13F-HR/A 1 d13fhra.txt AMENDMENT NO. 1 TO FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 2004 Check here if Amendment [X]; Amendment Number: ----- This Amendment (Check only one.): [X] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: RBC Capital Markets Address: One Liberty Plaza 165 Broadway New York, NY 10006 Form 13F File Number: 28- --------- 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: David G. Serena Title: Director of Market Surveillance Phone: 212-858-6061 Signature, Place, and Date of Signing: /s/ David G. Serena ------------------- New York, NY February 18, 2005 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- ---------------- --------------------------------------------------- [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 3276 Form 13F Information Table Value Total: 7,228,229 (thousands) List of Other Included Managers: NONE Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- --- ----------------- ----------------------------------------- [Repeat as necessary.]

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COST PLUS INC CALIF COM COMMON 221485105 36 1121 SH Defined Sole COSTCO WHSL CORP NEW COM COMMON 22160K105 7027 145028 SH Defined Sole COSTCO WHSL CORP NEW PUT COMMON 22160K955 1 100 PUT Defined Sole COSTAR GROUP INC COM COMMON 22160N109 42 909 SH Defined Sole COUNTRYWIDE FINANCIAL CORP COM COMMON 222372104 8395 227753 SH Defined Sole COURIER CORP COM COMMON 222660102 20 374 SH Defined Sole COUSINS PPTYS INC COM COMMON 222795106 74 2408 SH Defined Sole COVANCE INC COM COMMON 222816100 35 904 SH Defined Sole COVANSYS CORP COM COMMON 22281W103 12 795 SH Defined Sole COVENANT TRANS INC CL A COMMON 22284P105 5 245 SH Defined Sole COVENTRY HEALTH CARE INC COM COMMON 222862104 71 1331 SH Defined Sole CRANE CO COM COMMON 224399105 27 946 SH Defined Sole CRAWFORD & CO CL B COMMON 224633107 3 443 SH Defined Sole CRAY INC COM COMMON 225223106 29 6072 SH Defined Sole CREDENCE SYS CORP COM COMMON 225302108 72 7838 SH Defined Sole CREDIT ACCEP CORP MICH COM COMMON 225310101 16 631 SH Defined Sole CREDIT SUISSE GROUP SPONSORED ADR FOREIGN 225401108 127 3000 SH Defined Sole CREE INC COM COMMON 225447101 47 1176 SH Defined Sole CROMPTON CORP COM COMMON 227116100 107 9210 SH Defined Sole CROSS CTRY HEALTHCARE INC COM COMMON 227483104 23 1250 SH Defined Sole CROSSTEX ENERGY INC COM COMMON 22765Y104 8 203 SH Defined Sole CROWN HOLDINGS INC COM COMMON 228368106 145 10503 SH Defined Sole CROWN MEDIA HLDGS INC CL A COMMON 228411104 2 258 SH Defined Sole CRT PROPERTIES INC COM COMMON 22876P109 25 1028 SH Defined Sole CTI MOLECULAR IMAGING INC COM COMMON 22943D105 30 2078 SH Defined Sole CUBIC CORP COM COMMON 229669106 21 833 SH Defined Sole CUBIST PHARMACEUTICALS INC COM COMMON 229678107 31 2552 SH Defined Sole CULLEN FROST BANKERS INC COM COMMON 229899109 41 850 SH Defined Sole CUMMINS INC COM COMMON 231021106 1183 14115 SH Defined Sole CUMULUS MEDIA INC CL A COMMON 231082108 49 3236 SH Defined Sole CURIS INC COM COMMON 231269101 22 3950 SH Defined Sole CURAGEN CORP COM COMMON 23126R101 15 2187 SH Defined Sole CURTISS WRIGHT CORP COM COMMON 231561101 69 1204 SH Defined Sole CYBERGUARD CORP COM COMMON 231910100 2 333 SH Defined Sole CYBEROPTICS CORP COM COMMON 232517102 2 113 SH Defined Sole CYBERSOURCE CORP COM COMMON 23251J106 9 1263 SH Defined Sole CYBERONICS INC COM COMMON 23251P102 16 751 SH Defined Sole CYMER INC COM COMMON 232572107 59 1996 SH Defined Sole CYPRESS BIOSCIENCES INC COM PAR $0.02 COMMON 232674507 27 1930 SH Defined Sole CYPRESS SEMICONDUCTOR CORP COM COMMON 232806109 25 2187 SH Defined Sole CYTEC INDS INC COM COMMON 232820100 158 3055 SH Defined Sole CYTOGEN CORP COM NEW COMMON 232824300 16 1379 SH Defined Sole CYTOKINETICS INC COM COMMON 23282W100 6 527 SH Defined Sole D & E COMMUNICATIONS INC COM COMMON 232860106 3 271 SH Defined Sole CYTYC CORP COM COMMON 232946103 53 1884 SH Defined Sole DHB INDS INC COM COMMON 23321E103 27 1418 SH Defined Sole DJ ORTHOPEDICS INC COM COMMON 23325G104 15 705 SH Defined Sole DPL INC COM COMMON 233293109 51 2028 SH Defined Sole DRS TECHNOLOGIES INC COM COMMON 23330X100 44 1024 SH Defined Sole D R HORTON INC COM COMMON 23331A109 146 3613 SH Defined Sole DST SYS INC DEL COM COMMON 233326107 72 1376 SH Defined Sole DST SYS INC DEL DBCV 4.13% 1-Aug BOND 233326AB3 7883 6000000 PRN Defined Sole DSP GROUP INC COM COMMON 23332B106 37 1667 SH Defined Sole DTE ENERGY CO COM COMMON 233331107 2321 53820 SH Defined Sole DAKTRONICS INC COM COMMON 234264109 14 564 SH Defined Sole DANA CORP COM COMMON 235811106 807 46320 SH Defined Sole DANAHER CORP DEL COM COMMON 235851102 5496 95416 SH Defined Sole DANIELSON HLDG CORP COM COMMON 236274106 30 3564 SH Defined Sole DARDEN RESTAURANTS INC COM COMMON 237194105 1356 48710 SH Defined Sole DARLING INTL INC COM COMMON 237266101 24 5433 SH Defined Sole DATASCOPE CORP COM COMMON 238113104 19 486 SH Defined Sole DAVE & BUSTERS INC COM COMMON 23833N104 19 948 SH Defined Sole DEAN FOODS CO NEW COM COMMON 242370104 79 2390 SH Defined Sole DEB SHOPS INC COM COMMON 242728103 1 51 SH Defined Sole DECKERS OUTDOOR CORP COM COMMON 243537107 24 525 SH Defined Sole DECODE GENETICS INC COM COMMON 243586104 20 2630 SH Defined Sole DEERE & CO COM COMMON 244199105 20350 273741 SH Defined Sole DEL LABS INC COM COMMON 245091103 16 473 SH Defined Sole DELL INC COM COMMON 24702R101 33096 788371 SH Defined Sole DELL INC CALL COMMON 24702R901 83 300 CALL Defined Sole DELPHI CORP COM COMMON 247126105 1563 173442 SH Defined Sole DELPHI FINL GROUP INC CL A COMMON 247131105 61 1338 SH Defined Sole DELTA & PINE LD CO COM COMMON 247357106 56 2120 SH Defined Sole

DELTA AIR LINES INC DEL COM COMMON 247361108 333 44327 SH Defined Sole DELTIC TIMBER CORP COM COMMON 247850100 27 620 SH Defined Sole DELTA PETE CORP COM NEW COMMON 247907207 22 1412 SH Defined Sole DENBURY RES INC COM NEW COMMON 247916208 91 3314 SH Defined Sole DELUXE CORP COM COMMON 248019101 30 800 SH Defined Sole DENDRITE INTL INC COM COMMON 248239105 40 2035 SH Defined Sole DENDREON CORP COM COMMON 24823Q107 35 3193 SH Defined Sole DENTSPLY INTL INC NEW COM COMMON 249030107 68 1200 SH Defined Sole DEPARTMENT 56 INC COM COMMON 249509100 15 887 SH Defined Sole DEPOMED INC COM COMMON 249908104 3 630 SH Defined Sole DESIGN WITHIN REACH INC COM COMMON 250557105 8 562 SH Defined Sole DEUTSCHE TELEKOM AG SPONSORED ADR FOREIGN 251566105 114 5000 SH Defined Sole DEVELOPERS DIVERSIFIED RLTY COM COMMON 251591103 76 1725 SH Defined Sole DEVON ENERGY CORP NEW COM COMMON 25179M103 5850 150263 SH Defined Sole DEVRY INC DEL COM COMMON 251893103 21 1188 SH Defined Sole DIAGEO P L C SPON ADR NEW FOREIGN 25243Q205 1100 19100 SH Defined Sole DIAGNOSTIC PRODS CORP COM COMMON 252450101 55 987 SH Defined Sole DIAMONDS TR UNIT SER 1 COMMON 252787106 41317 383130 SH Defined Sole DIAMONDCLUSTER INTL INC COM COMMON 25278P106 17 1192 SH Defined Sole DICKS SPORTING GOODS INC COM COMMON 253393102 72 2055 SH Defined Sole DIEBOLD INC COM COMMON 253651103 63 1125 SH Defined Sole DIGENE CORP COM COMMON 253752109 24 916 SH Defined Sole DIGI INTL INC COM COMMON 253798102 24 1396 SH Defined Sole DIGIMARC CORP COM COMMON 253807101 8 918 SH Defined Sole DIGITAL INSIGHT CORP COM COMMON 25385P106 34 1822 SH Defined Sole DIGITAL RLTY TR INC COM COMMON 253868103 22 1650 SH Defined Sole DIGITAL RIV INC COM COMMON 25388B104 86 2024 SH Defined Sole DIGITAS INC COM COMMON 25388K104 40 4226 SH Defined Sole DIGITAL THEATER SYS INC COM COMMON 25389G102 19 922 SH Defined Sole DIME CMNTY BANCSHARES COM COMMON 253922108 23 1277 SH Defined Sole DILLARDS INC CL A COMMON 254067101 674 25387 SH Defined Sole DIMON INC COM COMMON 254394109 21 3196 SH Defined Sole DIODES INC COM COMMON 254543101 13 554 SH Defined Sole DIONEX CORP COM COMMON 254546104 55 952 SH Defined Sole DIRECT GEN CORP COM COMMON 25456W204 37 1167 SH Defined Sole DIRECTV GROUP INC COM COMMON 25459L106 949 56598 SH Defined Sole DISCOVERY LABORATORIES INC N COM COMMON 254668106 19 2372 SH Defined Sole DISNEY WALT CO COM DISNEY COMMON 254687106 17778 637678 SH Defined Sole DISNEY WALT CO CALL COMMON 254687906 34 100 CALL Defined Sole DISNEY WALT CO PUT COMMON 254687956 19 225 PUT Defined Sole DITECH COMMUNICATIONS CORP COM COMMON 25500M103 33 2212 SH Defined Sole DIVERSA CORP COM COMMON 255064107 10 1141 SH Defined Sole DOBSON COMMUNICATIONS CORP CL A COMMON 256069105 6 3523 SH Defined Sole DOLLAR GEN CORP COM COMMON 256669102 2130 101603 SH Defined Sole DOLLAR THRIFTY AUTOMOTIVE GP COM COMMON 256743105 41 1349 SH Defined Sole DOLLAR TREE STORES INC COM COMMON 256747106 688 23736 SH Defined Sole DOMINION HOMES INC COM COMMON 257386102 0 8 SH Defined Sole DOMINION RES INC VA NEW COM COMMON 25746U109 6980 102386 SH Defined Sole DOMINOS PIZZA INC COM COMMON 25754A201 32 1844 SH Defined Sole DONALDSON INC COM COMMON 257651109 42 1292 SH Defined Sole DONEGAL GROUP INC CL A COMMON 257701201 9 392 SH Defined Sole DONNELLEY R R & SONS CO COM COMMON 257867101 2392 67825 SH Defined Sole DOT HILL SYS CORP COM COMMON 25848T109 17 2157 SH Defined Sole DOUBLECLICK INC COM COMMON 258609304 75 9446 SH Defined Sole DOV PHARMACEUTICAL INC COM COMMON 259858108 1065 59031 SH Defined Sole DOVER CORP COM COMMON 260003108 2645 62979 SH Defined Sole DOVER DOWNS GAMING & ENTMT I COM COMMON 260095104 14 1067 SH Defined Sole DOVER MOTORSPORTS INC COM COMMON 260174107 5 825 SH Defined Sole DOW CHEM CO COM COMMON 260543103 14546 291512 SH Defined Sole DOW CHEM CO CALL COMMON 260543903 10 50 CALL Defined Sole DOW CHEM CO PUT COMMON 260543953 6 30 PUT Defined Sole DOW JONES & CO INC COM COMMON 260561105 1100 25416 SH Defined Sole DOWNEY FINL CORP COM COMMON 261018105 50 877 SH Defined Sole DRESS BARN INC COM COMMON 261570105 134 7647 SH Defined Sole DREW INDS INC COM NEW COMMON 26168L205 13 371 SH Defined Sole DRIL-QUIP INC COM COMMON 262037104 9 368 SH Defined Sole DRUGSTORE COM INC COM COMMON 262241102 6 1714 SH Defined Sole DU PONT E I DE NEMOURS & CO COM COMMON 263534109 17242 352237 SH Defined Sole DU PONT E I DE NEMOURS & CO CALL COMMON 263534909 64 204 CALL Defined Sole DU PONT E I DE NEMOURS & CO PUT COMMON 263534959 23 325 PUT Defined Sole DUCOMMUN INC DEL COM COMMON 264147109 12 585 SH Defined Sole DUKE ENERGY CORP COM COMMON 264399106 7563 295553 SH Defined Sole DUKE ENERGY CORP CALL COMMON 264399906 96 300 CALL Defined Sole

DUN & BRADSTREET CORP DEL NE COM COMMON 26483E100 67 1122 SH Defined Sole DUPONT PHOTOMASKS INC COM COMMON 26613X101 21 788 SH Defined Sole DUQUESNE LT HLDGS INC COM COMMON 266233105 118 6189 SH Defined Sole DURATEK INC COM COMMON 26658Q102 10 412 SH Defined Sole DURECT CORP COM COMMON 266605104 6 1657 SH Defined Sole DUSA PHARMACEUTICALS INC COM COMMON 266898105 18 1236 SH Defined Sole DYAX CORP COM COMMON 26746E103 6 822 SH Defined Sole DYCOM INDS INC COM COMMON 267475101 106 3491 SH Defined Sole DYNAVAX TECHNOLOGIES CORP COM COMMON 268158102 3 346 SH Defined Sole DYNEGY INC NEW CL A COMMON 26816Q101 542 117370 SH Defined Sole EGL INC COM COMMON 268484102 55 1849 SH Defined Sole E M C CORP MASS COM COMMON 268648102 11636 785170 SH Defined Sole EMC INS GROUP INC COM COMMON 268664109 4 180 SH Defined Sole EMS TECHNOLOGIES INC COM COMMON 26873N108 6 345 SH Defined Sole ENSCO INTL INC COM COMMON 26874Q100 69 2188 SH Defined Sole ENI S P A SPONSORED ADR FOREIGN 26874R108 1985 15700 SH Defined Sole EOG RES INC COM COMMON 26875P101 2601 36691 SH Defined Sole E ON AG SPONSORED ADR FOREIGN 268780103 201 2200 SH Defined Sole EPIX PHARMACEUTICALS INC COM COMMON 26881Q101 22 1205 SH Defined Sole E PIPHANY INC COM COMMON 26881V100 19 4027 SH Defined Sole EPIQ SYS INC COM COMMON 26882D109 7 491 SH Defined Sole ESS TECHNOLOGY INC COM COMMON 269151106 8 1155 SH Defined Sole E TRADE FINANCIAL CORP COM COMMON 269246104 1726 115191 SH Defined Sole E TRADE FINANCIAL CORP CALL COMMON 269246904 47 171 CALL Defined Sole E TRADE FINANCIAL CORP PUT COMMON 269246954 17 395 PUT Defined Sole E Z EM INC COM NEW COMMON 269305405 10 697 SH Defined Sole EAGLE BROADBAND INC COM COMMON 269437109 14 19928 SH Defined Sole EAGLE MATERIALS INC COM COMMON 26969P108 97 1130 SH Defined Sole EAGLE MATERIALS INC CL B COMMON 26969P207 3316 40000 SH Defined Sole EARTHLINK INC COM COMMON 270321102 104 8869 SH Defined Sole EARTHLINK INC CALL COMMON 270321902 13 67 CALL Defined Sole EARTHLINK INC PUT COMMON 270321952 4 104 PUT Defined Sole EAST WEST BANCORP INC COM COMMON 27579R104 108 2575 SH Defined Sole EASTGROUP PPTY INC COM COMMON 277276101 51 1320 SH Defined Sole EASTMAN CHEM CO COM COMMON 277432100 1386 24071 SH Defined Sole EASTMAN KODAK CO COM COMMON 277461109 3247 99814 SH Defined Sole EATON CORP COM COMMON 278058102 3396 46984 SH Defined Sole EATON VANCE CORP COM NON VTG COMMON 278265103 58 1119 SH Defined Sole EBAY INC COM COMMON 278642103 24798 210315 SH Defined Sole ECHELON CORP COM COMMON 27874N105 12 1351 SH Defined Sole ECHOSTAR COMMUNICATIONS NEW CALL COMMON 278762909 25 175 CALL Defined Sole ECHOSTAR COMMUNICATIONS NEW PUT COMMON 278762959 4 175 PUT Defined Sole ECLIPSYS CORP COM COMMON 278856109 45 2202 SH Defined Sole ECOLAB INC COM COMMON 278865100 2801 79680 SH Defined Sole ECOLLEGE COM COM COMMON 27887E100 101 8821 SH Defined Sole EDGE PETE CORP DEL COM COMMON 279862106 6 428 SH Defined Sole EDISON INTL COM COMMON 281020107 7811 240868 SH Defined Sole EDO CORP COM COMMON 281347104 28 877 SH Defined Sole EDUCATE INC COM COMMON 28138P100 14 1100 SH Defined Sole EDUCATION MGMT CORP COM COMMON 28139T101 33 1001 SH Defined Sole EDUCATION LENDING GROUP INC COM COMMON 28140A109 8 491 SH Defined Sole EDWARDS AG INC COM COMMON 281760108 51 1187 SH Defined Sole EDWARDS LIFESCIENCES CORP COM COMMON 28176E108 42 1006 SH Defined Sole EFUNDS CORP COM COMMON 28224R101 52 2174 SH Defined Sole EL PASO CORP COM COMMON 28336L109 2056 198867 SH Defined Sole EL PASO ELEC CO COM NEW COMMON 283677854 52 2745 SH Defined Sole ELECTRO RENT CORP COM COMMON 285218103 12 823 SH Defined Sole ELECTRO SCIENTIFIC INDS COM COMMON 285229100 26 1298 SH Defined Sole ELECTRONIC ARTS INC COM COMMON 285512109 6747 107270 SH Defined Sole ELECTRONIC DATA SYS NEW COM COMMON 285661104 4304 186151 SH Defined Sole ELECTRONIC DATA SYS NEW NOTE 3.88% 1-Jul NOTE 285661AF1 2644 2500000 PRN Defined Sole ELECTRONICS BOUTIQUE HLDGS C COM COMMON 286045109 23 549 SH Defined Sole ELECTRONICS FOR IMAGING INC COM COMMON 286082102 60 3477 SH Defined Sole ELIZABETH ARDEN INC COM COMMON 28660G106 40 1663 SH Defined Sole ELKCORP COM COMMON 287456107 39 1131 SH Defined Sole ELLIS PERRY INTL INC COM COMMON 288853104 3 136 SH Defined Sole EMBARCADERO TECHNOLOGIES INC COM COMMON 290787100 6 612 SH Defined Sole EMCOR GROUP INC COM COMMON 29084Q100 39 873 SH Defined Sole EMERSON ELEC CO COM COMMON 291011104 9631 137130 SH Defined Sole EMERSON ELEC CO PUT COMMON 291011954 50 150 PUT Defined Sole EMMIS COMMUNICATIONS CORP CL A COMMON 291525103 80 4123 SH Defined Sole EMPIRE DIST ELEC CO COM COMMON 291641108 40 1732 SH Defined Sole EMPIRE RESORTS INC COM COMMON 292052107 2 181 SH Defined Sole

EMULEX CORP COM NEW COMMON 292475209 181 11151 SH Defined Sole ENCORE CAP GROUP INC COM COMMON 292554102 19 806 SH Defined Sole ENCORE ACQUISITION CO COM COMMON 29255W100 46 1339 SH Defined Sole ENCORE WIRE CORP COM COMMON 292562105 18 1385 SH Defined Sole ENCORE MED CORP COM COMMON 29256E109 8 1223 SH Defined Sole ENCYSIVE PHARMACEUTICALS INC COM COMMON 29256X107 35 3447 SH Defined Sole ENDESA S A SPONSORED ADR FOREIGN 29258N107 23 1000 SH Defined Sole ENERGY CONVERSION DEVICES IN COM COMMON 292659109 28 1496 SH Defined Sole ENERGEN CORP COM COMMON 29265N108 109 1850 SH Defined Sole ENERGY EAST CORP COM COMMON 29266M109 58 2174 SH Defined Sole ENERGIZER HLDGS INC COM COMMON 29266R108 61 1241 SH Defined Sole ENERGY PARTNERS LTD COM COMMON 29270U105 34 1693 SH Defined Sole ENERSYS COM COMMON 29275Y102 17 1091 SH Defined Sole ENGELHARD CORP COM COMMON 292845104 1166 37877 SH Defined Sole ENGINEERED SUPPORT SYS INC COM COMMON 292866100 68 1141 SH Defined Sole ENDOCARDIAL SOLUTIONS INC COM COMMON 292962107 22 1867 SH Defined Sole ENERGYSOUTH INC COM COMMON 292970100 8 283 SH Defined Sole ENNIS INC COM COMMON 293389102 23 1228 SH Defined Sole ENPRO INDS INC COM COMMON 29355X107 44 1472 SH Defined Sole ENSTAR GROUP INC GA COM COMMON 29358R107 9 152 SH Defined Sole ENTEGRIS INC COM COMMON 29362U104 27 2764 SH Defined Sole ENTERASYS NETWORKS INC COM COMMON 293637104 19 10453 SH Defined Sole ENTERCOM COMMUNICATIONS CORP CL A COMMON 293639100 33 913 SH Defined Sole ENTERGY CORP NEW COM COMMON 29364G103 12892 189142 SH Defined Sole ENTERTAINMENT PPTYS TR COM SH BEN INT COMMON 29380T105 66 1462 SH Defined Sole ENTRAVISION COMMUNICATIONS C CL A COMMON 29382R107 21 2435 SH Defined Sole ENTRUST INC COM COMMON 293848107 10 2579 SH Defined Sole ENZON PHARMACEUTICALS INC COM COMMON 293904108 41 2949 SH Defined Sole ENZO BIOCHEM INC COM COMMON 294100102 31 1565 SH Defined Sole EPICOR SOFTWARE CORP COM COMMON 29426L108 39 2757 SH Defined Sole EQUIFAX INC COM COMMON 294429105 1173 41835 SH Defined Sole EQUINIX INC COM NEW COMMON 29444U502 20 467 SH Defined Sole EQUITABLE RES INC COM COMMON 294549100 60 995 SH Defined Sole EQUITY INNS INC COM COMMON 294703103 43 3655 SH Defined Sole EQUITY LIFESTYLE PPTYS INC COM COMMON 29472R108 34 950 SH Defined Sole EQUITY OFFICE PROPERTIES TRU COM COMMON 294741103 9611 324576 SH Defined Sole EQUITY ONE COM COMMON 294752100 48 2043 SH Defined Sole EQUITY RESIDENTIAL SH BEN INT COMMON 29476L107 8322 227555 SH Defined Sole ERESEARCHTECHNOLOGY INC COM COMMON 29481V108 47 2921 SH Defined Sole ERICSSON L M TEL CO ADR B SEK 10 FOREIGN 294821608 3015 94614 SH Defined Sole ESCALADE INC COM COMMON 296056104 0 36 SH Defined Sole ESCO TECHNOLOGIES INC COM COMMON 296315104 66 844 SH Defined Sole ESPEED INC CL A COMMON 296643109 22 1731 SH Defined Sole ESSEX PPTY TR INC COM COMMON 297178105 104 1261 SH Defined Sole ESTERLINE TECHNOLOGIES CORP COM COMMON 297425100 45 1380 SH Defined Sole ETHAN ALLEN INTERIORS INC COM COMMON 297602104 73 1821 SH Defined Sole EUROBANCSHARES INC COM COMMON 298716101 4 201 SH Defined Sole EURONET WORLDWIDE INC COM COMMON 298736109 33 1245 SH Defined Sole EXAR CORP COM COMMON 300645108 34 2397 SH Defined Sole EXACTECH INC COM COMMON 30064E109 3 153 SH Defined Sole EXCEL TECHNOLOGY INC COM COMMON 30067T103 16 605 SH Defined Sole EXELON CORP COM COMMON 30161N101 26847 604809 SH Defined Sole EXELIXIS INC COM COMMON 30161Q104 35 3632 SH Defined Sole EXIDE TECHNOLOGIES COM NEW COMMON 302051206 368 26511 SH Defined Sole EXPEDITORS INTL WASH INC COM COMMON 302130109 93 1670 SH Defined Sole EXPONENT INC COM COMMON 30214U102 15 562 SH Defined Sole EXPRESS SCRIPTS INC COM COMMON 302182100 1808 23544 SH Defined Sole EXPRESSJET HOLDINGS INC CL A COMMON 30218U108 34 2593 SH Defined Sole EXTRA SPACE STORAGE INC COM COMMON 30225T102 22 1610 SH Defined Sole EXTREME NETWORKS INC COM COMMON 30226D106 39 5903 SH Defined Sole EXXON MOBIL CORP COM COMMON 30231G102 104545 2048690 SH Defined Sole EXXON MOBIL CORP CALL COMMON 30231G902 130 310 CALL Defined Sole EXXON MOBIL CORP PUT COMMON 30231G952 49 475 PUT Defined Sole FBL FINL GROUP INC CL A COMMON 30239F106 29 978 SH Defined Sole FEI CO COM COMMON 30241L109 21 979 SH Defined Sole F M C CORP COM NEW COMMON 302491303 140 2898 SH Defined Sole FMC TECHNOLOGIES INC COM COMMON 30249U101 37 1159 SH Defined Sole FNB CORP PA COM COMMON 302520101 63 3103 SH Defined Sole FPIC INS GROUP INC COM COMMON 302563101 14 402 SH Defined Sole FPL GROUP INC COM COMMON 302571104 14147 187359 SH Defined Sole FSI INTL INC COM COMMON 302633102 4 819 SH Defined Sole FX ENERGY INC COM COMMON 302695101 23 2026 SH Defined Sole F N B CORP VA COM COMMON 302930102 7 241 SH Defined Sole

FTI CONSULTING INC COM COMMON 302941109 55 2632 SH Defined Sole FACTSET RESH SYS INC COM COMMON 303075105 52 888 SH Defined Sole FAIR ISAAC CORP COM COMMON 303250104 205 5575 SH Defined Sole FAIR ISAAC CORP NOTE 1.50% 1-Aug NOTE 303250AB0 6293 6000000 PRN Defined Sole FAIRCHILD SEMICONDUCTOR INTL COM COMMON 303726103 34 2054 SH Defined Sole FAIRFAX FINL HLDGS LTD DBCV 5.00% 1-Jul BOND 303901AL6 18923 18000000 PRN Defined Sole FALCONSTOR SOFTWARE INC COM COMMON 306137100 9 954 SH Defined Sole FAMILY DLR STORES INC COM COMMON 307000109 1593 51878 SH Defined Sole FAMILY DLR STORES INC CALL COMMON 307000909 33 200 CALL Defined Sole FARMER BROS CO COM COMMON 307675108 4 182 SH Defined Sole FARMERS CAP BK CORP COM COMMON 309562106 9 232 SH Defined Sole FARO TECHNOLOGIES INC COM COMMON 311642102 18 570 SH Defined Sole FASTENAL CO COM COMMON 311900104 74 1193 SH Defined Sole FEDDERS CORP COM NEW COMMON 313135501 0 1 SH Defined Sole FEDERAL AGRIC MTG CORP CL C COMMON 313148306 17 732 SH Defined Sole FEDERAL HOME LN MTG CORP COM COMMON 313400301 15642 213139 SH Defined Sole FEDERAL NATL MTG ASSN COM COMMON 313586109 21578 302515 SH Defined Sole FEDERAL SIGNAL CORP COM COMMON 313855108 68 3848 SH Defined Sole FEDERATED DEPT STORES INC DE COM COMMON 31410H101 3022 52316 SH Defined Sole FEDERATED INVS INC PA CL B COMMON 314211103 1019 33260 SH Defined Sole FEDEX CORP COM COMMON 31428X106 9205 93024 SH Defined Sole FELCOR LODGING TR INC COM COMMON 31430F101 50 3422 SH Defined Sole FERRO CORP COM COMMON 315405100 69 2947 SH Defined Sole F5 NETWORKS INC COM COMMON 315616102 106 2159 SH Defined Sole FIBERNET TELECOM GRP INC COM NEW COMMON 315653303 287 354221 SH Defined Sole FIDELITY BANKSHARES INC NEW COM COMMON 31604Q107 41 953 SH Defined Sole FIDELITY NATL FINL INC COM COMMON 316326107 125 2747 SH Defined Sole FIFTH THIRD BANCORP COM COMMON 316773100 12880 273470 SH Defined Sole FILENET CORP COM COMMON 316869106 250 9614 SH Defined Sole FINANCIAL FED CORP COM COMMON 317492106 42 1066 SH Defined Sole FINANCIAL INSTNS INC COM COMMON 317585404 7 285 SH Defined Sole FINDWHAT COM COM COMMON 317794105 20 1099 SH Defined Sole FINISAR COM COMMON 31787A101 19 8335 SH Defined Sole FINISH LINE INC CL A COMMON 317923100 43 2334 SH Defined Sole FIRST ACCEPTANCE CORP COM COMMON 318457108 17 1894 SH Defined Sole FIRST ADVANTAGE CORP CL A COMMON 31845F100 139 6942 SH Defined Sole FIRST AMERN CORP CALIF COM COMMON 318522307 49 1415 SH Defined Sole FIRST BANCORP P R COM COMMON 318672102 110 1766 SH Defined Sole FIRST BANCORP N C COM COMMON 318910106 15 519 SH Defined Sole FIRST BUSEY CORP COM COMMON 319383105 12 607 SH Defined Sole FIRST CASH FINL SVCS INC COM COMMON 31942D107 21 801 SH Defined Sole FIRST CHARTER CORP COM COMMON 319439105 46 1726 SH Defined Sole FIRST CTZNS BANCSHARES INC N CL A COMMON 31946M103 60 407 SH Defined Sole FIRST COMWLTH FINL CORP PA COM COMMON 319829107 73 4724 SH Defined Sole FIRST CMNTY BANCSHARES INC N COM COMMON 31983A103 17 455 SH Defined Sole FIRST CMNTY BANCORP CALIF COM COMMON 31983B101 32 761 SH Defined Sole FIRST DATA CORP COM COMMON 319963104 11419 271367 SH Defined Sole FIRST FINL BANCORP OH COM COMMON 320209109 35 2012 SH Defined Sole FIRST FINL BANKSHARES COM COMMON 32020R109 37 813 SH Defined Sole FIRST FINL CORP IND COM COMMON 320218100 25 698 SH Defined Sole FIRST FINL HLDGS INC COM COMMON 320239106 26 787 SH Defined Sole FIRST HORIZON NATL CORP COM COMMON 320517105 1635 38030 SH Defined Sole FIRST HORIZON PHARMACEUTICAL COM COMMON 32051K106 42 1788 SH Defined Sole FIRST INDUSTRIAL REALTY TRUS COM COMMON 32054K103 111 2704 SH Defined Sole FIRST IND CORP COM COMMON 32054R108 11 488 SH Defined Sole FIRST LONG IS CORP COM COMMON 320734106 8 157 SH Defined Sole FIRST MERCHANTS CORP COM COMMON 320817109 28 959 SH Defined Sole FIRST MIDWEST BANCORP DEL COM COMMON 320867104 90 2457 SH Defined Sole FIRST HEALTH GROUP CORP COM COMMON 320960107 137 7276 SH Defined Sole FIRST NATL BANKSHRS FL INC N COM COMMON 321100109 87 3663 SH Defined Sole FIRST NIAGARA FINL GP INC COM COMMON 33582V108 73 5154 SH Defined Sole FIRST OAK BROOK BANCSHARES I COM COMMON 335847208 9 284 SH Defined Sole FIRST PL FINL CORP COM COMMON 33610T109 16 695 SH Defined Sole FIRST REP BK SAN FRANCISCO COM COMMON 336158100 39 733 SH Defined Sole FIRST ST BANCORPORATION COM COMMON 336453105 19 515 SH Defined Sole 1ST SOURCE CORP COM COMMON 336901103 14 528 SH Defined Sole FISERV INC COM COMMON 337738108 2438 60562 SH Defined Sole FISHER COMMUNICATIONS INC COM COMMON 337756209 16 321 SH Defined Sole FIRSTFED FINL CORP COM COMMON 337907109 45 867 SH Defined Sole FIRSTMERIT CORP COM COMMON 337915102 38 1330 SH Defined Sole FLAGSTAR BANCORP INC COM COMMON 337930101 27 1211 SH Defined Sole FIRSTENERGY CORP COM COMMON 337932107 9391 236965 SH Defined Sole FISHER SCIENTIFIC INTL INC COM NEW COMMON 338032204 2261 36255 SH Defined Sole

FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 NOTE 338032AW5 17092 11500000 PRN Defined Sole FLANDERS CORP COM COMMON 338494107 3 359 SH Defined Sole FLEETWOOD ENTERPRISES INC COM COMMON 339099103 44 3246 SH Defined Sole FLORIDA EAST COAST INDS COM COMMON 340632108 68 1476 SH Defined Sole FLUOR CORP NEW COM COMMON 343412102 4102 75566 SH Defined Sole FLOWERS FOODS INC COM COMMON 343498101 63 1996 SH Defined Sole FLOWSERVE CORP COM COMMON 34354P105 122 4413 SH Defined Sole FLUSHING FINL CORP COM COMMON 343873105 26 1288 SH Defined Sole FLYI INC COM COMMON 34407T104 0 225 SH Defined Sole FOOT LOCKER INC COM COMMON 344849104 62 2310 SH Defined Sole FOOT LOCKER INC CALL COMMON 344849904 96 200 CALL Defined Sole FOOT LOCKER INC PUT COMMON 344849954 7 200 PUT Defined Sole FORD MTR CO DEL COM PAR $0.01 COMMON 345370860 8372 565646 SH Defined Sole FORD MTR CO DEL CALL COMMON 345370900 53 650 CALL Defined Sole FORD MTR CO DEL PUT COMMON 345370950 2 100 PUT Defined Sole FORD MTR CO CAP TR II PFD TR CV6.5% PREFERRED 345395206 18554 350000 SH Defined Sole FOREST LABS INC COM COMMON 345838106 5197 114215 SH Defined Sole FOREST OIL CORP COM PAR $0.01 COMMON 346091705 132 4194 SH Defined Sole FORMFACTOR INC COM COMMON 346375108 45 1635 SH Defined Sole FORRESTER RESH INC COM COMMON 346563109 15 824 SH Defined Sole FORTUNE BRANDS INC COM COMMON 349631101 3402 44531 SH Defined Sole FORWARD AIR CORP COM COMMON 349853101 44 979 SH Defined Sole 4 KIDS ENTMT INC COM COMMON 350865101 19 874 SH Defined Sole FOUR SEASONS HOTEL INC NOTE 1.88% 3-Jul NOTE 35100EAE4 3216 2500000 PRN Defined Sole FOXHOLLOW TECHNOLOGIES INC COM COMMON 35166A103 7 300 SH Defined Sole FRANCE TELECOM SPONSORED ADR FOREIGN 35177Q105 64 1900 SH Defined Sole FRANKLIN BK CORP DEL COM COMMON 352451108 6 315 SH Defined Sole FRANKLIN ELEC INC COM COMMON 353514102 39 928 SH Defined Sole FRANKLIN RES INC COM COMMON 354613101 5423 77113 SH Defined Sole FREDS INC CL A COMMON 356108100 35 2010 SH Defined Sole FREEPORT-MCMORAN COPPER & GO CL B COMMON 35671D857 2519 65948 SH Defined Sole FREEPORT-MCMORAN COPPER & GO NOTE 7.00% 1-Feb NOTE 35671DAK1 2500 5000000 PRN Defined Sole FREESCALE SEMICONDUCTOR INC CL B COMMON 35687M206 2239 124387 SH Defined Sole FRONTIER AIRLINES INC NEW COM COMMON 359065109 24 2101 SH Defined Sole FRONTIER FINL CORP WASH COM COMMON 35907K105 35 890 SH Defined Sole FRONTIER OIL CORP COM COMMON 35914P105 31 1165 SH Defined Sole FUELCELL ENERGY INC COM COMMON 35952H106 44 4503 SH Defined Sole FUELCELL ENERGY INC CALL COMMON 35952H906 1 18 CALL Defined Sole FUELCELL ENERGY INC PUT COMMON 35952H956 7 28 PUT Defined Sole FULLER H B CO COM COMMON 359694106 46 1610 SH Defined Sole FURNITURE BRANDS INTL INC COM COMMON 360921100 101 4005 SH Defined Sole G & K SVCS INC CL A COMMON 361268105 36 845 SH Defined Sole GATX CORP COM COMMON 361448103 114 3896 SH Defined Sole G B & T BANCSHARES INC COM COMMON 361462104 8 353 SH Defined Sole GEO GROUP INC COM COMMON 36159R103 14 527 SH Defined Sole GMH CMNTYS TR COM COMMON 36188G102 25 1800 SH Defined Sole GSI COMMERCE INC COM COMMON 36238G102 19 1053 SH Defined Sole GABELLI ASSET MGMT INC CL A COMMON 36239Y102 13 265 SH Defined Sole GABLES RESIDENTIAL TR SH BEN INT COMMON 362418105 58 1609 SH Defined Sole GALLAGHER ARTHUR J & CO COM COMMON 363576109 42 1300 SH Defined Sole GAMESTOP CORP CL A COMMON 36466R101 1100 48991 SH Defined Sole GAMESTOP CORP COM CL B COMMON 36466R200 47 2085 SH Defined Sole GANDER MOUNTAIN CO COM COMMON 36471P108 8 622 SH Defined Sole GANNETT INC COM COMMON 364730101 6440 78868 SH Defined Sole GAP INC DEL COM COMMON 364760108 5954 277312 SH Defined Sole GARDNER DENVER INC COM COMMON 365558105 43 1176 SH Defined Sole GARTNER INC COM COMMON 366651107 78 6133 SH Defined Sole GARTNER INC CL B COMMON 366651206 4581 370000 SH Defined Sole GATEWAY INC COM COMMON 367626108 780 129541 SH Defined Sole GAYLORD ENTMT CO NEW COM COMMON 367905106 82 1978 SH Defined Sole GENAERA CORP COM COMMON 36867G100 8 2434 SH Defined Sole GENCORP INC COM COMMON 368682100 48 2604 SH Defined Sole GENCORP INC NOTE 4.00% 1-Jan NOTE 368682AJ9 1324 1000000 PRN Defined Sole GENELABS TECHNOLOGIES INC COM COMMON 368706107 2 1934 SH Defined Sole GENENCOR INTL INC COM COMMON 368709101 3 206 SH Defined Sole GENENTECH INC COM NEW COMMON 368710406 16 300 SH Defined Sole GENERAL BINDING CORP COM COMMON 369154109 1 47 SH Defined Sole GENERAL CABLE CORP DEL NEW COM COMMON 369300108 40 2864 SH Defined Sole GENERAL COMMUNICATION INC CL A COMMON 369385109 29 2653 SH Defined Sole GENERAL DYNAMICS CORP COM COMMON 369550108 6495 61901 SH Defined Sole GENERAL ELEC CO COM COMMON 369604103 122120 3336601 SH Defined Sole GENERAL ELEC CO CALL COMMON 369604903 65 200 CALL Defined Sole GENERAL ELEC CO PUT COMMON 369604953 4 300 PUT Defined Sole

GENERAL MLS INC COM COMMON 370334104 5613 112670 SH Defined Sole GENERAL MLS INC DBCV 2-Oct BOND 370334AU8 7100 10000000 PRN Defined Sole GENERAL MTRS CORP COM COMMON 370442105 8732 217375 SH Defined Sole GENERAL MTRS CORP DEB SR CV C 33 BOND 370442717 26760 1010200 PRN Defined Sole GENERAL MTRS CORP DEB SR CONV B BOND 370442733 577 25000 PRN Defined Sole GENERAL MTRS CORP CALL COMMON 370442905 12 50 CALL Defined Sole GENERAL MTRS CORP PUT COMMON 370442955 33 200 PUT Defined Sole GENESCO INC COM COMMON 371532102 41 1329 SH Defined Sole GENESEE & WYO INC CL A COMMON 371559105 34 1214 SH Defined Sole GENESIS MICROCHIP INC DEL COM COMMON 37184C103 35 2179 SH Defined Sole GENESIS HEALTHCARE CORP COM COMMON 37184D101 49 1373 SH Defined Sole GENTEX CORP COM COMMON 371901109 46 1237 SH Defined Sole GENLYTE GROUP INC COM COMMON 372302109 63 734 SH Defined Sole GENTA INC COM NEW COMMON 37245M207 3 1839 SH Defined Sole GENUINE PARTS CO COM COMMON 372460105 2379 54003 SH Defined Sole GENTIVA HEALTH SERVICES INC COM COMMON 37247A102 27 1595 SH Defined Sole GENZYME CORP COM GENL DIV COMMON 372917104 5279 91081 SH Defined Sole GENZYME CORP CALL COMMON 372917904 1 3 CALL Defined Sole GENZYME CORP PUT COMMON 372917954 17 50 PUT Defined Sole GEORGIA GULF CORP COM PAR $0.01 COMMON 373200203 69 1381 SH Defined Sole GEORGIA PAC CORP COM COMMON 373298108 3017 79806 SH Defined Sole GERMAN AMERN BANCORP COM COMMON 373865104 6 356 SH Defined Sole GERON CORP COM COMMON 374163103 26 3248 SH Defined Sole GETTY RLTY CORP NEW COM COMMON 374297109 28 992 SH Defined Sole GEVITY HR INC COM COMMON 374393106 35 1698 SH Defined Sole GIANT INDS INC COM COMMON 374508109 23 878 SH Defined Sole GIBRALTAR INDS INC COM COMMON 374689107 31 1325 SH Defined Sole GILEAD SCIENCES INC COM COMMON 375558103 4775 135812 SH Defined Sole GILEAD SCIENCES INC CALL COMMON 375558903 15 50 CALL Defined Sole GILEAD SCIENCES INC PUT COMMON 375558953 32 100 PUT Defined Sole GILLETTE CO COM COMMON 375766102 13889 309601 SH Defined Sole GILLETTE CO CALL COMMON 375766902 29 50 CALL Defined Sole GILLETTE CO PUT COMMON 375766952 3 50 PUT Defined Sole GLACIER BANCORP INC NEW COM COMMON 37637Q105 50 1443 SH Defined Sole GLADSTONE CAPITAL CORP COM COMMON 376535100 9 365 SH Defined Sole GLAMIS GOLD LTD COM COMMON 376775102 348 20330 SH Defined Sole GLAMIS GOLD LTD CALL COMMON 376775902 4 75 CALL Defined Sole GLAMIS GOLD LTD PUT COMMON 376775952 10 90 PUT Defined Sole GLATFELTER COM COMMON 377316104 41 2679 SH Defined Sole GLAXOSMITHKLINE PLC SPONSORED ADR FOREIGN 37733W105 1602 33770 SH Defined Sole GLENBOROUGH RLTY TR INC COM COMMON 37803P105 30 1432 SH Defined Sole GLIMCHER RLTY TR SH BEN INT COMMON 379302102 68 2412 SH Defined Sole GLOBAL INDS LTD COM COMMON 379336100 38 4620 SH Defined Sole GLOBAL IMAGING SYSTEMS COM COMMON 37934A100 47 1177 SH Defined Sole GLOBAL MARINE INC DBCV 2-Jun BOND 379352AN7 11700 20000000 PRN Defined Sole GLOBAL POWER EQUIPMENT INC COM COMMON 37941P108 27 2725 SH Defined Sole GLOBAL SIGNAL INC COM COMMON 37944Q103 22 803 SH Defined Sole GLOWPOINT INC COM COMMON 379887102 906 600000 SH Defined Sole GOLD BANC CORP INC COM COMMON 379907108 1282 88015 SH Defined Sole GOLD FIELDS LTD NEW SPONSORED ADR FOREIGN 38059T106 174 14150 SH Defined Sole GOLD KIST INC COM COMMON 380614107 18 1300 SH Defined Sole GOLDCORP INC NEW COM COMMON 380956409 263 17530 SH Defined Sole GOLDCORP INC NEW CALL COMMON 380956909 2 15 CALL Defined Sole GOLDCORP INC NEW PUT COMMON 380956959 0 5 PUT Defined Sole GOLDEN TELECOM INC COM COMMON 38122G107 18 692 SH Defined Sole GOLDEN WEST FINL CORP DEL COM COMMON 381317106 5814 94674 SH Defined Sole GOLDMAN SACHS GROUP INC COM COMMON 38141G104 15703 149666 SH Defined Sole GOLDMAN SACHS GROUP INC CALL COMMON 38141G904 85 166 CALL Defined Sole GOLDMAN SACHS GROUP INC PUT COMMON 38141G954 4 150 PUT Defined Sole GOODRICH CORP COM COMMON 382388106 1205 36893 SH Defined Sole GOODYEAR TIRE & RUBR CO COM COMMON 382550101 1195 80272 SH Defined Sole GOODYEAR TIRE & RUBR CO PUT COMMON 382550951 62 500 PUT Defined Sole GOODYS FAMILY CLOTHING INC COM COMMON 382588101 2 253 SH Defined Sole GOOGLE INC CL A COMMON 38259P508 11 55 SH Defined Sole GORMAN RUPP CO COM COMMON 383082104 18 752 SH Defined Sole GOVERNMENT PPTYS TR INC COM COMMON 38374W107 16 1652 SH Defined Sole GRACE W R & CO DEL NEW COM COMMON 38388F108 58 4250 SH Defined Sole GRACO INC COM COMMON 384109104 42 1121 SH Defined Sole GRAFTECH INTL LTD COM COMMON 384313102 60 6399 SH Defined Sole GRAINGER W W INC COM COMMON 384802104 1843 27828 SH Defined Sole GRAMERCY CAP CORP COM COMMON 384871109 17 807 SH Defined Sole GRANITE CONSTR INC COM COMMON 387328107 72 2669 SH Defined Sole GRANT PRIDECO INC COM COMMON 38821G101 36 1790 SH Defined Sole

GRAPHIC PACKAGING CORP DEL COM COMMON 388688103 37 5013 SH Defined Sole GRAY TELEVISION INC COM COMMON 389375106 46 3000 SH Defined Sole GREAT AMERN FINL RES INC COM COMMON 389915109 5 270 SH Defined Sole GREAT ATLANTIC & PAC TEA INC COM COMMON 390064103 12 1223 SH Defined Sole GREAT LAKES CHEM CORP COM COMMON 390568103 552 19231 SH Defined Sole GREAT SOUTHN BANCORP INC COM COMMON 390905107 19 527 SH Defined Sole GREAT PLAINS ENERGY INC COM COMMON 391164100 1714 56264 SH Defined Sole GREATER BAY BANCORP COM COMMON 391648102 113 4038 SH Defined Sole GREENBRIER COS INC COM COMMON 393657101 15 435 SH Defined Sole GREENFIELD ONLINE INC COM COMMON 395150105 4 188 SH Defined Sole GREENHILL & CO INC COM COMMON 395259104 12 411 SH Defined Sole GREIF INC CL A COMMON 397624107 38 678 SH Defined Sole GREY GLOBAL GROUP INC COM COMMON 39787M108 48 44 SH Defined Sole GREY WOLF INC COM COMMON 397888108 68 12715 SH Defined Sole GRIFFON CORP COM COMMON 398433102 39 1437 SH Defined Sole GROUP 1 AUTOMOTIVE INC COM COMMON 398905109 37 1185 SH Defined Sole GROUPE DANONE SPONSORED ADR FOREIGN 399449107 677 36600 SH Defined Sole GTECH HLDGS CORP COM COMMON 400518106 42 1616 SH Defined Sole GTECH HLDGS CORP DBCV 1.750%12/1 BOND 400518AB2 14322 7553000 PRN Defined Sole GTX INC DEL COM COMMON 40052B108 8 571 SH Defined Sole GUESS INC COM COMMON 401617105 16 1296 SH Defined Sole GUIDANT CORP COM COMMON 401698105 9972 138481 SH Defined Sole GUILFORD PHARMACEUTICALS INC COM COMMON 401829106 9 1866 SH Defined Sole GUITAR CTR MGMT INC COM COMMON 402040109 74 1393 SH Defined Sole GULF ISLAND FABRICATION INC COM COMMON 402307102 6 262 SH Defined Sole GULFMARK OFFSHORE INC COM COMMON 402629109 16 727 SH Defined Sole GYMBOREE CORP COM COMMON 403777105 668 51578 SH Defined Sole HCA INC COM COMMON 404119109 5313 132630 SH Defined Sole HCC INS HLDGS INC COM COMMON 404132102 35 1051 SH Defined Sole HNI CORP COM COMMON 404251100 38 887 SH Defined Sole HSBC HLDGS PLC SPON ADR NEW FOREIGN 404280406 1677 19640 SH Defined Sole HAEMONETICS CORP COM COMMON 405024100 38 1037 SH Defined Sole HAIN CELESTIAL GROUP INC COM COMMON 405217100 23 1135 SH Defined Sole HALLIBURTON CO COM COMMON 406216101 6742 171694 SH Defined Sole HANCOCK FABRICS INC COM COMMON 409900107 17 1563 SH Defined Sole HANCOCK HLDG CO COM COMMON 410120109 56 1658 SH Defined Sole HANDLEMAN CO DEL COM COMMON 410252100 31 1411 SH Defined Sole HANGER ORTHOPEDIC GROUP INC COM NEW COMMON 41043F208 13 1582 SH Defined Sole HANMI FINL CORP COM COMMON 410495105 34 951 SH Defined Sole HANOVER COMPRESSOR CO COM COMMON 410768105 90 6362 SH Defined Sole HANOVER COMPRESSOR CO NOTE 4.75% 1-Jan NOTE 410768AE5 4454 3500000 PRN Defined Sole HANSEN NAT CORP COM COMMON 411310105 7 183 SH Defined Sole HARBOR FLA BANCSHARES INC COM COMMON 411901101 40 1149 SH Defined Sole HARLAND JOHN H CO COM COMMON 412693103 45 1245 SH Defined Sole HARLEY DAVIDSON INC COM COMMON 412822108 5549 90841 SH Defined Sole HARLEYSVILLE GROUP INC COM COMMON 412824104 15 621 SH Defined Sole HARLEYSVILLE NATL CORP PA COM COMMON 412850109 42 1544 SH Defined Sole HARMAN INTL INDS INC COM COMMON 413086109 134 1066 SH Defined Sole HARMONIC INC COM COMMON 413160102 28 3312 SH Defined Sole HARMONY GOLD MNG LTD SPONSORED ADR FOREIGN 413216300 467 51420 SH Defined Sole HARRAHS ENTMT INC COM COMMON 413619107 2304 34645 SH Defined Sole HARRIS & HARRIS GROUP INC COM COMMON 413833104 9 574 SH Defined Sole HARRIS CORP DEL COM COMMON 413875105 68 1094 SH Defined Sole HARRIS INTERACTIVE INC COM COMMON 414549105 21 2640 SH Defined Sole HARSCO CORP COM COMMON 415864107 41 733 SH Defined Sole HARTE-HANKS INC COM COMMON 416196103 38 1460 SH Defined Sole HARTFORD FINL SVCS GROUP INC COM COMMON 416515104 6261 90735 SH Defined Sole HARTMARX CORP COM COMMON 417119104 16 2082 SH Defined Sole HARVEST NATURAL RESOURCES IN COM COMMON 41754V103 42 2415 SH Defined Sole HASBRO INC COM COMMON 418056107 1703 87444 SH Defined Sole HAVERTY FURNITURE INC COM COMMON 419596101 18 1011 SH Defined Sole HAWAIIAN ELEC INDUSTRIES COM COMMON 419870100 38 1279 SH Defined Sole HAWAIIAN HOLDINGS INC COM COMMON 419879101 413 60000 SH Defined Sole HAYES LEMMERZ INTL INC COM NEW COMMON 420781304 426 47766 SH Defined Sole HEALTHCARE SVCS GRP INC COM COMMON 421906108 15 722 SH Defined Sole HEALTH MGMT ASSOC INC NEW CL A COMMON 421933102 1722 75131 SH Defined Sole HEALTH MGMT ASSOC INC NEW NOTE 1.50% Aug-00 NOTE 421933AF9 4205 4000000 PRN Defined Sole HEALTHCARE RLTY TR COM COMMON 421946104 117 2879 SH Defined Sole HEADWATERS INC COM COMMON 42210P102 49 1699 SH Defined Sole HEALTHAXIS INC COM NEW COMMON 42219D308 220 100010 SH Defined Sole HEALTHEXTRAS INC COM COMMON 422211102 14 837 SH Defined Sole HEALTH NET INC COM COMMON 42222G108 50 1737 SH Defined Sole HEARTLAND EXPRESS INC COM COMMON 422347104 45 1990 SH Defined Sole

HEARTLAND FINL USA INC COM COMMON 42234Q102 10 478 SH Defined Sole HECLA MNG CO COM COMMON 422704106 49 8439 SH Defined Sole HEICO CORP NEW COM COMMON 422806109 34 1470 SH Defined Sole HEIDRICK & STRUGGLES INTL IN COM COMMON 422819102 27 766 SH Defined Sole HEINZ H J CO COM COMMON 423074103 10550 272191 SH Defined Sole HEINZ H J CO PUT COMMON 423074953 6 343 PUT Defined Sole HELIX TECHNOLOGY CORP COM COMMON 423319102 18 1047 SH Defined Sole HELMERICH & PAYNE INC COM COMMON 423452101 136 3982 SH Defined Sole HENRY JACK & ASSOC INC COM COMMON 426281101 28 1377 SH Defined Sole HERCULES INC COM COMMON 427056106 625 41923 SH Defined Sole HERITAGE PPTY INVT TR INC COM COMMON 42725M107 53 1643 SH Defined Sole HERLEY INDS INC DEL COM COMMON 427398102 13 659 SH Defined Sole HERSHEY FOODS CORP COM COMMON 427866108 4207 76088 SH Defined Sole HEWLETT PACKARD CO COM COMMON 428236103 20376 964304 SH Defined Sole HEXCEL CORP NEW COM COMMON 428291108 22 1548 SH Defined Sole HIBBETT SPORTING GOODS INC COM COMMON 428565105 29 1091 SH Defined Sole HIBERNIA CORP CL A COMMON 428656102 70 2365 SH Defined Sole HIGHLAND HOSPITALITY CORP COM COMMON 430141101 30 2642 SH Defined Sole HIGHWOODS PPTYS INC COM COMMON 431284108 122 4355 SH Defined Sole HILB ROGAL & HOBBS CO COM COMMON 431294107 62 1716 SH Defined Sole HILLENBRAND INDS INC COM COMMON 431573104 57 999 SH Defined Sole HILTON HOTELS CORP COM COMMON 432848109 2723 119514 SH Defined Sole HOLLINGER INTL INC CL A COMMON 435569108 1442 91988 SH Defined Sole HOLLY CORP COM PAR $0.01 COMMON 435758305 41 1481 SH Defined Sole HOLLIS-EDEN PHARMACEUTICALS COM COMMON 435902101 12 1249 SH Defined Sole HOLLYWOOD ENTMT CORP COM COMMON 436141105 1021 78434 SH Defined Sole HOLOGIC INC COM COMMON 436440101 31 1147 SH Defined Sole HOME DEPOT INC COM COMMON 437076102 29223 680875 SH Defined Sole HOME DEPOT INC CALL COMMON 437076902 48 150 CALL Defined Sole HOME DEPOT INC PUT COMMON 437076952 35 210 PUT Defined Sole HOME PROPERTIES INC COM COMMON 437306103 84 1945 SH Defined Sole HOMEBANC CORP GA COM COMMON 43738R109 17 1779 SH Defined Sole HOMESTORE INC COM COMMON 437852106 15 4933 SH Defined Sole HONEYWELL INTL INC COM COMMON 438516106 9443 266764 SH Defined Sole HONEYWELL INTL INC CALL COMMON 438516906 40 100 CALL Defined Sole HONEYWELL INTL INC PUT COMMON 438516956 9 50 PUT Defined Sole HOOKER FURNITURE CORP COM COMMON 439038100 7 293 SH Defined Sole HOOPER HOLMES INC COM COMMON 439104100 12 2036 SH Defined Sole HORACE MANN EDUCATORS CORP N COM COMMON 440327104 67 3485 SH Defined Sole HORIZON FINL CORP WASH COM COMMON 44041F105 10 480 SH Defined Sole HORMEL FOODS CORP COM COMMON 440452100 65 2119 SH Defined Sole HORNBECK OFFSHORE SVCS INC N COM COMMON 440543106 12 597 SH Defined Sole HOSPIRA INC COM COMMON 441060100 1666 49643 SH Defined Sole HOSPITALITY PPTYS TR COM SH BEN INT COMMON 44106M102 49 1059 SH Defined Sole HOT TOPIC INC COM COMMON 441339108 51 2949 SH Defined Sole HOUSTON EXPL CO COM COMMON 442120101 49 879 SH Defined Sole HOVNANIAN ENTERPRISES INC CL A COMMON 442487203 50 1010 SH Defined Sole HUB GROUP INC CL A COMMON 443320106 19 370 SH Defined Sole HUBBELL INC CL B COMMON 443510201 52 996 SH Defined Sole HUDSON HIGHLAND GROUP INC COM COMMON 443792106 13 458 SH Defined Sole HUDSON RIV BANCORP INC COM COMMON 444128102 35 1755 SH Defined Sole HUMANA INC COM COMMON 444859102 1473 49307 SH Defined Sole HUMAN GENOME SCIENCES INC COM COMMON 444903108 296 25304 SH Defined Sole HUNT J B TRANS SVCS INC COM COMMON 445658107 56 1250 SH Defined Sole HUNTINGTON BANCSHARES INC COM COMMON 446150104 1769 71391 SH Defined Sole HURON CONSULTING GROUP INC COM COMMON 447462102 9 400 SH Defined Sole HUTCHINSON TECHNOLOGY INC COM COMMON 448407106 45 1301 SH Defined Sole HYDRIL COM COMMON 448774109 32 694 SH Defined Sole IDT CORP COM COMMON 448947101 788 54100 SH Defined Sole HYPERCOM CORP COM COMMON 44913M105 22 3784 SH Defined Sole HYPERION SOLUTIONS CORP COM COMMON 44914M104 377 8142 SH Defined Sole IAC INTERACTIVECORP COM COMMON 44919P102 642 23285 SH Defined Sole ICU MED INC COM COMMON 44930G107 22 784 SH Defined Sole IDX SYS CORP COM COMMON 449491109 42 1205 SH Defined Sole I-FLOW CORP COM NEW COMMON 449520303 19 1011 SH Defined Sole IHOP CORP COM COMMON 449623107 51 1204 SH Defined Sole IMS HEALTH INC COM COMMON 449934108 1673 71562 SH Defined Sole IMS HEALTH INC CALL COMMON 449934908 40 200 CALL Defined Sole ITC DELTACOM INC COM NEW COMMON 45031T401 1 559 SH Defined Sole ISTA PHARMACEUTICALS INC COM NEW COMMON 45031X204 6 632 SH Defined Sole ITLA CAP CORP COM COMMON 450565106 13 218 SH Defined Sole ITT EDUCATIONAL SERVICES INC COM COMMON 45068B109 30 633 SH Defined Sole IVAX DIAGNOSTICS INC COM COMMON 45070W109 4 828 SH Defined Sole

IXIA COM COMMON 45071R109 30 1793 SH Defined Sole IBERIABANK CORP COM COMMON 450828108 20 302 SH Defined Sole ITT INDS INC IND COM COMMON 450911102 2399 28471 SH Defined Sole IAMGOLD CORP COM COMMON 450913108 260 39500 SH Defined Sole IDACORP INC COM COMMON 451107106 98 3168 SH Defined Sole IDEX CORP COM COMMON 45167R104 112 2792 SH Defined Sole IGATE CORP COM COMMON 45169U105 1 144 SH Defined Sole IDENTIX INC COM COMMON 451906101 43 5853 SH Defined Sole ILLINOIS TOOL WKS INC COM COMMON 452308109 8492 91408 SH Defined Sole ILLUMINA INC COM COMMON 452327109 12 1313 SH Defined Sole IMATION CORP COM COMMON 45245A107 81 2594 SH Defined Sole IMAGISTICS INTERNATIONAL INC COM COMMON 45247T104 26 768 SH Defined Sole IMMUCOR INC COM COMMON 452526106 61 2588 SH Defined Sole IMMUNOGEN INC COM COMMON 45253H101 19 2182 SH Defined Sole IMPAC MTG HLDGS INC COM COMMON 45254P102 102 4466 SH Defined Sole IMPAX LABORATORIES INC COM COMMON 45256B101 49 3029 SH Defined Sole IMMUNICON CORP DEL COM COMMON 45260A107 2 310 SH Defined Sole IMMUNOMEDICS INC COM COMMON 452907108 3 1118 SH Defined Sole INAMED CORP COM COMMON 453235103 36 571 SH Defined Sole INCO LTD COM COMMON 453258402 19 531 SH Defined Sole INCO LTD CALL COMMON 453258902 20 150 CALL Defined Sole INCO LTD PUT COMMON 453258952 26 150 PUT Defined Sole INCYTE CORP COM COMMON 45337C102 46 4626 SH Defined Sole INDEPENDENCE CMNTY BK CORP COM COMMON 453414104 55 1310 SH Defined Sole INDEPENDENCE HLDG CO NEW COM NEW COMMON 453440307 6 329 SH Defined Sole INDEPENDENT BANK CORP MASS COM COMMON 453836108 27 786 SH Defined Sole INDEPENDENT BANK CORP MICH COM COMMON 453838104 38 1285 SH Defined Sole INDEVUS PHARMACEUTICALS INC COM COMMON 454072109 9 1554 SH Defined Sole INDYMAC BANCORP INC COM COMMON 456607100 36 1039 SH Defined Sole INFINEON TECHNOLOGIES AG SPONSORED ADR FOREIGN 45662N103 234 21600 SH Defined Sole INFOCROSSING INC COM COMMON 45664X109 10 588 SH Defined Sole INFOCUS CORP COM COMMON 45665B106 20 2219 SH Defined Sole INFINITY PPTY & CAS CORP COM COMMON 45665Q103 43 1198 SH Defined Sole INFORMATICA CORP COM COMMON 45666Q102 230 28868 SH Defined Sole INFONET SVCS CORP CL B COMMON 45666T106 13 6528 SH Defined Sole INFOSPACE INC COM NEW COMMON 45678T201 98 2009 SH Defined Sole INFOUSA INC NEW COM COMMON 456818301 17 1454 SH Defined Sole ING GROUP N V SPONSORED ADR FOREIGN 456837103 546 18200 SH Defined Sole INFRASOURCE SVCS INC COM COMMON 45684P102 11 808 SH Defined Sole INGLES MKTS INC CL A COMMON 457030104 8 666 SH Defined Sole INKINE PHARMACEUTICALS INC COM COMMON 457214104 12 2246 SH Defined Sole INPUT/OUTPUT INC COM COMMON 457652105 31 3589 SH Defined Sole INSIGHT ENTERPRISES INC COM COMMON 45765U103 49 2380 SH Defined Sole INSITUFORM TECHNOLOGIES INC CL A COMMON 457667103 30 1293 SH Defined Sole INSIGHT COMMUNICATIONS INC CL A COMMON 45768V108 20 2117 SH Defined Sole INNOVATIVE SOLUTIONS & SUPPO COM COMMON 45769N105 11 322 SH Defined Sole INNKEEPERS USA TR COM COMMON 4576J0104 35 2456 SH Defined Sole INPHONIC INC COM COMMON 45772G105 14 500 SH Defined Sole INSPIRE PHARMACEUTICALS INC COM COMMON 457733103 43 2548 SH Defined Sole INSURANCE AUTO AUCTIONS INC COM COMMON 457875102 4 164 SH Defined Sole INTEGRA LIFESCIENCES HLDGS C COM NEW COMMON 457985208 40 1080 SH Defined Sole INTEGRATED DEVICE TECHNOLOGY COM COMMON 458118106 96 8342 SH Defined Sole INTEGRATED ELECTRICAL SVC COM COMMON 45811E103 16 3183 SH Defined Sole INTEGRATED CIRCUIT SYS INC COM COMMON 45811K208 20 925 SH Defined Sole INTAC INTL COM COMMON 45811T100 2 152 SH Defined Sole INTEGRATED SILICON SOLUTION COM COMMON 45812P107 15 1826 SH Defined Sole INTEL CORP COM COMMON 458140100 46269 1990052 SH Defined Sole INTEL CORP CALL COMMON 458140900 7 50 CALL Defined Sole INTEL CORP PUT COMMON 458140950 57 200 PUT Defined Sole INTEGRA BK CORP COM COMMON 45814P105 17 736 SH Defined Sole INTER PARFUMS INC COM COMMON 458334109 2 114 SH Defined Sole INTER TEL INC COM COMMON 458372109 34 1235 SH Defined Sole INTERACTIVE DATA CORP COM COMMON 45840J107 55 2530 SH Defined Sole INTERCHANGE FINL SVCS S B N COM COMMON 458447109 13 516 SH Defined Sole INTERCHANGE CORP COM COMMON 45845K109 3 200 SH Defined Sole INTERFACE INC CL A COMMON 458665106 20 2017 SH Defined Sole INTERDIGITAL COMMUNICATIONS COM COMMON 45866A105 394 17026 SH Defined Sole INTERGRAPH CORP COM COMMON 458683109 56 2073 SH Defined Sole INTERMAGNETICS GEN CORP COM COMMON 458771102 41 1587 SH Defined Sole INTERMUNE INC COM COMMON 45884X103 25 1893 SH Defined Sole INTERNAP NETWORK SVCS CORP COM COMMON 45885A102 22 22523 SH Defined Sole INTERNATIONAL BUSINESS MACHS COM COMMON 459200101 51353 522408 SH Defined Sole INTERNATIONAL BUSINESS MACHS CALL COMMON 459200901 190 243 CALL Defined Sole

INTERNATIONAL BUSINESS MACHS PUT COMMON 459200951 23 175 PUT Defined Sole INTERNATIONAL FLAVORS&FRAGRA COM COMMON 459506101 1257 29191 SH Defined Sole INTERNATIONAL GAME TECHNOLOG COM COMMON 459902102 3665 106470 SH Defined Sole INTL PAPER CO COM COMMON 460146103 6363 151436 SH Defined Sole INTL PAPER CO CALL COMMON 460146903 38 325 CALL Defined Sole INTL PAPER CO PUT COMMON 460146953 1 125 PUT Defined Sole INTERNATIONAL RECTIFIER CORP COM COMMON 460254105 48 1063 SH Defined Sole INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 48 910 SH Defined Sole INTERNET CAP GROUP INC COM NEW COMMON 46059C205 26 2803 SH Defined Sole INTERNET HOLDRS TR DEPOSIT RCPT FOREIGN 46059W102 3163 44000 SH Defined Sole INTERNET SEC SYS INC COM COMMON 46060X107 245 10374 SH Defined Sole INTERPUBLIC GROUP COS INC COM COMMON 460690100 1832 136547 SH Defined Sole INTERPUBLIC GROUP COS INC NOTE 4.50% 1-Mar NOTE 460690AT7 6556 5000000 PRN Defined Sole INTERSIL CORP CL A COMMON 46069S109 40 2435 SH Defined Sole INTERSECTIONS INC COM COMMON 460981301 11 647 SH Defined Sole INTERVOICE INC NEW COM COMMON 461142101 891 66970 SH Defined Sole INTEVAC INC COM COMMON 461148108 3 392 SH Defined Sole INTERWOVEN INC COM NEW COMMON 46114T508 21 1954 SH Defined Sole INTERVIDEO INC COM COMMON 46114Y101 4 315 SH Defined Sole INTRALASE CORP COM COMMON 461169104 11 500 SH Defined Sole INTRADO INC COM COMMON 46117A100 6 459 SH Defined Sole INTUIT COM COMMON 461202103 3417 76949 SH Defined Sole INVACARE CORP COM COMMON 461203101 63 1369 SH Defined Sole INTUITIVE SURGICAL INC COM NEW COMMON 46120E602 80 2004 SH Defined Sole INVERNESS MED INNOVATIONS IN COM COMMON 46126P106 25 996 SH Defined Sole INVESTMENT TECHNOLOGY GRP NE COM COMMON 46145F105 50 2500 SH Defined Sole INVESTORS REAL ESTATE TR SH BEN INT COMMON 461730103 23 2223 SH Defined Sole INVITROGEN CORP COM COMMON 46185R100 58 851 SH Defined Sole INVESTORS FINL SERVICES CORP COM COMMON 461915100 54 1081 SH Defined Sole IOMEGA CORP COM NEW COMMON 462030305 13 2444 SH Defined Sole IONICS INC COM COMMON 462218108 36 824 SH Defined Sole IOWA TELECOMM SERVICES INC COM COMMON 462594201 31 1447 SH Defined Sole IPASS INC COM COMMON 46261V108 26 3581 SH Defined Sole IPAYMENT INC COM COMMON 46262E105 31 612 SH Defined Sole IRWIN FINL CORP COM COMMON 464119106 15 521 SH Defined Sole ISHARES TR MSCI EAFE IDX COMMON 464287465 8860 55600 SH Defined Sole ISHARES TR RUSL 2000 VALU COMMON 464287630 1508 7800 SH Defined Sole ISHARES TR RUSL 2000 GROW COMMON 464287648 865 12800 SH Defined Sole ISHARES TR RUSSELL 2000 COMMON 464287655 345012 2662539 SH Defined Sole ISHARES TR S&P SMLCAP 600 COMMON 464287804 5127 31468 SH Defined Sole ISIS PHARMACEUTICALS INC COM COMMON 464330109 15 2485 SH Defined Sole ISLE OF CAPRI CASINOS INC COM COMMON 464592104 21 816 SH Defined Sole ISOLAGEN INC COM COMMON 46488N103 16 2086 SH Defined Sole ITRON INC COM COMMON 465741106 27 1151 SH Defined Sole IVAX CORP COM COMMON 465823102 65 4098 SH Defined Sole IVILLAGE INC COM COMMON 46588H105 7 1080 SH Defined Sole IXYS CORP COM COMMON 46600W106 14 1350 SH Defined Sole J & J SNACK FOODS CORP COM COMMON 466032109 11 228 SH Defined Sole JDS UNIPHASE CORP COM COMMON 46612J101 1421 446967 SH Defined Sole JDA SOFTWARE GROUP INC COM COMMON 46612K108 18 1311 SH Defined Sole J JILL GROUP INC COM COMMON 466189107 16 1092 SH Defined Sole JLG INDS INC COM COMMON 466210101 51 2581 SH Defined Sole JPMORGAN & CHASE & CO COM COMMON 46625H100 60979 1560359 SH Defined Sole JPMORGAN & CHASE & CO CALL COMMON 46625H900 27 100 CALL Defined Sole JPMORGAN & CHASE & CO PUT COMMON 46625H950 8 60 PUT Defined Sole J2 GLOBAL COMMUNICATIONS INC COM NEW COMMON 46626E205 38 1078 SH Defined Sole JABIL CIRCUIT INC COM COMMON 466313103 1581 62311 SH Defined Sole JACK IN THE BOX INC COM COMMON 466367109 67 1805 SH Defined Sole JACKSON HEWITT TAX SVCS INC COM COMMON 468202106 63 2480 SH Defined Sole JACOBS ENGR GROUP INC DEL COM COMMON 469814107 45 939 SH Defined Sole JACUZZI BRANDS INC COM COMMON 469865109 36 4143 SH Defined Sole JAKKS PAC INC COM COMMON 47012E106 33 1463 SH Defined Sole JAMDAT MOBILE INC COM COMMON 47023T100 8 400 SH Defined Sole JANUS CAP GROUP INC COM COMMON 47102X105 1222 73111 SH Defined Sole JANUS CAP GROUP INC CALL COMMON 47102X905 5 24 CALL Defined Sole JARDEN CORP COM COMMON 471109108 77 1762 SH Defined Sole JEFFERIES GROUP INC NEW COM COMMON 472319102 34 833 SH Defined Sole JEFFERSON PILOT CORP COM COMMON 475070108 4528 87218 SH Defined Sole JETBLUE AWYS CORP COM COMMON 477143101 41 1732 SH Defined Sole JO-ANN STORES INC COM COMMON 47758P307 31 1150 SH Defined Sole JOHNSON & JOHNSON COM COMMON 478160104 59398 934668 SH Defined Sole JOHNSON & JOHNSON CALL COMMON 478160904 84 260 CALL Defined Sole JOHNSON & JOHNSON PUT COMMON 478160954 48 485 PUT Defined Sole

JOHNSON CTLS INC COM COMMON 478366107 3756 58836 SH Defined Sole JONES APPAREL GROUP INC COM COMMON 480074103 1382 37843 SH Defined Sole JONES LANG LASALLE INC COM COMMON 48020Q107 70 1879 SH Defined Sole JOS A BANK CLOTHIERS INC COM COMMON 480838101 24 818 SH Defined Sole JOURNAL COMMUNICATIONS INC CL A COMMON 481130102 29 1583 SH Defined Sole JOURNAL REGISTER CO COM COMMON 481138105 56 2900 SH Defined Sole JOY GLOBAL INC COM COMMON 481165108 146 3341 SH Defined Sole JUNIPER NETWORKS INC COM COMMON 48203R104 611 22506 SH Defined Sole JUPITERMEDIA CORP COM COMMON 48207D101 31 1314 SH Defined Sole KCS ENERGY INC COM COMMON 482434206 51 3512 SH Defined Sole KFX INC COM COMMON 48245L107 50 3451 SH Defined Sole K FED BANCORP COM COMMON 48246S101 5 340 SH Defined Sole KLA-TENCOR CORP COM COMMON 482480100 2797 60485 SH Defined Sole K-SWISS INC CL A COMMON 482686102 35 1182 SH Defined Sole K2 INC COM COMMON 482732104 38 2440 SH Defined Sole KVH INDS INC COM COMMON 482738101 4 400 SH Defined Sole K V PHARMACEUTICAL CO CL A COMMON 482740206 155 6990 SH Defined Sole KADANT INC COM COMMON 48282T104 13 635 SH Defined Sole KNBT BANCORP INC COM COMMON 482921103 35 2033 SH Defined Sole KAMAN CORP CL A COMMON 483548103 16 1260 SH Defined Sole KANBAY INTL INC COM COMMON 48369P207 18 582 SH Defined Sole KANSAS CITY LIFE INS CO COM COMMON 484836101 6 132 SH Defined Sole KANSAS CITY SOUTHERN COM NEW COMMON 485170302 62 3506 SH Defined Sole KAYDON CORP COM COMMON 486587108 54 1608 SH Defined Sole KEANE INC COM COMMON 486665102 64 4306 SH Defined Sole KB HOME COM COMMON 48666K109 1485 14331 SH Defined Sole KEITHLEY INSTRS INC COM COMMON 487584104 15 732 SH Defined Sole KELLOGG CO COM COMMON 487836108 5680 127665 SH Defined Sole KELLWOOD CO COM COMMON 488044108 52 1534 SH Defined Sole KELLY SVCS INC CL A COMMON 488152208 49 1626 SH Defined Sole KEMET CORP COM COMMON 488360108 63 7247 SH Defined Sole KENNAMETAL INC COM COMMON 489170100 137 2719 SH Defined Sole KENSEY NASH CORP COM COMMON 490057106 20 582 SH Defined Sole KERR MCGEE CORP COM COMMON 492386107 2780 47884 SH Defined Sole KERYX BIOPHARMACEUTICALS INC COM COMMON 492515101 10 888 SH Defined Sole KEY ENERGY SVCS INC COM COMMON 492914106 96 8163 SH Defined Sole KEYCORP NEW COM COMMON 493267108 4251 125709 SH Defined Sole KEYNOTE SYS INC COM COMMON 493308100 19 1321 SH Defined Sole KEYSPAN CORP COM COMMON 49337W100 4749 119671 SH Defined Sole KEYSTONE AUTOMOTIVE INDS INC COM COMMON 49338N109 20 859 SH Defined Sole KFORCE INC COM COMMON 493732101 23 1986 SH Defined Sole KIMBALL INTL INC CL B COMMON 494274103 16 1030 SH Defined Sole KILROY RLTY CORP COM COMMON 49427F108 62 1459 SH Defined Sole KIMBERLY CLARK CORP COM COMMON 494368103 29775 450864 SH Defined Sole KINDER MORGAN INC KANS COM COMMON 49455P101 2785 38370 SH Defined Sole KINDRED HEALTHCARE INC COM COMMON 494580103 43 1431 SH Defined Sole KING PHARMACEUTICALS INC COM COMMON 495582108 2511 204613 SH Defined Sole KING PHARMACEUTICALS INC PUT COMMON 495582958 25 850 PUT Defined Sole KINROSS GOLD CORP COM NO PAR COMMON 496902404 179 25542 SH Defined Sole KINTERA INC COM COMMON 49720P506 6 743 SH Defined Sole KIRBY CORP COM COMMON 497266106 56 1250 SH Defined Sole KIRKLANDS INC COM COMMON 497498105 14 1170 SH Defined Sole KITE RLTY GROUP TR COM COMMON 49803T102 24 1564 SH Defined Sole KMART HLDG CORPORATION PUT COMMON 498780955 10 15 PUT Defined Sole KNIGHT RIDDER INC COM COMMON 499040103 1596 23786 SH Defined Sole KNIGHT TRADING GROUP INC COM COMMON 499063105 78 7087 SH Defined Sole KNIGHT TRANSN INC COM COMMON 499064103 43 1709 SH Defined Sole KNOLOGY INC COM COMMON 499183804 81 23000 SH Defined Sole KOHLS CORP COM COMMON 500255104 10041 206184 SH Defined Sole KOHLS CORP CALL COMMON 500255904 5 970 CALL Defined Sole KOHLS CORP PUT COMMON 500255954 1140 1000 PUT Defined Sole KOMAG INC COM NEW COMMON 500453204 33 1756 SH Defined Sole KONINKLIJKE AHOLD N V SPON ADR NEW FOREIGN 500467303 676 87201 SH Defined Sole KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW COMMON 500472303 2653 100292 SH Defined Sole KOPIN CORP COM COMMON 500600101 11 2834 SH Defined Sole KORN FERRY INTL COM NEW COMMON 500643200 56 2679 SH Defined Sole KOS PHARMACEUTICALS INC COM COMMON 500648100 32 844 SH Defined Sole KOSAN BIOSCIENCES INC COM COMMON 50064W107 3 496 SH Defined Sole KRAMONT RLTY TR COM SH BEN INT COMMON 50075Q107 30 1299 SH Defined Sole KRISPY KREME DOUGHNUTS INC COM COMMON 501014104 48 3849 SH Defined Sole KROGER CO COM COMMON 501044101 4277 248508 SH Defined Sole KRONOS INC COM COMMON 501052104 230 4511 SH Defined Sole KRONOS WORLDWIDE INC COM COMMON 50105F105 13 327 SH Defined Sole

KULICKE & SOFFA INDS INC COM COMMON 501242101 18 2104 SH Defined Sole KYPHON INC COM COMMON 501577100 143 5602 SH Defined Sole LCA-VISION INC COM PAR $0.00 COMMON 501803308 20 871 SH Defined Sole LG PHILIP LCD CO LTD SPONS ADR REP FOREIGN 50186V102 147 8200 SH Defined Sole LKQ CORP COM COMMON 501889208 16 783 SH Defined Sole LNR PPTY CORP COM COMMON 501940100 63 999 SH Defined Sole LNR PPTY CORP NOTE 5.50% Mar-00 NOTE 501940AF7 22240 16000000 PRN Defined Sole LSI LOGIC CORP COM COMMON 502161102 652 119325 SH Defined Sole LSI INDS INC COM COMMON 50216C108 8 720 SH Defined Sole LTC PPTYS INC COM COMMON 502175102 17 869 SH Defined Sole LTX CORP COM COMMON 502392103 35 4558 SH Defined Sole L-3 COMMUNICATIONS HLDGS INC COM COMMON 502424104 2616 35661 SH Defined Sole LA JOLLA PHARMACEUTICAL CO COM COMMON 503459109 300 176650 SH Defined Sole LA QUINTA CORP PAIRED CTF COMMON 50419U202 109 11987 SH Defined Sole LA Z BOY INC COM COMMON 505336107 45 2928 SH Defined Sole LABOR READY INC COM NEW COMMON 505401208 42 2510 SH Defined Sole LABONE INC NEW COM COMMON 50540L105 33 1042 SH Defined Sole LABORATORY CORP AMER HLDGS COM NEW COMMON 50540R409 2135 42774 SH Defined Sole LABORATORY CORP AMER HLDGS PUT COMMON 50540R959 2 300 PUT Defined Sole LABORATORY CORP AMER HLDGS NOTE 1-Sep NOTE 50540RAC6 3856 5000000 PRN Defined Sole LABRANCHE & CO INC COM COMMON 505447102 43 4673 SH Defined Sole LACLEDE GROUP INC COM COMMON 505597104 38 1203 SH Defined Sole LAIDLAW INTL INC COM COMMON 50730R102 137 6461 SH Defined Sole LAKELAND BANCORP INC COM COMMON 511637100 22 1245 SH Defined Sole LAKELAND FINL CORP COM COMMON 511656100 11 288 SH Defined Sole LAKES ENTMNT INC COM COMMON 51206P109 19 1164 SH Defined Sole LAM RESEARCH CORP COM COMMON 512807108 56 1940 SH Defined Sole LANCASTER COLONY CORP COM COMMON 513847103 94 2201 SH Defined Sole LANCE INC COM COMMON 514606102 28 1469 SH Defined Sole LANDAUER INC COM COMMON 51476K103 30 640 SH Defined Sole LANDAMERICA FINL GROUP INC COM COMMON 514936103 47 856 SH Defined Sole LANDRYS RESTAURANTS INC COM COMMON 51508L103 36 1257 SH Defined Sole LANDSTAR SYS INC COM COMMON 515098101 117 1589 SH Defined Sole LANNET INC COM COMMON 516012101 10 1018 SH Defined Sole LASALLE HOTEL PPTYS COM SH BEN INT COMMON 517942108 59 1851 SH Defined Sole LASERCARD CORP COM COMMON 51807U101 0 32 SH Defined Sole LASERSCOPE COM COMMON 518081104 44 1298 SH Defined Sole LATTICE SEMICONDUCTOR CORP COM COMMON 518415104 49 8776 SH Defined Sole LAUDER ESTEE COS INC CL A COMMON 518439104 800 17500 SH Defined Sole LAUREATE EDUCATION INC COM COMMON 518613104 31 704 SH Defined Sole LAWSON PRODS INC COM COMMON 520776105 7 132 SH Defined Sole LAWSON SOFTWARE INC COM COMMON 520780107 18 2581 SH Defined Sole LAYNE CHRISTENSEN CO COM COMMON 521050104 6 356 SH Defined Sole LEADIS TECHNOLOGY INC COM COMMON 52171N103 10 935 SH Defined Sole LEAR CORP COM COMMON 521865105 63 1033 SH Defined Sole LEAPFROG ENTERPRISES INC CL A COMMON 52186N106 399 29388 SH Defined Sole LEAPFROG ENTERPRISES INC CALL COMMON 52186N906 5 350 CALL Defined Sole LEARNING TREE INTL INC COM COMMON 522015106 2 151 SH Defined Sole LECG CORP COM COMMON 523234102 11 609 SH Defined Sole LECROY CORP COM COMMON 52324W109 8 352 SH Defined Sole LEE ENTERPRISES INC COM COMMON 523768109 36 786 SH Defined Sole LEGGETT & PLATT INC COM COMMON 524660107 1650 58979 SH Defined Sole LEGG MASON INC COM COMMON 524901105 116 1588 SH Defined Sole LEGG MASON INC NOTE Jun-00 NOTE 524901AG0 18618 22000000 PRN Defined Sole LEHMAN BROS HLDGS INC COM COMMON 524908100 7702 87923 SH Defined Sole LENNAR CORP CL A COMMON 526057104 128 2261 SH Defined Sole LENNAR CORP CL B COMMON 526057302 11299 217700 SH Defined Sole LENNOX INTL INC COM COMMON 526107107 40 1962 SH Defined Sole LEUCADIA NATL CORP COM COMMON 527288104 79 1132 SH Defined Sole LEUCADIA NATL CORP NOTE 3.75% 1-Apr NOTE 527288AX2 6144 5000000 PRN Defined Sole LEVITT CORP CL A COMMON 52742P108 34 1099 SH Defined Sole LEXAR MEDIA INC COM COMMON 52886P104 31 3899 SH Defined Sole LEXICON GENETICS INC COM COMMON 528872104 28 3615 SH Defined Sole LEXINGTON CORP PPTYS TR COM COMMON 529043101 64 2823 SH Defined Sole LEXMARK INTL NEW CL A COMMON 529771107 3392 39910 SH Defined Sole LIBBEY INC COM COMMON 529898108 19 852 SH Defined Sole LIBERTY CORP S C COM COMMON 530370105 38 856 SH Defined Sole LIBERTY MEDIA CORP NEW COM SER A COMMON 530718105 1319 120000 SH Defined Sole LIBERTY PPTY TR SH BEN INT COMMON 531172104 57 1324 SH Defined Sole LIFETIME HOAN CORP COM COMMON 531926103 2 127 SH Defined Sole LIFECELL CORP COM COMMON 531927101 735 70355 SH Defined Sole LIFE TIME FITNESS INC COM COMMON 53217R207 23 922 SH Defined Sole LIFELINE SYS INC COM COMMON 532192101 14 535 SH Defined Sole

LIFEPOINT HOSPITALS INC COM COMMON 53219L109 339 9674 SH Defined Sole LIGAND PHARMACEUTICALS INC CL B COMMON 53220K207 57 4828 SH Defined Sole LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 NOTE 53220KAB4 7004 3500000 PRN Defined Sole LILLY ELI & CO COM COMMON 532457108 21254 369634 SH Defined Sole LIMITED BRANDS INC COM COMMON 532716107 8648 375830 SH Defined Sole LIN TV CORP CL A COMMON 532774106 31 1590 SH Defined Sole LINCARE HLDGS INC COM COMMON 532791100 63 1487 SH Defined Sole LINCOLN ELEC HLDGS INC COM COMMON 533900106 73 2068 SH Defined Sole LINCOLN NATL CORP IND COM COMMON 534187109 7737 164870 SH Defined Sole LINCOLN NATL CORP IND CALL COMMON 534187909 8 100 CALL Defined Sole LINCOLN NATL CORP IND PUT COMMON 534187959 15 100 PUT Defined Sole LINDSAY MFG CO COM COMMON 535555106 13 464 SH Defined Sole LINEAR TECHNOLOGY CORP COM COMMON 535678106 3666 94880 SH Defined Sole LINENS N THINGS INC COM COMMON 535679104 63 2537 SH Defined Sole LIONBRIDGE TECHNOLOGIES INC COM COMMON 536252109 14 2020 SH Defined Sole LITHIA MTRS INC CL A COMMON 536797103 27 1008 SH Defined Sole LITTELFUSE INC COM COMMON 537008104 36 1053 SH Defined Sole LIZ CLAIBORNE INC COM COMMON 539320101 1410 33478 SH Defined Sole LLOYDS TSB GROUP PLC SPONSORED ADR FOREIGN 539439109 225 6100 SH Defined Sole LOCKHEED MARTIN CORP COM COMMON 539830109 7609 136856 SH Defined Sole LODGENET ENTMT CORP COM COMMON 540211109 10 553 SH Defined Sole LOEWS CORP COM COMMON 540424108 4049 57327 SH Defined Sole LONE STAR STEAKHOUSE SALOON COM COMMON 542307103 22 801 SH Defined Sole LONE STAR TECHNOLOGIES INC COM COMMON 542312103 43 1330 SH Defined Sole LONGS DRUG STORES CORP COM COMMON 543162101 48 1745 SH Defined Sole LONGVIEW FIBRE CO COM COMMON 543213102 77 4246 SH Defined Sole LOOKSMART LTD COM COMMON 543442107 10 4429 SH Defined Sole LOUISIANA PAC CORP COM COMMON 546347105 902 33971 SH Defined Sole LOWES COS INC COM COMMON 548661107 13853 240883 SH Defined Sole LOWES COS INC PUT COMMON 548661957 3 75 PUT Defined Sole LOWES COS INC NOTE 1-Feb NOTE 548661CF2 2375 2500000 PRN Defined Sole LUBRIZOL CORP COM COMMON 549271104 42 1136 SH Defined Sole LUCENT TECHNOLOGIES INC COM COMMON 549463107 5130 1368102 SH Defined Sole LUCENT TECHNOLOGIES INC DBCV 2.75% 1-Jun BOND 549463AH0 14525 10000000 PRN Defined Sole LUFKIN INDS INC COM COMMON 549764108 12 292 SH Defined Sole LUMINENT MTG CAP INC COM COMMON 550278303 32 2706 SH Defined Sole LUMINEX CORP DEL COM COMMON 55027E102 11 1275 SH Defined Sole LYON WILLIAM HOMES COM COMMON 552074106 14 206 SH Defined Sole LYONDELL CHEMICAL CO COM COMMON 552078107 103 3542 SH Defined Sole M & F WORLDWIDE CORP COM COMMON 552541104 14 1027 SH Defined Sole M & T BK CORP COM COMMON 55261F104 3867 35927 SH Defined Sole MAF BANCORP INC COM COMMON 55261R108 64 1445 SH Defined Sole MBIA INC COM COMMON 55262C100 2845 44762 SH Defined Sole MBNA CORP COM COMMON 55262L100 11114 395111 SH Defined Sole MB FINANCIAL INC NEW COM COMMON 55264U108 46 1103 SH Defined Sole MDU RES GROUP INC COM COMMON 552690109 48 1775 SH Defined Sole MCI INC COM COMMON 552691107 503 25000 SH Defined Sole MFA MTG INVTS INC COM COMMON 55272X102 48 5361 SH Defined Sole MGE ENERGY INC COM COMMON 55277P104 40 1103 SH Defined Sole MGIC INVT CORP WIS COM COMMON 552848103 2066 29936 SH Defined Sole MGP INGREDIENTS INC COM COMMON 55302G103 2 242 SH Defined Sole M/I HOMES INC COM COMMON 55305B101 37 671 SH Defined Sole MKS INSTRUMENT INC COM COMMON 55306N104 41 2201 SH Defined Sole MPS GROUP INC COM COMMON 553409103 104 8400 SH Defined Sole MRV COMMUNICATIONS INC COM COMMON 553477100 21 5748 SH Defined Sole MRO SOFTWARE INC COM COMMON 55347W105 7 511 SH Defined Sole MSC SOFTWARE CORP COM COMMON 553531104 22 2134 SH Defined Sole MTR GAMING GROUP INC COM COMMON 553769100 20 1884 SH Defined Sole MTS SYS CORP COM COMMON 553777103 40 1204 SH Defined Sole MTC TECHNOLOGIES INC COM COMMON 55377A106 19 543 SH Defined Sole MACATAWA BK CORP COM COMMON 554225102 13 401 SH Defined Sole MACDERMID INC COM COMMON 554273102 53 1482 SH Defined Sole MACK CALI RLTY CORP COM COMMON 554489104 49 1041 SH Defined Sole MACROVISION CORP COM COMMON 555904101 97 3702 SH Defined Sole MACROMEDIA INC COM COMMON 556100105 35 1134 SH Defined Sole MADDEN STEVEN LTD COM COMMON 556269108 8 437 SH Defined Sole MAGELLAN HEALTH SVCS INC COM NEW COMMON 559079207 56 1619 SH Defined Sole MAGMA DESIGN AUTOMATION COM COMMON 559181102 23 1784 SH Defined Sole MAGNA ENTMT CORP CL A COMMON 559211107 7 1225 SH Defined Sole MAGNETEK INC COM COMMON 559424106 7 1084 SH Defined Sole MAGNUM HUNTER RES INC COM PAR $0.00 COMMON 55972F203 73 5630 SH Defined Sole MAGUIRE PPTYS INC COM COMMON 559775101 53 1953 SH Defined Sole MAIN STR BKS INC NEW COM COMMON 56034R102 35 1002 SH Defined Sole

MAINSOURCE FINANCIAL GP INC COM COMMON 56062Y102 8 329 SH Defined Sole MANDALAY RESORT GROUP COM COMMON 562567107 2011 28557 SH Defined Sole MANHATTAN ASSOCS INC COM COMMON 562750109 35 1459 SH Defined Sole MANHATTAN ASSOCS INC CALL COMMON 562750909 11 50 CALL Defined Sole MANITOWOC INC COM COMMON 563571108 58 1504 SH Defined Sole MANNATECH INC COM COMMON 563771104 13 706 SH Defined Sole MANNKIND CORP COM COMMON 56400P201 10 636 SH Defined Sole MANOR CARE INC NEW COM COMMON 564055101 945 26690 SH Defined Sole MANPOWER INC COM COMMON 56418H100 70 1453 SH Defined Sole MANTECH INTL CORP CL A COMMON 564563104 14 588 SH Defined Sole MAPICS INC COM COMMON 564910107 13 1268 SH Defined Sole MANUGISTICS GROUP INC COM COMMON 565011103 5 1847 SH Defined Sole MAPINFO CORP COM COMMON 565105103 8 626 SH Defined Sole MARATHON OIL CORP COM COMMON 565849106 14177 378760 SH Defined Sole MARATHON OIL CORP CALL COMMON 565849906 21 150 CALL Defined Sole MARATHON OIL CORP PUT COMMON 565849956 8 30 PUT Defined Sole MARCHEX INC CL B COMMON 56624R108 1 31 SH Defined Sole MARCUS CORP COM COMMON 566330106 30 1178 SH Defined Sole MARINEMAX INC COM COMMON 567908108 28 927 SH Defined Sole MARINE PRODS CORP COM COMMON 568427108 18 690 SH Defined Sole MARKETAXESS HLDGS INC COM COMMON 57060D108 5 300 SH Defined Sole MARKETWATCH INC COM COMMON 570619106 13 730 SH Defined Sole MARLIN BUSINESS SVCS CORP COM COMMON 571157106 5 277 SH Defined Sole MARSH & MCLENNAN COS INC COM COMMON 571748102 14399 442912 SH Defined Sole MARSHALL & ILSLEY CORP COM COMMON 571834100 3065 69170 SH Defined Sole MARRIOTT INTL INC NEW CL A COMMON 571903202 4633 73334 SH Defined Sole MARSHALL EDWARDS INC COM COMMON 572322303 1 58 SH Defined Sole MARTEN TRANS LTD COM COMMON 573075108 9 399 SH Defined Sole MARTHA STEWART LIVING OMNIME CL A COMMON 573083102 25 854 SH Defined Sole MARTIN MARIETTA MATLS INC COM COMMON 573284106 46 856 SH Defined Sole MASCO CORP COM COMMON 574599106 5102 138649 SH Defined Sole MASSEY ENERGY CORP CALL COMMON 576206906 62 100 CALL Defined Sole MASTEC INC COM COMMON 576323109 21 1996 SH Defined Sole MATRIA HEALTHCARE INC COM NEW COMMON 576817209 19 485 SH Defined Sole MATRIX SVC CO COM COMMON 576853105 4 477 SH Defined Sole MATRIXX INITIATIVES INC COM COMMON 57685L105 87 7600 SH Defined Sole MATRIXONE INC COM COMMON 57685P304 17 2686 SH Defined Sole MATTEL INC COM COMMON 577081102 3117 160073 SH Defined Sole MATTEL INC PUT COMMON 577081952 5 500 PUT Defined Sole MATTHEWS INTL CORP CL A COMMON 577128101 72 1936 SH Defined Sole MATTSON TECHNOLOGY INC COM COMMON 577223100 25 2188 SH Defined Sole MAUI LD & PINEAPPLE INC COM COMMON 577345101 14 353 SH Defined Sole MAXIM INTEGRATED PRODS INC COM COMMON 57772K101 4236 100675 SH Defined Sole MAXIM PHARMACEUTICALS INC COM COMMON 57772M107 6 2048 SH Defined Sole MAXWELL TECHNOLOGIES INC COM COMMON 577767106 1 89 SH Defined Sole MAXYGEN INC COM COMMON 577776107 12 953 SH Defined Sole MAY DEPT STORES CO COM COMMON 577778103 2680 90409 SH Defined Sole MAVERICK TUBE CORP COM COMMON 577914104 64 2125 SH Defined Sole MAXIMUS INC COM COMMON 577933104 35 1121 SH Defined Sole MAYTAG CORP COM COMMON 578592107 520 24527 SH Defined Sole MBT FINL CORP COM COMMON 578877102 16 678 SH Defined Sole MCAFEE INC COM COMMON 579064106 732 25521 SH Defined Sole MCAFEE INC PUT COMMON 579064956 34 308 PUT Defined Sole MCCORMICK & CO INC COM NON VTG COMMON 579780206 1627 42205 SH Defined Sole MCDATA CORP CL B COMMON 580031102 2268 400000 SH Defined Sole MCDATA CORP CL A COMMON 580031201 52 8499 SH Defined Sole MCDONALDS CORP COM COMMON 580135101 12770 394387 SH Defined Sole MCDONALDS CORP CALL COMMON 580135901 40 160 CALL Defined Sole MCDONALDS CORP PUT COMMON 580135951 5 160 PUT Defined Sole MCG CAPITAL CORP COM COMMON 58047P107 42 2467 SH Defined Sole MCGRATH RENTCORP COM COMMON 580589109 22 503 SH Defined Sole MCGRAW HILL COS INC COM COMMON 580645109 5391 58687 SH Defined Sole MCKESSON CORP COM COMMON 58155Q103 2873 90875 SH Defined Sole MCMORAN EXPLORATION CO COM COMMON 582411104 14 758 SH Defined Sole MEADWESTVACO CORP COM COMMON 583334107 2130 62711 SH Defined Sole MEASUREMENT SPECIALTIES INC COM COMMON 583421102 20 794 SH Defined Sole MEDAREX INC COM COMMON 583916101 61 5522 SH Defined Sole MEDCATH CORP COM COMMON 58404W109 5 214 SH Defined Sole MEDCO HEALTH SOLUTIONS INC COM COMMON 58405U102 3519 84551 SH Defined Sole MEDIA GEN INC CL A COMMON 584404107 29 454 SH Defined Sole MEDIACOM COMMUNICATIONS CORP CL A COMMON 58446K105 22 3650 SH Defined Sole MEDICAL ACTION INDS INC COM COMMON 58449L100 5 251 SH Defined Sole MEDICAL STAFFING NETWK HLDGS COM COMMON 58463F104 6 763 SH Defined Sole

MEDICINES CO COM COMMON 584688105 87 3007 SH Defined Sole MEDIMMUNE INC COM COMMON 584699102 2104 76887 SH Defined Sole MEDICIS PHARMACEUTICAL CORP NOTE 2.50% Jun-00 NOTE 58470KAA2 6588 5000000 PRN Defined Sole MEDIS TECHNOLOGIES LTD COM COMMON 58500P107 21 1153 SH Defined Sole MEDTRONIC INC COM COMMON 585055106 18645 373647 SH Defined Sole MEDTRONIC INC PUT COMMON 585055956 5 1000 PUT Defined Sole MEDTRONIC INC DBCV 1.25% 1-Sep BOND 585055AB2 63281 62500000 PRN Defined Sole MELLON FINL CORP COM COMMON 58551A108 4090 130933 SH Defined Sole MENS WEARHOUSE INC COM COMMON 587118100 45 1388 SH Defined Sole MENTOR CORP MINN COM COMMON 587188103 73 2157 SH Defined Sole MENTOR GRAPHICS CORP COM COMMON 587200106 266 17472 SH Defined Sole MERCANTILE BANK CORP COM COMMON 587376104 15 352 SH Defined Sole MERCANTILE BANKSHARES CORP COM COMMON 587405101 63 1201 SH Defined Sole MERCK & CO INC COM COMMON 589331107 52412 1626688 SH Defined Sole MERCK & CO INC CALL COMMON 589331907 35 147 CALL Defined Sole MERCK & CO INC PUT COMMON 589331957 6 65 PUT Defined Sole MERCURY COMPUTER SYS COM COMMON 589378108 33 1121 SH Defined Sole MERCURY INTERACTIVE CORP COM COMMON 589405109 1264 28005 SH Defined Sole MEREDITH CORP COM COMMON 589433101 842 15500 SH Defined Sole MERIDIAN RESOURCE CORP COM COMMON 58977Q109 17 2818 SH Defined Sole MERISTAR HOSPITALITY CORP COM COMMON 58984Y103 40 4767 SH Defined Sole MERIT MED SYS INC COM COMMON 589889104 20 1337 SH Defined Sole MERIDIAN GOLD INC COM COMMON 589975101 298 15820 SH Defined Sole MERGE TECHNOLOGIES INC COM COMMON 589981109 14 625 SH Defined Sole MERITAGE HOMES CORP COM COMMON 59001A102 57 507 SH Defined Sole MERIX CORP COM COMMON 590049102 17 1428 SH Defined Sole MERRILL LYNCH & CO INC COM COMMON 590188108 17392 289872 SH Defined Sole MERRILL LYNCH & CO INC CALL COMMON 590188908 28 100 CALL Defined Sole MERRILL LYNCH & CO INC PUT COMMON 590188958 10 150 PUT Defined Sole MESA AIR GROUP INC COM COMMON 590479101 7 923 SH Defined Sole METAL MGMT INC COM NEW COMMON 591097209 30 1149 SH Defined Sole METALS USA INC COM NEW COMMON 591324207 17 938 SH Defined Sole METHODE ELECTRS INC COM COMMON 591520200 27 2143 SH Defined Sole METLIFE INC COM COMMON 59156R108 9534 234378 SH Defined Sole METRIS COS INC COM COMMON 591598107 30 2355 SH Defined Sole METROLOGIC INSTRS INC COM COMMON 591676101 11 514 SH Defined Sole MICHAELS STORES INC COM COMMON 594087108 66 2181 SH Defined Sole MICREL INC COM COMMON 594793101 69 6214 SH Defined Sole MICROS SYS INC COM COMMON 594901100 63 846 SH Defined Sole MICROSOFT CORP COM COMMON 594918104 104610 3910668 SH Defined Sole MICROSOFT CORP CALL COMMON 594918904 54 449 CALL Defined Sole MICROSOFT CORP PUT COMMON 594918954 11 311 PUT Defined Sole MICROVISION INC WASH COM COMMON 594960106 9 1327 SH Defined Sole MICROSTRATEGY INC CL A NEW COMMON 594972408 45 734 SH Defined Sole MICROCHIP TECHNOLOGY INC COM COMMON 595017104 82 3108 SH Defined Sole MICROMUSE INC COM COMMON 595094103 34 5906 SH Defined Sole MICRON TECHNOLOGY INC COM COMMON 595112103 4393 357479 SH Defined Sole MICROSEMI CORP COM COMMON 595137100 56 3302 SH Defined Sole MICROSEMI CORP CALL COMMON 595137900 9 100 CALL Defined Sole MICROTUNE INC DEL COM COMMON 59514P109 16 2593 SH Defined Sole MICROTEK MEDICAL HLDGS INC COM COMMON 59515B109 7 1616 SH Defined Sole MID-AMER APT CMNTYS INC COM COMMON 59522J103 49 1204 SH Defined Sole MID-STATE BANCSHARES COM COMMON 595440108 39 1360 SH Defined Sole MIDAS GROUP INC COM COMMON 595626102 22 1089 SH Defined Sole MIDCAP SPDR TR UNIT SER 1 COMMON 595635103 65778 543123 SH Defined Sole MIDDLEBY CORP COM COMMON 596278101 9 186 SH Defined Sole MIDDLESEX WATER CO COM COMMON 596680108 9 487 SH Defined Sole MIDLAND CO COM COMMON 597486109 12 369 SH Defined Sole MIDWAY GAMES INC COM COMMON 598148104 28 2625 SH Defined Sole MIDWEST BANC HOLDINGS INC COM COMMON 598251106 9 390 SH Defined Sole MILLENNIUM PHARMACEUTICALS I COM COMMON 599902103 55 4465 SH Defined Sole MILLER HERMAN INC COM COMMON 600544100 28 1016 SH Defined Sole MILLIPORE CORP COM COMMON 601073109 777 15435 SH Defined Sole MINDSPEED TECHNOLOGIES INC COM COMMON 602682106 14 4974 SH Defined Sole MINE SAFETY APPLIANCES CO COM COMMON 602720104 76 1469 SH Defined Sole MINERALS TECHNOLOGIES INC COM COMMON 603158106 111 1655 SH Defined Sole MIPS TECHNOLOGIES INC COM COMMON 604567107 20 2055 SH Defined Sole MISSION RESOURCES CORP COM COMMON 605109107 10 1667 SH Defined Sole MISSION WEST PPTYS INC COM COMMON 605203108 17 1584 SH Defined Sole MOBILE MINI INC COM COMMON 60740F105 32 945 SH Defined Sole MOBILITY ELECTRONICS INC COM COMMON 60741U101 15 1792 SH Defined Sole MODINE MFG CO COM COMMON 607828100 71 2110 SH Defined Sole MOHAWK INDS INC COM COMMON 608190104 95 1036 SH Defined Sole

MOLECULAR DEVICES CORP COM COMMON 60851C107 18 894 SH Defined Sole MOLEX INC COM COMMON 608554101 1876 62654 SH Defined Sole MOLINA HEALTHCARE INC COM COMMON 60855R100 27 557 SH Defined Sole MONACO COACH CORP COM COMMON 60886R103 33 1635 SH Defined Sole MONEYGRAM INTL INC COM COMMON 60935Y109 23 1076 SH Defined Sole MONOLITHIC PWR SYS INC COM COMMON 609839105 4 400 SH Defined Sole MONOLITHIC SYS TECHNOLOGY IN COM COMMON 609842109 2 343 SH Defined Sole MONRO MUFFLER BRAKE INC COM COMMON 610236101 10 376 SH Defined Sole MONSANTO CO NEW COM COMMON 61166W101 16120 286827 SH Defined Sole MONSTER WORLDWIDE INC COM COMMON 611742107 1226 36770 SH Defined Sole MOODYS CORP COM COMMON 615369105 3986 45716 SH Defined Sole MOOG INC CL A COMMON 615394202 58 1280 SH Defined Sole MORGAN STANLEY COM NEW COMMON 617446448 20192 365475 SH Defined Sole MORGAN STANLEY PUT COMMON 617446958 51 150 PUT Defined Sole MORTGAGEIT HLDGS INC COM COMMON 61915Q108 21 1176 SH Defined Sole MOSAIC CO COM COMMON 61945A107 125 7639 SH Defined Sole MOTIVE INC COM COMMON 61980V107 8 743 SH Defined Sole MOTOROLA INC COM COMMON 620076109 13545 788880 SH Defined Sole MOVADO GROUP INC COM COMMON 624580106 24 1266 SH Defined Sole MOVIE GALLERY INC COM COMMON 624581104 25 1299 SH Defined Sole MUELLER INDS INC COM COMMON 624756102 51 1579 SH Defined Sole MULTI FINELINE ELECTRONIX IN COM COMMON 62541B101 1 80 SH Defined Sole MULTIMEDIA GAMES INC COM COMMON 625453105 22 1423 SH Defined Sole MURPHY OIL CORP COM COMMON 626717102 488 6061 SH Defined Sole MURPHY OIL CORP PUT COMMON 626717952 45 100 PUT Defined Sole MYERS INDS INC COM COMMON 628464109 12 958 SH Defined Sole MYKROLIS CORP COM COMMON 62852P103 36 2612 SH Defined Sole MYLAN LABS INC COM COMMON 628530107 1475 83830 SH Defined Sole MYLAN LABS INC CALL COMMON 628530907 5 500 CALL Defined Sole MYLAN LABS INC PUT COMMON 628530957 5 500 PUT Defined Sole MYRIAD GENETICS INC COM COMMON 62855J104 49 2173 SH Defined Sole MYOGEN INC COM COMMON 62856E104 6 693 SH Defined Sole NBC CAP CORP COM COMMON 628729105 16 621 SH Defined Sole NBT BANCORP INC COM COMMON 628778102 50 1922 SH Defined Sole NCI BUILDING SYS INC COM COMMON 628852105 41 1102 SH Defined Sole NCO GROUP INC COM COMMON 628858102 30 1167 SH Defined Sole NCR CORP NEW COM COMMON 62886E108 1994 28850 SH Defined Sole NS GROUP INC COM COMMON 628916108 36 1329 SH Defined Sole NASB FINL INC COM COMMON 628968109 7 177 SH Defined Sole NGP CAP RES CO COM COMMON 62912R107 15 1000 SH Defined Sole NIC INC COM COMMON 62914B100 5 1005 SH Defined Sole NL INDS INC COM NEW COMMON 629156407 15 680 SH Defined Sole NMS COMMUNICATIONS CORP COM COMMON 629248105 12 1964 SH Defined Sole NN INC COM COMMON 629337106 18 1383 SH Defined Sole NPS PHARMACEUTICALS INC COM COMMON 62936P103 963 51992 SH Defined Sole NUCO2 INC COM COMMON 629428103 7 301 SH Defined Sole NYMAGIC INC COM COMMON 629484106 7 268 SH Defined Sole NABI BIOPHARMACEUTICALS COM COMMON 629519109 56 3728 SH Defined Sole NABORS INDS INC DBCV Feb-00 BOND 629568AF3 6650 10000000 PRN Defined Sole NACCO INDS INC CL A COMMON 629579103 31 294 SH Defined Sole NANOGEN INC COM COMMON 630075109 11 1514 SH Defined Sole NARA BANCORP INC COM COMMON 63080P105 17 777 SH Defined Sole NASDAQ 100 TR UNIT SER 1 COMMON 631100104 14076 352245 SH Defined Sole NASH FINCH CO COM COMMON 631158102 24 640 SH Defined Sole NATIONAL BEVERAGE CORP COM COMMON 635017106 7 846 SH Defined Sole NATIONAL CITY CORP COM COMMON 635405103 13891 369446 SH Defined Sole NATIONAL COMMERCE FINL CORP PUT DELETED COMMON 63545P954 2 350 PUT Defined Sole NATIONAL HEALTHCARE CORP COM COMMON 635906100 11 326 SH Defined Sole NATIONAL FINL PARTNERS CORP COM COMMON 63607P208 85 2161 SH Defined Sole NATIONAL FUEL GAS CO N J COM COMMON 636180101 33 1164 SH Defined Sole NATIONAL HEALTH INVS INC COM COMMON 63633D104 33 1118 SH Defined Sole NATIONAL INSTRS CORP COM COMMON 636518102 37 1357 SH Defined Sole NATIONAL-OILWELL INC COM COMMON 637071101 50 1421 SH Defined Sole NATIONAL PENN BANCSHARES INC COM COMMON 637138108 58 2052 SH Defined Sole NATIONAL PRESTO INDS INC COM COMMON 637215104 16 339 SH Defined Sole NATIONAL SEMICONDUCTOR CORP COM COMMON 637640103 1964 110561 SH Defined Sole NATIONAL WESTN LIFE INS CO CL A COMMON 638522102 19 114 SH Defined Sole NATIONWIDE HEALTH PPTYS INC COM COMMON 638620104 92 3893 SH Defined Sole NAVIGATORS GROUP INC COM COMMON 638904102 22 716 SH Defined Sole NATURES SUNSHINE PRODUCTS IN COM COMMON 639027101 10 515 SH Defined Sole NAUTILUS GROUP INC COM COMMON 63910B102 42 1722 SH Defined Sole NAVARRE CORP COM COMMON 639208107 22 1257 SH Defined Sole NAVISTAR INTL CORP NEW COM COMMON 63934E108 948 21609 SH Defined Sole

NAVIGANT CONSULTING INC COM COMMON 63935N107 83 3135 SH Defined Sole NAVIGANT INTL INC COM COMMON 63935R108 13 1047 SH Defined Sole NDCHEALTH CORP COM COMMON 639480102 40 2166 SH Defined Sole NEENAH PAPER INC COM COMMON 640079109 0 3 SH Defined Sole NEIGHBORCARE INC COM COMMON 64015Y104 198 6448 SH Defined Sole NEIMAN MARCUS GROUP INC CL A COMMON 640204202 310 4314 SH Defined Sole NELNET INC CL A COMMON 64031N108 19 702 SH Defined Sole NELSON THOMAS INC COM COMMON 640376109 15 650 SH Defined Sole NEOFORMA COM INC COM NEW COMMON 640475505 7 863 SH Defined Sole NEOSE TECHNOLOGIES INC COM COMMON 640522108 5 730 SH Defined Sole NEOPHARM INC COM COMMON 640919106 18 1420 SH Defined Sole NETBANK INC COM COMMON 640933107 26 2521 SH Defined Sole NESS TECHNOLOGIES INC COM COMMON 64104X108 13 900 SH Defined Sole NET2PHONE COM COMMON 64108N106 1 305 SH Defined Sole NETEASE COM INC CALL COMMON 64110W902 40 100 CALL Defined Sole NETEASE COM INC PUT COMMON 64110W952 26 100 PUT Defined Sole NETGEAR INC COM COMMON 64111Q104 28 1546 SH Defined Sole NETIQ CORP COM COMMON 64115P102 197 15777 SH Defined Sole NETSCOUT SYS INC COM COMMON 64115T104 3 431 SH Defined Sole NETRATINGS INC COM COMMON 64116M108 12 609 SH Defined Sole NETWORK EQUIP TECHNOLOGIES COM COMMON 641208103 13 1335 SH Defined Sole NETWORK APPLIANCE INC COM COMMON 64120L104 3649 110923 SH Defined Sole NEUROGEN CORP COM COMMON 64124E106 10 1098 SH Defined Sole NEVADA GOLD & CASINOS INC COM NEW COMMON 64126Q206 10 820 SH Defined Sole NEW CENTURY FINANCIAL CORP M COM COMMON 6435EV108 126 1948 SH Defined Sole NEW JERSEY RES COM COMMON 646025106 69 1579 SH Defined Sole NEW PLAN EXCEL RLTY TR INC COM COMMON 648053106 41 1487 SH Defined Sole NEW YORK & CO INC COM COMMON 649295102 16 940 SH Defined Sole NEW YORK CMNTY BANCORP INC COM COMMON 649445103 81 3912 SH Defined Sole NEW YORK TIMES CO CL A COMMON 650111107 1827 44923 SH Defined Sole NEWCASTLE INVT CORP COM COMMON 65105M108 77 2424 SH Defined Sole NEWELL RUBBERMAID INC COM COMMON 651229106 7184 299963 SH Defined Sole NEWFIELD EXPL CO COM COMMON 651290108 62 1055 SH Defined Sole NEWMARKET CORP COM COMMON 651587107 18 889 SH Defined Sole NEWMONT MINING CORP COM COMMON 651639106 6445 144710 SH Defined Sole NEWPARK RES INC COM PAR $.01NEW COMMON 651718504 34 6337 SH Defined Sole NEWPORT CORP COM COMMON 651824104 49 3469 SH Defined Sole NEWS CORP CL A COMMON 65248E104 17344 929960 SH Defined Sole NEXTEL COMMUNICATIONS INC CL A COMMON 65332V103 11993 398556 SH Defined Sole NEXTEL COMMUNICATIONS INC CALL COMMON 65332V903 267 600 CALL Defined Sole NEXTEL COMMUNICATIONS INC PUT COMMON 65332V953 56 300 PUT Defined Sole NEXTEL PARTNERS INC CL A COMMON 65333F107 584 30000 SH Defined Sole NEXTEL PARTNERS INC NOTE 1.500%11/1 NOTE 65333FAM9 5188 2000000 PRN Defined Sole NEXSTAR BROADCASTING GROUP I CL A COMMON 65336K103 3 335 SH Defined Sole NICOR INC COM COMMON 654086107 596 16070 SH Defined Sole NIKE INC CL B COMMON 654106103 7378 81094 SH Defined Sole 99 CENTS ONLY STORES COM COMMON 65440K106 71 4409 SH Defined Sole NISOURCE INC COM COMMON 65473P105 1898 83627 SH Defined Sole NITROMED INC COM COMMON 654798503 13 513 SH Defined Sole NOKIA CORP SPONSORED ADR FOREIGN 654902204 9750 618677 SH Defined Sole NOKIA CORP CALL COMMON 654902904 15 100 CALL Defined Sole NOKIA CORP PUT COMMON 654902954 6 384 PUT Defined Sole NOBLE ENERGY INC COM COMMON 655044105 60 981 SH Defined Sole NOBLE INTL LTD COM COMMON 655053106 4 185 SH Defined Sole NORANDA INC COM COMMON 655422103 1472 70000 SH Defined Sole NORDSON CORP COM COMMON 655663102 84 2075 SH Defined Sole NORDSTROM INC COM COMMON 655664100 2187 46572 SH Defined Sole NORFOLK SOUTHERN CORP COM COMMON 655844108 4460 122556 SH Defined Sole NORTEL NETWORKS CORP NEW COM COMMON 656568102 1051 302008 SH Defined Sole NORTH FORK BANCORPORATION NY COM COMMON 659424105 4180 145494 SH Defined Sole NORTH PITTSBURGH SYS INC COM COMMON 661562108 18 710 SH Defined Sole NORTHEAST UTILS COM COMMON 664397106 33 1763 SH Defined Sole NORTHERN TR CORP COM COMMON 665859104 3306 67864 SH Defined Sole NORTHFIELD LABS INC COM COMMON 666135108 33 1419 SH Defined Sole NORTHROP GRUMMAN CORP COM COMMON 666807102 6229 113759 SH Defined Sole NORTHWEST AIRLS CORP CL A COMMON 667280101 55 4955 SH Defined Sole NORTHWEST BANCORP INC PA COM COMMON 667328108 30 1197 SH Defined Sole NORTHWEST NAT GAS CO COM COMMON 667655104 55 1626 SH Defined Sole NOVATEL WIRELESS INC COM NEW COMMON 66987M604 28 1471 SH Defined Sole NOVARTIS A G SPONSORED ADR FOREIGN 66987V109 1797 35500 SH Defined Sole NOVARTIS A G CALL COMMON 66987V909 20 100 CALL Defined Sole NOVARTIS A G PUT COMMON 66987V959 6 100 PUT Defined Sole NOVASTAR FINL INC COM COMMON 669947400 79 1603 SH Defined Sole

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ORMAT TECHNOLOGIES INC COM COMMON 686688102 8 500 SH Defined Sole ORPHAN MED INC COM COMMON 687303107 996 112180 SH Defined Sole ORTHOLOGIC CORP COM COMMON 68750J107 9 1535 SH Defined Sole ORTHOVITA INC COM COMMON 68750U102 5049 1246732 SH Defined Sole OSCIENT PHARMACEUTICALS CORP COM COMMON 68812R105 10 2846 SH Defined Sole OSHKOSH B GOSH INC CL A COMMON 688222207 1 44 SH Defined Sole OTTER TAIL CORP COM COMMON 689648103 36 1417 SH Defined Sole OUTBACK STEAKHOUSE INC COM COMMON 689899102 52 1150 SH Defined Sole OVERLAND STORAGE INC COM COMMON 690310107 15 870 SH Defined Sole OVERNITE CORP COM COMMON 690322102 63 1690 SH Defined Sole OVERSEAS SHIPHOLDING GROUP I COM COMMON 690368105 129 2344 SH Defined Sole OVERSTOCK COM INC DEL COM COMMON 690370101 52 748 SH Defined Sole OWENS & MINOR INC NEW COM COMMON 690732102 58 2015 SH Defined Sole OXFORD INDS INC COM COMMON 691497309 34 824 SH Defined Sole P A M TRANSN SVCS INC COM COMMON 693149106 2 120 SH Defined Sole PC MALL INC COM COMMON 69323K100 4 185 SH Defined Sole PC-TEL INC COM COMMON 69325Q105 5 574 SH Defined Sole PDF SOLUTIONS INC COM COMMON 693282105 11 666 SH Defined Sole PDI INC COM COMMON 69329V100 16 709 SH Defined Sole PG&E CORP COM COMMON 69331C108 4154 124627 SH Defined Sole PFF BANCORP INC COM COMMON 69331W104 31 675 SH Defined Sole P F CHANGS CHINA BISTRO INC COM COMMON 69333Y108 77 1356 SH Defined Sole P F CHANGS CHINA BISTRO INC PUT COMMON 69333Y958 1 10 PUT Defined Sole PICO HLDGS INC COM NEW COMMON 693366205 6 280 SH Defined Sole PLX TECHNOLOGY INC COM COMMON 693417107 9 815 SH Defined Sole PMA CAP CORP CL A COMMON 693419202 19 1797 SH Defined Sole PMC-SIERRA INC COM COMMON 69344F106 622 54978 SH Defined Sole PMI GROUP INC COM COMMON 69344M101 57 1361 SH Defined Sole PNC FINL SVCS GROUP INC COM COMMON 693475105 4995 87460 SH Defined Sole PNM RES INC COM COMMON 69349H107 125 4904 SH Defined Sole PPG INDS INC COM COMMON 693506107 3616 53088 SH Defined Sole PPL CORP COM COMMON 69351T106 7409 138517 SH Defined Sole PPL ENERGY SUPPLY LLC NOTE 2.63% 1-May NOTE 69352JAE7 5619 5000000 PRN Defined Sole PRA INTL COM COMMON 69353C101 12 500 SH Defined Sole PRG-SCHULTZ INTERNATIONAL IN COM COMMON 69357C107 7 1297 SH Defined Sole PS BUSINESS PKS INC CALIF COM COMMON 69360J107 49 1090 SH Defined Sole PSS WORLD MED INC COM COMMON 69366A100 56 4362 SH Defined Sole PTEK HLDGS INC COM COMMON 69366M104 48 4522 SH Defined Sole PACCAR INC COM COMMON 693718108 4295 53722 SH Defined Sole PACER INTL INC TENN COM COMMON 69373H106 40 1847 SH Defined Sole PACIFIC CAP BANCORP NEW COM COMMON 69404P101 94 2764 SH Defined Sole PACIFIC SUNWEAR CALIF INC COM COMMON 694873100 21 928 SH Defined Sole PACIFICARE HEALTH SYS DEL COM COMMON 695112102 77 1356 SH Defined Sole PACKAGING CORP AMER COM COMMON 695156109 40 1710 SH Defined Sole PACKETEER INC COM COMMON 695210104 329 22482 SH Defined Sole PACTIV CORP COM COMMON 695257105 1157 45908 SH Defined Sole PAIN THERAPEUTICS INC COM COMMON 69562K100 10 1398 SH Defined Sole PALATIN TECHNOLOGIES INC COM NEW COMMON 696077304 14 5353 SH Defined Sole PALL CORP COM COMMON 696429307 1111 38363 SH Defined Sole PALM HARBOR HOMES COM COMMON 696639103 16 942 SH Defined Sole PALMONE INC COM COMMON 69713P107 840 26494 SH Defined Sole PALMSOURCE INC COM COMMON 697154102 14 1120 SH Defined Sole PALOMAR MED TECHNOLOGIES INC COM NEW COMMON 697529303 20 733 SH Defined Sole PANERA BREAD CO CL A COMMON 69840W108 2097 51463 SH Defined Sole PANTRY INC COM COMMON 698657103 15 521 SH Defined Sole PAPA JOHNS INTL INC COM COMMON 698813102 21 601 SH Defined Sole PAR PHARMACEUTICAL COS INC COM COMMON 69888P106 106 2533 SH Defined Sole PARADYNE NETWORKS INC COM COMMON 69911G107 10 2829 SH Defined Sole PARAMETRIC TECHNOLOGY CORP COM COMMON 699173100 739 124895 SH Defined Sole PAREXEL INTL CORP COM COMMON 699462107 23 1138 SH Defined Sole PARK ELECTROCHEMICAL CORP COM COMMON 700416209 23 1069 SH Defined Sole PARK NATL CORP COM COMMON 700658107 118 869 SH Defined Sole PARKER DRILLING CO COM COMMON 701081101 29 7240 SH Defined Sole PARKER HANNIFIN CORP COM COMMON 701094104 2782 36968 SH Defined Sole PARKWAY PPTYS INC COM COMMON 70159Q104 32 637 SH Defined Sole PARTNERS TR FINL GROUP INC N COM COMMON 70213F102 19 1627 SH Defined Sole PARTY CITY CORP COM COMMON 702145103 5 398 SH Defined Sole PATHMARK STORES INC NEW COM COMMON 70322A101 6 989 SH Defined Sole PATTERSON COMPANIES INC COM COMMON 703395103 84 1906 SH Defined Sole PATTERSON UTI ENERGY INC COM COMMON 703481101 51 2638 SH Defined Sole PAXAR CORP COM COMMON 704227107 41 1884 SH Defined Sole PAXSON COMMUNICATIONS CORP COM COMMON 704231109 21 15253 SH Defined Sole PAYCHEX INC COM COMMON 704326107 3938 116959 SH Defined Sole

PAYCHEX INC CALL COMMON 704326907 17 120 CALL Defined Sole PAYCHEX INC PUT COMMON 704326957 5 54 PUT Defined Sole PAYLESS SHOESOURCE INC COM COMMON 704379106 69 5544 SH Defined Sole PEABODY ENERGY CORP COM COMMON 704549104 81 1022 SH Defined Sole PEAPACK-GLADSTONE FINL CORP COM COMMON 704699107 18 567 SH Defined Sole PEC SOLUTIONS INC COM COMMON 705107100 13 929 SH Defined Sole PEDIATRIX MED GROUP COM COMMON 705324101 82 1282 SH Defined Sole PEETS COFFEE & TEA INC COM COMMON 705560100 15 554 SH Defined Sole PEGASYSTEMS INC COM COMMON 705573103 257 31096 SH Defined Sole PEGASUS SOLUTIONS INC COM COMMON 705906105 16 1261 SH Defined Sole PENN-AMER GROUP INC COM COMMON 707247102 13 859 SH Defined Sole PENN ENGR & MFG CORP COM NON VTG COMMON 707389300 9 506 SH Defined Sole PENN NATL GAMING INC COM COMMON 707569109 126 2083 SH Defined Sole PENN NATL GAMING INC CALL COMMON 707569909 414 200 CALL Defined Sole PENN VA CORP COM COMMON 707882106 51 1275 SH Defined Sole PENNEY J C INC COM COMMON 708160106 12733 308242 SH Defined Sole PENNFED FINL SVCS INC COM COMMON 708167101 3 188 SH Defined Sole PENNROCK FINL SVCS CORP COM COMMON 708352109 13 327 SH Defined Sole PENNSYLVANIA RL ESTATE INVT SH BEN INT COMMON 709102107 91 2083 SH Defined Sole PENTAIR INC COM COMMON 709631105 67 1540 SH Defined Sole PENWEST PHARMACEUTICALS CO COM COMMON 709754105 18 1524 SH Defined Sole PEOPLES BANCORP INC COM COMMON 709789101 20 718 SH Defined Sole PEOPLES ENERGY CORP COM COMMON 711030106 612 13829 SH Defined Sole PEOPLES HLDG CO COM COMMON 711148106 22 674 SH Defined Sole PEOPLESOFT INC COM COMMON 712713106 150 5665 SH Defined Sole PEP BOYS MANNY MOE & JACK COM COMMON 713278109 56 3340 SH Defined Sole PEPCO HOLDINGS INC COM COMMON 713291102 58 2679 SH Defined Sole PEPSI BOTTLING GROUP INC COM COMMON 713409100 2112 77356 SH Defined Sole PEPSIAMERICAS INC COM COMMON 71343P200 45 2097 SH Defined Sole PEPSICO INC COM COMMON 713448108 28420 543914 SH Defined Sole PER-SE TECHNOLOGIES INC COM NEW COMMON 713569309 21 1336 SH Defined Sole PEREGRINE PHARMACEUTICALS IN COM COMMON 713661106 3 2858 SH Defined Sole PERFORMANCE FOOD GROUP CO COM COMMON 713755106 65 2420 SH Defined Sole PERICOM SEMICONDUCTOR CORP COM COMMON 713831105 5 517 SH Defined Sole PERINI CORP COM COMMON 713839108 6 353 SH Defined Sole PERKINELMER INC COM COMMON 714046109 892 39525 SH Defined Sole PEROT SYS CORP CL A COMMON 714265105 72 4546 SH Defined Sole PERRIGO CO COM COMMON 714290103 89 5097 SH Defined Sole PETMED EXPRESS INC COM COMMON 716382106 3 357 SH Defined Sole PETROKAZAKHSTAN INC COM COMMON 71649P102 538 14717 SH Defined Sole PETROKAZAKHSTAN INC PUT COMMON 71649P952 153 250 PUT Defined Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR FOREIGN 71654V101 1176 32300 SH Defined Sole PETROLEUM DEV CORP COM COMMON 716578109 31 816 SH Defined Sole PETSMART INC COM COMMON 716768106 74 2070 SH Defined Sole PHARMACYCLICS INC COM COMMON 716933106 11 1094 SH Defined Sole PFIZER INC COM COMMON 717081103 64653 2393651 SH Defined Sole PFIZER INC CALL COMMON 717081903 13 100 CALL Defined Sole PFIZER INC PUT COMMON 717081953 32 150 PUT Defined Sole PHARMOS CORP COM NEW COMMON 717139208 8 5827 SH Defined Sole PHARMION CORP COM COMMON 71715B409 40 940 SH Defined Sole PHELPS DODGE CORP COM COMMON 717265102 2907 29569 SH Defined Sole PHELPS DODGE CORP CALL COMMON 717265902 175 175 CALL Defined Sole PHELPS DODGE CORP PUT COMMON 717265952 66 50 PUT Defined Sole PHILADELPHIA CONS HLDG CORP COM COMMON 717528103 62 939 SH Defined Sole PHILLIPS VAN HEUSEN CORP COM COMMON 718592108 38 1411 SH Defined Sole PHOENIX COS INC NEW COM COMMON 71902E109 69 5500 SH Defined Sole PHOTOMEDEX INC COM COMMON 719358103 19 7500 SH Defined Sole PHOTON DYNAMICS INC COM COMMON 719364101 25 1054 SH Defined Sole PHOTRONICS INC COM COMMON 719405102 29 1739 SH Defined Sole PIEDMONT NAT GAS INC COM COMMON 720186105 89 3833 SH Defined Sole PIER 1 IMPORTS INC COM COMMON 720279108 28 1435 SH Defined Sole PINNACLE AIRL CORP COM COMMON 723443107 11 827 SH Defined Sole PINNACLE ENTMT INC COM COMMON 723456109 32 1600 SH Defined Sole PINNACLE SYS INC COM COMMON 723481107 28 4613 SH Defined Sole PINNACLE WEST CAP CORP COM COMMON 723484101 1268 28393 SH Defined Sole PIONEER NAT RES CO COM COMMON 723787107 79 2253 SH Defined Sole PIPER JAFFRAY COS COM COMMON 724078100 57 1181 SH Defined Sole PITNEY BOWES INC COM COMMON 724479100 3323 71394 SH Defined Sole PIXAR COM COMMON 725811103 255 3000 SH Defined Sole PIXELWORKS INC COM COMMON 72581M107 28 2454 SH Defined Sole PLACER DOME INC CALL COMMON 725906901 40 200 CALL Defined Sole PLACER SIERRA BANCSHARES COM COMMON 726079106 6 210 SH Defined Sole PLAINS EXPL& PRODTN CO COM COMMON 726505100 152 5826 SH Defined Sole

PLANAR SYS INC COM COMMON 726900103 11 1003 SH Defined Sole PLANETOUT INC COM COMMON 727058109 5 400 SH Defined Sole PLANTRONICS INC NEW COM COMMON 727493108 34 825 SH Defined Sole PLATO LEARNING INC COM COMMON 72764Y100 5 682 SH Defined Sole PLAYBOY ENTERPRISES INC CL B COMMON 728117300 13 1013 SH Defined Sole PLAYTEX PRODS INC COM COMMON 72813P100 12 1590 SH Defined Sole PLEXUS CORP COM COMMON 729132100 49 3739 SH Defined Sole PLUG POWER INC COM COMMON 72919P103 15 2497 SH Defined Sole PLUM CREEK TIMBER CO INC COM COMMON 729251108 4891 125788 SH Defined Sole PLUM CREEK TIMBER CO INC CALL COMMON 729251908 10 50 CALL Defined Sole POGO PRODUCING CO COM COMMON 730448107 47 967 SH Defined Sole POLYCOM INC COM COMMON 73172K104 29 1235 SH Defined Sole POLYMEDICA CORP COM COMMON 731738100 58 1540 SH Defined Sole POLYONE CORP COM COMMON 73179P106 48 5110 SH Defined Sole POPE & TALBOT INC COM COMMON 732827100 15 864 SH Defined Sole PORTAL SOFTWARE INC COM NEW COMMON 736126301 0 190 SH Defined Sole PORTALPLAYER INC COM COMMON 736187204 10 400 SH Defined Sole PORTFOLIO RECOVERY ASSOCS IN COM COMMON 73640Q105 28 677 SH Defined Sole POSSIS MEDICAL INC COM COMMON 737407106 15 1059 SH Defined Sole POST PPTYS INC COM COMMON 737464107 88 2507 SH Defined Sole POTLATCH CORP COM COMMON 737628107 120 2366 SH Defined Sole POWELL INDS INC COM COMMON 739128106 2 95 SH Defined Sole POWER INTEGRATIONS INC COM COMMON 739276103 34 1759 SH Defined Sole POWER-ONE INC COM COMMON 739308104 274 30458 SH Defined Sole POWERWAVE TECHNOLOGIES INC COM COMMON 739363109 72 8349 SH Defined Sole POZEN INC COM COMMON 73941U102 8 1027 SH Defined Sole PRAECIS PHARMACEUTICALS INC COM COMMON 739421105 4 2224 SH Defined Sole PRAXAIR INC COM COMMON 74005P104 4462 100489 SH Defined Sole PRE PAID LEGAL SVCS INC COM COMMON 740065107 21 550 SH Defined Sole PRE PAID LEGAL SVCS INC PUT COMMON 740065957 3 50 PUT Defined Sole PRECISION CASTPARTS CORP COM COMMON 740189105 68 1031 SH Defined Sole PRENTISS PPTYS TR SH BEN INT COMMON 740706106 106 2774 SH Defined Sole PRESIDENTIAL LIFE CORP COM COMMON 740884101 14 820 SH Defined Sole PRESSTEK INC COM COMMON 741113104 18 1893 SH Defined Sole PRICE COMMUNICATIONS CORP COM NEW COMMON 741437305 52 2803 SH Defined Sole PRICE T ROWE GROUP INC COM COMMON 74144T108 2470 39717 SH Defined Sole PRICELINE COM INC COM NEW COMMON 741503403 57 2381 SH Defined Sole PRIDE INTL INC DEL COM COMMON 74153Q102 2689 134117 SH Defined Sole PRIDE INTL INC DEL PUT COMMON 74153Q952 6 250 PUT Defined Sole PRIDE INTL INC DEL NOTE 3.25% May-00 NOTE 74153QAD4 5698 5300000 PRN Defined Sole PRIMEDIA INC COM COMMON 74157K101 38 9742 SH Defined Sole PRIMUS TELECOMMUNICATIONS GR COM COMMON 741929103 10 3039 SH Defined Sole PRINCETON REVIEW INC COM COMMON 742352107 2 303 SH Defined Sole PRINCIPAL FINANCIAL GROUP IN COM COMMON 74251V102 3891 94857 SH Defined Sole PRIORITY HEALTHCARE CORP CL B COMMON 74264T102 34 1574 SH Defined Sole PROASSURANCE CORP COM COMMON 74267C106 59 1512 SH Defined Sole PROCTER & GAMBLE CO COM COMMON 742718109 43503 784552 SH Defined Sole PROCTER & GAMBLE CO CALL COMMON 742718909 36 165 CALL Defined Sole PROCTER & GAMBLE CO PUT COMMON 742718959 28 250 PUT Defined Sole PRIVATEBANCORP INC COM COMMON 742962103 26 814 SH Defined Sole PROGENICS PHARMACEUTICALS IN COM COMMON 743187106 8 473 SH Defined Sole PROGRESS ENERGY INC COM COMMON 743263105 8006 176424 SH Defined Sole PROGRESS SOFTWARE CORP COM COMMON 743312100 36 1528 SH Defined Sole PROGRESSIVE CORP OHIO COM COMMON 743315103 5261 61819 SH Defined Sole PROLOGIS SH BEN INT COMMON 743410102 2435 56795 SH Defined Sole PROQUEST COMPANY COM COMMON 74346P102 50 1681 SH Defined Sole PROSPERITY BANCSHARES INC COM COMMON 743606105 32 1081 SH Defined Sole PROTECTIVE LIFE CORP COM COMMON 743674103 50 1162 SH Defined Sole PROTEIN DESIGN LABS INC COM COMMON 74369L103 35 1674 SH Defined Sole PROVIDE COMM INC COM COMMON 74373W103 5 143 SH Defined Sole PROVIDENT BANCORP INC DEL COM COMMON 74383A109 40 3028 SH Defined Sole PROVIDENT BANKSHARES CORP COM COMMON 743859100 58 1589 SH Defined Sole PROVIDENT FINL HLDGS INC COM COMMON 743868101 3 110 SH Defined Sole PROVIDENT FINL SVCS INC COM COMMON 74386T105 95 4930 SH Defined Sole PROVINCE HEALTHCARE CO COM COMMON 743977100 65 2893 SH Defined Sole PROVIDIAN FINL CORP COM COMMON 74406A102 1590 96103 SH Defined Sole PROVIDIAN FINL CORP PUT COMMON 74406A952 23 4500 PUT Defined Sole PROVIDIAN FINL CORP NOTE 4.00% 1-May NOTE 74406AAC6 11932 8500000 PRN Defined Sole PROXIM CORP CL A NEW COMMON 744283201 45 10822 SH Defined Sole PROXYMED INC COM NEW COMMON 744290305 38 3730 SH Defined Sole PRUDENTIAL FINL INC COM COMMON 744320102 36194 656993 SH Defined Sole PSYCHIATRIC SOLUTIONS INC COM COMMON 74439H108 29 799 SH Defined Sole PUBLIC SVC ENTERPRISE GROUP COM COMMON 744573106 11176 213643 SH Defined Sole

PUGET ENERGY INC NEW COM COMMON 745310102 39 1589 SH Defined Sole PULITZER INC COM COMMON 745769109 37 574 SH Defined Sole PULTE HOMES INC COM COMMON 745867101 2505 39478 SH Defined Sole QLOGIC CORP COM COMMON 747277101 1027 28701 SH Defined Sole QAD INC COM COMMON 74727D108 1 166 SH Defined Sole QC HLDGS INC COM COMMON 74729T101 1 33 SH Defined Sole QUAKER CHEM CORP COM COMMON 747316107 16 645 SH Defined Sole QUALCOMM INC COM COMMON 747525103 22296 521655 SH Defined Sole QUALITY DISTR INC FLA COM COMMON 74756M102 3 372 SH Defined Sole QUALITY SYS INC COM COMMON 747582104 10 163 SH Defined Sole QUANEX CORP COM COMMON 747620102 61 906 SH Defined Sole QUANTA SVCS INC COM COMMON 74762E102 56 6800 SH Defined Sole QUANTUM CORP COM DSSG COMMON 747906204 33 12685 SH Defined Sole QUEST DIAGNOSTICS INC COM COMMON 74834L100 3002 31230 SH Defined Sole QUEST DIAGNOSTICS INC CALL COMMON 74834L900 23 25 CALL Defined Sole QUEST DIAGNOSTICS INC PUT COMMON 74834L950 3 25 PUT Defined Sole QUEST SOFTWARE INC COM COMMON 74834T103 243 15118 SH Defined Sole QUESTAR CORP COM COMMON 748356102 69 1362 SH Defined Sole QUICKSILVER RESOURCES INC COM COMMON 74837R104 73 1972 SH Defined Sole QUIKSILVER INC COM COMMON 74838C106 85 2847 SH Defined Sole QUIDEL CORP COM COMMON 74838J101 5 1017 SH Defined Sole QUIXOTE CORP COM COMMON 749056107 4 208 SH Defined Sole QWEST COMMUNICATIONS INTL IN COM COMMON 749121109 2501 561940 SH Defined Sole R & G FINANCIAL CORP CL B COMMON 749136107 75 1916 SH Defined Sole RAIT INVT TR COM COMMON 749227104 40 1429 SH Defined Sole RC2 CORP COM COMMON 749388104 38 1159 SH Defined Sole R H DONNELLEY CORP COM NEW COMMON 74955W307 87 1494 SH Defined Sole RLI CORP COM COMMON 749607107 55 1310 SH Defined Sole RPC INC COM COMMON 749660106 10 404 SH Defined Sole RPM INTL INC COM COMMON 749685103 37 1856 SH Defined Sole RSA SEC INC COM COMMON 749719100 249 12198 SH Defined Sole RTI INTL METALS INC COM COMMON 74973W107 27 1309 SH Defined Sole RF MICRODEVICES INC COM COMMON 749941100 104 15113 SH Defined Sole RADIAN GROUP INC COM COMMON 750236101 77 1457 SH Defined Sole RADIO ONE INC CL D NON VTG COMMON 75040P405 407 25000 SH Defined Sole RADIOSHACK CORP COM COMMON 750438103 1604 48929 SH Defined Sole RADISYS CORP COM COMMON 750459109 14 728 SH Defined Sole RAE SYS INC COM COMMON 75061P102 14 1872 SH Defined Sole RAILAMERICA INC COM COMMON 750753105 36 2719 SH Defined Sole RAINMAKER SYSTEMS COM COMMON 750875106 230 200000 SH Defined Sole RAMBUS INC DEL COM COMMON 750917106 30 1300 SH Defined Sole RALCORP HLDGS INC NEW COM COMMON 751028101 60 1435 SH Defined Sole RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COMMON 751452202 34 1060 SH Defined Sole RANGE RES CORP COM COMMON 75281A109 82 4036 SH Defined Sole RARE HOSPITALITY INTL INC COM COMMON 753820109 56 1735 SH Defined Sole RAVEN INDS INC COM COMMON 754212108 17 824 SH Defined Sole RAYMOND JAMES FINANCIAL INC COM COMMON 754730109 40 1283 SH Defined Sole RAYONIER INC COM COMMON 754907103 39 796 SH Defined Sole RAYOVAC CORP COM COMMON 755081106 170 5661 SH Defined Sole RAYTHEON CO COM NEW COMMON 755111507 10274 264987 SH Defined Sole RAYTHEON CO CALL COMMON 755111907 18 71 CALL Defined Sole RAYTHEON CO PUT COMMON 755111957 16 137 PUT Defined Sole READERS DIGEST ASSN INC COM COMMON 755267101 105 7541 SH Defined Sole READING INTERNATIONAL INC CL A COMMON 755408101 13 1557 SH Defined Sole REALNETWORKS INC COM COMMON 75605L104 77 12091 SH Defined Sole REALTY INCOME CORP COM COMMON 756109104 129 2550 SH Defined Sole RED HAT INC COM COMMON 756577102 285 21300 SH Defined Sole RED ROBIN GOURMET BURGERS IN COM COMMON 75689M101 42 784 SH Defined Sole REDBACK NETWORKS INC COM NEW COMMON 757209507 4 725 SH Defined Sole REDWOOD TR INC COM COMMON 758075402 61 984 SH Defined Sole REEBOK INTL LTD COM COMMON 758110100 784 18034 SH Defined Sole REGAL BELOIT CORP COM COMMON 758750103 42 1455 SH Defined Sole REGENT COMMUNICATIONS INC DE COM COMMON 758865109 6 1122 SH Defined Sole REGENERON PHARMACEUTICALS COM COMMON 75886F107 11 1178 SH Defined Sole REGENERATION TECH INC DEL COM COMMON 75886N100 19 1770 SH Defined Sole REGIS CORP MINN COM COMMON 758932107 27 583 SH Defined Sole REHABCARE GROUP INC COM COMMON 759148109 30 1043 SH Defined Sole REGIONS FINANCIAL CORP NEW COM COMMON 7591EP100 5426 152932 SH Defined Sole REGIONS FINANCIAL CORP NEW PUT COMMON 7591EP950 27 200 PUT Defined Sole RELIANCE STEEL & ALUMINUM CO COM COMMON 759509102 55 1412 SH Defined Sole RELIANT ENERGY INC NOTE 5.00% 1-Aug NOTE 75952BAD7 8175 5000000 PRN Defined Sole REMEC INC COM COMMON 759543101 25 3429 SH Defined Sole REMINGTON OIL & GAS CORP COM COMMON 759594302 32 1162 SH Defined Sole

RENAISSANCE LEARNING INC COM COMMON 75968L105 3 175 SH Defined Sole RENOVIS INC COM COMMON 759885106 11 722 SH Defined Sole RENAL CARE GROUP INC COM COMMON 759930100 39 1094 SH Defined Sole RENT A CTR INC NEW COM COMMON 76009N100 36 1363 SH Defined Sole RENT WAY INC COM COMMON 76009U104 19 2429 SH Defined Sole REPSOL YPF S A SPONSORED ADR FOREIGN 76026T205 219 8400 SH Defined Sole REPUBLIC AWYS HLDGS INC COM COMMON 760276105 4 286 SH Defined Sole REPUBLIC BANCORP KY CL A COMMON 760281204 7 276 SH Defined Sole REPUBLIC BANCORP INC COM COMMON 760282103 61 3974 SH Defined Sole REPUBLIC SVCS INC COM COMMON 760759100 81 2417 SH Defined Sole RES-CARE INC COM COMMON 760943100 17 1124 SH Defined Sole RESTORATION HARDWARE INC DEL COM COMMON 760981100 6 1140 SH Defined Sole RESOURCE AMERICA INC CL A COMMON 761195205 29 894 SH Defined Sole RESOURCES CONNECTION INC COM COMMON 76122Q105 85 1554 SH Defined Sole RETEK INC COM COMMON 76128Q109 31 4983 SH Defined Sole RETAIL VENTURES INC COM COMMON 76128Y102 7 971 SH Defined Sole REUTERS GROUP PLC SPONSORED ADR FOREIGN 76132M102 661 15198 SH Defined Sole REVLON INC CL A COMMON 761525500 15 6506 SH Defined Sole REWARDS NETWORK INC COM COMMON 761557107 9 1278 SH Defined Sole REYNOLDS & REYNOLDS CO CL A COMMON 761695105 28 1056 SH Defined Sole REYNOLDS AMERICAN INC COM COMMON 761713106 6929 87574 SH Defined Sole RIGEL PHARMACEUTICALS INC COM NEW COMMON 766559603 18 744 SH Defined Sole RIGGS NATL CORP WASH DC COM COMMON 766570105 677 34118 SH Defined Sole RIGHTNOW TECHNOLOGIES INC COM COMMON 76657R106 7 444 SH Defined Sole ROBBINS & MYERS INC COM COMMON 770196103 18 755 SH Defined Sole ROBERT HALF INTL INC COM COMMON 770323103 1589 53724 SH Defined Sole ROCK-TENN CO CL A COMMON 772739207 28 1832 SH Defined Sole ROCKWELL AUTOMATION INC COM COMMON 773903109 2805 56956 SH Defined Sole ROCKWELL COLLINS INC COM COMMON 774341101 2158 54593 SH Defined Sole ROFIN SINAR TECHNOLOGIES INC COM COMMON 775043102 34 798 SH Defined Sole ROGERS CORP COM COMMON 775133101 34 782 SH Defined Sole ROHM & HAAS CO COM COMMON 775371107 7307 164604 SH Defined Sole ROLLINS INC COM COMMON 775711104 54 2004 SH Defined Sole ROSS STORES INC COM COMMON 778296103 60 2074 SH Defined Sole ROWAN COS INC COM COMMON 779382100 858 33245 SH Defined Sole ROYAL BANCSHARES PA INC CL A COMMON 780081105 2 56 SH Defined Sole ROYAL CARIBBEAN CRUISES LTD NOTE Feb-00 NOTE 780153AK8 3113 5000000 PRN Defined Sole ROYAL CARIBBEAN CRUISES LTD NOTE 1-May NOTE 780153AM4 8575 10000000 PRN Defined Sole ROYAL DUTCH PETE CO NY REG EUR 0.56 COMMON 780257804 4108 71582 SH Defined Sole ROYAL GOLD INC COM COMMON 780287108 24 1317 SH Defined Sole RUBY TUESDAY INC COM COMMON 781182100 27 1039 SH Defined Sole RUDDICK CORP COM COMMON 781258108 64 2938 SH Defined Sole RUDOLPH TECHNOLOGIES INC COM COMMON 781270103 4 259 SH Defined Sole RUSH ENTERPRISES INC CL B COMMON 781846308 7 392 SH Defined Sole RUSS BERRIE & CO COM COMMON 782233100 12 529 SH Defined Sole RUSSELL CORP COM COMMON 782352108 32 1634 SH Defined Sole RYANS RESTAURANT GROUP INC COM COMMON 783520109 30 1929 SH Defined Sole RYDER SYS INC COM COMMON 783549108 951 19921 SH Defined Sole RYERSON TULL INC NEW COM COMMON 78375P107 23 1452 SH Defined Sole RYLAND GROUP INC COM COMMON 783764103 42 734 SH Defined Sole S & T BANCORP INC COM COMMON 783859101 50 1311 SH Defined Sole SBC COMMUNICATIONS INC COM COMMON 78387G103 81338 3157548 SH Defined Sole SBC COMMUNICATIONS INC CALL COMMON 78387G903 27 215 CALL Defined Sole SBC COMMUNICATIONS INC PUT COMMON 78387G953 27 550 PUT Defined Sole SBS TECHNOLOGIES INC COM COMMON 78387P103 17 1225 SH Defined Sole SBA COMMUNICATIONS CORP COM COMMON 78388J106 21 2307 SH Defined Sole SCBT FINANCIAL CORP COM COMMON 78401V102 12 365 SH Defined Sole SCP POOL CORP COM COMMON 784028102 89 2773 SH Defined Sole SEI INVESTMENTS CO COM COMMON 784117103 66 1570 SH Defined Sole SFBC INTL INC COM COMMON 784121105 28 706 SH Defined Sole SI INTL INC COM COMMON 78427V102 15 476 SH Defined Sole SJW CORP COM COMMON 784305104 19 506 SH Defined Sole SLM CORP COM COMMON 78442P106 7128 132793 SH Defined Sole SPDR TR UNIT SER 1 COMMON 78462F103 1376008 11359760 SH Defined Sole SPSS INC COM COMMON 78462K102 7 427 SH Defined Sole SPX CORP COM COMMON 784635104 50 1248 SH Defined Sole SPX CORP NOTE Feb-00 NOTE 784635AD6 12700 20000000 PRN Defined Sole S1 CORPORATION COM COMMON 78463B101 35 3941 SH Defined Sole SRA INTL INC CL A COMMON 78464R105 60 923 SH Defined Sole SWS GROUP INC COM COMMON 78503N107 22 1009 SH Defined Sole S Y BANCORP INC COM COMMON 785060104 12 517 SH Defined Sole SABRE HLDGS CORP CL A COMMON 785905100 926 41975 SH Defined Sole SAFECO CORP COM COMMON 786429100 2035 39350 SH Defined Sole

SAFEGUARD SCIENTIFICS INC COM COMMON 786449108 19 9038 SH Defined Sole SAFENET INC COM COMMON 78645R107 60 1600 SH Defined Sole SAFETY INS GROUP INC COM COMMON 78648T100 14 451 SH Defined Sole SAFEWAY INC COM NEW COMMON 786514208 2745 138556 SH Defined Sole SAFLINK CORP COM NEW COMMON 786578302 1302 460000 SH Defined Sole SAGA COMMUNICATIONS CL A COMMON 786598102 23 1383 SH Defined Sole ST JUDE MED INC COM COMMON 790849103 4672 110639 SH Defined Sole ST MARY LD & EXPL CO COM COMMON 792228108 58 1398 SH Defined Sole ST PAUL TRAVELERS INC COM COMMON 792860108 22950 616932 SH Defined Sole ST PAUL TRAVELERS INC EQUITY UNIT COMMON 792860306 10672 159400 SH Defined Sole SAKS INC COM COMMON 79377W108 33 2297 SH Defined Sole SALEM COMMUNICATIONS CORP DE CL A COMMON 794093104 19 776 SH Defined Sole SALESFORCE COM INC COM COMMON 79466L302 18 1084 SH Defined Sole SALIX PHARMACEUTICALS INC COM COMMON 795435106 40 2246 SH Defined Sole SANDERS MORRIS HARRIS GROUP COM COMMON 80000Q104 6 327 SH Defined Sole SANDERSON FARMS INC COM COMMON 800013104 22 504 SH Defined Sole SANDISK CORP COM COMMON 80004C101 66 2601 SH Defined Sole SANDISK CORP PUT COMMON 80004C951 0 30 PUT Defined Sole SANDY SPRING BANCORP INC COM COMMON 800363103 29 754 SH Defined Sole SANFILIPPO JOHN B & SON INC COM COMMON 800422107 12 460 SH Defined Sole SANMINA SCI CORP COM COMMON 800907107 1704 201892 SH Defined Sole SANOFI AVENTIS SPONSORED ADR FOREIGN 80105N105 334 8249 SH Defined Sole SANTANDER BANCORP COM COMMON 802809103 14 473 SH Defined Sole SANTARUS INC COM COMMON 802817304 8 950 SH Defined Sole SAP AKTIENGESELLSCHAFT SPONSORED ADR FOREIGN 803054204 1214 27404 SH Defined Sole SAPIENT CORP COM COMMON 803062108 35 4362 SH Defined Sole SARA LEE CORP COM COMMON 803111103 5879 242650 SH Defined Sole SAUER-DANFOSS INC COM COMMON 804137107 16 732 SH Defined Sole SAUL CTRS INC COM COMMON 804395101 32 834 SH Defined Sole SAXON CAP INC NEW COM COMMON 80556T106 76 3200 SH Defined Sole SCANA CORP NEW COM COMMON 80589M102 68 1719 SH Defined Sole SCANSOURCE INC COM COMMON 806037107 36 565 SH Defined Sole SCANSOFT INC COM COMMON 80603P107 14 3309 SH Defined Sole SCHAWK INC CL A COMMON 806373106 16 870 SH Defined Sole SCHEIN HENRY INC COM COMMON 806407102 51 726 SH Defined Sole SCHERING A G SPONSORED ADR FOREIGN 806585204 172 2300 SH Defined Sole SCHERING PLOUGH CORP COM COMMON 806605101 11113 532473 SH Defined Sole SCHERING PLOUGH CORP PFD CONV MAND PREFERRED 806605606 16351 291000 SH Defined Sole SCHERING PLOUGH CORP CALL COMMON 806605901 38 100 CALL Defined Sole SCHERING PLOUGH CORP PUT COMMON 806605951 3 100 PUT Defined Sole SCHLUMBERGER LTD COM COMMON 806857108 12198 182201 SH Defined Sole SCHNITZER STL INDS CL A COMMON 806882106 44 1318 SH Defined Sole SCHOLASTIC CORP COM COMMON 807066105 87 2344 SH Defined Sole SCHOOL SPECIALTY INC COM COMMON 807863105 47 1197 SH Defined Sole SCHULMAN A INC COM COMMON 808194104 30 1413 SH Defined Sole SCHWAB CHARLES CORP NEW COM COMMON 808513105 5180 438973 SH Defined Sole SCHWEITZER-MAUDUIT INTL INC COM COMMON 808541106 33 962 SH Defined Sole SCICLONE PHARMACEUTICALS INC COM COMMON 80862K104 7 1873 SH Defined Sole SCIENTIFIC ATLANTA INC COM COMMON 808655104 1563 47281 SH Defined Sole SCIENTIFIC GAMES CORP CL A COMMON 80874P109 113 4725 SH Defined Sole SCOTTS CO CL A COMMON 810186106 44 595 SH Defined Sole SCS TRANSN INC COM COMMON 81111T102 16 701 SH Defined Sole SEABOARD CORP COM COMMON 811543107 23 22 SH Defined Sole SEACHANGE INTL INC COM COMMON 811699107 33 1899 SH Defined Sole SEABULK INTL INC COM COMMON 81169P101 5 393 SH Defined Sole SEACOAST BKG CORP FLA COM COMMON 811707306 12 561 SH Defined Sole SEACOR HOLDINGS INC COM COMMON 811904101 57 1071 SH Defined Sole SEALED AIR CORP NEW COM COMMON 81211K100 1382 25831 SH Defined Sole SEARS ROEBUCK & CO COM COMMON 812387108 3289 64030 SH Defined Sole SEARS ROEBUCK & CO PUT COMMON 812387958 2 400 PUT Defined Sole SEATTLE GENETICS INC COM COMMON 812578102 8 1176 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-FINL COMMON 81369Y605 3 85 SH Defined Sole SECURE COMPUTING CORP COM COMMON 813705100 22 2165 SH Defined Sole SECURITY BANK CORP COM COMMON 814047106 11 278 SH Defined Sole SEEBEYOND TECHNOLOGIES CORP COM COMMON 815704101 5 1517 SH Defined Sole SELECT COMFORT CORP COM COMMON 81616X103 38 2130 SH Defined Sole SELECT MEDICAL CORP COM COMMON 816196109 990 56124 SH Defined Sole SELECTIVE INS GROUP INC COM COMMON 816300107 71 1576 SH Defined Sole SEMTECH CORP COM COMMON 816850101 28 1286 SH Defined Sole SEMPRA ENERGY COM COMMON 816851109 2660 72267 SH Defined Sole SEMITOOL INC COM COMMON 816909105 5 544 SH Defined Sole SENIOR HSG PPTYS TR SH BEN INT COMMON 81721M109 69 3682 SH Defined Sole SENSIENT TECHNOLOGIES CORP COM COMMON 81725T100 81 3362 SH Defined Sole

SEPRACOR INC COM COMMON 817315104 30291 510731 SH Defined Sole SEPRACOR INC CALL COMMON 817315904 2072 700 CALL Defined Sole SEPRACOR INC PUT COMMON 817315954 4 600 PUT Defined Sole SEQUA CORPORATION CL A COMMON 817320104 31 508 SH Defined Sole SERENA SOFTWARE INC COM COMMON 817492101 21 954 SH Defined Sole SEROLOGICALS CORP COM COMMON 817523103 40 1734 SH Defined Sole SERONO S A SPONSORED ADR FOREIGN 81752M101 127 7680 SH Defined Sole SHARPER IMAGE CORP COM COMMON 820013100 17 910 SH Defined Sole SHAW GROUP INC COM COMMON 820280105 61 3437 SH Defined Sole SHELL TRANS & TRADING PLC ADR NY SHS NEW FOREIGN 822703609 1923 37300 SH Defined Sole SHENANDOAH TELECOMMUNICATION COM COMMON 82312B106 7 218 SH Defined Sole SHERWIN WILLIAMS CO COM COMMON 824348106 1963 43728 SH Defined Sole SHOE CARNIVAL INC COM COMMON 824889109 10 720 SH Defined Sole SHOPKO STORES INC COM COMMON 824911101 32 1726 SH Defined Sole SHUFFLE MASTER INC COM COMMON 825549108 64 1346 SH Defined Sole SIEBEL SYS INC COM COMMON 826170102 2248 216113 SH Defined Sole SIEMENS A G SPONSORED ADR FOREIGN 826197501 1524 18000 SH Defined Sole SIERRA HEALTH SVCS INC COM COMMON 826322109 62 1122 SH Defined Sole SIERRA PAC RES NEW COM COMMON 826428104 97 9234 SH Defined Sole SIGMA ALDRICH CORP COM COMMON 826552101 1576 25923 SH Defined Sole SIGMA ALDRICH CORP CALL COMMON 826552901 26 80 CALL Defined Sole SIGMA ALDRICH CORP PUT COMMON 826552951 54 230 PUT Defined Sole SIGMATEL INC COM COMMON 82661W107 55 1551 SH Defined Sole SIGNATURE BK NEW YORK N Y COM COMMON 82669G104 17 533 SH Defined Sole SILICON LABORATORIES INC COM COMMON 826919102 30 864 SH Defined Sole SILGAN HOLDINGS INC COM COMMON 827048109 38 625 SH Defined Sole SILICON GRAPHICS INC COM COMMON 827056102 33 19515 SH Defined Sole SILICON STORAGE TECHNOLOGY I COM COMMON 827057100 33 5663 SH Defined Sole SILICON IMAGE INC COM COMMON 82705T102 492 29622 SH Defined Sole SILICON VY BANCSHARES COM COMMON 827064106 125 2784 SH Defined Sole SILICONIX INC COM NEW COMMON 827079203 9 234 SH Defined Sole SIMMONS 1ST NATL CORP CL A $1 PAR COMMON 828730200 20 674 SH Defined Sole SIMON PPTY GROUP INC NEW COM COMMON 828806109 4679 71982 SH Defined Sole SIMON PPTY GROUP INC NEW PFD CONV I 6% PREFERRED 828806802 3310 55800 SH Defined Sole SIMPLETECH INC COM COMMON 828823104 663 147897 SH Defined Sole SIMPSON MANUFACTURING CO INC COM COMMON 829073105 66 1894 SH Defined Sole SINCLAIR BROADCAST GROUP INC CL A COMMON 829226109 20 2185 SH Defined Sole SIRIUS SATELLITE RADIO INC PUT COMMON 82966U953 3 505 PUT Defined Sole SIRF TECHNOLOGY HLDGS INC COM COMMON 82967H101 4 304 SH Defined Sole SITEL CORP COM COMMON 82980K107 9 3708 SH Defined Sole SIPEX CORP COM COMMON 829909100 2 354 SH Defined Sole SIX FLAGS INC COM COMMON 83001P109 34 6441 SH Defined Sole SKECHERS U S A INC CL A COMMON 830566105 19 1468 SH Defined Sole SKYLINE CORP COM COMMON 830830105 17 422 SH Defined Sole SKYWEST INC COM COMMON 830879102 61 3014 SH Defined Sole SKYWORKS SOLUTIONS INC COM COMMON 83088M102 78 8278 SH Defined Sole SMART & FINAL INC COM COMMON 831683107 16 1125 SH Defined Sole SMITH A O COM COMMON 831865209 28 930 SH Defined Sole SMITH INTL INC COM COMMON 832110100 84 1547 SH Defined Sole SMITHFIELD FOODS INC COM COMMON 832248108 45 1526 SH Defined Sole SMITHTOWN BANCORP INC COM COMMON 832449102 4 110 SH Defined Sole SMUCKER J M CO COM NEW COMMON 832696405 46 986 SH Defined Sole SNAP ON INC COM COMMON 833034101 613 17840 SH Defined Sole SOHU COM INC COM COMMON 83408W103 30 1698 SH Defined Sole SOLA INTL INC COM COMMON 834092108 53 1910 SH Defined Sole SOLECTRON CORP COM COMMON 834182107 1593 300553 SH Defined Sole SONIC CORP COM COMMON 835451105 94 3073 SH Defined Sole SONIC AUTOMOTIVE INC CL A COMMON 83545G102 40 1569 SH Defined Sole SONIC INNOVATIONS INC COM COMMON 83545M109 3 770 SH Defined Sole SONIC SOLUTIONS COM COMMON 835460106 17 757 SH Defined Sole SONICWALL INC COM COMMON 835470105 18 2875 SH Defined Sole SONOCO PRODS CO COM COMMON 835495102 45 1527 SH Defined Sole SONOSITE INC COM COMMON 83568G104 32 959 SH Defined Sole SONY CORP ADR NEW FOREIGN 835699307 561 14560 SH Defined Sole SONY CORP CALL COMMON 835699907 41 100 CALL Defined Sole SOTHEBYS HLDGS INC CL A COMMON 835898107 74 3985 SH Defined Sole SOURCE INTERLINK COS INC COM NEW COMMON 836151209 10 760 SH Defined Sole SOURCECORP COM COMMON 836167106 10 537 SH Defined Sole SOUTH JERSEY INDS INC COM COMMON 838518108 51 960 SH Defined Sole SOUTHERN CO COM COMMON 842587107 23016 678541 SH Defined Sole SOUTHERN CMNTY FINL CORP COM COMMON 842632101 4 413 SH Defined Sole SOUTHERN UN CO NEW COM COMMON 844030106 84 3497 SH Defined Sole SOUTHSIDE BANCSHARES INC COM COMMON 84470P109 7 311 SH Defined Sole

SOUTHTRUST CORP CALL DELETED COMMON 844730901 254 210 CALL Defined Sole SOUTHWEST AIRLS CO COM COMMON 844741108 3945 241126 SH Defined Sole SOUTHWEST BANCORP INC OKLA COM COMMON 844767103 20 790 SH Defined Sole SOUTHWEST BANCORPORATION TEX COM COMMON 84476R109 83 3562 SH Defined Sole SOUTHWEST GAS CORP COM COMMON 844895102 53 2066 SH Defined Sole SOUTHWEST WTR CO COM COMMON 845331107 11 871 SH Defined Sole SOUTHWESTERN ENERGY CO COM COMMON 845467109 93 1830 SH Defined Sole SOVEREIGN BANCORP INC COM COMMON 845905108 2411 106616 SH Defined Sole SOVRAN SELF STORAGE INC COM COMMON 84610H108 39 912 SH Defined Sole SPANISH BROADCASTING SYS INC CL A COMMON 846425882 21 1901 SH Defined Sole SPARTECH CORP COM NEW COMMON 847220209 47 1746 SH Defined Sole SPATIALIGHT INC COM COMMON 847248101 8 868 SH Defined Sole SPECIALTY LABORATORIES INC COM COMMON 84749R100 4 360 SH Defined Sole SPECTRALINK CORP COM COMMON 847580107 18 1301 SH Defined Sole SPECTRUM PHARMACEUTICALS INC COM COMMON 84763A108 626 95000 SH Defined Sole SPEEDWAY MOTORSPORTS INC COM COMMON 847788106 40 1028 SH Defined Sole SPHERION CORP COM COMMON 848420105 33 3933 SH Defined Sole SPINNAKER EXPL CO COM COMMON 84855W109 34 980 SH Defined Sole SPORTS AUTH INC NEW COM COMMON 84917U109 32 1234 SH Defined Sole SPRINT CORP COM FON COMMON 852061100 11320 454805 SH Defined Sole SPRINT CORP CALL COMMON 852061900 223 697 CALL Defined Sole SPRINT CORP PUT COMMON 852061950 8 300 PUT Defined Sole SS&C TECHNOLOGIES INC COM COMMON 85227Q100 14 688 SH Defined Sole STAGE STORES INC COM NEW COMMON 85254C305 46 1106 SH Defined Sole STAKTEK HLDGS INC COM COMMON 85256P106 53 11976 SH Defined Sole STAMPS COM INC COM NEW COMMON 852857200 15 967 SH Defined Sole STANCORP FINL GROUP INC COM COMMON 852891100 38 461 SH Defined Sole STANDARD COML CORP COM COMMON 853258101 17 907 SH Defined Sole STANDARD MICROSYSTEMS CORP COM COMMON 853626109 19 1036 SH Defined Sole STANDARD MTR PRODS INC COM COMMON 853666105 12 728 SH Defined Sole STANDARD REGISTER CO COM COMMON 853887107 10 711 SH Defined Sole STANDEX INTL CORP COM COMMON 854231107 16 572 SH Defined Sole STANLEY FURNITURE INC COM NEW COMMON 854305208 10 221 SH Defined Sole STANLEY WKS COM COMMON 854616109 1244 25416 SH Defined Sole STAPLES INC COM COMMON 855030102 5146 153837 SH Defined Sole STAPLES INC CALL COMMON 855030902 10 60 CALL Defined Sole STAPLES INC PUT COMMON 855030952 15 200 PUT Defined Sole STAR SCIENTIFIC INC COM COMMON 85517P101 6 1189 SH Defined Sole STARBUCKS CORP COM COMMON 855244109 7750 123726 SH Defined Sole STARTEK INC COM COMMON 85569C107 18 641 SH Defined Sole STATE AUTO FINL CORP COM COMMON 855707105 19 737 SH Defined Sole STATE BANCORP INC N.Y COM COMMON 855716106 20 721 SH Defined Sole STARWOOD HOTELS&RESORTS WRLD PAIRED CTF COMMON 85590A203 8640 149044 SH Defined Sole STATE FINL SVCS CORP CL A COMMON 856855101 6 193 SH Defined Sole STATE STR CORP COM COMMON 857477103 5057 103183 SH Defined Sole STEAK N SHAKE CO COM COMMON 857873103 29 1455 SH Defined Sole STEEL DYNAMICS INC COM COMMON 858119100 118 3144 SH Defined Sole STEEL DYNAMICS INC NOTE 4.000%12/1 NOTE 858119AD2 11306 5000000 PRN Defined Sole STEEL TECHNOLOGIES INC COM COMMON 858147101 10 353 SH Defined Sole STEEL TECHNOLOGIES INC CALL COMMON 858147901 148 200 CALL Defined Sole STEEL TECHNOLOGIES INC PUT COMMON 858147951 3 100 PUT Defined Sole STEIN MART INC COM COMMON 858375108 13 756 SH Defined Sole STEINWAY MUSICAL INSTRS INC COM COMMON 858495104 14 482 SH Defined Sole STELLENT INC COM COMMON 85856W105 22 2495 SH Defined Sole STEPAN CO COM COMMON 858586100 7 271 SH Defined Sole STERLING BANCSHARES INC COM COMMON 858907108 29 2012 SH Defined Sole STERICYCLE INC COM COMMON 858912108 37 804 SH Defined Sole STERIS CORP COM COMMON 859152100 127 5374 SH Defined Sole STERLING BANCORP COM COMMON 859158107 21 764 SH Defined Sole STERLING FINL CORP COM COMMON 859317109 34 1176 SH Defined Sole STERLING FINL CORP WASH COM COMMON 859319105 50 1270 SH Defined Sole STEWART & STEVENSON SVCS INC COM COMMON 860342104 33 1699 SH Defined Sole STEWART ENTERPRISES INC CL A COMMON 860370105 40 5750 SH Defined Sole STEWART INFORMATION SVCS COR COM COMMON 860372101 42 1004 SH Defined Sole STIFEL FINL CORP COM COMMON 860630102 13 615 SH Defined Sole STILLWATER MNG CO COM COMMON 86074Q102 27 2416 SH Defined Sole STMICROELECTRONICS N V NY REGISTRY COMMON 861012102 3903 202459 SH Defined Sole STMICROELECTRONICS N V CALL COMMON 861012902 23 125 CALL Defined Sole STMICROELECTRONICS N V PUT COMMON 861012952 1 125 PUT Defined Sole STONE ENERGY CORP COM COMMON 861642106 49 1087 SH Defined Sole STONERIDGE INC COM COMMON 86183P102 18 1153 SH Defined Sole STONEMOR PARTNERS L P COM UNITS COMMON 86183Q100 1139 55302 SH Defined Sole STORAGE TECHNOLOGY CORP COM PAR $0.10 COMMON 862111200 53 1681 SH Defined Sole

STRATASYS INC COM COMMON 862685104 12 352 SH Defined Sole STRATEGIC HOTEL CAP INC COM COMMON 86272T106 17 1014 SH Defined Sole STRATEX NETWORKS INC COM COMMON 86279T109 8 3675 SH Defined Sole STRATTEC SEC CORP COM COMMON 863111100 11 170 SH Defined Sole STRAYER ED INC COM COMMON 863236105 103 938 SH Defined Sole STREETTRACKS GOLD TR GOLD SHS COMMON 863307104 1315 30000 SH Defined Sole STRIDE RITE CORP COM COMMON 863314100 27 2421 SH Defined Sole STRYKER CORP COM COMMON 863667101 5986 124187 SH Defined Sole STURM RUGER & CO INC COM COMMON 864159108 15 1648 SH Defined Sole SUFFOLK BANCORP COM COMMON 864739107 20 563 SH Defined Sole SUMMIT PPTYS INC COM COMMON 866239106 486 14970 SH Defined Sole SUN BANCORP INC COM COMMON 86663B102 8 316 SH Defined Sole SUN COMMUNITIES INC COM COMMON 866674104 47 1151 SH Defined Sole SUN MICROSYSTEMS INC COM COMMON 866810104 5633 1041269 SH Defined Sole SUN MICROSYSTEMS INC CALL COMMON 866810904 288 2000 CALL Defined Sole SUNGARD DATA SYS INC COM COMMON 867363103 2523 89229 SH Defined Sole SUNOCO INC COM COMMON 86764P109 1983 24378 SH Defined Sole SUNOCO INC CALL COMMON 86764P909 16 30 CALL Defined Sole SUNOCO INC PUT COMMON 86764P959 18 30 PUT Defined Sole SUNRISE SENIOR LIVING INC COM COMMON 86768K106 33 717 SH Defined Sole SUNTERRA CORP COM NEW COMMON 86787D208 553 39697 SH Defined Sole SUNSTONE HOTEL INVS INC NEW COM COMMON 867892101 33 1636 SH Defined Sole SUNTRUST BKS INC COM COMMON 867914103 8512 115031 SH Defined Sole SUPERGEN INC COM COMMON 868059106 17 2425 SH Defined Sole SUPERIOR ENERGY SVCS INC COM COMMON 868157108 58 3704 SH Defined Sole SUPERIOR INDS INTL INC COM COMMON 868168105 29 1008 SH Defined Sole SUPERTEX INC COM COMMON 868532102 4 155 SH Defined Sole SUPERVALU INC COM COMMON 868536103 1429 41441 SH Defined Sole SUPPORTSOFT INC COM COMMON 868587106 11 1662 SH Defined Sole SUREWEST COMMUNICATIONS COM COMMON 868733106 28 976 SH Defined Sole SURMODICS INC COM COMMON 868873100 19 562 SH Defined Sole SUSQUEHANNA BANCSHARES INC P COM COMMON 869099101 63 2516 SH Defined Sole SWIFT ENERGY CO COM COMMON 870738101 37 1296 SH Defined Sole SWIFT TRANSN CO COM COMMON 870756103 87 3999 SH Defined Sole SYBASE INC COM COMMON 871130100 216 10863 SH Defined Sole SYBRON DENTAL SPECIALTIES IN COM COMMON 871142105 76 2151 SH Defined Sole SYCAMORE NETWORKS INC COM COMMON 871206108 39 9653 SH Defined Sole SYKES ENTERPRISES INC COM COMMON 871237103 3 486 SH Defined Sole SYMANTEC CORP COM COMMON 871503108 14728 578933 SH Defined Sole SYMANTEC CORP PUT COMMON 871503958 11 1620 PUT Defined Sole SYMBION INC DEL COM COMMON 871507109 16 713 SH Defined Sole SYMBOL TECHNOLOGIES INC COM COMMON 871508107 1284 74480 SH Defined Sole SYMMETRICOM INC COM COMMON 871543104 18 1859 SH Defined Sole SYMYX TECHNOLOGIES COM COMMON 87155S108 48 1603 SH Defined Sole SYNAPTICS INC COM COMMON 87157D109 38 1238 SH Defined Sole SYNOPSYS INC COM COMMON 871607107 203 10491 SH Defined Sole SYNOVUS FINL CORP COM COMMON 87161C105 2745 95891 SH Defined Sole SYNTEL INC COM COMMON 87162H103 9 515 SH Defined Sole SYNNEX CORP COM COMMON 87162W100 15 650 SH Defined Sole SYNTROLEUM CORP COM COMMON 871630109 7 944 SH Defined Sole SYPRIS SOLUTIONS INC COM COMMON 871655106 1 90 SH Defined Sole SYSCO CORP COM COMMON 871829107 14234 375674 SH Defined Sole SYSTEMAX INC COM COMMON 871851101 7 936 SH Defined Sole TBC CORP NEW COM COMMON 872183108 30 1069 SH Defined Sole TCF FINL CORP COM COMMON 872275102 73 2262 SH Defined Sole TECO ENERGY INC COM COMMON 872375100 949 61579 SH Defined Sole THQ INC COM NEW COMMON 872443403 196 8482 SH Defined Sole TJX COS INC NEW COM COMMON 872540109 3752 148895 SH Defined Sole TRC COS INC COM COMMON 872625108 15 865 SH Defined Sole TNS INC COM COMMON 872960109 11 498 SH Defined Sole TTM TECHNOLOGIES INC COM COMMON 87305R109 32 2661 SH Defined Sole TXU CORP COM COMMON 873168108 13897 214326 SH Defined Sole TAKE-TWO INTERACTIVE SOFTWAR COM COMMON 874054109 208 5992 SH Defined Sole TALK AMERICA HLDGS INC COM NEW COMMON 87426R202 5 741 SH Defined Sole TALX CORP COM COMMON 874918105 14 546 SH Defined Sole TANGER FACTORY OUTLET CTRS I COM COMMON 875465106 51 1938 SH Defined Sole TANOX INC COM COMMON 87588Q109 19 1211 SH Defined Sole TARGET CORP COM COMMON 87612E106 14647 281136 SH Defined Sole TARGET CORP CALL COMMON 87612E906 0 2 CALL Defined Sole TARGET CORP PUT COMMON 87612E956 22 486 PUT Defined Sole TARRAGON CORP COM COMMON 876287103 1 66 SH Defined Sole TASER INTL INC COM COMMON 87651B104 100 3081 SH Defined Sole TAUBMAN CTRS INC COM COMMON 876664103 94 3141 SH Defined Sole

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WATERS CORP COM COMMON 941848103 1764 37392 SH Defined Sole WATSCO INC COM COMMON 942622200 35 999 SH Defined Sole WATSON PHARMACEUTICALS INC COM COMMON 942683103 1204 36235 SH Defined Sole WATSON WYATT & CO HLDGS CL A COMMON 942712100 42 1548 SH Defined Sole WATTS WATER TECHNOLOGIES INC CL A COMMON 942749102 42 1330 SH Defined Sole WAUSAU-MOSINEE PAPER CORP COM COMMON 943315101 48 2640 SH Defined Sole WAYPOINT FINL CORP COM COMMON 946756103 48 1679 SH Defined Sole WEBEX COMMUNICATIONS INC COM COMMON 94767L109 29 1212 SH Defined Sole WEBSENSE INC COM COMMON 947684106 65 1286 SH Defined Sole WEBSIDESTORY INC COM COMMON 947685103 5 400 SH Defined Sole WEBMETHODS INC COM COMMON 94768C108 15 2190 SH Defined Sole WEBSTER FINL CORP CONN COM COMMON 947890109 45 887 SH Defined Sole WEIGHT WATCHERS INTL INC NEW COM COMMON 948626106 21 500 SH Defined Sole WEINGARTEN RLTY INVS SH BEN INT COMMON 948741103 58 1436 SH Defined Sole WEIS MKTS INC COM COMMON 948849104 30 768 SH Defined Sole WELLCARE HEALTH PLANS INC COM COMMON 94946T106 24 748 SH Defined Sole WELLMAN INC COM COMMON 949702104 23 2166 SH Defined Sole WELLPOINT INC COM COMMON 94973V107 11395 98953 SH Defined Sole WELLS FARGO & CO NEW COM COMMON 949746101 63721 1024454 SH Defined Sole WENDYS INTL INC COM COMMON 950590109 3081 78178 SH Defined Sole WENDYS INTL INC PUT COMMON 950590959 47 200 PUT Defined Sole WERNER ENTERPRISES INC COM COMMON 950755108 87 3802 SH Defined Sole WESBANCO INC COM COMMON 950810101 33 1041 SH Defined Sole WESCO INTL INC COM COMMON 95082P105 38 1255 SH Defined Sole WEST BANCORPORATION INC CAP STK COMMON 95123P106 14 793 SH Defined Sole WEST COAST BANCORP ORE NEW COM COMMON 952145100 17 654 SH Defined Sole WEST MARINE INC COM COMMON 954235107 14 540 SH Defined Sole WEST PHARMACEUTICAL SVSC INC COM COMMON 955306105 49 1972 SH Defined Sole WESTAMERICA BANCORPORATION COM COMMON 957090103 145 2477 SH Defined Sole WESTAR ENERGY INC COM COMMON 95709T100 33 1465 SH Defined Sole WESTELL TECHNOLOGIES INC CL A COMMON 957541105 14 2114 SH Defined Sole WESTERN GAS RES INC COM COMMON 958259103 32 1109 SH Defined Sole WESTERN SIERRA BANCORP COM COMMON 959522103 11 293 SH Defined Sole WESTERN WIRELESS CORP CALL COMMON 95988E904 88 200 CALL Defined Sole WESTERN WIRELESS CORP PUT COMMON 95988E954 5 200 PUT Defined Sole WESTFIELD FINANCIAL INC COM COMMON 96008D101 12 461 SH Defined Sole WESTLAKE CHEM CORP COM COMMON 960413102 28 839 SH Defined Sole WESTWOOD ONE INC COM COMMON 961815107 39 1454 SH Defined Sole WEYCO GROUP INC COM COMMON 962149100 4 90 SH Defined Sole WEYERHAEUSER CO COM COMMON 962166104 4997 74229 SH Defined Sole WHEATON RIV MINERALS LTD COM COMMON 962902102 1288 400000 SH Defined Sole WHEELING PITTSBURGH CORP COM NEW COMMON 963142302 13 332 SH Defined Sole WHIRLPOOL CORP COM COMMON 963320106 1422 20535 SH Defined Sole WHITING PETE CORP NEW COM COMMON 966387102 46 1534 SH Defined Sole WHOLE FOODS MKT INC COM COMMON 966837106 138 1441 SH Defined Sole WILD OATS MARKETS INC COM COMMON 96808B107 16 1769 SH Defined Sole WILLIAMS COS INC DEL COM COMMON 969457100 2772 172308 SH Defined Sole WILLIAMS COS INC DEL CALL COMMON 969457900 37 101 CALL Defined Sole WILLIAMS COS INC DEL PUT COMMON 969457950 0 1 PUT Defined Sole WILLIAMS CLAYTON ENERGY INC COM COMMON 969490101 119 5221 SH Defined Sole WILLIAMS SONOMA INC COM COMMON 969904101 64 1794 SH Defined Sole WILMINGTON TRUST CORP COM COMMON 971807102 41 1134 SH Defined Sole WILSHIRE BANCORP INC COM COMMON 97186T108 17 1005 SH Defined Sole WILSON GREATBATCH TECHNOLOGI COM COMMON 972232102 30 1310 SH Defined Sole WIND RIVER SYSTEMS INC COM COMMON 973149107 74 5472 SH Defined Sole WINN DIXIE STORES INC COM COMMON 974280109 46 9930 SH Defined Sole WINNEBAGO INDS INC COM COMMON 974637100 54 1369 SH Defined Sole WINSTON HOTELS INC COM COMMON 97563A102 22 1901 SH Defined Sole WINTRUST FINANCIAL CORP COM COMMON 97650W108 68 1197 SH Defined Sole WIRELESS FACILITIES INC COM COMMON 97653A103 24 2499 SH Defined Sole WISCONSIN ENERGY CORP COM COMMON 976657106 61 1804 SH Defined Sole WITNESS SYS INC COM COMMON 977424100 22 1207 SH Defined Sole WOLVERINE WORLD WIDE INC COM COMMON 978097103 70 2226 SH Defined Sole WOODHEAD INDS INC COM COMMON 979438108 6 349 SH Defined Sole WOODWARD GOVERNOR CO COM COMMON 980745103 34 471 SH Defined Sole WORLD ACCEP CORP DEL COM COMMON 981419104 22 794 SH Defined Sole WORLD FUEL SVCS CORP COM COMMON 981475106 39 793 SH Defined Sole WORLD WRESTLING ENTMT INC CL A COMMON 98156Q108 10 848 SH Defined Sole WORTHINGTON INDS INC COM COMMON 981811102 27 1371 SH Defined Sole WRIGHT MED GROUP INC COM COMMON 98235T107 55 1883 SH Defined Sole WRIGLEY WM JR CO COM COMMON 982526105 4775 69430 SH Defined Sole WYETH COM COMMON 983024100 49089 1146942 SH Defined Sole WYETH CALL COMMON 983024900 19 50 CALL Defined Sole

WYETH PUT COMMON 983024950 5 50 PUT Defined Sole X-RITE INC COM COMMON 983857103 12 724 SH Defined Sole XTO ENERGY INC COM COMMON 98385X106 2829 80485 SH Defined Sole XCEL ENERGY INC COM COMMON 98389B100 4270 233865 SH Defined Sole XILINX INC COM COMMON 983919101 3791 128067 SH Defined Sole XEROX CORP COM COMMON 984121103 17207 1009222 SH Defined Sole XEROX CORP PUT COMMON 984121953 36 7150 PUT Defined Sole XYBERNAUT CORP COM COMMON 984149104 8 6740 SH Defined Sole YAHOO INC COM COMMON 984332106 16852 444882 SH Defined Sole YAHOO INC CALL COMMON 984332906 407 850 CALL Defined Sole YAHOO INC PUT COMMON 984332956 146 850 PUT Defined Sole YAHOO INC FRNT Apr-00 NOTE 984332AB2 9563 5000000 PRN Defined Sole YANKEE CANDLE INC COM COMMON 984757104 110 3312 SH Defined Sole YARDVILLE NATL BANCORP COM COMMON 985021104 15 442 SH Defined Sole YORK INTL CORP NEW COM COMMON 986670107 117 3390 SH Defined Sole YOUNG BROADCASTING INC CL A COMMON 987434107 5 488 SH Defined Sole YOUNG INNOVATIONS INC COM COMMON 987520103 5 138 SH Defined Sole YUM BRANDS INC COM COMMON 988498101 4271 90555 SH Defined Sole ZALE CORP NEW COM COMMON 988858106 78 2608 SH Defined Sole ZALE CORP NEW CALL COMMON 988858906 49 200 CALL Defined Sole ZALE CORP NEW PUT COMMON 988858956 2 200 PUT Defined Sole ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 62 1097 SH Defined Sole ZENITH NATL INS CORP COM COMMON 989390109 19 381 SH Defined Sole ZHONE TECHNOLOGIES INC NEW COM COMMON 98950P108 5 1891 SH Defined Sole ZILA INC COM PAR $0.01 COMMON 989513205 6 1476 SH Defined Sole ZIMMER HLDGS INC COM COMMON 98956P102 6135 75842 SH Defined Sole ZIONS BANCORPORATION COM COMMON 989701107 1898 27740 SH Defined Sole ZIX CORP COM COMMON 98974P100 0 60 SH Defined Sole ZIPREALTY INC COM COMMON 98974V107 5 300 SH Defined Sole ZORAN CORP COM COMMON 98975F101 35 3009 SH Defined Sole ZYGO CORP COM COMMON 989855101 14 1187 SH Defined Sole ZYMOGENETICS INC COM COMMON 98985T109 32 1396 SH Defined Sole ZOLL MED CORP COM COMMON 989922109 19 549 SH Defined Sole DAIMLERCHRYSLER AG ORD FOREIGN D1668R123 332 6900 SH Defined Sole DEUTSCHE BANK AG NAMEN ORD FOREIGN D18190898 5342 59900 SH Defined Sole ACE LTD ORD FOREIGN G0070K103 3743 87809 SH Defined Sole AMDOCS LTD ORD FOREIGN G02602103 164 6200 SH Defined Sole ACCENTURE LTD BERMUDA CL A COMMON G1150G111 586 21787 SH Defined Sole COOPER INDS LTD CL A COMMON G24182100 1927 28404 SH Defined Sole EVEREST RE GROUP LTD COM COMMON G3223R108 80 889 SH Defined Sole GLOBALSANTAFE CORP CALL COMMON G3930E901 40 100 CALL Defined Sole GLOBALSANTAFE CORP PUT COMMON G3930E951 11 100 PUT Defined Sole INGERSOLL-RAND COMPANY LTD CL A COMMON G4776G101 4285 53231 SH Defined Sole INGERSOLL-RAND COMPANY LTD CALL COMMON G4776G901 12 10 CALL Defined Sole INGERSOLL-RAND COMPANY LTD PUT COMMON G4776G951 2 25 PUT Defined Sole NABORS INDUSTRIES LTD SHS COMMON G6359F103 2366 46228 SH Defined Sole NOBLE CORPORATION SHS COMMON G65422100 2076 41981 SH Defined Sole SEAGATE TECHNOLOGY SHS COMMON G7945J104 613 35640 SH Defined Sole TRANSOCEAN INC ORD FOREIGN G90078109 4288 101308 SH Defined Sole TRANSOCEAN INC PUT COMMON G90078959 6 200 PUT Defined Sole GOLAR LNG LTD BERMUDA SHS COMMON G9456A100 445 30000 SH Defined Sole WEATHERFORD INTERNATIONAL LT COM COMMON G95089101 105 2044 SH Defined Sole XL CAP LTD CL A COMMON G98255105 3334 42883 SH Defined Sole UBS AG NAMEN AKT FOREIGN H8920M855 4087 48700 SH Defined Sole CERAGON NETWORKS LTD ORD FOREIGN M22013102 738 108500 SH Defined Sole CHECK POINT SOFTWARE TECH LT ORD FOREIGN M22465104 188 7700 SH Defined Sole POWERDSINE LTD SHS COMMON M41415106 422 31240 SH Defined Sole GIVEN IMAGING ORD SHS FOREIGN M52020100 2082 58029 SH Defined Sole GIVEN IMAGING CALL COMMON M52020900 104 400 CALL Defined Sole M SYS FLASH DISK PIONEERS LT PUT COMMON M7061C950 1 100 PUT Defined Sole RADWARE LTD ORD FOREIGN M81873107 258 10000 SH Defined Sole SHOPPING COM LTD SHS COMMON M8405Q102 172 6000 SH Defined Sole TEFRON LTD ORD FOREIGN M87482101 34 8900 SH Defined Sole TOP IMAGE SYSTEMS LTD ORD FOREIGN M87896102 254 87650 SH Defined Sole ASML HLDG NV N Y SHS COMMON N07059111 4159 261890 SH Defined Sole FLEXTRONICS INTL LTD ORD FOREIGN Y2573F102 586 42497 SH Defined Sole 7228229

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