13F-HR/A 1 y09666e13fvhrza.txt 13F-HR/A United States Securities and Exchange Commission Washington, DC 20549 FORM 13F COVER PAGE Report for the Quarter Ended: March 31, 2005 Check here if amendment [x]; Amendment Number: 1 This Amendment (Check only one): [ ] is a restatement [x] 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 June 2, 2005 Stamford, Connecticut Report Type (Check only one): [x] 13F Holdings Report [ ] 13F Notice [ ] 13F Combination Report Report Summary Number of Other Included Managers: 5 Form 13F Information Table Entry Total: 7603 Form 13F Information Table Value Total: $ 62,112,895 (thousands) List of Other Included Managers: UBS Financial Services Inc. UBS Fiduciary Trust Company PaineWebber Capital Inc. UBS Financial Services Inc of Puerto Rico UBS International Inc. SECTION 13F - QUARTER ENDING MARCH 31, 2005 Public Filing - Final

A D A M INC COM 00088U108 $12 2,118 SH SOLE 2,118 A D C TELECOMMUNICATIONS COM 886101 $3,041 1,528,214 SH SOLE 1,528,214 A D C TELECOMMUNICATIONS COM 886101 $1 400 SH P SOLE 400 A S DAMPSKIBSSELSKABET TORM SPONSORED ADR 00208W109 $392 7,338 SH SOLE 7,338 A S V INC COM 1963107 $289 7,294 SH SOLE 7,294 AAIPHARMA INC COM 00252W104 $3 3,675 SH SOLE 3,675 AAMES INVT CORP MD COM 00253G108 $29 3,564 SH SOLE 3,564 AAON INC COM PAR $0.004 360206 $283 17,221 SH SOLE 17,221 AAR CORP COM 361105 $1,307 96,100 SH SOLE 96,100 AARON RENTS INC COM 2535201 $812 40,593 SH SOLE 40,593 AARON RENTS INC CL A 2535300 $0 25 SH SOLE 25 AASTROM BIOSCIENCES INC COM 00253U107 $687 330,330 SH SOLE 330,330 ABATIX CORP COM 2564102 $11 1,726 SH SOLE 1,726 ABAXIS INC COM 2567105 $21 2,366 SH SOLE 2,366 ABB LTD SPONSORED ADR 375204 $1,024 165,136 SH SOLE 165,136 ABBEY NATL PLC ADR PRF B7.375 2920700 $796 29,813 SH SOLE 29,813 ABBEY NATL PLC GDR 2920809 $138 5,265 SH SOLE 5,265 ABBOTT LABS COM 2824100 $173,238 3,715,952 SH SOLE 3,715,952 ABBOTT LABS COM 2824100 $19,674 422,000 SH C SOLE 422,000 ABBOTT LABS COM 2824100 $19,408 416,300 SH P SOLE 416,300 ABC BANCORP COM 400101 $254 15,049 SH SOLE 15,049 ABER DIAMOND CORP COM 2893105 $2,386 78,214 SH SOLE 78,214 ABERCROMBIE & FITCH CO CL A 2896207 $3,803 66,437 SH SOLE 66,437 ABERCROMBIE & FITCH CO CL A 2896207 $2,398 41,900 SH P SOLE 41,900 ABERCROMBIE & FITCH CO CL A 2896207 $1,076 18,800 SH C SOLE 18,800 ABERDEEN ASIA PACIFIC INCOM COM 3009107 $7,855 1,296,143 SH SOLE 1,296,143 ABERDEEN AUSTRALIA EQTY FD I COM 3011103 $163 14,295 SH SOLE 14,295 ABERDEEN GLOBAL INCOME FD IN COM 3013109 $2,485 181,494 SH SOLE 181,494 ABGENIX INC COM 00339B107 $7,747 1,106,686 SH SOLE 1,106,686 ABGENIX INC COM 00339B107 $681 97,300 SH P SOLE 97,300 ABGENIX INC COM 00339B107 $132 18,900 SH C SOLE 18,900 ABIGAIL ADAMS NATL BANCORP I COM 3390101 $5 268 SH SOLE 268

ABINGTON CMNTY BANCORP INC COM 00350R106 $14 1,049 SH SOLE 1,049 ABIOMED INC COM 3654100 $2,622 247,795 SH SOLE 247,795 ABITIBI-CONSOLIDATED INC COM 3924107 $29,450 6,360,661 SH SOLE 6,360,661 ABLE ENERGY COM 3709102 $2 196 SH SOLE 196 ABLE LABORATORIES INC COM NEW 00371N407 $457 19,482 SH SOLE 19,482 ABLEST INC COM 00371W100 $5 620 SH SOLE 620 ABM INDS INC COM 957100 $2,769 144,000 SH C SOLE 144,000 ABM INDS INC COM 957100 $1,491 77,534 SH SOLE 77,534 ABRAXAS PETE CORP COM 3830106 $4 1,575 SH SOLE 1,575 ACACIA RESH CORP ACACIA TCH COM 3881307 $23 4,066 SH SOLE 4,066 ACACIA RESH CORP COMBIMTRX COM 3881208 $6 2,875 SH SOLE 2,875 ACADIA PHARMACEUTICALS INC COM 4225108 $35 5,116 SH SOLE 5,116 ACADIA RLTY TR COM SH BEN INT 4239109 $32 2,000 SH SOLE 2,000 ACCELR8 TECHNOLOGY CORP COM NEW 4304200 $1 292 SH SOLE 292 ACCELRYS INC COM 00430U103 $273 46,088 SH SOLE 46,088 ACCENTURE LTD BERMUDA CL A G1150G111 $31,581 1,307,719 SH SOLE 1,307,719 ACCENTURE LTD BERMUDA CL A G1150G111 $401 16,600 SH C SOLE 16,600 ACCENTURE LTD BERMUDA CL A G1150G111 $273 11,300 SH P SOLE 11,300 ACCESS PHARMACEUTICALS INC COM NEW 00431M209 $3 1,052 SH SOLE 1,052 ACCREDITED HOME LENDRS HLDG COM 00437P107 $2,286 63,094 SH SOLE 63,094 ACCREDO HEALTH INC COM 00437V104 $59,432 1,338,260 SH SOLE 1,338,260 ACE CASH EXPRESS INC COM 4403101 $1,860 81,755 SH SOLE 81,755 ACE LTD ORD G0070K103 $31,020 751,647 SH SOLE 751,647 ACE LTD ORD G0070K103 $227 5,500 SH C SOLE 5,500 ACETO CORP COM 4446100 $354 47,664 SH SOLE 47,664 ACM GOVT OPPORTUNITY FD INC COM 918102 $11 1,422 SH SOLE 1,422 ACM INCOME FUND INC COM 912105 $24 2,936 SH SOLE 2,936 ACM MANAGED DLR INCOME FD COM 949107 $112 14,586 SH SOLE 14,586 ACM MANAGED INCOME FD INC COM 919100 $6 1,731 SH SOLE 1,731 ACM MUN SECS INCOME FD INC COM 942102 $51 5,000 SH SOLE 5,000 ACME COMMUNICATION INC COM 4631107 $31 5,788 SH SOLE 5,788 ACME UTD CORP COM 4816104 $18 1,286 SH SOLE 1,286

ACTEL CORP COM 4934105 $1,240 80,635 SH SOLE 80,635 ACTION PERFORMANCE COS INC COM 4933107 $53 4,022 SH SOLE 4,022 ACTION PRODS INTL INC COM 4920104 $7 2,275 SH SOLE 2,275 ACTIVCARD CORP COM 00506J107 $206 32,443 SH SOLE 32,443 ACTIVE POWER INC COM 00504W100 $215 66,431 SH SOLE 66,431 ACTIVISION INC NEW COM NEW 4930202 $4,484 302,991 SH SOLE 302,991 ACTIVISION INC NEW COM NEW 4930202 $398 26,866 SH P SOLE 26,866 ACTIVISION INC NEW COM NEW 4930202 $146 9,842 SH C SOLE 9,842 ACTUANT CORP CL A NEW 00508X203 $2,239 49,833 SH SOLE 49,833 ACTUATE CORP COM 00508B102 $145 60,230 SH SOLE 60,230 ACUITY BRANDS INC COM 00508Y102 $1,426 52,808 SH SOLE 52,808 ACUSPHERE INC COM 00511R870 $10 1,853 SH SOLE 1,853 ACXIOM CORP COM 5125109 $2,027 96,837 SH SOLE 96,837 ADA ES INC COM 5208103 $21 887 SH SOLE 887 ADAMS EXPRESS CO COM 6212104 $549 42,644 SH SOLE 42,644 ADAMS RES & ENERGY INC COM NEW 6351308 $1 63 SH SOLE 63 ADAPTEC INC NOTE 3.000% 3/0 00651FAE8 $1,135 1,135,000 PRN SOLE 1,135,000 ADAPTEC INC COM 00651F108 $1,476 308,113 SH SOLE 308,113 ADAPTEC INC COM 00651F108 $0 100 SH C SOLE 100 ADDVANTAGE TECHNOLOGIES GP I COM NEW 6743306 $4 952 SH SOLE 952 ADE CORP MASS COM 00089C107 $46 2,061 SH SOLE 2,061 ADECCO SA SPONSORED ADR 6754105 $63 4,604 SH SOLE 4,604 ADESA INC COM 00686U104 $898 38,431 SH SOLE 38,431 ADEZA BIOMEDICAL CORP COM 6864102 $225 18,452 SH SOLE 18,452 ADHEREX TECHNOLOGIES INC COM 00686R101 $0 272 SH SOLE 272 ADMINISTAFF INC COM 7094105 $320 21,944 SH SOLE 21,944 ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 $1 50 SH SOLE 50 ADOBE SYS INC COM 00724F101 $56,071 834,765 SH SOLE 834,765 ADOBE SYS INC COM 00724F101 $3,291 49,000 SH C SOLE 49,000 ADOBE SYS INC COM 00724F101 $1,162 17,300 SH P SOLE 17,300 ADOLOR CORP COM 00724X102 $16 1,565 SH SOLE 1,565 ADTRAN INC COM 00738A106 $873 49,470 SH SOLE 49,470

ADTRAN INC COM 00738A106 $235 13,300 SH P SOLE 13,300 ADTRAN INC COM 00738A106 $139 7,900 SH C SOLE 7,900 ADVANCE AMER CASH ADVANCE CT COM 00739W107 $277 17,915 SH SOLE 17,915 ADVANCE AUTO PARTS INC COM 00751Y106 $886 17,557 SH SOLE 17,557 ADVANCED DIGITAL INFORMATION COM 7525108 $71 8,732 SH SOLE 8,732 ADVANCED DIGITAL INFORMATION COM 7525108 $20 2,500 SH P SOLE 2,500 ADVANCED DIGITAL INFORMATION COM 7525108 $2 200 SH C SOLE 200 ADVANCED ENERGY INDS COM 7973100 $59 6,079 SH SOLE 6,079 ADVANCED ENVIRON RECYCLING T CL A 7947104 $5 3,439 SH SOLE 3,439 ADVANCED MAGNETICS INC COM 00753P103 $163 18,510 SH SOLE 18,510 ADVANCED MARKETING SVCS INC COM 00753T105 $394 65,659 SH SOLE 65,659 ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG3 $1,833 1,847,000 PRN SOLE 1,847,000 ADVANCED MEDICAL OPTICS INC COM 00763M108 $67 1,837 SH SOLE 1,837 ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF4 $17,560 7,800,000 PRN SOLE 7,800,000 ADVANCED MICRO DEVICES INC COM 7903107 $89,647 5,561,200 SH P SOLE 5,561,200 ADVANCED MICRO DEVICES INC COM 7903107 $28,151 1,746,355 SH SOLE 1,746,355 ADVANCED MICRO DEVICES INC COM 7903107 $19,657 1,219,400 SH C SOLE 1,219,400 ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 $3 3,000 PRN SOLE 3,000 ADVANCED NEUROMODULATION SYS COM 00757T101 $144 5,366 SH SOLE 5,366 ADVANCED POWER TECHNOLOGY IN COM 7.61E+110 $26 3,706 SH SOLE 3,706 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 $37 10,337 SH SOLE 10,337 ADVANCIS PHARMACEUTICALS COR COM 00764L109 $31 8,362 SH SOLE 8,362 ADVANTA CORP CL A 7942105 $1,411 67,835 SH SOLE 67,835 ADVANTA CORP CL B 7942204 $44 1,915 SH SOLE 1,915 ADVANTEST CORP SPONSORED ADR 00762U101 $21 1,122 SH SOLE 1,122 ADVENT CLAYMORE CV SECS & IN COM 00764C109 $618 25,880 SH SOLE 25,880 ADVENT SOFTWARE INC COM 7974108 $37 2,034 SH SOLE 2,034 ADVENTRX PHARMACEUTICALS INC COM 00764X103 $85 50,000 SH SOLE 50,000 ADVISORY BRD CO COM 00762W107 $1,515 34,669 SH SOLE 34,669 ADVO INC COM 7585102 $4,019 107,308 SH SOLE 107,308 AEHR TEST SYSTEMS COM 00760J108 $1 401 SH SOLE 401 AEP INDS INC COM 1031103 $37 1,855 SH SOLE 1,855

AEROFLEX INC COM 7768104 $209 22,400 SH SOLE 22,400 AEROGEN INC COM NEW 7779309 $36 27,000 SH SOLE 27,000 AEROPOSTALE COM 7865108 $2,076 63,374 SH SOLE 63,374 AES CORP COM 00130H105 $14,403 879,278 SH SOLE 879,278 AES CORP SDCV 4.500% 8/1 00130HAN5 $100 100,000 PRN SOLE 100,000 AES CORP COM 00130H105 $1,287 78,600 SH C SOLE 78,600 AES CORP COM 00130H105 $69 4,200 SH P SOLE 4,200 AES TR III PFD CV 6.75% 00808N202 $472 9,935 SH SOLE 9,935 AETERNA ZENTARIS INC COM 7975204 $186 36,334 SH SOLE 36,334 AETHER SYS INC COM 00808V105 $6 1,883 SH SOLE 1,883 AETNA INC NEW COM 00817Y108 $55,541 741,041 SH SOLE 741,041 AETNA INC NEW COM 00817Y108 $13,491 180,000 SH C SOLE 180,000 AETNA INC NEW COM 00817Y108 $10,935 145,900 SH P SOLE 145,900 AETRIUM INC COM 00817R103 $12 4,231 SH SOLE 4,231 AFC ENTERPRISES INC COM 00104Q107 $45 1,777 SH SOLE 1,777 AFFILIATED COMPUTER SERVICES CL A 8190100 $15,366 288,620 SH SOLE 288,620 AFFILIATED COMPUTER SERVICES CL A 8190100 $13,001 244,200 SH C SOLE 244,200 AFFILIATED COMPUTER SERVICES CL A 8190100 $437 8,200 SH P SOLE 8,200 AFFILIATED MANAGERS GROUP COM 8252108 $131 2,111 SH SOLE 2,111 AFFIRMATIVE INS HLDGS INC COM 8272106 $143 9,681 SH SOLE 9,681 AFFORDABLE RESIDENTIAL CMTYS COM 8273104 $37,230 2,943,084 SH SOLE 2,943,084 AFFYMETRIX INC COM 00826T108 $19,536 456,332 SH SOLE 456,332 AFFYMETRIX INC COM 00826T108 $2,136 49,900 SH C SOLE 49,900 AFFYMETRIX INC COM 00826T108 $479 11,200 SH P SOLE 11,200 AFLAC INC COM 1055102 $23,972 643,381 SH SOLE 643,381 AFLAC INC COM 1055102 $2,340 62,800 SH C SOLE 62,800 AFLAC INC COM 1055102 $298 8,000 SH P SOLE 8,000 AFTERMARKET TECHNOLOGY CORP COM 8318107 $324 19,631 SH SOLE 19,631 AGCO CORP COM 1084102 $1,075 58,927 SH SOLE 58,927 AGERE SYS INC CL A 00845V100 $2,283 1,596,453 SH SOLE 1,596,453 AGERE SYS INC CL B 00845V209 $1,691 1,190,879 SH SOLE 1,190,879 AGERE SYS INC NOTE 6.500%12/1 00845VAA8 $16 16,000 PRN SOLE 16,000

AGILE SOFTWARE CORP DEL COM 00846X105 $1,229 168,854 SH SOLE 168,854 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 $1,899 1,933,000 PRN SOLE 1,933,000 AGILENT TECHNOLOGIES INC COM 00846U101 $15,683 706,460 SH SOLE 706,460 AGILENT TECHNOLOGIES INC COM 00846U101 $941 42,400 SH C SOLE 42,400 AGILENT TECHNOLOGIES INC COM 00846U101 $626 28,200 SH P SOLE 28,200 AGILYSYS INC COM 00847J105 $500 25,441 SH SOLE 25,441 AGL RES INC COM 1204106 $2,821 80,749 SH SOLE 80,749 AGNICO EAGLE MINES LTD COM 8474108 $5,276 362,600 SH C SOLE 362,600 AGNICO EAGLE MINES LTD COM 8474108 $3,806 261,576 SH SOLE 261,576 AGNICO EAGLE MINES LTD COM 8474108 $111 7,600 SH P SOLE 7,600 AGNICO EAGLE MINES LTD *W EXP 11/07/200 8474132 $14 5,554 SH SOLE 5,554 AGREE REALTY CORP COM 8492100 $163 6,037 SH SOLE 6,037 AGRIUM INC COM 8916108 $7,267 398,175 SH C SOLE 398,175 AGRIUM INC COM 8916108 $761 41,705 SH SOLE 41,705 AHPC HOLDINGS INC COM 1303106 $1 355 SH SOLE 355 AIM SELECT REAL ESTATE INCM SHS 00888R107 $2,245 145,128 SH SOLE 145,128 AIR FRANCE KLM SPONSORED ADR 9119108 $160 8,909 SH SOLE 8,909 AIR FRANCE KLM *W EXP 11/05/200 9119116 $2 1,706 SH SOLE 1,706 AIR METHODS CORP COM PAR $.06 9128307 $25 3,123 SH SOLE 3,123 AIR PRODS & CHEMS INC COM 9158106 $27,602 436,113 SH SOLE 436,113 AIR T INC COM 9207101 $2 100 SH SOLE 100 AIRGAS INC COM 9363102 $2,031 85,027 SH SOLE 85,027 AIRNET COMMUNICATIONS CORP COM NEW 00941P403 $3 2,677 SH SOLE 2,677 AIRNET SYS INC COM 9417106 $2 322 SH SOLE 322 AIRSPAN NETWORKS INC COM 00950H102 $94 18,436 SH SOLE 18,436 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 $244 228,000 PRN SOLE 228,000 AIRTRAN HLDGS INC COM 00949P108 $292 32,300 SH P SOLE 32,300 AIRTRAN HLDGS INC COM 00949P108 $120 13,300 SH C SOLE 13,300 AIRTRAN HLDGS INC COM 00949P108 $72 7,936 SH SOLE 7,936 AIXTRON AKTIENGESELLSCHAFT SPONSORED ADR 9606104 $11 2,655 SH SOLE 2,655 AK STL HLDG CORP COM 1547108 $1,585 143,320 SH SOLE 143,320 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 $2,173 2,000,000 PRN SOLE 2,000,000

AKAMAI TECHNOLOGIES INC COM 00971T101 $899 70,600 SH P SOLE 70,600 AKAMAI TECHNOLOGIES INC COM 00971T101 $598 46,970 SH SOLE 46,970 AKAMAI TECHNOLOGIES INC COM 00971T101 $199 15,600 SH C SOLE 15,600 AKSYS LTD COM 10196103 $75 23,797 SH SOLE 23,797 AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 10198208 $82 1,758 SH SOLE 1,758 ALABAMA NATL BANCORP DELA COM 10317105 $79 1,280 SH SOLE 1,280 ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 $1,751 77,029 SH SOLE 77,029 ALAMOSA HLDGS INC COM 11589108 $11,670 1,000,000 SH C SOLE 1,000,000 ALAMOSA HLDGS INC COM 11589108 $1,100 94,258 SH SOLE 94,258 ALANCO TECHNOLOGIES INC COM NO PAR NEW 11612405 $0 49 SH SOLE 49 ALASKA AIR GROUP INC COM 11659109 $62 2,095 SH SOLE 2,095 ALASKA COMMUNICATIONS SYS GR COM 01167P101 $181 18,036 SH SOLE 18,036 ALBANY INTL CORP CL A 12348108 $1,701 55,069 SH SOLE 55,069 ALBANY MOLECULAR RESH INC COM 12423109 $168 16,360 SH SOLE 16,360 ALBEMARLE CORP COM 12653101 $5,432 149,394 SH SOLE 149,394 ALBERTO CULVER CO COM 13068101 $8,396 175,430 SH SOLE 175,430 ALBERTSONS INC COM 13104104 $27,087 1,311,713 SH SOLE 1,311,713 ALBERTSONS INC COM 13104104 $1,966 95,200 SH P SOLE 95,200 ALBERTSONS INC COM 13104104 $1,140 55,200 SH C SOLE 55,200 ALCAN INC COM 13716105 $5,837 153,928 SH SOLE 153,928 ALCOA INC COM 13817101 $49,725 1,636,230 SH C SOLE 1,636,230 ALCOA INC COM 13817101 $38,238 1,258,253 SH SOLE 1,258,253 ALCOA INC COM 13817101 $6,510 214,200 SH P SOLE 214,200 ALCON INC COM SHS H01301102 $1,168 13,080 SH SOLE 13,080 ALDERWOODS GROUP INC COM 14383103 $113 9,094 SH SOLE 9,094 ALDERWOODS GROUP INC *W EXP 01/02/200 14383111 $2 4,985 SH SOLE 4,985 ALDILA INC COM NEW 14384200 $335 19,793 SH SOLE 19,793 ALERIS INTL INC COM 14477103 $1,233 49,431 SH SOLE 49,431 ALEXANDER & BALDWIN INC COM 14482103 $697 16,912 SH SOLE 16,912 ALEXANDERS INC COM 14752109 $79 328 SH SOLE 328 ALEXANDRIA REAL ESTATE EQ IN COM 15271109 $954 14,820 SH SOLE 14,820 ALEXION PHARMACEUTICALS INC COM 15351109 $2,077 95,860 SH SOLE 95,860

ALEXION PHARMACEUTICALS INC COM 15351109 $321 14,800 SH C SOLE 14,800 ALFA CORP COM 15385107 $162 11,211 SH SOLE 11,211 ALFACELL CORP COM 15404106 $7 3,545 SH SOLE 3,545 ALICO INC COM 16230104 $252 4,790 SH SOLE 4,790 ALIGN TECHNOLOGY INC COM 16255101 $4,757 762,272 SH C SOLE 762,272 ALIGN TECHNOLOGY INC COM 16255101 $409 65,479 SH SOLE 65,479 ALIGN TECHNOLOGY INC COM 16255101 $25 4,000 SH P SOLE 4,000 ALKERMES INC NOTE 2.500% 9/0 01642TAE8 $25,406 25,000,000 PRN SOLE 25,000,000 ALKERMES INC COM 01642T108 $968 93,258 SH SOLE 93,258 ALLEGHANY CORP DEL COM 17175100 $1,122 4,049 SH SOLE 4,049 ALLEGHENY ENERGY INC COM 17361106 $4,788 231,759 SH SOLE 231,759 ALLEGHENY TECHNOLOGIES INC COM 01741R102 $2,520 104,537 SH SOLE 104,537 ALLEN ORGAN CO CL B 17753104 $21 331 SH SOLE 331 ALLERGAN INC COM 18490102 $23,627 340,103 SH SOLE 340,103 ALLERGAN INC COM 18490102 $6,002 86,400 SH P SOLE 86,400 ALLERGAN INC COM 18490102 $632 9,100 SH C SOLE 9,100 ALLETE INC COM NEW 18522300 $483 11,549 SH SOLE 11,549 ALLIANCE ALL MARKET ADVANTAG COM 01852M108 $15 1,111 SH SOLE 1,111 ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 1.85E+207 $12 492 SH SOLE 492 ALLIANCE BANKSHARES CORP COM 18535104 $5 315 SH SOLE 315 ALLIANCE CALIF MUN INCOME FD COM 18546101 $30 2,134 SH SOLE 2,134 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 $77,736 1,648,704 SH SOLE 1,648,704 ALLIANCE DATA SYSTEMS CORP COM 18581108 $3,845 95,169 SH SOLE 95,169 ALLIANCE FINANCIAL CORP NY COM 19205103 $86 2,745 SH SOLE 2,745 ALLIANCE GAMING CORP COM NEW 01859P609 $12 1,300 SH SOLE 1,300 ALLIANCE IMAGING INC COM NEW 18606202 $380 39,743 SH SOLE 39,743 ALLIANCE NATL MUN INCOME FD COM 01864U106 $76 5,344 SH SOLE 5,344 ALLIANCE NEW YORK MUN INC FD COM 18714105 $16 1,185 SH SOLE 1,185 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 $1,577 24,539 SH SOLE 24,539 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 $68 27,506 SH SOLE 27,506 ALLIANCE WORLD DLR GV FD II COM 01879R106 $1,495 126,681 SH SOLE 126,681 ALLIANCE WORLD DLR GV FD INC COM 18796102 $72 6,025 SH SOLE 6,025

ALLIANT ENERGY CORP COM 18802108 $1,017 37,971 SH SOLE 37,971 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 $56 51,000 PRN SOLE 51,000 ALLIANT TECHSYSTEMS INC COM 18804104 $2,250 31,495 SH SOLE 31,495 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 18805101 $653 51,366 SH SOLE 51,366 ALLIED CAP CORP NEW COM 01903Q108 $16,490 631,800 SH P SOLE 631,800 ALLIED CAP CORP NEW COM 01903Q108 $2,135 81,809 SH SOLE 81,809 ALLIED CAP CORP NEW COM 01903Q108 $1,169 44,800 SH C SOLE 44,800 ALLIED DEFENSE GROUP INC COM 19118108 $34 1,405 SH SOLE 1,405 ALLIED DOMECQ PLC SPON ADR NEW 19121201 $177 4,350 SH SOLE 4,350 ALLIED HEALTHCARE INTL INC COM 01923A109 $36 5,800 SH SOLE 5,800 ALLIED HEALTHCARE PRODS INC COM 19222108 $25 3,944 SH SOLE 3,944 ALLIED HLDGS INC COM 19223106 $2 707 SH SOLE 707 ALLIED MOTION TECHNOLOGIES I COM 19330109 $28 3,781 SH SOLE 3,781 ALLIED WASTE INDS INC COM PAR$.01NEW 19589308 $3,666 501,556 SH SOLE 501,556 ALLIED WASTE INDS INC PFD SR C CONV 19589605 $20,906 483,274 SH SOLE 483,274 ALLIED WASTE INDS INC PFD CV D 6.25% 19589704 $1,140 480,000 PRN SOLE 480,000 ALLMERICA FINL CORP COM 19754100 $412 11,457 SH SOLE 11,457 ALLOS THERAPEUTICS INC COM 19777101 $2 1,110 SH SOLE 1,110 ALLOY INC COM 19855105 $321 54,540 SH SOLE 54,540 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 $28 1,934 SH SOLE 1,934 ALLSTATE CORP COM 20002101 $101,217 1,872,307 SH SOLE 1,872,307 ALLSTATE CORP COM 20002101 $16,433 303,974 SH P SOLE 303,974 ALLSTATE CORP COM 20002101 $8,001 148,000 SH C SOLE 148,000 ALLTEL CORP COM 20039103 $112,152 2,044,700 SH C SOLE 2,044,700 ALLTEL CORP COM 20039103 $41,544 757,419 SH SOLE 757,419 ALLTEL CORP CORP UNT 7.75% 20039822 $9,762 193,344 SH SOLE 193,344 ALLTEL CORP COM 20039103 $8,540 155,700 SH P SOLE 155,700 ALPHA NATURAL RESOURCES INC COM 02076X102 $369 12,861 SH SOLE 12,861 ALPHA PRO TECH LTD COM 20772109 $1 321 SH SOLE 321 ALPHARMA INC NOTE 3.000% 6/0 020813AD3 $635 500,000 PRN SOLE 500,000 ALPHARMA INC NOTE 5.750% 4/0 020813AB7 $401 401,900 PRN SOLE 401,900 ALPHARMA INC CL A 20813101 $1,419 115,169 SH SOLE 115,169

ALPHASMART INC COM 02081F104 $8 2,139 SH SOLE 2,139 ALTAIR NANOTECHNOLOGIES INC COM 21373105 $57 16,054 SH SOLE 16,054 ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N103 $3 44 SH SOLE 44 ALTERA CORP COM 21441100 $13,218 668,275 SH SOLE 668,275 ALTERA CORP COM 21441100 $2,637 133,300 SH C SOLE 133,300 ALTERA CORP COM 21441100 $647 32,700 SH P SOLE 32,700 ALTIGEN COMMUNICATIONS INC COM 21489109 $5 1,573 SH SOLE 1,573 ALTIRIS INC COM 02148M100 $451 18,899 SH SOLE 18,899 ALTO PALERMO S A SPONSORED ADR 02151P107 $4 358 SH SOLE 358 ALTRIA GROUP INC COM 02209S103 $550,722 8,422,106 SH SOLE 8,422,106 ALTRIA GROUP INC COM 02209S103 $142,799 2,183,803 SH P SOLE 2,183,803 ALTRIA GROUP INC COM 02209S103 $91,270 1,395,779 SH C SOLE 1,395,779 ALUMINA LTD SPONSORED ADR 22205108 $145 7,873 SH SOLE 7,873 ALVARION LTD SHS M0861T100 $48 5,070 SH SOLE 5,070 ALZA CORP SDCV 7/2 02261WAB5 $57,993 62,865,000 PRN SOLE 62,865,000 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 $23,924 24,166,000 PRN SOLE 24,166,000 AMAZON COM INC COM 23135106 $17,500 510,652 SH C SOLE 510,652 AMAZON COM INC COM 23135106 $12,320 359,500 SH P SOLE 359,500 AMAZON COM INC COM 23135106 $1,121 32,700 SH SOLE 32,700 AMB PROPERTY CORP COM 00163T109 $2,328 61,585 SH SOLE 61,585 AMBAC FINL GROUP INC COM 23139108 $15,841 211,924 SH SOLE 211,924 AMBASSADORS GROUP INC COM 23177108 $302 9,042 SH SOLE 9,042 AMCOL INTL CORP COM 02341W103 $154 8,198 SH SOLE 8,198 AMCOR LTD PRIDES 7.25% 02341R401 $14,587 260,478 SH SOLE 260,478 AMCOR LTD ADR NEW 02341R302 $3,445 154,695 SH SOLE 154,695 AMCORE FINL INC COM 23912108 $1,518 53,751 SH SOLE 53,751 AMDOCS LTD ORD G02602103 $27,463 967,000 SH P SOLE 967,000 AMDOCS LTD ORD G02602103 $9,363 329,700 SH C SOLE 329,700 AMDOCS LTD ORD G02602103 $2,375 83,612 SH SOLE 83,612 AMEDISYS INC COM 23436108 $722 23,884 SH SOLE 23,884 AMEN PPTYS INC COM NEW 23477201 $3 603 SH SOLE 603 AMER BIO MEDICA CORP *W EXP 08/22/200 24600116 $0 455 SH SOLE 455

AMERADA HESS CORP COM 23551104 $25,570 265,773 SH SOLE 265,773 AMERADA HESS CORP COM 23551104 $9,919 103,100 SH P SOLE 103,100 AMERADA HESS CORP COM 23551104 $8,495 88,300 SH C SOLE 88,300 AMERADA HESS CORP PFD CV ACES 7% 23551401 $164 1,960 SH SOLE 1,960 AMERCO COM 23586100 $97 2,096 SH SOLE 2,096 AMEREN CORP COM 23608102 $11,547 235,602 SH SOLE 235,602 AMERIANA BANCORP COM 23613102 $24 1,767 SH SOLE 1,767 AMERICA FIRST APT INV INC COM 02363X104 $45 3,749 SH SOLE 3,749 AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V107 $70 9,936 SH SOLE 9,936 AMERICA MOVIL S A DE C V SPON ADR A SHS 02364W204 $116 2,200 SH SOLE 2,200 AMERICA ONLINE LATIN AMERICA CL A 02365B100 $2 13,268 SH SOLE 13,268 AMERICA SVC GROUP INC COM 02364L109 $199 8,976 SH SOLE 8,976 AMERICA WEST HLDG CORP CL B 23657208 $9,816 1,807,703 SH SOLE 1,807,703 AMERICAN ACCES TECHNOLOGIES COM 02368F108 $1 790 SH SOLE 790 AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB9 $158 200,000 PRN SOLE 200,000 AMERICAN AXLE & MFG HLDGS IN COM 24061103 $125 5,119 SH SOLE 5,119 AMERICAN BANK INC PA COM 24343105 $6 657 SH SOLE 657 AMERICAN BILTRITE INC COM 24591109 $6 535 SH SOLE 535 AMERICAN CAMPUS CMNTYS INC COM 24835100 $25 1,167 SH SOLE 1,167 AMERICAN CAPITAL STRATEGIES COM 24937104 $4,253 135,406 SH SOLE 135,406 AMERICAN CLAIMS EVALUATION I COM 25144106 $3 1,370 SH SOLE 1,370 AMERICAN CMNTY BANCSHARES IN COM 02520W106 $7 524 SH SOLE 524 AMERICAN CMNTY PPTYS TR COM 02520N106 $9 685 SH SOLE 685 AMERICAN DENTAL PARTNERS COM 25353103 $40 1,821 SH SOLE 1,821 AMERICAN EAGLE OUTFITTERS NE COM 2.55E+109 $6,909 233,800 SH P SOLE 233,800 AMERICAN EAGLE OUTFITTERS NE COM 2.55E+109 $1,451 49,116 SH SOLE 49,116 AMERICAN EAGLE OUTFITTERS NE COM 2.55E+109 $653 22,100 SH C SOLE 22,100 AMERICAN ECOLOGY CORP COM NEW 25533407 $372 31,367 SH SOLE 31,367 AMERICAN ELEC PWR INC COM 25537101 $30,514 895,904 SH SOLE 895,904 AMERICAN ELEC PWR INC COM 25537101 $637 18,700 SH C SOLE 18,700 AMERICAN ELEC PWR INC COM 25537101 $116 3,400 SH P SOLE 3,400 AMERICAN EQTY INVT LIFE HLD COM 25676206 $3 235 SH SOLE 235

AMERICAN EXPRESS CO COM 25816109 $140,972 2,744,249 SH SOLE 2,744,249 AMERICAN EXPRESS CO COM 25816109 $30,160 587,120 SH C SOLE 587,120 AMERICAN EXPRESS CO COM 25816109 $2,728 53,100 SH P SOLE 53,100 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 $1,738 4,292,000 PRN SOLE 4,292,000 AMERICAN FINL GROUP INC OHIO COM 25932104 $1,138 36,961 SH SOLE 36,961 AMERICAN FINL RLTY TR COM 02607P305 $10,621 725,974 SH SOLE 725,974 AMERICAN GREETINGS CORP CL A 26375105 $90 3,540 SH SOLE 3,540 AMERICAN HEALTHWAYS INC COM 02649V104 $3,962 120,000 SH C SOLE 120,000 AMERICAN HEALTHWAYS INC COM 02649V104 $314 9,500 SH P SOLE 9,500 AMERICAN HEALTHWAYS INC COM 02649V104 $231 7,006 SH SOLE 7,006 AMERICAN HOME MTG INVT CORP COM 02660R107 $71 2,475 SH SOLE 2,475 AMERICAN INCOME FD INC COM 02672T109 $11 1,357 SH SOLE 1,357 AMERICAN INDEPENDENCE CORP COM NEW 26760405 $68 5,126 SH SOLE 5,126 AMERICAN INTL GROUP INC COM 26874107 $384,757 6,943,824 SH SOLE 6,943,824 AMERICAN INTL GROUP INC COM 26874107 $84,400 1,523,186 SH C SOLE 1,523,186 AMERICAN INTL GROUP INC COM 26874107 $80,076 1,445,149 SH P SOLE 1,445,149 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 $10 15,000 PRN SOLE 15,000 AMERICAN ISRAELI PAPER MLS L ORD IS 10 27069509 $14 286 SH SOLE 286 AMERICAN ITALIAN PASTA CO CL A 27070101 $1,507 55,000 SH P SOLE 55,000 AMERICAN ITALIAN PASTA CO CL A 27070101 $858 31,316 SH SOLE 31,316 AMERICAN LD LEASE INC COM 27118108 $23 1,000 SH SOLE 1,000 AMERICAN LOCKER GROUP COM 27284108 $9 1,702 SH SOLE 1,702 AMERICAN MED ALERT CORP COM 27904101 $0 18 SH SOLE 18 AMERICAN MED SYS HLDGS INC COM 02744M108 $1,691 98,416 SH SOLE 98,416 AMERICAN MTG ACCEP CO SH BEN INT 27568104 $126 9,116 SH SOLE 9,116 AMERICAN MUN INCOME PORTFOLI COM 27649102 $21 1,500 SH SOLE 1,500 AMERICAN NATL BANKSHARES INC COM 27745108 $49 2,050 SH SOLE 2,050 AMERICAN PAC BK AUMSVILLE OR CL B 02837P307 $34 2,862 SH SOLE 2,862 AMERICAN PAC CORP COM 28740108 $15 2,073 SH SOLE 2,073 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $39,240 758,400 SH P SOLE 758,400 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $25,176 486,578 SH SOLE 486,578 AMERICAN PHARMACEUTICALS PTN COM 02886P109 $4,010 77,500 SH C SOLE 77,500

AMERICAN PHYSICIANS CAPITAL COM 28884104 $1,087 31,726 SH SOLE 31,726 AMERICAN PHYSICIANS SVC GROU COM 28882108 $27 2,073 SH SOLE 2,073 AMERICAN PWR CONVERSION CORP COM 29066107 $33,650 1,286,821 SH SOLE 1,286,821 AMERICAN PWR CONVERSION CORP COM 29066107 $4,717 180,400 SH P SOLE 180,400 AMERICAN PWR CONVERSION CORP COM 29066107 $1,198 45,800 SH C SOLE 45,800 AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 29169109 $52 1,882 SH SOLE 1,882 AMERICAN REPROGRAPHICS CO COM 29263100 $175 12,193 SH SOLE 12,193 AMERICAN RETIREMENT CORP COM 28913101 $387 26,600 SH SOLE 26,600 AMERICAN RLTY INVS INC COM 29174109 $15 1,686 SH SOLE 1,686 AMERICAN SAFETY INS HLDGS LT ORD G02995101 $13 848 SH SOLE 848 AMERICAN SCIENCE & ENGR INC COM 29429107 $333 7,455 SH SOLE 7,455 AMERICAN SELECT PORTFOLIO IN COM 29570108 $23 1,902 SH SOLE 1,902 AMERICAN SHARED HOSPITAL SVC COM 29595105 $2 307 SH SOLE 307 AMERICAN SOFTWARE INC CL A 29683109 $29 4,400 SH SOLE 4,400 AMERICAN SPECTRUM REALTY INC COM NEW 02970Q203 $1 146 SH SOLE 146 AMERICAN STD COS INC DEL COM 29712106 $16,458 354,096 SH SOLE 354,096 AMERICAN STD COS INC DEL COM 29712106 $3,718 80,000 SH P SOLE 80,000 AMERICAN STRATEGIC INCM PTFL COM 30098107 $15 1,293 SH SOLE 1,293 AMERICAN STRATEGIC INCOME II COM 03009T101 $84 7,214 SH SOLE 7,214 AMERICAN STS WTR CO COM 29899101 $267 10,546 SH SOLE 10,546 AMERICAN SUPERCONDUCTOR CORP COM 30111108 $456 45,648 SH SOLE 45,648 AMERICAN TECHNOLOGY CORP COM NEW 30145205 $163 20,103 SH SOLE 20,103 AMERICAN TOWER CORP CL A 29912201 $9,738 534,200 SH C SOLE 534,200 AMERICAN TOWER CORP CL A 29912201 $2,312 126,802 SH SOLE 126,802 AMERICAN TOWER CORP CL A 29912201 $937 51,400 SH P SOLE 51,400 AMERICAN VANGUARD CORP COM 30371108 $9,604 214,043 SH SOLE 214,043 AMERICAN VANTAGE COS COM 03037B106 $8 4,375 SH SOLE 4,375 AMERICAN WATER STAR INC COM 30409106 $1 2,755 SH SOLE 2,755 AMERICAN WOODMARK CORP COM 30506109 $271 7,483 SH SOLE 7,483 AMERICANWEST BANCORPORATION COM 03058P109 $325 16,880 SH SOLE 16,880 AMERICAS CAR MART INC COM 03062T105 $3,751 107,000 SH SOLE 107,000 AMERICREDIT CORP COM 03060R101 $2,064 88,059 SH SOLE 88,059

AMERICREDIT CORP COM 03060R101 $450 19,200 SH P SOLE 19,200 AMERICREDIT CORP COM 03060R101 $312 13,300 SH C SOLE 13,300 AMERIGAS PARTNERS L P UNIT L P INT 30975106 $2,267 77,743 SH SOLE 77,743 AMERIGON INC COM 03070L300 $14 3,420 SH SOLE 3,420 AMERIGROUP CORP COM 03073T102 $5,019 137,284 SH SOLE 137,284 AMERISOURCEBERGEN CORP COM 3.07E+108 $13,824 241,306 SH SOLE 241,306 AMERISOURCEBERGEN CORP COM 3.07E+108 $4,457 77,800 SH C SOLE 77,800 AMERISOURCEBERGEN CORP COM 3.07E+108 $3,573 62,373 SH P SOLE 62,373 AMERISTAR CASINOS INC COM 03070Q101 $375 6,859 SH SOLE 6,859 AMERITRADE HLDG CORP NEW COM 03074K100 $20,593 2,016,895 SH SOLE 2,016,895 AMERITRADE HLDG CORP NEW COM 03074K100 $603 59,100 SH C SOLE 59,100 AMERITRADE HLDG CORP NEW COM 03074K100 $500 49,000 SH P SOLE 49,000 AMERITRANS CAP CORP COM 03073H108 $10 2,027 SH SOLE 2,027 AMERIVEST PPTYS INC DEL COM 03071L101 $2 352 SH SOLE 352 AMERN STRATEGIC INCOME PTFL COM 30099105 $9 788 SH SOLE 788 AMERON INTL INC COM 30710107 $184 5,122 SH SOLE 5,122 AMERUS GROUP CO COM 03072M108 $2,807 59,404 SH SOLE 59,404 AMES NATL CORP COM 31001100 $17 176 SH SOLE 176 AMETEK INC NEW COM 31100100 $1,167 28,993 SH SOLE 28,993 AMGEN INC NOTE 3/0 031162AE0 $15,244 20,954,000 PRN SOLE 20,954,000 AMGEN INC COM 31162100 $195,074 3,351,206 SH SOLE 3,351,206 AMGEN INC COM 31162100 $89,901 1,544,425 SH C SOLE 1,544,425 AMGEN INC COM 31162100 $22,936 394,014 SH P SOLE 394,014 AMICAS INC COM 1712108 $37 10,000 SH SOLE 10,000 AMIS HLDGS INC COM 31538101 $1,666 147,596 SH SOLE 147,596 AMKOR TECHNOLOGY INC COM 31652100 $128 33,275 SH SOLE 33,275 AMKOR TECHNOLOGY INC COM 31652100 $117 30,400 SH C SOLE 30,400 AMKOR TECHNOLOGY INC COM 31652100 $14 3,700 SH P SOLE 3,700 AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH3 $3 3,000 PRN SOLE 3,000 AMLI RESIDENTIAL PPTYS TR SH BEN INT 1735109 $2,919 106,578 SH SOLE 106,578 AMNET MORTGAGE INC COM 03169A108 $32 3,520 SH SOLE 3,520 AMPAL AMERN ISRAEL CORP PFD CV 6.50% 32015307 $31 2,552 SH SOLE 2,552

AMPAL AMERN ISRAEL CORP CL A 32015109 $8 1,983 SH SOLE 1,983 AMPCO-PITTSBURGH CORP COM 32037103 $527 38,931 SH SOLE 38,931 AMPHENOL CORP NEW CL A 32095101 $7,468 201,608 SH SOLE 201,608 AMR CORP COM 1765106 $9,064 847,100 SH P SOLE 847,100 AMR CORP COM 1765106 $3,681 344,000 SH C SOLE 344,000 AMR CORP COM 1765106 $2,903 271,311 SH SOLE 271,311 AMREIT CL A 32158107 $4 535 SH SOLE 535 AMREP CORP NEW COM 32159105 $12 500 SH SOLE 500 AMS HEALTH SCIENCES INC COM 00178W105 $4 1,366 SH SOLE 1,366 AMSOUTH BANCORPORATION COM 32165102 $19,790 762,619 SH SOLE 762,619 AMSURG CORP COM 03232P405 $465 18,377 SH SOLE 18,377 AMVESCAP PLC SPONSORED ADR 3.24E+103 $23 1,775 SH SOLE 1,775 AMX CORP NEW COM 00180C105 $46 2,066 SH SOLE 2,066 AMYLIN PHARMACEUTICALS INC COM 32346108 $7,715 441,100 SH P SOLE 441,100 AMYLIN PHARMACEUTICALS INC COM 32346108 $6,650 380,200 SH C SOLE 380,200 AMYLIN PHARMACEUTICALS INC COM 32346108 $1,298 74,221 SH SOLE 74,221 ANADARKO PETE CORP COM 32511107 $34,082 447,859 SH SOLE 447,859 ANADARKO PETE CORP COM 32511107 $7,412 97,400 SH C SOLE 97,400 ANADARKO PETE CORP COM 32511107 $5,943 78,100 SH P SOLE 78,100 ANADIGICS INC COM 32515108 $39 27,335 SH SOLE 27,335 ANADYS PHARMACEUTICALS INC COM 03252Q408 $323 43,900 SH SOLE 43,900 ANALOG DEVICES INC COM 32654105 $24,053 665,542 SH SOLE 665,542 ANALOG DEVICES INC COM 32654105 $1,991 55,100 SH P SOLE 55,100 ANALOG DEVICES INC COM 32654105 $1,034 28,600 SH C SOLE 28,600 ANALOGIC CORP COM PAR $0.05 32657207 $429 9,929 SH SOLE 9,929 ANALYSTS INTL CORP COM 32681108 $4 981 SH SOLE 981 ANALYTICAL SURVEYS INC COM PAR $.0001 32683401 $7 3,081 SH SOLE 3,081 ANAREN INC COM 32744104 $58 4,790 SH SOLE 4,790 ANCHOR BANCORP WIS INC COM 32839102 $399 14,189 SH SOLE 14,189 ANCHOR GLASS CONTAINER CP NE COM NEW 03304B300 $2 1,043 SH SOLE 1,043 ANDERSONS INC COM 34164103 $695 22,434 SH SOLE 22,434 ANDREW CORP COM 34425108 $2,886 246,481 SH SOLE 246,481

ANDREW CORP COM 34425108 $146 12,500 SH C SOLE 12,500 ANDREW CORP NOTE 3.250% 8/1 034425AB4 $4 4,000 PRN SOLE 4,000 ANDREW CORP COM 34425108 $12 1,000 SH P SOLE 1,000 ANDRX CORP DEL ANDRX GROUP 34553107 $1,666 73,500 SH C SOLE 73,500 ANDRX CORP DEL ANDRX GROUP 34553107 $928 40,932 SH SOLE 40,932 ANDRX CORP DEL ANDRX GROUP 34553107 $825 36,400 SH P SOLE 36,400 ANGEION CORP COM 03462H404 $5 2,122 SH SOLE 2,122 ANGELICA CORP COM 34663104 $738 26,355 SH SOLE 26,355 ANGIODYNAMICS INC COM 03475V101 $145 7,948 SH SOLE 7,948 ANGIOTECH PHARMACEUTICALS IN COM 34918102 $1,351 88,000 SH C SOLE 88,000 ANGIOTECH PHARMACEUTICALS IN COM 34918102 $593 38,637 SH SOLE 38,637 ANGLO AMERN PLC ADR 03485P102 $5,863 245,314 SH SOLE 245,314 ANHEUSER BUSCH COS INC COM 35229103 $97,936 2,066,598 SH SOLE 2,066,598 ANHEUSER BUSCH COS INC COM 35229103 $32,538 686,596 SH C SOLE 686,596 ANHEUSER BUSCH COS INC COM 35229103 $21,108 445,400 SH P SOLE 445,400 ANIKA THERAPEUTICS INC COM 35255108 $569 44,449 SH SOLE 44,449 ANIMAS CORP DEL COM 03525Y105 $9 434 SH SOLE 434 ANIXTER INTL INC COM 35290105 $388 10,734 SH SOLE 10,734 ANNALY MTG MGMT INC COM 35710409 $3,369 179,563 SH SOLE 179,563 ANNAPOLIS BANCORP INC COM 35848100 $1 75 SH SOLE 75 ANNTAYLOR STORES CORP COM 36115103 $6,378 249,250 SH C SOLE 249,250 ANNTAYLOR STORES CORP COM 36115103 $3,672 143,497 SH SOLE 143,497 ANNTAYLOR STORES CORP COM 36115103 $160 6,250 SH P SOLE 6,250 ANSELL LTD ADR 03634M109 $56 1,871 SH SOLE 1,871 ANSOFT CORP COM 36384105 $219 8,134 SH SOLE 8,134 ANSWERTHINK INC COM 36916104 $7 1,735 SH SOLE 1,735 ANSYS INC COM 03662Q105 $943 27,561 SH SOLE 27,561 ANTARES PHARMA INC COM 36642106 $2 2,425 SH SOLE 2,425 ANTEON INTL CORP COM 3.67E+111 $964 24,761 SH SOLE 24,761 ANTHRACITE CAP INC COM 37023108 $486 43,667 SH SOLE 43,667 ANTIGENICS INC DEL COM 37032109 $1,163 173,597 SH SOLE 173,597 ANTIGENICS INC DEL COM 37032109 $655 97,700 SH P SOLE 97,700

ANWORTH MORTGAGE ASSET CP COM 37347101 $18 1,890 SH SOLE 1,890 AO TATNEFT SPON ADR REG S 03737P306 $4,603 143,763 SH SOLE 143,763 AON CORP COM 37389103 $7,741 338,921 SH SOLE 338,921 AON CORP COM 37389103 $4,678 204,800 SH C SOLE 204,800 AON CORP COM 37389103 $167 7,300 SH P SOLE 7,300 AP PHARMA INC COM 00202J104 $2 1,704 SH SOLE 1,704 APA ENTERPRISES INC COM 1853100 $7 5,119 SH SOLE 5,119 APACHE CORP COM 37411105 $59,362 969,493 SH SOLE 969,493 APACHE CORP COM 37411105 $4,066 66,400 SH C SOLE 66,400 APACHE CORP COM 37411105 $2,633 43,000 SH P SOLE 43,000 APARTMENT INVT & MGMT CO CL A 03748R101 $14,588 392,158 SH SOLE 392,158 APCO ARGENTINA INC CAYMAN IS ORD 37489101 $106 2,746 SH SOLE 2,746 APEX SILVER MINES LTD ORD G04074103 $322 20,114 SH SOLE 20,114 APHTON CORP COM 03759P101 $58 45,899 SH SOLE 45,899 APOGEE ENTERPRISES INC COM 37598109 $350 24,500 SH SOLE 24,500 APOGEE TECHNOLOGY INC COM 03760F100 $3 1,464 SH SOLE 1,464 APOLLO GROUP INC CL A 37604105 $29,493 398,231 SH SOLE 398,231 APOLLO GROUP INC CL A 37604105 $10,109 136,500 SH P SOLE 136,500 APOLLO GROUP INC CL A 37604105 $4,495 60,700 SH C SOLE 60,700 APOLLO INVT CORP COM 03761U106 $7,084 422,161 SH SOLE 422,161 APPLE COMPUTER INC COM 37833100 $230,193 5,524,200 SH C SOLE 5,524,200 APPLE COMPUTER INC COM 37833100 $162,113 3,890,397 SH P SOLE 3,890,397 APPLE COMPUTER INC COM 37833100 $37,953 910,801 SH SOLE 910,801 APPLEBEES INTL INC COM 37899101 $4,564 165,600 SH SOLE 165,600 APPLERA CORP COM CE GEN GRP 38020202 $3,167 308,945 SH SOLE 308,945 APPLERA CORP COM AP BIO GRP 38020103 $4,914 248,929 SH SOLE 248,929 APPLICA INC COM 03815A106 $127 25,109 SH SOLE 25,109 APPLIED DIGITAL SOLUTIONS COM NEW 38188306 $207 59,701 SH SOLE 59,701 APPLIED FILMS CORP COM 38197109 $226 9,777 SH SOLE 9,777 APPLIED IMAGING CORP COM 03820G106 $3 4,971 SH SOLE 4,971 APPLIED INDL TECHNOLOGIES IN COM 03820C105 $205 7,544 SH SOLE 7,544 APPLIED INNOVATION INC COM 37916103 $5 1,511 SH SOLE 1,511

APPLIED MATLS INC COM 38222105 $50,510 3,108,301 SH SOLE 3,108,301 APPLIED MATLS INC COM 38222105 $13,840 851,700 SH C SOLE 851,700 APPLIED MATLS INC COM 38222105 $8,000 492,300 SH P SOLE 492,300 APPLIED MICRO CIRCUITS CORP COM 03822W109 $2,317 706,400 SH C SOLE 706,400 APPLIED MICRO CIRCUITS CORP COM 03822W109 $1,258 383,454 SH SOLE 383,454 APPLIED MICRO CIRCUITS CORP COM 03822W109 $5 1,400 SH P SOLE 1,400 APPLIED SIGNAL TECHNOLOGY IN COM 38237103 $640 27,932 SH SOLE 27,932 APPLIX INC COM 38316105 $102 16,948 SH SOLE 16,948 APRIA HEALTHCARE GROUP INC COM 37933108 $484 15,086 SH SOLE 15,086 APROPOS TECHNOLOGY INC COM 38334108 $2 592 SH SOLE 592 APTARGROUP INC COM 38336103 $2,160 41,558 SH SOLE 41,558 AQUA AMERICA INC COM 03836W103 $1,930 79,227 SH SOLE 79,227 AQUANTIVE INC COM 03839G105 $34 3,085 SH SOLE 3,085 AQUILA INC COM 03840P102 $368 96,212 SH SOLE 96,212 ARACRUZ CELULOSE S A SPON ADR PFD B 38496204 $7,010 195,823 SH SOLE 195,823 ARADIGM CORP COM 38505103 $325 266,353 SH SOLE 266,353 ARAMARK CORP CL B 38521100 $5,256 200,000 SH C SOLE 200,000 ARAMARK CORP CL B 38521100 $3,018 114,824 SH SOLE 114,824 ARBINET THEXCHANGE INC COM 03875P100 $157 8,250 SH SOLE 8,250 ARBITRON INC COM 03875Q108 $350 8,168 SH SOLE 8,168 ARBOR RLTY TR INC COM 38923108 $28 1,134 SH SOLE 1,134 ARCADIS N V NY REGISTRY SH 3.92E+110 $42 2,098 SH SOLE 2,098 ARCH CAP GROUP LTD ORD G0450A105 $2,313 57,779 SH SOLE 57,779 ARCH CHEMICALS INC COM 03937R102 $1,373 48,221 SH SOLE 48,221 ARCH COAL INC PFD CV 5% PERP 39380209 $41,370 440,109 SH SOLE 440,109 ARCH COAL INC COM 39380100 $6,466 150,329 SH SOLE 150,329 ARCH COAL INC COM 39380100 $1,609 37,400 SH P SOLE 37,400 ARCH COAL INC COM 39380100 $994 23,100 SH C SOLE 23,100 ARCHER DANIELS MIDLAND CO COM 39483102 $28,207 1,147,569 SH SOLE 1,147,569 ARCHER DANIELS MIDLAND CO COM 39483102 $713 29,000 SH C SOLE 29,000 ARCHER DANIELS MIDLAND CO COM 39483102 $182 7,400 SH P SOLE 7,400 ARCHIPELAGO HLDG INC COM 03957A104 $64 3,603 SH SOLE 3,603

ARCHSTONE SMITH TR COM 39583109 $4,042 118,511 SH SOLE 118,511 ARCTIC CAT INC COM 39670104 $434 16,024 SH SOLE 16,024 ARDEN GROUP INC CL A 39762109 $31 440 SH SOLE 440 ARDEN RLTY INC COM 39793104 $2,382 70,361 SH SOLE 70,361 ARENA PHARMACEUTICALS INC COM 40047102 $96 18,972 SH SOLE 18,972 ARENA RESOURCES INC COM 40049108 $57 4,300 SH SOLE 4,300 ARENA RESOURCES INC *W EXP 08/09/200 40049116 $2 300 SH SOLE 300 ARES CAP CORP COM 04010L103 $37 2,227 SH SOLE 2,227 ARGON ST INC COM 40149106 $187 5,661 SH SOLE 5,661 ARGONAUT GROUP INC COM 40157109 $72 3,370 SH SOLE 3,370 ARGOSY GAMING CO COM 40228108 $26,837 584,436 SH SOLE 584,436 ARIAD PHARMACEUTICALS INC COM 04033A100 $2,711 484,086 SH SOLE 484,086 ARIBA INC COM NEW 04033V203 $19 2,399 SH SOLE 2,399 ARISTOTLE CORP COM NEW 40448201 $4 615 SH SOLE 615 ARIZONA LD INCOME CORP CL A 40515108 $3 720 SH SOLE 720 ARK RESTAURANTS CORP COM 40712101 $60 1,819 SH SOLE 1,819 ARKANSAS BEST CORP DEL COM 40790107 $2,844 75,282 SH SOLE 75,282 ARLINGTON HOSPITALITY INC COM NEW 41560202 $1 517 SH SOLE 517 ARLINGTON TANKERS LTD COM G04899103 $5,591 237,934 SH SOLE 237,934 ARMANINO FOODS DISTINCTION I COM NO PAR 99 42166702 $6 2,074 SH SOLE 2,074 ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 $1,727 1,808,000 PRN SOLE 1,808,000 ARMOR HOLDINGS INC COM 42260109 $2,827 76,213 SH SOLE 76,213 ARMOR HOLDINGS INC COM 42260109 $2,300 62,000 SH C SOLE 62,000 AROTECH CORP COM 42682104 $1 500 SH SOLE 500 ARQULE INC COM 4.27E+110 $417 88,813 SH SOLE 88,813 ARRAY BIOPHARMA INC COM 04269X105 $3,327 474,643 SH SOLE 474,643 ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 42698308 $242 14,000 SH SOLE 14,000 ARRIS GROUP INC COM 04269Q100 $45 6,500 SH SOLE 6,500 ARROW ELECTRS INC DBCV 2/2 042735AY6 $12,240 23,040,100 PRN SOLE 23,040,100 ARROW ELECTRS INC COM 42735100 $1,594 62,899 SH SOLE 62,899 ARROW FINL CORP COM 42744102 $25 909 SH SOLE 909 ARROW INTL INC COM 42764100 $1,235 35,967 SH SOLE 35,967

ARROWHEAD RESH CORP COM 42797100 $31 7,949 SH SOLE 7,949 ART TECHNOLOGY GROUP INC COM 04289L107 $1 529 SH SOLE 529 ARTESIAN RESOURCES CORP CL A 43113208 $4 157 SH SOLE 157 ARTESYN TECHNOLOGIES INC COM 43127109 $264 30,296 SH SOLE 30,296 ARTHROCARE CORP COM 43136100 $923 32,401 SH SOLE 32,401 ARVINMERITOR INC COM 43353101 $1,277 82,568 SH SOLE 82,568 ASA BERMUDA LIMITED COM G3156P103 $58 1,476 SH SOLE 1,476 ASAT HLDGS LTD SPONSORED ADR 00208B105 $4 3,641 SH SOLE 3,641 ASBURY AUTOMOTIVE GROUP INC COM 43436104 $87 5,662 SH SOLE 5,662 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 $395 21,311 SH SOLE 21,311 ASCONI CORP COM NEW 04363Q204 $0 102 SH SOLE 102 ASE TEST LTD ORD Y02516105 $162 31,857 SH SOLE 31,857 ASHFORD HOSPITALITY TR INC COM SHS 44103109 $231 22,671 SH SOLE 22,671 ASHLAND INC COM 44204105 $35,658 528,498 SH SOLE 528,498 ASHWORTH INC COM 04516H101 $96 8,471 SH SOLE 8,471 ASIA PAC FD INC COM 44901106 $43 2,935 SH SOLE 2,935 ASIA TIGERS FD INC COM 04516T105 $16 1,428 SH SOLE 1,428 ASIAINFO HLDGS INC COM 04518A104 $91 18,072 SH SOLE 18,072 ASK JEEVES INC COM 45174109 $2,769 98,611 SH SOLE 98,611 ASK JEEVES INC COM 45174109 $1,980 70,500 SH C SOLE 70,500 ASK JEEVES INC COM 45174109 $674 24,000 SH P SOLE 24,000 ASM INTL N V COM N07045102 $253 15,396 SH SOLE 15,396 ASM INTL N V COM N07045102 $109 6,600 SH P SOLE 6,600 ASM INTL N V COM N07045102 $3 200 SH C SOLE 200 ASML HLDG NV N Y SHS N07059111 $7,903 471,250 SH SOLE 471,250 ASPECT COMMUNICATIONS CORP COM 04523Q102 $211 20,260 SH SOLE 20,260 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 $1,389 55,100 SH SOLE 55,100 ASPEN TECHNOLOGY INC COM 45327103 $607 106,885 SH SOLE 106,885 ASSET ACCEP CAP CORP COM 04543P100 $234 12,252 SH SOLE 12,252 ASSOCIATED BANC CORP COM 45487105 $807 25,844 SH SOLE 25,844 ASSOCIATED ESTATES RLTY CORP COM 45604105 $144 14,478 SH SOLE 14,478 ASSURANT INC COM 04621X108 $204 6,058 SH SOLE 6,058

ASSURED GUARANTY LTD COM G0585R106 $606 33,784 SH SOLE 33,784 ASTA FDG INC COM 46220109 $404 19,097 SH SOLE 19,097 ASTEA INTL INC COM NEW 4.62E+211 $17 2,064 SH SOLE 2,064 ASTEC INDS INC COM 46224101 $1,150 52,164 SH SOLE 52,164 ASTORIA FINL CORP COM 46265104 $409 16,156 SH SOLE 16,156 ASTRO-MED INC NEW COM 04638F108 $26 2,830 SH SOLE 2,830 ASYST TECHNOLOGY CORP COM 04648X107 $3 700 SH P SOLE 700 AT ROAD INC COM 04648K105 $32 7,872 SH SOLE 7,872 AT&T CORP COM NEW 1957505 $37,129 1,980,206 SH SOLE 1,980,206 AT&T CORP COM NEW 1957505 $15,941 850,200 SH P SOLE 850,200 AT&T CORP COM NEW 1957505 $7,737 412,615 SH C SOLE 412,615 ATARI INC COM 04651M105 $577 182,720 SH SOLE 182,720 ATC HEALTHCARE INC CL A 00209C102 $0 741 SH SOLE 741 ATHEROGENICS INC COM 47439104 $2,382 182,000 SH P SOLE 182,000 ATHEROGENICS INC COM 47439104 $1,426 108,900 SH C SOLE 108,900 ATHEROGENICS INC COM 47439104 $1,000 76,361 SH SOLE 76,361 ATHEROS COMMUNICATIONS INC COM 04743P108 $112 10,865 SH SOLE 10,865 ATI TECHNOLOGIES INC COM 1941103 $950 54,925 SH SOLE 54,925 ATI TECHNOLOGIES INC COM 1941103 $126 7,300 SH C SOLE 7,300 ATLANTIC COAST FED CORP COM 48425102 $7 555 SH SOLE 555 ATLANTIC RLTY TR SH BEN INT 48798102 $100 4,787 SH SOLE 4,787 ATLANTIS PLASTICS INC COM 49156102 $10 430 SH SOLE 430 ATLAS AMER INC COM 49167109 $251 6,929 SH SOLE 6,929 ATLAS PAC LTD SPONSORED ADR 49391105 $4 1,214 SH SOLE 1,214 ATLAS PIPELINE PARTNERS LP UNIT L P INT 49392103 $72 1,600 SH SOLE 1,600 ATMEL CORP COM 49513104 $2,758 934,797 SH SOLE 934,797 ATMEL CORP COM 49513104 $17 5,900 SH P SOLE 5,900 ATMI INC COM 00207R101 $374 14,933 SH SOLE 14,933 ATMOS ENERGY CORP COM 49560105 $5,961 220,784 SH SOLE 220,784 ATRION CORP COM 49904105 $6 119 SH SOLE 119 ATS MED INC COM 2083103 $14 3,713 SH SOLE 3,713 ATTUNITY LTD ORD M15332105 $6 1,989 SH SOLE 1,989

ATWOOD OCEANICS INC COM 50095108 $2,488 37,392 SH SOLE 37,392 AU OPTRONICS CORP SPONSORED ADR 2255107 $2,618 178,550 SH SOLE 178,550 AUBURN NATL BANCORP COM 50473107 $0 4 SH SOLE 4 AUDIBLE INC COM NEW 05069A302 $1,439 106,398 SH SOLE 106,398 AUDIOCODES LTD ORD M15342104 $684 60,710 SH SOLE 60,710 AUDIOVOX CORP CL A 50757103 $148 11,623 SH SOLE 11,623 AUGUST TECHNOLOGY CORP COM 05106U105 $50 4,229 SH SOLE 4,229 AULT INC COM 51503100 $13 5,043 SH SOLE 5,043 AURIZON MINES LTD COM 05155P106 $2 2,343 SH SOLE 2,343 AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 52528304 $924 11,589 SH SOLE 11,589 AUTHENTIDATE HLDG CORP COM 52666104 $637 159,723 SH SOLE 159,723 AUTHENTIDATE HLDG CORP COM 52666104 $4 900 SH P SOLE 900 AUTOBYTEL INC COM 05275N106 $41 8,163 SH SOLE 8,163 AUTODESK INC COM 52769106 $11,873 398,947 SH SOLE 398,947 AUTODESK INC COM 52769106 $3,169 106,500 SH C SOLE 106,500 AUTODESK INC COM 52769106 $807 27,100 SH P SOLE 27,100 AUTOLIV INC COM 52800109 $10,435 219,000 SH P SOLE 219,000 AUTOLIV INC COM 52800109 $2,890 60,652 SH SOLE 60,652 AUTOLIV INC COM 52800109 $286 6,000 SH C SOLE 6,000 AUTOMATIC DATA PROCESSING IN COM 53015103 $49,888 1,109,857 SH SOLE 1,109,857 AUTOMATIC DATA PROCESSING IN COM 53015103 $15,512 345,100 SH C SOLE 345,100 AUTOMATIC DATA PROCESSING IN COM 53015103 $7,444 165,600 SH P SOLE 165,600 AUTONATION INC COM 05329W102 $5,161 272,516 SH SOLE 272,516 AUTONATION INC COM 05329W102 $5,046 266,400 SH P SOLE 266,400 AUTONATION INC COM 05329W102 $3,297 174,100 SH C SOLE 174,100 AUTOZONE INC COM 53332102 $24,767 289,000 SH C SOLE 289,000 AUTOZONE INC COM 53332102 $7,150 83,428 SH SOLE 83,428 AUTOZONE INC COM 53332102 $1,577 18,400 SH P SOLE 18,400 AUXILIUM PHARMACEUTICALS INC COM 05334D107 $561 93,819 SH SOLE 93,819 AVALONBAY CMNTYS INC COM 53484101 $6,276 93,821 SH SOLE 93,821 AVANEX CORP COM 05348W109 $91 69,761 SH SOLE 69,761 AVANIR PHARMACEUTICALS CL A 05348P104 $1,433 651,473 SH SOLE 651,473

AVANT IMMUNOTHERAPEUTICS INC COM 53491106 $954 584,992 SH SOLE 584,992 AVATAR HLDGS INC COM 53494100 $252 5,374 SH SOLE 5,374 AVAYA INC COM 53499109 $20,618 1,765,251 SH SOLE 1,765,251 AVAYA INC COM 53499109 $332 28,400 SH P SOLE 28,400 AVAYA INC COM 53499109 $189 16,200 SH C SOLE 16,200 AVERY DENNISON CORP COM 53611109 $27,815 449,144 SH C SOLE 449,144 AVERY DENNISON CORP COM 53611109 $19,367 312,719 SH SOLE 312,719 AVI BIOPHARMA INC COM 2346104 $279 111,693 SH SOLE 111,693 AVIALL INC NEW COM 05366B102 $751 26,816 SH SOLE 26,816 AVICI SYS INC COM NEW 05367L802 $67 15,695 SH SOLE 15,695 AVID TECHNOLOGY INC COM 05367P100 $32,423 599,092 SH C SOLE 599,092 AVID TECHNOLOGY INC COM 05367P100 $1,666 30,777 SH SOLE 30,777 AVIGEN INC COM 53690103 $11 3,762 SH SOLE 3,762 AVISTA CORP COM 05379B107 $644 36,813 SH SOLE 36,813 AVNET INC DBCV 2.000% 3/1 053807AL7 $9,263 10,041,000 PRN SOLE 10,041,000 AVNET INC COM 53807103 $590 32,036 SH SOLE 32,036 AVOCENT CORP COM 53893103 $654 25,500 SH C SOLE 25,500 AVOCENT CORP COM 53893103 $221 8,600 SH P SOLE 8,600 AVOCENT CORP COM 53893103 $1 22 SH SOLE 22 AVON PRODS INC COM 54303102 $52,642 1,225,950 SH SOLE 1,225,950 AVON PRODS INC COM 54303102 $4,554 106,064 SH C SOLE 106,064 AVON PRODS INC COM 54303102 $275 6,400 SH P SOLE 6,400 AVX CORP NEW COM 2444107 $37 3,050 SH SOLE 3,050 AWARE INC MASS COM 05453N100 $47 10,748 SH SOLE 10,748 AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB3 $3,794 2,899,000 PRN SOLE 2,899,000 AXCAN PHARMA INC COM 54923107 $349 20,765 SH SOLE 20,765 AXCELIS TECHNOLOGIES INC COM 54540109 $247 33,778 SH SOLE 33,778 AXEDA SYSTEMS INC COM 54959101 $1 3,148 SH SOLE 3,148 AXESSTEL INC COM 05459T101 $82 18,566 SH SOLE 18,566 AXIS CAPITAL HOLDINGS SHS G0692U109 $5,522 204,206 SH SOLE 204,206 AXM PHARMA INC COM 2457109 $4 1,440 SH SOLE 1,440 AXONYX INC COM 05461R101 $10 8,348 SH SOLE 8,348

AXS-ONE INC COM 2458107 $3 793 SH SOLE 793 AXSYS TECHNOLOGIES INC COM 54615109 $15 681 SH SOLE 681 AXT INC COM 00246W103 $4 2,879 SH SOLE 2,879 AZTAR CORP COM 54802103 $2,927 102,500 SH C SOLE 102,500 AZTAR CORP COM 54802103 $2,587 90,589 SH SOLE 90,589 AZZ INC COM 2474104 $1 65 SH SOLE 65 B & G FOODS INC NEW UNIT 99/99/9999 05508R205 $4,059 272,400 SH SOLE 272,400 B A S F A G SPONSORED ADR 55262505 $6,756 95,764 SH SOLE 95,764 B2B INTERNET HOLDRS TR DEPOSTRY RCPT 56033103 $1 203 SH C SOLE 203 BACK YD BURGERS INC COM 05635W101 $6 1,049 SH SOLE 1,049 BACKWEB TECHNOLOGIES LTD ORD M15633106 $1 902 SH SOLE 902 BADGER METER INC COM 56525108 $434 16,359 SH SOLE 16,359 BADGER PAPER MLS INC COM 56543101 $5 1,040 SH SOLE 1,040 BAIRNCO CORP COM 57097107 $16 1,374 SH SOLE 1,374 BAKER HUGHES INC COM 57224107 $20,505 460,900 SH C SOLE 460,900 BAKER HUGHES INC COM 57224107 $13,496 303,345 SH SOLE 303,345 BAKER HUGHES INC COM 57224107 $44 1,000 SH P SOLE 1,000 BAKER MICHAEL CORP COM 57149106 $0 9 SH SOLE 9 BALCHEM CORP COM 57665200 $12 535 SH SOLE 535 BALDOR ELEC CO COM 57741100 $454 17,597 SH SOLE 17,597 BALDWIN & LYONS INC CL B 57755209 $21 806 SH SOLE 806 BALDWIN & LYONS INC CL A 57755100 $4 159 SH SOLE 159 BALL CORP COM 58498106 $9,344 225,267 SH SOLE 225,267 BALLANTYNE OMAHA INC COM 58516105 $2 525 SH SOLE 525 BALLARD PWR SYS INC COM 05858H104 $290 56,182 SH SOLE 56,182 BALLY TOTAL FITNESS HLDG COR COM 05873K108 $68 19,464 SH SOLE 19,464 BANC CORP COM 05944B103 $9 844 SH SOLE 844 BANCFIRST CORP COM 05945F103 $217 3,145 SH SOLE 3,145 BANCO BILBAO VIZCAYA ARGENT SPONSORED ADR 58925108 $39 1,369 SH SOLE 1,369 BANCO DE CHILE SPONSORED ADR 59520106 $50 1,480 SH SOLE 1,480 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 59602201 $727 8,956 SH SOLE 8,956 BANCO LATINOAMERICANO DE EXP CL E P16994132 $1,322 64,701 SH SOLE 64,701

BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 $93 2,801 SH SOLE 2,801 BANCOLOMBIA S A SPON ADR PREF 05968L102 $250 18,700 SH SOLE 18,700 BANCORP INC DEL COM 05969A105 $99 7,092 SH SOLE 7,092 BANCORP RHODE ISLAND INC COM 59690107 $116 3,098 SH SOLE 3,098 BANCORPSOUTH INC COM 59692103 $1,297 62,856 SH SOLE 62,856 BANCORPSOUTH INC COM 59692103 $1,084 52,540 SH C SOLE 52,540 BANCROFT CONV FD INC COM 59695106 $468 26,509 SH SOLE 26,509 BANCTRUST FINANCIAL GP COM 05978R107 $232 11,483 SH SOLE 11,483 BANDAG INC CL A 59815308 $1,014 23,910 SH SOLE 23,910 BANK HAWAII CORP COM 62540109 $9,249 204,344 SH SOLE 204,344 BANK HAWAII CORP COM 62540109 $7,411 163,733 SH C SOLE 163,733 BANK MARIN CORTE MADERA CA COM 63431100 $48 1,295 SH SOLE 1,295 BANK MUTUAL CORP NEW COM 63750103 $1,024 86,674 SH SOLE 86,674 BANK NEW YORK INC COM 64057102 $56,063 1,929,866 SH SOLE 1,929,866 BANK NEW YORK INC COM 64057102 $1,598 55,000 SH C SOLE 55,000 BANK NEW YORK INC COM 64057102 $218 7,500 SH P SOLE 7,500 BANK NOVA SCOTIA HALIFAX COM 64149107 $271 8,302 SH SOLE 8,302 BANK OAKRIDGE NORTH CAROLINA COM 64180102 $26 2,534 SH SOLE 2,534 BANK OF AMERICA CORPORATION COM 60505104 $637,646 14,459,097 SH SOLE 14,459,097 BANK OF AMERICA CORPORATION COM 60505104 $58,451 1,325,422 SH C SOLE 1,325,422 BANK OF AMERICA CORPORATION COM 60505104 $29,613 671,500 SH P SOLE 671,500 BANK OF GRANITE CORP COM 62401104 $665 35,973 SH SOLE 35,973 BANK OF THE OZARKS INC COM 63904106 $19 597 SH SOLE 597 BANK OF WILMINGTON COM 65824104 $76 6,782 SH SOLE 6,782 BANK SOUTH CAROLINA CORP COM 65066102 $15 1,000 SH SOLE 1,000 BANKATLANTIC BANCORP CL A 65908501 $5,254 301,973 SH SOLE 301,973 BANKRATE INC COM 06646V108 $2,270 169,566 SH SOLE 169,566 BANKUNITED FINL CORP CL A 06652B103 $1,518 56,523 SH SOLE 56,523 BANNER CORP COM 06652V109 $160 5,917 SH SOLE 5,917 BANTA CORP COM 66821109 $2,172 50,753 SH SOLE 50,753 BAR HBR BANKSHARES COM 66849100 $5 200 SH SOLE 200 BARBEQUES GALORE LTD SPONSORED ADR 67091108 $21 5,000 SH SOLE 5,000

BARCLAYS PLC ADR 6.74E+207 $17,567 423,914 SH SOLE 423,914 BARD C R INC COM 67383109 $25,691 377,362 SH SOLE 377,362 BARNES & NOBLE INC COM 67774109 $785 22,759 SH SOLE 22,759 BARNES GROUP INC COM 67806109 $1,122 41,298 SH SOLE 41,298 BARNWELL INDS INC COM 68221100 $11 200 SH SOLE 200 BARR PHARMACEUTICALS INC COM 68306109 $2,039 41,760 SH SOLE 41,760 BARRETT BILL CORP COM 06846N104 $114 3,938 SH SOLE 3,938 BARRETT BUSINESS SERVICES IN COM 68463108 $37 1,677 SH SOLE 1,677 BARRICK GOLD CORP COM 67901108 $6,222 259,673 SH SOLE 259,673 BARRICK GOLD CORP COM 67901108 $982 41,000 SH C SOLE 41,000 BARRICK GOLD CORP COM 67901108 $683 28,500 SH P SOLE 28,500 BARRIER THERAPEUTICS INC COM 06850R108 $440 28,404 SH SOLE 28,404 BASSETT FURNITURE INDS INC COM 70203104 $355 18,033 SH SOLE 18,033 BAUSCH & LOMB INC FRNT 8/0 071707AM5 $18,148 12,500,000 PRN SOLE 12,500,000 BAUSCH & LOMB INC COM 71707103 $3,885 53,000 SH P SOLE 53,000 BAUSCH & LOMB INC COM 71707103 $2,214 30,200 SH C SOLE 30,200 BAUSCH & LOMB INC COM 71707103 $1,682 22,953 SH SOLE 22,953 BAXTER INTL INC COM 71813109 $79,073 2,327,047 SH SOLE 2,327,047 BAXTER INTL INC COM 71813109 $8,974 264,100 SH P SOLE 264,100 BAXTER INTL INC COM 71813109 $7,975 234,700 SH C SOLE 234,700 BAXTER INTL INC CORP UNITS 7% 71813406 $1,917 35,604 SH SOLE 35,604 BAY VIEW CAP CORP DEL COM NEW 07262L309 $413 25,774 SH SOLE 25,774 BAYCORP HLDGS CORP COM 72728108 $2 159 SH SOLE 159 BB&T CORP COM 54937107 $82,398 2,108,432 SH C SOLE 2,108,432 BB&T CORP COM 54937107 $16,254 415,919 SH SOLE 415,919 BB&T CORP COM 54937107 $371 9,500 SH P SOLE 9,500 BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 $898 142,600 SH SOLE 142,600 BCE INC COM 05534B109 $3,085 123,462 SH SOLE 123,462 BE AEROSPACE INC COM 73302101 $9,278 773,149 SH SOLE 773,149 BEA SYS INC COM 73325102 $1,888 236,938 SH SOLE 236,938 BEA SYS INC NOTE 4.000%12/1 073325AD4 $210 213,000 PRN SOLE 213,000 BEA SYS INC COM 73325102 $290 36,400 SH P SOLE 36,400

BEA SYS INC COM 73325102 $116 14,600 SH C SOLE 14,600 BEACON POWER CORP COM 73677106 $12 11,373 SH SOLE 11,373 BEACON ROOFING SUPPLY INC COM 73685109 $519 23,735 SH SOLE 23,735 BEAR STEARNS COS INC COM 73902108 $41,976 420,182 SH SOLE 420,182 BEAR STEARNS COS INC COM 73902108 $2,777 27,800 SH P SOLE 27,800 BEAR STEARNS COS INC COM 73902108 $2,767 27,700 SH C SOLE 27,700 BEARINGPOINT INC COM 74002106 $18,776 2,140,935 SH SOLE 2,140,935 BEASLEY BROADCAST GROUP INC CL A 74014101 $38 2,120 SH SOLE 2,120 BEAZER HOMES USA INC COM 07556Q105 $15,282 306,500 SH C SOLE 306,500 BEAZER HOMES USA INC COM 07556Q105 $5,210 104,500 SH P SOLE 104,500 BEAZER HOMES USA INC COM 07556Q105 $223 4,473 SH SOLE 4,473 BEBE STORES INC COM 75571109 $589 17,359 SH SOLE 17,359 BECKMAN COULTER INC COM 75811109 $4,029 60,637 SH SOLE 60,637 BECTON DICKINSON & CO COM 75887109 $17,466 298,966 SH SOLE 298,966 BECTON DICKINSON & CO COM 75887109 $491 8,400 SH C SOLE 8,400 BED BATH & BEYOND INC COM 75896100 $43,843 1,199,865 SH SOLE 1,199,865 BED BATH & BEYOND INC COM 75896100 $1,721 47,100 SH C SOLE 47,100 BED BATH & BEYOND INC COM 75896100 $713 19,500 SH P SOLE 19,500 BEDFORD PPTY INVS INC COM PAR $0.02 76446301 $2,271 104,043 SH SOLE 104,043 BEI TECHNOLOGIES INC COM 05538P104 $150 6,254 SH SOLE 6,254 BEL FUSE INC CL B 77347300 $920 30,348 SH SOLE 30,348 BEL FUSE INC CL A 77347201 $1 34 SH SOLE 34 BELDEN CDT INC COM 77454106 $564 25,399 SH SOLE 25,399 BELL INDS INC COM 78107109 $6 2,120 SH SOLE 2,120 BELL MICROPRODUCTS INC COM 78137106 $2,540 339,633 SH SOLE 339,633 BELLSOUTH CORP COM 79860102 $112,533 4,280,452 SH SOLE 4,280,452 BELLSOUTH CORP COM 79860102 $8,904 338,700 SH P SOLE 338,700 BELLSOUTH CORP COM 79860102 $3,662 139,300 SH C SOLE 139,300 BELMONT BANCORP COM 80162100 $52 8,717 SH SOLE 8,717 BELO CORP COM SER A 80555105 $2,097 86,867 SH SOLE 86,867 BEMIS INC COM 81437105 $5,648 181,490 SH SOLE 181,490 BENCHMARK ELECTRS INC COM 08160H101 $4,584 144,011 SH SOLE 144,011

BENETTON GROUP SPA ADR NEW 81795403 $36 1,875 SH SOLE 1,875 BENIHANA INC CL A 82047200 $35 2,306 SH SOLE 2,306 BENIHANA INC COM 82047101 $13 895 SH SOLE 895 BENNETT ENVIRONMENTAL INC COM 81906109 $3 1,021 SH SOLE 1,021 BENTHOS INC COM 82641101 $59 3,431 SH SOLE 3,431 BENTLEY PHARMACEUTICALS INC COM 82657107 $185 25,080 SH SOLE 25,080 BERKLEY W R CORP COM 84423102 $6,499 131,027 SH SOLE 131,027 BERKSHIRE BANCORP INC DEL COM NEW 84597202 $22 1,096 SH SOLE 1,096 BERKSHIRE HATHAWAY INC DEL CL B 84670207 $35,486 12,425 SH SOLE 12,425 BERKSHIRE HATHAWAY INC DEL CL A 84670108 $0 76 SH SOLE 76 BERKSHIRE HILLS BANCORP INC COM 84680107 $217 6,428 SH SOLE 6,428 BERRY PETE CO CL A 85789105 $2,497 48,541 SH SOLE 48,541 BEST BUY INC SDCV 2.250% 1/1 086516AF8 $4,215 4,127,000 PRN SOLE 4,127,000 BEST BUY INC COM 86516101 $49,151 910,042 SH SOLE 910,042 BEST BUY INC COM 86516101 $18,266 338,200 SH C SOLE 338,200 BEST BUY INC COM 86516101 $18,207 337,100 SH P SOLE 337,100 BEVERLY ENTERPRISES INC COM NEW 87851309 $300 24,197 SH SOLE 24,197 BEVERLY ENTERPRISES INC COM NEW 87851309 $1,362 110,000 SH C SOLE 110,000 BEVERLY HILLS BANCORP DEL COM 87866109 $207 19,293 SH SOLE 19,293 BEXIL CORP COM 88577101 $2 153 SH SOLE 153 BF ENTERPRISES INC COM 55387104 $17 2,010 SH SOLE 2,010 BFC FINL CORP CL A 55384200 $75 7,963 SH SOLE 7,963 BG PLC ADR FIN INST N 55434203 $3,130 79,437 SH SOLE 79,437 BIG 5 SPORTING GOODS CORP COM 08915P101 $2,841 115,017 SH SOLE 115,017 BIG DOG HLDGS INC COM 89128102 $7 1,102 SH SOLE 1,102 BIG LOTS INC COM 89302103 $3,025 251,696 SH SOLE 251,696 BIMINI MTG MGMT INC CL A 09031E400 $2,643 190,809 SH SOLE 190,809 BINDVIEW DEV CORP COM 90327107 $5 1,613 SH SOLE 1,613 BIO IMAGING TECHNOLOGIES INC COM 09056N103 $15 4,992 SH SOLE 4,992 BIO RAD LABS INC CL A 90572207 $82 1,678 SH SOLE 1,678 BIO RAD LABS INC CL B 90572108 $12 250 SH SOLE 250 BIOANALYTICAL SYS INC COM 09058M103 $1 132 SH SOLE 132

BIOCRYST PHARMACEUTICALS COM 09058V103 $47 10,186 SH SOLE 10,186 BIODELIVERY SCIENCES INTL IN COM 09060J106 $2 581 SH SOLE 581 BIOENVISION INC COM 09059N100 $247 42,891 SH SOLE 42,891 BIOGEN IDEC INC COM 09062X103 $38,241 1,108,100 SH C SOLE 1,108,100 BIOGEN IDEC INC COM 09062X103 $36,003 1,043,273 SH SOLE 1,043,273 BIOGEN IDEC INC COM 09062X103 $31,528 913,600 SH P SOLE 913,600 BIOJECT MED TECH INC COM NEW 09059T206 $0 115 SH SOLE 115 BIOLASE TECHNOLOGY INC COM 90911108 $116 13,621 SH SOLE 13,621 BIOMARIN PHARMACEUTICAL INC NOTE 3.500% 6/1 09061GAB7 $5,811 6,867,000 PRN SOLE 6,867,000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 $6,930 1,345,705 SH SOLE 1,345,705 BIOMARIN PHARMACEUTICAL INC COM 09061G101 $2,678 520,000 SH C SOLE 520,000 BIOMED REALTY TRUST INC COM 09063H107 $237 11,528 SH SOLE 11,528 BIOMET INC COM 90613100 $21,883 602,848 SH SOLE 602,848 BIOMET INC COM 90613100 $770 21,200 SH P SOLE 21,200 BIOMET INC COM 90613100 $523 14,400 SH C SOLE 14,400 BIOMIRA INC COM 09161R106 $48 25,893 SH SOLE 25,893 BIOPURE CORP CL A 09065H105 $0 700 SH SOLE 700 BIOPURE CORP CL A 09065H105 $0 23 SH C SOLE 23 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 $529 38,033 SH SOLE 38,033 BIOSCRIP INC COM 09069N108 $95 15,676 SH SOLE 15,676 BIOSITE INC COM 90945106 $5,005 96,200 SH C SOLE 96,200 BIOSITE INC COM 90945106 $1,397 26,856 SH SOLE 26,856 BIOSITE INC COM 90945106 $1,285 24,700 SH P SOLE 24,700 BIOSOURCE INTL INC COM 09066H104 $11 1,464 SH SOLE 1,464 BIOSPHERE MEDICAL INC COM 09066V103 $8 1,955 SH SOLE 1,955 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 $20 142 SH SOLE 142 BIOTIME INC COM 09066L105 $0 315 SH SOLE 315 BIOVAIL CORP COM 09067J109 $3,870 256,642 SH SOLE 256,642 BIOVAIL CORP COM 09067J109 $2,407 159,605 SH P SOLE 159,605 BIOVAIL CORP COM 09067J109 $792 52,500 SH C SOLE 52,500 BIOVERIS CORP COM 90676107 $10 1,884 SH SOLE 1,884 BISYS GROUP INC COM 55472104 $446 28,436 SH SOLE 28,436

BITSTREAM INC CL A 91736108 $73 24,069 SH SOLE 24,069 BIW LTD COM 05547U102 $11 547 SH SOLE 547 BJ SVCS CO NOTE 0.500% 4/2 055482AF0 $12,685 15,469,000 PRN SOLE 15,469,000 BJ SVCS CO COM 55482103 $21,591 416,168 SH SOLE 416,168 BJ SVCS CO COM 55482103 $2,734 52,700 SH P SOLE 52,700 BJ SVCS CO COM 55482103 $1,359 26,200 SH C SOLE 26,200 BJS RESTAURANTS INC COM 09180C106 $566 29,180 SH SOLE 29,180 BJS WHOLESALE CLUB INC COM 05548J106 $4,659 150,000 SH P SOLE 150,000 BJS WHOLESALE CLUB INC COM 05548J106 $3,472 111,781 SH SOLE 111,781 BJS WHOLESALE CLUB INC COM 05548J106 $6 200 SH C SOLE 200 BKF CAP GROUP INC COM 05548G102 $262 6,555 SH SOLE 6,555 BLACK & DECKER CORP COM 91797100 $26,596 336,701 SH SOLE 336,701 BLACK BOX CORP DEL COM 91826107 $711 19,010 SH C SOLE 19,010 BLACK BOX CORP DEL COM 91826107 $70 1,881 SH SOLE 1,881 BLACK HILLS CORP COM 92113109 $648 19,580 SH SOLE 19,580 BLACKBAUD INC COM 09227Q100 $25 1,992 SH SOLE 1,992 BLACKBOARD INC COM 91935502 $528 30,294 SH SOLE 30,294 BLACKROCK ADVANTAGE TERM TR COM 09247A101 $327 31,741 SH SOLE 31,741 BLACKROCK BROAD INVT GRD 200 COM 09247Q106 $1,473 93,871 SH SOLE 93,871 BLACKROCK CA INS MUN INC TR COM 92484104 $10 735 SH SOLE 735 BLACKROCK CA INSD MUN 2008 T COM 09247G108 $53 3,300 SH SOLE 3,300 BLACKROCK CA MUN INCOME TR I COM 09249S100 $35 2,528 SH SOLE 2,528 BLACKROCK CA MUNI 2018 TERM COM 09249C105 $43 3,000 SH SOLE 3,000 BLACKROCK CA MUNICIPAL BOND COM 09249J100 $6 428 SH SOLE 428 BLACKROCK CALIF INVT QUALITY COM 09247U107 $13 932 SH SOLE 932 BLACKROCK CALIF MUN INCOME T SH BEN INT 9.25E+105 $106 7,766 SH SOLE 7,766 BLACKROCK CORE BD TR SHS BEN INT 9.25E+104 $57 4,267 SH SOLE 4,267 BLACKROCK DIVID ACHIEVRS TM COM 09250N107 $663 46,291 SH SOLE 46,291 BLACKROCK FL INS MUN INC TR COM 09250G102 $14 1,000 SH SOLE 1,000 BLACKROCK FL INSD MUN 2008 T COM 09247H106 $133 8,585 SH SOLE 8,585 BLACKROCK FL MUNICIPAL BOND COM 09249K107 $6 409 SH SOLE 409 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 $44 3,000 SH SOLE 3,000

BLACKROCK GLBL ENRGY & RES T COM 09250U101 $472 19,575 SH SOLE 19,575 BLACKROCK GLOBAL FLG INC TR COM 91941104 $364 20,000 SH SOLE 20,000 BLACKROCK HIGH YIELD TR SH BEN INT 09248N102 $5 585 SH SOLE 585 BLACKROCK INC CL A 09247X101 $4,183 55,821 SH SOLE 55,821 BLACKROCK INCOME OPP TRUST I COM 92475102 $210 19,319 SH SOLE 19,319 BLACKROCK INCOME TR INC COM 09247F100 $666 93,826 SH SOLE 93,826 BLACKROCK INSD MUN 2008 TRM COM 09247K109 $1,191 75,579 SH SOLE 75,579 BLACKROCK INSD MUN TERM TR I COM 92474105 $123 11,200 SH SOLE 11,200 BLACKROCK INVT QUALITY MUN T COM 09247D105 $369 24,614 SH SOLE 24,614 BLACKROCK LTD DURATION INC T COM SHS 09249W101 $682 36,850 SH SOLE 36,850 BLACKROCK MD MUNICIPAL BOND COM 09249L105 $14 920 SH SOLE 920 BLACKROCK MUN 2020 TERM TR COM SHS 09249X109 $351 23,264 SH SOLE 23,264 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 $100 7,084 SH SOLE 7,084 BLACKROCK MUN TARGET TERM TR COM 09247M105 $365 35,822 SH SOLE 35,822 BLACKROCK MUNI 2018 TERM TR COM 09248C106 $41 2,764 SH SOLE 2,764 BLACKROCK MUNI INCOME TR II COM 09249N101 $1,454 104,666 SH SOLE 104,666 BLACKROCK MUNICIPAL BOND TR COM 09249H104 $13 905 SH SOLE 905 BLACKROCK N J MUN INCOME TR SH BEN INT 09248J101 $154 10,875 SH SOLE 10,875 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 $508 35,771 SH SOLE 35,771 BLACKROCK NJ INVT QUALITY MU COM 09247C107 $7 485 SH SOLE 485 BLACKROCK NY INS MUN INC TR COM 09249U105 $7 489 SH SOLE 489 BLACKROCK NY INSD MUN 2008 T COM 09247L107 $84 5,451 SH SOLE 5,451 BLACKROCK NY MUN INCOME TR I COM 09249R102 $8 566 SH SOLE 566 BLACKROCK NY MUNICIPAL BOND COM 09249P106 $185 13,005 SH SOLE 13,005 BLACKROCK PA STRATEGIC MUN T COM 09248R103 $25 1,700 SH SOLE 1,700 BLACKROCK PFD OPPORTUNITY TR COM SHS 09249V103 $66 2,800 SH SOLE 2,800 BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 $631 43,839 SH SOLE 43,839 BLACKROCK STRTGC BOND TR COM 09249G106 $21 1,500 SH SOLE 1,500 BLACKROCK VA MUNICIPAL BOND COM 92481100 $3 210 SH SOLE 210 BLAIR CORP COM 92828102 $235 7,113 SH SOLE 7,113 BLDRS INDEX FDS TR DEV MK 100 ADR 09348R201 $274 4,120 SH SOLE 4,120 BLDRS INDEX FDS TR ASIA 50 ADR 09348R102 $261 3,818 SH SOLE 3,818

BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 $55 650 SH SOLE 650 BLDRS INDEX FDS TR EUR 100 ADR 09348R409 $23 335 SH SOLE 335 BLOCK H & R INC COM 93671105 $16,173 319,747 SH SOLE 319,747 BLOCK H & R INC COM 93671105 $2,468 48,800 SH C SOLE 48,800 BLOCK H & R INC COM 93671105 $2,190 43,300 SH P SOLE 43,300 BLOCKBUSTER INC CL B 93679207 $10,067 1,204,149 SH SOLE 1,204,149 BLOCKBUSTER INC CL A 93679108 $936 106,009 SH SOLE 106,009 BLONDER TONGUE LABS INC COM 93698108 $2 514 SH SOLE 514 BLOUNT INTL INC NEW COM 95180105 $409 24,091 SH SOLE 24,091 BLUE CHIP VALUE FD INC COM 95333100 $7 1,061 SH SOLE 1,061 BLUE COAT SYSTEMS INC COM NEW 09534T508 $19 810 SH SOLE 810 BLUE DOLPHIN ENERGY CO COM NEW 95395208 $1 186 SH SOLE 186 BLUE MARTINI SOFTWARE INC COM NEW 95698502 $0 14 SH SOLE 14 BLUE NILE INC COM 09578R103 $345 12,469 SH SOLE 12,469 BLUE NILE INC COM 09578R103 $138 5,000 SH C SOLE 5,000 BLUE RIV BANCSHARES INC COM 09602P107 $201 39,636 SH SOLE 39,636 BLUE SQUARE - ISRAEL LTD SPONSORED ADR 96055108 $8 866 SH SOLE 866 BLUEFLY INC COM 96227103 $0 100 SH SOLE 100 BLUEGREEN CORP COM 96231105 $426 33,180 SH SOLE 33,180 BLUELINX HLDGS INC COM 09624H109 $80 5,923 SH SOLE 5,923 BLUEPHOENIX SOLUTIONS LTD SHS M20157109 $9 2,059 SH SOLE 2,059 BLYTH INC COM 09643P108 $103 3,223 SH SOLE 3,223 BMC SOFTWARE INC COM 55921100 $5,019 334,600 SH C SOLE 334,600 BMC SOFTWARE INC COM 55921100 $3,712 247,435 SH SOLE 247,435 BMC SOFTWARE INC COM 55921100 $60 4,000 SH P SOLE 4,000 BNP RESIDENTIAL PPTYS INC COM 05564T103 $27 1,675 SH SOLE 1,675 BOARDWALK BANK NJ COM 96611108 $14 816 SH SOLE 816 BOARDWALK BANK NJ *W EXP 12/31/200 96611116 $3 446 SH SOLE 446 BOB EVANS FARMS INC COM 96761101 $1,241 52,937 SH SOLE 52,937 BOE FINL SVCS VA INC COM 05564W106 $49 1,486 SH SOLE 1,486 BOEING CO COM 97023105 $80,640 1,379,411 SH SOLE 1,379,411 BOEING CO COM 97023105 $9,874 168,896 SH C SOLE 168,896

BOEING CO COM 97023105 $6,571 112,400 SH P SOLE 112,400 BOFI HLDG INC COM 05566U108 $8 673 SH SOLE 673 BOK FINL CORP COM NEW 05561Q201 $264 6,485 SH SOLE 6,485 BOLT TECHNOLOGY CORP COM 97698104 $128 20,000 SH SOLE 20,000 BOMBAY CO INC COM 97924104 $194 36,668 SH SOLE 36,668 BOMBAY CO INC COM 97924104 $21 4,000 SH C SOLE 4,000 BONE CARE INTL INC COM 98072101 $343 13,210 SH SOLE 13,210 BON-TON STORES INC COM 09776J101 $2,304 127,343 SH SOLE 127,343 BOOKHAM INC COM 9.86E+108 $5 1,538 SH C SOLE 1,538 BOOKHAM INC COM 9.86E+108 $0 1 SH SOLE 1 BOOKS-A-MILLION INC COM 98570104 $67 7,384 SH SOLE 7,384 BORDERS GROUP INC COM 99709107 $473 17,783 SH SOLE 17,783 BORG WARNER INC COM 99724106 $17,943 368,586 SH SOLE 368,586 BORLAND SOFTWARE CORP COM 99849101 $347 42,753 SH SOLE 42,753 BOS BETTER ONLINE SOLUTIONS SHS NEW M20115131 $6 2,195 SH SOLE 2,195 BOSTON BEER INC CL A 100557107 $264 12,066 SH SOLE 12,066 BOSTON COMMUNICATIONS GROUP COM 100582105 $1,116 156,779 SH SOLE 156,779 BOSTON LIFE SCIENCES INC COM PAR $0.01 100843705 $4 1,577 SH SOLE 1,577 BOSTON PRIVATE FINL HLDGS IN COM 101119105 $197 8,284 SH SOLE 8,284 BOSTON PROPERTIES INC COM 101121101 $15,094 250,612 SH SOLE 250,612 BOSTON SCIENTIFIC CORP COM 101137107 $62,293 2,126,754 SH SOLE 2,126,754 BOSTON SCIENTIFIC CORP COM 101137107 $36,920 1,260,500 SH C SOLE 1,260,500 BOSTON SCIENTIFIC CORP COM 101137107 $10,234 349,400 SH P SOLE 349,400 BOTTOMLINE TECH DEL INC COM 101388106 $59 4,500 SH SOLE 4,500 BOULDER GROWTH & INCOME FD I COM 101507101 $5 677 SH SOLE 677 BOULDER TOTAL RETURN FD INC COM 101541100 $23 1,290 SH SOLE 1,290 BOWATER INC COM 102183100 $40,458 1,074,000 SH P SOLE 1,074,000 BOWATER INC COM 102183100 $2,681 71,161 SH SOLE 71,161 BOWATER INC COM 102183100 $275 7,300 SH C SOLE 7,300 BOWL AMER INC CL A 102565108 $3 204 SH SOLE 204 BOWNE & CO INC COM 103043105 $647 43,019 SH C SOLE 43,019 BOWNE & CO INC COM 103043105 $136 9,050 SH SOLE 9,050

BOYD GAMING CORP COM 103304101 $3,702 70,983 SH SOLE 70,983 BOYDS COLLECTION LTD COM 103354106 $3 1,122 SH SOLE 1,122 BOYKIN LODGING CO COM 103430104 $1,026 107,675 SH SOLE 107,675 BP PRUDHOE BAY RTY TR UNIT BEN INT 55630107 $499 7,148 SH SOLE 7,148 BRADLEY PHARMACEUTICALS INC COM 104576103 $227 23,709 SH SOLE 23,709 BRADLEY PHARMACEUTICALS INC COM 104576103 $123 12,900 SH P SOLE 12,900 BRADLEY PHARMACEUTICALS INC COM 104576103 $45 4,700 SH C SOLE 4,700 BRADY CORP CL A 104674106 $658 20,327 SH SOLE 20,327 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 $2,035 71,650 SH SOLE 71,650 BRANTLEY CAP CORP COM 105494108 $23 1,967 SH SOLE 1,967 BRASCAN CORP CL A LTD VT SH 10549P606 $2,001 53,000 SH SOLE 53,000 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 $3,516 107,687 SH SOLE 107,687 BRASIL TELECOM SA SPONS ADR PFD 10553M101 $52 4,275 SH SOLE 4,275 BRASKEM S A SP ADR PFD A 105532105 $273 6,749 SH SOLE 6,749 BRAZILIAN EQUITY FD INC COM 105884100 $7 707 SH SOLE 707 BRE PROPERTIES INC CL A 5.56E+109 $6,654 188,485 SH SOLE 188,485 BRIDGE CAP HLDGS COM 108030107 $18 1,250 SH SOLE 1,250 BRIDGE STR FINL INC COM 10805U109 $21 1,243 SH SOLE 1,243 BRIDGFORD FOODS CORP COM 108763103 $26 2,900 SH SOLE 2,900 BRIGGS & STRATTON CORP COM 109043109 $2,193 60,236 SH SOLE 60,236 BRIGHAM EXPLORATION CO COM 109178103 $197 21,300 SH SOLE 21,300 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 $277 8,200 SH SOLE 8,200 BRIGHTPOINT INC COM NEW 109473405 $1,582 84,472 SH SOLE 84,472 BRILLIAN CORP COM 10949P107 $1 311 SH SOLE 311 BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 $30 1,700 SH SOLE 1,700 BRINKER INTL INC COM 109641100 $173 4,777 SH SOLE 4,777 BRINKS CO COM 109696104 $1,765 50,999 SH SOLE 50,999 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 $99,060 99,570,000 PRN SOLE 99,570,000 BRISTOL MYERS SQUIBB CO COM 110122108 $129,343 5,080,238 SH SOLE 5,080,238 BRISTOL MYERS SQUIBB CO COM 110122108 $26,346 1,034,799 SH C SOLE 1,034,799 BRISTOL MYERS SQUIBB CO COM 110122108 $15,294 600,700 SH P SOLE 600,700 BRISTOL WEST HLDGS INC COM 11037M105 $325 20,976 SH SOLE 20,976

BRITESMILE INC COM NEW 110415205 $1 220 SH SOLE 220 BRITISH SKY BROADCASTING GRO SPONSORED ADR 111013108 $61 1,389 SH SOLE 1,389 BRITTON & KOONTZ CAP CORP COM 111091104 $33 1,775 SH SOLE 1,775 BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P104 $6 400 SH SOLE 400 BROADCOM CORP CL A 111320107 $19,912 665,508 SH SOLE 665,508 BROADCOM CORP CL A 111320107 $12,659 423,100 SH P SOLE 423,100 BROADCOM CORP CL A 111320107 $4,018 134,300 SH C SOLE 134,300 BROADVISION INC COM NEW 111412607 $4 2,263 SH SOLE 2,263 BROADWING CORP COM 1.12E+105 $202 48,681 SH SOLE 48,681 BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB4 $9,627 10,067,000 PRN SOLE 10,067,000 BROCADE COMMUNICATIONS SYS I COM 111621108 $2,044 345,292 SH SOLE 345,292 BROCADE COMMUNICATIONS SYS I COM 111621108 $1,215 205,200 SH C SOLE 205,200 BROCADE COMMUNICATIONS SYS I COM 111621108 $836 141,200 SH P SOLE 141,200 BROOKE CORP COM 112502109 $4 352 SH SOLE 352 BROOKFIELD HOMES CORP COM 112723101 $22,376 530,115 SH SOLE 530,115 BROOKFIELD PPTYS CORP COM 112900105 $8,535 221,687 SH SOLE 221,687 BROOKLINE BANCORP INC DEL COM 11373M107 $343 23,050 SH SOLE 23,050 BROOKS AUTOMATION INC COM 114340102 $352 23,214 SH SOLE 23,214 BROOKSTONE INC COM 114537103 $29 1,783 SH SOLE 1,783 BROOKTROUT INC COM 114580103 $666 59,156 SH SOLE 59,156 BROWN & BROWN INC COM 115236101 $226 4,895 SH SOLE 4,895 BROWN FORMAN CORP CL B 115637209 $13,348 243,794 SH SOLE 243,794 BROWN SHOE INC NEW COM 115736100 $1,805 52,666 SH SOLE 52,666 BRT RLTY TR SH BEN INT NEW 55645303 $36 1,692 SH SOLE 1,692 BRUKER BIOSCIENCES CORP COM 116794108 $65 18,447 SH SOLE 18,447 BRUNSWICK CORP COM 117043109 $5,886 125,642 SH SOLE 125,642 BRUSH ENGINEERED MATLS INC COM 117421107 $156 8,173 SH SOLE 8,173 BRYN MAWR BK CORP COM 117665109 $348 17,020 SH SOLE 17,020 BTU INTL INC COM 56032105 $6 1,827 SH SOLE 1,827 BUCA INC COM 117769109 $16 2,498 SH SOLE 2,498 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 $2,393 52,434 SH SOLE 52,434 BUCKEYE TECHNOLOGIES INC COM 118255108 $560 51,850 SH SOLE 51,850

BUCKLE INC COM 118440106 $30 866 SH SOLE 866 BUCYRUS INTL INC NEW CL A 118759109 $1 19 SH SOLE 19 BUFFALO WILD WINGS INC COM 119848109 $1,483 39,198 SH SOLE 39,198 BUHRMANN N V SPONSORED ADR 12007Q100 $3 310 SH SOLE 310 BUILD A BEAR WORKSHOP COM 120076104 $46 1,513 SH SOLE 1,513 BUILDING MATLS HLDG CORP COM 120113105 $2,117 47,589 SH SOLE 47,589 BUNGE LIMITED COM G16962105 $5,224 96,949 SH SOLE 96,949 BUNGE LIMITED COM G16962105 $2,694 50,000 SH C SOLE 50,000 BUNGE LIMITED COM G16962105 $2,155 40,000 SH P SOLE 40,000 BUNZL PUB LTD CO SPONSORED ADR 120738307 $7,648 154,005 SH SOLE 154,005 BURLINGTON COAT FACTORY COM 121579106 $1,606 55,968 SH SOLE 55,968 BURLINGTON NORTHN SANTA FE C COM 12189T104 $49,035 909,232 SH SOLE 909,232 BURLINGTON NORTHN SANTA FE C COM 12189T104 $2,157 40,000 SH P SOLE 40,000 BURLINGTON RES INC COM 122014103 $66,283 1,323,797 SH SOLE 1,323,797 BURLINGTON RES INC COM 122014103 $33,041 659,900 SH P SOLE 659,900 BURLINGTON RES INC COM 122014103 $4,406 88,000 SH C SOLE 88,000 BUTLER INTL INC NEW COM 123649105 $13 2,616 SH SOLE 2,616 C & F FINL CORP COM 12466Q104 $2 56 SH SOLE 56 C COR INC COM 125010108 $173 28,435 SH SOLE 28,435 C D I CORP COM 125071100 $271 12,238 SH SOLE 12,238 C D W CORP COM 12512N105 $3,956 69,800 SH C SOLE 69,800 C D W CORP COM 12512N105 $3,693 65,148 SH SOLE 65,148 C D W CORP COM 12512N105 $896 15,800 SH P SOLE 15,800 C H ROBINSON WORLDWIDE INC COM 12541W100 $3,801 73,769 SH SOLE 73,769 C&D TECHNOLOGIES INC COM 124661109 $2,148 213,704 SH SOLE 213,704 CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 126797208 $141 5,700 SH SOLE 5,700 CABELAS INC COM 126804301 $274 13,278 SH SOLE 13,278 CABELTEL INTL CORP COM 12681Y106 $2 404 SH SOLE 404 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 $10 1,344 SH SOLE 1,344 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $56,904 2,028,650 SH SOLE 2,028,650 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $27,004 962,700 SH P SOLE 962,700 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $11,338 404,200 SH C SOLE 404,200

CABOT CORP COM 127055101 $3,408 101,940 SH SOLE 101,940 CABOT MICROELECTRONICS CORP COM 12709P103 $1,160 36,959 SH SOLE 36,959 CABOT MICROELECTRONICS CORP COM 12709P103 $502 16,000 SH C SOLE 16,000 CABOT MICROELECTRONICS CORP COM 12709P103 $182 5,800 SH P SOLE 5,800 CABOT OIL & GAS CORP COM 127097103 $2,164 39,245 SH SOLE 39,245 CACHE INC COM NEW 127150308 $61 4,499 SH SOLE 4,499 CACI INTL INC CL A 127190304 $5,580 101,037 SH SOLE 101,037 CADBURY SCHWEPPES PLC ADR 127209302 $4,796 117,833 SH SOLE 117,833 CADENCE DESIGN SYSTEM INC COM 127387108 $863 57,693 SH SOLE 57,693 CADENCE DESIGN SYSTEM INC COM 127387108 $354 23,700 SH C SOLE 23,700 CADENCE DESIGN SYSTEM INC COM 127387108 $326 21,800 SH P SOLE 21,800 CADMUS COMMUNICATIONS CORP COM 127587103 $46 3,289 SH SOLE 3,289 CAE INC COM 124765108 $2,585 522,278 SH SOLE 522,278 CAESARS ENTMT INC COM 127687101 $39,804 2,011,302 SH SOLE 2,011,302 CAESARS ENTMT INC COM 127687101 $501 25,300 SH C SOLE 25,300 CAESARS ENTMT INC COM 127687101 $210 10,600 SH P SOLE 10,600 CAL DIVE INTL INC COM 127914109 $28,772 635,151 SH C SOLE 635,151 CAL DIVE INTL INC COM 127914109 $1,146 25,293 SH SOLE 25,293 CAL MAINE FOODS INC COM NEW 128030202 $316 40,164 SH SOLE 40,164 CALAMOS ASSET MGMT INC CL A 12811R104 $5,448 202,365 SH SOLE 202,365 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 $996 65,105 SH SOLE 65,105 CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 $1,952 106,301 SH SOLE 106,301 CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 $2,495 187,424 SH SOLE 187,424 CALAMP CORP COM 128126109 $253 41,643 SH SOLE 41,643 CALAVO GROWERS INC COM 128246105 $16 1,527 SH SOLE 1,527 CALCASIEU REAL ESTATE & OIL COM NEW 128685203 $5 350 SH SOLE 350 CALGON CARBON CORP COM 129603106 $373 43,656 SH SOLE 43,656 CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 $126 4,832 SH SOLE 4,832 CALIFORNIA FIRST NTNL BANCOR COM 130222102 $25 2,006 SH SOLE 2,006 CALIFORNIA MICRO DEVICES COR COM 130439102 $1 112 SH SOLE 112 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 $1,383 58,989 SH SOLE 58,989 CALIFORNIA WTR SVC GROUP COM 130788102 $851 25,502 SH SOLE 25,502

CALIPER LIFE SCIENCES INC COM 130872104 $298 46,271 SH SOLE 46,271 CALLAWAY GOLF CO COM 131193104 $1,274 99,538 SH SOLE 99,538 CALLIDUS SOFTWARE INC COM 13123E500 $116 28,829 SH SOLE 28,829 CALLISTO PHARMACEUTICALS NEW COM 1312EM104 $2 1,420 SH SOLE 1,420 CALLON PETE CO DEL COM 13123X102 $226 14,563 SH SOLE 14,563 CALLON PETE CO DEL PFD A CV EXCH 13123X201 $28 778 SH SOLE 778 CALLWAVE INC DEL COM 13126N101 $2 354 SH SOLE 354 CALPINE CORP NOTE 6.000% 9/3 131347BM7 $2,953 3,500,000 PRN SOLE 3,500,000 CALPINE CORP COM 131347106 $4,724 1,686,997 SH SOLE 1,686,997 CALPINE CORP COM 131347106 $2,716 970,000 SH C SOLE 970,000 CALPINE CORP COM 131347106 $970 346,500 SH P SOLE 346,500 CALYPTE BIOMEDICAL CORP COM NEW 131722605 $1 2,555 SH SOLE 2,555 CAMBIOR INC COM 13201L103 $11 4,913 SH SOLE 4,913 CAMBREX CORP COM 132011107 $233 10,931 SH SOLE 10,931 CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 132148107 $37 2,983 SH SOLE 2,983 CAMBRIDGE DISPLAY TECH INC COM 132193103 $17 2,107 SH SOLE 2,107 CAMDEN NATL CORP COM 133034108 $812 22,968 SH SOLE 22,968 CAMDEN PPTY TR SH BEN INT 133131102 $5,954 126,596 SH SOLE 126,596 CAMECO CORP COM 13321L108 $6,960 157,327 SH SOLE 157,327 CAMPBELL SOUP CO COM 134429109 $35,511 1,223,690 SH SOLE 1,223,690 CAMPBELL SOUP CO COM 134429109 $7,406 255,200 SH C SOLE 255,200 CAMPBELL SOUP CO COM 134429109 $52 1,800 SH P SOLE 1,800 CAMTEK LTD ORD M20791105 $8 2,301 SH SOLE 2,301 CANADA SOUTHN PETE LTD COM 135231108 $164 20,407 SH SOLE 20,407 CANADIAN NAT RES LTD COM 136385101 $4,688 82,500 SH C SOLE 82,500 CANADIAN NAT RES LTD COM 136385101 $1,223 21,525 SH SOLE 21,525 CANADIAN NATL RY CO COM 136375102 $14,680 231,867 SH SOLE 231,867 CANADIAN PAC RY LTD COM 13645T100 $3,392 94,299 SH SOLE 94,299 CANADIAN SUPERIOR ENERGY INC COM 136644101 $33 19,000 SH SOLE 19,000 CANARGO ENERGY CORP COM 137225108 $0 60 SH SOLE 60 CANCERVAX CORP COM 13738Y107 $335 50,807 SH SOLE 50,807 CANDELA CORP COM 136907102 $97 10,888 SH SOLE 10,888

CANDIES INC COM 137409108 $4,978 1,082,119 SH SOLE 1,082,119 CANON INC ADR 138006309 $3,499 65,271 SH SOLE 65,271 CANTEL MEDICAL CORP COM 138098108 $28 975 SH SOLE 975 CANTERBURY PARK HOLDING CORP COM 1.38E+105 $66 3,850 SH SOLE 3,850 CANWEST GLOBAL COMMUNICATION SHS NON VTG 138906300 $14 1,176 SH SOLE 1,176 CANYON RESOURCES CORP COM NEW 138869300 $0 11 SH SOLE 11 CAP ROCK ENERGY CORP COM 13910R102 $6 249 SH SOLE 249 CAPITAL & INCM STRTGS FD INC COM 13971Y103 $16 920 SH SOLE 920 CAPITAL ALLIANCE INCM TR REI COM NEW 13971R306 $3 213 SH SOLE 213 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 $305 9,198 SH SOLE 9,198 CAPITAL BK CORP COM 139793103 $0 29 SH SOLE 29 CAPITAL CITY BK GROUP INC COM 139674105 $41 1,000 SH SOLE 1,000 CAPITAL CORP OF THE WEST COM 140065103 $306 6,581 SH SOLE 6,581 CAPITAL CROSSING BK COM 140071101 $296 8,984 SH SOLE 8,984 CAPITAL LEASE FDG INC COM 140288101 $188 17,037 SH SOLE 17,037 CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H204 $125,974 2,491,572 SH SOLE 2,491,572 CAPITAL ONE FINL CORP COM 14040H105 $15,559 208,092 SH SOLE 208,092 CAPITAL ONE FINL CORP COM 14040H105 $5,772 77,200 SH C SOLE 77,200 CAPITAL ONE FINL CORP COM 14040H105 $2,587 34,600 SH P SOLE 34,600 CAPITAL PPTYS INC R I COM 140430109 $4 200 SH SOLE 200 CAPITAL SOUTHWEST CORP COM 140501107 $181 2,288 SH SOLE 2,288 CAPITAL SR LIVING CORP COM 140475104 $50 8,883 SH SOLE 8,883 CAPITAL TITLE GROUP INC COM 140919101 $76 12,318 SH SOLE 12,318 CAPITAL TRUST INC MD CL A NEW 14052H506 $144 4,333 SH SOLE 4,333 CAPITALSOURCE INC DBCV 3.500% 7/1 14055XAD4 $12,281 12,500,000 PRN SOLE 12,500,000 CAPITALSOURCE INC COM 14055X102 $442 19,205 SH SOLE 19,205 CAPITOL BANCORP LTD COM 14056D105 $63 2,085 SH SOLE 2,085 CAPITOL FED FINL COM 14057C106 $45 1,307 SH SOLE 1,307 CAPSTEAD MTG CORP COM NO PAR 14067E506 $81 9,476 SH SOLE 9,476 CAPSTEAD MTG CORP PFD B CV $1.26 14067E308 $65 5,154 SH SOLE 5,154 CAPSTONE TURBINE CORP COM 14067D102 $97 62,277 SH SOLE 62,277 CAPTARIS INC COM 14071N104 $120 29,528 SH SOLE 29,528

CAPTIVA SOFTWARE CORP DEL COM 14073T109 $108 10,000 SH SOLE 10,000 CARACO PHARMACEUTICAL LABS L COM 14075T107 $8 978 SH SOLE 978 CARAUSTAR INDS INC COM 140909102 $597 46,284 SH SOLE 46,284 CARBO CERAMICS INC COM 140781105 $2,772 39,522 SH SOLE 39,522 CARDERO RES CORP COM 14140U105 $12 4,000 SH SOLE 4,000 CARDIAC SCIENCE INC COM NEW 141410209 $56 49,062 SH SOLE 49,062 CARDIMA INC COM 14147M106 $4 11,638 SH SOLE 11,638 CARDINAL FINL CORP COM 14149F109 $2,216 240,922 SH SOLE 240,922 CARDINAL HEALTH INC COM 14149Y108 $97,672 1,750,400 SH C SOLE 1,750,400 CARDINAL HEALTH INC COM 14149Y108 $94,090 1,686,200 SH P SOLE 1,686,200 CARDINAL HEALTH INC COM 14149Y108 $24,546 439,891 SH SOLE 439,891 CARDINAL STATE BANK DURHAM N COM 141546101 $4 283 SH SOLE 283 CARDIODYNAMICS INTL CORP COM 141597104 $172 59,008 SH SOLE 59,008 CARDIOME PHARMA CORP COM NEW 14159U202 $180 29,028 SH SOLE 29,028 CARDIOTECH INTL INC COM 14160C100 $6 3,045 SH SOLE 3,045 CAREER EDUCATION CORP COM 141665109 $4,724 137,900 SH P SOLE 137,900 CAREER EDUCATION CORP COM 141665109 $3,065 89,458 SH SOLE 89,458 CAREER EDUCATION CORP COM 141665109 $1,925 56,200 SH C SOLE 56,200 CAREMARK RX INC COM 141705103 $46,249 1,162,627 SH SOLE 1,162,627 CAREMARK RX INC COM 141705103 $1,162 29,200 SH P SOLE 29,200 CAREMARK RX INC COM 141705103 $939 23,600 SH C SOLE 23,600 CARLISLE COS INC COM 142339100 $2,512 36,000 SH C SOLE 36,000 CARLISLE COS INC COM 142339100 $296 4,243 SH SOLE 4,243 CARLISLE HLDGS LTD ORD P21277101 $27 4,002 SH SOLE 4,002 CARMAX INC COM 143130102 $3,131 99,411 SH SOLE 99,411 CARMAX INC COM 143130102 $101 3,200 SH P SOLE 3,200 CARMAX INC COM 143130102 $63 2,000 SH C SOLE 2,000 CARMIKE CINEMAS INC COM 143436400 $475 12,742 SH SOLE 12,742 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 $68,777 88,602,000 PRN SOLE 88,602,000 CARNIVAL CORP NOTE 10/2 143658AS1 $27,635 32,041,000 PRN SOLE 32,041,000 CARNIVAL CORP PAIRED CTF 143658300 $178,916 3,453,308 SH SOLE 3,453,308 CARNIVAL CORP PAIRED CTF 143658300 $8,321 160,600 SH C SOLE 160,600

CARNIVAL CORP PAIRED CTF 143658300 $648 12,500 SH P SOLE 12,500 CAROLINA BK HLDGS INC GREENS COM 143785103 $95 6,131 SH SOLE 6,131 CARPENTER TECHNOLOGY CORP COM 144285103 $1,483 24,963 SH SOLE 24,963 CARRAMERICA RLTY CORP COM 144418100 $284 9,000 SH SOLE 9,000 CARREKER CORP COM 144433109 $196 34,942 SH SOLE 34,942 CARRIAGE SVCS INC COM 143905107 $4 660 SH SOLE 660 CARRIER ACCESS CORP COM 144460102 $10 1,621 SH SOLE 1,621 CARRINGTON LABS INC COM 144525102 $9 1,790 SH SOLE 1,790 CARRIZO OIL & CO INC COM 144577103 $148 8,700 SH SOLE 8,700 CARROLLTON BANCORP COM 145282109 $50 3,312 SH SOLE 3,312 CARTER INC COM 146229109 $32 800 SH SOLE 800 CASCADE BANCORP COM 147154108 $80 4,133 SH SOLE 4,133 CASCADE CORP COM 147195101 $1,763 50,374 SH SOLE 50,374 CASCADE FINL CORP COM 147272108 $57 3,077 SH SOLE 3,077 CASCADE MICROTECH INC COM 147322101 $9 944 SH SOLE 944 CASCADE NAT GAS CORP COM 147339105 $667 33,412 SH SOLE 33,412 CASELLA WASTE SYS INC CL A 147448104 $178 13,471 SH SOLE 13,471 CASEYS GEN STORES INC COM 147528103 $1,386 77,110 SH SOLE 77,110 CASH AMER INTL INC COM 14754D100 $5,483 250,000 SH C SOLE 250,000 CASH AMER INTL INC COM 14754D100 $4,039 184,196 SH SOLE 184,196 CASH SYSTEMS INC COM 14756B102 $2,405 322,000 SH SOLE 322,000 CASH TECHNOLOGIES INC COM 147910103 $1 988 SH SOLE 988 CASS INFORMATION SYS INC COM 14808P109 $52 1,360 SH SOLE 1,360 CASTLE A M & CO COM 148411101 $632 50,120 SH SOLE 50,120 CASTLE CONV FD INC COM 148443104 $1,137 51,218 SH SOLE 51,218 CASUAL MALE RETAIL GRP INC COM 148711104 $120 18,475 SH SOLE 18,475 CATALINA LTG INC COM NEW 148865207 $21 3,420 SH SOLE 3,420 CATALINA MARKETING CORP COM 148867104 $8 304 SH SOLE 304 CATALYTICA ENERGY SYS INC COM 148884109 $3 1,521 SH SOLE 1,521 CATAPULT COMMUNICATIONS CORP COM 149016107 $487 22,815 SH SOLE 22,815 CATELLUS DEV CORP NEW COM 149113102 $5,561 208,654 SH SOLE 208,654 CATERPILLAR INC DEL COM 149123101 $58,010 634,400 SH SOLE 634,400

CATERPILLAR INC DEL COM 149123101 $23,319 255,023 SH C SOLE 255,023 CATERPILLAR INC DEL COM 149123101 $15,627 170,900 SH P SOLE 170,900 CATHAY GENERAL BANCORP COM 149150104 $1,593 50,575 SH SOLE 50,575 CATHAY MERCHANT GROUP INC COM 14916A101 $4 7,297 SH SOLE 7,297 CATO CORP NEW CL A 149205106 $3,853 119,471 SH SOLE 119,471 CATUITY INC COM NEW 149481202 $10 2,365 SH SOLE 2,365 CAVALIER HOMES INC COM 149507105 $7 1,213 SH SOLE 1,213 CAVALRY BANCORP INC COM 149547101 $19 919 SH SOLE 919 CAVCO INDS INC DEL COM 149568107 $131 5,411 SH SOLE 5,411 CB RICHARD ELLIS GROUP INC CL A 12497T101 $160 4,561 SH SOLE 4,561 CBL & ASSOC PPTYS INC COM 124830100 $1,325 18,534 SH SOLE 18,534 CBRL GROUP INC COM 12489V106 $281 6,792 SH SOLE 6,792 CCA INDS INC COM 124867102 $17 1,493 SH SOLE 1,493 CCC INFORMATION SVCS GROUP I COM 12487Q109 $18 790 SH SOLE 790 CCF HLDG CO COM 12487X104 $4 221 SH SOLE 221 CDN IMPERIAL BK OF COMMERCE COM 136069101 $1,548 25,539 SH SOLE 25,539 CEC ENTMT INC COM 125137109 $1,742 47,609 SH SOLE 47,609 CECO ENVIRONMENTAL CORP COM 125141101 $16 4,726 SH SOLE 4,726 CEDAR FAIR L P DEPOSITRY UNIT 150185106 $1,089 34,590 SH SOLE 34,590 CEDAR SHOPPING CTRS INC COM NEW 150602209 $1,081 75,900 SH SOLE 75,900 CEDARA SOFTWARE CORP COM 150644102 $326 32,302 SH SOLE 32,302 CELADON GROUP INC COM 150838100 $781 42,114 SH SOLE 42,114 CELANESE CORP DEL COM SER A 150870103 $5,685 316,000 SH P SOLE 316,000 CELANESE CORP DEL COM SER A 150870103 $3,310 184,000 SH C SOLE 184,000 CELANESE CORP DEL COM SER A 150870103 $281 15,606 SH SOLE 15,606 CELANESE CORP DEL PFD 4.25% CONV 150870202 $36 1,300 SH SOLE 1,300 CELEBRATE EXPRESS INC COM 15100A104 $38 1,914 SH SOLE 1,914 CELERITEK INC COM 150926103 $3 3,332 SH SOLE 3,332 CELESTICA INC SUB VTG SHS 15101Q108 $401 29,718 SH SOLE 29,718 CELESTICA INC SUB VTG SHS 15101Q108 $394 29,200 SH P SOLE 29,200 CELESTICA INC SUB VTG SHS 15101Q108 $143 10,600 SH C SOLE 10,600 CELGENE CORP COM 151020104 $20,205 593,400 SH C SOLE 593,400

CELGENE CORP COM 151020104 $7,688 225,800 SH P SOLE 225,800 CELGENE CORP COM 151020104 $6,512 191,241 SH SOLE 191,241 CELL GENESYS INC COM 150921104 $1,897 418,675 SH SOLE 418,675 CELL THERAPEUTICS INC COM 150934107 $102 28,544 SH SOLE 28,544 CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AD9 $3 4,000 PRN SOLE 4,000 CELLEGY PHARMACEUTICALS INC COM 15115L103 $4 2,396 SH SOLE 2,396 CELLSTAR CORP COM NEW 150925204 $5 1,969 SH SOLE 1,969 CEL-SCI CORP COM NEW 150837409 $1 1,920 SH SOLE 1,920 CELSION CORPORATION COM 15117N107 $17 51,389 SH SOLE 51,389 CEMEX S A SPON ADR 5 ORD 151290889 $10,846 299,193 SH SOLE 299,193 CENDANT CORP COM 151313103 $83,118 4,046,631 SH SOLE 4,046,631 CENDANT CORP COM 151313103 $111 5,400 SH P SOLE 5,400 CENDANT CORP COM 151313103 $16 800 SH C SOLE 800 CENTENE CORP DEL COM 15135B101 $4,937 164,636 SH SOLE 164,636 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 $7 601 SH SOLE 601 CENTER FINL CORP CALIF COM 1.51E+106 $407 23,088 SH SOLE 23,088 CENTERPLATE INC UNIT 99/99/9999 1.52E+208 $10 800 SH SOLE 800 CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC1 $22,810 19,921,000 PRN SOLE 19,921,000 CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL1 $7,024 6,650,000 PRN SOLE 6,650,000 CENTERPOINT ENERGY INC COM 15189T107 $6,289 522,805 SH SOLE 522,805 CENTERPOINT PPTYS TR COM 151895109 $2,333 56,914 SH SOLE 56,914 CENTERPOINT PPTYS TR PFD CV SER B 151895307 $7 75 SH SOLE 75 CENTERSTATE BKS FLA INC COM 15201P109 $35 1,017 SH SOLE 1,017 CENTEX CORP COM 152312104 $9,868 172,300 SH C SOLE 172,300 CENTEX CORP COM 152312104 $8,104 141,500 SH P SOLE 141,500 CENTEX CORP COM 152312104 $8,001 139,709 SH SOLE 139,709 CENTILLIUM COMMUNICATIONS IN COM 152319109 $5 1,869 SH SOLE 1,869 CENTRA SOFTWARE INC COM 15234X103 $9 3,676 SH SOLE 3,676 CENTRAL BANCORP INC MASS COM 152418109 $39 1,459 SH SOLE 1,459 CENTRAL COAST BANCORP COM 153145107 $145 8,643 SH SOLE 8,643 CENTRAL EUROPE AND RUSSIA FD COM 153436100 $1,690 55,933 SH SOLE 55,933 CENTRAL EUROPEAN DIST CORP COM 153435102 $1,550 46,553 SH SOLE 46,553

CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 $724 14,647 SH SOLE 14,647 CENTRAL FD CDA LTD CL A 153501101 $25 4,700 SH SOLE 4,700 CENTRAL FED CORP COM 15346Q103 $27 2,530 SH SOLE 2,530 CENTRAL FGHT LINES INC NEV COM 153491105 $108 30,273 SH SOLE 30,273 CENTRAL GARDEN & PET CO COM 153527106 $144 3,282 SH SOLE 3,282 CENTRAL JERSEY BANCORP NJ COM 153770102 $1 40 SH SOLE 40 CENTRAL PAC FINL CORP COM 154760102 $740 21,978 SH SOLE 21,978 CENTRAL PKG CORP COM 154785109 $802 46,675 SH SOLE 46,675 CENTRAL SECS CORP COM 155123102 $2,853 121,709 SH SOLE 121,709 CENTRAL VA BANKSHARES INC COM 155792104 $37 1,317 SH SOLE 1,317 CENTRAL VALLEY CMNTY BANCORP COM 155685100 $46 1,968 SH SOLE 1,968 CENTRAL VT PUB SVC CORP COM 155771108 $345 15,354 SH SOLE 15,354 CENTRUE FINL CORP COM 15641R103 $78 2,820 SH SOLE 2,820 CENTURY BANCORP INC CL A NON VTG 156432106 $62 2,159 SH SOLE 2,159 CENTURY BUSINESS SVCS INC COM 156490104 $9 2,235 SH SOLE 2,235 CENTURY CASINOS INC COM 156492100 $34 3,704 SH SOLE 3,704 CENTURY RLTY TR SH BEN INT 156671109 $34 2,006 SH SOLE 2,006 CENTURYTEL INC DBCV 4.750% 8/0 156700AH9 $58,899 55,434,000 PRN SOLE 55,434,000 CENTURYTEL INC COM 156700106 $6,640 202,200 SH C SOLE 202,200 CENTURYTEL INC COM 156700106 $3,946 120,158 SH SOLE 120,158 CENVEO INC COM 15670S105 $1 162 SH SOLE 162 CEPHALON INC NOTE 2.500%12/1 156708AE9 $12,734 13,196,000 PRN SOLE 13,196,000 CEPHALON INC NOTE 6/1 156708AK5 $414 445,000 PRN SOLE 445,000 CEPHALON INC COM 156708109 $16,901 360,900 SH C SOLE 360,900 CEPHALON INC COM 156708109 $4,084 87,200 SH P SOLE 87,200 CEPHALON INC COM 156708109 $3,528 75,345 SH SOLE 75,345 CEPHALON INC NOTE 6/1 156708AL3 $6 6,000 PRN SOLE 6,000 CEPHEID COM 15670R107 $74 7,655 SH SOLE 7,655 CERADYNE INC COM 156710105 $2,243 100,267 SH SOLE 100,267 CERAGON NETWORKS LTD ORD M22013102 $41 8,235 SH SOLE 8,235 CERES GROUP INC COM 156772105 $96 17,740 SH SOLE 17,740 CERIDIAN CORP NEW COM 156779100 $936 54,906 SH SOLE 54,906

CERNER CORP COM 156782104 $683 13,006 SH SOLE 13,006 CERNER CORP COM 156782104 $336 6,400 SH C SOLE 6,400 CERNER CORP COM 156782104 $42 800 SH P SOLE 800 CERTEGY INC COM 156880106 $1,684 48,645 SH SOLE 48,645 CERUS CORP COM 157085101 $16 5,117 SH SOLE 5,117 CET SERVICES INC COM 125180109 $1 1,246 SH SOLE 1,246 CEVA INC COM 157210105 $144 19,412 SH SOLE 19,412 CFS BANCORP INC COM 12525D102 $28 2,050 SH SOLE 2,050 CGI HLDG CORP COM 125318105 $3 605 SH SOLE 605 CH ENERGY GROUP INC COM 12541M102 $538 11,782 SH SOLE 11,782 CHAD THERAPEUTICS INC COM 157228107 $1 362 SH SOLE 362 CHAMPION ENTERPRISES INC COM 158496109 $9,504 1,011,037 SH SOLE 1,011,037 CHAMPS ENTMT INC DEL COM 158787101 $0 32 SH SOLE 32 CHANNELL COML CORP COM 159186105 $8 1,099 SH SOLE 1,099 CHARLES & COLVARD LTD COM 159765106 $254 19,900 SH SOLE 19,900 CHARLES RIV LABS INTL INC COM 159864107 $1,553 33,019 SH SOLE 33,019 CHARLES RIVER ASSOCIATES COM 159852102 $720 14,585 SH SOLE 14,585 CHARLOTTE RUSSE HLDG INC COM 161048103 $503 38,900 SH SOLE 38,900 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 $1,050 1,000,000 PRN SOLE 1,000,000 CHARMING SHOPPES INC COM 161133103 $2 236 SH SOLE 236 CHARTER COMMUNICATIONS INC D CL A 16117M107 $10,746 6,716,000 SH C SOLE 6,716,000 CHARTER COMMUNICATIONS INC D CL A 16117M107 $3,233 2,020,747 SH SOLE 2,020,747 CHARTER COMMUNICATIONS INC D CL A 16117M107 $11 6,800 SH P SOLE 6,800 CHARTER FINL CORP WEST PT GA COM 16122M100 $109 3,279 SH SOLE 3,279 CHARTERMAC SH BEN INT 160908109 $3,720 173,023 SH SOLE 173,023 CHASE CORP COM 16150R104 $3 224 SH SOLE 224 CHATTEM INC COM 162456107 $498 11,209 SH SOLE 11,209 CHC HELICOPTER CORP CL A SUB VTG 12541C203 $699 15,200 SH SOLE 15,200 CHECK POINT SOFTWARE TECH LT ORD M22465104 $26,275 1,208,600 SH P SOLE 1,208,600 CHECK POINT SOFTWARE TECH LT ORD M22465104 $17,772 817,500 SH C SOLE 817,500 CHECK POINT SOFTWARE TECH LT ORD M22465104 $15,979 735,005 SH SOLE 735,005 CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 $168 12,701 SH SOLE 12,701

CHECKFREE CORP NEW COM 162813109 $9,782 240,000 SH C SOLE 240,000 CHECKFREE CORP NEW COM 162813109 $451 11,065 SH SOLE 11,065 CHECKFREE CORP NEW COM 162813109 $4 100 SH P SOLE 100 CHECKPOINT SYS INC COM 162825103 $192 11,385 SH SOLE 11,385 CHEESECAKE FACTORY INC COM 163072101 $93 2,628 SH SOLE 2,628 CHEMED CORP NEW COM 16359R103 $2,440 31,898 SH SOLE 31,898 CHEMICAL FINL CORP COM 163731102 $424 13,051 SH SOLE 13,051 CHENIERE ENERGY INC COM NEW 16411R208 $41,408 641,888 SH SOLE 641,888 CHENIERE ENERGY INC COM NEW 16411R208 $5,161 80,000 SH C SOLE 80,000 CHEROKEE INC DEL NEW COM 16444H102 $275 8,222 SH SOLE 8,222 CHEROKEE INTL CORP COM 164450108 $885 126,543 SH SOLE 126,543 CHESAPEAKE CORP COM 165159104 $698 33,189 SH SOLE 33,189 CHESAPEAKE ENERGY CORP COM 165167107 $18,237 831,200 SH C SOLE 831,200 CHESAPEAKE ENERGY CORP COM 165167107 $13,592 619,487 SH SOLE 619,487 CHESAPEAKE ENERGY CORP COM 165167107 $2,598 118,400 SH P SOLE 118,400 CHESAPEAKE ENERGY CORP PFD CONV 5% 165167800 $7,467 52,920 SH SOLE 52,920 CHESAPEAKE ENERGY CORP PFD CONV 6% 165167701 $6 76 SH SOLE 76 CHESAPEAKE UTILS CORP COM 165303108 $25 935 SH SOLE 935 CHESTER VALLEY BANCORP COM 166335109 $30 1,193 SH SOLE 1,193 CHEVIOT FINL CORP COM 166774109 $9 748 SH SOLE 748 CHEVRONTEXACO CORP COM 166764100 $217,665 3,732,887 SH SOLE 3,732,887 CHEVRONTEXACO CORP COM 166764100 $15,510 266,000 SH P SOLE 266,000 CHEVRONTEXACO CORP COM 166764100 $10,042 172,222 SH C SOLE 172,222 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $2,132 48,423 SH SOLE 48,423 CHICAGO MERCANTILE HLDGS INC CL A 167760107 $9,360 48,241 SH SOLE 48,241 CHICAGO MERCANTILE HLDGS INC CL A 167760107 $4,851 25,000 SH P SOLE 25,000 CHICAGO MERCANTILE HLDGS INC CL A 167760107 $4,579 23,600 SH C SOLE 23,600 CHICOS FAS INC COM 168615102 $4,167 147,447 SH SOLE 147,447 CHICOS FAS INC COM 168615102 $627 22,200 SH C SOLE 22,200 CHICOS FAS INC COM 168615102 $122 4,300 SH P SOLE 4,300 CHILDRENS PL RETAIL STORES I COM 168905107 $4,914 102,902 SH SOLE 102,902 CHILE FD INC COM 168834109 $164 11,597 SH SOLE 11,597

CHINA AUTOMOTIVE SYS INC COM 16936R105 $29 3,204 SH SOLE 3,204 CHINA EASTN AIRLS LTD SPON ADR CL H 16937R104 $26 1,457 SH SOLE 1,457 CHINA FD INC COM 169373107 $25 843 SH SOLE 843 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 $5 200 SH SOLE 200 CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA7 $15,319 15,474,000 PRN SOLE 15,474,000 CHINA NATURAL RESOURCES INC COM G2110U109 $5 1,077 SH SOLE 1,077 CHINA YUCHAI INTL LTD COM G21082105 $50 5,963 SH SOLE 5,963 CHINADOTCOM CORP CL A G2108N109 $38 12,200 SH P SOLE 12,200 CHINADOTCOM CORP CL A G2108N109 $27 8,564 SH SOLE 8,564 CHINADOTCOM CORP CL A G2108N109 $6 1,900 SH C SOLE 1,900 CHINDEX INTERNATIONAL INC COM 169467107 $16 2,567 SH SOLE 2,567 CHIPMOS TECH BERMUDA LTD SHS G2110R106 $1 118 SH SOLE 118 CHIQUITA BRANDS INTL INC COM 170032809 $353 13,168 SH SOLE 13,168 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 $14 1,520 SH SOLE 1,520 CHIRON CORP DBCV 1.625% 8/0 170040AG4 $4,055 4,378,000 PRN SOLE 4,378,000 CHIRON CORP NOTE 6/1 170040AE9 $2,052 3,500,000 PRN SOLE 3,500,000 CHIRON CORP COM 170040109 $11,318 322,804 SH SOLE 322,804 CHIRON CORP COM 170040109 $4,512 128,700 SH P SOLE 128,700 CHIRON CORP COM 170040109 $3,632 103,600 SH C SOLE 103,600 CHITTENDEN CORP COM 170228100 $262 10,042 SH SOLE 10,042 CHOICE HOTELS INTL INC COM 169905106 $1,145 18,483 SH SOLE 18,483 CHOICEPOINT INC COM 170388102 $3,497 87,183 SH SOLE 87,183 CHOLESTECH CORP COM 170393102 $451 44,760 SH SOLE 44,760 CHORDIANT SOFTWARE INC COM 170404107 $2,703 1,618,402 SH SOLE 1,618,402 CHRISTOPHER & BANKS CORP COM 171046105 $227 12,875 SH SOLE 12,875 CHROMAVISION MED SYS INC COM 17111P104 $0 1,432 SH SOLE 1,432 CHROMCRAFT REVINGTON INC COM 171117104 $14 1,049 SH SOLE 1,049 CHUBB CORP CORP UNIT % 171232309 $54,992 1,854,703 SH SOLE 1,854,703 CHUBB CORP COM 171232101 $11,242 141,815 SH SOLE 141,815 CHUBB CORP COM 171232101 $856 10,800 SH C SOLE 10,800 CHUBB CORP COM 171232101 $769 9,700 SH P SOLE 9,700 CHURCH & DWIGHT INC COM 171340102 $926 26,102 SH SOLE 26,102

CHURCHILL DOWNS INC COM 171484108 $260 6,563 SH SOLE 6,563 CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W206 $435 13,454 SH SOLE 13,454 CIBER INC COM 17163B102 $1,100 151,270 SH SOLE 151,270 CIENA CORP COM 171779101 $2,088 1,214,174 SH SOLE 1,214,174 CIENA CORP COM 171779101 $20 11,700 SH C SOLE 11,700 CIENA CORP COM 171779101 $19 10,800 SH P SOLE 10,800 CIGNA CORP COM 125509109 $22,767 254,953 SH SOLE 254,953 CIGNA CORP COM 125509109 $2,349 26,300 SH C SOLE 26,300 CIGNA CORP COM 125509109 $1,723 19,300 SH P SOLE 19,300 CIGNA INVTS SECS INC COM 17179X106 $25 1,355 SH SOLE 1,355 CIM HIGH YIELD SECS SH BEN INT 125527101 $6 1,501 SH SOLE 1,501 CIMAREX ENERGY CO COM 171798101 $12,971 332,582 SH SOLE 332,582 CINCINNATI BELL INC NEW COM 171871106 $1,211 285,000 SH C SOLE 285,000 CINCINNATI BELL INC NEW COM 171871106 $154 36,217 SH SOLE 36,217 CINCINNATI FINL CORP COM 172062101 $13,803 316,507 SH SOLE 316,507 CINERGY CORP COM 172474108 $25,243 622,979 SH SOLE 622,979 CINTAS CORP COM 172908105 $16,627 402,486 SH SOLE 402,486 CINTAS CORP COM 172908105 $3,256 78,809 SH C SOLE 78,809 CINTAS CORP COM 172908105 $186 4,500 SH P SOLE 4,500 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 $40 14,598 SH SOLE 14,598 CIPRICO INC COM 172529109 $3 659 SH SOLE 659 CIRCLE GROUP HLDGS INC COM 172570103 $2 2,501 SH SOLE 2,501 CIRCOR INTL INC COM 17273K109 $47 1,906 SH SOLE 1,906 CIRCUIT CITY STORE INC COM 172737108 $18,705 1,165,415 SH SOLE 1,165,415 CIRCUIT CITY STORE INC COM 172737108 $152 9,500 SH C SOLE 9,500 CIRCUIT CITY STORE INC COM 172737108 $48 3,000 SH P SOLE 3,000 CIRRUS LOGIC INC COM 172755100 $19 4,158 SH SOLE 4,158 CISCO SYS INC COM 17275R102 $271,229 15,161,717 SH SOLE 15,161,717 CISCO SYS INC COM 17275R102 $156,401 8,742,344 SH C SOLE 8,742,344 CISCO SYS INC COM 17275R102 $92,708 5,182,113 SH P SOLE 5,182,113 CIT GROUP INC COM 125581108 $22,053 580,332 SH SOLE 580,332 CIT GROUP INC COM 125581108 $1,349 35,500 SH C SOLE 35,500

CIT GROUP INC COM 125581108 $426 11,200 SH P SOLE 11,200 CITADEL BROADCASTING CORP COM 17285T106 $364 26,530 SH SOLE 26,530 CITADEL SEC SOFTWARE INC COM 17288Q109 $12 11,000 SH SOLE 11,000 CITIGROUP INC COM 172967101 $711,132 15,824,042 SH SOLE 15,824,042 CITIGROUP INC COM 172967101 $73,152 1,627,767 SH P SOLE 1,627,767 CITIGROUP INC COM 172967101 $69,157 1,538,876 SH C SOLE 1,538,876 CITIGROUP INC *W EXP 99/99/999 172967127 $11 6,582 SH SOLE 6,582 CITIGROUP INVTS LN FD INC COM 17307C107 $435 32,053 SH SOLE 32,053 CITIZENS & NORTHN CORP COM 172922106 $34 1,205 SH SOLE 1,205 CITIZENS BKG CORP MICH COM 174420109 $246 8,369 SH SOLE 8,369 CITIZENS COMMUNICATIONS CO COM 17453B101 $76,647 5,923,297 SH SOLE 5,923,297 CITIZENS COMMUNICATIONS CO COM 17453B101 $1,751 135,300 SH P SOLE 135,300 CITIZENS COMMUNICATIONS CO COM 17453B101 $300 23,200 SH C SOLE 23,200 CITIZENS FINL CORP KY CL A 174613109 $18 1,947 SH SOLE 1,947 CITIZENS FIRST BANCORP INC D COM 17461R106 $230 10,279 SH SOLE 10,279 CITIZENS FIRST FINL CORP COM 174623108 $17 495 SH SOLE 495 CITIZENS INC CL A 174740100 $168 29,177 SH SOLE 29,177 CITIZENS SOUTH BKG CP DEL COM 176682102 $45 3,334 SH SOLE 3,334 CITRIX SYS INC COM 177376100 $6,813 286,021 SH SOLE 286,021 CITRIX SYS INC COM 177376100 $160 6,700 SH P SOLE 6,700 CITRIX SYS INC COM 177376100 $102 4,300 SH C SOLE 4,300 CITY BK LYNNWOOD WASH COM 17770A109 $82 2,525 SH SOLE 2,525 CITY HLDG CO COM 177835105 $429 14,525 SH SOLE 14,525 CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 $12 6,109 SH SOLE 6,109 CITY NATL CORP COM 178566105 $4,005 57,358 SH SOLE 57,358 CITY TELECOM H K LTD SPONSORED ADR 178677209 $20 6,184 SH SOLE 6,184 CKE RESTAURANTS INC COM 1.26E+109 $1,531 96,570 SH SOLE 96,570 CLAIRES STORES INC COM 179584107 $46 1,980 SH SOLE 1,980 CLARCOR INC COM 179895107 $1,294 24,899 SH SOLE 24,899 CLARK INC COM 181457102 $1,126 72,743 SH SOLE 72,743 CLASSIC BANCSHARES INC COM 18272M104 $77 1,961 SH SOLE 1,961 CLAUDE RES INC COM 182873109 $1 1,358 SH SOLE 1,358

CLEAN HARBORS INC COM 184496107 $172 9,397 SH SOLE 9,397 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $45,946 1,332,937 SH SOLE 1,332,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $21,953 636,872 SH C SOLE 636,872 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $18,007 522,400 SH P SOLE 522,400 CLECO CORP NEW COM 12561W105 $1,683 79,022 SH SOLE 79,022 CLEVELAND CLIFFS INC COM 185896107 $15,162 208,064 SH SOLE 208,064 CLICK COMMERCE INC COM NEW 18681D208 $441 30,915 SH SOLE 30,915 CLIFTON SVGS BANCORP INC COM 18712Q103 $142 12,697 SH SOLE 12,697 CLINICAL DATA INC NEW COM 18725U109 $34 2,044 SH SOLE 2,044 CLOROX CO DEL COM 189054109 $63,192 1,003,202 SH SOLE 1,003,202 CLOROX CO DEL COM 189054109 $5,764 91,500 SH C SOLE 91,500 CLOROX CO DEL COM 189054109 $3,105 49,300 SH P SOLE 49,300 CLOSURE MED CORP COM 189093107 $295 11,036 SH SOLE 11,036 CLOUGH GLOBAL ALLOCATION FUN COM SHS BEN IN 18913Y103 $0 3 SH SOLE 3 CMGI INC COM 125750109 $268 130,555 SH SOLE 130,555 CMS ENERGY CORP NOTE 3.375% 7/1 125896AT7 $4,649 3,450,000 PRN SOLE 3,450,000 CMS ENERGY CORP COM 125896100 $9,048 693,879 SH SOLE 693,879 CMS ENERGY CORP COM 125896100 $9 700 SH P SOLE 700 CNA FINL CORP COM 126117100 $69 2,465 SH SOLE 2,465 CNA SURETY CORP COM 12612L108 $204 14,999 SH SOLE 14,999 CNB FINL CORP PA COM 126128107 $28 1,887 SH SOLE 1,887 CNET NETWORKS INC COM 12613R104 $2 200 SH SOLE 200 CNF INC COM 12612W104 $2,562 54,760 SH SOLE 54,760 CNH GLOBAL N V SHS NEW N20935206 $446 23,757 SH SOLE 23,757 CNS INC COM 126136100 $2,083 117,050 SH SOLE 117,050 COACH INC COM 189754104 $35,386 624,867 SH SOLE 624,867 COACH INC COM 189754104 $827 14,600 SH C SOLE 14,600 COACH INC COM 189754104 $40 700 SH P SOLE 700 COACHMEN INDS INC COM 189873102 $163 11,973 SH SOLE 11,973 COACTIVE MARKETING GROUP INC COM 189875107 $16 4,399 SH SOLE 4,399 COAST DISTR SYS COM 190345108 $10 1,541 SH SOLE 1,541 COASTAL FINL CORP DEL COM 1.90E+109 $267 17,740 SH SOLE 17,740

COBIZ INC COM 190897108 $83 4,301 SH SOLE 4,301 COCA COLA BOTTLING CO CONS COM 191098102 $225 4,301 SH SOLE 4,301 COCA COLA CO COM 191216100 $241,829 5,803,429 SH SOLE 5,803,429 COCA COLA CO COM 191216100 $47,692 1,144,526 SH C SOLE 1,144,526 COCA COLA CO COM 191216100 $31,601 758,367 SH P SOLE 758,367 COCA COLA ENTERPRISES INC COM 191219104 $17,531 854,330 SH SOLE 854,330 COCA COLA ENTERPRISES INC COM 191219104 $4,929 240,200 SH C SOLE 240,200 COCA COLA ENTERPRISES INC COM 191219104 $3,577 174,300 SH P SOLE 174,300 COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP104 $14 575 SH SOLE 575 CODORUS VY BANCORP INC COM 192025104 $38 1,978 SH SOLE 1,978 COEUR D ALENE MINES CORP IDA COM 192108108 $714 194,443 SH SOLE 194,443 COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ1 $40 50,000 PRN SOLE 50,000 COGENT INC COM 19239Y108 $290 11,535 SH SOLE 11,535 COGNEX CORP COM 192422103 $8,320 334,409 SH SOLE 334,409 COGNITRONICS CORP COM 192432102 $9 2,271 SH SOLE 2,271 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $6,876 148,826 SH SOLE 148,826 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $4,338 93,900 SH C SOLE 93,900 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $1,788 38,700 SH P SOLE 38,700 COGNOS INC COM 19244C109 $1,448 34,691 SH SOLE 34,691 COHEN & STEERS ADV INC RLTY COM 19247W102 $1,385 71,038 SH SOLE 71,038 COHEN & STEERS INC COM 19247A100 $26 1,588 SH SOLE 1,588 COHEN & STEERS PREM INC RLTY COM 19247V104 $3,278 171,000 SH SOLE 171,000 COHEN & STEERS QUALITY RLTY COM 19247L106 $305 16,551 SH SOLE 16,551 COHEN & STEERS REIT & PFD IN COM 19247X100 $154 6,157 SH SOLE 6,157 COHEN & STEERS REIT & UTIL I COM 19247Y108 $139 8,000 SH SOLE 8,000 COHEN & STEERS SELECT UTIL F COM 19248A109 $194 10,096 SH SOLE 10,096 COHEN & STEERS TOTAL RETURN COM 19247R103 $412 22,553 SH SOLE 22,553 COHERENT INC COM 192479103 $624 18,473 SH SOLE 18,473 COHU INC COM 192576106 $95 5,973 SH SOLE 5,973 COINSTAR INC COM 19259P300 $136 6,419 SH SOLE 6,419 COLDWATER CREEK INC COM 193068103 $1,365 73,862 SH SOLE 73,862 COLES MYER LTD SPON ADR NEW 193870409 $549 9,376 SH SOLE 9,376

COLGATE PALMOLIVE CO COM 194162103 $126,710 2,428,788 SH SOLE 2,428,788 COLGATE PALMOLIVE CO COM 194162103 $51,059 978,700 SH C SOLE 978,700 COLGATE PALMOLIVE CO COM 194162103 $40,390 774,200 SH P SOLE 774,200 COLLAGENEX PHARMACEUTICALS I COM 19419B100 $161 34,501 SH SOLE 34,501 COLLECTORS UNIVERSE INC COM NEW 19421R200 $6 297 SH SOLE 297 COLLEGIATE FDG SVCS INC COM 19458M108 $3,135 201,237 SH SOLE 201,237 COLLEGIATE PACIFIC INC COM NEW 194589206 $116 10,459 SH SOLE 10,459 COLLINS & AIKMAN CORP NEW COM NEW 194830204 $223 181,361 SH SOLE 181,361 COLLINS INDS INC COM 194858106 $11 2,016 SH SOLE 2,016 COLONIAL BANCGROUP INC COM 195493309 $3,859 188,045 SH SOLE 188,045 COLONIAL HIGH INCOME MUN TR SH BEN INT 195743109 $29 4,750 SH SOLE 4,750 COLONIAL INSD MUN FD COM 195761101 $0 14 SH SOLE 14 COLONIAL INTER HIGH INCOME F SH BEN INT 195763107 $104 30,360 SH SOLE 30,360 COLONIAL INVT GRADE MUN TR SH BEN INT 195768106 $9 916 SH SOLE 916 COLONIAL MUN INCOME TR SH BEN INT 195799101 $27 4,921 SH SOLE 4,921 COLONIAL PPTYS TR COM SH BEN INT 195872106 $2,642 68,779 SH SOLE 68,779 COLOR KINETICS INC COM 19624P100 $104 10,274 SH SOLE 10,274 COLUMBIA BANCORP COM 197227101 $499 15,676 SH SOLE 15,676 COLUMBIA BANCORP ORE COM 197231103 $54 3,046 SH SOLE 3,046 COLUMBIA BKG SYS INC COM 197236102 $48 2,020 SH SOLE 2,020 COLUMBIA SPORTSWEAR CO COM 198516106 $1,724 32,392 SH SOLE 32,392 COLUMBUS MCKINNON CORP N Y COM 199333105 $354 26,000 SH SOLE 26,000 COMARCO INC COM 200080109 $6 750 SH SOLE 750 COMCAST CORP NEW CL A 20030N101 $122,220 3,618,111 SH SOLE 3,618,111 COMCAST CORP NEW CL A SPL 20030N200 $90,525 2,707,089 SH C SOLE 2,707,089 COMCAST CORP NEW CL A SPL 20030N200 $43,402 1,297,900 SH P SOLE 1,297,900 COMCAST CORP NEW CL A 20030N101 $28,071 831,000 SH C SOLE 831,000 COMCAST CORP NEW CL A 20030N101 $23,575 697,900 SH P SOLE 697,900 COMCAST CORP NEW CL A SPL 20030N200 $18,783 561,697 SH SOLE 561,697 COMERICA INC COM 200340107 $31,864 578,511 SH SOLE 578,511 COMERICA INC COM 200340107 $512 9,300 SH C SOLE 9,300 COMFORCE CORP COM 20038K109 $3 1,260 SH SOLE 1,260

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COMMUNITY TR BANCORP INC COM 204149108 $34 1,167 SH SOLE 1,167 COMMUNITY WEST BANCSHARES COM 204157101 $33 2,718 SH SOLE 2,718 COMPAGNIE GENERALE DES GEOPH SPONSORED ADR 204386106 $15 877 SH SOLE 877 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 $45 2,128 SH SOLE 2,128 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 $8,367 679,684 SH SOLE 679,684 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 $456 19,983 SH SOLE 19,983 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 $218 46,591 SH SOLE 46,591 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 $44,234 1,664,818 SH SOLE 1,664,818 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 $25 1,020 SH SOLE 1,020 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 $8,629 378,802 SH SOLE 378,802 COMPASS BANCSHARES INC COM 20449H109 $8,301 182,840 SH SOLE 182,840 COMPASS BANCSHARES INC COM 20449H109 $8,183 180,241 SH C SOLE 180,241 COMPASS MINERALS INTL INC COM 20451N101 $1,128 44,305 SH SOLE 44,305 COMPEX TECHNOLOGIES INC COM 204513105 $10 2,049 SH SOLE 2,049 COMPUCREDIT CORP COM 20478N100 $390 14,665 SH SOLE 14,665 COMPUDYNE CORP COM PAR $0.75 204795306 $13 2,012 SH SOLE 2,012 COMPUGEN LTD ORD M25722105 $347 86,500 SH SOLE 86,500 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 $17,031 11,941,000 PRN SOLE 11,941,000 COMPUTER ASSOC INTL INC COM 204912109 $47,278 1,744,593 SH SOLE 1,744,593 COMPUTER ASSOC INTL INC COM 204912109 $3,152 116,300 SH C SOLE 116,300 COMPUTER ASSOC INTL INC COM 204912109 $2,943 108,600 SH P SOLE 108,600 COMPUTER HORIZONS CORP COM 205908106 $209 57,219 SH SOLE 57,219 COMPUTER NETWORK TECHNOLOGY COM 204925101 $221 47,901 SH SOLE 47,901 COMPUTER PROGRAMS & SYS INC COM 205306103 $297 10,582 SH SOLE 10,582 COMPUTER SCIENCES CORP COM 205363104 $34,709 757,022 SH SOLE 757,022 COMPUTER SCIENCES CORP COM 205363104 $5,456 119,000 SH P SOLE 119,000 COMPUTER SCIENCES CORP COM 205363104 $2,586 56,400 SH C SOLE 56,400 COMPUTER TASK GROUP INC COM 205477102 $206 51,695 SH SOLE 51,695 COMPUWARE CORP COM 205638109 $5,121 711,237 SH SOLE 711,237 COMPUWARE CORP COM 205638109 $29 4,000 SH P SOLE 4,000 COMPUWARE CORP COM 205638109 $3 400 SH C SOLE 400 COMPX INTERNATIONAL INC CL A 20563P101 $19 1,139 SH SOLE 1,139

COMSTOCK HOMEBUILDING COS IN CL A 205684103 $76 3,570 SH SOLE 3,570 COMSTOCK RES INC COM NEW 205768203 $4,251 147,898 SH SOLE 147,898 COMSTOCK RES INC COM NEW 205768203 $115 4,000 SH P SOLE 4,000 COMSYS IT PARTNERS INC COM 2.06E+108 $29 2,151 SH SOLE 2,151 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $6,672 128,066 SH SOLE 128,066 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $7,832 310,563 SH SOLE 310,563 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $1,493 59,200 SH C SOLE 59,200 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $237 9,400 SH P SOLE 9,400 COMVERSE TECHNOLOGY INC DEBT 5/1 205862AL9 $6 4,000 PRN SOLE 4,000 CONAGRA FOODS INC COM 205887102 $51,734 1,914,659 SH SOLE 1,914,659 CONAGRA FOODS INC COM 205887102 $8,109 300,100 SH C SOLE 300,100 CONAGRA FOODS INC COM 205887102 $3,272 121,100 SH P SOLE 121,100 CONCEPTUS INC COM 206016107 $377 48,350 SH SOLE 48,350 CONCORD CAMERA CORP COM 206156101 $28 15,346 SH SOLE 15,346 CONCORD COMMUNICATIONS INC COM 206186108 $178 17,611 SH SOLE 17,611 CONCORDE CAREER COLLEGES INC COM NEW 20651H201 $3 193 SH SOLE 193 CONCUR TECHNOLOGIES INC COM 206708109 $211 26,000 SH SOLE 26,000 CONCURRENT COMPUTER CORP NEW COM 206710204 $9 4,169 SH SOLE 4,169 CONEXANT SYSTEMS INC COM 207142100 $487 324,664 SH SOLE 324,664 CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 $15 17,000 PRN SOLE 17,000 CONGOLEUM CORP NEW CL A 207195108 $14 2,554 SH SOLE 2,554 CONMED CORP COM 207410101 $4,104 136,267 SH SOLE 136,267 CONNECTICUT WTR SVC INC COM 207797101 $290 11,622 SH SOLE 11,622 CONNETICS CORP COM 208192104 $552 21,817 SH SOLE 21,817 CONNS INC COM 208242107 $153 8,115 SH SOLE 8,115 CONOCOPHILLIPS COM 20825C104 $123,648 1,146,590 SH SOLE 1,146,590 CONOCOPHILLIPS COM 20825C104 $84,428 782,900 SH C SOLE 782,900 CONOCOPHILLIPS COM 20825C104 $58,568 543,100 SH P SOLE 543,100 CONOLOG CORP COM PAR.01 NEW 208254805 $1 745 SH SOLE 745 CONOR MEDSYSTEMS INC COM 208264101 $50 3,093 SH SOLE 3,093 CONRAD INDS INC COM 208305102 $3 2,421 SH SOLE 2,421 CONSECO INC PFD B CV 5.50% 208464867 $91,532 3,454,035 SH SOLE 3,454,035

CONSECO INC COM NEW 208464883 $64,519 3,159,582 SH SOLE 3,159,582 CONSECO INC COM NEW 208464883 $355 17,401 SH C SOLE 17,401 CONSECO INC *W EXP 09/10/200 208464123 $47 16,859 SH SOLE 16,859 CONSECO INC COM NEW 208464883 $288 14,100 SH P SOLE 14,100 CONSOL ENERGY INC COM 20854P109 $1,458 31,000 SH P SOLE 31,000 CONSOL ENERGY INC COM 20854P109 $1,149 24,432 SH SOLE 24,432 CONSOL ENERGY INC COM 20854P109 $940 20,000 SH C SOLE 20,000 CONSOLIDATED EDISON INC COM 209115104 $25,829 612,345 SH SOLE 612,345 CONSOLIDATED EDISON INC COM 209115104 $232 5,500 SH C SOLE 5,500 CONSOLIDATED EDISON INC COM 209115104 $21 500 SH P SOLE 500 CONSOLIDATED GRAPHICS INC COM 209341106 $309 5,883 SH SOLE 5,883 CONSOLIDATED MERCANTILE INC COM 20950N107 $0 17 SH SOLE 17 CONSOLIDATED TOMOKA LD CO COM 210226106 $424 7,412 SH SOLE 7,412 CONSOLIDATED WATER CO INC ORD G23773107 $381 11,445 SH SOLE 11,445 CONSTAR INTL INC NEW COM 21036U107 $5 912 SH SOLE 912 CONSTELLATION BRANDS INC CL A 21036P108 $11,713 221,539 SH SOLE 221,539 CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P306 $263 6,506 SH SOLE 6,506 CONSTELLATION BRANDS INC CL B 21036P207 $3 50 SH SOLE 50 CONSTELLATION ENERGY GROUP I COM 210371100 $8,984 173,777 SH SOLE 173,777 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 $125 15,000 SH SOLE 15,000 CONTINENTAL AIRLS INC CL B 210795308 $1,959 162,739 SH SOLE 162,739 CONTINENTAL AIRLS INC CL B 210795308 $659 54,700 SH P SOLE 54,700 CONTINENTAL AIRLS INC CL B 210795308 $379 31,500 SH C SOLE 31,500 CONTINUCARE CORP COM 212172100 $2 862 SH SOLE 862 CONTROLADORA COML MEX SA DE GDR 21238A206 $3 170 SH SOLE 170 CONVERA CORP CL A 211919105 $13 2,416 SH SOLE 2,416 CONVERGYS CORP COM 212485106 $2,499 167,354 SH SOLE 167,354 COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE2 $3,369 3,171,000 PRN SOLE 3,171,000 COOPER CAMERON CORP COM 216640102 $844 14,748 SH SOLE 14,748 COOPER COS INC COM NEW 216648402 $10,259 140,722 SH SOLE 140,722 COOPER INDS LTD CL A G24182100 $13,498 188,736 SH SOLE 188,736 COOPER INDS LTD CL A G24182100 $451 6,300 SH C SOLE 6,300

COOPER INDS LTD CL A G24182100 $415 5,800 SH P SOLE 5,800 COOPER TIRE & RUBR CO COM 216831107 $2,794 152,186 SH SOLE 152,186 COOPERATIVE BANKSHARES INC COM 216844100 $22 1,312 SH SOLE 1,312 COPART INC COM 217204106 $3,469 147,222 SH SOLE 147,222 COPPER MTN NETWORKS INC COM NEW 217510205 $2 1,876 SH SOLE 1,876 CORAUTUS GENETICS INC COM NEW 218139202 $5 1,000 SH SOLE 1,000 CORCEPT THERAPEUTICS INC COM 218352102 $20 4,459 SH SOLE 4,459 CORE LABORATORIES N V COM N22717107 $895 34,877 SH SOLE 34,877 CORGENTECH INC COM 21872P105 $81 35,000 SH C SOLE 35,000 CORGENTECH INC COM 21872P105 $9 4,013 SH SOLE 4,013 CORILLIAN CORP COM 218725109 $207 59,414 SH SOLE 59,414 CORINTHIAN COLLEGES INC COM 218868107 $13,077 831,900 SH C SOLE 831,900 CORINTHIAN COLLEGES INC COM 218868107 $363 23,114 SH SOLE 23,114 CORINTHIAN COLLEGES INC COM 218868107 $167 10,600 SH P SOLE 10,600 CORIXA CORP COM 21887F100 $4 1,425 SH SOLE 1,425 CORN PRODS INTL INC COM 219023108 $10,280 395,549 SH SOLE 395,549 CORNELL COMPANIES INC COM 219141108 $50 3,995 SH SOLE 3,995 CORNERSTONE BANCORP INC COM 218925105 $2 67 SH SOLE 67 CORNERSTONE RLTY INCOME TR I COM 21922V102 $118 11,911 SH SOLE 11,911 CORNING INC NOTE 3.500%11/0 219350AK1 $15,740 13,792,000 PRN SOLE 13,792,000 CORNING INC COM 219350105 $14,212 1,276,896 SH SOLE 1,276,896 CORNING INC COM 219350105 $3,574 321,100 SH P SOLE 321,100 CORNING INC COM 219350105 $851 76,500 SH C SOLE 76,500 CORPORATE EXECUTIVE BRD CO COM 21988R102 $3,812 59,608 SH SOLE 59,608 CORPORATE HIGH YIELD FD III COM 219925104 $45 5,482 SH SOLE 5,482 CORPORATE HIGH YIELD FD INC COM 219914108 $17 2,093 SH SOLE 2,093 CORPORATE HIGH YIELD FD VI I COM 219932100 $3,769 270,762 SH SOLE 270,762 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 $214 8,100 SH SOLE 8,100 CORRECTIONAL PPTYS TR COM 2.20E+108 $694 27,501 SH SOLE 27,501 CORRECTIONAL SVCS CORP COM 219921103 $2 971 SH SOLE 971 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 $1,181 30,604 SH SOLE 30,604 CORRPRO COS INC COM 220317101 $0 59 SH SOLE 59

CORTECH INC COM NEW 22051J308 $6 2,154 SH SOLE 2,154 CORTEX PHARMACEUTICALS INC COM NEW 220524300 $19 8,317 SH SOLE 8,317 CORUS BANKSHARES INC COM 220873103 $1,063 22,293 SH SOLE 22,293 CORUS ENTERTAINMENT INC COM CL B NON VTG 220874101 $12 495 SH SOLE 495 CORUS GROUP PLC SPONSORED ADR 22087M101 $2,829 276,284 SH SOLE 276,284 CORVEL CORP COM 221006109 $233 10,935 SH SOLE 10,935 COSI INC COM 22122P101 $182 26,787 SH SOLE 26,787 COSINE COMMUNICATIONS INC COM NEW 221222607 $4 1,973 SH SOLE 1,973 COST PLUS INC CALIF COM 221485105 $129 4,794 SH SOLE 4,794 COSTAR GROUP INC COM 22160N109 $431 11,708 SH SOLE 11,708 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 $5 5,000 PRN SOLE 5,000 COSTCO WHSL CORP NEW COM 22160K105 $46,448 1,051,329 SH SOLE 1,051,329 COSTCO WHSL CORP NEW COM 22160K105 $15,459 349,900 SH C SOLE 349,900 COSTCO WHSL CORP NEW COM 22160K105 $5,010 113,400 SH P SOLE 113,400 COST-U-LESS INC COM 221492101 $102 9,100 SH SOLE 9,100 COTHERIX INC COM 22163T103 $10 1,500 SH SOLE 1,500 COTT CORP QUE COM 22163N106 $400 16,524 SH SOLE 16,524 COUNTRYWIDE FINANCIAL CORP COM 222372104 $33,487 1,031,629 SH SOLE 1,031,629 COUNTRYWIDE FINANCIAL CORP COM 222372104 $3,366 103,700 SH C SOLE 103,700 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AG9 $145 95,000 PRN SOLE 95,000 COUNTRYWIDE FINANCIAL CORP COM 222372104 $1,542 47,500 SH P SOLE 47,500 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE4 $3 2,000 PRN SOLE 2,000 COURIER CORP COM 222660102 $101 1,917 SH SOLE 1,917 COUSINS PPTYS INC COM 222795106 $2,289 88,477 SH SOLE 88,477 COVALENT GROUP INC COM 222815102 $9 4,091 SH SOLE 4,091 COVANCE INC COM 222816100 $2,645 55,550 SH SOLE 55,550 COVANSYS CORP COM 22281W103 $560 37,517 SH SOLE 37,517 COVENANT TRANS INC CL A 22284P105 $225 12,769 SH SOLE 12,769 COVENTRY HEALTH CARE INC COM 222862104 $3,751 55,050 SH SOLE 55,050 COVENTRY HEALTH CARE INC COM 222862104 $906 13,300 SH C SOLE 13,300 COVENTRY HEALTH CARE INC COM 222862104 $27 400 SH P SOLE 400 COVISTA COMMUNICATIONS INC COM 223574104 $7 3,781 SH SOLE 3,781

COWLITZ BANCORP LONGVIEW WAS COM 223767104 $4 387 SH SOLE 387 COX RADIO INC CL A 224051102 $226 13,416 SH SOLE 13,416 CP HOLDRS DEP RCPTS CP 12616K106 $529 5,741 SH SOLE 5,741 CP SHIPS LTD COM 22409V102 $406 28,609 SH SOLE 28,609 CPFL ENERGIA S A SPONSORED ADR 126153105 $42 2,065 SH SOLE 2,065 CPI AEROSTRUCTURES INC COM NEW 125919308 $707 71,440 SH SOLE 71,440 CPI CORP COM 125902106 $40 2,636 SH SOLE 2,636 CRANE CO COM 224399105 $1,673 58,096 SH SOLE 58,096 CRAWFORD & CO CL A 224633206 $10 1,384 SH SOLE 1,384 CRAWFORD & CO CL B 224633107 $9 1,218 SH SOLE 1,218 CRAY INC COM 225223106 $11 4,195 SH SOLE 4,195 CREATIVE COMPUTER APPLICATIO COM NEW 224901306 $3 1,158 SH SOLE 1,158 CREATIVE TECHNOLOGY LTD ORD Y1775U107 $1,230 126,760 SH SOLE 126,760 CREDENCE SYS CORP COM 225302108 $181 22,900 SH P SOLE 22,900 CREDENCE SYS CORP COM 225302108 $62 7,800 SH C SOLE 7,800 CREDENCE SYS CORP COM 225302108 $58 7,274 SH SOLE 7,274 CREDICORP LTD COM G2519Y108 $2,081 120,844 SH SOLE 120,844 CREDIT ACCEP CORP MICH COM 225310101 $292 14,779 SH SOLE 14,779 CREDIT SUISSE ASSET MGMT INC COM 224916106 $25 5,512 SH SOLE 5,512 CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 $3,179 673,580 SH SOLE 673,580 CREDO PETE CORP COM PAR $0.10 225439207 $28 2,012 SH SOLE 2,012 CREE INC COM 225447101 $19,466 895,000 SH P SOLE 895,000 CREE INC COM 225447101 $17,346 797,503 SH SOLE 797,503 CREE INC COM 225447101 $5,414 248,900 SH C SOLE 248,900 CREO INC COM 225606102 $12 733 SH SOLE 733 CRESCENT BKG CO COM 225646108 $52 2,047 SH SOLE 2,047 CRESCENT REAL ESTATE EQUITIE COM 225756105 $4,548 278,347 SH SOLE 278,347 CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 225756204 $67 3,100 SH SOLE 3,100 CRESUD S A C I F Y A SPONSORED ADR 226406106 $176 12,850 SH SOLE 12,850 CRH PLC ADR 12626K203 $1,434 54,540 SH SOLE 54,540 CRIIMI MAE INC COM NEW 226603504 $6,925 344,526 SH SOLE 344,526 CRIIMI MAE INC PFD B CONV $25 226603207 $10 385 SH SOLE 385

CRITICAL PATH INC COM NEW 22674V506 $10 13,244 SH SOLE 13,244 CROMPTON CORP COM 227116100 $2 104 SH SOLE 104 CRONOS GROUP S A SHS L20708100 $9 738 SH SOLE 738 CROSS A T CO CL A 227478104 $11 1,781 SH SOLE 1,781 CROSS CTRY HEALTHCARE INC COM 227483104 $129 7,710 SH SOLE 7,710 CROSS TIMBERS RTY TR TR UNIT 22757R109 $122 3,109 SH SOLE 3,109 CROSSROADS SYS INC COM 22765D100 $2 2,400 SH SOLE 2,400 CROSSTEX ENERGY INC COM 22765Y104 $89 2,027 SH SOLE 2,027 CROSSTEX ENERGY L P COM 22765U102 $59 1,742 SH SOLE 1,742 CROWN CASTLE INTL CORP COM 228227104 $1,491 92,857 SH SOLE 92,857 CROWN CASTLE INTL CORP COM 228227104 $803 50,000 SH C SOLE 50,000 CROWN HOLDINGS INC COM 228368106 $17,719 1,138,730 SH SOLE 1,138,730 CROWN HOLDINGS INC COM 228368106 $209 13,400 SH P SOLE 13,400 CROWN HOLDINGS INC COM 228368106 $14 900 SH C SOLE 900 CROWN MEDIA HLDGS INC CL A 228411104 $92 10,212 SH SOLE 10,212 CRT PROPERTIES INC COM 22876P109 $533 24,492 SH SOLE 24,492 CRYOLIFE INC COM 228903100 $1,011 163,324 SH SOLE 163,324 CRYPTOLOGIC INC COM 228906103 $1,091 35,200 SH SOLE 35,200 CRYSTALLEX INTL CORP COM 22942F101 $14 4,050 SH SOLE 4,050 CSG SYS INTL INC COM 126349109 $1,047 64,286 SH SOLE 64,286 CSK AUTO CORP COM 125965103 $263 14,911 SH SOLE 14,911 CSK CORP SPONSORED ADR 126375302 $86 2,094 SH SOLE 2,094 CSP INC COM 126389105 $17 1,963 SH SOLE 1,963 CSS INDS INC COM 125906107 $28 771 SH SOLE 771 CSX CORP COM 126408103 $19,185 460,632 SH SOLE 460,632 CT COMMUNICATIONS INC COM NEW 126426402 $266 25,276 SH SOLE 25,276 CTI MOLECULAR IMAGING INC COM 22943D105 $2,027 100,000 SH C SOLE 100,000 CTI MOLECULAR IMAGING INC COM 22943D105 $154 7,582 SH SOLE 7,582 CTRIP COM INTL LTD ADR 22943F100 $259 6,850 SH SOLE 6,850 CTS CORP COM 126501105 $2,219 170,720 SH SOLE 170,720 CUBIC CORP COM 229669106 $1,484 78,334 SH SOLE 78,334 CUBIST PHARMACEUTICALS INC COM 229678107 $44 4,178 SH SOLE 4,178

CULLEN FROST BANKERS INC COM 229899109 $3,876 85,853 SH SOLE 85,853 CULP INC COM 230215105 $0 83 SH SOLE 83 CUMMINS INC COM 231021106 $1,342 19,080 SH SOLE 19,080 CUMULUS MEDIA INC CL A 231082108 $20 1,423 SH SOLE 1,423 CUNO INC COM 126583103 $742 14,435 SH SOLE 14,435 CURAGEN CORP SDCV 6.000% 2/0 23126RAC5 $3,842 4,060,000 PRN SOLE 4,060,000 CURAGEN CORP COM 23126R101 $152 36,524 SH SOLE 36,524 CURATIVE HEALTH SRVCS INC COM 23126W100 $131 38,502 SH SOLE 38,502 CURIS INC COM 231269101 $123 34,454 SH SOLE 34,454 CURON MED INC COM 231292103 $4 3,916 SH SOLE 3,916 CURTISS WRIGHT CORP COM 231561101 $1,160 20,343 SH SOLE 20,343 CURTISS WRIGHT CORP CL B 231561408 $131 2,331 SH SOLE 2,331 CUTERA INC COM 232109108 $270 14,000 SH SOLE 14,000 CUTTER & BUCK INC COM 232217109 $54 3,843 SH SOLE 3,843 CV THERAPEUTICS INC COM 126667104 $10,687 524,900 SH C SOLE 524,900 CV THERAPEUTICS INC COM 126667104 $1,857 91,200 SH P SOLE 91,200 CV THERAPEUTICS INC COM 126667104 $1,821 89,417 SH SOLE 89,417 CVB FINL CORP COM 126600105 $134 7,392 SH SOLE 7,392 CVD EQUIP CORP COM 126601103 $10 1,915 SH SOLE 1,915 CVS CORP COM 126650100 $121,945 2,317,467 SH SOLE 2,317,467 CVS CORP COM 126650100 $7,377 140,200 SH P SOLE 140,200 CVS CORP COM 126650100 $1,947 37,000 SH C SOLE 37,000 CYANOTECH CORP COM NEW 232437202 $1 517 SH SOLE 517 CYBERGUARD CORP COM 231910100 $290 35,159 SH SOLE 35,159 CYBERONICS INC COM 23251P102 $15,473 350,300 SH P SOLE 350,300 CYBERONICS INC COM 23251P102 $11,367 257,343 SH SOLE 257,343 CYBERONICS INC COM 23251P102 $9,890 223,900 SH C SOLE 223,900 CYBEROPTICS CORP COM 232517102 $86 6,911 SH SOLE 6,911 CYBERSOURCE CORP COM 23251J106 $147 28,636 SH SOLE 28,636 CYBEX INTL INC COM 2.33E+110 $47 11,669 SH SOLE 11,669 CYCLE CTRY ACCESSORIES CORP COM 232984104 $6 1,191 SH SOLE 1,191 CYMER INC COM 232572107 $632 23,600 SH C SOLE 23,600

CYMER INC COM 232572107 $218 8,161 SH SOLE 8,161 CYMER INC COM 232572107 $88 3,300 SH P SOLE 3,300 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 $630 68,877 SH SOLE 68,877 CYPRESS SEMICONDUCTOR CORP COM 232806109 $22,707 1,802,106 SH SOLE 1,802,106 CYPRESS SEMICONDUCTOR CORP COM 232806109 $18,737 1,487,080 SH C SOLE 1,487,080 CYPRESS SEMICONDUCTOR CORP COM 232806109 $2,933 232,800 SH P SOLE 232,800 CYTEC INDS INC COM 232820100 $1,206 22,231 SH SOLE 22,231 CYTOGEN CORP COM NEW 232824300 $176 30,344 SH SOLE 30,344 CYTOKINETICS INC COM 23282W100 $107 16,383 SH SOLE 16,383 CYTRX CORP COM NEW 232828301 $2 1,791 SH SOLE 1,791 CYTYC CORP COM 232946103 $1,854 80,574 SH SOLE 80,574 D & E COMMUNICATIONS INC COM 232860106 $95 10,407 SH SOLE 10,407 D & K HEALTHCARE RES INC COM 232861104 $8 1,000 SH SOLE 1,000 D R HORTON INC COM 23331A109 $5,543 189,555 SH SOLE 189,555 D R HORTON INC COM 23331A109 $1,196 40,898 SH C SOLE 40,898 D R HORTON INC COM 23331A109 $404 13,832 SH P SOLE 13,832 DADE BEHRING HLDGS INC COM 23342J206 $187 3,173 SH SOLE 3,173 DAG MEDIA INC COM 233729102 $10 3,005 SH SOLE 3,005 DAI EI INC SPONS ADR NEW 233798305 $3 797 SH SOLE 797 DAILY JOURNAL CORP COM 233912104 $88 2,014 SH SOLE 2,014 DAIMLERCHRYSLER AG ORD D1668R123 $633,651 14,169,298 SH C SOLE 14,169,298 DAIMLERCHRYSLER AG ORD D1668R123 $412,674 9,227,960 SH P SOLE 9,227,960 DAIMLERCHRYSLER AG ORD D1668R123 $279,872 6,258,318 SH SOLE 6,258,318 DAKTRONICS INC COM 234264109 $230 10,607 SH SOLE 10,607 DANA CORP COM 235811106 $9,419 736,426 SH SOLE 736,426 DANAHER CORP DEL COM 235851102 $8,122 152,065 SH SOLE 152,065 DANAHER CORP DEL COM 235851102 $3,173 59,400 SH C SOLE 59,400 DANAHER CORP DEL COM 235851102 $59 1,100 SH P SOLE 1,100 DANIELSON HLDG CORP COM 236274106 $5,274 305,727 SH SOLE 305,727 DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 $1 462 SH SOLE 462 DARDEN RESTAURANTS INC COM 237194105 $11,624 378,863 SH SOLE 378,863 DARLING INTL INC COM 237266101 $165 41,294 SH SOLE 41,294

DASSAULT SYS S A SPONSORED ADR 237545108 $6,266 133,228 SH SOLE 133,228 DATA I O CORP COM 237690102 $202 69,575 SH SOLE 69,575 DATALINK CORP COM 237934104 $5 1,796 SH SOLE 1,796 DATAMIRROR CORP COM 237926100 $16 2,030 SH SOLE 2,030 DATASCOPE CORP COM 238113104 $137 4,494 SH SOLE 4,494 DATASTREAM SYS INC COM 238124101 $17 2,467 SH SOLE 2,467 DATATRAK INTL INC COM 238134100 $32 1,877 SH SOLE 1,877 DATAWATCH CORP COM NEW 237917208 $29 5,623 SH SOLE 5,623 DAVE & BUSTERS INC COM 23833N104 $417 22,308 SH SOLE 22,308 DAVITA INC COM 23918K108 $630 15,046 SH SOLE 15,046 DAWSON GEOPHYSICAL CO COM 239359102 $386 15,967 SH SOLE 15,967 DAXOR CORP COM 239467103 $18 833 SH SOLE 833 DAYSTAR TECHNOLOGIES INC *W EXP 03/22/200 23962Q118 $2 1,612 SH SOLE 1,612 DAYSTAR TECHNOLOGIES INC *W EXP 03/22/200 23962Q126 $2 1,434 SH SOLE 1,434 DCAP GROUP INC COM 233065200 $11 1,937 SH SOLE 1,937 DDI CORP COM PAR $ .001 233162304 $778 277,715 SH SOLE 277,715 DE RIGO S P A SPONSORED ADR 245334107 $12 1,852 SH SOLE 1,852 DEAN FOODS CO NEW COM 242370104 $6,124 178,552 SH SOLE 178,552 DEARBORN BANCORP INC COM 24242R108 $17 623 SH SOLE 623 DEB SHOPS INC COM 242728103 $70 2,467 SH SOLE 2,467 DEBT STRATEGIES FD INC NEW COM 24276Q109 $37 5,975 SH SOLE 5,975 DECKERS OUTDOOR CORP COM 243537107 $1,223 34,224 SH SOLE 34,224 DECODE GENETICS INC COM 243586104 $64 11,294 SH SOLE 11,294 DECORIZE INC COM 243636107 $0 434 SH SOLE 434 DECTRON INTERNATIONALE INC COM 243666104 $6 1,455 SH SOLE 1,455 DEERE & CO COM 244199105 $67,202 1,001,078 SH SOLE 1,001,078 DEERE & CO COM 244199105 $3,310 49,300 SH C SOLE 49,300 DEERE & CO COM 244199105 $759 11,300 SH P SOLE 11,300 DEL MONTE FOODS CO COM 24522P103 $3,325 306,496 SH SOLE 306,496 DELAWARE INV FL INS MUN INC SH BEN INT 24610T108 $16 1,046 SH SOLE 1,046 DELAWARE INV GLBL DIV & INC COM 245916101 $125 10,350 SH SOLE 10,350 DELAWARE INV MN MUN INC FD I COM 24610V103 $8 467 SH SOLE 467

DELAWARE INVTS DIV & INCOME COM 245915103 $42 3,712 SH SOLE 3,712 DELCATH SYS INC *W EXP 10/18/200 24661P112 $1 5,253 SH SOLE 5,253 DELCATH SYS INC COM 24661P104 $6 2,359 SH SOLE 2,359 DELL INC COM 24702R101 $219,625 5,716,418 SH C SOLE 5,716,418 DELL INC COM 24702R101 $86,119 2,241,520 SH SOLE 2,241,520 DELL INC COM 24702R101 $69,742 1,815,262 SH P SOLE 1,815,262 DELPHAX TECHNOLOGIES INC COM 24712X106 $4 1,290 SH SOLE 1,290 DELPHI CORP COM 247126105 $9,582 2,138,831 SH SOLE 2,138,831 DELPHI CORP COM 247126105 $475 106,000 SH P SOLE 106,000 DELPHI CORP COM 247126105 $170 38,000 SH C SOLE 38,000 DELPHI FINL GROUP INC CL A 247131105 $2,244 52,197 SH SOLE 52,197 DELTA & PINE LD CO COM 247357106 $1,867 69,149 SH SOLE 69,149 DELTA AIR LINES INC DEL COM 247361108 $3,775 932,200 SH P SOLE 932,200 DELTA AIR LINES INC DEL COM 247361108 $1,836 453,400 SH C SOLE 453,400 DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP7 $162 400,000 PRN SOLE 400,000 DELTA AIR LINES INC DEL COM 247361108 $1,113 274,867 SH SOLE 274,867 DELTA APPAREL INC COM 247368103 $3 100 SH SOLE 100 DELTA FINANCIAL CORP COM 247918105 $6 665 SH SOLE 665 DELTA NAT GAS INC COM 247748106 $304 11,782 SH SOLE 11,782 DELTA PETE CORP COM NEW 247907207 $427 29,374 SH SOLE 29,374 DELTATHREE INC COM 24783N102 $881 228,900 SH SOLE 228,900 DELTIC TIMBER CORP COM 247850100 $163 4,174 SH SOLE 4,174 DELUXE CORP COM 248019101 $881 22,112 SH SOLE 22,112 DENBURY RES INC COM NEW 247916208 $3,116 88,450 SH SOLE 88,450 DENDREON CORP COM 24823Q107 $281 51,635 SH SOLE 51,635 DENDREON CORP COM 24823Q107 $72 13,300 SH C SOLE 13,300 DENDREON CORP COM 24823Q107 $11 2,000 SH P SOLE 2,000 DENDRITE INTL INC COM 248239105 $474 33,725 SH SOLE 33,725 DENTSPLY INTL INC NEW COM 249030107 $4,608 84,697 SH SOLE 84,697 DEPARTMENT 56 INC COM 249509100 $204 11,685 SH SOLE 11,685 DEPOMED INC COM 249908104 $2,502 635,000 SH SOLE 635,000 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 $179 7,295 SH SOLE 7,295

DESCARTES SYS GROUP INC COM 249906108 $4 2,014 SH SOLE 2,014 DESERT CMNTY BK VICTORVILLE COM 25037Y109 $42 1,518 SH SOLE 1,518 DESERT SUN MNG CORP COM 25043V107 $405 250,016 SH SOLE 250,016 DESIGN WITHIN REACH INC COM 250557105 $498 31,625 SH SOLE 31,625 DESWELL INDS INC COM 250639101 $1,766 109,754 SH SOLE 109,754 DEUTSCHE BANK AG NAMEN ORD D18190898 $923,203 10,710,012 SH SOLE 10,710,012 DEUTSCHE BANK AG NAMEN ORD D18190898 $354,449 4,111,941 SH C SOLE 4,111,941 DEUTSCHE BANK AG NAMEN ORD D18190898 $228,436 2,650,069 SH P SOLE 2,650,069 DEVCON INTL CORP COM 251588109 $128 9,434 SH SOLE 9,434 DEVELOPERS DIVERSIFIED RLTY COM 251591103 $1,431 35,997 SH SOLE 35,997 DEVON ENERGY CORP NEW DBCV 6/2 25179MAD5 $6,777 11,584,000 PRN SOLE 11,584,000 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 $4,498 3,989,000 PRN SOLE 3,989,000 DEVON ENERGY CORP NEW COM 25179M103 $16,805 351,939 SH SOLE 351,939 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 $312 276,000 PRN SOLE 276,000 DEVON ENERGY CORP NEW COM 25179M103 $7,893 165,300 SH P SOLE 165,300 DEVON ENERGY CORP NEW COM 25179M103 $7,750 162,300 SH C SOLE 162,300 DEVRY INC DEL COM 251893103 $618 32,642 SH SOLE 32,642 DEX MEDIA INC COM 2.52E+104 $7 338 SH SOLE 338 DHB INDS INC COM 2.33E+107 $1,058 120,275 SH SOLE 120,275 DHB INDS INC COM 2.33E+107 $261 29,700 SH P SOLE 29,700 DHB INDS INC COM 2.33E+107 $21 2,400 SH C SOLE 2,400 DIAGNOSTIC PRODS CORP COM 252450101 $886 18,350 SH SOLE 18,350 DIALOG SEMICONDUCTOR PLC SPONSORED ADR 25250P108 $1 563 SH SOLE 563 DIALYSIS CORP AMER COM 252529102 $43 2,129 SH SOLE 2,129 DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC6 $15,077 25,500,000 PRN SOLE 25,500,000 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 $1,176 1,004,000 PRN SOLE 1,004,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $8,655 173,443 SH SOLE 173,443 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $1,462 29,300 SH P SOLE 29,300 DIAMOND OFFSHORE DRILLING IN COM 25271C102 $1,173 23,500 SH C SOLE 23,500 DIAMONDCLUSTER INTL INC COM 25278P106 $798 49,574 SH SOLE 49,574 DIASYS CORP COM 252838107 $0 700 SH SOLE 700 DICKIE WALKER MARINE INC COM 253134100 $3 3,232 SH SOLE 3,232

DICKS SPORTING GOODS INC COM 253393102 $1,435 39,061 SH SOLE 39,061 DIEBOLD INC COM 253651103 $2,037 37,130 SH SOLE 37,130 DIEDRICH COFFEE INC COM NEW 253675201 $9 1,805 SH SOLE 1,805 DIGENE CORP COM 253752109 $49 2,361 SH SOLE 2,361 DIGI INTL INC COM 253798102 $233 16,971 SH SOLE 16,971 DIGIMARC CORP COM 253807101 $362 58,791 SH SOLE 58,791 DIGIRAD CORP COM 253827109 $23 2,999 SH SOLE 2,999 DIGITAL ANGEL CORP COM 253830103 $33 7,100 SH SOLE 7,100 DIGITAL IMPACT INC DEL COM 25385G106 $0 3 SH SOLE 3 DIGITAL INSIGHT CORP COM 25385P106 $398 24,272 SH SOLE 24,272 DIGITAL LIGHTWAVE INC COM 253855100 $0 275 SH SOLE 275 DIGITAL PWR CORP COM 253862106 $2 2,857 SH SOLE 2,857 DIGITAL RECORDERS INC COM 253869101 $49 21,171 SH SOLE 21,171 DIGITAL RIV INC COM 25388B104 $2,942 94,400 SH P SOLE 94,400 DIGITAL RIV INC COM 25388B104 $583 18,722 SH SOLE 18,722 DIGITAL RIV INC COM 25388B104 $53 1,700 SH C SOLE 1,700 DIGITAL RLTY TR INC COM 253868103 $42 2,897 SH SOLE 2,897 DIGITAL VIDEO SYS INC COM PAR $.0001 25387R506 $5 2,015 SH SOLE 2,015 DIGITAS INC COM 25388K104 $183 18,130 SH SOLE 18,130 DILLARDS INC CL A 254067101 $1,914 71,155 SH SOLE 71,155 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 $1 11,703 SH SOLE 11,703 DIME CMNTY BANCSHARES COM 253922108 $150 9,893 SH SOLE 9,893 DIMON INC COM 254394109 $242 38,718 SH SOLE 38,718 DIOMED HOLDINGS INC COM NEW 25454R207 $9 2,203 SH SOLE 2,203 DIONEX CORP COM 254546104 $423 7,768 SH SOLE 7,768 DIRECT GEN CORP COM 25456W204 $1 61 SH SOLE 61 DIRECTV GROUP INC COM 25459L106 $3,672 254,643 SH SOLE 254,643 DISCOVERY LABORATORIES INC N COM 254668106 $1,827 324,474 SH SOLE 324,474 DISCOVERY PARTNERS INTL INC COM 254675101 $60 18,892 SH SOLE 18,892 DISNEY WALT CO COM DISNEY 254687106 $130,692 4,548,987 SH SOLE 4,548,987 DISNEY WALT CO COM DISNEY 254687106 $13,960 485,900 SH P SOLE 485,900 DISNEY WALT CO COM DISNEY 254687106 $3,036 105,661 SH C SOLE 105,661

DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 $74 67,000 PRN SOLE 67,000 DITECH COMMUNICATIONS CORP COM 25500M103 $137 11,019 SH SOLE 11,019 DIVERSA CORP COM 255064107 $344 69,018 SH SOLE 69,018 DIVERSIFIED INCOME STRAT PTF COM 255251100 $10 570 SH SOLE 570 DIVERSIFIED SEC SOLUTIONS IN COM 25533P107 $4 805 SH SOLE 805 DIXIE GROUP INC CL A 255519100 $219 13,820 SH SOLE 13,820 DJ ORTHOPEDICS INC COM 23325G104 $2,633 105,122 SH SOLE 105,122 DNP SELECT INCOME FD COM 23325P104 $550 51,298 SH SOLE 51,298 DOBSON COMMUNICATIONS CORP CL A 256069105 $77 37,971 SH SOLE 37,971 DOCUCORP INTL INC COM 255911109 $36 4,656 SH SOLE 4,656 DOCUMENT SCIENCES CORP COM 25614R105 $9 1,752 SH SOLE 1,752 DOLBY LABORATORIES INC COM 25659T107 $64 2,744 SH SOLE 2,744 DOLLAR FINL CORP COM 256664103 $39 3,319 SH SOLE 3,319 DOLLAR GEN CORP COM 256669102 $50,791 2,318,155 SH SOLE 2,318,155 DOLLAR GEN CORP COM 256669102 $1,109 50,600 SH C SOLE 50,600 DOLLAR GEN CORP COM 256669102 $37 1,700 SH P SOLE 1,700 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $25 756 SH SOLE 756 DOLLAR TREE STORES INC COM 256747106 $2,216 77,146 SH SOLE 77,146 DOMINION HOMES INC COM 257386102 $56 3,278 SH SOLE 3,278 DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 $37 950 SH SOLE 950 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 $1,071 1,012,000 PRN SOLE 1,012,000 DOMINION RES INC VA NEW COM 25746U109 $29,057 390,396 SH SOLE 390,396 DOMINOS PIZZA INC COM 25754A201 $49 2,621 SH SOLE 2,621 DOMTAR INC COM 257561100 $4,685 553,819 SH SOLE 553,819 DONALDSON INC COM 257651109 $4,519 140,000 SH C SOLE 140,000 DONALDSON INC COM 257651109 $773 23,944 SH SOLE 23,944 DONEGAL GROUP INC CL A 257701201 $61 3,337 SH SOLE 3,337 DONNELLEY R R & SONS CO COM 257867101 $22,930 725,181 SH SOLE 725,181 DORAL FINL CORP COM 25811P100 $21,658 989,360 SH SOLE 989,360 DORAL FINL CORP COM 25811P100 $2,189 100,000 SH C SOLE 100,000 DORAL FINL CORP COM 25811P100 $1,423 65,000 SH P SOLE 65,000 DORCHESTER MINERALS LP COM UNIT 25820R105 $22 1,000 SH SOLE 1,000

DOREL INDS INC CL B SUB VTG 25822C205 $65 1,982 SH SOLE 1,982 DOT HILL SYS CORP COM 25848T109 $21 3,500 SH SOLE 3,500 DOUBLE EAGLE PETE CO COM PAR $0.10 258570209 $40 1,917 SH SOLE 1,917 DOUBLECLICK INC COM 258609304 $461 59,900 SH C SOLE 59,900 DOUBLECLICK INC COM 258609304 $159 20,637 SH SOLE 20,637 DOUBLECLICK INC COM 258609304 $126 16,300 SH P SOLE 16,300 DOV PHARMACEUTICAL INC COM 259858108 $1,874 137,000 SH SOLE 137,000 DOVER CORP COM 260003108 $18,030 477,104 SH SOLE 477,104 DOVER DOWNS GAMING & ENTMT I COM 260095104 $12 1,000 SH SOLE 1,000 DOVER MOTORSPORTS INC COM 260174107 $8 1,555 SH SOLE 1,555 DOW CHEM CO COM 260543103 $113,926 2,285,371 SH SOLE 2,285,371 DOW CHEM CO COM 260543103 $18,994 381,018 SH C SOLE 381,018 DOW CHEM CO COM 260543103 $8,417 168,840 SH P SOLE 168,840 DOW JONES & CO INC COM 260561105 $12,101 323,823 SH SOLE 323,823 DOWNEY FINL CORP COM 261018105 $7,085 115,147 SH SOLE 115,147 DPAC TECHNOLOGIES CORP COM 233269109 $3 5,960 SH SOLE 5,960 DPL INC COM 233293109 $84,921 3,396,842 SH SOLE 3,396,842 DRAXIS HEALTH INC COM 26150J101 $170 33,003 SH SOLE 33,003 DRDGOLD LTD SPONSORED ADR 26152H103 $26 27,853 SH SOLE 27,853 DREAMWORKS ANIMATION SKG INC CL A 26153C103 $370 9,100 SH C SOLE 9,100 DREAMWORKS ANIMATION SKG INC CL A 26153C103 $73 1,800 SH P SOLE 1,800 DREAMWORKS ANIMATION SKG INC CL A 26153C103 $65 1,600 SH SOLE 1,600 DREMAN/CLAYMORE DIVID & INC COM 26153R100 $222 11,861 SH SOLE 11,861 DRESS BARN INC COM 261570105 $1,924 105,618 SH SOLE 105,618 DREW INDS INC COM NEW 26168L205 $193 5,139 SH SOLE 5,139 DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 $44,124 546,294 SH SOLE 546,294 DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 $159 36,181 SH SOLE 36,181 DREYFUS STRATEGIC MUN BD FD COM 26202F107 $450 53,368 SH SOLE 53,368 DREYFUS STRATEGIC MUNS INC COM 261932107 $93 11,373 SH SOLE 11,373 DRIL-QUIP INC COM 262037104 $1,048 34,097 SH SOLE 34,097 DRS TECHNOLOGIES INC COM 23330X100 $1,005 23,652 SH SOLE 23,652 DRUGMAX INC COM 262240104 $6 1,907 SH SOLE 1,907

DRUGSTORE COM INC COM 262241102 $30 11,767 SH SOLE 11,767 DRYCLEAN USA INC COM 262432107 $1 157 SH SOLE 157 DRYSHIPS INC SHS Y2109Q101 $390 20,000 SH SOLE 20,000 DSG INTL LTD ORD G28471103 $6 1,348 SH SOLE 1,348 DSL NET INC COM 262506108 $0 3,170 SH SOLE 3,170 DSP GROUP INC COM 23332B106 $438 17,018 SH SOLE 17,018 DST SYS INC DEL COM 233326107 $2,853 61,790 SH SOLE 61,790 DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 $35 31,000 PRN SOLE 31,000 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 $25 21,000 PRN SOLE 21,000 DTA HOLDING AKTIENGESELLSCHA SPONSORED ADR 26250M103 $0 300 SH SOLE 300 DTE ENERGY CO COM 233331107 $12,460 273,975 SH SOLE 273,975 DTF TAX-FREE INCOME INC COM 23334J107 $88 5,816 SH SOLE 5,816 DU PONT E I DE NEMOURS & CO COM 263534109 $203,054 3,962,801 SH SOLE 3,962,801 DU PONT E I DE NEMOURS & CO COM 263534109 $65,233 1,273,094 SH C SOLE 1,273,094 DU PONT E I DE NEMOURS & CO COM 263534109 $30,524 595,709 SH P SOLE 595,709 DUCATI MTR HLDGS SPA SPONSORED ADR 264066101 $19 1,365 SH SOLE 1,365 DUCKWALL-ALCO STORES INC NEW COM 264142100 $42 2,243 SH SOLE 2,243 DUCOMMUN INC DEL COM 264147109 $199 9,968 SH SOLE 9,968 DUFF & PHELPS UTIL CORP BD T COM 26432K108 $86 6,414 SH SOLE 6,414 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 $58,534 48,880,000 PRN SOLE 48,880,000 DUKE ENERGY CORP COM 264399106 $33,185 1,184,759 SH SOLE 1,184,759 DUKE ENERGY CORP COM 264399106 $1,288 46,000 SH P SOLE 46,000 DUKE ENERGY CORP COM 264399106 $857 30,600 SH C SOLE 30,600 DUKE REALTY CORP COM NEW 264411505 $3,145 105,374 SH SOLE 105,374 DUN & BRADSTREET CORP DEL NE COM 2.65E+104 $4,874 79,322 SH SOLE 79,322 DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE1 $7,394 7,000,000 PRN SOLE 7,000,000 DUPONT PHOTOMASKS INC COM 26613X101 $73 2,732 SH SOLE 2,732 DUQUESNE LT HLDGS INC COM 266233105 $1,251 69,791 SH SOLE 69,791 DURA AUTOMOTIVE SYS CAP TR PFD TR CONV 26632M201 $37 2,290 SH SOLE 2,290 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 $563 116,764 SH SOLE 116,764 DURATEK INC COM 26658Q102 $242 12,155 SH SOLE 12,155 DURECT CORP COM 266605104 $77 21,111 SH SOLE 21,111

DUSA PHARMACEUTICALS INC COM 266898105 $68 7,844 SH SOLE 7,844 DXP ENTERPRISES INC NEW COM NEW 233377407 $20 3,973 SH SOLE 3,973 DYAX CORP COM 2.67E+107 $125 38,808 SH SOLE 38,808 DYCOM INDS INC COM 267475101 $4 168 SH SOLE 168 DYNAMEX INC COM 26784F103 $161 8,868 SH SOLE 8,868 DYNAMIC MATLS CORP COM 267888105 $14 385 SH SOLE 385 DYNAMIC OIL & GAS INC COM 267906105 $4 1,501 SH SOLE 1,501 DYNAMICS RESH CORP COM 268057106 $34 2,038 SH SOLE 2,038 DYNATRONICS CORP COM 268157104 $6 3,159 SH SOLE 3,159 DYNAVAX TECHNOLOGIES CORP COM 268158102 $42 9,035 SH SOLE 9,035 DYNEGY INC NEW SDCV 4.750% 8/1 26816QAB7 $366 300,000 PRN SOLE 300,000 DYNEGY INC NEW CL A 26816Q101 $1,057 270,334 SH SOLE 270,334 DYNEGY INC NEW CL A 26816Q101 $10 2,600 SH P SOLE 2,600 DYNEGY INC NEW CL A 26816Q101 $9 2,200 SH C SOLE 2,200 DYNEX CAP INC COM NEW 26817Q506 $15 2,057 SH SOLE 2,057 DYNEX CAP INC PFD D 9.50% 26817Q605 $0 2 SH SOLE 2 E COM VENTURES INC COM NEW 26830K205 $3 249 SH SOLE 249 E M C CORP MASS COM 268648102 $93,879 7,619,201 SH SOLE 7,619,201 E M C CORP MASS NOTE 4.500% 4/0 268648AG7 $2,810 2,765,000 PRN SOLE 2,765,000 E M C CORP MASS COM 268648102 $12,879 1,045,351 SH P SOLE 1,045,351 E M C CORP MASS COM 268648102 $1,843 149,600 SH C SOLE 149,600 E ON AG SPONSORED ADR 268780103 $12,807 445,452 SH SOLE 445,452 E PIPHANY INC COM 26881V100 $50 14,193 SH SOLE 14,193 E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB0 $5,327 5,261,000 PRN SOLE 5,261,000 E TRADE FINANCIAL CORP COM 269246104 $10,705 892,106 SH SOLE 892,106 E TRADE FINANCIAL CORP COM 269246104 $637 53,100 SH C SOLE 53,100 E TRADE FINANCIAL CORP COM 269246104 $571 47,600 SH P SOLE 47,600 E Z EM INC COM NEW 269305405 $89 7,468 SH SOLE 7,468 EAGLE BANCORP INC MD COM 268948106 $13 682 SH SOLE 682 EAGLE BROADBAND INC COM 269437109 $45 131,097 SH SOLE 131,097 EAGLE HOSPITALITY PPTY TR IN COM 26959T102 $3 377 SH SOLE 377 EAGLE MATERIALS INC CL B 26969P207 $4,607 58,470 SH SOLE 58,470

EAGLE MATERIALS INC COM 26969P108 $1,316 16,261 SH SOLE 16,261 EARTHLINK INC COM 270321102 $54,600 6,066,659 SH C SOLE 6,066,659 EARTHLINK INC COM 270321102 $228 25,344 SH SOLE 25,344 EAST PENN FINL CORP COM 274287101 $10 1,169 SH SOLE 1,169 EAST WEST BANCORP INC COM 27579R104 $2,807 76,020 SH SOLE 76,020 EASTERN AMERN NAT GAS TR SPERS RCT UNIT 276217106 $304 11,420 SH SOLE 11,420 EASTERN CO COM 276317104 $13 606 SH SOLE 606 EASTERN VA BANKSHARES INC COM 277196101 $48 2,094 SH SOLE 2,094 EASTGROUP PPTY INC COM 277276101 $3,860 102,378 SH SOLE 102,378 EASTMAN CHEM CO COM 277432100 $10,283 174,281 SH SOLE 174,281 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 $5,396 4,441,000 PRN SOLE 4,441,000 EASTMAN KODAK CO COM 277461109 $26,896 826,288 SH SOLE 826,288 EASTMAN KODAK CO COM 277461109 $12,402 381,000 SH P SOLE 381,000 EASTMAN KODAK CO COM 277461109 $9,504 291,990 SH C SOLE 291,990 EASYLINK SVCS CORP CL A NEW 27784T200 $7 6,717 SH SOLE 6,717 EATON CORP COM 278058102 $28,548 436,507 SH SOLE 436,507 EATON VANCE CORP COM NON VTG 278265103 $4,249 181,291 SH SOLE 181,291 EATON VANCE ENH EQTY INC FD COM 278277108 $862 45,275 SH SOLE 45,275 EATON VANCE ENHANCED EQ INC COM 278274105 $585 29,177 SH SOLE 29,177 EATON VANCE FL MUNI INCOME T SH BEN INT 27826B100 $148 10,209 SH SOLE 10,209 EATON VANCE FLTING RATE INC COM 278279104 $381 20,200 SH SOLE 20,200 EATON VANCE INS CA MUN BD FD COM 27828A100 $114 8,443 SH SOLE 8,443 EATON VANCE INS MI MUN BD FD COM 27828M104 $18 1,073 SH SOLE 1,073 EATON VANCE INS MUN BD FD COM 27827X101 $492 35,506 SH SOLE 35,506 EATON VANCE INS MUN BD FD II COM 27827K109 $15 993 SH SOLE 993 EATON VANCE INS NJ MUN BD FD COM 27828R103 $3 219 SH SOLE 219 EATON VANCE INS NY MUN BD FD COM 27827Y109 $398 29,875 SH SOLE 29,875 EATON VANCE INS OH MUN BD FD COM 27828L106 $20 1,340 SH SOLE 1,340 EATON VANCE INS PA MUN BD FD COM 27828W102 $15 1,008 SH SOLE 1,008 EATON VANCE MI MUNI INCOME T SH BEN INT 27826D106 $16 990 SH SOLE 990 EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 $317 20,134 SH SOLE 20,134 EATON VANCE NJ MUNI INCOME T SH BEN INT 27826V106 $78 5,488 SH SOLE 5,488

EATON VANCE NY MUNI INCOME T SH BEN INT 27826W104 $52 3,400 SH SOLE 3,400 EATON VANCE SH TM DR DIVR IN COM 27828V104 $475 24,300 SH SOLE 24,300 EATON VANCE SR FLTNG RTE TR COM 27828Q105 $371 18,663 SH SOLE 18,663 EATON VANCE SR INCOME TR SH BEN INT 27826S103 $169 19,925 SH SOLE 19,925 EATON VANCE TAX ADVT DIV INC COM 27828G107 $675 33,350 SH SOLE 33,350 EATON VANCE TX ADV GLB DIV O COM 27828U106 $341 17,000 SH SOLE 17,000 EATON VANCE TX ADV GLBL DIV COM 27828S101 $1,238 65,035 SH SOLE 65,035 EBAY INC COM 278642103 $131,850 3,538,646 SH SOLE 3,538,646 EBAY INC COM 278642103 $129,915 3,486,705 SH C SOLE 3,486,705 EBAY INC COM 278642103 $108,976 2,924,748 SH P SOLE 2,924,748 ECB BANCORP INC COM 268253101 $62 2,023 SH SOLE 2,023 ECC CAPITAL CORP COM 26826M108 $96 15,974 SH SOLE 15,974 ECHELON CORP COM 27874N105 $167 24,456 SH SOLE 24,456 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 $80,148 80,855,000 PRN SOLE 80,855,000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $10,893 372,400 SH P SOLE 372,400 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $10,517 359,551 SH SOLE 359,551 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 $2,703 92,400 SH C SOLE 92,400 ECI TELECOM LTD ORD 268258100 $904 125,729 SH SOLE 125,729 ECLIPSYS CORP COM 278856109 $507 32,755 SH SOLE 32,755 ECOLAB INC COM 278865100 $20,222 611,849 SH SOLE 611,849 ECOLAB INC COM 278865100 $13,749 416,000 SH C SOLE 416,000 ECOLAB INC COM 278865100 $1,322 40,000 SH P SOLE 40,000 ECOLLEGE COM COM 2.79E+104 $6 461 SH SOLE 461 ECOLOGY & ENVIRONMENT INC CL A 278878103 $6 840 SH SOLE 840 ECOST COM INC COM 27922W107 $19 2,764 SH C SOLE 2,764 ECTEL LTD ORD M29925100 $8 2,279 SH SOLE 2,279 EDAP TMS S A SPONSORED ADR 268311107 $1 138 SH SOLE 138 EDGAR ONLINE INC COM 279765101 $31 9,700 SH SOLE 9,700 EDGAR ONLINE INC *W EXP 05/25/200 279765135 $3 2,009 SH SOLE 2,009 EDGE PETE CORP DEL COM 279862106 $1,166 70,440 SH SOLE 70,440 EDGEWATER TECHNOLOGY INC COM 280358102 $9 2,172 SH SOLE 2,172 EDIETS COM INC COM 280597105 $6 1,780 SH SOLE 1,780

EDISON INTL COM 281020107 $34,380 990,200 SH SOLE 990,200 EDISON INTL COM 281020107 $309 8,900 SH C SOLE 8,900 EDO CORP COM 281347104 $5,437 180,919 SH SOLE 180,919 EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 268353109 $292 10,392 SH SOLE 10,392 EDUCATE INC COM 28138P100 $50 3,600 SH SOLE 3,600 EDUCATION MGMT CORP COM 28139T101 $1,672 59,823 SH SOLE 59,823 EDUCATION RLTY TR INC COM 28140H104 $276 16,568 SH SOLE 16,568 EDUCATIONAL DEV CORP COM 281479105 $30 2,884 SH SOLE 2,884 EDWARDS AG INC COM 281760108 $1,674 37,366 SH SOLE 37,366 EDWARDS AG INC COM 281760108 $515 11,500 SH C SOLE 11,500 EDWARDS AG INC COM 281760108 $103 2,300 SH P SOLE 2,300 EDWARDS LIFESCIENCES CORP COM 2.82E+112 $48,370 1,119,155 SH SOLE 1,119,155 EFC BANCORP INC COM 268423100 $1 25 SH SOLE 25 EFJ INC COM 26843B101 $49 5,900 SH SOLE 5,900 EFUNDS CORP COM 28224R101 $891 39,898 SH SOLE 39,898 EGL INC COM 268484102 $229 10,032 SH SOLE 10,032 EIDOS PLC SPONSORED ADR 282485101 $5 4,370 SH SOLE 4,370 EL PASO CORP COM 28336L109 $31,533 2,980,393 SH SOLE 2,980,393 EL PASO CORP COM 28336L109 $2,799 264,600 SH C SOLE 264,600 EL PASO CORP COM 28336L109 $10 900 SH P SOLE 900 EL PASO ELEC CO COM NEW 283677854 $197 10,365 SH SOLE 10,365 EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 $374 10,343 SH SOLE 10,343 ELAN CAPITAL CORP LTD DBCV 6.500%11/1 G2955CAA5 $8,859 12,500,000 PRN SOLE 12,500,000 ELBIT MEDICAL IMAGING LTD ORD M37605108 $9 631 SH SOLE 631 ELBIT SYS LTD ORD M3760D101 $760 32,327 SH SOLE 32,327 ELDORADO GOLD CORP NEW COM 284902103 $137 47,753 SH SOLE 47,753 ELECSYS CORP COM 28473M100 $2 459 SH SOLE 459 ELECTRIC CITY CORP COM 284868106 $1 1,028 SH SOLE 1,028 ELECTRO RENT CORP COM 285218103 $231 17,218 SH SOLE 17,218 ELECTRO SCIENTIFIC INDS COM 285229100 $141 7,249 SH SOLE 7,249 ELECTROGLAS INC COM 285324109 $8 1,972 SH SOLE 1,972 ELECTRONIC ARTS INC COM 285512109 $23,605 455,874 SH SOLE 455,874

ELECTRONIC ARTS INC COM 285512109 $21,535 415,900 SH C SOLE 415,900 ELECTRONIC ARTS INC COM 285512109 $13,017 251,400 SH P SOLE 251,400 ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 285562500 $12 1,420 SH SOLE 1,420 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 $7,603 7,699,000 PRN SOLE 7,699,000 ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB0 $2,995 3,750,000 PRN SOLE 3,750,000 ELECTRONIC DATA SYS NEW COM 285661104 $39,442 1,908,200 SH P SOLE 1,908,200 ELECTRONIC DATA SYS NEW COM 285661104 $15,667 757,945 SH SOLE 757,945 ELECTRONIC DATA SYS NEW COM 285661104 $837 40,500 SH C SOLE 40,500 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 $165 3,840 SH SOLE 3,840 ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 $1,470 1,535,000 PRN SOLE 1,535,000 ELECTRONICS FOR IMAGING INC COM 286082102 $383 21,457 SH SOLE 21,457 ELECTRO-SENSORS INC COM 285233102 $12 3,005 SH SOLE 3,005 ELIZABETH ARDEN INC COM 28660G106 $17 727 SH SOLE 727 ELKCORP COM 287456107 $640 16,629 SH SOLE 16,629 ELLIS PERRY INTL INC COM 288853104 $145 6,462 SH SOLE 6,462 ELLSWORTH CONV GROWTH & INCO COM 289074106 $664 87,088 SH SOLE 87,088 ELMERS RESTAURANT INC COM 289393100 $25 3,347 SH SOLE 3,347 ELONG INC SPONSORED ADR 290138205 $3 343 SH SOLE 343 ELOYALTY CORP COM NEW 290151307 $15 2,359 SH SOLE 2,359 ELRON ELECTR INDS LTD ORD 290160100 $20 1,267 SH SOLE 1,267 ELSCINT LTD NEW ORD M40168102 $9 1,437 SH SOLE 1,437 ELTEK LTD ORD M40184109 $1 202 SH SOLE 202 EMAGEON INC COM 29076V109 $52 2,920 SH SOLE 2,920 EMAGIN CORP COM 29076N107 $1 1,337 SH SOLE 1,337 EMAK WORLDWIDE INC COM 26861V104 $145 14,029 SH SOLE 14,029 EMBARCADERO TECHNOLOGIES INC COM 290787100 $173 26,234 SH SOLE 26,234 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 $11 850 SH SOLE 850 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 $2 190 SH SOLE 190 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N209 $15 1,788 SH SOLE 1,788 EMBREX INC COM 290817105 $37 3,168 SH SOLE 3,168 EMC INS GROUP INC COM 268664109 $50 2,607 SH SOLE 2,607 EMCOR GROUP INC COM 29084Q100 $211 4,499 SH SOLE 4,499

EMCORE CORP COM 290846104 $428 127,137 SH SOLE 127,137 EMERGE INTERACTIVE INC CL A 29088W103 $1 742 SH SOLE 742 EMERGING MKTS TELECOMNC FD N COM 290890102 $6 614 SH SOLE 614 EMERITUS CORP COM 291005106 $17 1,332 SH SOLE 1,332 EMERSON ELEC CO COM 291011104 $80,444 1,238,934 SH SOLE 1,238,934 EMERSON ELEC CO COM 291011104 $5,299 81,606 SH C SOLE 81,606 EMERSON ELEC CO COM 291011104 $1,786 27,500 SH P SOLE 27,500 EMERSON RADIO CORP COM NEW 291087203 $2 495 SH SOLE 495 EMISPHERE TECHNOLOGIES INC COM 291345106 $799 217,655 SH SOLE 217,655 EMMIS COMMUNICATIONS CORP CL A 291525103 $152 7,912 SH SOLE 7,912 EMPIRE DIST ELEC CO COM 291641108 $1,693 72,765 SH SOLE 72,765 EMPIRE FINL HLDG CO COM 291658102 $1 595 SH SOLE 595 EMPIRE RESORTS INC COM 292052107 $373 51,633 SH SOLE 51,633 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 $1 56 SH SOLE 56 EMS TECHNOLOGIES INC COM 26873N108 $147 10,800 SH SOLE 10,800 EMULEX CORP COM NEW 292475209 $1,153 61,200 SH P SOLE 61,200 EMULEX CORP COM NEW 292475209 $1,044 55,400 SH C SOLE 55,400 EMULEX CORP COM NEW 292475209 $900 47,753 SH SOLE 47,753 EN POINTE TECHNOLOGIES INC COM 29247F108 $9 2,567 SH SOLE 2,567 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 $4,116 84,268 SH SOLE 84,268 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 $12,941 259,746 SH SOLE 259,746 ENBRIDGE INC COM 29250N105 $139 2,698 SH SOLE 2,698 ENCANA CORP COM 292505104 $13,739 195,100 SH C SOLE 195,100 ENCANA CORP COM 292505104 $5,812 82,537 SH SOLE 82,537 ENCANA CORP COM 292505104 $979 13,900 SH P SOLE 13,900 ENCISION INC COM 29254Q104 $4 1,555 SH SOLE 1,555 ENCORE ACQUISITION CO COM 29255W100 $74 1,781 SH SOLE 1,781 ENCORE CAP GROUP INC COM 292554102 $118 8,100 SH SOLE 8,100 ENCORE MED CORP COM 2.93E+113 $107 19,950 SH SOLE 19,950 ENCORE WIRE CORP COM 292562105 $37 3,600 SH SOLE 3,600 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 $2,673 261,555 SH SOLE 261,555 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 $2,248 220,000 SH P SOLE 220,000

ENDEAVOUR INTL CORP COM 29259G101 $5 1,464 SH SOLE 1,464 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 $1,082 48,000 SH P SOLE 48,000 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 $146 6,453 SH SOLE 6,453 ENDOLOGIX INC COM 29266S106 $2,442 424,666 SH SOLE 424,666 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 $2,998 79,240 SH SOLE 79,240 ENDWAVE CORP COM NEW 29264A206 $96 4,052 SH SOLE 4,052 ENEL SOCIETA PER AZIONI ADR 29265W108 $862 17,950 SH SOLE 17,950 ENERGEN CORP COM 29265N108 $2,291 34,401 SH SOLE 34,401 ENERGIZER HLDGS INC COM 29266R108 $798 13,348 SH SOLE 13,348 ENERGY CONVERSION DEVICES IN COM 292659109 $565 24,836 SH SOLE 24,836 ENERGY EAST CORP COM 29266M109 $3,869 147,542 SH SOLE 147,542 ENERGY PARTNERS LTD COM 29270U105 $36 1,367 SH SOLE 1,367 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 $9,526 304,455 SH SOLE 304,455 ENERGYSOUTH INC COM 292970100 $252 8,793 SH SOLE 8,793 ENERPLUS RES FD UNIT TR G NEW 29274D604 $5,736 158,177 SH SOLE 158,177 ENERSYS COM 29275Y102 $1,394 106,402 SH SOLE 106,402 ENESCO GROUP INC COM 292973104 $22 3,309 SH SOLE 3,309 ENGELHARD CORP COM 292845104 $4,362 145,269 SH SOLE 145,269 ENGEX INC COM 292851102 $6 625 SH SOLE 625 ENGINEERED SUPPORT SYS INC COM 292866100 $3,916 73,163 SH SOLE 73,163 ENI S P A SPONSORED ADR 26874R108 $16,549 127,141 SH SOLE 127,141 ENNIS INC COM 293389102 $1,082 63,928 SH SOLE 63,928 ENODIS PLC SPONSORED ADR 293491106 $8 1,000 SH SOLE 1,000 ENPATH MEDICAL INC COM 29355Y105 $17 2,054 SH SOLE 2,054 ENPRO INDS INC COM 29355X107 $3,442 125,146 SH SOLE 125,146 ENSCO INTL INC COM 26874Q100 $3,476 92,300 SH C SOLE 92,300 ENSCO INTL INC COM 26874Q100 $1,274 33,828 SH SOLE 33,828 ENSCO INTL INC COM 26874Q100 $482 12,800 SH P SOLE 12,800 ENSTAR GROUP INC GA COM 29358R107 $535 8,910 SH SOLE 8,910 ENTEGRIS INC COM 29362U104 $4,010 405,479 SH SOLE 405,479 ENTERASYS NETWORKS INC COM 293637104 $34 24,261 SH SOLE 24,261 ENTERCOM COMMUNICATIONS CORP CL A 293639100 $1,493 42,035 SH SOLE 42,035

ENTERGY CORP NEW COM 29364G103 $23,481 332,312 SH SOLE 332,312 ENTERPRISE FINL SVCS CORP COM 293712105 $25 1,334 SH SOLE 1,334 ENTERPRISE PRODS PARTNERS L COM 293792107 $42,805 1,665,549 SH SOLE 1,665,549 ENTERRA ENERGY TR TR UNIT 29381P102 $59 2,935 SH SOLE 2,935 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 $259 6,255 SH SOLE 6,255 ENTRAVISION COMMUNICATIONS C CL A 29382R107 $2,449 276,129 SH SOLE 276,129 ENTREMED INC COM 29382F103 $96 45,572 SH SOLE 45,572 ENTRUST INC COM 293848107 $112 29,904 SH SOLE 29,904 ENVIRONMENTAL PWR CORP COM NEW 29406L201 $4 809 SH SOLE 809 ENVIRONMENTAL TECTONICS CORP COM 294092101 $1 172 SH SOLE 172 ENVOY COMMUNICATIONS GROUP I COM NEW 293986303 $5 2,258 SH SOLE 2,258 ENZO BIOCHEM INC COM 294100102 $4,881 338,495 SH SOLE 338,495 ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB4 $6,143 6,835,000 PRN SOLE 6,835,000 ENZON PHARMACEUTICALS INC COM 293904108 $1,966 192,944 SH SOLE 192,944 EOG RES INC COM 26875P101 $5,050 103,602 SH SOLE 103,602 EOG RES INC COM 26875P101 $1,784 36,600 SH P SOLE 36,600 EOG RES INC COM 26875P101 $1,530 31,400 SH C SOLE 31,400 EON COMMUNICATIONS CORP COM 268763109 $4 2,074 SH SOLE 2,074 EON LABS INC COM 2.94E+104 $434 14,355 SH SOLE 14,355 EPCOS AG ADR 29410P107 $2 132 SH SOLE 132 EPIC BANCORP COM 294250105 $220 15,094 SH SOLE 15,094 EPICOR SOFTWARE CORP COM 29426L108 $280 21,452 SH SOLE 21,452 EPIMMUNE INC COM 29425Y101 $11 9,576 SH SOLE 9,576 EPIQ SYS INC COM 26882D109 $190 14,626 SH SOLE 14,626 EPIX PHARMACEUTICALS INC COM 26881Q101 $89 12,667 SH SOLE 12,667 EPLUS INC COM 294268107 $37 3,168 SH SOLE 3,168 EQUANT N V NY REG SHS 294409107 $5 888 SH SOLE 888 EQUIFAX INC COM 294429105 $9,782 318,740 SH SOLE 318,740 EQUINIX INC COM NEW 29444U502 $102 2,407 SH SOLE 2,407 EQUITABLE RES INC COM 294549100 $6,502 113,196 SH SOLE 113,196 EQUITY INCOME FD UT 1 EX SR-ATT 294700703 $107 1,347 SH SOLE 1,347 EQUITY INNS INC COM 294703103 $28 2,516 SH SOLE 2,516

EQUITY LIFESTYLE PPTYS INC COM 29472R108 $67 1,888 SH SOLE 1,888 EQUITY OFFICE PROPERTIES TRU COM 294741103 $31,192 1,035,238 SH SOLE 1,035,238 EQUITY OFFICE PROPERTIES TRU COM 294741103 $3,239 107,500 SH P SOLE 107,500 EQUITY OFFICE PROPERTIES TRU COM 294741103 $1,205 40,000 SH C SOLE 40,000 EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 294741509 $8 166 SH SOLE 166 EQUITY ONE COM 294752100 $1,399 67,940 SH SOLE 67,940 EQUITY RESIDENTIAL SH BEN INT 29476L107 $21,577 669,871 SH SOLE 669,871 EQUITY RESIDENTIAL PFD CONV E 7% 29476L883 $76 2,100 SH SOLE 2,100 EQUUS II INC COM 294766100 $35 4,349 SH SOLE 4,349 ERESEARCHTECHNOLOGY INC COM 29481V108 $14,320 1,215,600 SH C SOLE 1,215,600 ERESEARCHTECHNOLOGY INC COM 29481V108 $785 66,676 SH SOLE 66,676 ERESEARCHTECHNOLOGY INC COM 29481V108 $464 39,400 SH P SOLE 39,400 ERIE INDTY CO CL A 29530P102 $53 1,021 SH SOLE 1,021 ESB FINL CORP COM 26884F102 $35 2,593 SH SOLE 2,593 ESCALADE INC COM 296056104 $99 7,231 SH SOLE 7,231 ESCALON MED CORP COM NEW 296074305 $228 42,964 SH SOLE 42,964 ESCO TECHNOLOGIES INC COM 296315104 $20 249 SH SOLE 249 ESPEED INC CL A 296643109 $1,223 132,898 SH SOLE 132,898 ESS TECHNOLOGY INC COM 269151106 $45 8,631 SH SOLE 8,631 ESSEX CORP COM 296744105 $1,638 100,322 SH SOLE 100,322 ESSEX PPTY TR INC COM 297178105 $5,634 81,537 SH SOLE 81,537 ESTERLINE TECHNOLOGIES CORP COM 297425100 $1,143 33,087 SH SOLE 33,087 ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 $135 1,973 SH SOLE 1,973 ETHAN ALLEN INTERIORS INC COM 297602104 $1,065 33,287 SH SOLE 33,287 EUROBANCSHARES INC COM 298716101 $197 11,626 SH SOLE 11,626 EURONET WORLDWIDE INC COM 298736109 $3,175 111,209 SH SOLE 111,209 EUROPE FD INC COM 29874M103 $1,846 164,821 SH SOLE 164,821 EUROTRUST A/S SPONS ADR NEW 29879R206 $11 2,074 SH SOLE 2,074 EUROWEB INTL CORP COM NEW 298801408 $6 1,786 SH SOLE 1,786 EVANS & SUTHERLAND COMPUTER COM 299096107 $15 2,718 SH SOLE 2,718 EVANS BANCORP INC COM NEW 29911Q208 $16 693 SH SOLE 693 EVCI CAREER COLLEGES INC COM 26926P100 $17 2,199 SH SOLE 2,199

EVEREST RE GROUP LTD COM G3223R108 $4,536 53,298 SH SOLE 53,298 EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 $325 22,847 SH SOLE 22,847 EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 $226 13,160 SH SOLE 13,160 EVERGREEN SOLAR INC COM 30033R108 $142 20,150 SH SOLE 20,150 EVERGREEN UTLS & HIGH INCM F COM 30034Q109 $31 1,558 SH SOLE 1,558 EVERLAST WORLDWIDE INC COM 300355104 $61 6,108 SH SOLE 6,108 EVOLVING SYS INC COM 30049R100 $171 63,907 SH SOLE 63,907 EXACT SCIENCES CORP COM 30063P105 $1,215 340,315 SH SOLE 340,315 EXACTECH INC COM 3.01E+113 $89 5,239 SH SOLE 5,239 EXAR CORP COM 300645108 $139 10,357 SH SOLE 10,357 EXCEL MARITIME CARRIERS LTD COM V3267N107 $56 3,050 SH SOLE 3,050 EXCEL TECHNOLOGY INC COM 30067T103 $134 5,460 SH SOLE 5,460 EXCELLIGENCE LEARNING CORP COM 300684107 $14 2,497 SH SOLE 2,497 EXCHANGE NATL BANCSHARES INC COM 301309100 $26 901 SH SOLE 901 EXELIXIS INC COM 30161Q104 $1,642 242,243 SH SOLE 242,243 EXELON CORP COM 30161N101 $48,786 1,063,117 SH SOLE 1,063,117 EXELON CORP COM 30161N101 $1,785 38,907 SH C SOLE 38,907 EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 302043104 $4 891 SH SOLE 891 EXIDE TECHNOLOGIES *W EXP 99/99/999 302051123 $1 651 SH SOLE 651 EXPEDITORS INTL WASH INC COM 302130109 $6,611 123,460 SH SOLE 123,460 EXPLORATION CO COM NEW 302133202 $34 5,871 SH SOLE 5,871 EXPONENT INC COM 30214U102 $131 5,471 SH SOLE 5,471 EXPRESS SCRIPTS INC COM 302182100 $23,803 273,000 SH C SOLE 273,000 EXPRESS SCRIPTS INC COM 302182100 $6,757 77,500 SH P SOLE 77,500 EXPRESS SCRIPTS INC COM 302182100 $5,830 66,867 SH SOLE 66,867 EXPRESSJET HOLDINGS INC CL A 30218U108 $210 18,445 SH SOLE 18,445 EXTENDED SYSTEMS INC COM 301973103 $11 2,218 SH SOLE 2,218 EXTRA SPACE STORAGE INC COM 30225T102 $50 3,670 SH SOLE 3,670 EXTREME NETWORKS INC COM 30226D106 $219 37,217 SH SOLE 37,217 EXTREME NETWORKS INC COM 30226D106 $32 5,500 SH C SOLE 5,500 EXTREME NETWORKS INC COM 30226D106 $13 2,200 SH P SOLE 2,200 EXX INC CL A 269282109 $0 21 SH SOLE 21

EXXON MOBIL CORP COM 30231G102 $586,804 9,845,705 SH SOLE 9,845,705 EXXON MOBIL CORP COM 30231G102 $270,571 4,539,786 SH C SOLE 4,539,786 EXXON MOBIL CORP COM 30231G102 $33,652 564,635 SH P SOLE 564,635 EYETECH PHARMACEUTICALS INC COM 302297106 $2,613 95,000 SH C SOLE 95,000 EYETECH PHARMACEUTICALS INC COM 302297106 $635 23,100 SH P SOLE 23,100 EYETECH PHARMACEUTICALS INC COM 302297106 $156 5,655 SH SOLE 5,655 EZCORP INC CL A NON VTG 302301106 $279 21,000 SH SOLE 21,000 F M C CORP COM NEW 302491303 $3,220 60,236 SH SOLE 60,236 F N B CORP N C COM 302519103 $9 430 SH SOLE 430 F N B CORP VA COM 302930102 $72 2,802 SH SOLE 2,802 F5 NETWORKS INC COM 315616102 $2,514 49,800 SH C SOLE 49,800 F5 NETWORKS INC COM 315616102 $1,603 31,748 SH SOLE 31,748 F5 NETWORKS INC COM 315616102 $434 8,600 SH P SOLE 8,600 FAB INDS INC COM 302747100 $3 813 SH SOLE 813 FACTSET RESH SYS INC COM 303075105 $3,682 111,541 SH SOLE 111,541 FAIR ISAAC CORP COM 303250104 $672 19,526 SH SOLE 19,526 FAIRCHILD CORP CL A 303698104 $0 3 SH SOLE 3 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $1,131 73,782 SH SOLE 73,782 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $474 30,900 SH P SOLE 30,900 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 $406 26,500 SH C SOLE 26,500 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 $150 1,000 SH SOLE 1,000 FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB5 $17,346 15,950,000 PRN SOLE 15,950,000 FAIRMONT HOTELS RESORTS INC COM 305204109 $393 11,870 SH SOLE 11,870 FAIRPOINT COMMUNICATIONS INC COM 305560104 $151 10,079 SH SOLE 10,079 FALCONSTOR SOFTWARE INC COM 306137100 $12 2,084 SH SOLE 2,084 FAMILY DLR STORES INC COM 307000109 $8,667 285,489 SH SOLE 285,489 FAMILY DLR STORES INC COM 307000109 $1,670 55,000 SH P SOLE 55,000 FAMOUS DAVES AMER INC COM 307068106 $213 15,100 SH SOLE 15,100 FARGO ELECTRONICS INC COM 30744P102 $191 12,997 SH SOLE 12,997 FARMER BROS CO COM 307675108 $111 4,628 SH SOLE 4,628 FARMERS CAP BK CORP COM 309562106 $349 10,327 SH SOLE 10,327 FARO TECHNOLOGIES INC COM 311642102 $400 16,976 SH SOLE 16,976

FASTENAL CO COM 311900104 $4,519 81,719 SH SOLE 81,719 FAUQUIER BANKSHARES INC VA COM 312059108 $3 128 SH SOLE 128 FBL FINL GROUP INC CL A 30239F106 $85 3,022 SH SOLE 3,022 FEATHERLITE INC COM 313054108 $12 1,724 SH SOLE 1,724 FEDDERS CORP COM NEW 313135501 $17 5,979 SH SOLE 5,979 FEDERAL AGRIC MTG CORP CL C 313148306 $576 32,954 SH SOLE 32,954 FEDERAL HOME LN MTG CORP COM 313400301 $358,518 5,672,760 SH SOLE 5,672,760 FEDERAL HOME LN MTG CORP COM 313400301 $29,309 463,746 SH C SOLE 463,746 FEDERAL HOME LN MTG CORP COM 313400301 $19,143 302,900 SH P SOLE 302,900 FEDERAL NATL MTG ASSN COM 313586109 $115,648 2,123,925 SH SOLE 2,123,925 FEDERAL NATL MTG ASSN COM 313586109 $28,338 520,449 SH P SOLE 520,449 FEDERAL NATL MTG ASSN COM 313586109 $16,199 297,500 SH C SOLE 297,500 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 $1,048 21,678 SH SOLE 21,678 FEDERAL SIGNAL CORP COM 313855108 $70 4,644 SH SOLE 4,644 FEDERATED DEPT STORES INC DE COM 31410H101 $60,201 945,963 SH SOLE 945,963 FEDERATED DEPT STORES INC DE COM 31410H101 $5,524 86,800 SH P SOLE 86,800 FEDERATED DEPT STORES INC DE COM 31410H101 $4,181 65,700 SH C SOLE 65,700 FEDERATED INVS INC PA CL B 314211103 $8,146 287,748 SH SOLE 287,748 FEDERATED PREM INTR MUN INC COM 31423M105 $211 16,100 SH SOLE 16,100 FEDERATED PREM MUN INC FD COM 31423P108 $14 1,000 SH SOLE 1,000 FEDEX CORP COM 31428X106 $83,440 888,127 SH SOLE 888,127 FEDEX CORP COM 31428X106 $18,734 199,400 SH P SOLE 199,400 FEDEX CORP COM 31428X106 $10,105 107,560 SH C SOLE 107,560 FEI CO COM 30241L109 $211 9,131 SH SOLE 9,131 FELCOR LODGING TR INC COM 31430F101 $2,024 162,852 SH SOLE 162,852 FELCOR LODGING TR INC PFD CV A $1.95 31430F200 $79 3,180 SH SOLE 3,180 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 $9,236 435,639 SH SOLE 435,639 FERRO CORP COM 315405100 $216 11,465 SH SOLE 11,465 FFLC BANCORP INC COM 30242W104 $183 4,430 SH SOLE 4,430 FFW CORP COM 30242L108 $40 2,138 SH SOLE 2,138 FIAT S P A SP ADR ORD NEW 315621888 $3 369 SH SOLE 369 FIBERNET TELECOM GRP INC COM NEW 315653303 $2 3,677 SH SOLE 3,677

FIBERSTARS INC COM 315662106 $18 1,876 SH SOLE 1,876 FIDELITY BANCORP INC COM 315831107 $15 624 SH SOLE 624 FIDELITY BANKSHARES INC NEW COM 31604Q107 $392 17,037 SH SOLE 17,037 FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 $136 1,728 SH SOLE 1,728 FIDELITY NATL FINL INC COM 316326107 $69,830 2,119,903 SH SOLE 2,119,903 FIDELITY NATL FINL INC COM 316326107 $1,682 51,060 SH C SOLE 51,060 FIDELITY NATL FINL INC COM 316326107 $171 5,200 SH P SOLE 5,200 FIDELITY SOUTHN CORP NEW COM 316394105 $12 710 SH SOLE 710 FIFTH THIRD BANCORP COM 316773100 $43,261 1,006,528 SH SOLE 1,006,528 FIFTH THIRD BANCORP COM 316773100 $6,779 157,721 SH C SOLE 157,721 FIFTH THIRD BANCORP COM 316773100 $2,837 66,000 SH P SOLE 66,000 FILENET CORP COM 316869106 $250 10,956 SH SOLE 10,956 FINANCIAL FED CORP COM 317492106 $1,124 31,780 SH SOLE 31,780 FINANCIAL INSTNS INC COM 317585404 $152 7,657 SH SOLE 7,657 FINDWHAT COM COM 317794105 $3,630 350,000 SH C SOLE 350,000 FINISAR COM 31787A101 $24 19,311 SH SOLE 19,311 FINISH LINE INC CL A 317923100 $4,162 179,801 SH SOLE 179,801 FINLAY ENTERPRISES INC COM NEW 317884203 $59 4,448 SH SOLE 4,448 FIRST ACCEPTANCE CORP COM 318457108 $626 59,079 SH SOLE 59,079 FIRST ADVANTAGE CORP CL A 31845F100 $149 7,100 SH SOLE 7,100 FIRST ALBANY COS INC COM 318465101 $167 18,253 SH SOLE 18,253 FIRST AMERN CORP CALIF COM 318522307 $4,941 150,000 SH C SOLE 150,000 FIRST AMERN CORP CALIF COM 318522307 $102 3,098 SH SOLE 3,098 FIRST BANCORP IND INC NEW COM 31867T103 $45 2,337 SH SOLE 2,337 FIRST BANCORP N C COM 318910106 $47 2,086 SH SOLE 2,086 FIRST BANCORP P R COM 318672102 $7,808 184,815 SH SOLE 184,815 FIRST BUSEY CORP COM 319383105 $150 7,777 SH SOLE 7,777 FIRST CAPITAL INC COM 31942S104 $38 2,002 SH SOLE 2,002 FIRST CASH FINL SVCS INC COM 31942D107 $3,180 150,226 SH SOLE 150,226 FIRST CHARTER CORP COM 319439105 $226 10,011 SH SOLE 10,011 FIRST CMNTY BANCSHARES INC N COM 31983A103 $30 1,053 SH SOLE 1,053 FIRST COMWLTH FINL CORP PA COM 319829107 $15 1,099 SH SOLE 1,099

FIRST CONSULTING GROUP INC COM 31986R103 $331 63,733 SH SOLE 63,733 FIRST CTZNS BANC CORP COM NO PAR 319459202 $5 202 SH SOLE 202 FIRST CTZNS BANCSHARES INC N CL A 31946M103 $363 2,483 SH SOLE 2,483 FIRST DATA CORP COM 319963104 $72,765 1,851,053 SH SOLE 1,851,053 FIRST DATA CORP COM 319963104 $8,051 204,800 SH P SOLE 204,800 FIRST DATA CORP COM 319963104 $1,584 40,300 SH C SOLE 40,300 FIRST DEFIANCE FINL CORP COM 32006W106 $30 1,154 SH SOLE 1,154 FIRST FED BANCSHARES ARK INC COM 32020F105 $49 2,072 SH SOLE 2,072 FIRST FED BANKSHARES INC DEL COM 32020V100 $42 1,931 SH SOLE 1,931 FIRST FINL BANCORP OH COM 320209109 $45 2,466 SH SOLE 2,466 FIRST FINL BANKSHARES COM 32020R109 $274 6,136 SH SOLE 6,136 FIRST FINL CORP IND COM 320218100 $94 3,175 SH SOLE 3,175 FIRST FINL FD INC COM 320228109 $75 4,188 SH SOLE 4,188 FIRST FINL HLDGS INC COM 320239106 $38 1,382 SH SOLE 1,382 FIRST FINL SVC CORP COM 32022D108 $48 1,857 SH SOLE 1,857 FIRST FRANKLIN CORP COM 320272107 $13 771 SH SOLE 771 FIRST HORIZON NATL CORP COM 320517105 $5,585 136,925 SH SOLE 136,925 FIRST HORIZON PHARMACEUTICAL COM 32051K106 $123 7,300 SH SOLE 7,300 FIRST IND CORP COM 32054R108 $121 5,007 SH SOLE 5,007 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 $1,503 39,740 SH SOLE 39,740 FIRST ISRAEL FD INC COM 32063L100 $70 4,250 SH SOLE 4,250 FIRST KEYSTONE FINL INC COM 320655103 $38 1,796 SH SOLE 1,796 FIRST LONG IS CORP COM 320734106 $209 4,934 SH SOLE 4,934 FIRST M & F CORP COM 320744105 $233 6,817 SH SOLE 6,817 FIRST MARBLEHEAD CORP COM 320771108 $5,676 98,663 SH SOLE 98,663 FIRST MARINER BANCORP COM 320795107 $260 14,653 SH SOLE 14,653 FIRST MERCHANTS CORP COM 320817109 $47 1,809 SH SOLE 1,809 FIRST MIDWEST BANCORP DEL COM 320867104 $1,680 51,726 SH SOLE 51,726 FIRST MUTUAL BANCSHARES INC COM 3.22E+106 $40 1,567 SH SOLE 1,567 FIRST NATL LINCOLN CORP ME COM 335716106 $5 300 SH SOLE 300 FIRST NIAGARA FINL GP INC COM 33582V108 $399 30,238 SH SOLE 30,238 FIRST OAK BROOK BANCSHARES I COM 335847208 $131 4,478 SH SOLE 4,478

FIRST PACTRUST BANCORP INC COM 33589V101 $56 2,062 SH SOLE 2,062 FIRST PL FINL CORP COM 33610T109 $298 16,284 SH SOLE 16,284 FIRST POTOMAC RLTY TR COM 33610F109 $171 7,500 SH SOLE 7,500 FIRST REGL BANCORP COM 33615C101 $82 1,300 SH SOLE 1,300 FIRST REP BK SAN FRANCISCO COM 336158100 $786 24,276 SH SOLE 24,276 FIRST ST BANCORPORATION COM 336453105 $193 11,366 SH SOLE 11,366 FIRST TR VALUE LINE 100 FD COM SHS 33735D104 $38 2,411 SH SOLE 2,411 FIRST TR VALUE LINE DIV FD COM SHS 33735A100 $27 1,917 SH SOLE 1,917 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 $93 5,018 SH SOLE 5,018 FIRST UN REAL EST EQ&MTG INV SH BEN INT 337400105 $5 1,353 SH SOLE 1,353 FIRST W VA BANCORP INC COM 337493100 $4 201 SH SOLE 201 FIRSTENERGY CORP COM 337932107 $21,276 507,181 SH SOLE 507,181 FIRSTENERGY CORP COM 337932107 $440 10,500 SH C SOLE 10,500 FIRSTENERGY CORP COM 337932107 $256 6,100 SH P SOLE 6,100 FIRSTFED FINL CORP COM 337907109 $631 12,368 SH SOLE 12,368 FIRSTMERIT CORP COM 337915102 $115 4,293 SH SOLE 4,293 FIRSTSERVICE CORP SUB VTG SH 33761N109 $41 2,044 SH SOLE 2,044 FISERV INC COM 337738108 $15,904 399,594 SH SOLE 399,594 FISHER COMMUNICATIONS INC COM 337756209 $164 3,163 SH SOLE 3,163 FISHER SCIENTIFIC INTL INC COM NEW 338032204 $15,992 280,955 SH SOLE 280,955 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 $101 100,000 PRN SOLE 100,000 FISHER SCIENTIFIC INTL INC COM NEW 338032204 $899 15,800 SH C SOLE 15,800 FISHER SCIENTIFIC INTL INC COM NEW 338032204 $165 2,900 SH P SOLE 2,900 FIVE STAR QUALITY CARE INC COM 33832D106 $133 15,787 SH SOLE 15,787 FLAG FINL CORP COM 33832H107 $31 2,069 SH SOLE 2,069 FLAGSTAR BANCORP INC COM 337930101 $395 20,181 SH SOLE 20,181 FLAHERTY & CRMN/CLYMR PFD SE COM SHS 338478100 $1,266 56,970 SH SOLE 56,970 FLAHERTY & CRUMRINE PFD INC COM 3.38E+110 $24 2,002 SH SOLE 2,002 FLAHERTY & CRUMRINE PFD INC COM 338480106 $6 399 SH SOLE 399 FLAMEMASTER CORP COM NEW 338490204 $12 1,847 SH SOLE 1,847 FLANDERS CORP COM 338494107 $213 18,904 SH SOLE 18,904 FLEETWOOD ENTERPRISES INC COM 339099103 $25 2,892 SH SOLE 2,892

FLEXTRONICS INTL LTD ORD Y2573F102 $5,603 465,400 SH C SOLE 465,400 FLEXTRONICS INTL LTD ORD Y2573F102 $3,812 316,631 SH SOLE 316,631 FLEXTRONICS INTL LTD ORD Y2573F102 $3,223 267,700 SH P SOLE 267,700 FLIGHT SAFETY TECH INC NEV COM NEW 33942T207 $2 1,379 SH SOLE 1,379 FLIR SYS INC COM 302445101 $2,993 98,782 SH SOLE 98,782 FLIR SYS INC COM 302445101 $1,212 40,000 SH P SOLE 40,000 FLOATING RATE INCM STRT FD I COM 339735102 $113 6,024 SH SOLE 6,024 FLOATING RATE INCM STRTS FD COM SHS 339736100 $42 2,254 SH SOLE 2,254 FLORIDA EAST COAST INDS COM 340632108 $3,490 82,163 SH SOLE 82,163 FLORIDA PUB UTILS CO COM 341135101 $22 1,177 SH SOLE 1,177 FLORIDA ROCK INDS INC COM 341140101 $1,218 20,712 SH SOLE 20,712 FLOW INTL CORP COM 343468104 $6 1,000 SH SOLE 1,000 FLOWERS FOODS INC COM 343498101 $368 13,061 SH SOLE 13,061 FLOWSERVE CORP COM 34354P105 $377 14,562 SH SOLE 14,562 FLUOR CORP NEW COM 343412102 $15,806 285,157 SH SOLE 285,157 FLUSHING FINL CORP COM 343873105 $245 13,454 SH SOLE 13,454 FLYI INC COM 34407T104 $92 72,224 SH SOLE 72,224 FMC TECHNOLOGIES INC COM 30249U101 $48 1,461 SH SOLE 1,461 FMS FINL CORP COM 302509104 $40 2,007 SH SOLE 2,007 FNB CORP PA COM 302520101 $76 3,981 SH SOLE 3,981 FNB FINANCIAL SERVICES CORP COM 302526108 $14 630 SH SOLE 630 FNX MNG CO INC COM 30253R101 $984 151,207 SH SOLE 151,207 FOCUS ENHANCEMENTS INC COM 344159108 $1 733 SH SOLE 733 FONAR CORP COM 344437108 $8 6,150 SH SOLE 6,150 FOOD TECHNOLOGY SERVICE INC COM 344798103 $6 5,520 SH SOLE 5,520 FOOT LOCKER INC COM 344849104 $5,412 184,726 SH SOLE 184,726 FOOTHILL INDPT BANCORP COM 344905104 $96 3,817 SH SOLE 3,817 FORBES MEDI-TECH INC COM 344907100 $1 419 SH SOLE 419 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 $20,756 457,786 SH SOLE 457,786 FORD MTR CO DEL COM PAR $0.01 345370860 $48,062 4,242,040 SH P SOLE 4,242,040 FORD MTR CO DEL COM PAR $0.01 345370860 $35,769 3,157,044 SH SOLE 3,157,044 FORD MTR CO DEL COM PAR $0.01 345370860 $16,374 1,445,200 SH C SOLE 1,445,200

FORDING CDN COAL TR TR UNIT 345425102 $22,336 243,100 SH SOLE 243,100 FOREST LABS INC COM 345838106 $26,533 718,089 SH SOLE 718,089 FOREST LABS INC COM 345838106 $8,111 219,500 SH C SOLE 219,500 FOREST LABS INC COM 345838106 $2,450 66,300 SH P SOLE 66,300 FOREST OIL CORP COM PAR $0.01 346091705 $583 14,395 SH SOLE 14,395 FORGENT NETWORKS INC COM 34629U103 $158 74,411 SH SOLE 74,411 FORMFACTOR INC COM 346375108 $25 1,115 SH SOLE 1,115 FORMULA SYS 1985 LTD SPONSORED ADR 346414105 $33 1,781 SH SOLE 1,781 FORRESTER RESH INC COM 346563109 $507 35,996 SH SOLE 35,996 FORT DEARBORN INCOME SECS IN COM 347200107 $12 824 SH SOLE 824 FORTUNE BRANDS INC COM 349631101 $21,447 265,996 SH SOLE 265,996 FORWARD AIR CORP COM 349853101 $1,354 31,789 SH SOLE 31,789 FOSSIL INC COM 349882100 $3,721 143,522 SH SOLE 143,522 FOSTER L B CO COM 350060109 $28 3,000 SH SOLE 3,000 FOUNDATION COAL HLDGS INC COM 35039W100 $1,882 80,032 SH SOLE 80,032 FOUNDRY NETWORKS INC COM 35063R100 $465 46,923 SH SOLE 46,923 FOUNDRY NETWORKS INC COM 35063R100 $214 21,600 SH C SOLE 21,600 FOUNDRY NETWORKS INC COM 35063R100 $177 17,900 SH P SOLE 17,900 FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE4 $4,566 4,005,000 PRN SOLE 4,005,000 FOUR SEASONS HOTEL INC LTD VTG SH 3.51E+108 $3,379 47,790 SH SOLE 47,790 FOXBY CORP COM 351645106 $2 1,040 SH SOLE 1,040 FOXHOLLOW TECHNOLOGIES INC COM 35166A103 $392 13,891 SH SOLE 13,891 FPIC INS GROUP INC COM 302563101 $255 7,925 SH SOLE 7,925 FPL GROUP INC COM 302571104 $25,782 642,139 SH SOLE 642,139 FRANKLIN BK CORP DEL COM 352451108 $63 3,641 SH SOLE 3,641 FRANKLIN COVEY CO COM 353469109 $3 1,400 SH SOLE 1,400 FRANKLIN ELEC INC COM 353514102 $523 13,868 SH SOLE 13,868 FRANKLIN ELECTR PUBLISHERS I COM 353515109 $7 1,876 SH SOLE 1,876 FRANKLIN MULTI-INCOME FD SH BEN INT 354021107 $12 1,380 SH SOLE 1,380 FRANKLIN RES INC COM 354613101 $38,112 555,165 SH SOLE 555,165 FRANKLIN RES INC NOTE 5/1 354613AC5 $29 43,000 PRN SOLE 43,000 FRANKLIN TEMPLETON LTD DUR I COM 35472T101 $32 2,279 SH SOLE 2,279

FRANKLIN UNVL TR SH BEN INT 355145103 $4 721 SH SOLE 721 FREDS INC CL A 356108100 $147 8,579 SH SOLE 8,579 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $15,781 398,400 SH C SOLE 398,400 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $12,518 316,032 SH SOLE 316,032 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 $2,250 56,800 SH P SOLE 56,800 FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 $37,716 2,225,146 SH SOLE 2,225,146 FREESCALE SEMICONDUCTOR INC CL B 35687M206 $28,753 1,666,862 SH SOLE 1,666,862 FREMONT GEN CORP COM 357288109 $2,402 109,213 SH SOLE 109,213 FREQUENCY ELECTRS INC COM 358010106 $10 944 SH SOLE 944 FRESH BRANDS INC COM 35803U108 $5 712 SH SOLE 712 FRESH DEL MONTE PRODUCE INC ORD G36738105 $1,304 42,716 SH SOLE 42,716 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $1,119 70,516 SH SOLE 70,516 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $352 22,200 SH P SOLE 22,200 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 $167 10,500 SH C SOLE 10,500 FRIEDMAN INDS INC COM 358435105 $9 1,383 SH SOLE 1,383 FRIENDLY ICE CREAM CORP NEW COM 358497105 $19 2,360 SH SOLE 2,360 FRONTIER AIRLINES INC NEW COM 359065109 $2,009 191,697 SH C SOLE 191,697 FRONTIER FINL CORP WASH COM 35907K105 $62 1,642 SH SOLE 1,642 FRONTIER OIL CORP COM 35914P105 $676 18,650 SH SOLE 18,650 FRONTLINE LTD ORD G3682E127 $2,073 42,310 SH SOLE 42,310 FRONTLINE LTD ORD G3682E127 $539 11,000 SH C SOLE 11,000 FROZEN FOOD EXPRESS INDS INC COM 359360104 $247 21,425 SH SOLE 21,425 FSI INTL INC COM 302633102 $77 18,116 SH SOLE 18,116 FTD GROUP INC COM 30267U108 $68 5,571 SH SOLE 5,571 FTI CONSULTING INC COM 302941109 $1 66 SH SOLE 66 FUELCELL ENERGY INC COM 35952H106 $577 57,800 SH C SOLE 57,800 FUELCELL ENERGY INC COM 35952H106 $376 37,710 SH SOLE 37,710 FUEL-TECH N V COM 359523107 $32 5,380 SH SOLE 5,380 FUJI PHOTO FILM LTD ADR 359586302 $7,439 203,368 SH SOLE 203,368 FULLER H B CO COM 359694106 $187 6,460 SH SOLE 6,460 FULTON FINL CORP PA COM 360271100 $2,528 116,000 SH C SOLE 116,000 FULTON FINL CORP PA COM 360271100 $41 1,893 SH SOLE 1,893

FUNDTECH LTD ORD M47095100 $22 2,222 SH SOLE 2,222 FURNITURE BRANDS INTL INC COM 360921100 $40 1,849 SH SOLE 1,849 FUSION TELECOMM INTL INC COM 36113B301 $143 29,123 SH SOLE 29,123 FUSION TELECOMM INTL INC *W EXP 99/99/999 36113B111 $1 850 SH SOLE 850 FUTUREMEDIA PLC SPONSORED ADR 360912109 $5 13,000 SH SOLE 13,000 FX ENERGY INC COM 302695101 $213 18,636 SH SOLE 18,636 G & K SVCS INC CL A 361268105 $982 24,378 SH SOLE 24,378 G B & T BANCSHARES INC COM 361462104 $167 7,692 SH SOLE 7,692 GABELLI ASSET MGMT INC CL A 36239Y102 $1,406 31,497 SH SOLE 31,497 GABELLI CONV & INCOME SECS F CONV SECS FD 36240B109 $45 4,900 SH SOLE 4,900 GABELLI DIVD & INCOME TR COM 36242H104 $280 15,641 SH SOLE 15,641 GABELLI EQUITY TR INC COM 362397101 $194 21,533 SH SOLE 21,533 GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 $485 48,242 SH SOLE 48,242 GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L105 $44 2,382 SH SOLE 2,382 GABELLI UTIL TR COM 36240A101 $1 159 SH SOLE 159 GABLES RESIDENTIAL TR SH BEN INT 362418105 $87 2,618 SH SOLE 2,618 GAIAM INC CL A 36268Q103 $10 1,884 SH SOLE 1,884 GALAXY NUTRITIONAL FOODS INC COM 36317Q104 $16 6,827 SH SOLE 6,827 GALLAGHER ARTHUR J & CO COM 363576109 $83 2,891 SH SOLE 2,891 GALLERY OF HISTORY INC COM 363812108 $2 679 SH SOLE 679 GAMESTOP CORP CL A 36466R101 $915 41,311 SH SOLE 41,311 GAMESTOP CORP COM CL B 36466R200 $372 16,676 SH SOLE 16,676 GAMESTOP CORP CL A 36466R101 $140 6,300 SH C SOLE 6,300 GAMETECH INTERNATIONAL INC COM 36466D102 $8 2,774 SH SOLE 2,774 GAMING PARTNERS INTL CORP COM 36467A107 $21 1,460 SH SOLE 1,460 GAMMON LAKE RES INC COM 364915108 $7 1,151 SH SOLE 1,151 GANDER MOUNTAIN CO COM 36471P108 $27 2,078 SH SOLE 2,078 GANNETT INC COM 364730101 $69,302 876,357 SH C SOLE 876,357 GANNETT INC COM 364730101 $27,976 353,762 SH SOLE 353,762 GAP INC DEL COM 364760108 $70,078 3,208,690 SH SOLE 3,208,690 GAP INC DEL COM 364760108 $9,745 446,200 SH P SOLE 446,200 GAP INC DEL COM 364760108 $9,249 423,500 SH C SOLE 423,500

GARDNER DENVER INC COM 365558105 $310 7,847 SH SOLE 7,847 GARMIN LTD ORD G37260109 $20,219 436,500 SH C SOLE 436,500 GARMIN LTD ORD G37260109 $1,306 28,200 SH P SOLE 28,200 GARMIN LTD ORD G37260109 $199 4,295 SH SOLE 4,295 GARTNER INC CL B 366651206 $15,955 1,706,393 SH SOLE 1,706,393 GARTNER INC COM 366651107 $13 1,341 SH SOLE 1,341 GASCO ENERGY INC COM 367220100 $0 133 SH SOLE 133 GATEWAY INC COM 367626108 $77,495 19,229,455 SH SOLE 19,229,455 GATEWAY INC COM 367626108 $2,154 534,400 SH C SOLE 534,400 GATEWAY INC COM 367626108 $643 159,600 SH P SOLE 159,600 GATX CORP COM 361448103 $2,311 69,635 SH SOLE 69,635 GATX CORP PFD CONV $2.50 361448202 $165 1,000 SH SOLE 1,000 GAYLORD ENTMT CO NEW COM 367905106 $2 50 SH SOLE 50 GEAC COMPUTER LTD COM 368289104 $90 10,000 SH SOLE 10,000 GEHL CO COM 368483103 $20 723 SH SOLE 723 GEMPLUS INTL S A ADR 36866Y102 $13 2,733 SH SOLE 2,733 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $1,208 277,731 SH SOLE 277,731 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $13 3,000 SH C SOLE 3,000 GENAERA CORP COM 36867G100 $171 75,165 SH SOLE 75,165 GENAISSANCE PHARMACEUTICALS COM 36867W105 $81 65,187 SH SOLE 65,187 GENCORP INC COM 368682100 $1,812 90,600 SH P SOLE 90,600 GENCORP INC COM 368682100 $272 13,605 SH SOLE 13,605 GENE LOGIC INC COM 368689105 $135 42,928 SH SOLE 42,928 GENELABS TECHNOLOGIES INC COM 368706107 $35 58,009 SH SOLE 58,009 GENENCOR INTL INC COM 368709101 $103 5,334 SH SOLE 5,334 GENENTECH INC COM NEW 368710406 $91,615 1,618,348 SH SOLE 1,618,348 GENENTECH INC COM NEW 368710406 $67,489 1,192,171 SH C SOLE 1,192,171 GENENTECH INC COM NEW 368710406 $51,377 907,566 SH P SOLE 907,566 GENERAL AMERN INVS INC COM 368802104 $87 2,831 SH SOLE 2,831 GENERAL BINDING CORP COM 369154109 $155 7,383 SH SOLE 7,383 GENERAL CABLE CORP DEL NEW COM 369300108 $738 61,153 SH SOLE 61,153 GENERAL COMMUNICATION INC CL A 369385109 $278 30,448 SH SOLE 30,448

GENERAL DYNAMICS CORP COM 369550108 $46,494 434,318 SH SOLE 434,318 GENERAL DYNAMICS CORP COM 369550108 $3,319 31,000 SH C SOLE 31,000 GENERAL DYNAMICS CORP COM 369550108 $2,098 19,600 SH P SOLE 19,600 GENERAL ELEC CO COM 369604103 $1,688,490 46,824,472 SH SOLE 46,824,472 GENERAL ELEC CO COM 369604103 $583,772 16,188,901 SH C SOLE 16,188,901 GENERAL ELEC CO COM 369604103 $528,916 14,667,668 SH P SOLE 14,667,668 GENERAL GROWTH PPTYS INC COM 370021107 $2,784 81,649 SH SOLE 81,649 GENERAL MARITIME CORP SHS Y2692M103 $10,763 222,200 SH C SOLE 222,200 GENERAL MARITIME CORP SHS Y2692M103 $1,526 31,501 SH SOLE 31,501 GENERAL MLS INC DBCV 10/2 370334AU8 $32,418 45,740,000 PRN SOLE 45,740,000 GENERAL MLS INC COM 370334104 $27,439 558,276 SH SOLE 558,276 GENERAL MLS INC COM 370334104 $18,628 379,000 SH C SOLE 379,000 GENERAL MLS INC COM 370334104 $8,783 178,700 SH P SOLE 178,700 GENERAL MTRS CORP DEB SR CONV B 370442733 $149,036 7,978,352 SH SOLE 7,978,352 GENERAL MTRS CORP COM 370442105 $220,541 7,503,941 SH P SOLE 7,503,941 GENERAL MTRS CORP DEB SR CV C 33 370442717 $90,332 4,342,875 SH SOLE 4,342,875 GENERAL MTRS CORP COM 370442105 $76,031 2,586,960 SH SOLE 2,586,960 GENERAL MTRS CORP COM 370442105 $61,096 2,078,812 SH C SOLE 2,078,812 GENERAL MTRS CORP DEB SR CONV A 370442741 $8,440 359,157 SH SOLE 359,157 GENESCO INC COM 371532102 $4,027 141,694 SH SOLE 141,694 GENESEE & WYO INC CL A 371559105 $1,232 47,541 SH SOLE 47,541 GENESIS BIOVENTURES INC COM 371828104 $0 651 SH SOLE 651 GENESIS ENERGY L P UNIT LTD PARTN 371927104 $1,776 199,528 SH SOLE 199,528 GENESIS HEALTHCARE CORP COM 37184D101 $893 20,814 SH SOLE 20,814 GENESIS MICROCHIP INC DEL COM 37184C103 $1,687 116,732 SH SOLE 116,732 GENESIS MICROCHIP INC DEL COM 37184C103 $175 12,100 SH C SOLE 12,100 GENESIS MICROCHIP INC DEL COM 37184C103 $77 5,300 SH P SOLE 5,300 GENESYS S A SP ADR REP 1/2 37185M100 $2 1,914 SH SOLE 1,914 GENETRONICS BIOMEDICAL CORP COM NEW 371916305 $3 801 SH SOLE 801 GENITOPE CORP COM 37229P507 $575 45,992 SH SOLE 45,992 GENLYTE GROUP INC COM 372302109 $115 1,280 SH SOLE 1,280 GEN-PROBE INC NEW COM 36866T103 $18,033 404,700 SH SOLE 404,700

GENTA INC COM NEW 37245M207 $54 48,133 SH SOLE 48,133 GENTEK INC COM NEW 37245X203 $30 1,808 SH SOLE 1,808 GENTEX CORP COM 371901109 $3,863 121,083 SH SOLE 121,083 GENTIVA HEALTH SERVICES INC COM 37247A102 $116 7,139 SH SOLE 7,139 GENUINE PARTS CO COM 372460105 $30,886 710,196 SH SOLE 710,196 GENVEC INC COM 37246C109 $77 44,536 SH SOLE 44,536 GENWORTH FINL INC COM CL A 37247D106 $1,372 49,866 SH SOLE 49,866 GENZYME CORP COM 372917104 $46,727 816,343 SH SOLE 816,343 GENZYME CORP COM 372917104 $35,506 620,300 SH P SOLE 620,300 GENZYME CORP COM 372917104 $18,403 321,500 SH C SOLE 321,500 GEO GROUP INC COM 36159R103 $184 6,433 SH SOLE 6,433 GEOGLOBAL RESOURCES INC COM 37249T109 $1 718 SH SOLE 718 GEOPHARMA INC COM 37250A106 $1,235 405,035 SH SOLE 405,035 GEORGIA GULF CORP COM PAR $0.01 373200203 $4,046 87,991 SH SOLE 87,991 GEORGIA PAC CORP COM 373298108 $21,656 610,187 SH SOLE 610,187 GEORGIA PAC CORP COM 373298108 $2,026 57,100 SH C SOLE 57,100 GEORGIA PAC CORP COM 373298108 $1,352 38,100 SH P SOLE 38,100 GERBER SCIENTIFIC INC COM 373730100 $81 11,187 SH SOLE 11,187 GERDAU AMERISTEEL CORP COM 37373P105 $8 1,387 SH SOLE 1,387 GERMAN AMERN BANCORP COM 373865104 $133 8,609 SH SOLE 8,609 GERMANY FD INC COM 374143105 $13 1,554 SH SOLE 1,554 GERON CORP COM 374163103 $2,102 343,946 SH SOLE 343,946 GERON CORP COM 374163103 $943 154,400 SH P SOLE 154,400 GERON CORP COM 374163103 $1 100 SH C SOLE 100 GETTY IMAGES INC SDCV 0.500% 6/0 374276AH6 $32,603 21,000,000 PRN SOLE 21,000,000 GETTY IMAGES INC COM 374276103 $2,572 36,170 SH SOLE 36,170 GETTY RLTY CORP NEW COM 374297109 $125 4,905 SH SOLE 4,905 GEVITY HR INC COM 374393106 $319 16,700 SH SOLE 16,700 GEXA CORP COM NEW 374398204 $17 2,544 SH SOLE 2,544 GFI GROUP INC COM 361652209 $100 3,711 SH SOLE 3,711 GIANT INDS INC COM 374508109 $303 11,780 SH SOLE 11,780 GIBRALTAR INDS INC COM 374689107 $10 452 SH SOLE 452

GIGA TRONICS INC COM 375175106 $13 3,150 SH SOLE 3,150 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 $79 12,245 SH SOLE 12,245 GILEAD SCIENCES INC COM 375558103 $40,018 1,117,819 SH SOLE 1,117,819 GILEAD SCIENCES INC COM 375558103 $7,038 196,600 SH C SOLE 196,600 GILEAD SCIENCES INC COM 375558103 $6,744 188,384 SH P SOLE 188,384 GILLETTE CO COM 375766102 $159,146 3,152,662 SH SOLE 3,152,662 GILLETTE CO COM 375766102 $6,517 129,100 SH C SOLE 129,100 GILLETTE CO COM 375766102 $217 4,300 SH P SOLE 4,300 GIVEN IMAGING ORD SHS M52020100 $355 12,026 SH SOLE 12,026 GLACIER BANCORP INC NEW COM 37637Q105 $336 11,004 SH SOLE 11,004 GLACIER WATER SVCS INC COM 376395109 $35 1,382 SH SOLE 1,382 GLADSTONE CAPITAL CORP COM 376535100 $614 28,922 SH SOLE 28,922 GLADSTONE COML CORP COM 376536108 $327 19,910 SH SOLE 19,910 GLAMIS GOLD LTD COM 376775102 $4,297 275,240 SH SOLE 275,240 GLAMIS GOLD LTD COM 376775102 $98 6,300 SH P SOLE 6,300 GLAMIS GOLD LTD COM 376775102 $33 2,100 SH C SOLE 2,100 GLATFELTER COM 377316104 $5 372 SH SOLE 372 GLENAYRE TECHNOLOGIES INC COM 377899109 $2 1,000 SH SOLE 1,000 GLENBOROUGH RLTY TR INC COM 37803P105 $2,082 108,901 SH SOLE 108,901 GLENCAIRN GOLD CORP COM 377903109 $0 800 SH SOLE 800 GLIMCHER RLTY TR SH BEN INT 379302102 $322 13,586 SH SOLE 13,586 GLOBAL CROSSING LTD SHS NEW G3921A175 $4 244 SH SOLE 244 GLOBAL E POINT INC COM 37940U108 $43 15,308 SH SOLE 15,308 GLOBAL HIGH INCOME DLR FD IN COM 37933G108 $53 3,089 SH SOLE 3,089 GLOBAL IMAGING SYSTEMS COM 37934A100 $3,496 98,585 SH SOLE 98,585 GLOBAL INDS LTD COM 379336100 $1,966 209,188 SH SOLE 209,188 GLOBAL MARINE INC DBCV 6/2 379352AN7 $57,287 97,096,000 PRN SOLE 97,096,000 GLOBAL PMT TECHNOLOGIES INC COM 37936S109 $22 3,562 SH SOLE 3,562 GLOBAL PMTS INC COM 37940X102 $445 6,898 SH SOLE 6,898 GLOBAL POWER EQUIPMENT INC COM 37941P108 $10 1,000 SH SOLE 1,000 GLOBAL SIGNAL INC COM 37944Q103 $3,813 127,258 SH SOLE 127,258 GLOBALSANTAFE CORP SHS G3930E101 $6,483 175,033 SH SOLE 175,033

GLOBALSANTAFE CORP SHS G3930E101 $1,004 27,100 SH C SOLE 27,100 GLOBALSANTAFE CORP SHS G3930E101 $600 16,200 SH P SOLE 16,200 GLOBECOMM SYSTEMS INC COM 37956X103 $33 5,612 SH SOLE 5,612 GLYCOGENESYS INC COM NEW 37989P200 $4 4,844 SH SOLE 4,844 GMH CMNTYS TR COM 36188G102 $40 3,403 SH SOLE 3,403 GMX RES INC *W EXP 02/12/200 38011M116 $1 633 SH SOLE 633 GMX RES INC COM 38011M108 $2 182 SH SOLE 182 GOAMERICA INC COM PAR $0.01 38020R304 $17 2,268 SH SOLE 2,268 GOLAR LNG LTD BERMUDA SHS G9456A100 $54 4,218 SH SOLE 4,218 GOLD BANC CORP INC COM 379907108 $218 15,557 SH SOLE 15,557 GOLD KIST INC COM 380614107 $163 10,279 SH SOLE 10,279 GOLD RESV INC CL A 38068N108 $5 1,307 SH SOLE 1,307 GOLDCORP INC NEW COM 380956409 $13,929 980,221 SH SOLE 980,221 GOLDCORP INC NEW COM 380956409 $207 14,600 SH C SOLE 14,600 GOLDCORP INC NEW COM 380956409 $126 8,900 SH P SOLE 8,900 GOLDEN CYCLE GOLD CORP COM 380894105 $3 1,283 SH SOLE 1,283 GOLDEN ENTERPRISES INC COM 381010107 $5 1,285 SH SOLE 1,285 GOLDEN STAR RES LTD CDA COM 38119T104 $149 51,988 SH SOLE 51,988 GOLDEN TELECOM INC COM 38122G107 $3 108 SH SOLE 108 GOLDEN WEST FINL CORP DEL COM 381317106 $18,597 307,394 SH SOLE 307,394 GOLDEN WEST FINL CORP DEL COM 381317106 $914 15,100 SH C SOLE 15,100 GOLDEN WEST FINL CORP DEL COM 381317106 $109 1,800 SH P SOLE 1,800 GOLDMAN SACHS GROUP INC COM 38141G104 $74,045 673,202 SH SOLE 673,202 GOLDMAN SACHS GROUP INC COM 38141G104 $53,686 488,100 SH C SOLE 488,100 GOLDMAN SACHS GROUP INC COM 38141G104 $12,561 114,200 SH P SOLE 114,200 GOLF TR AMER INC COM 38168B103 $0 110 SH SOLE 110 GOODRICH CORP COM 382388106 $3,566 93,130 SH SOLE 93,130 GOODRICH PETE CORP COM NEW 382410405 $852 40,338 SH SOLE 40,338 GOODYEAR TIRE & RUBR CO COM 382550101 $5,544 415,261 SH SOLE 415,261 GOODYEAR TIRE & RUBR CO COM 382550101 $2,506 187,700 SH P SOLE 187,700 GOODYEAR TIRE & RUBR CO COM 382550101 $590 44,200 SH C SOLE 44,200 GOODYS FAMILY CLOTHING INC COM 382588101 $51 5,684 SH SOLE 5,684

GOOGLE INC CL A 38259P508 $116,303 644,300 SH P SOLE 644,300 GOOGLE INC CL A 38259P508 $65,598 363,405 SH C SOLE 363,405 GOOGLE INC CL A 38259P508 $60,063 332,743 SH SOLE 332,743 GORMAN RUPP CO COM 383082104 $148 6,874 SH SOLE 6,874 GOTTSCHALKS INC COM 383485109 $14 1,319 SH SOLE 1,319 GOUVERNEUR BANCORP COM 383584109 $16 1,123 SH SOLE 1,123 GOVERNMENT PPTYS TR INC COM 38374W107 $64 6,381 SH SOLE 6,381 GP STRATEGIES CORP COM 36225V104 $6 783 SH SOLE 783 GRACE W R & CO DEL NEW COM 38388F108 $374 43,940 SH SOLE 43,940 GRACE W R & CO DEL NEW COM 38388F108 $130 15,300 SH C SOLE 15,300 GRACE W R & CO DEL NEW COM 38388F108 $52 6,100 SH P SOLE 6,100 GRACO INC COM 384109104 $7,785 192,877 SH SOLE 192,877 GRAFTECH INTL LTD COM 384313102 $979 172,103 SH SOLE 172,103 GRAHAM CORP COM 384556106 $17 985 SH SOLE 985 GRAINGER W W INC COM 384802104 $15,971 256,483 SH SOLE 256,483 GRAMERCY CAP CORP COM 384871109 $141 7,216 SH SOLE 7,216 GRAND TOYS INTL LTD HONG KON SPONSORED ADR 386490106 $6 2,444 SH SOLE 2,444 GRANITE CITY FOOD & BREWERY COM 38724Q107 $16 3,907 SH SOLE 3,907 GRANITE CITY FOOD & BREWERY *W EXP 06/06/200 38724Q115 $0 3,273 SH SOLE 3,273 GRANITE CITY FOOD & BREWERY UNIT 06/02/2005 38724Q206 $9 2,144 SH SOLE 2,144 GRANITE CONSTR INC COM 387328107 $1,657 63,060 SH SOLE 63,060 GRANT PRIDECO INC COM 38821G101 $2,038 84,344 SH SOLE 84,344 GRAPHIC PACKAGING CORP DEL COM 388688103 $351 79,548 SH SOLE 79,548 GRAY TELEVISION INC CL A 389375205 $215 16,552 SH SOLE 16,552 GRAY TELEVISION INC COM 389375106 $7 500 SH SOLE 500 GREAT AMERN FINL RES INC COM 389915109 $45 2,668 SH SOLE 2,668 GREAT ATLANTIC & PAC TEA INC COM 390064103 $96 6,436 SH SOLE 6,436 GREAT BASIN GOLD LTD COM 390124105 $6 5,147 SH SOLE 5,147 GREAT LAKES CHEM CORP COM 390568103 $6,866 213,762 SH SOLE 213,762 GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 $11 100 SH SOLE 100 GREAT PEE DEE BANCORP INC COM 39115R100 $15 1,033 SH SOLE 1,033 GREAT PLAINS ENERGY INC COM 391164100 $1,222 39,974 SH SOLE 39,974

GREAT SOUTHN BANCORP INC COM 390905107 $85 2,612 SH SOLE 2,612 GREAT WOLF RESORTS INC COM 391523107 $215 8,606 SH SOLE 8,606 GREATER ATLANTIC FINANCIAL COM 391601101 $15 2,471 SH SOLE 2,471 GREATER BAY BANCORP COM 391648102 $202 8,275 SH SOLE 8,275 GREATER CHINA FD INC COM 39167B102 $130 8,259 SH SOLE 8,259 GREATER COMMUNITY BANCORP COM 39167M108 $8 503 SH SOLE 503 GREATER DEL VY HLDGS COM 391688108 $16 545 SH SOLE 545 GREEN MOUNTAIN PWR CORP COM 393154109 $44 1,501 SH SOLE 1,501 GREEN MTN COFFEE ROASTERS IN COM 393122106 $7 300 SH SOLE 300 GREENBRIER COS INC COM 393657101 $265 7,550 SH SOLE 7,550 GREENE CNTY BANCSHARES INC COM NEW 394361208 $145 5,557 SH SOLE 5,557 GREENE COUNTY BANCORP INC COM 394357107 $33 949 SH SOLE 949 GREENFIELD ONLINE INC COM 395150105 $35,556 1,809,488 SH SOLE 1,809,488 GREENHILL & CO INC COM 395259104 $188 5,252 SH SOLE 5,252 GREENVILLE FIRST BANCSHARES COM 39607Y100 $14 667 SH SOLE 667 GREIF INC CL A 397624107 $842 12,081 SH SOLE 12,081 GREY WOLF INC COM 397888108 $95 14,461 SH SOLE 14,461 GRIFFIN LD & NURSERIES INC CL A 398231100 $47 1,796 SH SOLE 1,796 GRIFFON CORP COM 398433102 $629 29,381 SH SOLE 29,381 GRILL CONCEPTS INC COM NEW 398502203 $7 2,600 SH SOLE 2,600 GROUP 1 AUTOMOTIVE INC COM 398905109 $165 6,288 SH SOLE 6,288 GROUPE CGI INC CL A SUB VTG 39945C109 $11 1,809 SH SOLE 1,809 GROUPE DANONE SPONSORED ADR 399449107 $780 39,064 SH SOLE 39,064 GRUMA S A DE CV SPON ADR CL B 400131306 $9 1,044 SH SOLE 1,044 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 4.01E+206 $144 5,139 SH SOLE 5,139 GRUPO CASA SABA S A DE C V SPONSORED ADR 40048P104 $11 628 SH SOLE 628 GRUPO IMSA S A DE C V SPON ADR UNITS 40048T106 $23 1,080 SH SOLE 1,080 GRUPO INDL MASECA S A DE C V SPON ADR NEW 400488409 $5 607 SH SOLE 607 GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C102 $8 1,000 SH SOLE 1,000 GRUPO SIMEC S A DE C V ADR 400491106 $14 3,131 SH SOLE 3,131 GS FINL CORP COM 362274102 $39 2,039 SH SOLE 2,039 GSE SYS INC COM 36227K106 $0 70 SH SOLE 70

GSI COMMERCE INC COM 36238G102 $1 69 SH SOLE 69 GSI LUMONICS INC COM 36229U102 $206 22,800 SH SOLE 22,800 GTC BIOTHERAPEUTICS INC COM 36238T104 $28 26,600 SH SOLE 26,600 GTECH HLDGS CORP COM 400518106 $2,707 115,052 SH SOLE 115,052 GTSI CORP COM 36238K103 $752 77,068 SH SOLE 77,068 GTX INC DEL COM 40052B108 $28 3,082 SH SOLE 3,082 GUANGSHEN RY LTD SPONSORED ADR 40065W107 $27 1,525 SH SOLE 1,525 GUIDANT CORP COM 401698105 $363,028 4,912,425 SH SOLE 4,912,425 GUIDANT CORP COM 401698105 $12,201 165,100 SH C SOLE 165,100 GUIDANT CORP COM 401698105 $5,129 69,400 SH P SOLE 69,400 GUILFORD PHARMACEUTICALS INC COM 401829106 $235 102,109 SH SOLE 102,109 GUITAR CTR MGMT INC COM 402040109 $24,674 450,000 SH C SOLE 450,000 GUITAR CTR MGMT INC COM 402040109 $1,451 26,462 SH SOLE 26,462 GULF ISLAND FABRICATION INC COM 402307102 $587 25,000 SH SOLE 25,000 GULFMARK OFFSHORE INC COM 402629109 $38 1,483 SH SOLE 1,483 GURUNET CORP COM 403307101 $190 10,150 SH SOLE 10,150 GYMBOREE CORP COM 403777105 $109 8,663 SH SOLE 8,663 H & Q HEALTHCARE FD SH BEN INT 404052102 $2,662 163,736 SH SOLE 163,736 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 $66 4,601 SH SOLE 4,601 HABERSHAM BANCORP INC COM 404459109 $38 1,631 SH SOLE 1,631 HAEMONETICS CORP COM 405024100 $300 7,109 SH SOLE 7,109 HAGGAR CORP COM 405173105 $45 2,224 SH SOLE 2,224 HAIN CELESTIAL GROUP INC COM 405217100 $546 29,312 SH SOLE 29,312 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 $17,038 13,208,000 PRN SOLE 13,208,000 HALLIBURTON CO COM 406216101 $89,919 2,079,044 SH SOLE 2,079,044 HALLIBURTON CO COM 406216101 $31,783 734,857 SH C SOLE 734,857 HALLIBURTON CO COM 406216101 $29,414 680,100 SH P SOLE 680,100 HALLMARK FINL SVCS INC EC COM 40624Q104 $0 79 SH SOLE 79 HALLWOOD GROUP INC COM PAR $0.10 406364406 $195 1,501 SH SOLE 1,501 HALOZYME THERAPEUTICS INC COM 40637H109 $16 10,000 SH SOLE 10,000 HAMMONS JOHN Q HOTELS INC CL A 408623106 $28 1,307 SH SOLE 1,307 HAMPSHIRE GROUP LTD COM 408859106 $11 264 SH SOLE 264

HANAROTELECOM INC SPONSORED ADR 409649209 $3 859 SH SOLE 859 HANCOCK FABRICS INC COM 409900107 $99 13,347 SH SOLE 13,347 HANCOCK HLDG CO COM 410120109 $482 14,841 SH SOLE 14,841 HANCOCK JOHN FINL TRENDS FD COM 41014X105 $505 32,612 SH SOLE 32,612 HANCOCK JOHN INCOME SECS TR COM 410123103 $53 3,585 SH SOLE 3,585 HANCOCK JOHN INVS TR COM 410142103 $39 1,878 SH SOLE 1,878 HANCOCK JOHN PATRIOT GLOBL D COM 41013G103 $54 4,305 SH SOLE 4,305 HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 $29 2,260 SH SOLE 2,260 HANCOCK JOHN PATRIOT PREM DI COM 41013Q101 $37 4,053 SH SOLE 4,053 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 $73 6,465 SH SOLE 6,465 HANCOCK JOHN PATRIOT SELCT D COM 41013U102 $57 4,463 SH SOLE 4,463 HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 $122 5,469 SH SOLE 5,469 HANCOCK JOHN PFD INCOME FD I COM 41021P103 $163 7,604 SH SOLE 7,604 HANCOCK JOHN PFD INCOME FD I COM 41013X106 $33 1,444 SH SOLE 1,444 HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 $76 4,500 SH SOLE 4,500 HANDLEMAN CO DEL COM 410252100 $793 41,801 SH SOLE 41,801 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 $2,219 372,900 SH C SOLE 372,900 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 $750 125,969 SH SOLE 125,969 HANMI FINL CORP COM 410495105 $217 13,114 SH SOLE 13,114 HANOVER CAP MTG HLDGS INC COM 410761100 $184 17,347 SH SOLE 17,347 HANOVER COMPRESSOR CO COM 410768105 $2,140 177,338 SH SOLE 177,338 HANSEN NAT CORP COM 411310105 $1,276 21,287 SH SOLE 21,287 HANSON PLC NEW SPONSORED ADR 411349103 $6,694 142,123 SH SOLE 142,123 HARBOR FLA BANCSHARES INC COM 411901101 $100 2,929 SH SOLE 2,929 HARDINGE INC COM 412324303 $7 503 SH SOLE 503 HARKEN ENERGY CORP COM NEW 412552309 $0 165 SH SOLE 165 HARLAND JOHN H CO COM 412693103 $216 6,276 SH SOLE 6,276 HARLEY DAVIDSON INC COM 412822108 $38,132 660,178 SH SOLE 660,178 HARLEY DAVIDSON INC COM 412822108 $2,374 41,100 SH C SOLE 41,100 HARLEY DAVIDSON INC COM 412822108 $156 2,700 SH P SOLE 2,700 HARLEYSVILLE GROUP INC COM 412824104 $201 10,145 SH SOLE 10,145 HARLEYSVILLE NATL CORP PA COM 412850109 $78 3,683 SH SOLE 3,683

HARLEYSVILLE SVGS FINL CORP COM 412865107 $48 2,550 SH SOLE 2,550 HARMAN INTL INDS INC COM 413086109 $9,225 104,286 SH SOLE 104,286 HARMONIC INC COM 413160102 $3,494 365,499 SH SOLE 365,499 HAROLDS STORES INC COM 413353103 $11 10,000 SH SOLE 10,000 HARRAHS ENTMT INC COM 413619107 $14,345 222,123 SH SOLE 222,123 HARRAHS ENTMT INC COM 413619107 $4,521 70,000 SH C SOLE 70,000 HARRAHS ENTMT INC COM 413619107 $4,521 70,000 SH P SOLE 70,000 HARRINGTON WEST FINL GROUP I COM 41383L104 $75 4,511 SH SOLE 4,511 HARRIS & HARRIS GROUP INC COM 413833104 $116 9,614 SH SOLE 9,614 HARRIS CORP DEL DBCV 3.500% 8/1 413875AH8 $16,583 11,000,000 PRN SOLE 11,000,000 HARRIS CORP DEL COM 413875105 $2,583 79,102 SH SOLE 79,102 HARRIS INTERACTIVE INC COM 414549105 $45 9,799 SH SOLE 9,799 HARSCO CORP COM 415864107 $3,239 54,338 SH SOLE 54,338 HARTE-HANKS INC COM 416196103 $7,702 279,476 SH SOLE 279,476 HARTFORD FINL SVCS GROUP INC COM 416515104 $21,269 310,228 SH SOLE 310,228 HARTFORD FINL SVCS GROUP INC COM 416515104 $6,246 91,098 SH C SOLE 91,098 HARTFORD FINL SVCS GROUP INC COM 416515104 $2,262 33,000 SH P SOLE 33,000 HARTFORD INCOME SHS FD INC COM 416537108 $13 1,747 SH SOLE 1,747 HARTMARX CORP COM 417119104 $587 61,553 SH SOLE 61,553 HARVARD BIOSCIENCE INC COM 416906105 $178 45,636 SH SOLE 45,636 HARVEST NATURAL RESOURCES IN COM 41754V103 $849 71,437 SH SOLE 71,437 HARVEY ELECTRONICS INC COM 417660107 $6 4,486 SH SOLE 4,486 HASBRO INC DBCV 2.750%12/0 418056AN7 $8,105 7,505,000 PRN SOLE 7,505,000 HASBRO INC COM 418056107 $2,045 100,000 SH C SOLE 100,000 HASBRO INC COM 418056107 $1,257 61,479 SH SOLE 61,479 HASTINGS ENTMT INC COM 418365102 $6 824 SH SOLE 824 HAUPPAUGE DIGITAL INC COM 419131107 $22 5,200 SH SOLE 5,200 HAVAS SPONSORED ADR 419313101 $73 12,615 SH SOLE 12,615 HAVERTY FURNITURE INC COM 419596101 $570 37,400 SH SOLE 37,400 HAVERTY FURNITURE INC CL A 419596200 $6 388 SH SOLE 388 HAWAIIAN ELEC INDUSTRIES COM 419870100 $7,725 302,686 SH SOLE 302,686 HAWAIIAN HOLDINGS INC COM 419879101 $4,569 698,699 SH SOLE 698,699

HAWKINS INC COM 420261109 $32 2,645 SH SOLE 2,645 HAYES LEMMERZ INTL INC COM NEW 420781304 $197 37,869 SH SOLE 37,869 HCA INC COM 404119109 $44,585 832,280 SH SOLE 832,280 HCA INC COM 404119109 $13,725 256,200 SH C SOLE 256,200 HCA INC COM 404119109 $11,571 216,000 SH P SOLE 216,000 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 $2,387 2,124,000 PRN SOLE 2,124,000 HCC INS HLDGS INC COM 404132102 $69 1,917 SH SOLE 1,917 HDFC BANK LTD ADR REPS 3 SHS 40415F101 $619 14,717 SH SOLE 14,717 HEAD N V NY REGISTRY SH 422070102 $5 1,370 SH SOLE 1,370 HEADWATERS INC COM 42210P102 $1,707 51,997 SH SOLE 51,997 HEALTH CARE PPTY INVS INC COM 421915109 $6,230 265,453 SH SOLE 265,453 HEALTH CARE REIT INC COM 42217K106 $6,496 202,988 SH SOLE 202,988 HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF9 $8,857 8,107,000 PRN SOLE 8,107,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 $8,401 320,890 SH SOLE 320,890 HEALTH MGMT ASSOC INC NEW CL A 421933102 $71 2,700 SH P SOLE 2,700 HEALTH MGMT ASSOC INC NEW CL A 421933102 $5 200 SH C SOLE 200 HEALTH NET INC COM 42222G108 $9,020 275,761 SH SOLE 275,761 HEALTH NET INC COM 42222G108 $621 19,000 SH P SOLE 19,000 HEALTHCARE RLTY TR COM 421946104 $3,399 93,263 SH SOLE 93,263 HEALTHCARE SVCS GRP INC COM 421906108 $7 306 SH SOLE 306 HEALTHCARE TECHNOLOGIES LTD COM M5296L135 $1 1,667 SH SOLE 1,667 HEALTHSTREAM INC COM 42222N103 $6 2,000 SH SOLE 2,000 HEALTHTRONICS INC COM 42222L107 $11 1,000 SH SOLE 1,000 HEARST-ARGYLE TELEVISION INC COM 422317107 $80 3,151 SH SOLE 3,151 HEARTLAND EXPRESS INC COM 422347104 $1,868 97,527 SH SOLE 97,527 HEARTLAND FINL USA INC COM 42234Q102 $31 1,570 SH SOLE 1,570 HEARTLAND PARTNERS L P UT LTD PARTNER 422357103 $1 205 SH SOLE 205 HEARUSA INC COM NEW 422360305 $2 1,000 SH SOLE 1,000 HECLA MNG CO COM 422704106 $731 133,476 SH SOLE 133,476 HECLA MNG CO COM 422704106 $19 3,400 SH P SOLE 3,400 HECLA MNG CO COM 422704106 $9 1,700 SH C SOLE 1,700 HECLA MNG CO PFD CV SER B 422704205 $5 85 SH SOLE 85

HECTOR COMMUNICATIONS CORP COM 422730101 $5 217 SH SOLE 217 HEI INC COM 404160103 $0 142 SH SOLE 142 HEICO CORP NEW CL A 422806208 $294 18,502 SH SOLE 18,502 HEICO CORP NEW COM 422806109 $39 1,964 SH SOLE 1,964 HEIDRICK & STRUGGLES INTL IN COM 422819102 $2,620 71,250 SH C SOLE 71,250 HEIDRICK & STRUGGLES INTL IN COM 422819102 $57 1,554 SH SOLE 1,554 HEINZ H J CO COM 423074103 $35,316 958,627 SH SOLE 958,627 HEINZ H J CO COM 423074103 $2,837 77,000 SH C SOLE 77,000 HELEN OF TROY CORP LTD COM G4388N106 $3,182 116,199 SH SOLE 116,199 HELIX TECHNOLOGY CORP COM 423319102 $785 50,718 SH SOLE 50,718 HELLENIC TELECOM ORGANIZATN SPONSORED ADR 423325307 $1,967 223,553 SH SOLE 223,553 HELMERICH & PAYNE INC COM 423452101 $7,945 200,173 SH SOLE 200,173 HEMISPHERX BIOPHARMA INC COM 42366C103 $1 682 SH SOLE 682 HEMOSOL CORP COM 423693100 $1 1,345 SH SOLE 1,345 HENRY JACK & ASSOC INC COM 426281101 $2,630 146,168 SH SOLE 146,168 HERBALIFE LTD COM USD SHS G4412G101 $6 398 SH SOLE 398 HERCULES INC COM 427056106 $3,312 228,564 SH SOLE 228,564 HERITAGE COMMERCE CORP COM 426927109 $250 13,582 SH SOLE 13,582 HERITAGE OAKS BANCORP COM 42724R107 $6 285 SH SOLE 285 HERITAGE PPTY INVT TR INC COM 42725M107 $1,928 64,953 SH SOLE 64,953 HERSHA HOSPITALITY TR SH BEN INT A 427825104 $545 54,708 SH SOLE 54,708 HERSHEY FOODS CORP COM 427866108 $14,642 242,184 SH C SOLE 242,184 HERSHEY FOODS CORP COM 427866108 $10,878 179,914 SH SOLE 179,914 HERSHEY FOODS CORP COM 427866108 $121 2,000 SH P SOLE 2,000 HERZFELD CARIBBEAN BASIN FD COM 42804T106 $21 3,615 SH SOLE 3,615 HEWITT ASSOCS INC COM 42822Q100 $4,850 182,316 SH SOLE 182,316 HEWLETT PACKARD CO NOTE 10/1 428236AC7 $3,382 6,040,000 PRN SOLE 6,040,000 HEWLETT PACKARD CO COM 428236103 $119,490 5,446,198 SH SOLE 5,446,198 HEWLETT PACKARD CO COM 428236103 $35,853 1,634,117 SH C SOLE 1,634,117 HEWLETT PACKARD CO COM 428236103 $21,419 976,266 SH P SOLE 976,266 HEXCEL CORP NEW COM 428291108 $987 63,628 SH SOLE 63,628 HF FINL CORP COM 404172108 $42 2,015 SH SOLE 2,015

HI / FN INC COM 428358105 $5 700 SH SOLE 700 HIBBETT SPORTING GOODS INC COM 428565105 $1,478 49,205 SH SOLE 49,205 HIBERNIA CORP CL A 428656102 $28,943 904,186 SH SOLE 904,186 HICKORY TECH CORP COM 429060106 $24 2,365 SH SOLE 2,365 HIGH INCOME OPPORTUNITY FD I COM 42967Q105 $1,677 265,790 SH SOLE 265,790 HIGH YIELD INCOME FD INC COM 429904105 $7 1,298 SH SOLE 1,298 HIGHLAND HOSPITALITY CORP COM 430141101 $528 51,054 SH SOLE 51,054 HIGHVELD STL & VANADIUM LTD ADR 431232206 $42 5,101 SH SOLE 5,101 HIGHWAY HLDGS LTD ORD G4481U106 $9 1,982 SH SOLE 1,982 HIGHWOODS PPTYS INC COM 431284108 $1,169 43,582 SH SOLE 43,582 HILB ROGAL & HOBBS CO COM 431294107 $2,450 68,446 SH C SOLE 68,446 HILB ROGAL & HOBBS CO COM 431294107 $31 864 SH SOLE 864 HILFIGER TOMMY CORP ORD G8915Z102 $2,108 180,174 SH SOLE 180,174 HILFIGER TOMMY CORP ORD G8915Z102 $64 5,500 SH C SOLE 5,500 HILLENBRAND INDS INC COM 431573104 $200 3,605 SH SOLE 3,605 HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ2 $8,728 7,540,000 PRN SOLE 7,540,000 HILTON HOTELS CORP COM 432848109 $3,414 152,740 SH SOLE 152,740 HILTON HOTELS CORP COM 432848109 $1,781 79,700 SH P SOLE 79,700 HILTON HOTELS CORP COM 432848109 $340 15,200 SH C SOLE 15,200 HINES HORTICULTURE INC COM 433245107 $11 2,685 SH SOLE 2,685 HIRSCH INTL CORP CL A 433550100 $5 4,773 SH SOLE 4,773 HI-TECH PHARMACAL INC COM 42840B101 $336 15,299 SH SOLE 15,299 HMS HLDGS CORP COM 40425J101 $24 3,300 SH SOLE 3,300 HNI CORP COM 404251100 $2,767 61,559 SH SOLE 61,559 HOLLINGER INTL INC CL A 435569108 $29,705 2,725,237 SH SOLE 2,725,237 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 $530 75,236 SH SOLE 75,236 HOLLY CORP COM PAR $0.01 435758305 $1,698 45,568 SH SOLE 45,568 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 $758 20,200 SH SOLE 20,200 HOLLYWOOD ENTMT CORP COM 436141105 $52 3,978 SH SOLE 3,978 HOLLYWOOD MEDIA CORP COM 436233100 $9 1,698 SH SOLE 1,698 HOLOGIC INC COM 436440101 $254 7,962 SH SOLE 7,962 HOME DEPOT INC COM 437076102 $190,304 4,976,558 SH SOLE 4,976,558

HOME DEPOT INC COM 437076102 $44,384 1,160,670 SH C SOLE 1,160,670 HOME DEPOT INC COM 437076102 $15,568 407,100 SH P SOLE 407,100 HOME FED BANCORP COM 436926109 $50 2,008 SH SOLE 2,008 HOME FEDERAL BANCORP INC COM 43709A101 $25 2,044 SH SOLE 2,044 HOME LN FINL CORP COM 437183106 $47 2,572 SH SOLE 2,572 HOME PROPERTIES INC COM 437306103 $25,892 667,320 SH SOLE 667,320 HOME SOLUTIONS AMER INC COM 437355100 $2 1,262 SH SOLE 1,262 HOMEBANC CORP GA COM 43738R109 $38 4,312 SH SOLE 4,312 HOMESTORE INC COM 437852106 $57 25,635 SH SOLE 25,635 HONEYWELL INTL INC COM 438516106 $113,159 3,041,080 SH SOLE 3,041,080 HONEYWELL INTL INC COM 438516106 $9,416 253,059 SH C SOLE 253,059 HONEYWELL INTL INC COM 438516106 $7,881 211,800 SH P SOLE 211,800 HOOKER FURNITURE CORP COM 439038100 $895 47,363 SH SOLE 47,363 HOOPER HOLMES INC COM 439104100 $80 20,964 SH SOLE 20,964 HOPFED BANCORP INC COM 439734104 $34 2,060 SH SOLE 2,060 HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG9 $35,709 77,000,000 PRN SOLE 77,000,000 HORACE MANN EDUCATORS CORP N COM 440327104 $1,305 73,557 SH SOLE 73,557 HORIZON BANCORP IND COM 440407104 $56 2,011 SH SOLE 2,011 HORIZON FINL CORP WASH COM 44041F105 $249 13,262 SH SOLE 13,262 HORIZON HEALTH CORP COM 44041Y104 $132 3,109 SH SOLE 3,109 HORIZON OFFSHORE INC COM 44043J105 $6 14,917 SH SOLE 14,917 HORMEL FOODS CORP COM 440452100 $4,872 156,611 SH SOLE 156,611 HORNBECK OFFSHORE SVCS INC N COM 440543106 $92 3,664 SH SOLE 3,664 HOSPIRA INC COM 441060100 $10,001 309,914 SH SOLE 309,914 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 $3,226 79,888 SH SOLE 79,888 HOST AMER CORP COM 44106W100 $26 6,482 SH SOLE 6,482 HOST MARRIOTT CORP NEW COM 44107P104 $3,002 181,283 SH SOLE 181,283 HOT TOPIC INC COM 441339108 $218 9,996 SH SOLE 9,996 HOUSEVALUES INC COM 44183Y102 $36 2,887 SH SOLE 2,887 HOUSTON EXPL CO COM 442120101 $3,273 57,472 SH SOLE 57,472 HOVNANIAN ENTERPRISES INC CL A 442487203 $2,561 50,222 SH SOLE 50,222 HOVNANIAN ENTERPRISES INC CL A 442487203 $2,091 41,000 SH C SOLE 41,000

HOVNANIAN ENTERPRISES INC CL A 442487203 $1,663 32,600 SH P SOLE 32,600 HRPT PPTYS TR COM SH BEN INT 40426W101 $2,499 209,864 SH SOLE 209,864 HUB GROUP INC CL A 443320106 $263 4,190 SH SOLE 4,190 HUB INTERNATIONAL LTD COM 44332P101 $18 939 SH SOLE 939 HUBBELL INC CL B 443510201 $134 2,626 SH SOLE 2,626 HUBBELL INC CL A 443510102 $3 62 SH SOLE 62 HUDSON CITY BANCORP COM 443683107 $201 5,500 SH SOLE 5,500 HUDSON HIGHLAND GROUP INC COM 443792106 $4,286 250,808 SH SOLE 250,808 HUDSON TECHNOLOGIES INC COM 444144109 $2 2,699 SH SOLE 2,699 HUDSON UNITED BANCORP COM 444165104 $3,588 101,777 SH SOLE 101,777 HUGHES SUPPLY INC COM 444482103 $3,466 116,505 SH SOLE 116,505 HUGHES SUPPLY INC COM 444482103 $3,048 102,460 SH C SOLE 102,460 HUGOTON RTY TR TEX UNIT BEN INT 444717102 $121 4,089 SH SOLE 4,089 HUMAN GENOME SCIENCES INC COM 444903108 $10,138 1,099,594 SH SOLE 1,099,594 HUMAN GENOME SCIENCES INC COM 444903108 $448 48,600 SH P SOLE 48,600 HUMAN GENOME SCIENCES INC COM 444903108 $121 13,100 SH C SOLE 13,100 HUMANA INC COM 444859102 $8,128 254,473 SH SOLE 254,473 HUMANA INC COM 444859102 $428 13,400 SH C SOLE 13,400 HUMANA INC COM 444859102 $83 2,600 SH P SOLE 2,600 HUMMINGBIRD INC COM 44544R101 $171 7,149 SH SOLE 7,149 HUMPHREY HOSPITALITY TR COM 445467103 $11 3,000 SH SOLE 3,000 HUNGARIAN TEL & CABLE CORP COM 445542103 $33 1,854 SH SOLE 1,854 HUNT J B TRANS SVCS INC COM 445658107 $8,571 195,823 SH SOLE 195,823 HUNTINGTON BANCSHARES INC COM 446150104 $2,370 99,155 SH SOLE 99,155 HUNTSMAN CORP COM 447011107 $1,176 50,416 SH SOLE 50,416 HUNTSMAN CORP PFD MND CV 5% 447011206 $102 2,000 SH SOLE 2,000 HURCO COMPANIES INC COM 447324104 $477 34,196 SH SOLE 34,196 HURON CONSULTING GROUP INC COM 447462102 $274 13,234 SH SOLE 13,234 HURRAY HLDGS CO LTD SPONSORED ADR 447773102 $4 500 SH SOLE 500 HUTCHINSON TECHNOLOGY INC COM 448407106 $588 16,894 SH SOLE 16,894 HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T107 $42 3,003 SH SOLE 3,003 HUTTIG BLDG PRODS INC COM 448451104 $2,759 252,451 SH SOLE 252,451

HYDRIL COM 448774109 $1,328 22,730 SH SOLE 22,730 HYDROGENICS CORP COM 448882100 $73 16,848 SH SOLE 16,848 HYPERCOM CORP COM 44913M105 $127 26,776 SH SOLE 26,776 HYPERION 2005 INVT GRADE OPP COM 448918102 $103 10,597 SH SOLE 10,597 HYPERION SOLUTIONS CORP COM 44914M104 $4,333 98,233 SH SOLE 98,233 HYPERION TOTAL RETURN & INCO COM 449145101 $46 4,618 SH SOLE 4,618 HYPERSPACE COMMUNICATIONS IN COM 44915D103 $10 2,500 SH SOLE 2,500 HYTHIAM INC COM 44919F104 $12 1,408 SH SOLE 1,408 I D SYSTEMS INC COM 449489103 $257 23,172 SH SOLE 23,172 IA GLOBAL INC COM 4.49E+108 $0 1,975 SH SOLE 1,975 IAC INTERACTIVECORP COM 44919P102 $161,354 7,245,348 SH C SOLE 7,245,348 IAC INTERACTIVECORP COM 44919P102 $32,750 1,470,600 SH P SOLE 1,470,600 IAC INTERACTIVECORP COM 44919P102 $8,158 366,300 SH SOLE 366,300 IAMGOLD CORP COM 450913108 $1,925 313,449 SH SOLE 313,449 IBERIABANK CORP COM 450828108 $218 3,867 SH SOLE 3,867 IBIS TECHNOLOGY CORP COM 450909106 $9 4,100 SH SOLE 4,100 IBT BANCORP INC COM 44923F108 $59 1,333 SH SOLE 1,333 I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B104 $14 2,037 SH SOLE 2,037 ICAD INC COM 44934S107 $30 7,912 SH SOLE 7,912 ICAGEN INC COM 45104P104 $38 6,000 SH SOLE 6,000 ICO INC NEW COM 449293109 $6 1,852 SH SOLE 1,852 ICON PUB LTD CO SPONSORED ADR 45103T107 $928 24,735 SH SOLE 24,735 ICORIA INC COM 451045108 $1 2,856 SH SOLE 2,856 ICOS CORP COM 449295104 $7,379 328,531 SH SOLE 328,531 ICOS CORP COM 449295104 $1,067 47,500 SH P SOLE 47,500 ICOS CORP COM 449295104 $660 29,400 SH C SOLE 29,400 ICT GROUP INC COM 44929Y101 $29 2,555 SH SOLE 2,555 ICTS INTERNATIONAL NV COM N43837108 $10 3,814 SH SOLE 3,814 ICU MED INC COM 44930G107 $185 5,220 SH SOLE 5,220 ID BIOMEDICAL CORP COM 44936D108 $1,307 85,669 SH SOLE 85,669 IDACORP INC COM 451107106 $3,319 116,991 SH SOLE 116,991 IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE5 $43,400 70,000,000 PRN SOLE 70,000,000

IDENTIX INC COM 451906101 $450 89,130 SH SOLE 89,130 IDEX CORP COM 45167R104 $914 22,644 SH SOLE 22,644 IDEXX LABS INC COM 45168D104 $8,124 150,000 SH C SOLE 150,000 IDEXX LABS INC COM 45168D104 $2,993 55,257 SH SOLE 55,257 IDT CORP COM 448947101 $4,005 282,066 SH SOLE 282,066 IDT CORP CL B 448947309 $1,351 91,339 SH SOLE 91,339 IDX SYS CORP COM 449491109 $64 1,831 SH SOLE 1,831 I-FLOW CORP COM NEW 449520303 $2,530 159,839 SH SOLE 159,839 IFT CORP COM 44951R107 $1 1,233 SH SOLE 1,233 IGATE CORP COM 45169U105 $52 14,005 SH SOLE 14,005 IGI INC COM 449575109 $2 1,235 SH SOLE 1,235 IHOP CORP COM 449623107 $259 5,441 SH SOLE 5,441 II VI INC COM 902104108 $245 14,024 SH SOLE 14,024 IKON OFFICE SOLUTIONS INC COM 451713101 $1,082 109,380 SH SOLE 109,380 ILINC COMMUNICATIONS INC COM 451724108 $0 574 SH SOLE 574 ILLINOIS TOOL WKS INC COM 452308109 $61,248 684,111 SH SOLE 684,111 ILLINOIS TOOL WKS INC COM 452308109 $367 4,100 SH C SOLE 4,100 ILLINOIS TOOL WKS INC COM 452308109 $36 400 SH P SOLE 400 ILLUMINA INC COM 452327109 $122 15,108 SH SOLE 15,108 ILOG S A SPONSORED ADR 452360100 $29 2,146 SH SOLE 2,146 ILX RESORTS INC COM NEW 449661503 $16 1,542 SH SOLE 1,542 IMAGE ENTMT INC COM NEW 452439201 $89 16,288 SH SOLE 16,288 IMAGE SENSING SYS INC COM 45244C104 $32 2,417 SH SOLE 2,417 IMAGISTICS INTERNATIONAL INC COM 45247T104 $945 27,041 SH SOLE 27,041 I-MANY INC COM 44973Q103 $53 33,310 SH SOLE 33,310 IMATION CORP COM 45245A107 $13 365 SH SOLE 365 IMAX CORP COM 4.52E+113 $278 30,076 SH SOLE 30,076 IMCLONE SYS INC COM 45245W109 $44,402 1,287,024 SH SOLE 1,287,024 IMCLONE SYS INC COM 45245W109 $5,537 160,500 SH P SOLE 160,500 IMCLONE SYS INC COM 45245W109 $5,009 145,200 SH C SOLE 145,200 IMMERSION CORP COM 452521107 $291 48,486 SH SOLE 48,486 IMMTECH INTL INC COM 452519101 $13 1,043 SH SOLE 1,043

IMMUCELL CORP COM PAR $0.10 452525306 $8 1,944 SH SOLE 1,944 IMMUCOR INC COM 452526106 $656 21,721 SH SOLE 21,721 IMMUNE RESPONSE CORP DEL COM NEW 45252T205 $0 250 SH SOLE 250 IMMUNICON CORP DEL COM 45260A107 $20 3,362 SH SOLE 3,362 IMMUNOGEN INC COM 45253H101 $402 76,850 SH SOLE 76,850 IMMUNOMEDICS INC COM 452907108 $6 2,600 SH SOLE 2,600 IMPAC MTG HLDGS INC COM 45254P102 $4,911 256,060 SH SOLE 256,060 IMPAC MTG HLDGS INC COM 45254P102 $909 47,400 SH P SOLE 47,400 IMPAC MTG HLDGS INC COM 45254P102 $499 26,000 SH C SOLE 26,000 IMPAX LABORATORIES INC COM 45256B101 $443 27,715 SH SOLE 27,715 IMPCO TECHNOLOGIES INC COM 45255W106 $379 70,587 SH SOLE 70,587 IMPERIAL OIL LTD COM NEW 453038408 $1,877 24,647 SH SOLE 24,647 IMPERIAL SUGAR CO NEW COM NEW 453096208 $26 1,900 SH SOLE 1,900 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 $69 1,307 SH SOLE 1,307 IMPLANT SCIENCES CORP COM 45320R108 $16 2,659 SH SOLE 2,659 IMPRESO INC COM 45320V109 $3 1,795 SH SOLE 1,795 IMS HEALTH INC COM 449934108 $12,982 532,272 SH SOLE 532,272 IMS HEALTH INC COM 449934108 $15 600 SH C SOLE 600 INAMED CORP COM 453235103 $3,450 49,372 SH SOLE 49,372 INAMED CORP COM 453235103 $1,523 21,800 SH C SOLE 21,800 INAMED CORP COM 453235103 $503 7,200 SH P SOLE 7,200 INCO LTD NOTE 3/2 453258AM7 $17,570 16,595,000 PRN SOLE 16,595,000 INCO LTD SDCV 3.500% 3/1 453258AR6 $7,133 4,500,000 PRN SOLE 4,500,000 INCO LTD COM 453258402 $3,411 85,700 SH C SOLE 85,700 INCO LTD DBCV 1.000% 3/1 453258AT2 $74 56,000 PRN SOLE 56,000 INCO LTD COM 453258402 $474 11,900 SH P SOLE 11,900 INCO LTD *W EXP 08/21/200 453258139 $15 971 SH SOLE 971 INCO LTD COM 453258402 $4 110 SH SOLE 110 INCYTE CORP COM 45337C102 $143 20,964 SH SOLE 20,964 INDEPENDENCE CMNTY BK CORP COM 453414104 $35 891 SH SOLE 891 INDEPENDENCE FED SVGS BK COM 453432106 $19 2,069 SH SOLE 2,069 INDEPENDENCE HLDG CO NEW COM NEW 453440307 $80 4,449 SH SOLE 4,449

INDEPENDENT BANK CORP MASS COM 453836108 $32 1,118 SH SOLE 1,118 INDEPENDENT BANK CORP MICH COM 453838104 $431 14,979 SH SOLE 14,979 INDEVUS PHARMACEUTICALS INC COM 454072109 $133 47,968 SH SOLE 47,968 INDIA FD INC COM 454089103 $11,994 441,443 SH SOLE 441,443 INDONESIA FD INC COM 455778100 $31 5,703 SH SOLE 5,703 INDUSTRIAL DISTR GROUP INC COM 456061100 $31 3,447 SH SOLE 3,447 INDUSTRIAL SVCS AMER INC FLA COM 456314103 $90 14,030 SH SOLE 14,030 INDYMAC BANCORP INC COM 456607100 $2,196 64,587 SH SOLE 64,587 INERGY L P UNIT LTD PTNR 456615103 $402 12,413 SH SOLE 12,413 INFICON HLDG AG ADR 45663T109 $20 2,076 SH SOLE 2,076 INFINITY INC COM PAR $.0001 45663L403 $3 300 SH SOLE 300 INFINITY PPTY & CAS CORP COM 45665Q103 $140 4,477 SH SOLE 4,477 INFOCROSSING INC COM 45664X109 $118 7,469 SH SOLE 7,469 INFOCUS CORP COM 45665B106 $936 163,005 SH SOLE 163,005 INFONOW CORP COM NEW 456664309 $2 2,182 SH SOLE 2,182 INFORMATICA CORP COM 45666Q102 $3,667 443,434 SH SOLE 443,434 INFORTE CORP COM 45677R107 $2 445 SH SOLE 445 INFOSONICS CORP COM 456784107 $1 345 SH SOLE 345 INFOSPACE INC COM NEW 45678T201 $1,385 33,916 SH SOLE 33,916 INFOUSA INC NEW COM 456818301 $73 6,924 SH SOLE 6,924 INFOVISTA S A ADR 456817105 $13 2,222 SH SOLE 2,222 INFRASOURCE SVCS INC COM 45684P102 $90 7,470 SH SOLE 7,470 ING CLARION GLB RE EST INCM COM 44982G104 $597 42,609 SH SOLE 42,609 ING CLARION REAL EST INCOME COM SHS 449788108 $239 16,562 SH SOLE 16,562 ING PRIME RATE TR SH BEN INT 44977W106 $2,062 281,316 SH SOLE 281,316 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $31,527 395,817 SH SOLE 395,817 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $10,299 129,300 SH C SOLE 129,300 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $7,838 98,400 SH P SOLE 98,400 INGLES MKTS INC CL A 457030104 $105 7,900 SH SOLE 7,900 INGRAM MICRO INC CL A 457153104 $1,029 61,718 SH SOLE 61,718 INHIBITEX INC COM 45719T103 $24 3,950 SH SOLE 3,950 INKINE PHARMACEUTICALS INC COM 457214104 $477 153,711 SH SOLE 153,711

INLAND REAL ESTATE CORP COM NEW 457461200 $186 12,344 SH SOLE 12,344 INNKEEPERS USA TR COM 4576J0104 $132 10,233 SH SOLE 10,233 INNODATA ISOGEN INC COM NEW 457642205 $15 3,986 SH SOLE 3,986 INNOTRAC CORP COM 45767M109 $33 3,789 SH SOLE 3,789 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 $569 17,906 SH SOLE 17,906 INNOVEX INC COM 457647105 $87 24,555 SH SOLE 24,555 INNOVO GROUP INC COM PAR $0.01 457954600 $4 775 SH SOLE 775 INNSUITES HOSPITALITY TR SH BEN INT 457919108 $2 1,691 SH SOLE 1,691 INPHONIC INC COM 45772G105 $117 5,168 SH SOLE 5,168 INPUT/OUTPUT INC COM 457652105 $25 3,900 SH SOLE 3,900 INSIGHT COMMUNICATIONS INC CL A 45768V108 $40 3,338 SH SOLE 3,338 INSIGHT ENTERPRISES INC COM 45765U103 $6,349 361,568 SH SOLE 361,568 INSIGHTFUL CORP COM 45770X100 $1 300 SH SOLE 300 INSIGNIA SOLUTIONS PLC SPONSORED ADR 45766J107 $0 538 SH SOLE 538 INSIGNIA SYS INC COM 45765Y105 $2 1,373 SH SOLE 1,373 INSITE VISION INC COM 457660108 $12 25,417 SH SOLE 25,417 INSITUFORM TECHNOLOGIES INC CL A 457667103 $257 17,727 SH SOLE 17,727 INSMED INC COM NEW 457669208 $4 5,154 SH SOLE 5,154 INSTEEL INDUSTRIES INC COM 45774W108 $125 8,334 SH SOLE 8,334 INSTINET GROUP INC COM 457750107 $658 111,840 SH SOLE 111,840 INSURANCE AUTO AUCTIONS INC COM 457875102 $404 14,513 SH SOLE 14,513 INSURED MUN INCOME FD COM 45809F104 $422 33,176 SH SOLE 33,176 INSWEB CORP COM NEW 45809K202 $13 4,564 SH SOLE 4,564 INTAC INTL COM 45811T100 $86 6,812 SH SOLE 6,812 INTEGRA BK CORP COM 45814P105 $49 2,210 SH SOLE 2,210 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 $1,941 55,113 SH SOLE 55,113 INTEGRAL SYS INC MD COM 45810H107 $418 18,222 SH SOLE 18,222 INTEGRAMED AMER INC COM NEW 45810N302 $17 1,880 SH SOLE 1,880 INTEGRATED ALARM SVCS GROUP COM 45890M109 $12 2,264 SH SOLE 2,264 INTEGRATED BIOPHARMA INC COM 45811V105 $7 1,329 SH SOLE 1,329 INTEGRATED CIRCUIT SYS INC COM 45811K208 $1 26 SH SOLE 26 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $2,017 167,627 SH SOLE 167,627

INTEGRATED DEVICE TECHNOLOGY COM 458118106 $310 25,800 SH P SOLE 25,800 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $36 3,000 SH C SOLE 3,000 INTEGRATED ELECTRICAL SVC COM 4.58E+107 $35 12,696 SH SOLE 12,696 INTEGRATED SILICON SOLUTION COM 45812P107 $231 34,503 SH SOLE 34,503 INTEGRITY FINL CORP COM 45820M104 $15 764 SH SOLE 764 INTEL CORP COM 458140100 $385,194 16,581,742 SH SOLE 16,581,742 INTEL CORP COM 458140100 $79,664 3,429,371 SH C SOLE 3,429,371 INTEL CORP COM 458140100 $73,605 3,168,514 SH P SOLE 3,168,514 INTELIDATA TECHNOLOGIES CORP COM 45814T107 $1 1,938 SH SOLE 1,938 INTELLI-CHECK INC COM 45817G102 $7 1,368 SH SOLE 1,368 INTELLIGENT SYS CORP NEW COM 45816D100 $6 2,498 SH SOLE 2,498 INTELLISYNC CORP COM 458176104 $277 75,703 SH SOLE 75,703 INTER PARFUMS INC COM 458334109 $27 1,855 SH SOLE 1,855 INTER TEL INC COM 458372109 $810 33,074 SH SOLE 33,074 INTERACTIVE DATA CORP COM 45840J107 $603 29,083 SH SOLE 29,083 INTERACTIVE INTELLIGENCE INC COM 45839M103 $3 663 SH SOLE 663 INTERACTIVE SYS WORLDWIDE IN COM 45840F105 $14 2,590 SH SOLE 2,590 INTERCHANGE CORP COM 45845K109 $13 1,326 SH SOLE 1,326 INTERCHANGE FINL SVCS S B N COM 458447109 $40 2,305 SH SOLE 2,305 INTERCONTINENTAL HOTELS GP P SPONS ADR NEW 458573201 $4,866 412,378 SH SOLE 412,378 INTERDIGITAL COMMUNICATIONS COM 45866A105 $849 55,385 SH SOLE 55,385 INTERDIGITAL COMMUNICATIONS COM 45866A105 $668 43,600 SH P SOLE 43,600 INTERDIGITAL COMMUNICATIONS COM 45866A105 $357 23,300 SH C SOLE 23,300 INTERFACE INC CL A 458665106 $123 18,078 SH SOLE 18,078 INTERGRAPH CORP COM 458683109 $14,621 507,490 SH SOLE 507,490 INTERGROUP CORP COM 458685104 $29 2,011 SH SOLE 2,011 INTERLAND INC COM NEW 458727203 $2 781 SH SOLE 781 INTERLINE BRANDS INC COM 458743101 $84 4,406 SH SOLE 4,406 INTERLINK ELECTRS COM 458751104 $13 2,008 SH SOLE 2,008 INTERMAGNETICS GEN CORP COM 458771102 $1,270 52,170 SH SOLE 52,170 INTERMIX MEDIA INC COM 45881X106 $71 9,596 SH SOLE 9,596 INTERMUNE INC COM 45884X103 $551 50,100 SH C SOLE 50,100

INTERMUNE INC COM 45884X103 $79 7,200 SH P SOLE 7,200 INTERNAP NETWORK SVCS CORP COM 45885A102 $17 28,024 SH SOLE 28,024 INTERNATIONAL ALUM CORP COM 458884103 $22 650 SH SOLE 650 INTERNATIONAL ASSETS HLDG CO COM 459028106 $14 1,823 SH SOLE 1,823 INTERNATIONAL BANCSHARES COR COM 459044103 $230 6,646 SH SOLE 6,646 INTERNATIONAL BUSINESS MACHS COM 459200101 $366,245 4,007,931 SH SOLE 4,007,931 INTERNATIONAL BUSINESS MACHS COM 459200101 $72,992 798,776 SH C SOLE 798,776 INTERNATIONAL BUSINESS MACHS COM 459200101 $72,025 788,187 SH P SOLE 788,187 INTERNATIONAL DISPLAYWORKS I COM 459412102 $2,704 283,786 SH SOLE 283,786 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 $6,310 159,735 SH SOLE 159,735 INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 $962 1,500,000 PRN SOLE 1,500,000 INTERNATIONAL GAME TECHNOLOG COM 459902102 $39,711 1,489,518 SH SOLE 1,489,518 INTERNATIONAL GAME TECHNOLOG COM 459902102 $8,334 312,600 SH P SOLE 312,600 INTERNATIONAL GAME TECHNOLOG COM 459902102 $7,116 266,900 SH C SOLE 266,900 INTERNATIONAL PWR PLC SPONSORED ADR 46018M104 $1 33 SH SOLE 33 INTERNATIONAL RECTIFIER CORP COM 460254105 $8,164 179,433 SH SOLE 179,433 INTERNATIONAL RECTIFIER CORP COM 460254105 $2,107 46,300 SH C SOLE 46,300 INTERNATIONAL RECTIFIER CORP COM 460254105 $1,392 30,600 SH P SOLE 30,600 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE5 $18 18,000 PRN SOLE 18,000 INTERNATIONAL SECS EXCH INC CL A 46031W204 $42 1,611 SH SOLE 1,611 INTERNATIONAL SHIPHOLDING CO PFD 6% CONV EX 460321300 $754 15,000 SH SOLE 15,000 INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 $0 12 SH SOLE 12 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $6,781 125,000 SH C SOLE 125,000 INTERNATIONAL SPEEDWAY CORP CL A 460335201 $3,008 55,452 SH SOLE 55,452 INTERNATIONAL STL GROUP INC COM 460377104 $799 20,239 SH SOLE 20,239 INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 $48 1,362 SH SOLE 1,362 INTERNET CAP GROUP INC COM NEW 46059C205 $183 26,127 SH SOLE 26,127 INTERNET COMM CORP CL A 46059F109 $1 373 SH SOLE 373 INTERNET GOLD-GOLDEN LINES L ORD M56595107 $1 100 SH SOLE 100 INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V104 $4 955 SH SOLE 955 INTERNET SEC SYS INC COM 46060X107 $1,218 66,538 SH SOLE 66,538 INTERNET SEC SYS INC COM 46060X107 $223 12,200 SH C SOLE 12,200

INTERNET SEC SYS INC COM 46060X107 $207 11,300 SH P SOLE 11,300 INTERPHARM HLDGS INC COM 460588106 $1 941 SH SOLE 941 INTERPHASE CORP COM 460593106 $54 8,521 SH SOLE 8,521 INTERPOOL INC COM 46062R108 $111 5,000 SH SOLE 5,000 INTERPUBLIC GROUP COS INC PFD CONV SER A 460690308 $61,283 1,347,771 SH SOLE 1,347,771 INTERPUBLIC GROUP COS INC COM 460690100 $12,703 1,034,447 SH SOLE 1,034,447 INTERPUBLIC GROUP COS INC COM 460690100 $740 60,300 SH C SOLE 60,300 INTERPUBLIC GROUP COS INC COM 460690100 $174 14,200 SH P SOLE 14,200 INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT7 $14 11,000 PRN SOLE 11,000 INTERSECTIONS INC COM 460981301 $174 11,981 SH SOLE 11,981 INTERSIL CORP CL A 46069S109 $559 32,300 SH P SOLE 32,300 INTERSIL CORP CL A 46069S109 $410 23,700 SH C SOLE 23,700 INTERSIL CORP CL A 46069S109 $231 13,329 SH SOLE 13,329 INTERSTATE HOTELS & RESRTS I COM 46088S106 $114 23,744 SH SOLE 23,744 INTERTAPE POLYMER GROUP INC COM 460919103 $446 58,006 SH SOLE 58,006 INTERVEST BANCSHARES CORP CL A 460927106 $55 3,078 SH SOLE 3,078 INTERVIDEO INC COM 46114Y101 $88 8,031 SH SOLE 8,031 INTERVOICE INC NEW COM 461142101 $445 39,727 SH SOLE 39,727 INTERWOVEN INC COM NEW 46114T508 $438 56,169 SH SOLE 56,169 INTEST CORP COM 461147100 $11 2,641 SH SOLE 2,641 INTEVAC INC COM 461148108 $130 13,830 SH SOLE 13,830 INTIER AUTOMOTIVE INC CL A 46115N104 $57 2,079 SH SOLE 2,079 INTL PAPER CO DBCV 6/2 460146BM4 $3,838 6,994,000 PRN SOLE 6,994,000 INTL PAPER CO COM 460146103 $47,947 1,303,271 SH SOLE 1,303,271 INTL PAPER CO COM 460146103 $9,891 268,856 SH P SOLE 268,856 INTL PAPER CO COM 460146103 $7,693 209,100 SH C SOLE 209,100 INTRABIOTICS PHARMACEUTICALS COM NEW 46116T506 $935 259,676 SH SOLE 259,676 INTRADO INC COM 46117A100 $269 21,852 SH SOLE 21,852 INTRALASE CORP COM 461169104 $137 8,210 SH SOLE 8,210 INTRAWARE INC COM 46118M103 $1 1,000 SH SOLE 1,000 INTRAWEST CORPORATION COM NEW 460915200 $1,106 57,829 SH SOLE 57,829 INTROGEN THERAPEUTICS INC COM 46119F107 $3,005 380,813 SH SOLE 380,813

INTRUSION INC COM NEW 4.61E+209 $1 324 SH SOLE 324 INTUIT COM 461202103 $23,089 527,498 SH C SOLE 527,498 INTUIT COM 461202103 $7,218 164,905 SH SOLE 164,905 INTUIT COM 461202103 $4,075 93,100 SH P SOLE 93,100 INTUITIVE SURGICAL INC COM NEW 46120E602 $1,045 22,986 SH SOLE 22,986 INVACARE CORP COM 461203101 $3,525 78,978 SH SOLE 78,978 INVERNESS MED INNOVATIONS IN COM 46126P106 $10,607 451,372 SH SOLE 451,372 INVESTMENT GRADE MUN INCOME COM 461368102 $131 9,953 SH SOLE 9,953 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 $180 10,305 SH SOLE 10,305 INVESTOOLS INC COM 46145P103 $175 34,000 SH SOLE 34,000 INVESTORS CAP HLDGS LTD COM 46147M108 $9 1,726 SH SOLE 1,726 INVESTORS FINL SERVICES CORP COM 461915100 $1,372 28,053 SH SOLE 28,053 INVESTORS REAL ESTATE TR SH BEN INT 461730103 $43 4,613 SH SOLE 4,613 INVESTORS TITLE CO COM 461804106 $76 2,038 SH SOLE 2,038 INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 $20,141 20,422,000 PRN SOLE 20,422,000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 $11,163 9,450,000 PRN SOLE 9,450,000 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 $1,830 2,045,000 PRN SOLE 2,045,000 INVITROGEN CORP COM 46185R100 $11,965 172,900 SH P SOLE 172,900 INVITROGEN CORP NOTE 2.000% 8/0 46185RAF7 $142 120,000 PRN SOLE 120,000 INVITROGEN CORP COM 46185R100 $5,988 86,526 SH SOLE 86,526 INVITROGEN CORP COM 46185R100 $3,771 54,500 SH C SOLE 54,500 IOMED INC COM 462028101 $1 659 SH SOLE 659 IOMEGA CORP COM NEW 462030305 $174 40,638 SH SOLE 40,638 IONATRON INC COM 462070103 $29 3,540 SH SOLE 3,540 IOWA TELECOMM SERVICES INC COM 462594201 $35 1,785 SH SOLE 1,785 IPASS INC COM 46261V108 $20 3,229 SH SOLE 3,229 IPAYMENT INC COM 4.63E+109 $474 11,234 SH SOLE 11,234 IPC HLDGS LTD ORD G4933P101 $1,599 40,705 SH SOLE 40,705 IPIX CORP COM 44982L103 $118 40,806 SH SOLE 40,806 IPSCO INC COM 462622101 $1,920 37,639 SH SOLE 37,639 IRELAND BK SPONSORED ADR 46267Q103 $283 4,472 SH SOLE 4,472 IRIDEX CORP COM 462684101 $7 1,335 SH SOLE 1,335

IRIS INTL INC COM 46270W105 $34 3,000 SH SOLE 3,000 IRON MTN INC PA COM 462846106 $4,741 164,400 SH SOLE 164,400 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 $35 2,818 SH SOLE 2,818 IRVINE SENSORS CORP COM NEW 463664508 $3 1,268 SH SOLE 1,268 IRWIN FINL CORP COM 464119106 $124 5,407 SH SOLE 5,407 ISCO INTL INC COM 46426P103 $0 780 SH SOLE 780 I-SECTOR CORP COM 45031W107 $4 700 SH SOLE 700 ISHARES COMEX GOLD TR ISHARES 464285105 $2,129 49,640 SH SOLE 49,640 ISHARES INC MSCI JAPAN 464286848 $19,419 1,851,186 SH SOLE 1,851,186 ISHARES INC MSCI HONG KONG 464286871 $5,232 454,537 SH SOLE 454,537 ISHARES INC MSCI BRAZIL 464286400 $9,465 415,517 SH SOLE 415,517 ISHARES INC MSCI S KOREA 464286772 $7,763 244,033 SH SOLE 244,033 ISHARES INC MSCI UTD KINGD 464286699 $4,167 229,849 SH SOLE 229,849 ISHARES INC MSCI AUSTRALIA 464286103 $3,304 194,799 SH SOLE 194,799 ISHARES INC MSCI TAIWAN 464286731 $2,108 182,013 SH SOLE 182,013 ISHARES INC MSCI SINGAPORE 464286673 $1,145 158,136 SH SOLE 158,136 ISHARES INC MSCI CDA INDEX 464286509 $2,131 119,409 SH SOLE 119,409 ISHARES INC MSCI PAC J IDX 464286665 $7,617 84,546 SH SOLE 84,546 ISHARES INC MSCI EMU INDEX 464286608 $5,285 73,105 SH SOLE 73,105 ISHARES INC MSCI AUSTRIA 464286202 $1,232 54,002 SH SOLE 54,002 ISHARES INC MSCI MALAYSIA 464286830 $284 41,822 SH SOLE 41,822 ISHARES INC MSCI SWITZERLD 464286749 $487 28,884 SH SOLE 28,884 ISHARES INC MSCI MEXICO 464286822 $441 18,272 SH SOLE 18,272 ISHARES INC MSCI BELGIUM 464286301 $294 15,626 SH SOLE 15,626 ISHARES INC MSCI GERMAN 464286806 $254 14,047 SH SOLE 14,047 ISHARES INC MSCI SWEDEN 464286756 $225 11,076 SH SOLE 11,076 ISHARES INC MSCI STH AFRCA 464286780 $719 9,828 SH SOLE 9,828 ISHARES INC MSCI SPAIN 464286764 $198 5,742 SH SOLE 5,742 ISHARES INC MSCI NETHERLND 464286814 $70 3,707 SH SOLE 3,707 ISHARES INC MSCI FRANCE 464286707 $71 2,943 SH SOLE 2,943 ISHARES INC MSCI ITALY 464286855 $74 2,862 SH SOLE 2,862 ISHARES TR S&P500/BAR VAL 464287408 $20,765 340,697 SH SOLE 340,697

ISHARES TR S&P500/BAR GRW 464287309 $16,099 284,932 SH SOLE 284,932 ISHARES TR CONS GOODS IDX 464287812 $9,319 177,680 SH SOLE 177,680 ISHARES TR 20+ YR TRS BD 464287432 $15,186 170,000 SH C SOLE 170,000 ISHARES TR MSCI EMERG MKT 464287234 $21,207 104,570 SH SOLE 104,570 ISHARES TR DJ US BAS MATL 464287838 $5,210 101,990 SH SOLE 101,990 ISHARES TR S&P EURO PLUS 464287861 $7,627 101,155 SH SOLE 101,155 ISHARES TR CONS SRVC IDX 464287580 $5,124 86,888 SH SOLE 86,888 ISHARES TR S&P 500 INDEX 464287200 $7,147 60,661 SH SOLE 60,661 ISHARES TR S&P LTN AM 40 464287390 $3,798 46,441 SH SOLE 46,441 ISHARES TR DJ US INDUSTRL 464287754 $2,040 36,973 SH SOLE 36,973 ISHARES TR S&P GBL FIN 464287333 $1,989 31,057 SH SOLE 31,057 ISHARES TR S&P GLB100INDX 464287572 $1,680 27,731 SH SOLE 27,731 ISHARES TR LRGE GRW INDX 464287119 $1,538 27,372 SH SOLE 27,372 ISHARES TR LARGE VAL INDX 464288109 $1,664 25,256 SH SOLE 25,256 ISHARES TR GS NAT RES IDX 464287374 $3,353 22,840 SH SOLE 22,840 ISHARES TR DJ US FINL SVC 464287770 $1,024 9,761 SH SOLE 9,761 ISHARES TR S&P GBL ENER 464287341 $771 9,261 SH SOLE 9,261 ISHARES TR S&P GBL HLTHCR 464287325 $326 6,795 SH SOLE 6,795 ISHARES TR TRANSP AVE IDX 464287192 $303 4,558 SH SOLE 4,558 ISHARES TR LRGE CORE INDX 464287127 $217 3,415 SH SOLE 3,415 ISHARES TR 7-10 YR TRS BD 464287440 $285 3,407 SH SOLE 3,407 ISHARES TR S&P GBL INF 464287291 $97 2,028 SH SOLE 2,028 ISHARES TR MID GRWTH INDX 464288307 $108 1,650 SH SOLE 1,650 ISHARES TR GLDM SACHS TEC 464287549 $68 1,610 SH SOLE 1,610 ISHARES TR DJ US TOTL MKT 464287846 $79 1,391 SH SOLE 1,391 ISHARES TR 1-3 YR TRS BD 464287457 $96 1,182 SH SOLE 1,182 ISHARES TR S&P GBL TELCM 464287275 $50 1,002 SH SOLE 1,002 ISHARES TR RUSL 2000 VALU 464287630 $150 816 SH SOLE 816 ISHARES TR S&P/TOPIX 150 464287382 $68 748 SH SOLE 748 ISHARES TR MID CORE INDEX 464288208 $44 675 SH SOLE 675 ISHARES TR SMLL CORE INDX 464288505 $20 300 SH SOLE 300 ISHARES TR GLMN SCHS SOFT 464287515 $11 293 SH SOLE 293

ISHARES TR MID VAL INDEX 464288406 $19 285 SH SOLE 285 ISHARES TR RUSSELL MCP VL 464287473 $20 175 SH SOLE 175 ISHARES TR US TIPS BD FD 464287176 $12 114 SH SOLE 114 ISHARES TR DJ US REAL EST 464287739 $12 106 SH SOLE 106 ISHARES TR SMLL GRWTH IDX 464288604 $5 78 SH SOLE 78 ISHARES TR NASDQ BIO INDX 464287556 $1 23 SH SOLE 23 ISIS PHARMACEUTICALS INC COM 464330109 $2,418 624,791 SH C SOLE 624,791 ISIS PHARMACEUTICALS INC COM 464330109 $2,117 547,007 SH SOLE 547,007 ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC8 $829 1,025,000 PRN SOLE 1,025,000 ISLAND PAC INC COM 464478106 $2 12,000 SH SOLE 12,000 ISLE OF CAPRI CASINOS INC COM 464592104 $72 2,712 SH SOLE 2,712 ISOLAGEN INC COM 46488N103 $232 36,900 SH SOLE 36,900 ISONICS CORP COM 464895101 $321 130,614 SH SOLE 130,614 ISONICS CORP *W EXP 12/31/200 464895127 $2 1,661 SH SOLE 1,661 ISONICS CORP *W EXP 12/31/200 464895135 $0 242 SH SOLE 242 ISRAMCO INC COM NEW 465141406 $2 188 SH SOLE 188 ISTA PHARMACEUTICALS INC COM NEW 45031X204 $199 20,176 SH SOLE 20,176 ISTAR FINL INC COM 45031U101 $58,367 1,417,354 SH SOLE 1,417,354 ITC DELTACOM INC COM NEW 45031T401 $248 313,941 SH SOLE 313,941 ITERIS INC COM 46564T107 $11 4,377 SH SOLE 4,377 ITLA CAP CORP COM 450565106 $281 5,632 SH SOLE 5,632 I-TRAX INC COM NEW 45069D203 $2 1,286 SH SOLE 1,286 ITRON INC COM 465741106 $138 4,659 SH SOLE 4,659 ITT EDUCATIONAL SERVICES INC COM 45068B109 $1,461 30,120 SH SOLE 30,120 ITT EDUCATIONAL SERVICES INC COM 45068B109 $626 12,900 SH C SOLE 12,900 ITT EDUCATIONAL SERVICES INC COM 45068B109 $116 2,400 SH P SOLE 2,400 ITT INDS INC IND COM 450911102 $35,514 393,552 SH SOLE 393,552 IVANHOE ENERGY INC COM 465790103 $1 300 SH SOLE 300 IVANHOE MINES LTD COM 46579N103 $1,016 136,068 SH SOLE 136,068 IVAX CORP NOTE 4.500% 5/1 465823AG7 $3,035 3,031,000 PRN SOLE 3,031,000 IVAX CORP NOTE 1.875%12/1 465823AN2 $853 758,000 PRN SOLE 758,000 IVAX CORP COM 465823102 $10,831 547,826 SH SOLE 547,826

IVAX CORP COM 465823102 $8,012 405,250 SH C SOLE 405,250 IVAX CORP COM 465823102 $6,291 318,225 SH P SOLE 318,225 IVAX DIAGNOSTICS INC COM 45070W109 $21 5,142 SH SOLE 5,142 IVILLAGE INC COM 46588H105 $42 6,858 SH SOLE 6,858 IXIA COM 45071R109 $300 16,962 SH SOLE 16,962 IXYS CORP COM 46600W106 $296 25,891 SH SOLE 25,891 J & J SNACK FOODS CORP COM 466032109 $3,230 68,970 SH SOLE 68,970 J F CHINA REGION FD INC COM 46614T107 $68 5,498 SH SOLE 5,498 J JILL GROUP INC COM 466189107 $147 10,663 SH SOLE 10,663 J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 $1,465 42,697 SH SOLE 42,697 J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 $1,064 31,000 SH C SOLE 31,000 J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 $607 17,700 SH P SOLE 17,700 JABIL CIRCUIT INC COM 466313103 $15,223 533,766 SH SOLE 533,766 JABIL CIRCUIT INC COM 466313103 $1,032 36,200 SH C SOLE 36,200 JABIL CIRCUIT INC COM 466313103 $177 6,200 SH P SOLE 6,200 JACADA LTD ORD M6184R101 $29 11,961 SH SOLE 11,961 JACK IN THE BOX INC COM 466367109 $3,774 101,727 SH SOLE 101,727 JACKSON HEWITT TAX SVCS INC COM 468202106 $177 8,450 SH SOLE 8,450 JACKSONVILLE BANCORP INC FLA COM 469249106 $56 1,877 SH SOLE 1,877 JACLYN INC COM 469772107 $6 1,499 SH SOLE 1,499 JACO ELECTRS INC COM 469783104 $6 2,090 SH SOLE 2,090 JACOBS ENGR GROUP INC DEL COM 469814107 $1,584 30,509 SH SOLE 30,509 JAKKS PAC INC COM 4.70E+110 $1,610 75,000 SH C SOLE 75,000 JAMDAT MOBILE INC COM 47023T100 $152 8,838 SH SOLE 8,838 JAMES HARDIE INDS N V SPONSORED ADR 47030M106 $0 3 SH SOLE 3 JAMESON INNS INC COM 470457102 $4 2,738 SH SOLE 2,738 JANUS CAP GROUP INC COM 47102X105 $14,533 1,041,786 SH SOLE 1,041,786 JANUS CAP GROUP INC COM 47102X105 $13,996 1,003,300 SH C SOLE 1,003,300 JANUS CAP GROUP INC COM 47102X105 $89 6,400 SH P SOLE 6,400 JAPAN EQUITY FD INC COM 471057109 $138 22,596 SH SOLE 22,596 JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 $70 6,330 SH SOLE 6,330 JARDEN CORP COM 471109108 $719 15,673 SH SOLE 15,673

JB OXFORD HLDGS INC COM NEW 466107208 $0 100 SH SOLE 100 JDA SOFTWARE GROUP INC COM 46612K108 $307 21,851 SH SOLE 21,851 JDS UNIPHASE CORP COM 46612J101 $4,835 2,895,131 SH SOLE 2,895,131 JDS UNIPHASE CORP COM 46612J101 $692 414,300 SH P SOLE 414,300 JED OIL INC COM 472310101 $32 1,955 SH SOLE 1,955 JEFFERIES GROUP INC NEW COM 472319102 $1,196 31,746 SH SOLE 31,746 JEFFERSON BANCSHARES INC TEN COM 472375104 $25 2,023 SH SOLE 2,023 JEFFERSON PILOT CORP COM 475070108 $12,229 249,311 SH SOLE 249,311 JENNIFER CONVS INC COM 476153101 $4 1,731 SH SOLE 1,731 JETBLUE AWYS CORP COM 477143101 $2,487 130,600 SH P SOLE 130,600 JETBLUE AWYS CORP COM 477143101 $2,172 114,050 SH C SOLE 114,050 JETBLUE AWYS CORP COM 477143101 $932 48,943 SH SOLE 48,943 JEWETT CAMERON TRADING LTD COM NEW 47733C207 $3 414 SH SOLE 414 JILIN CHEM INDL LTD SPON ADR H SHS 477418107 $33 1,157 SH SOLE 1,157 JINPAN INTL LTD ORD G5138L100 $6 1,000 SH SOLE 1,000 JLG INDS INC COM 466210101 $1,257 58,338 SH SOLE 58,338 JLM COUTURE INC COM 4.66E+105 $7 2,066 SH SOLE 2,066 JMAR TECHNOLOGIES INC COM 466212107 $3 2,025 SH SOLE 2,025 JO-ANN STORES INC COM 47758P307 $2,879 102,489 SH SOLE 102,489 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 $4,989 515,417 SH SOLE 515,417 JOHNSON & JOHNSON COM 478160104 $365,046 5,435,473 SH SOLE 5,435,473 JOHNSON & JOHNSON COM 478160104 $112,656 1,677,423 SH C SOLE 1,677,423 JOHNSON & JOHNSON COM 478160104 $43,063 641,200 SH P SOLE 641,200 JOHNSON CTLS INC COM 478366107 $33,749 605,259 SH SOLE 605,259 JONES APPAREL GROUP INC COM 480074103 $14,653 437,541 SH SOLE 437,541 JOS A BANK CLOTHIERS INC COM 480838101 $5,237 178,738 SH SOLE 178,738 JOURNAL COMMUNICATIONS INC CL A 481130102 $1,028 62,118 SH SOLE 62,118 JOURNAL REGISTER CO COM 481138105 $25 1,473 SH SOLE 1,473 JOY GLOBAL INC COM 481165108 $3,111 88,728 SH SOLE 88,728 JPMORGAN & CHASE & CO COM 46625H100 $336,813 9,734,473 SH SOLE 9,734,473 JPMORGAN & CHASE & CO COM 46625H100 $38,263 1,105,871 SH P SOLE 1,105,871 JPMORGAN & CHASE & CO COM 46625H100 $30,999 895,912 SH C SOLE 895,912

JUNIPER NETWORKS INC COM 48203R104 $11,628 527,120 SH SOLE 527,120 JUNIPER NETWORKS INC COM 48203R104 $8,166 370,167 SH C SOLE 370,167 JUNIPER NETWORKS INC COM 48203R104 $4,551 206,300 SH P SOLE 206,300 JUNO LTG INC COM NEW 482047206 $10 279 SH SOLE 279 JUPITERMEDIA CORP COM 48207D101 $1 81 SH SOLE 81 K FED BANCORP COM 48246S101 $102 8,104 SH SOLE 8,104 K SEA TRANSN PARTNERS LP COM 48268Y101 $1,350 39,250 SH SOLE 39,250 K TRON INTL INC COM 482730108 $67 2,206 SH SOLE 2,206 K V PHARMACEUTICAL CO CL A 482740206 $58 2,508 SH SOLE 2,508 K2 INC COM 482732104 $7,906 575,000 SH C SOLE 575,000 K2 INC COM 482732104 $19 1,400 SH SOLE 1,400 KADANT INC COM 48282T104 $80 4,287 SH SOLE 4,287 KAMAN CORP CL A 483548103 $254 20,386 SH SOLE 20,386 KANA SOFTWARE INC COM NEW 483600300 $5 3,058 SH SOLE 3,058 KANBAY INTL INC COM 48369P207 $55 2,664 SH SOLE 2,664 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 $18,946 318,476 SH SOLE 318,476 KANEB SERVICES LLC COM 484173109 $20,086 470,955 SH SOLE 470,955 KANSAS CITY LIFE INS CO COM 484836101 $278 5,692 SH SOLE 5,692 KANSAS CITY SOUTHERN COM NEW 485170302 $12,105 628,516 SH SOLE 628,516 KATY INDS INC COM 486026107 $5 1,249 SH SOLE 1,249 KAYDON CORP COM 486587108 $1,856 59,107 SH SOLE 59,107 KAYNE ANDERSON MLP INVSMNT C COM 486606106 $1,528 58,265 SH SOLE 58,265 KB HOME COM 48666K109 $42,156 358,900 SH P SOLE 358,900 KB HOME COM 48666K109 $26,780 227,994 SH SOLE 227,994 KB HOME COM 48666K109 $12,650 107,700 SH C SOLE 107,700 KCS ENERGY INC COM 482434206 $131 8,536 SH SOLE 8,536 KEANE INC COM 486665102 $232 17,778 SH SOLE 17,778 KEARNY FINL CORP COM 487169104 $165 14,829 SH SOLE 14,829 KEITH COMPANIES INC COM 487539108 $76 4,370 SH SOLE 4,370 KEITHLEY INSTRS INC COM 487584104 $545 33,783 SH SOLE 33,783 KELLOGG CO COM 487836108 $33,956 784,754 SH SOLE 784,754 KELLOGG CO COM 487836108 $4,327 100,000 SH C SOLE 100,000

KELLWOOD CO DBCV 3.500% 6/1 488044AF5 $5,367 5,914,000 PRN SOLE 5,914,000 KELLWOOD CO COM 488044108 $1,124 39,046 SH SOLE 39,046 KELLY SVCS INC CL B 488152307 $14 473 SH SOLE 473 KEMET CORP COM 488360108 $22 2,803 SH SOLE 2,803 KENDLE INTERNATIONAL INC COM 48880L107 $24 2,068 SH SOLE 2,068 KENNAMETAL INC COM 489170100 $7,590 159,816 SH SOLE 159,816 KENSEY NASH CORP COM 490057106 $18,035 666,000 SH C SOLE 666,000 KENSEY NASH CORP COM 490057106 $54 1,986 SH SOLE 1,986 KENT FINL SVCS INC COM NEW 490560208 $7 2,693 SH SOLE 2,693 KERR MCGEE CORP COM 492386107 $158,359 2,021,684 SH SOLE 2,021,684 KERR MCGEE CORP COM 492386107 $83,609 1,067,400 SH C SOLE 1,067,400 KERR MCGEE CORP COM 492386107 $60,518 772,600 SH P SOLE 772,600 KERYX BIOPHARMACEUTICALS INC COM 492515101 $63 4,738 SH SOLE 4,738 KERZNER INTERNATIONAL LTD SHS P6065Y107 $1,939 31,667 SH SOLE 31,667 KEWAUNEE SCIENTIFIC CORP COM 492854104 $15 2,026 SH SOLE 2,026 KEY ENERGY SVCS INC COM 492914106 $7,636 665,763 SH SOLE 665,763 KEY TECHNOLOGY INC COM 493143101 $15 1,581 SH SOLE 1,581 KEYCORP NEW COM 493267108 $24,311 749,193 SH SOLE 749,193 KEYCORP NEW COM 493267108 $1,428 44,000 SH C SOLE 44,000 KEYCORP NEW COM 493267108 $409 12,600 SH P SOLE 12,600 KEYNOTE SYS INC COM 493308100 $473 39,852 SH SOLE 39,852 KEYSPAN CORP COM 49337W100 $19,494 500,232 SH SOLE 500,232 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 $40 1,718 SH SOLE 1,718 KFORCE INC COM 493732101 $59 5,389 SH SOLE 5,389 KFX INC COM 48245L107 $515 38,425 SH SOLE 38,425 KILROY RLTY CORP COM 49427F108 $585 14,300 SH SOLE 14,300 KIMBALL INTL INC CL B 494274103 $167 11,538 SH SOLE 11,538 KIMBERLY CLARK CORP COM 494368103 $85,334 1,298,253 SH SOLE 1,298,253 KIMBERLY CLARK CORP COM 494368103 $2,103 32,000 SH P SOLE 32,000 KIMBERLY CLARK CORP COM 494368103 $355 5,400 SH C SOLE 5,400 KIMCO REALTY CORP COM 49446R109 $13,672 253,657 SH SOLE 253,657 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $20,651 458,920 SH SOLE 458,920

KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $2,160 48,000 SH C SOLE 48,000 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 $2,129 47,300 SH P SOLE 47,300 KINDER MORGAN INC KANS COM 49455P101 $28,302 373,875 SH SOLE 373,875 KINDER MORGAN INC KANS COM 49455P101 $15,708 207,500 SH C SOLE 207,500 KINDER MORGAN INC KANS COM 49455P101 $13,020 172,000 SH P SOLE 172,000 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 $13,285 327,286 SH SOLE 327,286 KINDRED HEALTHCARE INC COM 494580103 $577 16,439 SH SOLE 16,439 KINDRED HEALTHCARE INC *W EXP 04/20/200 494580111 $78 1,928 SH SOLE 1,928 KINDRED HEALTHCARE INC *W EXP 04/20/200 494580129 $47 1,272 SH SOLE 1,272 KINETIC CONCEPTS INC COM NEW 49460W208 $2,352 39,434 SH SOLE 39,434 KING PHARMACEUTICALS INC COM 495582108 $25,647 3,086,247 SH SOLE 3,086,247 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 $2,057 2,168,000 PRN SOLE 2,168,000 KING PHARMACEUTICALS INC COM 495582108 $2,999 360,900 SH C SOLE 360,900 KING PHARMACEUTICALS INC COM 495582108 $268 32,200 SH P SOLE 32,200 KINGSWAY FINL SVCS INC COM 496904103 $14 926 SH SOLE 926 KINROSS GOLD CORP COM NO PAR 496902404 $1,315 219,174 SH SOLE 219,174 KINROSS GOLD CORP COM NO PAR 496902404 $101 16,800 SH P SOLE 16,800 KINROSS GOLD CORP COM NO PAR 496902404 $6 1,000 SH C SOLE 1,000 KINTERA INC COM 49720P506 $44 8,341 SH SOLE 8,341 KIRBY CORP COM 497266106 $753 17,923 SH SOLE 17,923 KIRIN BREWERY LTD SPONSORED ADR 497350306 $7 699 SH SOLE 699 KIRKLANDS INC COM 497498105 $87 7,873 SH SOLE 7,873 KITE RLTY GROUP TR COM 49803T102 $221 15,358 SH SOLE 15,358 KITTY HAWK INC COM NEW 498326206 $6 4,515 SH SOLE 4,515 KLA-TENCOR CORP COM 482480100 $12,230 265,806 SH SOLE 265,806 KLA-TENCOR CORP COM 482480100 $9,883 214,800 SH C SOLE 214,800 KLA-TENCOR CORP COM 482480100 $6,290 136,700 SH P SOLE 136,700 KMART HLDG CORPORATION COM 498780105 $0 784,800 SH C SOLE 784,800 KMART HLDG CORPORATION COM 498780105 $0 493,267 SH SOLE 493,267 KMART HLDG CORPORATION COM 498780105 $0 333,400 SH P SOLE 333,400 KMG AMER CORP COM 482563103 $13 1,295 SH SOLE 1,295 KMG CHEMICALS INC COM 482564101 $5 785 SH SOLE 785

KNAPE & VOGT MFG CO COM 498782101 $29 2,329 SH SOLE 2,329 KNBT BANCORP INC COM 482921103 $442 28,916 SH SOLE 28,916 KNIGHT RIDDER INC COM 499040103 $6,981 103,809 SH SOLE 103,809 KNIGHT TRADING GROUP INC COM 499063105 $81 8,400 SH C SOLE 8,400 KNIGHT TRADING GROUP INC COM 499063105 $80 8,250 SH SOLE 8,250 KNIGHT TRADING GROUP INC COM 499063105 $79 8,200 SH P SOLE 8,200 KNIGHT TRANSN INC COM 499064103 $2,151 87,202 SH SOLE 87,202 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 $536 13,751 SH SOLE 13,751 KNOLL INC COM NEW 498904200 $281 16,864 SH SOLE 16,864 KNOLOGY INC COM 499183804 $1,052 443,775 SH SOLE 443,775 KOHLS CORP COM 500255104 $40,872 791,631 SH SOLE 791,631 KOHLS CORP COM 500255104 $15,277 295,900 SH C SOLE 295,900 KOHLS CORP COM 500255104 $6,707 129,900 SH P SOLE 129,900 KOMAG INC NOTE 2.000% 2/0 500453AE5 $10,738 10,000,000 PRN SOLE 10,000,000 KOMAG INC COM NEW 500453204 $1,118 50,000 SH C SOLE 50,000 KOMAG INC COM NEW 500453204 $212 9,472 SH SOLE 9,472 KONAMI CORP SPONSORED ADR 50046R101 $14 645 SH SOLE 645 KOOKMIN BK NEW SPONSORED ADR 50049M109 $468 10,492 SH SOLE 10,492 KOOR INDS LTD SPONSORED ADR 500507108 $247 23,368 SH SOLE 23,368 KOPIN CORP COM 500600101 $54 17,569 SH SOLE 17,569 KOREA EQUITY FD INC COM 50063B104 $73 10,910 SH SOLE 10,910 KOREA FD COM 500634100 $44 1,661 SH SOLE 1,661 KORN FERRY INTL COM NEW 500643200 $3,235 170,000 SH C SOLE 170,000 KORN FERRY INTL COM NEW 500643200 $3,208 168,562 SH SOLE 168,562 KOS PHARMACEUTICALS INC COM 500648100 $1,834 44,000 SH C SOLE 44,000 KOS PHARMACEUTICALS INC COM 500648100 $819 19,646 SH SOLE 19,646 KOSAN BIOSCIENCES INC COM 50064W107 $71 17,434 SH SOLE 17,434 KOSS CORP COM 500692108 $33 1,644 SH SOLE 1,644 KRAFT FOODS INC CL A 50075N104 $8,810 266,554 SH SOLE 266,554 KRAFT FOODS INC CL A 50075N104 $1,722 52,100 SH P SOLE 52,100 KRAFT FOODS INC CL A 50075N104 $1,038 31,400 SH C SOLE 31,400 KRAMONT RLTY TR COM SH BEN INT 50075Q107 $297 12,689 SH SOLE 12,689

KRAMONT RLTY TR PFD CV B-1 BEN 50075Q206 $51 1,534 SH SOLE 1,534 KREISLER MFG CORP COM 500773106 $11 2,144 SH SOLE 2,144 KRISPY KREME DOUGHNUTS INC COM 501014104 $1,793 235,000 SH C SOLE 235,000 KRISPY KREME DOUGHNUTS INC COM 501014104 $781 102,400 SH P SOLE 102,400 KRISPY KREME DOUGHNUTS INC COM 501014104 $672 88,124 SH SOLE 88,124 KROGER CO COM 501044101 $18,388 1,147,100 SH C SOLE 1,147,100 KROGER CO COM 501044101 $17,413 1,086,306 SH SOLE 1,086,306 KROGER CO COM 501044101 $1,492 93,100 SH P SOLE 93,100 KRONOS INC COM 501052104 $7,309 143,000 SH C SOLE 143,000 KRONOS INC COM 501052104 $639 12,504 SH SOLE 12,504 KRONOS WORLDWIDE INC COM 50105F105 $31 733 SH SOLE 733 K-SWISS INC CL A 482686102 $639 19,344 SH SOLE 19,344 KT CORP SPONSORED ADR 48268K101 $31 1,460 SH SOLE 1,460 KUBOTA CORP ADR 501173207 $13 500 SH SOLE 500 KULICKE & SOFFA INDS INC COM 501242101 $343 54,473 SH SOLE 54,473 KULICKE & SOFFA INDS INC COM 501242101 $4 600 SH C SOLE 600 KULICKE & SOFFA INDS INC COM 501242101 $1 200 SH P SOLE 200 KVH INDS INC COM 482738101 $75 8,282 SH SOLE 8,282 KYOCERA CORP ADR 501556203 $359 5,026 SH SOLE 5,026 KYPHON INC COM 501577100 $2,879 114,400 SH C SOLE 114,400 KYPHON INC COM 501577100 $686 27,259 SH SOLE 27,259 L S B BANCSHARES N C COM 502158108 $38 2,253 SH SOLE 2,253 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $13,257 186,671 SH SOLE 186,671 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $6,619 93,200 SH C SOLE 93,200 L-3 COMMUNICATIONS HLDGS INC COM 502424104 $1,534 21,600 SH P SOLE 21,600 LA JOLLA PHARMACEUTICAL CO COM 503459109 $336 480,169 SH SOLE 480,169 LA QUINTA CORP PAIRED CTF 50419U202 $1,056 124,213 SH SOLE 124,213 LA Z BOY INC COM 505336107 $2,499 179,416 SH C SOLE 179,416 LA Z BOY INC COM 505336107 $375 26,955 SH SOLE 26,955 LABONE INC NEW COM 50540L105 $181 5,261 SH SOLE 5,261 LABOR READY INC COM NEW 505401208 $430 23,038 SH SOLE 23,038 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC6 $784 1,045,000 PRN SOLE 1,045,000

LABORATORY CORP AMER HLDGS COM NEW 50540R409 $23,493 487,406 SH SOLE 487,406 LABRANCHE & CO INC COM 505447102 $33,460 3,597,801 SH SOLE 3,597,801 LABRANCHE & CO INC COM 505447102 $2,325 250,000 SH C SOLE 250,000 LACLEDE GROUP INC COM 505597104 $237 8,114 SH SOLE 8,114 LACROSSE FOOTWEAR INC COM 505688101 $11 937 SH SOLE 937 LADENBURG THALMAN FIN SVCS I COM 50575Q102 $19 28,200 SH SOLE 28,200 LADISH INC COM NEW 505754200 $25 2,089 SH SOLE 2,089 LAFARGE COPPEE S A SPON ADR NEW 505861401 $663 27,291 SH SOLE 27,291 LAFARGE NORTH AMERICA INC COM 505862102 $3,989 68,245 SH SOLE 68,245 LAIDLAW INTL INC COM 50730R102 $374 17,997 SH SOLE 17,997 LAKELAND BANCORP INC COM 511637100 $2,278 146,324 SH SOLE 146,324 LAKELAND FINL CORP COM 511656100 $311 8,083 SH SOLE 8,083 LAKELAND INDS INC COM 511795106 $42 2,214 SH SOLE 2,214 LAKES ENTMNT INC COM 51206P109 $30 1,693 SH SOLE 1,693 LAM RESEARCH CORP COM 512807108 $1,201 41,605 SH SOLE 41,605 LAM RESEARCH CORP COM 512807108 $433 15,000 SH C SOLE 15,000 LAM RESEARCH CORP COM 512807108 $214 7,400 SH P SOLE 7,400 LAMAR ADVERTISING CO CL A 512815101 $51,168 1,270,000 SH C SOLE 1,270,000 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG6 $1,173 1,157,000 PRN SOLE 1,157,000 LAMAR ADVERTISING CO CL A 512815101 $2,100 52,134 SH SOLE 52,134 LAMAR ADVERTISING CO CL A 512815101 $1,007 25,000 SH P SOLE 25,000 LAMSON & SESSIONS CO COM 513696104 $14 1,415 SH SOLE 1,415 LAN AIRLINES S A SPONSORED ADR 501723100 $488 13,700 SH SOLE 13,700 LANCASTER COLONY CORP COM 513847103 $1,992 46,815 SH SOLE 46,815 LANCE INC COM 514606102 $1,474 91,739 SH SOLE 91,739 LANDAMERICA FINL GROUP INC COM 514936103 $1,875 37,480 SH SOLE 37,480 LANDAUER INC COM 51476K103 $1,464 30,789 SH SOLE 30,789 LANDEC CORP COM 514766104 $53 7,340 SH SOLE 7,340 LANDMARK BANCORP INC COM 51504L107 $62 2,158 SH SOLE 2,158 LANDRYS RESTAURANTS INC COM 51508L103 $2,412 83,403 SH SOLE 83,403 LANDSTAR SYS INC COM 515098101 $1,352 41,281 SH SOLE 41,281 LANNET INC COM 516012101 $11 1,669 SH SOLE 1,669

LANOPTICS LTD ORD M6706C103 $43 5,452 SH SOLE 5,452 LANTRONIX INC COM 516548104 $216 116,779 SH SOLE 116,779 LARGE SCALE BIOLOGY CORP COM 517053104 $2 2,547 SH SOLE 2,547 LAS VEGAS SANDS CORP COM 517834107 $2,200 48,894 SH SOLE 48,894 LAS VEGAS SANDS CORP COM 517834107 $1,980 44,000 SH P SOLE 44,000 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 $1,196 41,155 SH SOLE 41,155 LASERCARD CORP COM 51807U101 $63 12,664 SH SOLE 12,664 LASERSCOPE COM 518081104 $539 16,987 SH SOLE 16,987 LATIN AMER EQUITY FD INC NEW COM 51827Q106 $98 4,583 SH SOLE 4,583 LATIN AMERN DISCOVERY FD INC COM 51828C106 $406 22,260 SH SOLE 22,260 LATTICE SEMICONDUCTOR CORP COM 518415104 $809 150,683 SH SOLE 150,683 LAUDER ESTEE COS INC CL A 518439104 $26,554 590,359 SH SOLE 590,359 LAUDER ESTEE COS INC CL A 518439104 $355 7,900 SH C SOLE 7,900 LAUDER ESTEE COS INC CL A 518439104 $36 800 SH P SOLE 800 LAUREATE EDUCATION INC COM 518613104 $5,550 129,700 SH C SOLE 129,700 LAUREATE EDUCATION INC COM 518613104 $3,209 75,000 SH SOLE 75,000 LAUREL CAP GROUP INC COM 518629100 $12 548 SH SOLE 548 LAWSON PRODS INC COM 520776105 $244 5,217 SH SOLE 5,217 LAWSON SOFTWARE INC COM 520780107 $9 1,454 SH SOLE 1,454 LAYNE CHRISTENSEN CO COM 521050104 $158 9,120 SH SOLE 9,120 LAZARD GLB TTL RET&INCM FD I COM 52106W103 $19 1,000 SH SOLE 1,000 LAZARE KAPLAN INTL INC COM 521078105 $10 859 SH SOLE 859 LCA-VISION INC COM PAR $.001 501803308 $2,864 85,997 SH SOLE 85,997 LCC INTERNATIONAL INC CL A 501810105 $6 1,360 SH SOLE 1,360 LEADIS TECHNOLOGY INC COM 52171N103 $28 4,691 SH C SOLE 4,691 LEAPFROG ENTERPRISES INC CL A 52186N106 $808 71,190 SH SOLE 71,190 LEAPFROG ENTERPRISES INC CL A 52186N106 $58 5,100 SH C SOLE 5,100 LEAPFROG ENTERPRISES INC CL A 52186N106 $11 1,000 SH P SOLE 1,000 LEAR CORP NOTE 2/2 521865AG0 $4,551 9,975,000 PRN SOLE 9,975,000 LEAR CORP COM 521865105 $7,812 176,100 SH P SOLE 176,100 LEAR CORP COM 521865105 $2,366 53,341 SH SOLE 53,341 LEAR CORP COM 521865105 $444 10,000 SH C SOLE 10,000

LEARNING CARE GROUP INC COM 52200L102 $3 938 SH SOLE 938 LEARNING TREE INTL INC COM 522015106 $522 36,216 SH SOLE 36,216 LEATHER FACTORY INC COM 522126101 $4 1,253 SH SOLE 1,253 LECG CORP COM 523234102 $292 14,886 SH SOLE 14,886 LECROY CORP COM 52324W109 $366 21,340 SH SOLE 21,340 LEE ENTERPRISES INC COM 523768109 $560 12,913 SH SOLE 12,913 LEGG MASON INC NOTE 6/0 524901AG0 $4,519 5,000,000 PRN SOLE 5,000,000 LEGG MASON INC COM 524901105 $559 7,155 SH SOLE 7,155 LEGGETT & PLATT INC COM 524660107 $15,736 544,888 SH SOLE 544,888 LEGGETT & PLATT INC COM 524660107 $1,444 50,000 SH C SOLE 50,000 LEHMAN BR FIRST TR INCM OPP COM 525178109 $4 270 SH SOLE 270 LEHMAN BROS HLDGS INC COM 524908100 $54,006 573,553 SH SOLE 573,553 LEHMAN BROS HLDGS INC COM 524908100 $17,241 183,100 SH P SOLE 183,100 LEHMAN BROS HLDGS INC COM 524908100 $11,742 124,700 SH C SOLE 124,700 LENNAR CORP NOTE 4/0 526057AF1 $2,029 2,509,000 PRN SOLE 2,509,000 LENNAR CORP CL B 526057302 $26,001 493,285 SH SOLE 493,285 LENNAR CORP CL A 526057104 $19,410 342,443 SH SOLE 342,443 LENNAR CORP CL A 526057104 $18,400 324,631 SH P SOLE 324,631 LENNAR CORP CL A 526057104 $8,372 147,700 SH C SOLE 147,700 LENNOX INTL INC COM 526107107 $1,802 82,215 SH SOLE 82,215 LESCO INC OHIO COM 526872106 $93 6,351 SH SOLE 6,351 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 $1,975 2,000,000 PRN SOLE 2,000,000 LEUCADIA NATL CORP COM 527288104 $4,896 142,538 SH SOLE 142,538 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $618 300,150 SH C SOLE 300,150 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS9 $106 207,000 PRN SOLE 207,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $89 43,000 SH P SOLE 43,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 $39 19,076 SH SOLE 19,076 LEVITT CORP CL A 52742P108 $88 3,442 SH SOLE 3,442 LEXAR MEDIA INC COM 52886P104 $133 26,800 SH P SOLE 26,800 LEXAR MEDIA INC COM 52886P104 $70 14,124 SH SOLE 14,124 LEXAR MEDIA INC COM 52886P104 $68 13,700 SH C SOLE 13,700 LEXICON GENETICS INC COM 528872104 $435 85,188 SH SOLE 85,188

LEXINGTON CORP PPTYS TR COM 529043101 $1,231 56,086 SH SOLE 56,086 LEXMARK INTL NEW CL A 529771107 $19,201 240,098 SH SOLE 240,098 LEXMARK INTL NEW CL A 529771107 $5,110 63,900 SH P SOLE 63,900 LEXMARK INTL NEW CL A 529771107 $4,246 53,100 SH C SOLE 53,100 LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 $245 11,370 SH SOLE 11,370 LIBBEY INC COM 529898108 $830 39,535 SH SOLE 39,535 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 $73 8,243 SH SOLE 8,243 LIBERTY ALL-STAR GROWTH FD I COM 529900102 $2 342 SH SOLE 342 LIBERTY CORP S C COM 530370105 $314 7,737 SH SOLE 7,737 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 $941 1,102,000 PRN SOLE 1,102,000 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 $165 212,000 PRN SOLE 212,000 LIBERTY MEDIA CORP NEW COM SER A 530718105 $122,682 11,830,431 SH SOLE 11,830,431 LIBERTY MEDIA CORP NEW COM SER A 530718105 $972 93,700 SH P SOLE 93,700 LIBERTY MEDIA CORP NEW COM SER A 530718105 $656 63,300 SH C SOLE 63,300 LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 $32 29,000 PRN SOLE 29,000 LIBERTY MEDIA CORP NEW COM SER B 530718204 $15 1,375 SH SOLE 1,375 LIBERTY MEDIA INTL INC COM SER A 530719103 $16,835 384,885 SH SOLE 384,885 LIBERTY MEDIA INTL INC COM SER B 530719202 $88 1,913 SH SOLE 1,913 LIBERTY PPTY TR SH BEN INT 531172104 $8,787 225,017 SH SOLE 225,017 LIFE PARTNERS HOLDINGS INC COM 53215T106 $4 682 SH SOLE 682 LIFE TIME FITNESS INC COM 53217R207 $528 19,562 SH SOLE 19,562 LIFECELL CORP COM 531927101 $2,107 236,750 SH SOLE 236,750 LIFECORE BIOMEDICAL INC COM 532187101 $45 2,520 SH SOLE 2,520 LIFELINE SYS INC COM 532192101 $266 8,770 SH SOLE 8,770 LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE9 $2,949 2,874,000 PRN SOLE 2,874,000 LIFEPOINT HOSPITALS INC COM 53219L109 $530 12,088 SH SOLE 12,088 LIFEPOINT INC COM 53215R100 $2 13,721 SH SOLE 13,721 LIFETIME HOAN CORP COM 531926103 $61 3,918 SH SOLE 3,918 LIFEWAY FOODS INC COM 531914109 $7 835 SH SOLE 835 LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB4 $23,878 21,658,000 PRN SOLE 21,658,000 LIGAND PHARMACEUTICALS INC CL B 53220K207 $3,989 696,099 SH SOLE 696,099 LIGAND PHARMACEUTICALS INC CL B 53220K207 $2,722 475,100 SH C SOLE 475,100

LIGAND PHARMACEUTICALS INC CL B 53220K207 $662 115,600 SH P SOLE 115,600 LIGHTBRIDGE INC COM 532226107 $44 7,335 SH SOLE 7,335 LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 $2 543 SH SOLE 543 LIHIR GOLD LTD SPONSORED ADR 532349107 $155 9,250 SH SOLE 9,250 LILLY ELI & CO COM 532457108 $151,740 2,912,482 SH SOLE 2,912,482 LILLY ELI & CO COM 532457108 $82,867 1,590,532 SH C SOLE 1,590,532 LILLY ELI & CO COM 532457108 $76,916 1,476,306 SH P SOLE 1,476,306 LIMITED BRANDS INC COM 532716107 $18,638 766,999 SH SOLE 766,999 LIMITED BRANDS INC COM 532716107 $4,634 190,700 SH C SOLE 190,700 LIMITED BRANDS INC COM 532716107 $671 27,600 SH P SOLE 27,600 LIN TV CORP CL A 532774106 $2,149 126,959 SH SOLE 126,959 LINCARE HLDGS INC COM 532791100 $3,373 76,270 SH SOLE 76,270 LINCARE HLDGS INC COM 532791100 $1,442 32,600 SH C SOLE 32,600 LINCARE HLDGS INC COM 532791100 $195 4,400 SH P SOLE 4,400 LINCOLN BANCORP IND COM 532879103 $2 122 SH SOLE 122 LINCOLN ELEC HLDGS INC COM 533900106 $945 31,400 SH SOLE 31,400 LINCOLN NATL CONV SECS FD IN COM 534183108 $102 7,328 SH SOLE 7,328 LINCOLN NATL CORP IND COM 534187109 $25,298 560,432 SH SOLE 560,432 LINCOLN NATL CORP IND COM 534187109 $2,848 63,100 SH C SOLE 63,100 LINCOLN NATL CORP IND COM 534187109 $348 7,700 SH P SOLE 7,700 LINDSAY MFG CO COM 535555106 $58 3,024 SH SOLE 3,024 LINEAR TECHNOLOGY CORP COM 535678106 $23,532 614,252 SH SOLE 614,252 LINEAR TECHNOLOGY CORP COM 535678106 $1,107 28,900 SH C SOLE 28,900 LINEAR TECHNOLOGY CORP COM 535678106 $1,103 28,800 SH P SOLE 28,800 LINENS N THINGS INC COM 535679104 $910 36,657 SH SOLE 36,657 LINKTONE LTD ADR 535925101 $3 450 SH SOLE 450 LIONS GATE ENTMNT CORP COM NEW 535919203 $33,139 2,998,999 SH SOLE 2,998,999 LIONS GATE ENTMNT CORP NOTE 4.875%12/1 535919AC8 $1,456 700,000 PRN SOLE 700,000 LIPID SCIENCES INC ARIZ COM 53630P101 $752 185,588 SH SOLE 185,588 LIPMAN ELECTRONIC ENGINEERIN ORD M6772H101 $294 10,225 SH SOLE 10,225 LITHIA MTRS INC CL A 536797103 $31 1,206 SH SOLE 1,206 LITTELFUSE INC COM 537008104 $339 11,821 SH SOLE 11,821

LIVEPERSON INC COM 538146101 $5 2,012 SH SOLE 2,012 LIZ CLAIBORNE INC COM 539320101 $12,490 311,250 SH SOLE 311,250 LJ INTL INC *W EXP 04/15/200 G55312113 $0 8,150 SH SOLE 8,150 LJ INTL INC ORD G55312105 $21 7,820 SH SOLE 7,820 LKQ CORP COM 501889208 $386 19,251 SH SOLE 19,251 LL & E RTY TR UNIT BEN INT 502003106 $23 3,066 SH SOLE 3,066 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 $5,919 163,199 SH SOLE 163,199 LNB BANCORP INC COM 502100100 $30 1,694 SH SOLE 1,694 LOCKHEED MARTIN CORP COM 539830109 $50,282 823,485 SH SOLE 823,485 LOCKHEED MARTIN CORP COM 539830109 $6,186 101,303 SH P SOLE 101,303 LOCKHEED MARTIN CORP COM 539830109 $2,363 38,700 SH C SOLE 38,700 LODGENET ENTMT CORP COM 540211109 $615 32,620 SH SOLE 32,620 LODGIAN INC COM PAR $.01 54021P403 $130 12,709 SH SOLE 12,709 LOEWS CORP NOTE 3.125% 9/1 540424AL2 $6,267 6,222,000 PRN SOLE 6,222,000 LOEWS CORP COM 540424108 $20,248 275,336 SH SOLE 275,336 LOEWS CORP CAROLNA GP STK 540424207 $1,100 33,238 SH SOLE 33,238 LOGIC DEVICES INC COM 541402103 $3 1,949 SH SOLE 1,949 LOGICVISION INC COM 54140W107 $5 1,874 SH SOLE 1,874 LOGILITY INC COM 54140Y103 $8 1,861 SH SOLE 1,861 LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 $127 2,092 SH SOLE 2,092 LO-JACK CORP COM 539451104 $31 2,266 SH SOLE 2,266 LONE STAR STEAKHOUSE SALOON COM 542307103 $1,049 36,296 SH SOLE 36,296 LONE STAR TECHNOLOGIES INC COM 542312103 $1,759 44,606 SH SOLE 44,606 LONG ISLAND FINANCIAL CORP COM 542669106 $42 1,137 SH SOLE 1,137 LONGS DRUG STORES CORP COM 543162101 $2,307 67,403 SH SOLE 67,403 LONGVIEW FIBRE CO COM 543213102 $432 23,040 SH SOLE 23,040 LOOKSMART LTD COM 543442107 $51 57,801 SH SOLE 57,801 LORUS THERAPEUTICS INC COM 544191109 $0 397 SH SOLE 397 LOUDEYE CORP COM 545754103 $12 7,762 SH SOLE 7,762 LOUISIANA PAC CORP COM 546347105 $11,600 461,402 SH SOLE 461,402 LOUISIANA PAC CORP COM 546347105 $571 22,700 SH C SOLE 22,700 LOUISIANA PAC CORP COM 546347105 $53 2,100 SH P SOLE 2,100

LOWES COS INC NOTE 2/1 548661CF2 $6,247 6,655,000 PRN SOLE 6,655,000 LOWES COS INC NOTE 0.861%10/1 548661CG0 $5,556 5,434,000 PRN SOLE 5,434,000 LOWES COS INC COM 548661107 $81,297 1,424,021 SH SOLE 1,424,021 LOWES COS INC COM 548661107 $8,786 153,900 SH P SOLE 153,900 LOWES COS INC COM 548661107 $8,591 150,490 SH C SOLE 150,490 LOWRANCE ELECTRS INC COM 548900109 $10 400 SH SOLE 400 LSB CORP COM 50215P100 $82 4,597 SH SOLE 4,597 LSB FINL CORP COM 501925101 $6 232 SH SOLE 232 LSI INDS INC COM 50216C108 $285 25,334 SH SOLE 25,334 LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 $1,841 2,051,000 PRN SOLE 2,051,000 LSI LOGIC CORP COM 502161102 $6,148 1,099,823 SH SOLE 1,099,823 LSI LOGIC CORP COM 502161102 $205 36,600 SH P SOLE 36,600 LSI LOGIC CORP COM 502161102 $55 9,900 SH C SOLE 9,900 LSI LOGIC CORP NOTE 4.000%11/0 502161AG7 $5 5,000 PRN SOLE 5,000 LTC PPTYS INC PFD E CV 8.5% 502175508 $69 2,000 SH SOLE 2,000 LTC PPTYS INC COM 502175102 $21 1,233 SH SOLE 1,233 LTX CORP COM 502392103 $176 39,651 SH SOLE 39,651 LUBRIZOL CORP COM 549271104 $2,018 49,662 SH SOLE 49,662 LUBYS INC COM 549282101 $334 43,103 SH SOLE 43,103 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $25,808 23,250,000 PRN SOLE 23,250,000 LUCENT TECHNOLOGIES INC COM 549463107 $46,111 16,767,543 SH SOLE 16,767,543 LUCENT TECHNOLOGIES INC COM 549463107 $2,536 922,300 SH P SOLE 922,300 LUCENT TECHNOLOGIES INC COM 549463107 $2,084 757,700 SH C SOLE 757,700 LUCILLE FARMS INC COM 549486108 $0 178 SH SOLE 178 LUFKIN INDS INC COM 549764108 $590 12,224 SH SOLE 12,224 LUMERA CORP COM 55024R106 $41 7,891 SH SOLE 7,891 LUMINENT MTG CAP INC COM 550278303 $50 4,537 SH SOLE 4,537 LYDALL INC DEL COM 550819106 $47 4,221 SH SOLE 4,221 LYNCH CORP COM 551137102 $31 3,276 SH SOLE 3,276 LYNCH INTERACTIVE CORP COM 551146103 $96 4,000 SH SOLE 4,000 LYON WILLIAM HOMES COM 552074106 $19 250 SH SOLE 250 LYONDELL CHEMICAL CO COM 552078107 $8,453 302,753 SH SOLE 302,753

LYONDELL CHEMICAL CO COM 552078107 $3,021 108,200 SH P SOLE 108,200 LYONDELL CHEMICAL CO COM 552078107 $1,790 64,100 SH C SOLE 64,100 M & F WORLDWIDE CORP COM 552541104 $445 33,384 SH SOLE 33,384 M & T BK CORP COM 55261F104 $24,629 241,317 SH SOLE 241,317 M & T BK CORP COM 55261F104 $8,734 85,579 SH C SOLE 85,579 M D C HLDGS INC COM 552676108 $1,528 21,935 SH SOLE 21,935 M SYS FLASH DISK PIONEERS LT ORD M7061C100 $251 11,366 SH SOLE 11,366 MACATAWA BK CORP COM 554225102 $236 7,034 SH SOLE 7,034 MACC PRIVATE EQUITIES INC COM 552617102 $9 3,443 SH SOLE 3,443 MACDERMID INC COM 554273102 $7,313 225,000 SH C SOLE 225,000 MACE SEC INTL INC COM NEW 554335208 $193 73,273 SH SOLE 73,273 MACERICH CO COM 554382101 $1,414 26,538 SH SOLE 26,538 MACK CALI RLTY CORP COM 554489104 $1,956 46,191 SH SOLE 46,191 MACKINAC FINL CORP COM 554571109 $31 1,726 SH SOLE 1,726 MACQUARIE FT TR GB INF UT DI COM 55607W100 $45 2,250 SH SOLE 2,250 MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 $15,319 547,105 SH SOLE 547,105 MACROCHEM CORP DEL COM 555903103 $5 12,875 SH SOLE 12,875 MACROMEDIA INC COM 556100105 $2,410 71,928 SH SOLE 71,928 MACROMEDIA INC COM 556100105 $141 4,200 SH P SOLE 4,200 MACROMEDIA INC COM 556100105 $77 2,300 SH C SOLE 2,300 MACRONIX INTL LTD SPONSORED ADR 556103109 $26 20,313 SH SOLE 20,313 MACROVISION CORP COM 555904101 $631 27,673 SH SOLE 27,673 MACROVISION CORP COM 555904101 $228 10,000 SH C SOLE 10,000 MADDEN STEVEN LTD COM 556269108 $132 7,887 SH SOLE 7,887 MADISON CLAYMORE CVRD CALL F COM 556582104 $20 1,300 SH SOLE 1,300 MAF BANCORP INC COM 55261R108 $510 12,284 SH SOLE 12,284 MAGAL SECURITY SYS LTD ORD M6786D104 $5 422 SH SOLE 422 MAGELLAN HEALTH SVCS INC COM NEW 559079207 $117 3,444 SH SOLE 3,444 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 $21,656 354,720 SH SOLE 354,720 MAGELLAN PETE CORP COM 559091301 $3 1,878 SH SOLE 1,878 MAGIC LANTERN GROUP INC NY COM 559141106 $0 554 SH SOLE 554 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 $17 5,588 SH SOLE 5,588

MAGMA DESIGN AUTOMATION NOTE 5/1 559181AB8 $15,116 17,500,000 PRN SOLE 17,500,000 MAGMA DESIGN AUTOMATION COM 559181102 $1,294 109,000 SH C SOLE 109,000 MAGMA DESIGN AUTOMATION COM 559181102 $115 9,687 SH SOLE 9,687 MAGNA ENTMT CORP CL A 559211107 $208 33,823 SH SOLE 33,823 MAGNA INTL INC CL A 559222401 $14,197 212,208 SH SOLE 212,208 MAGNETEK INC COM 559424106 $130 24,319 SH SOLE 24,319 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 $3,247 201,522 SH SOLE 201,522 MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F138 $0 200 SH SOLE 200 MAGUIRE PPTYS INC COM 559775101 $4,525 189,506 SH SOLE 189,506 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 $2,044 86,786 SH SOLE 86,786 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 $557 87,819 SH SOLE 87,819 MAIN STR BKS INC NEW COM 56034R102 $68 2,573 SH SOLE 2,573 MAINE & MARITIMES CORP COM 560377103 $31 1,237 SH SOLE 1,237 MAINSOURCE FINANCIAL GP INC COM 56062Y102 $264 11,999 SH SOLE 11,999 MAJESCO HLDGS INC COM NEW 560690208 $71 6,108 SH SOLE 6,108 MAKEMUSIC INC COM NEW 56086P202 $27 5,917 SH SOLE 5,917 MALAYSIA FD INC COM 560905101 $8 1,312 SH SOLE 1,312 MAMMA COM INC COM 56150Q102 $77 24,415 SH SOLE 24,415 MANAGED HIGH INCOME PORTFOLI COM 56166C105 $3,147 515,912 SH SOLE 515,912 MANAGED HIGH YIELD PLUS FD I COM 561911108 $454 87,241 SH SOLE 87,241 MANAGED MUNS PORTFOLIO INC COM 561662107 $209 19,508 SH SOLE 19,508 MANAGEMENT NETWORK GROUP INC COM 561693102 $10 4,347 SH SOLE 4,347 MANATRON INC COM 562048108 $19 2,060 SH SOLE 2,060 MANCHESTER TECHNOLOGIES INC COM 562398107 $7 1,210 SH SOLE 1,210 MANDALAY RESORT GROUP COM 562567107 $92,704 1,315,133 SH SOLE 1,315,133 MANDALAY RESORT GROUP COM 562567107 $21,901 310,700 SH P SOLE 310,700 MANDALAY RESORT GROUP COM 562567107 $268 3,800 SH C SOLE 3,800 MANHATTAN ASSOCS INC COM 562750109 $221 10,844 SH SOLE 10,844 MANITOWOC INC COM 563571108 $656 16,234 SH SOLE 16,234 MANNATECH INC COM 563771104 $229 11,726 SH SOLE 11,726 MANNING GREG AUCTIONS INC COM 563823103 $16 1,547 SH SOLE 1,547 MANNKIND CORP COM 56400P201 $433 30,411 SH SOLE 30,411

MANOR CARE INC NEW COM 564055101 $8,647 237,817 SH SOLE 237,817 MANPOWER INC COM 56418H100 $3,956 90,899 SH C SOLE 90,899 MANPOWER INC COM 56418H100 $1,980 45,489 SH SOLE 45,489 MANTECH INTL CORP CL A 564563104 $161 6,976 SH SOLE 6,976 MANUGISTICS GROUP INC COM 565011103 $18 10,916 SH SOLE 10,916 MANULIFE FINL CORP COM 56501R106 $628 13,107 SH SOLE 13,107 MAPICS INC COM 564910107 $226 17,778 SH SOLE 17,778 MAPINFO CORP COM 565105103 $265 22,038 SH SOLE 22,038 MARATHON OIL CORP COM 565849106 $25,316 539,549 SH SOLE 539,549 MARATHON OIL CORP COM 565849106 $16,042 341,900 SH C SOLE 341,900 MARATHON OIL CORP COM 565849106 $4,626 98,600 SH P SOLE 98,600 MARCHEX INC CL B 56624R108 $77 4,115 SH SOLE 4,115 MARCONI CORP PLC NEW SPONSORED ADR 56630M101 $27 1,300 SH SOLE 1,300 MARCUS CORP COM 566330106 $1,253 61,114 SH SOLE 61,114 MARINE PETE TR UNIT BEN INT 568423107 $34 1,373 SH SOLE 1,373 MARINE PRODS CORP COM 568427108 $167 9,939 SH SOLE 9,939 MARINEMAX INC COM 567908108 $42 1,353 SH SOLE 1,353 MARKEL CORP COM 570535104 $204 590 SH SOLE 590 MARKET 2000+ HOLDRS TR DEPOSITARY RCT 57059Y204 $72 1,333 SH SOLE 1,333 MARKETAXESS HLDGS INC COM 57060D108 $138 12,378 SH SOLE 12,378 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 $60 1,260 SH SOLE 1,260 MARKWEST HYDROCARBON INC COM 570762104 $15 680 SH SOLE 680 MARLIN BUSINESS SVCS CORP COM 571157106 $116 5,706 SH SOLE 5,706 MARLTON TECHNOLOGIES INC COM 571263102 $0 28 SH SOLE 28 MARRIOTT INTL INC NEW CL A 571903202 $15,407 230,430 SH C SOLE 230,430 MARRIOTT INTL INC NEW CL A 571903202 $10,217 152,809 SH SOLE 152,809 MARSH & MCLENNAN COS INC COM 571748102 $92,480 3,040,089 SH SOLE 3,040,089 MARSH & MCLENNAN COS INC COM 571748102 $18,727 615,600 SH P SOLE 615,600 MARSH & MCLENNAN COS INC COM 571748102 $2,199 72,300 SH C SOLE 72,300 MARSH SUPERMARKETS INC CL B 571783208 $30 2,404 SH SOLE 2,404 MARSH SUPERMARKETS INC CL A 571783307 $17 1,494 SH SOLE 1,494 MARSHALL & ILSLEY CORP COM 571834100 $18,614 445,844 SH SOLE 445,844

MARSHALL & ILSLEY CORP COM 571834100 $4,175 100,000 SH C SOLE 100,000 MARSHALL EDWARDS INC COM 572322303 $34 4,135 SH SOLE 4,135 MARTEK BIOSCIENCES CORP COM 572901106 $4,852 83,382 SH SOLE 83,382 MARTEK BIOSCIENCES CORP COM 572901106 $2,921 50,200 SH C SOLE 50,200 MARTEK BIOSCIENCES CORP COM 572901106 $1,606 27,600 SH P SOLE 27,600 MARTEN TRANS LTD COM 573075108 $738 34,616 SH SOLE 34,616 MARTHA STEWART LIVING OMNIME CL A 573083102 $1,922 85,100 SH P SOLE 85,100 MARTHA STEWART LIVING OMNIME CL A 573083102 $1,110 49,154 SH SOLE 49,154 MARTHA STEWART LIVING OMNIME CL A 573083102 $192 8,500 SH C SOLE 8,500 MARTIN MARIETTA MATLS INC COM 573284106 $6,758 120,848 SH SOLE 120,848 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 $73 2,211 SH SOLE 2,211 MARVEL ENTERPRISES INC COM 57383M108 $2,984 149,181 SH SOLE 149,181 MARVEL ENTERPRISES INC COM 57383M108 $384 19,200 SH C SOLE 19,200 MARVEL ENTERPRISES INC COM 57383M108 $211 10,550 SH P SOLE 10,550 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $4,997 130,346 SH C SOLE 130,346 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $3,592 93,700 SH P SOLE 93,700 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $1,893 49,374 SH SOLE 49,374 MASCO CORP COM 574599106 $53,140 1,532,737 SH SOLE 1,532,737 MASCO CORP COM 574599106 $1,955 56,400 SH C SOLE 56,400 MASCO CORP NOTE 7/2 574599AW6 $5 10,000 PRN SOLE 10,000 MASCO CORP NOTE 7/2 574599BB1 $2 4,000 PRN SOLE 4,000 MASISA S A SPONSORED ADR 574799102 $28 1,456 SH SOLE 1,456 MASONITE INTL CORP COM 575384102 $81,920 2,354,023 SH SOLE 2,354,023 MASSACHUSETTS HEALTH & ED TX SH BEN INT 575672100 $91 6,564 SH SOLE 6,564 MASSBANK CORP READ MASS COM 576152102 $240 6,349 SH SOLE 6,349 MASSEY ENERGY CO NOTE 4.750% 5/1 576203AB9 $62,919 28,390,000 PRN SOLE 28,390,000 MASSEY ENERGY CO NOTE 2.250% 4/0 576203AF0 $6,233 4,579,000 PRN SOLE 4,579,000 MASSEY ENERGY CORP COM 576206106 $5,766 143,996 SH SOLE 143,996 MASSEY ENERGY CORP COM 576206106 $869 21,700 SH P SOLE 21,700 MASSEY ENERGY CORP COM 576206106 $488 12,200 SH C SOLE 12,200 MASSMUTUAL CORPORATE INVS IN COM 576292106 $18 675 SH SOLE 675 MASSMUTUAL PARTN INVS SH BEN INT 576299101 $95 7,775 SH SOLE 7,775

MASTEC INC COM 576323109 $102 12,468 SH SOLE 12,468 MATAV-CABLE SYS MEDIA LTD SPONSORED ADR 576561104 $10 623 SH SOLE 623 MATERIAL SCIENCES CORP COM 576674105 $342 25,396 SH SOLE 25,396 MATRIA HEALTHCARE INC NOTE 4.875% 5/0 576817AD2 $1,901 1,105,000 PRN SOLE 1,105,000 MATRIA HEALTHCARE INC COM NEW 576817209 $76 2,469 SH SOLE 2,469 MATRIX BANCORP INC COM 576819106 $33 2,658 SH SOLE 2,658 MATRIX SVC CO COM 576853105 $246 56,593 SH SOLE 56,593 MATRIXONE INC COM 57685P304 $4 900 SH SOLE 900 MATRIXX INITIATIVES INC COM 57685L105 $186 16,333 SH SOLE 16,333 MATTEL INC COM 577081102 $17,901 838,453 SH SOLE 838,453 MATTEL INC COM 577081102 $542 25,400 SH P SOLE 25,400 MATTEL INC COM 577081102 $152 7,100 SH C SOLE 7,100 MATTHEWS INTL CORP CL A 577128101 $451 13,773 SH SOLE 13,773 MATTSON TECHNOLOGY INC COM 577223100 $15 1,840 SH SOLE 1,840 MAUI LD & PINEAPPLE INC COM 577345101 $237 5,522 SH SOLE 5,522 MAVERICK TUBE CORP COM 577914104 $1,960 60,291 SH SOLE 60,291 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 $1,993 84,699 SH SOLE 84,699 MAXCO INC COM 577723109 $1 154 SH SOLE 154 MAXCOR FINL GROUP INC COM 57772G100 $37 3,191 SH SOLE 3,191 MAXIM INTEGRATED PRODS INC COM 57772K101 $23,371 571,843 SH SOLE 571,843 MAXIM INTEGRATED PRODS INC COM 57772K101 $15,257 373,300 SH C SOLE 373,300 MAXIM INTEGRATED PRODS INC COM 57772K101 $2,399 58,700 SH P SOLE 58,700 MAXIM PHARMACEUTICALS INC COM 57772M107 $31 17,631 SH SOLE 17,631 MAXIM PHARMACEUTICALS INC COM 57772M107 $5 2,600 SH P SOLE 2,600 MAXIM PHARMACEUTICALS INC COM 57772M107 $3 1,700 SH C SOLE 1,700 MAXIMUS INC COM 577933104 $145 4,339 SH SOLE 4,339 MAXTOR CORP COM NEW 577729205 $2,030 381,542 SH SOLE 381,542 MAXTOR CORP COM NEW 577729205 $31 5,900 SH P SOLE 5,900 MAXTOR CORP COM NEW 577729205 $9 1,700 SH C SOLE 1,700 MAXUS RLTY TR INC COM 57774B109 $30 2,164 SH SOLE 2,164 MAXWELL TECHNOLOGIES INC COM 577767106 $52 5,676 SH SOLE 5,676 MAXXAM INC COM 577913106 $9 309 SH SOLE 309

MAXYGEN INC COM 577776107 $104 12,093 SH SOLE 12,093 MAY DEPT STORES CO COM 577778103 $22,580 609,934 SH SOLE 609,934 MAY DEPT STORES CO COM 577778103 $2,684 72,500 SH C SOLE 72,500 MAYFLOWER CO-OPERATIVE BK MA COM 578330102 $30 1,951 SH SOLE 1,951 MAYORS JEWELERS INC DEL COM 578462103 $1 938 SH SOLE 938 MAYTAG CORP COM 578592107 $11,435 818,525 SH SOLE 818,525 MAYTAG CORP COM 578592107 $4,922 352,300 SH P SOLE 352,300 MAYTAG CORP COM 578592107 $2,653 189,900 SH C SOLE 189,900 MB FINANCIAL INC NEW COM 55264U108 $80 2,096 SH SOLE 2,096 MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 $20 1,620 SH SOLE 1,620 MBIA INC COM 55262C100 $17,736 339,243 SH SOLE 339,243 MBIA INC COM 55262C100 $7,068 135,200 SH C SOLE 135,200 MBIA INC COM 55262C100 $3,163 60,500 SH P SOLE 60,500 MBNA CORP COM 55262L100 $88,563 3,607,474 SH SOLE 3,607,474 MBNA CORP COM 55262L100 $10,635 433,200 SH C SOLE 433,200 MBNA CORP COM 55262L100 $864 35,200 SH P SOLE 35,200 MBT FINL CORP COM 578877102 $43 2,255 SH SOLE 2,255 MCAFEE INC COM 579064106 $2,412 106,921 SH SOLE 106,921 MCAFEE INC COM 579064106 $1,114 49,400 SH C SOLE 49,400 MCAFEE INC COM 579064106 $99 4,400 SH P SOLE 4,400 MCCLATCHY CO CL A 579489105 $3,535 47,667 SH SOLE 47,667 MCCORMICK & CO INC COM NON VTG 579780206 $8,012 232,707 SH SOLE 232,707 MCCORMICK & CO INC COM VTG 579780107 $32 932 SH SOLE 932 MCCORMICK & SCHMICKS SEAFD R COM 579793100 $501 29,978 SH SOLE 29,978 MCDATA CORP CL B 580031102 $8,738 2,503,795 SH SOLE 2,503,795 MCDATA CORP CL A 580031201 $96 25,420 SH SOLE 25,420 MCDATA CORP CL B 580031102 $3 1,000 SH P SOLE 1,000 MCDATA CORP CL B 580031102 $0 100 SH C SOLE 100 MCDERMOTT INTL INC COM 580037109 $11,168 589,959 SH SOLE 589,959 MCDERMOTT INTL INC COM 580037109 $7,519 397,200 SH C SOLE 397,200 MCDONALDS CORP COM 580135101 $127,737 4,102,023 SH SOLE 4,102,023 MCDONALDS CORP COM 580135101 $2,973 95,485 SH C SOLE 95,485

MCDONALDS CORP COM 580135101 $1,697 54,500 SH P SOLE 54,500 MCF CORP COM 580395101 $229 162,727 SH SOLE 162,727 MCG CAPITAL CORP COM 58047P107 $1,533 99,614 SH SOLE 99,614 MCGRATH RENTCORP COM 580589109 $33 1,414 SH SOLE 1,414 MCGRAW HILL COS INC COM 580645109 $55,666 638,008 SH SOLE 638,008 MCGRAW HILL COS INC COM 580645109 $1,315 15,071 SH C SOLE 15,071 MCI INC COM 552691107 $92,962 3,733,427 SH SOLE 3,733,427 MCI INC COM 552691107 $5,513 221,400 SH P SOLE 221,400 MCI INC COM 552691107 $2,722 109,300 SH C SOLE 109,300 MCKESSON CORP COM 58155Q103 $17,260 457,223 SH SOLE 457,223 MCKESSON CORP COM 58155Q103 $623 16,500 SH C SOLE 16,500 MCKESSON CORP COM 58155Q103 $193 5,100 SH P SOLE 5,100 MCLEODUSA INC CL A 582266706 $0 463 SH SOLE 463 MCMORAN EXPLORATION CO COM 582411104 $1,307 65,000 SH C SOLE 65,000 MCMORAN EXPLORATION CO COM 582411104 $625 31,083 SH SOLE 31,083 MCRAE INDS INC CL A 582757209 $3 221 SH SOLE 221 MCRAE INDS INC CL B 582757308 $2 157 SH SOLE 157 MDI INC COM 552705105 $2 3,710 SH SOLE 3,710 MDS INC COM 55269P302 $20 1,345 SH SOLE 1,345 MDSI MOBILE DATA SOLUTIONS I COM 55268N100 $13 2,223 SH SOLE 2,223 MDU RES GROUP INC COM 552690109 $24,761 896,500 SH C SOLE 896,500 MDU RES GROUP INC COM 552690109 $3,253 117,768 SH SOLE 117,768 MEADE INSTRUMENTS CORP COM 583062104 $20 6,841 SH SOLE 6,841 MEADOW VY CORP COM 583185103 $15 2,102 SH SOLE 2,102 MEADOWBROOK INS GROUP INC COM 58319P108 $567 108,042 SH SOLE 108,042 MEADWESTVACO CORP COM 583334107 $10,253 322,221 SH SOLE 322,221 MEADWESTVACO CORP COM 583334107 $1,591 50,000 SH P SOLE 50,000 MEASUREMENT SPECIALTIES INC COM 583421102 $195 8,488 SH SOLE 8,488 MECHANICAL TECHNOLOGY INC COM 583538103 $4 833 SH SOLE 833 MECHEL STEEL GROUP OAO SPONSORED ADR 583840103 $656 24,505 SH SOLE 24,505 MEDALLION FINL CORP COM 583928106 $426 46,679 SH SOLE 46,679 MEDAREX INC COM 583916101 $1,695 237,759 SH SOLE 237,759

MEDCATH CORP COM 58404W109 $386 13,188 SH SOLE 13,188 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $6,039 121,826 SH SOLE 121,826 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $4,650 93,800 SH C SOLE 93,800 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $446 9,000 SH P SOLE 9,000 MED-DESIGN CORP COM 583926100 $18 22,300 SH SOLE 22,300 MEDIA GEN INC CL A 584404107 $137 2,212 SH SOLE 2,212 MEDIA SCIENCES INTL INC COM 58446X107 $1 609 SH SOLE 609 MEDIABAY INC COM 58446J108 $4 7,000 SH SOLE 7,000 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 $13 1,919 SH SOLE 1,919 MEDIALINK WORLDWIDE INC COM 58445P105 $4 1,083 SH SOLE 1,083 MEDICAL ACTION INDS INC COM 58449L100 $477 25,253 SH SOLE 25,253 MEDICAL STAFFING NETWK HLDGS COM 58463F104 $4,726 715,000 SH C SOLE 715,000 MEDICAL STAFFING NETWK HLDGS COM 58463F104 $87 13,094 SH SOLE 13,094 MEDICINES CO COM 584688105 $934 41,208 SH SOLE 41,208 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 $334 291,000 PRN SOLE 291,000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $4,794 159,897 SH SOLE 159,897 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $3,927 131,000 SH C SOLE 131,000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $2,893 96,500 SH P SOLE 96,500 MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 $25 26,000 PRN SOLE 26,000 MEDICURE INC COM 5.85E+105 $0 55 SH SOLE 55 MEDIFAST INC COM 58470H101 $31 10,931 SH SOLE 10,931 MEDIMMUNE INC NOTE 1.000% 7/1 584699AE2 $9,455 9,900,000 PRN SOLE 9,900,000 MEDIMMUNE INC COM 584699102 $29,181 1,225,566 SH SOLE 1,225,566 MEDIMMUNE INC COM 584699102 $1,276 53,600 SH C SOLE 53,600 MEDIMMUNE INC COM 584699102 $43 1,800 SH P SOLE 1,800 MEDIS TECHNOLOGIES LTD COM 58500P107 $38 2,679 SH SOLE 2,679 MEDTOX SCIENTIFIC INC COM NEW 584977201 $12 1,468 SH SOLE 1,468 MEDTRONIC INC COM 585055106 $145,242 2,850,685 SH SOLE 2,850,685 MEDTRONIC INC COM 585055106 $37,510 736,213 SH C SOLE 736,213 MEDTRONIC INC COM 585055106 $6,939 136,200 SH P SOLE 136,200 MEDTRONIC INC DBCV 1.250% 9/1 585055AD8 $81 81,000 PRN SOLE 81,000 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 $30 30,000 PRN SOLE 30,000

MEDWAVE INC COM 585081102 $8 1,932 SH SOLE 1,932 MELLON FINL CORP COM 58551A108 $17,584 616,103 SH SOLE 616,103 MELLON FINL CORP COM 58551A108 $2,487 87,150 SH C SOLE 87,150 MELLON FINL CORP COM 58551A108 $360 12,600 SH P SOLE 12,600 MEMC ELECTR MATLS INC COM 552715104 $1,825 135,674 SH SOLE 135,674 MEMORY PHARMACEUTICALS CORP COM 58606R403 $11 2,577 SH SOLE 2,577 MEMRY CORP COM NEW 586263204 $25 14,000 SH SOLE 14,000 MENS WEARHOUSE INC COM 587118100 $1,420 33,650 SH SOLE 33,650 MENTOR CORP MINN COM 587188103 $2,861 89,133 SH SOLE 89,133 MENTOR GRAPHICS CORP COM 587200106 $60 4,350 SH SOLE 4,350 MER TELEMANAGEMENT SOLUTIONS ORD M69676100 $9 2,495 SH SOLE 2,495 MERCANTILE BANK CORP COM 587376104 $285 6,970 SH SOLE 6,970 MERCANTILE BANKSHARES CORP COM 587405101 $304 5,981 SH SOLE 5,981 MERCER INS GROUP INC COM 587902107 $26 2,052 SH SOLE 2,052 MERCER INTL INC SH BEN INT 588056101 $337 36,800 SH SOLE 36,800 MERCHANTS BANCSHARES COM 588448100 $27 1,000 SH SOLE 1,000 MERCK & CO INC COM 589331107 $347,478 10,734,565 SH SOLE 10,734,565 MERCK & CO INC COM 589331107 $100,069 3,091,425 SH P SOLE 3,091,425 MERCK & CO INC COM 589331107 $48,707 1,504,692 SH C SOLE 1,504,692 MERCURY COMPUTER SYS COM 589378108 $412 14,952 SH SOLE 14,952 MERCURY GENL CORP NEW COM 589400100 $4,163 75,341 SH SOLE 75,341 MERCURY INTERACTIVE CORP NOTE 5/0 589405AD1 $9,080 8,647,500 PRN SOLE 8,647,500 MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB5 $7,857 7,867,000 PRN SOLE 7,867,000 MERCURY INTERACTIVE CORP COM 589405109 $4,719 99,600 SH C SOLE 99,600 MERCURY INTERACTIVE CORP COM 589405109 $1,995 42,100 SH P SOLE 42,100 MERCURY INTERACTIVE CORP COM 589405109 $647 13,660 SH SOLE 13,660 MEREDITH CORP COM 589433101 $5,503 117,702 SH SOLE 117,702 MEREDITH ENTERPRISES INC COM 589439108 $13 987 SH SOLE 987 MERGE TECHNOLOGIES INC COM 589981109 $232 13,206 SH SOLE 13,206 MERIDIAN BIOSCIENCE INC COM 589584101 $536 36,000 SH SOLE 36,000 MERIDIAN GOLD INC COM 589975101 $6,654 395,114 SH SOLE 395,114 MERIDIAN RESOURCE CORP COM 58977Q109 $492 95,434 SH SOLE 95,434

MERISTAR HOSPITALITY CORP COM 58984Y103 $14,727 2,103,905 SH SOLE 2,103,905 MERIT MED SYS INC COM 589889104 $531 44,321 SH SOLE 44,321 MERITAGE HOMES CORP COM 59001A102 $23,927 406,100 SH C SOLE 406,100 MERITAGE HOMES CORP COM 59001A102 $1,489 25,274 SH SOLE 25,274 MERIX CORP COM 590049102 $130 11,633 SH SOLE 11,633 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 $59,358 59,136,000 PRN SOLE 59,136,000 MERRILL LYNCH & CO INC NOTE 5/2 590188A65 $1,103 2,000,000 PRN SOLE 2,000,000 MERRILL LYNCH & CO INC COM 590188108 $93,005 1,643,200 SH C SOLE 1,643,200 MERRILL LYNCH & CO INC COM 590188108 $56,169 992,381 SH SOLE 992,381 MERRILL LYNCH & CO INC COM 590188108 $2,060 36,400 SH P SOLE 36,400 MERRILL MERCHANTS BANC COM 59021H103 $6 250 SH SOLE 250 MERRIMAC INDS INC COM 590262101 $9 1,035 SH SOLE 1,035 MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB7 $9,060 24,000,000 PRN SOLE 24,000,000 MESA AIR GROUP INC COM 590479101 $345 49,339 SH SOLE 49,339 MESA LABS INC COM 59064R109 $34 2,450 SH SOLE 2,450 MESA RTY TR UNIT BEN INT 590660106 $62 931 SH SOLE 931 MESABI TR CTF BEN INT 590672101 $273 18,212 SH SOLE 18,212 MESTEK INC COM 590829107 $52 2,288 SH SOLE 2,288 META GROUP INC COM 591002100 $43 4,315 SH SOLE 4,315 METAL MGMT INC COM NEW 591097209 $652 25,396 SH SOLE 25,396 METAL MGMT INC *W EXP 06/29/200 591097134 $56 1,856 SH SOLE 1,856 METAL STORM LTD SPONSORED ADR 591120100 $7 2,452 SH SOLE 2,452 METALINK LTD ORD M69897102 $15 3,383 SH SOLE 3,383 METALLICA RES INC COM 59125J104 $5 3,519 SH SOLE 3,519 METALS USA INC COM NEW 591324207 $81 4,114 SH SOLE 4,114 METASOLV INC COM 59139P104 $5 2,003 SH SOLE 2,003 METHANEX CORP COM 59151K108 $3,553 182,865 SH SOLE 182,865 METHODE ELECTRS INC COM 591520200 $335 27,639 SH SOLE 27,639 METLIFE INC COM 59156R108 $58,833 1,504,685 SH SOLE 1,504,685 METLIFE INC COM 59156R108 $500 12,800 SH C SOLE 12,800 METLIFE INC COM 59156R108 $493 12,600 SH P SOLE 12,600 METRIS COS INC COM 591598107 $522 45,000 SH C SOLE 45,000

METRO GOLDWYN MAYER INC COM 591610100 $41 3,426 SH SOLE 3,426 METRO GOLDWYN MAYER INC COM 591610100 $36 3,000 SH C SOLE 3,000 METRO GOLDWYN MAYER INC COM 591610100 $12 1,000 SH P SOLE 1,000 METRO ONE TELECOMMUNICATIONS COM 59163F105 $1 426 SH SOLE 426 METROCORP BANCSHARES INC COM 591650106 $43 1,925 SH SOLE 1,925 METROGAS INC SPON ADR B 591673207 $4 884 SH SOLE 884 METROLOGIC INSTRS INC COM 591676101 $232 10,304 SH SOLE 10,304 METSO CORP SPONSORED ADR 592671101 $9 498 SH SOLE 498 METTLER TOLEDO INTERNATIONAL COM 592688105 $1,436 30,240 SH SOLE 30,240 MEXCO ENERGY CORP COM 592770101 $10 1,146 SH SOLE 1,146 MEXICAN RESTAURANTS INC COM 59283R104 $30 3,288 SH SOLE 3,288 MEXICO EQUITY & INCOME FD COM 592834105 $91 5,720 SH SOLE 5,720 MEXICO FD INC COM 592835102 $22 1,034 SH SOLE 1,034 MFA MTG INVTS INC COM 55272X102 $8,691 1,142,072 SH SOLE 1,142,072 MFC BANCORP LTD COM NEW 55271X202 $50 2,509 SH SOLE 2,509 MFRI INC COM 552721102 $20 2,848 SH SOLE 2,848 MFS CHARTER INCOME TR SH BEN INT 552727109 $258 30,375 SH SOLE 30,375 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 $613 94,622 SH SOLE 94,622 MFS INTER INCOME TR SH BEN INT 55273C107 $834 130,477 SH SOLE 130,477 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 $183 30,131 SH SOLE 30,131 MFS MUN INCOME TR SH BEN INT 552738106 $39 5,156 SH SOLE 5,156 MFS SPL VALUE TR SH BEN INT 5.53E+106 $9 812 SH SOLE 812 MGE ENERGY INC COM 55277P104 $267 8,058 SH SOLE 8,058 MGI PHARMA INC COM 552880106 $42 1,653 SH SOLE 1,653 MGIC INVT CORP WIS COM 552848103 $8,387 135,997 SH SOLE 135,997 MGIC INVT CORP WIS COM 552848103 $3,719 60,300 SH C SOLE 60,300 MGIC INVT CORP WIS COM 552848103 $999 16,200 SH P SOLE 16,200 MGM MIRAGE COM 552953101 $10,056 142,000 SH P SOLE 142,000 MGM MIRAGE COM 552953101 $1,982 27,982 SH SOLE 27,982 MGP INGREDIENTS INC COM 55302G103 $33 4,000 SH SOLE 4,000 MI DEVS INC CL A SUB VTG 55304X104 $971 30,572 SH SOLE 30,572 MICHAELS STORES INC COM 594087108 $6,792 187,117 SH SOLE 187,117

MICHAELS STORES INC COM 594087108 $87 2,400 SH P SOLE 2,400 MICHAELS STORES INC COM 594087108 $73 2,000 SH C SOLE 2,000 MICREL INC COM 594793101 $132 14,368 SH SOLE 14,368 MICRO LINEAR CORP COM 594850109 $2 386 SH SOLE 386 MICRO THERAPEUTICS INC COM 59500W100 $46 11,894 SH SOLE 11,894 MICROCHIP TECHNOLOGY INC COM 595017104 $4,402 169,255 SH SOLE 169,255 MICROCHIP TECHNOLOGY INC COM 595017104 $1,077 41,400 SH C SOLE 41,400 MICROCHIP TECHNOLOGY INC COM 595017104 $78 3,000 SH P SOLE 3,000 MICROISLET INC COM 59507Q106 $39 27,915 SH SOLE 27,915 MICROMUSE INC COM 595094103 $340 75,028 SH SOLE 75,028 MICRON TECHNOLOGY INC COM 595112103 $38,087 3,683,500 SH C SOLE 3,683,500 MICRON TECHNOLOGY INC COM 595112103 $34,717 3,357,500 SH P SOLE 3,357,500 MICRON TECHNOLOGY INC COM 595112103 $5,248 507,513 SH SOLE 507,513 MICRONETICS INC DEL COM 595125105 $4 502 SH SOLE 502 MICROS SYS INC COM 594901100 $363 9,901 SH SOLE 9,901 MICROSEMI CORP COM 595137100 $3,910 240,000 SH C SOLE 240,000 MICROSEMI CORP COM 595137100 $70 4,284 SH SOLE 4,284 MICROSOFT CORP COM 594918104 $672,532 27,825,053 SH C SOLE 27,825,053 MICROSOFT CORP COM 594918104 $635,814 26,305,914 SH SOLE 26,305,914 MICROSOFT CORP COM 594918104 $360,197 14,902,640 SH P SOLE 14,902,640 MICROSTRATEGY INC CL A NEW 594972408 $1,807 33,300 SH C SOLE 33,300 MICROSTRATEGY INC CL A NEW 594972408 $1,731 31,900 SH P SOLE 31,900 MICROSTRATEGY INC CL A NEW 594972408 $3 51 SH SOLE 51 MICROTEK MEDICAL HLDGS INC COM 59515B109 $95 26,464 SH SOLE 26,464 MICROTUNE INC DEL COM 59514P109 $74 17,130 SH SOLE 17,130 MICROVISION INC WASH COM 594960106 $411 70,453 SH SOLE 70,453 MICROWAVE FILTER CO INC COM 595176108 $2 1,654 SH SOLE 1,654 MID PENN BANCORP INC COM 59540G107 $0 2 SH SOLE 2 MID-AMER APT CMNTYS INC COM 59522J103 $1,255 34,372 SH SOLE 34,372 MIDAS GROUP INC COM 595626102 $127 5,552 SH SOLE 5,552 MIDDLEBURG FINANCIAL CORP COM 596094102 $62 1,924 SH SOLE 1,924 MIDDLEBY CORP COM 596278101 $210 4,257 SH SOLE 4,257

MIDDLESEX WATER CO COM 596680108 $238 13,139 SH SOLE 13,139 MIDLAND CO COM 597486109 $63 2,005 SH SOLE 2,005 MIDSOUTH BANCORP INC COM 598039105 $0 14 SH SOLE 14 MID-STATE BANCSHARES COM 595440108 $57 2,133 SH SOLE 2,133 MIDWAY GAMES INC COM 598148104 $595 57,962 SH SOLE 57,962 MIDWAY GAMES INC COM 598148104 $80 7,800 SH P SOLE 7,800 MIDWAY GAMES INC COM 598148104 $30 2,900 SH C SOLE 2,900 MIDWEST AIR GROUP INC COM 597911106 $51 21,223 SH SOLE 21,223 MIDWEST BANC HOLDINGS INC COM 598251106 $166 8,315 SH SOLE 8,315 MIDWESTONE FINL GROUP INC COM 598510105 $39 2,218 SH SOLE 2,218 MILACRON INC COM 598709103 $123 40,319 SH SOLE 40,319 MILESTONE SCIENTIFIC INC COM NEW 59935P209 $60 14,665 SH SOLE 14,665 MILLEA HOLDINGS INC ADR 60032R106 $11,106 153,185 SH SOLE 153,185 MILLENNIUM BANKSHARES CORP COM 60037B106 $12 1,456 SH SOLE 1,456 MILLENNIUM CELL INC COM 60038B105 $0 82 SH SOLE 82 MILLENNIUM PHARMACEUTICALS I COM 599902103 $12,174 1,445,893 SH SOLE 1,445,893 MILLENNIUM PHARMACEUTICALS I COM 599902103 $1,065 126,500 SH P SOLE 126,500 MILLENNIUM PHARMACEUTICALS I COM 599902103 $227 27,000 SH C SOLE 27,000 MILLER HERMAN INC COM 600544100 $2,552 84,729 SH SOLE 84,729 MILLER INDS INC TENN COM NEW 600551204 $20 1,537 SH SOLE 1,537 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 $71 3,517 SH SOLE 3,517 MILLIPORE CORP COM 601073109 $11,922 274,700 SH SOLE 274,700 MILLS CORP COM 601148109 $2,458 46,463 SH SOLE 46,463 MIND C T I LTD ORD M70240102 $12 3,200 SH SOLE 3,200 MINDSPEED TECHNOLOGIES INC COM 602682106 $38 16,921 SH SOLE 16,921 MINE SAFETY APPLIANCES CO COM 602720104 $3,746 96,690 SH SOLE 96,690 MINEFINDERS LTD COM 602900102 $1 208 SH SOLE 208 MINERALS TECHNOLOGIES INC COM 603158106 $1 20 SH SOLE 20 MINES MGMT CO COM 603432105 $7 1,304 SH SOLE 1,304 MINNESOTA MUN INCOME PTFL IN COM 604062109 $54 3,500 SH SOLE 3,500 MIPS TECHNOLOGIES INC COM 604567107 $1,800 156,510 SH SOLE 156,510 MIRAE CORP SPONSORED ADR 60461U109 $3 2,000 SH SOLE 2,000

MISONIX INC COM 604871103 $16 2,746 SH SOLE 2,746 MISSION RESOURCES CORP COM 605109107 $141 19,880 SH SOLE 19,880 MISSION WEST PPTYS INC COM 605203108 $199 18,802 SH SOLE 18,802 MITCHAM INDS INC COM 606501104 $114 16,337 SH SOLE 16,337 MITCHELLS & BUTLERS SPONS ADR NEW 60668M207 $5 731 SH SOLE 731 MITTAL STEEL CO N V NY REG SH CL A 60684P101 $3,025 93,500 SH SOLE 93,500 MITY ENTERPRISES INC COM 606850105 $39 2,569 SH SOLE 2,569 MKS INSTRUMENT INC COM 55306N104 $374 23,577 SH SOLE 23,577 ML MACADAMIA ORCHARDS L P DEP UNIT CL A 55307U107 $1 200 SH SOLE 200 MOBILE MINI INC COM 60740F105 $289 7,145 SH SOLE 7,145 MOBILITY ELECTRONICS INC COM 60741U101 $97 13,916 SH SOLE 13,916 MOCON INC COM 607494101 $5 497 SH SOLE 497 MOD PAC CORP COM 607495108 $6 371 SH SOLE 371 MODINE MFG CO COM 607828100 $1,062 36,219 SH SOLE 36,219 MODTECH HLDGS INC COM 60783C100 $406 47,780 SH SOLE 47,780 MOHAWK INDS INC COM 608190104 $6,488 76,967 SH SOLE 76,967 MOLDFLOW CORP COM 608507109 $1,208 75,520 SH SOLE 75,520 MOLECULAR DEVICES CORP COM 60851C107 $476 25,077 SH SOLE 25,077 MOLEX INC CL A 608554200 $42,179 1,787,229 SH C SOLE 1,787,229 MOLEX INC COM 608554101 $22,990 872,156 SH C SOLE 872,156 MOLEX INC CL A 608554200 $3,449 146,146 SH SOLE 146,146 MOLEX INC COM 608554101 $2,255 85,539 SH SOLE 85,539 MOLINA HEALTHCARE INC COM 60855R100 $2,402 52,123 SH SOLE 52,123 MOLSON COORS BREWING CO CL B 60871R209 $119,688 1,550,969 SH SOLE 1,550,969 MOLSON COORS BREWING CO CL B 60871R209 $1,543 20,000 SH C SOLE 20,000 MOMENTA PHARMACEUTICALS INC COM 60877T100 $9 1,095 SH SOLE 1,095 MONACO COACH CORP COM 60886R103 $120 7,435 SH SOLE 7,435 MONARCH BK CHESAPEAKE VA COM 60902N102 $31 2,079 SH SOLE 2,079 MONARCH CASINO & RESORT INC COM 609027107 $256 12,880 SH SOLE 12,880 MONARCH COMMUNITY BANCORP IN COM 609045109 $20 1,483 SH SOLE 1,483 MONARCH SERVICES INC COM 609176102 $10 4,224 SH SOLE 4,224 MONEYGRAM INTL INC COM 60935Y109 $3,195 169,132 SH SOLE 169,132

MONOLITHIC PWR SYS INC COM 609839105 $1,205 136,480 SH SOLE 136,480 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 $184 31,384 SH SOLE 31,384 MONRO MUFFLER BRAKE INC COM 610236101 $501 19,413 SH SOLE 19,413 MONSANTO CO NEW COM 61166W101 $56,923 882,522 SH SOLE 882,522 MONSANTO CO NEW COM 61166W101 $871 13,500 SH P SOLE 13,500 MONSANTO CO NEW COM 61166W101 $761 11,800 SH C SOLE 11,800 MONSTER WORLDWIDE INC COM 611742107 $4,023 143,636 SH SOLE 143,636 MONSTER WORLDWIDE INC COM 611742107 $2,252 80,400 SH C SOLE 80,400 MONSTER WORLDWIDE INC COM 611742107 $420 15,000 SH P SOLE 15,000 MONTEREY GOURMET FOODS INC COM 612570101 $11 3,477 SH SOLE 3,477 MONTGOMERY STR INCOME SECS I COM 614115103 $53 3,032 SH SOLE 3,032 MONTPELIER RE HOLDINGS LTD SHS G62185106 $1,713 48,730 SH SOLE 48,730 MOODYS CORP COM 615369105 $18,242 225,595 SH SOLE 225,595 MOOG INC CL A 615394202 $240 5,299 SH SOLE 5,299 MOOG INC CL B 615394301 $39 864 SH SOLE 864 MORGAN STANLEY COM NEW 617446448 $138,402 2,417,499 SH SOLE 2,417,499 MORGAN STANLEY COM NEW 617446448 $22,811 398,450 SH C SOLE 398,450 MORGAN STANLEY COM NEW 617446448 $15,961 278,800 SH P SOLE 278,800 MORGAN STANLEY GOVT INCOME TR 61745P106 $1,834 208,356 SH SOLE 208,356 MORGAN STANLEY QUALT MUN INCM 61745P734 $103 7,778 SH SOLE 7,778 MORGAN STANLEY QLT MUN INV TR 61745P668 $73 5,500 SH SOLE 5,500 MORGAN STANLEY MUN INCOME III 61745P437 $30 3,584 SH SOLE 3,584 MORGAN STANLEY INSD MUN INCM 61745P791 $40 3,000 SH SOLE 3,000 MORGAN STANLEY INSD MUN TR 61745P866 $35 2,623 SH SOLE 2,623 MORGAN STANLEY CALIF QLTY MUN 61745P635 $31 2,200 SH SOLE 2,200 MORGAN STANLEY INCOME SEC INC 61745P874 $29 1,893 SH SOLE 1,893 MORGAN STANLEY N Y QULTY MUN 61745P528 $19 1,460 SH SOLE 1,460 MORGAN STANLEY MUN INC OPP II 61745P445 $11 1,366 SH SOLE 1,366 MORGAN STANLEY INSD MUN SECS 61745P833 $14 1,000 SH SOLE 1,000 MORGAN STANLEY INSD CA MUN 61745P825 $2 144 SH SOLE 144 MORGAN STANLEY INSD MUN BD TR 61745P817 $1 100 SH SOLE 100 MORGAN STANLEY CA INSD MUN TR 61745P502 $1 66 SH SOLE 66

MORGAN STANLEY ASIA PAC FD I COM 61744U106 $489 38,375 SH SOLE 38,375 MORGAN STANLEY EASTN EUR FD COM 616988101 $33 1,154 SH SOLE 1,154 MORGAN STANLEY EMER MKTS DEB COM 61744H105 $45 4,900 SH SOLE 4,900 MORGAN STANLEY EMER MKTS FD COM 61744G107 $797 45,981 SH SOLE 45,981 MORGAN STANLEY GBL OPP BOND COM 61744R103 $166 22,141 SH SOLE 22,141 MORGAN STANLEY HIGH YIELD FD COM 61744M104 $92 15,191 SH SOLE 15,191 MORGAN STANLEY INDIA INVS FD COM 61745C105 $1,332 45,885 SH SOLE 45,885 MORTGAGEIT HLDGS INC COM 61915Q108 $386 24,199 SH SOLE 24,199 MOSAIC CO PFD CV 7.5% 61945A206 $184,879 1,636,100 SH SOLE 1,636,100 MOSAIC CO COM 61945A107 $812 47,571 SH SOLE 47,571 MOSCOW CABLECOM CORP COM 61945R100 $21 4,070 SH SOLE 4,070 MOSSIMO INC COM 619696107 $2 514 SH SOLE 514 MOTHERS WK INC COM 619903107 $144 10,355 SH SOLE 10,355 MOTIVE INC COM 61980V107 $1,178 117,826 SH SOLE 117,826 MOTOROLA INC COM 620076109 $91,319 6,100,112 SH SOLE 6,100,112 MOTOROLA INC COM 620076109 $11,340 757,500 SH C SOLE 757,500 MOTOROLA INC COM 620076109 $4,650 310,603 SH P SOLE 310,603 MOVIE GALLERY INC COM 624581104 $420 14,660 SH SOLE 14,660 MPOWER HOLDING CORP COM NEW 62473L309 $12 8,625 SH SOLE 8,625 MPS GROUP INC COM 553409103 $833 79,251 SH SOLE 79,251 MPW INDUSTRIAL SVCS GROUP COM 553444100 $5 2,112 SH SOLE 2,112 MRO SOFTWARE INC COM 55347W105 $109 7,793 SH SOLE 7,793 MRV COMMUNICATIONS INC COM 553477100 $210 65,060 SH SOLE 65,060 MSC INDL DIRECT INC CL A 553530106 $6,525 213,517 SH SOLE 213,517 MSGI SECURITY SOLUTIONS INC COM 553570102 $4 556 SH SOLE 556 MTC TECHNOLOGIES INC COM 55377A106 $212 6,525 SH SOLE 6,525 MTI TECHNOLOGY CORP COM 553903105 $71 48,242 SH SOLE 48,242 MTR GAMING GROUP INC COM 553769100 $896 72,250 SH SOLE 72,250 MTS MEDICATION TECHNLGS INC COM 553773102 $6 926 SH SOLE 926 MTS SYS CORP COM 553777103 $724 24,951 SH SOLE 24,951 MUELLER INDS INC COM 624756102 $2,486 88,329 SH SOLE 88,329 MULTI COLOR CORP COM 625383104 $7,253 371,164 SH SOLE 371,164

MULTI FINELINE ELECTRONIX IN COM 62541B101 $98 5,531 SH C SOLE 5,531 MULTIBAND CORP COM 62544X100 $3 1,864 SH SOLE 1,864 MULTIMEDIA GAMES INC COM 625453105 $154 19,791 SH SOLE 19,791 MULTIMEDIA GAMES INC COM 625453105 $47 6,100 SH C SOLE 6,100 MULTIMEDIA GAMES INC COM 625453105 $33 4,300 SH P SOLE 4,300 MUNI INTER DURATION FD INC COM 62618U107 $122 9,030 SH SOLE 9,030 MUNICIPAL ADVANTAGE FD INC COM 626189104 $89 7,100 SH SOLE 7,100 MUNICIPAL HIGH INCOME FD INC COM 626214100 $4 603 SH SOLE 603 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 $2,313 95,039 SH SOLE 95,039 MUNIENHANCED FD INC COM 626243109 $53 4,882 SH SOLE 4,882 MUNIHOLDINGS CALIF INSD FD I COM 625933106 $44 3,063 SH SOLE 3,063 MUNIHOLDINGS FD II INC COM 625935101 $136 9,672 SH SOLE 9,672 MUNIHOLDINGS FD INC COM 62625H107 $96 6,216 SH SOLE 6,216 MUNIHOLDINGS FLA INSD FD COM 62624W105 $15 1,000 SH SOLE 1,000 MUNIHOLDINGS INSD FD II INC COM 62625A102 $24 1,904 SH SOLE 1,904 MUNIHOLDINGS INSD FD INC COM 625930102 $7 514 SH SOLE 514 MUNIHOLDINGS N Y INSD FD INC COM 625931100 $63 4,520 SH SOLE 4,520 MUNIVEST FD II INC COM 62629P105 $96 6,418 SH SOLE 6,418 MUNIVEST FD INC COM 626295109 $286 31,350 SH SOLE 31,350 MUNIYIELD ARIZ FD INC COM 62629H103 $58 4,000 SH SOLE 4,000 MUNIYIELD FD INC COM 626299101 $728 52,629 SH SOLE 52,629 MUNIYIELD FLA FD COM 626297105 $5 335 SH SOLE 335 MUNIYIELD FLA INSD FD COM 626298103 $299 20,660 SH SOLE 20,660 MUNIYIELD INSD FD INC COM 6.26E+111 $409 28,805 SH SOLE 28,805 MUNIYIELD MICH INSD FD II IN COM 626300107 $142 10,271 SH SOLE 10,271 MUNIYIELD MICH INSD FD INC COM 62630J106 $17 1,123 SH SOLE 1,123 MUNIYIELD N J FD INC COM 62630L101 $72 5,004 SH SOLE 5,004 MUNIYIELD N J INSD FD INC COM 625921101 $148 10,252 SH SOLE 10,252 MUNIYIELD N Y INSD FD INC COM 626301105 $411 31,867 SH SOLE 31,867 MUNIYIELD PA INSD FD COM 62630V109 $10 677 SH SOLE 677 MUNIYIELD QUALITY FD II COM 62630T104 $37 3,000 SH SOLE 3,000 MUNIYIELD QUALITY FD INC COM 626302103 $112 7,895 SH SOLE 7,895

MURPHY OIL CORP COM 626717102 $11,968 121,220 SH SOLE 121,220 MUTUALFIRST FINL INC COM 62845B104 $55 2,420 SH SOLE 2,420 MVC CAPITAL INC COM 553829102 $141 15,244 SH SOLE 15,244 MYERS INDS INC COM 628464109 $113 8,042 SH SOLE 8,042 MYKROLIS CORP COM 62852P103 $151 10,585 SH SOLE 10,585 MYLAN LABS INC COM 628530107 $4,600 259,598 SH SOLE 259,598 MYLAN LABS INC COM 628530107 $57 3,200 SH P SOLE 3,200 MYLAN LABS INC COM 628530107 $2 100 SH C SOLE 100 MYOGEN INC COM 6.29E+108 $205 25,935 SH SOLE 25,935 MYRIAD GENETICS INC COM 62855J104 $1,688 91,771 SH SOLE 91,771 NABI BIOPHARMACEUTICALS COM 629519109 $1,520 121,796 SH SOLE 121,796 NABORS INDS INC DBCV 2/0 629568AF3 $107,403 160,602,000 PRN SOLE 60,602,000 NABORS INDS INC NOTE 6/1 629568AL0 $11,987 11,854,000 PRN SOLE 11,854,000 NABORS INDUSTRIES LTD SHS G6359F103 $15,932 269,389 SH SOLE 269,389 NABORS INDUSTRIES LTD SHS G6359F103 $3,182 53,800 SH C SOLE 53,800 NABORS INDUSTRIES LTD SHS G6359F103 $154 2,600 SH P SOLE 2,600 NACCO INDS INC CL A 629579103 $514 5,039 SH SOLE 5,039 NAIC GROWTH FD INC COM 628921108 $8 925 SH SOLE 925 NALCO HOLDING COMPANY COM 62985Q101 $228 12,102 SH SOLE 12,102 NAM TAI ELECTRS INC COM PAR $0.02 629865205 $1,458 54,803 SH SOLE 54,803 NANOGEN INC COM 630075109 $183 52,714 SH SOLE 52,714 NANOMETRICS INC COM 630077105 $11 894 SH SOLE 894 NANOPHASE TCHNOLOGIES CORP COM 630079101 $23 4,054 SH SOLE 4,054 NAPCO SEC SYS INC COM 630402105 $30 2,826 SH SOLE 2,826 NAPSTER INC COM 630797108 $965 148,274 SH SOLE 148,274 NARA BANCORP INC COM 63080P105 $660 46,947 SH SOLE 46,947 NASB FINL INC COM 628968109 $88 2,223 SH SOLE 2,223 NASDAQ 100 TR UNIT SER 1 631100104 $38,764 1,060,000 SH C SOLE 1,060,000 NASDAQ STOCK MARKET INC COM 631103108 $41,259 3,855,962 SH SOLE 3,855,962 NASH FINCH CO COM 631158102 $944 24,861 SH SOLE 24,861 NASHUA CORP COM 631226107 $2 249 SH SOLE 249 NASPERS LTD SPON ADR H SHS 631512100 $265 2,314 SH SOLE 2,314

NASSDA CORP COM 63172M101 $8 1,170 SH SOLE 1,170 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 $8 800 SH SOLE 800 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 $3,062 27,904 SH SOLE 27,904 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 $249 6,784 SH SOLE 6,784 NATIONAL BANKSHARES INC VA COM 634865109 $106 2,343 SH SOLE 2,343 NATIONAL BEVERAGE CORP COM 635017106 $6 750 SH SOLE 750 NATIONAL BK GREECE S A SPONSORED ADR 633643408 $252 36,562 SH SOLE 36,562 NATIONAL CITY CORP COM 635405103 $40,643 1,213,233 SH SOLE 1,213,233 NATIONAL CITY CORP COM 635405103 $3,350 100,000 SH P SOLE 100,000 NATIONAL CITY CORP COM 635405103 $1,018 30,374 SH C SOLE 30,374 NATIONAL DENTEX CORP COM 63563H109 $23 1,149 SH SOLE 1,149 NATIONAL FINL PARTNERS CORP COM 63607P208 $1,882 47,297 SH SOLE 47,297 NATIONAL FUEL GAS CO N J COM 636180101 $9,140 319,682 SH SOLE 319,682 NATIONAL HEALTH INVS INC COM 63633D104 $324 12,480 SH SOLE 12,480 NATIONAL HEALTH REALTY INC COM 635905102 $140 7,519 SH SOLE 7,519 NATIONAL HEALTHCARE CORP COM 635906100 $170 4,959 SH SOLE 4,959 NATIONAL HOME HEALTH CARE CO COM 636380107 $19 1,574 SH SOLE 1,574 NATIONAL INSTRS CORP COM 636518102 $5,559 205,500 SH C SOLE 205,500 NATIONAL INSTRS CORP COM 636518102 $1,082 40,000 SH P SOLE 40,000 NATIONAL INSTRS CORP COM 636518102 $39 1,444 SH SOLE 1,444 NATIONAL INTERSTATE CORP COM 63654U100 $100 5,979 SH SOLE 5,979 NATIONAL MED HEALTH CARD SYS COM NEW 636918302 $49 2,114 SH SOLE 2,114 NATIONAL MERCANTILE BANCORP COM NEW 636912206 $20 1,520 SH SOLE 1,520 NATIONAL OILWELL VARCO INC COM 637071101 $9,229 197,614 SH SOLE 197,614 NATIONAL OILWELL VARCO INC COM 637071101 $701 15,000 SH P SOLE 15,000 NATIONAL PENN BANCSHARES INC COM 637138108 $105 4,253 SH SOLE 4,253 NATIONAL PRESTO INDS INC COM 637215104 $191 4,744 SH SOLE 4,744 NATIONAL R V HLDGS INC COM 637277104 $10 989 SH SOLE 989 NATIONAL RESEARCH CORP COM 637372103 $27 2,002 SH SOLE 2,002 NATIONAL SEMICONDUCTOR CORP COM 637640103 $12,473 605,200 SH SOLE 605,200 NATIONAL SEMICONDUCTOR CORP COM 637640103 $744 36,100 SH C SOLE 36,100 NATIONAL SEMICONDUCTOR CORP COM 637640103 $256 12,400 SH P SOLE 12,400

NATIONAL VISION INC COM 63845P101 $2 365 SH SOLE 365 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 $166 6,380 SH SOLE 6,380 NATIONAL WESTMINSTER BK PLC ADR REP PREF B 638539700 $66 2,600 SH SOLE 2,600 NATIONAL WESTN LIFE INS CO CL A 638522102 $782 4,575 SH SOLE 4,575 NATIONSHEALTH INC *W EXP 08/24/200 63860C118 $3 1,881 SH SOLE 1,881 NATIONSHEALTH INC UNIT 08/24/2007 63860C209 $8 1,000 SH SOLE 1,000 NATIONWIDE FINL SVCS INC CL A 638612101 $8,074 224,910 SH SOLE 224,910 NATIONWIDE HEALTH PPTYS INC COM 638620104 $1,978 97,872 SH SOLE 97,872 NATROL INC COM 638789107 $6 1,912 SH SOLE 1,912 NATURAL ALTERNATIVES INTL IN COM NEW 638842302 $128 18,913 SH SOLE 18,913 NATURAL GAS SERVICES GROUP *W EXP 10/21/200 63886Q117 $4 800 SH SOLE 800 NATURAL GOLF CORP COM 6.39E+207 $0 2,400 SH SOLE 2,400 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 $8 636 SH SOLE 636 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 $4,113 76,926 SH SOLE 76,926 NATURE VISION INC COM 6.39E+110 $7 1,087 SH SOLE 1,087 NATURES SUNSHINE PRODUCTS IN COM 639027101 $752 43,800 SH SOLE 43,800 NATUS MEDICAL INC DEL COM 639050103 $466 55,690 SH SOLE 55,690 NATUZZI S P A ADR 63905A101 $14 1,333 SH SOLE 1,333 NAUTILUS INC COM 63910B102 $592 24,900 SH P SOLE 24,900 NAUTILUS INC COM 63910B102 $249 10,500 SH C SOLE 10,500 NAUTILUS INC COM 63910B102 $177 7,442 SH SOLE 7,442 NAVARRE CORP COM 639208107 $1,634 205,500 SH C SOLE 205,500 NAVARRE CORP COM 639208107 $168 21,117 SH SOLE 21,117 NAVARRE CORP COM 639208107 $2 300 SH P SOLE 300 NAVIGANT CONSULTING INC COM 63935N107 $1,702 62,521 SH SOLE 62,521 NAVIGANT INTL INC COM 63935R108 $217 15,872 SH SOLE 15,872 NAVIGATORS GROUP INC COM 638904102 $283 8,537 SH SOLE 8,537 NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM8 $3,564 3,573,000 PRN SOLE 3,573,000 NAVISTAR INTL CORP NEW COM 6.39E+112 $3,149 86,500 SH P SOLE 86,500 NAVISTAR INTL CORP NEW COM 6.39E+112 $2,448 67,245 SH SOLE 67,245 NAVISTAR INTL CORP NEW COM 6.39E+112 $2,300 63,200 SH C SOLE 63,200 NAVTEQ CORP COM 63936L100 $161 3,720 SH SOLE 3,720

NB & T FINL GROUP INC COM 62874M104 $46 2,048 SH SOLE 2,048 NBC CAP CORP COM 628729105 $22 919 SH SOLE 919 NBT BANCORP INC COM 628778102 $243 10,849 SH SOLE 10,849 NBTY INC COM 628782104 $5,191 206,894 SH SOLE 206,894 NCI BUILDING SYS INC COM 628852105 $404 10,456 SH SOLE 10,456 NCO GROUP INC COM 628858102 $347 17,756 SH SOLE 17,756 NCR CORP NEW COM 6.29E+112 $8,093 239,853 SH SOLE 239,853 NDCHEALTH CORP COM 639480102 $141 8,836 SH SOLE 8,836 NDS GROUP PLC SPONSORED ADR 628891103 $156 4,500 SH SOLE 4,500 NEC CORP ADR 629050204 $6 1,030 SH SOLE 1,030 NEENAH PAPER INC COM 640079109 $508 15,117 SH SOLE 15,117 NEIGHBORCARE INC COM 64015Y104 $1,417 48,456 SH SOLE 48,456 NEIGHBORCARE INC COM 64015Y104 $1,831 62,600 SH C SOLE 62,600 NEIGHBORCARE INC COM 64015Y104 $1,275 43,600 SH P SOLE 43,600 NEIMAN MARCUS GROUP INC CL A 640204202 $1,358 14,840 SH SOLE 14,840 NEIMAN MARCUS GROUP INC CL B 640204301 $130 1,435 SH SOLE 1,435 NEKTAR THERAPEUTICS COM 640268108 $2,113 151,603 SH SOLE 151,603 NEKTAR THERAPEUTICS COM 640268108 $197 14,100 SH P SOLE 14,100 NEKTAR THERAPEUTICS COM 640268108 $160 11,500 SH C SOLE 11,500 NELNET INC CL A 64031N108 $36 1,145 SH SOLE 1,145 NELSON THOMAS INC COM 640376109 $1,475 62,373 SH SOLE 62,373 NEOFORMA COM INC COM NEW 640475505 $51 6,416 SH SOLE 6,416 NEOGEN CORP COM 640491106 $480 32,475 SH SOLE 32,475 NEOMAGIC CORP COM 640497103 $1 2,055 SH SOLE 2,055 NEOPHARM INC COM 640919106 $2,211 284,500 SH SOLE 284,500 NEORX CORP COM PAR $0.02 640520300 $4 3,546 SH SOLE 3,546 NEOSE TECHNOLOGIES INC COM 640522108 $161 62,324 SH SOLE 62,324 NEOWARE SYS INC COM 64065P102 $93 8,926 SH SOLE 8,926 NEPHROS INC COM 640671103 $7 2,000 SH SOLE 2,000 NESS TECHNOLOGIES INC COM 64104X108 $148 12,352 SH SOLE 12,352 NET2PHONE COM 64108N106 $75 46,434 SH SOLE 46,434 NETFLIX COM INC COM 64110L106 $3,205 295,400 SH P SOLE 295,400 NETFLIX COM INC COM 64110L106 $1,432 132,000 SH C SOLE 132,000

NETFLIX COM INC COM 64110L106 $939 86,559 SH SOLE 86,559 NETGEAR INC COM 64111Q104 $31 2,050 SH SOLE 2,050 NETGURU COM INC COM 64111K107 $0 31 SH SOLE 31 NETIQ CORP COM 64115P102 $959 83,945 SH SOLE 83,945 NETLOGIC MICROSYSTEMS INC COM 64118B100 $77 6,212 SH SOLE 6,212 NETMANAGE INC COM NEW 641144308 $13 1,989 SH SOLE 1,989 NETRATINGS INC COM 64116M108 $138 9,027 SH SOLE 9,027 NETSCOUT SYS INC COM 64115T104 $78 17,461 SH SOLE 17,461 NETSMART TECHNOLOGIES INC COM NEW 64114W306 $37 3,963 SH SOLE 3,963 NETSOL TECHNOLOGIES INC COM NEW 64115A204 $4 1,844 SH SOLE 1,844 NETWORK APPLIANCE INC COM 64120L104 $22,121 799,742 SH SOLE 799,742 NETWORK APPLIANCE INC COM 64120L104 $12,074 436,500 SH P SOLE 436,500 NETWORK APPLIANCE INC COM 64120L104 $9,756 352,700 SH C SOLE 352,700 NETWORK ENGINES INC COM 64121A107 $16 8,900 SH SOLE 8,900 NETWORK EQUIP TECHNOLOGIES COM 641208103 $354 62,923 SH SOLE 62,923 NEUBERGER BERMAN CA INT MUN COM 64123C101 $8 611 SH SOLE 611 NEUBERGER BERMAN DIV ADVANT COM 64127J102 $3 166 SH SOLE 166 NEUBERGER BERMAN INTER MUNI COM 64124P101 $516 39,355 SH SOLE 39,355 NEUBERGER BERMAN NY INT MUN COM 64124K102 $182 14,100 SH SOLE 14,100 NEUBERGER BERMAN REAL INCM F COM 64126D106 $28 1,477 SH SOLE 1,477 NEUBERGER BERMAN RLTY INC FD COM 64126G109 $71 4,306 SH SOLE 4,306 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 $99 29,625 SH SOLE 29,625 NEUROCHEM INC COM 64125K101 $147 12,375 SH SOLE 12,375 NEUROCRINE BIOSCIENCES INC COM 64125C109 $2,188 57,500 SH C SOLE 57,500 NEUROCRINE BIOSCIENCES INC COM 64125C109 $1,777 46,690 SH SOLE 46,690 NEUROCRINE BIOSCIENCES INC COM 64125C109 $217 5,700 SH P SOLE 5,700 NEUROGEN CORP COM 6.41E+110 $327 46,251 SH SOLE 46,251 NEUROMETRIX INC COM 641255104 $21 2,215 SH SOLE 2,215 NEVADA CHEMICALS INC COM 64127C107 $6 797 SH SOLE 797 NEVADA GOLD & CASINOS INC COM NEW 64126Q206 $81 6,302 SH SOLE 6,302 NEW AMER HIGH INCOME FD INC COM 641876107 $3 1,544 SH SOLE 1,544 NEW BRUNSWICK SCIENTIFIC INC COM 642876106 $11 2,004 SH SOLE 2,004

NEW CENTURY FINANCIAL CORP M COM 6435EV108 $9,322 199,100 SH C SOLE 199,100 NEW CENTURY FINANCIAL CORP M COM 6435EV108 $1,317 28,136 SH SOLE 28,136 NEW DRAGON ASIA CORP *W EXP 03/28/200 64378H110 $1 21,000 SH SOLE 21,000 NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY RCPT 644206104 $115 1,232 SH SOLE 1,232 NEW FRONTIER MEDIA INC COM 644398109 $287 40,090 SH SOLE 40,090 NEW GERMANY FD INC COM 644465106 $720 78,722 SH SOLE 78,722 NEW HORIZONS WORLDWIDE INC COM 645526104 $7 1,789 SH SOLE 1,789 NEW IRELAND FUND INC COM 645673104 $29 1,336 SH SOLE 1,336 NEW JERSEY RES COM 646025106 $210 4,821 SH SOLE 4,821 NEW PLAN EXCEL RLTY TR INC NOTE 3.750% 6/0 648053AB2 $10,638 10,000,000 PRN SOLE 10,000,000 NEW PLAN EXCEL RLTY TR INC COM 648053106 $1,932 76,926 SH SOLE 76,926 NEW RIV PHARMACEUTICALS INC COM 648468205 $97 3,800 SH SOLE 3,800 NEW VY CORP COM PAR $.01 649080504 $14 2,133 SH SOLE 2,133 NEW YORK & CO INC COM 649295102 $138 6,875 SH SOLE 6,875 NEW YORK CMNTY BANCORP INC COM 649445103 $6,680 367,838 SH SOLE 367,838 NEW YORK CMNTY BANCORP INC COM 649445103 $4,604 253,500 SH C SOLE 253,500 NEW YORK CMNTY BANCORP INC COM 649445103 $935 51,500 SH P SOLE 51,500 NEW YORK CMNTY CAP TR V BONUSES 64944P307 $6,241 119,452 SH SOLE 119,452 NEW YORK TIMES CO CL A 650111107 $6,209 169,742 SH SOLE 169,742 NEW YORK TIMES CO CL A 650111107 $4,543 124,200 SH C SOLE 124,200 NEWALLIANCE BANCSHARES INC COM 650203102 $268 19,116 SH SOLE 19,116 NEWCASTLE INVT CORP COM 65105M108 $608 20,550 SH SOLE 20,550 NEWELL RUBBERMAID INC COM 651229106 $14,640 667,258 SH SOLE 667,258 NEWELL RUBBERMAID INC COM 651229106 $575 26,200 SH C SOLE 26,200 NEWELL RUBBERMAID INC COM 651229106 $235 10,700 SH P SOLE 10,700 NEWFIELD EXPL CO COM 651290108 $2,116 28,500 SH C SOLE 28,500 NEWFIELD EXPL CO COM 651290108 $1,920 25,852 SH SOLE 25,852 NEWMARKET CORP COM 651587107 $2 112 SH SOLE 112 NEWMIL BANCORP INC COM 651633109 $25 880 SH SOLE 880 NEWMONT MINING CORP COM 651639106 $76,751 1,816,583 SH SOLE 1,816,583 NEWMONT MINING CORP COM 651639106 $54,445 1,288,639 SH P SOLE 1,288,639 NEWMONT MINING CORP COM 651639106 $16,605 393,008 SH C SOLE 393,008

NEWPARK RES INC COM PAR $.01NEW 651718504 $197 33,506 SH SOLE 33,506 NEWPORT CORP COM 651824104 $12 800 SH C SOLE 800 NEWPORT CORP COM 651824104 $7 462 SH SOLE 462 NEWPORT CORP COM 651824104 $1 100 SH P SOLE 100 NEWS AMER INC NOTE 2/2 652482AZ3 $13 22,000 PRN SOLE 22,000 NEWS CORP CL A 6.52E+108 $234,025 13,831,272 SH P SOLE 13,831,272 NEWS CORP CL A 6.52E+108 $5,134 303,402 SH SOLE 303,402 NEWS CORP CL B 6.52E+207 $2,993 169,949 SH SOLE 169,949 NEWTEK BUSINESS SVCS INC COM 652526104 $6 1,520 SH SOLE 1,520 NEXMED INC COM 652903105 $13 11,258 SH SOLE 11,258 NEXSTAR BROADCASTING GROUP I CL A 65336K103 $438 62,066 SH SOLE 62,066 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 $62,539 61,014,000 PRN SOLE 61,014,000 NEXTEL COMMUNICATIONS INC CL A 65332V103 $267,573 9,414,958 SH SOLE 9,414,958 NEXTEL COMMUNICATIONS INC CL A 65332V103 $83,708 2,945,400 SH C SOLE 2,945,400 NEXTEL COMMUNICATIONS INC CL A 65332V103 $1,688 59,400 SH P SOLE 59,400 NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM9 $15,226 5,255,000 PRN SOLE 5,255,000 NEXTEL PARTNERS INC CL A 65333F107 $21,920 1,000,000 SH C SOLE 1,000,000 NEXTEL PARTNERS INC CL A 65333F107 $4,289 195,674 SH SOLE 195,674 NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS6 $23 13,000 PRN SOLE 13,000 NFJ DIVID INT & PREM STRTGY COM SHS 65337H109 $670 26,790 SH SOLE 26,790 NGAS RESOURCES INC COM 62912T103 $94 19,993 SH SOLE 19,993 NGP CAP RES CO COM 62912R107 $24 1,480 SH SOLE 1,480 NIC INC COM 62914B100 $100 20,878 SH SOLE 20,878 NICHOLAS APPLEGATE CV&INC FD COM 65370G109 $357 25,371 SH SOLE 25,371 NICHOLAS FINANCIAL INC COM NEW 65373J209 $49 2,715 SH SOLE 2,715 NICHOLAS-APPLEGATE CV & INC COM 65370F101 $752 49,825 SH SOLE 49,825 NICOR INC COM 654086107 $2,438 65,741 SH SOLE 65,741 NIDEC CORP SPONSORED ADR 654090109 $321 10,300 SH SOLE 10,300 NII HLDGS INC CL B NEW 62913F201 $277 4,823 SH SOLE 4,823 NIKE INC CL B 654106103 $50,204 602,621 SH SOLE 602,621 NIKE INC CL B 654106103 $5,582 67,000 SH C SOLE 67,000 NIKE INC CL B 654106103 $2,791 33,500 SH P SOLE 33,500

NIKU CORP COM NEW 654113703 $1,639 90,825 SH SOLE 90,825 NISOURCE INC COM 65473P105 $5,637 247,327 SH SOLE 247,327 NISSAN MOTORS SPONSORED ADR 654744408 $2,610 127,506 SH SOLE 127,506 NISSIN CO LTD SPONSORED ADR 654765205 $5 961 SH SOLE 961 NITCHES INC COM 65476M109 $7 1,369 SH SOLE 1,369 NITROMED INC COM 654798503 $3,205 185,180 SH SOLE 185,180 NL INDS INC COM NEW 629156407 $54 2,322 SH SOLE 2,322 NMS COMMUNICATIONS CORP COM 629248105 $7 1,600 SH SOLE 1,600 NMT MED INC COM 629294109 $10 1,262 SH SOLE 1,262 NN INC COM 629337106 $384 31,134 SH SOLE 31,134 NOBEL LEARNING CMNTYS INC COM 654889104 $55 6,355 SH SOLE 6,355 NOBILITY HOMES INC COM 654892108 $19 912 SH SOLE 912 NOBLE CORPORATION SHS G65422100 $18,170 323,249 SH SOLE 323,249 NOBLE CORPORATION SHS G65422100 $1,012 18,000 SH P SOLE 18,000 NOBLE CORPORATION SHS G65422100 $495 8,800 SH C SOLE 8,800 NOBLE ENERGY INC COM 655044105 $25,385 373,200 SH C SOLE 373,200 NOBLE ENERGY INC COM 655044105 $1,653 24,305 SH SOLE 24,305 NOBLE INTL LTD COM 655053106 $192 8,468 SH SOLE 8,468 NOLAND CO COM 655286102 $29 603 SH SOLE 603 NOMURA HLDGS INC SPONSORED ADR 65535H208 $6,185 446,252 SH SOLE 446,252 NORAM ENERGY CORP SDCV 6.000% 3/1 655419AC3 $149 150,000 PRN SOLE 150,000 NORANDA INC COM 655422103 $4,435 219,356 SH SOLE 219,356 NORDIC AMERICAN TANKER SHIPP COM G65773106 $6,296 132,694 SH SOLE 132,694 NORDSON CORP COM 655663102 $675 18,325 SH SOLE 18,325 NORDSTROM INC COM 655664100 $14,530 262,374 SH SOLE 262,374 NORDSTROM INC COM 655664100 $9,265 167,300 SH P SOLE 167,300 NORDSTROM INC COM 655664100 $133 2,400 SH C SOLE 2,400 NORFOLK SOUTHERN CORP COM 655844108 $42,202 1,139,061 SH SOLE 1,139,061 NORSK HYDRO A S SPONSORED ADR 656531605 $3,270 39,169 SH SOLE 39,169 NORTEL INVERSORA S A SPON ADR PFD B 656567401 $9 944 SH SOLE 944 NORTEL NETWORKS CORP NEW COM 656568102 $8,700 3,186,800 SH C SOLE 3,186,800 NORTEL NETWORKS CORP NEW COM 656568102 $2,378 871,194 SH SOLE 871,194

NORTEL NETWORKS CORP NEW COM 656568102 $538 197,000 SH P SOLE 197,000 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 $22 26,000 PRN SOLE 26,000 NORTEM N V SHS N64513109 $0 480 SH SOLE 480 NORTH AMERN PALLADIUM LTD COM 656912102 $15 2,017 SH SOLE 2,017 NORTH AMERN SCIENTIFIC INC COM 65715D100 $5 1,333 SH SOLE 1,333 NORTH AMERN TECH GROUP INC COM NEW 657193207 $1 1,581 SH SOLE 1,581 NORTH BAY BANCORP NAPA CA COM 657477105 $38 1,422 SH SOLE 1,422 NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 $134 5,200 SH SOLE 5,200 NORTH FORK BANCORPORATION NY COM 659424105 $24,535 884,460 SH SOLE 884,460 NORTH PITTSBURGH SYS INC COM 661562108 $35 1,775 SH SOLE 1,775 NORTH VALLEY BANCORP COM 66304M105 $72 3,797 SH SOLE 3,797 NORTHEAST BANCORP COM 663904100 $6 304 SH SOLE 304 NORTHEAST PA FINL CORP COM 663905107 $59 2,590 SH SOLE 2,590 NORTHEAST UTILS COM 664397106 $2,795 145,024 SH SOLE 145,024 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 $13,907 288,281 SH SOLE 288,281 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 $2 533 SH SOLE 533 NORTHERN ORION RES INC COM 665575106 $293 101,146 SH SOLE 101,146 NORTHERN STS FINL CORP COM 665751103 $56 2,039 SH SOLE 2,039 NORTHERN TECH INTL CORP COM 665809109 $4 663 SH SOLE 663 NORTHERN TR CORP COM 665859104 $24,918 573,611 SH SOLE 573,611 NORTHFIELD LABS INC COM 666135108 $2,298 204,246 SH SOLE 204,246 NORTHRIM BANCORP INC COM 666762109 $47 1,868 SH SOLE 1,868 NORTHROP GRUMMAN CORP COM 666807102 $39,429 730,443 SH SOLE 730,443 NORTHROP GRUMMAN CORP COM 666807102 $5,754 106,600 SH P SOLE 106,600 NORTHROP GRUMMAN CORP COM 666807102 $2,645 49,000 SH C SOLE 49,000 NORTHSTAR RLTY FIN CORP COM 66704R100 $113 11,700 SH SOLE 11,700 NORTHWAY FINL INC COM 667270102 $156 4,543 SH SOLE 4,543 NORTHWEST AIRLS CORP CL A 667280101 $1,561 233,300 SH P SOLE 233,300 NORTHWEST AIRLS CORP CL A 667280101 $1,404 209,900 SH C SOLE 209,900 NORTHWEST AIRLS CORP CL A 667280101 $696 103,968 SH SOLE 103,968 NORTHWEST BANCORP INC PA COM 667328108 $27 1,283 SH SOLE 1,283 NORTHWEST NAT GAS CO COM 667655104 $1,759 48,637 SH SOLE 48,637

NORTHWEST PIPE CO COM 667746101 $121 4,886 SH SOLE 4,886 NORTHWESTERN CORP COM NEW 668074305 $151 5,726 SH SOLE 5,726 NORTHWESTERN CORP *W EXP 99/99/999 668074115 $4 1,179 SH SOLE 1,179 NORWOOD FINANCIAL CORP COM 669549107 $32 1,115 SH SOLE 1,115 NOVA CHEMICALS CORP COM 66977W109 $7,799 181,589 SH SOLE 181,589 NOVA CHEMICALS CORP COM 66977W109 $1,611 37,500 SH P SOLE 37,500 NOVA MEASURING INSTRUMENTS L COM M7516K103 $6 1,957 SH SOLE 1,957 NOVAGOLD RES INC COM NEW 6.70E+210 $18 2,174 SH SOLE 2,174 NOVAMED INC DEL COM 66986W108 $12 2,044 SH SOLE 2,044 NOVAMERICAN STL INC COM 669959108 $129 2,582 SH SOLE 2,582 NOVASTAR FINL INC COM 669947400 $355 9,867 SH SOLE 9,867 NOVATEL WIRELESS INC COM NEW 66987M604 $292 27,165 SH SOLE 27,165 NOVAVAX INC COM 670002104 $107 76,237 SH SOLE 76,237 NOVELIS INC COM 67000X106 $230 10,514 SH SOLE 10,514 NOVELL INC DBCV 0.500% 7/1 670006AC9 $5,132 6,100,000 PRN SOLE 6,100,000 NOVELL INC COM 670006105 $3,164 530,872 SH SOLE 530,872 NOVELL INC COM 670006105 $339 56,800 SH P SOLE 56,800 NOVELL INC COM 670006105 $240 40,300 SH C SOLE 40,300 NOVELLUS SYS INC COM 670008101 $14,766 552,400 SH C SOLE 552,400 NOVELLUS SYS INC COM 670008101 $12,886 482,091 SH SOLE 482,091 NOVELLUS SYS INC COM 670008101 $6,803 254,500 SH P SOLE 254,500 NOVEN PHARMACEUTICALS INC COM 670009109 $410 24,164 SH SOLE 24,164 NOVOSTE CORP COM 67010C100 $1 1,139 SH SOLE 1,139 NPS PHARMACEUTICALS INC COM 62936P103 $9,628 762,921 SH SOLE 762,921 NPS PHARMACEUTICALS INC COM 62936P103 $328 26,000 SH P SOLE 26,000 NPS PHARMACEUTICALS INC COM 62936P103 $14 1,100 SH C SOLE 1,100 NRG ENERGY INC COM NEW 629377508 $1,323 38,727 SH SOLE 38,727 NRG ENERGY INC COM NEW 629377508 $72 2,100 SH C SOLE 2,100 NS GROUP INC COM 628916108 $773 24,600 SH SOLE 24,600 NSTAR COM 6.70E+111 $5,333 98,215 SH SOLE 98,215 NSTOR TECHNOLOGIES INC COM 67018N108 $0 963 SH SOLE 963 NTL INC DEL COM 62940M104 $24,710 388,100 SH P SOLE 388,100

NTL INC DEL COM 62940M104 $10,716 168,300 SH C SOLE 168,300 NTL INC DEL COM 62940M104 $8,503 133,544 SH SOLE 133,544 NTL INC DEL *W EXP 01/13/201 62940M138 $1 547 SH SOLE 547 NTN COMMUNUNICATIONS INC COM NEW 629410309 $31 10,000 SH SOLE 10,000 NU HORIZONS ELECTRS CORP COM 669908105 $13 1,852 SH SOLE 1,852 NU SKIN ENTERPRISES INC CL A 67018T105 $551 24,477 SH SOLE 24,477 NUANCE COMMUNICATIONS INC COM 669967101 $69 23,657 SH SOLE 23,657 NUCO2 INC COM 629428103 $530 20,148 SH SOLE 20,148 NUCOR CORP COM 670346105 $24,480 425,300 SH C SOLE 425,300 NUCOR CORP COM 670346105 $22,097 383,900 SH P SOLE 383,900 NUCOR CORP COM 670346105 $14,627 254,121 SH SOLE 254,121 NUMEREX CORP PA CL A 67053A102 $13 2,569 SH SOLE 2,569 NUTRACEUTICAL INTL CORP COM 67060Y101 $55 3,481 SH SOLE 3,481 NUTRITION 21 INC COM 67069V108 $26 20,000 SH SOLE 20,000 NUVASIVE INC COM 670704105 $285 22,040 SH SOLE 22,040 NUVEEN ARIZ DIVID ADVANTAGE COM 67071P107 $22 1,500 SH SOLE 1,500 NUVEEN ARIZ PREM INCOME MUN COM 67061W104 $5 315 SH SOLE 315 NUVEEN AZ DIV ADV MUN FD 3 COM 6.71E+105 $21 1,537 SH SOLE 1,537 NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y109 $56 4,203 SH SOLE 4,203 NUVEEN CA DIV ADVANTG MUN FD COM 67069X104 $14 1,000 SH SOLE 1,000 NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y105 $21 1,458 SH SOLE 1,458 NUVEEN CA INVT QUALITY MUN F COM 67062A101 $20 1,392 SH SOLE 1,392 NUVEEN CA SELECT QUALITY MUN COM 670975101 $19 1,336 SH SOLE 1,336 NUVEEN CALIF MUN VALUE FD COM 67062C107 $533 57,078 SH SOLE 57,078 NUVEEN CALIF PERFORM PLUS MU COM 67062Q106 $60 4,318 SH SOLE 4,318 NUVEEN CALIF PREM INCOME MUN COM 6706L0102 $14 1,087 SH SOLE 1,087 NUVEEN CALIF QUALITY INCM MU COM 670985100 $68 4,709 SH SOLE 4,709 NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D107 $107 7,000 SH SOLE 7,000 NUVEEN CT DIV ADV MUN FD 3 COM 67071Y108 $42 3,000 SH SOLE 3,000 NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X101 $163 11,558 SH SOLE 11,558 NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 $80 5,335 SH SOLE 5,335 NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 $28 1,959 SH SOLE 1,959

NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 $121 8,589 SH SOLE 8,589 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 $4 201 SH SOLE 201 NUVEEN FLOATING RATE INCOME COM 67072T108 $6,016 408,968 SH SOLE 408,968 NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 $41 2,893 SH SOLE 2,893 NUVEEN GA PREM INCOME MUN FD SH BEN INT 67060F102 $0 2 SH SOLE 2 NUVEEN INS CA TX FR ADV MUN COM 670651108 $41 2,957 SH SOLE 2,957 NUVEEN INS FL TX FR ADV MUN COM 670655109 $7 500 SH SOLE 500 NUVEEN INS NY TX FR ADV MUN COM 670656107 $19 1,436 SH SOLE 1,436 NUVEEN INSD CA PREM INCOME 2 COM 67061U108 $25 1,756 SH SOLE 1,756 NUVEEN INSD CALIF DIVID COM 67071M104 $35 2,411 SH SOLE 2,411 NUVEEN INSD CALIF PREM INCOM COM 67061X102 $27 1,750 SH SOLE 1,750 NUVEEN INSD DIVID ADVANTAGE COM 67071L106 $336 24,213 SH SOLE 24,213 NUVEEN INSD FLA PREM INCOME COM 67101V108 $123 8,203 SH SOLE 8,203 NUVEEN INSD MUN OPPORTUNITY COM 670984103 $238 16,197 SH SOLE 16,197 NUVEEN INSD NEW YORK DIVID COM 67071N102 $56 4,000 SH SOLE 4,000 NUVEEN INSD NY PREM INCOME F COM 67101R107 $70 4,870 SH SOLE 4,870 NUVEEN INSD PREM INCOME MUN COM 6706D8104 $166 12,774 SH SOLE 12,774 NUVEEN INSD QUALITY MUN FD I COM 67062N103 $66 4,475 SH SOLE 4,475 NUVEEN INVT QUALITY MUN FD I COM 6.71E+107 $554 38,747 SH SOLE 38,747 NUVEEN INVTS INC CL A 67090F106 $3,797 110,630 SH SOLE 110,630 NUVEEN MASS DIVID ADVANTAG M COM SH BEN INT 67069P101 $17 1,055 SH SOLE 1,055 NUVEEN MASS PREM INCOME MUN COM 6.71E+108 $13 808 SH SOLE 808 NUVEEN MD DIV ADV MUNI FD 2 COM SH BEN INT 67070V105 $15 1,000 SH SOLE 1,000 NUVEEN MD PREM INCOME MUN FD COM 67061Q107 $70 4,629 SH SOLE 4,629 NUVEEN MICH PREM INCOME MUN COM 67101Q109 $34 2,285 SH SOLE 2,285 NUVEEN MO PREM INCOME MUN FD SH BEN INT 67060Q108 $7 394 SH SOLE 394 NUVEEN MUN ADVANTAGE FD INC COM 67062H106 $20 1,366 SH SOLE 1,366 NUVEEN MUN HIGH INC OPP FD COM 670682103 $31 2,100 SH SOLE 2,100 NUVEEN MUN INCOME FD INC COM 67062J102 $75 7,500 SH SOLE 7,500 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 $49 3,605 SH SOLE 3,605 NUVEEN MUN VALUE FD INC COM 670928100 $1,213 132,285 SH SOLE 132,285 NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P100 $26 1,600 SH SOLE 1,600

NUVEEN N Y INVT QUALITY MUN COM 67062X101 $37 2,533 SH SOLE 2,533 NUVEEN NC DIV ADV MUN FD 3 COM 67072D103 $3 200 SH SOLE 200 NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N106 $20 1,229 SH SOLE 1,229 NUVEEN NEW JERSEY DIVID COM 67071T109 $145 10,222 SH SOLE 10,222 NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 $110 7,842 SH SOLE 7,842 NUVEEN NJ INVT QUALITY MUN F COM 670971100 $85 5,759 SH SOLE 5,759 NUVEEN NJ PREM INCOME MUN FD COM 67101N106 $95 6,327 SH SOLE 6,327 NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 $0 8 SH SOLE 8 NUVEEN NY MUN VALUE FD COM 67062M105 $543 57,078 SH SOLE 57,078 NUVEEN NY PERFORM PLUS MUN F COM 67062R104 $71 4,787 SH SOLE 4,787 NUVEEN NY QUALITY INCM MUN F COM 670986108 $77 5,400 SH SOLE 5,400 NUVEEN NY SELECT QUALITY MUN COM 670976109 $227 15,635 SH SOLE 15,635 NUVEEN NY SELECT TAX FREE PR SH BEN INT 67063V104 $45 3,305 SH SOLE 3,305 NUVEEN OHIO DIVID ADVANTAGE COM 67071V104 $8 500 SH SOLE 500 NUVEEN OHIO QUALITY INCOME M COM 670980101 $63 3,801 SH SOLE 3,801 NUVEEN PA DIVID ADVANTAGE MU COM 67071W102 $14 980 SH SOLE 980 NUVEEN PA PREM INCOME MUN FD COM 67061F101 $34 2,264 SH SOLE 2,264 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 $304 21,482 SH SOLE 21,482 NUVEEN PFD & CONV INC FD COM 67073B106 $26 1,979 SH SOLE 1,979 NUVEEN PFD & CONV INCOME FD COM SHS 67073D102 $710 55,620 SH SOLE 55,620 NUVEEN PREM INCOME MUN FD COM 67062T100 $191 13,694 SH SOLE 13,694 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 $426 30,765 SH SOLE 30,765 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 $253 20,990 SH SOLE 20,990 NUVEEN PREMIER MUN INCOME FD COM 670988104 $21 1,558 SH SOLE 1,558 NUVEEN QUALITY INCOME MUN FD COM 670977107 $478 34,362 SH SOLE 34,362 NUVEEN QUALITY PFD INC FD 3 COM 67072W101 $7 500 SH SOLE 500 NUVEEN QUALITY PFD INCOME FD COM 67072C105 $3,025 221,947 SH SOLE 221,947 NUVEEN QUALITY PFD INCOME FD COM 67071S101 $32 2,396 SH SOLE 2,396 NUVEEN REAL ESTATE INCOME FD COM 67071B108 $137 7,563 SH SOLE 7,563 NUVEEN SELECT MAT MUN FD SH BEN INT 67061T101 $101 10,807 SH SOLE 10,807 NUVEEN SELECT QUALITY MUN FD COM 670973106 $27 1,883 SH SOLE 1,883 NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 $120 8,873 SH SOLE 8,873

NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 $83 6,331 SH SOLE 6,331 NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X100 $24 1,878 SH SOLE 1,878 NUVEEN SR INCOME FD COM 67067Y104 $1,486 162,178 SH SOLE 162,178 NUVEEN TAX FREE ADV MUN FD COM 670657105 $38 2,805 SH SOLE 2,805 NUVEEN TEX QUALITY INCOME MU COM 670983105 $200 13,315 SH SOLE 13,315 NUVEEN TX ADV TOTAL RET STRG COM 67090H102 $946 49,283 SH SOLE 49,283 NUVEEN VA DIV ADV MUNI FD 2 COM 67071C106 $4 268 SH SOLE 268 NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M108 $17 951 SH SOLE 951 NUVELO INC COM NEW 67072M301 $261 40,211 SH SOLE 40,211 NVE CORP COM NEW 629445206 $249 13,078 SH SOLE 13,078 NVIDIA CORP COM 67066G104 $7,270 305,972 SH SOLE 305,972 NVIDIA CORP COM 67066G104 $3,740 157,400 SH C SOLE 157,400 NVIDIA CORP COM 67066G104 $1,195 50,300 SH P SOLE 50,300 NVR INC COM 62944T105 $1,625 2,070 SH SOLE 2,070 NYER MED GROUP INC COM 670711100 $1 336 SH SOLE 336 NYFIX INC COM 670712108 $43 7,868 SH SOLE 7,868 NYMAGIC INC COM 629484106 $88 3,710 SH SOLE 3,710 NYMOX PHARMACEUTICAL CORP COM 67076P102 $97 48,800 SH SOLE 48,800 O CHARLEYS INC COM 670823103 $200 9,199 SH SOLE 9,199 O I CORP COM 670841105 $7 660 SH SOLE 660 O REILLY AUTOMOTIVE INC COM 686091109 $3,057 61,725 SH SOLE 61,725 O2MICRO INTERNATIONAL LIMITE ORD G6797E106 $8 787 SH SOLE 787 OAK HILL FINL INC COM 671337103 $202 6,007 SH SOLE 6,007 OAK INDS INC NOTE 4.875% 3/0 671400AL3 $269 260,000 PRN SOLE 260,000 OAKLEY INC COM 673662102 $11 884 SH SOLE 884 OCA INC COM 67083Q101 $899 211,503 SH SOLE 211,503 OCCIDENTAL PETE CORP DEL COM 674599105 $36,113 507,414 SH SOLE 507,414 OCCIDENTAL PETE CORP DEL COM 674599105 $6,320 88,800 SH C SOLE 88,800 OCCIDENTAL PETE CORP DEL COM 674599105 $890 12,500 SH P SOLE 12,500 OCCULOGIX INC COM 67461T107 $1,101 130,782 SH SOLE 130,782 OCEAN SHORE HLDG CO COM 67501P107 $4 418 SH SOLE 418 OCEANEERING INTL INC COM 675232102 $2,186 58,287 SH SOLE 58,287

OCEANFIRST FINL CORP COM 675234108 $197 8,582 SH SOLE 8,582 OCTEL CORP COM 675727101 $420 22,657 SH SOLE 22,657 OCWEN FINL CORP COM 675746101 $13 1,629 SH SOLE 1,629 ODIMO INC COM 67606R107 $32 5,189 SH SOLE 5,189 ODYSSEY HEALTHCARE INC COM 67611V101 $47 3,960 SH SOLE 3,960 ODYSSEY MARINE EXPLORATION I COM 676118102 $1 219 SH SOLE 219 ODYSSEY RE HLDGS CORP COM 67612W108 $327 13,071 SH SOLE 13,071 OFFICE DEPOT INC COM 676220106 $10,516 474,100 SH SOLE 474,100 OFFICE DEPOT INC COM 676220106 $67 3,000 SH C SOLE 3,000 OFFICE DEPOT INC COM 676220106 $24 1,100 SH P SOLE 1,100 OFFICEMAX INC DEL COM 67622P101 $10,830 323,274 SH SOLE 323,274 OFFICEMAX INC DEL COM 67622P101 $9,058 270,400 SH C SOLE 270,400 OFFICEMAX INC DEL COM 67622P101 $1,521 45,400 SH P SOLE 45,400 OFFSHORE LOGISTICS INC COM 676255102 $176 5,278 SH SOLE 5,278 OGE ENERGY CORP COM 670837103 $7,010 260,121 SH SOLE 260,121 OHIO VY BANC CORP COM 677719106 $57 1,723 SH SOLE 1,723 OIL DRI CORP AMER COM 677864100 $16 848 SH SOLE 848 OIL STS INTL INC COM 678026105 $2,983 145,134 SH SOLE 145,134 OLD DOMINION FGHT LINES INC COM 679580100 $577 18,536 SH SOLE 18,536 OLD NATL BANCORP IND COM 680033107 $2,107 103,806 SH SOLE 103,806 OLD POINT FINL CORP COM 680194107 $63 1,980 SH SOLE 1,980 OLD REP INTL CORP COM 680223104 $831 35,695 SH SOLE 35,695 OLD SECOND BANCORP INC ILL COM 680277100 $43 1,416 SH SOLE 1,416 OLIN CORP COM PAR $1 680665205 $515 23,114 SH SOLE 23,114 OLYMPIC STEEL INC COM 68162K106 $61 3,423 SH SOLE 3,423 OM GROUP INC COM 670872100 $729 23,957 SH SOLE 23,957 OMEGA FINL CORP COM 682092101 $36 1,207 SH SOLE 1,207 OMEGA HEALTHCARE INVS INC COM 681936100 $6,272 571,250 SH SOLE 571,250 OMEGA PROTEIN CORP COM 68210P107 $34 4,965 SH SOLE 4,965 OMI CORP NEW COM Y6476W104 $3,066 160,119 SH SOLE 160,119 OMNI ENERGY SERVICES COM NEW 68210T208 $9 4,160 SH SOLE 4,160 OMNICARE INC COM 681904108 $5,057 142,662 SH SOLE 142,662

OMNICELL INC COM 68213N109 $20 2,780 SH SOLE 2,780 OMNICOM GROUP INC NOTE 2/0 681919AK2 $2,466 2,500,000 PRN SOLE 2,500,000 OMNICOM GROUP INC NOTE 7/3 681919AM8 $1,498 1,500,000 PRN SOLE 1,500,000 OMNICOM GROUP INC COM 681919106 $29,328 331,314 SH SOLE 331,314 OMNICOM GROUP INC COM 681919106 $5,904 66,700 SH C SOLE 66,700 OMNICOM GROUP INC COM 681919106 $991 11,200 SH P SOLE 11,200 OMNICOM GROUP INC NOTE 6/1 681919AR7 $1 1,000 PRN SOLE 1,000 OMNIVISION TECHNOLOGIES INC COM 682128103 $4,232 279,314 SH SOLE 279,314 OMNIVISION TECHNOLOGIES INC COM 682128103 $2,597 171,400 SH P SOLE 171,400 OMNIVISION TECHNOLOGIES INC COM 682128103 $820 54,100 SH C SOLE 54,100 OMNOVA SOLUTIONS INC COM 682129101 $191 35,552 SH SOLE 35,552 OMTOOL LTD COM NEW 681974309 $21 2,927 SH SOLE 2,927 ON ASSIGNMENT INC COM 682159108 $37 7,285 SH SOLE 7,285 ON SEMICONDUCTOR CORP COM 682189105 $124 31,486 SH SOLE 31,486 ON TRACK INNOVATION LTD SHS M8791A109 $3 217 SH SOLE 217 ON2 TECHNOLOGIES INC COM 68338A107 $2 3,127 SH SOLE 3,127 ONE LIBERTY PPTYS INC COM 682406103 $43 2,317 SH SOLE 2,317 ONEOK INC NEW COM 682680103 $495 16,056 SH SOLE 16,056 ONLINE RES CORP COM 68273G101 $115 13,100 SH SOLE 13,100 ONVIA INC COM NEW 68338T403 $17 3,286 SH SOLE 3,286 ONYX PHARMACEUTICALS INC COM 683399109 $15,051 480,091 SH SOLE 480,091 ONYX PHARMACEUTICALS INC COM 683399109 $10,295 328,400 SH C SOLE 328,400 ONYX PHARMACEUTICALS INC COM 683399109 $4,386 139,900 SH P SOLE 139,900 OPEN SOLUTIONS INC COM 68371P102 $716 36,114 SH SOLE 36,114 OPEN TEXT CORP COM 683715106 $1,805 100,000 SH P SOLE 100,000 OPEN TEXT CORP COM 683715106 $865 47,949 SH SOLE 47,949 OPENTV CORP CL A G67543101 $3 981 SH SOLE 981 OPENWAVE SYS INC COM NEW 683718308 $4,422 362,764 SH SOLE 362,764 OPINION RESH CORP COM 683755102 $27 3,916 SH SOLE 3,916 OPLINK COMMUNICATIONS INC COM 68375Q106 $17 10,513 SH SOLE 10,513 OPNET TECHNOLOGIES INC COM 683757108 $21 2,486 SH SOLE 2,486 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 $21 945 SH SOLE 945

OPPENHEIMER MULTI-SECTOR INC SH BEN INT 683933105 $8 837 SH SOLE 837 OPSWARE INC COM 68383A101 $86 16,595 SH SOLE 16,595 OPTIBASE LTD ORD M7524R108 $12 2,199 SH SOLE 2,199 OPTICAL COMMUNICATION PRODS CL A 68382T101 $17 9,907 SH SOLE 9,907 OPTICARE HEALTH SYS INC COM 68386P105 $0 559 SH SOLE 559 OPTIMAL GROUP INC CL A NEW 68388R208 $849 46,700 SH C SOLE 46,700 OPTIMAL GROUP INC CL A NEW 68388R208 $49 2,719 SH SOLE 2,719 OPTIMUMBANK HOLDINGS INC COM 68401P106 $7 731 SH SOLE 731 OPTION CARE INC COM 683948103 $251 12,200 SH SOLE 12,200 OPTIONSXPRESS HLDGS INC COM 684010101 $129 7,964 SH SOLE 7,964 ORACLE CORP COM 68389X105 $133,927 10,731,335 SH SOLE 10,731,335 ORACLE CORP COM 68389X105 $53,432 4,281,400 SH C SOLE 4,281,400 ORACLE CORP COM 68389X105 $38,198 3,060,725 SH P SOLE 3,060,725 ORALABS HOLDING CORP COM NEW 684029200 $0 8 SH SOLE 8 ORANGE 21 INC COM 685317109 $1 123 SH SOLE 123 ORASURE TECHNOLOGIES INC COM 68554V108 $378 51,302 SH SOLE 51,302 ORBITAL SCIENCES CORP COM 685564106 $1,149 118,738 SH SOLE 118,738 ORBOTECH LTD ORD M75253100 $5,314 242,649 SH SOLE 242,649 ORCHID BIOSCIENCES INC COM PAR $0.01 68571P506 $31 2,668 SH SOLE 2,668 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 $159 2,864 SH SOLE 2,864 OREGON STL MLS INC COM 686079104 $732 31,838 SH SOLE 31,838 ORIENT-EXPRESS HOTELS LTD CL A G67743107 $3,715 142,332 SH SOLE 142,332 ORIGEN FINL INC COM 6.86E+212 $7,398 1,070,674 SH SOLE 1,070,674 ORION HEALTHCORP INC CL A 68627W109 $0 452 SH SOLE 452 ORIX CORP SPONSORED ADR 686330101 $31 476 SH SOLE 476 ORLEANS HOMEBUILDERS INC COM 686588104 $9 506 SH SOLE 506 ORMAT TECHNOLOGIES INC COM 686688102 $18 1,166 SH SOLE 1,166 ORPHAN MED INC COM 687303107 $8,676 952,361 SH SOLE 952,361 ORTHOFIX INTL N V COM N6748L102 $7,737 197,626 SH SOLE 197,626 ORTHOLOGIC CORP COM 68750J107 $7 1,320 SH SOLE 1,320 ORTHOVITA INC COM 68750U102 $3,503 1,030,196 SH SOLE 1,030,196 OSCIENT PHARMACEUTICALS CORP COM 68812R105 $1,666 711,899 SH SOLE 711,899

OSHKOSH B GOSH INC CL A 688222207 $509 16,674 SH SOLE 16,674 OSHKOSH TRUCK CORP COM 688239201 $744 9,074 SH SOLE 9,074 OSI PHARMACEUTICALS INC COM 671040103 $46,032 1,113,500 SH C SOLE 1,113,500 OSI PHARMACEUTICALS INC COM 671040103 $13,051 315,702 SH SOLE 315,702 OSI PHARMACEUTICALS INC COM 671040103 $9,111 220,400 SH P SOLE 220,400 OSI SYSTEMS INC COM 671044105 $862 49,222 SH SOLE 49,222 OSTEOTECH INC COM 688582105 $98 25,939 SH SOLE 25,939 OTELCO INC UNIT 99/99/9999 688823202 $252 16,500 SH SOLE 16,500 OTTER TAIL CORP COM 689648103 $386 15,425 SH SOLE 15,425 OUTBACK STEAKHOUSE INC COM 689899102 $4,931 107,683 SH SOLE 107,683 OUTDOOR CHANNEL HLDGS INC COM NEW 690027206 $40 2,777 SH SOLE 2,777 OUTLOOK GROUP CORP COM 690113105 $30 3,793 SH SOLE 3,793 OVERHILL FARMS INC COM 690212105 $3 1,253 SH SOLE 1,253 OVERLAND STORAGE INC COM 690310107 $89 6,044 SH SOLE 6,044 OVERNITE CORP COM 690322102 $906 28,334 SH SOLE 28,334 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $5,241 83,307 SH SOLE 83,307 OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 $3,207 3,500,000 PRN SOLE 3,500,000 OVERSTOCK COM INC DEL COM 690370101 $292 6,790 SH SOLE 6,790 OWENS & MINOR INC NEW COM 690732102 $2,305 84,884 SH SOLE 84,884 OWENS ILL INC PFD CONV $.01 690768502 $321 7,715 SH SOLE 7,715 OWENS ILL INC COM NEW 690768403 $119 4,722 SH SOLE 4,722 OXFORD INDS INC COM 691497309 $126 3,431 SH SOLE 3,431 OXIGENE INC COM 691828107 $1 203 SH SOLE 203 P & F INDS INC CL A NEW 692830508 $43 2,853 SH SOLE 2,853 P A M TRANSN SVCS INC COM 693149106 $70 4,087 SH SOLE 4,087 P C CONNECTION COM 69318J100 $60 10,222 SH SOLE 10,222 P F CHANGS CHINA BISTRO INC COM 69333Y108 $7,116 119,000 SH C SOLE 119,000 P F CHANGS CHINA BISTRO INC COM 69333Y108 $587 9,819 SH SOLE 9,819 PAB BANKSHARES INC COM 69313P101 $3 185 SH SOLE 185 PACCAR INC COM 693718108 $16,966 234,374 SH SOLE 234,374 PACER INTL INC TENN COM 69373H106 $763 31,929 SH SOLE 31,929 PACHOLDER HIGH YIELD FD INC COM 693742108 $4 400 SH SOLE 400

PACIFIC AMERN INCOME SHS INC COM 693796104 $43 3,000 SH SOLE 3,000 PACIFIC CAP BANCORP NEW COM 69404P101 $95 3,181 SH SOLE 3,181 PACIFIC CONTINENTAL CORP COM 69412V108 $256 16,231 SH SOLE 16,231 PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 $6,731 221,430 SH SOLE 221,430 PACIFIC INTERNET LTD ORD Y66183107 $12 1,889 SH SOLE 1,889 PACIFIC SUNWEAR CALIF INC COM 694873100 $3,250 116,151 SH SOLE 116,151 PACIFICARE HEALTH SYS DEL COM 695112102 $9,176 161,200 SH C SOLE 161,200 PACIFICARE HEALTH SYS DEL COM 695112102 $5,471 96,125 SH SOLE 96,125 PACIFICARE HEALTH SYS DEL COM 695112102 $2,328 40,900 SH P SOLE 40,900 PACIFICNET INC COM NEW 69511V207 $39 4,800 SH SOLE 4,800 PACKAGING CORP AMER COM 695156109 $5,302 218,295 SH SOLE 218,295 PACKAGING DYNAMICS CORP COM 695160101 $9 640 SH SOLE 640 PACKETEER INC COM 695210104 $2,241 145,620 SH SOLE 145,620 PACTIV CORP COM 695257105 $4,282 183,402 SH SOLE 183,402 PAC-WEST TELECOM INC COM 69371Y101 $12 7,513 SH SOLE 7,513 PAIN THERAPEUTICS INC COM 69562K100 $264 52,012 SH SOLE 52,012 PAINCARE HLDGS INC COM 6.96E+108 $10 2,000 SH SOLE 2,000 PALATIN TECHNOLOGIES INC COM NEW 696077304 $104 44,372 SH SOLE 44,372 PALL CORP COM 696429307 $10,128 373,455 SH SOLE 373,455 PALM HARBOR HOMES COM 696639103 $3 200 SH SOLE 200 PALMONE INC COM 69713P107 $3,893 153,400 SH P SOLE 153,400 PALMONE INC COM 69713P107 $3,744 147,500 SH C SOLE 147,500 PALMONE INC COM 69713P107 $229 9,020 SH SOLE 9,020 PALMSOURCE INC COM 697154102 $81 8,961 SH SOLE 8,961 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 $723 26,797 SH SOLE 26,797 PAMRAPO BANCORP INC COM 697738102 $66 3,020 SH SOLE 3,020 PAN AMERICAN SILVER CORP COM 697900108 $3,192 201,300 SH C SOLE 201,300 PAN AMERICAN SILVER CORP COM 697900108 $491 30,999 SH SOLE 30,999 PAN AMERICAN SILVER CORP COM 697900108 $277 17,500 SH P SOLE 17,500 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 $569 10,035 SH SOLE 10,035 PANERA BREAD CO CL A 69840W108 $2,606 46,100 SH C SOLE 46,100 PANERA BREAD CO CL A 69840W108 $2,318 41,000 SH P SOLE 41,000

PANERA BREAD CO CL A 69840W108 $735 13,001 SH SOLE 13,001 PANTRY INC COM 698657103 $27 856 SH SOLE 856 PAPA JOHNS INTL INC COM 698813102 $107 3,071 SH SOLE 3,071 PAR PHARMACEUTICAL COS INC COM 69888P106 $5,191 155,236 SH SOLE 155,236 PAR PHARMACEUTICAL COS INC COM 69888P106 $2,705 80,900 SH P SOLE 80,900 PAR PHARMACEUTICAL COS INC COM 69888P106 $87 2,600 SH C SOLE 2,600 PARADYNE NETWORKS INC COM 69911G107 $98 47,035 SH SOLE 47,035 PARAGON REAL EST EQT & INVT COM 69912Y107 $0 1,140 SH SOLE 1,140 PARALLEL PETE CORP DEL COM 699157103 $460 62,650 SH SOLE 62,650 PARAMETRIC TECHNOLOGY CORP COM 699173100 $2,512 449,333 SH SOLE 449,333 PAREXEL INTL CORP COM 699462107 $134 5,683 SH SOLE 5,683 PARK BANCORP INC COM 700164106 $15 500 SH SOLE 500 PARK ELECTROCHEMICAL CORP COM 700416209 $99 4,875 SH SOLE 4,875 PARK NATL CORP COM 700658107 $220 1,953 SH SOLE 1,953 PARK OHIO HLDGS CORP COM 700666100 $156 8,308 SH SOLE 8,308 PARKE BK SEWELL NJ COM 700886104 $20 1,175 SH SOLE 1,175 PARKER DRILLING CO COM 701081101 $3,804 661,618 SH SOLE 661,618 PARKER HANNIFIN CORP COM 701094104 $9,418 154,595 SH C SOLE 154,595 PARKER HANNIFIN CORP COM 701094104 $7,618 125,045 SH SOLE 125,045 PARKER HANNIFIN CORP COM 701094104 $7,341 120,500 SH P SOLE 120,500 PARKERVISION INC COM 701354102 $2 289 SH SOLE 289 PARKVALE FINL CORP COM 701492100 $20 729 SH SOLE 729 PARKWAY PPTYS INC COM 70159Q104 $2,132 45,649 SH SOLE 45,649 PARLEX CORP COM 701630105 $2 381 SH SOLE 381 PARLUX FRAGRANCES INC COM 701645103 $377 17,425 SH SOLE 17,425 PARTNER COMMUNICATIONS CO LT ADR 70211M109 $30 3,301 SH SOLE 3,301 PARTNERRE LTD COM G6852T105 $941 14,561 SH SOLE 14,561 PARTNERS TR FINL GROUP INC N COM 70213F102 $75 7,029 SH SOLE 7,029 PARTY CITY CORP COM 702145103 $307 20,979 SH SOLE 20,979 PATHFINDER BANCORP INC COM 70320A103 $46 2,647 SH SOLE 2,647 PATHMARK STORES INC NEW COM 70322A101 $401 63,486 SH SOLE 63,486 PATHMARK STORES INC NEW *W EXP 09/10/201 70322A119 $0 32 SH SOLE 32

PATINA OIL & GAS CORP COM 703224105 $51,762 1,294,043 SH SOLE 1,294,043 PATRIOT NATL BANCORP INC COM 70336F104 $65 3,594 SH SOLE 3,594 PATRIOT TRANSN HLDG INC COM 70337B102 $104 2,006 SH SOLE 2,006 PATTERSON COMPANIES INC COM 703395103 $5,165 103,413 SH SOLE 103,413 PATTERSON UTI ENERGY INC COM 703481101 $6,412 256,285 SH SOLE 256,285 PATTERSON UTI ENERGY INC COM 703481101 $335 13,400 SH P SOLE 13,400 PATTERSON UTI ENERGY INC COM 703481101 $110 4,400 SH C SOLE 4,400 PAULA FINL DEL COM 703588103 $3 1,518 SH SOLE 1,518 PAXAR CORP COM 704227107 $3,327 155,910 SH SOLE 155,910 PAXSON COMMUNICATIONS CORP COM 704231109 $3 5,052 SH SOLE 5,052 PAYCHEX INC COM 704326107 $36,751 1,119,760 SH SOLE 1,119,760 PAYCHEX INC COM 704326107 $13,358 407,000 SH P SOLE 407,000 PAYCHEX INC COM 704326107 $7,119 216,900 SH C SOLE 216,900 PAYLESS SHOESOURCE INC COM 704379106 $214 13,549 SH SOLE 13,549 PC MALL INC COM 69323K100 $1,326 106,765 SH SOLE 106,765 PCCW LTD SPONS ADR NEW 70454G207 $0 11 SH SOLE 11 PC-TEL INC COM 69325Q105 $125 16,966 SH SOLE 16,966 PDF SOLUTIONS INC COM 693282105 $287 20,477 SH SOLE 20,477 PDI INC COM 69329V100 $259 12,619 SH SOLE 12,619 PEABODY ENERGY CORP COM 704549104 $3,893 83,972 SH SOLE 83,972 PEACE ARCH ENTMT GROUP INC COM 704586304 $5 10,800 SH SOLE 10,800 PEAPACK-GLADSTONE FINL CORP COM 704699107 $187 6,911 SH SOLE 6,911 PEARSON PLC SPONSORED ADR 705015105 $67 5,438 SH SOLE 5,438 PEC SOLUTIONS INC COM 705107100 $351 27,880 SH SOLE 27,880 PECO II INC COM 705221109 $4 3,615 SH SOLE 3,615 PEDIATRIC SVCS OF AMERICA COM 705323103 $1 100 SH SOLE 100 PEDIATRIX MED GROUP COM 705324101 $3,959 57,714 SH SOLE 57,714 PEERLESS MFG CO COM 705514107 $13 900 SH SOLE 900 PEETS COFFEE & TEA INC COM 705560100 $105 4,268 SH SOLE 4,268 PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 $31 2,358 SH SOLE 2,358 PEGASUS SOLUTIONS INC COM 705906105 $49 4,173 SH SOLE 4,173 PEGASYSTEMS INC COM 705573103 $10 1,773 SH SOLE 1,773

PEMSTAR INC COM 706552106 $3 2,804 SH SOLE 2,804 PENFORD CORP COM 707051108 $51 3,085 SH SOLE 3,085 PENGROWTH ENERGY TR TRUST UNIT A 706902301 $2,781 139,044 SH SOLE 139,044 PENN ENGR & MFG CORP COM NON VTG 707389300 $1,381 76,519 SH SOLE 76,519 PENN ENGR & MFG CORP CL A 707389102 $23 1,266 SH SOLE 1,266 PENN NATL GAMING INC COM 707569109 $1,039 35,359 SH SOLE 35,359 PENN OCTANE CORP COM 707573101 $1 796 SH SOLE 796 PENN TREATY AMERN CORP COM 707874103 $20 8,942 SH SOLE 8,942 PENN VA CORP COM 707882106 $2,154 46,926 SH SOLE 46,926 PENN VA RESOURCES PARTNERS L COM 707884102 $7,030 139,071 SH SOLE 139,071 PENNEY J C INC COM 708160106 $28,659 551,986 SH C SOLE 551,986 PENNEY J C INC COM 708160106 $10,044 193,448 SH P SOLE 193,448 PENNEY J C INC COM 708160106 $3,586 69,060 SH SOLE 69,060 PENNFED FINL SVCS INC COM 708167101 $228 15,382 SH SOLE 15,382 PENNICHUCK CORP COM NEW 708254206 $32 1,252 SH SOLE 1,252 PENNROCK FINL SVCS CORP COM 708352109 $73 2,103 SH SOLE 2,103 PENNS WOODS BANCORP INC COM 708430103 $103 2,105 SH SOLE 2,105 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 $1,014 25,142 SH SOLE 25,142 PENTAIR INC COM 709631105 $4,938 126,612 SH SOLE 126,612 PENWEST PHARMACEUTICALS CO COM 709754105 $1,135 91,817 SH SOLE 91,817 PEOPLES BANCORP AUBURN IND COM 709788103 $51 2,524 SH SOLE 2,524 PEOPLES BANCORP INC COM 709789101 $43 1,612 SH SOLE 1,612 PEOPLES BANCORP N C INC COM 710577107 $46 2,566 SH SOLE 2,566 PEOPLES BK BRIDGEPORT CONN COM 710198102 $1,073 26,200 SH SOLE 26,200 PEOPLES CMNTY BANCORP INC COM 7.11E+111 $21 892 SH SOLE 892 PEOPLES ENERGY CORP COM 711030106 $3,350 79,907 SH SOLE 79,907 PEOPLES FINL CORP MISS COM 71103B102 $26 1,426 SH SOLE 1,426 PEOPLES HLDG CO COM 711148106 $113 3,644 SH SOLE 3,644 PEOPLES-SIDNEY FINL CORP COM 712308105 $37 2,856 SH SOLE 2,856 PEOPLESUPPORT INC COM 712714302 $82 9,280 SH SOLE 9,280 PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP4 $20 20,000 PRN SOLE 20,000 PEP BOYS MANNY MOE & JACK COM 713278109 $285 16,215 SH SOLE 16,215

PEPCO HOLDINGS INC COM 713291102 $573 27,307 SH SOLE 27,307 PEPSI BOTTLING GROUP INC COM 713409100 $12,777 458,777 SH SOLE 458,777 PEPSIAMERICAS INC COM 71343P200 $3,577 157,861 SH SOLE 157,861 PEPSICO INC COM 713448108 $255,484 4,817,722 SH SOLE 4,817,722 PEPSICO INC COM 713448108 $32,144 606,156 SH C SOLE 606,156 PEPSICO INC COM 713448108 $8,909 168,000 SH P SOLE 168,000 PERCEPTRON INC COM 71361F100 $11 1,420 SH SOLE 1,420 PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V303 $56 1,468 SH SOLE 1,468 PEREGRINE PHARMACEUTICALS IN COM 713661106 $234 159,443 SH SOLE 159,443 PERFICIENT INC COM 71375U101 $14 1,775 SH SOLE 1,775 PERFORMANCE FOOD GROUP CO COM 713755106 $741 26,781 SH SOLE 26,781 PERFORMANCE TECHNOLOGIES INC COM 71376K102 $3 443 SH SOLE 443 PERICOM SEMICONDUCTOR CORP COM 713831105 $815 95,074 SH SOLE 95,074 PERINI CORP COM 713839108 $282 20,442 SH SOLE 20,442 PERKINELMER INC COM 714046109 $7,503 363,710 SH SOLE 363,710 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 $13 7,118 SH SOLE 7,118 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 $7,189 517,548 SH SOLE 517,548 PERRIGO CO COM 714290103 $1,386 72,400 SH SOLE 72,400 PER-SE TECHNOLOGIES INC COM NEW 713569309 $183 11,909 SH SOLE 11,909 PERVASIVE SOFTWARE INC COM 715710109 $12 2,550 SH SOLE 2,550 PETCO ANIMAL SUPPLIES COM NEW 716016209 $1,839 49,966 SH SOLE 49,966 PETMED EXPRESS INC COM 716382106 $71 9,597 SH SOLE 9,597 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 $122 10,037 SH SOLE 10,037 PETRO-CDA COM 7.16E+106 $5,340 92,286 SH SOLE 92,286 PETROFUND ENERGY TRUST TR UNIT 71648W108 $3,196 218,629 SH SOLE 218,629 PETROHAWK ENERGY CORP COM 716495106 $128 12,200 SH SOLE 12,200 PETROKAZAKHSTAN INC COM 71649P102 $4,240 105,545 SH SOLE 105,545 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 $29,943 677,742 SH SOLE 677,742 PETROLEUM & RES CORP COM 716549100 $295 10,216 SH SOLE 10,216 PETROLEUM DEV CORP COM 716578109 $143 3,790 SH SOLE 3,790 PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 $2,277 33,894 SH SOLE 33,894 PETROLEUM HELICOPTERS INC COM NON VTG 716604202 $62 2,074 SH SOLE 2,074

PETROLEUM HELICOPTERS INC COM VTG 716604103 $15 495 SH SOLE 495 PETROQUEST ENERGY INC COM 716748108 $1,430 215,391 SH SOLE 215,391 PETSMART INC COM 716768106 $1,879 65,347 SH SOLE 65,347 PETSMART INC COM 716768106 $178 6,200 SH C SOLE 6,200 PETSMART INC COM 716768106 $29 1,000 SH P SOLE 1,000 PFEIFFER VACUUM TECH AG SPONSORED ADR 717067102 $36 714 SH SOLE 714 PFF BANCORP INC COM 69331W104 $188 6,797 SH SOLE 6,797 PFIZER INC COM 717081103 $819,707 31,206,258 SH SOLE 31,206,258 PFIZER INC COM 717081103 $247,248 9,411,810 SH P SOLE 9,411,810 PFIZER INC COM 717081103 $50,755 1,932,057 SH C SOLE 1,932,057 PFSWEB INC COM 717098107 $1 500 SH SOLE 500 PG&E CORP COM 69331C108 $15,732 461,358 SH SOLE 461,358 PG&E CORP COM 69331C108 $4,546 133,300 SH C SOLE 133,300 PG&E CORP COM 69331C108 $1,115 32,700 SH P SOLE 32,700 PHARMACEUTICAL PROD DEV INC COM 717124101 $704 14,533 SH SOLE 14,533 PHARMACOPEIA DRUG DISCVRY IN COM 7171EP101 $31 6,225 SH SOLE 6,225 PHARMACYCLICS INC COM 716933106 $93 11,632 SH SOLE 11,632 PHARMION CORP COM 71715B409 $489 16,859 SH SOLE 16,859 PHARMOS CORP COM NEW 717139208 $16 25,248 SH SOLE 25,248 PHASE FORWARD INC COM 71721R406 $7 1,106 SH SOLE 1,106 PHELPS DODGE CORP COM 717265102 $119,604 1,175,700 SH P SOLE 1,175,700 PHELPS DODGE CORP COM 717265102 $80,507 791,384 SH SOLE 791,384 PHELPS DODGE CORP COM 717265102 $59,665 586,500 SH C SOLE 586,500 PHELPS DODGE CORP PFD A CV 6.75% 717265508 $85,022 403,100 SH SOLE 403,100 PHH CORP COM NEW 693320202 $1,572 71,866 SH SOLE 71,866 PHILADELPHIA CONS HLDG CORP COM 717528103 $340 4,386 SH SOLE 4,386 PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 718252703 $501 10,221 SH SOLE 10,221 PHILLIPS VAN HEUSEN CORP COM 718592108 $6,071 227,872 SH SOLE 227,872 PHOENIX COS INC NEW CORPORATE UNIT 71902E406 $35,680 954,520 SH SOLE 954,520 PHOENIX COS INC NEW COM 7.19E+113 $161 12,579 SH SOLE 12,579 PHOENIX FOOTWEAR GROUP INC COM 71903M100 $2 239 SH SOLE 239 PHOENIX TECHNOLOGY LTD COM 719153108 $51 5,358 SH SOLE 5,358

PHOTOMEDEX INC COM 719358103 $7 2,521 SH SOLE 2,521 PHOTON DYNAMICS INC COM 719364101 $70 3,665 SH SOLE 3,665 PHOTRONICS INC NOTE 2.250% 4/1 719405AE2 $1,323 1,058,000 PRN SOLE 1,058,000 PHOTRONICS INC COM 719405102 $157 8,662 SH SOLE 8,662 PHOTRONICS INC NOTE 4.750%12/1 719405AC6 $3 3,000 PRN SOLE 3,000 PICO HLDGS INC COM NEW 693366205 $294 11,337 SH SOLE 11,337 PIEDMONT NAT GAS INC COM 720186105 $3,074 133,406 SH SOLE 133,406 PIER 1 IMPORTS INC COM 720279108 $1,442 79,126 SH SOLE 79,126 PILGRIMS PRIDE CORP COM 721467108 $1,278 35,768 SH SOLE 35,768 PIMCO CA MUNICIPAL INCOME FD COM 72200N106 $28 2,021 SH SOLE 2,021 PIMCO CALIF MUN INCOME FD II COM 72200M108 $0 17 SH SOLE 17 PIMCO COML MTG SECS TR INC COM 693388100 $982 73,300 SH SOLE 73,300 PIMCO CORPORATE INCOME FD COM 72200U100 $3,911 274,872 SH SOLE 274,872 PIMCO CORPORATE OPP FD COM 72201B101 $299 19,284 SH SOLE 19,284 PIMCO FLOATING RATE INCOME F COM 72201H108 $277 13,650 SH SOLE 13,650 PIMCO FLOATING RATE STRTGY F COM 72201J104 $937 49,741 SH SOLE 49,741 PIMCO HIGH INCOME FD COM SHS 722014107 $775 55,014 SH SOLE 55,014 PIMCO MUN INCOME FD II COM 72200W106 $390 26,679 SH SOLE 26,679 PIMCO MUN INCOME FD III COM 72201A103 $92 6,402 SH SOLE 6,402 PIMCO MUNICIPAL INCOME FD COM 72200R107 $393 27,155 SH SOLE 27,155 PIMCO NEW YORK MUN FD II COM 72200Y102 $29 2,022 SH SOLE 2,022 PIMCO NY MUNICIPAL INCOME FD COM 72200T103 $292 21,702 SH SOLE 21,702 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 $130 11,313 SH SOLE 11,313 PINNACLE AIRL CORP COM 723443107 $1,158 109,058 SH SOLE 109,058 PINNACLE BANCSHARES INC COM 722903101 $1 60 SH SOLE 60 PINNACLE DATA SYS INC COM 723454104 $654 218,019 SH SOLE 218,019 PINNACLE ENTMT INC COM 723456109 $178 10,635 SH SOLE 10,635 PINNACLE FINL PARTNERS INC COM 72346Q104 $83 4,007 SH SOLE 4,007 PINNACLE SYS INC COM 723481107 $604 108,103 SH SOLE 108,103 PINNACLE WEST CAP CORP COM 723484101 $12,741 299,726 SH SOLE 299,726 PIONEER CORP JAPAN SPONSORED ADR 723646105 $1,687 93,869 SH SOLE 93,869 PIONEER DRILLING CO COM 723655106 $81 5,900 SH SOLE 5,900

PIONEER FLOATING RATE TR COM 72369J102 $134 7,270 SH SOLE 7,270 PIONEER HIGH INCOME TR COM 72369H106 $53 3,481 SH SOLE 3,481 PIONEER INTREST SHS COM 723703104 $201 18,132 SH SOLE 18,132 PIONEER MUN HIGH INC ADV TR COM 723762100 $507 35,308 SH SOLE 35,308 PIONEER MUN HIGH INCOME TR COM SHS 723763108 $481 33,778 SH SOLE 33,778 PIONEER NAT RES CO COM 723787107 $416 9,734 SH SOLE 9,734 PIONEER TAX ADVNTAGE BALANC COM 72388R101 $212 16,400 SH SOLE 16,400 PIPER JAFFRAY COS COM 724078100 $478 13,069 SH SOLE 13,069 PITNEY BOWES INC COM 724479100 $32,952 730,323 SH SOLE 730,323 PITTSBURGH & W VA RR SH BEN INT 724819107 $9 946 SH SOLE 946 PIXAR COM 725811103 $1,122 11,500 SH P SOLE 11,500 PIXAR COM 725811103 $1,083 11,100 SH C SOLE 11,100 PIXAR COM 725811103 $834 8,553 SH SOLE 8,553 PIXELWORKS INC COM 72581M107 $1,223 150,000 SH C SOLE 150,000 PIXELWORKS INC COM 72581M107 $701 85,999 SH SOLE 85,999 PIZZA INN INC NEW COM 725848105 $5 1,929 SH SOLE 1,929 PLACER DOME INC COM 725906101 $4,418 272,379 SH SOLE 272,379 PLACER DOME INC COM 725906101 $1,529 94,236 SH C SOLE 94,236 PLACER DOME INC COM 725906101 $323 19,900 SH P SOLE 19,900 PLACER SIERRA BANCSHARES COM 726079106 $285 12,397 SH SOLE 12,397 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 $12,521 323,131 SH SOLE 323,131 PLAINS EXPL& PRODTN CO COM 726505100 $831 23,812 SH SOLE 23,812 PLANAR SYS INC COM 726900103 $113 12,559 SH SOLE 12,559 PLANETOUT INC COM 727058109 $11 1,331 SH SOLE 1,331 PLANTRONICS INC NEW COM 727493108 $690 18,113 SH SOLE 18,113 PLATINUM UNDERWRITER HLDGS L COM G7127P100 $9 313 SH SOLE 313 PLATO LEARNING INC COM 72764Y100 $131 16,743 SH SOLE 16,743 PLAYBOY ENTERPRISES INC CL B 728117300 $2,304 178,579 SH SOLE 178,579 PLAYBOY ENTERPRISES INC CL A 728117201 $3 227 SH SOLE 227 PLAYTEX PRODS INC COM 72813P100 $2 200 SH SOLE 200 PLC SYS INC COM 69341D104 $1 1,369 SH SOLE 1,369 PLEXUS CORP COM 729132100 $155 13,495 SH SOLE 13,495

PLUG POWER INC COM 72919P103 $300 45,428 SH SOLE 45,428 PLUM CREEK TIMBER CO INC COM 729251108 $20,641 578,187 SH SOLE 578,187 PLUMTREE SOFTWARE INC COM 72940Q104 $2,093 423,637 SH SOLE 423,637 PLX TECHNOLOGY INC COM 693417107 $500 47,572 SH SOLE 47,572 PMA CAP CORP CL A 693419202 $111 13,920 SH SOLE 13,920 PMC COML TR SH BEN INT 693434102 $18 1,194 SH SOLE 1,194 PMC-SIERRA INC COM 69344F106 $9,845 1,118,800 SH C SOLE 1,118,800 PMC-SIERRA INC COM 69344F106 $1,539 174,883 SH SOLE 174,883 PMC-SIERRA INC COM 69344F106 $58 6,600 SH P SOLE 6,600 PMI GROUP INC DBCV 2.500% 7/1 69344MAE1 $9,218 8,982,000 PRN SOLE 8,982,000 PMI GROUP INC COM 69344M101 $1,306 34,347 SH SOLE 34,347 PNC FINL SVCS GROUP INC COM 693475105 $33,688 654,381 SH SOLE 654,381 PNC FINL SVCS GROUP INC COM 693475105 $695 13,500 SH C SOLE 13,500 PNC FINL SVCS GROUP INC COM 693475105 $309 6,000 SH P SOLE 6,000 PNM RES INC COM 69349H107 $4,508 168,954 SH SOLE 168,954 POCAHONTAS BANCORP INC COM 730234101 $25 1,568 SH SOLE 1,568 POGO PRODUCING CO COM 730448107 $8,317 168,907 SH SOLE 168,907 POINT 360 COM 730698107 $3 970 SH SOLE 970 POINT THERAPEUTICS INC COM 730694106 $11 2,627 SH SOLE 2,627 POINTE FINANCIAL CORP COM 73084P100 $83 2,093 SH SOLE 2,093 POLARIS INDS INC COM 731068102 $2,543 36,216 SH SOLE 36,216 POLO RALPH LAUREN CORP CL A 731572103 $1,377 35,491 SH SOLE 35,491 POLYAIR INTER PACK INC COM 731912101 $7 896 SH SOLE 896 POLYCOM INC COM 73172K104 $492 29,040 SH SOLE 29,040 POLYCOM INC COM 73172K104 $214 12,600 SH C SOLE 12,600 POLYDEX PHARMACEUTICALS LTD COM PAR $0.016 731728200 $10 1,951 SH SOLE 1,951 POLYMEDICA CORP COM 731738100 $307 9,680 SH SOLE 9,680 POLYONE CORP COM 73179P106 $1,097 123,579 SH SOLE 123,579 POMEROY IT SOLUTIONS INC COM 731822102 $721 48,287 SH SOLE 48,287 POORE BROS INC COM 732813100 $0 100 SH SOLE 100 POPE & TALBOT INC COM 732827100 $2,272 129,263 SH SOLE 129,263 POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 732857107 $372 10,173 SH SOLE 10,173

POPULAR INC COM 733174106 $3,891 160,000 SH C SOLE 160,000 POPULAR INC COM 733174106 $10,793 443,808 SH SOLE 443,808 PORTAL SOFTWARE INC COM NEW 736126301 $53 21,990 SH SOLE 21,990 PORTALPLAYER INC COM 736187204 $82 3,574 SH SOLE 3,574 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 $749 22,008 SH SOLE 22,008 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 $5,239 444,373 SH SOLE 444,373 POSSIS MEDICAL INC COM 737407106 $181 21,603 SH SOLE 21,603 POST PPTYS INC COM 737464107 $2,107 67,869 SH SOLE 67,869 POTLATCH CORP COM 737628107 $2,737 58,143 SH SOLE 58,143 POWELL INDS INC COM 739128106 $113 6,123 SH SOLE 6,123 POWER INTEGRATIONS INC COM 739276103 $143 6,860 SH SOLE 6,860 POWER-ONE INC COM 739308104 $294 60,563 SH SOLE 60,563 POWERWAVE TECHNOLOGIES INC COM 739363109 $4,871 629,305 SH SOLE 629,305 POZEN INC COM 73941U102 $102 19,484 SH SOLE 19,484 PPG INDS INC COM 693506107 $37,470 523,908 SH SOLE 523,908 PPL CORP COM 69351T106 $14,329 265,400 SH SOLE 265,400 PPL CORP COM 69351T106 $4,859 90,000 SH C SOLE 90,000 PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE7 $112 100,000 PRN SOLE 100,000 PPT VISION INC COM 693519100 $1 1,693 SH SOLE 1,693 PRA INTL COM 69353C101 $170 6,317 SH SOLE 6,317 PRAECIS PHARMACEUTICALS INC COM 739421105 $46 43,388 SH SOLE 43,388 PRANA BIOTECHNOLOGY LTD SPONSORED ADR 739727105 $7 2,065 SH SOLE 2,065 PRAXAIR INC COM 74005P104 $55,542 1,160,513 SH SOLE 1,160,513 PRE PAID LEGAL SVCS INC COM 740065107 $778 22,993 SH SOLE 22,993 PRECISION CASTPARTS CORP COM 740189105 $39,226 509,362 SH SOLE 509,362 PRECISION DRILLING CORP COM 74022D100 $6,591 88,277 SH SOLE 88,277 PREFORMED LINE PRODS CO COM 740444104 $61 2,029 SH SOLE 2,029 PREMCOR INC COM 74045Q104 $1,888 31,633 SH SOLE 31,633 PREMIER CMNTY BANKSHARES INC COM 740473103 $24 1,231 SH SOLE 1,231 PREMIERE GLOBAL SVCS INC COM 740585104 $46 4,100 SH SOLE 4,100 PREMIERWEST BANCORP COM 740921101 $23 2,046 SH SOLE 2,046 PRENTISS PPTYS TR SH BEN INT 740706106 $1,438 42,090 SH SOLE 42,090

PRESIDENTIAL LIFE CORP COM 740884101 $558 34,251 SH SOLE 34,251 PRESSURE BIOSCIENCES INC COM 7.41E+113 $6 2,034 SH SOLE 2,034 PRESTIGE BRANDS HLDGS INC COM 74112D101 $164 9,286 SH SOLE 9,286 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 $190 38,023 SH SOLE 38,023 PRICE COMMUNICATIONS CORP COM NEW 741437305 $44,154 2,523,078 SH SOLE 2,523,078 PRICE T ROWE GROUP INC COM 74144T108 $21,288 358,509 SH SOLE 358,509 PRICELINE COM INC COM NEW 741503403 $2,006 79,600 SH C SOLE 79,600 PRICELINE COM INC COM NEW 741503403 $1,950 77,400 SH P SOLE 77,400 PRICELINE COM INC COM NEW 741503403 $796 31,587 SH SOLE 31,587 PRICESMART INC COM 741511109 $23 3,102 SH SOLE 3,102 PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB8 $48,615 32,302,000 PRN SOLE 32,302,000 PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 $4,540 3,860,000 PRN SOLE 3,860,000 PRIDE INTL INC DEL COM 74153Q102 $43,002 1,731,147 SH SOLE 1,731,147 PRIDE INTL INC DEL COM 74153Q102 $104 4,200 SH C SOLE 4,200 PRIDE INTL INC DEL COM 74153Q102 $75 3,000 SH P SOLE 3,000 PRIME GROUP REALTY TRUST SH BEN INT 74158J103 $2 307 SH SOLE 307 PRIMEDIA INC COM 74157K101 $57 13,198 SH SOLE 13,198 PRIMEENERGY CORP COM 7.42E+108 $13 634 SH SOLE 634 PRIMEWEST ENERGY TR TR UNIT NEW 741930309 $1,833 76,507 SH SOLE 76,507 PRIMUS GUARANTY LTD SHS G72457107 $0 10 SH SOLE 10 PRIMUS TELECOMMUNICATIONS GR COM 741929103 $0 81 SH SOLE 81 PRINCETON NATL BANCORP INC COM 742282106 $32 1,086 SH SOLE 1,086 PRINCETON REVIEW INC COM 742352107 $66 12,051 SH SOLE 12,051 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 $15,989 415,406 SH SOLE 415,406 PRINTRONIX INC COM 742578107 $274 17,033 SH SOLE 17,033 PRIORITY HEALTHCARE CORP CL B 74264T102 $845 39,057 SH SOLE 39,057 PRIVATE BUSINESS INC COM NEW 74267D203 $6 2,909 SH SOLE 2,909 PRIVATE MEDIA GROUP INC COM 74266R104 $3 645 SH SOLE 645 PRIVATEBANCORP INC COM 742962103 $4,115 131,000 SH C SOLE 131,000 PRIVATEBANCORP INC COM 742962103 $712 22,675 SH SOLE 22,675 PROASSURANCE CORP COM 74267C106 $884 22,368 SH SOLE 22,368 PROCENTURY CORP COM 74268T108 $60 5,732 SH SOLE 5,732

PROCTER & GAMBLE CO COM 742718109 $338,441 6,385,672 SH SOLE 6,385,672 PROCTER & GAMBLE CO COM 742718109 $54,239 1,023,378 SH P SOLE 1,023,378 PROCTER & GAMBLE CO COM 742718109 $37,000 698,118 SH C SOLE 698,118 PRO-DEX INC COLO COM 74265M106 $6 2,083 SH SOLE 2,083 PROGEN INDS LTD ORD Q7759R100 $5 2,155 SH SOLE 2,155 PROGENICS PHARMACEUTICALS IN COM 743187106 $5,698 338,936 SH SOLE 338,936 PROGRAMMERS PARADISE INC COM 743205106 $19 1,559 SH SOLE 1,559 PROGRESS ENERGY INC COM 743263105 $18,240 434,797 SH SOLE 434,797 PROGRESS SOFTWARE CORP COM 743312100 $1,128 43,017 SH SOLE 43,017 PROGRESSIVE CORP OHIO COM 743315103 $15,874 173,000 SH P SOLE 173,000 PROGRESSIVE CORP OHIO COM 743315103 $15,532 169,263 SH SOLE 169,263 PROGRESSIVE CORP OHIO COM 743315103 $10,947 119,300 SH C SOLE 119,300 PROLOGIS SH BEN INT 743410102 $24,281 654,484 SH SOLE 654,484 PROQUEST COMPANY COM 74346P102 $56 1,557 SH SOLE 1,557 PROSOFT LEARNING CORP COM 7.43E+110 $0 118 SH SOLE 118 PROSPECT ENERGY CORP COM 74348T102 $61 4,704 SH SOLE 4,704 PROSPECT STREET INCOME SHS I COM 743590101 $12 2,080 SH SOLE 2,080 PROTECTIVE LIFE CORP COM 743674103 $5,122 130,327 SH SOLE 130,327 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 $1,574 1,539,000 PRN SOLE 1,539,000 PROTEIN DESIGN LABS INC COM 74369L103 $2,566 160,491 SH SOLE 160,491 PROTEIN DESIGN LABS INC COM 74369L103 $1,412 88,300 SH C SOLE 88,300 PROTEIN DESIGN LABS INC COM 74369L103 $1,262 78,900 SH P SOLE 78,900 PROVALIS PLC SPONS ADR NEW 74372Q206 $9 2,974 SH SOLE 2,974 PROVIDE COMM INC COM 74373W103 $952 32,961 SH SOLE 32,961 PROVIDENCE & WORCESTER RR CO COM 743737108 $31 2,322 SH SOLE 2,322 PROVIDENCE SVC CORP COM 743815102 $116 5,000 SH SOLE 5,000 PROVIDENT BANCORP INC DEL COM 74383A109 $21 1,687 SH SOLE 1,687 PROVIDENT BANKSHARES CORP COM 743859100 $302 9,163 SH SOLE 9,163 PROVIDENT ENERGY TR TR UNIT 74386K104 $2,027 204,978 SH SOLE 204,978 PROVIDENT FINL HLDGS INC COM 743868101 $248 8,326 SH SOLE 8,326 PROVIDENT FINL SVCS INC COM 74386T105 $36 2,109 SH SOLE 2,109 PROVIDIAN FINL CORP NOTE 2/1 74406AAB8 $7,894 15,000,000 PRN SOLE 15,000,000

PROVIDIAN FINL CORP COM 74406A102 $6,123 356,800 SH C SOLE 356,800 PROVIDIAN FINL CORP COM 74406A102 $4,861 283,265 SH SOLE 283,265 PROVIDIAN FINL CORP NOTE 2.750% 3/1 74406AAD4 $138 116,000 PRN SOLE 116,000 PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA0 $115 115,000 PRN SOLE 115,000 PROVIDIAN FINL CORP NOTE 4.000% 5/1 74406AAC6 $91 64,000 PRN SOLE 64,000 PROVIDIAN FINL CORP COM 74406A102 $136 7,900 SH P SOLE 7,900 PROVINCE HEALTHCARE CO COM 743977100 $2,946 122,285 SH SOLE 122,285 PROVO INTERNATIONAL INC COM NEW 744141201 $0 462 SH SOLE 462 PROXIM CORP CL A NEW 744283201 $1 1,800 SH SOLE 1,800 PROXYMED INC COM NEW 744290305 $126 14,447 SH SOLE 14,447 PRUDENTIAL FINL INC COM 744320102 $55,753 971,311 SH SOLE 971,311 PRUDENTIAL FINL INC COM 744320102 $2,112 36,800 SH C SOLE 36,800 PRUDENTIAL FINL INC COM 744320102 $563 9,800 SH P SOLE 9,800 PRUDENTIAL PLC ADR 74435K204 $763 39,627 SH SOLE 39,627 PS BUSINESS PKS INC CALIF COM 69360J107 $528 13,109 SH SOLE 13,109 PSB BANCORP INC COM 693604100 $13 810 SH SOLE 810 PSB HLDGS INC COM 69360W108 $1 100 SH SOLE 100 PSI TECHNOLOGIES HLDGS INC SPONSORED ADR 74438Q109 $4 3,546 SH SOLE 3,546 PSS WORLD MED INC COM 69366A100 $141 12,373 SH SOLE 12,373 PSYCHEMEDICS CORP COM NEW 744375205 $73 5,508 SH SOLE 5,508 PSYCHIATRIC SOLUTIONS INC COM 74439H108 $3,238 70,387 SH SOLE 70,387 PUBLIC STORAGE INC COM 74460D109 $1,286 22,581 SH SOLE 22,581 PUBLIC STORAGE INC COM A DP1/1000 74460D729 $239 8,535 SH SOLE 8,535 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $14,888 273,732 SH SOLE 273,732 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $49 900 SH C SOLE 900 PUBLIC SVC ENTERPRISE GROUP COM 744573106 $5 100 SH P SOLE 100 PUGET ENERGY INC NEW COM 745310102 $228 10,349 SH SOLE 10,349 PULITZER INC COM 745769109 $111 1,736 SH SOLE 1,736 PULTE HOMES INC COM 745867101 $34,215 464,684 SH P SOLE 464,684 PULTE HOMES INC COM 745867101 $14,234 193,321 SH SOLE 193,321 PULTE HOMES INC COM 745867101 $8,644 117,400 SH C SOLE 117,400 PURADYN FILTER TECHNOLOGIES COM 746091107 $1 1,268 SH SOLE 1,268

PURECYCLE CORP COM NEW 746228303 $10 1,522 SH SOLE 1,522 PUTNAM CALIF INVT GRADE MUN SH BEN INT 746446103 $15 1,100 SH SOLE 1,100 PUTNAM HIGH INCOME BOND FD SH BEN INT 746779107 $327 43,977 SH SOLE 43,977 PUTNAM HIGH YIELD MUN TR SH BEN INT 746781103 $9 1,274 SH SOLE 1,274 PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 $10 1,268 SH SOLE 1,268 PUTNAM MANAGED MUN INCOM TR COM 746823103 $27 3,806 SH SOLE 3,806 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 $2,871 449,349 SH SOLE 449,349 PUTNAM MUN BD FD INC SH BEN INT 74683V100 $1 49 SH SOLE 49 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 $63 5,456 SH SOLE 5,456 PUTNAM N Y INVT GRADE MUN TR SH BEN INT 746921105 $11 904 SH SOLE 904 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 $1,748 277,537 SH SOLE 277,537 PUTNAM TAX FREE HEALTH CARE SH BEN INT 746920107 $2 200 SH SOLE 200 PVF CAPITAL CORP COM 693654105 $24 1,844 SH SOLE 1,844 PXRE GROUP LTD COM G73018106 $499 19,469 SH SOLE 19,469 PYR ENERGY CORP COM 693677106 $21 13,155 SH SOLE 13,155 PYRAMID BREWERIES INC COM 747135101 $6 3,235 SH SOLE 3,235 Q E P INC COM 74727K102 $61 4,338 SH SOLE 4,338 Q MED COM 747914109 $5 447 SH SOLE 447 QC HLDGS INC COM 74729T101 $32 2,125 SH SOLE 2,125 QCR HOLDINGS INC COM 74727A104 $26 1,228 SH SOLE 1,228 QIAGEN N V ORD N72482107 $3,815 319,554 SH SOLE 319,554 QIAGEN N V ORD N72482107 $98 8,200 SH P SOLE 8,200 QIAO XING UNIVERSAL TELEPHON ORD G7303A109 $136 22,664 SH SOLE 22,664 QLOGIC CORP COM 747277101 $5,974 147,500 SH C SOLE 147,500 QLOGIC CORP COM 747277101 $5,473 135,132 SH SOLE 135,132 QLOGIC CORP COM 747277101 $1,762 43,500 SH P SOLE 43,500 QLT INC NOTE 3.000% 9/1 746927AB8 $11,716 11,629,000 PRN SOLE 11,629,000 QLT INC COM 746927102 $3,351 260,600 SH C SOLE 260,600 QLT INC COM 746927102 $1,222 95,000 SH SOLE 95,000 QLT INC COM 746927102 $509 39,600 SH P SOLE 39,600 QSOUND LABS INC COM NEW 74728C307 $15 3,316 SH SOLE 3,316 QUADRAMED CORP COM 74730W101 $390 250,000 SH SOLE 250,000

QUAKER CHEM CORP COM 747316107 $880 42,864 SH SOLE 42,864 QUAKER FABRIC CORP NEW COM 747399103 $32 9,709 SH SOLE 9,709 QUALCOMM INC COM 747525103 $156,497 4,272,365 SH SOLE 4,272,365 QUALCOMM INC COM 747525103 $54,583 1,490,130 SH P SOLE 1,490,130 QUALCOMM INC COM 747525103 $12,711 347,000 SH C SOLE 347,000 QUALITY DINING INC COM 74756P105 $6 1,741 SH SOLE 1,741 QUALITY DISTR INC FLA COM 74756M102 $266 24,470 SH SOLE 24,470 QUALITY SYS INC COM 747582104 $22 521 SH SOLE 521 QUALSTAR CORP COM 74758R109 $8 2,041 SH SOLE 2,041 QUANEX CORP COM 747620102 $547 10,250 SH SOLE 10,250 QUANTA CAPITAL HLDGS LTD SHS G7313F106 $89 11,200 SH SOLE 11,200 QUANTA SVCS INC COM 7.48E+106 $1,194 156,500 SH C SOLE 156,500 QUANTUM CORP COM DSSG 747906204 $7 2,500 SH SOLE 2,500 QUANTUM FUEL SYS TECH WORLDW COM 7.48E+113 $50 10,759 SH SOLE 10,759 QUEBECOR WORLD INC COM NON-VTG 748203106 $9 369 SH SOLE 369 QUEST DIAGNOSTICS INC COM 74834L100 $24,536 233,383 SH SOLE 233,383 QUEST DIAGNOSTICS INC COM 74834L100 $2,523 24,000 SH C SOLE 24,000 QUEST DIAGNOSTICS INC COM 74834L100 $988 9,400 SH P SOLE 9,400 QUEST SOFTWARE INC COM 74834T103 $489 35,317 SH SOLE 35,317 QUESTAR CORP COM 748356102 $2,895 48,861 SH SOLE 48,861 QUICKLOGIC CORP COM 74837P108 $40 11,775 SH SOLE 11,775 QUICKSILVER RESOURCES INC COM 74837R104 $220 4,515 SH SOLE 4,515 QUIDEL CORP COM 74838J101 $73 18,744 SH SOLE 18,744 QUIGLEY CORP COM NEW 74838L304 $11 1,388 SH SOLE 1,388 QUIKSILVER INC COM 74838C106 $6,325 217,871 SH SOLE 217,871 QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 $1 61 SH SOLE 61 QUINENCO S A SPONSORED ADR 748718103 $9 756 SH SOLE 756 QUINTON CARDIOLOGY SYS INC COM 748773108 $11 1,370 SH SOLE 1,370 QUIPP INC COM 748802105 $24 2,002 SH SOLE 2,002 QUIXOTE CORP COM 749056107 $106 4,884 SH SOLE 4,884 QUOVADX INC COM 74913K106 $66 21,487 SH SOLE 21,487 QWEST COMMUNICATIONS INTL IN COM 749121109 $4,352 1,176,259 SH SOLE 1,176,259

QWEST COMMUNICATIONS INTL IN COM 749121109 $390 105,400 SH C SOLE 105,400 QWEST COMMUNICATIONS INTL IN COM 749121109 $21 5,600 SH P SOLE 5,600 R & G FINANCIAL CORP CL B 749136107 $2,876 92,277 SH SOLE 92,277 R H DONNELLEY CORP COM NEW 74955W307 $27,706 476,946 SH SOLE 476,946 RADIAN GROUP INC COM 750236101 $2,121 44,431 SH SOLE 44,431 RADIANT SYSTEMS INC COM 75025N102 $426 43,476 SH SOLE 43,476 RADIATION THERAPY SVCS INC COM 750323206 $208 10,961 SH SOLE 10,961 RADICA GAMES LTD ORD G7342H107 $8 973 SH SOLE 973 RADIO ONE INC CL A 75040P108 $21,494 1,464,191 SH SOLE 1,464,191 RADIO ONE INC CL D NON VTG 75040P405 $470 31,895 SH SOLE 31,895 RADIOLOGIX INC COM 75040K109 $4 993 SH SOLE 993 RADIOSHACK CORP COM 750438103 $8,950 365,300 SH SOLE 365,300 RADIOSHACK CORP COM 750438103 $426 17,400 SH C SOLE 17,400 RADIOSHACK CORP COM 750438103 $225 9,200 SH P SOLE 9,200 RADISYS CORP COM 750459109 $61 4,316 SH SOLE 4,316 RADVISION LTD ORD M81869105 $74 5,818 SH SOLE 5,818 RADWARE LTD ORD M81873107 $66 2,805 SH SOLE 2,805 RADYNE COMSTREAM INC COM NEW 750611402 $135 16,500 SH SOLE 16,500 RAE SYS INC COM 75061P102 $12 3,916 SH SOLE 3,916 RAILAMERICA INC COM 750753105 $16 1,267 SH SOLE 1,267 RAINDANCE COMM COM 75086X106 $5 1,832 SH SOLE 1,832 RAINIER PAC FINL GROUP INC COM 75087U101 $78 4,910 SH SOLE 4,910 RAINING DATA CORP COM 75087R108 $2 705 SH SOLE 705 RAINMAKER SYSTEMS COM 750875106 $0 796 SH SOLE 796 RAIT INVT TR COM 749227104 $1,507 56,174 SH SOLE 56,174 RALCORP HLDGS INC NEW COM 751028101 $2,032 42,917 SH SOLE 42,917 RAMBUS INC DEL COM 750917106 $5,428 360,200 SH P SOLE 360,200 RAMBUS INC DEL COM 750917106 $5,256 348,800 SH C SOLE 348,800 RAMBUS INC DEL COM 750917106 $3,037 201,500 SH SOLE 201,500 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 $376 13,852 SH SOLE 13,852 RAMP CORP COM NEW 75156P207 $1 611 SH SOLE 611 RAMTRON INTL CORP COM NEW 751907304 $5 1,435 SH SOLE 1,435

RANDGOLD & EXPL LTD SPON ADR NEW 753009307 $8 4,432 SH SOLE 4,432 RANGE RES CORP COM 75281A109 $20,842 892,200 SH SOLE 892,200 RANK GROUP PLC SPONSORED ADR 753037100 $1 100 SH SOLE 100 RARE HOSPITALITY INTL INC COM 753820109 $1,077 34,867 SH SOLE 34,867 RAVEN INDS INC COM 754212108 $157 7,676 SH SOLE 7,676 RAYMOND JAMES FINANCIAL INC COM 754730109 $19 615 SH SOLE 615 RAYONIER INC COM 754907103 $7,668 154,813 SH SOLE 154,813 RAYOVAC CORP COM 755081106 $750 18,022 SH SOLE 18,022 RAYTECH CORP DEL COM 755103108 $1 1,008 SH SOLE 1,008 RAYTHEON CO COM NEW 755111507 $49,000 1,266,147 SH SOLE 1,266,147 RAYTHEON CO COM NEW 755111507 $4,009 103,600 SH C SOLE 103,600 RAYTHEON CO COM NEW 755111507 $12 300 SH P SOLE 300 RCG COMPANIES INC COM 749328100 $0 56 SH SOLE 56 RCM TECHNOLOGIES INC COM NEW 749360400 $13 2,542 SH SOLE 2,542 READERS DIGEST ASSN INC COM 755267101 $209 12,048 SH SOLE 12,048 READING INTERNATIONAL INC CL A 755408101 $10 1,455 SH SOLE 1,455 REALNETWORKS INC COM 75605L104 $304 52,510 SH SOLE 52,510 REALTY INCOME CORP COM 756109104 $1,122 49,035 SH SOLE 49,035 REAVES UTIL INCOME FD COM SH BEN INT 756158101 $9 439 SH SOLE 439 RECKSON ASSOCS RLTY CORP COM 75621K106 $1,727 56,251 SH SOLE 56,251 RED HAT INC DBCV 0.500% 1/1 756577AB8 $7,892 9,683,000 PRN SOLE 9,683,000 RED HAT INC COM 756577102 $1,699 155,773 SH C SOLE 155,773 RED HAT INC COM 756577102 $1,391 127,476 SH SOLE 127,476 RED HAT INC COM 756577102 $940 86,200 SH P SOLE 86,200 RED ROBIN GOURMET BURGERS IN COM 75689M101 $233 4,583 SH SOLE 4,583 REDBACK NETWORKS INC COM NEW 757209507 $6 949 SH SOLE 949 REDBACK NETWORKS INC COM NEW 757209507 $1 121 SH C SOLE 121 REDENVELOPE INC COM 75733R601 $115 14,400 SH SOLE 14,400 REDHOOK ALE BREWERY COM 757473103 $6 1,838 SH SOLE 1,838 REDIFF COM INDIA LTD SPONSORED ADR 757479100 $17 2,432 SH SOLE 2,432 REDWOOD TR INC COM 758075402 $711 13,886 SH SOLE 13,886 REEBOK INTL LTD DBCV 2.000% 5/0 758110AH3 $5,277 4,949,000 PRN SOLE 4,949,000

REEBOK INTL LTD COM 758110100 $3,766 85,000 SH C SOLE 85,000 REEBOK INTL LTD COM 758110100 $942 21,263 SH SOLE 21,263 REED ELSEVIER N V SPONSORED ADR 758204101 $1,948 64,306 SH SOLE 64,306 REED ELSEVIER P L C SPONSORED ADR 758205108 $1,114 26,757 SH SOLE 26,757 REFAC NEW COM 758960108 $0 23 SH SOLE 23 REGAL BELOIT CORP COM 758750103 $1,401 48,679 SH SOLE 48,679 REGAL ENTMT GROUP CL A 758766109 $551 26,192 SH SOLE 26,192 REGENCY CTRS CORP COM 758849103 $200,046 4,200,000 SH P SOLE 4,200,000 REGENCY CTRS CORP COM 758849103 $145,805 3,061,207 SH SOLE 3,061,207 REGENERATION TECH INC DEL COM 75886N100 $166 16,115 SH SOLE 16,115 REGENERON PHARMACEUTICALS COM 75886F107 $405 79,332 SH SOLE 79,332 REGENT COMMUNICATIONS INC DE COM 758865109 $468 87,418 SH SOLE 87,418 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 7.59E+104 $9 65 SH SOLE 65 REGIONS FINANCIAL CORP NEW COM 7591EP100 $28,790 888,579 SH SOLE 888,579 REGIONS FINANCIAL CORP NEW COM 7591EP100 $1,102 34,000 SH C SOLE 34,000 REGIS CORP MINN COM 758932107 $1,173 28,647 SH SOLE 28,647 REGISTER COM INC COM 75914G101 $2,145 365,408 SH SOLE 365,408 REHABCARE GROUP INC COM 759148109 $102 3,557 SH SOLE 3,557 REINSURANCE GROUP AMER INC COM 759351109 $3,204 75,248 SH SOLE 75,248 RELIANCE STEEL & ALUMINUM CO COM 759509102 $2,384 59,579 SH SOLE 59,579 RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD7 $3,504 2,514,000 PRN SOLE 2,514,000 RELIANT ENERGY INC COM 75952B105 $110 9,690 SH SOLE 9,690 RELIANT ENERGY INC COM 75952B105 $101 8,900 SH C SOLE 8,900 RELIANT ENERGY INC COM 75952B105 $34 3,000 SH P SOLE 3,000 RELIV INTL INC COM 75952R100 $24 2,700 SH SOLE 2,700 REMEC INC COM 759543101 $11 2,140 SH SOLE 2,140 REMINGTON OIL & GAS CORP COM 759594302 $292 9,251 SH SOLE 9,251 REMOTE DYNAMICS INC COM 75962A105 $2 1,979 SH SOLE 1,979 RENAISSANCE LEARNING INC COM 75968L105 $104 6,086 SH SOLE 6,086 RENAISSANCERE HOLDINGS LTD COM G7496G103 $2,161 46,274 SH SOLE 46,274 RENAL CARE GROUP INC COM 759930100 $4,541 119,684 SH SOLE 119,684 RENOVIS INC COM 759885106 $237 29,342 SH SOLE 29,342

RENT A CTR INC NEW COM 76009N100 $409 14,961 SH SOLE 14,961 RENT WAY INC COM 76009U104 $803 97,964 SH SOLE 97,964 RENTECH INC COM 760112102 $1 1,043 SH SOLE 1,043 RENTRAK CORP COM 760174102 $1,197 108,012 SH SOLE 108,012 REPLIGEN CORP COM 759916109 $230 135,192 SH SOLE 135,192 REPUBLIC AWYS HLDGS INC COM 760276105 $141 11,267 SH SOLE 11,267 REPUBLIC BANCORP INC COM 760282103 $286 21,088 SH SOLE 21,088 REPUBLIC BANCORP KY CL A 760281204 $697 31,377 SH SOLE 31,377 REPUBLIC FIRST BANCORP INC COM 760416107 $22 1,521 SH SOLE 1,521 REPUBLIC SVCS INC COM 760759100 $774 23,115 SH SOLE 23,115 RES-CARE INC COM 760943100 $1,514 121,000 SH C SOLE 121,000 RES-CARE INC COM 760943100 $369 29,469 SH SOLE 29,469 RESEARCH FRONTIERS INC COM 760911107 $22 4,158 SH SOLE 4,158 RESEARCH IN MOTION LTD COM 760975102 $47,059 615,800 SH P SOLE 615,800 RESEARCH IN MOTION LTD COM 760975102 $30,591 400,300 SH C SOLE 400,300 RESEARCH IN MOTION LTD COM 760975102 $28,317 370,539 SH SOLE 370,539 RESMED INC COM 761152107 $3,300 58,502 SH SOLE 58,502 RESMED INC COM 761152107 $2,256 40,000 SH C SOLE 40,000 RESMED INC COM 761152107 $149 2,645 SH P SOLE 2,645 RESOURCE AMERICA INC CL A 761195205 $46 1,321 SH SOLE 1,321 RESOURCES CONNECTION INC COM 76122Q105 $4,940 236,026 SH C SOLE 236,026 RESOURCES CONNECTION INC COM 76122Q105 $797 38,062 SH SOLE 38,062 RESPIRONICS INC COM 761230101 $6,327 108,584 SH SOLE 108,584 RESTORATION HARDWARE INC DEL COM 760981100 $82 14,315 SH SOLE 14,315 RETAIL HOLDRS TR DEP RCPT 76127U101 $19 200 SH C SOLE 200 RETAIL VENTURES INC COM 76128Y102 $263 28,826 SH SOLE 28,826 RETALIX LTD ORD M8215W109 $187 7,893 SH SOLE 7,893 RETEK INC COM 76128Q109 $160 14,230 SH SOLE 14,230 RETRACTABLE TECHNOLOGIES INC COM 76129W105 $16 4,000 SH SOLE 4,000 REVLON INC CL A 761525500 $4 1,434 SH SOLE 1,434 REWARDS NETWORK INC COM 761557107 $10 2,416 SH SOLE 2,416 REX STORES CORP COM 761624105 $2 141 SH SOLE 141

REYNOLDS & REYNOLDS CO CL A 761695105 $105 3,898 SH SOLE 3,898 REYNOLDS AMERICAN INC COM 761713106 $68,405 848,800 SH P SOLE 848,800 REYNOLDS AMERICAN INC COM 761713106 $23,299 289,100 SH C SOLE 289,100 REYNOLDS AMERICAN INC COM 761713106 $13,018 161,530 SH SOLE 161,530 RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 $797 850,000 PRN SOLE 850,000 RF MICRODEVICES INC COM 749941100 $498 95,432 SH SOLE 95,432 RF MICRODEVICES INC COM 749941100 $185 35,400 SH C SOLE 35,400 RF MICRODEVICES INC COM 749941100 $33 6,400 SH P SOLE 6,400 RF MONOLITHICS INC COM 74955F106 $73 15,900 SH SOLE 15,900 RGC RES INC COM 74955L103 $9 345 SH SOLE 345 RICA FOODS INC COM NEW 762582203 $1 159 SH SOLE 159 RICHARDSON ELECTRS LTD COM 763165107 $9 835 SH SOLE 835 RICKS CABARET INTL INC COM NEW 765641303 $8 2,410 SH SOLE 2,410 RIGEL PHARMACEUTICALS INC COM NEW 766559603 $48 3,000 SH SOLE 3,000 RIGGS NATL CORP WASH DC COM 766570105 $183 9,610 SH SOLE 9,610 RIGHTNOW TECHNOLOGIES INC COM 76657R106 $7 564 SH SOLE 564 RIMAGE CORP COM 766721104 $179 9,000 SH SOLE 9,000 RINKER GROUP LTD SPONSORED ADR 76687M101 $707 8,437 SH SOLE 8,437 RIO NARCEA GOLD MINES INC COM 766909105 $3 1,700 SH SOLE 1,700 RIO VISTA ENERGY PARTNERS L COM 767271109 $0 37 SH SOLE 37 RIT TECHNOLOGIES LTD ORD M8215N109 $5 1,786 SH SOLE 1,786 RITCHIE BROS AUCTIONEERS COM 767744105 $13 409 SH SOLE 409 RITE AID CORP COM 767754104 $2,257 570,000 SH C SOLE 570,000 RITE AID CORP COM 767754104 $900 227,220 SH SOLE 227,220 RIVERVIEW BANCORP INC COM 769397100 $29 1,346 SH SOLE 1,346 RIVIERA TOOL CO COM 769648106 $1 576 SH SOLE 576 RLI CORP COM 749607107 $633 15,281 SH SOLE 15,281 RMK ADVANTAGE INCOME FD INC COM 74963L103 $17 1,103 SH SOLE 1,103 RMK HIGH INCOME FD INC COM SHS 74963B105 $13 814 SH SOLE 814 RMR HOSPITALITY REAL ESTATE COM 74963J108 $1 43 SH SOLE 43 RMR REAL ESTATE FD SH BEN INT 74963F106 $14 1,081 SH SOLE 1,081 ROANOKE ELEC STL CORP COM 769841107 $111 5,377 SH SOLE 5,377

ROBBINS & MYERS INC COM 770196103 $71 3,239 SH SOLE 3,239 ROBERT HALF INTL INC COM 770323103 $7,949 294,839 SH SOLE 294,839 ROBERTS REALTY INVS COM 769900101 $13 1,668 SH SOLE 1,668 ROBO GROUP TEK LTD SHS M20330102 $1 813 SH SOLE 813 ROCK OF AGES CORP CL A 772632105 $14 2,059 SH SOLE 2,059 ROCKFORD CORP COM 77316P101 $13 5,461 SH SOLE 5,461 ROCK-TENN CO CL A 772739207 $854 64,228 SH SOLE 64,228 ROCKWELL AUTOMATION INC COM 773903109 $22,628 399,508 SH SOLE 399,508 ROCKWELL COLLINS INC COM 774341101 $14,100 296,278 SH SOLE 296,278 ROCKWELL COLLINS INC COM 774341101 $895 18,800 SH P SOLE 18,800 ROCKWELL MEDICAL TECH COM 774374102 $6 1,818 SH SOLE 1,818 ROCKWELL MEDICAL TECH *W EXP 01/26/200 774374110 $1 1,688 SH SOLE 1,688 ROCKY SHOES & BOOTS INC COM 774830103 $277 10,421 SH SOLE 10,421 ROFIN SINAR TECHNOLOGIES INC COM 775043102 $708 22,039 SH SOLE 22,039 ROGERS COMMUNICATIONS INC CL B 775109200 $3,405 125,000 SH SOLE 125,000 ROGERS CORP COM 775133101 $372 9,293 SH SOLE 9,293 ROHM & HAAS CO COM 775371107 $37,919 789,986 SH SOLE 789,986 ROLLINS INC COM 775711104 $184 9,899 SH SOLE 9,899 ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA4 $18,028 37,755,000 PRN SOLE 37,755,000 ROPER INDS INC NEW COM 776696106 $121 1,840 SH SOLE 1,840 ROSS STORES INC COM 778296103 $4,567 156,743 SH SOLE 156,743 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 $44 3,479 SH SOLE 3,479 ROWAN COS INC COM 779382100 $11,722 391,644 SH SOLE 391,644 ROWAN COS INC COM 779382100 $7,366 246,100 SH C SOLE 246,100 ROWE COS COM 779528108 $1 356 SH SOLE 356 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 $3,896 514,032 SH SOLE 514,032 ROYAL BANCSHARES PA INC CL A 780081105 $90 3,944 SH SOLE 3,944 ROYAL BK CDA MONTREAL QUE COM 780087102 $1,278 21,000 SH C SOLE 21,000 ROYAL BK CDA MONTREAL QUE COM 780087102 $453 7,441 SH SOLE 7,441 ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 $696 29,200 SH SOLE 29,200 ROYAL BK SCOTLAND GROUP PLC SPON ADR PRF G 780097887 $643 25,321 SH SOLE 25,321 ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 $531 20,870 SH SOLE 20,870

ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 $486 18,975 SH SOLE 18,975 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 $215 8,500 SH SOLE 8,500 ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 $173 6,803 SH SOLE 6,803 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 780097705 $176 6,600 SH SOLE 6,600 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF J 780097853 $57 2,200 SH SOLE 2,200 ROYAL BK SCOTLAND GROUP PLC SPON ADR F 780097804 $39 1,493 SH SOLE 1,493 ROYAL BK SCOTLAND GROUP PLC SP ADR PFD K 780097820 $11 421 SH SOLE 421 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 $0 80,000,000 PRN SOLE 80,000,000 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 $24,215 47,020,000 PRN SOLE 47,020,000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $11,450 256,200 SH C SOLE 256,200 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $5,443 121,800 SH P SOLE 121,800 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $4,123 92,259 SH SOLE 92,259 ROYAL GOLD INC COM 780287108 $277 15,100 SH C SOLE 15,100 ROYAL GOLD INC COM 780287108 $28 1,500 SH P SOLE 1,500 ROYAL GOLD INC COM 780287108 $5 275 SH SOLE 275 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 $396 37,520 SH SOLE 37,520 ROYAL KPN NV SPONSORED ADR 780641205 $413 46,040 SH SOLE 46,040 ROYALE ENERGY INC COM NEW 78074G200 $33 4,075 SH SOLE 4,075 ROYCE FOCUS TR COM 78080N108 $36 3,587 SH SOLE 3,587 ROYCE MICRO-CAP TR INC COM 780915104 $25 1,800 SH SOLE 1,800 ROYCE VALUE TR INC COM 780910105 $887 46,753 SH SOLE 46,753 RPC INC COM 749660106 $802 52,829 SH SOLE 52,829 RPM INTL INC COM 749685103 $2,205 120,611 SH SOLE 120,611 RSA SEC INC COM 749719100 $1,917 120,953 SH C SOLE 120,953 RSA SEC INC COM 749719100 $701 44,217 SH SOLE 44,217 RSA SEC INC COM 749719100 $151 9,500 SH P SOLE 9,500 RTI INTL METALS INC COM 74973W107 $133 5,685 SH SOLE 5,685 RTW INC COM NEW 74974R206 $17 1,575 SH SOLE 1,575 RUBICON MINERALS CORP COM 780911103 $1 680 SH SOLE 680 RUBIOS RESTAURANTS INC COM 78116B102 $17 1,664 SH SOLE 1,664 RUBY TUESDAY INC COM 781182100 $1,005 41,384 SH SOLE 41,384 RUBY TUESDAY INC COM 781182100 $121 5,000 SH C SOLE 5,000

RUDDICK CORP COM 781258108 $1,457 62,937 SH SOLE 62,937 RUDOLPH TECHNOLOGIES INC COM 781270103 $532 35,349 SH SOLE 35,349 RURAL / METRO CORP COM 781748108 $6 1,071 SH SOLE 1,071 RURAL CELLULAR CORP CL A 781904107 $53 10,000 SH SOLE 10,000 RUSH ENTERPRISES INC CL A 781846209 $125 7,955 SH SOLE 7,955 RUSH ENTERPRISES INC CL B 781846308 $48 2,851 SH SOLE 2,851 RUSS BERRIE & CO COM 782233100 $74 3,854 SH SOLE 3,854 RUSSELL CORP COM 782352108 $1,150 63,580 SH SOLE 63,580 RYANS RESTAURANT GROUP INC COM 783520109 $323 22,245 SH SOLE 22,245 RYDER SYS INC COM 783549108 $8,403 201,502 SH SOLE 201,502 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 $5,873 38,607 SH SOLE 38,607 RYERSON TULL INC NEW COM 78375P107 $634 50,072 SH SOLE 50,072 RYLAND GROUP INC COM 783764103 $12,094 195,000 SH P SOLE 195,000 RYLAND GROUP INC COM 783764103 $8,591 138,512 SH C SOLE 138,512 RYLAND GROUP INC COM 783764103 $1,237 19,948 SH SOLE 19,948 S & T BANCORP INC COM 783859101 $90 2,539 SH SOLE 2,539 S L INDS INC COM 784413106 $3 216 SH SOLE 216 S R TELECOM INC COM NEW 78464P208 $1 1,649 SH SOLE 1,649 S Y BANCORP INC COM 785060104 $748 34,018 SH SOLE 34,018 S&K FAMOUS BRANDS INC COM 783774102 $160 9,860 SH SOLE 9,860 S&P 500 PROTECTED EQUITY FD COM 78379P103 $34 3,806 SH SOLE 3,806 S1 CORPORATION COM 78463B101 $1,028 148,105 SH SOLE 148,105 SABA SOFTWARE INC COM NEW 784932600 $12 2,391 SH SOLE 2,391 SABINE ROYALTY TR UNIT BEN INT 785688102 $229 6,185 SH SOLE 6,185 SABRE HLDGS CORP CL A 785905100 $289 13,207 SH SOLE 13,207 SADIA S A SP ADR PFD 30 786326108 $22 1,329 SH SOLE 1,329 SAFECO CORP COM 786429100 $14,964 307,197 SH SOLE 307,197 SAFEGUARD SCIENTIFICS INC COM 786449108 $128 90,375 SH SOLE 90,375 SAFENET INC COM 78645R107 $253 8,638 SH SOLE 8,638 SAFETY INS GROUP INC COM 78648T100 $372 12,031 SH SOLE 12,031 SAFEWAY INC COM NEW 786514208 $12,783 689,845 SH SOLE 689,845 SAFEWAY INC COM NEW 786514208 $1,156 62,400 SH C SOLE 62,400

SAFEWAY INC COM NEW 786514208 $146 7,900 SH P SOLE 7,900 SAFLINK CORP COM NEW 786578302 $22 9,946 SH SOLE 9,946 SAGA COMMUNICATIONS CL A 786598102 $384 23,824 SH SOLE 23,824 SAKS INC COM 79377W108 $2,303 127,580 SH SOLE 127,580 SALEM COMMUNICATIONS CORP DE CL A 794093104 $140 6,794 SH SOLE 6,794 SALESFORCE COM INC COM 79466L302 $339 22,611 SH SOLE 22,611 SALISBURY BANCORP INC COM 795226109 $8 194 SH SOLE 194 SALIX PHARMACEUTICALS INC COM 795435106 $175 10,590 SH SOLE 10,590 SALOMON BR EMRG MKT FLT RTE COM 794912105 $36 2,796 SH SOLE 2,796 SALOMON BR EMRG MKT INCM FD COM 794908103 $139 8,107 SH SOLE 8,107 SALOMON BR EMRG MKTS INC II. COM 794910109 $237 15,488 SH SOLE 15,488 SALOMON BR GLBL PRTNRS INC F COM 794914101 $346 25,598 SH SOLE 25,598 SALOMON BROS 2008 WORLDWIDE COM 79548R103 $385 35,811 SH SOLE 35,811 SALOMON BROS CP & INCM FD IN COM 795500107 $111 6,780 SH SOLE 6,780 SALOMON BROS EMERG MKT DEBT COM 7.96E+111 $745 39,971 SH SOLE 39,971 SALOMON BROS GLBL HIGH INC F COM 79550G102 $1,684 125,232 SH SOLE 125,232 SALOMON BROS HIGH INCOME FD COM 794907105 $1,681 155,213 SH SOLE 155,213 SALOMON BROS HIGH INCOME FD COM 79547Q106 $228 24,777 SH SOLE 24,777 SALOMON BROS MUN PARTNERS FD COM 794918102 $81 6,465 SH SOLE 6,465 SALOMON BROS MUN PARTNERS FD COM 794916106 $22 1,725 SH SOLE 1,725 SALOMON BROS VAR RATE STRT F COM 79550X105 $14 785 SH SOLE 785 SALOMON BROS WORLDWIDE INCOM COM 79548T109 $996 61,274 SH SOLE 61,274 SALOMON BROTHERS FD INC COM 795477108 $1,243 98,287 SH SOLE 98,287 SALTON INC COM 795757103 $677 311,772 SH SOLE 311,772 SAMARITAN PHARMACEUTICALS COM 79586Q108 $3 5,535 SH SOLE 5,535 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 $5,156 143,066 SH SOLE 143,066 SAN PAOLO-IMI S P A SPONSORED ADR 799175104 $559 17,848 SH SOLE 17,848 SANDERS MORRIS HARRIS GROUP COM 80000Q104 $284 15,707 SH SOLE 15,707 SANDERSON FARMS INC COM 800013104 $865 20,017 SH SOLE 20,017 SANDISK CORP COM 80004C101 $21,792 783,900 SH C SOLE 783,900 SANDISK CORP COM 80004C101 $11,462 412,300 SH P SOLE 412,300 SANDISK CORP COM 80004C101 $3,677 132,265 SH SOLE 132,265

SANDS REGENT COM 800091100 $21 2,067 SH SOLE 2,067 SANDY SPRING BANCORP INC COM 800363103 $148 4,574 SH SOLE 4,574 SANFILIPPO JOHN B & SON INC COM 800422107 $268 10,905 SH SOLE 10,905 SANGAMO BIOSCIENCES INC COM 800677106 $18 4,432 SH SOLE 4,432 SANMINA SCI CORP COM 800907107 $6,596 1,263,549 SH SOLE 1,263,549 SANMINA SCI CORP SDCV 9/1 800907AD9 $185 343,000 PRN SOLE 343,000 SANMINA SCI CORP COM 800907107 $601 115,200 SH P SOLE 115,200 SANMINA SCI CORP COM 800907107 $99 18,900 SH C SOLE 18,900 SANTA FE ENERGY TR RCPT DEP UNITS 802013102 $39 1,042 SH SOLE 1,042 SANTANDER BANCORP COM 802809103 $1,438 54,630 SH SOLE 54,630 SANTARUS INC COM 802817304 $56 11,450 SH SOLE 11,450 SANYO ELEC LTD ADR 5 COM 803038306 $1 60 SH SOLE 60 SAPIENS INTL CORP N V SHS NEW N7716A151 $4 1,815 SH SOLE 1,815 SAPIENT CORP COM 803062108 $383 52,188 SH SOLE 52,188 SAPPI LTD SPON ADR NEW 803069202 $132 10,751 SH SOLE 10,751 SARA LEE CORP COM 803111103 $47,275 2,133,356 SH SOLE 2,133,356 SARA LEE CORP COM 803111103 $2,830 127,700 SH C SOLE 127,700 SARA LEE CORP COM 803111103 $310 14,000 SH P SOLE 14,000 SASOL LTD SPONSORED ADR 803866300 $33,947 1,423,345 SH SOLE 1,423,345 SATCON TECHNOLOGY CORP COM 803893106 $3 1,944 SH SOLE 1,944 SATYAM COMPUTER SERVICES LTD ADR 804098101 $280 11,993 SH SOLE 11,993 SAUCONY INC CL A 804120103 $18 800 SH SOLE 800 SAUER-DANFOSS INC COM 804137107 $179 7,892 SH SOLE 7,892 SAUL CTRS INC COM 804395101 $324 10,140 SH SOLE 10,140 SAVANNAH BANCORP INC COM 804748101 $59 2,053 SH SOLE 2,053 SAVIENT PHARMACEUTICALS INC COM 80517Q100 $1,369 508,924 SH SOLE 508,924 SAVVIS COMMUNICATIONS CORP COM 805423100 $3 4,465 SH SOLE 4,465 SAXON CAP INC NEW COM 80556T106 $81 4,723 SH SOLE 4,723 SBA COMMUNICATIONS CORP COM 78388J106 $254 27,808 SH SOLE 27,808 SBC COMMUNICATIONS INC COM 78387G103 $257,363 10,863,767 SH SOLE 10,863,767 SBC COMMUNICATIONS INC COM 78387G103 $26,925 1,136,575 SH C SOLE 1,136,575 SBC COMMUNICATIONS INC COM 78387G103 $20,762 876,400 SH P SOLE 876,400

SBS BROADCASTING SA ORD L8137F102 $196 4,383 SH SOLE 4,383 SBS TECHNOLOGIES INC COM 78387P103 $1,165 104,492 SH SOLE 104,492 SCANA CORP NEW COM 80589M102 $8,337 218,133 SH SOLE 218,133 SCANSOFT INC COM 80603P107 $1,263 339,439 SH SOLE 339,439 SCANSOURCE INC COM 806037107 $166 3,201 SH SOLE 3,201 SCBT FINANCIAL CORP COM 78401V102 $264 8,778 SH SOLE 8,778 SCHAWK INC CL A 806373106 $155 8,476 SH SOLE 8,476 SCHEIB EARL INC COM 806398103 $3 975 SH SOLE 975 SCHEID VINEYARDS INC CL A 806403101 $9 1,487 SH SOLE 1,487 SCHEIN HENRY INC COM 806407102 $20,569 573,906 SH SOLE 573,906 SCHERING A G SPONSORED ADR 806585204 $3,712 55,565 SH SOLE 55,565 SCHERING PLOUGH CORP COM 806605101 $62,343 3,434,900 SH C SOLE 3,434,900 SCHERING PLOUGH CORP COM 806605101 $52,980 2,919,022 SH SOLE 2,919,022 SCHERING PLOUGH CORP COM 806605101 $13,186 726,500 SH P SOLE 726,500 SCHERING PLOUGH CORP PFD CONV MAND 806605606 $1,142 22,700 SH SOLE 22,700 SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC2 $1,320 1,208,000 PRN SOLE 1,208,000 SCHLUMBERGER LTD COM 806857108 $71,433 1,013,522 SH SOLE 1,013,522 SCHLUMBERGER LTD COM 806857108 $20,672 293,300 SH C SOLE 293,300 SCHLUMBERGER LTD COM 806857108 $6,949 98,600 SH P SOLE 98,600 SCHMITT INDS INC ORE COM NEW 806870200 $2 333 SH SOLE 333 SCHNITZER STL INDS CL A 806882106 $582 17,242 SH SOLE 17,242 SCHNITZER STL INDS CL A 806882106 $492 14,600 SH P SOLE 14,600 SCHNITZER STL INDS CL A 806882106 $469 13,900 SH C SOLE 13,900 SCHOLASTIC CORP COM 807066105 $197 5,330 SH SOLE 5,330 SCHOOL SPECIALTY INC COM 807863105 $204 5,222 SH SOLE 5,222 SCHULMAN A INC COM 808194104 $161 9,239 SH SOLE 9,239 SCHWAB CHARLES CORP NEW COM 808513105 $16,152 1,536,869 SH SOLE 1,536,869 SCHWAB CHARLES CORP NEW COM 808513105 $1,083 103,000 SH C SOLE 103,000 SCHWAB CHARLES CORP NEW COM 808513105 $92 8,800 SH P SOLE 8,800 SCHWEITZER-MAUDUIT INTL INC COM 808541106 $116 3,458 SH SOLE 3,458 SCI SYS INC NOTE 3.000% 3/1 783890AF3 $964 1,000,000 PRN SOLE 1,000,000 SCICLONE PHARMACEUTICALS INC COM 80862K104 $1,943 684,140 SH C SOLE 684,140

SCICLONE PHARMACEUTICALS INC COM 80862K104 $135 47,629 SH SOLE 47,629 SCIENTIFIC ATLANTA INC COM 808655104 $11,720 415,294 SH SOLE 415,294 SCIENTIFIC ATLANTA INC COM 808655104 $683 24,200 SH C SOLE 24,200 SCIENTIFIC ATLANTA INC COM 808655104 $110 3,900 SH P SOLE 3,900 SCIENTIFIC GAMES CORP CL A 80874P109 $78 3,415 SH SOLE 3,415 SCIENTIFIC LEARNING CORP COM 808760102 $168 28,275 SH SOLE 28,275 SCIENTIFIC TECHNOL INC COM PAR $0.001 808799209 $10 2,441 SH SOLE 2,441 SCITEX LTD ORD 809090103 $1 207 SH SOLE 207 SCM MICROSYSTEMS INC COM 784018103 $7 2,092 SH SOLE 2,092 SCO GROUP INC COM 78403A106 $2,482 703,037 SH SOLE 703,037 SCOLR PHARMA INC COM 78402X107 $63 15,044 SH SOLE 15,044 SCOR SPONSORED ADR 80917Q106 $5 2,553 SH SOLE 2,553 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 $10,515 337,020 SH SOLE 337,020 SCOTTISH RE GROUP LTD ORD G7885T104 $1,097 48,696 SH SOLE 48,696 SCOTTS CO CL A 810186106 $877 12,483 SH SOLE 12,483 SCP POOL CORP COM 784028102 $379 11,900 SH SOLE 11,900 SCPIE HLDGS INC COM 78402P104 $33 3,026 SH SOLE 3,026 SCRIPPS E W CO OHIO CL A 811054204 $81,315 1,668,000 SH C SOLE 1,668,000 SCRIPPS E W CO OHIO CL A 811054204 $2,672 54,808 SH SOLE 54,808 SCS TRANSN INC COM 81111T102 $263 14,152 SH SOLE 14,152 SCUDDER GLOBAL COMMDTS STCK COM SHS 81114Y108 $395 26,928 SH SOLE 26,928 SCUDDER INTER GOVT TR SH BEN INT 811163104 $30 4,265 SH SOLE 4,265 SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q101 $9 928 SH SOLE 928 SCUDDER MUN INCOME TR COM SH BEN INT 81118R604 $104 8,916 SH SOLE 8,916 SCUDDER NEW ASIA FD INC COM 811183102 $24 1,611 SH SOLE 1,611 SCUDDER RREEF REAL EST FD II COM 81119R108 $7,023 468,850 SH SOLE 468,850 SCUDDER RREEF REAL ESTATE FD COM 81119Q100 $641 33,000 SH SOLE 33,000 SCUDDER STRATEGIC INCOME TR SH BEN INT 81123W101 $1 80 SH SOLE 80 SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 811234103 $38 3,000 SH SOLE 3,000 SEA CONTAINERS LTD CL A 811371707 $21 1,173 SH SOLE 1,173 SEABOARD CORP COM 811543107 $40 37 SH SOLE 37 SEABRIDGE GOLD INC COM 811916105 $10 3,502 SH SOLE 3,502

SEABRIGHT INSURANCE HLDGS IN COM 811656107 $20 1,941 SH SOLE 1,941 SEABULK INTL INC COM 81169P101 $202 9,740 SH SOLE 9,740 SEACOAST BKG CORP FLA COM 811707306 $146 7,414 SH SOLE 7,414 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AH4 $1,620 1,500,000 PRN SOLE 1,500,000 SEACOR HOLDINGS INC COM 811904101 $349 5,469 SH SOLE 5,469 SEAGATE TECHNOLOGY SHS G7945J104 $2,125 108,700 SH C SOLE 108,700 SEAGATE TECHNOLOGY SHS G7945J104 $1,016 51,965 SH SOLE 51,965 SEAGATE TECHNOLOGY SHS G7945J104 $786 40,200 SH P SOLE 40,200 SEALED AIR CORP NEW COM 81211K100 $1,569 30,200 SH C SOLE 30,200 SEALED AIR CORP NEW COM 81211K100 $646 12,432 SH SOLE 12,432 SEALED AIR CORP NEW COM 81211K100 $52 1,000 SH P SOLE 1,000 SEARS ROEBUCK & CO COM 812387108 $0 30,000 SH P SOLE 30,000 SEATTLE GENETICS INC COM 812578102 $8 1,560 SH SOLE 1,560 SECURE COMPUTING CORP COM 813705100 $141 16,461 SH SOLE 16,461 SECURITY BANK CORP COM 814047106 $227 5,522 SH SOLE 5,522 SECURITY NATL FINL CORP CL A NEW 814785309 $5 1,429 SH SOLE 1,429 SEEBEYOND TECHNOLOGIES CORP COM 815704101 $124 39,340 SH SOLE 39,340 SEGMENTZ INC COM 815801105 $0 266 SH SOLE 266 SEI INVESTMENTS CO COM 784117103 $4,677 129,352 SH SOLE 129,352 SELAS CORP AMER COM 816119101 $1 674 SH SOLE 674 SELECT COMFORT CORP COM 81616X103 $6,676 326,636 SH C SOLE 326,636 SELECT COMFORT CORP COM 81616X103 $504 24,679 SH SOLE 24,679 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 $600 14,000 SH C SOLE 14,000 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $17 561 SH SOLE 561 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 $11 319 SH SOLE 319 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 $3 84 SH SOLE 84 SELECTICA INC COM 816288104 $14 4,269 SH SOLE 4,269 SELECTIVE INS GROUP INC COM 816300107 $441 9,539 SH SOLE 9,539 SELIGMAN QUALITY MUN FD INC COM 816343107 $11 929 SH SOLE 929 SEMCO ENERGY INC COM 78412D109 $1,134 197,170 SH SOLE 197,170 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 $3 100 SH SOLE 100 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 $0 33 SH SOLE 33

SEMOTUS SOLUTIONS INC COM 81684P107 $1 1,700 SH SOLE 1,700 SEMPRA ENERGY INCOME EQTY UT 816851208 $154,377 4,669,600 SH SOLE 4,669,600 SEMPRA ENERGY COM 816851109 $23,738 595,821 SH C SOLE 595,821 SEMPRA ENERGY COM 816851109 $1,183 29,686 SH SOLE 29,686 SEMTECH CORP COM 816850101 $177 9,883 SH SOLE 9,883 SEMTECH CORP COM 816850101 $57 3,200 SH C SOLE 3,200 SENECA FOODS CORP NEW CL B 817070105 $47 2,821 SH SOLE 2,821 SENECA FOODS CORP NEW CL A 817070501 $35 2,090 SH SOLE 2,090 SENESCO TECHNOLOGIES INC COM NEW 817208408 $1 374 SH SOLE 374 SENIOR HIGH INCOME PORTFOLIO COM 8.17E+111 $39 6,733 SH SOLE 6,733 SENIOR HSG PPTYS TR SH BEN INT 81721M109 $8,097 485,448 SH SOLE 485,448 SENOMYX INC COM 81724Q107 $8 642 SH SOLE 642 SENSIENT TECHNOLOGIES CORP COM 81725T100 $1,105 51,272 SH SOLE 51,272 SENTO CORP COM NEW 816918205 $8 2,415 SH SOLE 2,415 SEPRACOR INC COM 817315104 $33,137 577,200 SH P SOLE 577,200 SEPRACOR INC COM 817315104 $25,869 450,600 SH C SOLE 450,600 SEPRACOR INC COM 817315104 $11,123 193,744 SH SOLE 193,744 SEQUA CORPORATION CL A 817320104 $163 3,151 SH SOLE 3,151 SEQUA CORPORATION PFD CONV $5 817320302 $0 3 SH SOLE 3 SEQUENOM INC COM 817337108 $3 3,272 SH SOLE 3,272 SERENA SOFTWARE INC COM 817492101 $14,256 600,000 SH C SOLE 600,000 SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB7 $582 492,000 PRN SOLE 492,000 SERENA SOFTWARE INC COM 817492101 $41 1,740 SH SOLE 1,740 SERVICE CORP INTL COM 817565104 $3,637 486,168 SH SOLE 486,168 SERVICEMASTER CO COM 81760N109 $3,889 288,051 SH SOLE 288,051 SFBC INTL INC COM 784121105 $20,949 594,459 SH SOLE 594,459 SGL CARBON AG SPONSORED ADR 784188203 $5 1,134 SH SOLE 1,134 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 $666 21,996 SH SOLE 21,996 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 $472 15,600 SH C SOLE 15,600 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 $430 14,200 SH P SOLE 14,200 SHARPER IMAGE CORP COM 820013100 $503 30,259 SH SOLE 30,259 SHAW COMMUNICATIONS INC CL B CONV 82028K200 $27 1,323 SH SOLE 1,323

SHAW GROUP INC COM 820280105 $3,614 165,784 SH SOLE 165,784 SHAW GROUP INC COM 820280105 $65 3,000 SH C SOLE 3,000 SHENANDOAH TELECOMMUNICATION COM 82312B106 $133 4,278 SH SOLE 4,278 SHERWIN WILLIAMS CO COM 824348106 $14,733 334,923 SH SOLE 334,923 SHILOH INDS INC COM 824543102 $225 17,204 SH SOLE 17,204 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 $1,965 36,572 SH SOLE 36,572 SHIP FINANCE INTERNATIONAL L SHS G81075106 $465 22,888 SH SOLE 22,888 SHOE CARNIVAL INC COM 824889109 $203 11,579 SH SOLE 11,579 SHOPKO STORES INC COM 824911101 $1,848 83,163 SH SOLE 83,163 SHOPPING COM LTD SHS M8405Q102 $32 1,807 SH SOLE 1,807 SHORE BANCSHARES INC COM 825107105 $70 2,237 SH SOLE 2,237 SHORE FINL CORP COM 8.25E+113 $25 1,483 SH SOLE 1,483 SHUFFLE MASTER INC COM 825549108 $1,407 48,580 SH SOLE 48,580 SHURGARD STORAGE CTRS INC COM 82567D104 $4,393 107,202 SH SOLE 107,202 SI FINL GROUP INC COM 78425W102 $3 259 SH SOLE 259 SI INTL INC COM 78427V102 $282 10,191 SH SOLE 10,191 SI TECHNOLOGIES INC COM 783978109 $8 1,939 SH SOLE 1,939 SIEBEL SYS INC COM 826170102 $7,467 817,800 SH C SOLE 817,800 SIEBEL SYS INC COM 826170102 $4,781 523,689 SH SOLE 523,689 SIEBEL SYS INC COM 826170102 $737 80,700 SH P SOLE 80,700 SIEBERT FINL CORP COM 826176109 $20 6,362 SH SOLE 6,362 SIERRA BANCORP COM 82620P102 $6 263 SH SOLE 263 SIERRA HEALTH SVCS INC COM 826322109 $3,751 58,755 SH SOLE 58,755 SIERRA PAC RES NEW COM 826428104 $809 75,280 SH SOLE 75,280 SIERRA WIRELESS INC COM 826516106 $75 9,096 SH SOLE 9,096 SIERRA WIRELESS INC COM 826516106 $44 5,400 SH C SOLE 5,400 SIERRA WIRELESS INC COM 826516106 $10 1,200 SH P SOLE 1,200 SIFCO INDS INC COM 826546103 $4 901 SH SOLE 901 SIGA TECHNOLOGIES INC COM 826917106 $3 2,326 SH SOLE 2,326 SIGMA ALDRICH CORP COM 826552101 $7,082 115,622 SH SOLE 115,622 SIGMA DESIGNS INC COM 826565103 $3,300 310,720 SH SOLE 310,720 SIGMATEL INC COM 82661W107 $1,870 49,951 SH SOLE 49,951

SIGMATEL INC COM 82661W107 $1,568 41,900 SH C SOLE 41,900 SIGMATEL INC COM 82661W107 $1,269 33,900 SH P SOLE 33,900 SIGNATURE BK NEW YORK N Y COM 82669G104 $369 13,923 SH SOLE 13,923 SILGAN HOLDINGS INC COM 827048109 $136 2,086 SH SOLE 2,086 SILICON GRAPHICS INC COM 827056102 $169 142,035 SH SOLE 142,035 SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE2 $49 50,000 PRN SOLE 50,000 SILICON IMAGE INC COM 82705T102 $553 54,927 SH SOLE 54,927 SILICON LABORATORIES INC COM 826919102 $2,193 73,800 SH C SOLE 73,800 SILICON LABORATORIES INC COM 826919102 $496 16,700 SH P SOLE 16,700 SILICON LABORATORIES INC COM 826919102 $252 8,495 SH SOLE 8,495 SILICON STORAGE TECHNOLOGY I COM 827057100 $35 9,351 SH SOLE 9,351 SILICON STORAGE TECHNOLOGY I COM 827057100 $14 3,800 SH C SOLE 3,800 SILICON STORAGE TECHNOLOGY I COM 827057100 $6 1,600 SH P SOLE 1,600 SILICONIX INC COM NEW 827079203 $152 4,320 SH SOLE 4,320 SILVER STD RES INC COM 82823L106 $1,301 112,340 SH SOLE 112,340 SILVERSTAR HLDGS LTD ORD G81365101 $1,156 996,583 SH SOLE 996,583 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 $42 1,690 SH SOLE 1,690 SIMON PPTY GROUP INC NEW COM 828806109 $19,780 326,510 SH SOLE 326,510 SIMON PPTY GROUP INC NEW COM 828806109 $5,514 91,019 SH P SOLE 91,019 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 $3,226 58,192 SH SOLE 58,192 SIMPLETECH INC COM 828823104 $30 7,613 SH SOLE 7,613 SIMPSON MANUFACTURING CO INC COM 829073105 $751 24,291 SH SOLE 24,291 SINA CORP ORD G81477104 $2,354 75,800 SH C SOLE 75,800 SINA CORP ORD G81477104 $217 7,000 SH P SOLE 7,000 SINA CORP ORD G81477104 $25 800 SH SOLE 800 SINCLAIR BROADCAST GROUP INC CL A 829226109 $180 22,440 SH SOLE 22,440 SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 829226505 $21 500 SH SOLE 500 SINGAPORE FD INC COM 82929L109 $165 18,900 SH SOLE 18,900 SINGING MACH INC COM NEW 829322304 $2 2,624 SH SOLE 2,624 SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N107 $70 2,976 SH SOLE 2,976 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 $485 11,919 SH SOLE 11,919 SIPEX CORP COM 829909100 $43 18,685 SH SOLE 18,685

SIRENZA MICRODEVICES INC COM 82966T106 $37 11,700 SH SOLE 11,700 SIRIUS SATELLITE RADIO INC COM 82966U103 $8,015 1,426,100 SH P SOLE 1,426,100 SIRIUS SATELLITE RADIO INC COM 82966U103 $6,754 1,201,700 SH C SOLE 1,201,700 SIRIUS SATELLITE RADIO INC COM 82966U103 $6,475 1,152,129 SH SOLE 1,152,129 SIRNA THERAPEUTICS INC COM 829669100 $23 7,780 SH SOLE 7,780 SIRVA INC COM 82967Y104 $401 56,420 SH SOLE 56,420 SITEL CORP COM 82980K107 $78 39,677 SH SOLE 39,677 SIX FLAGS INC NOTE 4.500% 5/1 83001PAJ8 $2,779 3,000,000 PRN SOLE 3,000,000 SIX FLAGS INC COM 83001P109 $1,075 260,847 SH SOLE 260,847 SIZELER PPTY INVS INC COM 830137105 $454 38,269 SH SOLE 38,269 SIZELER PPTY INVS INC SDCV 9.000% 7/1 830137AB1 $11 10,000 PRN SOLE 10,000 SJW CORP COM 784305104 $217 6,166 SH SOLE 6,166 SKECHERS U S A INC CL A 830566105 $438 28,322 SH SOLE 28,322 SKY FINL GROUP INC COM 83080P103 $390 14,541 SH SOLE 14,541 SKYEPHARMA PLC SPONSORED ADR 830808101 $38 3,731 SH SOLE 3,731 SKYLINE CORP COM 830830105 $91 2,359 SH SOLE 2,359 SKYWEST INC COM 830879102 $402 21,605 SH SOLE 21,605 SKYWORKS SOLUTIONS INC COM 83088M102 $693 109,179 SH SOLE 109,179 SL GREEN RLTY CORP COM 78440X101 $1,649 29,333 SH SOLE 29,333 SLM CORP DBCV 7/2 78442PAC0 $53,719 52,500,000 PRN SOLE 52,500,000 SLM CORP COM 78442P106 $30,829 618,567 SH SOLE 618,567 SLM CORP COM 78442P106 $1,924 38,600 SH P SOLE 38,600 SLM CORP COM 78442P106 $1,261 25,300 SH C SOLE 25,300 SM&A COM 78465D105 $26 3,171 SH SOLE 3,171 SMART & FINAL INC COM 831683107 $119 9,817 SH SOLE 9,817 SMEDVIG A S SPON ADR REP B 83169H204 $5 300 SH SOLE 300 SMEDVIG A S SPON ADR REP A 83169H105 $4 200 SH SOLE 200 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 $2,781 59,144 SH SOLE 59,144 SMITH & WESSON HLDG CORP COM 831756101 $2 700 SH SOLE 700 SMITH & WOLLENSKY RESTAURANT COM 831758107 $3 628 SH SOLE 628 SMITH A O COM 831865209 $161 5,560 SH SOLE 5,560 SMITH INTL INC COM 832110100 $11,850 188,900 SH C SOLE 188,900

SMITH INTL INC COM 832110100 $8,020 127,850 SH SOLE 127,850 SMITH INTL INC COM 832110100 $238 3,800 SH P SOLE 3,800 SMITH MICRO SOFTWARE INC COM 832154108 $45 9,102 SH SOLE 9,102 SMITHFIELD FOODS INC COM 832248108 $6,735 213,466 SH SOLE 213,466 SMITHFIELD FOODS INC COM 832248108 $2,524 80,000 SH C SOLE 80,000 SMITHTOWN BANCORP INC COM 832449102 $90 3,196 SH SOLE 3,196 SMITHWAY MTR XPRESS CORP CL A 832653109 $7 1,086 SH SOLE 1,086 SMTC CORP COM NEW 832682207 $2 2,019 SH SOLE 2,019 SMUCKER J M CO COM NEW 832696405 $5,981 118,907 SH SOLE 118,907 SMUCKER J M CO COM NEW 832696405 $1,724 34,269 SH C SOLE 34,269 SMURFIT-STONE CONTAINER CORP COM 832727101 $7,011 453,197 SH SOLE 453,197 SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 $320 12,800 SH SOLE 12,800 SNAP ON INC COM 833034101 $6,254 196,742 SH SOLE 196,742 SOCKET COMMUNICATIONS INC COM 833672108 $2 1,616 SH SOLE 1,616 SOHU COM INC COM 83408W103 $577 32,800 SH C SOLE 32,800 SOHU COM INC COM 83408W103 $343 19,500 SH P SOLE 19,500 SOHU COM INC COM 83408W103 $226 12,876 SH SOLE 12,876 SOLECTRON CORP COM 834182107 $12,428 3,581,650 SH SOLE 3,581,650 SOLECTRON CORP COM 834182107 $1,458 420,100 SH C SOLE 420,100 SOLECTRON CORP COM 834182107 $1,208 348,200 SH P SOLE 348,200 SOLECTRON CORP NOTE 5/0 834182AK3 $34 60,000 PRN SOLE 60,000 SOLECTRON CORP NOTE 0.500% 2/1 834182AS6 $6 8,000 PRN SOLE 8,000 SOMANETICS CORP COM NEW 834445405 $561 42,422 SH SOLE 42,422 SOMERA COMMUNICATION COM 834458101 $0 150 SH SOLE 150 SOMERSET HILLS BANCORP *W EXP 11/30/200 834728115 $8 1,977 SH SOLE 1,977 SONESTA INTL HOTELS CORP CL A 835438409 $592 19,730 SH SOLE 19,730 SONIC AUTOMOTIVE INC CL A 83545G102 $226 9,966 SH SOLE 9,966 SONIC CORP COM 835451105 $444 13,305 SH SOLE 13,305 SONIC FDRY INC COM 83545R108 $5 3,696 SH SOLE 3,696 SONIC INNOVATIONS INC COM 83545M109 $144 25,736 SH SOLE 25,736 SONIC SOLUTIONS COM 835460106 $112 7,418 SH SOLE 7,418 SONICWALL INC COM 835470105 $162 31,833 SH SOLE 31,833

SONOCO PRODS CO COM 835495102 $1,970 68,267 SH SOLE 68,267 SONOMA WEST HLDGS INC COM 835637109 $27 2,106 SH SOLE 2,106 SONOSITE INC COM 83568G104 $2,458 94,603 SH SOLE 94,603 SONUS NETWORKS INC COM 835916107 $58 13,700 SH SOLE 13,700 SONUS PHARMACEUTICALS INC COM 835692104 $76 28,706 SH SOLE 28,706 SOTHEBYS HLDGS INC CL A 835898107 $2,378 140,241 SH SOLE 140,241 SOUND FED BANCORP INC COM 83607V104 $3,287 212,347 SH SOLE 212,347 SOURCE CAP INC COM 836144105 $50 702 SH SOLE 702 SOURCE INTERLINK COS INC COM NEW 836151209 $100 8,864 SH SOLE 8,864 SOURCECORP COM 836167106 $76 3,757 SH SOLE 3,757 SOUTH FINL GROUP INC COM 837841105 $686 22,460 SH SOLE 22,460 SOUTH JERSEY INDS INC COM 838518108 $300 5,324 SH SOLE 5,324 SOUTH STR FINL CORP COM 840468102 $19 2,024 SH SOLE 2,024 SOUTHERN CMNTY FINL CORP COM 842632101 $35 3,746 SH SOLE 3,746 SOUTHERN CMNTY FINL CORP VA COM 84263N105 $23 2,075 SH SOLE 2,075 SOUTHERN CMNTY FINL CORP VA *W EXP 09/27/200 84263N113 $3 1,520 SH SOLE 1,520 SOUTHERN CO COM 842587107 $44,593 1,400,980 SH SOLE 1,400,980 SOUTHERN CO COM 842587107 $1,477 46,389 SH C SOLE 46,389 SOUTHERN CO COM 842587107 $76 2,400 SH P SOLE 2,400 SOUTHERN MO BANCORP INC COM 843380106 $11 702 SH SOLE 702 SOUTHERN PERU COPPER CORP COM 843611104 $3,238 58,376 SH C SOLE 58,376 SOUTHERN PERU COPPER CORP COM 843611104 $1,444 26,037 SH SOLE 26,037 SOUTHERN SEC LIFE INS INC COM 843805102 $0 2,651 SH SOLE 2,651 SOUTHERN UN CO NEW COM 844030106 $667 26,575 SH SOLE 26,575 SOUTHSIDE BANCSHARES INC COM 84470P109 $146 6,989 SH SOLE 6,989 SOUTHWEST AIRLS CO COM 844741108 $14,129 992,184 SH SOLE 992,184 SOUTHWEST AIRLS CO COM 844741108 $1,554 109,100 SH C SOLE 109,100 SOUTHWEST AIRLS CO COM 844741108 $765 53,700 SH P SOLE 53,700 SOUTHWEST BANCORP INC OKLA COM 844767103 $268 14,517 SH SOLE 14,517 SOUTHWEST BANCORPORATION TEX COM 84476R109 $960 52,315 SH SOLE 52,315 SOUTHWEST GAS CORP COM 844895102 $879 36,399 SH SOLE 36,399 SOUTHWEST WTR CO COM 845331107 $286 27,464 SH SOLE 27,464

SOUTHWESTERN ENERGY CO COM 845467109 $2,672 47,069 SH SOLE 47,069 SOVEREIGN BANCORP INC COM 845905108 $15,199 685,868 SH SOLE 685,868 SOVEREIGN BANCORP INC COM 845905108 $645 29,100 SH C SOLE 29,100 SOVEREIGN BANCORP INC COM 845905108 $217 9,800 SH P SOLE 9,800 SOVRAN SELF STORAGE INC COM 84610H108 $402 10,154 SH SOLE 10,154 SPACEHAB INC COM 846243103 $2 1,216 SH SOLE 1,216 SPAN AMER MED SYS INC COM 846396109 $18 1,749 SH SOLE 1,749 SPANISH BROADCASTING SYS INC CL A 846425882 $2,345 228,600 SH SOLE 228,600 SPARTAN MTRS INC COM 846819100 $121 12,011 SH SOLE 12,011 SPARTAN STORES INC COM 846822104 $129 12,100 SH SOLE 12,100 SPARTECH CORP COM NEW 847220209 $990 49,878 SH SOLE 49,878 SPATIALIGHT INC COM 847248101 $93 18,364 SH SOLE 18,364 SPDR TR UNIT SER 1 78462F103 $472 4,000 SH C SOLE 4,000 SPECIALTY LABORATORIES INC COM 84749R100 $55 5,731 SH SOLE 5,731 SPECIALTY UNDERWRITERS ALLIA COM 84751T309 $155 17,412 SH SOLE 17,412 SPECTRALINK CORP COM 847580107 $682 48,287 SH SOLE 48,287 SPECTRANETICS CORP COM 84760C107 $97 18,666 SH SOLE 18,666 SPECTRASITE INC COM 84761M104 $72 1,235 SH SOLE 1,235 SPECTRUM CTL INC COM 847615101 $5 701 SH SOLE 701 SPECTRUM PHARMACEUTICALS INC COM 84763A108 $80 13,341 SH SOLE 13,341 SPECTRUM SIGNAL PROCESSING I COM 84763F107 $10 7,198 SH SOLE 7,198 SPEEDUS CORP COM 847723103 $9 4,120 SH SOLE 4,120 SPEEDWAY MOTORSPORTS INC COM 847788106 $101 2,832 SH SOLE 2,832 SPHERION CORP COM 848420105 $107 14,243 SH SOLE 14,243 SPHERIX INC COM 84842R106 $2 730 SH SOLE 730 SPINNAKER EXPL CO COM 84855W109 $1,777 50,000 SH C SOLE 50,000 SPINNAKER EXPL CO COM 84855W109 $22 614 SH SOLE 614 SPIRIT FIN CORP COM 848568309 $471 43,378 SH SOLE 43,378 SPORT CHALET INC COM 849163100 $161 11,909 SH SOLE 11,909 SPORT-HALEY INC COM 848925103 $3 703 SH SOLE 703 SPORTS AUTH INC NEW COM 84917U109 $27,943 1,016,102 SH SOLE 1,016,102 SPORTS CLUB INC COM 84917P100 $2 1,300 SH SOLE 1,300

SPORTS ENTMT ENTERPRISES INC COM NEW 849178207 $0 1,678 SH SOLE 1,678 SPORTS RESORTS INTL INC COM 84918U108 $3 1,001 SH SOLE 1,001 SPORTSMANS GUIDE INC COM NEW 848907200 $2 93 SH SOLE 93 SPRINT CORP COM FON 852061100 $30,082 1,322,264 SH SOLE 1,322,264 SPRINT CORP COM FON 852061100 $19,455 855,147 SH C SOLE 855,147 SPRINT CORP COM FON 852061100 $11,002 483,600 SH P SOLE 483,600 SPSS INC COM 78462K102 $406 23,357 SH SOLE 23,357 SPX CORP COM 784635104 $1,069 24,700 SH C SOLE 24,700 SPX CORP COM 784635104 $649 15,000 SH P SOLE 15,000 SPX CORP NOTE 2/0 784635AD6 $7 11,000 PRN SOLE 11,000 SPX CORP COM 784635104 $283 6,547 SH SOLE 6,547 SRA INTL INC CL A 78464R105 $4,872 80,862 SH SOLE 80,862 SRS LABS INC COM 78464M106 $18 4,605 SH SOLE 4,605 SS&C TECHNOLOGIES INC COM 85227Q100 $632 27,718 SH SOLE 27,718 ST JOE CO COM 790148100 $4,337 64,443 SH SOLE 64,443 ST JOSEPH CAP CORP COM 790595102 $21 633 SH SOLE 633 ST JUDE MED INC COM 790849103 $32,813 911,484 SH SOLE 911,484 ST JUDE MED INC COM 790849103 $652 18,100 SH P SOLE 18,100 ST MARY LD & EXPL CO COM 792228108 $6,104 121,957 SH SOLE 121,957 ST PAUL TRAVELERS INC EQUITY UNIT 792860306 $126,725 1,950,216 SH SOLE 1,950,216 ST PAUL TRAVELERS INC COM 792860108 $68,925 1,876,523 SH SOLE 1,876,523 ST PAUL TRAVELERS INC COM 792860108 $1,359 37,000 SH P SOLE 37,000 ST PAUL TRAVELERS INC COM 792860108 $1,234 33,600 SH C SOLE 33,600 STAAR SURGICAL CO COM PAR $0.01 852312305 $14 3,531 SH SOLE 3,531 STAGE STORES INC COM NEW 85254C305 $6,551 170,650 SH SOLE 170,650 STAGE STORES INC *W EXP 08/23/200 85254C131 $30 1,590 SH SOLE 1,590 STAKTEK HLDGS INC COM 85256P106 $230 58,187 SH SOLE 58,187 STAMPS COM INC COM NEW 852857200 $3,708 223,356 SH SOLE 223,356 STANCORP FINL GROUP INC COM 852891100 $1,813 21,380 SH SOLE 21,380 STANDARD COML CORP COM 853258101 $263 14,117 SH SOLE 14,117 STANDARD MICROSYSTEMS CORP COM 853626109 $105 6,046 SH SOLE 6,046 STANDARD MTR PRODS INC COM 853666105 $285 24,389 SH SOLE 24,389

STANDARD PAC CORP NEW COM 85375C101 $2,389 33,100 SH C SOLE 33,100 STANDARD PAC CORP NEW COM 85375C101 $1,567 21,700 SH P SOLE 21,700 STANDARD PAC CORP NEW COM 85375C101 $20 271 SH SOLE 271 STANDARD REGISTER CO COM 853887107 $179 14,207 SH SOLE 14,207 STANDEX INTL CORP COM 854231107 $103 3,767 SH SOLE 3,767 STANLEY FURNITURE INC COM NEW 854305208 $164 3,471 SH SOLE 3,471 STANLEY WKS COM 854616109 $26,680 589,362 SH SOLE 589,362 STAPLES INC COM 855030102 $49,196 1,565,259 SH SOLE 1,565,259 STAPLES INC COM 855030102 $314 10,000 SH C SOLE 10,000 STAPLES INC COM 855030102 $60 1,900 SH P SOLE 1,900 STAR BUFFET INC COM 855086104 $12 1,595 SH SOLE 1,595 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 $31 9,570 SH SOLE 9,570 STAR GAS PARTNERS L P SR SUB UN LTD 85512C204 $3 1,262 SH SOLE 1,262 STAR SCIENTIFIC INC COM 85517P101 $130 24,579 SH SOLE 24,579 STARBUCKS CORP COM 855244109 $56,760 1,098,731 SH SOLE 1,098,731 STARBUCKS CORP COM 855244109 $24,373 471,800 SH C SOLE 471,800 STARBUCKS CORP COM 855244109 $13,742 266,000 SH P SOLE 266,000 STARRETT L S CO CL A 855668109 $147 7,594 SH SOLE 7,594 STARTEK INC COM 85569C107 $759 45,193 SH SOLE 45,193 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $29,624 493,481 SH SOLE 493,481 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $5,547 92,400 SH P SOLE 92,400 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 $2,569 42,800 SH C SOLE 42,800 STATE AUTO FINL CORP COM 855707105 $53 1,983 SH SOLE 1,983 STATE BANCORP INC N.Y COM 855716106 $263 10,111 SH SOLE 10,111 STATE FINL SVCS CORP CL A 856855101 $473 12,806 SH SOLE 12,806 STATE STR CORP COM 857477103 $19,247 440,235 SH SOLE 440,235 STATE STR CORP SPACES 857477202 $75 375 SH SOLE 375 STATION CASINOS INC COM 857689103 $9,675 143,229 SH SOLE 143,229 STEAK N SHAKE CO COM 857873103 $130 6,725 SH SOLE 6,725 STEEL DYNAMICS INC COM 858119100 $5,173 150,161 SH SOLE 150,161 STEEL DYNAMICS INC COM 858119100 $3,173 92,106 SH P SOLE 92,106 STEEL DYNAMICS INC COM 858119100 $1,743 50,600 SH C SOLE 50,600

STEEL TECHNOLOGIES INC COM 858147101 $282 11,757 SH SOLE 11,757 STEELCASE INC CL A 858155203 $2,980 215,966 SH SOLE 215,966 STEELCLOUD INC COM 85815M107 $1 300 SH SOLE 300 STEIN MART INC COM 858375108 $636 28,277 SH SOLE 28,277 STEINER LEISURE LTD ORD P8744Y102 $606 18,536 SH SOLE 18,536 STEINWAY MUSICAL INSTRS INC COM 858495104 $309 10,316 SH SOLE 10,316 STELLENT INC COM 85856W105 $90 10,676 SH SOLE 10,676 STEMCELLS INC COM 85857R105 $2,166 687,642 SH SOLE 687,642 STEN CORP COM 85857T101 $12 2,410 SH SOLE 2,410 STEPAN CO COM 858586100 $203 8,640 SH SOLE 8,640 STEPHAN CO COM 858603103 $2 453 SH SOLE 453 STEREOTAXIS INC COM 85916J102 $60 7,689 SH SOLE 7,689 STERICYCLE INC COM 858912108 $4,393 99,394 SH SOLE 99,394 STERIS CORP COM 859152100 $784 31,031 SH SOLE 31,031 STERLING BANCORP COM 859158107 $198 8,167 SH SOLE 8,167 STERLING BANCSHARES INC COM 858907108 $546 38,419 SH SOLE 38,419 STERLING FINL CORP COM 859317109 $81 3,097 SH SOLE 3,097 STERLING FINL CORP WASH COM 859319105 $324 9,066 SH SOLE 9,066 STEWART & STEVENSON SVCS INC COM 860342104 $154 6,738 SH SOLE 6,738 STEWART ENTERPRISES INC CL A 860370105 $2,207 358,831 SH C SOLE 358,831 STEWART ENTERPRISES INC CL A 860370105 $26 4,218 SH SOLE 4,218 STEWART INFORMATION SVCS COR COM 860372101 $1,162 30,972 SH SOLE 30,972 STEWART W P & CO LTD COM G84922106 $1,764 77,842 SH SOLE 77,842 STIFEL FINL CORP COM 860630102 $259 11,864 SH SOLE 11,864 STILLWATER MNG CO COM 86074Q102 $1,413 143,484 SH SOLE 143,484 STMICROELECTRONICS N V NY REGISTRY 861012102 $3,296 197,847 SH SOLE 197,847 STOCKERYALE INC COM NEW 86126T203 $4 4,256 SH SOLE 4,256 STOLT NIELSEN S A SP ADR REG COM 861565109 $35 980 SH SOLE 980 STONE ENERGY CORP COM 861642106 $3,933 80,969 SH SOLE 80,969 STONEMOR PARTNERS L P COM UNITS 86183Q100 $332 15,207 SH SOLE 15,207 STONEPATH GROUP INC COM 861837102 $0 76 SH SOLE 76 STONERIDGE INC COM 86183P102 $207 16,993 SH SOLE 16,993

STORA ENSO CORP SPON ADR REP R 86210M106 $1,415 100,734 SH SOLE 100,734 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $1,540 50,000 SH C SOLE 50,000 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $452 14,663 SH SOLE 14,663 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 $407 13,200 SH P SOLE 13,200 STRATASYS INC COM 862685104 $210 7,399 SH SOLE 7,399 STRATEGIC DIAGNOSTICS INC COM 862700101 $6 1,981 SH SOLE 1,981 STRATEGIC GLOBAL INCOME FD COM 862719101 $28 2,168 SH SOLE 2,168 STRATEGIC HOTEL CAP INC COM 86272T106 $194 13,199 SH SOLE 13,199 STRATEX NETWORKS INC COM 86279T109 $93 50,372 SH SOLE 50,372 STRATOS INTERNATIONAL INC COM NEW 863100202 $26 6,040 SH SOLE 6,040 STRATTEC SEC CORP COM 863111100 $242 4,510 SH SOLE 4,510 STRATUS PPTYS INC COM NEW 863167201 $423 26,406 SH SOLE 26,406 STRAYER ED INC COM 863236105 $1,307 11,534 SH SOLE 11,534 STREETTRACKS GOLD TR GOLD SHS 863307104 $6,983 163,088 SH SOLE 163,088 STREETTRACKS INDEX SHS FDS DJ EURO STX 50 863308201 $1,906 48,196 SH SOLE 48,196 STREETTRACKS INDEX SHS FDS DJ STOXX 50 FD 863308102 $1,038 27,700 SH SOLE 27,700 STREETTRACKS SER TR DJ LRG CAP GRW 8.63E+113 $527 11,495 SH SOLE 11,495 STREETTRACKS SER TR DJ GLOB TITANS 86330E505 $27 429 SH SOLE 429 STREETTRACKS SER TR WILSHIRE REIT 86330E604 $57 327 SH SOLE 327 STREETTRACKS SER TR MORGN S HI 35T 86330E703 $2 35 SH SOLE 35 STREICHER MOBILE FUELING INC COM 862924107 $1 565 SH SOLE 565 STRIDE RITE CORP COM 863314100 $357 26,875 SH SOLE 26,875 STRYKER CORP COM 863667101 $38,902 872,052 SH SOLE 872,052 STRYKER CORP COM 863667101 $4,082 91,500 SH C SOLE 91,500 STRYKER CORP COM 863667101 $674 15,100 SH P SOLE 15,100 STUDENT LN CORP COM 863902102 $26 126 SH SOLE 126 STURM RUGER & CO INC COM 864159108 $574 82,848 SH SOLE 82,848 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 $1,830 53,136 SH SOLE 53,136 SUEZ SPONSORED ADR 864686100 $895 33,172 SH SOLE 33,172 SUFFOLK BANCORP COM 864739107 $115 3,480 SH SOLE 3,480 SUFFOLK FIRST BK VA COM 864788104 $7 702 SH SOLE 702 SUMMIT BANCSHARES INC TEX COM 866011109 $239 14,003 SH SOLE 14,003

SUMMIT FINL CORP COM 866057102 $71 3,293 SH SOLE 3,293 SUMTOTAL SYS INC COM 866615107 $67 12,381 SH SOLE 12,381 SUN BANCORP INC COM 86663B102 $217 9,485 SH SOLE 9,485 SUN COMMUNITIES INC COM 866674104 $2,661 74,340 SH SOLE 74,340 SUN HEALTHCARE GROUP INC COM NEW 866933401 $268 40,372 SH SOLE 40,372 SUN HYDRAULICS CORP COM 866942105 $297 9,876 SH SOLE 9,876 SUN LIFE FINL INC COM 866796105 $4,359 133,968 SH SOLE 133,968 SUN MICROSYSTEMS INC COM 866810104 $17,066 4,224,143 SH SOLE 4,224,143 SUN MICROSYSTEMS INC COM 866810104 $7,575 1,874,956 SH C SOLE 1,874,956 SUN MICROSYSTEMS INC COM 866810104 $5,314 1,315,300 SH P SOLE 1,315,300 SUNAIR ELECTRS INC COM 867017105 $10 827 SH SOLE 827 SUNCOR ENERGY INC COM 867229106 $23,051 573,255 SH SOLE 573,255 SUNCOR ENERGY INC COM 867229106 $5,099 126,800 SH P SOLE 126,800 SUNCOR ENERGY INC COM 867229106 $1,086 27,000 SH C SOLE 27,000 SUNDAY COMMUNICATION LTD SPONS ADR NEW 867270209 $12 2,041 SH SOLE 2,041 SUNGARD DATA SYS INC COM 867363103 $49,151 1,424,665 SH SOLE 1,424,665 SUNGARD DATA SYS INC COM 867363103 $13,352 387,000 SH C SOLE 387,000 SUNGARD DATA SYS INC COM 867363103 $849 24,600 SH P SOLE 24,600 SUNLINK HEALTH SYSTEMS INC COM 86737U102 $0 63 SH SOLE 63 SUNOCO INC COM 86764P109 $7,902 76,329 SH SOLE 76,329 SUNOCO INC COM 86764P109 $942 9,100 SH C SOLE 9,100 SUNOCO INC COM 86764P109 $580 5,600 SH P SOLE 5,600 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 $4,909 121,799 SH SOLE 121,799 SUNOPTA INC COM 8676EP108 $5 1,000 SH SOLE 1,000 SUNRISE SENIOR LIVING INC COM 86768K106 $2,169 44,632 SH SOLE 44,632 SUNRISE SENIOR LIVING INC NOTE 5.250% 2/0 86768KAE6 $6 4,000 PRN SOLE 4,000 SUNRISE TELECOM INC COM 86769Y105 $2 773 SH SOLE 773 SUNSET FINANCIAL RESOURCES I COM 867708109 $13 1,381 SH SOLE 1,381 SUNSTONE HOTEL INVS INC NEW COM 867892101 $57 2,662 SH SOLE 2,662 SUNTERRA CORP COM NEW 86787D208 $231 15,317 SH SOLE 15,317 SUNTRON CORP COM 86789P100 $4 1,781 SH SOLE 1,781 SUNTRUST BKS INC COM 867914103 $173,339 2,405,142 SH C SOLE 2,405,142

SUNTRUST BKS INC COM 867914103 $12,701 176,233 SH SOLE 176,233 SUPER VISION INTL INC CL A 868042102 $8 2,058 SH SOLE 2,058 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 $8 11,926 SH SOLE 11,926 SUPERGEN INC COM 868059106 $3,156 649,477 SH SOLE 649,477 SUPERGEN INC COM 868059106 $13 2,700 SH P SOLE 2,700 SUPERGEN INC COM 868059106 $2 400 SH C SOLE 400 SUPERIOR ENERGY SVCS INC COM 868157108 $1,308 76,025 SH SOLE 76,025 SUPERIOR ESSEX INC COM 86815V105 $0 27 SH SOLE 27 SUPERIOR INDS INTL INC COM 868168105 $540 20,439 SH SOLE 20,439 SUPERIOR UNIFORM GP INC COM 868358102 $13 935 SH SOLE 935 SUPERTEX INC COM 868532102 $197 10,764 SH SOLE 10,764 SUPERVALU INC NOTE 11/0 868536AP8 $1,577 4,639,000 PRN SOLE 4,639,000 SUPERVALU INC COM 868536103 $8,802 263,928 SH SOLE 263,928 SUPERVALU INC COM 868536103 $1,209 36,252 SH C SOLE 36,252 SUPPORTSOFT INC COM 868587106 $424 80,314 SH SOLE 80,314 SUPREME INDS INC CL A 868607102 $2 269 SH SOLE 269 SUREWEST COMMUNICATIONS COM 868733106 $50 2,161 SH SOLE 2,161 SURMODICS INC COM 868873100 $6,485 203,235 SH SOLE 203,235 SUSQUEHANNA BANCSHARES INC P COM 869099101 $1,642 67,338 SH SOLE 67,338 SUSSEX BANCORP COM 869245100 $7 500 SH SOLE 500 SVB FINL SVCS INC COM 784869109 $42 2,036 SH SOLE 2,036 SWIFT ENERGY CO COM 870738101 $1,797 63,184 SH SOLE 63,184 SWIFT TRANSN CO COM 870756103 $22,140 1,000,000 SH C SOLE 1,000,000 SWIFT TRANSN CO COM 870756103 $954 43,096 SH SOLE 43,096 SWISS HELVETIA FD INC COM 870875101 $478 33,636 SH SOLE 33,636 SWISSCOM AG SPONSORED ADR 871013108 $4,103 111,556 SH SOLE 111,556 SWS GROUP INC COM 78503N107 $886 55,255 SH SOLE 55,255 SYBASE INC COM 871130100 $868 47,044 SH SOLE 47,044 SYBASE INC COM 871130100 $28 1,500 SH C SOLE 1,500 SYBASE INC COM 871130100 $24 1,300 SH P SOLE 1,300 SYBRON DENTAL SPECIALTIES IN COM 871142105 $1,552 43,218 SH SOLE 43,218 SYCAMORE NETWORKS INC COM 871206108 $1,974 554,597 SH SOLE 554,597

SYCAMORE NETWORKS INC COM 871206108 $9 2,600 SH P SOLE 2,600 SYCAMORE NETWORKS INC COM 871206108 $0 100 SH C SOLE 100 SYKES ENTERPRISES INC COM 871237103 $143 20,884 SH SOLE 20,884 SYMANTEC CORP COM 871503108 $36,509 1,711,627 SH SOLE 1,711,627 SYMANTEC CORP COM 871503108 $15,639 733,200 SH C SOLE 733,200 SYMANTEC CORP COM 871503108 $10,752 504,100 SH P SOLE 504,100 SYMBION INC DEL COM 871507109 $375 17,531 SH SOLE 17,531 SYMBOL TECHNOLOGIES INC COM 871508107 $10,901 752,325 SH SOLE 752,325 SYMBOL TECHNOLOGIES INC COM 871508107 $104 7,200 SH C SOLE 7,200 SYMBOL TECHNOLOGIES INC COM 871508107 $91 6,300 SH P SOLE 6,300 SYMMETRY MED INC COM 871546206 $428 22,521 SH SOLE 22,521 SYMYX TECHNOLOGIES COM 87155S108 $428 19,415 SH SOLE 19,415 SYNAGRO TECHNOLOGIES INC COM NEW 871562203 $26 5,475 SH SOLE 5,475 SYNALLOY CP DEL COM 871565107 $1 135 SH SOLE 135 SYNAPTICS INC COM 87157D109 $1,130 48,700 SH C SOLE 48,700 SYNAPTICS INC COM 87157D109 $518 22,348 SH SOLE 22,348 SYNAPTICS INC COM 87157D109 $132 5,700 SH P SOLE 5,700 SYNERGX SYSTEMS INC COM 87160C106 $6 3,967 SH SOLE 3,967 SYNERGY BRANDS INC COM PAR $.001 87159E402 $0 179 SH SOLE 179 SYNERGY FINANCIAL GROUP INC COM 87162V102 $13 1,082 SH SOLE 1,082 SYNERON MEDICAL LTD ORD SHS M87245102 $702 22,046 SH SOLE 22,046 SYNIVERSE HLDGS INC COM 87163F106 $75 5,450 SH SOLE 5,450 SYNNEX CORP COM 87162W100 $2,879 165,242 SH SOLE 165,242 SYNOPSYS INC COM 871607107 $643 35,552 SH SOLE 35,552 SYNOPSYS INC COM 871607107 $232 12,800 SH P SOLE 12,800 SYNOPSYS INC COM 871607107 $16 900 SH C SOLE 900 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 $135 13,505 SH SOLE 13,505 SYNOVUS FINL CORP COM 87161C105 $25,942 931,173 SH C SOLE 931,173 SYNOVUS FINL CORP COM 87161C105 $5,096 182,931 SH SOLE 182,931 SYNPLICITY INC COM 87160Y108 $9 1,518 SH SOLE 1,518 SYNTEL INC COM 87162H103 $278 15,684 SH SOLE 15,684 SYNTHETECH INC COM 8.72E+104 $8 12,724 SH SOLE 12,724

SYNTROLEUM CORP *W EXP 11/04/200 871630117 $1,357 169,658 SH SOLE 169,658 SYNTROLEUM CORP COM 871630109 $872 71,226 SH SOLE 71,226 SYPRIS SOLUTIONS INC COM 871655106 $23 2,144 SH SOLE 2,144 SYSCO CORP COM 871829107 $116,229 3,246,610 SH SOLE 3,246,610 SYSCO CORP COM 871829107 $18,573 518,800 SH C SOLE 518,800 SYSCO CORP COM 871829107 $6,566 183,400 SH P SOLE 183,400 SYSTEMAX INC COM 871851101 $37 6,747 SH SOLE 6,747 T-3 ENERGY SRVCS INC COM 8.73E+111 $17 2,169 SH SOLE 2,169 TAG-IT PAC INC COM 873774103 $2 365 SH SOLE 365 TAITRON COMPONENTS INC CL A 874028103 $4 2,035 SH SOLE 2,035 TAIWAN FD INC COM 874036106 $1,421 111,156 SH SOLE 111,156 TAIWAN GREATER CHINA FD SH BEN INT 874037104 $6 1,270 SH SOLE 1,270 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $2,205 56,400 SH C SOLE 56,400 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $931 23,800 SH P SOLE 23,800 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $843 21,571 SH SOLE 21,571 TALBOTS INC COM 874161102 $563 17,594 SH SOLE 17,594 TALISMAN ENERGY INC COM 8.74E+107 $6,276 183,789 SH SOLE 183,789 TALK AMERICA HLDGS INC COM NEW 87426R202 $108 16,811 SH SOLE 16,811 TALK AMERICA HLDGS INC COM NEW 87426R202 $97 15,000 SH P SOLE 15,000 TALX CORP COM 874918105 $973 53,557 SH SOLE 53,557 TANDY BRANDS ACCESSORIES INC COM 875378101 $100 6,667 SH SOLE 6,667 TANGER FACTORY OUTLET CTRS I COM 875465106 $1,528 69,466 SH SOLE 69,466 TANOX INC COM 87588Q109 $5,677 591,329 SH SOLE 591,329 TAPESTRY PHARMACEUTICALS INC COM 876031105 $4 6,000 SH SOLE 6,000 TARGET CORP COM 8.76E+110 $111,963 2,238,358 SH SOLE 2,238,358 TARGET CORP COM 8.76E+110 $16,997 339,800 SH P SOLE 339,800 TARGET CORP COM 8.76E+110 $6,708 134,100 SH C SOLE 134,100 TARGETED GENETICS CORP COM 87612M108 $4 7,323 SH SOLE 7,323 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 $123 3,892 SH SOLE 3,892 TARRAGON CORP COM 876287103 $282 13,957 SH SOLE 13,957 TASEKO MINES LTD COM 876511106 $2 1,240 SH SOLE 1,240 TASER INTL INC COM 87651B104 $4,224 352,000 SH C SOLE 352,000

TASER INTL INC COM 87651B104 $2,856 238,000 SH P SOLE 238,000 TASER INTL INC COM 87651B104 $116 9,675 SH SOLE 9,675 TASTY BAKING CO COM 876553306 $3 317 SH SOLE 317 TAT TECHNOLOGIES LTD ORD NEW M8740S227 $5 577 SH SOLE 577 TATA MTRS LTD SPONSORED ADR 876568502 $262 26,994 SH SOLE 26,994 TAUBMAN CTRS INC COM 876664103 $1,691 60,955 SH SOLE 60,955 TAYLOR CAP GROUP INC COM 876851106 $88 2,701 SH SOLE 2,701 TAYLOR DEVICES INC COM 877163105 $7 2,079 SH SOLE 2,079 TB WOODS CORP COM 872226105 $1 128 SH SOLE 128 TBC CORP NEW COM 872183108 $134 4,825 SH SOLE 4,825 TC PIPELINES LP UT COM LTD PRT 87233Q108 $7,405 206,558 SH SOLE 206,558 TCF FINL CORP COM 872275102 $9,777 360,103 SH SOLE 360,103 TCW CONV SECS FD INC COM 872340104 $584 116,026 SH SOLE 116,026 TD BANKNORTH INC COM 87235A101 $12,765 408,611 SH SOLE 408,611 TDC A/S SPONSORED ADR 87236N102 $52 2,490 SH SOLE 2,490 TDK CORP AMERN DEP SH 872351408 $5 77 SH SOLE 77 TEAM FINANCIAL INC COM 87815X109 $15 1,043 SH SOLE 1,043 TEAM INC COM 878155100 $331 16,530 SH SOLE 16,530 TECH DATA CORP SDCV 2.000%12/1 878237AD8 $1,950 2,000,000 PRN SOLE 2,000,000 TECH DATA CORP COM 878237106 $3,613 97,500 SH SOLE 97,500 TECH OPS SEVCON INC COM 878293109 $2 390 SH SOLE 390 TECHE HLDG CO COM 878330109 $4 107 SH SOLE 107 TECHNE CORP COM 878377100 $1,540 38,328 SH SOLE 38,328 TECHNICAL OLYMPIC USA INC COM 878483106 $2,137 70,748 SH SOLE 70,748 TECHNIP NEW SPONSORED ADR 878546209 $0 1 SH SOLE 1 TECHNITROL INC COM 878555101 $2,842 190,506 SH SOLE 190,506 TECHNOLOGY INVT CAP CORP COM 878717305 $3,844 257,130 SH SOLE 257,130 TECHNOLOGY RESH CORP COM NEW 878727304 $5 945 SH SOLE 945 TECHNOLOGY SOLUTIONS CO COM 87872T108 $3 2,830 SH SOLE 2,830 TECHTEAM GLOBAL INC COM 878311109 $26 2,383 SH SOLE 2,383 TECNOMATIX TECHNOLOGIES LTD ORD M8743P105 $23 1,346 SH SOLE 1,346 TECO ENERGY INC COM 872375100 $8,346 532,285 SH SOLE 532,285

TECO ENERGY INC COM 872375100 $125 8,000 SH P SOLE 8,000 TECO ENERGY INC COM 872375100 $44 2,800 SH C SOLE 2,800 TECUMSEH PRODS CO CL B 878895101 $59 1,525 SH SOLE 1,525 TECUMSEH PRODS CO CL A 878895200 $28 700 SH SOLE 700 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 $2,343 52,132 SH SOLE 52,132 TEGAL CORP COM 879008100 $2 1,418 SH SOLE 1,418 TEJON RANCH CO DEL COM 879080109 $132 2,951 SH SOLE 2,951 TEKELEC COM 879101103 $8,799 552,000 SH C SOLE 552,000 TEKELEC COM 879101103 $332 20,800 SH P SOLE 20,800 TEKELEC COM 879101103 $112 7,027 SH SOLE 7,027 TEKTRONIX INC COM 879131100 $4,311 175,738 SH SOLE 175,738 TEL INSTR ELECTRS CORP COM NEW 879165207 $1 206 SH SOLE 206 TEL OFFSHORE TR UNIT BEN INT 872382106 $49 6,025 SH SOLE 6,025 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 $147 14,881 SH SOLE 14,881 TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y105 $8 1,225 SH SOLE 1,225 TELE SUDESTE CELULAR PART S SPON ADR PFD 879252104 $10 1,160 SH SOLE 1,160 TELE2 AB SPON ADR REP B 87952P208 $13 384 SH SOLE 384 TELECOMMUNICATION SYS INC CL A 87929J103 $36 13,631 SH SOLE 13,631 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 $298 15,577 SH SOLE 15,577 TELEDYNE TECHNOLOGIES INC COM 879360105 $2,925 93,462 SH SOLE 93,462 TELEFLEX INC COM 879369106 $1,597 31,198 SH SOLE 31,198 TELEFONICA MOVILES S A SPONSORED ADR 87938V105 $0 14 SH SOLE 14 TELEFONOS DE MEXICO S A SPON ADR A SHS 879403707 $75 2,198 SH SOLE 2,198 TELEGLOBE INTL HLDGS LTD COM G87340108 $35 9,754 SH SOLE 9,754 TELEKOM AUSTRIA AG SPONSORED ADR 87943Q109 $32 830 SH SOLE 830 TELELESTE CELULAR PART S A SPON ADR PFD 87943B102 $10 1,220 SH SOLE 1,220 TELEMIG CELULAR PART S A SPON ADR PFD 8.79E+109 $34 1,176 SH SOLE 1,176 TELENOR ASA SPONSORED ADR 87944W105 $28 1,000 SH SOLE 1,000 TELEPHONE & DATA SYS INC COM 879433100 $1,544 18,924 SH SOLE 18,924 TELESP CELULAR PART S A SPON ADR PFD 87952L108 $253 42,375 SH SOLE 42,375 TELESYSTEM INTL WIRELESS INC COM NEW 879946606 $20,955 1,374,128 SH SOLE 1,374,128 TELESYSTEM INTL WIRELESS INC COM NEW 879946606 $9,208 603,815 SH C SOLE 603,815

TELETECH HOLDINGS INC COM 879939106 $284 21,958 SH SOLE 21,958 TELEWEST GLOBAL INC COM 87956T107 $32,741 1,840,443 SH SOLE 1,840,443 TELIK INC COM 87959M109 $1,330 88,228 SH SOLE 88,228 TELKOM SA LTD SPONSORED ADR 879603108 $141 2,042 SH SOLE 2,042 TELKONET INC COM 879604106 $113 28,894 SH SOLE 28,894 TELLABS INC COM 879664100 $5,441 745,339 SH SOLE 745,339 TELLABS INC COM 879664100 $118 16,100 SH P SOLE 16,100 TELLABS INC COM 879664100 $67 9,200 SH C SOLE 9,200 TELSTRA CORP LTD SPON ADR FINAL 87969N204 $1,357 68,969 SH SOLE 68,969 TELULAR CORP COM NEW 87970T208 $18 2,897 SH SOLE 2,897 TELUS CORP NON-VTG SHS 87971M202 $62,983 2,044,225 SH SOLE 2,044,225 TELVENT GIT SA SHS E90215109 $8 819 SH SOLE 819 TEMPLE INLAND INC COM 879868107 $41,912 577,698 SH SOLE 577,698 TEMPLETON DRAGON FD INC COM 88018T101 $2,812 164,825 SH SOLE 164,825 TEMPLETON EMERG MKTS INCOME COM 880192109 $80 6,100 SH SOLE 6,100 TEMPLETON EMERGING MKTS FD I COM 880191101 $9,478 565,504 SH SOLE 565,504 TEMPLETON GLOBAL INCOME FD COM 880198106 $4,056 466,207 SH SOLE 466,207 TEMPUR PEDIC INTL INC COM 88023U101 $7,035 377,000 SH C SOLE 377,000 TEMPUR PEDIC INTL INC COM 88023U101 $2,296 123,022 SH SOLE 123,022 TENARIS S A SPONSORED ADR 88031M109 $5,567 90,501 SH SOLE 90,501 TENET HEALTHCARE CORP COM 88033G100 $7,616 660,500 SH C SOLE 660,500 TENET HEALTHCARE CORP COM 88033G100 $6,860 594,935 SH SOLE 594,935 TENET HEALTHCARE CORP COM 88033G100 $4,708 408,300 SH P SOLE 408,300 TENGASCO INC COM NEW 88033R205 $5 19,766 SH SOLE 19,766 TENNANT CO COM 880345103 $37 965 SH SOLE 965 TENNECO AUTOMOTIVE INC COM 880349105 $1,645 132,008 SH SOLE 132,008 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 $17,696 421,341 SH SOLE 421,341 TERADYNE INC SDCV 3.750%10/1 880770AD4 $14,775 15,000,000 PRN SOLE 15,000,000 TERADYNE INC COM 880770102 $8,235 564,055 SH SOLE 564,055 TERADYNE INC COM 880770102 $200 13,700 SH C SOLE 13,700 TERADYNE INC COM 880770102 $172 11,800 SH P SOLE 11,800 TERAYON COMMUNICATION SYS COM 880775101 $252 81,776 SH SOLE 81,776

TERCICA INC COM 88078L105 $1,213 158,988 SH SOLE 158,988 TEREX CORP NEW COM 880779103 $18,923 437,030 SH C SOLE 437,030 TEREX CORP NEW COM 880779103 $3,601 83,172 SH SOLE 83,172 TEREX CORP NEW COM 880779103 $1,840 42,500 SH P SOLE 42,500 TERRA INDS INC COM 880915103 $0 4 SH SOLE 4 TERRA NITROGEN CO L P COM UNIT 881005201 $137 5,500 SH SOLE 5,500 TERREMARK WORLDWIDE INC COM 881448104 $19 29,857 SH SOLE 29,857 TESCO CORP COM 88157K101 $17 1,463 SH SOLE 1,463 TESORO CORP COM 881609101 $271 7,310 SH SOLE 7,310 TESSERA TECHNOLOGIES INC COM 88164L100 $5,172 119,643 SH SOLE 119,643 TETON PETE CO COM NEW 88162A205 $5 1,315 SH SOLE 1,315 TETRA TECH INC NEW COM 88162G103 $237 18,740 SH SOLE 18,740 TETRA TECHNOLOGIES INC DEL COM 88162F105 $3,094 108,777 SH SOLE 108,777 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 $1,202 1,208,000 PRN SOLE 1,208,000 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 $211 210,000 PRN SOLE 210,000 TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB4 $503 343,000 PRN SOLE 343,000 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 $132 6,269 SH SOLE 6,269 TEXAS INDS INC COM 882491103 $458 8,519 SH SOLE 8,519 TEXAS INSTRS INC COM 882508104 $95,452 3,744,685 SH SOLE 3,744,685 TEXAS INSTRS INC COM 882508104 $13,761 539,848 SH C SOLE 539,848 TEXAS INSTRS INC COM 882508104 $11,379 446,400 SH P SOLE 446,400 TEXAS PAC LD TR SUB CTF PROP I T 882610108 $12,396 79,460 SH SOLE 79,460 TEXAS REGL BANCSHARES INC CL A VTG 882673106 $965 32,047 SH SOLE 32,047 TEXAS ROADHOUSE INC CL A 882681109 $23 807 SH SOLE 807 TEXTRON INC COM 883203101 $25,169 337,297 SH SOLE 337,297 TEXTRON INC COM 883203101 $2,985 40,000 SH C SOLE 40,000 TEXTRON INC COM 883203101 $2,985 40,000 SH P SOLE 40,000 TEXTRON INC PFD CONV $2.08 883203200 $423 1,300 SH SOLE 1,300 TEXTRON INC PFD CONV $1.40 883203309 $13 50 SH SOLE 50 TF FINL CORP COM 872391107 $60 2,097 SH SOLE 2,097 THAI CAP FD INC COM NEW 882905201 $194 21,766 SH SOLE 21,766 THAI FD INC COM 882904105 $115 11,708 SH SOLE 11,708

THE BANK HOLDINGS INC COM 8.83E+108 $36 2,023 SH SOLE 2,023 THE9 LTD ADR 88337K104 $27 1,558 SH SOLE 1,558 THERAGENICS CORP COM 883375107 $101 29,491 SH SOLE 29,491 THERAVANCE INC COM 88338T104 $3,833 210,000 SH SOLE 210,000 THERMA-WAVE INC COM 88343A108 $1 528 SH SOLE 528 THERMO ELECTRON CORP SDCV 3.250%11/0 883556AJ1 $907 950,000 PRN SOLE 950,000 THERMO ELECTRON CORP COM 883556102 $16,906 668,488 SH SOLE 668,488 THERMOGENESIS CORP COM NEW 883623209 $308 61,607 SH SOLE 61,607 THERMOVIEW INDS INC COM NEW 883671505 $0 396 SH SOLE 396 THESTREET COM COM 88368Q103 $8 1,962 SH SOLE 1,962 THIRD WAVE TECHNOLOGIES INC COM 88428W108 $271 47,028 SH SOLE 47,028 THOMAS & BETTS CORP COM 884315102 $1,435 44,416 SH SOLE 44,416 THOMAS INDS INC COM 884425109 $198 4,985 SH SOLE 4,985 THOMAS PPTYS GROUP INC COM 884453101 $41 3,289 SH SOLE 3,289 THOMSON SPONSORED ADR 885118109 $418 15,495 SH SOLE 15,495 THOMSON CORP COM 884903105 $1,645 49,320 SH SOLE 49,320 THOR INDS INC COM 885160101 $1,859 62,154 SH SOLE 62,154 THORATEC CORP COM NEW 885175307 $78 6,401 SH SOLE 6,401 THORNBURG MTG INC COM 885218107 $2,510 89,507 SH SOLE 89,507 THORNBURG MTG INC COM 885218107 $981 35,000 SH P SOLE 35,000 THQ INC COM NEW 872443403 $532 18,903 SH SOLE 18,903 THREE FIVE SYS INC COM 88554L108 $4 3,500 SH SOLE 3,500 THRESHOLD PHARMACEUTICAL INC COM 885807107 $32 5,275 SH SOLE 5,275 TIBCO SOFTWARE INC COM 88632Q103 $7,748 1,040,000 SH C SOLE 1,040,000 TIBCO SOFTWARE INC COM 88632Q103 $1,614 216,636 SH SOLE 216,636 TIDEWATER INC COM 886423102 $2,241 57,660 SH SOLE 57,660 TIDEWATER INC COM 886423102 $583 15,000 SH C SOLE 15,000 TIDEWATER INC COM 886423102 $148 3,800 SH P SOLE 3,800 TIER TECHNOLOGIES INC CL B 88650Q100 $737 100,000 SH C SOLE 100,000 TIER TECHNOLOGIES INC CL B 88650Q100 $240 32,529 SH SOLE 32,529 TIERONE CORP COM 88650R108 $580 24,693 SH SOLE 24,693 TIFFANY & CO NEW COM 886547108 $12,893 373,484 SH SOLE 373,484

TIFFANY & CO NEW COM 886547108 $3,704 107,300 SH P SOLE 107,300 TIFFANY & CO NEW COM 886547108 $387 11,200 SH C SOLE 11,200 TII NETWORK TECHNOLOGIES INC COM NEW 872479209 $1 583 SH SOLE 583 TIM HELLAS TELECOMM S A ADR 88706Q104 $1,551 73,625 SH SOLE 73,625 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 $363 24,189 SH SOLE 24,189 TIMBERLAND BANCORP INC COM 887098101 $110 4,964 SH SOLE 4,964 TIMBERLAND CO CL A 887100105 $2,278 32,110 SH SOLE 32,110 TIME WARNER INC COM 887317105 $197,608 11,259,718 SH SOLE 11,259,718 TIME WARNER INC COM 887317105 $21,213 1,208,703 SH C SOLE 1,208,703 TIME WARNER INC COM 887317105 $20,953 1,193,900 SH P SOLE 1,193,900 TIME WARNER TELECOM INC CL A 887319101 $318 80,007 SH SOLE 80,007 TIMKEN CO COM 887389104 $7,413 271,148 SH SOLE 271,148 TIPPERARY CORP COM PAR $0.02 888002300 $4 1,064 SH SOLE 1,064 TITAN CORP COM 888266103 $2,165 119,215 SH SOLE 119,215 TITAN CORP COM 888266103 $1,634 90,000 SH C SOLE 90,000 TITAN INTL INC ILL COM 88830M102 $251 17,466 SH SOLE 17,466 TITANIUM METALS CORP COM NEW 888339207 $185 5,142 SH SOLE 5,142 TIVO INC COM 888706108 $2,648 512,100 SH C SOLE 512,100 TIVO INC COM 888706108 $2,602 503,286 SH SOLE 503,286 TIVO INC COM 888706108 $21 4,000 SH P SOLE 4,000 TJX COS INC NEW NOTE 2/1 872540AL3 $16,466 19,573,000 PRN SOLE 19,573,000 TJX COS INC NEW COM 872540109 $10,244 415,899 SH SOLE 415,899 TJX COS INC NEW COM 872540109 $209 8,500 SH C SOLE 8,500 TJX COS INC NEW COM 872540109 $10 400 SH P SOLE 400 TLC VISION CORP COM 872549100 $239 25,215 SH SOLE 25,215 TNS INC COM 872960109 $387 21,532 SH SOLE 21,532 TODCO CL A 88889T107 $1,282 49,609 SH SOLE 49,609 TODD SHIPYARDS CORP DEL COM 889039103 $26 1,378 SH SOLE 1,378 TOLL BROTHERS INC COM 889478103 $5,598 71,000 SH C SOLE 71,000 TOLL BROTHERS INC COM 889478103 $5,496 69,700 SH P SOLE 69,700 TOLL BROTHERS INC COM 889478103 $5,268 66,816 SH SOLE 66,816 TOLLGRADE COMMUNICATIONS INC COM 889542106 $489 71,105 SH SOLE 71,105

TOMPKINSTRUSTCO INC COM 890110109 $44 1,032 SH SOLE 1,032 TOO INC COM 890333107 $1,871 75,829 SH SOLE 75,829 TOOTSIE ROLL INDS INC COM 890516107 $1,287 42,900 SH SOLE 42,900 TOP TANKERS INC COM Y8897Y107 $397 21,390 SH SOLE 21,390 TOPPS INC COM 890786106 $375 40,756 SH SOLE 40,756 TOR MINERALS INTL INC COM 890878101 $38 6,276 SH SOLE 6,276 TORCH ENERGY ROYALTY TRUST UNIT BEN INT 891013104 $51 6,500 SH SOLE 6,500 TORCH OFFSHORE INC COM 891019101 $2 1,628 SH SOLE 1,628 TORCHMARK CORP COM 891027104 $9,494 181,885 SH SOLE 181,885 TORCHMARK CORP COM 891027104 $7,378 141,332 SH C SOLE 141,332 TOREADOR RES CORP COM 891050106 $227 12,500 SH SOLE 12,500 TORO CO COM 891092108 $1,088 12,299 SH SOLE 12,299 TORONTO DOMINION BK ONT COM NEW 891160509 $3,180 76,908 SH SOLE 76,908 TORTOISE ENERGY INFRSTRCTR C COM 89147L100 $476 16,663 SH SOLE 16,663 TOTAL ENTMT RESTAURANT CORP COM 8.92E+104 $32 2,818 SH SOLE 2,818 TOTAL SYS SVCS INC COM 891906109 $285 11,393 SH SOLE 11,393 TOWER GROUP INC COM 891777104 $150 11,235 SH SOLE 11,235 TOWER SEMICONDUCTOR LTD ORD M87915100 $2 1,154 SH SOLE 1,154 TOWN & CTRY TR SH BEN INT 892081100 $541 20,446 SH SOLE 20,446 TOYS R US INC COM 892335100 $31,172 1,210,100 SH C SOLE 1,210,100 TOYS R US INC COM 892335100 $9,464 367,400 SH P SOLE 367,400 TOYS R US INC COM 892335100 $7,246 281,288 SH SOLE 281,288 TPG N V SPONSORED ADR 892339102 $146 5,125 SH SOLE 5,125 TRACK DATA CORP COM NEW 891918203 $5 1,825 SH SOLE 1,825 TRACTOR SUPPLY CO COM 892356106 $11,732 268,765 SH SOLE 268,765 TRADESTATION GROUP INC COM 89267P105 $0 34 SH SOLE 34 TRAFFIX INC COM 892721101 $140 27,771 SH SOLE 27,771 TRAILER BRIDGE COM 892782103 $14 1,471 SH SOLE 1,471 TRAMFORD INTL LTD ORD G89935103 $9 2,489 SH SOLE 2,489 TRAMMELL CROW CO COM 89288R106 $1,107 53,834 SH SOLE 53,834 TRANS INDS INC COM 893239103 $4 1,829 SH SOLE 1,829 TRANS WORLD ENTMT CORP COM 89336Q100 $1,915 130,000 SH SOLE 130,000

TRANSACT TECHNOLOGIES INC COM 892918103 $361 36,038 SH SOLE 36,038 TRANSACTION SYS ARCHITECTS COM 893416107 $73 3,156 SH SOLE 3,156 TRANSAMERICA INCOME SHS INC COM 893506105 $11 500 SH SOLE 500 TRANSATLANTIC HLDGS INC COM 893521104 $221 3,338 SH SOLE 3,338 TRANSCANADA CORP COM 89353D107 $3,168 128,245 SH SOLE 128,245 TRANSCAT INC COM 893529107 $42 10,707 SH SOLE 10,707 TRANSCEND SERVICES INC COM NEW 893929208 $7 2,221 SH SOLE 2,221 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 $14 738 SH SOLE 738 TRANSGLOBE ENERGY CORP COM 893662106 $15 2,300 SH SOLE 2,300 TRANSKARYOTIC THERAPIES INC COM 893735100 $4,245 170,052 SH SOLE 170,052 TRANSMETA CORP DEL COM 89376R109 $13 14,006 SH SOLE 14,006 TRANSMONTAIGNE INC COM 893934109 $557 69,613 SH SOLE 69,613 TRANSOCEAN INC ORD G90078109 $30,078 584,500 SH P SOLE 584,500 TRANSOCEAN INC ORD G90078109 $25,545 496,400 SH C SOLE 496,400 TRANSOCEAN INC ORD G90078109 $17,958 348,963 SH SOLE 348,963 TRANSPORT CORP OF AMER INC COM 89385P102 $9 1,056 SH SOLE 1,056 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 $52 9,460 SH SOLE 9,460 TRANSPRO INC COM 893885103 $42 6,438 SH SOLE 6,438 TRANSWITCH CORP COM 894065101 $119 86,844 SH SOLE 86,844 TRAVELZOO INC COM 89421Q106 $380 7,640 SH SOLE 7,640 TRC COS INC COM 872625108 $124 8,426 SH SOLE 8,426 TREDEGAR CORP COM 894650100 $125 7,440 SH SOLE 7,440 TREND MICRO INC SPONS ADR NEW 89486M206 $60 1,412 SH SOLE 1,412 TREX INC COM 89531P105 $438 9,866 SH SOLE 9,866 TRI CONTL CORP COM 895436103 $18 1,004 SH SOLE 1,004 TRI VY CORP COM 895735108 $8 1,049 SH SOLE 1,049 TRIAD GTY INC COM 895925105 $74 1,415 SH SOLE 1,415 TRIAD HOSPITALS INC COM 89579K109 $2,911 58,100 SH C SOLE 58,100 TRIAD HOSPITALS INC COM 89579K109 $745 14,880 SH SOLE 14,880 TRIAD HOSPITALS INC COM 89579K109 $125 2,500 SH P SOLE 2,500 TRIARC COS INC CL B SER 1 895927309 $810 58,543 SH SOLE 58,543 TRIARC COS INC CL A 895927101 $20 1,398 SH SOLE 1,398

TRIBUNE CO NEW COM 896047107 $32,984 827,281 SH SOLE 827,281 TRIBUNE CO NEW COM 896047107 $19,337 485,000 SH C SOLE 485,000 TRIBUNE CO NEW COM 896047107 $13,157 330,000 SH P SOLE 330,000 TRIBUNE CO NEW SB DB EXCH2%29 896047305 $12 140 SH SOLE 140 TRICO BANCSHARES COM 896095106 $178 8,506 SH SOLE 8,506 TRIDENT MICROSYSTEMS INC COM 895919108 $2,639 149,254 SH SOLE 149,254 TRIKON TECHNOLOGIES INC COM NEW 896187408 $868 436,394 SH SOLE 436,394 TRIMBLE NAVIGATION LTD COM 896239100 $1,103 32,635 SH SOLE 32,635 TRIMERIS INC COM 896263100 $23 2,012 SH SOLE 2,012 TRINITY BIOTECH PLC SPONSORED ADR 896438108 $11 4,294 SH SOLE 4,294 TRINITY INDS INC COM 896522109 $1,327 47,107 SH SOLE 47,107 TRINSIC INC COM 89668P100 $0 200 SH SOLE 200 TRINTECH GROUP PLC SPONS ADR NEW 896682200 $16 2,909 SH SOLE 2,909 TRIO TECH INTL COM NEW 896712205 $4 979 SH SOLE 979 TRIPATH IMAGING INC COM 896942109 $9 1,319 SH SOLE 1,319 TRIPATH TECHNOLOGY INC COM 89672P104 $22 24,342 SH SOLE 24,342 TRIPOS INC COM 896928108 $8 1,831 SH SOLE 1,831 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $182 53,867 SH SOLE 53,867 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $3 800 SH P SOLE 800 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $1 200 SH C SOLE 200 TRITON PCS HLDGS INC CL A 89677M106 $82 37,121 SH SOLE 37,121 TRIUMPH GROUP INC NEW COM 896818101 $182 4,679 SH SOLE 4,679 TRIZEC HAHN CORP DEB 3.000% 1/2 896938AB3 $24 30,000 PRN SOLE 30,000 TRIZEC PROPERTIES INC COM 89687P107 $570 30,000 SH SOLE 30,000 TRIZETTO GROUP INC COM 896882107 $118 12,660 SH SOLE 12,660 TRM CORP COM 872636105 $176 8,726 SH SOLE 8,726 TRUSTCO BK CORP N Y COM 898349105 $675 58,704 SH SOLE 58,704 TRUSTMARK CORP COM 898402102 $1,130 38,966 SH SOLE 38,966 TRUSTREET PPTYS INC COM 898404108 $5,141 334,016 SH SOLE 334,016 TRUSTREET PPTYS INC PFD CV A 898404207 $57 2,478 SH SOLE 2,478 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 $322 16,572 SH SOLE 16,572 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 $1,475 33,490 SH SOLE 33,490

TTI TEAM TELECOM INTL LTD ORD M88258104 $3 1,392 SH SOLE 1,392 TTM TECHNOLOGIES INC COM 87305R109 $2,041 195,162 SH SOLE 195,162 TUESDAY MORNING CORP COM NEW 899035505 $27 947 SH SOLE 947 TUFCO TECHNOLOGIES INC COM 899040109 $17 2,651 SH SOLE 2,651 TUMBLEWEED COMMUNICATIONS CO COM 899690101 $85 30,685 SH SOLE 30,685 TUPPERWARE CORP COM 899896104 $2,264 111,206 SH SOLE 111,206 TURBOCHEF TECHNOLOGIES INC COM NEW 900006206 $138 9,298 SH SOLE 9,298 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 $1,128 66,044 SH SOLE 66,044 TURKISH INVT FD INC COM 900145103 $17 1,100 SH SOLE 1,100 TUT SYSTEMS COM 901103101 $0 85 SH SOLE 85 TUTOGEN MEDICAL INC COM 901107102 $1 509 SH SOLE 509 TUXIS CORP COM 901144105 $9 1,216 SH SOLE 1,216 TVI CORP NEW COM 872916101 $2,149 436,000 SH SOLE 436,000 TVIA INC COM 87307P101 $4 3,104 SH SOLE 3,104 TWEETER HOME ENTMT GROUP INC COM 901167106 $264 47,472 SH SOLE 47,472 TWIN DISC INC COM 901476101 $60 2,436 SH SOLE 2,436 TXU CORP COM 873168108 $20,158 253,143 SH SOLE 253,143 TXU CORP COM 873168108 $7,836 98,400 SH P SOLE 98,400 TXU CORP COM 873168108 $6,315 79,300 SH C SOLE 79,300 TXU CORP FRNT 7/1 873168AE8 $4 2,000 PRN SOLE 2,000 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 $110,299 74,026,000 PRN SOLE 74,026,000 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 $15,311 9,675,000 PRN SOLE 9,675,000 TYCO INTL LTD NEW COM 902124106 $151,789 4,490,803 SH SOLE 4,490,803 TYCO INTL LTD NEW COM 902124106 $91,466 2,706,092 SH C SOLE 2,706,092 TYCO INTL LTD NEW COM 902124106 $20,577 608,800 SH P SOLE 608,800 TYCO INTL LTD NEW NOTE 11/1 902124AC0 $43 56,000 PRN SOLE 56,000 TYLER TECHNOLOGIES INC COM 902252105 $578 75,975 SH SOLE 75,975 TYSON FOODS INC CL A 902494103 $67,280 4,033,600 SH C SOLE 4,033,600 TYSON FOODS INC CL A 902494103 $218 13,084 SH SOLE 13,084 TYSON FOODS INC CL A 902494103 $92 5,500 SH P SOLE 5,500 U S B HLDG INC COM 902910108 $185 8,344 SH SOLE 8,344 U S CONCRETE INC COM 90333L102 $663 105,726 SH SOLE 105,726

U S G CORP COM NEW 903293405 $3,780 114,000 SH C SOLE 114,000 U S G CORP COM NEW 903293405 $2,785 84,000 SH P SOLE 84,000 U S G CORP COM NEW 903293405 $772 23,275 SH SOLE 23,275 U S GLOBAL INVS INC CL A 902952100 $16 2,735 SH SOLE 2,735 U S HOME SYS INC COM 90335C100 $5 892 SH SOLE 892 U S I HLDGS COM 90333H101 $117 9,900 SH SOLE 9,900 U S PHYSICAL THERAPY INC COM 90337L108 $3 200 SH SOLE 200 U S SHIPPING PARTNERS L P COM UNIT 903417103 $5,112 200,704 SH SOLE 200,704 U S XPRESS ENTERPRISES INC CL A 90338N103 $198 12,109 SH SOLE 12,109 U STORE IT TR COM 91274F104 $74 4,238 SH SOLE 4,238 UAP HLDG CORP COM 903441103 $46 2,864 SH SOLE 2,864 UBIQUITEL INC COM 903474302 $2,345 350,000 SH C SOLE 350,000 UBIQUITEL INC COM 903474302 $171 25,593 SH SOLE 25,593 UBS AG NAMEN AKT H8920M855 $598,620 7,092,658 SH P SOLE 7,092,658 UBS AG NAMEN AKT H8920M855 $565,497 6,700,205 SH C SOLE 6,700,205 UBS AG NAMEN AKT H8920M855 $376,456 4,460,378 SH SOLE 4,460,378 UCBH HOLDINGS INC COM 90262T308 $2,894 72,540 SH SOLE 72,540 UFP TECHNOLOGIES INC COM 902673102 $12 2,363 SH SOLE 2,363 UGI CORP NEW COM 902681105 $3,606 79,390 SH SOLE 79,390 UICI COM 902737105 $1,113 45,883 SH SOLE 45,883 UIL HLDG CORP COM 902748102 $155 3,056 SH SOLE 3,056 ULTICOM INC COM 903844108 $240 21,565 SH SOLE 21,565 ULTIMATE SOFTWARE GROUP INC COM 90385D107 $541 33,833 SH SOLE 33,833 ULTRA CLEAN HLDGS INC COM 90385V107 $13 2,075 SH SOLE 2,075 ULTRA PETROLEUM CORP COM 903914109 $2,940 57,873 SH SOLE 57,873 ULTRALIFE BATTERIES INC COM 903899102 $214 12,500 SH SOLE 12,500 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 $5 300 SH SOLE 300 ULTRATECH INC COM 904034105 $166 11,389 SH SOLE 11,389 UMB FINL CORP COM 902788108 $25 445 SH SOLE 445 UMPQUA HLDGS CORP COM 904214103 $186 7,960 SH SOLE 7,960 UNICO AMERN CORP COM 904607108 $1 71 SH SOLE 71 UNIFI INC COM 904677101 $52 15,667 SH SOLE 15,667

UNIFIRST CORP MASS COM 904708104 $269 6,741 SH SOLE 6,741 UNILEVER N V N Y SHS NEW 904784709 $38,233 558,796 SH SOLE 558,796 UNILEVER PLC SPON ADR NEW 904767704 $7,944 198,597 SH SOLE 198,597 UNION BANKSHARES CORP COM 905399101 $175 5,457 SH SOLE 5,457 UNION CMNTY BANCORP COM 906054101 $37 2,265 SH SOLE 2,265 UNION FINL BANCSHARES INC COM 906611108 $35 2,054 SH SOLE 2,054 UNION PAC CORP COM 907818108 $43,295 621,159 SH SOLE 621,159 UNION PAC CORP COM 907818108 $1,178 16,900 SH P SOLE 16,900 UNION PAC CORP COM 907818108 $202 2,900 SH C SOLE 2,900 UNIONBANCAL CORP COM 908906100 $2,646 43,207 SH SOLE 43,207 UNIONBANCAL CORP COM 908906100 $1,648 26,900 SH C SOLE 26,900 UNIONBANCORP INC COM 908908106 $24 1,121 SH SOLE 1,121 UNISOURCE ENERGY CORP COM 909205106 $382 12,323 SH SOLE 12,323 UNISYS CORP COM 909214108 $5,634 797,988 SH SOLE 797,988 UNISYS CORP COM 909214108 $194 27,500 SH P SOLE 27,500 UNISYS CORP COM 909214108 $48 6,800 SH C SOLE 6,800 UNIT CORP COM 909218109 $6,799 150,528 SH SOLE 150,528 UNITED AMER INDEMNITY LTD CL A 90933T109 $120 6,363 SH SOLE 6,363 UNITED AMERN HEALTHCARE CORP COM 90934C105 $17 2,882 SH SOLE 2,882 UNITED AUTO GROUP INC COM 909440109 $3 125 SH SOLE 125 UNITED BANCORP INC OHIO COM 909911109 $23 1,582 SH SOLE 1,582 UNITED BANCSHARES INC OHIO COM 909458101 $43 2,840 SH SOLE 2,840 UNITED BANKSHARES INC WEST V COM 909907107 $1,178 35,546 SH SOLE 35,546 UNITED BUSINESS MEDIA PLC ADR 90969M101 $22 2,081 SH SOLE 2,081 UNITED CAPITAL CORP COM 909912107 $7 300 SH SOLE 300 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 $54 2,263 SH SOLE 2,263 UNITED CMNTY FINL CORP OHIO COM 909839102 $146 13,138 SH SOLE 13,138 UNITED DEFENSE INDS INC COM 91018B104 $10,375 141,304 SH SOLE 141,304 UNITED DEFENSE INDS INC COM 91018B104 $2,203 30,000 SH C SOLE 30,000 UNITED DOMINION REALTY TR IN COM 910197102 $1,093 52,351 SH SOLE 52,351 UNITED FINL CORP MINN COM 909919102 $76 3,112 SH SOLE 3,112 UNITED FINL MTG CORP COM NEW 910303304 $3 723 SH SOLE 723

UNITED FIRE & CAS CO PFD CONV A % 910331305 $5,723 134,669 SH SOLE 134,669 UNITED FIRE & CAS CO COM 910331107 $19 550 SH SOLE 550 UNITED HERITAGE CORP COM NEW 91058F304 $1 1,670 SH SOLE 1,670 UNITED INDL CORP NOTE 3.750% 9/1 910671AB2 $6,089 5,765,000 PRN SOLE 5,765,000 UNITED INDL CORP COM 910671106 $2,962 100,000 SH C SOLE 100,000 UNITED INDL CORP COM 910671106 $1,800 60,753 SH SOLE 60,753 UNITED MOBILE HOMES INC COM 911024107 $245 15,269 SH SOLE 15,269 UNITED NAT FOODS INC COM 911163103 $972 33,954 SH SOLE 33,954 UNITED ONLINE INC COM 911268100 $1,248 119,213 SH SOLE 119,213 UNITED ONLINE INC COM 911268100 $71 6,800 SH P SOLE 6,800 UNITED ONLINE INC COM 911268100 $13 1,200 SH C SOLE 1,200 UNITED PANAM FINANCIAL CP COM 911301109 $58 2,841 SH SOLE 2,841 UNITED PARCEL SERVICE INC CL B 911312106 $251,693 3,460,177 SH C SOLE 3,460,177 UNITED PARCEL SERVICE INC CL B 911312106 $140,985 1,938,200 SH P SOLE 1,938,200 UNITED PARCEL SERVICE INC CL B 911312106 $103,171 1,418,353 SH SOLE 1,418,353 UNITED RENTALS INC COM 911363109 $2,578 127,552 SH SOLE 127,552 UNITED RENTALS INC COM 911363109 $1,732 85,715 SH C SOLE 85,715 UNITED RETAIL GROUP INC COM 911380103 $7 1,250 SH SOLE 1,250 UNITED SEC BANCSHARES INC SHS 911459105 $22 801 SH SOLE 801 UNITED SECURITY BANCSHARES C COM 911460103 $69 3,003 SH SOLE 3,003 UNITED STATES CELLULAR CORP COM 911684108 $239 5,232 SH SOLE 5,232 UNITED STATES LIME & MINERAL COM 911922102 $85 5,379 SH SOLE 5,379 UNITED STATES STL CORP NEW COM 912909108 $45,648 897,700 SH C SOLE 897,700 UNITED STATES STL CORP NEW PFD CV B 7% 912909207 $131,382 795,100 SH SOLE 795,100 UNITED STATES STL CORP NEW COM 912909108 $20,462 402,400 SH P SOLE 402,400 UNITED STATES STL CORP NEW COM 912909108 $2,372 46,654 SH SOLE 46,654 UNITED STATIONERS INC COM 913004107 $328 7,244 SH SOLE 7,244 UNITED SURGICAL PARTNERS INT COM 913016309 $2,437 53,235 SH SOLE 53,235 UNITED TECHNOLOGIES CORP COM 913017109 $114,567 1,126,958 SH SOLE 1,126,958 UNITED TECHNOLOGIES CORP COM 913017109 $10,848 106,709 SH C SOLE 106,709 UNITED TECHNOLOGIES CORP COM 913017109 $2,409 23,700 SH P SOLE 23,700 UNITED TENN BANKSHARES INC COM 91307P103 $29 1,579 SH SOLE 1,579

UNITED THERAPEUTICS CORP DEL COM 91307C102 $146 3,189 SH SOLE 3,189 UNITEDGLOBALCOM CL A 913247508 $513 54,196 SH SOLE 54,196 UNITEDHEALTH GROUP INC COM 91324P102 $164,221 1,721,750 SH SOLE 1,721,750 UNITEDHEALTH GROUP INC COM 91324P102 $59,980 628,848 SH C SOLE 628,848 UNITEDHEALTH GROUP INC COM 91324P102 $28,299 296,700 SH P SOLE 296,700 UNITIL CORP COM 913259107 $20 770 SH SOLE 770 UNITRIN INC COM 913275103 $4,340 95,595 SH SOLE 95,595 UNITY BANCORP INC COM 913290102 $23 1,914 SH SOLE 1,914 UNIVERSAL AMERN FINL CORP COM 913377107 $15 886 SH SOLE 886 UNIVERSAL AUTOMOTIVE INDS IN COM 913378105 $1 6,290 SH SOLE 6,290 UNIVERSAL COMPRESSION HLDGS COM 913431102 $4,925 130,048 SH SOLE 130,048 UNIVERSAL CORP VA COM 913456109 $1,312 28,667 SH SOLE 28,667 UNIVERSAL DISPLAY CORP COM 91347P105 $3 385 SH SOLE 385 UNIVERSAL ELECTRS INC COM 913483103 $357 21,138 SH SOLE 21,138 UNIVERSAL FST PRODS INC COM 913543104 $1,629 41,940 SH SOLE 41,940 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 9.14E+109 $307 10,852 SH SOLE 10,852 UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL4 $1,690 2,748,000 PRN SOLE 2,748,000 UNIVERSAL HLTH SVCS INC CL B 913903100 $1,310 25,000 SH P SOLE 25,000 UNIVERSAL HLTH SVCS INC CL B 913903100 $942 17,971 SH SOLE 17,971 UNIVERSAL STAINLESS & ALLOY COM 913837100 $29 2,036 SH SOLE 2,036 UNIVERSAL TECHNICAL INST INC COM 913915104 $391 10,635 SH SOLE 10,635 UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 $42 2,008 SH SOLE 2,008 UNIVERSITY BANCORP INC MICH COM 914090105 $3 1,518 SH SOLE 1,518 UNIVEST CORP PA COM 915271100 $274 6,877 SH SOLE 6,877 UNIVISION COMMUNICATIONS INC CL A 914906102 $29,634 1,070,200 SH C SOLE 1,070,200 UNIVISION COMMUNICATIONS INC CL A 914906102 $14,801 534,523 SH SOLE 534,523 UNIVISION COMMUNICATIONS INC CL A 914906102 $9,107 328,900 SH P SOLE 328,900 UNIZAN FINANCIAL CORP COM 91528W101 $6,998 269,141 SH SOLE 269,141 UNOCAL CORP COM 915289102 $45,756 741,709 SH SOLE 741,709 UNOCAL CORP COM 915289102 $17,582 285,000 SH P SOLE 285,000 UNOCAL CORP COM 915289102 $11,567 187,500 SH C SOLE 187,500 UNOVA INC COM 91529B106 $376 18,210 SH SOLE 18,210

UNUMPROVIDENT CORP COM 91529Y106 $2,296 134,888 SH SOLE 134,888 UNUMPROVIDENT CORP COM 91529Y106 $785 46,100 SH C SOLE 46,100 UNUMPROVIDENT CORP COM 91529Y106 $461 27,100 SH P SOLE 27,100 UPM KYMMENE CORP SPONSORED ADR 915436109 $1,939 86,856 SH SOLE 86,856 UQM TECHNOLOGIES INC COM 903213106 $10 2,500 SH SOLE 2,500 URBAN OUTFITTERS INC COM 917047102 $2,514 52,400 SH C SOLE 52,400 URBAN OUTFITTERS INC COM 917047102 $1,444 30,093 SH SOLE 30,093 URBAN OUTFITTERS INC COM 917047102 $177 3,700 SH P SOLE 3,700 UROLOGIX INC COM 917273104 $154 33,507 SH SOLE 33,507 URS CORP NEW COM 903236107 $598 20,787 SH SOLE 20,787 URSTADT BIDDLE PPTYS INS CL A 917286205 $709 46,469 SH SOLE 46,469 URSTADT BIDDLE PPTYS INS COM 917286106 $12 797 SH SOLE 797 US BANCORP DEL COM NEW 902973304 $159,269 5,526,350 SH SOLE 5,526,350 US BANCORP DEL COM NEW 902973304 $3,055 106,000 SH C SOLE 106,000 US BANCORP DEL COM NEW 902973304 $2,257 78,300 SH P SOLE 78,300 US LEC CORP CL A 90331S109 $6 2,487 SH SOLE 2,487 USA MOBILITY INC COM 90341G103 $9,896 305,434 SH SOLE 305,434 USA TRUCK INC COM 902925106 $16 687 SH SOLE 687 USANA HEALTH SCIENCES INC COM 90328M107 $2,365 50,000 SH C SOLE 50,000 USANA HEALTH SCIENCES INC COM 90328M107 $454 9,600 SH SOLE 9,600 USEC INC COM 9.03E+112 $151 9,300 SH SOLE 9,300 USF CORP COM 91729Q101 $1,668 34,562 SH SOLE 34,562 UST INC COM 902911106 $14,820 286,645 SH SOLE 286,645 UTAH MED PRODS INC COM 917488108 $56 2,566 SH SOLE 2,566 UTI WORLDWIDE INC ORD G87210103 $391 5,635 SH SOLE 5,635 UTSTARCOM INC NOTE 0.875% 3/0 918076AB6 $3,606 4,230,000 PRN SOLE 4,230,000 UTSTARCOM INC COM 918076100 $3,813 348,263 SH SOLE 348,263 UTSTARCOM INC COM 918076100 $2,133 194,800 SH P SOLE 194,800 UTSTARCOM INC COM 918076100 $533 48,700 SH C SOLE 48,700 V F CORP COM 918204108 $10,218 172,781 SH SOLE 172,781 VA SOFTWARE CORP COM 91819B105 $0 148 SH SOLE 148 VAIL BANKS INC COM 918779109 $35 2,667 SH SOLE 2,667

VAIL RESORTS INC COM 91879Q109 $809 32,038 SH SOLE 32,038 VALASSIS COMMUNICATIONS INC COM 918866104 $930 26,597 SH SOLE 26,597 VALEANT PHARMACEUTICALS INTL COM 91911X104 $1,963 87,168 SH SOLE 87,168 VALEANT PHARMACEUTICALS INTL COM 91911X104 $1,489 66,100 SH C SOLE 66,100 VALEANT PHARMACEUTICALS INTL COM 91911X104 $158 7,000 SH P SOLE 7,000 VALENCE TECHNOLOGY INC COM 918914102 $48 15,769 SH SOLE 15,769 VALENTIS INC COM NEW 9.19E+306 $1 200 SH SOLE 200 VALERO ENERGY CORP NEW COM 91913Y100 $56,205 767,100 SH P SOLE 767,100 VALERO ENERGY CORP NEW COM 91913Y100 $46,711 637,517 SH SOLE 637,517 VALERO ENERGY CORP NEW COM 91913Y100 $10,903 148,807 SH C SOLE 148,807 VALERO L P COM UT LTD PRT 91913W104 $8,632 143,268 SH SOLE 143,268 VALHI INC NEW COM 918905100 $125 6,350 SH SOLE 6,350 VALLEY FORGE SCIENTIFIC CORP COM 919656108 $3 2,076 SH SOLE 2,076 VALLEY NATL BANCORP COM 919794107 $704 27,324 SH SOLE 27,324 VALMONT INDS INC COM 920253101 $2,232 100,000 SH C SOLE 100,000 VALMONT INDS INC COM 920253101 $955 42,800 SH SOLE 42,800 VALOR COMMUNICATIONS GROUP I COM 920255106 $161 11,106 SH SOLE 11,106 VALSPAR CORP COM 920355104 $41 889 SH SOLE 889 VALUE LINE INC COM 920437100 $17 444 SH SOLE 444 VALUECLICK INC COM 92046N102 $1,067 100,519 SH SOLE 100,519 VAN DER MOOLEN HLDG N.V. SPONSORED ADR 921020103 $3 389 SH SOLE 389 VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 $15 1,100 SH SOLE 1,100 VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 921124103 $129 9,004 SH SOLE 9,004 VAN KAMPEN BD FD COM 920955101 $26 1,500 SH SOLE 1,500 VAN KAMPEN CALIF MUN TR SH BEN INT 920910106 $2 274 SH SOLE 274 VAN KAMPEN CALIF QUALITY MUN COM 920920105 $24 1,545 SH SOLE 1,545 VAN KAMPEN CALIF VALUE MUN I COM 92112B107 $16 1,083 SH SOLE 1,083 VAN KAMPEN HIGH INCOME TR SH BEN INT 920911104 $3 693 SH SOLE 693 VAN KAMPEN HIGH INCOME TR II SH BEN INT 920913100 $1 316 SH SOLE 316 VAN KAMPEN INCOME TR SH BEN INT 920957107 $3 600 SH SOLE 600 VAN KAMPEN INVT GRADE MUN TR COM 920915105 $17 2,000 SH SOLE 2,000 VAN KAMPEN MASS VALUE MUN IN COM SH BEN INT 92112R102 $53 3,354 SH SOLE 3,354

VAN KAMPEN MUN INCOME TR COM 920909108 $288 32,499 SH SOLE 32,499 VAN KAMPEN MUN OPPORTUNITY I COM 920944105 $147 11,388 SH SOLE 11,388 VAN KAMPEN MUN OPPORTUNITY T COM 920935103 $17 1,205 SH SOLE 1,205 VAN KAMPEN MUN TR SH BEN INT 920919107 $93 6,669 SH SOLE 6,669 VAN KAMPEN N Y QUALITY MUN T COM 920922101 $62 4,411 SH SOLE 4,411 VAN KAMPEN N Y VALUE MUN INC COM 92112Q104 $72 5,000 SH SOLE 5,000 VAN KAMPEN OHIO QUALITY MUN COM 920923109 $5 344 SH SOLE 344 VAN KAMPEN PA QUALITY MUN TR COM 920924107 $2 118 SH SOLE 118 VAN KAMPEN PA VALUE MUN INCO COM 92112T108 $13 899 SH SOLE 899 VAN KAMPEN SELECT SECTOR MUN COM 92112M103 $0 14 SH SOLE 14 VAN KAMPEN SENIOR INCOME TR COM 920961109 $10,767 1,260,778 SH SOLE 1,260,778 VAN KAMPEN STRATEGIC SECTOR COM 920943107 $11 907 SH SOLE 907 VAN KAMPEN TR INSD MUNS COM 920928108 $0 23 SH SOLE 23 VAN KAMPEN TR INVT FLA MUNS COM 920932100 $16 1,118 SH SOLE 1,118 VAN KAMPEN TR INVT GRADE CAL COM 920930104 $16 1,146 SH SOLE 1,146 VAN KAMPEN TR INVT GRADE MUN COM 920929106 $440 30,210 SH SOLE 30,210 VAN KAMPEN TR INVT GRADE N J COM 920933108 $141 9,069 SH SOLE 9,069 VAN KAMPEN TR INVT GRADE N Y COM 920931102 $66 4,500 SH SOLE 4,500 VAN KAMPEN TR INVT GRADE PA COM 920934106 $13 893 SH SOLE 893 VAN KAMPEN VALUE MUN INCOME COM 921132106 $24 1,800 SH SOLE 1,800 VANGUARD INDEX TR SMLL CP VIPERS 922908751 $171 3,168 SH SOLE 3,168 VANGUARD INDEX TR EXT MKT VIPERS 922908652 $250 3,126 SH SOLE 3,126 VANGUARD INDEX TR VALUE VIPERS 922908744 $54 1,000 SH SOLE 1,000 VANGUARD INDEX TR SML CP G VIPER 922908595 $14 268 SH SOLE 268 VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 922042858 $142 3,000 SH SOLE 3,000 VANGUARD INTL EQUITY INDEX F EURO VIPERS 922042874 $10 200 SH SOLE 200 VANGUARD INTL EQUITY INDEX F PACIFIC VIPERS 922042866 $10 200 SH SOLE 200 VANGUARD SECTOR INDEX FDS UTILS VIPERS 92204A876 $441 7,260 SH SOLE 7,260 VANGUARD SECTOR INDEX FDS CONSUMER DISC 92204A108 $48 906 SH SOLE 906 VANGUARD SECTOR INDEX FDS INDSTRS VIPERS 92204A603 $49 903 SH SOLE 903 VANGUARD SECTOR INDEX FDS INF TECH VIPER 92204A702 $17 400 SH SOLE 400 VARIAN INC COM 922206107 $496 13,086 SH SOLE 13,086

VARIAN MED SYS INC COM 92220P105 $11,423 333,218 SH SOLE 333,218 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 $3,578 94,122 SH SOLE 94,122 VARSITY GROUP INC COM 922281100 $14 2,047 SH SOLE 2,047 VASCO DATA SEC INTL INC COM 92230Y104 $470 74,900 SH SOLE 74,900 VASCULAR SOLUTIONS INC COM 92231M109 $23 2,517 SH SOLE 2,517 VASOGEN INC COM 92232F103 $21 5,271 SH SOLE 5,271 VASOMEDICAL INC COM 922321104 $13 13,511 SH SOLE 13,511 VASTERA INC COM 92239N109 $6 2,074 SH SOLE 2,074 VCA ANTECH INC COM 918194101 $1,051 51,939 SH SOLE 51,939 VCG HLDG CORP COM 91821K101 $3 900 SH SOLE 900 VECTOR GROUP LTD COM 92240M108 $1,712 111,305 SH SOLE 111,305 VECTREN CORP COM 92240G101 $1,374 51,578 SH SOLE 51,578 VEECO INSTRS INC DEL COM 922417100 $1,007 66,899 SH SOLE 66,899 VELCRO INDS N V COM 922571104 $680 51,525 SH SOLE 51,525 VELOCITY EXPRESS CORP COM PAR $0.004 92257T608 $7 1,746 SH SOLE 1,746 VENDINGDATA CORPORATION COM NEW 92261Q202 $2 1,217 SH SOLE 1,217 VENTANA MED SYS INC COM 92276H106 $599 16,000 SH P SOLE 16,000 VENTANA MED SYS INC COM 92276H106 $471 12,560 SH SOLE 12,560 VENTAS INC COM 92276F100 $1,008 40,404 SH SOLE 40,404 VENTIV HEALTH INC COM 922793104 $927 40,310 SH SOLE 40,310 VERILINK CORP COM 923432108 $527 259,435 SH SOLE 259,435 VERISIGN INC COM 9.23E+106 $5,689 198,206 SH SOLE 198,206 VERISIGN INC COM 9.23E+106 $3,177 110,700 SH C SOLE 110,700 VERISIGN INC COM 9.23E+106 $2,402 83,700 SH P SOLE 83,700 VERISITY LTD ORD M97385112 $40 3,384 SH SOLE 3,384 VERITAS DGC INC COM 92343P107 $2,348 78,358 SH SOLE 78,358 VERITAS SOFTWARE CO COM 923436109 $12,590 542,206 SH SOLE 542,206 VERITAS SOFTWARE CO COM 923436109 $2,324 100,100 SH C SOLE 100,100 VERITAS SOFTWARE CO COM 923436109 $1,307 56,300 SH P SOLE 56,300 VERITY INC COM 92343C106 $97 10,213 SH SOLE 10,213 VERITY INC COM 92343C106 $45 4,800 SH C SOLE 4,800 VERITY INC COM 92343C106 $4 400 SH P SOLE 400

VERIZON COMMUNICATIONS COM 92343V104 $340,858 9,601,639 SH SOLE 9,601,639 VERIZON COMMUNICATIONS COM 92343V104 $29,290 825,060 SH C SOLE 825,060 VERIZON COMMUNICATIONS COM 92343V104 $25,771 725,953 SH P SOLE 725,953 VERMONT PURE HLDGS LTD NEW COM 924237100 $4 1,931 SH SOLE 1,931 VERMONT TEDDY BEAR INC COM 92427X109 $9 1,756 SH SOLE 1,756 VERNALIS PLC SPONSORED ADR 92431M107 $6 2,501 SH SOLE 2,501 VERSANT CORP COM 925284101 $8 10,605 SH SOLE 10,605 VERSAR INC COM 925297103 $0 1 SH SOLE 1 VERSATA INC COM NEW 925298200 $0 16 SH SOLE 16 VERSO TECHNOLOGIES INC COM 925317109 $5 13,907 SH SOLE 13,907 VERTEX PHARMACEUTICALS INC NOTE 5.750% 2/1 92532FAF7 $6,309 6,793,000 PRN SOLE 6,793,000 VERTEX PHARMACEUTICALS INC COM 92532F100 $678 72,467 SH SOLE 72,467 VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD2 $18 20,000 PRN SOLE 20,000 VERTICALNET INC COM NEW 92532L206 $1 967 SH SOLE 967 VERTRUE INC COM 92534N101 $178 5,029 SH SOLE 5,029 VESTA INS GROUP INC COM 925391104 $71 19,943 SH SOLE 19,943 VESTAUR SECURITIES FUND COM 925464109 $24 1,767 SH SOLE 1,767 VI TECHNOLOGIES INC COM NEW 917920209 $2 634 SH SOLE 634 VIA NET WRKS INC COM 925912107 $3 15,679 SH SOLE 15,679 VIACELL INC COM 92554J105 $23 3,093 SH SOLE 3,093 VIACOM INC CL B 925524308 $145,294 4,171,533 SH SOLE 4,171,533 VIACOM INC CL B 925524308 $4,528 130,000 SH C SOLE 130,000 VIACOM INC CL A 925524100 $1,620 46,235 SH SOLE 46,235 VIACOM INC CL B 925524308 $1,414 40,600 SH P SOLE 40,600 VIACOM INC CL A 925524100 $519 14,800 SH P SOLE 14,800 VIACOM INC CL A 925524100 $74 2,100 SH C SOLE 2,100 VIAD CORP COM NEW 92552R406 $847 31,498 SH SOLE 31,498 VIASAT INC COM 92552V100 $240 12,829 SH SOLE 12,829 VIASYS HEALTHCARE INC COM NEW 92553Q209 $600 31,457 SH SOLE 31,457 VICAL INC COM 925602104 $648 161,905 SH SOLE 161,905 VICOR CORP COM 925815102 $159 15,233 SH SOLE 15,233 VICURON PHARMACEUTICALS INC COM 926471103 $41 2,570 SH SOLE 2,570

VIDEO DISPLAY CORP COM 926555103 $50 3,708 SH SOLE 3,708 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 $520 61,700 SH SOLE 61,700 VIEWPOINT CORP COM 92672P108 $110 39,176 SH SOLE 39,176 VIGNETTE CORP COM 926734104 $346 264,324 SH SOLE 264,324 VIISAGE TECHNOLOGY INC COM 92675K106 $454 134,578 SH SOLE 134,578 VILLAGE SUPER MKT INC CL A NEW 927107409 $204 4,924 SH SOLE 4,924 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 $19 250 SH SOLE 250 VINEYARD NATL BANCORP COM 927426106 $381 13,928 SH SOLE 13,928 VINTAGE PETE INC COM 927460105 $598 19,021 SH SOLE 19,021 VION PHARMACEUTICALS INC COM 927624106 $1,798 630,755 SH SOLE 630,755 VIRAGE LOGIC CORP COM 92763R104 $245 22,398 SH SOLE 22,398 VIRAGEN INC COM NEW 927638403 $2 2,217 SH SOLE 2,217 VIRGINIA COMM BANCORP INC COM 92778Q109 $222 8,213 SH SOLE 8,213 VIRGINIA FINL GROUP INC COM 927810101 $350 10,640 SH SOLE 10,640 VIROLOGIC INC COM 92823R201 $9,543 3,992,874 SH SOLE 3,992,874 VIROPHARMA INC COM 928241108 $12 5,003 SH SOLE 5,003 VIRYANET LTD SHS NEW M97540112 $3 1,093 SH SOLE 1,093 VISHAY INTERTECHNOLOGY INC COM 928298108 $1,366 109,900 SH P SOLE 109,900 VISHAY INTERTECHNOLOGY INC COM 928298108 $575 46,273 SH SOLE 46,273 VISHAY INTERTECHNOLOGY INC COM 928298108 $68 5,500 SH C SOLE 5,500 VISTA GOLD CORP COM NEW 927926204 $0 8 SH SOLE 8 VISTACARE INC CL A 92839Y109 $14,158 696,083 SH SOLE 696,083 VISTEON CORP COM 92839U107 $7,056 1,235,654 SH SOLE 1,235,654 VISUAL NETWORKS INC COM 928444108 $54 18,026 SH SOLE 18,026 VISX INC DEL COM 92844S105 $1,404 59,894 SH SOLE 59,894 VISX INC DEL COM 92844S105 $68 2,900 SH C SOLE 2,900 VISX INC DEL COM 92844S105 $21 900 SH P SOLE 900 VITA FOOD PRODS INC NEV COM 928450105 $4 1,450 SH SOLE 1,450 VITAL IMAGES INC COM 92846N104 $344 22,800 SH SOLE 22,800 VITAL SIGNS INC COM 928469105 $279 6,984 SH SOLE 6,984 VITESSE SEMICONDUCTOR CORP COM 928497106 $123 46,570 SH SOLE 46,570 VITRAN INC COM 9.29E+111 $34 2,272 SH SOLE 2,272

VITRIA TECHNOLOGY COM NEW 92849Q401 $1,421 410,803 SH SOLE 410,803 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 $3 1,200 SH SOLE 1,200 VIVUS INC COM 928551100 $184 61,613 SH SOLE 61,613 VNUS MED TECHNOLOGIES INC COM 928566108 $3 249 SH SOLE 249 VOCALTEC COMMUNICATIONS LTD ORD M97601104 $1 686 SH SOLE 686 VODAVI TECHNOLOGY INC COM 92857V102 $10 1,441 SH SOLE 1,441 VOLT INFORMATION SCIENCES IN COM 928703107 $228 9,445 SH SOLE 9,445 VOLTERRA SEMICONDUCTOR CORP COM 928708106 $153 11,326 SH SOLE 11,326 VORNADO RLTY TR SH BEN INT 929042109 $11,975 172,874 SH SOLE 172,874 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 $23 1,767 SH SOLE 1,767 VSE CORP COM 918284100 $77 3,023 SH SOLE 3,023 VULCAN MATLS CO COM 929160109 $119,517 2,103,058 SH C SOLE 2,103,058 VULCAN MATLS CO COM 929160109 $6,074 106,879 SH SOLE 106,879 VYYO INC COM NEW 918458209 $402 54,158 SH SOLE 54,158 W & T OFFSHORE INC COM 92922P106 $125 6,014 SH SOLE 6,014 W HLDG CO INC COM 929251106 $3,642 360,558 SH SOLE 360,558 W P CAREY & CO LLC COM 92930Y107 $2,481 81,692 SH SOLE 81,692 WABASH NATL CORP COM 929566107 $24,441 1,001,691 SH SOLE 1,001,691 WACCAMAW BANKSHARES INC COM 929741106 $24 1,306 SH SOLE 1,306 WACHOVIA CORP 2ND NEW COM 929903102 $641,711 12,604,811 SH P SOLE 12,604,811 WACHOVIA CORP 2ND NEW COM 929903102 $557,552 10,951,721 SH SOLE 10,951,721 WACHOVIA CORP 2ND NEW COM 929903102 $47,738 937,699 SH C SOLE 937,699 WACOAL CORP ADR 930004205 $191 2,876 SH SOLE 2,876 WADDELL & REED FINL INC CL A 930059100 $852 43,153 SH C SOLE 43,153 WADDELL & REED FINL INC CL A 930059100 $708 35,880 SH SOLE 35,880 WAINWRIGHT BK&TR CO BOSTON M COM 930705108 $37 3,074 SH SOLE 3,074 WAL MART STORES INC COM 931142103 $490,844 9,795,327 SH SOLE 9,795,327 WAL MART STORES INC COM 931142103 $127,517 2,544,750 SH P SOLE 2,544,750 WAL MART STORES INC COM 931142103 $101,491 2,025,357 SH C SOLE 2,025,357 WALGREEN CO COM 931422109 $92,321 2,078,360 SH SOLE 2,078,360 WALGREEN CO COM 931422109 $8,227 185,200 SH C SOLE 185,200 WALGREEN CO COM 931422109 $2,949 66,400 SH P SOLE 66,400

WALTER INDS INC COM 93317Q105 $16 379 SH SOLE 379 WARNACO GROUP INC COM NEW 934390402 $5,898 245,355 SH SOLE 245,355 WARREN RES INC COM 93564A100 $140 13,017 SH SOLE 13,017 WARWICK VALLEY TEL CO COM 936750108 $137 6,341 SH SOLE 6,341 WASHINGTON FED INC COM 938824109 $7,419 317,632 SH SOLE 317,632 WASHINGTON GROUP INTL INC COM NEW 938862208 $322 7,151 SH SOLE 7,151 WASHINGTON MUT INC COM 939322103 $92,581 2,343,819 SH C SOLE 2,343,819 WASHINGTON MUT INC COM 939322103 $18,095 458,113 SH SOLE 458,113 WASHINGTON MUT INC COM 939322103 $3,144 79,600 SH P SOLE 79,600 WASHINGTON POST CO CL B 939640108 $2,410 2,696 SH SOLE 2,696 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 $1,305 45,378 SH SOLE 45,378 WASHINGTON SVGBK FSB WALDRF COM 939696100 $33 2,851 SH SOLE 2,851 WASHINGTON TR BANCORP COM 940610108 $231 8,395 SH SOLE 8,395 WASHTENAW GROUP INC COM 941022105 $0 55 SH SOLE 55 WASTE CONNECTIONS INC COM 941053100 $3,684 106,014 SH SOLE 106,014 WASTE INDUSTRIES USA INC COM 941057101 $29 2,078 SH SOLE 2,078 WASTE MGMT INC DEL COM 94106L109 $40,824 1,415,048 SH SOLE 1,415,048 WASTE MGMT INC DEL COM 94106L109 $2,239 77,600 SH C SOLE 77,600 WASTE MGMT INC DEL COM 94106L109 $1,607 55,700 SH P SOLE 55,700 WASTE SERVICES INC DEL COM 941075103 $160 45,600 SH SOLE 45,600 WATCHGUARD TECHNOLOGIES INC COM 941105108 $561 173,748 SH SOLE 173,748 WATER PIK TECHNOLOGIES INC COM 94113U100 $251 12,760 SH SOLE 12,760 WATERFORD WEDGWOOD PUB LTD C ADR REPSTG UT 941513301 $0 152 SH SOLE 152 WATERS CORP COM 941848103 $5,791 161,792 SH SOLE 161,792 WATERS CORP COM 941848103 $229 6,400 SH C SOLE 6,400 WATERS CORP COM 941848103 $18 500 SH P SOLE 500 WATERS INSTRS INC COM 941850109 $115 13,460 SH SOLE 13,460 WATERSIDE CAP CORP COM 941872103 $8 1,541 SH SOLE 1,541 WATSCO INC COM 942622200 $3,176 75,434 SH SOLE 75,434 WATSCO INC CL B 942622101 $5 117 SH SOLE 117 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 $175 184,000 PRN SOLE 184,000 WATSON PHARMACEUTICALS INC COM 942683103 $3,555 115,700 SH C SOLE 115,700

WATSON PHARMACEUTICALS INC COM 942683103 $2,518 81,948 SH SOLE 81,948 WATSON PHARMACEUTICALS INC COM 942683103 $900 29,300 SH P SOLE 29,300 WATSON WYATT & CO HLDGS CL A 942712100 $2,314 85,061 SH SOLE 85,061 WATTS WATER TECHNOLOGIES INC CL A 942749102 $1,004 30,800 SH SOLE 30,800 WAUSAU-MOSINEE PAPER CORP COM 943315101 $3,259 230,467 SH SOLE 230,467 WAVE SYSTEMS CORP CL A 943526103 $3 3,293 SH SOLE 3,293 WAVECOM S A SPONSORED ADR 943531103 $6 1,049 SH SOLE 1,049 WAYNE SVGS BANCSHARES INC NE COM 94624Q101 $46 2,866 SH SOLE 2,866 WCI CMNTYS INC COM 92923C104 $79,580 2,645,625 SH C SOLE 2,645,625 WCI CMNTYS INC COM 92923C104 $854 28,389 SH SOLE 28,389 WD-40 CO COM 929236107 $1,489 45,823 SH SOLE 45,823 WEATHERFORD INTERNATIONAL LT COM G95089101 $6,518 112,504 SH SOLE 112,504 WEATHERFORD INTERNATIONAL LT COM G95089101 $1,669 28,800 SH C SOLE 28,800 WEATHERFORD INTERNATIONAL LT COM G95089101 $319 5,500 SH P SOLE 5,500 WEATHERFORD INTL INC DBCV 6/3 947074AB6 $870 1,348,200 PRN SOLE 1,348,200 WEBEX COMMUNICATIONS INC COM 94767L109 $1,829 84,706 SH SOLE 84,706 WEBEX COMMUNICATIONS INC COM 94767L109 $216 10,000 SH C SOLE 10,000 WEBEX COMMUNICATIONS INC COM 94767L109 $17 800 SH P SOLE 800 WEBFINANCIAL CORP COM 94767P100 $5 2,221 SH SOLE 2,221 WEBMD CORP COM 94769M105 $1,728 203,246 SH SOLE 203,246 WEBMD CORP COM 94769M105 $55 6,500 SH C SOLE 6,500 WEBMD CORP COM 94769M105 $17 2,000 SH P SOLE 2,000 WEBMETHODS INC COM 94768C108 $2,740 500,000 SH C SOLE 500,000 WEBMETHODS INC COM 94768C108 $2 449 SH SOLE 449 WEBSENSE INC COM 947684106 $1,308 24,314 SH SOLE 24,314 WEBSIDESTORY INC COM 947685103 $6 505 SH SOLE 505 WEBSTER FINL CORP CONN COM 947890109 $10,242 225,547 SH SOLE 225,547 WEGENER CORP COM 948585104 $1 768 SH SOLE 768 WEIGHT WATCHERS INTL INC NEW COM 948626106 $9,125 212,300 SH C SOLE 212,300 WEIGHT WATCHERS INTL INC NEW COM 948626106 $4,005 93,172 SH SOLE 93,172 WEIGHT WATCHERS INTL INC NEW COM 948626106 $1,947 45,300 SH P SOLE 45,300 WEINGARTEN RLTY INVS SH BEN INT 948741103 $3,825 110,837 SH SOLE 110,837

WEIS MKTS INC COM 948849104 $1,097 29,742 SH SOLE 29,742 WELLCARE HEALTH PLANS INC COM 94946T106 $1,054 34,592 SH SOLE 34,592 WELLCHOICE INC COM 949475107 $7,852 147,283 SH SOLE 147,283 WELLMAN INC COM 949702104 $1,197 82,784 SH SOLE 82,784 WELLPOINT INC COM 94973V107 $112,026 893,708 SH SOLE 893,708 WELLPOINT INC COM 94973V107 $9,326 74,400 SH P SOLE 74,400 WELLPOINT INC COM 94973V107 $4,663 37,200 SH C SOLE 37,200 WELLS FARGO & CO NEW DBCV 5/0 949746FA4 $13,162 13,300,000 PRN SOLE 13,300,000 WELLS FARGO & CO NEW COM 949746101 $233,653 3,907,236 SH SOLE 3,907,236 WELLS FARGO & CO NEW COM 949746101 $53,473 894,200 SH P SOLE 894,200 WELLS FARGO & CO NEW COM 949746101 $21,603 361,259 SH C SOLE 361,259 WELLS GARDNER ELECTRS CORP COM 949765101 $0 46 SH SOLE 46 WELLSFORD REAL PPTYS INC COM NEW 950240200 $17 1,161 SH SOLE 1,161 WENDYS INTL INC COM 950590109 $9,076 232,477 SH SOLE 232,477 WENDYS INTL INC COM 950590109 $3,904 100,000 SH P SOLE 100,000 WERNER ENTERPRISES INC COM 950755108 $2,506 128,978 SH SOLE 128,978 WESBANCO INC COM 950810101 $64 2,333 SH SOLE 2,333 WESCAST INDS INC CL A SUB VTG 950813105 $14 589 SH SOLE 589 WESCO FINL CORP COM 950817106 $16 42 SH SOLE 42 WESCO INTL INC COM 95082P105 $499 17,814 SH SOLE 17,814 WEST BANCORPORATION INC CAP STK 95123P106 $384 22,514 SH SOLE 22,514 WEST COAST BANCORP ORE NEW COM 952145100 $35 1,470 SH SOLE 1,470 WEST CORP COM 952355105 $78 2,444 SH SOLE 2,444 WEST MARINE INC COM 954235107 $18 850 SH SOLE 850 WEST PHARMACEUTICAL SVSC INC COM 955306105 $1,071 44,832 SH SOLE 44,832 WESTAFF INC COM 957070105 $42 13,172 SH SOLE 13,172 WESTAIM CORP COM 956909105 $1,260 500,000 SH SOLE 500,000 WESTAMERICA BANCORPORATION COM 957090103 $364 7,035 SH SOLE 7,035 WESTAR ENERGY INC COM 95709T100 $248 11,465 SH SOLE 11,465 WESTBANK CORP COM 957116106 $181 10,508 SH SOLE 10,508 WESTCOAST HOSPITALITY CORP COM 95750P106 $11 1,589 SH SOLE 1,589 WESTCORP INC COM 957907108 $463 10,953 SH SOLE 10,953

WESTELL TECHNOLOGIES INC CL A 957541105 $532 96,578 SH SOLE 96,578 WESTERN ASSET CLAYMORE US TR COM SH BEN INT 95766Q106 $10 776 SH SOLE 776 WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 $24 1,650 SH SOLE 1,650 WESTERN DIGITAL CORP COM 958102105 $2,171 170,258 SH SOLE 170,258 WESTERN DIGITAL CORP COM 958102105 $154 12,100 SH C SOLE 12,100 WESTERN GAS RES INC COM 958259103 $5,887 170,880 SH SOLE 170,880 WESTERN SIERRA BANCORP COM 959522103 $307 8,992 SH SOLE 8,992 WESTERN SILVER CORP COM 959531104 $21 2,296 SH SOLE 2,296 WESTERN WIRELESS CORP CL A 9.60E+208 $3,648 96,100 SH SOLE 96,100 WESTERN WIRELESS CORP CL A 9.60E+208 $831 21,900 SH C SOLE 21,900 WESTERN WIRELESS CORP CL A 9.60E+208 $330 8,700 SH P SOLE 8,700 WESTFIELD FINANCIAL INC COM 96008D101 $115 4,612 SH SOLE 4,612 WESTLAKE CHEM CORP COM 960413102 $486 15,008 SH SOLE 15,008 WESTMORELAND COAL CO COM 960878106 $221 8,792 SH SOLE 8,792 WESTMORELAND COAL CO PFD DP A CV1/4 960878304 $1 30 SH SOLE 30 WESTPAC BKG CORP SPONSORED ADR 961214301 $2,191 29,646 SH SOLE 29,646 WESTWOOD ONE INC COM 961815107 $3,104 152,554 SH SOLE 152,554 WET SEAL INC CL A 961840105 $487 140,008 SH SOLE 140,008 WEYCO GROUP INC COM 962149100 $114 2,598 SH SOLE 2,598 WEYERHAEUSER CO COM 962166104 $44,158 644,635 SH SOLE 644,635 WEYERHAEUSER CO COM 962166104 $4,727 69,000 SH P SOLE 69,000 WEYERHAEUSER CO COM 962166104 $2,137 31,200 SH C SOLE 31,200 WFS FINL INC COM 92923B106 $32 731 SH SOLE 731 WGL HLDGS INC COM 92924F106 $7,289 235,446 SH SOLE 235,446 WGNB CORP CAP STK 92923K106 $47 1,624 SH SOLE 1,624 W-H ENERGY SVCS INC COM 9.29E+112 $3,099 129,503 SH SOLE 129,503 WHEATON RIV MINERALS LTD *W EXP 05/30/200 962902177 $499 235,600 SH SOLE 235,600 WHEATON RIV MINERALS LTD COM 962902102 $45 12,731 SH SOLE 12,731 WHEATON RIV MINERALS LTD *W EXP 05/30/200 962902144 $4 1,610 SH SOLE 1,610 WHEELING PITTSBURGH CORP COM NEW 963142302 $210 6,776 SH SOLE 6,776 WHIRLPOOL CORP COM 963320106 $9,407 138,887 SH SOLE 138,887 WHITE ELECTR DESIGNS CORP COM 963801105 $123 25,150 SH SOLE 25,150

WHITE MTNS INS GROUP LTD COM G9618E107 $1,706 2,803 SH SOLE 2,803 WHITEHALL JEWELLERS INC COM 965063100 $3 390 SH SOLE 390 WHITING PETE CORP NEW COM 966387102 $7,210 176,795 SH SOLE 176,795 WHITNEY HLDG CORP COM 966612103 $481 10,817 SH SOLE 10,817 WHOLE FOODS MKT INC COM 966837106 $22,213 217,500 SH P SOLE 217,500 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 $109 100,000 PRN SOLE 100,000 WHOLE FOODS MKT INC COM 966837106 $4,801 47,013 SH SOLE 47,013 WHOLE FOODS MKT INC COM 966837106 $4,458 43,650 SH C SOLE 43,650 WILBER CORP COM 967797101 $2 198 SH SOLE 198 WILD OATS MARKETS INC COM 96808B107 $23 2,145 SH SOLE 2,145 WILEY JOHN & SONS INC CL A 968223206 $405 11,500 SH SOLE 11,500 WILLBROS GROUP INC COM 969199108 $121 6,000 SH SOLE 6,000 WILLI G FOOD INTL LTD ORD M52523103 $22 3,611 SH SOLE 3,611 WILLIAMS CLAYTON ENERGY INC COM 969490101 $185 7,126 SH SOLE 7,126 WILLIAMS COAL SEAM GAS RTY T TR UNIT 969450105 $85 5,223 SH SOLE 5,223 WILLIAMS COS INC DEL COM 969457100 $53,381 2,837,923 SH SOLE 2,837,923 WILLIAMS COS INC DEL COM 969457100 $7,223 384,000 SH P SOLE 384,000 WILLIAMS COS INC DEL COM 969457100 $2,332 124,000 SH C SOLE 124,000 WILLIAMS SONOMA INC COM 969904101 $3,524 95,899 SH SOLE 95,899 WILLIAMS SONOMA INC COM 969904101 $298 8,100 SH C SOLE 8,100 WILLIAMS SONOMA INC COM 969904101 $121 3,300 SH P SOLE 3,300 WILLIS GROUP HOLDINGS LTD SHS G96655108 $1,160 31,467 SH SOLE 31,467 WILLIS LEASE FINANCE CORP COM 970646105 $1 100 SH SOLE 100 WILLOW GROVE BANCORP INC NEW COM 97111W101 $32 2,007 SH SOLE 2,007 WILMINGTON TRUST CORP COM 971807102 $778 22,163 SH SOLE 22,163 WILSHIRE BANCORP INC COM 97186T108 $618 47,395 SH SOLE 47,395 WILSHIRE ENTERPRISES INC COM 971889100 $9 1,113 SH SOLE 1,113 WILSON GREATBATCH TECHNOLOGI COM 972232102 $105 5,752 SH SOLE 5,752 WIND RIVER SYSTEMS INC COM 973149107 $936 62,049 SH SOLE 62,049 WINDROSE MED PPTYS TR COM 973491103 $363 26,500 SH SOLE 26,500 WINLAND ELECTRS INC COM 974241101 $5 994 SH SOLE 994 WINMARK CORP COM 974250102 $39 1,962 SH SOLE 1,962

WINNEBAGO INDS INC COM 974637100 $565 17,880 SH SOLE 17,880 WINSTON HOTELS INC COM 97563A102 $78 6,697 SH SOLE 6,697 WINTRUST FINANCIAL CORP COM 97650W108 $5,811 123,392 SH SOLE 123,392 WIRELESS FACILITIES INC COM 97653A103 $213 34,084 SH SOLE 34,084 WISCONSIN ENERGY CORP COM 976657106 $1,028 28,967 SH SOLE 28,967 WITNESS SYS INC COM 977424100 $72 4,104 SH SOLE 4,104 WJ COMMUNICATIONS INC COM 929284107 $12 5,000 SH SOLE 5,000 WMC RES LTD SPONSORED ADR 92928R106 $21 845 SH SOLE 845 WMS INDS INC COM 929297109 $3 112 SH SOLE 112 WOLSELEY PLC SPONSORED ADR 97786P100 $106 2,471 SH SOLE 2,471 WOLVERINE TUBE INC COM 978093102 $797 89,087 SH SOLE 89,087 WOLVERINE WORLD WIDE INC COM 978097103 $1,559 72,746 SH SOLE 72,746 WOODHEAD INDS INC COM 979438108 $96 7,076 SH SOLE 7,076 WOODWARD GOVERNOR CO COM 980745103 $388 5,416 SH SOLE 5,416 WORLD ACCEP CORP DEL COM 981419104 $1,235 48,409 SH SOLE 48,409 WORLD AIR HLDGS INC COM 98142V104 $38 5,486 SH SOLE 5,486 WORLD FUEL SVCS CORP COM 981475106 $1,660 52,700 SH SOLE 52,700 WORLD HEART CORP COM NEW 980905202 $1 467 SH SOLE 467 WORLD WRESTLING ENTMT INC CL A 98156Q108 $341 28,417 SH SOLE 28,417 WORLDGATE COMMUNICATIONS INC COM 98156L307 $12 3,162 SH SOLE 3,162 WORLDWIDE RESTRNT CONCEPTS I COM 98160A107 $0 45 SH SOLE 45 WORONOCO BANCORP INC COM 981630106 $7 201 SH SOLE 201 WORTHINGTON INDS INC COM 981811102 $7,399 383,750 SH SOLE 383,750 WPP GROUP PLC SPON ADR NEW 929309300 $999 17,617 SH SOLE 17,617 WPS RESOURCES CORP COM 92931B106 $4,028 76,117 SH SOLE 76,117 WQN INC COM 92932C103 $2 751 SH SOLE 751 WRIGHT EXPRESS CORP COM 98233Q105 $290 16,974 SH SOLE 16,974 WRIGHT MED GROUP INC COM 98235T107 $550 22,911 SH SOLE 22,911 WRIGLEY WM JR CO COM 982526105 $30,693 468,100 SH SOLE 468,100 WRIGLEY WM JR CO COM 982526105 $6,229 95,000 SH C SOLE 95,000 WSFS FINL CORP COM 929328102 $156 2,966 SH SOLE 2,966 WSI INDS INC COM 92932Q102 $29 10,622 SH SOLE 10,622

WSTRN ASSET/CLYMRE US TR INF COM 95766R104 $243 18,539 SH SOLE 18,539 WYETH COM 983024100 $157,577 3,735,827 SH SOLE 3,735,827 WYETH DBCV 1/1 983024AD2 $2,669 2,603,000 PRN SOLE 2,603,000 WYETH COM 983024100 $38,671 916,800 SH P SOLE 916,800 WYETH COM 983024100 $35,920 851,581 SH C SOLE 851,581 WYNDHAM INTL INC CL A 983101106 $13 16,419 SH SOLE 16,419 WYNN RESORTS LTD COM 983134107 $13,548 200,000 SH P SOLE 200,000 WYNN RESORTS LTD COM 983134107 $2,769 40,871 SH SOLE 40,871 XANSER CORP COM 98389J103 $9 2,800 SH SOLE 2,800 XATA CORP COM NEW 983882309 $12 2,536 SH SOLE 2,536 XCEL ENERGY INC COM 98389B100 $16,662 969,864 SH SOLE 969,864 XCYTE THERAPIES INC PFD CV EXCH 98389F408 $3,440 400,000 SH SOLE 400,000 XCYTE THERAPIES INC COM 98389F309 $74 59,935 SH SOLE 59,935 XENOGEN CORP COM 98410R108 $11 2,094 SH SOLE 2,094 XENOVA GROUP PLC SPONS ADR NEW 984111302 $9 9,485 SH SOLE 9,485 XEROX CORP PFD CONV SER C 984121509 $199,069 1,512,915 SH SOLE 1,512,915 XEROX CORP COM 984121103 $7,367 486,300 SH P SOLE 486,300 XEROX CORP COM 984121103 $6,845 451,794 SH SOLE 451,794 XEROX CORP COM 984121103 $1,844 121,700 SH C SOLE 121,700 XILINX INC COM 983919101 $20,230 692,106 SH SOLE 692,106 XILINX INC COM 983919101 $4,449 152,200 SH C SOLE 152,200 XILINX INC COM 983919101 $614 21,000 SH P SOLE 21,000 XL CAP LTD CL A G98255105 $12,760 176,316 SH SOLE 176,316 XL CAP LTD CL A G98255105 $159 2,200 SH C SOLE 2,200 XL CAP LTD CL A G98255105 $43 600 SH P SOLE 600 XM SATELLITE RADIO HLDGS INC CL A 983759101 $29,928 946,200 SH C SOLE 946,200 XM SATELLITE RADIO HLDGS INC CL A 983759101 $12,060 381,269 SH SOLE 381,269 XM SATELLITE RADIO HLDGS INC CL A 983759101 $9,726 307,500 SH P SOLE 307,500 XOMA LTD ORD G9825R107 $745 745,395 SH SOLE 745,395 X-RITE INC COM 983857103 $389 25,844 SH SOLE 25,844 XTO ENERGY INC COM 98385X106 $19,125 582,371 SH SOLE 582,371 XTO ENERGY INC COM 98385X106 $3,887 118,370 SH P SOLE 118,370

XTO ENERGY INC COM 98385X106 $3,397 103,455 SH C SOLE 103,455 XYBERNAUT CORP COM 984149104 $62 148,610 SH SOLE 148,610 XYRATEX LTD COM G98268108 $1 68 SH SOLE 68 YAHOO INC COM 984332106 $72,084 2,126,363 SH P SOLE 2,126,363 YAHOO INC COM 984332106 $60,916 1,796,931 SH SOLE 1,796,931 YAHOO INC COM 984332106 $41,907 1,236,187 SH C SOLE 1,236,187 YAK COMMUNICATIONS INC COM 984208207 $4 784 SH SOLE 784 YAMANA GOLD INC COM 98462Y100 $1,577 476,409 SH SOLE 476,409 YANKEE CANDLE INC COM 984757104 $467 14,735 SH SOLE 14,735 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 $1,317 19,270 SH SOLE 19,270 YARDVILLE NATL BANCORP COM 985021104 $366 11,211 SH SOLE 11,211 YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB1 $16,087 10,575,000 PRN SOLE 10,575,000 YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 $10,116 5,711,000 PRN SOLE 5,711,000 YELLOW ROADWAY CORP COM 985577105 $5,351 91,400 SH C SOLE 91,400 YELLOW ROADWAY CORP COM 985577105 $3,407 58,200 SH P SOLE 58,200 YELLOW ROADWAY CORP COM 985577105 $2,074 35,426 SH SOLE 35,426 YM BIOSCIENCES INC COM 984238105 $4 1,513 SH SOLE 1,513 YOCREAM INTL INC COM 986001105 $8 1,952 SH SOLE 1,952 YORK INTL CORP NEW COM 986670107 $1,248 31,857 SH SOLE 31,857 YORK WTR CO COM 987184108 $1 33 SH SOLE 33 YOUBET COM INC COM 987413101 $414 70,658 SH SOLE 70,658 YOUNG BROADCASTING INC CL A 987434107 $279 32,306 SH SOLE 32,306 YOUNG INNOVATIONS INC COM 987520103 $242 6,602 SH SOLE 6,602 YUM BRANDS INC COM 988498101 $40,816 787,810 SH SOLE 787,810 YUM BRANDS INC COM 988498101 $1,357 26,200 SH C SOLE 26,200 YUM BRANDS INC COM 988498101 $238 4,600 SH P SOLE 4,600 ZALE CORP NEW COM 988858106 $1,307 43,965 SH SOLE 43,965 ZANETT INC COM 98906R109 $2 531 SH SOLE 531 ZAPATA CORP COM PAR $ 989070602 $14 188 SH SOLE 188 ZEBRA TECHNOLOGIES CORP CL A 989207105 $4,603 96,934 SH SOLE 96,934 ZENITH NATL INS CORP NOTE 5.750% 3/3 989390AH2 $40,185 19,000,000 PRN SOLE 19,000,000 ZENITH NATL INS CORP COM 989390109 $130 2,500 SH SOLE 2,500

ZENIX INCOME FD INC COM 989414107 $11 3,476 SH SOLE 3,476 ZEVEX INTL INC COM PAR $0.04 98950E400 $23 5,732 SH SOLE 5,732 ZHONE TECHNOLOGIES INC NEW COM 98950P108 $60 23,700 SH SOLE 23,700 ZI CORP COM 988918108 $12 3,000 SH SOLE 3,000 ZILA INC COM PAR $0.01 989513205 $627 155,115 SH SOLE 155,115 ZILOG INC COM PAR $0.01 989524301 $10,058 1,953,025 SH SOLE 1,953,025 ZIMMER HLDGS INC COM 98956P102 $29,910 384,404 SH SOLE 384,404 ZIMMER HLDGS INC COM 98956P102 $4,940 63,487 SH C SOLE 63,487 ZIMMER HLDGS INC COM 98956P102 $2,700 34,700 SH P SOLE 34,700 ZINDART LTD SPONSORED ADR 989597109 $8 1,854 SH SOLE 1,854 ZIONS BANCORPORATION COM 989701107 $9,130 132,278 SH SOLE 132,278 ZIPREALTY INC COM 98974V107 $34 2,383 SH SOLE 2,383 ZIX CORP COM 98974P100 $769 205,689 SH SOLE 205,689 ZOLL MED CORP COM 989922109 $62 2,733 SH SOLE 2,733 ZOLTEK COS INC COM 98975W104 $100 8,200 SH SOLE 8,200 ZOMAX INC MINN COM 989929104 $22 7,400 SH SOLE 7,400 ZONAGEN INC COM 98975L108 $1 199 SH SOLE 199 ZONES INC COM 98976N103 $9 2,930 SH SOLE 2,930 ZOOM TECHNOLOGIES INC DEL COM 9.90E+107 $15 5,464 SH SOLE 5,464 ZORAN CORP COM 98975F101 $112 10,820 SH SOLE 10,820 ZORAN CORP COM 98975F101 $49 4,700 SH P SOLE 4,700 ZORAN CORP COM 98975F101 $2 200 SH C SOLE 200 ZWEIG FD COM 989834106 $2,151 392,538 SH SOLE 392,538 ZWEIG TOTAL RETURN FD INC COM 989837109 $54 10,463 SH SOLE 10,463 ZYGO CORP COM 989855101 $597 46,056 SH SOLE 46,056 ZYMOGENETICS INC COM 98985T109 $782 51,242 SH SOLE 51,242 $62,112,895

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