 SH SOLE 1,665 FIAT S P A SP ADR ORD NEW 315621888 $ 2 311 SH SOLE 311 FIBERNET TELECOM GRP INC COM NEW 315653303 $ 0 529 SH SOLE 529 FIBERSTARS INC COM 315662106 $ 7 702 SH SOLE 702 FIDELITY BANCORP INC COM 315831107 $ 0 7 SH SOLE 7 FIDELITY BANKSHARES INC NEW COM 31604Q107 $ 411 9,606 SH SOLE 9,606 FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 $ 79 920 SH SOLE 920 FIDELITY FED BANCORP COM 315921106 $ 11 5,851 SH SOLE 5,851 FIDELITY NATL FINL INC COM 316326107 $ 29,777 651,995 SH SOLE 651,995 FIDELITY NATL FINL INC COM 316326107 $ 1,997 43,730 SH C SOLE 43,730 FIDELITY NATL FINL INC COM 316326107 $ 190 4,170 SH P SOLE 4,170 FIFTH THIRD BANCORP COM 316773100 $ 34,865 737,093 SH SOLE 737,093 FIFTH THIRD BANCORP COM 316773100 $ 7,495 158,450 SH C SOLE 158,450 FIFTH THIRD BANCORP COM 316773100 $ 941 19,900 SH P SOLE 19,900 FILENET CORP COM 316869106 $ 407 15,801 SH SOLE 15,801 FINANCIAL FED CORP COM 317492106 $ 200 5,104 SH SOLE 5,104 FINANCIAL INSTNS INC COM 317585404 $ 149 6,411 SH SOLE 6,411 FINDWHAT COM COM 317794105 $ 6,206 350,000 SH C SOLE 350,000 FINDWHAT COM COM 317794105 $ 474 26,729 SH SOLE 26,729 FINISAR COM 31787A101 $ 46 20,356 SH SOLE 20,356 FINISH LINE INC CL A 317923100 $ 79 4,321 SH SOLE 4,321

FINLAY ENTERPRISES INC COM NEW 317884203 $ 117 5,915 SH SOLE 5,915 FIRST ACCEPTANCE CORP COM 318457108 $ 31 3,499 SH SOLE 3,499 FIRST ADVANTAGE CORP CL A 31845F100 $ 32 1,562 SH SOLE 1,562 FIRST AVIATION SVCS INC COM 31865W108 $ 8 1,973 SH SOLE 1,973 FIRST BANCORP IND INC NEW COM 31867T103 $ 44 2,279 SH SOLE 2,279 FIRST BANCORP N C COM 318910106 $ 34 1,240 SH SOLE 1,240 FIRST BANCORP P R COM 318672102 $ 825 12,995 SH SOLE 12,995 FIRST BANCTRUST CORP COM 31868F102 $ 35 2,949 SH SOLE 2,949 FIRST BUSEY CORP COM 319383105 $ 32 1,531 SH SOLE 1,531 FIRST CAPITAL INC COM 31942S104 $ 41 1,994 SH SOLE 1,994 FIRST CASH FINL SVCS INC COM 31942D107 $ 1,233 46,150 SH SOLE 46,150 FIRST CHARTER CORP COM 319439105 $ 103 3,922 SH SOLE 3,922 FIRST CMNTY BANCORP CALIF COM 31983B101 $ 140 3,269 SH SOLE 3,269 FIRST CMNTY BANCSHARES INC N COM 31983A103 $ 85 2,342 SH SOLE 2,342 FIRST CONSULTING GROUP INC COM 31986R103 $ 280 45,856 SH SOLE 45,856 FIRST CTZNS BANCSHARES INC N CL A 31946M103 $ 308 2,080 SH SOLE 2,080 FIRST DATA CORP COM 319963104 $ 64,456 1,515,180 SH SOLE 1,515,180 FIRST DATA CORP COM 319963104 $ 18,135 426,300 SH P SOLE 426,300 FIRST DATA CORP COM 319963104 $ 13,511 317,600 SH C SOLE 317,600 FIRST FED BANCORP INC OHIO COM 319966107 $ 30 2,277 SH SOLE 2,277 FIRST FED BANCSHARES ARK INC COM 32020F105 $ 46 2,095 SH SOLE 2,095 FIRST FED BANKSHARES INC DEL COM 32020V100 $ 46 2,008 SH SOLE 2,008 FIRST FINL BANCORP OH COM 320209109 $ 316 18,055 SH SOLE 18,055 FIRST FINL BANKSHARES COM 32020R109 $ 98 2,197 SH SOLE 2,197 FIRST FINL CORP IND COM 320218100 $ 107 3,052 SH SOLE 3,052 FIRST FINL FD INC COM 320228109 $ 2 81 SH SOLE 81 FIRST FINL HLDGS INC COM 320239106 $ 43 1,319 SH SOLE 1,319 FIRST FINL SVC CORP COM 32022D108 $ 34 1,328 SH SOLE 1,328 FIRST HEALTH GROUP CORP COM 320960107 $ 1,974 105,513 SH SOLE 105,513 FIRST HORIZON NATL CORP COM 320517105 $ 7,100 164,702 SH SOLE 164,702 FIRST HORIZON PHARMACEUTICAL COM 32051K106 $ 217 9,495 SH SOLE 9,495 FIRST IND CORP COM 32054R108 $ 67 2,965 SH SOLE 2,965 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 $ 193 4,747 SH SOLE 4,747 FIRST KEYSTONE FINL INC COM 320655103 $ 15 641 SH SOLE 641 FIRST LONG IS CORP COM 320734106 $ 141 2,787 SH SOLE 2,787 FIRST M & F CORP COM 320744105 $ 67 1,980 SH SOLE 1,980 FIRST MARBLEHEAD CORP COM 320771108 $ 2,365 42,041 SH SOLE 42,041 FIRST MARINER BANCORP COM 320795107 $ 52 2,976 SH SOLE 2,976 FIRST MERCHANTS CORP COM 320817109 $ 151 5,339 SH SOLE 5,339 FIRST MIDWEST BANCORP DEL COM 320867104 $ 1,576 43,419 SH SOLE 43,419 FIRST MIDWEST FINL INC COM 320878101 $ 29 1,251 SH SOLE 1,251 FIRST NATL BANKSHRS FL INC N COM 321100109 $ 2,080 87,015 SH SOLE 87,015 FIRST NATL LINCOLN CORP ME COM 335716106 $ 9 497 SH SOLE 497 FIRST NIAGARA FINL GP INC COM 33582V108 $ 534 38,268 SH SOLE 38,268 FIRST NILES FINL INC COM 33582N106 $ 14 812 SH SOLE 812 FIRST OAK BROOK BANCSHARES I COM 335847208 $ 37 1,133 SH SOLE 1,133

FIRST PACTRUST BANCORP INC COM 33589V101 $ 51 1,878 SH SOLE 1,878 FIRST PL FINL CORP COM 33610T109 $ 379 16,914 SH SOLE 16,914 FIRST POTOMAC RLTY TR COM 33610F109 $ 20 888 SH SOLE 888 FIRST REP BK SAN FRANCISCO COM 336158100 $ 223 4,214 SH SOLE 4,214 FIRST SOUTH BANCORP INC VA COM 33646W100 $ 19 730 SH SOLE 730 FIRST ST BANCORPORATION COM 336453105 $ 404 10,999 SH SOLE 10,999 FIRST TR FOUR CRNRS SR FLT R COM SHS 33733Q107 $ 14 732 SH SOLE 732 FIRST TR VALUE LINE 100 FD COM SHS 33735D104 $ 1 48 SH SOLE 48 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 $ 15 840 SH SOLE 840 FIRST UN REAL EST EQ&MTG INV SH BEN INT 337400105 $ 549 145,716 SH SOLE 145,716 FIRST UTD CORP COM 33741H107 $ 43 2,100 SH SOLE 2,100 FIRST W VA BANCORP INC COM 337493100 $ 25 1,042 SH SOLE 1,042 FIRST WASH FINL CORP COM 33748R108 $ 19 598 SH SOLE 598 FIRSTBANK CORP MICH COM 33761G104 $ 60 2,082 SH SOLE 2,082 FIRSTBANK NW CORP COM 33762X106 $ 78 2,754 SH SOLE 2,754 FIRSTENERGY CORP COM 337932107 $ 13,820 349,783 SH SOLE 349,783 FIRSTENERGY CORP COM 337932107 $ 766 19,400 SH C SOLE 19,400 FIRSTENERGY CORP COM 337932107 $ 304 7,700 SH P SOLE 7,700 FIRSTFED BANCORP INC COM 33761Q102 $ 9 1,291 SH SOLE 1,291 FIRSTFED FINL CORP COM 337907109 $ 345 6,645 SH SOLE 6,645 FIRSTMERIT CORP COM 337915102 $ 12 432 SH SOLE 432 FIRSTWAVE TECHNOLOGIES INC COM NEW 33762N207 $ 2 850 SH SOLE 850 FISERV INC COM 337738108 $ 5,396 134,255 SH SOLE 134,255 FISERV INC COM 337738108 $ 5,387 134,033 SH C SOLE 134,033 FISHER COMMUNICATIONS INC COM 337756209 $ 118 2,416 SH SOLE 2,416 FISHER SCIENTIFIC INTL INC COM NEW 338032204 $ 1,060 17,000 SH C SOLE 17,000 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 $ 89 79,000 PRN SOLE 79,000 FISHER SCIENTIFIC INTL INC COM NEW 338032204 $ 19 300 SH P SOLE 300 FIVE STAR QUALITY CARE INC COM 33832D106 $ 3,830 452,201 SH SOLE 452,201 FLAGSTAR BANCORP INC COM 337930101 $ 1,173 51,919 SH SOLE 51,919 FLAHERTY & CRMN/CLYMR PFD SE COM SHS 338478100 $ 16 599 SH SOLE 599 FLAHERTY & CRUMRINE PFD INC COM 3.38E+110 $ 18 1,305 SH SOLE 1,305 FLAMEMASTER CORP COM NEW 338490204 $ 52 760 SH SOLE 760 FLANDERS CORP COM 338494107 $ 90 9,328 SH SOLE 9,328 FLEETWOOD ENTERPRISES INC COM 339099103 $ 26,190 1,945,765 SH SOLE 1,945,765 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 $ 71,111 61,970,000 PRN SOLE 61,970,000 FLEXTRONICS INTL LTD ORD Y2573F102 $ 8,032 581,200 SH C SOLE 581,200 FLEXTRONICS INTL LTD ORD Y2573F102 $ 4,229 306,000 SH P SOLE 306,000 FLEXTRONICS INTL LTD ORD Y2573F102 $ 13 954 SH SOLE 954 FLIR SYS INC COM 302445101 $ 2,498 39,158 SH SOLE 39,158 FLIR SYS INC COM 302445101 $ 1,276 20,000 SH P SOLE 20,000 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 $ 49 30,000 PRN SOLE 30,000 FLOATING RATE INCM STRT FD I COM 339735102 $ 2 109 SH SOLE 109 FLORIDA EAST COAST INDS COM 340632108 $ 610 13,533 SH SOLE 13,533 FLORIDA ROCK INDS INC COM 341140101 $ 559 9,396 SH SOLE 9,396 FLOW INTL CORP COM 343468104 $ 4 1,305 SH SOLE 1,305

FLOWERS FOODS INC COM 343498101 $ 296 9,370 SH SOLE 9,370 FLOWSERVE CORP COM 34354P105 $ 24 855 SH SOLE 855 FLUOR CORP NEW COM 343412102 $ 9,558 175,350 SH SOLE 175,350 FLUSHING FINL CORP COM 343873105 $ 229 11,433 SH SOLE 11,433 FLYI INC COM 34407T104 $ 70 39,371 SH SOLE 39,371 FMC TECHNOLOGIES INC COM 30249U101 $ 1 26 SH SOLE 26 FMS FINL CORP COM 302509104 $ 21 1,010 SH SOLE 1,010 FNB CORP PA COM 302520101 $ 22 1,086 SH SOLE 1,086 FNB FINANCIAL SERVICES CORP COM 302526108 $ 33 1,462 SH SOLE 1,462 FNX MNG CO INC COM 30253R101 $ 2 540 SH SOLE 540 FOAMEX INTL INC COM 344123104 $ 7 1,814 SH SOLE 1,814 FOCUS ENHANCEMENTS INC COM 344159108 $ 6 5,653 SH SOLE 5,653 FOOTHILL INDPT BANCORP COM 344905104 $ 10 441 SH SOLE 441 FORBES MEDI-TECH INC COM 344907100 $ 6 2,050 SH SOLE 2,050 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 $ 24,564 465,319 SH SOLE 465,319 FORD MTR CO DEL COM PAR $0.01 345370860 $ 76,827 5,247,740 SH P SOLE 5,247,740 FORD MTR CO DEL COM PAR $0.01 345370860 $ 38,124 2,604,067 SH C SOLE 2,604,067 FORD MTR CO DEL COM PAR $0.01 345370860 $ 11,501 785,581 SH SOLE 785,581 FOREST CITY ENTERPRISES INC CL B CONV 345550305 $ 5 92 SH SOLE 92 FOREST LABS INC COM 345838106 $ 19,365 431,683 SH SOLE 431,683 FOREST LABS INC COM 345838106 $ 9,636 214,800 SH C SOLE 214,800 FOREST LABS INC COM 345838106 $ 5,769 128,600 SH P SOLE 128,600 FOREST OIL CORP COM PAR $0.01 346091705 $ 1,891 59,600 SH SOLE 59,600 FORGENT NETWORKS INC COM 34629U103 $ 7 3,206 SH SOLE 3,206 FORMULA SYS 1985 LTD SPONSORED ADR 346414105 $ 42 2,473 SH SOLE 2,473 FORRESTER RESH INC COM 346563109 $ 286 15,965 SH SOLE 15,965 FORTUNE BRANDS INC COM 349631101 $ 15,248 197,567 SH SOLE 197,567 FORWARD AIR CORP COM 349853101 $ 998 22,334 SH SOLE 22,334 FORWARD INDS INC N Y COM NEW 349862300 $ 1 276 SH SOLE 276 FOSSIL INC COM 349882100 $ 957 37,319 SH SOLE 37,319 FOUNDRY NETWORKS INC COM 35063R100 $ 886 67,300 SH C SOLE 67,300 FOUNDRY NETWORKS INC COM 35063R100 $ 195 14,836 SH SOLE 14,836 FOUNDRY NETWORKS INC COM 35063R100 $ 96 7,300 SH P SOLE 7,300 FOX ENTMT GROUP INC CL A 35138T107 $ 47,461 1,518,254 SH SOLE 1,518,254 FOXBY CORP COM 351645106 $ 2 695 SH SOLE 695 FOXHOLLOW TECHNOLOGIES INC COM 35166A103 $ 12 474 SH SOLE 474 FPL GROUP INC COM 302571104 $ 18,541 248,040 SH SOLE 248,040 FRANKLIN BK CORP DEL COM 352451108 $ 37 2,006 SH SOLE 2,006 FRANKLIN COVEY CO COM 353469109 $ 2 820 SH SOLE 820 FRANKLIN ELEC INC COM 353514102 $ 76 1,804 SH SOLE 1,804 FRANKLIN ELECTR PUBLISHERS I COM 353515109 $ 1 336 SH SOLE 336 FRANKLIN RES INC COM 354613101 $ 23,402 335,992 SH SOLE 335,992 FRANKLIN UNVL TR SH BEN INT 355145103 $ 0 39 SH SOLE 39 FREDS INC CL A 356108100 $ 148 8,515 SH SOLE 8,515 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $ 7,959 208,200 SH P SOLE 208,200 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $ 6,277 164,200 SH C SOLE 164,200

FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $ 6,273 164,078 SH SOLE 164,078 FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 $ 45,520 2,554,428 SH SOLE 2,554,428 FREESCALE SEMICONDUCTOR INC CL B 35687M206 $ 17,498 953,070 SH SOLE 953,070 FREMONT GEN CORP COM 357288109 $ 2,609 103,630 SH SOLE 103,630 FRESH BRANDS INC COM 35803U108 $ 26 3,387 SH SOLE 3,387 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $ 2,185 112,706 SH SOLE 112,706 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $ 743 38,300 SH P SOLE 38,300 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $ 306 15,800 SH C SOLE 15,800 FRIEDMAN INDS INC COM 358435105 $ 12 1,086 SH SOLE 1,086 FRIENDLY ICE CREAM CORP NEW COM 358497105 $ 2 200 SH SOLE 200 FRISCHS RESTAURANTS INC COM 358748101 $ 1 27 SH SOLE 27 FRONTIER AIRLINES INC NEW COM 359065109 $ 2,187 191,697 SH C SOLE 191,697 FRONTIER AIRLINES INC NEW COM 359065109 $ 34 2,963 SH SOLE 2,963 FRONTIER FINL CORP WASH COM 35907K105 $ 126 3,266 SH SOLE 3,266 FRONTIER OIL CORP COM 35914P105 $ 178 6,680 SH SOLE 6,680 FRONTLINE LTD ORD G3682E127 $ 2,343 52,814 SH SOLE 52,814 FSI INTL INC COM 302633102 $ 164 35,082 SH SOLE 35,082 FTI CONSULTING INC COM 302941109 $ 24 1,145 SH SOLE 1,145 FUELCELL ENERGY INC COM 35952H106 $ 396 40,000 SH C SOLE 40,000 FUELCELL ENERGY INC COM 35952H106 $ 356 35,937 SH SOLE 35,937 FUJI PHOTO FILM LTD ADR 359586302 $ 85 2,300 SH SOLE 2,300 FULLER H B CO COM 359694106 $ 177 6,203 SH SOLE 6,203 FULTON FINL CORP PA COM 360271100 $ 37 1,606 SH SOLE 1,606 FUNDTECH LTD ORD M47095100 $ 8 996 SH SOLE 996 FURNITURE BRANDS INTL INC COM 360921100 $ 45 1,812 SH SOLE 1,812 FUTUREMEDIA PLC SPONSORED ADR 360912109 $ 3 3,826 SH SOLE 3,826 FX ENERGY INC COM 302695101 $ 331 28,336 SH SOLE 28,336 G & K SVCS INC CL A 361268105 $ 884 20,354 SH SOLE 20,354 G B & T BANCSHARES INC COM 361462104 $ 32 1,318 SH SOLE 1,318 GABELLI ASSET MGMT INC CL A 36239Y102 $ 925 19,064 SH SOLE 19,064 GABELLI DIVD & INCOME TR COM 36242H104 $ 0 11 SH SOLE 11 GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 $ 4 407 SH SOLE 407 GABELLI UTIL TR COM 36240A101 $ 3 358 SH SOLE 358 GABLES RESIDENTIAL TR SH BEN INT 362418105 $ 23 636 SH SOLE 636 GALAXY NUTRITIONAL FOODS INC COM 36317Q104 $ 2 1,333 SH SOLE 1,333 GALLAGHER ARTHUR J & CO COM 363576109 $ 1,005 30,912 SH SOLE 30,912 GALLERY OF HISTORY INC COM 363812108 $ 7 1,947 SH SOLE 1,947 GAMESTOP CORP COM CL B 36466R200 $ 172 7,697 SH SOLE 7,697 GAMESTOP CORP CL A 36466R101 $ 89 4,000 SH SOLE 4,000 GAMING PARTNERS INTL CORP COM 36467A107 $ 6 277 SH SOLE 277 GAMMON LAKE RES INC COM 364915108 $ 7 1,310 SH SOLE 1,310 GANDER MOUNTAIN CO COM 36471P108 $ 28 2,162 SH SOLE 2,162 GANNETT INC COM 364730101 $ 71,598 876,357 SH C SOLE 876,357 GANNETT INC COM 364730101 $ 33,386 408,642 SH SOLE 408,642 GAP INC DEL NOTE 5.750% 3/1 364760AJ7 $ 81,644 61,560,000 PRN SOLE 61,560,000 GAP INC DEL COM 364760108 $ 35,437 1,677,900 SH P SOLE 1,677,900

GAP INC DEL COM 364760108 $ 11,690 553,500 SH C SOLE 553,500 GAP INC DEL COM 364760108 $ 0 4 SH SOLE 4 GARDNER DENVER INC COM 365558105 $ 157 4,338 SH SOLE 4,338 GARMIN LTD ORD G37260109 $ 25,967 426,800 SH C SOLE 426,800 GARMIN LTD ORD G37260109 $ 450 7,400 SH P SOLE 7,400 GARMIN LTD ORD G37260109 $ 12 203 SH SOLE 203 GARTNER INC CL B 366651206 $ 21,487 1,748,322 SH SOLE 1,748,322 GARTNER INC COM 366651107 $ 2 136 SH SOLE 136 GASCO ENERGY INC COM 367220100 $ 0 62 SH SOLE 62 GATEWAY FINL HLDGS INC COM 368140109 $ 13 790 SH SOLE 790 GATEWAY INC COM 367626108 $ 12,499 2,079,700 SH C SOLE 2,079,700 GATEWAY INC COM 367626108 $ 10,328 1,718,405 SH SOLE 1,718,405 GATEWAY INC COM 367626108 $ 952 158,400 SH P SOLE 158,400 GATX CORP COM 361448103 $ 3,954 133,767 SH SOLE 133,767 GEAC COMPUTER LTD COM 368289104 $ 14 1,957 SH SOLE 1,957 GEHL CO COM 368483103 $ 13 549 SH SOLE 549 GEMPLUS INTL S A ADR 36866Y102 $ 11 2,246 SH SOLE 2,246 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $ 1,320 222,997 SH SOLE 222,997 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $ 3 500 SH C SOLE 500 GENAERA CORP COM 36867G100 $ 409 119,671 SH SOLE 119,671 GENCORP INC COM 368682100 $ 9,685 521,562 SH SOLE 521,562 GENE LOGIC INC COM 368689105 $ 3 712 SH SOLE 712 GENELABS TECHNOLOGIES INC COM 368706107 $ 124 103,010 SH SOLE 103,010 GENENCOR INTL INC COM 368709101 $ 470 28,636 SH SOLE 28,636 GENENTECH INC COM NEW 368710406 $ 26,839 493,000 SH C SOLE 493,000 GENENTECH INC COM NEW 368710406 $ 12,934 237,577 SH P SOLE 237,577 GENENTECH INC COM NEW 368710406 $ 1,263 23,208 SH SOLE 23,208 GENERAL AMERN INVS INC COM 368802104 $ 53 1,700 SH SOLE 1,700 GENERAL BINDING CORP COM 369154109 $ 187 14,336 SH SOLE 14,336 GENERAL CABLE CORP DEL NEW COM 369300108 $ 20 1,437 SH SOLE 1,437 GENERAL COMMUNICATION INC CL A 369385109 $ 648 58,697 SH SOLE 58,697 GENERAL DYNAMICS CORP COM 369550108 $ 35,384 338,283 SH SOLE 338,283 GENERAL DYNAMICS CORP COM 369550108 $ 9,623 92,000 SH P SOLE 92,000 GENERAL DYNAMICS CORP COM 369550108 $ 6,653 63,600 SH C SOLE 63,600 GENERAL ELEC CO COM 369604103 $1,209,086 33,125,645 SH SOLE 33,125,645 GENERAL ELEC CO COM 369604103 $ 544,018 14,904,596 SH P SOLE 14,904,596 GENERAL ELEC CO COM 369604103 $ 517,095 14,166,986 SH C SOLE 14,166,986 GENERAL EMPLOYMENT ENTERPRIS COM 369730106 $ 1 225 SH SOLE 225 GENERAL MARITIME CORP SHS Y2692M103 $ 3,266 81,760 SH SOLE 81,760 GENERAL MLS INC COM 370334104 $ 45,514 915,600 SH C SOLE 915,600 GENERAL MLS INC COM 370334104 $ 33,007 664,000 SH P SOLE 664,000 GENERAL MLS INC DBCV 10/2 370334AU8 $ 18,298 25,817,000 PRN SOLE 25,817,000 GENERAL MLS INC COM 370334104 $ 10,614 213,514 SH SOLE 213,514 GENERAL MTRS CORP COM 370442105 $ 367,442 9,172,300 SH P SOLE 9,172,300 GENERAL MTRS CORP DEB SR CV C 33 370442717 $ 106,728 4,003,297 SH SOLE 4,003,297 GENERAL MTRS CORP COM 370442105 $ 92,482 2,308,577 SH C SOLE 2,308,577

GENERAL MTRS CORP COM 370442105 $ 51,129 1,276,322 SH SOLE 1,276,322 GENERAL MTRS CORP DEB SR CONV B 370442733 $ 37,808 1,638,857 SH SOLE 1,638,857 GENERAL MTRS CORP DEB SR CONV A 370442741 $ 8,944 356,485 SH SOLE 356,485 GENESCO INC COM 371532102 $ 1,924 61,777 SH SOLE 61,777 GENESEE & WYO INC CL A 371559105 $ 3,755 133,482 SH SOLE 133,482 GENESIS BIOVENTURES INC COM 371828104 $ 0 299 SH SOLE 299 GENESIS ENERGY L P UNIT LTD PARTN 371927104 $ 7 547 SH SOLE 547 GENESIS HEALTHCARE CORP COM 37184D101 $ 1,090 31,113 SH SOLE 31,113 GENESIS MICROCHIP INC DEL COM 37184C103 $ 88 5,400 SH C SOLE 5,400 GENESIS MICROCHIP INC DEL COM 37184C103 $ 50 3,100 SH P SOLE 3,100 GENITOPE CORP COM 37229P507 $ 376 22,064 SH SOLE 22,064 GENLYTE GROUP INC COM 372302109 $ 150 1,755 SH SOLE 1,755 GEN-PROBE INC NEW COM 36866T103 $ 488 10,790 SH SOLE 10,790 GENTA INC COM NEW 37245M207 $ 65 37,150 SH SOLE 37,150 GENTEX CORP COM 371901109 $ 8,307 224,388 SH SOLE 224,388 GENTIVA HEALTH SERVICES INC COM 37247A102 $ 159 9,494 SH SOLE 9,494 GENUINE PARTS CO COM 372460105 $ 7,838 177,904 SH SOLE 177,904 GENUS INC COM 372461103 $ 4 1,994 SH SOLE 1,994 GENVEC INC COM 37246C109 $ 8 4,917 SH SOLE 4,917 GENWORTH FINL INC COM CL A 37247D106 $ 5 190 SH SOLE 190 GENZYME CORP COM GENL DIV 372917104 $ 37,862 652,000 SH P SOLE 652,000 GENZYME CORP COM GENL DIV 372917104 $ 22,032 379,401 SH SOLE 379,401 GENZYME CORP COM GENL DIV 372917104 $ 18,507 318,700 SH C SOLE 318,700 GENZYME CORP NOTE 1.250%12/0 372917AN4 $ 533 503,000 PRN SOLE 503,000 GEO GROUP INC COM 36159R103 $ 320 12,052 SH SOLE 12,052 GEOGLOBAL RESOURCES INC COM 37249T109 $ 1 1,120 SH SOLE 1,120 GEOPHARMA INC COM 37250A106 $ 11 2,374 SH SOLE 2,374 GEORESOURCES INC COM 372476101 $ 3 954 SH SOLE 954 GEORGIA GULF CORP COM PAR $0.01 373200203 $ 361 7,258 SH SOLE 7,258 GEORGIA PAC CORP COM 373298108 $ 14,561 388,489 SH SOLE 388,489 GEORGIA PAC CORP COM 373298108 $ 6,375 170,100 SH P SOLE 170,100 GEORGIA PAC CORP COM 373298108 $ 1,034 27,600 SH C SOLE 27,600 GERBER SCIENTIFIC INC COM 373730100 $ 124 16,300 SH SOLE 16,300 GERDAU AMERISTEEL CORP COM 37373P105 $ 1 88 SH SOLE 88 GERDAU S A SPONSORED ADR 373737105 $ 19 1,052 SH SOLE 1,052 GERMAN AMERN BANCORP COM 373865104 $ 114 7,061 SH SOLE 7,061 GERMANY FD INC COM 374143105 $ 11 1,296 SH SOLE 1,296 GERON CORP COM 374163103 $ 668 83,756 SH SOLE 83,756 GERON CORP COM 374163103 $ 577 72,400 SH P SOLE 72,400 GERON CORP COM 374163103 $ 28 3,500 SH C SOLE 3,500 GEVITY HR INC COM 374393106 $ 17 839 SH SOLE 839 GEXA CORP COM NEW 374398204 $ 9 1,940 SH SOLE 1,940 GIANT INDS INC COM 374508109 $ 245 9,234 SH SOLE 9,234 GIBRALTAR INDS INC COM 374689107 $ 90 3,824 SH SOLE 3,824 GIGA TRONICS INC COM 375175106 $ 3 1,356 SH SOLE 1,356 GIGAMEDIA LTD ORD Y2711Y104 $ 4 2,362 SH SOLE 2,362

GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 $ 133 21,900 SH SOLE 21,900 GILEAD SCIENCES INC COM 375558103 $ 21,979 628,160 SH SOLE 628,160 GILEAD SCIENCES INC COM 375558103 $ 9,808 280,300 SH C SOLE 280,300 GILEAD SCIENCES INC COM 375558103 $ 6,221 177,784 SH P SOLE 177,784 GILLETTE CO COM 375766102 $ 66,681 1,489,072 SH SOLE 1,489,072 GILLETTE CO COM 375766102 $ 15,821 353,300 SH C SOLE 353,300 GILLETTE CO COM 375766102 $ 497 11,100 SH P SOLE 11,100 GIVEN IMAGING ORD SHS M52020100 $ 51 1,404 SH SOLE 1,404 GLACIER BANCORP INC NEW COM 37637Q105 $ 63 1,856 SH SOLE 1,856 GLACIER WATER SVCS INC COM 376395109 $ 39 1,430 SH SOLE 1,430 GLADSTONE CAPITAL CORP COM 376535100 $ 126 5,332 SH SOLE 5,332 GLAMIS GOLD LTD COM 376775102 $ 1,944 113,313 SH SOLE 113,313 GLAMIS GOLD LTD COM 376775102 $ 136 7,900 SH C SOLE 7,900 GLAMIS GOLD LTD COM 376775102 $ 120 7,000 SH P SOLE 7,000 GLENAYRE TECHNOLOGIES INC COM 377899109 $ 93 42,813 SH SOLE 42,813 GLENBOROUGH RLTY TR INC COM 37803P105 $ 1,570 73,760 SH SOLE 73,760 GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P204 $ 12 489 SH SOLE 489 GLIMCHER RLTY TR SH BEN INT 379302102 $ 22 799 SH SOLE 799 GLOBAL E POINT INC COM 37940U108 $ 113 21,914 SH SOLE 21,914 GLOBAL MARINE INC DBCV 6/2 379352AN7 $ 39,335 67,096,000 PRN SOLE 67,096,000 GLOBAL PMTS INC COM 37940X102 $ 3,302 56,400 SH SOLE 56,400 GLOBAL POWER EQUIPMENT INC COM 37941P108 $ 4 447 SH SOLE 447 GLOBAL SIGNAL INC COM 37944Q103 $ 28 1,005 SH SOLE 1,005 GLOBALSANTAFE CORP SHS G3930E101 $ 2,447 73,900 SH C SOLE 73,900 GLOBALSANTAFE CORP SHS G3930E101 $ 566 17,100 SH P SOLE 17,100 GLOBALSANTAFE CORP SHS G3930E101 $ 119 3,596 SH SOLE 3,596 GLOBECOMM SYSTEMS INC COM 37956X103 $ 5 845 SH SOLE 845 GLOWPOINT INC COM 379887102 $ 1 812 SH SOLE 812 GLYCOGENESYS INC COM 37989P101 $ 0 2,520 SH SOLE 2,520 GMH CMNTYS TR COM 36188G102 $ 41 2,938 SH SOLE 2,938 GMX RES INC *W EXP 02/12/200 38011M116 $ 1 2,427 SH SOLE 2,427 GOAMERICA INC COM PAR $0.01 38020R304 $ 20 2,037 SH SOLE 2,037 GOLAR LNG LTD BERMUDA SHS G9456A100 $ 211 14,200 SH SOLE 14,200 GOLD BANC CORP INC COM 379907108 $ 43 2,967 SH SOLE 2,967 GOLD KIST INC COM 380614107 $ 19 1,387 SH SOLE 1,387 GOLD RESV INC CL A 38068N108 $ 4 823 SH SOLE 823 GOLDCORP INC NEW COM 380956409 $ 2,411 160,300 SH P SOLE 160,300 GOLDCORP INC NEW COM 380956409 $ 828 55,042 SH SOLE 55,042 GOLDCORP INC NEW COM 380956409 $ 365 24,300 SH C SOLE 24,300 GOLDEN CYCLE GOLD CORP COM 380894105 $ 0 13 SH SOLE 13 GOLDEN ENTERPRISES INC COM 381010107 $ 8 2,744 SH SOLE 2,744 GOLDEN STAR RES LTD CDA COM 38119T104 $ 236 58,844 SH SOLE 58,844 GOLDEN TELECOM INC COM 38122G107 $ 11 421 SH SOLE 421 GOLDEN WEST FINL CORP DEL COM 381317106 $ 31,007 504,834 SH SOLE 504,834 GOLDFIELD CORP COM 381370105 $ 0 243 SH SOLE 243 GOLDMAN SACHS GROUP INC COM 38141G104 $ 58,908 566,208 SH SOLE 566,208

GOLDMAN SACHS GROUP INC COM 38141G104 $ 57,128 549,100 SH P SOLE 549,100 GOLDMAN SACHS GROUP INC COM 38141G104 $ 44,508 427,800 SH C SOLE 427,800 GOLF TR AMER INC COM 38168B103 $ 3 1,236 SH SOLE 1,236 GOODRICH CORP COM 382388106 $ 3,542 108,516 SH SOLE 108,516 GOODRICH PETE CORP COM NEW 382410405 $ 105 6,500 SH SOLE 6,500 GOODYEAR TIRE & RUBR CO COM 382550101 $ 13,300 907,200 SH P SOLE 907,200 GOODYEAR TIRE & RUBR CO COM 382550101 $ 3,709 252,971 SH SOLE 252,971 GOODYEAR TIRE & RUBR CO COM 382550101 $ 1,878 128,100 SH C SOLE 128,100 GOODYS FAMILY CLOTHING INC COM 382588101 $ 231 25,322 SH SOLE 25,322 GOOGLE INC CL A 38259P508 $ 138,635 719,100 SH P SOLE 719,100 GOOGLE INC CL A 38259P508 $ 74,133 384,528 SH C SOLE 384,528 GOOGLE INC CL A 38259P508 $ 43,428 225,260 SH SOLE 225,260 GOREMOTE INTERNET COMMUNICAT COM 382859106 $ 79 37,925 SH SOLE 37,925 GORMAN RUPP CO COM 383082104 $ 144 6,267 SH SOLE 6,267 GOUVERNEUR BANCORP COM 383584109 $ 17 1,123 SH SOLE 1,123 GOVERNMENT PPTYS TR INC COM 38374W107 $ 234 23,770 SH SOLE 23,770 GP STRATEGIES CORP COM 36225V104 $ 22 2,963 SH SOLE 2,963 GPC BIOTECH AG SPONSORED ADR 38386P108 $ 18 1,273 SH SOLE 1,273 GRACE W R & CO DEL NEW COM 38388F108 $ 990 72,737 SH SOLE 72,737 GRACE W R & CO DEL NEW COM 38388F108 $ 220 16,200 SH C SOLE 16,200 GRACE W R & CO DEL NEW COM 38388F108 $ 18 1,300 SH P SOLE 1,300 GRACO INC COM 384109104 $ 4,186 112,062 SH SOLE 112,062 GRAFTECH INTL LTD COM 384313102 $ 1 131 SH SOLE 131 GRAINGER W W INC COM 384802104 $ 16,069 241,203 SH SOLE 241,203 GRAMERCY CAP CORP COM 384871109 $ 21 996 SH SOLE 996 GRANITE CITY FOOD & BREWERY UNIT 06/02/2005 38724Q206 $ 10 2,021 SH SOLE 2,021 GRANITE CONSTR INC COM 387328107 $ 872 32,770 SH SOLE 32,770 GRANT PRIDECO INC COM 38821G101 $ 2,633 131,315 SH SOLE 131,315 GRAPHIC PACKAGING CORP DEL COM 388688103 $ 64 8,949 SH SOLE 8,949 GRAY TELEVISION INC COM 389375106 $ 84 5,433 SH SOLE 5,433 GRAY TELEVISION INC CL A 389375205 $ 21 1,463 SH SOLE 1,463 GREAT AMERN BANCORP INC COM 38982K107 $ 55 2,032 SH SOLE 2,032 GREAT AMERN FINL RES INC COM 389915109 $ 17 953 SH SOLE 953 GREAT ATLANTIC & PAC TEA INC COM 390064103 $ 280 27,355 SH SOLE 27,355 GREAT LAKES CHEM CORP COM 390568103 $ 3,126 109,730 SH SOLE 109,730 GREAT PLAINS ENERGY INC COM 391164100 $ 3,558 117,490 SH SOLE 117,490 GREAT SOUTHN BANCORP INC COM 390905107 $ 56 1,590 SH SOLE 1,590 GREATER ATLANTIC FINANCIAL COM 391601101 $ 18 2,955 SH SOLE 2,955 GREATER BAY BANCORP COM 391648102 $ 19 678 SH SOLE 678 GREATER CHINA FD INC COM 39167B102 $ 0 24 SH SOLE 24 GREATER DEL VY HLDGS COM 391688108 $ 30 749 SH SOLE 749 GREEN MOUNTAIN PWR CORP COM 393154109 $ 69 2,406 SH SOLE 2,406 GREENBRIAR CORP COM NEW 393648407 $ 6 1,354 SH SOLE 1,354 GREENBRIER COS INC COM 393657101 $ 375 11,076 SH SOLE 11,076 GREENE CNTY BANCSHARES INC COM NEW 394361208 $ 16 615 SH SOLE 615 GREENE COUNTY BANCORP INC COM 394357107 $ 91 2,759 SH SOLE 2,759

GREENHILL & CO INC COM 395259104 $ 15 524 SH SOLE 524 GREENMAN TECHNOLOGIES INC COM NEW 395379308 $ 1 1,020 SH SOLE 1,020 GREIF INC CL A 397624107 $ 537 9,598 SH SOLE 9,598 GREY GLOBAL GROUP INC COM 39787M108 $ 1,441 1,310 SH SOLE 1,310 GRIFFIN LD & NURSERIES INC CL A 398231100 $ 49 1,920 SH SOLE 1,920 GRIFFON CORP COM 398433102 $ 1,441 53,385 SH SOLE 53,385 GROUP 1 AUTOMOTIVE INC COM 398905109 $ 164 5,194 SH SOLE 5,194 GROUPE CGI INC CL A SUB VTG 39945C109 $ 8 1,238 SH SOLE 1,238 GROUPE DANONE SPONSORED ADR 399449107 $ 1 76 SH SOLE 76 GRUPO AEROPORTUARIO DEL SURE SPON ADR SERB 4.01E+206 $ 486 17,754 SH SOLE 17,754 GRUPO CASA SABA S A DE C V SPONSORED ADR 40048P104 $ 14 910 SH SOLE 910 GRUPO IMSA S A DE C V SPON ADR UNITS 40048T106 $ 27 1,007 SH SOLE 1,007 GS FINL CORP COM 362274102 $ 37 2,054 SH SOLE 2,054 GSE SYS INC COM 36227K106 $ 0 70 SH SOLE 70 GSI COMMERCE INC COM 36238G102 $ 11 602 SH SOLE 602 GSI LUMONICS INC COM 36229U102 $ 131 11,400 SH SOLE 11,400 GTECH HLDGS CORP COM 400518106 $ 1,862 71,752 SH SOLE 71,752 GTSI CORP COM 36238K103 $ 27 2,547 SH SOLE 2,547 GTX INC DEL COM 40052B108 $ 5 390 SH SOLE 390 GUESS INC COM 401617105 $ 2,439 194,311 SH SOLE 194,311 GUIDANT CORP COM 401698105 $ 157,211 2,180,459 SH SOLE 2,180,459 GUIDANT CORP COM 401698105 $ 32,697 453,500 SH C SOLE 453,500 GUIDANT CORP COM 401698105 $ 10,195 141,400 SH P SOLE 141,400 GUILFORD PHARMACEUTICALSINC COM 401829106 $ 163 32,969 SH SOLE 32,969 GUITAR CTR MGMT INC COM 402040109 $ 28,152 534,300 SH C SOLE 534,300 GUITAR CTR MGMT INC COM 402040109 $ 106 2,017 SH SOLE 2,017 GULF ISLAND FABRICATION INC COM 402307102 $ 259 11,881 SH SOLE 11,881 GULFMARK OFFSHORE INC COM 402629109 $ 220 9,900 SH SOLE 9,900 GURUNET CORP COM 403307101 $ 2 250 SH SOLE 250 GYMBOREE CORP COM 403777105 $ 102 7,934 SH SOLE 7,934 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 $ 8 511 SH SOLE 511 HABERSHAM BANCORP INC COM 404459109 $ 40 1,936 SH SOLE 1,936 HAEMONETICS CORP COM 405024100 $ 200 5,513 SH SOLE 5,513 HAGGAR CORP COM 405173105 $ 77 3,290 SH SOLE 3,290 HAIN CELESTIAL GROUP INC COM 405217100 $ 163 7,909 SH SOLE 7,909 HALLIBURTON CO COM 406216101 $ 74,997 1,911,237 SH SOLE 1,911,237 HALLIBURTON CO COM 406216101 $ 35,292 899,400 SH C SOLE 899,400 HALLIBURTON CO COM 406216101 $ 31,934 813,800 SH P SOLE 813,800 HALLIBURTON CO NOTE 3.125%7/1 406216AM3 $ 6,860 5,577,000 PRN SOLE 5,577,000 HALLMARK FINL SVCS INC EC COM 40624Q104 $ 0 4 SH SOLE 4 HAMMONS JOHN Q HOTELS INC CL A 408623106 $ 10 504 SH SOLE 504 HAMPSHIRE GROUP LTD COM 408859106 $ 13 407 SH SOLE 407 HANARO TELECOM INC SPONSORED ADR 409649209 $ 20 6,645 SH SOLE 6,645 HANCOCK FABRICS INC COM 409900107 $ 135 13,008 SH SOLE 13,008 HANCOCK HLDG CO COM 410120109 $ 84 2,504 SH SOLE 2,504 HANCOCK JOHN FINL TRENDS FD COM 41014X105 $ 2 138 SH SOLE 138

HANCOCK JOHN INCOME SECS TR COM 410123103 $ 7 420 SH SOLE 420 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 $ 1 97 SH SOLE 97 HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 $ 22 877 SH SOLE 877 HANDLEMAN CO DEL COM 410252100 $ 2,128 99,058 SH SOLE 99,058 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 $ 2,835 350,000 SH C SOLE 350,000 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 $ 10 1,280 SH SOLE 1,280 HANMI FINL CORP COM 410495105 $ 469 13,051 SH SOLE 13,051 HANOVER CAP MTG HLDGS INC COM 410761100 $ 2 145 SH SOLE 145 HANOVER COMPRESSOR CO COM 410768105 $ 266 18,805 SH SOLE 18,805 HANSEN NAT CORP COM 411310105 $ 33 897 SH SOLE 897 HANSON PLC NEW SPONSORED ADR 411349103 $ 6,032 140,514 SH SOLE 140,514 HARBOR FLA BANCSHARES INC COM 411901101 $ 40 1,167 SH SOLE 1,167 HARKEN ENERGY CORP COM NEW 412552309 $ 48 91,700 SH SOLE 91,700 HARLAND JOHN H CO COM 412693103 $ 692 19,157 SH SOLE 19,157 HARLEY DAVIDSON INC COM 412822108 $ 30,219 497,435 SH SOLE 497,435 HARLEY DAVIDSON INC COM 412822108 $ 2,819 46,400 SH C SOLE 46,400 HARLEY DAVIDSON INC COM 412822108 $ 693 11,400 SH P SOLE 11,400 HARLEYSVILLE GROUP INC COM 412824104 $ 32 1,361 SH SOLE 1,361 HARLEYSVILLE NATL CORP PA COM 412850109 $ 75 2,833 SH SOLE 2,833 HARMAN INTL INDS INC COM 413086109 $ 711 5,602 SH SOLE 5,602 HARMONIC INC COM 413160102 $ 369 44,298 SH SOLE 44,298 HARRAHS ENTMT INC COM 413619107 $ 9,998 149,467 SH SOLE 149,467 HARRIS & HARRIS GROUP INC COM 413833104 $ 321 19,611 SH SOLE 19,611 HARRIS CORP DEL DBCV 3.500%8/1 413875AH8 $ 16,225 11,000,000 PRN SOLE 11,000,000 HARRIS CORP DEL COM 413875105 $ 1,685 27,271 SH SOLE 27,271 HARRIS INTERACTIVE INC COM 414549105 $ 8 1,003 SH SOLE 1,003 HARSCO CORP COM 415864107 $ 1,490 26,729 SH SOLE 26,729 HARTE-HANKS INC COM 416196103 $ 3,118 120,000 SH SOLE 120,000 HARTFORD FINL SVCS GROUP INC COM 416515104 $ 30,606 441,588 SH SOLE 441,588 HARTFORD FINL SVCS GROUP INC COM 416515104 $ 5,364 77,398 SH C SOLE 77,398 HARTFORD FINL SVCS GROUP INC COM 416515104 $ 3,466 50,000 SH P SOLE 50,000 HARTFORD INCOME SHS FD INC COM 416537108 $ 1 114 SH SOLE 114 HARTMARX CORP COM 417119104 $ 409 52,691 SH SOLE 52,691 HARVARD BIOSCIENCE INC COM 416906105 $ 156 33,789 SH SOLE 33,789 HARVEST NATURAL RESOURCES IN COM 41754V103 $ 1,132 65,522 SH SOLE 65,522 HASBRO INC DBCV 2.750%12/0 418056AN7 $ 2,699 2,505,000 PRN SOLE 2,505,000 HASBRO INC COM 418056107 $ 1,938 100,000 SH C SOLE 100,000 HASBRO INC COM 418056107 $ 1,611 83,110 SH SOLE 83,110 HATTERAS INCOME SECS INC COM 419025101 $ 13 911 SH SOLE 911 HAUPPAUGE DIGITAL INC COM 419131107 $ 31 5,100 SH SOLE 5,100 HAVAS SPONSORED ADR 419313101 $ 19 3,340 SH SOLE 3,340 HAVERTY FURNITURE INC COM 419596101 $ 585 31,601 SH SOLE 31,601 HAVERTY FURNITURE INC CL A 419596200 $ 3 195 SH SOLE 195 HAWK CORP CL A 420089104 $ 1 143 SH SOLE 143 HAYES LEMMERZ INTL INC COM NEW 420781304 $ 2 212 SH SOLE 212 HCA INC COM 404119109 $ 30,633 766,586 SH SOLE 766,586

HCA INC COM 404119109 $ 8,456 211,600 SH C SOLE 211,600 HCA INC COM 404119109 $ 6,082 152,200 SH P SOLE 152,200 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 $ 3,658 3,383,000 PRN SOLE 3,383,000 HDFC BANK LTD ADR REPS 3 SHS 40415F101 $ 36 791 SH SOLE 791 HEADWATERS INC COM 42210P102 $ 308 10,793 SH SOLE 10,793 HEADWATERS INC COM 42210P102 $ 3 100 SH P SOLE 100 HEALTH CARE PPTY INVS INC COM 421915109 $ 8 279 SH SOLE 279 HEALTH CARE REIT INC COM 42217K106 $ 2,633 69,015 SH SOLE 69,015 HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF9 $ 7,752 7,400,000 PRN SOLE 7,400,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 $ 5,600 246,487 SH SOLE 246,487 HEALTH MGMT ASSOC INC NEW CL A 421933102 $ 561 24,700 SH C SOLE 24,700 HEALTH MGMT ASSOC INC NEW CL A 421933102 $ 116 5,100 SH P SOLE 5,100 HEALTH NET INC COM 42222G108 $ 15 504 SH SOLE 504 HEALTHAXIS INC COM NEW 42219D308 $ 4 1,617 SH SOLE 1,617 HEALTHCARE RLTY TR COM 421946104 $ 674 16,549 SH SOLE 16,549 HEALTHCARE SVCS GRP INC COM 421906108 $ 213 10,228 SH SOLE 10,228 HEALTHCARE TECHNOLOGIES LTD COM M5296L135 $ 0 210 SH SOLE 210 HEALTHETECH INC COM NEW 422210302 $ 4 3,113 SH SOLE 3,113 HEALTHEXTRAS INC COM 422211102 $ 2,570 157,651 SH SOLE 157,651 HEALTHEXTRAS INC COM 422211102 $ 33 2,000 SH C SOLE 2,000 HEARST-ARGYLE TELEVISION INC COM 422317107 $ 4 133 SH SOLE 133 HEARTLAND EXPRESS INC COM 422347104 $ 1,197 53,281 SH SOLE 53,281 HEARTLAND FINL USA INC COM 42234Q102 $ 48 2,377 SH SOLE 2,377 HEARUSA INC COM NEW 422360305 $ 2 1,085 SH SOLE 1,085 HECLA MNG CO COM 422704106 $ 573 98,350 SH SOLE 98,350 HECLA MNG CO COM 422704106 $ 38 6,600 SH P SOLE 6,600 HECLA MNG CO COM 422704106 $ 27 4,700 SH C SOLE 4,700 HECTOR COMMUNICATIONS CORP COM 422730101 $ 24 1,097 SH SOLE 1,097 HEICO CORP NEW COM 422806109 $ 48 2,110 SH SOLE 2,110 HEICO CORP NEW CL A 422806208 $ 18 1,062 SH SOLE 1,062 HEIDRICK & STRUGGLES INTL IN COM 422819102 $ 2,442 71,250 SH C SOLE 71,250 HEINZ H J CO COM 423074103 $ 18,933 485,587 SH SOLE 485,587 HEINZ H J CO COM 423074103 $ 14,469 371,100 SH C SOLE 371,100 HEINZ H J CO COM 423074103 $ 9,748 250,000 SH P SOLE 250,000 HELIX TECHNOLOGY CORP COM 423319102 $ 109 6,244 SH SOLE 6,244 HELLENIC TELECOM ORGANIZATN SPONSORED ADR 423325307 $ 3 362 SH SOLE 362 HELMERICH & PAYNE INC COM 423452101 $ 27 779 SH SOLE 779 HEMOSOL CORP COM 423693100 $ 1 1,456 SH SOLE 1,456 HENRY JACK & ASSOC INC COM 426281101 $ 1,812 91,003 SH SOLE 91,003 HERCULES INC COM 427056106 $ 1,684 113,388 SH SOLE 113,388 HERITAGE COMMERCE CORP COM 426927109 $ 39 2,044 SH SOLE 2,044 HERITAGE FINL CORP WASH COM 42722X106 $ 38 1,700 SH SOLE 1,700 HERITAGE PPTY INVT TR INC COM 42725M107 $ 1,838 57,264 SH SOLE 57,264 HERLEY INDS INC DEL COM 427398102 $ 140 6,900 SH SOLE 6,900 HERSHA HOSPITALITY TR SH BEN INT A 427825104 $ 14 1,223 SH SOLE 1,223 HERSHEY FOODS CORP COM 427866108 $ 12,662 227,984 SH C SOLE 227,984

HERSHEY FOODS CORP COM 427866108 $ 6,897 124,184 SH SOLE 124,184 HERSHEY FOODS CORP COM 427866108 $ 39 700 SH P SOLE 700 HERZFELD CARIBBEAN BASIN FD COM 42804T106 $ 14 2,323 SH SOLE 2,323 HESKA CORP COM 4.28E+112 $ 1 1,236 SH SOLE 1,236 HEWITT ASSOCS INC COM 42822Q100 $ 181 5,656 SH SOLE 5,656 HEWLETT PACKARD CO COM 428236103 $ 80,034 3,816,616 SH SOLE 3,816,616 HEWLETT PACKARD CO COM 428236103 $ 29,783 1,420,285 SH C SOLE 1,420,285 HEWLETT PACKARD CO COM 428236103 $ 25,264 1,204,786 SH P SOLE 1,204,786 HEWLETT PACKARD CO NOTE 10/1 428236AC7 $ 3,431 6,020,000 PRN SOLE 6,020,000 HEXCEL CORP NEW COM 428291108 $ 609 42,023 SH SOLE 42,023 HF FINL CORP COM 404172108 $ 38 2,088 SH SOLE 2,088 HI / FN INC COM 428358105 $ 13 1,383 SH SOLE 1,383 HI SHEAR TECHNOLOGY CORP COM 42839Y104 $ 5 763 SH SOLE 763 HIBBETT SPORTING GOODS INC COM 428565105 $ 177 6,640 SH SOLE 6,640 HIBERNIA CORP CL A 428656102 $ 430 14,559 SH SOLE 14,559 HICKORY TECH CORP COM 429060106 $ 25 2,337 SH SOLE 2,337 HIGH INCOME OPPORTUNITY FD I COM 42967Q105 $ 1,767 262,943 SH SOLE 262,943 HIGH YIELD PLUS FD INC COM 429906100 $ 1 215 SH SOLE 215 HIGHLAND HOSPITALITY CORP COM 430141101 $ 347 30,907 SH SOLE 30,907 HIGHVELD STL & VANADIUM LTD ADR 431232206 $ 21 2,529 SH SOLE 2,529 HIGHWAY HLDGS LTD ORD G4481U106 $ 6 1,457 SH SOLE 1,457 HIGHWOODS PPTYS INC COM 431284108 $ 3,810 137,540 SH SOLE 137,540 HILB ROGAL & HOBBS CO COM 431294107 $ 2,480 68,446 SH C SOLE 68,446 HILFIGER TOMMY CORP ORD G8915Z102 $ 1,794 159,030 SH SOLE 159,030 HILFIGER TOMMY CORP ORD G8915Z102 $ 1,743 154,500 SH C SOLE 154,500 HILFIGER TOMMY CORP ORD G8915Z102 $ 226 20,000 SH P SOLE 20,000 HILTON HOTELS CORP COM 432848109 $ 16,793 738,470 SH SOLE 738,470 HILTON HOTELS CORP COM 432848109 $ 4,409 193,900 SH P SOLE 193,900 HILTON HOTELS CORP COM 432848109 $ 1,389 61,100 SH C SOLE 61,100 HIRSCH INTL CORP CL A 433550100 $ 3 2,389 SH SOLE 2,389 HI-TECH PHARMACAL INC COM 42840B101 $ 561 30,403 SH SOLE 30,403 HNI CORP COM 404251100 $ 2,760 64,107 SH SOLE 64,107 HOLLINGER INTL INC CL A 435569108 $ 53,800 3,431,102 SH SOLE 3,431,102 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 $ 165 17,474 SH SOLE 17,474 HOLLY CORP COM PAR $0.01 435758305 $ 60 2,145 SH SOLE 2,145 HOLLYWOOD ENTMT CORP COM 436141105 $ 24 1,863 SH SOLE 1,863 HOLOGIC INC COM 436440101 $ 127 4,628 SH SOLE 4,628 HOME CITY FINL CORP COM 43706C100 $ 29 1,853 SH SOLE 1,853 HOME DEPOT INC COM 437076102 $ 68,014 1,591,335 SH C SOLE 1,591,335 HOME DEPOT INC COM 437076102 $ 32,026 749,315 SH SOLE 749,315 HOME DEPOT INC COM 437076102 $ 7,014 164,100 SH P SOLE 164,100 HOME FEDERAL BANCORP INC COM 43709A101 $ 28 2,212 SH SOLE 2,212 HOME FINL BANCORP COM 43708T101 $ 11 2,071 SH SOLE 2,071 HOME LN FINL CORP COM 437183106 $ 63 3,173 SH SOLE 3,173 HOME PRODS INTL INC COM 437305105 $ 7 3,045 SH SOLE 3,045 HOME PROPERTIES INC COM 437306103 $ 20,522 477,257 SH SOLE 477,257

HOMEBANC CORP GA COM 43738R109 $ 35 3,606 SH SOLE 3,606 HOMESTORE INC COM 437852106 $ 40 13,228 SH SOLE 13,228 HONEYWELL INTL INC COM 438516106 $ 48,246 1,362,510 SH SOLE 1,362,510 HONEYWELL INTL INC COM 438516106 $ 28,895 816,000 SH P SOLE 816,000 HONEYWELL INTL INC COM 438516106 $ 13,178 372,148 SH C SOLE 372,148 HOOKER FURNITURE CORP COM 439038100 $ 366 16,115 SH SOLE 16,115 HOOPER HOLMES INC COM 439104100 $ 98 16,615 SH SOLE 16,615 HOPFED BANCORP INC COM 439734104 $ 42 2,449 SH SOLE 2,449 HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG9 $ 41,325 87,000,000 PRN SOLE 87,000,000 HORACE MANN EDUCATORS CORP N COM 440327104 $ 1 48 SH SOLE 48 HORIZON BANCORP IND COM 440407104 $ 31 1,165 SH SOLE 1,165 HORIZON FINL CORP WASH COM 44041F105 $ 157 7,644 SH SOLE 7,644 HORIZON HEALTH CORP COM 44041Y104 $ 53 1,911 SH SOLE 1,911 HORMEL FOODS CORP COM 440452100 $ 4,122 131,469 SH SOLE 131,469 HORNBECK OFFSHORE SVCS INC N COM 440543106 $ 110 5,680 SH SOLE 5,680 HOSPIRA INC COM 441060100 $ 7,896 235,713 SH SOLE 235,713 HOST AMER CORP COM 44106W100 $ 16 3,739 SH SOLE 3,739 HOST AMER CORP *W EXP 07/21/200 44106W118 $ 1 1,552 SH SOLE 1,552 HOST MARRIOTT CORP NEW COM 44107P104 $ 18 1,024 SH SOLE 1,024 HOT TOPIC INC COM 441339108 $ 573 33,337 SH SOLE 33,337 HOUSEVALUES INC COM 44183Y102 $ 73 4,864 SH SOLE 4,864 HOUSTON EXPL CO COM 442120101 $ 4,885 86,753 SH SOLE 86,753 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 1,674 33,800 SH C SOLE 33,800 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 1,238 25,000 SH P SOLE 25,000 HOVNANIAN ENTERPRISES INC CL A 442487203 $ 1,061 21,435 SH SOLE 21,435 HUB GROUP INC CL A 443320106 $ 204 3,916 SH SOLE 3,916 HUB INTERNATIONAL LTD COM 44332P101 $ 421 22,857 SH SOLE 22,857 HUBBELL INC CL B 443510201 $ 3,599 68,823 SH SOLE 68,823 HUDSON CITY BANCORP COM 443683107 $ 954 25,909 SH SOLE 25,909 HUDSON HIGHLAND GROUP INC COM 443792106 $ 3,766 130,775 SH SOLE 130,775 HUDSON RIV BANCORP INC COM 444128102 $ 89 4,498 SH SOLE 4,498 HUDSON TECHNOLOGIES INC COM 444144109 $ 3 2,806 SH SOLE 2,806 HUDSON UNITED BANCORP COM 444165104 $ 1,870 47,491 SH SOLE 47,491 HUGHES SUPPLY INC COM 444482103 $ 3,909 120,835 SH SOLE 120,835 HUGHES SUPPLY INC COM 444482103 $ 3,315 102,460 SH C SOLE 102,460 HUGOTON RTY TR TEX UNIT BEN INT 444717102 $ 522 19,937 SH SOLE 19,937 HUMAN GENOME SCIENCES INC COM 444903108 $ 977 81,299 SH SOLE 81,299 HUMAN GENOME SCIENCES INC COM 444903108 $ 446 37,100 SH P SOLE 37,100 HUMAN GENOME SCIENCES INC COM 444903108 $ 214 17,800 SH C SOLE 17,800 HUMANA INC COM 444859102 $ 8,040 270,814 SH SOLE 270,814 HUMANA INC COM 444859102 $ 5,754 193,800 SH P SOLE 193,800 HUMANA INC COM 444859102 $ 1,354 45,600 SH C SOLE 45,600 HUNT J B TRANS SVCS INC COM 445658107 $ 1,661 37,034 SH SOLE 37,034 HUNTINGTON BANCSHARES INC COM 446150104 $ 4,766 192,645 SH SOLE 192,645 HURCO COMPANIES INC COM 447324104 $ 325 19,700 SH SOLE 19,700 HURON CONSULTING GROUP INC COM 447462102 $ 29 1,293 SH SOLE 1,293

HUTCHINSON TECHNOLOGY INC COM 448407106 $ 58 1,664 SH SOLE 1,664 HYBRIDON INC COM NEW 44860M801 $ 0 753 SH SOLE 753 HYDRIL COM 448774109 $ 229 5,021 SH SOLE 5,021 HYDROGENICS CORP COM 448882100 $ 76 15,600 SH SOLE 15,600 HYPERCOM CORP COM 44913M105 $ 573 96,742 SH SOLE 96,742 HYPERION 2005 INVT GRADE OPP COM 448918102 $ 13 1,295 SH SOLE 1,295 HYPERION SOLUTIONS CORP COM 44914M104 $ 556 11,935 SH SOLE 11,935 HYPERION STRATEGIC MTG INC F COM 44915C105 $ 2 130 SH SOLE 130 HYPERION TOTAL RETURN & INCO COM 449145101 $ 15 1,486 SH SOLE 1,486 I D SYSTEMS INC COM 449489103 $ 218 11,667 SH SOLE 11,667 IA GLOBAL INC COM 4.49E+108 $ 1 1,309 SH SOLE 1,309 IAC INTERACTIVECORP COM 44919P102 $ 179,578 6,501,748 SH C SOLE 6,501,748 IAC INTERACTIVECORP COM 44919P102 $ 36,447 1,319,600 SH P SOLE 1,319,600 IAC INTERACTIVECORP COM 44919P102 $ 4,804 173,941 SH SOLE 173,941 IAMGOLD CORP COM 450913108 $ 209 31,435 SH SOLE 31,435 IBERIABANK CORP COM 450828108 $ 185 2,783 SH SOLE 2,783 IBIS TECHNOLOGY CORP COM 450909106 $ 0 88 SH SOLE 88 IBT BANCORP INC COM 44923F108 $ 67 1,399 SH SOLE 1,399 I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B104 $ 14 1,906 SH SOLE 1,906 ICORIA INC COM 451045108 $ 8 11,756 SH SOLE 11,756 ICOS CORP COM 449295104 $ 2,299 81,300 SH P SOLE 81,300 ICOS CORP COM 449295104 $ 1,374 48,600 SH C SOLE 48,600 ICOS VISION SYS CORP N V ORD B49233107 $ 90 3,206 SH SOLE 3,206 ICT GROUP INC COM 44929Y101 $ 16 1,656 SH SOLE 1,656 ICTS INTERNATIONAL NV COM N43837108 $ 3 1,906 SH SOLE 1,906 ICU MED INC COM 44930G107 $ 94 3,430 SH SOLE 3,430 ID BIOMEDICAL CORP COM 44936D108 $ 231 15,471 SH SOLE 15,471 IDACORP INC COM 451107106 $ 481 15,723 SH SOLE 15,723 IDENTIX INC COM 451906101 $ 242 32,732 SH SOLE 32,732 IDEX CORP COM 45167R104 $ 444 10,972 SH SOLE 10,972 IDEXX LABS INC COM 45168D104 $ 8,189 150,000 SH C SOLE 150,000 IDEXX LABS INC COM 45168D104 $ 773 14,157 SH SOLE 14,157 IDT CORP COM 448947101 $ 5,017 341,754 SH SOLE 341,754 IDT CORP CL B 448947309 $ 21 1,368 SH SOLE 1,368 IDX SYS CORP COM 449491109 $ 71 2,064 SH SOLE 2,064 I-FLOW CORP COM NEW 449520303 $ 183 10,036 SH SOLE 10,036 IGATE CORP COM 45169U105 $ 52 12,791 SH SOLE 12,791 IGI INC COM 449575109 $ 3 2,321 SH SOLE 2,321 IHOP CORP COM 449623107 $ 241 5,764 SH SOLE 5,764 II VI INC COM 902104108 $ 223 5,245 SH SOLE 5,245 IKONICS CORP COM 45172K102 $ 20 2,758 SH SOLE 2,758 ILLINOIS TOOL WKS INC COM 452308109 $ 55,087 594,382 SH SOLE 594,382 ILLINOIS TOOL WKS INC COM 452308109 $ 843 9,100 SH C SOLE 9,100 ILLINOIS TOOL WKS INC COM 452308109 $ 37 400 SH P SOLE 400 ILLUMINA INC COM 452327109 $ 278 29,288 SH SOLE 29,288 ILOG S A SPONSORED ADR 452360100 $ 25 2,060 SH SOLE 2,060

IMAGE SENSING SYS INC COM 45244C104 $ 16 965 SH SOLE 965 IMAGEWARE SYS INC COM 45245S108 $ 0 95 SH SOLE 95 IMAGISTICS INTERNATIONAL INC COM 45247T104 $ 1,142 33,924 SH SOLE 33,924 I-MANY INC COM 44973Q103 $ 3 2,007 SH SOLE 2,007 IMATION CORP COM 45245A107 $ 1,761 55,318 SH SOLE 55,318 IMAX CORP COM 4.52E+113 $ 286 34,671 SH SOLE 34,671 IMCLONE SYS INC COM 45245W109 $ 12,999 282,100 SH C SOLE 282,100 IMCLONE SYS INC COM 45245W109 $ 3,189 69,200 SH P SOLE 69,200 IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF6 $ 140 152,000 PRN SOLE 152,000 IMMUCOR INC COM 452526106 $ 254 10,799 SH SOLE 10,799 IMMUNE RESPONSE CORP DEL COM NEW 45252T205 $ 1 331 SH SOLE 331 IMMUNICON CORP DEL COM 45260A107 $ 24 3,389 SH SOLE 3,389 IMMUNOGEN INC COM 45253H101 $ 255 28,814 SH SOLE 28,814 IMMUNOMEDICS INC COM 452907108 $ 165 54,280 SH SOLE 54,280 IMPAC MED SYS INC COM 45255A104 $ 186 9,076 SH SOLE 9,076 IMPAC MTG HLDGS INC COM 45254P102 $ 1,456 64,204 SH SOLE 64,204 IMPAC MTG HLDGS INC COM 45254P102 $ 385 17,000 SH P SOLE 17,000 IMPAC MTG HLDGS INC COM 45254P102 $ 113 5,000 SH C SOLE 5,000 IMPAX LABORATORIES INC COM 45256B101 $ 1 78 SH SOLE 78 IMPCO TECHNOLOGIES INC COM 45255W106 $ 3 376 SH SOLE 376 IMPERIAL OIL LTD COM NEW 453038408 $ 51 863 SH SOLE 863 IMPERIAL SUGAR CO NEW COM NEW 453096208 $ 65 3,400 SH SOLE 3,400 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 $ 51 921 SH SOLE 921 IMPRESO INC COM 45320V109 $ 11 4,428 SH SOLE 4,428 IMS HEALTH INC COM 449934108 $ 14,455 622,790 SH SOLE 622,790 IMS HEALTH INC COM 449934108 $ 5,208 224,400 SH C SOLE 224,400 IMS HEALTH INC COM 449934108 $ 5,160 222,300 SH P SOLE 222,300 INAMED CORP COM 453235103 $ 708 11,200 SH C SOLE 11,200 INAMED CORP COM 453235103 $ 51 800 SH P SOLE 800 INCO LTD DBCV 1.000% 3/1 453258AT2 $ 3,793 2,901,000 PRN SOLE 2,901,000 INCO LTD COM 453258402 $ 3,248 88,300 SH C SOLE 88,300 INCO LTD COM 453258402 $ 416 11,300 SH P SOLE 11,300 INCO LTD NOTE 3/2 453258AM7 $ 120 120,000 PRN SOLE 120,000 INCO LTD COM 453258402 $ 7 177 SH SOLE 177 INCO LTD *W EXP 08/21/200 453258139 $ 4 280 SH SOLE 280 INCYTE CORP COM 45337C102 $ 19 1,869 SH SOLE 1,869 INDEPENDENCE CMNTY BK CORP COM 453414104 $ 1,175 27,605 SH SOLE 27,605 INDEPENDENCE FED SVGS BK COM 453432106 $ 21 1,923 SH SOLE 1,923 INDEPENDENCE HLDG CO NEW COM NEW 453440307 $ 75 4,053 SH SOLE 4,053 INDEPENDENT BANK CORP MASS COM 453836108 $ 186 5,502 SH SOLE 5,502 INDEVUS PHARMACEUTICALS INC COM 454072109 $ 440 73,825 SH SOLE 73,825 INDUSTRIAL DISTR GROUP INC COM 456061100 $ 11 1,372 SH SOLE 1,372 INDUSTRIAL SVCS AMER INC FLA COM 456314103 $ 172 21,868 SH SOLE 21,868 INDYMAC BANCORP INC COM 456607100 $ 3,081 89,448 SH SOLE 89,448 INERGY L P UNIT LTD PTNR 456615103 $ 65 2,257 SH SOLE 2,257 INFICON HLDG AG ADR 45663T109 $ 13 1,791 SH SOLE 1,791

INFINITY PPTY & CAS CORP COM 45665Q103 $ 32 909 SH SOLE 909 INFOCROSSING INC COM 45664X109 $ 65 3,832 SH SOLE 3,832 INFOCUS CORP COM 45665B106 $ 0 25 SH SOLE 25 INFONET SVCS CORP CL B 45666T106 $ 13 6,577 SH SOLE 6,577 INFORMATICA CORP COM 45666Q102 $ 49 6,049 SH SOLE 6,049 INFORTE CORP COM 45677R107 $ 15 1,929 SH SOLE 1,929 INFOSONICS CORP COM 456784107 $ 1 245 SH SOLE 245 INFOSPACE INC COM NEW 45678T201 $ 1 14 SH SOLE 14 INFOUSA INC NEW COM 456818301 $ 104 9,290 SH SOLE 9,290 INFOVISTA S A ADR 456817105 $ 14 2,092 SH SOLE 2,092 INFRASOURCE SVCS INC COM 45684P102 $ 14 1,101 SH SOLE 1,101 ING CLARION GLB RE EST INCM COM 44982G104 $ 2,890 190,000 SH SOLE 190,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 16,301 202,998 SH SOLE 202,998 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 1,205 15,000 SH C SOLE 15,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 297 3,700 SH P SOLE 3,700 INGLES MKTS INC CL A 457030104 $ 167 13,499 SH SOLE 13,499 INKINE PHARMACEUTICALS INC COM 457214104 $ 552 101,602 SH SOLE 101,602 INLAND REAL ESTATE CORP COM NEW 457461200 $ 1 64 SH SOLE 64 INNKEEPERS USA TR COM 4576J0104 $ 20 1,388 SH SOLE 1,388 INNODATA ISOGEN INC COM NEW 457642205 $ 9 933 SH SOLE 933 INNOTRAC CORP COM 45767M109 $ 13 1,574 SH SOLE 1,574 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 $ 339 10,160 SH SOLE 10,160 INNOVEX INC COM 457647105 $ 70 12,875 SH SOLE 12,875 INNOVO GROUP INC COM PAR $0.01 457954600 $ 15 5,811 SH SOLE 5,811 INNSUITES HOSPITALITY TR SH BEN INT 457919108 $ 2 1,248 SH SOLE 1,248 INPHONIC INC COM 45772G105 $ 60 2,167 SH SOLE 2,167 INPUT/OUTPUT INC COM 457652105 $ 1 99 SH SOLE 99 INSIGHT COMMUNICATIONS INC CL A 45768V108 $ 2,269 244,773 SH SOLE 244,773 INSIGHT ENTERPRISES INC COM 45765U103 $ 1,101 53,634 SH SOLE 53,634 INSIGHTFUL CORP COM 45770X100 $ 5 1,545 SH SOLE 1,545 INSITE VISION INC COM 457660108 $ 0 463 SH SOLE 463 INSITUFORM TECHNOLOGIES INC CL A 457667103 $ 201 8,868 SH SOLE 8,868 INSPIRE PHARMACEUTICALS INC COM 457733103 $ 5 290 SH SOLE 290 INSTEEL INDUSTRIES INC COM 45774W108 $ 48 2,658 SH SOLE 2,658 INSTINET GROUP INC COM 457750107 $ 603 99,992 SH SOLE 99,992 INSURANCE AUTO AUCTIONS INC COM 457875102 $ 182 8,102 SH SOLE 8,102 INTAC INTL COM 45811T100 $ 39 2,983 SH SOLE 2,983 INTEGRA BK CORP COM 45814P105 $ 38 1,662 SH SOLE 1,662 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 $ 231 6,250 SH SOLE 6,250 INTEGRAL SYS INC MD COM 45810H107 $ 156 7,999 SH SOLE 7,999 INTEGRATED ALARM SVCS GROUP COM 45890M109 $ 117 21,242 SH SOLE 21,242 INTEGRATED BIOPHARMA INC COM 45811V105 $ 6 838 SH SOLE 838 INTEGRATED CIRCUIT SYS INC COM 45811K208 $ 1,205 57,613 SH SOLE 57,613 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 3,943 341,088 SH SOLE 341,088 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 548 47,400 SH C SOLE 47,400 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $ 526 45,500 SH P SOLE 45,500

INTEGRATED ELECTRICAL SVC COM 4.58E+107 $ 0 57 SH SOLE 57 INTEGRATED SILICON SOLUTION COM 45812P107 $ 0 23 SH SOLE 23 INTEGRITY FINL CORP COM 45820M104 $ 33 2,088 SH SOLE 2,088 INTEL CORP COM 458140100 $ 263,402 11,261,295 SH SOLE 11,261,295 INTEL CORP COM 458140100 $ 112,786 4,821,988 SH C SOLE 4,821,988 INTEL CORP COM 458140100 $ 105,116 4,494,069 SH P SOLE 4,494,069 INTELLIGENT SYS CORP NEW COM 45816D100 $ 2 1,066 SH SOLE 1,066 INTELLISYNC CORP COM 458176104 $ 1 258 SH SOLE 258 INTER TEL INC COM 458372109 $ 501 18,313 SH SOLE 18,313 INTERACTIVE BRAND DEV INC COM 458404100 $ 0 1 SH SOLE 1 INTERACTIVE DATA CORP COM 45840J107 $ 1,341 61,706 SH SOLE 61,706 INTERACTIVE INTELLIGENCE INC COM 45839M103 $ 2 360 SH SOLE 360 INTERCHANGE CORP COM 45845K109 $ 6 342 SH SOLE 342 INTERCHANGE FINL SVCS S B N COM 458447109 $ 50 1,908 SH SOLE 1,908 INTERDIGITAL COMMUNICATIONS COM 45866A105 $ 3,233 146,300 SH P SOLE 146,300 INTERDIGITAL COMMUNICATIONS COM 45866A105 $ 2,367 107,104 SH SOLE 107,104 INTERDIGITAL COMMUNICATIONS COM 45866A105 $ 674 30,500 SH C SOLE 30,500 INTERFACE INC CL A 458665106 $ 162 16,222 SH SOLE 16,222 INTERGRAPH CORP COM 458683109 $ 13,465 500,000 SH SOLE 500,000 INTERGROUP CORP COM 458685104 $ 37 2,662 SH SOLE 2,662 INTERLAND INC COM NEW 458727203 $ 153 46,801 SH SOLE 46,801 INTERMAGNETICS GEN CORP COM 458771102 $ 183 7,196 SH SOLE 7,196 INTERMEDIATE MUNI FD INC COM 45880P104 $ 9 941 SH SOLE 941 INTERMIX MEDIA INC COM 45881X106 $ 8 1,461 SH SOLE 1,461 INTERMUNE INC COM 45884X103 $ 778 58,700 SH C SOLE 58,700 INTERMUNE INC COM 45884X103 $ 399 30,056 SH SOLE 30,056 INTERMUNE INC COM 45884X103 $ 105 7,900 SH P SOLE 7,900 INTERNAP NETWORK SVCS CORP COM 45885A102 $ 30 32,286 SH SOLE 32,286 INTERNATIONAL ABSORBENTS INC COM NO PAR 4.59E+207 $ 4 785 SH SOLE 785 INTERNATIONAL ALUM CORP COM 458884103 $ 42 1,243 SH SOLE 1,243 INTERNATIONAL BANCSHARES COR COM 459044103 $ 56 1,430 SH SOLE 1,430 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 205,546 2,085,068 SH SOLE 2,085,068 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 93,671 950,204 SH C SOLE 950,204 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 65,929 668,790 SH P SOLE 668,790 INTERNATIONAL ELECTRONICS IN COM PAR $0.01 459436507 $ 5 1,228 SH SOLE 1,228 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 $ 4,151 96,898 SH SOLE 96,898 INTERNATIONAL GAME TECHNOLOG COM 459902102 $ 20,530 597,161 SH SOLE 597,161 INTERNATIONAL GAME TECHNOLOG COM 459902102 $ 5,611 163,200 SH C SOLE 163,200 INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 $ 4,033 5,281,000 PRN SOLE 5,281,000 INTERNATIONAL GAME TECHNOLOG COM 459902102 $ 3,208 93,300 SH P SOLE 93,300 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 1,970 44,200 SH P SOLE 44,200 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 1,564 35,100 SH C SOLE 35,100 INTERNATIONAL RECTIFIER CORP COM 460254105 $ 360 8,070 SH SOLE 8,070 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $ 6,600 125,000 SH C SOLE 125,000 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $ 1,182 22,392 SH SOLE 22,392 INTERNATIONAL STL GROUP INC COM 460377104 $ 6,084 150,000 SH C SOLE 150,000

INTERNET CAP GROUP INC COM NEW 46059C205 $ 357 39,682 SH SOLE 39,682 INTERNET GOLD-GOLDEN LINES L ORD M56595107 $ 8 1,455 SH SOLE 1,455 INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V104 $ 0 35 SH SOLE 35 INTERNET SEC SYS INC COM 46060X107 $ 429 18,460 SH SOLE 18,460 INTERNET SEC SYS INC COM 46060X107 $ 298 12,800 SH C SOLE 12,800 INTERNET SEC SYS INC COM 46060X107 $ 258 11,100 SH P SOLE 11,100 INTEROIL CORP COM 460951106 $ 1 31 SH SOLE 31 INTERPHASE CORP COM 460593106 $ 25 2,994 SH SOLE 2,994 INTERPUBLIC GROUP COS INC COM 460690100 $ 9,174 684,592 SH SOLE 684,592 INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT7 $ 1,696 1,295,000 PRN SOLE 1,295,000 INTERPUBLIC GROUP COS INC PFD CONV SER A 460690308 $ 1,397 28,500 SH SOLE 28,500 INTERPUBLIC GROUP COS INC COM 460690100 $ 757 56,500 SH P SOLE 56,500 INTERPUBLIC GROUP COS INC COM 460690100 $ 297 22,200 SH C SOLE 22,200 INTERSECTIONS INC COM 460981301 $ 14 785 SH SOLE 785 INTERSIL CORP CL A 46069S109 $ 672 40,200 SH P SOLE 40,200 INTERSIL CORP CL A 46069S109 $ 621 37,138 SH SOLE 37,138 INTERSIL CORP CL A 46069S109 $ 207 12,400 SH C SOLE 12,400 INTERSTATE GEN L P UN LTD PRT NEW 460885205 $ 1 311 SH SOLE 311 INTERSTATE HOTELS & RESRTS I COM 46088S106 $ 0 69 SH SOLE 69 INTERTAPE POLYMER GROUP INC COM 460919103 $ 225 24,725 SH SOLE 24,725 INTERVEST BANCSHARES CORP CL A 460927106 $ 39 2,000 SH SOLE 2,000 INTERVIDEO INC COM 46114Y101 $ 104 7,887 SH SOLE 7,887 INTERVOICE INC NEW COM 461142101 $ 413 30,939 SH SOLE 30,939 INTERWOVEN INC COM NEW 46114T508 $ 59 5,420 SH SOLE 5,420 INTEST CORP COM 461147100 $ 12 2,735 SH SOLE 2,735 INTEVAC INC COM 461148108 $ 159 21,087 SH SOLE 21,087 INTIER AUTOMOTIVE INC CL A 46115N104 $ 204 6,453 SH SOLE 6,453 INTL PAPER CO COM 460146103 $ 29,084 692,475 SH SOLE 692,475 INTL PAPER CO DBCV 6/2 460146BM4 $ 5,928 10,730,000 PRN SOLE 10,730,000 INTL PAPER CO COM 460146103 $ 5,686 135,369 SH P SOLE 135,369 INTL PAPER CO COM 460146103 $ 4,128 98,291 SH C SOLE 98,291 INTRABIOTICS PHARMACEUTICALS COM NEW 46116T506 $ 1,051 257,513 SH SOLE 257,513 INTRADO INC COM 46117A100 $ 512 42,310 SH SOLE 42,310 INTRALASE CORP COM 461169104 $ 23 972 SH SOLE 972 INTRAWEST CORPORATION COM NEW 460915200 $ 161 7,000 SH SOLE 7,000 INTROGEN THERAPEUTICS INC COM 46119F107 $ 99 11,755 SH SOLE 11,755 INTRUSION INC COM NEW 4.61E+209 $ 5 1,611 SH SOLE 1,611 INTUIT COM 461202103 $ 27,678 628,898 SH C SOLE 628,898 INTUIT COM 461202103 $ 13,670 310,600 SH P SOLE 310,600 INTUIT COM 461202103 $ 3,024 68,710 SH SOLE 68,710 INVACARE CORP COM 461203101 $ 313 6,767 SH SOLE 6,767 INVERNESS MED INNOVATIONS IN COM 46126P106 $ 11,368 452,894 SH SOLE 452,894 INVESTMENT GRADE MUN INCOME COM 461368102 $ 14 1,052 SH SOLE 1,052 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 $ 187 9,360 SH SOLE 9,360 INVESTORS CAP HLDGS LTD COM 46147M108 $ 1 126 SH SOLE 126 INVESTORS FINL SERVICES CORP COM 461915100 $ 2,639 52,800 SH SOLE 52,800

INVESTORS REAL ESTATE TR SH BEN INT 461730103 $ 45 4,300 SH SOLE 4,300 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 $ 18,724 15,669,000 PRN SOLE 15,669,000 INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 $ 14,756 14,849,000 PRN SOLE 14,849,000 INVITROGEN CORP COM 46185R100 $ 9,452 140,800 SH P SOLE 140,800 INVITROGEN CORP COM 46185R100 $ 4,880 72,700 SH C SOLE 72,700 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 $ 1,153 1,230,000 PRN SOLE 1,230,000 INVITROGEN CORP COM 46185R100 $ 75 1,115 SH SOLE 1,115 IOMED INC COM 462028101 $ 1 301 SH SOLE 301 IOMEGA CORP COM NEW 462030305 $ 179 32,264 SH SOLE 32,264 IONICS INC COM 462218108 $ 44 1,004 SH SOLE 1,004 IOWA TELECOMM SERVICES INC COM 462594201 $ 42 1,950 SH SOLE 1,950 IPAYMENT INC COM 4.63E+109 $ 459 9,264 SH SOLE 9,264 IPC HLDGS LTD ORD G4933P101 $ 1,356 31,167 SH SOLE 31,167 IPIX CORP COM 44982L103 $ 296 51,024 SH SOLE 51,024 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 $ 32 2,840 SH SOLE 2,840 IRVINE SENSORS CORP COM NEW 463664508 $ 17 6,339 SH SOLE 6,339 IRWIN FINL CORP COM 464119106 $ 1,807 63,659 SH SOLE 63,659 ISCO INTL INC COM 46426P103 $ 2 6,691 SH SOLE 6,691 I-SECTOR CORP COM 45031W107 $ 4 458 SH SOLE 458 ISHARES INC MSCI STH AFRCA 464286780 $ 386 4,850 SH SOLE 4,850 ISHARES INC MSCI ITALY 464286855 $ 4 143 SH SOLE 143 ISHARES INC MSCI HONG KONG 464286871 $ 1 121 SH SOLE 121 ISHARES TR RUSSELL 2000 464287655 $ 12,950 100,000 SH P SOLE 100,000 ISHARES TR RUSL 2000 VALU 464287630 $ 256 1,327 SH SOLE 1,327 ISHARES TR DJ US FINL SVC 464287770 $ 158 1,395 SH SOLE 1,395 ISHARES TR GLDM SCHS NETW 464287531 $ 63 2,066 SH SOLE 2,066 ISHARES TR DJ US CON CYCL 464287580 $ 53 871 SH SOLE 871 ISHARES TR DJ US ENERGY 464287796 $ 36 558 SH SOLE 558 ISHARES TR S&P SMLCP VALU 464287879 $ 34 279 SH SOLE 279 ISHARES TR RUSSELL 2000 464287655 $ 26 200 SH C SOLE 200 ISHARES TR NYSE 100INX FD 464287135 $ 21 331 SH SOLE 331 ISHARES TR DJ CON NON CYCL 464287812 $ 16 300 SH SOLE 300 ISHARES TR RUSSELL 2000 464287655 $ 3 21 SH SOLE 21 ISHARES TR DJ US REAL EST 464287739 $ 2 20 SH SOLE 20 ISIS PHARMACEUTICALS INC COM 464330109 $ 3,686 624,791 SH C SOLE 624,791 ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC8 $ 828 1,000,000 PRN SOLE 1,000,000 ISLE OF CAPRI CASINOS INC COM 464592104 $ 19 735 SH SOLE 735 ISOLAGEN INC COM 46488N103 $ 77 9,733 SH SOLE 9,733 ISONICS CORP COM 464895101 $ 1 137 SH SOLE 137 ISPAT INTL N V NY REG SH CL A 464899103 $ 0 389 SH SOLE 389 ISTA PHARMACEUTICALS INC COM NEW 45031X204 $ 107 10,576 SH SOLE 10,576 ISTAR FINL INC COM 45031U101 $ 61,878 1,367,178 SH SOLE 1,367,178 ITC DELTACOM INC COM NEW 45031T401 $ 2 1,214 SH SOLE 1,214 ITLA CAP CORP COM 450565106 $ 485 8,245 SH SOLE 8,245 ITRON INC COM 465741106 $ 116 4,832 SH SOLE 4,832 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 1,365 28,700 SH C SOLE 28,700

ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 119 2,500 SH P SOLE 2,500 ITT INDS INC IND COM 450911102 $ 15,659 185,420 SH SOLE 185,420 IVANHOE MINES LTD COM 46579N103 $ 131 18,190 SH SOLE 18,190 IVAX CORP NOTE 1.500% 3/0 465823AJ1 $ 9,302 9,614,000 PRN SOLE 9,614,000 IVAX CORP COM 465823102 $ 4,032 254,875 SH P SOLE 254,875 IVAX CORP COM 465823102 $ 2,234 141,225 SH C SOLE 141,225 IVAX CORP NOTE 4.500% 5/1 465823AG7 $ 858 858,000 PRN SOLE 858,000 IVAX DIAGNOSTICS INC COM 45070W109 $ 23 5,247 SH SOLE 5,247 IVILLAGE INC COM 46588H105 $ 183 29,576 SH SOLE 29,576 IXIA COM 45071R109 $ 228 13,586 SH SOLE 13,586 J & J SNACK FOODS CORP COM 466032109 $ 213 4,339 SH SOLE 4,339 J JILL GROUP INC COM 466189107 $ 852 57,222 SH SOLE 57,222 J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 $ 1,601 46,400 SH C SOLE 46,400 J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 $ 194 5,628 SH SOLE 5,628 J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 $ 104 3,000 SH P SOLE 3,000 JABIL CIRCUIT INC COM 466313103 $ 11,386 445,114 SH SOLE 445,114 JABIL CIRCUIT INC COM 466313103 $ 1,816 71,000 SH C SOLE 71,000 JABIL CIRCUIT INC COM 466313103 $ 553 21,600 SH P SOLE 21,600 JACADA LTD ORD M6184R101 $ 11 4,507 SH SOLE 4,507 JACK IN THE BOX INC COM 466367109 $ 349 9,476 SH SOLE 9,476 JACKSON HEWITT TAX SVCS INC COM 468202106 $ 118 4,684 SH SOLE 4,684 JACKSONVILLE BANCORP INC FLA COM 469249106 $ 38 1,451 SH SOLE 1,451 JACKSONVILLE BANCORP INC ILL COM 46924P100 $ 5 335 SH SOLE 335 JACO ELECTRS INC COM 469783104 $ 21 5,294 SH SOLE 5,294 JACUZZI BRANDS INC COM 469865109 $ 144 16,544 SH SOLE 16,544 JAKKS PAC INC COM 4.70E+110 $ 154 6,962 SH SOLE 6,962 JAMDAT MOBILE INC COM 47023T100 $ 13 626 SH SOLE 626 JANUS CAP GROUP INC COM 47102X105 $ 16,987 1,010,500 SH C SOLE 1,010,500 JANUS CAP GROUP INC COM 47102X105 $ 15,268 908,249 SH SOLE 908,249 JANUS CAP GROUP INC COM 47102X105 $ 34 2,000 SH P SOLE 2,000 JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 $ 22 1,777 SH SOLE 1,777 JARDEN CORP COM 471109108 $ 7,819 180,000 SH C SOLE 180,000 JARDEN CORP COM 471109108 $ 1,554 35,764 SH SOLE 35,764 JDA SOFTWARE GROUP INC COM 46612K108 $ 86 6,309 SH SOLE 6,309 JDS UNIPHASE CORP COM 46612J101 $ 9,283 2,928,295 SH SOLE 2,928,295 JDS UNIPHASE CORP COM 46612J101 $ 3,229 1,018,500 SH P SOLE 1,018,500 JDS UNIPHASE CORP COM 46612J101 $ 8 2,500 SH C SOLE 2,500 JEFFERIES GROUP INC NEW COM 472319102 $ 34 850 SH SOLE 850 JEFFERSON BANCSHARES INC TEN COM 472375104 $ 26 1,963 SH SOLE 1,963 JEFFERSON PILOT CORP COM 475070108 $ 10,169 195,700 SH SOLE 195,700 JENNIFER CONVS INC COM 476153101 $ 0 100 SH SOLE 100 JETBLUE AWYS CORP COM 477143101 $ 6,763 291,250 SH C SOLE 291,250 JETBLUE AWYS CORP COM 477143101 $ 4,498 193,700 SH P SOLE 193,700 JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB7 $ 4,275 4,500,000 PRN SOLE 4,500,000 JETBLUE AWYS CORP COM 477143101 $ 1,040 44,787 SH SOLE 44,787 JEWETT CAMERON TRADING LTD COM NEW 47733C207 $ 4 475 SH SOLE 475

JLG INDS INC COM 466210101 $ 207 10,522 SH SOLE 10,522 JLM COUTURE INC COM 4.66E+105 $ 11 3,262 SH SOLE 3,262 JO-ANN STORES INC COM 47758P307 $ 164 5,948 SH SOLE 5,948 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 $ 4,419 409,500 SH SOLE 409,500 JOHNSON & JOHNSON COM 478160104 $ 264,465 4,170,050 SH SOLE 4,170,050 JOHNSON & JOHNSON COM 478160104 $ 103,268 1,628,327 SH C SOLE 1,628,327 JOHNSON & JOHNSON COM 478160104 $ 14,587 230,012 SH P SOLE 230,012 JOHNSON CTLS INC COM 478366107 $ 8,969 141,370 SH SOLE 141,370 JOHNSON OUTDOORS INC CL A 479167108 $ 52 2,592 SH SOLE 2,592 JONES APPAREL GROUP INC COM 480074103 $ 6,477 177,106 SH SOLE 177,106 JONES LANG LASALLE INC COM 48020Q107 $ 1,615 43,180 SH SOLE 43,180 JOS A BANK CLOTHIERS INC COM 480838101 $ 85 3,011 SH SOLE 3,011 JOURNAL COMMUNICATIONS INC CL A 481130102 $ 328 18,161 SH SOLE 18,161 JOURNAL REGISTER CO COM 481138105 $ 746 38,618 SH SOLE 38,618 JOY GLOBAL INC COM 481165108 $ 748 17,230 SH SOLE 17,230 JPMORGAN & CHASE & CO COM 46625H100 $ 182,514 4,678,658 SH SOLE 4,678,658 JPMORGAN & CHASE & CO COM 46625H100 $ 73,453 1,882,937 SH P SOLE 1,882,937 JPMORGAN & CHASE & CO COM 46625H100 $ 52,195 1,337,981 SH C SOLE 1,337,981 JUNIPER NETWORKS INC COM 48203R104 $ 13,625 501,099 SH C SOLE 501,099 JUNIPER NETWORKS INC COM 48203R104 $ 5,985 220,100 SH P SOLE 220,100 JUNIPER NETWORKS INC COM 48203R104 $ 5,527 203,267 SH SOLE 203,267 JUNO LTG INC COM NEW 482047206 $ 177 4,213 SH SOLE 4,213 JUPITERMEDIA CORP COM 48207D101 $ 304 12,802 SH SOLE 12,802 K FED BANCORP COM 48246S101 $ 143 9,568 SH SOLE 9,568 K SEA TRANSN PARTNERS LP COM 48268Y101 $ 1,142 32,700 SH SOLE 32,700 K2 INC COM 482732104 $ 9,131 575,000 SH C SOLE 575,000 K2 INC COM 482732104 $ 600 37,803 SH SOLE 37,803 KADANT INC COM 48282T104 $ 184 8,975 SH SOLE 8,975 KAMAN CORP CL A 483548103 $ 332 26,240 SH SOLE 26,240 KANA SOFTWARE INC COM NEW 483600300 $ 8 4,257 SH SOLE 4,257 KANBAY INTL INC COM 48369P207 $ 3 85 SH SOLE 85 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 $ 11 184 SH SOLE 184 KANEB SERVICES LLC COM 484173109 $ 20,134 466,171 SH SOLE 466,171 KANSAS CITY LIFE INS CO COM 484836101 $ 118 2,479 SH SOLE 2,479 KANSAS CITY SOUTHERN COM NEW 485170302 $ 12,975 731,791 SH SOLE 731,791 KATY INDS INC COM 486026107 $ 4 689 SH SOLE 689 KAYDON CORP COM 486587108 $ 18 550 SH SOLE 550 KB HOME COM 48666K109 $ 42,741 409,400 SH P SOLE 409,400 KB HOME COM 48666K109 $ 26,647 255,244 SH SOLE 255,244 KB HOME COM 48666K109 $ 14,261 136,600 SH C SOLE 136,600 KCS ENERGY INC COM 482434206 $ 1,492 100,972 SH SOLE 100,972 KEANE INC COM 486665102 $ 893 60,748 SH SOLE 60,748 KEITH COMPANIES INC COM 487539108 $ 36 2,096 SH SOLE 2,096 KEITHLEY INSTRS INC COM 487584104 $ 586 29,770 SH SOLE 29,770 KELLOGG CO COM 487836108 $ 25,207 564,429 SH SOLE 564,429 KELLY SVCS INC CL B 488152307 $ 3 99 SH SOLE 99

KEMET CORP COM 488360108 $ 372 41,563 SH SOLE 41,563 KENDLE INTERNATIONAL INC COM 48880L107 $ 24 2,734 SH SOLE 2,734 KENSEY NASH CORP COM 490057106 $ 26,450 766,000 SH C SOLE 766,000 KENSEY NASH CORP COM 490057106 $ 1 23 SH SOLE 23 KERR MCGEE CORP COM 492386107 $ 28,138 486,905 SH SOLE 486,905 KERR MCGEE CORP SDCV 5.250% 2/1 492386AP2 $ 22,507 22,039,000 PRN SOLE 22,039,000 KERR MCGEE CORP COM 492386107 $ 3,502 60,600 SH C SOLE 60,600 KERR MCGEE CORP COM 492386107 $ 1,260 21,800 SH P SOLE 21,800 KERYX BIOPHARMACEUTICALS INC COM 492515101 $ 656 56,699 SH SOLE 56,699 KERZNER INTERNATIONAL LTD SHS P6065Y107 $ 5 88 SH SOLE 88 KEWAUNEE SCIENTIFIC CORP COM 492854104 $ 25 2,780 SH SOLE 2,780 KEY ENERGY SVCS INC COM 492914106 $ 0 10 SH SOLE 10 KEY TECHNOLOGY INC COM 493143101 $ 13 1,317 SH SOLE 1,317 KEY TRONICS CORP COM 493144109 $ 4 1,220 SH SOLE 1,220 KEYCORP NEW COM 493267108 $ 21,086 622,020 SH SOLE 622,020 KEYCORP NEW COM 493267108 $ 268 7,900 SH P SOLE 7,900 KEYCORP NEW COM 493267108 $ 153 4,500 SH C SOLE 4,500 KEYNOTE SYS INC COM 493308100 $ 684 49,107 SH SOLE 49,107 KEYSPAN CORP COM 49337W100 $ 2,789 70,695 SH SOLE 70,695 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 $ 36 1,539 SH SOLE 1,539 KFORCE INC COM 493732101 $ 96 8,634 SH SOLE 8,634 KFX INC COM 48245L107 $ 3,823 263,313 SH SOLE 263,313 KILROY RLTY CORP COM 49427F108 $ 16 367 SH SOLE 367 KIMBALL INTL INC CL B 494274103 $ 127 8,581 SH SOLE 8,581 KIMBERLY CLARK CORP COM 494368103 $ 42,972 652,966 SH SOLE 652,966 KIMBERLY CLARK CORP COM 494368103 $ 1,856 28,200 SH P SOLE 28,200 KIMBERLY CLARK CORP COM 494368103 $ 112 1,700 SH C SOLE 1,700 KIMCO REALTY CORP COM 49446R109 $ 5,672 97,813 SH C SOLE 97,813 KIMCO REALTY CORP COM 49446R109 $ 1,017 17,546 SH SOLE 17,546 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $ 2,034 45,882 SH SOLE 45,882 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $ 2,021 45,600 SH C SOLE 45,600 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $ 1,498 33,800 SH P SOLE 33,800 KINDER MORGAN INC KANS COM 49455P101 $ 30,985 423,693 SH SOLE 423,693 KINDER MORGAN INC KANS COM 49455P101 $ 1,506 20,600 SH C SOLE 20,600 KINDER MORGAN INC KANS COM 49455P101 $ 73 1,000 SH P SOLE 1,000 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 $ 7,313 179,688 SH SOLE 179,688 KINDRED HEALTHCARE INC *W EXP 04/20/200 494580111 $ 76 2,448 SH SOLE 2,448 KINDRED HEALTHCARE INC COM 494580103 $ 55 1,851 SH SOLE 1,851 KINDRED HEALTHCARE INC *W EXP 04/20/200 494580129 $ 14 492 SH SOLE 492 KINETIC CONCEPTS INC COM NEW 49460W208 $ 14 187 SH SOLE 187 KING PHARMACEUTICALS INC COM 495582108 $ 5,281 425,880 SH SOLE 425,880 KING PHARMACEUTICALS INC COM 495582108 $ 5,077 409,400 SH C SOLE 409,400 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 $ 2,093 2,166,000 PRN SOLE 2,166,000 KING PHARMACEUTICALS INC COM 495582108 $ 334 26,900 SH P SOLE 26,900 KINGSWAY FINL SVCS INC COM 496904103 $ 20 1,276 SH SOLE 1,276 KINROSS GOLD CORP COM NO PAR 496902404 $ 698 99,190 SH SOLE 99,190

KINROSS GOLD CORP COM NO PAR 496902404 $ 106 15,000 SH P SOLE 15,000 KINROSS GOLD CORP COM NO PAR 496902404 $ 13 1,800 SH C SOLE 1,800 KINTERA INC COM 49720P506 $ 174 19,352 SH SOLE 19,352 KIRBY CORP COM 497266106 $ 284 6,399 SH SOLE 6,399 KIRKLANDS INC COM 497498105 $ 222 18,091 SH SOLE 18,091 KIRLIN HLDG CORP COM NEW 497629303 $ 5 1,897 SH SOLE 1,897 KITE RLTY GROUP TR COM 49803T102 $ 31 1,996 SH SOLE 1,996 KLA-TENCOR CORP COM 482480100 $ 28,623 614,500 SH C SOLE 614,500 KLA-TENCOR CORP COM 482480100 $ 14,049 301,600 SH P SOLE 301,600 KLA-TENCOR CORP COM 482480100 $ 3,473 74,565 SH SOLE 74,565 KMART HLDG CORPORATION COM 498780105 $ 99,781 1,008,400 SH C SOLE 1,008,400 KMART HLDG CORPORATION COM 498780105 $ 30,677 310,021 SH SOLE 310,021 KMART HLDG CORPORATION COM 498780105 $ 26,311 265,900 SH P SOLE 265,900 KNBT BANCORP INC COM 482921103 $ 380 22,475 SH SOLE 22,475 KNIGHT RIDDER INC COM 499040103 $ 7,874 117,630 SH SOLE 117,630 KNIGHT TRADING GROUP INC COM 499063105 $ 548 50,062 SH SOLE 50,062 KNIGHT TRADING GROUP INC COM 499063105 $ 93 8,500 SH C SOLE 8,500 KNIGHT TRADING GROUP INC COM 499063105 $ 80 7,300 SH P SOLE 7,300 KNIGHT TRANSN INC COM 499064103 $ 1,502 60,571 SH SOLE 60,571 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 $ 127 3,806 SH SOLE 3,806 KNOLOGY INC COM 499183804 $ 50 12,805 SH SOLE 12,805 KOHLS CORP COM 500255104 $ 19,386 394,268 SH SOLE 394,268 KOHLS CORP COM 500255104 $ 14,746 299,900 SH C SOLE 299,900 KOHLS CORP COM 500255104 $ 2,513 51,100 SH P SOLE 51,100 KOMAG INC NOTE 2.000% 2/0 500453AE5 $ 10,113 10,000,000 PRN SOLE 10,000,000 KOMAG INC COM NEW 500453204 $ 573 30,485 SH SOLE 30,485 KONAMI CORP SPONSORED ADR 50046R101 $ 29 1,247 SH SOLE 1,247 KONGZHONG CORP SPONSORED ADR 50047P104 $ 8 812 SH SOLE 812 KOPIN CORP COM 500600101 $ 59 15,171 SH SOLE 15,171 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 1,388 104,800 SH SOLE 104,800 KOREA EQUITY FD INC COM 50063B104 $ 3 462 SH SOLE 462 KORN FERRY INTL COM NEW 500643200 $ 3,528 170,000 SH C SOLE 170,000 KORN FERRY INTL COM NEW 500643200 $ 2,926 140,991 SH SOLE 140,991 KOS PHARMACEUTICALS INC COM 500648100 $ 1,317 35,000 SH C SOLE 35,000 KOS PHARMACEUTICALS INC COM 500648100 $ 1,002 26,619 SH SOLE 26,619 KOSAN BIOSCIENCES INC COM 50064W107 $ 77 11,128 SH SOLE 11,128 KOSS CORP COM 500692108 $ 32 1,687 SH SOLE 1,687 KRAFT FOODS INC CL A 50075N104 $ 6,908 194,000 SH P SOLE 194,000 KRAFT FOODS INC CL A 50075N104 $ 5,217 146,500 SH C SOLE 146,500 KRAFT FOODS INC CL A 50075N104 $ 2 61 SH SOLE 61 KRAMONT RLTY TR COM SH BEN INT 50075Q107 $ 91 3,873 SH SOLE 3,873 KRAMONT RLTY TR PFD CV B-1 BEN 50075Q206 $ 46 1,400 SH SOLE 1,400 KREISLER MFG CORP COM 500773106 $ 18 3,453 SH SOLE 3,453 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 1,995 158,300 SH C SOLE 158,300 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 1,870 148,400 SH P SOLE 148,400 KRISPY KREME DOUGHNUTS INC COM 501014104 $ 101 8,021 SH SOLE 8,021

KROGER CO COM 501044101 $ 20,189 1,151,026 SH SOLE 1,151,026 KROGER CO COM 501044101 $ 16,882 962,500 SH C SOLE 962,500 KROGER CO COM 501044101 $ 2,401 136,900 SH P SOLE 136,900 KRONOS INC COM 501052104 $ 7,312 143,000 SH C SOLE 143,000 KRONOS INC COM 501052104 $ 537 10,504 SH SOLE 10,504 KRONOS WORLDWIDE INC COM 50105F105 $ 32 787 SH SOLE 787 K-SWISS INC CL A 482686102 $ 464 15,938 SH SOLE 15,938 KULICKE & SOFFA INDS INC COM 501242101 $ 177 20,539 SH SOLE 20,539 KULICKE & SOFFA INDS INC COM 501242101 $ 82 9,500 SH C SOLE 9,500 KULICKE & SOFFA INDS INC COM 501242101 $ 73 8,500 SH P SOLE 8,500 KVH INDS INC COM 482738101 $ 146 14,943 SH SOLE 14,943 KYOCERA CORP ADR 501556203 $ 15 200 SH SOLE 200 KYPHON INC COM 501577100 $ 2,947 114,400 SH C SOLE 114,400 KYPHON INC COM 501577100 $ 235 9,131 SH SOLE 9,131 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $ 14,314 195,435 SH SOLE 195,435 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $ 5,251 71,700 SH P SOLE 71,700 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $ 4,599 62,800 SH C SOLE 62,800 LA BARGE INC COM 502470107 $ 1 98 SH SOLE 98 LA JOLLA PHARMACEUTICAL CO COM 503459109 $ 27 16,329 SH SOLE 16,329 LA QUINTA CORP PAIRED CTF 50419U202 $ 726 79,851 SH SOLE 79,851 LA Z BOY INC COM 505336107 $ 2,758 179,416 SH C SOLE 179,416 LA Z BOY INC COM 505336107 $ 3 196 SH SOLE 196 LABONE INC NEW COM 50540L105 $ 169 5,278 SH SOLE 5,278 LABOR READY INC COM NEW 505401208 $ 726 42,928 SH SOLE 42,928 LABORATORY CORP AMER HLDGS COM NEW 50540R409 $ 10,788 216,549 SH SOLE 216,549 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC6 $ 23 30,000 PRN SOLE 30,000 LABRANCHE & CO INC COM 505447102 $ 22,652 2,528,169 SH SOLE 2,528,169 LABRANCHE & CO INC COM 505447102 $ 2,240 250,000 SH C SOLE 250,000 LACLEDE GROUP INC COM 505597104 $ 165 5,301 SH SOLE 5,301 LACROSSE FOOTWEAR INC COM 505688101 $ 4 382 SH SOLE 382 LADENBURG THALMAN FIN SVCS I COM 50575Q102 $ 0 633 SH SOLE 633 LAFARGE NORTH AMERICA INC COM 505862102 $ 3,758 73,232 SH SOLE 73,232 LAIDLAW INTL INC COM 50730R102 $ 1,660 77,573 SH SOLE 77,573 LAKELAND BANCORP INC COM 511637100 $ 307 17,467 SH SOLE 17,467 LAKELAND FINL CORP COM 511656100 $ 263 6,632 SH SOLE 6,632 LAKELAND INDS INC COM 511795106 $ 32 1,580 SH SOLE 1,580 LAKES ENTMNT INC COM 51206P109 $ 205 12,613 SH SOLE 12,613 LAM RESEARCH CORP COM 512807108 $ 1,174 40,600 SH P SOLE 40,600 LAM RESEARCH CORP COM 512807108 $ 1,101 38,100 SH C SOLE 38,100 LAM RESEARCH CORP COM 512807108 $ 301 10,413 SH SOLE 10,413 LAMAR ADVERTISING CO CL A 512815101 $ 53,475 1,250,000 SH C SOLE 1,250,000 LAMAR ADVERTISING CO CL A 512815101 $ 2,969 69,404 SH SOLE 69,404 LAMSON & SESSIONS CO COM 513696104 $ 17 1,843 SH SOLE 1,843 LAN AIRLINES S A SPONSORED ADR 501723100 $ 215 6,665 SH SOLE 6,665 LANCASTER COLONY CORP COM 513847103 $ 1,409 32,878 SH SOLE 32,878 LANCE INC COM 514606102 $ 937 49,263 SH SOLE 49,263

LANDAMERICA FINL GROUP INC COM 514936103 $ 303 5,621 SH SOLE 5,621 LANDAUER INC COM 51476K103 $ 46 1,000 SH SOLE 1,000 LANDEC CORP COM 514766104 $ 49 7,200 SH SOLE 7,200 LANDMARK BANCORP INC COM 51504L107 $ 47 1,635 SH SOLE 1,635 LANDRYS RESTAURANTS INC COM 51508L103 $ 5,671 195,159 SH SOLE 195,159 LANDSTAR SYS INC COM 515098101 $ 484 6,570 SH SOLE 6,570 LANGER INC COM 515707107 $ 14 2,053 SH SOLE 2,053 LANNET INC COM 516012101 $ 21 2,174 SH SOLE 2,174 LANTRONIX INC COM 516548104 $ 253 250,000 SH C SOLE 250,000 LANTRONIX INC COM 516548104 $ 2 2,345 SH SOLE 2,345 LANVISION SYS INC COM 516555109 $ 3 1,081 SH SOLE 1,081 LARGE SCALE BIOLOGY CORP COM 517053104 $ 8 6,670 SH SOLE 6,670 LASERCARD CORP COM 51807U101 $ 62 5,904 SH SOLE 5,904 LASERSCOPE COM 518081104 $ 105 2,912 SH SOLE 2,912 LATIN AMERN DISCOVERY FD INC COM 51828C106 $ 28 1,510 SH SOLE 1,510 LATTICE SEMICONDUCTOR CORP COM 518415104 $ 1 98 SH SOLE 98 LAUDER ESTEE COS INC CL A 518439104 $ 10,577 231,100 SH SOLE 231,100 LAUDER ESTEE COS INC CL A 518439104 $ 1,126 24,600 SH C SOLE 24,600 LAUDER ESTEE COS INC CL A 518439104 $ 14 300 SH P SOLE 300 LAUREATE EDUCATION INC COM 518613104 $ 5,718 129,700 SH C SOLE 129,700 LAUREATE EDUCATION INC COM 518613104 $ 1,690 38,341 SH SOLE 38,341 LAUREL CAP GROUP INC COM 518629100 $ 41 1,911 SH SOLE 1,911 LAWSON PRODS INC COM 520776105 $ 435 8,676 SH SOLE 8,676 LAWSON SOFTWARE INC COM 520780107 $ 4 645 SH SOLE 645 LAYNE CHRISTENSEN CO COM 521050104 $ 211 11,617 SH SOLE 11,617 LCA-VISION INC COM PAR $.001 501803308 $ 579 24,735 SH SOLE 24,735 LCC INTERNATIONAL INC CL A 501810105 $ 97 16,600 SH SOLE 16,600 LEADING BRANDS INC COM 52170U108 $ 4 4,813 SH SOLE 4,813 LEADIS TECHNOLOGY INC COM 52171N103 $ 5 449 SH SOLE 449 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 195 14,302 SH SOLE 14,302 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 126 9,300 SH P SOLE 9,300 LEAPFROG ENTERPRISES INC CL A 52186N106 $ 30 2,200 SH C SOLE 2,200 LEAR CORP COM 521865105 $ 10,006 164,000 SH P SOLE 164,000 LEAR CORP NOTE 2/2 521865AG0 $ 1,526 2,955,000 PRN SOLE 2,955,000 LEAR CORP COM 521865105 $ 610 10,000 SH C SOLE 10,000 LEARNING CARE GROUP INC COM 52200L102 $ 6 1,872 SH SOLE 1,872 LEARNING TREE INTL INC COM 522015106 $ 75 5,615 SH SOLE 5,615 LECG CORP COM 523234102 $ 2,476 132,761 SH SOLE 132,761 LECROY CORP COM 52324W109 $ 318 13,644 SH SOLE 13,644 LEE ENTERPRISES INC COM 523768109 $ 11 244 SH SOLE 244 LEESPORT FINANCIAL CORP COM 524477106 $ 26 1,026 SH SOLE 1,026 LEGG MASON INC NOTE 6/0 524901AG0 $ 338 396,400 PRN SOLE 396,400 LEGGETT & PLATT INC COM 524660107 $ 4,547 159,930 SH SOLE 159,930 LEGGETT & PLATT INC COM 524660107 $ 1,422 50,000 SH C SOLE 50,000 LEHMAN BROS HLDGS INC COM 524908100 $ 40,278 460,426 SH SOLE 460,426 LEHMAN BROS HLDGS INC COM 524908100 $ 26,340 301,100 SH P SOLE 301,100

LEHMAN BROS HLDGS INC COM 524908100 $ 22,955 262,400 SH C SOLE 262,400 LENNAR CORP CL A 526057104 $ 27,099 478,100 SH P SOLE 478,100 LENNAR CORP CL B 526057302 $ 24,040 460,441 SH SOLE 460,441 LENNAR CORP CL A 526057104 $ 13,762 242,800 SH C SOLE 242,800 LENNAR CORP NOTE 4/0 526057AF1 $ 2,035 2,509,000 PRN SOLE 2,509,000 LENNOX INTL INC NOTE 6.250% 6/0 526107AB3 $ 2,985 2,341,000 PRN SOLE 2,341,000 LENNOX INTL INC COM 526107107 $ 294 14,471 SH SOLE 14,471 LESCO INC OHIO COM 526872106 $ 35 2,710 SH SOLE 2,710 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 $ 2,473 2,000,000 PRN SOLE 2,000,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 575 169,650 SH C SOLE 169,650 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 471 138,900 SH P SOLE 138,900 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $ 24 7,095 SH SOLE 7,095 LEVITT CORP CL A 52742P108 $ 249 8,143 SH SOLE 8,143 LEXAR MEDIA INC COM 52886P104 $ 312 39,800 SH C SOLE 39,800 LEXAR MEDIA INC COM 52886P104 $ 134 17,100 SH P SOLE 17,100 LEXINGTON CORP PPTYS TR COM 529043101 $ 13,843 613,079 SH SOLE 613,079 LEXMARK INTL NEW CL A 529771107 $ 16,916 199,013 SH SOLE 199,013 LEXMARK INTL NEW CL A 529771107 $ 5,143 60,500 SH C SOLE 60,500 LEXMARK INTL NEW CL A 529771107 $ 4,692 55,200 SH P SOLE 55,200 LIBBEY INC COM 529898108 $ 76 3,424 SH SOLE 3,424 LIBERTY ALL-STAR GROWTH FD I COM 529900102 $ 7 992 SH SOLE 992 LIBERTY CORP S C COM 530370105 $ 60 1,354 SH SOLE 1,354 LIBERTY MEDIA CORP NEW COM SER A 530718105 $ 116,616 10,620,741 SH SOLE 10,620,741 LIBERTY MEDIA CORP NEW COM SER A 530718105 $ 125 11,400 SH P SOLE 11,400 LIBERTY MEDIA CORP NEW COM SER B 530718204 $ 19 1,661 SH SOLE 1,661 LIBERTY MEDIA CORP NEW COM SER A 530718105 $ 16 1,500 SH C SOLE 1,500 LIBERTY MEDIA INTL INC COM SER A 530719103 $ 17,986 389,062 SH SOLE 389,062 LIBERTY MEDIA INTL INC COM SER B 530719202 $ 76 1,574 SH SOLE 1,574 LIBERTY PPTY TR SH BEN INT 531172104 $ 3,210 74,314 SH SOLE 74,314 LIFE PARTNERS HOLDINGS INC COM 53215T106 $ 15 2,092 SH SOLE 2,092 LIFE TIME FITNESS INC COM 53217R207 $ 33 1,273 SH SOLE 1,273 LIFECELL CORP COM 531927101 $ 227 22,253 SH SOLE 22,253 LIFECORE BIOMEDICAL INC COM 532187101 $ 8 711 SH SOLE 711 LIFELINE SYS INC COM 532192101 $ 251 9,762 SH SOLE 9,762 LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE9 $ 7,776 7,786,000 PRN SOLE 7,786,000 LIFEPOINT HOSPITALS INC COM 53219L109 $ 33 937 SH SOLE 937 LIFETIME HOAN CORP COM 531926103 $ 32 2,041 SH SOLE 2,041 LIFEWAY FOODS INC COM 531914109 $ 17 1,850 SH SOLE 1,850 LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB4 $ 45,050 22,638,000 PRN SOLE 22,638,000 LIGAND PHARMACEUTICALS INC CL B 53220K207 $ 116 10,000 SH C SOLE 10,000 LIGHTBRIDGE INC COM 532226107 $ 227 37,587 SH SOLE 37,587 LILLY ELI & CO COM 532457108 $ 106,646 1,879,221 SH C SOLE 1,879,221 LILLY ELI & CO COM 532457108 $ 98,131 1,729,186 SH SOLE 1,729,186 LILLY ELI & CO COM 532457108 $ 53,964 950,900 SH P SOLE 950,900 LIMITED BRANDS INC COM 532716107 $ 16,600 721,113 SH SOLE 721,113 LIMITED BRANDS INC COM 532716107 $ 8,062 350,200 SH C SOLE 350,200

LIMITED BRANDS INC COM 532716107 $ 1,105 48,000 SH P SOLE 48,000 LIN TV CORP CL A 532774106 $ 792 41,475 SH SOLE 41,475 LINCARE HLDGS INC COM 532791100 $ 4,393 103,000 SH P SOLE 103,000 LINCARE HLDGS INC COM 532791100 $ 2,764 64,812 SH SOLE 64,812 LINCARE HLDGS INC COM 532791100 $ 674 15,800 SH C SOLE 15,800 LINCOLN NATL CONV SECS FD IN COM 534183108 $ 9 694 SH SOLE 694 LINCOLN NATL CORP IND COM 534187109 $ 16,772 359,296 SH SOLE 359,296 LINCOLN NATL CORP IND COM 534187109 $ 2,334 50,000 SH C SOLE 50,000 LINCOLN NATL CORP IND COM 534187109 $ 2,311 49,500 SH P SOLE 49,500 LINCOLN NATL INCOME FD COM 534217104 $ 25 1,970 SH SOLE 1,970 LINDSAY MFG CO COM 535555106 $ 234 9,042 SH SOLE 9,042 LINEAR TECHNOLOGY CORP COM 535678106 $ 21,872 564,284 SH SOLE 564,284 LINEAR TECHNOLOGY CORP COM 535678106 $ 19,492 502,900 SH P SOLE 502,900 LINEAR TECHNOLOGY CORP COM 535678106 $ 8,299 214,100 SH C SOLE 214,100 LINENS N THINGS INC COM 535679104 $ 901 36,323 SH SOLE 36,323 LINKTONE LTD ADR 535925101 $ 19 2,225 SH SOLE 2,225 LION BIOSCIENCE AKTIENGESELL SPONSORED ADR 536191109 $ 3 2,329 SH SOLE 2,329 LIONBRIDGE TECHNOLOGIES INC COM 536252109 $ 14 2,077 SH SOLE 2,077 LIPID SCIENCES INC ARIZ COM 53630P101 $ 35 9,500 SH SOLE 9,500 LIPMAN ELECTRONIC ENGINEERIN ORD M6772H101 $ 75 2,675 SH SOLE 2,675 LITHIA MTRS INC CL A 536797103 $ 8 311 SH SOLE 311 LITTELFUSE INC COM 537008104 $ 221 6,474 SH SOLE 6,474 LIZ CLAIBORNE INC COM 539320101 $ 5,331 126,302 SH SOLE 126,302 LJ INTL INC ORD G55312105 $ 7 2,363 SH SOLE 2,363 LJ INTL INC *W EXP 04/15/200 G55312113 $ 1 3,776 SH SOLE 3,776 LKQ CORP COM 501889208 $ 60 3,007 SH SOLE 3,007 LL & E RTY TR UNIT BEN INT 502003106 $ 3 488 SH SOLE 488 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 $ 622 16,900 SH SOLE 16,900 LMI AEROSPACE INC COM 502079106 $ 8 1,524 SH SOLE 1,524 LNB BANCORP INC COM 502100100 $ 38 1,888 SH SOLE 1,888 LNR PPTY CORP COM 501940100 $ 129 2,058 SH SOLE 2,058 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 $ 78,393 75,777,000 PRN SOLE 75,777,000 LOCKHEED MARTIN CORP COM 539830109 $ 10,644 191,603 SH SOLE 191,603 LOCKHEED MARTIN CORP COM 539830109 $ 9,194 165,500 SH C SOLE 165,500 LOCKHEED MARTIN CORP COM 539830109 $ 7,705 138,703 SH P SOLE 138,703 LODGENET ENTMT CORP COM 540211109 $ 529 29,897 SH SOLE 29,897 LOEWS CORP CAROLNA GP STK 540424207 $ 4,303 148,630 SH SOLE 148,630 LOEWS CORP COM 540424108 $ 1,540 21,902 SH SOLE 21,902 LOEWS CORP NOTE 3.125% 9/1 540424AL2 $ 351 359,000 PRN SOLE 359,000 LOGIC DEVICES INC COM 541402103 $ 2 1,524 SH SOLE 1,524 LOGICVISION INC COM 54140W107 $ 3 992 SH SOLE 992 LO-JACK CORP COM 539451104 $ 275 22,774 SH SOLE 22,774 LONE STAR STEAKHOUSE SALOON COM 542307103 $ 201 7,166 SH SOLE 7,166 LONE STAR TECHNOLOGIES INC COM 542312103 $ 3,407 101,831 SH SOLE 101,831 LONG ISLAND FINANCIAL CORP COM 542669106 $ 58 1,493 SH SOLE 1,493 LONGS DRUG STORES CORP COM 543162101 $ 232 8,410 SH SOLE 8,410

LOOKSMART LTD COM 543442107 $ 132 60,363 SH SOLE 60,363 LORUS THERAPEUTICS INC COM 544191109 $ 1 1,200 SH SOLE 1,200 LOUDEYE CORP COM 545754103 $ 5 2,470 SH SOLE 2,470 LOUISIANA PAC CORP COM 546347105 $ 5,917 221,281 SH SOLE 221,281 LOUISIANA PAC CORP COM 546347105 $ 663 24,800 SH C SOLE 24,800 LOUISIANA PAC CORP COM 546347105 $ 72 2,700 SH P SOLE 2,700 LOWES COS INC COM 548661107 $ 48,524 842,572 SH SOLE 842,572 LOWES COS INC COM 548661107 $ 11,967 207,790 SH C SOLE 207,790 LOWES COS INC COM 548661107 $ 11,616 201,700 SH P SOLE 201,700 LOWES COS INC NOTE 2/1 548661CF2 $ 2,253 2,368,000 PRN SOLE 2,368,000 LOWES COS INC NOTE 0.861%10/1 548661CG0 $ 1,463 1,390,000 PRN SOLE 1,390,000 LSB CORP COM 50215P100 $ 31 1,684 SH SOLE 1,684 LSB FINL CORP COM 501925101 $ 10 373 SH SOLE 373 LSB INDS INC COM 502160104 $ 1 90 SH SOLE 90 LSI INDS INC COM 50216C108 $ 259 22,644 SH SOLE 22,644 LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 $ 13,190 14,051,000 PRN SOLE 14,051,000 LSI LOGIC CORP COM 502161102 $ 3,190 582,100 SH C SOLE 582,100 LSI LOGIC CORP COM 502161102 $ 1,384 252,625 SH SOLE 252,625 LSI LOGIC CORP COM 502161102 $ 319 58,200 SH P SOLE 58,200 LTC PPTYS INC COM 502175102 $ 250 12,561 SH SOLE 12,561 LTX CORP COM 502392103 $ 0 6 SH SOLE 6 LUBRIZOL CORP COM 549271104 $ 2,804 76,061 SH SOLE 76,061 LUBYS INC COM 549282101 $ 4 515 SH SOLE 515 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $ 37,498 25,750,000 PRN SOLE 25,750,000 LUCENT TECHNOLOGIES INC COM 549463107 $ 28,353 7,540,784 SH SOLE 7,540,784 LUCENT TECHNOLOGIES INC COM 549463107 $ 12,485 3,320,400 SH C SOLE 3,320,400 LUCENT TECHNOLOGIES INC COM 549463107 $ 3,423 910,500 SH P SOLE 910,500 LUFKIN INDS INC COM 549764108 $ 381 9,619 SH SOLE 9,619 LUMINENT MTG CAP INC COM 550278303 $ 3,689 310,005 SH SOLE 310,005 LUMINEX CORP DEL COM 5.50E+106 $ 9 1,032 SH SOLE 1,032 LYDALL INC DEL COM 550819106 $ 52 4,399 SH SOLE 4,399 LYNCH CORP COM 551137102 $ 20 1,370 SH SOLE 1,370 LYON WILLIAM HOMES COM 552074106 $ 21 298 SH SOLE 298 LYONDELL CHEMICAL CO COM 552078107 $ 15,487 535,500 SH P SOLE 535,500 LYONDELL CHEMICAL CO COM 552078107 $ 1,139 39,400 SH C SOLE 39,400 M & F WORLDWIDE CORP COM 552541104 $ 256 18,827 SH SOLE 18,827 M & T BK CORP COM 55261F104 $ 21,581 200,121 SH SOLE 200,121 M & T BK CORP COM 55261F104 $ 9,229 85,579 SH C SOLE 85,579 M D C HLDGS INC COM 552676108 $ 2,969 34,352 SH SOLE 34,352 MACATAWA BK CORP COM 554225102 $ 373 11,537 SH SOLE 11,537 MACC PRIVATE EQUITIES INC COM 552617102 $ 6 1,868 SH SOLE 1,868 MACDERMID INC COM 554273102 $ 8,123 225,000 SH C SOLE 225,000 MACDERMID INC COM 554273102 $ 8 220 SH SOLE 220 MACE SEC INTL INC COM NEW 554335208 $ 414 86,342 SH SOLE 86,342 MACERICH CO COM 554382101 $ 90 1,433 SH SOLE 1,433 MACK CALI RLTY CORP COM 554489104 $ 3,181 69,114 SH SOLE 69,114

MACROCHEM CORP DEL COM 555903103 $ 0 436 SH SOLE 436 MACROMEDIA INC COM 556100105 $ 392 12,600 SH C SOLE 12,600 MACROMEDIA INC COM 556100105 $ 123 3,953 SH SOLE 3,953 MACRONIX INTL LTD SPONSORED ADR 556103109 $ 5 2,079 SH SOLE 2,079 MACROVISION CORP COM 555904101 $ 486 18,900 SH SOLE 18,900 MACROVISION CORP COM 555904101 $ 257 10,000 SH C SOLE 10,000 MADDEN STEVEN LTD COM 556269108 $ 2,184 115,804 SH SOLE 115,804 MADECO SA SPONS ADR NEW 556304202 $ 7 650 SH SOLE 650 MAF BANCORP INC COM 55261R108 $ 353 7,886 SH SOLE 7,886 MAGAL SECURITY SYS LTD ORD M6786D104 $ 328 27,144 SH SOLE 27,144 MAGELLAN HEALTH SVCS INC COM NEW 559079207 $ 387 11,326 SH SOLE 11,326 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 $ 1,977 33,700 SH SOLE 33,700 MAGELLAN PETE CORP COM 559091301 $ 2 1,529 SH SOLE 1,529 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 $ 12 3,840 SH SOLE 3,840 MAGMA DESIGN AUTOMATION NOTE 5/1 559181AB8 $ 15,225 17,500,000 PRN SOLE 17,500,000 MAGMA DESIGN AUTOMATION COM 559181102 $ 1,251 100,000 SH C SOLE 100,000 MAGMA DESIGN AUTOMATION COM 559181102 $ 570 45,564 SH SOLE 45,564 MAGNA ENTMT CORP CL A 559211107 $ 176 29,226 SH SOLE 29,226 MAGNA INTL INC CL A 559222401 $ 8 102 SH SOLE 102 MAGNETEK INC COM 559424106 $ 722 104,666 SH SOLE 104,666 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 $ 564 43,697 SH SOLE 43,697 MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F138 $ 0 221 SH SOLE 221 MAGUIRE PPTYS INC COM 559775101 $ 4,067 148,115 SH SOLE 148,115 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 $ 9 1,065 SH SOLE 1,065 MAIN STR BKS INC NEW COM 56034R102 $ 54 1,549 SH SOLE 1,549 MAINE & MARITIMES CORP COM 560377103 $ 1 29 SH SOLE 29 MAINSOURCE FINANCIAL GP INC COM 56062Y102 $ 304 12,716 SH SOLE 12,716 MAIR HOLDINGS INC COM 560635104 $ 20 2,150 SH SOLE 2,150 MALAYSIA FD INC COM 560905101 $ 8 1,321 SH SOLE 1,321 MAMMA COM INC COM 56150Q102 $ 99 15,886 SH SOLE 15,886 MANAGED HIGH INCOME PORTFOLI COM 56166C105 $ 1,170 178,064 SH SOLE 178,064 MANAGEMENT NETWORK GROUP INC COM 561693102 $ 0 56 SH SOLE 56 MANDALAY RESORT GROUP COM 562567107 $ 50,085 711,127 SH SOLE 711,127 MANDALAY RESORT GROUP COM 562567107 $ 22,207 315,300 SH P SOLE 315,300 MANDALAY RESORT GROUP COM 562567107 $ 831 11,800 SH C SOLE 11,800 MANHATTAN ASSOCS INC COM 562750109 $ 156 6,515 SH SOLE 6,515 MANHATTAN ASSOCS INC COM 562750109 $ 33 1,400 SH C SOLE 1,400 MANITOWOC INC COM 563571108 $ 751 19,953 SH SOLE 19,953 MANNATECH INC COM 563771104 $ 683 35,876 SH SOLE 35,876 MANNING GREG AUCTIONS INC COM 563823103 $ 129 10,400 SH SOLE 10,400 MANNKIND CORP COM 56400P201 $ 27 1,733 SH SOLE 1,733 MANOR CARE INC NEW COM 564055101 $ 6,415 181,053 SH SOLE 181,053 MANPOWER INC COM 56418H100 $ 4,390 90,899 SH C SOLE 90,899 MANPOWER INC COM 56418H100 $ 2,493 51,610 SH SOLE 51,610 MANPOWER INC DBCV 8/1 56418HAC4 $ 107 153,000 PRN SOLE 153,000 MANTECH INTL CORP CL A 564563104 $ 183 7,712 SH SOLE 7,712

MANULIFE FINL CORP COM 56501R106 $ 89 1,934 SH SOLE 1,934 MAPICS INC COM 564910107 $ 269 25,601 SH SOLE 25,601 MAPINFO CORP COM 565105103 $ 309 25,780 SH SOLE 25,780 MARATHON OIL CORP COM 565849106 $ 27,369 727,705 SH SOLE 727,705 MARATHON OIL CORP COM 565849106 $ 4,175 111,000 SH P SOLE 111,000 MARATHON OIL CORP COM 565849106 $ 323 8,600 SH C SOLE 8,600 MARCHEX INC CL B 56624R108 $ 10 483 SH SOLE 483 MARCONI CORP PLC NEW SPONSORED ADR 56630M101 $ 43 2,046 SH SOLE 2,046 MARCUS CORP COM 566330106 $ 670 26,637 SH SOLE 26,637 MARGO CARIBE INC COM 566605101 $ 13 1,578 SH SOLE 1,578 MARINE PETE TR UNIT BEN INT 568423107 $ 26 956 SH SOLE 956 MARINE PRODS CORP COM 568427108 $ 27 1,044 SH SOLE 1,044 MARINEMAX INC COM 567908108 $ 26 886 SH SOLE 886 MARISA CHRISTINA INC COM 570268102 $ 14 13,653 SH SOLE 13,653 MARKEL CORP COM 570535104 $ 46 125 SH SOLE 125 MARKET 2000+ HOLDRS TR DEPOSITARY RCT 57059Y204 $ 61 1,100 SH SOLE 1,100 MARKETAXESS HLDGS INC COM 57060D108 $ 54 3,170 SH SOLE 3,170 MARKETWATCH INC COM 570619106 $ 84 4,664 SH SOLE 4,664 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 $ 549 11,300 SH SOLE 11,300 MARLIN BUSINESS SVCS CORP COM 571157106 $ 112 5,879 SH SOLE 5,879 MARLTON TECHNOLOGIES INC COM 571263102 $ 0 28 SH SOLE 28 MARRIOTT INTL INC NEW CL A 571903202 $ 20,126 319,569 SH SOLE 319,569 MARRIOTT INTL INC NEW CL A 571903202 $ 16,290 258,651 SH C SOLE 258,651 MARRIOTT INTL INC NEW CL A 571903202 $ 630 10,000 SH P SOLE 10,000 MARSH & MCLENNAN COS INC COM 571748102 $ 51,667 1,570,439 SH SOLE 1,570,439 MARSH & MCLENNAN COS INC COM 571748102 $ 8,090 245,900 SH P SOLE 245,900 MARSH & MCLENNAN COS INC COM 571748102 $ 1,869 56,800 SH C SOLE 56,800 MARSHALL & ILSLEY CORP COM 571834100 $ 13,202 298,686 SH SOLE 298,686 MARSHALL & ILSLEY CORP COM 571834100 $ 4,420 100,000 SH C SOLE 100,000 MARSHALL EDWARDS INC COM 572322303 $ 7 794 SH SOLE 794 MARTEK BIOSCIENCES CORP COM 572901106 $ 978 19,100 SH C SOLE 19,100 MARTEK BIOSCIENCES CORP COM 572901106 $ 717 14,000 SH P SOLE 14,000 MARTEN TRANS LTD COM 573075108 $ 309 13,611 SH SOLE 13,611 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 2,226 76,700 SH C SOLE 76,700 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 1,541 53,100 SH P SOLE 53,100 MARTHA STEWART LIVING OMNIME CL A 573083102 $ 218 7,515 SH SOLE 7,515 MARTIN MARIETTA MATLS INC COM 573284106 $ 8,228 153,331 SH SOLE 153,331 MARTIN MARIETTA MATLS INC COM 573284106 $ 268 5,000 SH C SOLE 5,000 MARVEL ENTERPRISES INC COM 57383M108 $ 787 38,450 SH C SOLE 38,450 MARVEL ENTERPRISES INC COM 57383M108 $ 253 12,350 SH P SOLE 12,350 MARVEL ENTERPRISES INC COM 57383M108 $ 1 72 SH SOLE 72 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 4,230 119,246 SH C SOLE 119,246 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 642 18,100 SH P SOLE 18,100 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $ 2 43 SH SOLE 43 MASCO CORP COM 574599106 $ 23,819 652,035 SH SOLE 652,035 MASISA S A SPONSORED ADR 574799102 $ 29 1,456 SH SOLE 1,456

MASONITE INTL CORP COM 575384102 $ 28 808 SH SOLE 808 MASSACHUSETTS HEALTH & ED TX SH BEN INT 575672100 $ 7 421 SH SOLE 421 MASSBANK CORP READ MASS COM 576152102 $ 115 3,082 SH SOLE 3,082 MASSEY ENERGY CO NOTE 4.750% 5/1 576203AB9 $ 22,552 11,340,000 PRN SOLE 11,340,000 MASSEY ENERGY CORP COM 576206106 $ 1,049 30,000 SH P SOLE 30,000 MASSEY ENERGY CORP COM 576206106 $ 629 18,000 SH C SOLE 18,000 MASSMUTUAL CORPORATE INVS IN COM 576292106 $ 1 19 SH SOLE 19 MASTEC INC COM 576323109 $ 136 13,435 SH SOLE 13,435 MATAV-CABLE SYS MEDIA LTD SPONSORED ADR 576561104 $ 3 223 SH SOLE 223 MATERIAL SCIENCES CORP COM 576674105 $ 185 10,295 SH SOLE 10,295 MATRIA HEALTHCARE INC NOTE 4.875% 5/0 576817AD2 $ 10,070 6,555,000 PRN SOLE 6,555,000 MATRIA HEALTHCARE INC COM NEW 576817209 $ 49 1,251 SH SOLE 1,251 MATRITECH INC COM 576818108 $ 1 973 SH SOLE 973 MATRIX BANCORP INC COM 576819106 $ 1 56 SH SOLE 56 MATRIX SVC CO COM 576853105 $ 171 21,270 SH SOLE 21,270 MATRIXX INITIATIVES INC COM 57685L105 $ 234 20,200 SH SOLE 20,200 MATTEL INC COM 577081102 $ 12,101 620,886 SH SOLE 620,886 MATTEL INC COM 577081102 $ 394 20,200 SH C SOLE 20,200 MATTEL INC COM 577081102 $ 172 8,800 SH P SOLE 8,800 MATTHEWS INTL CORP CL A 577128101 $ 888 24,123 SH SOLE 24,123 MAUI LD & PINEAPPLE INC COM 577345101 $ 89 2,265 SH SOLE 2,265 MAVERICK TUBE CORP COM 577914104 $ 1,445 47,690 SH SOLE 47,690 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 $ 1,421 66,680 SH SOLE 66,680 MAXCO INC COM 577723109 $ 6 1,545 SH SOLE 1,545 MAXCOR FINL GROUP INC COM 57772G100 $ 16 1,844 SH SOLE 1,844 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 14,909 351,700 SH C SOLE 351,700 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 13,443 317,115 SH SOLE 317,115 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 861 20,300 SH P SOLE 20,300 MAXIM PHARMACEUTICALS INC COM 57772M107 $ 36 12,068 SH SOLE 12,068 MAXIM PHARMACEUTICALS INC COM 57772M107 $ 13 4,200 SH P SOLE 4,200 MAXIM PHARMACEUTICALS INC COM 57772M107 $ 5 1,700 SH C SOLE 1,700 MAXIMUS INC COM 577933104 $ 1,390 44,667 SH SOLE 44,667 MAXTOR CORP COM NEW 577729205 $ 632 119,200 SH P SOLE 119,200 MAXTOR CORP COM NEW 577729205 $ 196 37,000 SH SOLE 37,000 MAXTOR CORP COM NEW 577729205 $ 42 8,000 SH C SOLE 8,000 MAXUS RLTY TR INC COM 57774B109 $ 34 2,416 SH SOLE 2,416 MAXWELL TECHNOLOGIES INC COM 577767106 $ 71 6,977 SH SOLE 6,977 MAXXAM INC COM 577913106 $ 4 109 SH SOLE 109 MAXYGEN INC COM 577776107 $ 125 9,781 SH SOLE 9,781 MAY DEPT STORES CO COM 577778103 $ 11,034 375,318 SH SOLE 375,318 MAY DEPT STORES CO COM 577778103 $ 2,867 97,500 SH C SOLE 97,500 MAYORS JEWELERS INC DEL COM 578462103 $ 0 38 SH SOLE 38 MAYTAG CORP COM 578592107 $ 3,696 175,167 SH SOLE 175,167 MAYTAG CORP COM 578592107 $ 3,467 164,300 SH C SOLE 164,300 MAYTAG CORP COM 578592107 $ 260 12,300 SH P SOLE 12,300 MB FINANCIAL INC NEW COM 55264U108 $ 14 331 SH SOLE 331

MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 $ 2 145 SH SOLE 145 MBIA INC COM 55262C100 $ 9,054 143,082 SH SOLE 143,082 MBIA INC COM 55262C100 $ 3,056 48,300 SH C SOLE 48,300 MBIA INC COM 55262C100 $ 2,658 42,000 SH P SOLE 42,000 MBNA CORP COM 55262L100 $ 79,467 2,818,984 SH SOLE 2,818,984 MBNA CORP COM 55262L100 $ 14,115 500,700 SH P SOLE 500,700 MBNA CORP COM 55262L100 $ 12,982 460,500 SH C SOLE 460,500 MBT FINL CORP COM 578877102 $ 72 3,100 SH SOLE 3,100 MC SHIPPING INC COM 55267Q104 $ 13 3,105 SH SOLE 3,105 MCAFEE INC COM 579064106 $ 4,351 150,400 SH C SOLE 150,400 MCAFEE INC COM 579064106 $ 764 26,400 SH P SOLE 26,400 MCCLATCHY CO CL A 579489105 $ 803 11,178 SH SOLE 11,178 MCCORMICK & CO INC COM NON VTG 579780206 $ 5,678 147,108 SH SOLE 147,108 MCCORMICK & CO INC COM VTG 579780107 $ 36 933 SH SOLE 933 MCDATA CORP CL B 580031102 $ 11,288 2,004,976 SH SOLE 2,004,976 MCDATA CORP CL A 580031201 $ 432 72,554 SH SOLE 72,554 MCDATA CORP CL B 580031102 $ 27 4,800 SH P SOLE 4,800 MCDATA CORP CL B 580031102 $ 1 100 SH C SOLE 100 MCDERMOTT INTL INC COM 580037109 $ 5,141 280,000 SH C SOLE 280,000 MCDERMOTT INTL INC COM 580037109 $ 1 37 SH SOLE 37 MCDONALDS CORP COM 580135101 $ 68,464 2,135,492 SH SOLE 2,135,492 MCDONALDS CORP COM 580135101 $ 4,783 149,189 SH C SOLE 149,189 MCDONALDS CORP COM 580135101 $ 1,805 56,300 SH P SOLE 56,300 MCF CORP COM 580395101 $ 8 4,224 SH SOLE 4,224 MCG CAPITAL CORP COM 58047P107 $ 62 3,637 SH SOLE 3,637 MCGRATH RENTCORP COM 580589109 $ 135 3,103 SH SOLE 3,103 MCGRAW HILL COS INC COM 580645109 $ 18,417 201,186 SH SOLE 201,186 MCGRAW HILL COS INC COM 580645109 $ 1,380 15,071 SH C SOLE 15,071 MCI INC COM 552691107 $ 23,001 1,140,932 SH SOLE 1,140,932 MCI INC COM 552691107 $ 806 40,000 SH P SOLE 40,000 MCI INC COM 552691107 $ 36 1,800 SH C SOLE 1,800 MCKESSON CORP COM 58155Q103 $ 13,548 430,653 SH SOLE 430,653 MCKESSON CORP COM 58155Q103 $ 796 25,300 SH P SOLE 25,300 MCKESSON CORP COM 58155Q103 $ 742 23,600 SH C SOLE 23,600 MCLEODUSA INC CL A 582266706 $ 2 3,299 SH SOLE 3,299 MCMORAN EXPLORATION CO COM 582411104 $ 289 15,444 SH SOLE 15,444 MCRAE INDS INC CL A 582757209 $ 3 241 SH SOLE 241 MDC PARTNERS INC CL A SUB VTG 552697104 $ 11 1,022 SH SOLE 1,022 MDSI MOBILE DATA SOLUTIONS I COM 55268N100 $ 16 2,655 SH SOLE 2,655 MDU RES GROUP INC COM 552690109 $ 23,919 896,500 SH C SOLE 896,500 MDU RES GROUP INC COM 552690109 $ 7,261 272,138 SH SOLE 272,138 MEADE INSTRUMENTS CORP COM 583062104 $ 15 4,332 SH SOLE 4,332 MEADOW VY CORP COM 583185103 $ 4 1,020 SH SOLE 1,020 MEADOWBROOK INS GROUP INC COM 58319P108 $ 176 35,300 SH SOLE 35,300 MEADWESTVACO CORP COM 583334107 $ 9,220 272,059 SH SOLE 272,059 MEADWESTVACO CORP COM 583334107 $ 1,695 50,000 SH P SOLE 50,000

MEASUREMENT SPECIALTIES INC COM 583421102 $ 383 15,049 SH SOLE 15,049 MECHEL STEEL GROUP OAO SPONSORED ADR 583840103 $ 4 185 SH SOLE 185 MEDALLION FINL CORP COM 583928106 $ 333 34,360 SH SOLE 34,360 MEDAREX INC COM 583916101 $ 1 71 SH SOLE 71 MEDCATH CORP COM 58404W109 $ 405 16,427 SH SOLE 16,427 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 19,693 473,380 SH SOLE 473,380 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 4,576 110,000 SH C SOLE 110,000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $ 329 7,900 SH P SOLE 7,900 MEDIA GEN INC CL A 584404107 $ 414 6,385 SH SOLE 6,385 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 $ 328 52,525 SH SOLE 52,525 MEDIALINK WORLDWIDE INC COM 58445P105 $ 7 1,928 SH SOLE 1,928 MEDICAL ACTION INDS INC COM 58449L100 $ 292 14,845 SH SOLE 14,845 MEDICAL STAFFING NETWK HLDGS COM 58463F104 $ 5,856 715,000 SH C SOLE 715,000 MEDICAL STAFFING NETWK HLDGS COM 58463F104 $ 12 1,441 SH SOLE 1,441 MEDICINES CO COM 584688105 $ 533 18,500 SH C SOLE 18,500 MEDICINES CO COM 584688105 $ 2 86 SH SOLE 86 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 5,561 158,397 SH SOLE 158,397 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 $ 370 281,000 PRN SOLE 281,000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 74 2,100 SH C SOLE 2,100 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $ 21 600 SH P SOLE 600 MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 $ 3 3,000 PRN SOLE 3,000 MEDICURE INC COM 5.85E+105 $ 0 300 SH SOLE 300 MEDIFAST INC COM 58470H101 $ 57 16,330 SH SOLE 16,330 MEDIMMUNE INC COM 584699102 $ 17,433 643,046 SH SOLE 643,046 MEDIMMUNE INC NOTE 1.000% 7/1 584699AE2 $ 13,292 13,900,000 PRN SOLE 13,900,000 MEDIMMUNE INC COM 584699102 $ 4,606 169,900 SH C SOLE 169,900 MEDIMMUNE INC COM 584699102 $ 285 10,500 SH P SOLE 10,500 MEDIS TECHNOLOGIES LTD COM 58500P107 $ 29 1,557 SH SOLE 1,557 MEDIWARE INFORMATION SYS INC COM 584946107 $ 26 2,015 SH SOLE 2,015 MEDTOX SCIENTIFIC INC COM NEW 584977201 $ 2 194 SH SOLE 194 MEDTRONIC INC COM 585055106 $ 83,327 1,677,611 SH SOLE 1,677,611 MEDTRONIC INC COM 585055106 $ 31,635 636,913 SH C SOLE 636,913 MEDTRONIC INC COM 585055106 $ 11,886 239,300 SH P SOLE 239,300 MELLON FINL CORP COM 58551A108 $ 12,150 390,558 SH SOLE 390,558 MELLON FINL CORP COM 58551A108 $ 2,674 85,950 SH C SOLE 85,950 MELLON FINL CORP COM 58551A108 $ 529 17,000 SH P SOLE 17,000 MEMC ELECTR MATLS INC COM 552715104 $ 19 1,469 SH SOLE 1,469 MEMORY PHARMACEUTICALS CORP COM 58606R403 $ 4 788 SH SOLE 788 MENS WEARHOUSE INC COM 587118100 $ 276 8,651 SH SOLE 8,651 MENTOR CORP MINN COM 587188103 $ 2 62 SH SOLE 62 MENTOR GRAPHICS CORP COM 587200106 $ 1 68 SH SOLE 68 MERCANTILE BANK CORP COM 587376104 $ 356 9,021 SH SOLE 9,021 MERCANTILE BANKSHARES CORP COM 587405101 $ 94 1,804 SH SOLE 1,804 MERCER INS GROUP INC COM 587902107 $ 33 2,486 SH SOLE 2,486 MERCER INTL INC SH BEN INT 588056101 $ 2 159 SH SOLE 159 MERCK & CO INC COM 589331107 $ 192,543 5,990,748 SH SOLE 5,990,748

MERCK & CO INC COM 589331107 $ 95,028 2,956,697 SH P SOLE 2,956,697 MERCK & CO INC COM 589331107 $ 44,410 1,381,779 SH C SOLE 1,381,779 MERCURY AIR GROUP INC COM NEW 589354406 $ 2 549 SH SOLE 549 MERCURY COMPUTER SYS COM 589378108 $ 61 2,067 SH SOLE 2,067 MERCURY GENL CORP NEW COM 589400100 $ 2,500 41,725 SH SOLE 41,725 MERCURY INTERACTIVE CORP NOTE 5/0 589405AD1 $ 7,715 7,270,000 PRN SOLE 7,270,000 MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB5 $ 7,159 7,177,000 PRN SOLE 7,177,000 MERCURY INTERACTIVE CORP COM 589405109 $ 4,314 94,700 SH P SOLE 94,700 MERCURY INTERACTIVE CORP COM 589405109 $ 3,257 71,500 SH C SOLE 71,500 MEREDITH CORP COM 589433101 $ 5,800 107,006 SH SOLE 107,006 MEREDITH ENTERPRISES INC COM 589439108 $ 21 1,270 SH SOLE 1,270 MERGE TECHNOLOGIES INC COM 589981109 $ 271 12,180 SH SOLE 12,180 MERIDIAN BIOSCIENCE INC COM 589584101 $ 937 53,397 SH SOLE 53,397 MERIDIAN GOLD INC COM 589975101 $ 205 10,812 SH SOLE 10,812 MERIDIAN RESOURCE CORP COM 58977Q109 $ 595 98,377 SH SOLE 98,377 MERISEL INC COM PAR $.01 589849306 $ 70 10,931 SH SOLE 10,931 MERISTAR HOSPITALITY CORP COM 58984Y103 $ 16,700 2,000,000 SH SOLE 2,000,000 MERIT MED SYS INC COM 589889104 $ 118 7,700 SH SOLE 7,700 MERITAGE HOMES CORP COM 59001A102 $ 23,949 212,500 SH C SOLE 212,500 MERITAGE HOMES CORP COM 59001A102 $ 19 171 SH SOLE 171 MERIX CORP COM 590049102 $ 134 11,619 SH SOLE 11,619 MERRILL LYNCH & CO INC COM 590188108 $ 115,936 1,939,700 SH C SOLE 1,939,700 MERRILL LYNCH & CO INC COM 590188108 $ 23,226 388,582 SH SOLE 388,582 MERRILL LYNCH & CO INC COM 590188108 $ 4,005 67,000 SH P SOLE 67,000 MERRIMAC INDS INC COM 590262101 $ 10 1,075 SH SOLE 1,075 MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB7 $ 9,570 24,000,000 PRN SOLE 24,000,000 MESA AIR GROUP INC COM 590479101 $ 182 22,863 SH SOLE 22,863 MESA LABS INC COM 59064R109 $ 25 1,939 SH SOLE 1,939 MESABI TR CTF BEN INT 590672101 $ 157 11,700 SH SOLE 11,700 MET PRO CORP COM 590876306 $ 1 82 SH SOLE 82 META GROUP INC COM 591002100 $ 64 6,559 SH SOLE 6,559 METAL MGMT INC *W EXP 06/29/200 591097134 $ 57 1,705 SH SOLE 1,705 METAL MGMT INC COM NEW 591097209 $ 11 391 SH SOLE 391 METAL STORM LTD SPONSORED ADR 591120100 $ 28 6,652 SH SOLE 6,652 METALINK LTD ORD M69897102 $ 21 3,642 SH SOLE 3,642 METALLICA RES INC COM 59125J104 $ 1 716 SH SOLE 716 METALS USA INC COM NEW 591324207 $ 63 3,393 SH SOLE 3,393 METALS USA INC *W EXP 10/31/200 591324116 $ 5 1,088 SH SOLE 1,088 METASOLV INC COM 59139P104 $ 1 300 SH SOLE 300 METHANEX CORP COM 59151K108 $ 1,425 78,056 SH SOLE 78,056 METHODE ELECTRS INC COM 591520200 $ 127 9,850 SH SOLE 9,850 METLIFE INC COM 59156R108 $ 40,152 991,173 SH SOLE 991,173 METLIFE INC COM 59156R108 $ 6,684 165,000 SH C SOLE 165,000 METLIFE INC COM 59156R108 $ 6,684 165,000 SH P SOLE 165,000 METRIS COS INC COM 591598107 $ 574 45,000 SH C SOLE 45,000 METRIS COS INC COM 591598107 $ 77 6,000 SH SOLE 6,000

METRO GOLDWYN MAYER INC COM 591610100 $ 289 24,338 SH SOLE 24,338 METRO GOLDWYN MAYER INC COM 591610100 $ 119 10,000 SH C SOLE 10,000 METRO GOLDWYN MAYER INC COM 591610100 $ 12 1,000 SH P SOLE 1,000 METRO ONE TELECOMMUNICATIONS COM 59163F105 $ 3 2,102 SH SOLE 2,102 METROCORP BANCSHARES INC COM 591650106 $ 32 1,436 SH SOLE 1,436 METROLOGIC INSTRS INC COM 591676101 $ 49 2,322 SH SOLE 2,322 METROPOLITAN HEALTH NETWORKS COM 592142103 $ 3 1,026 SH SOLE 1,026 METTLER TOLEDO INTERNATIONAL COM 592688105 $ 538 10,477 SH SOLE 10,477 MEXCO ENERGY CORP COM 592770101 $ 0 46 SH SOLE 46 MEXICAN RESTAURANTS INC COM 59283R104 $ 19 2,099 SH SOLE 2,099 MEXICO EQUITY & INCOME FD COM 592834105 $ 18 1,025 SH SOLE 1,025 MFA MTG INVTS INC COM 55272X102 $ 4,394 498,210 SH SOLE 498,210 MFB CORP COM 55272D106 $ 84 2,893 SH SOLE 2,893 MFRI INC COM 552721102 $ 23 2,029 SH SOLE 2,029 MFS CHARTER INCOME TR SH BEN INT 552727109 $ 13 1,446 SH SOLE 1,446 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 $ 10 1,432 SH SOLE 1,432 MFS INTER INCOME TR SH BEN INT 55273C107 $ 8 1,307 SH SOLE 1,307 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 $ 0 52 SH SOLE 52 MFS MUN INCOME TR SH BEN INT 552738106 $ 1 76 SH SOLE 76 MFS SPL VALUE TR SH BEN INT 5.53E+106 $ 6 473 SH SOLE 473 MGE ENERGY INC COM 55277P104 $ 119 3,289 SH SOLE 3,289 MGIC INVT CORP WIS COM 552848103 $ 11,099 161,072 SH SOLE 161,072 MGIC INVT CORP WIS COM 552848103 $ 3,225 46,800 SH P SOLE 46,800 MGIC INVT CORP WIS COM 552848103 $ 283 4,100 SH C SOLE 4,100 MGM MIRAGE COM 552953101 $ 2,910 40,000 SH P SOLE 40,000 MGM MIRAGE COM 552953101 $ 72 990 SH SOLE 990 MI DEVS INC CL A SUB VTG 55304X104 $ 1,226 40,646 SH SOLE 40,646 MICHAELS STORES INC COM 594087108 $ 276 9,200 SH C SOLE 9,200 MICHAELS STORES INC COM 594087108 $ 102 3,400 SH P SOLE 3,400 MICREL INC COM 594793101 $ 424 38,515 SH SOLE 38,515 MICRO THERAPEUTICS INC COM 59500W100 $ 33 8,827 SH SOLE 8,827 MICROCHIP TECHNOLOGY INC COM 595017104 $ 1,551 58,315 SH SOLE 58,315 MICROCHIP TECHNOLOGY INC COM 595017104 $ 822 30,900 SH C SOLE 30,900 MICROCHIP TECHNOLOGY INC COM 595017104 $ 330 12,400 SH P SOLE 12,400 MICROFINANCIAL INC COM 595072109 $ 1 379 SH SOLE 379 MICROMUSE INC COM 595094103 $ 723 130,211 SH SOLE 130,211 MICRON TECHNOLOGY INC COM 595112103 $ 46,635 3,776,123 SH P SOLE 3,776,123 MICRON TECHNOLOGY INC COM 595112103 $ 21,258 1,721,300 SH C SOLE 1,721,300 MICRON TECHNOLOGY INC COM 595112103 $ 18,770 1,519,870 SH SOLE 1,519,870 MICRONETICS INC DEL COM 595125105 $ 21 2,524 SH SOLE 2,524 MICROS SYS INC COM 594901100 $ 313 4,011 SH SOLE 4,011 MICROSEMI CORP COM 595137100 $ 4,166 240,000 SH C SOLE 240,000 MICROSEMI CORP COM 595137100 $ 1 67 SH SOLE 67 MICROSOFT CORP COM 594918104 $ 839,873 31,432,372 SH C SOLE 31,432,372 MICROSOFT CORP COM 594918104 $ 332,982 12,461,918 SH SOLE 12,461,918 MICROSOFT CORP COM 594918104 $ 323,647 12,112,554 SH P SOLE 12,112,554

MICROSTRATEGY INC CL A NEW 594972408 $ 940 15,600 SH P SOLE 15,600 MICROSTRATEGY INC CL A NEW 594972408 $ 657 10,900 SH C SOLE 10,900 MICROSTRATEGY INC CL A NEW 594972408 $ 5 89 SH SOLE 89 MICROSTRATEGY INC *W EXP 06/24/200 594972119 $ 0 1,790 SH SOLE 1,790 MICROTEK MEDICAL HLDGS INC COM 59515B109 $ 200 49,341 SH SOLE 49,341 MICROTUNE INC DEL COM 59514P109 $ 53 8,706 SH SOLE 8,706 MICROWAVE FILTER CO INC COM 595176108 $ 1 603 SH SOLE 603 MIDAS GROUP INC COM 595626102 $ 707 35,367 SH SOLE 35,367 MIDCAP SPDR TR UNIT SER 1 595635103 $ 7 61 SH C SOLE 61 MIDDLEBURG FINANCIAL CORP COM 596094102 $ 65 1,729 SH SOLE 1,729 MIDDLEBY CORP COM 596278101 $ 789 15,548 SH SOLE 15,548 MIDDLESEX WATER CO COM 596680108 $ 259 13,692 SH SOLE 13,692 MIDLAND CO COM 597486109 $ 61 1,946 SH SOLE 1,946 MIDSOUTH BANCORP INC COM 598039105 $ 38 1,415 SH SOLE 1,415 MID-STATE BANCSHARES COM 595440108 $ 121 4,237 SH SOLE 4,237 MIDWAY GAMES INC COM 598148104 $ 1,259 119,941 SH SOLE 119,941 MIDWAY GAMES INC COM 598148104 $ 182 17,300 SH C SOLE 17,300 MIDWAY GAMES INC COM 598148104 $ 57 5,400 SH P SOLE 5,400 MIDWEST BANC HOLDINGS INC COM 598251106 $ 27 1,231 SH SOLE 1,231 MIKOHN GAMING CORP COM 59862K108 $ 352 34,524 SH SOLE 34,524 MILACRON INC COM 598709103 $ 110 32,407 SH SOLE 32,407 MILLEA HOLDINGS INC ADR 60032R106 $ 130 1,747 SH SOLE 1,747 MILLENNIUM BANKSHARES CORP COM 60037B106 $ 14 1,605 SH SOLE 1,605 MILLENNIUM CELL INC COM 60038B105 $ 0 33 SH SOLE 33 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 2,139 176,208 SH C SOLE 176,208 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 1,895 156,056 SH SOLE 156,056 MILLENNIUM PHARMACEUTICALS I COM 599902103 $ 1,134 93,400 SH P SOLE 93,400 MILLER HERMAN INC COM 600544100 $ 479 17,341 SH SOLE 17,341 MILLIPORE CORP COM 601073109 $ 3,434 68,934 SH SOLE 68,934 MILLS CORP COM 601148109 $ 0 3 SH SOLE 3 MIM CORP COM 553044108 $ 99 15,567 SH SOLE 15,567 MINDSPEED TECHNOLOGIES INC COM 602682106 $ 3 1,257 SH SOLE 1,257 MINE SAFETY APPLIANCES CO COM 602720104 $ 227 4,474 SH SOLE 4,474 MINES MGMT CO COM 603432105 $ 0 13 SH SOLE 13 MIPS TECHNOLOGIES INC COM 604567107 $ 370 37,593 SH SOLE 37,593 MIRAMAR MINING CORP COM 6.05E+104 $ 1 1,012 SH SOLE 1,012 MISONIX INC COM 604871103 $ 18 2,795 SH SOLE 2,795 MISSION RESOURCES CORP COM 605109107 $ 347 59,459 SH SOLE 59,459 MISSION WEST PPTYS INC COM 605203108 $ 140 13,156 SH SOLE 13,156 MITCHAM INDS INC COM 606501104 $ 19 2,786 SH SOLE 2,786 MITY ENTERPRISES INC COM 606850105 $ 34 2,277 SH SOLE 2,277 MKS INSTRUMENT INC COM 55306N104 $ 24 1,285 SH SOLE 1,285 ML MACADAMIA ORCHARDS L P DEP UNIT CL A 55307U107 $ 10 1,764 SH SOLE 1,764 MMO2 PLC ADR 55309W101 $ 10 414 SH SOLE 414 MOBILE MINI INC COM 60740F105 $ 346 10,465 SH SOLE 10,465 MOBILITY ELECTRONICS INC COM 60741U101 $ 242 28,234 SH SOLE 28,234

MOBIUS MGMT SYSTEMS INC COM 606925105 $ 18 2,492 SH SOLE 2,492 MOD PAC CORP COM 607495108 $ 25 1,974 SH SOLE 1,974 MODINE MFG CO COM 607828100 $ 490 14,511 SH SOLE 14,511 MOHAWK INDS INC COM 608190104 $ 10 107 SH SOLE 107 MOLECULAR DEVICES CORP COM 60851C107 $ 557 27,734 SH SOLE 27,734 MOLEX INC CL A 608554200 $ 47,630 1,787,229 SH C SOLE 1,787,229 MOLEX INC COM 608554101 $ 26,165 872,156 SH C SOLE 872,156 MOLEX INC CL A 608554200 $ 2,909 109,139 SH SOLE 109,139 MOLEX INC COM 608554101 $ 1,901 63,375 SH SOLE 63,375 MOMENTA PHARMACEUTICALS INC COM 60877T100 $ 39 5,577 SH SOLE 5,577 MONACO COACH CORP COM 60886R103 $ 1,033 50,222 SH SOLE 50,222 MONARCH BK CHESAPEAKE VA COM 60902N102 $ 29 2,039 SH SOLE 2,039 MONARCH COMMUNITY BANCORP IN COM 609045109 $ 25 1,932 SH SOLE 1,932 MONARCH SERVICES INC COM 609176102 $ 2 1,018 SH SOLE 1,018 MONDAVI ROBERT CORP CL A 609200100 $ 0 7,031 SH SOLE 7,031 MONEYGRAM INTL INC COM 60935Y109 $ 437 20,659 SH SOLE 20,659 MONOLITHIC PWR SYS INC COM 609839105 $ 5 561 SH SOLE 561 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 $ 259 41,499 SH SOLE 41,499 MONRO MUFFLER BRAKE INC COM 610236101 $ 29 1,135 SH SOLE 1,135 MONSANTO CO NEW COM 61166W101 $ 15,285 275,162 SH SOLE 275,162 MONSANTO CO NEW COM 61166W101 $ 78 1,400 SH C SOLE 1,400 MONSTER WORLDWIDE INC COM 611742107 $ 5,968 177,400 SH C SOLE 177,400 MONSTER WORLDWIDE INC COM 611742107 $ 5,597 166,374 SH SOLE 166,374 MONSTER WORLDWIDE INC COM 611742107 $ 1,413 42,000 SH P SOLE 42,000 MONTEREY GOURMET FOODS INC COM 612570101 $ 3 759 SH SOLE 759 MONTGOMERY STR INCOME SECS I COM 614115103 $ 22 1,194 SH SOLE 1,194 MONTPELIER RE HOLDINGS LTD SHS G62185106 $ 4,069 105,829 SH SOLE 105,829 MOODYS CORP COM 615369105 $ 16,277 187,413 SH SOLE 187,413 MOOG INC CL A 615394202 $ 253 5,568 SH SOLE 5,568 MORGAN STANLEY COM NEW 617446448 $ 84,444 1,520,964 SH SOLE 1,520,964 MORGAN STANLEY COM NEW 617446448 $ 33,190 597,800 SH C SOLE 597,800 MORGAN STANLEY COM NEW 617446448 $ 9,155 164,900 SH P SOLE 164,900 MORGAN STANLEY QLT MUN INV TR 61745P668 $ 25 1,868 SH SOLE 1,868 MORGAN STANLEY N Y QULTY MUN 61745P528 $ 23 1,684 SH SOLE 1,684 MORGAN STANLEY QUALT MUN INCM 61745P734 $ 21 1,569 SH SOLE 1,569 MORGAN STANLEY GOVT INCOME TR 61745P106 $ 21 2,410 SH SOLE 2,410 MORGAN STANLEY INSD MUN INCM 61745P791 $ 19 1,335 SH SOLE 1,335 MORGAN STANLEY CA INSD MUN TR 61745P502 $ 18 1,377 SH SOLE 1,377 MORGAN STANLEY MUN PREM INCOM 61745P429 $ 12 1,346 SH SOLE 1,346 MORGAN STANLEY MUN INCM OPPTN 61745P452 $ 11 1,485 SH SOLE 1,485 MORGAN STANLEY INSD MUN SECS 61745P833 $ 6 465 SH SOLE 465 MORGAN STANLEY CALIF QLTY MUN 61745P635 $ 5 390 SH SOLE 390 MORGAN STANLEY INSD CA MUN 61745P825 $ 4 299 SH SOLE 299 MORGAN STANLEY MUN INC OPP II 61745P445 $ 3 351 SH SOLE 351 MORGAN STANLEY INCOME SEC INC 61745P874 $ 1 57 SH SOLE 57 MORGAN STANLEY EMER MKTS FD COM 61744G107 $ 6 363 SH SOLE 363

MORTGAGEIT HLDGS INC COM 61915Q108 $ 29 1,588 SH SOLE 1,588 MOSAIC CO PFD CV 7.5% 61945A206 $ 179,562 1,636,100 SH SOLE 1,636,100 MOSAIC CO COM 61945A107 $ 3 185 SH SOLE 185 MOSSIMO INC COM 619696107 $ 13 3,674 SH SOLE 3,674 MOTIVE INC COM 61980V107 $ 68 5,974 SH SOLE 5,974 MOTOROLA INC COM 620076109 $ 113,796 6,616,065 SH SOLE 6,616,065 MOTOROLA INC COM 620076109 $ 3,041 176,800 SH C SOLE 176,800 MOTOROLA INC COM 620076109 $ 623 36,200 SH P SOLE 36,200 MOVADO GROUP INC COM 624580106 $ 87 4,687 SH SOLE 4,687 MOVIE GALLERY INC COM 624581104 $ 128 6,734 SH SOLE 6,734 MPOWER HOLDING CORP COM NEW 62473L309 $ 0 61 SH SOLE 61 MPS GROUP INC COM 553409103 $ 1,120 91,389 SH SOLE 91,389 MPW INDUSTRIAL SVCS GROUP COM 553444100 $ 1 453 SH SOLE 453 MRO SOFTWARE INC COM 55347W105 $ 312 23,955 SH SOLE 23,955 MRV COMMUNICATIONS INC COM 553477100 $ 257 70,032 SH SOLE 70,032 MSC INDL DIRECT INC CL A 553530106 $ 2,084 57,917 SH SOLE 57,917 MSC SOFTWARE CORP COM 553531104 $ 7 665 SH SOLE 665 MTC TECHNOLOGIES INC COM 55377A106 $ 134 3,996 SH SOLE 3,996 MTI TECHNOLOGY CORP COM 553903105 $ 5 1,705 SH SOLE 1,705 MTM TECHNOLOGIES INC COM 62474G101 $ 15 2,923 SH SOLE 2,923 MTR GAMING GROUP INC COM 553769100 $ 763 72,293 SH SOLE 72,293 MTS MEDICATION TECHNLGS INC COM 553773102 $ 9 1,238 SH SOLE 1,238 MTS SYS CORP COM 553777103 $ 1,210 35,790 SH SOLE 35,790 MUELLER INDS INC COM 624756102 $ 499 15,498 SH SOLE 15,498 MUELLER PAUL CO COM 624752101 $ 4 147 SH SOLE 147 MULTI COLOR CORP COM 625383104 $ 35 1,979 SH SOLE 1,979 MULTI FINELINE ELECTRONIX IN COM 62541B101 $ 93 5,097 SH SOLE 5,097 MULTIMEDIA GAMES INC COM 625453105 $ 695 44,100 SH C SOLE 44,100 MULTIMEDIA GAMES INC COM 625453105 $ 115 7,300 SH P SOLE 7,300 MULTIMEDIA GAMES INC COM 625453105 $ 96 6,086 SH SOLE 6,086 MUNIASSETS FD INC COM 62618Q106 $ 1 42 SH SOLE 42 MUNICIPAL HIGH INCOME FD INC COM 626214100 $ 0 67 SH SOLE 67 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 $ 585 21,501 SH SOLE 21,501 MUNIHOLDINGS FD INC COM 62625H107 $ 2 131 SH SOLE 131 MUNIHOLDINGS INSD FD INC COM 625930102 $ 18 1,267 SH SOLE 1,267 MUNIHOLDINGS N J INSD FD INC COM 625936109 $ 16 1,072 SH SOLE 1,072 MUNIYIELD ARIZ FD INC COM 62629H103 $ 15 1,018 SH SOLE 1,018 MUNIYIELD FLA INSD FD COM 626298103 $ 10 691 SH SOLE 691 MUNIYIELD N J INSD FD INC COM 625921101 $ 20 1,343 SH SOLE 1,343 MUNIYIELD PA INSD FD COM 62630V109 $ 6 347 SH SOLE 347 MURPHY OIL CORP COM 626717102 $ 2,333 29,000 SH C SOLE 29,000 MURPHY OIL CORP COM 626717102 $ 1,787 22,214 SH SOLE 22,214 MUTUALFIRST FINL INC COM 62845B104 $ 49 2,024 SH SOLE 2,024 MVC CAPITAL INC COM 553829102 $ 10 1,067 SH SOLE 1,067 M-WAVE INC COM 554034108 $ 6 4,890 SH SOLE 4,890 MYERS INDS INC COM 628464109 $ 119 9,318 SH SOLE 9,318

MYLAN LABS INC COM 628530107 $ 2,332 131,885 SH SOLE 131,885 MYLAN LABS INC COM 628530107 $ 326 18,450 SH P SOLE 18,450 MYLAN LABS INC COM 628530107 $ 121 6,850 SH C SOLE 6,850 MYOGEN INC COM 6.29E+108 $ 177 21,888 SH SOLE 21,888 MYRIAD GENETICS INC COM 62855J104 $ 375 16,642 SH SOLE 16,642 MYSTIC FINL INC COM 628643108 $ 96 2,325 SH SOLE 2,325 NABI BIOPHARMACEUTICALS COM 629519109 $ 67 4,556 SH SOLE 4,556 NABORS INDS INC DBCV 2/0 629568AF3 $ 90,175 135,602,000 PRN SOLE 135,602,000 NABORS INDUSTRIES LTD SHS G6359F103 $ 9,454 184,324 SH SOLE 184,324 NABORS INDUSTRIES LTD SHS G6359F103 $ 6,509 126,900 SH P SOLE 126,900 NABORS INDUSTRIES LTD SHS G6359F103 $ 1,980 38,600 SH C SOLE 38,600 NACCO INDS INC CL A 629579103 $ 44 418 SH SOLE 418 NALCO HOLDING COMPANY COM 62985Q101 $ 11 588 SH SOLE 588 NAM TAI ELECTRS INC COM PAR $0.02 629865205 $ 317 16,473 SH SOLE 16,473 NANOGEN INC COM 630075109 $ 652 88,554 SH SOLE 88,554 NANOMETRICS INC COM 630077105 $ 482 29,931 SH SOLE 29,931 NANOPHASE TCHNOLOGIES CORP COM 630079101 $ 5 585 SH SOLE 585 NAPCO SEC SYS INC COM 630402105 $ 37 2,766 SH SOLE 2,766 NARA BANCORP INC COM 63080P105 $ 150 7,031 SH SOLE 7,031 NASB FINL INC COM 628968109 $ 15 372 SH SOLE 372 NASDAQ 100 TR UNIT SER 1 631100104 $ 64 1,600 SH C SOLE 1,600 NASH FINCH CO COM 631158102 $ 651 17,233 SH SOLE 17,233 NASHUA CORP COM 631226107 $ 6 499 SH SOLE 499 NASPERS LTD SPON ADR H SHS 631512100 $ 246 1,934 SH SOLE 1,934 NASSDA CORP COM 63172M101 $ 111 16,077 SH SOLE 16,077 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 $ 286 23,599 SH SOLE 23,599 NATCO GROUP INC CL A 63227W203 $ 1 141 SH SOLE 141 NATHANS FAMOUS INC NEW COM 632347100 $ 19 2,540 SH SOLE 2,540 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 $ 49 1,295 SH SOLE 1,295 NATIONAL BANKSHARES INC VA COM 634865109 $ 102 1,900 SH SOLE 1,900 NATIONAL BEVERAGE CORP COM 635017106 $ 7 826 SH SOLE 826 NATIONAL BK GREECE S A SPONSORED ADR 633643408 $ 17 2,462 SH SOLE 2,462 NATIONAL CITY CORP COM 635405103 $ 38,904 1,036,062 SH SOLE 1,036,062 NATIONAL CITY CORP COM 635405103 $ 3,755 100,000 SH P SOLE 100,000 NATIONAL CITY CORP COM 635405103 $ 1,141 30,374 SH C SOLE 30,374 NATIONAL FINL PARTNERS CORP COM 63607P208 $ 114 2,931 SH SOLE 2,931 NATIONAL FUEL GAS CO N J COM 636180101 $ 4,884 172,344 SH SOLE 172,344 NATIONAL HEALTH INVS INC COM 63633D104 $ 2 63 SH SOLE 63 NATIONAL HEALTH REALTY INC COM 635905102 $ 66 3,308 SH SOLE 3,308 NATIONAL HEALTHCARE CORP COM 635906100 $ 33 939 SH SOLE 939 NATIONAL HOME HEALTH CARE CO COM 636380107 $ 15 1,127 SH SOLE 1,127 NATIONAL INSTRS CORP COM 636518102 $ 5,600 205,500 SH C SOLE 205,500 NATIONAL INSTRS CORP COM 636518102 $ 40 1,479 SH SOLE 1,479 NATIONAL MED HEALTH CARD SYS COM NEW 636918302 $ 126 5,454 SH SOLE 5,454 NATIONAL PENN BANCSHARES INC COM 637138108 $ 115 4,143 SH SOLE 4,143 NATIONAL PRESTO INDS INC COM 637215104 $ 257 5,639 SH SOLE 5,639

NATIONAL RESEARCH CORP COM 637372103 $ 2 142 SH SOLE 142 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 8,788 489,556 SH SOLE 489,556 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 1,014 56,500 SH P SOLE 56,500 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 607 33,800 SH C SOLE 33,800 NATIONAL TECHNICAL SYS INC COM 638104109 $ 11 2,230 SH SOLE 2,230 NATIONAL VISION INC COM 63845P101 $ 46 6,215 SH SOLE 6,215 NATIONAL WESTN LIFE INS CO CL A 638522102 $ 76 454 SH SOLE 454 NATIONAL-OILWELL INC COM 637071101 $ 1,285 36,419 SH SOLE 36,419 NATIONSHEALTH INC COM 63860C100 $ 14 2,001 SH SOLE 2,001 NATIONSHEALTH INC UNIT 08/24/2007 63860C209 $ 11 1,000 SH SOLE 1,000 NATIONWIDE FINL SVCS INC CL A 638612101 $ 3,582 93,690 SH SOLE 93,690 NATIONWIDE HEALTH PPTYS INC COM 638620104 $ 159 6,696 SH SOLE 6,696 NATROL INC COM 638789107 $ 9 2,544 SH SOLE 2,544 NATURAL ALTERNATIVES INTL IN COM NEW 638842302 $ 18 1,973 SH SOLE 1,973 NATURAL GAS SERVICES GROUP COM 63886Q109 $ 11 1,153 SH SOLE 1,153 NATURAL GOLF CORP COM 6.39E+207 $ 1 1,400 SH SOLE 1,400 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 $ 427 7,400 SH SOLE 7,400 NATURE VISION INC COM 6.39E+110 $ 17 3,281 SH SOLE 3,281 NATURES SUNSHINE PRODUCTS IN COM 639027101 $ 541 26,560 SH SOLE 26,560 NATUS MEDICAL INC DEL COM 639050103 $ 393 49,100 SH SOLE 49,100 NATUZZI S P A ADR 63905A101 $ 15 1,388 SH SOLE 1,388 NAUTILUS GROUP INC COM 63910B102 $ 493 20,400 SH C SOLE 20,400 NAUTILUS GROUP INC COM 63910B102 $ 268 11,100 SH P SOLE 11,100 NAUTILUS GROUP INC COM 63910B102 $ 179 7,391 SH SOLE 7,391 NAVARRE CORP COM 639208107 $ 1,760 100,000 SH C SOLE 100,000 NAVARRE CORP COM 639208107 $ 57 3,223 SH SOLE 3,223 NAVIGANT CONSULTING INC COM 63935N107 $ 58 2,198 SH SOLE 2,198 NAVIGANT INTL INC COM 63935R108 $ 188 15,448 SH SOLE 15,448 NAVIGATORS GROUP INC COM 638904102 $ 52 1,719 SH SOLE 1,719 NAVISITE INC COM NEW 63935M208 $ 5 1,801 SH SOLE 1,801 NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM8 $ 5,489 5,284,000 PRN SOLE 5,284,000 NAVISTAR INTL CORP NEW COM 6.39E+112 $ 6,974 158,569 SH SOLE 158,569 NAVISTAR INTL CORP NEW COM 6.39E+112 $ 4,046 92,000 SH P SOLE 92,000 NAVISTAR INTL CORP NEW COM 6.39E+112 $ 202 4,600 SH C SOLE 4,600 NB & T FINL GROUP INC COM 62874M104 $ 18 625 SH SOLE 625 NBC CAP CORP COM 628729105 $ 26 997 SH SOLE 997 NBT BANCORP INC COM 628778102 $ 197 7,640 SH SOLE 7,640 NBTY INC COM 628782104 $ 1,817 75,666 SH SOLE 75,666 NCI BUILDING SYS INC COM 628852105 $ 1,862 49,662 SH SOLE 49,662 NCO GROUP INC COM 628858102 $ 483 18,679 SH SOLE 18,679 NCR CORP NEW COM 6.29E+112 $ 6,529 94,314 SH SOLE 94,314 NDCHEALTH CORP COM 639480102 $ 146 7,833 SH SOLE 7,833 NDS GROUP PLC SPONSORED ADR 628891103 $ 235 6,900 SH SOLE 6,900 NEC CORP ADR 629050204 $ 17 2,777 SH SOLE 2,777 NEENAH PAPER INC COM 640079109 $ 108 3,309 SH SOLE 3,309 NEIGHBORCARE INC COM 64015Y104 $ 7,791 253,602 SH SOLE 253,602

NEIGHBORCARE INC COM 64015Y104 $ 2,559 83,300 SH C SOLE 83,300 NEIGHBORCARE INC COM 64015Y104 $ 1,834 59,700 SH P SOLE 59,700 NEIMAN MARCUS GROUP INC CL B 640204301 $ 5,628 84,244 SH SOLE 84,244 NEIMAN MARCUS GROUP INC CL A 640204202 $ 7 91 SH SOLE 91 NEKTAR THERAPEUTICS COM 640268108 $ 4,145 204,800 SH C SOLE 204,800 NEKTAR THERAPEUTICS COM 640268108 $ 70 3,475 SH SOLE 3,475 NEKTAR THERAPEUTICS COM 640268108 $ 24 1,200 SH P SOLE 1,200 NELNET INC CL A 64031N108 $ 25 943 SH SOLE 943 NELSON THOMAS INC COM 640376109 $ 103 4,570 SH SOLE 4,570 NEOFORMA COM INC COM NEW 640475505 $ 235 30,531 SH SOLE 30,531 NEOMAGIC CORP COM 640497103 $ 2 1,622 SH SOLE 1,622 NEON SYS INC COM 640509105 $ 3 743 SH SOLE 743 NEOPHARM INC COM 640919106 $ 119 9,500 SH SOLE 9,500 NEORX CORP COM PAR $0.02 640520300 $ 10 4,826 SH SOLE 4,826 NEOSE TECHNOLOGIES INC COM 640522108 $ 67 9,900 SH SOLE 9,900 NEOWARE SYS INC COM 64065P102 $ 6 671 SH SOLE 671 NESS TECHNOLOGIES INC COM 64104X108 $ 51 3,445 SH SOLE 3,445 NET2PHONE COM 64108N106 $ 63 18,520 SH SOLE 18,520 NETBANK INC COM 640933107 $ 21 1,984 SH SOLE 1,984 NETEASE COM INC SPONSORED ADR 64110W102 $ 3,927 74,200 SH C SOLE 74,200 NETEASE COM INC SPONSORED ADR 64110W102 $ 873 16,500 SH P SOLE 16,500 NETFLIX COM INC COM 64110L106 $ 2,896 234,900 SH P SOLE 234,900 NETFLIX COM INC COM 64110L106 $ 1,853 150,300 SH C SOLE 150,300 NETFLIX COM INC COM 64110L106 $ 1,010 81,909 SH SOLE 81,909 NETGEAR INC COM 64111Q104 $ 853 46,989 SH SOLE 46,989 NETIQ CORP COM 64115P102 $ 949 77,713 SH SOLE 77,713 NETLOGIC MICROSYSTEMS INC COM 64118B100 $ 21 2,074 SH SOLE 2,074 NETMANAGE INC COM NEW 641144308 $ 13 2,009 SH SOLE 2,009 NETRATINGS INC COM 64116M108 $ 21 1,097 SH SOLE 1,097 NETSCOUT SYS INC COM 64115T104 $ 205 29,396 SH SOLE 29,396 NETSMART TECHNOLOGIES INC COM NEW 64114W306 $ 13 1,416 SH SOLE 1,416 NETSOL TECHNOLOGIES INC COM NEW 64115A204 $ 5 1,938 SH SOLE 1,938 NETWORK APPLIANCE INC COM 64120L104 $ 15,756 474,300 SH P SOLE 474,300 NETWORK APPLIANCE INC COM 64120L104 $ 11,936 359,297 SH SOLE 359,297 NETWORK APPLIANCE INC COM 64120L104 $ 11,717 352,700 SH C SOLE 352,700 NETWORK ENGINES INC COM 64121A107 $ 88 31,500 SH SOLE 31,500 NETWORK EQUIP TECHNOLOGIES COM 641208103 $ 195 19,882 SH SOLE 19,882 NEUBERGER BERMAN INCOME OPP COM SHS 64126L108 $ 13 893 SH SOLE 893 NEUBERGER BERMAN INTER MUNI COM 64124P101 $ 2 174 SH SOLE 174 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 $ 55 12,526 SH SOLE 12,526 NEUROCRINE BIOSCIENCES INC COM 64125C109 $ 3,619 73,400 SH C SOLE 73,400 NEUROCRINE BIOSCIENCES INC COM 64125C109 $ 611 12,400 SH P SOLE 12,400 NEUROGEN CORP COM 6.41E+110 $ 171 18,225 SH SOLE 18,225 NEVADA GOLD & CASINOS INC COM NEW 64126Q206 $ 73 5,948 SH SOLE 5,948 NEW AMER HIGH INCOME FD INC COM 641876107 $ 2 756 SH SOLE 756 NEW CENTURY FINANCIAL CORP M COM 6435EV108 $ 20,195 315,994 SH SOLE 315,994

NEW DRAGON ASIA CORP CL A 64378H102 $ 0 321 SH SOLE 321 NEW DRAGON ASIA CORP *W EXP 03/28/200 64378H110 $ 0 7,700 SH SOLE 7,700 NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY RCPT 644206104 $ 55 619 SH SOLE 619 NEW FRONTIER MEDIA INC COM 644398109 $ 648 81,807 SH SOLE 81,807 NEW HORIZONS WORLDWIDE INC COM 645526104 $ 6 1,004 SH SOLE 1,004 NEW JERSEY RES COM 646025106 $ 175 4,032 SH SOLE 4,032 NEW PLAN EXCEL RLTY TR INC NOTE 3.750% 6/0 648053AB2 $ 16,444 15,000,000 PRN SOLE 15,000,000 NEW PLAN EXCEL RLTY TR INC COM 648053106 $ 202 7,455 SH SOLE 7,455 NEW VY CORP COM PAR $.01 649080504 $ 0 63 SH SOLE 63 NEW YORK & CO INC COM 649295102 $ 23 1,373 SH SOLE 1,373 NEW YORK CMNTY BANCORP INC COM 649445103 $ 5,233 254,400 SH C SOLE 254,400 NEW YORK CMNTY BANCORP INC COM 649445103 $ 378 18,400 SH P SOLE 18,400 NEW YORK CMNTY BANCORP INC COM 649445103 $ 1 60 SH SOLE 60 NEW YORK CMNTY CAP TR V BONUSES 64944P307 $ 8,976 158,070 SH SOLE 158,070 NEW YORK TIMES CO CL A 650111107 $ 9,984 244,700 SH C SOLE 244,700 NEW YORK TIMES CO CL A 650111107 $ 178 4,356 SH SOLE 4,356 NEWALLIANCE BANCSHARES INC COM 650203102 $ 7 460 SH SOLE 460 NEWCASTLE INVT CORP COM 65105M108 $ 540 16,979 SH SOLE 16,979 NEWELL RUBBERMAID INC COM 651229106 $ 10,713 442,886 SH SOLE 442,886 NEWELL RUBBERMAID INC COM 651229106 $ 290 12,000 SH P SOLE 12,000 NEWELL RUBBERMAID INC COM 651229106 $ 288 11,900 SH C SOLE 11,900 NEWFIELD EXPL CO COM 651290108 $ 4,679 79,234 SH SOLE 79,234 NEWMARKET CORP COM 651587107 $ 284 14,248 SH SOLE 14,248 NEWMIL BANCORP INC COM 651633109 $ 11 340 SH SOLE 340 NEWMONT MINING CORP COM 651639106 $ 39,916 898,800 SH P SOLE 898,800 NEWMONT MINING CORP COM 651639106 $ 37,174 837,061 SH SOLE 837,061 NEWMONT MINING CORP COM 651639106 $ 24,705 556,300 SH C SOLE 556,300 NEWPARK RES INC COM PAR $.01NEW 651718504 $ 121 23,439 SH SOLE 23,439 NEWPORT CORP COM 651824104 $ 158 11,200 SH P SOLE 11,200 NEWPORT CORP COM 651824104 $ 51 3,600 SH C SOLE 3,600 NEWPORT CORP COM 651824104 $ 24 1,676 SH SOLE 1,676 NEWS CORP CL A 6.52E+108 $258,092 13,831,272 SH P SOLE 13,831,272 NEWS CORP CL A 6.52E+108 $ 9,806 525,500 SH C SOLE 525,500 NEWS CORP CL B 6.52E+207 $ 5,349 278,600 SH C SOLE 278,600 NEWS CORP CL B 6.52E+207 $ 48 2,500 SH P SOLE 2,500 NEXEN INC COM 65334H102 $ 187 4,591 SH SOLE 4,591 NEXSTAR BROADCASTING GROUP I CL A 65336K103 $ 212 23,027 SH SOLE 23,027 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 92,875 3,094,800 SH C SOLE 3,094,800 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 83,621 2,786,450 SH SOLE 2,786,450 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 $ 71,613 69,952,000 PRN SOLE 69,952,000 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 8,571 285,600 SH P SOLE 285,600 NEXTEL PARTNERS INC CL A 65333F107 $ 19,540 1,000,000 SH C SOLE 1,000,000 NEXTEL PARTNERS INC CL A 65333F107 $ 129 6,611 SH SOLE 6,611 NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS6 $ 10 6,000 PRN SOLE 6,000 NGAS RESOURCES INC COM 62912T103 $ 20 4,355 SH SOLE 4,355 NGP CAP RES CO COM 62912R107 $ 25 1,633 SH SOLE 1,633

NIC INC COM 62914B100 $ 138 27,209 SH SOLE 27,209 NICHOLAS FINANCIAL INC COM NEW 65373J209 $ 23 1,639 SH SOLE 1,639 NICHOLAS-APPLEGATE CV & INC COM 65370F101 $ 21 1,245 SH SOLE 1,245 NICOR INC COM 654086107 $ 1,691 45,783 SH SOLE 45,783 NIKE INC CL B 654106103 $ 38,917 429,121 SH SOLE 429,121 NIKE INC CL B 654106103 $ 27,969 308,400 SH C SOLE 308,400 NIKE INC CL B 654106103 $ 3,074 33,900 SH P SOLE 33,900 NIKU CORP COM NEW 654113703 $ 10 490 SH SOLE 490 NINETOWNS DIGI WRLD TRADE HL SPONSORED ADR 654407105 $ 15 1,400 SH SOLE 1,400 NISOURCE INC COM 65473P105 $ 12,571 551,858 SH SOLE 551,858 NISSAN MOTORS SPONSORED ADR 654744408 $ 950 43,360 SH SOLE 43,360 NISSIN CO LTD SPONSORED ADR 654765205 $ 6 1,186 SH SOLE 1,186 NITCHES INC COM 65476M109 $ 10 1,852 SH SOLE 1,852 NITROMED INC COM 654798503 $ 879 33,000 SH C SOLE 33,000 NITROMED INC COM 654798503 $ 349 13,097 SH SOLE 13,097 NL INDS INC COM NEW 629156407 $ 132 5,988 SH SOLE 5,988 NMS COMMUNICATIONS CORP COM 629248105 $ 145 22,909 SH SOLE 22,909 NMT MED INC COM 629294109 $ 14 2,823 SH SOLE 2,823 NN INC COM 629337106 $ 322 24,405 SH SOLE 24,405 NOBEL LEARNING CMNTYS INC COM 654889104 $ 14 1,859 SH SOLE 1,859 NOBILITY HOMES INC COM 654892108 $ 0 7 SH SOLE 7 NOBLE CORPORATION SHS G65422100 $ 13,017 261,704 SH SOLE 261,704 NOBLE CORPORATION SHS G65422100 $ 1,054 21,200 SH P SOLE 21,200 NOBLE CORPORATION SHS G65422100 $ 1,005 20,200 SH C SOLE 20,200 NOBLE ENERGY INC COM 655044105 $ 3,304 53,583 SH SOLE 53,583 NOBLE INTL LTD COM 655053106 $ 125 6,109 SH SOLE 6,109 NOLAND CO COM 655286102 $ 70 1,528 SH SOLE 1,528 NOMURA HLDGS INC SPONSORED ADR 65535H208 $ 76 5,200 SH SOLE 5,200 NORANDA INC COM 655422103 $ 212 12,042 SH SOLE 12,042 NORDSON CORP COM 655663102 $ 667 16,653 SH SOLE 16,653 NORDSTROM INC COM 655664100 $ 12,233 261,791 SH SOLE 261,791 NORDSTROM INC COM 655664100 $ 4,369 93,500 SH P SOLE 93,500 NORDSTROM INC COM 655664100 $ 2,065 44,200 SH C SOLE 44,200 NORFOLK SOUTHERN CORP COM 655844108 $ 22,371 618,163 SH SOLE 618,163 NORSTAN INC COM 656535101 $ 17 2,980 SH SOLE 2,980 NORTEL NETWORKS CORP NEW COM 656568102 $ 20,286 5,846,200 SH C SOLE 5,846,200 NORTEL NETWORKS CORP NEW COM 656568102 $ 3,535 1,018,800 SH P SOLE 1,018,800 NORTEL NETWORKS CORP NEW COM 656568102 $ 1,941 559,249 SH SOLE 559,249 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 $ 19 20,000 PRN SOLE 20,000 NORTH AMERN GALVANZNG & CTNG COM 65686Y109 $ 2 734 SH SOLE 734 NORTH AMERN PALLADIUM LTD COM 656912102 $ 14 1,672 SH SOLE 1,672 NORTH AMERN SCIENTIFIC INC COM 65715D100 $ 25 4,687 SH SOLE 4,687 NORTH CTRY FINL CORP COM 658788104 $ 0 1,038 SH SOLE 1,038 NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 $ 10 451 SH SOLE 451 NORTH FORK BANCORPORATION NY COM 659424105 $ 63,250 2,192,360 SH SOLE 2,192,360 NORTH PITTSBURGH SYS INC COM 661562108 $ 247 9,968 SH SOLE 9,968

NORTH VALLEY BANCORP COM 66304M105 $ 19 978 SH SOLE 978 NORTHEAST BANCORP COM 663904100 $ 7 317 SH SOLE 317 NORTHEAST IND BANCORP INC COM 664196102 $ 40 1,995 SH SOLE 1,995 NORTHEAST PA FINL CORP COM 663905107 $ 68 2,999 SH SOLE 2,999 NORTHEAST UTILS COM 664397106 $ 3,227 171,187 SH SOLE 171,187 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 $ 667 13,851 SH SOLE 13,851 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 $ 5 1,046 SH SOLE 1,046 NORTHERN STS FINL CORP COM 665751103 $ 62 2,007 SH SOLE 2,007 NORTHERN TECH INTL CORP COM 665809109 $ 7 1,013 SH SOLE 1,013 NORTHERN TR CORP COM 665859104 $ 11,714 241,138 SH SOLE 241,138 NORTHFIELD LABS INC COM 666135108 $ 265 11,752 SH SOLE 11,752 NORTHGATE MINERALS CORP COM 666416102 $ 0 93 SH SOLE 93 NORTHROP GRUMMAN CORP COM 666807102 $ 26,314 484,064 SH SOLE 484,064 NORTHROP GRUMMAN CORP COM 666807102 $ 12,296 226,200 SH C SOLE 226,200 NORTHROP GRUMMAN CORP COM 666807102 $ 3,071 56,500 SH P SOLE 56,500 NORTHWEST AIRLS CORP CL A 667280101 $ 4,415 403,900 SH C SOLE 403,900 NORTHWEST AIRLS CORP CL A 667280101 $ 3,599 329,300 SH P SOLE 329,300 NORTHWEST AIRLS CORP CL A 667280101 $ 1 71 SH SOLE 71 NORTHWEST BANCORP INC PA COM 667328108 $ 38 1,516 SH SOLE 1,516 NORTHWEST NAT GAS CO COM 667655104 $ 222 6,589 SH SOLE 6,589 NORTHWEST PIPE CO COM 667746101 $ 31 1,227 SH SOLE 1,227 NORTHWESTERN CORP *W EXP 99/99/999 668074115 $ 7 1,365 SH SOLE 1,365 NORWOOD FINANCIAL CORP COM 669549107 $ 31 880 SH SOLE 880 NOVA CHEMICALS CORP COM 66977W109 $ 4 75 SH SOLE 75 NOVA MEASURING INSTRUMENTS L COM M7516K103 $ 0 111 SH SOLE 111 NOVAGOLD RES INC COM NEW 6.70E+210 $ 12 1,505 SH SOLE 1,505 NOVAMED INC DEL COM 66986W108 $ 20 3,062 SH SOLE 3,062 NOVASTAR FINL INC COM 669947400 $ 2,047 41,359 SH SOLE 41,359 NOVATEL WIRELESS INC COM NEW 66987M604 $ 454 23,386 SH SOLE 23,386 NOVAVAX INC COM 670002104 $ 134 41,072 SH SOLE 41,072 NOVEL DENIM HLDGS LTD ORD G6674P109 $ 8 7,003 SH SOLE 7,003 NOVELL INC COM 670006105 $ 387 57,400 SH C SOLE 57,400 NOVELL INC COM 670006105 $ 76 11,300 SH P SOLE 11,300 NOVELL INC COM 670006105 $ 20 2,894 SH SOLE 2,894 NOVELLUS SYS INC COM 670008101 $ 12,534 449,400 SH C SOLE 449,400 NOVELLUS SYS INC COM 670008101 $ 7,143 256,100 SH P SOLE 256,100 NOVELLUS SYS INC COM 670008101 $ 3,525 126,404 SH SOLE 126,404 NOVEN PHARMACEUTICALS INC COM 670009109 $ 1,058 62,005 SH SOLE 62,005 NOVOGEN LIMITED SPONSORED ADR 67010F103 $ 10 464 SH SOLE 464 NOVOSTE CORP COM 67010C100 $ 11 6,489 SH SOLE 6,489 NPS PHARMACEUTICALS INC COM 62936P103 $ 426 23,300 SH P SOLE 23,300 NPS PHARMACEUTICALS INC COM 62936P103 $ 280 15,344 SH SOLE 15,344 NPS PHARMACEUTICALS INC COM 62936P103 $ 24 1,300 SH C SOLE 1,300 NRG ENERGY INC COM NEW 629377508 $ 10,274 285,000 SH C SOLE 285,000 NRG ENERGY INC COM NEW 629377508 $ 41 1,124 SH SOLE 1,124 NS GROUP INC COM 628916108 $ 2 69 SH SOLE 69

NSD BANCORP INC COM 62938D108 $ 76 2,083 SH SOLE 2,083 NSTAR COM 6.70E+111 $ 5,165 95,147 SH SOLE 95,147 NTL INC DEL COM 62940M104 $ 28,761 394,200 SH C SOLE 394,200 NTL INC DEL COM 62940M104 $ 23,420 321,000 SH P SOLE 321,000 NTL INC DEL *W EXP 01/13/201 62940M138 $ 5 1,224 SH SOLE 1,224 NTL INC DEL COM 62940M104 $ 3 42 SH SOLE 42 NTN COMMUNUNICATIONS INC COM NEW 629410309 $ 3 1,041 SH SOLE 1,041 NU HORIZONS ELECTRS CORP COM 669908105 $ 16 1,968 SH SOLE 1,968 NU SKIN ENTERPRISES INC CL A 67018T105 $ 34 1,323 SH SOLE 1,323 NUANCE COMMUNICATIONS INC COM 669967101 $ 85 20,588 SH SOLE 20,588 NUCO2 INC COM 629428103 $ 183 8,233 SH SOLE 8,233 NUCOR CORP COM 670346105 $ 20,334 388,500 SH C SOLE 388,500 NUCOR CORP COM 670346105 $ 15,582 297,700 SH P SOLE 297,700 NUCOR CORP COM 670346105 $ 10,685 204,141 SH SOLE 204,141 NUR MACROPRINTERS LTD ORD M75165106 $ 1 1,663 SH SOLE 1,663 NUTRITION 21 INC COM 67069V108 $ 3 3,234 SH SOLE 3,234 NUVASIVE INC COM 670704105 $ 131 12,805 SH SOLE 12,805 NUVEEN ARIZ PREM INCOME MUN COM 67061W104 $ 15 1,011 SH SOLE 1,011 NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y109 $ 18 1,341 SH SOLE 1,341 NUVEEN CA MUN MKT OPPORTUNT COM 67062U107 $ 13 890 SH SOLE 890 NUVEEN CALIF PREM INCOME MUN COM 6706L0102 $ 17 1,306 SH SOLE 1,306 NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 $ 57 3,840 SH SOLE 3,840 NUVEEN FLA INVT QUALITY MUN COM 670970102 $ 7 444 SH SOLE 444 NUVEEN INS CA TX FR ADV MUN COM 670651108 $ 5 349 SH SOLE 349 NUVEEN INS NY TX FR ADV MUN COM 670656107 $ 18 1,400 SH SOLE 1,400 NUVEEN INSD NY PREM INCOME F COM 67101R107 $ 24 1,594 SH SOLE 1,594 NUVEEN INVT QUALITY MUN FD I COM 6.71E+107 $ 0 23 SH SOLE 23 NUVEEN INVTS INC CL A 67090F106 $ 52 1,322 SH SOLE 1,322 NUVEEN MASS DIVID ADVANTAG M COM SH BEN INT 67069P101 $ 21 1,309 SH SOLE 1,309 NUVEEN MD DIVID ADVANTAGE MU COM SH BEN INT 67069R107 $ 7 419 SH SOLE 419 NUVEEN MD PREM INCOME MUN FD COM 67061Q107 $ 32 1,953 SH SOLE 1,953 NUVEEN MI DIV ADV MUNI FD COM SH BEN INT 67070W103 $ 0 4 SH SOLE 4 NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P100 $ 5 283 SH SOLE 283 NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N106 $ 21 1,257 SH SOLE 1,257 NUVEEN NY SELECT TAX FREE PR SH BEN INT 67063V104 $ 16 1,234 SH SOLE 1,234 NUVEEN OH DIV ADV MUNI FD 2 COM SH BEN INT 67070R104 $ 0 17 SH SOLE 17 NUVEEN OHIO DIVID ADVANTAGE COM 67071V104 $ 24 1,400 SH SOLE 1,400 NUVEEN PA INVT QUALITY MUN F COM 670972108 $ 7 432 SH SOLE 432 NUVEEN QUALITY PFD INCOME FD COM 67072C105 $ 10 670 SH SOLE 670 NUVEEN REAL ESTATE INCOME FD COM 67071B108 $ 38 1,822 SH SOLE 1,822 NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 $ 15 1,126 SH SOLE 1,126 NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 $ 5 386 SH SOLE 386 NUVEEN TX ADV TOTAL RET STRG COM 67090H102 $ 7 341 SH SOLE 341 NUVEEN VA DIV ADV MUNI FD 2 COM 67071C106 $ 24 1,425 SH SOLE 1,425 NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M108 $ 18 1,034 SH SOLE 1,034 NUVELO INC COM NEW 67072M301 $ 9 914 SH SOLE 914

NVE CORP COM NEW 629445206 $ 330 11,859 SH SOLE 11,859 NVIDIA CORP COM 67066G104 $ 4,312 183,029 SH SOLE 183,029 NVIDIA CORP COM 67066G104 $ 3,110 132,000 SH C SOLE 132,000 NVIDIA CORP COM 67066G104 $ 1,154 49,000 SH P SOLE 49,000 NVR INC COM 62944T105 $ 1,093 1,421 SH SOLE 1,421 NWH INC COM 6.29E+110 $ 8 584 SH SOLE 584 NYER MED GROUP INC COM 670711100 $ 6 2,093 SH SOLE 2,093 NYFIX INC COM 670712108 $ 155 24,989 SH SOLE 24,989 NYMAGIC INC COM 629484106 $ 186 7,343 SH SOLE 7,343 NYMOX PHARMACEUTICAL CORP COM 67076P102 $ 0 168 SH SOLE 168 O CHARLEYS INC COM 670823103 $ 91 4,631 SH SOLE 4,631 O I CORP COM 670841105 $ 22 2,171 SH SOLE 2,171 O REILLY AUTOMOTIVE INC COM 686091109 $ 272 6,029 SH SOLE 6,029 OAK HILL FINL INC COM 671337103 $ 165 4,256 SH SOLE 4,256 OAKLEY INC COM 673662102 $ 2,190 171,757 SH SOLE 171,757 OBIE MEDIA CORP COM 674391107 $ 21 3,060 SH SOLE 3,060 OCA INC COM 67083Q101 $ 930 146,486 SH SOLE 146,486 OCA INC COM 67083Q101 $ 400 63,000 SH C SOLE 63,000 OCCIDENTAL PETE CORP DEL COM 674599105 $23,741 406,800 SH C SOLE 406,800 OCCIDENTAL PETE CORP DEL COM 674599105 $18,561 318,042 SH SOLE 318,042 OCCIDENTAL PETE CORP DEL COM 674599105 $ 7,447 127,600 SH P SOLE 127,600 OCEANEERING INTL INC COM 675232102 $ 844 22,603 SH SOLE 22,603 OCEANFIRST FINL CORP COM 675234108 $ 70 2,830 SH SOLE 2,830 OCTEL CORP COM 675727101 $ 466 22,395 SH SOLE 22,395 OCULAR SCIENCES INC COM 675744106 $ 289 5,899 SH SOLE 5,899 OCWEN FINL CORP COM 675746101 $ 1,773 185,463 SH SOLE 185,463 ODYSSEY HEALTHCARE INC COM 67611V101 $ 109 7,950 SH SOLE 7,950 ODYSSEY MARINE EXPLORATION I COM 676118102 $ 3 1,265 SH SOLE 1,265 ODYSSEY RE HLDGS CORP COM 67612W108 $ 768 30,446 SH SOLE 30,446 OFFICE DEPOT INC COM 676220106 $ 9,168 528,119 SH SOLE 528,119 OFFICE DEPOT INC COM 676220106 $ 108 6,200 SH C SOLE 6,200 OFFICE DEPOT INC COM 676220106 $ 21 1,200 SH P SOLE 1,200 OFFICEMAX INC DEL COM 67622P101 $ 8,525 271,672 SH SOLE 271,672 OFFICEMAX INC DEL COM 67622P101 $ 4,798 152,900 SH C SOLE 152,900 OFFICEMAX INC DEL COM 67622P101 $ 370 11,800 SH P SOLE 11,800 OFFSHORE LOGISTICS INC COM 676255102 $ 189 5,836 SH SOLE 5,836 OGE ENERGY CORP COM 670837103 $ 6,257 236,030 SH SOLE 236,030 OHIO CAS CORP COM 677240103 $ 533 22,955 SH SOLE 22,955 OHIO VY BANC CORP COM 677719106 $ 67 2,067 SH SOLE 2,067 OIL DRI CORP AMER COM 677864100 $ 23 1,269 SH SOLE 1,269 OIL STS INTL INC COM 678026105 $ 3,197 165,746 SH SOLE 165,746 OILGEAR CO COM 678042102 $ 8 947 SH SOLE 947 OLD DOMINION FGHT LINES INC COM 679580100 $ 333 9,578 SH SOLE 9,578 OLD LINE BANCSHARES INC COM 67984M100 $ 80 6,779 SH SOLE 6,779 OLD NATL BANCORP IND COM 680033107 $ 17 659 SH SOLE 659 OLD POINT FINL CORP COM 680194107 $ 70 2,026 SH SOLE 2,026

OLD REP INTL CORP COM 680223104 $ 10 389 SH SOLE 389 OLD SECOND BANCORP INC ILL COM 680277100 $ 93 2,929 SH SOLE 2,929 OLYMPIC STEEL INC COM 68162K106 $ 55 2,072 SH SOLE 2,072 OM GROUP INC COM 670872100 $ 3,267 100,772 SH SOLE 100,772 OMEGA FINL CORP COM 682092101 $ 111 3,244 SH SOLE 3,244 OMEGA HEALTHCARE INVS INC COM 681936100 $ 1,168 98,966 SH SOLE 98,966 OMEGA PROTEIN CORP COM 68210P107 $ 39 4,518 SH SOLE 4,518 OMI CORP NEW COM Y6476W104 $ 1,386 82,280 SH SOLE 82,280 OMNI ENERGY SERVICES COM NEW 68210T208 $ 30 15,329 SH SOLE 15,329 OMNICARE INC COM 681904108 $ 2,000 57,769 SH SOLE 57,769 OMNICOM GROUP INC COM 681919106 $ 24,325 288,482 SH SOLE 288,482 OMNICOM GROUP INC COM 681919106 $ 9,360 111,000 SH P SOLE 111,000 OMNICOM GROUP INC COM 681919106 $ 6,628 78,600 SH C SOLE 78,600 OMNICOM GROUP INC NOTE 7/3 681919AM8 $ 4,994 5,000,000 PRN SOLE 5,000,000 OMNICOM GROUP INC NOTE 2/0 681919AK2 $ 985 1,000,000 PRN SOLE 1,000,000 OMNIVISION TECHNOLOGIES INC COM 682128103 $ 4,259 232,100 SH P SOLE 232,100 OMNIVISION TECHNOLOGIES INC COM 682128103 $ 2,904 158,261 SH SOLE 158,261 OMNIVISION TECHNOLOGIES INC COM 682128103 $ 2,389 130,200 SH C SOLE 130,200 OMNOVA SOLUTIONS INC COM 682129101 $ 338 60,102 SH SOLE 60,102 OMTOOL LTD COM NEW 681974309 $ 20 2,375 SH SOLE 2,375 ON ASSIGNMENT INC COM 682159108 $ 58 11,148 SH SOLE 11,148 ON SEMICONDUCTOR CORP COM 682189105 $ 191 42,086 SH SOLE 42,086 ON2 TECHNOLOGIES INC COM 68338A107 $ 1 932 SH SOLE 932 ONCOLYTICS BIOTECH INC COM 682310107 $ 2 482 SH SOLE 482 ONE LIBERTY PPTYS INC COM 682406103 $ 138 6,656 SH SOLE 6,656 ONEOK INC NEW COM 682680103 $ 2,132 75,000 SH C SOLE 75,000 ONLINE RES CORP COM 68273G101 $ 14 1,806 SH SOLE 1,806 ONVIA INC COM NEW 68338T403 $ 20 3,235 SH SOLE 3,235 ONYX ACCEP CORP COM 682914106 $ 550 19,673 SH SOLE 19,673 ONYX PHARMACEUTICALS INC COM 683399109 $ 10,067 310,800 SH C SOLE 310,800 ONYX PHARMACEUTICALS INC COM 683399109 $ 680 21,000 SH P SOLE 21,000 ONYX PHARMACEUTICALS INC COM 683399109 $ 34 1,059 SH SOLE 1,059 OPEN SOLUTIONS INC COM 68371P102 $ 545 20,985 SH SOLE 20,985 OPENTV CORP CL A G67543101 $ 268 69,821 SH SOLE 69,821 OPLINK COMMUNICATIONS INC COM 68375Q106 $ 24 12,022 SH SOLE 12,022 OPNET TECHNOLOGIES INC COM 683757108 $ 13 1,488 SH SOLE 1,488 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 $ 1 50 SH SOLE 50 OPPENHEIMER MULTI-SECTOR INC SH BEN INT 683933105 $ 7 836 SH SOLE 836 OPSWARE INC COM 68383A101 $ 5 621 SH SOLE 621 OPTIBASE LTD ORD M7524R108 $ 16 2,707 SH SOLE 2,707 OPTICAL CABLE CORP COM NEW 683827208 $ 16 2,870 SH SOLE 2,870 OPTICAL COMMUNICATION PRODS CL A 68382T101 $ 7 2,663 SH SOLE 2,663 OPTICARE HEALTH SYS INC COM 68386P105 $ 0 1,159 SH SOLE 1,159 OPTIMAL GROUP INC CL A NEW 68388R208 $ 215 18,268 SH SOLE 18,268 OPTIMUMBANK HOLDINGS INC COM 68401P106 $ 3 211 SH SOLE 211 ORACLE CORP COM 68389X105 $105,216 7,668,828 SH SOLE 7,668,828

ORACLE CORP COM 68389X105 $ 43,871 3,197,600 SH C SOLE 3,197,600 ORACLE CORP COM 68389X105 $ 17,581 1,281,414 SH P SOLE 1,281,414 ORALABS HOLDING CORP COM NEW 684029200 $ 7 2,017 SH SOLE 2,017 ORANGE 21 INC COM 685317109 $ 18 1,700 SH SOLE 1,700 ORASURE TECHNOLOGIES INC COM 68554V108 $ 18 2,705 SH SOLE 2,705 ORBIT INTL CORP COM NEW 685559304 $ 6 538 SH SOLE 538 ORBITAL SCIENCES CORP COM 685564106 $ 1,716 145,075 SH SOLE 145,075 ORBOTECH LTD ORD M75253100 $ 33 1,563 SH SOLE 1,563 ORCHID BIOSCIENCES INC COM PAR $0.01 68571P506 $ 242 21,039 SH SOLE 21,039 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 $ 4 151 SH SOLE 151 OREGON STL MLS INC COM 686079104 $ 61 3,002 SH SOLE 3,002 OREZONE RES INC COM 685921108 $ 0 106 SH SOLE 106 ORIENTAL FINL GROUP INC COM 68618W100 $ 28 987 SH SOLE 987 ORIENT-EXPRESS HOTELS LTD CL A G67743107 $ 450 21,900 SH SOLE 21,900 ORIGEN FINL INC COM 6.86E+212 $ 8,271 1,105,739 SH SOLE 1,105,739 ORION HEALTHCORP INC CL A 68627W109 $ 0 52 SH SOLE 52 ORLEANS HOMEBUILDERS INC COM 686588104 $ 181 9,125 SH SOLE 9,125 ORMAT TECHNOLOGIES INC COM 686688102 $ 12 735 SH SOLE 735 ORTHOFIX INTL N V COM N6748L102 $ 336 8,600 SH SOLE 8,600 ORTHOLOGIC CORP COM 68750J107 $ 111 17,691 SH SOLE 17,691 ORTHOVITA INC COM 68750U102 $ 109 25,922 SH SOLE 25,922 OSCIENT PHARMACEUTICALS CORP COM 68812R105 $ 11 2,972 SH SOLE 2,972 OSHKOSH B GOSH INC CL A 688222207 $ 296 13,842 SH SOLE 13,842 OSHKOSH TRUCK CORP COM 688239201 $ 628 9,187 SH SOLE 9,187 OSI PHARMACEUTICALS INC COM 671040103 $ 68,705 917,900 SH C SOLE 917,900 OSI PHARMACEUTICALS INC COM 671040103 $ 62,313 832,500 SH P SOLE 832,500 OSTEOTECH INC COM 688582105 $ 56 10,139 SH SOLE 10,139 OTTER TAIL CORP COM 689648103 $ 5,640 220,910 SH SOLE 220,910 OUTBACK STEAKHOUSE INC COM 689899102 $ 4,500 98,293 SH SOLE 98,293 OUTDOOR CHANNEL HLDGS INC COM NEW 690027206 $ 29 2,059 SH SOLE 2,059 OUTLOOK GROUP CORP COM 690113105 $ 17 2,161 SH SOLE 2,161 OVERLAND STORAGE INC COM 690310107 $ 358 21,470 SH SOLE 21,470 OVERNITE CORP COM 690322102 $ 1,215 32,620 SH SOLE 32,620 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 1,509 27,336 SH SOLE 27,336 OVERSTOCK COM INC DEL COM 690370101 $ 2,992 43,362 SH SOLE 43,362 OWENS & MINOR INC NEW COM 690732102 $ 511 18,152 SH SOLE 18,152 OWENS ILL INC COM NEW 690768403 $ 1,877 82,854 SH SOLE 82,854 OWENS ILL INC PFD CONV $.01 690768502 $ 34 847 SH SOLE 847 OXFORD INDS INC COM 691497309 $ 154 3,718 SH SOLE 3,718 OXIGENE INC COM 691828107 $ 11 2,079 SH SOLE 2,079 OYO GEOSPACE CORP COM 671074102 $ 56 3,002 SH SOLE 3,002 P A M TRANSN SVCS INC COM 693149106 $ 77 4,137 SH SOLE 4,137 P C CONNECTION COM 69318J100 $ 174 18,289 SH SOLE 18,289 P F CHANGS CHINA BISTRO INC COM 69333Y108 $ 316 5,600 SH SOLE 5,600 PAB BANKSHARES INC COM 69313P101 $ 1 55 SH SOLE 55 PACCAR INC COM 693718108 $ 17,998 223,636 SH SOLE 223,636

PACCAR INC COM 693718108 $ 13,279 165,000 SH P SOLE 165,000 PACER INTL INC TENN COM 69373H106 $ 633 29,774 SH SOLE 29,774 PACIFIC CONTINENTAL CORP COM 69412V108 $ 29 1,864 SH SOLE 1,864 PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 $ 833 28,800 SH SOLE 28,800 PACIFIC INTERNET LTD ORD Y66183107 $ 142 20,122 SH SOLE 20,122 PACIFIC RIM MNG CORP COM NEW 694915208 $ 1 2,083 SH SOLE 2,083 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 1,421 63,846 SH SOLE 63,846 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 156 7,000 SH P SOLE 7,000 PACIFICARE HEALTH SYS DEL COM 695112102 $ 9,524 168,500 SH P SOLE 168,500 PACIFICARE HEALTH SYS DEL COM 695112102 $ 1,984 35,100 SH C SOLE 35,100 PACIFICARE HEALTH SYS DEL COM 695112102 $ 565 10,001 SH SOLE 10,001 PACKAGING CORP AMER COM 695156109 $ 12,070 512,544 SH SOLE 512,544 PACKETEER INC COM 695210104 $ 6 389 SH SOLE 389 PACTIV CORP COM 695257105 $ 3,799 150,204 SH SOLE 150,204 PAC-WEST TELECOM INC COM 69371Y101 $ 2 1,227 SH SOLE 1,227 PAIN THERAPEUTICS INC COM 69562K100 $ 126 17,500 SH SOLE 17,500 PALATIN TECHNOLOGIES INC COM NEW 696077304 $ 58 21,804 SH SOLE 21,804 PALL CORP COM 696429307 $ 3,381 116,782 SH SOLE 116,782 PALM HARBOR HOMES COM 696639103 $ 8 458 SH SOLE 458 PALMONE INC COM 69713P107 $ 5,124 162,400 SH P SOLE 162,400 PALMONE INC COM 69713P107 $ 2,929 92,842 SH SOLE 92,842 PALMONE INC COM 69713P107 $ 2,171 68,800 SH C SOLE 68,800 PALMSOURCE INC COM 697154102 $ 526 41,293 SH SOLE 41,293 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 $ 414 15,876 SH SOLE 15,876 PAMRAPO BANCORP INC COM 697738102 $ 11 432 SH SOLE 432 PAN AMERICAN SILVER CORP COM 697900108 $ 3,278 205,100 SH C SOLE 205,100 PAN AMERICAN SILVER CORP COM 697900108 $ 417 26,090 SH SOLE 26,090 PAN AMERICAN SILVER CORP COM 697900108 $ 382 23,900 SH P SOLE 23,900 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 $ 4 61 SH SOLE 61 PANAMERICAN BANCORP NEW COM NEW 697938207 $ 2 450 SH SOLE 450 PANERA BREAD CO CL A 69840W108 $ 4,859 120,500 SH C SOLE 120,500 PANERA BREAD CO CL A 69840W108 $ 1,540 38,187 SH SOLE 38,187 PANERA BREAD CO CL A 69840W108 $ 528 13,100 SH P SOLE 13,100 PANTRY INC COM 698657103 $ 160 5,306 SH SOLE 5,306 PAPA JOHNS INTL INC COM 698813102 $ 196 5,691 SH SOLE 5,691 PAR PHARMACEUTICAL COS INC COM 69888P106 $ 2,187 52,862 SH SOLE 52,862 PAR PHARMACEUTICAL COS INC COM 69888P106 $ 406 9,800 SH C SOLE 9,800 PAR PHARMACEUTICAL COS INC COM 69888P106 $ 199 4,800 SH P SOLE 4,800 PAR TECHNOLOGY CORP COM 698884103 $ 16 1,431 SH SOLE 1,431 PARADYNE NETWORKS INC COM 69911G107 $ 108 30,034 SH SOLE 30,034 PARAGON TECHNOLOGIES INC COM 69912T108 $ 14 1,464 SH SOLE 1,464 PARALLEL PETE CORP DEL COM 699157103 $ 83 15,400 SH SOLE 15,400 PARAMETRIC TECHNOLOGY CORP COM 699173100 $ 3,133 531,914 SH SOLE 531,914 PAREXEL INTL CORP COM 699462107 $ 152 7,467 SH SOLE 7,467 PARK ELECTROCHEMICAL CORP COM 700416209 $ 328 15,148 SH SOLE 15,148 PARK NATL CORP COM 700658107 $ 216 1,596 SH SOLE 1,596

PARKER DRILLING CO COM 701081101 $ 2 456 SH SOLE 456 PARKER HANNIFIN CORP COM 701094104 $ 11,709 154,595 SH C SOLE 154,595 PARKER HANNIFIN CORP COM 701094104 $ 9,089 120,000 SH P SOLE 120,000 PARKER HANNIFIN CORP COM 701094104 $ 2,303 30,408 SH SOLE 30,408 PARKVALE FINL CORP COM 701492100 $ 47 1,638 SH SOLE 1,638 PARKWAY PPTYS INC COM 70159Q104 $ 2 41 SH SOLE 41 PARLUX FRAGRANCES INC COM 701645103 $ 36 1,605 SH SOLE 1,605 PARTNER COMMUNICATIONS CO LT ADR 70211M109 $ 1 96 SH SOLE 96 PARTNERRE LTD COM G6852T105 $ 762 12,300 SH SOLE 12,300 PARTNERS TR FINL GROUP INC N COM 70213F102 $ 89 7,632 SH SOLE 7,632 PARTY CITY CORP COM 702145103 $ 302 23,354 SH SOLE 23,354 PATHFINDER BANCORP INC COM 70320A103 $ 1 85 SH SOLE 85 PATHMARK STORES INC NEW COM 70322A101 $ 222 38,147 SH SOLE 38,147 PATINA OIL & GAS CORP COM 703224105 $ 21,431 571,493 SH SOLE 571,493 PATRIOT TRANSN HLDG INC COM 70337B102 $ 73 1,620 SH SOLE 1,620 PATTERSON UTI ENERGY INC COM 703481101 $ 7,241 372,311 SH SOLE 372,311 PATTERSON UTI ENERGY INC COM 703481101 $ 1,739 89,400 SH P SOLE 89,400 PATTERSON UTI ENERGY INC COM 703481101 $ 360 18,500 SH C SOLE 18,500 PAULA FINL DEL COM 703588103 $ 8 3,607 SH SOLE 3,607 PAULSON CAP CORP COM 703797100 $ 9 1,065 SH SOLE 1,065 PAXAR CORP COM 704227107 $ 2,340 105,556 SH SOLE 105,556 PAXSON COMMUNICATIONS CORP COM 704231109 $ 55 39,788 SH SOLE 39,788 PAYCHEX INC COM 704326107 $ 17,203 504,774 SH SOLE 504,774 PAYCHEX INC COM 704326107 $ 6,179 181,300 SH P SOLE 181,300 PAYCHEX INC COM 704326107 $ 3,340 98,000 SH C SOLE 98,000 PAYLESS SHOESOURCE INC COM 704379106 $ 184 14,953 SH SOLE 14,953 PC MALL INC COM 69323K100 $ 386 17,226 SH SOLE 17,226 PCCW LTD SPONS ADR NEW 70454G207 $ 8 1,211 SH SOLE 1,211 PC-TEL INC COM 69325Q105 $ 216 27,292 SH SOLE 27,292 PDF SOLUTIONS INC COM 693282105 $ 373 23,154 SH SOLE 23,154 PDI INC COM 69329V100 $ 777 34,878 SH SOLE 34,878 PEABODY ENERGY CORP COM 704549104 $ 1,731 21,389 SH SOLE 21,389 PEACE ARCH ENTMT GROUP INC COM 704586304 $ 0 208 SH SOLE 208 PEAPACK-GLADSTONE FINL CORP COM 704699107 $ 28 890 SH SOLE 890 PEARSON PLC SPONSORED ADR 705015105 $ 509 41,836 SH SOLE 41,836 PEC SOLUTIONS INC COM 705107100 $ 373 26,295 SH SOLE 26,295 PECO II INC COM 705221109 $ 0 6 SH SOLE 6 PEDIATRIC SVCS OF AMERICA COM 705323103 $ 10 760 SH SOLE 760 PEDIATRIX MED GROUP COM 705324101 $ 2,459 38,399 SH SOLE 38,399 PEERLESS MFG CO COM 705514107 $ 38 2,551 SH SOLE 2,551 PEETS COFFEE & TEA INC COM 705560100 $ 563 21,260 SH SOLE 21,260 PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 $ 160 17,265 SH SOLE 17,265 PEGASUS SOLUTIONS INC COM 705906105 $ 244 19,329 SH SOLE 19,329 PELICAN FINL INC COM 705808103 $ 0 26 SH SOLE 26 PEMCO AVIATION INC COM 706444106 $ 55 2,007 SH SOLE 2,007 PEMSTAR INC COM 706552106 $ 40 22,300 SH SOLE 22,300

PENFORD CORP COM 707051108 $ 53 3,339 SH SOLE 3,339 PENN ENGR & MFG CORP COM NON VTG 707389300 $ 134 7,399 SH SOLE 7,399 PENN ENGR & MFG CORP CL A 707389102 $ 13 848 SH SOLE 848 PENN NATL GAMING INC COM 707569109 $ 39 645 SH SOLE 645 PENN VA CORP COM 707882106 $ 130 3,204 SH SOLE 3,204 PENN VA RESOURCES PARTNERS L COM 707884102 $ 542 10,400 SH SOLE 10,400 PENN-AMER GROUP INC COM 707247102 $ 205 13,544 SH SOLE 13,544 PENNEY J C INC COM 708160106 $ 33,057 798,486 SH C SOLE 798,486 PENNEY J C INC COM 708160106 $ 18,876 455,948 SH P SOLE 455,948 PENNEY J C INC COM 708160106 $ 4,241 102,444 SH SOLE 102,444 PENNFED FINL SVCS INC COM 708167101 $ 231 14,379 SH SOLE 14,379 PENNICHUCK CORP COM NEW 708254206 $ 63 2,427 SH SOLE 2,427 PENNROCK FINL SVCS CORP COM 708352109 $ 107 2,738 SH SOLE 2,738 PENNSYLVANIA COMM BANCORP IN COM 708677109 $ 35 548 SH SOLE 548 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 $ 64 1,499 SH SOLE 1,499 PENTAIR INC COM 709631105 $ 42 975 SH SOLE 975 PENWEST PHARMACEUTICALS CO COM 709754105 $ 225 18,804 SH SOLE 18,804 PEOPLES BANCORP AUBURN IND COM 709788103 $ 61 2,865 SH SOLE 2,865 PEOPLES BANCORP INC COM 709789101 $ 87 3,188 SH SOLE 3,188 PEOPLES BANCORP N C INC COM 710577107 $ 41 2,103 SH SOLE 2,103 PEOPLES BK BRIDGEPORT CONN COM 710198102 $ 642 16,517 SH SOLE 16,517 PEOPLES CMNTY BANCORP INC COM 7.11E+111 $ 71 3,016 SH SOLE 3,016 PEOPLES ENERGY CORP COM 711030106 $ 1,732 39,407 SH SOLE 39,407 PEOPLES FINL CORP MISS COM 71103B102 $ 45 2,528 SH SOLE 2,528 PEOPLES HLDG CO COM 711148106 $ 69 2,097 SH SOLE 2,097 PEOPLESOFT INC COM 712713106 $ 30,852 1,164,654 SH SOLE 1,164,654 PEOPLESOFT INC COM 712713106 $ 15,335 578,900 SH C SOLE 578,900 PEOPLESOFT INC COM 712713106 $ 11,770 444,300 SH P SOLE 444,300 PEOPLES-SIDNEY FINL CORP COM 712308105 $ 29 2,071 SH SOLE 2,071 PEP BOYS MANNY MOE & JACK COM 713278109 $ 212 12,392 SH SOLE 12,392 PEPSI BOTTLING GROUP INC COM 713409100 $ 8,029 296,946 SH SOLE 296,946 PEPSI BOTTLING GROUP INC COM 713409100 $ 3,380 125,000 SH P SOLE 125,000 PEPSIAMERICAS INC COM 71343P200 $ 2,280 107,360 SH SOLE 107,360 PEPSICO INC COM 713448108 $148,497 2,844,775 SH SOLE 2,844,775 PEPSICO INC COM 713448108 $ 31,928 611,656 SH C SOLE 611,656 PEPSICO INC COM 713448108 $ 7,647 146,500 SH P SOLE 146,500 PERCEPTRON INC COM 71361F100 $ 15 2,034 SH SOLE 2,034 PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V303 $ 14 317 SH SOLE 317 PEREGRINE PHARMACEUTICALS IN COM 713661106 $ 102 86,850 SH SOLE 86,850 PERFICIENT INC COM 71375U101 $ 14 2,138 SH SOLE 2,138 PERFORMANCE FOOD GROUP CO COM 713755106 $ 303 11,269 SH SOLE 11,269 PERFORMANCE TECHNOLOGIES INC COM 71376K102 $ 57 6,100 SH SOLE 6,100 PERICOM SEMICONDUCTOR CORP COM 713831105 $ 186 19,772 SH SOLE 19,772 PERINI CORP COM 713839108 $ 273 16,374 SH SOLE 16,374 PERKINELMER INC COM 714046109 $ 6,164 274,086 SH SOLE 274,086 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 $ 1 452 SH SOLE 452

PERMIAN BASIN RTY TR UNIT BEN INT 714236106 $ 1 77 SH SOLE 77 PERRIGO CO COM 714290103 $ 242 13,997 SH SOLE 13,997 PER-SE TECHNOLOGIES INC COM NEW 713569309 $ 75 4,760 SH SOLE 4,760 PETCO ANIMAL SUPPLIES COM NEW 716016209 $ 1,109 28,079 SH SOLE 28,079 PETMED EXPRESS INC COM 716382106 $ 68 8,925 SH SOLE 8,925 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 $ 132 11,070 SH SOLE 11,070 PETRO-CDA COM 7.16E+106 $ 133 2,615 SH SOLE 2,615 PETROHAWK ENERGY CORP COM 716495106 $ 10 1,212 SH SOLE 1,212 PETROKAZAKHSTAN INC COM 71649P102 $ 2,695 72,649 SH SOLE 72,649 PETROLEUM & RES CORP COM 716549100 $ 27 1,039 SH SOLE 1,039 PETROLEUM DEV CORP COM 716578109 $ 215 5,583 SH SOLE 5,583 PETROLEUM HELICOPTERS INC COM NON VTG 716604202 $ 50 1,983 SH SOLE 1,983 PETROQUEST ENERGY INC COM 716748108 $ 663 133,664 SH SOLE 133,664 PETSMART INC COM 716768106 $ 20,651 581,228 SH SOLE 581,228 PETSMART INC COM 716768106 $ 1,027 28,900 SH C SOLE 28,900 PETSMART INC COM 716768106 $ 92 2,600 SH P SOLE 2,600 PFEIFFER VACUUM TECH AG SPONSORED ADR 717067102 $ 32 714 SH SOLE 714 PFF BANCORP INC COM 69331W104 $ 73 1,579 SH SOLE 1,579 PFIZER INC COM 717081103 $477,253 17,748,336 SH SOLE 17,748,336 PFIZER INC COM 717081103 $228,059 8,481,174 SH P SOLE 8,481,174 PFIZER INC COM 717081103 $ 47,944 1,782,950 SH C SOLE 1,782,950 PFS BANCORP INC COM 69335R101 $ 0 4 SH SOLE 4 PFSWEB INC COM 717098107 $ 5 1,805 SH SOLE 1,805 PG&E CORP NOTE 9.500% 6/3 69331CAD0 $ 10,670 4,000,000 PRN SOLE 4,000,000 PG&E CORP COM 69331C108 $ 7,005 210,500 SH P SOLE 210,500 PG&E CORP COM 69331C108 $ 6,618 198,862 SH SOLE 198,862 PG&E CORP COM 69331C108 $ 4,330 130,100 SH C SOLE 130,100 PHARMACEUTICAL PROD DEV INC COM 717124101 $ 1,101 26,657 SH SOLE 26,657 PHARMACOPEIA DRUG DISCVRY IN COM 7171EP101 $ 16 2,665 SH SOLE 2,665 PHARMACYCLICS INC COM 716933106 $ 189 18,093 SH SOLE 18,093 PHARMION CORP COM 71715B409 $ 16 373 SH SOLE 373 PHARMOS CORP COM NEW 717139208 $ 117 82,190 SH SOLE 82,190 PHASE FORWARD INC COM 71721R406 $ 4 518 SH SOLE 518 PHAZAR CORP COM 71722R108 $ 69 1,413 SH SOLE 1,413 PHELPS DODGE CORP PFD A CV 6.75% 717265508 $116,809 565,800 SH SOLE 565,800 PHELPS DODGE CORP COM 717265102 $ 58,185 588,200 SH P SOLE 588,200 PHELPS DODGE CORP COM 717265102 $ 24,443 247,100 SH C SOLE 247,100 PHELPS DODGE CORP COM 717265102 $ 11,498 116,239 SH SOLE 116,239 PHILADELPHIA CONS HLDG CORP COM 717528103 $ 319 4,820 SH SOLE 4,820 PHILLIPS VAN HEUSEN CORP COM 718592108 $ 181 6,716 SH SOLE 6,716 PHOENIX COS INC NEW CORPORATE UNIT 71902E406 $ 61,220 1,639,520 SH SOLE 1,639,520 PHOENIX COS INC NEW COM 7.19E+113 $ 17 1,380 SH SOLE 1,380 PHOENIX TECHNOLOGY LTD COM 719153108 $ 76 9,241 SH SOLE 9,241 PHOTON DYNAMICS INC COM 719364101 $ 88 3,643 SH SOLE 3,643 PHOTRONICS INC COM 719405102 $ 439 26,582 SH SOLE 26,582 PHSB FINANCIAL CORP COM 69335T107 $ 39 1,448 SH SOLE 1,448

PICO HLDGS INC COM NEW 693366205 $ 94 4,514 SH SOLE 4,514 PIEDMONT NAT GAS INC COM 720186105 $ 3,134 134,835 SH SOLE 134,835 PIER 1 IMPORTS INC COM 720279108 $ 1,542 78,255 SH SOLE 78,255 PILGRIMS PRIDE CORP COM 721467108 $ 4,893 159,471 SH SOLE 159,471 PIMCO CALIF MUN INCOME FD II COM 72201C109 $ 4 301 SH SOLE 301 PIMCO CALIF MUN INCOME FD II COM 72200M108 $ 2 158 SH SOLE 158 PIMCO COML MTG SECS TR INC COM 693388100 $ 6 439 SH SOLE 439 PIMCO CORPORATE INCOME FD COM 72200U100 $ 8 521 SH SOLE 521 PIMCO CORPORATE OPP FD COM 72201B101 $ 21 1,172 SH SOLE 1,172 PIMCO FLOATING RATE STRTGY F COM 72201J104 $ 8 411 SH SOLE 411 PIMCO NEW YORK MUN FD II COM 72200Y102 $ 1 91 SH SOLE 91 PINNACLE AIRL CORP COM 723443107 $ 490 35,162 SH SOLE 35,162 PINNACLE BANCSHARES INC COM 722903101 $ 1 58 SH SOLE 58 PINNACLE ENTMT INC COM 723456109 $ 171 8,626 SH SOLE 8,626 PINNACLE SYS INC COM 723481107 $ 92 15,027 SH SOLE 15,027 PINNACLE WEST CAP CORP COM 723484101 $ 4,503 101,397 SH SOLE 101,397 PIONEER HIGH INCOME TR COM 72369H106 $ 22 1,295 SH SOLE 1,295 PIONEER INTREST SHS COM 723703104 $ 9 809 SH SOLE 809 PIONEER NAT RES CO COM 723787107 $ 854 24,326 SH SOLE 24,326 PIONEER RAILCORP COM 723839106 $ 5 1,583 SH SOLE 1,583 PITNEY BOWES INC COM 724479100 $ 16,716 361,183 SH SOLE 361,183 PITTSBURGH & W VA RR SH BEN INT 724819107 $ 2 168 SH SOLE 168 PIXAR COM 725811103 $ 1,027 12,000 SH C SOLE 12,000 PIXAR COM 725811103 $ 796 9,300 SH P SOLE 9,300 PIXAR COM 725811103 $ 17 200 SH SOLE 200 PIXELWORKS INC COM 72581M107 $ 1,701 150,000 SH C SOLE 150,000 PIXELWORKS INC COM 72581M107 $ 1 76 SH SOLE 76 PIZZA INN INC NEW COM 725848105 $ 6 2,017 SH SOLE 2,017 PLACER DOME INC COM 725906101 $ 2,455 130,177 SH SOLE 130,177 PLACER DOME INC COM 725906101 $ 1,491 79,036 SH C SOLE 79,036 PLACER DOME INC COM 725906101 $ 55 2,900 SH P SOLE 2,900 PLACER SIERRA BANCSHARES COM 726079106 $ 42 1,473 SH SOLE 1,473 PLAINS EXPL& PRODTN CO COM 726505100 $ 478 18,383 SH SOLE 18,383 PLANAR SYS INC COM 726900103 $ 234 20,864 SH SOLE 20,864 PLANETOUT INC COM 727058109 $ 9 642 SH SOLE 642 PLANTRONICS INC NEW COM 727493108 $ 4,820 116,221 SH SOLE 116,221 PLATINUM UNDERWRITER HLDGS L COM G7127P100 $ 4,056 130,406 SH SOLE 130,406 PLATO LEARNING INC COM 72764Y100 $ 187 25,052 SH SOLE 25,052 PLAYBOY ENTERPRISES INC CL B 728117300 $ 314 25,533 SH SOLE 25,533 PLAYBOY ENTERPRISES INC CL A 728117201 $ 1 87 SH SOLE 87 PLEXUS CORP COM 729132100 $ 14 1,092 SH SOLE 1,092 PLUG POWER INC COM 72919P103 $ 489 79,979 SH SOLE 79,979 PLUM CREEK TIMBER CO INC COM 729251108 $ 9,648 250,994 SH SOLE 250,994 PLUMTREE SOFTWARE INC COM 72940Q104 $ 182 40,245 SH SOLE 40,245 PLX TECHNOLOGY INC COM 693417107 $ 142 13,677 SH SOLE 13,677 PMA CAP CORP CL A 693419202 $ 135 13,017 SH SOLE 13,017

PMC COML TR SH BEN INT 693434102 $ 25 1,616 SH SOLE 1,616 PMC-SIERRA INC COM 69344F106 $ 19,604 1,742,600 SH C SOLE 1,742,600 PMC-SIERRA INC COM 69344F106 $ 10,113 898,900 SH P SOLE 898,900 PMC-SIERRA INC COM 69344F106 $ 582 51,731 SH SOLE 51,731 PMI GROUP INC DBCV 2.500% 7/1 69344MAE1 $ 4,232 3,834,000 PRN SOLE 3,834,000 PMI GROUP INC COM 69344M101 $ 2 36 SH SOLE 36 PNC FINL SVCS GROUP INC COM 693475105 $ 29,386 511,589 SH SOLE 511,589 PNC FINL SVCS GROUP INC COM 693475105 $ 465 8,100 SH P SOLE 8,100 PNC FINL SVCS GROUP INC COM 693475105 $ 247 4,300 SH C SOLE 4,300 PNM RES INC COM 69349H107 $ 1,468 58,035 SH SOLE 58,035 POCAHONTAS BANCORP INC COM 730234101 $ 38 2,489 SH SOLE 2,489 POGO PRODUCING CO COM 730448107 $ 485 10,000 SH P SOLE 10,000 POINT 360 COM 730698107 $ 1 230 SH SOLE 230 POINT THERAPEUTICS INC COM 730694106 $ 18 3,343 SH SOLE 3,343 POINTE FINANCIAL CORP COM 73084P100 $ 75 1,828 SH SOLE 1,828 POLARIS INDS INC COM 731068102 $ 631 9,276 SH SOLE 9,276 POLO RALPH LAUREN CORP CL A 731572103 $ 543 12,751 SH SOLE 12,751 POLYAIR INTER PACK INC COM 731912101 $ 8 896 SH SOLE 896 POLYCOM INC COM 73172K104 $ 441 18,898 SH SOLE 18,898 POLYCOM INC COM 73172K104 $ 312 13,400 SH C SOLE 13,400 POLYCOM INC COM 73172K104 $ 58 2,500 SH P SOLE 2,500 POLYDEX PHARMACEUTICALS LTD COM PAR $0.016 731728200 $ 6 1,043 SH SOLE 1,043 POLYMEDICA CORP COM 731738100 $ 296 7,946 SH SOLE 7,946 POLYONE CORP COM 73179P106 $ 182 20,094 SH SOLE 20,094 POMEROY IT SOLUTIONS INC COM 731822102 $ 43 2,832 SH SOLE 2,832 POPE & TALBOT INC COM 732827100 $ 1,404 82,068 SH SOLE 82,068 POPULAR INC COM 733174106 $ 625 21,687 SH SOLE 21,687 PORTAL SOFTWARE INC COM NEW 736126301 $ 131 50,046 SH SOLE 50,046 PORTALPLAYER INC COM 736187204 $ 66 2,680 SH SOLE 2,680 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 $ 209 5,078 SH SOLE 5,078 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 $ 381 30,917 SH SOLE 30,917 POSSIS MEDICAL INC COM 737407106 $ 53 3,936 SH SOLE 3,936 POTLATCH CORP COM 737628107 $ 6 127 SH SOLE 127 POWELL INDS INC COM 739128106 $ 100 5,428 SH SOLE 5,428 POWER INTEGRATIONS INC COM 739276103 $ 691 34,935 SH SOLE 34,935 POWERDSINE LTD SHS M41415106 $ 15 1,100 SH SOLE 1,100 POWER-ONE INC COM 739308104 $ 1,144 128,298 SH SOLE 128,298 POWERWAVE TECHNOLOGIES INC COM 739363109 $ 300 35,413 SH SOLE 35,413 POZEN INC COM 73941U102 $ 216 29,657 SH SOLE 29,657 PPG INDS INC COM 693506107 $ 22,889 335,806 SH SOLE 335,806 PPL CORP COM 69351T106 $ 17,738 332,927 SH SOLE 332,927 PPL CORP COM 69351T106 $ 4,795 90,000 SH C SOLE 90,000 PRA INTL COM 69353C101 $ 72 2,925 SH SOLE 2,925 PRAECIS PHARMACEUTICALS INC COM 739421105 $ 137 71,915 SH SOLE 71,915 PRAXAIR INC COM 74005P104 $ 19,628 444,567 SH SOLE 444,567 PRAXAIR INC COM 74005P104 $ 2,075 47,000 SH C SOLE 47,000

PRE PAID LEGAL SVCS INC COM 740065107 $ 731 19,475 SH SOLE 19,475 PRECIS INC COM 740184106 $ 4 1,559 SH SOLE 1,559 PRECISION CASTPARTS CORP COM 740189105 $ 36,564 556,698 SH SOLE 556,698 PRECISION DRILLING CORP COM 74022D100 $ 63 1,004 SH SOLE 1,004 PRECISION OPTICS INC MASS COM NEW 740294202 $ 6 5,143 SH SOLE 5,143 PREFERRED INCOME STRATEGIES COM 7.40E+104 $ 19 895 SH SOLE 895 PREFORMED LINE PRODS CO COM 740444104 $ 93 3,200 SH SOLE 3,200 PREMCOR INC COM 74045Q104 $ 1,782 42,253 SH SOLE 42,253 PREMIER CMNTY BANKSHARES INC COM 740473103 $ 41 1,996 SH SOLE 1,996 PREMIER FARNELL PLC SP ADR PREF CV 74050U206 $ 22 939 SH SOLE 939 PREMIER FARNELL PLC SPONSORED ADR 74050U107 $ 18 2,721 SH SOLE 2,721 PRENTISS PPTYS TR SH BEN INT 740706106 $ 3,543 92,736 SH SOLE 92,736 PRESIDENTIAL LIFE CORP COM 740884101 $ 386 22,750 SH SOLE 22,750 PRESSTEK INC COM 741113104 $ 14 1,413 SH SOLE 1,413 PRESSURE BIOSCIENCES INC COM 7.41E+113 $ 9 2,654 SH SOLE 2,654 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 $ 220 43,813 SH SOLE 43,813 PRICE COMMUNICATIONS CORP COM NEW 741437305 $ 3 159 SH SOLE 159 PRICE T ROWE GROUP INC COM 74144T108 $ 12,324 198,131 SH SOLE 198,131 PRICELINE COM INC COM NEW 741503403 $ 3,779 160,200 SH C SOLE 160,200 PRICELINE COM INC COM NEW 741503403 $ 1,189 50,400 SH P SOLE 50,400 PRICESMART INC COM 741511109 $ 16 2,073 SH SOLE 2,073 PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 $ 10,838 10,000,000 PRN SOLE 10,000,000 PRIDE INTL INC DEL COM 74153Q102 $ 6,216 302,645 SH SOLE 302,645 PRIDE INTL INC DEL COM 74153Q102 $ 76 3,700 SH C SOLE 3,700 PRIDE INTL INC DEL COM 74153Q102 $ 18 900 SH P SOLE 900 PRIME GROUP REALTY TRUST SH BEN INT 74158J103 $ 6 867 SH SOLE 867 PRIMEDIA INC COM 74157K101 $ 52 13,578 SH SOLE 13,578 PRIMEENERGY CORP COM 7.42E+108 $ 15 710 SH SOLE 710 PRIMUS GUARANTY LTD SHS G72457107 $ 9 565 SH SOLE 565 PRIMUS TELECOMMUNICATIONS GR COM 741929103 $ 180 56,518 SH SOLE 56,518 PRINCETON NATL BANCORP INC COM 742282106 $ 59 2,049 SH SOLE 2,049 PRINCETON REVIEW INC COM 742352107 $ 155 25,144 SH SOLE 25,144 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 $ 13,345 325,957 SH SOLE 325,957 PRIORITY HEALTHCARE CORP CL B 74264T102 $ 273 12,521 SH SOLE 12,521 PRIVATEBANCORP INC COM 742962103 $ 181 5,610 SH SOLE 5,610 PROASSURANCE CORP COM 74267C106 $ 51 1,311 SH SOLE 1,311 PROCENTURY CORP COM 74268T108 $ 24 1,929 SH SOLE 1,929 PROCTER & GAMBLE CO COM 742718109 $203,896 3,701,811 SH SOLE 3,701,811 PROCTER & GAMBLE CO COM 742718109 $ 62,500 1,134,720 SH C SOLE 1,134,720 PROCTER & GAMBLE CO COM 742718109 $ 45,153 819,778 SH P SOLE 819,778 PROGENICS PHARMACEUTICALS IN COM 743187106 $ 3 159 SH SOLE 159 PROGRESS ENERGY INC COM 743263105 $ 15,887 351,162 SH SOLE 351,162 PROGRESS SOFTWARE CORP COM 743312100 $ 721 30,877 SH SOLE 30,877 PROGRESSIVE CORP OHIO COM 743315103 $ 9,684 114,141 SH SOLE 114,141 PROGRESSIVE CORP OHIO COM 743315103 $ 4,250 50,100 SH C SOLE 50,100 PROGRESSIVE CORP OHIO COM 743315103 $ 59 700 SH P SOLE 700

PROLOGIS SH BEN INT 743410102 $ 8,124 187,484 SH SOLE 187,484 PROLOGIS SH BEN INT 743410102 $ 5,940 137,080 SH C SOLE 137,080 PROLONG INTL CORP COM 743411100 $ 0 1,207 SH SOLE 1,207 PROQUEST COMPANY COM 74346P102 $ 46 1,553 SH SOLE 1,553 PROSOFTTRAINING COM 743477101 $ 1 3,401 SH SOLE 3,401 PROSPECT STR HIGH INCOME PTF COM NEW 743586406 $ 7 1,998 SH SOLE 1,998 PROSPECT STREET INCOME SHS I COM 743590101 $ 10 1,565 SH SOLE 1,565 PROTECTIVE LIFE CORP COM 743674103 $ 497 11,644 SH SOLE 11,644 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 $ 3,193 2,524,000 PRN SOLE 2,524,000 PROTEIN DESIGN LABS INC COM 74369L103 $ 1,169 56,600 SH C SOLE 56,600 PROTEIN DESIGN LABS INC COM 74369L103 $ 609 29,456 SH SOLE 29,456 PROTEIN DESIGN LABS INC COM 74369L103 $ 45 2,200 SH P SOLE 2,200 PROVALIS PLC SPONS ADR NEW 74372Q206 $ 13 2,874 SH SOLE 2,874 PROVIDE COMM INC COM 74373W103 $ 464 12,499 SH SOLE 12,499 PROVIDENCE & WORCESTER RR CO COM 743737108 $ 16 1,185 SH SOLE 1,185 PROVIDENT BANKSHARES CORP COM 743859100 $ 384 10,547 SH SOLE 10,547 PROVIDENT FINL HLDGS INC COM 743868101 $ 161 5,576 SH SOLE 5,576 PROVIDENT FINL SVCS INC COM 74386T105 $ 25 1,301 SH SOLE 1,301 PROVIDIAN FINL CORP COM 74406A102 $ 7,052 428,170 SH SOLE 428,170 PROVIDIAN FINL CORP COM 74406A102 $ 6,171 374,700 SH P SOLE 374,700 PROVIDIAN FINL CORP COM 74406A102 $ 5,936 360,400 SH C SOLE 360,400 PROVIDIAN FINL CORP NOTE 2.750% 3/1 74406AAD4 $ 277 231,000 PRN SOLE 231,000 PROVIDIAN FINL CORP NOTE 4.000% 5/1 74406AAC6 $ 78 56,000 PRN SOLE 56,000 PROVINCE HEALTHCARE CO COM 743977100 $ 289 12,929 SH SOLE 12,929 PROVO INTERNATIONAL INC COM NEW 744141201 $ 0 2,218 SH SOLE 2,218 PROXIM CORP CL A NEW 744283201 $ 2 453 SH SOLE 453 PROXYMED INC COM NEW 744290305 $ 100 10,192 SH SOLE 10,192 PRUDENTIAL FINL INC COM 744320102 $ 13,903 252,962 SH SOLE 252,962 PRUDENTIAL FINL INC COM 744320102 $ 6,936 126,200 SH C SOLE 126,200 PRUDENTIAL FINL INC COM 744320102 $ 3,600 65,500 SH P SOLE 65,500 PRUDENTIAL PLC ADR 74435K204 $ 8 452 SH SOLE 452 PS BUSINESS PKS INC CALIF COM 69360J107 $ 95 2,096 SH SOLE 2,096 PSB BANCORP INC COM 693604100 $ 27 1,964 SH SOLE 1,964 PSI TECHNOLOGIES HLDGS INC SPONSORED ADR 74438Q109 $ 5 2,512 SH SOLE 2,512 PSS WORLD MED INC COM 69366A100 $ 170 13,582 SH SOLE 13,582 PSYCHEMEDICS CORP COM NEW 744375205 $ 12 918 SH SOLE 918 PSYCHIATRIC SOLUTIONS INC COM 74439H108 $ 212 5,800 SH SOLE 5,800 PTEK HLDGS INC COM 69366M104 $ 410 38,297 SH SOLE 38,297 PUBLIC STORAGE INC COM A DP1/1000 74460D729 $ 28 968 SH SOLE 968 PUBLIC STORAGE INC COM 74460D109 $ 9 160 SH SOLE 160 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $ 15,104 291,751 SH SOLE 291,751 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $ 52 1,000 SH C SOLE 1,000 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $ 5 100 SH P SOLE 100 PUGET ENERGY INC NEW COM 745310102 $ 5 201 SH SOLE 201 PULITZER INC COM 745769109 $ 110 1,690 SH SOLE 1,690 PULTE HOMES INC COM 745867101 $ 30,234 473,884 SH P SOLE 473,884

PULTE HOMES INC COM 745867101 $ 16,138 252,943 SH SOLE 252,943 PULTE HOMES INC COM 745867101 $ 11,950 187,300 SH C SOLE 187,300 PURADYN FILTER TECHNOLOGIES COM 746091107 $ 1 900 SH SOLE 900 PURE WORLD INC COM 74622C106 $ 1 771 SH SOLE 771 PURECYCLE CORP COM NEW 746228303 $ 20 2,297 SH SOLE 2,297 PUTNAM CALIF INVT GRADE MUN SH BEN INT 746446103 $ 15 1,154 SH SOLE 1,154 PUTNAM HIGH INCOME OPP TR SH BEN INT 746479104 $ 5 263 SH SOLE 263 PUTNAM HIGH YIELD MUN TR SH BEN INT 746781103 $ 6 843 SH SOLE 843 PUTNAM INVT GRADE MUN TR COM 746805100 $ 9 986 SH SOLE 986 PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 $ 8 1,007 SH SOLE 1,007 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 $ 938 142,929 SH SOLE 142,929 PUTNAM MUN BD FD INC SH BEN INT 74683V100 $ 4 325 SH SOLE 325 PVF CAPITAL CORP COM 693654105 $ 36 2,627 SH SOLE 2,627 PW EAGLE INC COM 69366Y108 $ 8 1,931 SH SOLE 1,931 PXRE GROUP LTD COM G73018106 $ 310 12,316 SH SOLE 12,316 PYR ENERGY CORP COM 693677106 $ 0 206 SH SOLE 206 Q E P INC COM 74727K102 $ 30 2,017 SH SOLE 2,017 Q MED COM 747914109 $ 20 1,842 SH SOLE 1,842 QAD INC COM 74727D108 $ 6 696 SH SOLE 696 QC HLDGS INC COM 74729T101 $ 9 490 SH SOLE 490 QIAGEN N V ORD N72482107 $ 81 7,441 SH SOLE 7,441 QIAO XING UNIVERSAL TELEPHON ORD G7303A109 $ 20 2,372 SH SOLE 2,372 QLOGIC CORP COM 747277101 $ 7,291 198,503 SH SOLE 198,503 QLOGIC CORP COM 747277101 $ 5,576 151,800 SH C SOLE 151,800 QLOGIC CORP COM 747277101 $ 1,925 52,400 SH P SOLE 52,400 QLT INC NOTE 3.000% 9/1 746927AB8 $ 5,419 4,525,000 PRN SOLE 4,525,000 QLT INC COM 746927102 $ 1,311 81,500 SH P SOLE 81,500 QLT INC COM 746927102 $ 212 13,200 SH C SOLE 13,200 QSOUND LABS INC COM NEW 74728C307 $ 23 2,800 SH SOLE 2,800 QUADRAMED CORP COM 74730W101 $ 625 250,046 SH SOLE 250,046 QUAKER CHEM CORP COM 747316107 $ 296 11,935 SH SOLE 11,935 QUALCOMM INC COM 747525103 $102,101 2,408,041 SH SOLE 2,408,041 QUALCOMM INC COM 747525103 $ 28,595 674,400 SH P SOLE 674,400 QUALCOMM INC COM 747525103 $ 20,874 492,300 SH C SOLE 492,300 QUALITY DISTR INC FLA COM 74756M102 $ 244 28,899 SH SOLE 28,899 QUALITY SYS INC COM 747582104 $ 437 7,305 SH SOLE 7,305 QUALSTAR CORP COM 74758R109 $ 9 1,968 SH SOLE 1,968 QUANEX CORP COM 747620102 $ 152 2,221 SH SOLE 2,221 QUANTA SVCS INC COM 7.48E+106 $ 1,252 156,500 SH C SOLE 156,500 QUANTA SVCS INC COM 7.48E+106 $ 235 29,425 SH SOLE 29,425 QUANTUM CORP COM DSSG 747906204 $ 126 48,047 SH SOLE 48,047 QUANTUM FUEL SYS TECH WORLDW COM 7.48E+113 $ 450 74,832 SH SOLE 74,832 QUEENSTAKE RES LTD YUKON COM 748314101 $ 0 200 SH SOLE 200 QUEST DIAGNOSTICS INC COM 74834L100 $ 15,378 160,939 SH SOLE 160,939 QUEST DIAGNOSTICS INC COM 74834L100 $ 4,061 42,500 SH C SOLE 42,500 QUEST DIAGNOSTICS INC COM 74834L100 $ 1,854 19,400 SH P SOLE 19,400

QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF7 $ 106 97,000 PRN SOLE 97,000 QUEST SOFTWARE INC COM 74834T103 $ 325 20,407 SH SOLE 20,407 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 $ 0 329 SH SOLE 329 QUICKLOGIC CORP COM 74837P108 $ 15 5,351 SH SOLE 5,351 QUICKSILVER RESOURCES INC COM 74837R104 $ 2,928 79,613 SH SOLE 79,613 QUIDEL CORP COM 74838J101 $ 276 54,406 SH SOLE 54,406 QUIGLEY CORP COM NEW 74838L304 $ 7 812 SH SOLE 812 QUIKSILVER INC COM 74838C106 $ 1,218 40,881 SH SOLE 40,881 QUINENCO S A SPONSORED ADR 748718103 $ 16 1,256 SH SOLE 1,256 QUINTON CARDIOLOGY SYS INC COM 748773108 $ 47 4,418 SH SOLE 4,418 QUIPP INC COM 748802105 $ 37 2,958 SH SOLE 2,958 QUIXOTE CORP COM 749056107 $ 108 5,296 SH SOLE 5,296 QUOVADX INC COM 74913K106 $ 48 20,000 SH SOLE 20,000 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 11,295 2,543,814 SH SOLE 2,543,814 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 1,004 226,100 SH C SOLE 226,100 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 7 1,600 SH P SOLE 1,600 R & B INC COM 749124103 $ 19 768 SH SOLE 768 R & G FINANCIAL CORP CL B 749136107 $ 588 15,119 SH SOLE 15,119 R H DONNELLEY CORP COM NEW 74955W307 $ 22,045 373,324 SH SOLE 373,324 RADA ELECTR INDS LTD SHS NEW M81863108 $ 3 1,857 SH SOLE 1,857 RADCOM LTD ORD M81865103 $ 3 1,238 SH SOLE 1,238 RADIAN GROUP INC COM 750236101 $ 806 15,130 SH SOLE 15,130 RADIANT SYSTEMS INC COM 75025N102 $ 216 33,155 SH SOLE 33,155 RADIATION THERAPY SVCS INC COM 750323206 $ 9 532 SH SOLE 532 RADICA GAMES LTD ORD G7342H107 $ 20 2,542 SH SOLE 2,542 RADIO ONE INC CL A 75040P108 $ 21,269 1,321,063 SH SOLE 1,321,063 RADIO ONE INC CL D NON VTG 75040P405 $ 1 69 SH SOLE 69 RADIOSHACK CORP COM 750438103 $ 5,301 161,218 SH SOLE 161,218 RADIOSHACK CORP COM 750438103 $ 822 25,000 SH C SOLE 25,000 RADIOSHACK CORP COM 750438103 $ 66 2,000 SH P SOLE 2,000 RADISYS CORP COM 750459109 $ 17 895 SH SOLE 895 RADVISION LTD ORD M81869105 $ 92 6,839 SH SOLE 6,839 RADWARE LTD ORD M81873107 $ 294 11,267 SH SOLE 11,267 RADYNE COMSTREAM INC COM NEW 750611402 $ 120 16,029 SH SOLE 16,029 RADYNE COMSTREAM INC *W EXP 02/08/200 750611147 $ 2 3,057 SH SOLE 3,057 RAE SYS INC COM 75061P102 $ 29 3,960 SH SOLE 3,960 RAINDANCE COMM COM 75086X106 $ 4 1,919 SH SOLE 1,919 RAINIER PAC FINL GROUP INC COM 75087U101 $ 101 5,615 SH SOLE 5,615 RAINING DATA CORP COM 75087R108 $ 4 1,083 SH SOLE 1,083 RAINMAKER SYSTEMS COM 750875106 $ 2 1,750 SH SOLE 1,750 RAIT INVT TR COM 749227104 $ 2,546 91,016 SH SOLE 91,016 RALCORP HLDGS INC NEW COM 751028101 $ 1,556 37,099 SH SOLE 37,099 RAMBUS INC DEL COM 750917106 $ 18,223 792,300 SH C SOLE 792,300 RAMBUS INC DEL COM 750917106 $ 11,049 480,400 SH P SOLE 480,400 RAMBUS INC DEL COM 750917106 $ 8,658 376,426 SH SOLE 376,426 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 $ 724 22,444 SH SOLE 22,444

RAMP CORP COM NEW 75156P207 $ 0 70 SH SOLE 70 RAND CAP CORP COM 752185108 $ 8 5,061 SH SOLE 5,061 RANDGOLD & EXPL LTD SPON ADR NEW 753009307 $ 10 5,552 SH SOLE 5,552 RANGE RES CORP COM 75281A109 $ 16,368 800,000 SH SOLE 800,000 RANGE RES CORP COM 75281A109 $ 102 5,000 SH C SOLE 5,000 RARE HOSPITALITY INTL INC COM 753820109 $ 235 7,376 SH SOLE 7,376 RAVEN INDS INC COM 754212108 $ 37 1,757 SH SOLE 1,757 RAYONIER INC COM 754907103 $ 3,722 76,092 SH SOLE 76,092 RAYOVAC CORP COM 755081106 $ 1,441 47,145 SH SOLE 47,145 RAYTECH CORP DEL COM 755103108 $ 4 2,338 SH SOLE 2,338 RAYTHEON CO COM NEW 755111507 $ 26,646 686,214 SH SOLE 686,214 RAYTHEON CO COM NEW 755111507 $ 4,100 105,600 SH C SOLE 105,600 RAYTHEON CO COM NEW 755111507 $ 54 1,400 SH P SOLE 1,400 RC2 CORP COM 749388104 $ 70 2,134 SH SOLE 2,134 RCG COMPANIES INC COM 749328100 $ 2 1,392 SH SOLE 1,392 RCM TECHNOLOGIES INC COM NEW 749360400 $ 10 1,998 SH SOLE 1,998 READERS DIGEST ASSN INC COM 755267101 $ 402 28,887 SH SOLE 28,887 READING INTERNATIONAL INC CL A 755408101 $ 13 1,578 SH SOLE 1,578 REAL ESTATE INCOME FUND INC COM 755881109 $ 21 1,122 SH SOLE 1,122 REALNETWORKS INC COM 75605L104 $ 17 2,593 SH SOLE 2,593 REALTY INCOME CORP COM 756109104 $ 33 662 SH SOLE 662 REAVES UTIL INCOME FD COM SH BEN INT 756158101 $ 0 1 SH SOLE 1 RED HAT INC DBCV 0.500% 1/1 756577AB8 $ 5,908 6,439,000 PRN SOLE 6,439,000 RED HAT INC COM 756577102 $ 1,815 135,973 SH C SOLE 135,973 RED HAT INC COM 756577102 $ 1,703 127,600 SH P SOLE 127,600 RED ROBIN GOURMET BURGERS IN COM 75689M101 $ 85 1,595 SH SOLE 1,595 REDBACK NETWORKS INC COM NEW 757209507 $ 1 121 SH C SOLE 121 REDBACK NETWORKS INC COM NEW 757209507 $ 0 64 SH SOLE 64 REDENVELOPE INC COM 75733R601 $ 26 2,097 SH SOLE 2,097 REDHOOK ALE BREWERY COM 757473103 $ 8 2,364 SH SOLE 2,364 REDIFF COM INDIA LTD SPONSORED ADR 757479100 $ 143 16,800 SH SOLE 16,800 REDWOOD EMPIRE BANCORP COM 757897103 $ 57 1,921 SH SOLE 1,921 REDWOOD TR INC COM 758075402 $ 5 87 SH SOLE 87 REEBOK INTL LTD DBCV 2.000% 5/0 758110AH3 $ 6,474 5,953,000 PRN SOLE 5,953,000 REEBOK INTL LTD COM 758110100 $ 2,618 59,500 SH C SOLE 59,500 REEBOK INTL LTD COM 758110100 $ 1,052 23,907 SH SOLE 23,907 REFAC NEW COM 758960108 $ 0 6 SH SOLE 6 REGAL BELOIT CORP COM 758750103 $ 20 691 SH SOLE 691 REGENCY CTRS CORP COM 758849103 $232,680 4,200,000 SH P SOLE 4,200,000 REGENCY CTRS CORP COM 758849103 $159,033 2,870,632 SH SOLE 2,870,632 REGENERATION TECH INC DEL COM 75886N100 $ 284 27,132 SH SOLE 27,132 REGENERON PHARMACEUTICALS COM 75886F107 $ 130 14,105 SH SOLE 14,105 REGENT COMMUNICATIONS INC DE COM 758865109 $ 419 79,147 SH SOLE 79,147 REGIONS FINANCIAL CORP NEW COM 7591EP100 $ 17,946 504,250 SH SOLE 504,250 REGIONS FINANCIAL CORP NEW COM 7591EP100 $ 1,210 34,000 SH C SOLE 34,000 REGIS CORP MINN COM 758932107 $ 710 15,385 SH SOLE 15,385

REGISTER COM INC COM 75914G101 $ 259 40,538 SH SOLE 40,538 REHABCARE GROUP INC COM 759148109 $ 100 3,557 SH SOLE 3,557 RELIABILITY INC COM 759903107 $ 1 1,380 SH SOLE 1,380 RELIANCE STEEL & ALUMINUM CO COM 759509102 $ 1,344 34,509 SH SOLE 34,509 RELIANT ENERGY INC COM 75952B105 $ 563 41,281 SH SOLE 41,281 RELIANT ENERGY INC COM 75952B105 $ 128 9,400 SH C SOLE 9,400 RELIANT ENERGY INC COM 75952B105 $ 56 4,100 SH P SOLE 4,100 RELIV INTL INC COM 75952R100 $ 21 2,343 SH SOLE 2,343 REMEC INC COM 759543101 $ 13 1,770 SH SOLE 1,770 REMEDYTEMP INC CL A 759549108 $ 19 1,884 SH SOLE 1,884 REMINGTON OIL & GAS CORP COM 759594302 $ 1,796 65,915 SH SOLE 65,915 REMOTE DYNAMICS INC COM 75962A105 $ 8 7,569 SH SOLE 7,569 RENAISSANCE LEARNING INC COM 75968L105 $ 136 7,306 SH SOLE 7,306 RENAL CARE GROUP INC COM 759930100 $ 1,828 50,786 SH SOLE 50,786 RENOVIS INC COM 759885106 $ 157 10,888 SH SOLE 10,888 RENT A CTR INC NEW COM 76009N100 $ 1,178 44,455 SH SOLE 44,455 RENT WAY INC COM 76009U104 $ 789 98,538 SH SOLE 98,538 RENTECH INC COM 760112102 $ 3 1,356 SH SOLE 1,356 RENTRAK CORP COM 760174102 $ 27 2,144 SH SOLE 2,144 REPLIGEN CORP COM 759916109 $ 37 12,809 SH SOLE 12,809 REPUBLIC AWYS HLDGS INC COM 760276105 $ 5 339 SH SOLE 339 REPUBLIC BANCORP INC COM 760282103 $ 579 37,913 SH SOLE 37,913 REPUBLIC BANCORP KY CL A 760281204 $ 75 2,900 SH SOLE 2,900 REPUBLIC FIRST BANCORP INC COM 760416107 $ 8 530 SH SOLE 530 REPUBLIC SVCS INC COM 760759100 $ 1,775 52,931 SH SOLE 52,931 RES-CARE INC COM 760943100 $ 10,558 693,716 SH SOLE 693,716 RES-CARE INC COM 760943100 $ 1,842 121,000 SH C SOLE 121,000 RESEARCH FRONTIERS INC COM 760911107 $ 18 2,779 SH SOLE 2,779 RESEARCH IN MOTION LTD COM 760975102 $ 50,161 608,600 SH P SOLE 608,600 RESEARCH IN MOTION LTD COM 760975102 $ 20,267 245,900 SH C SOLE 245,900 RESEARCH IN MOTION LTD COM 760975102 $ 13,971 169,506 SH SOLE 169,506 RESMED INC COM 761152107 $ 1,116 21,849 SH SOLE 21,849 RESOURCE AMERICA INC CL A 761195205 $ 285 8,763 SH SOLE 8,763 RESOURCES CONNECTION INC COM 76122Q105 $ 6,409 118,013 SH C SOLE 118,013 RESOURCES CONNECTION INC COM 76122Q105 $ 12 229 SH SOLE 229 RESPIRONICS INC COM 761230101 $ 602 11,066 SH SOLE 11,066 RESTORATION HARDWARE INC DEL COM 760981100 $ 76 13,209 SH SOLE 13,209 RETAIL HOLDRS TR DEP RCPT 76127U101 $ 15 150 SH SOLE 150 RETAIL VENTURES INC COM 76128Y102 $ 65 9,218 SH SOLE 9,218 RETALIX LTD ORD M8215W109 $ 79 3,622 SH SOLE 3,622 RETEK INC COM 76128Q109 $ 567 92,181 SH SOLE 92,181 RETRACTABLE TECHNOLOGIES INC COM 76129W105 $ 9 2,049 SH SOLE 2,049 REVLON INC CL A 761525500 $ 155 67,540 SH SOLE 67,540 REWARDS NETWORK INC COM 761557107 $ 11 1,604 SH SOLE 1,604 REX STORES CORP COM 761624105 $ 273 18,000 SH SOLE 18,000 REYNOLDS & REYNOLDS CO CL A 761695105 $ 212 7,987 SH SOLE 7,987

REYNOLDS AMERICAN INC COM 761713106 $275,399 3,503,800 SH P SOLE 3,503,800 REYNOLDS AMERICAN INC COM 761713106 $ 32,996 419,800 SH C SOLE 419,800 REYNOLDS AMERICAN INC COM 761713106 $ 2,816 35,832 SH SOLE 35,832 RF MICRODEVICES INC COM 749941100 $ 1,177 172,042 SH SOLE 172,042 RF MICRODEVICES INC COM 749941100 $ 114 16,700 SH P SOLE 16,700 RF MICRODEVICES INC COM 749941100 $ 104 15,200 SH C SOLE 15,200 RF MONOLITHICS INC COM 74955F106 $ 141 16,826 SH SOLE 16,826 RICA FOODS INC COM NEW 762582203 $ 1 159 SH SOLE 159 RICHMONT MINES INC COM 76547T106 $ 2 480 SH SOLE 480 RIGEL PHARMACEUTICALS INC COM NEW 766559603 $ 38 1,536 SH SOLE 1,536 RIGGS NATL CORP WASH DC COM 766570105 $ 379 17,832 SH SOLE 17,832 RIGHTNOW TECHNOLOGIES INC COM 76657R106 $ 28 1,736 SH SOLE 1,736 RIO NARCEA GOLD MINES INC COM 766909105 $ 1 400 SH SOLE 400 RIO VISTA ENERGY PARTNERS L COM 767271109 $ 9 889 SH SOLE 889 RIT TECHNOLOGIES LTD ORD M8215N109 $ 3 1,053 SH SOLE 1,053 RITA MED SYS INC DEL COM 7.68E+107 $ 203 52,400 SH SOLE 52,400 RITCHIE BROS AUCTIONEERS COM 767744105 $ 9 281 SH SOLE 281 RITE AID CORP COM 767754104 $ 2,086 570,000 SH C SOLE 570,000 RITE AID CORP COM 767754104 $ 336 91,907 SH SOLE 91,907 RITE AID CORP COM 767754104 $ 110 30,000 SH P SOLE 30,000 RLI CORP COM 749607107 $ 243 5,850 SH SOLE 5,850 RMK HIGH INCOME FD INC COM SHS 74963B105 $ 2 131 SH SOLE 131 ROANOKE ELEC STL CORP COM 769841107 $ 18 870 SH SOLE 870 ROBBINS & MYERS INC COM 770196103 $ 284 11,918 SH SOLE 11,918 ROBERT HALF INTL INC COM 770323103 $ 11,880 403,659 SH SOLE 403,659 ROBO GROUP TEK LTD SHS M20330102 $ 1 1,582 SH SOLE 1,582 ROCHESTER MED CORP COM 771497104 $ 19 2,023 SH SOLE 2,023 ROCK OF AGES CORP CL A 772632105 $ 2 221 SH SOLE 221 ROCKFORD CORP COM 77316P101 $ 3 1,505 SH SOLE 1,505 ROCK-TENN CO CL A 772739207 $ 118 7,763 SH SOLE 7,763 ROCKWELL AUTOMATION INC COM 773903109 $ 9,292 187,532 SH SOLE 187,532 ROCKWELL COLLINS INC COM 774341101 $ 9,677 245,371 SH SOLE 245,371 ROCKWELL MEDICAL TECH COM 774374102 $ 8 2,519 SH SOLE 2,519 ROCKWELL MEDICAL TECH *W EXP 01/26/200 774374110 $ 0 245 SH SOLE 245 ROFIN SINAR TECHNOLOGIES INC COM 775043102 $ 461 10,852 SH SOLE 10,852 ROGERS COMMUNICATIONS INC CL B 775109200 $ 13 516 SH SOLE 516 ROGERS CORP COM 775133101 $ 210 4,867 SH SOLE 4,867 ROGERS WIRELESS COMMUNICATIO CL B NON-VTG 775315104 $ 67 1,479 SH SOLE 1,479 ROHM & HAAS CO COM 775371107 $ 12,956 292,915 SH SOLE 292,915 ROLLINS INC COM 775711104 $ 1,420 53,939 SH SOLE 53,939 ROME BANCORP INC COM 775877103 $ 55 1,940 SH SOLE 1,940 ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA4 $ 17,884 37,750,000 PRN SOLE 37,750,000 ROPER INDS INC NEW COM 776696106 $ 329 5,418 SH SOLE 5,418 ROSS STORES INC COM 778296103 $ 3,753 130,000 SH C SOLE 130,000 ROSS STORES INC COM 778296103 $ 3,753 130,000 SH P SOLE 130,000 ROSS STORES INC COM 778296103 $ 3,209 111,162 SH SOLE 111,162

ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 $ 897 82,000 SH SOLE 82,000 ROTONICS MFG INC COM 778903104 $ 0 18 SH SOLE 18 ROWAN COS INC COM 779382100 $ 7,218 278,680 SH SOLE 278,680 ROWAN COS INC COM 779382100 $ 3,973 153,400 SH C SOLE 153,400 ROWE COS COM 779528108 $ 2 339 SH SOLE 339 ROXIO INC COM 780008108 $ 0 7,597 SH SOLE 7,597 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 $ 207 27,100 SH SOLE 27,100 ROYAL BANCSHARES PA INC CL A 780081105 $ 90 3,331 SH SOLE 3,331 ROYAL BK CDA MONTREAL QUE COM 780087102 $ 1,122 21,000 SH C SOLE 21,000 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF J 780097853 $ 25 960 SH SOLE 960 ROYAL BK SCOTLAND GROUP PLC SPON ADR PRF G 780097887 $ 7 262 SH SOLE 262 ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 $ 4 149 SH SOLE 149 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 780097705 $ 0 17 SH SOLE 17 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 $ 59,764 70,937,000 PRN SOLE 70,937,000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $ 14,960 274,800 SH C SOLE 274,800 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $ 14,857 272,900 SH P SOLE 272,900 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 $ 4,300 7,020,000 PRN SOLE 7,020,000 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 $ 6,294 109,688 SH SOLE 109,688 ROYAL GOLD INC COM 780287108 $ 239 13,100 SH C SOLE 13,100 ROYAL GOLD INC COM 780287108 $ 11 600 SH P SOLE 600 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 $ 299 28,514 SH SOLE 28,514 ROYALE ENERGY INC COM NEW 78074G200 $ 17 2,308 SH SOLE 2,308 ROYCE FOCUS TR COM 78080N108 $ 13 1,217 SH SOLE 1,217 RPC INC COM 749660106 $ 708 28,188 SH SOLE 28,188 RPM INTL INC COM 749685103 $ 2,909 147,946 SH SOLE 147,946 RSA SEC INC COM 749719100 $ 421 20,995 SH SOLE 20,995 RSA SEC INC COM 749719100 $ 142 7,100 SH C SOLE 7,100 RSA SEC INC COM 749719100 $ 24 1,200 SH P SOLE 1,200 RTI INTL METALS INC COM 74973W107 $ 111 5,425 SH SOLE 5,425 RTW INC COM NEW 74974R206 $ 18 1,883 SH SOLE 1,883 RUBIOS RESTAURANTS INC COM 78116B102 $ 14 1,135 SH SOLE 1,135 RUBY TUESDAY INC COM 781182100 $ 1,056 40,496 SH SOLE 40,496 RUDDICK CORP COM 781258108 $ 1,145 52,776 SH SOLE 52,776 RUDOLPH TECHNOLOGIES INC COM 781270103 $ 92 5,369 SH SOLE 5,369 RURAL CELLULAR CORP CL A 781904107 $ 12 1,999 SH SOLE 1,999 RUSH ENTERPRISES INC CL B 781846308 $ 44 2,524 SH SOLE 2,524 RUSH ENTERPRISES INC CL A 781846209 $ 12 769 SH SOLE 769 RUSS BERRIE & CO COM 782233100 $ 163 7,143 SH SOLE 7,143 RUSSELL CORP COM 782352108 $ 138 7,080 SH SOLE 7,080 RYANS RESTAURANT GROUP INC COM 783520109 $ 170 11,051 SH SOLE 11,051 RYDER SYS INC COM 783549108 $ 7,201 150,735 SH SOLE 150,735 RYDER SYS INC COM 783549108 $ 2,150 45,000 SH P SOLE 45,000 RYERSON TULL INC NEW COM 78375P107 $ 34 2,128 SH SOLE 2,128 RYLAND GROUP INC COM 783764103 $ 12,452 216,400 SH P SOLE 216,400 RYLAND GROUP INC COM 783764103 $ 8,182 142,200 SH C SOLE 142,200 S & T BANCORP INC COM 783859101 $ 227 6,013 SH SOLE 6,013

S R TELECOM INC COM NEW 78464P208 $ 0 6 SH SOLE 6 S Y BANCORP INC COM 785060104 $ 193 8,022 SH SOLE 8,022 S&K FAMOUS BRANDS INC COM 783774102 $ 37 2,253 SH SOLE 2,253 S&P 500 PROTECTED EQUITY FD COM 78379P103 $ 17 1,937 SH SOLE 1,937 S1 CORPORATION COM 78463B101 $ 18 1,937 SH SOLE 1,937 SABA SOFTWARE INC COM NEW 784932600 $ 4 1,002 SH SOLE 1,002 SABRE HLDGS CORP CL A 785905100 $ 5,814 262,366 SH SOLE 262,366 SADIA S A SP ADR PFD 30 786326108 $ 41 624 SH SOLE 624 SAFECO CORP COM 786429100 $ 8,714 166,809 SH SOLE 166,809 SAFEGUARD SCIENTIFICS INC COM 786449108 $ 23 10,612 SH SOLE 10,612 SAFENET INC COM 78645R107 $ 20 549 SH SOLE 549 SAFETY INS GROUP INC COM 78648T100 $ 269 8,588 SH SOLE 8,588 SAFEWAY INC COM NEW 786514208 $ 15,845 802,662 SH SOLE 802,662 SAFEWAY INC COM NEW 786514208 $ 1,173 59,400 SH C SOLE 59,400 SAFEWAY INC COM NEW 786514208 $ 233 11,800 SH P SOLE 11,800 SAFLINK CORP COM NEW 786578302 $ 5 1,652 SH SOLE 1,652 SAGA COMMUNICATIONS CL A 786598102 $ 42 2,463 SH SOLE 2,463 SAKS INC COM 79377W108 $ 466 32,100 SH SOLE 32,100 SALEM COMMUNICATIONS CORP DE CL A 794093104 $ 352 14,108 SH SOLE 14,108 SALESFORCE COM INC COM 79466L302 $ 525 30,981 SH SOLE 30,981 SALISBURY BANCORP INC COM 795226109 $ 13 302 SH SOLE 302 SALOMON BR GLBL PRTNRS INC F COM 794914101 $ 27 1,859 SH SOLE 1,859 SALOMON BROS 2008 WORLDWIDE COM 79548R103 $ 1 71 SH SOLE 71 SALOMON BROS MUN PARTNERS FD COM 794918102 $ 15 1,156 SH SOLE 1,156 SALOMON BROTHERS FD INC COM 795477108 $ 1 44 SH SOLE 44 SALTON INC COM 795757103 $ 676 119,511 SH SOLE 119,511 SAMARITAN PHARMACEUTICALS COM 79586Q108 $ 1 966 SH SOLE 966 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 $ 38 1,304 SH SOLE 1,304 SAN PAOLO-IMI S P A SPONSORED ADR 799175104 $ 1 29 SH SOLE 29 SANDERS MORRIS HARRIS GROUP COM 80000Q104 $ 292 16,410 SH SOLE 16,410 SANDERSON FARMS INC COM 800013104 $ 203 4,682 SH SOLE 4,682 SANDISK CORP COM 80004C101 $ 29,709 1,189,800 SH C SOLE 1,189,800 SANDISK CORP COM 80004C101 $ 10,455 418,700 SH P SOLE 418,700 SANDISK CORP COM 80004C101 $ 7,363 294,887 SH SOLE 294,887 SANDS REGENT COM 800091100 $ 18 1,377 SH SOLE 1,377 SANDY SPRING BANCORP INC COM 800363103 $ 174 4,541 SH SOLE 4,541 SANFILIPPO JOHN B & SON INC COM 800422107 $ 206 8,002 SH SOLE 8,002 SANGAMO BIOSCIENCES INC COM 800677106 $ 12 2,029 SH SOLE 2,029 SANMINA SCI CORP COM 800907107 $ 7,017 828,496 SH SOLE 828,496 SANMINA SCI CORP SDCV 9/1 800907AD9 $ 1,403 2,685,000 PRN SOLE 2,685,000 SANMINA SCI CORP COM 800907107 $ 385 45,500 SH P SOLE 45,500 SANMINA SCI CORP COM 800907107 $ 98 11,600 SH C SOLE 11,600 SANTANDER BANCORP COM 802809103 $ 18 603 SH SOLE 603 SANTARUS INC COM 802817304 $ 6 677 SH SOLE 677 SAPIENS INTL CORP N V SHS NEW N7716A151 $ 5 1,815 SH SOLE 1,815 SAPIENT CORP COM 803062108 $ 92 11,616 SH SOLE 11,616

SARA LEE CORP COM 803111103 $ 26,684 1,105,378 SH SOLE 1,105,378 SARA LEE CORP COM 803111103 $ 2,836 117,500 SH C SOLE 117,500 SARA LEE CORP COM 803111103 $ 529 21,900 SH P SOLE 21,900 SASOL LTD SPONSORED ADR 803866300 $ 358 16,500 SH SOLE 16,500 SATCON TECHNOLOGY CORP COM 803893106 $ 17 8,293 SH SOLE 8,293 SATYAM COMPUTER SERVICES LTD ADR 804098101 $ 1,628 67,460 SH SOLE 67,460 SAUER-DANFOSS INC COM 804137107 $ 34 1,565 SH SOLE 1,565 SAUL CTRS INC COM 804395101 $ 136 3,553 SH SOLE 3,553 SAVANNAH BANCORP INC COM 804748101 $ 35 1,294 SH SOLE 1,294 SAVIENT PHARMACEUTICALS INC COM 80517Q100 $ 115 42,499 SH SOLE 42,499 SAVVIS COMMUNICATIONS CORP COM 805423100 $ 55 47,400 SH SOLE 47,400 SAXON CAP INC NEW COM 80556T106 $ 1,758 73,277 SH SOLE 73,277 SBA COMMUNICATIONS CORP COM 78388J106 $ 531 57,200 SH SOLE 57,200 SBC COMMUNICATIONS INC COM 78387G103 $156,449 6,070,971 SH SOLE 6,070,971 SBC COMMUNICATIONS INC COM 78387G103 $ 44,258 1,717,417 SH C SOLE 1,717,417 SBC COMMUNICATIONS INC COM 78387G103 $ 27,334 1,060,700 SH P SOLE 1,060,700 SBE INC COM NEW 783873201 $ 8 2,027 SH SOLE 2,027 SBS BROADCASTING SA ORD L8137F102 $ 558 13,872 SH SOLE 13,872 SBS TECHNOLOGIES INC COM 78387P103 $ 179 12,808 SH SOLE 12,808 SCANA CORP NEW COM 80589M102 $ 8,011 203,333 SH SOLE 203,333 SCANSOFT INC COM 80603P107 $ 8 1,963 SH SOLE 1,963 SCANSOURCE INC COM 806037107 $ 281 4,516 SH SOLE 4,516 SCBT FINANCIAL CORP COM 78401V102 $ 211 6,281 SH SOLE 6,281 SCHAWK INC CL A 806373106 $ 17 923 SH SOLE 923 SCHEIB EARL INC COM 806398103 $ 3 975 SH SOLE 975 SCHEIN HENRY INC COM 806407102 $ 14,696 211,024 SH SOLE 211,024 SCHERING A G SPONSORED ADR 806585204 $ 69 923 SH SOLE 923 SCHERING PLOUGH CORP COM 806605101 $ 62,012 2,969,900 SH C SOLE 2,969,900 SCHERING PLOUGH CORP COM 806605101 $ 14,783 707,985 SH SOLE 707,985 SCHERING PLOUGH CORP COM 806605101 $ 12,094 579,200 SH P SOLE 579,200 SCHLUMBERGER LTD COM 806857108 $ 43,982 656,945 SH SOLE 656,945 SCHLUMBERGER LTD COM 806857108 $ 35,691 533,100 SH C SOLE 533,100 SCHLUMBERGER LTD COM 806857108 $ 8,583 128,200 SH P SOLE 128,200 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 $ 5,265 4,875,000 PRN SOLE 4,875,000 SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC2 $ 3,290 3,005,000 PRN SOLE 3,005,000 SCHNITZER STL INDS CL A 806882106 $ 2,385 70,300 SH P SOLE 70,300 SCHNITZER STL INDS CL A 806882106 $ 1,493 44,000 SH C SOLE 44,000 SCHNITZER STL INDS CL A 806882106 $ 385 11,360 SH SOLE 11,360 SCHOOL SPECIALTY INC COM 807863105 $ 190 4,922 SH SOLE 4,922 SCHULMAN A INC COM 808194104 $ 147 6,879 SH SOLE 6,879 SCHWAB CHARLES CORP NEW COM 808513105 $ 24,962 2,087,148 SH SOLE 2,087,148 SCHWAB CHARLES CORP NEW COM 808513105 $ 1,244 104,000 SH C SOLE 104,000 SCHWAB CHARLES CORP NEW COM 808513105 $ 600 50,200 SH P SOLE 50,200 SCHWEITZER-MAUDUIT INTL INC COM 808541106 $ 130 3,835 SH SOLE 3,835 SCICLONE PHARMACEUTICALS INC COM 80862K104 $ 2,531 684,140 SH C SOLE 684,140 SCICLONE PHARMACEUTICALS INC COM 80862K104 $ 131 35,275 SH SOLE 35,275

SCIENTIFIC ATLANTA INC COM 808655104 $ 16,165 489,699 SH SOLE 489,699 SCIENTIFIC ATLANTA INC COM 808655104 $ 1,162 35,200 SH C SOLE 35,200 SCIENTIFIC ATLANTA INC COM 808655104 $ 149 4,500 SH P SOLE 4,500 SCIENTIFIC GAMES CORP CL A 80874P109 $ 616 25,827 SH SOLE 25,827 SCIENTIFIC LEARNING CORP COM 808760102 $ 34 5,635 SH SOLE 5,635 SCIENTIFIC TECHNOL INC COM PAR $0.001 808799209 $ 10 2,278 SH SOLE 2,278 SCITEX LTD ORD 809090103 $ 10 1,859 SH SOLE 1,859 SCM MICROSYSTEMS INC COM 784018103 $ 15 3,129 SH SOLE 3,129 SCO GROUP INC COM 78403A106 $ 2,546 601,987 SH SOLE 601,987 SCOLR PHARMA INC COM 78402X107 $ 10 2,059 SH SOLE 2,059 SCOR SPONSORED ADR 80917Q106 $ 1 628 SH SOLE 628 SCP POOL CORP COM 784028102 $ 396 12,399 SH SOLE 12,399 SCPIE HLDGS INC COM 78402P104 $ 36 3,636 SH SOLE 3,636 SCRIPPS E W CO OHIO CL A 811054204 $ 80,531 1,668,000 SH C SOLE 1,668,000 SCRIPPS E W CO OHIO CL A 811054204 $ 3,280 67,939 SH SOLE 67,939 SCS TRANSN INC COM 81111T102 $ 171 7,300 SH SOLE 7,300 SCUDDER HIGH INCOME TR SH BEN INT 811153105 $ 9 1,319 SH SOLE 1,319 SCUDDER INTER GOVT TR SH BEN INT 811163104 $ 5 737 SH SOLE 737 SCUDDER NEW ASIA FD INC COM 811183102 $ 13 875 SH SOLE 875 SCUDDER RREEF REAL EST FD II COM 81119R108 $ 5,141 305,300 SH SOLE 305,300 SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 811234103 $ 4 317 SH SOLE 317 SEA CONTAINERS LTD CL A 811371707 $ 26 1,311 SH SOLE 1,311 SEABOARD CORP COM 811543107 $ 40 40 SH SOLE 40 SEABULK INTL INC COM 81169P101 $ 256 21,180 SH SOLE 21,180 SEACHANGE INTL INC COM 811699107 $ 33 1,910 SH SOLE 1,910 SEACOAST BKG CORP FLA COM 811707306 $ 201 9,036 SH SOLE 9,036 SEACOR HOLDINGS INC COM 811904101 $ 281 5,262 SH SOLE 5,262 SEAGATE TECHNOLOGY SHS G7945J104 $ 9,340 540,800 SH C SOLE 540,800 SEAGATE TECHNOLOGY SHS G7945J104 $ 3,736 216,300 SH P SOLE 216,300 SEAGATE TECHNOLOGY SHS G7945J104 $ 1,455 84,266 SH SOLE 84,266 SEALED AIR CORP NEW COM 81211K100 $ 2,280 42,800 SH C SOLE 42,800 SEALED AIR CORP NEW COM 81211K100 $ 53 1,000 SH P SOLE 1,000 SEALED AIR CORP NEW COM 81211K100 $ 23 437 SH SOLE 437 SEARS ROEBUCK & CO COM 812387108 $ 36,042 706,300 SH P SOLE 706,300 SEARS ROEBUCK & CO COM 812387108 $ 27,624 541,327 SH C SOLE 541,327 SEARS ROEBUCK & CO COM 812387108 $ 10,081 197,560 SH SOLE 197,560 SEATTLE GENETICS INC COM 812578102 $ 13 2,032 SH SOLE 2,032 SECURE COMPUTING CORP COM 813705100 $ 96 9,606 SH SOLE 9,606 SECURITY BANK CORP COM 814047106 $ 110 2,759 SH SOLE 2,759 SECURITY NATL FINL CORP CL A NEW 814785309 $ 2 588 SH SOLE 588 SEEBEYOND TECHNOLOGIES CORP COM 815704101 $ 104 29,156 SH SOLE 29,156 SEI INVESTMENTS CO COM 784117103 $ 2,171 51,768 SH SOLE 51,768 SELECT COMFORT CORP COM 81616X103 $ 5,860 326,636 SH C SOLE 326,636 SELECT COMFORT CORP COM 81616X103 $ 249 13,889 SH SOLE 13,889 SELECT MEDICAL CORP COM 816196109 $ 7,477 424,826 SH SOLE 424,826 SELECTICA INC COM 816288104 $ 20 5,600 SH SOLE 5,600

SELECTIVE INS GROUP INC COM 816300107 $ 351 7,941 SH SOLE 7,941 SELIGMAN QUALITY MUN FD INC COM 816343107 $ 12 948 SH SOLE 948 SELIGMAN SELECT MUN FD INC COM 816344105 $ 3 259 SH SOLE 259 SEMCO ENERGY INC COM 78412D109 $ 1,078 201,800 SH SOLE 201,800 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 $ 2,426 72,700 SH SOLE 72,700 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 $ 16 1,510 SH SOLE 1,510 SEMPRA ENERGY INCOME EQTY UT 816851208 $ 51,301 1,648,500 SH SOLE 1,648,500 SEMPRA ENERGY COM 816851109 $ 18,608 507,314 SH C SOLE 507,314 SEMTECH CORP COM 816850101 $ 162 7,417 SH SOLE 7,417 SEMTECH CORP COM 816850101 $ 61 2,800 SH C SOLE 2,800 SEMTECH CORP COM 816850101 $ 59 2,700 SH P SOLE 2,700 SENECA FOODS CORP NEW CL A 817070501 $ 50 2,789 SH SOLE 2,789 SENECA FOODS CORP NEW CL B 817070105 $ 34 1,876 SH SOLE 1,876 SENIOR HSG PPTYS TR SH BEN INT 81721M109 $ 15,045 794,360 SH SOLE 794,360 SENTO CORP COM NEW 816918205 $ 29 5,849 SH SOLE 5,849 SEPRACOR INC COM 817315104 $ 40,781 686,900 SH P SOLE 686,900 SEPRACOR INC COM 817315104 $ 31,056 523,100 SH C SOLE 523,100 SEPRACOR INC COM 817315104 $ 3,434 57,844 SH SOLE 57,844 SEQUA CORPORATION CL A 817320104 $ 324 5,303 SH SOLE 5,303 SEQUA CORPORATION PFD CONV $5 817320302 $ 0 3 SH SOLE 3 SERENA SOFTWARE INC COM 817492101 $ 12,966 600,000 SH C SOLE 600,000 SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB7 $ 460 392,000 PRN SOLE 392,000 SERENA SOFTWARE INC COM 817492101 $ 10 473 SH SOLE 473 SERVICE CORP INTL COM 817565104 $ 2,687 360,676 SH SOLE 360,676 SERVICEMASTER CO COM 81760N109 $ 932 67,560 SH SOLE 67,560 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 $ 5 121 SH SOLE 121 SHARPER IMAGE CORP COM 820013100 $ 10 521 SH SOLE 521 SHAW GROUP INC COM 820280105 $ 1,026 57,500 SH P SOLE 57,500 SHAW GROUP INC COM 820280105 $ 286 16,040 SH SOLE 16,040 SHAW GROUP INC COM 820280105 $ 54 3,000 SH C SOLE 3,000 SHENANDOAH TELECOMMUNICATION COM 82312B106 $ 74 2,455 SH SOLE 2,455 SHERWIN WILLIAMS CO COM 824348106 $ 10,197 228,478 SH SOLE 228,478 SHERWOOD BRANDS INC CL A 82437L104 $ 1 250 SH SOLE 250 SHILOH INDS INC COM 824543102 $ 282 20,120 SH SOLE 20,120 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 $ 3 75 SH SOLE 75 SHIP FINANCE INTERNATIONAL L SHS G81075106 $ 5 254 SH SOLE 254 SHOE CARNIVAL INC COM 824889109 $ 150 11,544 SH SOLE 11,544 SHOE PAVILION INC COM 824894109 $ 3 934 SH SOLE 934 SHOPKO STORES INC COM 824911101 $ 119 6,381 SH SOLE 6,381 SHOPPING COM LTD SHS M8405Q102 $ 2 70 SH SOLE 70 SHORE BANCSHARES INC COM 825107105 $ 49 1,345 SH SOLE 1,345 SHORE FINL CORP COM 8.25E+113 $ 37 1,861 SH SOLE 1,861 SHUFFLE MASTER INC COM 825549108 $ 237 5,034 SH SOLE 5,034 SHURGARD STORAGE CTRS INC COM 82567D104 $ 19 423 SH SOLE 423 SI INTL INC COM 78427V102 $ 155 5,044 SH SOLE 5,044 SI TECHNOLOGIES INC COM 783978109 $ 0 12 SH SOLE 12

SIEBEL SYS INC COM 826170102 $ 7,546 719,348 SH SOLE 719,348 SIEBEL SYS INC COM 826170102 $ 3,903 372,100 SH C SOLE 372,100 SIEBEL SYS INC COM 826170102 $ 1,247 118,900 SH P SOLE 118,900 SIERRA BANCORP COM 82620P102 $ 38 1,679 SH SOLE 1,679 SIERRA HEALTH SVCS INC COM 826322109 $ 2,964 53,785 SH SOLE 53,785 SIERRA WIRELESS INC COM 826516106 $ 1,068 60,391 SH SOLE 60,391 SIERRA WIRELESS INC COM 826516106 $ 530 30,000 SH P SOLE 30,000 SIERRA WIRELESS INC COM 826516106 $ 41 2,300 SH C SOLE 2,300 SIGA TECHNOLOGIES INC COM 826917106 $ 2 1,313 SH SOLE 1,313 SIGMA ALDRICH CORP COM 826552101 $ 5,713 94,495 SH SOLE 94,495 SIGMATEL INC COM 82661W107 $ 5,330 150,000 SH P SOLE 150,000 SIGMATEL INC COM 82661W107 $ 1,883 52,993 SH SOLE 52,993 SIGMATRON INTL INC COM 82661L101 $ 38 2,813 SH SOLE 2,813 SIGNATURE BK NEW YORK N Y COM 82669G104 $ 55 1,695 SH SOLE 1,695 SILGAN HOLDINGS INC COM 827048109 $ 52 845 SH SOLE 845 SILICOM LTD ORD M84116108 $ 2 903 SH SOLE 903 SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE2 $ 69 50,000 PRN SOLE 50,000 SILICON GRAPHICS INC COM 827056102 $ 0 140 SH SOLE 140 SILICON IMAGE INC COM 82705T102 $ 1 49 SH SOLE 49 SILICON LABORATORIES INC COM 826919102 $ 1,780 50,400 SH C SOLE 50,400 SILICON LABORATORIES INC COM 826919102 $ 533 15,100 SH P SOLE 15,100 SILICON LABORATORIES INC COM 826919102 $ 29 827 SH SOLE 827 SILICON STORAGE TECHNOLOGY I COM 827057100 $ 33 5,500 SH P SOLE 5,500 SILICON STORAGE TECHNOLOGY I COM 827057100 $ 21 3,500 SH C SOLE 3,500 SILICON STORAGE TECHNOLOGY I COM 827057100 $ 2 329 SH SOLE 329 SILICON VY BANCSHARES COM 827064106 $ 63 1,395 SH SOLE 1,395 SILICONIX INC COM NEW 827079203 $ 65 1,793 SH SOLE 1,793 SILVER STD RES INC COM 82823L106 $ 58 4,792 SH SOLE 4,792 SIMCLAR INC COM 828599100 $ 11 2,788 SH SOLE 2,788 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 $ 105 3,620 SH SOLE 3,620 SIMON PPTY GROUP INC NEW COM 828806109 $ 42,374 655,239 SH SOLE 655,239 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 $ 30,134 508,844 SH SOLE 508,844 SIMON PPTY GROUP INC NEW COM 828806109 $ 5,886 91,019 SH P SOLE 91,019 SIMON PPTY GROUP INC NEW COM 828806109 $ 5,770 89,229 SH C SOLE 89,229 SIMPLETECH INC COM 828823104 $ 312 67,723 SH SOLE 67,723 SIMPSON MANUFACTURING CO INC COM 829073105 $ 1,044 29,915 SH SOLE 29,915 SIMULATIONS PLUS INC COM 829214105 $ 1 163 SH SOLE 163 SINA CORP ORD G81477104 $ 3,148 98,200 SH P SOLE 98,200 SINA CORP ORD G81477104 $ 1,563 48,754 SH SOLE 48,754 SINA CORP ORD G81477104 $ 279 8,700 SH C SOLE 8,700 SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 $ 403 420,000 PRN SOLE 420,000 SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 829226505 $ 85 1,949 SH SOLE 1,949 SINGING MACH INC COM NEW 829322304 $ 1 1,186 SH SOLE 1,186 SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N107 $ 344 14,702 SH SOLE 14,702 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 $ 339 9,100 SH SOLE 9,100 SINOVAC BIOTECH LTD SHS P8696W104 $ 0 133 SH SOLE 133

SIPEX CORP COM 829909100 $ 136 29,060 SH SOLE 29,060 SIRENZA MICRODEVICES INC COM 82966T106 $ 300 45,773 SH SOLE 45,773 SIRF TECHNOLOGY HLDGS INC COM 82967H101 $ 52 4,096 SH SOLE 4,096 SIRIUS SATELLITE RADIO INC COM 82966U103 $ 8,527 1,119,000 SH C SOLE 1,119,000 SIRIUS SATELLITE RADIO INC COM 82966U103 $ 6,677 876,300 SH P SOLE 876,300 SIRNA THERAPEUTICS INC COM 829669100 $ 5 1,687 SH SOLE 1,687 SIRVA INC COM 82967Y104 $ 872 45,347 SH SOLE 45,347 SITEL CORP COM 82980K107 $ 210 85,318 SH SOLE 85,318 SIX FLAGS INC NOTE 4.500% 5/1 83001PAJ8 $ 9,000 8,000,000 PRN SOLE 8,000,000 SIX FLAGS INC COM 83001P109 $ 1,201 223,577 SH SOLE 223,577 SIZELER PPTY INVS INC COM 830137105 $ 151 12,856 SH SOLE 12,856 SJW CORP COM 784305104 $ 27 755 SH SOLE 755 SKECHERS U S A INC CL A 830566105 $ 1,170 90,296 SH SOLE 90,296 SKY FINL GROUP INC COM 83080P103 $ 1,204 41,978 SH SOLE 41,978 SKYEPHARMA PLC SPONSORED ADR 830808101 $ 10 759 SH SOLE 759 SKYLINE CORP COM 830830105 $ 137 3,362 SH SOLE 3,362 SKYWEST INC COM 830879102 $ 289 14,413 SH SOLE 14,413 SKYWORKS SOLUTIONS INC COM 83088M102 $ 1,255 133,137 SH SOLE 133,137 SL GREEN RLTY CORP COM 78440X101 $ 1 11 SH SOLE 11 SLADES FERRY BANCORP COM 830896106 $ 7 367 SH SOLE 367 SLM CORP COM 78442P106 $ 20,633 386,458 SH SOLE 386,458 SLM CORP COM 78442P106 $ 3,364 63,000 SH P SOLE 63,000 SLM CORP COM 78442P106 $ 1,692 31,700 SH C SOLE 31,700 SM&A COM 78465D105 $ 134 15,655 SH SOLE 15,655 SMART & FINAL INC COM 831683107 $ 89 6,191 SH SOLE 6,191 SMEDVIG A S SPON ADR REP B 83169H204 $ 4 300 SH SOLE 300 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 $ 53 1,023 SH SOLE 1,023 SMITH A O COM 831865209 $ 194 6,476 SH SOLE 6,476 SMITH INTL INC COM 832110100 $ 11,161 205,129 SH SOLE 205,129 SMITH INTL INC COM 832110100 $ 2,590 47,600 SH C SOLE 47,600 SMITH INTL INC COM 832110100 $ 185 3,400 SH P SOLE 3,400 SMITH MICRO SOFTWARE INC COM 832154108 $ 30 3,399 SH SOLE 3,399 SMITHFIELD FOODS INC COM 832248108 $ 2,367 80,000 SH C SOLE 80,000 SMITHTOWN BANCORP INC COM 832449102 $ 104 3,282 SH SOLE 3,282 SMTEK INTL INC COM NEW 832688204 $ 13 892 SH SOLE 892 SMUCKER J M CO COM NEW 832696405 $ 1,613 34,269 SH C SOLE 34,269 SMUCKER J M CO COM NEW 832696405 $ 1,589 33,750 SH SOLE 33,750 SMURFIT-STONE CONTAINER CORP COM 832727101 $ 657 35,154 SH SOLE 35,154 SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 $ 23 907 SH SOLE 907 SNAP ON INC COM 833034101 $ 2,497 72,678 SH SOLE 72,678 SOCKET COMMUNICATIONS INC COM 833672108 $ 1 561 SH SOLE 561 SOHU COM INC COM 83408W103 $ 1,906 107,600 SH P SOLE 107,600 SOHU COM INC COM 83408W103 $ 1,422 80,300 SH C SOLE 80,300 SOHU COM INC COM 83408W103 $ 1,023 57,760 SH SOLE 57,760 SOLA INTL INC COM 834092108 $ 262 9,506 SH SOLE 9,506 SOLECTRON CORP COM 834182107 $ 11,610 2,178,327 SH SOLE 2,178,327

SOLECTRON CORP COM 834182107 $ 4,228 793,200 SH P SOLE 793,200 SOLECTRON CORP COM 834182107 $ 2,162 405,600 SH C SOLE 405,600 SOMANETICS CORP COM NEW 834445405 $ 94 6,100 SH SOLE 6,100 SOMERA COMMUNICATION COM 834458101 $ 2 1,891 SH SOLE 1,891 SOMERSET HILLS BANCORP *W EXP 11/30/200 834728115 $ 9 1,800 SH SOLE 1,800 SONESTA INTL HOTELS CORP CL A 835438409 $ 18 2,860 SH SOLE 2,860 SONIC AUTOMOTIVE INC CL A 83545G102 $ 231 9,305 SH SOLE 9,305 SONIC CORP COM 835451105 $ 920 30,148 SH SOLE 30,148 SONIC FDRY INC COM 83545R108 $ 6 3,674 SH SOLE 3,674 SONIC INNOVATIONS INC COM 83545M109 $ 95 22,870 SH SOLE 22,870 SONIC SOLUTIONS COM 835460106 $ 164 7,303 SH SOLE 7,303 SONICWALL INC COM 835470105 $ 118 18,602 SH SOLE 18,602 SONOCO PRODS CO COM 835495102 $ 798 26,899 SH SOLE 26,899 SONOMA WEST HLDGS INC COM 835637109 $ 25 2,305 SH SOLE 2,305 SONOSITE INC COM 83568G104 $ 59 1,750 SH SOLE 1,750 SONUS NETWORKS INC COM 835916107 $ 57 9,956 SH SOLE 9,956 SONUS PHARMACEUTICALS INC COM 835692104 $ 126 35,786 SH SOLE 35,786 SOTHEBYS HLDGS INC CL A 835898107 $ 1,422 78,298 SH SOLE 78,298 SOUND FED BANCORP INC COM 83607V104 $ 26 1,603 SH SOLE 1,603 SOURCE INTERLINK COS INC COM NEW 836151209 $ 240 18,064 SH SOLE 18,064 SOURCECORP COM 836167106 $ 230 12,051 SH SOLE 12,051 SOUTH FINL GROUP INC COM 837841105 $ 867 26,648 SH SOLE 26,648 SOUTH JERSEY INDS INC COM 838518108 $ 108 2,060 SH SOLE 2,060 SOUTHERN CMNTY FINL CORP COM 842632101 $ 70 6,764 SH SOLE 6,764 SOUTHERN CMNTY FINL CORP VA COM 84263N105 $ 19 1,674 SH SOLE 1,674 SOUTHERN CMNTY FINL CORP VA *W EXP 09/27/200 84263N113 $ 0 120 SH SOLE 120 SOUTHERN CO COM 842587107 $ 33,961 1,013,165 SH SOLE 1,013,165 SOUTHERN CO COM 842587107 $ 4,885 145,727 SH C SOLE 145,727 SOUTHERN CO COM 842587107 $ 80 2,400 SH P SOLE 2,400 SOUTHERN CONN BANCORP INC COM 84264A102 $ 0 50 SH SOLE 50 SOUTHERN MO BANCORP INC COM 843380106 $ 19 1,019 SH SOLE 1,019 SOUTHERN PERU COPPER CORP COM 843611104 $ 3,102 65,712 SH SOLE 65,712 SOUTHERN SEC LIFE INS INC COM 843805102 $ 8 1,992 SH SOLE 1,992 SOUTHERN UN CO NEW COM 844030106 $ 9 384 SH SOLE 384 SOUTHSIDE BANCSHARES INC COM 84470P109 $ 23 1,017 SH SOLE 1,017 SOUTHWEST AIRLS CO COM 844741108 $ 22,445 1,378,706 SH SOLE 1,378,706 SOUTHWEST AIRLS CO COM 844741108 $ 2,958 181,700 SH C SOLE 181,700 SOUTHWEST AIRLS CO COM 844741108 $ 492 30,200 SH P SOLE 30,200 SOUTHWEST BANCORP INC OKLA COM 844767103 $ 371 15,105 SH SOLE 15,105 SOUTHWEST BANCORPORATION TEX COM 84476R109 $ 389 16,710 SH SOLE 16,710 SOUTHWEST GAS CORP COM 844895102 $ 199 7,815 SH SOLE 7,815 SOUTHWEST WTR CO COM 845331107 $ 254 18,921 SH SOLE 18,921 SOUTHWESTERN ENERGY CO COM 845467109 $ 408 8,052 SH SOLE 8,052 SOVEREIGN BANCORP INC COM 845905108 $ 15,649 693,981 SH SOLE 693,981 SOVEREIGN BANCORP INC COM 845905108 $ 2,181 96,700 SH P SOLE 96,700 SOVEREIGN BANCORP INC COM 845905108 $ 573 25,400 SH C SOLE 25,400

SOVRAN SELF STORAGE INC COM 84610H108 $ 2 39 SH SOLE 39 SPANISH BROADCASTING SYS INC CL A 846425882 $ 22 2,044 SH SOLE 2,044 SPAR GROUP INC COM 784933103 $ 1 1,019 SH SOLE 1,019 SPARTAN MTRS INC COM 846819100 $ 22 1,862 SH SOLE 1,862 SPARTAN STORES INC COM 846822104 $ 14 2,094 SH SOLE 2,094 SPARTON CORP COM 847235108 $ 10 1,113 SH SOLE 1,113 SPATIALIGHT INC COM 847248101 $ 161 17,982 SH SOLE 17,982 SPECIALTY LABORATORIES INC COM 84749R100 $ 55 4,980 SH SOLE 4,980 SPECIALTY UNDERWRITERS ALLIA COM 84751T309 $ 14 1,437 SH SOLE 1,437 SPECTRALINK CORP COM 847580107 $ 91 6,436 SH SOLE 6,436 SPECTRANETICS CORP COM 84760C107 $ 126 22,500 SH SOLE 22,500 SPECTRASITE INC COM 84761M104 $ 1,112 19,203 SH SOLE 19,203 SPECTRUM PHARMACEUTICALS INC COM 84763A108 $ 30 4,443 SH SOLE 4,443 SPECTRUM SIGNAL PROCESSING I COM 84763F107 $ 5 1,899 SH SOLE 1,899 SPEEDWAY MOTORSPORTS INC COM 847788106 $ 225 5,734 SH SOLE 5,734 SPHERION CORP COM 848420105 $ 767 91,354 SH SOLE 91,354 SPHERIX INC COM 84842R106 $ 7 2,221 SH SOLE 2,221 SPINNAKER EXPL CO COM 84855W109 $ 258 7,350 SH SOLE 7,350 SPIRE CORP COM 848565107 $ 4 948 SH SOLE 948 SPIRENT PLC SPONS ADR NEW 84856M209 $ 0 33 SH SOLE 33 SPORT CHALET INC COM 849163100 $ 29 2,063 SH SOLE 2,063 SPORT-HALEY INC COM 848925103 $ 1 289 SH SOLE 289 SPORTS AUTH INC NEW COM 84917U109 $ 24,044 933,745 SH SOLE 933,745 SPORTS RESORTS INTL INC COM 84918U108 $ 3 1,026 SH SOLE 1,026 SPRINT CORP COM FON 852061100 $ 56,530 2,274,830 SH SOLE 2,274,830 SPRINT CORP COM FON 852061100 $ 14,694 591,300 SH P SOLE 591,300 SPRINT CORP COM FON 852061100 $ 3,324 133,747 SH C SOLE 133,747 SPSS INC COM 78462K102 $ 60 3,811 SH SOLE 3,811 SPX CORP COM 784635104 $ 1,367 34,126 SH SOLE 34,126 SPX CORP COM 784635104 $ 1,214 30,300 SH P SOLE 30,300 SPX CORP COM 784635104 $ 72 1,800 SH C SOLE 1,800 SRS LABS INC COM 78464M106 $ 19 3,083 SH SOLE 3,083 SS&C TECHNOLOGIES INC COM 85227Q100 $ 370 17,905 SH SOLE 17,905 ST JOSEPH CAP CORP COM 790595102 $ 16 598 SH SOLE 598 ST JUDE MED INC COM 790849103 $ 21,616 515,528 SH SOLE 515,528 ST JUDE MED INC COM 790849103 $ 344 8,200 SH P SOLE 8,200 ST JUDE MED INC COM 790849103 $ 96 2,300 SH C SOLE 2,300 ST MARY LD & EXPL CO COM 792228108 $ 1,466 35,117 SH SOLE 35,117 ST PAUL TRAVELERS INC EQUITY UNIT 792860306 $ 180,327 2,692,256 SH SOLE 2,692,256 ST PAUL TRAVELERS INC COM 792860108 $ 32,285 870,924 SH SOLE 870,924 ST PAUL TRAVELERS INC COM 792860108 $ 1,624 43,800 SH P SOLE 43,800 ST PAUL TRAVELERS INC COM 792860108 $ 156 4,200 SH C SOLE 4,200 STAGE STORES INC COM NEW 85254C305 $ 462 11,124 SH SOLE 11,124 STAGE STORES INC *W EXP 08/23/200 85254C131 $ 46 2,090 SH SOLE 2,090 STAKTEK HLDGS INC COM 85256P106 $ 6 1,197 SH SOLE 1,197 STAMPS COM INC COM NEW 852857200 $ 314 19,811 SH SOLE 19,811

STANCORP FINL GROUP INC COM 852891100 $ 1,048 12,702 SH SOLE 12,702 STANDARD COML CORP COM 853258101 $ 288 14,780 SH SOLE 14,780 STANDARD MICROSYSTEMS CORP COM 853626109 $ 229 12,867 SH SOLE 12,867 STANDARD MTR PRODS INC COM 853666105 $ 232 14,712 SH SOLE 14,712 STANDARD PAC CORP NEW COM 85375C101 $ 2,129 33,200 SH C SOLE 33,200 STANDARD PAC CORP NEW COM 85375C101 $ 1,206 18,800 SH P SOLE 18,800 STANDARD PARKING CORP COM 853790103 $ 38 2,501 SH SOLE 2,501 STANDARD REGISTER CO COM 853887107 $ 336 23,804 SH SOLE 23,804 STANDEX INTL CORP COM 854231107 $ 129 4,522 SH SOLE 4,522 STANLEY FURNITURE INC COM NEW 854305208 $ 285 6,348 SH SOLE 6,348 STANLEY WKS COM 854616109 $ 7,967 162,622 SH SOLE 162,622 STAPLES INC COM 855030102 $ 22,048 654,041 SH SOLE 654,041 STAPLES INC COM 855030102 $ 1,099 32,600 SH C SOLE 32,600 STAPLES INC COM 855030102 $ 138 4,100 SH P SOLE 4,100 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 $ 6 805 SH SOLE 805 STAR SCIENTIFIC INC COM 85517P101 $ 172 33,920 SH SOLE 33,920 STARBUCKS CORP COM 855244109 $ 39,864 639,259 SH SOLE 639,259 STARBUCKS CORP COM 855244109 $ 19,606 314,400 SH P SOLE 314,400 STARBUCKS CORP COM 855244109 $ 12,890 206,700 SH C SOLE 206,700 STARCRAFT CORP COM 855269106 $ 22 1,555 SH SOLE 1,555 STARRETT L S CO CL A 855668109 $ 13 615 SH SOLE 615 STARTEK INC COM 85569C107 $ 1,584 55,678 SH SOLE 55,678 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $ 18,122 310,304 SH SOLE 310,304 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $ 14,466 247,700 SH P SOLE 247,700 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $ 1,758 30,100 SH C SOLE 30,100 STATE AUTO FINL CORP COM 855707105 $ 52 2,009 SH SOLE 2,009 STATE BANCORP INC N.Y COM 855716106 $ 291 10,571 SH SOLE 10,571 STATE FINL SVCS CORP CL A 856855101 $ 112 3,718 SH SOLE 3,718 STATE STR CORP COM 857477103 $ 18,414 374,881 SH SOLE 374,881 STATE STR CORP SPACES 857477202 $ 17,528 78,248 SH SOLE 78,248 STATION CASINOS INC COM 857689103 $ 3,783 69,178 SH SOLE 69,178 STATOIL ASA SPONSORED ADR 85771P102 $ 456 28,700 SH SOLE 28,700 STEAK N SHAKE CO COM 857873103 $ 133 6,643 SH SOLE 6,643 STEEL DYNAMICS INC COM 858119100 $ 852 22,500 SH C SOLE 22,500 STEEL DYNAMICS INC COM 858119100 $ 558 14,718 SH SOLE 14,718 STEEL DYNAMICS INC COM 858119100 $ 527 13,900 SH P SOLE 13,900 STEEL TECHNOLOGIES INC COM 858147101 $ 76 2,768 SH SOLE 2,768 STEELCASE INC CL A 858155203 $ 2,144 154,929 SH SOLE 154,929 STEIN MART INC COM 858375108 $ 164 9,586 SH SOLE 9,586 STEINER LEISURE LTD ORD P8744Y102 $ 385 12,900 SH SOLE 12,900 STEINWAY MUSICAL INSTRS INC COM 858495104 $ 238 8,212 SH SOLE 8,212 STELLENT INC COM 85856W105 $ 103 11,647 SH SOLE 11,647 STELMAR SHIPPING LTD COM V8726M103 $ 556 11,653 SH SOLE 11,653 STEPAN CO COM 858586100 $ 197 8,104 SH SOLE 8,104 STEPHAN CO COM 858603103 $ 4 937 SH SOLE 937 STEREOTAXIS INC COM 85916J102 $ 5 520 SH SOLE 520

STERICYCLE INC COM 858912108 $ 697 15,161 SH SOLE 15,161 STERIS CORP COM 859152100 $ 9 388 SH SOLE 388 STERLING BANCORP COM 859158107 $ 44 1,570 SH SOLE 1,570 STERLING BANCSHARES INC COM 858907108 $ 316 22,122 SH SOLE 22,122 STERLING BK MOUNT LAUREL N J COM 858910102 $ 1 105 SH SOLE 105 STERLING CONSTRUCTION CO INC COM 859241101 $ 5 996 SH SOLE 996 STERLING FINL CORP COM 859317109 $ 73 2,535 SH SOLE 2,535 STERLING FINL CORP WASH COM 859319105 $ 196 4,983 SH SOLE 4,983 STEWART & STEVENSON SVCS INC COM 860342104 $ 146 7,222 SH SOLE 7,222 STEWART ENTERPRISES INC CL A 860370105 $ 3,766 538,831 SH C SOLE 538,831 STEWART ENTERPRISES INC CL A 860370105 $ 13 1,831 SH SOLE 1,831 STEWART INFORMATION SVCS COR COM 860372101 $ 944 22,654 SH SOLE 22,654 STEWART W P & CO LTD COM G84922106 $ 1,327 56,087 SH SOLE 56,087 STIFEL FINL CORP COM 860630102 $ 150 7,171 SH SOLE 7,171 STILLWATER MNG CO COM 86074Q102 $ 1,620 143,903 SH SOLE 143,903 STMICROELECTRONICS N V NY REGISTRY 861012102 $ 740 38,299 SH SOLE 38,299 STOCKERYALE INC COM NEW 86126T203 $ 4 2,980 SH SOLE 2,980 STOLT NIELSEN S A SP ADR REG COM 861565109 $ 53 1,862 SH SOLE 1,862 STONE ENERGY CORP COM 861642106 $ 1,191 26,421 SH SOLE 26,421 STONERIDGE INC COM 86183P102 $ 1 37 SH SOLE 37 STORA ENSO CORP SPON ADR REP R 86210M106 $ 699 45,979 SH SOLE 45,979 STORAGE COMPUTER CORP COM 86211A101 $ 0 1,532 SH SOLE 1,532 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $ 1,581 50,000 SH C SOLE 50,000 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $ 872 27,596 SH SOLE 27,596 STRATEGIC DIAGNOSTICS INC COM 862700101 $ 7 2,035 SH SOLE 2,035 STRATEGIC DISTR INC COM NEW 862701307 $ 28 2,002 SH SOLE 2,002 STRATEGIC GLOBAL INCOME FD COM 862719101 $ 23 1,485 SH SOLE 1,485 STRATEGIC HOTEL CAP INC COM 86272T106 $ 35 2,118 SH SOLE 2,118 STRATEX NETWORKS INC COM 86279T109 $ 114 50,436 SH SOLE 50,436 STRATTEC SEC CORP COM 863111100 $ 266 4,253 SH SOLE 4,253 STRATUS PPTYS INC COM NEW 863167201 $ 35 2,226 SH SOLE 2,226 STREETTRACKS SER TR DJ GLOB TITANS 86330E505 $ 44 689 SH SOLE 689 STREETTRACKS SER TR FORTUNE 500 86330E885 $ 14 160 SH SOLE 160 STREETTRACKS SER TR DJ LRG CAP VAL 8.63E+212 $ 5 34 SH SOLE 34 STRIDE RITE CORP COM 863314100 $ 467 41,789 SH SOLE 41,789 STRYKER CORP COM 863667101 $ 25,892 536,622 SH SOLE 536,622 STRYKER CORP COM 863667101 $ 4,545 94,200 SH C SOLE 94,200 STRYKER CORP COM 863667101 $ 261 5,400 SH P SOLE 5,400 STUDENT LN CORP COM 863902102 $ 4 24 SH SOLE 24 STURGIS BANCORP INC COM 864087101 $ 20 1,334 SH SOLE 1,334 STURM RUGER & CO INC COM 864159108 $ 72 7,997 SH SOLE 7,997 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 $ 51 1,461 SH SOLE 1,461 SUFFOLK BANCORP COM 864739107 $ 114 3,266 SH SOLE 3,266 SUFFOLK FIRST BK VA COM 864788104 $ 33 3,542 SH SOLE 3,542 SUMMA INDS COM 86562T105 $ 7 748 SH SOLE 748 SUMMIT BANCSHARES INC TEX COM 866011109 $ 158 4,212 SH SOLE 4,212

SUMMIT BK CORP GA COM 866013105 $ 25 1,464 SH SOLE 1,464 SUMMIT PPTYS INC COM 866239106 $ 3,210 98,574 SH SOLE 98,574 SUMTOTAL SYS INC COM 866615107 $ 11 2,081 SH SOLE 2,081 SUN BANCORP INC COM 86663B102 $ 50 2,075 SH SOLE 2,075 SUN COMMUNITIES INC COM 866674104 $ 1,182 29,360 SH SOLE 29,360 SUN LIFE FINL INC COM 866796105 $ 28 846 SH SOLE 846 SUN MICROSYSTEMS INC COM 866810104 $ 12,263 2,275,056 SH C SOLE 2,275,056 SUN MICROSYSTEMS INC COM 866810104 $ 9,771 1,812,749 SH SOLE 1,812,749 SUN MICROSYSTEMS INC COM 866810104 $ 8,052 1,493,900 SH P SOLE 1,493,900 SUNCOR ENERGY INC COM 867229106 $ 10,608 299,660 SH SOLE 299,660 SUNCOR ENERGY INC COM 867229106 $ 3,466 97,900 SH P SOLE 97,900 SUNCOR ENERGY INC COM 867229106 $ 32 900 SH C SOLE 900 SUNDAY COMMUNICATION LTD SPONS ADR NEW 867270209 $ 14 2,588 SH SOLE 2,588 SUNGARD DATA SYS INC COM 867363103 $ 36,258 1,279,857 SH SOLE 1,279,857 SUNGARD DATA SYS INC COM 867363103 $ 8,802 310,700 SH C SOLE 310,700 SUNGARD DATA SYS INC COM 867363103 $ 204 7,200 SH P SOLE 7,200 SUNLINK HEALTH SYSTEMS INC COM 86737U102 $ 17 3,102 SH SOLE 3,102 SUNOCO INC COM 86764P109 $ 6,729 82,358 SH SOLE 82,358 SUNOCO INC COM 86764P109 $ 400 4,900 SH C SOLE 4,900 SUNOCO INC COM 86764P109 $ 311 3,800 SH P SOLE 3,800 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 $ 1,507 35,000 SH SOLE 35,000 SUNRISE SENIOR LIVING INC COM 86768K106 $ 231 4,985 SH SOLE 4,985 SUNRISE TELECOM INC COM 86769Y105 $ 6 2,033 SH SOLE 2,033 SUNSET FINANCIAL RESOURCES I COM 867708109 $ 9 894 SH SOLE 894 SUNSTONE HOTEL INVS INC NEW COM 867892101 $ 47 2,250 SH SOLE 2,250 SUNTERRA CORP COM NEW 86787D208 $ 287 20,455 SH SOLE 20,455 SUNTRON CORP COM 86789P100 $ 12 3,719 SH SOLE 3,719 SUNTRUST BKS INC COM 867914103 $ 177,713 2,405,425 SH C SOLE 2,405,425 SUNTRUST BKS INC COM 867914103 $ 16,953 229,460 SH SOLE 229,460 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 $ 2 1,486 SH SOLE 1,486 SUPERGEN INC COM 868059106 $ 229 32,472 SH SOLE 32,472 SUPERGEN INC COM 868059106 $ 11 1,500 SH P SOLE 1,500 SUPERGEN INC COM 868059106 $ 8 1,100 SH C SOLE 1,100 SUPERIOR ESSEX INC COM 86815V105 $ 2 92 SH SOLE 92 SUPERIOR INDS INTL INC COM 868168105 $ 634 21,839 SH SOLE 21,839 SUPERTEX INC COM 868532102 $ 323 14,882 SH SOLE 14,882 SUPERVALU INC COM 868536103 $ 3,499 101,355 SH SOLE 101,355 SUPERVALU INC NOTE 11/0 868536AP8 $ 1,830 5,119,000 PRN SOLE 5,119,000 SUPERVALU INC COM 868536103 $ 1,398 40,500 SH C SOLE 40,500 SUPREME INDS INC CL A 868607102 $ 10 1,494 SH SOLE 1,494 SUREWEST COMMUNICATIONS COM 868733106 $ 103 3,626 SH SOLE 3,626 SURMODICS INC COM 868873100 $ 525 16,151 SH SOLE 16,151 SUSQUEHANNA BANCSHARES INC P COM 869099101 $ 1,060 42,501 SH SOLE 42,501 SVB FINL SVCS INC COM 784869109 $ 20 989 SH SOLE 989 SWIFT ENERGY CO COM 870738101 $ 878 30,353 SH SOLE 30,353 SWIFT TRANSN CO COM 870756103 $ 21,480 1,000,000 SH C SOLE 1,000,000

SWIFT TRANSN CO COM 870756103 $ 1,519 70,709 SH SOLE 70,709 SWISS HELVETIA FD INC COM 870875101 $ 18 1,229 SH SOLE 1,229 SWS GROUP INC COM 78503N107 $ 325 14,833 SH SOLE 14,833 SYBASE INC COM 871130100 $ 93 4,686 SH SOLE 4,686 SYBASE INC COM 871130100 $ 48 2,400 SH C SOLE 2,400 SYBASE INC COM 871130100 $ 42 2,100 SH P SOLE 2,100 SYBRON DENTAL SPECIALTIES IN COM 871142105 $ 1,574 44,487 SH SOLE 44,487 SYCAMORE NETWORKS INC COM 871206108 $ 252 62,134 SH SOLE 62,134 SYCAMORE NETWORKS INC COM 871206108 $ 14 3,400 SH P SOLE 3,400 SYCAMORE NETWORKS INC COM 871206108 $ 2 500 SH C SOLE 500 SYKES ENTERPRISES INC COM 871237103 $ 201 28,969 SH SOLE 28,969 SYMANTEC CORP COM 871503108 $ 33,823 1,312,994 SH SOLE 1,312,994 SYMANTEC CORP COM 871503108 $ 21,778 845,400 SH C SOLE 845,400 SYMANTEC CORP COM 871503108 $ 10,726 416,400 SH P SOLE 416,400 SYMBION INC DEL COM 871507109 $ 33 1,505 SH SOLE 1,505 SYMBOL TECHNOLOGIES INC COM 871508107 $ 5,104 295,032 SH SOLE 295,032 SYMBOL TECHNOLOGIES INC COM 871508107 $ 2,771 160,200 SH P SOLE 160,200 SYMBOL TECHNOLOGIES INC COM 871508107 $ 1,016 58,700 SH C SOLE 58,700 SYMMETRICOM INC COM 871543104 $ 479 49,377 SH SOLE 49,377 SYMS CORP COM 871551107 $ 17 1,378 SH SOLE 1,378 SYMYX TECHNOLOGIES COM 87155S108 $ 60 1,980 SH SOLE 1,980 SYNALLOY CP DEL COM 871565107 $ 28 2,814 SH SOLE 2,814 SYNAPTICS INC COM 87157D109 $ 638 20,863 SH SOLE 20,863 SYNERGX SYSTEMS INC COM 87160C106 $ 7 1,988 SH SOLE 1,988 SYNERGY BRANDS INC COM PAR $.001 87159E402 $ 1 156 SH SOLE 156 SYNERON MEDICAL LTD ORD SHS M87245102 $ 61 2,009 SH SOLE 2,009 SYNOPSYS INC COM 871607107 $ 183 9,382 SH SOLE 9,382 SYNOPSYS INC COM 871607107 $ 117 6,000 SH C SOLE 6,000 SYNOPSYS INC COM 871607107 $ 74 3,800 SH P SOLE 3,800 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 $ 83 7,663 SH SOLE 7,663 SYNOVUS FINL CORP COM 87161C105 $ 26,613 931,173 SH C SOLE 931,173 SYNOVUS FINL CORP COM 87161C105 $ 4,856 169,923 SH SOLE 169,923 SYNPLICITY INC COM 87160Y108 $ 77 12,800 SH SOLE 12,800 SYNTEL INC COM 87162H103 $ 112 6,380 SH SOLE 6,380 SYNTROLEUM CORP *W EXP 11/04/200 871630117 $ 683 169,355 SH SOLE 169,355 SYNTROLEUM CORP COM 871630109 $ 189 23,580 SH SOLE 23,580 SYNTROLEUM CORP *W EXP 05/26/200 871630125 $ 4 1,171 SH SOLE 1,171 SYPRIS SOLUTIONS INC COM 871655106 $ 153 10,013 SH SOLE 10,013 SYSCO CORP COM 871829107 $ 45,123 1,182,147 SH SOLE 1,182,147 SYSCO CORP COM 871829107 $ 19,425 508,900 SH C SOLE 508,900 SYSCO CORP COM 871829107 $ 1,065 27,900 SH P SOLE 27,900 SYSTEMAX INC COM 871851101 $ 183 24,962 SH SOLE 24,962 T-3 ENERGY SRVCS INC COM 8.73E+111 $ 20 2,834 SH SOLE 2,834 TAIWAN GREATER CHINA FD SH BEN INT 874037104 $ 1 222 SH SOLE 222 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 2,940 84,500 SH C SOLE 84,500 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 340 9,780 SH SOLE 9,780

TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 334 9,600 SH P SOLE 9,600 TALBOTS INC COM 874161102 $ 2,327 85,462 SH SOLE 85,462 TALISMAN ENERGY INC COM 8.74E+107 $ 58 2,139 SH SOLE 2,139 TALK AMERICA HLDGS INC COM NEW 87426R202 $ 338 50,985 SH SOLE 50,985 TALX CORP COM 874918105 $ 287 11,122 SH SOLE 11,122 TANDY BRANDS ACCESSORIES INC COM 875378101 $ 32 2,228 SH SOLE 2,228 TANGER FACTORY OUTLET CTRS I COM 875465106 $ 237 8,950 SH SOLE 8,950 TAPESTRY PHARMACEUTICALS INC COM 876031105 $ 0 362 SH SOLE 362 TARGET CORP COM 8.76E+110 $ 94,796 1,825,463 SH SOLE 1,825,463 TARGET CORP COM 8.76E+110 $ 8,449 162,700 SH C SOLE 162,700 TARGET CORP COM 8.76E+110 $ 6,258 120,500 SH P SOLE 120,500 TARGETED GENETICS CORP COM 87612M108 $ 4 2,321 SH SOLE 2,321 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 $ 15 446 SH SOLE 446 TARRAGON CORP COM 876287103 $ 216 12,091 SH SOLE 12,091 TASEKO MINES LTD COM 876511106 $ 1 339 SH SOLE 339 TASER INTL INC COM 87651B104 $ 13,799 436,000 SH P SOLE 436,000 TASER INTL INC COM 87651B104 $ 12,733 402,300 SH C SOLE 402,300 TASER INTL INC COM 87651B104 $ 2,855 90,218 SH SOLE 90,218 TAT TECHNOLOGIES LTD ORD NEW M8740S227 $ 2 292 SH SOLE 292 TAUBMAN CTRS INC COM 876664103 $ 20 658 SH SOLE 658 TAYLOR CAP GROUP INC COM 876851106 $ 137 4,104 SH SOLE 4,104 TAYLOR DEVICES INC COM 877163105 $ 16 2,283 SH SOLE 2,283 TB WOODS CORP COM 872226105 $ 12 1,937 SH SOLE 1,937 TBC CORP NEW COM 872183108 $ 134 4,825 SH SOLE 4,825 TC PIPELINES LP UT COM LTD PRT 87233Q108 $ 2 54 SH SOLE 54 TCF FINL CORP COM 872275102 $ 2,638 82,080 SH SOLE 82,080 TCW CONV SECS FD INC COM 872340104 $ 86 16,045 SH SOLE 16,045 TDC A/S SPONSORED ADR 87236N102 $ 4 195 SH SOLE 195 TDK CORP AMERN DEP SH 872351408 $ 67 896 SH SOLE 896 TEAMSTAFF INC COM NEW 87815U204 $ 6 2,842 SH SOLE 2,842 TECH DATA CORP COM 878237106 $ 664 14,636 SH SOLE 14,636 TECHE HLDG CO COM 878330109 $ 6 157 SH SOLE 157 TECHNE CORP COM 878377100 $ 1,150 29,563 SH SOLE 29,563 TECHNICAL OLYMPIC USA INC COM 878483106 $ 26 1,018 SH SOLE 1,018 TECHNITROL INC COM 878555101 $ 184 10,124 SH SOLE 10,124 TECHNOLOGY RESH CORP COM NEW 878727304 $ 14 1,990 SH SOLE 1,990 TECHNOLOGY SOLUTIONS CO COM 87872T108 $ 0 363 SH SOLE 363 TECHTEAM GLOBAL INC COM 878311109 $ 29 2,876 SH SOLE 2,876 TECO ENERGY INC COM 872375100 $ 3,531 230,060 SH SOLE 230,060 TECO ENERGY INC COM 872375100 $ 969 63,100 SH P SOLE 63,100 TECO ENERGY INC COM 872375100 $ 60 3,900 SH C SOLE 3,900 TECUMSEH PRODS CO CL B 878895101 $ 90 1,957 SH SOLE 1,957 TECUMSEH PRODS CO CL A 878895200 $ 64 1,347 SH SOLE 1,347 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 $ 5,378 127,719 SH SOLE 127,719 TEFRON LTD ORD M87482101 $ 4 995 SH SOLE 995 TEGAL CORP COM 879008100 $ 10 6,164 SH SOLE 6,164

TEJON RANCH CO DEL COM 879080109 $ 40 982 SH SOLE 982 TEKELEC COM 879101103 $ 11,375 556,500 SH C SOLE 556,500 TEKELEC COM 879101103 $ 818 40,013 SH SOLE 40,013 TEKELEC COM 879101103 $ 437 21,400 SH P SOLE 21,400 TEKTRONIX INC COM 879131100 $ 5,297 175,330 SH SOLE 175,330 TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y105 $ 5 535 SH SOLE 535 TELE SUDESTE CELULAR PART S SPON ADR PFD 879252104 $ 12 1,160 SH SOLE 1,160 TELE2 AB SPON ADR REP B 87952P208 $ 28 734 SH SOLE 734 TELECOMMUNICATION SYS INC CL A 87929J103 $ 123 36,962 SH SOLE 36,962 TELEDYNE TECHNOLOGIES INC COM 879360105 $ 224 7,621 SH SOLE 7,621 TELEFLEX INC COM 879369106 $ 2,413 46,456 SH SOLE 46,456 TELEFONOS DE MEXICO S A SPON ADR A SHS 879403707 $ 89 2,328 SH SOLE 2,328 TELEGLOBE INTL HLDGS LTD COM G87340108 $ 8 2,083 SH SOLE 2,083 TELELESTE CELULAR PART S A SPON ADR PFD 87943B102 $ 9 712 SH SOLE 712 TELEMIG CELULAR PART S A SPON ADR PFD 8.79E+109 $ 10 370 SH SOLE 370 TELENOR ASA SPONSORED ADR 87944W105 $ 15 530 SH SOLE 530 TELEPHONE & DATA SYS INC COM 879433100 $ 1,292 16,790 SH SOLE 16,790 TELESYSTEM INTL WIRELESS INC COM NEW 879946606 $ 119 10,607 SH SOLE 10,607 TELETECH HOLDINGS INC COM 879939106 $ 123 12,721 SH SOLE 12,721 TELEWEST GLOBAL INC COM 87956T107 $ 19,712 1,121,302 SH SOLE 1,121,302 TELIK INC COM 87959M109 $ 191 10,000 SH P SOLE 10,000 TELIK INC COM 87959M109 $ 34 1,787 SH SOLE 1,787 TELKONET INC COM 879604106 $ 8 1,404 SH SOLE 1,404 TELLABS INC COM 879664100 $ 5,772 671,964 SH SOLE 671,964 TELLABS INC COM 879664100 $ 152 17,700 SH P SOLE 17,700 TELLABS INC COM 879664100 $ 45 5,200 SH C SOLE 5,200 TELUS CORP NON-VTG SHS 87971M202 $ 83,620 2,893,414 SH SOLE 2,893,414 TEMPLE INLAND INC COM 879868107 $ 27,395 400,515 SH SOLE 400,515 TEMPLETON EMERGING MKTS FD I COM 880191101 $ 39 2,372 SH SOLE 2,372 TEMPLETON RUS AND EAST EUR F COM 88022F105 $ 22 551 SH SOLE 551 TEMPUR PEDIC INTL INC COM 88023U101 $ 911 42,948 SH SOLE 42,948 TENET HEALTHCARE CORP COM 88033G100 $ 4,790 436,276 SH SOLE 436,276 TENET HEALTHCARE CORP COM 88033G100 $ 3,717 338,500 SH C SOLE 338,500 TENET HEALTHCARE CORP COM 88033G100 $ 544 49,500 SH P SOLE 49,500 TENNANT CO COM 880345103 $ 20 503 SH SOLE 503 TENNECO AUTOMOTIVE INC COM 880349105 $ 57 3,280 SH SOLE 3,280 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 $ 41 1,041 SH SOLE 1,041 TERADYNE INC COM 880770102 $ 7,122 417,221 SH SOLE 417,221 TERADYNE INC COM 880770102 $ 4,529 265,300 SH C SOLE 265,300 TERADYNE INC COM 880770102 $ 1,069 62,600 SH P SOLE 62,600 TERAYON COMMUNICATION SYS COM 880775101 $ 108 39,744 SH SOLE 39,744 TERCICA INC COM 88078L105 $ 112 11,247 SH SOLE 11,247 TEREX CORP NEW COM 880779103 $ 20,824 437,030 SH C SOLE 437,030 TEREX CORP NEW COM 880779103 $ 2,025 42,500 SH P SOLE 42,500 TEREX CORP NEW COM 880779103 $ 433 9,092 SH SOLE 9,092 TERRA INDS INC COM 880915103 $ 151 16,969 SH SOLE 16,969

TERREMARK WORLDWIDE INC COM 881448104 $ 22 34,755 SH SOLE 34,755 TESMA INTL INC CL A SUB VTG 881908107 $ 5,161 142,500 SH SOLE 142,500 TESORO CORP COM 881609101 $ 4,745 148,943 SH SOLE 148,943 TESORO CORP COM 881609101 $ 2,390 75,000 SH C SOLE 75,000 TESSERA TECHNOLOGIES INC COM 88164L100 $ 1,367 36,726 SH C SOLE 36,726 TESSERA TECHNOLOGIES INC COM 88164L100 $ 264 7,090 SH SOLE 7,090 TETRA TECH INC NEW COM 88162G103 $ 238 14,189 SH SOLE 14,189 TETRA TECHNOLOGIES INC DEL COM 88162F105 $ 150 5,289 SH SOLE 5,289 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 $ 662 650,000 PRN SOLE 650,000 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 $ 191 188,000 PRN SOLE 188,000 TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB4 $ 489 337,000 PRN SOLE 337,000 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 $ 141 6,509 SH SOLE 6,509 TEXAS INDS INC COM 882491103 $ 451 7,235 SH SOLE 7,235 TEXAS INSTRS INC COM 882508104 $ 61,969 2,517,010 SH SOLE 2,517,010 TEXAS INSTRS INC COM 882508104 $ 16,424 667,100 SH P SOLE 667,100 TEXAS INSTRS INC COM 882508104 $ 10,104 410,388 SH C SOLE 410,388 TEXAS PETROCHEMICALS LP & TP NOTE 7.250% 4/3 882651AB8 $ 628 407,000 PRN SOLE 407,000 TEXAS ROADHOUSE INC CL A 882681109 $ 32 1,070 SH SOLE 1,070 TEXTRON INC COM 883203101 $ 13,372 181,190 SH SOLE 181,190 TF FINL CORP COM 872391107 $ 43 1,351 SH SOLE 1,351 THE BANK HOLDINGS INC COM 8.83E+108 $ 12 570 SH SOLE 570 THERAGENICS CORP COM 883375107 $ 226 55,606 SH SOLE 55,606 THERMA-WAVE INC COM 88343A108 $ 10 2,856 SH SOLE 2,856 THERMO ELECTRON CORP COM 883556102 $ 11,646 385,754 SH SOLE 385,754 THERMO ELECTRON CORP SDCV 3.250%11/0 883556AJ1 $ 846 850,000 PRN SOLE 850,000 THERMOGENESIS CORP COM NEW 883623209 $ 283 44,704 SH SOLE 44,704 THESTREET COM COM 88368Q103 $ 5 1,228 SH SOLE 1,228 THIRD WAVE TECHNOLOGIES INC COM 88428W108 $ 160 18,550 SH SOLE 18,550 THOMAS & BETTS CORP COM 884315102 $ 2,176 70,749 SH SOLE 70,749 THOMAS INDS INC COM 884425109 $ 194 4,853 SH SOLE 4,853 THOMAS PPTYS GROUP INC COM 884453101 $ 26 2,060 SH SOLE 2,060 THOMSON CORP COM 884903105 $ 445 12,600 SH SOLE 12,600 THOR INDS INC COM 885160101 $ 43 1,173 SH SOLE 1,173 THORNBURG MTG INC COM 885218107 $ 1,014 35,000 SH P SOLE 35,000 THORNBURG MTG INC COM 885218107 $ 174 6,000 SH SOLE 6,000 THQ INC COM NEW 872443403 $ 193 8,429 SH SOLE 8,429 THREE FIVE SYS INC COM 88554L108 $ 0 146 SH SOLE 146 TIBCO SOFTWARE INC COM 88632Q103 $ 3,148 236,000 SH C SOLE 236,000 TIDEWATER INC COM 886423102 $ 588 16,500 SH C SOLE 16,500 TIDEWATER INC COM 886423102 $ 39 1,100 SH P SOLE 1,100 TIDEWATER INC COM 886423102 $ 23 638 SH SOLE 638 TIER TECHNOLOGIES INC CL B 88650Q100 $ 925 100,000 SH C SOLE 100,000 TIER TECHNOLOGIES INC CL B 88650Q100 $ 100 10,845 SH SOLE 10,845 TIERONE CORP COM 88650R108 $ 615 24,737 SH SOLE 24,737 TIFFANY & CO NEW COM 886547108 $ 8,482 265,326 SH SOLE 265,326 TIFFANY & CO NEW COM 886547108 $ 1,522 47,600 SH P SOLE 47,600

TIFFANY & CO NEW COM 886547108 $ 195 6,100 SH C SOLE 6,100 TIM HELLAS TELECOMM S A ADR 88706Q104 $ 32 1,711 SH SOLE 1,711 TIMBERLAND BANCORP INC COM 887098101 $ 30 1,301 SH SOLE 1,301 TIMBERLAND CO CL A 887100105 $ 5,618 89,640 SH SOLE 89,640 TIME WARNER INC COM 887317105 $ 123,585 6,353,976 SH SOLE 6,353,976 TIME WARNER INC COM 887317105 $ 60,558 3,113,535 SH C SOLE 3,113,535 TIME WARNER INC COM 887317105 $ 27,481 1,412,900 SH P SOLE 1,412,900 TIME WARNER TELECOM INC CL A 887319101 $ 635 145,677 SH SOLE 145,677 TIMKEN CO COM 887389104 $ 1,945 74,764 SH SOLE 74,764 TIPPERARY CORP COM PAR $0.02 888002300 $ 3 582 SH SOLE 582 TIPPINGPOINT TECH INC COM 888011103 $ 220 4,718 SH SOLE 4,718 TITAN CORP COM 888266103 $ 16,617 1,025,762 SH SOLE 1,025,762 TITAN INTL INC ILL COM 88830M102 $ 76 5,040 SH SOLE 5,040 TITANIUM METALS CORP COM NEW 888339207 $ 27 1,131 SH SOLE 1,131 TIVO INC COM 888706108 $ 2,938 500,538 SH SOLE 500,538 TIVO INC COM 888706108 $ 250 42,600 SH C SOLE 42,600 TIVO INC COM 888706108 $ 101 17,200 SH P SOLE 17,200 TJX COS INC NEW COM 872540109 $ 15,544 618,532 SH SOLE 618,532 TJX COS INC NEW COM 872540109 $ 7,217 287,200 SH P SOLE 287,200 TJX COS INC NEW COM 872540109 $ 681 27,100 SH C SOLE 27,100 TJX COS INC NEW NOTE 2/1 872540AL3 $ 570 650,000 PRN SOLE 650,000 TLC VISION CORP COM 872549100 $ 1,678 161,000 SH C SOLE 161,000 TLC VISION CORP COM 872549100 $ 1,396 134,000 SH P SOLE 134,000 TLC VISION CORP COM 872549100 $ 40 3,861 SH SOLE 3,861 TNS INC COM 872960109 $ 29 1,313 SH SOLE 1,313 TODCO CL A 88889T107 $ 181 9,813 SH SOLE 9,813 TODD SHIPYARDS CORP DEL COM 889039103 $ 4 229 SH SOLE 229 TOFUTTI BRANDS INC COM 88906B105 $ 4 1,352 SH SOLE 1,352 TOLL BROTHERS INC COM 889478103 $ 12,261 178,700 SH C SOLE 178,700 TOLL BROTHERS INC COM 889478103 $ 3,149 45,900 SH P SOLE 45,900 TOLL BROTHERS INC COM 889478103 $ 25 363 SH SOLE 363 TOLLGRADE COMMUNICATIONS INC COM 889542106 $ 222 18,153 SH SOLE 18,153 TOMPKINSTRUSTCO INC COM 890110109 $ 55 1,025 SH SOLE 1,025 TOO INC COM 890333107 $ 183 7,481 SH SOLE 7,481 TOOTSIE ROLL INDS INC COM 890516107 $ 1,348 38,921 SH SOLE 38,921 TOP TANKERS INC COM Y8897Y107 $ 2 131 SH SOLE 131 TOPPS INC COM 890786106 $ 143 14,673 SH SOLE 14,673 TORCH ENERGY ROYALTY TRUST UNIT BEN INT 891013104 $ 1 183 SH SOLE 183 TORCH OFFSHORE INC COM 891019101 $ 0 118 SH SOLE 118 TORCHMARK CORP COM 891027104 $ 8,076 141,332 SH C SOLE 141,332 TORCHMARK CORP COM 891027104 $ 1,235 21,611 SH SOLE 21,611 TOREADOR RES CORP COM 891050106 $ 57 2,571 SH SOLE 2,571 TORO CO COM 891092108 $ 1,300 15,986 SH SOLE 15,986 TORONTO DOMINION BK ONT COM NEW 891160509 $ 188 4,500 SH SOLE 4,500 TOTAL SYS SVCS INC COM 891906109 $ 530 21,813 SH SOLE 21,813 TOWER AUTOMOTIVE INC COM 891707101 $ 186 77,936 SH SOLE 77,936

TOWER GROUP INC COM 891777104 $ 18 1,526 SH SOLE 1,526 TOWER SEMICONDUCTOR LTD ORD M87915100 $ 4 1,963 SH SOLE 1,963 TOWN & CTRY TR SH BEN INT 892081100 $ 567 20,513 SH SOLE 20,513 TOYS R US INC COM 892335100 $ 24,026 1,173,700 SH C SOLE 1,173,700 TOYS R US INC COM 892335100 $ 15,353 750,000 SH P SOLE 750,000 TOYS R US INC COM 892335100 $ 1,322 64,589 SH SOLE 64,589 TRACK DATA CORP COM 891918104 $ 4 4,240 SH SOLE 4,240 TRACTOR SUPPLY CO COM 892356106 $ 309 8,298 SH SOLE 8,298 TRADESTATION GROUP INC COM 89267P105 $ 1 124 SH SOLE 124 TRAFFIX INC COM 892721101 $ 34 5,343 SH SOLE 5,343 TRAMMELL CROW CO COM 89288R106 $ 227 12,508 SH SOLE 12,508 TRANS INDS INC COM 893239103 $ 5 1,864 SH SOLE 1,864 TRANS WORLD ENTMT CORP COM 89336Q100 $ 223 17,900 SH SOLE 17,900 TRANSACT TECHNOLOGIES INC COM 892918103 $ 253 11,829 SH SOLE 11,829 TRANSACTION SYS ARCHITECTS CL A 893416107 $ 475 23,928 SH SOLE 23,928 TRANSAMERICA INCOME SHS INC COM 893506105 $ 30 1,342 SH SOLE 1,342 TRANSATLANTIC HLDGS INC COM 893521104 $ 85 1,380 SH SOLE 1,380 TRANSCANADA CORP COM 89353D107 $ 2,518 101,261 SH SOLE 101,261 TRANSCEND SERVICES INC COM NEW 893929208 $ 4 1,393 SH SOLE 1,393 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 $ 19 1,332 SH SOLE 1,332 TRANSGENE S A SPONSORED ADR 89365U105 $ 1 384 SH SOLE 384 TRANSGENOMIC INC COM 89365K206 $ 4 3,548 SH SOLE 3,548 TRANSGLOBE ENERGY CORP COM 893662106 $ 15 2,925 SH SOLE 2,925 TRANSMETA CORP DEL COM 89376R109 $ 52 31,690 SH SOLE 31,690 TRANSMONTAIGNE INC COM 893934109 $ 203 33,084 SH SOLE 33,084 TRANSNATIONAL FINL NETWORK I COM 893776104 $ 0 460 SH SOLE 460 TRANSOCEAN INC ORD G90078109 $ 13,031 307,400 SH C SOLE 307,400 TRANSOCEAN INC ORD G90078109 $ 9,491 223,893 SH SOLE 223,893 TRANSOCEAN INC ORD G90078109 $ 1,238 29,200 SH P SOLE 29,200 TRANSPORT CORP OF AMER INC COM 89385P102 $ 15 1,842 SH SOLE 1,842 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 $ 49 9,465 SH SOLE 9,465 TRANSPRO INC COM 893885103 $ 1 209 SH SOLE 209 TRANSTECHNOLOGY CORP DEL COM 893889105 $ 10 1,315 SH SOLE 1,315 TRANSWITCH CORP COM 894065101 $ 77 50,051 SH SOLE 50,051 TRAVELZOO INC COM 89421Q106 $ 52 542 SH SOLE 542 TRC COS INC COM 872625108 $ 267 15,687 SH SOLE 15,687 TREDEGAR CORP COM 894650100 $ 196 9,702 SH SOLE 9,702 TREX INC COM 89531P105 $ 253 4,818 SH SOLE 4,818 TRIAD GTY INC COM 895925105 $ 89 1,479 SH SOLE 1,479 TRIAD HOSPITALS INC COM 89579K109 $ 3,364 90,408 SH SOLE 90,408 TRIAD HOSPITALS INC COM 89579K109 $ 223 6,000 SH P SOLE 6,000 TRIAD HOSPITALS INC COM 89579K109 $ 7 200 SH C SOLE 200 TRIARC COS INC CL B SER 1 895927309 $ 1,253 102,192 SH SOLE 102,192 TRIARC COS INC CL A 895927101 $ 610 46,944 SH SOLE 46,944 TRIBUNE CO NEW COM 896047107 $ 20,438 485,000 SH C SOLE 485,000 TRIBUNE CO NEW COM 896047107 $ 10,022 237,831 SH SOLE 237,831

TRIBUNE CO NEW COM 896047107 $ 5,900 140,000 SH P SOLE 140,000 TRICO BANCSHARES COM 896095106 $ 211 9,020 SH SOLE 9,020 TRICO MARINE SERVICES INC COM 896106101 $ 19 105,927 SH SOLE 105,927 TRIKON TECHNOLOGIES INC COM NEW 896187408 $ 244 106,203 SH SOLE 106,203 TRIMBLE NAVIGATION LTD COM 896239100 $ 420 12,699 SH SOLE 12,699 TRIMERIS INC COM 896263100 $ 29 2,050 SH SOLE 2,050 TRINITY BIOTECH PLC SPONSORED ADR 896438108 $ 8 2,614 SH SOLE 2,614 TRINITY INDS INC COM 896522109 $ 629 18,458 SH SOLE 18,458 TRINTECH GROUP PLC SPONS ADR NEW 896682200 $ 16 2,773 SH SOLE 2,773 TRIO TECH INTL COM NEW 896712205 $ 6 1,229 SH SOLE 1,229 TRIPATH TECHNOLOGY INC COM 89672P104 $ 59 47,219 SH SOLE 47,219 TRIPLE P N V COM N88795104 $ 3 3,807 SH SOLE 3,807 TRIPOS INC COM 896928108 $ 11 2,057 SH SOLE 2,057 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 66 14,929 SH SOLE 14,929 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 59 13,200 SH P SOLE 13,200 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 1 200 SH C SOLE 200 TRIUMPH GROUP INC NEW COM 896818101 $ 170 4,316 SH SOLE 4,316 TRIZEC PROPERTIES INC COM 89687P107 $ 22,329 1,180,189 SH SOLE 1,180,189 TRIZETTO GROUP INC COM 896882107 $ 192 20,179 SH SOLE 20,179 TROPICAL SPORTSWEAR INTL COR COM 89708P102 $ 7 41,949 SH SOLE 41,949 TROY GROUP INC COM 89733N106 $ 2 532 SH SOLE 532 TRUSTCO BK CORP N Y COM 898349105 $ 393 28,519 SH SOLE 28,519 TRUSTMARK CORP COM 898402102 $ 1,213 39,035 SH SOLE 39,035 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 $ 29 1,398 SH SOLE 1,398 TTI TEAM TELECOM INTL LTD ORD M88258104 $ 4 1,756 SH SOLE 1,756 TTM TECHNOLOGIES INC COM 87305R109 $ 197 16,682 SH SOLE 16,682 TUESDAY MORNING CORP COM NEW 899035505 $ 54 1,776 SH SOLE 1,776 TUFCO TECHNOLOGIES INC COM 899040109 $ 19 2,181 SH SOLE 2,181 TUMBLEWEED COMMUNICATIONS CO COM 899690101 $ 261 78,162 SH SOLE 78,162 TUPPERWARE CORP COM 899896104 $ 19 937 SH SOLE 937 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 $ 791 43,700 SH SOLE 43,700 TUT SYSTEMS COM 901103101 $ 7 1,812 SH SOLE 1,812 TUTOGEN MEDICAL INC COM 901107102 $ 2 737 SH SOLE 737 TWEETER HOME ENTMT GROUP INC COM 901167106 $ 299 43,435 SH SOLE 43,435 TWIN DISC INC COM 901476101 $ 1 51 SH SOLE 51 TXU CORP COM 873168108 $ 39,872 617,600 SH C SOLE 617,600 TXU CORP COM 873168108 $ 22,255 344,717 SH SOLE 344,717 TXU CORP COM 873168108 $ 16,844 260,900 SH P SOLE 260,900 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 $ 16,254 9,675,000 PRN SOLE 9,675,000 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 $ 769 485,000 PRN SOLE 485,000 TYCO INTL LTD NEW COM 902124106 $ 85,475 2,391,585 SH SOLE 2,391,585 TYCO INTL LTD NEW COM 902124106 $ 51,744 1,447,800 SH C SOLE 1,447,800 TYCO INTL LTD NEW COM 902124106 $ 26,562 743,200 SH P SOLE 743,200 TYLER TECHNOLOGIES INC COM 902252105 $ 1,201 143,606 SH SOLE 143,606 TYSON FOODS INC CL A 902494103 $ 74,358 4,041,200 SH C SOLE 4,041,200 TYSON FOODS INC CL A 902494103 $ 6,486 352,500 SH P SOLE 352,500

TYSON FOODS INC CL A 902494103 $ 1,642 89,256 SH SOLE 89,256 U S B HLDG INC COM 902910108 $ 66 2,656 SH SOLE 2,656 U S CONCRETE INC COM 90333L102 $ 593 77,373 SH SOLE 77,373 U S ENERGY CORP WYO COM 911805109 $ 4 1,411 SH SOLE 1,411 U S ENERGY SYS INC COM 902951102 $ 4 5,554 SH SOLE 5,554 U S G CORP COM NEW 903293405 $ 4,969 123,400 SH P SOLE 123,400 U S G CORP COM NEW 903293405 $ 2,259 56,100 SH C SOLE 56,100 U S G CORP COM NEW 903293405 $ 891 22,123 SH SOLE 22,123 U S I HLDGS COM 90333H101 $ 1 61 SH SOLE 61 U S PHYSICAL THERAPY INC COM 90337L108 $ 372 24,143 SH SOLE 24,143 U S RESTAURANT PPTYS INC COM 902971100 $ 1,069 59,206 SH SOLE 59,206 U S XPRESS ENTERPRISES INC CL A 90338N103 $ 229 7,802 SH SOLE 7,802 U STORE IT TR COM 91274F104 $ 46 2,640 SH SOLE 2,640 UAP HLDG CORP COM 903441103 $ 59 3,419 SH SOLE 3,419 UBIQUITEL INC COM 903474302 $ 2,492 350,000 SH C SOLE 350,000 UBIQUITEL INC COM 903474302 $ 412 57,852 SH SOLE 57,852 UBS AG NAMEN AKT H8920M855 $ 1 17 SH SOLE 17 UCBH HOLDINGS INC COM 90262T308 $ 452 9,861 SH SOLE 9,861 UFP TECHNOLOGIES INC COM 902673102 $ 1 232 SH SOLE 232 UGI CORP NEW COM 902681105 $ 1,125 27,492 SH SOLE 27,492 UICI COM 902737105 $ 356 10,506 SH SOLE 10,506 UIL HLDG CORP COM 902748102 $ 238 4,644 SH SOLE 4,644 ULTICOM INC COM 903844108 $ 230 14,373 SH SOLE 14,373 ULTIMATE ELECTRS INC COM 903849107 $ 0 317 SH SOLE 317 ULTIMATE SOFTWARE GROUP INC COM 90385D107 $ 128 10,100 SH SOLE 10,100 ULTRA CLEAN HLDGS INC COM 90385V107 $ 10 1,698 SH SOLE 1,698 ULTRA PETROLEUM CORP COM 903914109 $ 812 16,871 SH SOLE 16,871 ULTRALIFE BATTERIES INC COM 903899102 $ 130 6,700 SH SOLE 6,700 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 $ 0 0 SH SOLE 0 ULTRATECH INC COM 904034105 $ 136 7,201 SH SOLE 7,201 UMB FINL CORP COM 902788108 $ 47 824 SH SOLE 824 UMPQUA HLDGS CORP COM 904214103 $ 156 6,169 SH SOLE 6,169 UNIFI INC COM 904677101 $ 100 26,132 SH SOLE 26,132 UNIFIRST CORP MASS COM 904708104 $ 213 7,535 SH SOLE 7,535 UNILEVER N V N Y SHS NEW 904784709 $ 4 64 SH SOLE 64 UNILEVER PLC SPON ADR NEW 904767704 $ 1,881 47,599 SH SOLE 47,599 UNION BANKSHARES CORP COM 905399101 $ 358 9,322 SH SOLE 9,322 UNION CMNTY BANCORP COM 906054101 $ 30 1,623 SH SOLE 1,623 UNION FINL BANCSHARES INC COM 906611108 $ 34 1,918 SH SOLE 1,918 UNION PAC CORP COM 907818108 $ 36,731 546,192 SH SOLE 546,192 UNION PAC CORP COM 907818108 $ 14,075 209,300 SH P SOLE 209,300 UNION PAC CORP COM 907818108 $ 114 1,700 SH C SOLE 1,700 UNIONBANCAL CORP COM 908906100 $ 4,709 73,036 SH SOLE 73,036 UNIONBANCAL CORP COM 908906100 $ 1,735 26,900 SH C SOLE 26,900 UNIONBANCORP INC COM 908908106 $ 49 2,319 SH SOLE 2,319 UNISOURCE ENERGY CORP COM 909205106 $ 31,433 1,303,733 SH SOLE 1,303,733

UNISYS CORP COM 909214108 $ 6,267 615,658 SH SOLE 615,658 UNISYS CORP COM 909214108 $ 113 11,100 SH C SOLE 11,100 UNISYS CORP COM 909214108 $ 19 1,900 SH P SOLE 1,900 UNIT CORP COM 909218109 $ 379 9,912 SH SOLE 9,912 UNITED AMERN HEALTHCARE CORP COM 90934C105 $ 2 325 SH SOLE 325 UNITED BANKSHARES INC WEST V COM 909907107 $ 437 11,442 SH SOLE 11,442 UNITED BUSINESS MEDIA PLC ADR 90969M101 $ 19 2,178 SH SOLE 2,178 UNITED CAPITAL CORP COM 909912107 $ 102 4,500 SH SOLE 4,500 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 $ 81 2,997 SH SOLE 2,997 UNITED CMNTY FINL CORP OHIO COM 909839102 $ 77 6,877 SH SOLE 6,877 UNITED DOMINION REALTY TR IN COM 910197102 $ 5,955 240,121 SH SOLE 240,121 UNITED FINL CORP MINN COM 909919102 $ 72 2,998 SH SOLE 2,998 UNITED FINL MTG CORP COM NEW 910303304 $ 6 1,273 SH SOLE 1,273 UNITED FIRE & CAS CO PFD CONV A% 910331305 $ 5,715 134,669 SH SOLE 134,669 UNITED HERITAGE CORP COM NEW 91058F304 $ 7 15,360 SH SOLE 15,360 UNITED INDL CORP COM 910671106 $ 14 358 SH SOLE 358 UNITED NAT FOODS INC COM 911163103 $ 269 8,665 SH SOLE 8,665 UNITED ONLINE INC COM 911268100 $ 614 53,241 SH SOLE 53,241 UNITED ONLINE INC COM 911268100 $ 28 2,400 SH C SOLE 2,400 UNITED ONLINE INC COM 911268100 $ 20 1,700 SH P SOLE 1,700 UNITED PANAM FINANCIAL CP COM 911301109 $ 208 10,916 SH SOLE 10,916 UNITED PARCEL SERVICE INC CL B 911312106 $ 323,811 3,789,032 SH C SOLE 3,789,032 UNITED PARCEL SERVICE INC CL B 911312106 $ 203,694 2,383,500 SH P SOLE 2,383,500 UNITED PARCEL SERVICE INC CL B 911312106 $ 32,721 382,880 SH SOLE 382,880 UNITED RENTALS INC COM 911363109 $ 1,620 85,715 SH C SOLE 85,715 UNITED SEC BANCSHARES INC SHS 911459105 $ 52 1,567 SH SOLE 1,567 UNITED SECURITY BANCSHARES C COM 911460103 $ 51 1,990 SH SOLE 1,990 UNITED STATES CELLULAR CORP COM 911684108 $ 736 16,438 SH SOLE 16,438 UNITED STATES LIME & MINERAL COM 911922102 $ 3 229 SH SOLE 229 UNITED STATES STL CORP NEW PFD CV B 7% 912909207 $ 132,662 795,100 SH SOLE 795,100 UNITED STATES STL CORP NEW COM 912909108 $ 44,598 870,200 SH C SOLE 870,200 UNITED STATES STL CORP NEW COM 912909108 $ 31,242 609,600 SH P SOLE 609,600 UNITED STATES STL CORP NEW COM 912909108 $ 8 154 SH SOLE 154 UNITED STATIONERS INC COM 913004107 $ 338 7,320 SH SOLE 7,320 UNITED SURGICAL PARTNERS INT COM 913016309 $ 450 10,783 SH SOLE 10,783 UNITED TECHNOLOGIES CORP COM 913017109 $ 98,794 955,919 SH SOLE 955,919 UNITED TECHNOLOGIES CORP COM 913017109 $ 29,238 282,900 SH P SOLE 282,900 UNITED TECHNOLOGIES CORP COM 913017109 $ 10,986 106,300 SH C SOLE 106,300 UNITED TENN BANKSHARES INC COM 91307P103 $ 31 1,591 SH SOLE 1,591 UNITED THERAPEUTICS CORP DEL COM 91307C102 $ 138 3,059 SH SOLE 3,059 UNITED UTILS PLC SPONSORED ADR 91311Q105 $ 137 5,600 SH SOLE 5,600 UNITEDHEALTH GROUP INC COM 91324P102 $ 87,038 988,734 SH SOLE 988,734 UNITEDHEALTH GROUP INC COM 91324P102 $ 78,377 890,348 SH C SOLE 890,348 UNITEDHEALTH GROUP INC COM 91324P102 $ 63,461 720,900 SH P SOLE 720,900 UNITIL CORP COM 913259107 $ 23 821 SH SOLE 821 UNITRIN INC COM 913275103 $ 4,313 94,887 SH SOLE 94,887

UNITY BANCORP INC COM 913290102 $ 16 1,233 SH SOLE 1,233 UNIVERSAL AMERN FINL CORP COM 913377107 $ 201 13,015 SH SOLE 13,015 UNIVERSAL COMPRESSION HLDGS COM 913431102 $ 4,224 120,987 SH SOLE 120,987 UNIVERSAL CORP VA COM 913456109 $ 136 2,839 SH SOLE 2,839 UNIVERSAL DISPLAY CORP COM 91347P105 $ 5 576 SH SOLE 576 UNIVERSAL ELECTRS INC COM 913483103 $ 208 11,792 SH SOLE 11,792 UNIVERSAL FST PRODS INC COM 913543104 $ 244 5,631 SH SOLE 5,631 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 9.14E+109 $ 41 1,263 SH SOLE 1,263 UNIVERSAL HLTH SVCS INC CL B 913903100 $ 3,996 89,800 SH SOLE 89,800 UNIVERSAL STAINLESS & ALLOY COM 913837100 $ 12 810 SH SOLE 810 UNIVERSAL TECHNICAL INST INC COM 913915104 $ 475 12,451 SH SOLE 12,451 UNIVERSITY BANCORP INC MICH COM 914090105 $ 6 3,523 SH SOLE 3,523 UNIVEST CORP PA COM 915271100 $ 93 2,012 SH SOLE 2,012 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 33,347 1,139,300 SH C SOLE 1,139,300 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 12,358 422,200 SH P SOLE 422,200 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 8,797 300,556 SH SOLE 300,556 UNIZAN FINANCIAL CORP COM 91528W101 $ 3,994 151,587 SH SOLE 151,587 UNOCAL CORP COM 915289102 $ 18,807 434,941 SH SOLE 434,941 UNOCAL CORP COM 915289102 $ 2,776 64,200 SH P SOLE 64,200 UNOCAL CORP COM 915289102 $ 700 16,200 SH C SOLE 16,200 UNOVA INC COM 91529B106 $ 3 108 SH SOLE 108 UNUMPROVIDENT CORP COM 91529Y106 $ 7,300 406,916 SH SOLE 406,916 UNUMPROVIDENT CORP COM 91529Y106 $ 7,147 398,400 SH C SOLE 398,400 UNUMPROVIDENT CORP COM 91529Y106 $ 2,296 128,000 SH P SOLE 128,000 UQM TECHNOLOGIES INC COM 903213106 $ 2 737 SH SOLE 737 URBAN OUTFITTERS INC COM 917047102 $ 798 17,965 SH SOLE 17,965 URBAN OUTFITTERS INC COM 917047102 $ 169 3,800 SH C SOLE 3,800 URECOATS INDUSTRIES INC COM NEW 91724E400 $ 0 172 SH SOLE 172 UROLOGIX INC COM 917273104 $ 92 14,293 SH SOLE 14,293 URS CORP NEW COM 903236107 $ 606 18,883 SH SOLE 18,883 URSTADT BIDDLE PPTYS INS CL A 917286205 $ 257 15,063 SH SOLE 15,063 URSTADT BIDDLE PPTYS INS COM 917286106 $ 19 1,167 SH SOLE 1,167 US BANCORP DEL COM NEW 902973304 $ 117,168 3,740,987 SH SOLE 3,740,987 US BANCORP DEL COM NEW 902973304 $ 2,409 76,900 SH C SOLE 76,900 US BANCORP DEL COM NEW 902973304 $ 420 13,400 SH P SOLE 13,400 US LEC CORP CL A 90331S109 $ 21 6,472 SH SOLE 6,472 USA MOBILITY INC COM 90341G103 $ 96 2,710 SH SOLE 2,710 USANA HEALTH SCIENCES INC COM 90328M107 $ 179 5,244 SH SOLE 5,244 USEC INC COM 9.03E+112 $ 0 21 SH SOLE 21 USF CORP COM 91729Q101 $ 230 6,062 SH SOLE 6,062 UST INC COM 902911106 $ 12,281 255,261 SH SOLE 255,261 UTAH MED PRODS INC COM 917488108 $ 58 2,584 SH SOLE 2,584 UTEK CORP COM 91759P106 $ 2 125 SH SOLE 125 UTSTARCOM INC COM 918076100 $ 6,260 282,600 SH P SOLE 282,600 UTSTARCOM INC COM 918076100 $ 3,848 173,725 SH SOLE 173,725 UTSTARCOM INC COM 918076100 $ 1,174 53,000 SH C SOLE 53,000

V F CORP COM 918204108 $ 11,899 214,868 SH SOLE 214,868 VA SOFTWARE CORP COM 91819B105 $ 75 29,900 SH SOLE 29,900 VAIL BANKS INC COM 918779109 $ 24 1,854 SH SOLE 1,854 VAIL RESORTS INC COM 91879Q109 $ 642 28,619 SH SOLE 28,619 VALEANT PHARMACEUTICALS INTL COM 91911X104 $ 25,396 963,800 SH C SOLE 963,800 VALEANT PHARMACEUTICALS INTL COM 91911X104 $ 16,567 628,735 SH SOLE 628,735 VALEANT PHARMACEUTICALS INTL COM 91911X104 $ 8,469 321,400 SH P SOLE 321,400 VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD6 $ 5,494 5,000,000 PRN SOLE 5,000,000 VALENCE TECHNOLOGY INC COM 918914102 $ 36 11,558 SH SOLE 11,558 VALENTIS INC COM NEW 9.19E+306 $ 8 3,300 SH SOLE 3,300 VALERO ENERGY CORP NEW COM 91913Y100 $ 26,380 581,055 SH P SOLE 581,055 VALERO ENERGY CORP NEW COM 91913Y100 $ 9,153 201,600 SH C SOLE 201,600 VALERO ENERGY CORP NEW COM 91913Y100 $ 3,108 68,452 SH SOLE 68,452 VALERO L P COM UT LTD PRT 91913W104 $ 101 1,700 SH SOLE 1,700 VALHI INC NEW COM 918905100 $ 16 1,013 SH SOLE 1,013 VALLEY BANCORP NEV COM 91929R107 $ 113 2,644 SH SOLE 2,644 VALLEY FORGE SCIENTIFIC CORP COM 919656108 $ 5 3,526 SH SOLE 3,526 VALLEY NATL BANCORP COM 919794107 $ 863 31,204 SH SOLE 31,204 VALMONT INDS INC COM 920253101 $ 2,511 100,000 SH C SOLE 100,000 VALMONT INDS INC COM 920253101 $ 35 1,391 SH SOLE 1,391 VALSPAR CORP COM 920355104 $ 3,799 75,964 SH SOLE 75,964 VALUE LINE INC COM 920437100 $ 99 2,513 SH SOLE 2,513 VALUECLICK INC COM 92046N102 $ 415 31,158 SH SOLE 31,158 VALUEVISION MEDIA INC CL A 92047K107 $ 26 1,875 SH SOLE 1,875 VAN DER MOOLEN HLDG N.V. SPONSORED ADR 921020103 $ 11 1,434 SH SOLE 1,434 VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 $ 25 1,864 SH SOLE 1,864 VAN KAMPEN CALIF VALUE MUN I COM 92112B107 $ 1 51 SH SOLE 51 VAN KAMPEN FLA QUALITY MUN T COM 920921103 $ 21 1,409 SH SOLE 1,409 VAN KAMPEN INCOME TR SH BEN INT 920957107 $ 3 450 SH SOLE 450 VAN KAMPEN INVT GRADE MUN TR COM 920915105 $ 10 1,119 SH SOLE 1,119 VAN KAMPEN MASS VALUE MUN IN COM SH BEN INT 92112R102 $ 10 554 SH SOLE 554 VAN KAMPEN MUN INCOME TR COM 920909108 $ 8 870 SH SOLE 870 VAN KAMPEN MUN OPPORTUNITY I COM 920944105 $ 1 60 SH SOLE 60 VAN KAMPEN MUN OPPORTUNITY T COM 920935103 $ 5 327 SH SOLE 327 VAN KAMPEN N Y VALUE MUN INC COM 92112Q104 $ 1 62 SH SOLE 62 VAN KAMPEN PA QUALITY MUN TR COM 920924107 $ 15 1,011 SH SOLE 1,011 VAN KAMPEN PA VALUE MUN INCO COM 92112T108 $ 8 501 SH SOLE 501 VAN KAMPEN SENIOR INCOME TR COM 920961109 $ 1 96 SH SOLE 96 VAN KAMPEN STRATEGIC SECTOR COM 920943107 $ 15 1,162 SH SOLE 1,162 VAN KAMPEN TR INSD MUNS COM 920928108 $ 3 203 SH SOLE 203 VAN KAMPEN TR INVT FLA MUNS COM 920932100 $ 20 1,345 SH SOLE 1,345 VAN KAMPEN TR INVT GRADE CAL COM 920930104 $ 6 437 SH SOLE 437 VAN KAMPEN TR INVT GRADE MUN COM 920929106 $ 21 1,400 SH SOLE 1,400 VAN KAMPEN TR INVT GRADE PA COM 920934106 $ 21 1,361 SH SOLE 1,361 VAN KAMPEN VALUE MUN INCOME COM 921132106 $ 11 760 SH SOLE 760 VANGUARD INDEX TR EXT MKT VIPERS 922908652 $ 102 1,236 SH SOLE 1,236

VANGUARD INDEX TR STK MRK VIPERS 922908769 $ 31 262 SH SOLE 262 VANGUARD SECTOR INDEX FDS MATLS VIPERS 92204A801 $ 13 226 SH SOLE 226 VARCO INTL INC DEL COM 922122106 $ 15,161 520,104 SH SOLE 520,104 VARCO INTL INC DEL COM 922122106 $ 134 4,600 SH C SOLE 4,600 VARCO INTL INC DEL COM 922122106 $ 3 100 SH P SOLE 100 VARIAN INC COM 922206107 $ 1,237 30,153 SH SOLE 30,153 VARIAN MED SYS INC COM 92220P105 $ 4 86 SH SOLE 86 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 $ 342 9,287 SH SOLE 9,287 VASCO DATA SEC INTL INC COM 92230Y104 $ 11 1,730 SH SOLE 1,730 VASCULAR SOLUTIONS INC COM 92231M109 $ 31 3,044 SH SOLE 3,044 VASOGEN INC COM 92232F103 $ 12 2,390 SH SOLE 2,390 VASOMEDICAL INC COM 922321104 $ 7 7,647 SH SOLE 7,647 VASTERA INC COM 92239N109 $ 28 10,806 SH SOLE 10,806 VCA ANTECH INC COM 918194101 $ 730 37,371 SH SOLE 37,371 VECTOR GROUP LTD COM 92240M108 $ 1,773 106,618 SH SOLE 106,618 VECTREN CORP COM 92240G101 $ 37 1,396 SH SOLE 1,396 VEECO INSTRS INC DEL COM 922417100 $ 136 6,443 SH SOLE 6,443 VELCRO INDS N V COM 922571104 $ 7 503 SH SOLE 503 VENDINGDATA CORPORATION COM NEW 92261Q202 $ 0 217 SH SOLE 217 VENTANA MED SYS INC COM 92276H106 $ 126 1,975 SH SOLE 1,975 VENTAS INC COM 92276F100 $ 1,786 65,162 SH SOLE 65,162 VENTIV HEALTH INC COM 922793104 $ 825 40,613 SH SOLE 40,613 VERILINK CORP COM 923432108 $ 37 13,575 SH SOLE 13,575 VERINT SYS INC COM 92343X100 $ 160 4,393 SH SOLE 4,393 VERISIGN INC COM 9.23E+106 $ 12,251 364,600 SH P SOLE 364,600 VERISIGN INC COM 9.23E+106 $ 3,767 112,122 SH SOLE 112,122 VERISIGN INC COM 9.23E+106 $ 2,362 70,300 SH C SOLE 70,300 VERISITY LTD ORD M97385112 $ 206 25,135 SH SOLE 25,135 VERITAS DGC INC COM 92343P107 $ 2,400 107,105 SH SOLE 107,105 VERITAS SOFTWARE CO COM 923436109 $ 12,516 438,400 SH C SOLE 438,400 VERITAS SOFTWARE CO COM 923436109 $ 12,304 430,979 SH SOLE 430,979 VERITAS SOFTWARE CO COM 923436109 $ 10,030 351,300 SH P SOLE 351,300 VERITY INC COM 92343C106 $ 673 51,304 SH SOLE 51,304 VERITY INC COM 92343C106 $ 96 7,300 SH C SOLE 7,300 VERITY INC COM 92343C106 $ 13 1,000 SH P SOLE 1,000 VERIZON COMMUNICATIONS COM 92343V104 $ 174,267 4,301,815 SH SOLE 4,301,815 VERIZON COMMUNICATIONS COM 92343V104 $ 38,902 960,302 SH C SOLE 960,302 VERIZON COMMUNICATIONS COM 92343V104 $ 36,700 905,953 SH P SOLE 905,953 VERMONT TEDDY BEAR INC COM 92427X109 $ 22 3,378 SH SOLE 3,378 VERNALIS PLC SPONSORED ADR 92431M107 $ 9 2,901 SH SOLE 2,901 VERSANT CORP COM 925284101 $ 21 22,233 SH SOLE 22,233 VERSO TECHNOLOGIES INC COM 925317109 $ 10 14,365 SH SOLE 14,365 VERTEX PHARMACEUTICALS INC COM 92532F100 $ 547 51,747 SH SOLE 51,747 VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD2 $ 19 20,000 PRN SOLE 20,000 VERTICALNET INC COM NEW 92532L206 $ 25 15,446 SH SOLE 15,446 VERTRUE INC COM 92534N101 $ 82 2,168 SH SOLE 2,168

VESTA INS GROUP INC COM 925391104 $ 72 19,527 SH SOLE 19,527 VESTIN GROUP INC COM NEW 925489304 $ 6 2,251 SH SOLE 2,251 VI TECHNOLOGIES INC COM 917920100 $ 2 3,054 SH SOLE 3,054 VIA NET WRKS INC COM 925912107 $ 0 21 SH SOLE 21 VIACOM INC CL B 925524308 $ 124,295 3,415,623 SH SOLE 3,415,623 VIACOM INC CL B 925524308 $ 8,890 244,300 SH C SOLE 244,300 VIACOM INC CL B 925524308 $ 1,820 50,000 SH P SOLE 50,000 VIACOM INC CL A 925524100 $ 1,246 33,600 SH C SOLE 33,600 VIACOM INC CL A 925524100 $ 286 7,700 SH P SOLE 7,700 VIAD CORP COM NEW 92552R406 $ 173 6,085 SH SOLE 6,085 VIASAT INC COM 92552V100 $ 141 5,801 SH SOLE 5,801 VIASYS HEALTHCARE INC COM NEW 92553Q209 $ 128 6,720 SH SOLE 6,720 VICAL INC COM 925602104 $ 225 47,900 SH SOLE 47,900 VICON INDS INC COM 925811101 $ 3 648 SH SOLE 648 VICOR CORP COM 925815102 $ 126 9,628 SH SOLE 9,628 VICURON PHARMACEUTICALS INC COM 926471103 $ 1 64 SH SOLE 64 VIDEO DISPLAY CORP COM 926555103 $ 35 2,777 SH SOLE 2,777 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 $ 273 26,591 SH SOLE 26,591 VIEWPOINT CORP COM 92672P108 $ 86 27,854 SH SOLE 27,854 VIGNETTE CORP COM 926734104 $ 37 26,267 SH SOLE 26,267 VIISAGE TECHNOLOGY INC COM 92675K106 $ 0 14 SH SOLE 14 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 $ 14 193 SH SOLE 193 VINTAGE PETE INC COM 927460105 $ 324 14,282 SH SOLE 14,282 VION PHARMACEUTICALS INC COM 927624106 $ 320 68,153 SH SOLE 68,153 VIRAGE LOGIC CORP COM 92763R104 $ 361 19,439 SH SOLE 19,439 VIRAGEN INC COM NEW 927638403 $ 0 54 SH SOLE 54 VIRCO MFG CO COM 927651109 $ 0 9 SH SOLE 9 VIRGINIA COMM BANCORP INC COM 92778Q109 $ 321 11,332 SH SOLE 11,332 VIRGINIA FINL GROUP INC COM 927810101 $ 78 2,123 SH SOLE 2,123 VIROLOGIC INC COM 92823R201 $ 11,090 3,974,834 SH SOLE 3,974,834 VIROPHARMA INC COM 928241108 $ 26 7,900 SH SOLE 7,900 VIRYANET LTD SHS NEW M97540112 $ 1 295 SH SOLE 295 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 1,951 129,900 SH P SOLE 129,900 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 150 10,000 SH C SOLE 10,000 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 1 61 SH SOLE 61 VISION-SCIENCES INC DEL COM 927912105 $ 7 2,129 SH SOLE 2,129 VISTA GOLD CORP COM NEW 927926204 $ 2 449 SH SOLE 449 VISTACARE INC CL A 92839Y109 $ 11,134 669,489 SH SOLE 669,489 VISTEON CORP COM 92839U107 $ 1,688 172,752 SH SOLE 172,752 VISUAL DATA CORP COM PAR $.0001 928428309 $ 5 2,770 SH SOLE 2,770 VISUAL NETWORKS INC COM 928444108 $ 74 21,245 SH SOLE 21,245 VISX INC DEL COM 92844S105 $ 1,460 56,437 SH SOLE 56,437 VISX INC DEL COM 92844S105 $ 168 6,500 SH C SOLE 6,500 VISX INC DEL COM 92844S105 $ 129 5,000 SH P SOLE 5,000 VITA FOOD PRODS INC NEV COM 928450105 $ 5 1,297 SH SOLE 1,297 VITAL IMAGES INC COM 92846N104 $ 140 8,342 SH SOLE 8,342

VITAL SIGNS INC COM 928469105 $ 107 2,754 SH SOLE 2,754 VITALWORKS INC COM 928483106 $ 86 19,355 SH SOLE 19,355 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 13 3,700 SH P SOLE 3,700 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 10 2,900 SH C SOLE 2,900 VITESSE SEMICONDUCTOR CORP COM 928497106 $ 3 909 SH SOLE 909 VITRAN INC COM 9.29E+111 $ 19 1,102 SH SOLE 1,102 VITRIA TECHNOLOGY COM NEW 92849Q401 $ 69 16,297 SH SOLE 16,297 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 $ 3 839 SH SOLE 839 VIVUS INC COM 928551100 $ 9 2,015 SH SOLE 2,015 VNUS MED TECHNOLOGIES INC COM 928566108 $ 7 551 SH SOLE 551 VOCALTEC COMMUNICATIONS LTD ORD M97601104 $ 3 2,126 SH SOLE 2,126 VODAVI TECHNOLOGY INC COM 92857V102 $ 8 1,016 SH SOLE 1,016 VOLT INFORMATION SCIENCES IN COM 928703107 $ 121 4,130 SH SOLE 4,130 VOLTERRA SEMICONDUCTOR CORP COM 928708106 $ 37 1,656 SH SOLE 1,656 VORNADO RLTY TR SH BEN INT 929042109 $ 5,801 76,198 SH C SOLE 76,198 VORNADO RLTY TR SH BEN INT 929042109 $ 4,658 61,184 SH SOLE 61,184 VSE CORP COM 918284100 $ 33 1,323 SH SOLE 1,323 VULCAN INTL CORP COM 929136109 $ 2 49 SH SOLE 49 VULCAN MATLS CO COM 929160109 $ 114,848 2,103,058 SH C SOLE 2,103,058 VULCAN MATLS CO COM 929160109 $ 3,659 67,009 SH SOLE 67,009 W HLDG CO INC COM 929251106 $ 196 8,547 SH SOLE 8,547 W P CAREY & CO LLC COM 92930Y107 $ 88 2,500 SH SOLE 2,500 WABASH NATL CORP COM 929566107 $ 3,289 122,124 SH SOLE 122,124 WACCAMAW BANKSHARES INC COM 929741106 $ 59 3,302 SH SOLE 3,302 WACHOVIA CORP 2ND NEW COM 929903102 $ 332,465 6,320,621 SH SOLE 6,320,621 WACHOVIA CORP 2ND NEW COM 929903102 $ 284,035 5,399,911 SH P SOLE 5,399,911 WACHOVIA CORP 2ND NEW COM 929903102 $ 41,428 787,599 SH C SOLE 787,599 WADDELL & REED FINL INC CL A 930059100 $ 2,099 87,878 SH SOLE 87,878 WADDELL & REED FINL INC CL A 930059100 $ 1,031 43,153 SH C SOLE 43,153 WAINWRIGHT BK&TR CO BOSTON M COM 930705108 $ 1 65 SH SOLE 65 WAL MART STORES INC COM 931142103 $ 345,602 6,543,008 SH SOLE 6,543,008 WAL MART STORES INC COM 931142103 $ 75,496 1,429,307 SH P SOLE 1,429,307 WAL MART STORES INC COM 931142103 $ 38,593 730,643 SH C SOLE 730,643 WALGREEN CO COM 931422109 $ 45,147 1,176,614 SH SOLE 1,176,614 WALGREEN CO COM 931422109 $ 8,227 214,400 SH C SOLE 214,400 WALGREEN CO COM 931422109 $ 533 13,900 SH P SOLE 13,900 WARNACO GROUP INC COM NEW 934390402 $ 263 12,174 SH SOLE 12,174 WARNER CHILCOTT PLC SPONSORED ADR 93443W109 $ 128 1,960 SH SOLE 1,960 WASHINGTON MUT INC COM 939322103 $ 97,777 2,312,604 SH C SOLE 2,312,604 WASHINGTON MUT INC COM 939322103 $ 2,850 67,400 SH P SOLE 67,400 WASHINGTON POST CO CL B 939640108 $ 2,147 2,184 SH SOLE 2,184 WASHINGTON SVGBK FSB WALDRF COM 939696100 $ 2 120 SH SOLE 120 WASHINGTON TR BANCORP COM 940610108 $ 103 3,503 SH SOLE 3,503 WASTE CONNECTIONS INC COM 941053100 $ 366 10,681 SH SOLE 10,681 WASTE MGMT INC DEL COM 94106L109 $ 30,203 1,008,778 SH SOLE 1,008,778 WASTE MGMT INC DEL COM 94106L109 $ 4,338 144,900 SH C SOLE 144,900

WASTE MGMT INC DEL COM 94106L109 $ 2,159 72,100 SH P SOLE 72,100 WASTE SERVICES INC DEL COM 941075103 $ 14 3,819 SH SOLE 3,819 WATCHGUARD TECHNOLOGIES INC COM 941105108 $ 191 43,031 SH SOLE 43,031 WATER PIK TECHNOLOGIES INC COM 94113U100 $ 111 6,266 SH SOLE 6,266 WATERS CORP COM 941848103 $ 10,825 231,345 SH SOLE 231,345 WATERS CORP COM 941848103 $ 711 15,200 SH C SOLE 15,200 WATERS CORP COM 941848103 $ 136 2,900 SH P SOLE 2,900 WATERSIDE CAP CORP COM 941872103 $ 8 1,732 SH SOLE 1,732 WATSCO INC COM 942622200 $ 1,727 49,027 SH SOLE 49,027 WATSCO INC CL B 942622101 $ 5 137 SH SOLE 137 WATSON PHARMACEUTICALS INC COM 942683103 $ 3,834 116,843 SH SOLE 116,843 WATSON PHARMACEUTICALS INC COM 942683103 $ 863 26,300 SH C SOLE 26,300 WATSON PHARMACEUTICALS INC COM 942683103 $ 604 18,400 SH P SOLE 18,400 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 $ 24 23,000 PRN SOLE 23,000 WATSON WYATT & CO HLDGS CL A 942712100 $ 208 7,715 SH SOLE 7,715 WATTS WATER TECHNOLOGIES INC CL A 942749102 $ 226 7,011 SH SOLE 7,011 WAUSAU-MOSINEE PAPER CORP COM 943315101 $ 212 11,894 SH SOLE 11,894 WAVE SYSTEMS CORP CL A 943526103 $ 7 5,921 SH SOLE 5,921 WAVECOM S A SPONSORED ADR 943531103 $ 10 1,485 SH SOLE 1,485 WAYNE SVGS BANCSHARES INC NE COM 94624Q101 $ 48 2,980 SH SOLE 2,980 WAYPOINT FINL CORP COM 946756103 $ 5,150 181,651 SH SOLE 181,651 WCI CMNTYS INC COM 92923C104 $ 46,726 1,589,325 SH C SOLE 1,589,325 WCI CMNTYS INC COM 92923C104 $ 2 82 SH SOLE 82 WD-40 CO COM 929236107 $ 325 11,431 SH SOLE 11,431 WEATHERFORD INTERNATIONAL LT COM G95089101 $ 3,098 60,389 SH SOLE 60,389 WEATHERFORD INTERNATIONAL LT COM G95089101 $ 1,652 32,200 SH C SOLE 32,200 WEATHERFORD INTERNATIONAL LT COM G95089101 $ 92 1,800 SH P SOLE 1,800 WEATHERFORD INTL INC DBCV 6/3 947074AB6 $ 629 983,500 PRN SOLE 983,500 WEBCO INDS INC COM 947621108 $ 7 674 SH SOLE 674 WEBEX COMMUNICATIONS INC COM 94767L109 $ 659 27,731 SH SOLE 27,731 WEBEX COMMUNICATIONS INC COM 94767L109 $ 121 5,100 SH C SOLE 5,100 WEBEX COMMUNICATIONS INC COM 94767L109 $ 7 300 SH P SOLE 300 WEBFINANCIAL CORP COM 94767P100 $ 7 2,897 SH SOLE 2,897 WEBMD CORP NOTE 3.250% 4/0 94769MAC9 $ 1,529 1,474,000 PRN SOLE 1,474,000 WEBMD CORP COM 94769M105 $ 42 5,187 SH SOLE 5,187 WEBMD CORP COM 94769M105 $ 26 3,200 SH P SOLE 3,200 WEBMD CORP COM 94769M105 $ 21 2,600 SH C SOLE 2,600 WEBMETHODS INC COM 94768C108 $ 1 106 SH SOLE 106 WEBSENSE INC COM 947684106 $ 311 6,133 SH SOLE 6,133 WEBSIDESTORY INC COM 947685103 $ 7 587 SH SOLE 587 WEBSTER FINL CORP CONN COM 947890109 $ 174 3,444 SH SOLE 3,444 WEGENER CORP COM 948585104 $ 2 975 SH SOLE 975 WEIGHT WATCHERS INTL INC NEW COM 948626106 $ 2,431 59,200 SH C SOLE 59,200 WEIGHT WATCHERS INTL INC NEW COM 948626106 $ 1,331 32,400 SH P SOLE 32,400 WEIGHT WATCHERS INTL INC NEW COM 948626106 $ 1,306 31,803 SH SOLE 31,803 WEINGARTEN RLTY INVS SH BEN INT 948741103 $ 50 1,253 SH SOLE 1,253

WEIS MKTS INC COM 948849104 $ 84 2,189 SH SOLE 2,189 WELLCARE HEALTH PLANS INC COM 94946T106 $ 32 972 SH SOLE 972 WELLMAN INC COM 949702104 $ 450 42,132 SH SOLE 42,132 WELLPOINT INC COM 94973V107 $ 54,936 477,703 SH SOLE 477,703 WELLPOINT INC COM 94973V107 $ 14,157 123,100 SH C SOLE 123,100 WELLPOINT INC COM 94973V107 $ 5,440 47,300 SH P SOLE 47,300 WELLS FARGO & CO NEW COM 949746101 $ 135,714 2,183,659 SH C SOLE 2,183,659 WELLS FARGO & CO NEW COM 949746101 $ 116,351 1,872,100 SH P SOLE 1,872,100 WELLS FARGO & CO NEW COM 949746101 $ 52,751 848,770 SH SOLE 848,770 WELLS FINL CORP COM 949759104 $ 31 941 SH SOLE 941 WELLS GARDNER ELECTRS CORP COM 949765101 $ 0 31 SH SOLE 31 WELLSFORD REAL PPTYS INC COM NEW 950240200 $ 16 1,107 SH SOLE 1,107 WENDYS INTL INC COM 950590109 $ 11,778 300,000 SH C SOLE 300,000 WENDYS INTL INC COM 950590109 $ 22 566 SH SOLE 566 WERNER ENTERPRISES INC COM 950755108 $ 1,740 76,856 SH SOLE 76,856 WESBANCO INC COM 950810101 $ 144 4,492 SH SOLE 4,492 WESCAST INDS INC CL A SUB VTG 950813105 $ 12 460 SH SOLE 460 WESCO INTL INC COM 95082P105 $ 240 8,095 SH SOLE 8,095 WEST BANCORPORATION INC CAP STK 95123P106 $ 229 13,006 SH SOLE 13,006 WEST COAST BANCORP ORE NEW COM 952145100 $ 41 1,597 SH SOLE 1,597 WEST CORP COM 952355105 $ 58 1,761 SH SOLE 1,761 WEST PHARMACEUTICAL SVSC INC COM 955306105 $ 35 1,415 SH SOLE 1,415 WESTAIM CORP COM 956909105 $ 8 3,234 SH SOLE 3,234 WESTAMERICA BANCORPORATION COM 957090103 $ 112 1,929 SH SOLE 1,929 WESTAR ENERGY INC COM 95709T100 $ 1,567 68,529 SH SOLE 68,529 WESTBANK CORP COM 957116106 $ 8 409 SH SOLE 409 WESTCOAST HOSPITALITY CORP COM 95750P106 $ 0 15 SH SOLE 15 WESTCORP INC COM 957907108 $ 2,391 52,058 SH SOLE 52,058 WESTELL TECHNOLOGIES INC CL A 957541105 $ 177 25,984 SH SOLE 25,984 WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 $ 14 855 SH SOLE 855 WESTERN DIGITAL CORP COM 958102105 $ 921 84,977 SH SOLE 84,977 WESTERN DIGITAL CORP COM 958102105 $ 282 26,000 SH C SOLE 26,000 WESTERN DIGITAL CORP COM 958102105 $ 22 2,000 SH P SOLE 2,000 WESTERN GAS RES INC COM 958259103 $ 3,340 114,174 SH SOLE 114,174 WESTERN SIERRA BANCORP COM 959522103 $ 304 7,936 SH SOLE 7,936 WESTERN WIRELESS CORP CL A 9.60E+208 $ 911 31,100 SH C SOLE 31,100 WESTERN WIRELESS CORP CL A 9.60E+208 $ 598 20,400 SH P SOLE 20,400 WESTFIELD FINANCIAL INC COM 96008D101 $ 257 9,950 SH SOLE 9,950 WESTLAKE CHEM CORP COM 960413102 $ 75 2,233 SH SOLE 2,233 WESTMORELAND COAL CO COM 960878106 $ 116 3,796 SH SOLE 3,796 WESTPAC BKG CORP SPONSORED ADR 961214301 $ 9 114 SH SOLE 114 WESTWOOD HLDGS GROUP INC COM 961765104 $ 27 1,378 SH SOLE 1,378 WESTWOOD ONE INC COM 961815107 $ 20 729 SH SOLE 729 WET SEAL INC CL A 961840105 $ 355 156,261 SH SOLE 156,261 WEYCO GROUP INC COM 962149100 $ 15 334 SH SOLE 334 WEYERHAEUSER CO COM 962166104 $ 28,088 417,851 SH SOLE 417,851

WEYERHAEUSER CO COM 962166104 $ 1,681 25,000 SH P SOLE 25,000 WGL HLDGS INC COM 92924F106 $ 2,965 96,150 SH SOLE 96,150 WGNB CORP CAP STK 92923K106 $ 1 44 SH SOLE 44 W-H ENERGY SVCS INC COM 9.29E+112 $ 134 6,009 SH SOLE 6,009 WHEATON RIV MINERALS LTD COM 962902102 $ 7 2,205 SH SOLE 2,205 WHEELING PITTSBURGH CORP COM NEW 963142302 $ 255 6,616 SH SOLE 6,616 WHIRLPOOL CORP COM 963320106 $ 4,686 67,702 SH SOLE 67,702 WHITE ELECTR DESIGNS CORP COM 963801105 $ 89 14,096 SH SOLE 14,096 WHITE MTNS INS GROUP LTD COM G9618E107 $ 121 188 SH SOLE 188 WHITEHALL JEWELLERS INC COM 965063100 $ 9 1,099 SH SOLE 1,099 WHITING PETE CORP NEW COM 966387102 $ 1,969 65,084 SH SOLE 65,084 WHITNEY HLDG CORP COM 966612103 $ 426 9,468 SH SOLE 9,468 WHOLE FOODS MKT INC COM 966837106 $ 2,594 27,200 SH C SOLE 27,200 WHOLE FOODS MKT INC COM 966837106 $ 267 2,800 SH P SOLE 2,800 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 $ 102 100,000 PRN SOLE 100,000 WHX CORP COM NEW 929248409 $ 2 1,477 SH SOLE 1,477 WILBER CORP COM 967797101 $ 2 198 SH SOLE 198 WILLAMETTE VY VINEYARD INC COM 969136100 $ 5 1,804 SH SOLE 1,804 WILLBROS GROUP INC COM 969199108 $ 23 1,013 SH SOLE 1,013 WILLIAMS CLAYTON ENERGY INC COM 969490101 $ 80 3,495 SH SOLE 3,495 WILLIAMS COS INC DEL COM 969457100 $ 41,192 2,528,654 SH SOLE 2,528,654 WILLIAMS COS INC DEL COM 969457100 $ 21,602 1,326,100 SH C SOLE 1,326,100 WILLIAMS COS INC DEL COM 969457100 $ 6,338 389,100 SH P SOLE 389,100 WILLIAMS INDS INC COM 969493204 $ 1 198 SH SOLE 198 WILLIAMS SONOMA INC COM 969904101 $ 2,231 63,665 SH SOLE 63,665 WILLIAMS SONOMA INC COM 969904101 $ 193 5,500 SH C SOLE 5,500 WILLIAMS SONOMA INC COM 969904101 $ 28 800 SH P SOLE 800 WILLIS GROUP HOLDINGS LTD SHS G96655108 $ 51 1,228 SH SOLE 1,228 WILMINGTON TRUST CORP COM 971807102 $ 47 1,294 SH SOLE 1,294 WILSHIRE BANCORP INC COM 97186T108 $ 354 21,420 SH SOLE 21,420 WILSON GREATBATCH TECHNOLOGI COM 972232102 $ 104 4,636 SH SOLE 4,636 WILSONS THE LEATHER EXPERTS COM 972463103 $ 6 1,570 SH SOLE 1,570 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 $ 146 10,200 SH SOLE 10,200 WIND RIVER SYSTEMS INC COM 973149107 $ 460 33,981 SH SOLE 33,981 WINDROSE MED PPTYS TR COM 973491103 $ 458 31,775 SH SOLE 31,775 WINLAND ELECTRS INC COM 974241101 $ 3 669 SH SOLE 669 WINMARK CORP COM 974250102 $ 74 2,780 SH SOLE 2,780 WINN DIXIE STORES INC COM 974280109 $ 788 173,262 SH SOLE 173,262 WINNEBAGO INDS INC COM 974637100 $ 920 23,560 SH SOLE 23,560 WINSTON HOTELS INC COM 97563A102 $ 337 28,573 SH SOLE 28,573 WINTRUST FINANCIAL CORP COM 97650W108 $ 377 6,618 SH SOLE 6,618 WIRELESS FACILITIES INC COM 97653A103 $ 0 34 SH SOLE 34 WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L208 $ 29 482 SH SOLE 482 WIRELESS TELECOM GROUP INC COM 976524108 $ 1 261 SH SOLE 261 WISCONSIN ENERGY CORP COM 976657106 $ 3,715 110,194 SH SOLE 110,194 WITNESS SYS INC COM 977424100 $ 296 16,981 SH SOLE 16,981

WOLVERINE TUBE INC COM 978093102 $ 45 3,522 SH SOLE 3,522 WOLVERINE WORLD WIDE INC COM 978097103 $ 854 27,191 SH SOLE 27,191 WOODHEAD INDS INC COM 979438108 $ 213 13,276 SH SOLE 13,276 WOODWARD GOVERNOR CO COM 980745103 $ 350 4,890 SH SOLE 4,890 WOORI FIN HLDGS CO LTD ADR 981063100 $ 9 360 SH SOLE 360 WORKSTREAM INC COM 981402100 $ 5 1,615 SH SOLE 1,615 WORLD ACCEP CORP DEL COM 981419104 $ 403 14,660 SH SOLE 14,660 WORLD AWYS INC NEW COM 98142H105 $ 24 3,790 SH SOLE 3,790 WORLD WRESTLING ENTMT INC CL A 98156Q108 $ 255 21,012 SH SOLE 21,012 WORLDGATE COMMUNICATIONS INC COM 98156L307 $ 5 1,050 SH SOLE 1,050 WORLDWIDE RESTRNT CONCEPTS I COM 98160A107 $ 6 1,517 SH SOLE 1,517 WORONOCO BANCORP INC COM 981630106 $ 22 587 SH SOLE 587 WORTHINGTON INDS INC COM 981811102 $ 7,737 395,153 SH SOLE 395,153 WPP GROUP PLC SPON ADR NEW 929309300 $ 5 98 SH SOLE 98 WPS RESOURCES CORP COM 92931B106 $ 2,641 52,860 SH SOLE 52,860 WRIGHT MED GROUP INC COM 98235T107 $ 43 1,523 SH SOLE 1,523 WRIGLEY WM JR CO COM 982526105 $ 18,962 274,056 SH SOLE 274,056 WRIGLEY WM JR CO COM 982526105 $ 6,573 95,000 SH C SOLE 95,000 WSFS FINL CORP COM 929328102 $ 55 911 SH SOLE 911 WYETH COM 983024100 $ 77,778 1,826,212 SH SOLE 1,826,212 WYETH COM 983024100 $ 41,899 983,781 SH C SOLE 983,781 WYETH COM 983024100 $ 32,935 773,300 SH P SOLE 773,300 WYETH DBCV 1/1 983024AD2 $ 1,023 998,000 PRN SOLE 998,000 WYNDHAM INTL INC CL A 983101106 $ 99 83,100 SH SOLE 83,100 WYNN RESORTS LTD COM 983134107 $ 1,405 21,000 SH P SOLE 21,000 WYNN RESORTS LTD COM 983134107 $ 672 10,038 SH SOLE 10,038 XATA CORP COM NEW 983882309 $ 16 2,624 SH SOLE 2,624 XCEL ENERGY INC COM 98389B100 $ 17,216 945,956 SH SOLE 945,956 XENOVA GROUP PLC SPONS ADR NEW 984111302 $ 5 3,756 SH SOLE 3,756 XEROX CORP PFD CONV SER C 984121509 $ 222,936 1,508,260 SH SOLE 1,508,260 XEROX CORP COM 984121103 $ 52,412 3,081,257 SH SOLE 3,081,257 XEROX CORP COM 984121103 $ 31,860 1,873,000 SH P SOLE 1,873,000 XEROX CORP COM 984121103 $ 16,112 947,200 SH C SOLE 947,200 XETA TECHNOLOGIES INC COM 983909102 $ 2 456 SH SOLE 456 XILINX INC COM 983919101 $ 12,818 432,017 SH SOLE 432,017 XILINX INC COM 983919101 $ 8,503 286,600 SH P SOLE 286,600 XILINX INC COM 983919101 $ 7,418 250,000 SH C SOLE 250,000 XL CAP LTD CL A G98255105 $ 10,876 140,067 SH SOLE 140,067 XL CAP LTD CL A G98255105 $ 186 2,400 SH C SOLE 2,400 XL CAP LTD CL A G98255105 $ 101 1,300 SH P SOLE 1,300 XM SATELLITE RADIO HLDGS INC CL A 983759101 $ 33,486 890,100 SH C SOLE 890,100 XM SATELLITE RADIO HLDGS INC CL A 983759101 $ 6,693 177,900 SH P SOLE 177,900 XOMA LTD ORD G9825R107 $ 55 21,187 SH SOLE 21,187 X-RITE INC COM 983857103 $ 269 16,771 SH SOLE 16,771 XTO ENERGY INC COM 98385X106 $ 4,559 128,861 SH SOLE 128,861 XTO ENERGY INC COM 98385X106 $ 3,149 89,000 SH P SOLE 89,000

XTO ENERGY INC COM 98385X106 $ 2,752 77,786 SH C SOLE 77,786 XYBERNAUT CORP COM 984149104 $ 257 208,860 SH SOLE 208,860 XYRATEX LTD COM G98268108 $ 2 94 SH SOLE 94 YAHOO INC COM 984332106 $ 78,665 2,087,700 SH P SOLE 2,087,700 YAHOO INC COM 984332106 $ 70,220 1,863,580 SH C SOLE 1,863,580 YAHOO INC COM 984332106 $ 27,924 741,076 SH SOLE 741,076 YAHOO INC FRNT 4/0 984332AB2 $ 10,143 5,328,000 PRN SOLE 5,328,000 YAK COMMUNICATIONS INC COM 984208207 $ 150 19,400 SH SOLE 19,400 YANKEE CANDLE INC COM 984757104 $ 680 20,507 SH SOLE 20,507 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 $ 36 506 SH SOLE 506 YARDVILLE NATL BANCORP COM 985021104 $ 452 13,180 SH SOLE 13,180 YDI WIRELESS INC COM 984215103 $ 80 13,762 SH SOLE 13,762 YELLOW CORP NOTE 3.375%11/2 985509AQ1 $ 1,007 675,000 PRN SOLE 675,000 YELLOW ROADWAY CORP COM 985577105 $ 4,485 80,500 SH C SOLE 80,500 YELLOW ROADWAY CORP COM 985577105 $ 19 337 SH SOLE 337 YOCREAM INTL INC COM 986001105 $ 9 2,179 SH SOLE 2,179 YOUBET COM INC COM 987413101 $ 139 27,486 SH SOLE 27,486 YOUNG BROADCASTING INC CL A 987434107 $ 111 10,507 SH SOLE 10,507 YOUNG INNOVATIONS INC COM 987520103 $ 115 3,395 SH SOLE 3,395 YUM BRANDS INC COM 988498101 $ 25,004 529,978 SH SOLE 529,978 YUM BRANDS INC COM 988498101 $ 510 10,800 SH P SOLE 10,800 YUM BRANDS INC COM 988498101 $ 401 8,500 SH C SOLE 8,500 ZALE CORP NEW COM 988858106 $ 336 11,256 SH SOLE 11,256 ZANETT INC COM 98906R109 $ 7 1,348 SH SOLE 1,348 ZAPATA CORP COM PAR $ 989070602 $ 9 152 SH SOLE 152 ZARLINK SEMICONDUCTOR INC COM 989139100 $ 0 42 SH SOLE 42 ZEBRA TECHNOLOGIES CORP CL A 989207105 $ 1,011 17,960 SH SOLE 17,960 ZENITH NATL INS CORP NOTE 5.750% 3/3 989390AH2 $ 38,784 19,000,000 PRN SOLE 19,000,000 ZENITH NATL INS CORP COM 989390109 $ 452 9,064 SH SOLE 9,064 ZENIX INCOME FD INC COM 989414107 $ 9 2,745 SH SOLE 2,745 ZEVEX INTL INC COM PAR $0.04 98950E400 $ 9 2,087 SH SOLE 2,087 ZHONE TECHNOLOGIES INC NEW COM 98950P108 $ 107 41,147 SH SOLE 41,147 ZILA INC COM PAR $0.01 989513205 $ 213 49,800 SH SOLE 49,800 ZILOG INC COM PAR $0.01 989524301 $ 17 2,068 SH SOLE 2,068 ZIMMER HLDGS INC COM 98956P102 $ 17,087 213,264 SH SOLE 213,264 ZIMMER HLDGS INC COM 98956P102 $ 5,087 63,487 SH C SOLE 63,487 ZIMMER HLDGS INC COM 98956P102 $ 777 9,700 SH P SOLE 9,700 ZINDART LTD SPONSORED ADR 989597109 $ 4 760 SH SOLE 760 ZIONS BANCORPORATION COM 989701107 $ 6,989 102,728 SH SOLE 102,728 ZIPREALTY INC COM 98974V107 $ 9 497 SH SOLE 497 ZIX CORP COM 98974P100 $ 118 22,852 SH SOLE 22,852 ZOLL MED CORP COM 989922109 $ 73 2,131 SH SOLE 2,131 ZOMAX INC MINN COM 989929104 $ 43 10,386 SH SOLE 10,386 ZONAGEN INC COM 98975L108 $ 10 2,380 SH SOLE 2,380 ZONES INC COM 98976N103 $ 31 4,652 SH SOLE 4,652 ZOOM TECHNOLOGIES INC DEL COM 9.90E+107 $ 9 2,805 SH SOLE 2,805

ZORAN CORP COM 98975F101 $ 132 11,400 SH C SOLE 11,400 ZORAN CORP COM 98975F101 $ 100 8,600 SH P SOLE 8,600 ZORAN CORP COM 98975F101 $ 0 14 SH SOLE 14 ZWEIG FD COM 989834106 $ 10 1,762 SH SOLE 1,762 ZYGO CORP COM 989855101 $ 352 29,897 SH SOLE 29,897 ZYMOGENETICS INC COM 98985T109 $ 47 2,043 SH SOLE 2,043 $45,682,082

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