OFFICIAL LIST OF SECTION 13(f) SECURITIES USER INFORMATION SHEET

General

This list of "Section 13(f) securitiesnas defined by Rule 13f-1(c) [I7 CFR 240.13f-1(c)] is made available to the public pursuant to Section13 (f) (3) of the Securities Exchange Act of 1934 I1 5 USC 78m(f) (3)]. It is made available for use in the preparation of reports filed with the Securities and Exhange Commission pursuant to Rule 13f-1 [17 CFR 240.13f-I] under Section 13(f) of the Securities Exchange Act of 1934. An updated list is published on a quarterly basis.

This list is current as of December 15, 2003, and may be relied on by institutional investment managers filing Form 13F reports for the calendar quarter ending December 31, 2003. Institutional investment managers should report holdings-number of shares and fair market value-as of the last day of the calendar quarter as required by [ Section 13(f)(l) and Rule 13f-?] thereunder.

Features

(1) Additions and Deletions: Revisions made to the list of Section 13(f) securities are indicated in a column titled "STATUS." The word "ADDED" in the status column opposite the name of a security indicates that the security has become a Section 13(f) security. The word "DELETED" in the status column opposite the name of a security indicates that the security ceases to be a 13(9 security since the date of the last list.

(2) List of options: An asterisk is placed next to the name of any security having a listed option and each option is individually listed with its own CUSlP number immediately below the name of the security having the option. A manager reporting holdings of options on its Forml3F should use the CUSlP number of each option as to which holding are reported.

CUSlP descriptions and numerical identification date (copyright 1969 through 1996, American Bankers Association) are used with permission. All rights are reserved. Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 1 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS B49233 10 7 ICOS VISION SYS CORP N V om D1497A 10 1 CELANESE AG om D 1668R 12 3 * DMMLERCHRYSLER AG om D1668R 90 3 DAIMLERCHRYSLER AG CALL D1668R 95 3 DAIMLERCHRYSLER AG PUT D 18190 89 8 * DEUTSCHE BANK AG NAMEN ORD Dl8190 90 8 DEUTSCHE BANK AG NAMEN CALL Dl8190 95 8 DEUTSCHE BANK AG NAMEN PUT G0070K 10 3 * ACELTD ORD G0070K 90 3 ACE LTD CALL G0070K 95 3 ACE LTD PUT GO2602 10 3 * AMDOCS LTD ORD GO2602 90 3 AMDOCS LTD CALL GO2602 95 3 AMDOCS LTD PUT GO2995 10 1 AMERICAN SAFETY INS HLDGS LT om GO3910 10 9 * ANNUITY AND LIFE RE HLDGS ORD GO3910 90 9 ANNUITY AND LIFE RE HLDGS CALL GO3910 95 9 ANNUITY AND LIFE RE HLDGS PUT GO4074 10 3 * APEX SILVER MINES LTD GO4074 90 3 APEX SILVER MINES LTD CALL GO4074 95 3 APEX SILVER MINES LTD PUT G0450A 10 5 * ARCH CAP GROUP LTD ORD G0450A 90 5 ARCH CAP GROUP LTD CALL G0450A 95 5 ARCH CAP GROUP LTD PUT GO5384 10 5 ASPEN INSURANCE HOLDINGS LTD SHS ADDED G0692U 10 9 AXIS CAPITAL HOLDINGS SHS GO7644 10 0 BANK OF BERMUDA LTD SHS G 1150G 1 1 1 * ACCENTURE LTD BERMUDA CL A G1150G 90 1 ACCENTURE LTD BERMUDA CALL G1150G 95 1 ACCENTURE LTD BERMUDA PUT G 16962 10 5 * BUNGE LIMITED COM GI6962 90 5 BUNGE LIMITED CALL GI6962 95 5 BUNGE LIMITED PUT G20045 20 2 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 2 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CHINADOTCOM COW CL A CHINADOTCOM CORP CALL CHINADOTCOM CORP PUT CHJNA WCHAI INTL LTD COM CHINA WCHAI INTL LTD CALL CHINA WCHAI INTL LTD PUT CHIPMOS TECH BERMUDA LTD SHS CONSOLIDATED WATER CO INC ORD COOPER INDS LTD CL A COOPER INDS LTD CALL COOPER INDS LTD PUT CREDICORP LTD COM DF CHINA TECHNOLOGY INC ORD DSG INTL LTD ORD ELAN CORP PLC * W EXP 0813 11200 ENDLIRANCE SPECIALTY HLDGS LT SHS XCELERA INC COM XCELERA INC CALL XCELERA INC PUT EURO TECH HOLDINGS CO LTD ORD EVEREST RE GROUP LTD COM EVEREST RE GROUP LTD CALL EVEREST RE GROUP LTD PUT FOSTER WHEELER LTD SHS DELETED FOSTER WHEELER LTD CALL DELETED FOSTER WHEELER LTD PUT DELETED FRESH DEL MONTE PRODUCE INC ORD FRESH DEL MONTE PRODUCE INC CALL FRESH DEL MONTE PRODUCE INC PUT FRONTLINE LTD ORD GARMIN LTD ORD GARMIN LTD CALL GARMIN LTD PUT GLOBALSANTAFE COW SHS Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 3 Run Time: 10.52 Fiscal Year: 2003 Qtr: 4 lVMOO 1

ISSUER NAME ISSUER DESCRIPTION STATUS GLOBALSANTAFE CORP CALL GLOBALSANTAFE CORP PUT GLOBAL SOURCES LTD ORD GLOBAL-TECH APPLIANCES INC ORD * HELEN OF TROY CORP LTD COM HELEN OF TROY CORP LTD CALL HELEN OF TROY CORP LTD PUT HIGHWAY HLDGS LTD ORD * INGERSOLL-RAND COMPANY LTD CL A INGERSOLL-RAND COMPANY LTD CALL lNGERSOLL-RAND COMPANY LTD PUT INTERWAVE COMMUNCTNS INTL LT SHS NEW * IPC HLDGS LTD om IPC HLDGS LTD CALL IPC HLDGS LTD PUT JKNPAN INTL LTD ORD KNIGHTSBRIDGE TANKERS LTD ORD LJ INTL INC ORD LJ INTL INC * W EXP 041 1 51200 * MVELLTECHNOLOGY GROUP LTD om MARVELL TECHNOLOGY GROUP LTD CALL MARVELL TECHNOLOGY GROUP LTD PUT * MAX RE CAPITAL LTD HAMILTON SHS MAX RE CAPITAL LTD HAMILTON CALL MAX RE CAPITAL LTD HAMILTON PUT MONTPELIER RE HOLDINGS LTD SHS * NABORS INDUSTRIES LTD SHS NABORS NUSTRIES LTD CALL NABORS INDUSTRIES LTD PUT * NOBLE CORPORATION SHS NOBLE CORPORATION CALL NOBLE CORPORATION PUT NORDIC AMEFUCAN TANKER SHIPP COM NOVEL DENIM HLDGS LTD ORD Run Date: 1I1 412004 ** List Of Section 13F Securities ** Page 4 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS OPENTV CORP CL A OPENTV CORP CALL OPENTV CORP PUT ORIENT-EXPRESS HOTELS LTD CL A O2MICRO INTERNATIONAL LIMITE om O2MICRO INTERNATIONAL LIMITE CALL O2MICRO INTERNATIONAL LIMITE PUT PARTNERRE LTD COM PARTNERRE LTD CALL PARTNERRE LTD PUT PEAK INTL LTD om PLATINUM UNDERWRITER HLDGS L COM PLATINUM UNDERWRITER HLDGS L CALL PLATINUM UNDERWRITER HLDGS L PUT PXRE GROUP LTD COM QIAO XING UNIVERSAL TELEPHON ORD QIAO XING UNIVERSAL TELEPHON CALL QIAO XING UNIVERSAL TELEPHON PUT RADICA GAMES LTD om RADICA GAMES LTD CALL RADICA GAMES LTD PUT RENAISSANCE RE HLDGS LTD COM RENAISSANCE RE HLDGS LTD CALL RENAISSANCE RE HLDGS LTD PUT SCOTTISH RE GROUP LTD om SEAGATE TECHNOLOGY SHS SEAGATE TECHNOLOGY CALL SEAGATE TECHNOLOGY PUT SILVERSTAR HLDGS LTD ORD SINA COW om SINA CORP CALL SINA COW PLT STEWART W P & CO LTD COM UTI WORLDWIDE INC om Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 5 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TIERS PRINCIPAL PROTECTED TR S&P01-19 TR TIERS PRINCIPAL PROTECTED TR TIERS2000-2007 TIERS PRINCIPAL PROTECTED TR TIERS2000-20 14 TIERS PRINCIPAL PROTECTED TR TIERS 2000-20 13 TIERS PRINCIPAL PROTECTED TR S&P 2001 11 TR TIERS PRINCIPAL PROTECTED TR TIERS 200 1- 13 TIERS PRINCIPAL PROTECTED TR DJIA 2001-26 TIERS PRINCIPAL PROTECTED TR 2002-1 TR CTF HILFIGER TOMMY CORP ORD HILFIGER TOMMY CORP CALL HILFIGER TOMMY CORP PUT TRAMFORD INTL LTD om TRANSOCEAN INC om TRANSOCEAN INC CALL TRANSOCEAN INC PUT TSAKOS ENERGY NAVIGATION LTD SHS GOLAR LNG LTD BERMUDA SHS WEATHERFORD INTERNATIONAL LT COM WEATHERFORD INTERNATIONAL LT CALL WEATHERFORD INTERNATIONAL LT PUT WHITE MTNS INS GROUP LTD COM WILLIS GROUP HOLDINGS LTD SHS WILLIS GROUP HOLDINGS LTD CALL WILLIS GROUP HOLDINGS LTD PUT XOMA LTD ORD XOMA LTD CALL XOMA LTD PUT XL CAP LTD CL A XL CAP LTD CALL XL CAP LTD PUT ALCON INC COM SHS ALCON INC CALL ALCON INC PUT UBS AG NAMEN AKT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 6 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS UBS AG CALL UBS AG PUT CRONOS GROUP S A SHS METRO INTERNATIONAL S A CL A METRO INTERNATIONAL S A CL B * MILLICOM INTL CELLULAR S A SHS NEW MILLICOM INTL CELLULAR S A CALL MILLICOM INTL CELLULAR S A PUT SBS BROADCASTING SA ORD ACS TECH 80 LTD SHS ALADDIN KNOWLEDGE SYS LTD om * ALVARION LTD SHS ALVARION LTD CALL ALVARION LTD PUT AREL COMMUNICATIONS & SOFTWA COM ArnITYLTD ORD * AUDIOCODES LTD om AUDIOCODES LTD CALL AUDIOCODES LTD PUT * BACKWEB TECHNOLOGIES LTD om BACKWEB TECHNOLOGIES LTD CALL BACKWEB TECHNOLOGIES LTD PUT BARAN GROUP LTD NIS ORD SHS BOS BETTER ONLINE SOLUTIONS SHS NEW BLUEPHOENIX SOLUTIONS LTD SHS ROB0 GROUP TEK LTD SHS CAMTEK LTD om * CERAGON NETWORKS LTD om CERAGON NETWORKS LTD CALL CERAGON NETWORKS LTD PUT * CHECK POINT SOFTWARE TECH LT om CHECK POINT SOFTWARE TECH LT CALL CHECK POINT SOFTWARE TECH LT PUT CIMATRON LTD om Run Date: ** List Of Section 13F Securities ** Page 7 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS M25082 10 4 CLICKSOFTWARE TECHNOLOGIES L ORD M25596 10 3 * COMMTOUCH SOFTWARE LTD ORD M25596 90 3 COMMTOUCH SOFTWARE LTD CALL M25596 95 3 COMMTOUCH SOFTWARE LTD PUT M25722 10 5 COMPUGEN LTD ORD M29925 100 ECTEL LTD ORD M37576 10 1 ELBIT VISION SYS LTD ORD DELETED M3760D 10 1 * ELBIT SYS LTD ORD M3760D 90 1 ELBIT SYS LTD CALL M3760D 95 1 ELBIT SY S LTD PUT M37605 10 8 ELBIT MEDICAL IMAGING LTD ORD M40168 102 ELSCINT LTD NEW ORD M40184 10 9 ELTEK LTD ORD M47095 10 0 * FUNDTECH LTD ORD M47095 90 0 FUNDTECH LTD CALL M47095 95 0 FUNDTECH LTD PUT M51474 11 8 GILAT SATELLITE NETWORKS LTD SHS NEW M52020 10 0 * GIVENIMAGING ORD SHS M52020 90 0 GIVEN IMAGING CALL M52020 95 0 GIVEN IMAGING PUT M52523 10 3 WILL1 G FOOD INTL LTD ORD M5296L 13 5 HEALTHCARE TECHNOLOGIES LTD COM M56595 10 7 INTERNET GOLD-GOLDEN LmES L ORD M6184R 10 1 JACADA LTD ORD M6706C 10 3 LANOPTICS LTD ORD M6778Q 10 5 * LUMENIS LTD SHS M6778Q 90 5 LUMENIS LTD CALL M6778Q 95 5 LUMENIS LTD PUT M6786D 10 4 MAGAL SECURITY SYS LTD ORD M69676 10 0 MER TELEMANAGEMENT SOLUTIONS ORD M69897 10 2 * METALINKLTD ORD M69897 90 2 METALINK LTD CALL M69897 95 2 METALINK LTD PUT M70240 10 2 MIND C T I LTD ORD Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 8

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ISSUER NAME ISSUER DESCRIPTION STATUS * M SYS FLASH DISK PIONEERS LT om M SYS FLASH DISK PIONEERS LT CALL M SYS FLASH DISK PIONEERS LT PUT NOVA MEASURING INSTRUMENTS L COM NUR MACROPRPJTERS LTD om OPTIBASE LTD om * ORBOTECH LTD om ORBOTECH LTD CALL ORBOTECH LTD PUT ORCKIT COMMUNICATIONS LTD SHS NEW RADA ELECTR INDS LTD SHS NEW RADCOM LTD ORD RADVIEW SOFTWARE LTD ORD * RADVISIONLTD ORD RADVISION LTD CALL RADVISION LTD PUT * RADWARELTD ORD RADWARE LTD CALL RADWARE LTD PUT RIT TECHNOLOGIES LTD ORD RETALIX LTD ORD SILICOM LTD ORD * TARO PHARMACEUTICAL INDS LTD ORD TARO PHARMACEUTICAL INDS LTD CALL TARO PHARMACEUTICAL INDS LTD PUT TAT TECHNOLOGIES LTD ORD NEW * TECNOMATIX TECHNOLOGIES LTD ORD TECNOMATIX TECHNOLOGIES LTD CALL TECNOMATIX TECHNOLOGIES LTD PUT TEFRON LTD ORD TOP IMAGE SYSTEMS LTD ORD ON TRACK INNOVATION LTD SHS * TOWER SEMICONDUCTOR LTD ORD TOWER SEMICONDUCTOR LTD CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 9 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TOWER SEMICONDUCTOR LTD PUT TOWER SEMICONDUCTOR LTD *W EXP 10i3 11200 TTI TEAM TELECOM INTL LTD ORD * VERISITY LTD ORD VERISITY LTD CALL VERISITY LTD PUT VIRYANET LTD SHS NEW VOCALTEC COMMUNICATIONS LTD ORD * ASMINTLNV COM ASM INTL N V CALL ASM INTL N V PUT * ASMLHLDGNV N Y SHS ASML HLDG NV CALL ASML HLDG NV PUT * CNHGLOBALNV SHS NEW CNH GLOBAL N V CALL CNH GLOBAL N V PUT * CORE LABORATORIES N V COM CORE LABORATORIES N V CALL CORE LABORATORIES N V PUT ICTS INTERNATIONAL NV COM METRON TECHNOLOGY N V om ORTHOFIX INTL N V COM * QIAGEN NV om QIAGEN N V CALL QIAGEN N V PUT SAPIENS INTL CORP N V SHS NEW TRIPLE P N V COM BANCO LATINOAMERICANO DE EXP CL E CARLISLE HLDGS LTD om ELAMEX S A DE C V om KERZNER INTERNATIONAL LTD SHS * STEINER LEI SURE LTD om STEINER LEISURE LTD CALL Run Date: 111412004 ** List Of Section 13F Securities ** Page 10

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ISSUER NAME ISSUER DESCRIPTION STATUS STEINER LEISURE LTD PUT PROGEN INDS LTD ORD EXCEL MARITIME CARRIERS LTD COM * ROYAL CARIBBEAN CRUISES LTD COM ROYAL CARIBBEAN CRUISES LTD CALL ROYAL CARIBBEAN CRUISES LTD PUT ROYAL OLYMPIC CRUISE LINES I COM STELMAR SHIPPING LTD COM * ASETESTLTD ORD ASE TEST LTD CALL ASE TEST LTD PUT * CREATIVE TECHNOLOGY LTD om CREATIVE TECHNOLOGY LTD CALL CREATIVE TECHNOLOGY LTD PUT * FLEXTRONICS INTL LTD ORD FLEXTRONICS INTL LTD CALL FLEXTRONICS INTL LTD PUT GENERAL MARITIME CORP SHS GIGAMEDIA LTD om * OMICORPNEW COM OM1 CORP NEW CALL OM1 CORP NEW PACIFIC INTERNET LTD ORD * TEEKAY SHIPPING MARSHALL ISL COM TEEKAY SHIPPING MARSHALL ISL CALL TEEKAY SHIPPING MARSHALL ISL PUT AAON INC COM PAR $0.004 * AARCORP COM AAR CORP CALL AAR COW PUT ABB LTD SPONSORED ADR ABC BANCORP COM ABN AMRO BK N V LONDON BRH DEBT 12.000%10/0 DELETED ABN AMRO BK N V LONDON BRH DEBT 14.000%311 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 11 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS ABN AMRO BK N V LONDON BRH DEBT 11.750% 811 ABN AMRO BK N V LONDON BRH DEBT 10.000% 912 ADDED ABN AMRO BK N V LONDON BRH DEBT 11.000% 1010 ADDED * A C MOORE ARTS & CRAFTS INC COM A C MOORE ARTS & CRAFTS INC CALL A C MOORE ARTS & CRAFTS INC PUT ADAMINC COM A CONSULTING TEAM INC COM A D C TELECOMMUNICATIONS FRNT 611 ADDED A D C TELECOMMUNICATIONS NOTE 1.000% 61 1 ADDED * A D C TELECOMMUNICATlONS COM A D C TELECOMMUNICATIONS CALL A D C TELECOMMUNICATIONS PUT * ADECORPMASS COM ADE CORP MASS CALL ADE CORP MASS PUT ACM INCOME FUND INC COM ACM GOW OPPORTUNITY FD INC COM ACM MANAGED INCOME FD INC COM * ABN AMRO HLDG NV SPONSORED ADR ABN AMRO HLDG NV CALL ABN AMRO HLDG NV PUT ACM MUN SECS INCOME FD INC COM ADT OPERATIONS NOTE 710 ACM MANAGED DLR INCOME FD COM ACT TELECONFERENCING INC COM * ABMINDSINC COM ABM INDS INC CALL ABM INDS INC PUT AEP INDS INC COM AESP INC COM AEW REAL ESTATE INCOME FD COM * AFLACINC COM AFLAC INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 12 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AFLAC INC PUT AGCO CORP COM AGCO CORP CALL AGCO CORP PUT AGL RES INC COM AGL RES INC CALL AGL RES INC PUT AG SVCS AMER INC COM AES CORP SDCV 4.500% 811 AES CORP COM AES CORP CALL AES COW PUT AK STL HLDG CORP COM AK STL HLDG CORP CALL AK STL HLDG CORP PUT AMB PROPERTY CORP COM AMC ENTMT INC COM AMC ENTMT INC CALL AMC ENTMT INC PUT

AMDL INC COM PAR $0.00 1 AMLI RESIDENTIAL PPnsTR SH BEN INT AMN HEALTHCARE SERVICES INC COM AMN HEALTHCARE SERVICES INC CALL AMN HEALTHCARE SERVICES INC PUT AMR CORP COM AMR CORP CALL AMR CORP PUT AMX COWNEW COM AOL TIME WARNER INC COM DELETED AOL TIME WARNER INC CALL DELETED AOL TIME WARNER INC PUT DELETED APAC CUSTOMER SERVICES INC COM APAC CUSTOMER SERVICES INC CALL APAC CUSTOMER SERVICES INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 13 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS APA OPTICS INC COM ASA INTL LTD COM PAR $0.01 * AT1 TECHNOLOGIES INC COM AT1 TECHNOLOGIES INC CALL AT1 TECHNOLOGIES INC PUT * AT&TCORP COM NEW AT&T CORP CALL AT&T COW PUT AS V TNC COM AMB FINL COW COM AP PHARMA INC COM APT SATELLITE HOLDINGS LTD SPONSORED ADR ASB FINL COW COM * ASALTD COM ASA LTD CALL ASA LTD PUT ASM INTL NV NOTE 5.250% 511 ADDED ATMI INC NOTE 5.250%11/1 * ATMI INC COM ATMI INC CALL ATMl INC PUT ASAT HLDGS LTD SPONSORED ADR

ATP OIL & GAS COW COM A S DAMPSKIBSSELSKABET TORM SPONSORED ADR ATS MED INC COM * AT&T WIRELESS SVCS INC COM AT&T WIRELESS SVCS INC CALL AT&T WIRELESS SVCS INC PUT ATC HEALTHCARE INC CL A ATA HOLDINGS CORP COM AU OPTRONICS CORP SPONSORED ADR * AVI BIOPHARMA INC COM AVI BIOPHARMA INC CALL AVI BIOPHARMA INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 14

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ISSUER NAME ISSUER DESCRIPTION STATUS * AVXCORPNEW COM AVX COW NEW CALL AVX CORP NEW PUT AXS-ONE INC COM * AXTINC COM AXT INC CALL AXT INC PUT AZZ INC COM * AAIPHARMA INC COM AAIPHARMA INC CALL AAIPHARMA INC PUT AASTROM BIOSCIENCES DIC COM AARON RENTS INC COM AARON RENTS INC CL A ABATIX CORP COM ABAXIS INC COM * ABBOTTLABS COM ABBOTT LABS CALL ABBOTT LABS PUT ABER DIAMOND CORP COM * ABERCROMBIE & FITCH CO CLA ABERCROMBIE & FITCH CO CALL ABERCROMBIE & FITCH CO PUT ABBEY NATL PLC ADR PRF B7.375 ABBEY NATL PLC GDR ABERDEEN ASIA PACIFIC INCOM COM ABERDEEN AUSTRALIA EQTY FD I COM ABERDEEN GLOBAL PJCOME FD IN COM ABGENIX INC NOTE 3.500% 311 * ABGENIXINC COM ABGENIX INC CALL ABGENIX INC PUT ABIGAIL ADAMS NATL BANCORP I COM ABINGTON BANCORP INC NEW COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 15

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ISSUER NAME ISSUER DESCRIPTION STATUS ABIOMED INC COM ABIOMED INC CALL ABIOMED INC PUT ABLE ENERGY COM ABLEAUCTIONS COM INC COM NEW ABLE LABORATORIES INC COM NEW ABLE LABORATORIES INC CALL ABLE LABORATORIES INC PUT ABLEST INC COM ABRAMS INDS INC COM ABRAXAS PETE CORP COM ACACIA RESH COW COMBIMTRX COM ACACIA RESH CORP ACACIA TCH COM ACACIA RESH CORP CALL ACACIA RESH CORP PUT ABITIBI-CONSOLIDATED INC COM ABITIBI-CONSOLIDATED INC CALL ABITIBI-CONSOLIDATED INC PUT ACADIA RLTY TR COM SH BEN INT ACAMBIS PLC SPONSORED ADR ACAMBIS PLC CALL ACAMBIS PLC PUT ACCELR8 TECHNOLOGY COW COM NEW ADDED ACCESS ANYTIME BANCORP COM ACCESS PHARMACEUTICALS INC COM NEW ACCLAIM ENTMT INC COM PAR $0.02 ACCLAIM ENTMT INC CALL ACCLAIM ENTMT INC PUT ACCESS INTEGRATED TECHNLGS I CL A ADDED ACCESSITY COW COM ACCREDITED HOME LENDRS HLDG COM ACCREDITED HOME LENDRS HLDG CALL ACCREDITED HOME LENDRS HLDG PUT ACCREDO HEALTH INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 16 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ACCREDO HEALTH INC CALL ACCREDO HEALTH INC PUT ACE CASH EXPRESS INC COM ACE COMM CORP COM ACETO COW COM * ACLARA BIOSCIENCES INC COM ACLARA BIOSCIENCES INC CALL ACLARA BIOSCIENCES INC PUT ACMAT CORP CL A ACME COMMUNICATION INC COM ACME UTD CORP COM ACTION PRODS INTL INC COM * ACTIVISION INC NEW COM NEW ACTIVISION INC NEW CALL ACTIVISION INC NEW PUT ACTION PERFORMANCE COS INC NOTE 4.750% 410 * ACTION PERFORMANCE COS INC COM ACTION PERFORMANCE COS INC CALL ACTION PERFORMANCE COS INC PUT * ACTELCORP COM ACTEL CORP CALL ACTEL CORP PUT ACRES GAMING INC COM DELETED * ACTIVE POWER INC COM ACTIVE POWER INC CALL ACTIVE POWER INC PUT ACTIVCARD CORP COM * ACTUATECORP COM ACTUATE CORP CALL ACTUATE CORP PUT ACTUANT CORP CL A NEW * ACUITY BRANDS INC COM ACUITY BRANDS INC CALL ACUITY BRANDS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 17 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ACUSPHERE INC COM ADDED ACXIOM CORP NOTE 3.750% 211 ACXIOM COW COM ACXIOM CORP CALL ACXIOM CORP PUT ADAMS EXPRESS CO COM ADAMS RES & ENERGY INC COM NEW ADAPTEC INC NOTE 3.000% 310 ADAPTEC INC COM ADAPTEC INC CALL ADAPTEC INC PUT ADDVANTAGE TECHNOLOGIES GP I COM NEW ADDED ADECCO SA SPONSORED ADR ADMINISTRADORA FONDOS PENS10 SPONSORED ADR ADMINISTAFF INC COM ADMINISTAFF INC CALL ADMINISTAFF INC PUT ADOBE SY S rNC COM ADOBE SY S INC CALL ADOBE SYS INC PUT ADOLOR COW COM ADOLOR COW CALL ADOLOR COW PUT ADSTAR INC COM ADSTAR INC * W EXP 121 161200 ADTRAN INC COM ADTRAN INC CALL ADTRAN INC PUT ADVANCE FINL BANCOW COM ADVANCED AUTO PARTS INC COM ADVANCED AUTO PARTS rNC CALL ADVANCED AUTO PARTS INC PUT ADVANCED DIGITAL INFORMATION COM ADVANCED DIGITAL INFORMATION CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 18 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ADVANCED DIGITAL JNFORMATION PUT ADVANCED MAGNETICS INC COM ADVANCED MARKETING SVCS INC COM * ADVANCED FIBRE COMMUNICATION COM ADVANCED FIBRE COMMUNICATION CALL ADVANCED FIBRE COMMUNICATION PUT ADVANCED PHOTONIX INC CL A ADVANTAGE MARKETING SYSTEMS *W EXP 111121200 ADVANTAGE MARKETING SYSTEMS *W EXP 111121200 ADVANTAGE MARKETING SYSTEMS COM NEW ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR * ADVANCED NEUROMODULATION SYS COM ADVANCED NEUROMODULATION SYS CALL ADVANCED NEUROMODULATION SYS PUT * ADVOINC COM ADVO INC CALL ADVO INC PUT AEHR TEST SYSTEMS COM ADVANCED POWER TECHNOLOGY IN COM ADVANTEST CORP SPONSORED ADR ADVISORY BRD CO COM ADVANCED MEDICAL OPTICS INC NOTE 3.500% 411 ADDED * ADVANCED MEDICAL OPTICS INC COM ADVANCED MEDICAL OPTICS INC CALL ADVANCED MEDICAL OPTICS INC PUT ADVENT CLAYMORE CV SECS & IN COM ADVANCIS PHARMACEUTICALS COR COM ADDED AERO SYS ENGR INC COM AEROCENTURY CORP COM * AEROFLEXINC COM AEROFLEX INC CALL AEROFLEX INC PUT AEROGEN INC COM DELETED AEROGEN INC COM NEW ADDED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 19 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AEROPOSTALE COM AEROPOSTALE CALL AEROPOSTALE PUT ADVANCEPCS COM ADVANCEPCS CALL ADVANCEPCS PUT ADVANCED MICRO DEVICES INC DBCV 4.750% 210 ADVANCED MICRO DEVICES MC NOTE 4.500% 1210 ADVANCED MICRO DEVICES INC COM ADVANCED MICRO DEVICES INC CALL ADVANCED MICRO DEVICES MC PUT AEGON N V ORD AMER REG AEGON N V CALL AEGON N V PUT ADVANTA CORP CL A ADVANTA CORP CALL ADVANTA CORP PUT ADVANTA CORP CL B ADVANTA CORP CALL ADVANTA CORP PUT ADVANCED ENVIRON RECYCLMG T CL A ADVANCED ENERGY INDS NOTE 5.250%11/1 ADVANCED ENERGY INDS NOTE 5.000% 910 ADVANCED ENERGY MDS COM ADVANCED ENERGY INDS CALL ADVANCED ENERGY INDS PUT ADVENT SOFTWARE MC COM ADVENT SOFT WARE INC CALL ADVENT SOFTWARE INC PUT AETERNA LABORATORIES INC SUB VTG SH AETERNA LABORATORIES INC CALL AETERNA LABORATORIES PJC PUT AEROSONIC CORP DEL COM PAR $0.40 AES TR 111 PFD CV 6.75% Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 20 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AETHER SYS INC NOTE 6.000% 312 * AETHERSYSINC COM AETHER SYS INC CALL AETHER SYS INC PUT AETRIUM INC COM * AETNAINCNEW COM AETNA INC NEW CALL AETNA INC NEW PUT AFFILIATED COMPUTER SERVICES NOTE 3.500% 211 * AFFILIATED COMPUTER SERVICES CL A AFFILIATED COMPUTER SERVICES CALL AFFILIATED COMPUTER SERVICES PUT AFFILIATED MANAGERS GROUP NOTE 510 * AFFILIATED MANAGERS GROUP COM AFFILIATED MANAGERS GROUP CALL AFFILIATED MANAGERS GROUP PUT AFFYMETRIX INC NOTE 5.000% 1010 AFFYMETRIX INC NOTE 4.750% 211 * AFFYMETRIXINC COM AFFYMETRIX INC CALL AFFYMETRIX INC PUT * AFTERMARKET TECHNOLOGY CORP COM AFTERMARKET TECHNOLOGY CORP CALL AFTERMARKET TECHNOLOGY CORP PUT AGERE SYS INC NOTE 6.500%12/1 * AGERESYSINC CL A AGERE SYS INC CALL AGERE SYS INC PUT AGERE SYS INC CL B AGILENT TECHNOLOGIES INC DBCV 3.000% 1210 * AGILENT TECHNOLOGIES INC COM AGILENT TECHNOLOGIES INC CALL AGILENT TECHNOLOGIES INC PUT * AGILE SOFTWARE CORP DEL COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 21 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS AGILE SOFTWARE CORP DEL CALL AGILE SOFTWARE CORP DEL PUT AGILYSYS INC COM ADDED AGILYSYS INC CALL ADDED AGILYSYS INC PUT ADDED AGNICO EAGLE MINES LTD SDCV 4.500% 211 AGNICO EAGLE MINES LTD COM AGNICO EAGLE MINES LTD CALL AGNICO EAGLE MINES LTD PUT AGNICO EAGLE MINES LTD *W EXP 111071200 AGREE REALTY COW COM AIM SELECT REAL ESTATE INCM SHS AGRIUM INC COM AGRIUM INC CALL AGRIUM INC PUT

AIR METHODS CORP COM PAR $. 06 AIR METHODS CORP CALL AIR METHODS CORP PUT AIR PRODS & CHEMS INC COM AIR PRODS & CHEMS INC CALL AIR PRODS & CHEMS INC PUT AIR T INC COM AIRGAS INC COM AIRGAS INC CALL AIRGAS INC PUT AIRNET COMMUNICATIONS CORP COM AIRNET COMMUNICATIONS CORP CALL AIRNET COMMUNICATIONS CORP PUT AIRNET SYS INC COM AIRTRAN HLDGS INC NOTE 7.000% 710 ADDED AIRTRAN HLDGS INC COM AIRTRAN HLDGS INC CALL AIRTRAN HLDGS rNC PUT AIRSPAN NETWORKS INC COM Run Date: 111412004 ** List Of Section 13F Securities ** Page 22 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AKAMAI TECHNOLOGIES INC NOTE 5.500% 710 AKAMAI TECHNOLOGIES INC COM AKAMAI TECHNOLOGIES INC CALL AKAMAI TECHNOLOGIES INC PUT AKSYS LTD COM AKSYS LTD CALL AKSYS LTD PUT AKTIEBOLAGETT ELECTROLUX SPONSORED ADR AKZO NOBEL NV SPONSORED ADR AKZO NOBEL NV CALL AKZO NOBEL NV PUT ALABAMA NATL BANCOW DELA COM ALAMO GROLP lNC COM ALANCO TECHNOLOGIES INC COM NO PAR NEW ALARIS MEDICAL SYSTEMS lNC COM ALASKA AIR GROUP lNC DBCV 312 ADDED ALASKA AIR GROUP lNC COM ALASKAAIR GROUP lNC CALL ALASKAAIR GROUP INC PUT ALASKA COMMUNICATIONS SYS GR COM ALBANY INTL COW CL A ALBANY MOLECULAR RESH INC COM ALBANY MOLECULAR RESH lNC CALL ALBANY MOLECULAR RESH lNC PUT ALBEMARLE COW COM ALBEMARLE COW CALL ALBEMARLE COW PUT ALBEMARLE FIRST BK VA COM ALBEMARLE FIRST BK VA * W EXP 101261200 ALBERTO CULVER CO CL B COW ALBERTO CULVER CO CALL ALBERTO CULVER CO PUT ALBERTO CLEVER CO CL A DELETED ALBERTO CULVER CO CALL DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 23 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'TION STATUS ALBERT0 CULVER CO PUT DELETED * ALBERTSONS INC COM ALBERTSONS INC CALL ALBERTSONS INC PUT * ALCANINC COM ALCAN INC CALL ALCAN INC PUT ALCIDE CORP COM NEW * ALCOAINC COM ALCOA INC CALL ALCOA INC PUT ALCON LABS INC COM * ALCATEL SPONSORED ADR ALC ATEL CALL ALCATEL PUT ALDERWOODS GROUP INC COM ALDERWOODS GROUP INC * W EXP 0 11021200 ALDILA INC COM NEW * ALEXANDER & BALDWIN INC COM ALEXANDER & BALDWIN INC CALL ALEXANDER & BALDWIN INC PUT ALEXANDERS INC COM ALEXANDRIA REAL ESTATE EQ IN COM ALEXION PHARMACEUTICALS INC NOTE 5.750% 311 * ALEXION PHARMACEUTICALS INC COM ALEXION PHARMACEUTICALS INC CALL ALEXION PHARMACEUTICALS INC PUT ALFA COW COM ALICO INC COM * ALIGN TECHNOLOGY INC COM ALIGN TECHNOLOGY INC CALL ALIGN TECHNOLOGY INC PUT ALKERMES INC NOTE 3.750% 211 ALKERMES INC NOTE 2.500% 910 ADDED Run Date: 111 412004 ** List Of Section 13F Securities ** Page 24 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 01642T 10 8 ALKERMES INC COM 01642T 90 8 ALKERMES INC CALL 01642T 95 8 ALKERMES INC PUT 016557 40 7 ALL AMERICAN SEMICONDUCTOR I COM NEW 017175 100 ALLEGHANY CORP DEL COM 017361 106 ALLEGHENY ENERGY INC COM 017361 90 6 ALLEGHENY ENERGY INC CALL 017361 95 6 ALLEGHENY ENERGY INC PUT 01741R 10 2 ALLEGHENY TECHNOLOGIES INC COM 01741R 90 2 ALLEGHENY TECHNOLOGIES INC CALL 01741R 95 2 ALLEGHENY TECHNOLOGIES INC PUT 017476 10 2 ALLEGIANT BANCORP INC COM 017753 104 ALLEN ORGAN CO CL B 018490 AAO ALLERGAN INC NOTE 1110 DELETED 018490AE 2 ALLERGAN INC NOTE 1110 018490 10 2 ALLERGAN rNC COM 0 18490 90 2 ALLERGAN INC CALL 018490 95 2 ALLERGAN INC PUT 01852M 10 8 ALLIANCE ALL MARKET ADVANTAG COM 018524 10 9 ALLIANCE BANCORP NEW ENG INC COM 018522 102 ALLETE INC COM 018522 90 2 ALLETE INC CALL 018522 95 2 ALLETE INC PUT 01853E 20 4 ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 018535 104 ALLIANCE BANKSHARES CORP COM 018546 10 1 ALLIANCE CALIF MUN INCOME FD COM 01855A 10 1 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A90 1 ALLIANCE CAP MGMT HLDG L P CALL 01855A95 1 ALLIANCE CAP MGMT HLDG L P PUT 018581 108 ALLIANCE DATA SYSTEMS CORP COM 018581 90 8 ALLIANCE DATA SYSTEMS CORP CALL 018581 95 8 ALLIANCE DATA SYSTEMS CORP PUT 01859P 60 9 ALLIANCE GAMING CORP COM NEW 01859P90 9 ALLIANCE GAMlNG CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 25 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVM00 1

ISSUER NAME ISSUER DESCRIPTION STATUS ALLIANCE GAMING COW PUT ALLIANCE IMAGING INC COM NEW ALLIANCE NATL MUN INCOME FD COM ALLIANCE FIBER OPTIC PRODS I COM ALLIANCE NEW YORK MUN INC FD COM * ALLIANCE SEMICONDUCTOR CORP COM ALLIANCE SEMICONDUCTOR CORP CALL ALLIANCE SEMICONDUCTOR COW PUT ALLIANCE RES PARTNER L P UT LTD PART ALLIANCE WORLD DLR GV FD I1 COM ALLIANCE WORLD DLR GV FD INC COM * ALLIANT ENERGY CORP COM ALLIANT ENERGY CORP CALL ALLIANT ENERGY COW PUT * ALLIANT TECHSYSTEMS INC COM ALLIANT TECHSYSTEMS INC CALL ALLIANT TECHSYSTEMS INC PUT ALLIANZ AKTIENGESELLSCHAFT SPADR 1/10 SH * ALLIED CAP CORP NEW COM ALLIED CAP CORP NEW CALL ALLIED CAP CORP NEW PUT ALLIED DEFENSE GROUP INC COM ALLIED DOMECQ PLC SPON ADR NEW ALLIANCE FINANCIAL CORP NY COM ALLIED HEALTHCARE PRODS INC COM ALLIED HLDGS INC COM * ALLIED IRISH BKS P L C SPON ADR ORD ALLIED IRISH BKS P L C CALL ALLIED IRISH BKS P L C PUT ALLIED HEALTHCARE INTL INC COM ALLIED MOTION TECHNOLOGIES I COM

ALLIED RISER COMMUNICATIONS NOTE 7.500% 6/ 1 * ALLIED WASTE INDS INC COM PAR$.OINEW ALLIED WASTE INDS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 26 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS ALLIED WASTE INDS INC PUT ALLIED WASTE INDS INC PFD SR C CONV * ALLMERICA FINL CORP COM ALLMERICA FINL CORP CALL ALLMERICA FINL CORP PUT ALLOS THERAPEUTICS INC COM * ALLOY INC COM ALLOY INC CALL ALLOY INC PUT * ALLSCRIPTS HEALTHCARE SOLUTI COM ALLSCRIPTS HEALTHCARE SOLUTI CALL ALLSCRIPTS HEALTHCARE SOLUTI PUT ALLMERICA SECS TR SH BEN INT * ALLSTATE CORP COM ALLSTATE CORP CALL ALLSTATE CORP PUT * ALLTELCORP COM ALLTEL CORP CALL ALLTEL CORP PUT ALLTEL CORP PFD C CV $2.06 ALLTEL CORP COW UNT 7.75% ALLSTREAM INC CL A VTG SHS ALLSTREAM INC CL B LT VTG SH ALMOST FAMILY INC COM ALPHA PRO TECH LTD COM ALPHA TECHNOLOGIES GROUP INC COM ALPHARMA INC NOTE 5.750% 410 ALPHARMA INC NOTE 3.000% 610 ALPHARMA INC NOTE 3.000% 610 * ALPHARMAINC CL A ALPHARMA INC CALL ALPHARMA INC PUT ALSTOM SPONSORED ADR ALTAIR NANOTECHNOLOGIES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 27

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ISSUER NAME ISSUER DESCRIPTION STATUS ALTANA AKTIENGESELLSCHAFT SPONSORED ADR ALTEON INC COM * ALTERACORP COM ALTERA CORP CALL ALTERA COW PUT * ALTIRISINC COM ALTIRIS INC CALL ALTIRIS INC PUT ALTIGEN COMMUNICATIONS INC COM ALTO PALERMO S A SPONSORED ADR * ALTRIA GROUP INC COM ALTRIA GROUP INC CALL ALTRIA GROUP INC PUT ALUMINA LTD SPONSORED ADR ALUMINUM COW CHINA LTD SPON ADR H SHS ALZA COW SDCV 712 ALZA COW DEL NOTE 711 AMARIN CORP PLC SPONSORED ADR AMAZON COM INC NOTE 4.750% 210 AMAZON COM INC NOTE 4.750% 210 * AMAZONCOMINC COM AMAZON COM JNC CALL AMAZON COM rNC PUT * AMBAC FINL GROUP INC COM AMBAC FINL GROUP INC CALL AMBAC FINL GROUP INC PUT AMBASSADORS GROUP INC COM AMBASSADORS INTL INC COM AMCON DISTRG CO COM AMCOR LTD ADR NEW AMCOR LTD PRIDES 7.25% * AMCOLrNTLCOW COM AMCOL INTL CORP CALL AMCOL INTL COW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 28 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AMDOCS LTD NOTE 2.000% 610 AMEDISYS INC COM AMEN PPTYS INC COM NEW * AMERADA HESS COW COM AMERADA HESS COW CALL AMERADA HESS COW PUT AMERADA HESS COW PFD CV ACES 7% ADDED AMERCO COM * AMERENCOW COM AMEREN COW CALL AMEREN COW PUT AMERIANA BANCOW COM AMERICA FIRST APT INV INC COM AMERICA ONLINE INC DEL NOTE 1210 AMERICA SVC GROUP INC COM AMERICA FIRST TAX EX IVS L P BEN UNIT CTF * AMERICA MOVIL S A DE C V SPON ADR L SHS AMERICA MOVIL S A DE C V CALL AMERICA MOVIL S A DE C V PUT AMERICA MOVIL S A DE C V SPON ADR A SHS AMERICA FIRST REAL ESTATE IN UNIT LTD PARTN * AMERICA ONLINE LATIN AMERICA CL A AMERICA ONLINE LATIN AMERICA CALL AMERICA ONLINE LATIN AMERICA PUT * AMERICA WEST HLDG COW CL B AMERICA WEST HLDG COW CALL AMERICA WEST HLDG COW PUT AMERICAN ACCES TECHNOLOGIES COM * AMCOREFINLINC COM AMCORE FINL INC CALL AMCORE FINL INC PUT * AMERICAN AXLE & MFG HLDGS IN COM AMERICAN AXLE & MFG HLDGS IN CALL AMERICAN AXLE & MFG HLDGS IN PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 29 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AMERICAN BANK INC PA COM AMERICAN BILTRITE TNC COM AMER BIO MEDICA COW COM AMER BIO MEDICA CORP * W EXP 08/22/200 AMERICAN BLDG CTL INC COM AMERICAN BUSINESS FINL SVCS COM * AMERICAN CAPITAL STRATEGIES COM AMERICAN CAPITAL STRATEGIES CALL AMERICAN CAPITAL STRATEGIES PUT AMERICAN CHAIN & CABLE INC COM ADDED AMERICAN CLAIMS EVALUATION I COM AMERICAN CMNTY PPTYS TR COM AMERICAN CMNTY BANCSHARES lN COM AMERICAN CMNTY BANCSHARES IN * W EXP 04/30/200 AMERICAN DENTAL PARTNERS COM * AMERICAN EAGLE OUTFITTERS NE COM AMERICAN EAGLE OUTFITTERS NE CALL AMERICAN EAGLE OUTFITTERS NE PUT AMERICAN ECOLOGY CORP COM NEW * AMERICAN ELEC PWR INC COM AMERICAN ELEC PWR INC CALL AMERICAN ELEC PWR TNC PUT AMERICAN EQTY INVT LIFE HLD COM ADDED * AMERICAN EXPRESS CO COM AMERICAN EXPRESS CO CALL AMERICAN EXPRESS CO PUT * AMERICAN FINL GROUP INC OHIO COM AMERICAN FINL GROUP INC OHIO CALL AMERICAN FINL GROUP TNC OHIO PUT AMERICAN FINL RLTY TR COM AMERICAN GENERAL COW COM ADDED AMERICAN GREETINGS CORP NOTE 7.000% 711 * AMERICAN GREETINGS CORP CL A AMERICAN GREETINGS CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 30 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AMERICAN GREETINGS CORP PUT * AMERICAN HEALTHWAYS INC COM AMERICAN HEALTHWAYS INC CALL AMERICAN HEALTHWAYS INC PUT AMERICAN HOME MTG HLDGS INC COM DELETED AMERICAN HOME MTG INVT CORP COM ADDED AMERICAN INCOME FD INC COM AMERICAN INDEPENDENCE CORP COM NEW AMERICAN INSD MTG-INVS L P 8 DEPOSITARY UNIT AMERICAN INSD MTG INVS L P 8 DEPOSITORY UNIT AMERICAN INSD MTG TNVS L P 8 DEPOSITORY UNIT AMERICAN INSD MTG TNVS DEPOST UNIT LP AMERICAN INTL GROUP INC NOTE 0.500% 511 AMERICAN INTL GROUP DJC DBCV 1110 * AMERICAN INTL GROUP INC COM AMERICAN INTL GROUP INC CALL AMERICAN INTL GROUP INC PUT AMERICAN ISRAELI PAPER MLS L ORD IS 10 * AMERICAN ITALIAN PASTA CO CL A AMERICAN ITALIAN PASTA CO CALL AMERICAN ITALIAN PASTA CO PUT AMERICAN LD LEASE INC COM AMERICAN LOCKER GROUP COM * AMERICAN MGMT SYS INC COM AMERICAN MGMT SYS INC CALL AMERICAN MGMT SYS INC PUT * AMERICAN MED SYS HLDGS INC COM AMERICAN MED SYS HLDGS INC CALL AMERICAN MED SYS HLDGS INC PUT AMERICAN MED SEC GROUP INC COM AMERICAN MTG ACCEP CO SH BEN INT AMERICAN MUN INCOME PORTFOLI COM AMERICAN NATL BANKSHARES INC COM AMERICAN MED ALERT CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 31 Run Time: Fiscal Year: 2003 Qtr: 4

ISSUER NAME ISSUER DESCRIPTION STATUS AMERICAN PAC BK AUMSVILLE OR CL B AMERICAN NATL INS CO COM AMERICAN PAC CORP COM * AMERICAN PHARMACEUTICALS PTN COM AMERICAN PHARMACEUTICALS PTN CALL AMERICAN PHARMACEUTICALS PTN PUT AMERICAN PHYSICIANS SVC GROU COM AMERICAN PHYSICIANS CAPITAL COM AMERICAN RETIREMENT CORP NOTE 10.000% 410 AMERICAN RETIREMENT CORP COM * AMERICAN PWR CONVERSION CORP COM AMERICAN PWR CONVERSION CORP CALL AMERICAN PWR CONVERSION CORP PUT AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT AMERICAN RLTY NSINC COM AMERICAN RLTY TR INC COM PAR$.OINEW ADDED AMERICAN RESIDENTIAL INVS COM AMERICAN RIV HLDGS COM

AMERICAN SCIENCE & ENGR INC COM AMERICAN SELECT PORTFOLIO IN COM AMERICAN SHARED HOSPITAL SVC COM * AMERICAN SOFTWARE INC CL A AMERICAN SOFTWARE INC CALL AMERICAN SOFTWARE INC PUT AMERICAN SPECTRUM REALTY INC COM * AMERICAN STD COS INC DEL COM AMERICAN STD COS INC DEL CALL AMERICAN STD COS INC DEL PUT AMERICAN STS WTR CO COM AMERICAN TOWER CORP NOTE 6.250%1011 AMERICAN TOWER COW NOTE 2.250%1011 AMERICAN TOWER CORP NOTE 5.000% 211 * AMERICAN TOWER CORP CL A 029912 90 1 AMERICAN TOWER COW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 32 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AMERICAN TOWER CORP PUT AMERICAN STRATEGIC INCOME I1 COM AMERICAN STRATEGIC INCM PTFL COM AMERN STRATEGIC INCOME PTFL COM * AMERICAN SUPERCONDUCTOR COW COM AMERICAN SUPERCONDUCTOR COW CALL AMERICAN SUPERCONDUCTOR COW PUT AMERICAN TECHNICNAL CERAMICS COM AMERICAN TECHNOLOGY CORP COM NEW AMERICAN VANTAGE COS COM AMERICAN VANGUARD CORP COM AMERICAN WOODMARK CORP COM AMERICANWEST BANCORPORATION COM * AMERICREDIT COW COM AMERICREDIT COW CALL AMERICREDIT COW PUT AMERICAS CAR MART INC COM AMERIGON INC COM * AMERISTAR CASINOS INC COM AMERISTAR CASINOS INC CALL AMERISTAR CASINOS INC PUT AMERIVEST PPTYS INC DEL COM AMERISOURCE HEALTH COW NOTE 5.000°/0 1210 AMERON INTL INC COM AMERSHAM PLC SPONSORED ADR AMERITRADE HLDG COW NOTE 5.750% 810 DELETED AMERUS GROUP CO NOTE 2.000% 310 * AMERUS GROUP CO COM AMERUS GROUP CO CALL AMERUS GROUP CO PUT * AMERISOURCEBERGEN CORP COM AMERISOURCEBERGEN CORP CALL AMERISOURCEBERGEN COW PUT AMERITRANS CAP CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 33 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AMERlTRANS CAP CORP * W EXP 0 11251200 AMERIGROUP COW COM AMERIGROUP COW CALL AMERIGROUP CORP PUT AMERISERV FINL INC COM AMERITRADE HLDG CORP NEW COM AMERITRADE HLDG CORP NEW CALL AMERITRADE HLDG CORP NEW PUT AMERIGAS PARTNERS L P UNIT L P INT AMETEK INC NEW COM AMETEK INC NEW CALL AMETEK INC NEW PUT AMGEN INC NOTE 310 AMGEN INC COM AMGEN INC CALL AMGEN INC PUT AMISTAR CORP COM AMIS HLDGS INC COM ADDED AMIS HLDGS INC CALL ADDED AMIS HLDGS INC PUT ADDED AMKOR TECHNOLOGY INC NOTE 5.000% 311 AMKOR TECHNOLOGY INC NOTE 5.000% 311 AMKOR TECHNOLOGY INC NOTE 5.750% 610 AMKOR TECHNOLOGY INC COM AMKOR TECHNOLOGY INC CALL AMKOR TECHNOLOGY INC PUT AMPAL AMERN ISRAEL CORP CL A AMPAL AMERN ISRAEL COW CALL AMPAL AMERN ISRAEL CORP PUT AMPAL AMERN ISRAEL CORP PFD CV 6.50% AMPCO-PITTSBURGH COW COM AMPEX CORP COM AMPEX CORP DEL CL A NEW DELETED AMPHENOL CORP NEW CL A Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 34 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AMPHENOL CORP NEW CALL AMPHENOL CORP NEW PUT AMREIT CL A AMREP CORP NEW COM * AMSOUTH BANCORPORATION COM AMSOUTH BANCORPORATION CALL AMSOUTH BANCORPORATION PUT * AMSURGCORP COM AMSURG CORP CALL AMSLRG CORP PUT AMTECH SYS INC COM PAR $0.01N AMYLIN PHARMACEUTICALS INC NOTE 2.250% 613 ADDED * AMYLIN PHARMACEUTICALS INC COM AMYLIN PHARMACEUTICALS INC CALL AMYLIN PHARMACEUTICALS INC PUT AMVESCAF' PLC SPONSORED ADR ANADARKO PETE CORP DEBT 311 * ANADARKO PETE CORP COM ANADARKO PETE CORP CALL ANADARKO PETE CORP PUT ANADIGICS INC NOTE 5.000%1111 * ANADIGICS INC COM ANADIGICS INC CALL ANADIGICS INC PUT ANALEX CORP COM ANALOG DEVICES INC NOTE 4.750%1010 DELETED * ANALOG DEVICES INC COM ANALOG DEVICES INC CALL ANALOG DEVICES INC PUT ANALOGIC CORP COM PAR $0.05 * ANALYSTS INTL CORP COM 'ANALYSTS TNTL CORP CALL ANALYSTS INTL CORP PUT ANALYTICAL SURVEYS INC COM PAR $.0001 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 35

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ISSUER NAME ISSUER DESCRIPTION STATUS * ANARENINC COM ANAREN INC CALL ANAREN INC PUT ANCHOR BANCORP WIS INC COM ANCHOR GLASS CONTAINER CP NE COM NEW ADDED ANDERSEN GROUP WC SDCV 10.500%10/1 ANDERSEN GROUP INC COM ANDERSONS INC COM * ANDREA ELECTRONICS CORP COM ANDREA ELECTRONICS COW CALL ANDREA ELECTRONICS CORP PUT * ANDREWCORP COM ANDREW CORP CALL ANDREW CORP PUT ANDREW CORP PFD A CV 7.75% * ANDRX CORP DEL ANDRX GROUP ANDRX CORP DEL CALL ANDRX CORP DEL PUT ANGEION CORP COM ANGELICA CORP COM ANGLO AMERN PLC ADR * ANGIOTECH PHARMACEUTICALS IN COM ANGIOTECH PHARMACEUTICALS IN CALL ANGIOTECH PHARMACEUTICALS M PUT * ANGLOGOLD LTD SPONSORED ADR ANGLOGOLD LTD CALL ANGLOGOLD LTD PUT * ANHEUSER BUSCH COS INC COM ANHEUSER BUSCH COS INC CALL ANHEUSER BUSCH COS INC PUT * ANIKA THERAPEUTICS INC COM ANIKA THERAPEUTICS INC CALL ANIKA THERAPEUTICS INC PUT ANIXTER INTL INC NOTE 612 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 36 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ANIXTER INTL INC COM ANIXTER INTL INC CALL ANIXTER INTL INC PUT ANNALY MTG MGMT INC COM ANNALY MTG MGMT INC CALL ANNALY MTG MGMT INC PUT ANNAPOLIS BANCORP INC COM ANNTAYLOR STORES CORP SDCV 0.550% 611 ANNTAYLOR STORES CORP SDCV 0.550% 611 ANNTAYLOR STORES CORP COM ANNTAYLOR STORES CORP CALL ANNTAYLOR STORES CORP PUT ANSELL LTD ADR ANSOFT CORP COM ANSYS INC COM ANSYS INC CALL ANSYS INC PUT ANTHEM INC COM ANTHEM INC CALL ANTHEM INC PUT ANTEON INTL CORP COM ANTEON INTL CORP CALL ANTEON INTL CORP PUT

ANTHONY & SYLVAN POOLS CORP COM DELETED ANSWERTHINK INC COM ANSWERTHrNK INC CALL ANS WERTHINK INC PUT ANTHRACITE CAP INC COM ANTHRACITE CAP INC CALL ANTHRACITE CAP INC PUT ANTIGENICS INC DEL COM ANTIGENICS INC DEL CALL ANTIGENICS INC DEL PUT ANWORTH MORTGAGE ASSET CP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 37 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ANWORTH MORTGAGE ASSET CP CALL ANWORTH MORTGAGE ASSET CP PUT A0 TATNEFT SPON ADR REG S AON CORP DBCV 3.500%1111 AON CORP COM AON CORP CALL AON COW PUT APACHE CORP COM APACHE CORP CALL APACHE CORP PUT APARTMENT INVT & MGMT CO CL A APARTMENT lNVT & MGMT CO CALL APARTMENT INVT & MGMT CO PUT APARTMENT JNVT & MGMT CO PFD CV P $.01 APCO ARGENTINA INC CAYMAN IS ORD APEX MORTGAGE CAPITAL COM DELETED APEX MUN FD INC COM APHTON CORP COM APHTON CORP CALL APHTON CORP PUT APOGEE ENTERPRISES INC COM APOGEE ENTERPRISES INC CALL APOGEE ENTERPRISES INC PUT APOGENT TECHNOLOGIES INC DEBT 2.250%1011 APOGENT TECHNOLOGIES INC COM APOGENT TECHNOLOGIES INC CALL APOGENT TECHNOLOGIES NC PUT APOGEE TECHNOLOGY INC COM APOLLO GROUP INC CL A APOLLO GROUP n\rC CALL APOLLO GROUP INC PUT APOLLO GROUP INC COM UNV PHOENX APOLLO GROW INC CALL APOLLO GROUP INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 38 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS APOLLO GOLD CORP COM APPLE COMPUTER INC COM APPLE COMPUTER INC CALL APPLE COMPUTER INC PUT APPLEBEES INTL INC COM APPLEBEES INTL INC CALL APPLEBEES INTL INC PUT APPLIED INNOVATION INC COM APPLIED DJNOVATION INC CALL APPLIED INNOVATION INC PUT APFUA HEALTHCARE GROUP INC COM APFUA HEALTHCARE GROUP INC CALL APUHEALTHCARE GROUP INC PUT APPLIED GRAPHICS TECHNOLOGIE COM NEW DELETED APPLIED GRAPHICS TECHNOLOGIE CALL DELETED APPLIED GRAPHICS TECHNOLOGIE PUT DELETED APPLERA COW COM AP BIO GW APPLERA CORP CALL APPLERA CORP PUT APPLERA CORP COM CE GEN GRP APPLERA CORP CALL APPLERA COW PUT APPLICA INC COM APPLICA INC CALL APPLICA INC PUT APPLIED DIGITAL SOLUTIONS COM APPLIED DIGITAL SOLUTIONS CALL APPLIED DIGITAL SOLUTIONS PUT APPLIED EXTRUSION TECHNOLOGI COM APPLIED EXTRUSION TECHNOLOGI CALL APPLIED EXTRUSION TECHNOLOGI PUT APPLIED FILMS CORP COM APPLIED FILMS CORP CALL APPLIED FILMS CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 39 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS APPLIED INDL TECHNOLOGIES IN COM APPLIED INDL TECHNOLOGIES IN CALL APPLIED INDL TECHNOLOGIES IN PUT APPLIED IMAGING CORP COM APPLIED MICRO CIRCUITS CORP COM APPLIED MICRO CIRCUITS CORP CALL APPLIED MICRO CIRCUITS CORP PUT APPLIED MATLS INC COM APPLIED MATLS INC CALL APPLIED MATLS INC PUT APPLIED MOLECULAR EVOLUTION COM APPLIED MOLECULAR EVOLUTION CALL APPLIED MOLECULAR EVOLUTION PUT APPLIED SIGNAL TECHNOLOGY IN COM APPLIX mc COM APPLIX INC CALL APPLIX INC PUT APROPOS TECHNOLOGY INC COM APTARGROUP INC COM APTARGROUP INC CALL APTARGROUP INC PUT AQUANTIVE INC COM AQUANTlVE INC CALL AQUANTlVE INC PUT AQUACELL TECHNOLOGIES INC COM AQUILA INC SDCV 6.625% 710 AQUILA INC COM AQUILA INC CALL AQUILA INC PUT ARACRUZ CELULOSE S A SPON ADR PFD B ARADIGM CORP COM ARADIGM CORP CALL ARADIGM CORP PUT ARAMARK CORP CL B Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 40 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ARAMARK CORP CALL ARAMARK CORP PUT ARBITRON INC COM ARBITRON PJC CALL ARBITRON INC PUT ARBOR SOFTWARE CORP NOTE 4.500% 311 DELETED ARCADIS N V NY REGISTRY SH ARCH CHEMICALS INC COM ARCH COAL INC COM ARCH COAL INC CALL ARCH COAL INC PUT ARCH COAL INC PFD CV 5% PEW ARCH WIRELESS INC CL A ARCHER DANIELS MIDLAND CO COM ARCHER DANIELS MIDLAND CO CALL ARCHER DANIELS MIDLAND CO PUT ARCHSTONE SMITH TR COM ARCHSTONE SMITH TR CALL ARCHSTONE SMITH TR PUT ARCHSTONE SMITH TR PFD CONV SERA DELETED ARCTIC CAT INC COM ARCTIC CAT MC CALL ARCTIC CAT INC PUT ARDEN GROUP INC CL A ARDEN RLTY INC COM ARENA PHARMACEUTICALS INC COM ARENA PHARMACEUTICALS INC CALL ARENA PHARMACEUTICALS INC PUT ARENA RESOURCES INC COM ARGONAUT GROUP INC COM ARGONAUT TECHNOLOGIES INC COM ARGOSY GAMING CO COM ARGOSY GAMING CO CALL ARGOSY GAMING CO PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 41 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ARlAD PHARMACEUTICALS INC COM ARIAD PHARMACEUTICALS INC CALL ARIAD PHARMACEUTICALS INC PUT ARIBA INC COM ARIBA INC CALL ARIBA INC PUT ARISTOTLE CORP COM NEW ARIZONA LD INCOME CORP CL A ARK RESTAURANTS CORP COM ARKANSAS BEST COW DEL COM ARKANSAS BEST CORP DEL CALL ARKANSAS BEST CORP DEL PUT ARLINGTON HOSPITALITY INC COM DELETED ARLINGTON HOSPITALITY INC COM NEW ADDED ARM HLDGS PLC SPONSORED' ADR ARM HLDGS PLC CALL ARM HLDGS PLC PUT ARMANINO FOODS DISTINCTION I COM NO PAR 99 ARMOR HOLDINGS INC COM ARMOR HOLDINGS INC CALL ARMOR HOLDINGS INC PUT AROTECH CORP COM ADDED ARQULE INC COM ARQULE INC CALL ARQULE INC PUT ARRIS GROUP INC COM ARRIS GROUP INC CALL ARRIS GROUP INC PUT ARRAY BIOPHARMA INC COM ARRAY BIOPHARMA INC CALL ARRAY BIOPHARMA INC PUT ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.0 1 ARROW ELECTRS INC DBCV 212 ARROW ELECTRS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 42 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ARROW ELECTRS INC CALL ARROW ELECTRS INC PUT ARROW FINL CORP COM ARROW INTL INC COM ARROW INTL INC CALL ARROW INTL INC PUT ARROW MAGNOLIA INTL INC COM ART TECHNOLOGY GROUP INC COM ART TECHNOLOGY GROUP INC CALL ART TECHNOLOGY GROUP INC PUT ARTISAN COMPONENTS NC COM ARTISAN COMPONENTS INC CALL ARTISAN COMPONENTS INC PUT ARTESIAN RESOURCES CORP CL A ARTESYN TECHNOLOGIES INC NOTE 5.500% 811 ADDED ARTESYN TECHNOLOGIES INC COM ARTESYN TECHNOLOGIES INC CALL ARTESYN TECHNOLOGIES INC PUT ARTHROCARE CORP COM ARTHROCARE CORP CALL ARTHROCARE CORP PUT ARTISOFT INC COM NEW DELETED ARTS WAY MFG INC COM ARVINMERITOR INC COM ARVINMERITOR INC CALL ARVINMERITOR INC PUT ASBURY AUTOMOTIVE GROUP INC COM ASBURY AUTOMOTIVE GROUP INC CALL ASBURY AUTOMOTIVE GROUP INC PUT ASCENTIAL SOFTWARE CORP COM NEW ASCENTIAL SOFTWARE CORP CALL ASCENTIAL SOFTWARE CORP PUT ASCONI CORP COM NEW ADDED ASHANTI GOLDFIELDS LTD GLOB DEP RCPT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 43 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ASHANTI GOLDFIELDS LTD CALL ASHANTI GOLDFIELDS LTD PUT ASHFORD HOSPITALITY TR INC COM SHS ASHLAND INC COM ASHLAND INC CALL ASHLAND INC PUT ASIA PAC FD INC COM ASIA PAC FD INC CALL ASIA PAC FD INC PUT ASHWORTH INC COM ASHWORTH INC CALL ASHWORTH INC PUT ASIA TIGERS FD INC COM ASIA SATELLITE TELECOMMLNCNT SPONSORED ADR ASK JEEVES INC NOTE 610 ADDED ASK JEEVES INC COM ASK JEEVES INC CALL ASK JEEVES INC PUT ASIAINFO HLDGS INC COM ASIAINFO HLDGS INC CALL ASIAINFO HLDGS INC PUT ASPECT COMMUNICATIONS COW COM ASPECT COMMUNICATIONS CORP CALL ASPECT COMMUNICATIONS CORP PUT ASPECT MED SYS INC COM ASPECT TELECOMMUNICATIONS CO SDCV 811 ASPECT TELECOMMUNICATIONS CO SDCV 811 ASPEN TECHNOLOGY INC SDCV 5.250% 611 ASPEN TECHNOLOGY INC COM ASPEN TECHNOLOGY INC CALL ASPEN TECHNOLOGY INC PUT ASSOCIATED BANC COW COM ASSOCIATED BANC COW CALL ASSOCIATED BANC COW PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 44 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ASSOCIATED ESTATES RLTY COW COM ASTEA INTL INC COM NEW ASTA FDG INC COM * ASTEC INDS INC COM ASTEC INDS INC CALL ASTEC INDS INC PUT * ASTORIA FINL CORP COM ASTORIA FINL CORP CALL ASTORIA FINL CORP PUT * ASTRAZENECA PLC SPONSORED ADR ASTRAZENECA PLC CALL ASTRAZENECA PLC PUT ASTRO-MED INC NEW COM ASTRONICS CORP COM * ATRDINC COM ATRDINC CALL AT RD INC PUT ASY ST TECHNOLOGY CORP NOTE 5.750% 710 * ASYST TECHNOLOGY CORP COM ASY ST TECHNOLOGY CORP CALL ASY ST TECHNOLOGY CORP PUT ATARI INC COM * ATHEROGENICS INC COM ATHEROGENICS INC CALL ATHEROGENICS INC PUT ATLANTIC AMERN CORP COM ATLANTIC BANCGROUP INC COM * ATLANTIC COAST AIRLINES HLDG COM ATLANTIC COAST AIRLINES HLDG CALL ATLANTIC COAST AIRLINES HLDG PUT ATLANTIC DATA SERVICES COM DELETED ATLANTIC LIBERTY FINL COW COM ATLANTIC RLTY TR SH BEN INT ATLANTIC TELE NETWORK INC COM NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 45

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ISSUER NAME ISSUER DESCRIPTION STATUS ATLANTIS PLASTICS INC COM ATLAS PAC LTD SPONSORED ADR ATLAS PIPELINE PARTNERS LP UNIT L P INT ATMEL CORP SDCV 412 ATMEL COW SDCV 512 ATMEL COW COM ATMEL CORP CALL ATMEL CORP PUT ATMOS ENERGY CORP COM ATRIX LABS INC COM ATRIX LABS INC CALL ATRIX LABS INC PUT ATRION CORP COM ATWOOD OCEANICS INC COM ATWOOD OCEANICS INC CALL ATWOOD OCEANICS INC PUT AUBURN NATL BANCORP COM AUDIOVOX CORP CL A AUDIOVOX CORP CALL AUDIOVOX COW PUT AUGUST TECHNOLOGY CORP COM AULT INC COM AURIZON MINES LTD COM ADDED AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR AUTHENTIDATE HLDG CORP COM AUTHENTIDATE HLDG CORP CALL AUTHENTIDATE HLDG CORP PUT AUTOBYTEL INC COM AUTOBYTEL INC CALL AUTOBYTEL INC PUT AUTODESK INC COM AUTODESK INC CALL AUTODESK INC PUT AUTOIMMLTNE INC COM RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 46 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS AUTOIMMUNE INC CALL AUTOIMMUNE INC PUT AUTOLIV INC COM AUTOLIV INC CALL AUTOLIV INC PUT AUTOMATIC DATA PROCESSING IN NOTE 212 AUTOMATIC DATA PROCESSING IN COM AUTOMATIC DATA PROCESSING IN CALL AUTOMATIC DATA PROCESSING IN PUT AUTONOMY CORP PLC ADR NEW AUTONATION TNC COM AUTONATION INC CALL AUTONATION INC PUT AUTOZONE INC COM AUTOZONE INC CALL AUTOZONE INC PUT AVALON HLDGS CORP AVALON CORRECTIONAL SVCS INC COM AVANIR PHARMACEUTICALS CL A AVANEX CORP COM AVANEX CORP CALL AVANEX COW PUT AVALONBAY CMNTY S INC COM AVALONBAY CMNTYS INC CALL AVALONBAY CMNTYS INC PUT AVANT IMMUNOTHERAPEUTICS INC COM AVANT IMMUNOTHERAPEUTICS INC CALL AVANT IMMUNOTHERAPEUTICS INC PUT AVATAR HLDGS INC NOTE 7.000% 410 DELETED AVATAR HLDGS INC COM AVAYA INC NOTE 1013 AVAYA INC COM AVAYA INC CALL AVAYA INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 47

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ISSUER NAME ISSUER DESCRIPTION STATUS * AVENTIS SPONSORED ADR AVENTIS CALL AVENTIS PUT * AVERY DENNISON CORP COM AVERY DENNISON CORP CALL AWRY DENNISON CORP PUT * AVIALLINC NEW COM AVIALL INC NEW CALL AVIALL INC NEW PUT AVICI SYS INC COM NEW * AVID TECHNOLOGY INC COM AVID TECHNOLOGY INC CALL AVID TECHNOLOGY INC PUT * AVIGENINC COM AVIGEN INC CALL AVIGEN INC PUT AVIRON NOTE 5.250% 210 * AVISTACORP COM AVISTA CORP CALL AVISTA CORP PUT AVISTAR COMMUNICATIONS CORP COM NEW AVITAR INC NEW COM * AVNETINC COM AVNET INC CALL AVNET INC PUT * AVOCENTCORP COM AVOCENT CORP CALL AVOCENT CORP PUT * AVON PRODS INC COM AVON PRODS INC CALL AVON PRODS INC PUT * AWAREINCMASS COM AWARE INC MASS CALL AWARE INC MASS PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 48 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * AXA SPONSORED ADR AXA CALL AXA PUT AXCELIS TECHNOLOGIES INC NOTE 4.250% 111 * AXCELIS TECHNOLOGIES INC COM AXCELIS TECHNOLOGIES INC CALL AXCELIS TECHNOLOGIES INC PUT AXONYX INC COM AXSYS TECHNOLOGIES INC COM * AZTARCORP COM AZTAR CORP CALL AZTAR CORP PLTT AXCAN PHARMA INC NOTE 4.250% 411 ADDED AXCAN PHARMA INC COM * BB&TCORP COM BB&T COW CALL BB&T CORP PUT BCSB BANKCORP INC COM AXEDA SYSTEMS INC COM B&H OCEAN CARRIERS LTD COM BASF AG SPONSORED ADR * BCEINC COM BCE INC CALL BCE INC PUT BE1 TECHNOLOGIES INC COM BFC FINL CORP CL A BF ENTERPRISES INC COM BG PLC ADR FIN INST N BHA GROUP HLDGS TNC COM BHP BILLITON PLC SPONSORED ADR BI W LTD COM BISYS GROUP INC NOTE 4.000% 311 * BISYS GROUP INC COM BISYS GROUP INC CALL Run Date: ** List Of Section 13F Securities ** Page 49 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BISYS GROUP lNC PUT BKF CAP GROUP INC COM BJS WHOLESALE CLUB INC COM BJS WHOLESALE CLUB INC CALL BJS WHOLESALE CLUB INC PUT BJ SVCS CO NOTE 0.500% 412 BJ SVCS CO COM BJ SVCS CO CALL BJ SVCS CO PUT BOK FINL COW COM NEW BOC GROUP PLC SPONSORED ADR BOC GROUP PLC CALL BOC GROUP PLC PUT BP PLC SPONSORED ADR BP PLC CALL BP PLC PUT BP PRUDHOE BAY RTY TR UNIT BEN INT BRE PROPERTIES NC CL A BRE PROPERTIES INC CALL BRE PROPERTIES INC PUT BNP RESIDENTIAL PPTYS INC COM BOE FINL SVCS VA INC COM BRT RLTY TR SH BEN INT NEW BSB BANCORP COM BNC BANCORP COM BT GROW PLC ADR BT GROUP PLC CALL BT GROUP PLC PUT BMC SOFTWARE INC COM BMC SOFTWARE INC CALL BMC SOFTWARE INC PUT BNCCORP INC COM BTU INTL INC COM B2B INTERNET HOLDRS TR DEPOSTRY RCPT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 50 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIP'I'ION STATUS B2B INTERNET HOLDRS TR CALL B2B INTERNET HOLDRS TR PUT BWC FINANCIAL CORP COM BACK YD BURGERS INC COM BADGER METER INC COM BADGER PAPER MLS INC COM BAIRNCO CORP COM BAKER MICHAEL COW COM * BAKER HUGHES INC COM BAKER HUGHES INC CALL BAKER HUGHES INC PUT BALCHEM CORP COM * BALDOR ELEC CO COM BALDOR ELEC CO CALL BALDOR ELEC CO PUT

BALDWIN & LYONS INC CL A BALDWIN & LYONS INC CL B BALDWIN TECHNOLOGY INC CL A * BALLCORP COM BALL CORP CALL BALL CORP PUT * BALLARD PWR SYS INC COM BALLARD PWR SYS INC CALL BALLARD PWR SYS INC PUT * BALLY TOTAL FITNESS HLDG COR COM BALLY TOTAL FITNESS HLDG COR CALL BALLY TOTAL FITNESS HLDG COR PUT BAM ENTMNT INC COM BANC CORP COM BANCFIRST CORP COM BANCINSURANCE CORP COM * BANCO BILBAO VIZCAYAARGENTA SPONSORED ADR BANCO BILBAO VIZCAYA ARGENTA CALL BANCO BILBAO VIZCAYAARGENTA PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 51 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BANCO BRADESCO S A SP ADR PFD NEW BANCO COMERCIAL PORTUGUES S SPON ADR NEW DELETED BANCO DE CHILE SPONSORED ADR BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD * BANCO SANTANDER CENT HISPANO ADR BANCO SANTANDER CENT HISPANO CALL BANCO SANTANDER CENT HISPANO PUT BANCO SANTANDER CHILE NEW SP ADR REP COM BANCOLOMBIA S A SPON ADR PREF BANCORP RHODE ISLAND INC COM * BANCORPSOUTH INC COM BANCORPSOUTH INC CALL BANCORPSOUTH INC PUT BANCROFT CONV FD INC COM BANCSHARES FLA INC COM BANCTRUST FINANCIAL GP COM * BANDAGINC COM BANDAG INC CALL BANDAG INC PUT * BANDAGINC BANDAG INC CALL BANDAG INC PUT * BANK OF AMERICA CORPORATION COM BANK OF AMERICA CORPORATION CALL BANK OF AMERICA CORPORATION PUT BANK OF GRANITE CORP COM BANK GUAM AGANA COM * BANK HAWAII CORP COM BANK HAWAII CORP CALL BANK HAWAII COW PUT BANK MARIN CORTE MADERA CA COM BANK OF MCKENNEY VA CAP STK * BANK MONTREAL QUE COM BANK MONTREAL QUE Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 52 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIP'I'ION STATUS BANK MONTREAL QUE PUT BANK MUT CORP COM DELETED BANK MUTUAL CORP NEW COM ADDED BANK OF THE OZARKS INC COM BANK NEW YORK INC COM BANK NEW YORK INC CALL BANK NEW YORK INC PUT BANK NOVA SCOTIA HALIFAX COM BANK NOVA SCOTIA HALIFAX CALL BANK NOVA SCOTIA HALIFAX PUT BANK ONE CORP COM BANK ONE CORP CALL BANK ONE CORP PUT BANK SOUTH CAROLINA CORP COM BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 BANK OF WILMINGTON COM ADDED BANKATLANTIC BANCORP CL A BANKATLANTIC BANCORP CALL BANKATLANTIC BANCORP PUT BANKNORTH GROUP INC NEW COM BANKNORTH GROUP INC NEW CALL BANKNORTH GROUP INC NEW PUT BANKRATE INC COM BANKUNITED FINL CORP CL A BANKUNITED FINL CORP CALL BANKUNITED FrNL COW PUT BANNER COW COM BANTA CORP COM BANTA CORP CALL BANTA COW PUT BAR HBR BANKSHARES COM BARBEQUES GALORE LTD SPONSORED ADR BARCLAYS PLC ADR BARD C R INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 53 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BARD C R INC CALL BARD C R INC PUT

BARNES & NOBLE INC NOTE 5.250% 311

BARNES & NOBLE INC COM BARNES & NOBLE INC CALL

BARNES & NOBLE INC PUT BARNES GROUP INC COM BARNESANDNOBLE COM INC CL A BARNESANDNOBLE COM INC CALL BARNESANDNOBLE COM INC PUT BARRICK GOLD CORP COM BARRICK GOLD CORP CALL BARRICK GOLD CORP PUT BARNWELL INDS INC COM BARR LABS INC COM BARR LABS INC CALL BARR LABS INC PUT BARRA INC COM BARRA INC CALL BARRA INC PUT BARRETT BUSINESS SERVICES IN COM BARRY R G CORP OHIO COM BASSETT FURNITURE INDS INC COM BAUSCH & LOMB INC COM BAUSCH & LOMB INC CALL BAUSCH & LOMB INC PUT BAXTER INTL INC DBCV 1.250% 610 BAXTER INTL INC COM BAXTER INTL INC CALL BAXTER INTL INC PUT BAXTER INTL INC CORP UNITS 7% BAY VIEW CAP CORP DEL COM BAY VIEW CAP CORP DEL CALL BAY VIEW CAP CORP DEL PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 54 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVM00 1

ISSUER NAME ISSUER DESCRIPTION STATUS BAYCORP HLDGS COW COM BAYER A G SPONSORED ADR BAYER A G CALL BAYER A G PUT BBVA BANCO FRANCES S A SPONSORED ADR BBVA BANCO BHIF SPONSORED ADR BE AEROSPACE INC COM BE AEROSPACE INC CALL BE AEROSPACE INC PUT BE SEMICONDUCTOR INDS N V NY REGSTRY SHS BEA SYS INC NOTE 4.000%12/1 BEA SYS INC COM BEA SYS INC CALL BEA SYS INC PUT BEACON POWER COW COM BEAR STEARNS COS INC COM BEAR STEARNS COS INC CALL BEAR STEARNS COS INC PUT BEARINGPOINT INC COM BEARINGPOINT INC CALL BEARINGPOINT INC PUT BEASLEY BROADCAST GROUP INC BEAZER HOMES USA INC COM BEAZER HOMES USA INC CALL BEAZER HOMES USA INC PUT BEBE STORES INC COM BECKMAN COULTER INC COM BECKMAN COULTER INC CALL BECKMAN COULTER INC PUT BECTON DICKINSON & CO COM BECTON DICKINSON & CO CALL

BECTON DICKINSON & CO PUT

BED BATH & BEYOND INC COM BED BATH & BEYOND INC CALL Run Date: ** List Of Section 13F Securities ** Page 55 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS

BED BATH 8( BEYOND INC PUT BEDFORD PPTY INVS INC COM PAR $0.02 BEL FUSE INC CL A BEL FUSE INC CL B BELDEN INC COM BELDEN INC CALL BELDEN INC PUT BELL CDA INTL INC COM NEW BELL CDA INTL INC CALL BELL CDA INTL INC PUT BELL INDS INC COM BELL MICROPRODUCTS INC COM BELL MICROPRODUCTS INC CALL BELL MICROPRODUCTS INC PUT BELLSOUTH CORP COM BELLSOUTH CORP CALL BELLSOUTH CORP PUT BELMONT BANCORP COM BELO COW COM SER A BELO COW CALL BELO CORP PUT BEMA GOLD CORP COM BEMA GOLD CORP CALL BEMA GOLD CORP PUT BEMIS INC COM BEMIS INC CALL BEMIS INC PUT BENCHMARK ELECTRS INC COM BENCHMARK ELECTRS INC CALL BENCHMARK ELECTRS INC PUT BENETTON GROUP SPA ADR NEW BENNETT ENVlRONMENTAL INC COM BENIHANA INC COM BENIHANA INC CL A Run Date: ** List Of Section 13F Securities ** Page 56 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BENTHOS INC COM BENTLEY PHARMACEUTICALS INC COM BENTLEY PHARMACEUTICALS INC * W EXP 1213 11200 BERGER HLDGS LTD COM NEW DELETED * BERKLEYWRCORP COM BERKLEY W R CORP CALL BERKLEY W R COW PUT BERKSHIRE BANCORP INC DEL COM BERKSHIRE HATHAWAY INC DEL CLA BERKSHIRE HATHAWAY INC DEL CL B BERKSHIRE HILLS BANCORP INC COM * BERRYPETE CO CL A BERRY PETE CO CALL BERRY PETE CO PUT BEST BWINC DBCV 0.684% 612 BEST BUY INC SDCV 2.250% 111 * BEST BWINC COM BEST BUY INC CALL BEST BW INC PUT BESTWAY INC COM NEW BETA OIL & GAS INC COM BEVERLY ENTERPRISES INC NOTE 2.750% 1110 ADDED * BEVERLY ENTERPRISES MC COM NEW BEVERLY ENTERPRISES INC CALL BEVERLY ENTERPRISES MC PUT BEXIL CORP COM BHP BILLITON LTD SPONSORED ADR BIACORE INTL AB SPONSORED ADR BIG CITY RADIO INC CLA BIG DOG HLDGS INC COM BIG 5 SPORTING GOODS CORP COM * BIG LOTSINC COM BIG LOTS INC CALL BIG LOTS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 57 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BINDVIEW DEV CORP COM BINDVIEW DEV COW CALL BINDVIEW DEV CORP PUT BIO IMAGING TECHNOLOGIES INC COM BIO-REFERENCE LABS INC COM $.01 NEW BIO RAD LABS INC CL B BIO RAD LABS INC CL A BIO RAD LABS INC CALL BIO RAD LABS INC PUT BIOANALYTICAL SYS INC COM BIOCRYST PHARMACEUTICALS COM BIOCRYST PHARMACEUTICALS CALL BIOCRYST PHARMACEUTICALS PUT BIOENVISION INC COM BIOJECT MED TECH INC COM NEW BIOGEN INC COM DELETED BIOGEN INC CALL DELETED BIOGEN INC PUT DELETED BIODELIVERY SCIENCES INTL IN COM BIODELIVERY SCIENCES JNTL IN *W EXP 06/25/200 BIOMARIN PHARMACEUTICAL INC COM BIOMARIN PHARMACEUTICAL INC CALL BIOMARIN PHARMACEUTICAL INC PUT BIOMET INC COM BIOMET INC CALL BIOMET INC PUT BIOGEN IDEC INC COM ADDED BIOGEN IDEC INC CALL ADDED BIOGEN IDEC INC PUT ADDED BIONOVA HLDG CORP COM DELETED BIOPURE CORP CL A BIOPURE CORP CALL BIOPURE COW PUT BIOSANTE PHARMACEUTICALS INC COM NEW ADDED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 58 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS BIOSOURCE :NTL INC COM BIOTIME INC COM BIOTIME INC CALL BIOTIME INC PUT BIOTIME INC RIGHT 1213 112003 ADDED BIOSPHERE MEDICAL INC COM BIOTECH HOLDERS TR DEPOSTRY RCPTS BIOTECH HOLDERS TR CALL BIOTECH HOLDERS TR PUT BIOVAIL CORP COM BIOVAIL COW CALL BIOVAIL CORP PUT BIO LOGIC SYS CORP COM BIOLASE TECHNOLOGY INC COM BIOLASE TECHNOLOGY INC CALL BIOLASE TECHNOLOGY INC PUT BIOSPECFICS TECHNOLOGIES CO COM BIOSITE INC COM BIOSITE INC CALL BIOSITE INC PUT BIORELIANCE CORP COM BIRNER DENTAL MGMT SERVICES COM NEW BIOMIRA INC COM BIOMIRA INC CALL BIOMIRA INC PUT BITSTREAM INC CL A BLACK & DECKER CORP COM

BLACK & DECKER CORP CALL BLACK & DECKER CORP PUT BLACK BOX CORP DEL COM BLACK BOX CORP DEL CALL BLACK BOX CORP DEL PUT BLACK HILLS CORP COM BLACKROCK ADVANTAGE TERM TR COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 59 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BLACKROCK FLA INVT QUALITY M COM BLACKROCK NJ INVT QUALITY MU COM BLACKROCK INVT QUALITY MUN T COM BLACKROCK NY INVT QUALITY MU COM BLACKROCK INCOME TR INC COM BLACKROCK CA INSD MUN 2008 T COM BLACKROCK FL INSD MUN 2008 T COM BLACKROCK INVT QUALITY TERM COM BLACKROCK INSD MUN 2008 TRM COM BLACKROCK NY INSD MUN 2008 T COM BLACKROCK MUN TARGET TERM TR COM BLACKROCK BROAD INVT GRD 200 COM BLACKROCK CALIF INW QUALITY COM BLACKROCK INC CL A BLACKROCK INSD MUN TERM TR I COM BLACKROCK INCOME OPP TRUST I COM BLACKROCK INSD MUN INCOME TR COM BLACKROCK MUNI 20 18 TERM TR COM BLACKROCK CALIF MUN INCOME T SH BEN INT BLACKROCK MUN INCOME TR SH BEN INT BLACKROCK FLA MUN INCOME TR SH BEN INT BLACKROCK N J MUN INCOME TR SH BEN INT BLACKROCK NY MUNI 2018 TERM COM BLACKROCK N Y MUN INCOME TR SH BEN INT BLACKROCK HIGH MELD TR SH BEN INT BLACKROCK PA STRATEGIC MUN T COM BLACKROCK STRATEGIC MUN TR COM BLACKROCK VA MUNICIPAL BOND COM BLACKROCK CA INS MUN INC TR COM BLACKROCK NJ MUNICIPAL BOND COM BLACKROCK CA MUNI 20 18 TERM COM BLACKROCK CORE BD TR SHS BEN INT BLACKROCK STRTGC BOND TR COM BLACKROCK MUNICIPAL BOND TR COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 60 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BLACKROCK CA MUNICIPAL BOND COM BLACKROCK FL MUNICIPAL BOND COM BLACKROCK MD MUNICIPAL BOND COM BLACKROCK MUNI INCOME TR I1 COM BLACKROCK NY MUNICIPAL BOND COM BLACKROCK NY MUN INCOME TR I COM BLACKROCK CA MUN INCOME TR I COM BLACKROCK NY INS MLJN INC TR COM BLACKROCK PFD OPPORTUNITY TR COM SHS BLACKROCK LTD DURATION INC T COM SHS BLACKROCK MLJN 2020 TERM TR COM SHS ADDED BLACKROCK FL INS MLTN INC TR COM BLACKROCK FLA MUN 2020 TERM COM SHS ADDED BLAIR CORP COM BLDRS INDEX FDS TR ASIA 50 ADR BLDRS INDEX FDS TR DEV MK 100 ADR BLDRS INDEX FDS TR EMER MK 50 ADR BLDRS INDEX FDS TR EUR 100 ADR * BLOCKH&RINC COM BLOCK H & R INC CALL BLOCK H & R INC PUT * BLOCKBUSTER INC CLA BLOCKBUSTER INC CALL BLOCKBUSTER INC PUT BLONDER TONGUE LABS INC COM BLOUNT INTL INC NEW COM BLUE CHIP VALUE FD INC COM BLUE COAT SYSTEMS INC COM NEW BLUE DOLPHIN ENERGY CO COM NEW BLUE MARTINI SOFTWARE INC COM NEW * BLUE RHINO CORP COM BLUE RHINO COW CALL BLUE RHINO COW PUT BLUE RIV BANCSHARES INC COM Run Date: 111 412004 ** List Of Section 13F Securities ** Page 61

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ISSUER NAME ISSLIER DESCRIPTION STATUS BLUE SQUARE - ISRAEL LTD SPONSORED ADR BLUEFLY INC COM BLUEGREEN CORP SDCV 8.25096 511 BLUEGREEN CORP COM BLYTH INC COM BLYTH INC CALL BLYTH INC PUT BOARDWALK BANK NJ COM BOARDWALK BANK NJ * W EXP 1213 11200 BOARDWALK EQUITIES INC COM BOB EVANS FARMS INC COM BOB EVANS FARMS INC CALL BOB EVANS FARMS INC PUT * BOCA RESORTS INC CL A BOCA RESORTS INC CALL BOCA RESORTS INC PUT * BOEINGCO COM BOEING CO CALL BOEING CO PUT BOGEN COMMUNICATIONS INTL IN COM * BOISE CASCADE COW COM BOISE CASCADE CORP CALL BOISE CASCADE COW PUT BOLT TECHNOLOGY CORP COM BON-TON STORES INC COM * BOMBAYCOINC COM BOMBAY CO INC CALL BOMBAY CO INC PUT BONE CARE INTL INC COM BONSO ELECTRS INTL INC * W EXP 1213 11200 BONSO ELECTRS INTL INC COM PAR $0.003 BOOKHAM TECHNOLOGY PLC SPONSORED ADR * BOOKS-A-MILLION INC COM BOOKS-A-MILLION INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 62 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BOOKS-A-MILLION INC PUT BOOTS & COOTSRNTL WELL CTRL COM DELETED BOOTS & COOTSDNTL WELL CTRL COM NEW ADDED * BORDERS GROUP INC COM BORDERS GROUP INC CALL BORDERS GROUP INC PUT * BORG WARNER INC COM BORG WARNER INC CALL BORG WARNER INC PUT * BORLAND SOFTWARE COW COM BORLAND SOFTWARE COW CALL BORLAND SOFTWARE COW PUT BOSTON ACOUSTICS INC COM * BOSTON BEER INC CL A BOSTON BEER INC CALL BOSTON BEER INC PUT BOSTON BIOMEDICA INC COM * BOSTON COMMUNICATIONS GROUP COM BOSTON COMMUNICATIONS GROUP CALL BOSTON COMMUNICATIONS GROUP PUT BOSTON LIFE SCIENCES INC COM NEW BOSTON PRIVATE FINL HLDGS IN COM BOSTON PROPERTIES INC COM * BOSTON SCIENTIFIC COW COM BOSTON SCIENTIFIC COW CALL BOSTON SCIENTIFIC COW PUT BOSTONFED BANCORF' INC COM BOTTOMLINE TECH DEL INC COM BOULDER GROWTH & INCOME FD I COM BOULDER TOTAL RETURN FD INC COM BOVIE MEDICAL COW COM ADDED * BOWATERINC COM BOWATER INC CALL BOWATER INC PUT Run Date: 111412004 ** List Of Section 13F Securities ** Page 63 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS BOWL AMER INC CL A * BOWNE&COINC COM BOWNE & CO INC CALL BOWNE & CO INC PUT BOYD BROS TRANSPORTATION INC COM * BOYD GAMING CORP COM BOYD GAMING CORP CALL BOYD GAMING CORP PUT * BOYDS COLLECTION LTD COM BOYDS COLLECTION LTD CALL BOYDS COLLECTION LTD PUT BOYIUN LODGING CO COM * BRADLEY PHARMACEUTICALS INC COM BRADLEY PHARMACEUTICALS INC CALL BRADLEY PHARMACEUTICALS INC PUT * BRADYCORP CL A BRADY CORP CALL BRADY COW PUT BRANDYWINE RLTY TR SH BEN INT NEW * BRASCANCORP CL A LTD VT SH BRASCAN CORP CALL BRASCAN CORP PUT BRANTLEY CAP CORP COM BRASS EAGLE INC COM DELETED BRASIL TELECOM SA SPONS ADR PFD BRASIL TELECOM PARTICIPACOES SPON ADR PFD BRASKEM S A SP ADR PFD A BRAUN CONSULTING INC COM BRAZIL FD INC COM BRAZILIAN EQUITY FD INC COM BRIDGE BK NATL ASSOC COM BRIDGE STR FINL INC COM BRIDGFORD FOODS COW COM BRIGGS & STRATTON CORP NOTE 5.000% 511 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 64 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS BRIGGS & STRATTON CORP COM BRIGGS & STRATTON CORP CALL BFUGGS & STRATTON CORP PUT BFUGHAM EXPLORATION CO COM BRIGHT HOFUZON FAMILY SOLUTI COM BFUGHT HORIZON FAMILY SOLUTI CALL BFUGHT HOFUZON FAMILY SOLUTI PUT BFUGHTPOINT INC COM NEW BFUGHTPOINT INC CALL BRIGHTPOINT INC PUT BRILLIAN CORP COM ADDED BRILLIANCE CHINAALTO HLDG L SPONSORED ADR BRILLIANT DIGITAL ENTERTAINM COM BRINKER INTL INC DBCV loll BRINKER INTL INC COM BRINKER INTL INC CALL BRINKER INTL INC PUT BRINKS CO COM BRINKS CO CALL BRINKS CO PUT BRIO SOFTWARE INC COM DELETED BRIO SOFTWARE INC CALL DELETED BRIO SOFTWARE INC PUT DELETED BFUSTOL MYERS SQUIBB CO DBCV 911 ADDED BFUSTOL MYERS SQUIBB CO COM BFUSTOL MYERS SQUIBB CO CALL BFUSTOL MYERS SQUIBB CO PUT BRISTOL MYERS SQUIBB CO PFD CV $2 BFUTESMILE INC COM NEW BFUTISH AWYS PLC ADR FOR INTERM BRITISH AWYS PLC ADR 2ND INSTAL BFUTISH AWYS PLC CALL BRITISH AWYS PLC PUT BRITISH AMERN TOB PLC SPONSORED ADR Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 65 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BRITISH AMERN TOB PLC CALL BRITISH AMERN TOB PLC PUT BRITISH BIO-TECHNOLOGY GRP P SPONS ADR NEW DELETED BRITISH ENERGY PLC SPONS ADR NEW BRITISH SKY BROADCASTING GRO SPONSORED ADR BRITTON & KOONTZ CAP CORP COM * BROADBAND HOLDRS TR DEPOSITRY RCPT BROADBAND HOLDRS TR CALL BROADBAND HOLDRS TR PUT * BROADCOMCORP CL A BROADCOM CORP CALL BROADCOM COW PUT * BROADVISION JNC COM NEW BROADVISION INC CALL BROADVISION rNC PUT BROADWAY FJNL COW DEL COM BROCADE COMJJWNICATIONS SYS I NOTE 2.000% 110 * BROCADE COMMUNICATIONS SYS I COM BROCADE COMmICATIONS SYS I CALL BROCADE COMMUNICATIONS SYS I PUT BROOKE COW COM BROOKFIELD HOMES COW COM BROOKFIELD PPTYS CORP COM * BROOKLlNE BANCORP INC DEL COM BROOKLINE BANCORP INC DEL CALL BROOKLINE BANCORP INC DEL PUT BROOKS AUTOMATION INC NOTE 4.750% 610 * BROOKS AUTOMATION INC COM BROOKS AUTOMATION INC CALL BROOKS AUTOMATION INC PUT BROOKSTONE JNC COM * BROOKTROUT JNC COM BROOKTROUT rNC CALL BROOKTROUT JNC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 66 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS BROWN & BROWN INC COM BROWN & BROWN INC CALL BROWN & BROWN INC PUT BROWN FORMAN CORP CL A BROWN FORMAN CORP CL B BROWN FORMAN COW CALL BROWN FORMAN CORP PUT BROWN TOM INC COM NEW BROWN TOM INC CALL BROWN TOM INC PUT BROWN SHOE INC NEW COM BROWN SHOE INC NEW CALL BROWN SHOE INC NEW PUT BRUKER BIOSCIENCES CORP COM BRUKER BIOSCIENCES CORP CALL BRUKER BIOSCIENCES COW PUT BRUNSWICK BANCOW COM BRUNSWICK COW COM BRUNSWICK CORP CALL BRUNSWICK CORP PUT BRUSH ENGINEERED MATLS INC COM BRUSH ENGINEERED MATLS INC CALL BRUSH ENGINEERED MATLS INC PUT BRYN MAWR BK CORP COM BSQUARE CORP COM BSQUARE CORP CALL BSQUARE CORP PUT BUCA INC COM BUCA INC CALL BUCA INC PUT BUCKEYE PARTNERS L P UNIT LTD PARTN BUCKEYE TECHNOLOGIES INC COM BUCKEYE TECHNOLOGIES INC CALL BUCKEYE TECHNOLOGIES INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 67 Run Time: 10:52 Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSLIER DESCRIPTION STATUS BUCKLE INC COM BUCKLE INC CALL BUCKLE INC PUT BUFFALO WILD WINGS INC COM ADDED

BUHRMANN N V SPONSORED ADR BUILDING MATLS HLDG CORP COM BUILDING MATLS HLDG CORP CALL BUILDING MATLS HLDG COW PUT BULL RUN CORP GA COM NEW BUNZL PUB LTD CO SPONSORED ADR BURLINGTON COAT FACTORY COM BLRLINGTON COAT FACTORY CALL BURLINGTON COAT FACTORY PUT BURLINGTON NORTHN SANTA FE C COM BURLINGTON NORTHN SANTA FE C CALL BURLINGTON NORTHN SANTA FE C PUT BURLINGTON RES INC COM BURLINGTON RES INC CALL BURLINGTON RES INC PUT BUSH INDS INC CL A BUSINESS BANCORP NEW COM BUSINESS OBJECTS S A SPONSORED ADR BUSINESS OBJECTS S A CALL BUSINESS OBJECTS S A PUT BUTLER INTL INC NEW COM BUTLER MFG CO DEL COM C & F FINL CORP COM C&D TECHNOLOGIES INC COM C&D TECHNOLOGIES INC CALL C&D TECHNOLOGIES INC PUT CAE INC COM CAE INC CALL CAE INC PUT CB BANCSHARES INC HAWAII COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 68 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CBL & ASSOC PPTYS INC COM CCA INDS INC COM * CCC INFORMATION SVCS GROUP I COM CCC INFORMATION SVCS GROUP I CALL CCC INFORMATION SVCS GROUP I PUT CCF HLDG CO COM CBRL GROUP INC NOTE 410 * CBRLGROUPINC COM CBRL GROUP INC CALL CBRL GROUP INC PUT CCBT FINL COS INC COM * C CORNETCORP COM C COR NET CORP CALL C COR NET CORP PUT CDICORP COM * CDWCORP COM CDWCORP CALL CDWCORP PUT CD RADIO INC NOTE 8.750% 912 * CECENTMTINC COM CEC ENTMT INC CALL CEC ENTMT INC PUT CECO ENVIRONMENTAL COW COM CE FRANKLIN LTD COM CET SERVICES INC COM CFS BANCORP INC COM CFC INTL INC COM CHC HELICOPTER CORP CL A SUB VTG CH ENERGY GROUP INC COM * C H ROBINSON WORLDWIDE INC COM C H ROBINSON WORLDWIDE INC CALL C H ROBINSON WORLDWIDE INC PUT * CIGNACORP COM CIGNA CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 69 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 125509 95 9 CIGNA COW PUT CIGNA HIGH INCOME SHS SH BEN INT CIM HIGH YIELD SECS SH BEN INT * CITGROUPINC COM CIT GROUP TNC CALL CIT GROUP INC PUT CKE RESTAURANTS INC NOTE 4.250% 311 * CKE RESTAURANTS INC COM CKE RESTAURANTS INC CALL CKE RESTAURANTS INC PUT CKF BANCORP INC COM * CLECO COW NEW COM CLECO CORP NEW CALL CLECO CORP NEW PUT * CMGIINC COM CMGI INC CALL CMGI INC PUT * CMS ENERGY CORP COM CMS ENERGY CORP CALL CMS ENERGY COW PUT CPI CORP COM CSS INDS TNC COM CPI AEROSTRUC'IZIRES INC COM NEW CNET INC NOTE 5.000% 310 CNET INC NOTE 5.000% 310 CTI INDUSTRIES COW COM NEW * CSKAUTOCORP COM CSK AUTO CORP CALL CSK AUTO CORP PUT CNE GROUP INC COM * CNAFINLCORP COM CNA FINL CORP CALL CNA FINL CORP PUT CNB FLORIDA BANCSHARES INC Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 70 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CNA SURETY CORP COM CNF TR I TECONS SERA CNF INC COM CNF INC CALL CNF INC PUT CNB FINL CORP PA COM CNET NETWORKS INC COM CNET NETWORKS INC CALL CNET NETWORKS INC PUT CNOOC LTD SPONSORED ADR CNS INC COM CNS INC CALL CNS INC PUT CPAC INC COM CP HOLDRS DEP RCPTS CP CP HOLDRS CALL CP HOLDRS PUT CRH PLC ADR CSG SYS INTL INC COM CSG SYS INTL INC CALL CSG SYS INTL INC PUT CSK CORP SPONSORED ADR CSP rNC COM CSX CORP DBCV 1013 CSX CORP COM CSX CORP CALL CSX CORP PUT CT COMMUNICATIONS INC COM NEW CTS CORP COM CTS CORP CALL CTS CORP PUT CUNO rNC COM CUNO INC CALL CUNO rNC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 71 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 lVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS CVF TECHNOLOGIES CORP COM CVB FINL CORP COM CVD EQUIP CORP COM cvs COW COM CVS COW CALL CVS COW PUT CV THERAPEUTICS INC NOTE 4.750% 310 CV THERAPEUTICS INC COM CV THERAPEUTICS INC CALL CV THERAPEUTICS INC PUT CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% CABLE & WIRELESS PUB LTD CO SPONSORED ADR CABLE & WIRELESS PUB LTD CO CALL CABLE & WIRELESS PUB LTD CO PUT CABLEVISION SYS CORP CL A NY CABLVS CABLEVISION SYS CORP CALL CABLEVISION SYS CORP PUT CABLE DESIGN TECHNOLOGIES CO COM CABLE DESIGN TECHNOLOGIES CO CALL CABLE DESIGN TECHNOLOGIES CO PUT CABLETEL COMMUNICATIONS COW COM C2 INC COM CABOT CORP COM CABOT COW CALL CABOT CORP PUT CABOT MICROELECTRONICS CORP COM CABOT MICROELECTRONICS CORP CALL CABOT MICROELECTRONICS CORP PUT CABOT OIL & GAS CORP COM CABOT OIL & GAS CORP CALL CABOT OIL & GAS COW PUT CACHE INC COM NEW CACI INTL INC CLA CACI INTL INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 72 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CACI INTL INC PUT CADBURY SCHWEPPES PLC ADR * CADENCE DESIGN SYSTEM INC COM CADENCE DESIGN SYSTEM INC CALL CADENCE DESIGN SYSTEM INC PUT CADMUS COMMUNICATIONS COW COM CAGLES INC CL A * CAL DIVE INTL INC COM CAL DIVE NTL INC CALL CAL DIVE INTL INC PUT CAL MAINE FOODS INC COM NEW CALAMOS CONV & HIGH INCOME F COM SHS CALAMOS CONV OPP AND INC FD SH BEN INT CALAVO GROWERS INC COM CALCASIEU REAL ESTATE & OIL COM NEW ADDED * CALGON CARBON COW COM CALGON CARBON COW CALL CALGON CARBON COW PUT * CALIFORNIA AMPLIFIER INC COM CALIFORNIA AMPLIFIER INC CALL CALIFORNIA AMPLIFIER INC PUT CALIFORNIA COASTAL CMNTYS IN COM NEW CALIFORNIA FIRST NTNL BANCOR COM CALIFORNIA INDPT BANCORF' COM CALIFORNIA MICRO DEVICES COR COM * CALIFORNIA PIZZA KITCHEN INC COM CALIFORNIA PIZZA KITCHEN INC CALL CALIFORNIA PIZZA KITCHEN INC PUT * CALIFORNIA WTR SVC GROUP COM CALIFORNIA WTR SVC GROUP CALL CALIFORNIA WTR SVC GROUP PUT * CALIPER TECHNOLOGIES COW COM CALIPER TECHNOLOGIES COW CALL CALIPER TECHNOLOGIES COW PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 73

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ISSUER NAME ISSUER DESCRIPTION STATUS * CALLAWAY GOLF CO COM CALLAWAY GOLF CO CALL CALLAWAY GOLF CO PUT CALLIDUS SOFTWARE INC COM ADDED CALLON PETE CO DEL COM CALLON PETE CO DEL PFD A CV EXCH CALLOWAYS NURSERY INC COM CALPINE COW NOTE 4.000% 12i2 * CALPINECORP COM CALPINE CORP CALL CALPINE CORP PUT CALTON INC NEW COM PAR $.05 CAM COMM SOLUTIONS INC COM CAMBIOR INC COM * CAMBREXCORP COM CAMBREX COW CALL CAMBREX CORP PUT CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR CAMCO FINL CORP COM CAMDEN NATL CORP COM CAMDEN PPTY TR SH BEN INT * CAMECOCORP COM CAMECO COW CALL CAMECO CORP PUT * CAMPBELL SOUP CO COM CAMPBELL SOUP CO CALL CAMPBELL SOUP CO PUT CANADA SOUTHN PETE LTD LTD VTG SH * CDN IMPERIAL BK OF COMMERCE COM CDN IMPERIAL BK OF COMMERCE CALL CDN IMPERIAL BK OF COMMERCE PUT * CANADIAN NATL RY CO COM CANADIAN NATL RY CO CALL CANADIAN NATL RY CO PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 74 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS * CANADIAN NAT RES LTD COM CANADIAN NAT RES LTD CALL CANADIAN NAT RES LTD PUT * CANADIAN PAC RY LTD COM CANADIAN PAC RY LTD CALL CANADIAN PAC RY LTD PUT CANADIAN SUPERlOR ENERGY INC COM * CANDELACOW COM CANDELA COW CALL CANDELA COW PUT CANCERVAX CORP COM ADDED CANDIES INC COM CANNON EXPRESS INC COM DELETED CANON INC ADR CANTEL MEDICAL CORP COM CANTERBURY CONSULTING GRP IN COM PAR $.001 CANTERBURY PARK HOLDING CORP COM CANYON RESOURCES CORP COM NEW CANWEST GLOBAL COMMUNICATION SHS NON WG CAP ROCK ENERGY CORP COM CAPITAL CITY BK GROUP INC COM CAPITAL ALLIANCE INCM TR RE1 COM NEW CAPITAL AUTOMOTIVE REIT COM SH BEN INT CAPITAL BK CORP COM CAPITAL CORP OF THE WEST COM CAPITAL CROSSING BK COM CAPITAL ENVIRONMENTAL RESOUR COM * CAPITAL ONE FINL COW COM CAPITAL ONE FINL CORP CALL CAPITAL ONE FINL COW PUT CAPITAL PAC HLDGS INC COM DELETED CAPITAL PPTYS INC R I COM * CAPITAL SR LIVING CORP COM CAPITAL SR LIVING CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 75 Run Time: 1052 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CAPITAL SR LIVING CORP PUT CAPITAL SOUTHWEST CORP COM CAPITAL TRUST INC MD CLA NEW * CAPITALSOURCE INC COM CAPITALSOURCE INC CALL CAPITALSOURCE INC PUT CAPITOL BANCORP LTD COM CAPITOL FED FINL COM * CAPSTONE TURBINE CORP COM CAPSTONE TURBINE CORP CALL CAPSTONE TURBINE CORP PUT CAPSTEAD MTG COW PFDACV $1.60 CAPSTEAD MTG CORP PFDB CV$1.26 CAPSTEAD MTG COW COM NO PAR * CAPTARISINC COM CAPTARIS INC CALL CAPTARIS INC PUT CAPTIVA SOFTWARE CORP DEL COM CARACO PHARMACEUTICAL LABS L COM CARBO CERAMICS INC COM * CARAUSTAR INDS INC COM CARAUSTAR INDS INC CALL CARAUSTAR INDS INC PUT CAPSTAR HOTEL CO NOTE 4.750% 1011 CAPITAL TITLE GROUP INC COM CARBON ENERGY CORP COM DELETED CARDIAC SCIENCE INC COM NEW CARDIMA INC COM CARDINAL FINL CORP COM * CARDINAL HEALTH INC COM CARDINAL HEALTH INC CALL CARDINAL HEALTH INC PUT CARDIODYNAMICS INTL CORP COM CARDIOTECH INTL INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 76 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CAREER EDUCATION CORP COM CAREER EDUCATION CORP CALL CAREER EDUCATION CORP PUT CAREMARK RX INC COM CAREMARK RX INC CALL CAREMARK RX INC PUT CARESCIENCE INC COM DELETED CARLISLE COS INC COM CARLISLE COS INC CALL CARLISLE COS INC PUT CARLTON COMMUNICATIONS PLC ADR CARMAX INC COM CARMAX INC CALL CARMAX INC PUT CARMEL CONTAINER SYS LTD ORD CARMIKE CINEMAS INC COM CARNIVAL PLC ADR CARNIVAL CORP DBCV 2.000% 411 CARNIVAL CORP NOTE 1012 CARNIVAL CORP DBCV 1.132% 412 CARNIVAL CORP PAIRED CTF CARNIVAL CORP CALL CARNIVAL CORP PUT CAROLINA BK HLDGS INC GREENS COM CARRIAGE SVCS INC COM CARPENTER TECHNOLOGY CORP COM CARPENTER TECHNOLOGY COW CALL CARPENTER TECHNOLOGY COW PUT CARRAMERICA RLTY COW COM CARREKER CORP COM CARREKER CORP CALL CARREKER CORP PUT CARRIER ACCESS CORP COM CARRIER ACCESS CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 77

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ISSUER NAME ISSUER DESCRIPTION STATUS CARRIER ACCESS CORP PUT * CARRINGTON LABS INC COM CARRINGTON LABS INC CALL CARRINGTON LABS INC PUT CARRIZO OIL & CO INC COM CARROLLTON BANCOW COM CARTER INC COM ADDED CARVER BANCORP INC COM CASCADE BANCORP COM * CASCADECORP COM CASCADE CORP CALL CASCADE CORP PUT CASCADE FINL CORP COM CASCADE NAT GAS CORP COM * CASELLA WASTE SYS INC CL A CASELLA WASTE SY S INC CALL CASELLA WASTE SYS INC PUT * CASEYS GEN STORES INC COM CASEYS GEN STORES INC CALL CASEYS GEN STORES INC PUT * CASH AMER INTL INC COM CASH AMER INTL INC CALL CASH AMER INTL INC PUT CASTELLE COM CASH TECHNOLOGIES INC COM CASS INFORMATION SYS INC COM CASTLE AM & CO COM CASTLE CONV FD INC COM CASTLE ENERGY CORP COM PAR$O.SON CASUAL MALE RETAIL GWINC COM CATALINA LTG INC COM NEW * CATALINA MARKETING COW COM CATALINA MARKETING COW CALL CATALINA MARKETING CORP PLJT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 78 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CATALYST SEMICONDUCTOR INC COM CATALYTICAENERGY SYS INC COM CATAPULT COMMUNICATIONS COW COM CATELLUS DEV CORP COM DELETED CATELLUS DEV COW CALL DELETED CATELLUS DEV CORP PUT DELETED CATELLUS DEV CORP NEW COM ADDED CATERPILLAR INC DEL COM CATERPILLAR INC DEL CALL CATERPILLAR INC DEL PUT CATHAY GENERAL BANCORP COM CATO CORP NEW CLA CATO COW NEW CALL CATO CORP NEW PUT CATUITY TNC COM CAVALIER HOMES INC COM CAVALIER HOMES INC CALL CAVALIER HOMES INC PUT CAVALRY BANCORP INC COM CAVCO INDS INC DEL COM CD&L INC COM CEDAR FAIR L P DEPOSITRY UNIT CEDAR SHOPPING CTRS INC COM DELETED CEDAR SHOPPING CTRS INC COM NEW ADDED CEL-SCI CORP COM NEW CELADON GROUP INC COM CELL GENESYS INC COM CELL GENESYS INC CALL CELL GENESYS INC PUT CELLSTAR CORP COM NEW CELERITEK INC COM CELERITEK INC CALL CELERITEK INC PUT CELL THERAPEUTICS INC NOTE 5.750% 611 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 79 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CELL THERAPEUTICS INC NOTE 5.750% 611 * CELL THERAPEUTICS INC COM CELL THERAPEUTICS INC CALL CELL THERAPEUTICS INC PUT CELERON CORP COM ADDED CELESTICA INC NOTE 810 * CELESTICA INC SUB VTG SHS CELESTICA INC CALL CELESTICA INC PUT * CELGENECORP COM CELGENE CORP CALL CELGENE CORP PUT CELLEGY PHARMACEUTICALS INC COM CELLTECH GROUP PLC SPONSORED ADR CELSION CORPORATION COM CEMEX S A ADRWT 122104 * CEMEX SA SPON ADR 5 ORD CEMEX S A CALL CEMEX S A PUT CENDANT CORP DEBT 211 CENDANT CORP DBCV 510 CENDANT CORP DBCV 3.875%1112 * CENDANTCORP COM CENDANT CORP CALL CENDANT CORP PUT * CENTENNIAL COMMUNCTNS CORP N CLANEW CENTENNIAL COMMUNCTNS CORP N CALL CENTENNIAL COMMUNCTNS CORP N PUT CENTENE CORP DEL COM CENTENNIAL SPECIALTY FOODS C COM ADDED CENTER BANCORP INC COM CENTER FINL CORP CALIF COM * CENTERPOINT ENERGY INC COM CENTERPOINT ENERGY INC CALL Run Date: 111 412004 ** List Of Section 13F Securities ** Page 80 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CENTEWOINT ENERGY INC PUT CENTEWOINT PPTYS TR COM CENTERPOINT PPTYS TR PFD CV SER B CENTERPULSE LTD SPONSORED ADR DELETED CENTERSTATE BKS FLA INC COM CENTEX CONSTRUCTION PRODUCTS COM * CENTEXCOW COM CENTEX COW CALL CENTEX COW PUT * CENTILLIUM COMMUNICATIONS IN COM CENTILLIUM COMMUNICATIONS IN CALL CENTILLIUM COMMUNICATIONS IN PUT CENTIV INC COM NEW * CENTRA SOFTWARE INC COM CENTRA SOFTWARE INC CALL CENTRA SOFTWARE INC PUT CENTRAL BANCORF' INC MASS COM CENTRAL COAST BANCORP COM CENTRAL EUROPEAN DIST COW COM CENTRAL EUROPE AND RUSSIA FD COM CENTRAL FED COW COM CENTRAL FGHT LINES INC NEV COM ADDED CENTRAL FD CDA LTD CL A * CENTRAL GARDEN & PET CO COM CENTRAL GARDEN & PET CO CALL CENTRAL GARDEN & PET CO PUT CENTRAL PAC FINL CORP COM * CENTRAL PKG COW COM CENTRAL PKG COW CALL CENTRAL PKG CORP PUT CENTRAL SECS CORP COM CENTRAL VT PUB SVC CORP COM CENTRAL VA BANKSHARES INC COM CENTRUE FINL CORP COM ADDED Run Date: ** List Of Section 13F Securities ** Page 81 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CENTURY ALUM CO COM CENTURY ALUM CO CALL CENTURY ALUM CO PUT CENTURY BANCORP INC CL A NON VTG CENTURY BUSINESS SVCS INC COM CENTURY BUSINESS SVCS INC CALL CENTURY BUSINESS SVCS INC PUT CENTURY CASINOS INC COM CENTURY RLTY TR SH BEN INT CEPHEID COM CENTURYTEL INC DBCV 4.750% 810 CENTURYTEL INC COM CENTURYTEL INC CALL CENTURYTEL INC PUT CEPHALON KNC NOTE 2.500%1211 CEPHALON INC COM CEPHALON INC CALL CEPHALON INC PUT CERADYNE INC COM CERADYNE INC CALL CERADYNE INC PUT CERES GROUP INC COM CERIDIAN CORP NEW COM CERIDIAN CORP NEW CALL CERIDIAN COW NEW PUT CERNER CORP COM CERNER CORP CALL CERNER CORP PUT CERTEGY INC COM CERTEGY INC CALL CERTEGY INC PUT CERUS CORP COM CERUS COW CALL CERUS CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 82 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CEVA INC COM ADDED CHAD THERAPEUTICS INC COM CHALONE WINE GROUP LTD COM * CHAMPION ENTERPRISES INC COM CHAMPION ENTERPRISES INC CALL CHAMPION ENTERPRISES INC PUT CHAMPION INDS INC W VA COM CHAMPIONSHIP AUTO RACING TEA COM DELETED CHAMPS ENTMT INC DEL COM CHANNELL COML CORP COM CHARLES & COLVARD LTD COM CHARLES RIVER ASSOCIATES COM CHARLES RIV LABORATORIES INC DBCV 3.500% 210 * CHARLES RIV LABS INTL INC COM CHARLES RIV LABS INTL INC CALL CHARLES RIV LABS INTL INC PUT * CHARTER ONE FINL INC COM CHARTER ONE FINL INC CALL CHARTER ONE FINL INC PUT CHARTERMAC SH BEN INT * CHARLOTTE RUSSE HLDG INC COM CHARLOTTE RUSSE HLDG INC CALL CHARLOTTE RUSSE HLDG INC PUT CHARMING SHOPPES INC NOTE 4.750% 610 * CHARMING SHOPPES INC COM CHARMING SHOPPES INC CALL CHARMING SHOPPES INC PUT CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 CHARTER COMMUNICATIONS INC D NOTE 4.750% 610 * CHARTER COMMUNICATIONS INC D CL A CHARTER COMMUNICATIONS INC D CALL CHARTER COMMUNICATIONS INC D PUT CHARTER FINL CORP WEST PT GA COM * CHARTERED SEMICONDUCTOR MFG ADR Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 83 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CHARTERED SEMICONDUCTOR MFG CALL CHARTERED SEMICONDUCTOR MFG PUT CHARTWELL DIVD & INCOME FD I COM CHASE CORP COM CHATEAU CMNTYS INC COM DELETED * CHATTEM INC COM CHATTEM INC CALL CHATTEM INC PUT CHECKERS DRIVE-IN RESTAURANT COM NEW CHECKFREE CORP NEW NOTE 6.500% 1210 ADDED * CHECKFREE CORP NEW COM CHECKFREE CORP NEW CALL CHECKFREE CORP NEW PUT CHECKFREE HLDGS COW NOTE 6.500% 1210 DELETED CHECKPOINT SYS INC SDCV 5.250%11/0 * CHECKPOINT SYS INC COM CHECKPOINT SYS rNC CALL CHECKPOINT SYS INC PUT * CHEESECAKE FACTORY INC COM CHEESECAKE FACTORY INC CALL CHEESECAKE FACTORY INC PUT CHELSEA PPTY GROUP INC COM CHEMICAL FINL CORP COM CHENIERE ENERGY INC COM NEW CHEROKEE INC DEL NEW COM * CHESAPEAKECORP COM CHESAPEAKE CORP CALL CHESAPEAKE CORP PUT * CHESAPEAKE ENERGY CORP COM CHESAPEAKE ENERGY CORP CALL CHESAPEAKE ENERGY COW PUT CHESAPEAKE ENERGY CORP PFD CONV 6.75% CHESAPEAKE UTILS CORP COM CHESTER VALLEY BANCORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 84 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CHESTERFIELD FINL COW COM * CHEVRONTEXACO COW COM CHEVRONTEXACO CORP CALL CHEVRONTEXACO CORP PUT CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH * CHICAGO MERCANTILE HLDGS INC CL A CHICAGO MERCANTILE HLDGS INC CALL CHICAGO MERCANTILE HLDGS INC PUT CHICAGO PIZZA & BREWERY.INC COM CHICAGO FUVET & MACH CO COM * CHICOS FAS INC COM CHICOS FAS INC CALL CHICOS FAS INC PUT CHILDTIME LEARNING CTRS INC COM CHILE FD INC COM CHILESAT CORP S A SPONSORED ADR * CHILDRENS PL RETAIL STORES I COM CHILDRENS PL RETAIL STORES I CALL CHILDRENS PL RETAIL STORES I PUT CHINA EASTN AIRLS LTD SPON ADR CL H CHINA FD INC COM CHINA RES DEV INC COM PAR $0.001 CHINA SOUTHN AIRLS LTD SPON ADR CL H CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 * CHINA MOBILE HONG KONG LTD SPONSORED ADR CI-ENA MOBILE HONG KONG LTD CALL CHINA MOBILE HONG KONG LTD PUT CHINA PETE & CHEM COW SPON ADR H SHS * CHINA TELECOM COW LTD SPON ADR H SHS CHINA TELECOM CORP LTD CALL CHINA TELECOM CORP LTD PUT * CHINA UNICOM LTD SPONSORED ADR CHINA UNICOM LTD CALL CHINA UNICOM LTD PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 85 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CHINDEX INTERNATIONAL INC COM CHIPPAC INC CL A CHIPPAC INC CALL CHIPPAC INC PUT CHOICE HOTELS INTL INC COM CHOICE HOTELS INTL INC CALL CHOICE HOTELS INTL INC PUT CHIQUITA BRANDS INTL INC COM CHIQUITA BRANDS INTL INC CALL CHIQUITA BRANDS INTL INC PUT CHIQUITA BRANDS INTL INC *W EXP 0 110 11200 CHIQUITA BRANDS INTL INC COM CHIQUITA BRANDS INTL INC CALL CHIQUITA BRANDS INTL INC PUT CHIRON CORP NOTE 611 CHIRON CORP COM CHIRON CORP CALL CHIRON CORP PUT CHITTENDEN CORP COM CHOICEPOINT INC COM CHOICEPOINT INC CALL CHOICEPOINT INC PUT CHOLESTECH CORP COM CHOLESTECH CORP CALL CHOLESTECH CORP PUT CHORDIANT SOFTWARE INC COM CHRISTOPHER & BANKS COW COM CHRISTOPHER & BANKS CORP CALL CHRISTOPHER & BANKS CORP PUT CHROMAVISION MED SYS INC COM CHROMCRAFT REVINGTON INC COM CHRONIMED INC COM CHRONIMED INC CALL CHRONIMED INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 86 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CHUBB COW COM CHUBB COW CALL CHUBB COW PUT

CHUBB CORP COW UNIT % CHUNGHWA TELECOM CO LTD SPONSORED ADR CHUNGHWA TELECOM CO LTD CALL CHUNGHWA TELECOM CO LTD PUT CHURCH & DWIGHT INC COM CHURCH & DWIGHT INC CALL CHURCH & DWIGHT INC PUT CHURCHILL DOWNS INC COM CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR CIBER INC COM CIBER INC CALL CIBER INC PUT CIENA COW NOTE 3.750% 210 CIENA COW COM CIENA COW CALL CIENA COW PUT CIGNA WTSSECS INC COM CIMA LABS INC COM CIMA LABS INC CALL CIMA LABS INC PUT CIMAREX ENERGY CO COM CIMAREX ENERGY CO CALL CIMAREX ENERGY CO PUT CINCINNATI BELL INC NEW COM CINCJNNATI BELL INC NEW CALL CINCINNATI BELL INC NEW PUT CINCINNATI FINL CORP COM CINCINNATI FINL CORP CALL CINCINNATI FINL COW PUT CINERGY COW COM CINERGY CORP Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 87

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ISSUER NAME ISSUER DESCRIPTION STATUS CINERGY COW PUT CINTRA SELECT FD INC COM SHS ADDED * CIPHERGEN BIOSYSTEMS INC COM CIPHERGEN BIOSYSTEMS INC CALL CIPHERGEN BIOSYSTEMS INC PUT CIPRICO INC COM CIRCOR INTL INC COM * CIRCUIT CITY STORE INC COM CIRCUIT CITY STORE INC CALL CIRCUIT CITY STORE INC PUT * CISCO SYSINC COM CISCO SYS INC CALL CISCO SYS INC PUT * CIRRUS LOGIC INC COM CIRRUS LOGIC INC CALL CIRRUS LOGIC INC PUT CITADEL BROADCASTING COW COM * CINTASCORP COM CINTAS COW CALL CINTAS COW PUT * CITIGROUPINC COM CITIGROUP INC CALL CITIGROUP INC PUT CITIGROUP INC *W EXP 991991999 CITIBANK WEST FSB SAN FRAN C CONT LITIG REC CITIBANK WEST FSB SAN FRAN C 2ND CONT LITIG DELETED CITIGROUP INVTS LN FD INC COM CITIGROUP GLOBAL MKTS HLDG I NOTE 3.000% 812 CITIGROUP GLOBAL MKTS HLDG I NOTE 0.250% 511 CITIGROUP GLOBAL MKTS HLDG I NOTE 0.500% 1010 ADDED CITIZENS BKG COW MICH COM * CITIZENS COMMUNICATIONS CO COM CITIZENS COMMUNICATIONS CO CALL CITIZENS COMMUNICATIONS CO Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 88 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CITIZENS FIRST BANCORP INC D COM CITIZENS FINL COW KY CL A CITIZENS FIRST FINL COW COM CITIZENS HLDG CO MISS COM CITIZENS INC CL A CITIZENS SOUTH BKG CP DEL COM CITIZENS UTILS TR PFD EPPICS CV CITRIX SYS INC SDCV 312 * CITRIX SYS INC COM CITRIX SYS INC CALL CITW SYS INC PUT CITY BK LYNNWOOD WASH COM CITY HLDG CO COM CITY INVESTING CO LIQ TR UNIT BEN INT * CITY NATL COW COM CITY NATL COW CALL CITY NATL COW PUT CITY TELECOM H K LTD SPONSORED ADR * CLAIRES STORES INC COM CLAIRES STORES INC CALL CLAIRES STORES INC PUT CLARCOR INC COM CLARK INC COM * CLARUSCOW COM CLARUS COW CALL CLARUS COW PUT CLASSIC BANCSHARES INC COM CLASSICA GROUP INC COM NEW DELETED CLAUDE RES INC COM ADDED * CLEAN HARBORS INC COM CLEAN HARBORS INC CALL CLEAN HARBORS INC PUT * CLEAR CHANNEL COMMUNICATIONS COM CLEAR CHANNEL COMMUNICATIONS CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 89 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CLEAR CHANNEL COMMUNICATIONS PUT CLEVELAND CLIFFS INC COM CLICK COMMERCE INC COM NEW CLICIULEARN PJC COM CLINICAL DATA MC NEW COM ADDED * CLOROX CO DEL COM CLOROX CO DEL CALL CLOROX CO DEL PUT CLOSURE MED CORP COM * COACHINC COM COACH INC CALL COACH INC PUT * COACHMEN INDS INC COM COACHMEN JNDS INC CALL COACHMEN JNDS INC PUT COACTIVE MARKETING GROUP INC COM COAST DENTAL SVCS INC COM NEW COAST DISTR SYS COM COAST FINL HLDGS INC COM ADDED COASTAL BANCORP INC COM COASTAL FINL CORP DEL COM COBALT CORP COM DELETED COBIZ INC COM COBRA ELECTRS COW COM COCA COLA BOTTLING CO CONS COM COCA COLA HELLENIC BTTLG CO SPONSORED ADR * COCACOLACO COM COCA COLA CO CALL COCA COLA CO PUT * COCA COLA ENTERPRISES INC COM COCA COLA ENTERPRISES INC CALL COCA COLA ENTERPRISES INC PUT * COCA-COLA FEMSA S A DE C V SPON ADR REP L COCA-COLA FEMSA S A DE C V CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 90 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS COCA-COLA FEMSA S A DE C V PUT CODORUS W BANCORP INC COM COEUR D ALENE MINES CORP IDA SDCV 6.375% 113 DELETED COEUR D ALENE MINES COW IDA SDCV 7.250%1013 * COEUR D ALENE MINES CORP IDA COM COEUR D ALENE MINES CORP IDA CALL COEUR D ALENE MINES CORP IDA PUT COEUR D ALENE MINES CORP IDA MARCS DELETED COGENT COMM GROUP INC COM * COGNEXCORP COM COGNEX CORP CALL COGNEX CORP PUT COGNITRONICS CORP COM * COGNOSINC COM COGNOS INC CALL COGNOS INC PUT * COGNIZANT TECHNOLOGY soLuno CL A COGNIZANT TECHNOLOGY SOLUTIO CALL COGNIZANT TECHNOLOGY SOLUTIO PUT

COHEN & STEERS QUALITY RLTY COM COHEN & STEERS TOTAL RETURN COM COHEN & STEERS PREM INC RLTY COM COHEN & STEERS ADV INC RLTY COM COHEN & STEERS REIT & PFD IN COM * COHERENTINC COM COHERENT INC CALL COHERENT INC PUT COHESANT TECHNOLOGIES INC COM * COHUINC COM COHLT mc CALL COHU mc PUT * COINSTARINC COM COINSTAR INC CALL COINSTAR INC PUT Run Date: 111 412004 ** List Of Section 13F Securities ** Page 91 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS COLDWATER CREEK INC COM COLE NATIONAL CORP NEW CL A COLE NATIONAL CORP NEW CALL COLE NATIONAL CORP NEW PUT COLE KENNETH PRODTNS INC CL A COLE KENNETH PRODTNS INC CALL COLE KENNETH PRODTNS INC PUT COLES MYER LTD SPON ADR NEW COLGATE PALMOLIVE CO COM COLGATE PALMOLIVE CO CALL COLGATE PALMOLIVE CO PUT COLLAGENEX PHARMACEUTICALS I COM COLLECTORS UNIVERSE INC COM NEW COLLEGIATE PACIFIC INC * W EXP 051261200 COLLEGIATE PACIFIC INC COM NEW COLLINS & AIKMAN CORP NEW COM NEW COLLINS INDS INC COM COLONIAL BANCGROUP INC COM COLONIAL BANCGROUP INC CALL COLONIAL BANCGROUP INC PUT COLONIAL CALIF INSD MUN FD COM COLONIAL HIGH INCOME MUN TR SH BEN INT COLONIAL INSD MUN FD COM COLONIAL INTERMARKET INCM TR SH BEN INT COLONIAL INTER HIGH INCOME F SH BEN INT COLONIAL INVT GRADE MUN TR SH BEN INT COLONIAL MUN INCOME TR SH BEN INT COLONIAL N Y INSD MUN FD COM COLONIAL PPTYS TR COM SH BEN INT COLONY BANKCORP INC COM COLT TELECOM GROUP PLC SPONSORED ADR COLT TELECOM GROUP PLC CALL COLT TELECOM GROUP PLC PUT COLUMBIA BANCORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 92 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS COLUMBIA BANCOW ORE COM COLUMBIA BKG SYS INC COM COLUMBIA LABS INC COM COLUMBIA LABS INC CALL COLUMBIA LABS INC PUT COLUMBIA SPORTSWEAR CO COM COLUMBIA SPORTSWEAR CO CALL COLUMBIA SPORTSWEAR CO PUT COLUMBUS MCKINNON COW N Y COM COMFORT SYS USA INC COM COMARCO INC COM COMCAST COW NEW CL A COMCAST COW NEW CALL COMCAST COW NEW COMCAST COW NEW CL A SPL COMCAST COW NEW CALL COMCAST COW NEW PUT COMCAST HOLDINGS COW DBCV 1211 COMCAST HOLDINGS COW ZONES CV2% PCS COMERICA INC COM COMERICA INC CALL COMERICA INC PUT COMFORCE COW COM COMM BANCOW INC COM COMMERCE BANCOW INC NJ COM COMMERCE BANCOW INC NJ CALL COMMERCE BANCOW INC NJ PUT COMMERCE BANCSHARES INC COM COMMERCE BANCSHARES INC CALL COMMERCE BANCSHARES INC PUT COMMERCE GROUP INC MASS COM COMMERCE ONE INC DEL COM NEW COMMERCE ONE INC DEL CALL COMMERCE ONE INC DEL PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 93 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS COMMERCESOUTH INC COM COMMERCIAL BANKSHARES INC COM COMMERCIAL CREDIT CO COM COMMERCIAL CAP BANCORP INC COM * COMMERCIAL FEDERAL CORPORATl COM COMMERClAL FEDERAL CORPORATI CALL COMMERCIAL FEDERAL CORPORATI PUT COMMERCIAL METALS CO COM COMMERICAL NATL FINL COW PA COM COMMERCIAL NET LEASE RLTY IN COM COMMONWEALTH BANKSHRS CP TRI PFD CONV SECS COMMONWEALTH BANKSHARES INC COM COMMONWEALTH BIOTECHNOLOGIES COM * COMMONWEALTH INDS INC DEL COM COMMONWEALTH INDS INC DEL CALL COMMONWEALTH INDS INC DEL PUT * COMMONWEALTH TEL ENTERPRISES COM COMMONWEALTH TEL ENTERPRISES CALL COMMONWEALTH TEL ENTERPRISES PUT COMMSCOPE INC NOTE 4.000% 1211 * COMMSCOPE INC COM COMMSCOPE INC CALL COMMSCOPE INC PUT COMMUNITY BANCORP INC FALLBR COM COMMUNITY BANCORP NEW JERSEY COM COMMUNITY BANCSHARES INC S C COM COMMUNITY BK NORTHN VA COM COMMUNITY BK SHS IND INC COM COMMUNITY BK SYS INC COM COMMUNITY BKS INC MILLERSBUR COM COMMUNITY CAP COW S C COM COMMUNITY CENTRAL BANK COW COM COMMUNITY CAPITAL BANCSHARES COM COMMUNITY FINL COW VA COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 94 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 COMMUNITY HEALTH SYS INC NEW COM COMMUNITY HEALTH SYS INC NEW CALL COMMUNITY HEALTH SYS INC NEW PUT COMMUNITY INVS BANCORP INC COM COMMUNICATIONS SYS INC COM COMMUNITY FIRST BANKSHARES I COM COMMUNITY FIRST BANKSHARES I CALL COMMUNITY FIRST BANKSHARES I PUT COMMUNITY TR BANCORP INC COM COMMUNITY WEST BANCSHARES COM COMPAGNIE GENERALE DES GEOPH SPONSORED ADR COMPANHIA BRASILEIRA DE DIST SPON ADR PFD COMPANHIA SIDERURGICA NACION SPONSORED ADR COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COMPANHIA DE SANEAMENTO BAS1 SPONSORED ADR COMPANHIA PARANAENSE ENERG C SPON ADR PFD COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD COMPANHIA DE BEBIDAS DAS AME CALL COMPANHIA DE BEBIDAS DAS AME PUT COMPANHIA VALE DO RIO DOCE SPON ADR PFD COMPANHIA VALE DO RIO DOCE SPONSORED ADR COMPANHIA VALE DO RIO DOCE CALL COMPANHIA VALE DO RIO DOCE PUT COMPANIA ANONIMA NACIONL TEL SPON ADR D COMPANIA ANONIMA NACIONL TEL CALL COMPANIA ANONIMA NACIONL TEL PUT COMPANIA CERVECERIAS UNIDAS SPONSORED ADR COMPANIA DE MINAS BUENAVENTU SPONSORED ADR COMPANIA DE TELECOMUNICS CHI SPON ADR NEW COMPANIA DE TELECOMUNICS CHI CALL COMPANIA DE TELECOMUNICS CHI PUT COMPASS BANCSHARES INC COM Run Date: ** List Of Section 13F Securities ** Page 95 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS COMPASS BANCSHARES INC CALL COMPASS BANCSHARES INC PUT COMPASS MINERALS INTL INC COM ADDED COMPETITIVE TECHNOLOGIES INC COM COMPEX TECHNOLOGIES INC COM * COMPUCREDIT CORP COM COMPUCREDIT CORP CALL COMPUCREDIT CORP PUT * COMPUCOM SYS INC COM COMPUCOM SYS INC CALL COMPUCOM SYS INC PUT COMPUDYNE CORP COM PAR $0.75 COMPUTER ACCESS TECHNOLOGY COM COMPUTER ASSOC INTL JNC NOTE 1.625%1211 ADDED COMPUTER ASSOC INTL INC NOTE 5.000%311 * COMPUTER ASSOC INTL JNC COM COMPUTER ASSOC INTL INC CALL COMPUTER ASSOC INTL INC PUT COMPUTER NETWORK TECHNOLOGY NOTE 3.000%211 * COMPUTER NETWORK TECHNOLOGY COM COMPUTER NETWORK TECHNOLOGY CALL COMPLTTER NETWORK TECHNOLOGY PUT COMPUTER PROGRAMS & SYS INC COM * COMPUTER SCIENCES CORP COM COMPUTER SCIENCES CORP CALL COMPUTER SCIENCES CORP PUT * COMPUTER TASK GROUP INC COM COMPUTER TASK GROUP INC CALL COMPUTER TASK GROUP INC PUT COMPUTERIZED THERMAL IMAGING COM COMPX INTERNATIONAL INC CL A * COMPUWARECORP COM COMPUWARE CORP CALL COMPUWARE CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 96 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS COMSTOCK RES INC COM NEW COMSTOCK RES INC CALL COMSTOCK RES INC PUT COMTECH TELECOMMUNICATIONS C COM NEW COMTECH TELECOMMUNICATIONS C CALL COMTECH TELECOMMUNICATIONS C PUT COMVERSE TECHNOLOGY INC DBCV 1.500% 1210 COMVERSE TECHNOLOGY INC DEBT 511 ADDED COMVERSE TECHNOLOGY INC COM PAR $0.10 COMVERSE TECHNOLOGY INC CALL COMVERSE TECHNOLOGY INC PUT CONAGRA FOODS INC COM CONAGRA FOODS INC CALL CONAGRA FOODS INC PUT COMPUTER HORIZONS CORP COM COMPUTER HORIZONS CORP CALL COMPUTER HORIZONS CORP PUT CONCEPTUS INC COM CONCEPTUS INC CALL CONCEPTUS INC PUT CONCERTO SOFTWARE INC COM CONCERTO SOFTWARE INC CALL CONCERTO SOFTWARE INC PUT CONCORD CAMERA CORP COM CONCORD CAMERA COW CALL CONCORD CAMERA COW PUT CONCORD COMMUNICATIONS INC COM CONCORD COMMUNICATIONS INC CALL CONCORD COMMUNICATIONS INC PUT CONCORD EFS INC COM CONCORD EFS INC CALL CONCORD EFS INC PUT CONCORDE CAREER COLLEGES INC COM NEW CONCUR TECHNOLOGIES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 97

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ISSUER NAME ISSUER DESCRIPTION STATUS CONCUR TECHNOLOGIES INC CALL CONCUR TECHNOLOGIES INC PUT * CONCURRENT COMPUTER CORP NEW COM CONCURRENT COMPUTER CORP NEW CALL CONCURRENT COMPUTER CORP NEW PUT CONE MLS COW COM CONE MLS CORP N C COM DELETED CONEXANT SYSTEMS INC NOTE 4.250% 510 CONEXANT SYSTEMS INC NOTE 4.250%510 CONEXANT SYSTEMS INC NOTE 4.000% 210 * CONEXANT SYSTEMS INC COM CONEXANT SYSTEMS INC CALL CONEXANT SYSTEMS INC PUT CONGOLEUM CORP NEW CL A * CONMEDCORP COM CONMED CORP CALL CONMED CORP PUT CONNECTICUT BANCSHARES INC COM CONNECTICUT WTR SVC INC COM * CONNETICS CORP COM CONNETICS CORP CALL CONNETICS CORP PUT CONNS INC COM ADDED * CONOCOPHILLIPS COM CONOCOPHILLIPS CALL CONOCOPHILLIPS PUT CONOLOG CORP COM PAR.01 NEW CONRAD INDS INC COM CONSECO INC * W EXP 091 101200 * CONSECOINC COM NEW CONSECO INC CALL CONSECO INC PUT CONSECO STRATEGIC INCOME FD SH BEN INT DELETED * CONSOL ENERGY INC COM RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 98 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CONSOL ENERGY INC CALL CONSOL ENERGY INC PUT CONSOLIDATED EDISON INC COM CONSOLIDATED EDISON INC CALL CONSOLIDATED EDISON INC PUT CONSOLIDATED GRAPHICS INC COM CONSOLIDATED GRAPHICS INC CALL CONSOLIDATED GRAPHICS INC PUT CONSOLIDATED MERCANTILE INC COM CONSOLIDATED TOMOKA LD CO COM CONSTELLATION BRANDS INC CL A CONSTELLATION BRANDS INC CALL CONSTELLATION BRANDS INC PUT CONSTELLATION BRANDS INC CL B CONSTELLATION BRANDS INC CALL CONSTELLATION BRANDS INC PUT CONSTAR INTL INC NEW COM CONSTAR INTL INC NEW CALL CONSTAR INTL INC NEW PUT CONSTELLATION ENERGY GROUP I COM CONSTELLATION ENERGY GROUP I CALL CONSTELLATION ENERGY GROUP I PUT CONSULIER ENGR INC COM PAR $0.0 1 CONSUMER PORTFOLIO SVCS INC COM CONSUMER PORTFOLIO SVCS INC CALL CONSUMER PORTFOLIO SVCS INC PUT CONTANGO OIL & GAS COMPANY COM NEW CONTINENTAL AIRLS INC NOTE 4.500%210 CONTINENTAL AIRLS INC CL A CONTINENTAL AIRLS INC CL B CONTINENTALAIRLS INC CALL CONTINENTAL AIRLS INC PUT CONTINENTAL MATLS CORP COM PAR $0.25 CONVERA COW CLA Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 99 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CONVERA CORP CALL CONVERA COW PUT CONTINUCARE COW COM CONTROLADORA COML MEX SA DE GDR CONVERIUM HLDG AG SPONSORED ADR * CONVERGYSCOW COM CONVERGYS CORP CALL CONVERGYS CORP PUT COOPER CAMERON CORP DBCV 511 COOPER CAMERON CORP DBCV 1.750% 511 * COOPER CAMERON CORP COM COOPER CAMERON COW CALL COOPER CAMERON CORP PUT COOPER COS INC DBCV 2.625% 710 ADDED * COOPER COS INC COM NEW COOPER COS INC CALL COOPER COS INC PUT * COOPER TIRE & RUBR CO COM COOPER TIRE & RUBR CO CALL COOPER TIRE & RUBR CO PUT COOPERATIVE BANKSHARES INC COM * COORS ADOLPH CO CL B COORS ADOLPH CO CALL COORS ADOLPH CO PUT * COPARTINC COM COPART INC CALL COPART INC PUT COPPER MTN NETWORKS INC COM NEW COR THERAPEUTICS INC NOTE 5.000% 310 COR THERAPEUTICS INC NOTE 4.500% 6/1 CORAUTUS GENETICS INC COM NEW CORE MOLDING TECHNOLOGIES IN COM CORILLIAN CORP COM * CORINTHIAN COLLEGES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 100 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOO 1

ISSUER NAME ISSUER DESCRIPTION STATUS CORINTHIAN COLLEGES INC CALL CORINTHIAN COLLEGES INC PUT CORIXA CORP NOTE 4.250% 710 CORIXA CORP NOTE 4.250% 710 ADDED * CORIXACORP COM CORIXA CORP CALL CORIXA CORP PUT CORIO INC COM CORNERSTONE BANCORP INC COM * CORN PRODS INTL INC COM CORN PRODS INTL INC CALL CORN PRODS INTL INC PUT CORNELL COMPANIES INC COM CORNERSTONE RLTY INCOME TR I COM CORNERSTONE RLTY INCOME TR I PFD CV SERA CORNERSTONE STRATEGIC VALUE COM CORNERSTONE TOTAL RTRN FD IN COM CORNING INC DBCV 1110 CORNING INC NOTE 3.500%11/0 * CORNINGINC COM CORNING INC CALL CORNING INC PUT CORPORACION DURANGO SA DE CV SPONSORED ADR * CORPORATE EXECUTIVE BRD CO COM CORPORATE EXECUTIVE BRD CO CALL CORPORATE EXECUTIVE BRD CO PUT CORPORATE HIGH YIELD FD INC COM * CORRECTIONAL SVCS CORP COM CORRECTIONAL SVCS CORP CALL CORRECTIONAL SVCS CORP PUT CORPORATE HIGH YIELD FD I11 COM CORPORATE HIGH YIELD FD V IN COM CORPORATE HIGH YIELD FD VI I COM CORPORATE OFFICE PPTYS TR SH BEN INT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 101 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CORRECT~ONALPPms TR COM * CORRECTIONS COW AMER NEW COM NEW CORRECTIONS CORP AMER NEW CALL CORRECTlONS COW AMER NEW PUT CORRPRO COS INC COM CORTECH INC COM NEW CORTEX PHARMACEUTICALS INC COM NEW CORUS GROUP PLC SPONSORED ADR CORUS BANKSHARES INC COM CORUS ENTERTAINMENT INC COM CL B NON VTG CORVEL COW COM * CORVISCORP COM CORVIS CORP CALL CORVIS COW PUT COSI INC COM COSINE COMMUNICATIONS INC COM NEW * COST PLUS INC CALIF COM COST PLUS INC CALIF CALL COST PLUS INC CALIF PUT COST-U-LESS INC COM * COSTCO WHSL CORP NEW COM COSTCO WHSL COW NEW CALL COSTCO WHSL COW NEW PUT COSTAR GROUP INC COM COSTCO COMPANIES INC NOTE 811 * COTTCORPQUE COM COTT COW QUE CALL COTT COW QUE PUT COTTON STS LIFE INS CO COM COUNSEL COW COM COUNTRYWIDE FINANCIAL COW NOTE 210 * COUNTRYWIDE FINANCIAL CORP COM COUNTRYWIDE FINANCIAL COW CALL COUNTRYWIDE FINANCIAL COW PUT Run Date: ** List Of Section 13F Securities ** Page 102 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS COURIER COW COM COUSINS PPTYS INC COM * COVANSYS CORP COM COVANSYS COW CALL COVANSYS COW PUT COVALENT GROUP INC COM * COVANCEINC COM COVANCE INC CALL COVANCE INC PUT COVENANT TRANS INC CL A * COVENTRY HEALTH CARE INC COM COVENTRY HEALTH CARE INC CALL COVENTRY HEALTH CARE INC PUT COVEST BANCSHARES INC COM COVISTA COMMUNICATIONS INC COM COWLITZ BANCORF' LONGVIEW WAS COM COX COMMUNICATIONS INC NEW NOTE 3.000% 311 COX COMMUNICATIONS INC NEW SDEB 0.426% 411 COX COMhWNICATIONS INC NEW NOTE 0.348% 212 * COX COMMUNICATIONS INC NEW CL A COX COMMUNICATIONS INC NEW CALL COX COMMUNICATIONS INC NEW PUT COX COMMUNICATIONS INC NEW PRIZES PCS2029 * COXRADIO~C CL A COX RADIO INC CALL COX RADIO INC PUT * CPSHIPSLTD COM CP SHIPS LTD CALL CP SHIPS LTD PUT CRAFTMADE INTL INC COM * CRANECO COM CRANE CO CALL CRANE CO PUT CRAWFORD & CO CL B Run Date: 111 412004 ** List Of Section 13F Securities ** Page 103

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ISSUER NAME ISSUER DESCRIPTION STATUS CRAWFORD & CO CL A CREATIVE COMPUTER APPLICATIO COM NEW CREDIT SUISSE ASSET MGMT INC COM CRAY TNC COM CRAY INC CALL CRAY INC PUT CRAY RESH INC SDCV 6.125% 210 CRAYFISH CO LTD SPON ADR NEW DELETED CRAZY WOMAN CREEK BANCORP COM DELETED CREATIVE HOST SERVICES COM CREDENCE SYS CORP COM CREDENCE SYS COW CALL CREDENCE SYS COW PUT CREDIT ACCEP CORP MICH COM CREDIT ACCEP CORP MICH CALL CREDIT ACCEP COW MICH PUT CREDIT SUISSE GROUP SPONSORED ADR CREDIT SUISSE GROUP CALL CREDIT SUISSE GROUP PUT CREDO PETE COW COM PAR $0.10 CREDIT SUISSE HIGH YLD BND F SH BEN INT CREE INC COM CREE INC CALL CREE INC PUT CREO INC COM CREO INC CALL CREO TNC PUT CRESCENT BKG CO COM CRESCENT FINL COW COM CRESCENT REAL ESTATE EQUITIE COM CRESCENT REAL ESTATE EQUITIE CALL CRESCENT REAL ESTATE EQUITIE PUT CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% CRESUDSACIFYA SPONSORED ADR Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 104 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CREW DEVELOPMENT COW COM CRIIMI MAE INC PFD B CONV $25 CRIIMI MAE INC COM NEW CRISTALERIAS DE CHILE S A SPONSORED ADR CRITICAL PATH INC NOTE 5.750% 410 CRITICAL PATH INC COM NEW CRITICARE SYS INC COM CROMPTON COW COM CROMPTON COW CALL CROMPTON CORP PUT CROSS AT CO CL A CROSS CTRY HEALTHCARE INC COM CROSS CTRY HEALTHCARE INC CALL CROSS CTRY HEALTHCARE INC PUT CROSS TIMBERS RTY TR TR UNIT CROSSROADS SYS INC COM CROSSROADS SYS TNC CALL CROSSROADS SYS INC PUT CROSSTEX ENERGY L P COM CROWN AMERN RLTY TR SH BEN INT DELETED CROWN ANDERSEN INC COM CROWN CASTLE INTL COW COM CROWN CASTLE INTL COW CALL CROWN CASTLE INTL CORP PUT CROWN HOLDINGS INC COM CROWN HOLDINGS INC CALL CROWN HOLDINGS INC PUT CROWN MEDIA HLDGS INC CLA CRUCELL N V SPONSORED ADR CRYOLIFE INC COM CRYOLIFE INC CALL CRYOLIFE INC PUT CRYPTOLOGIC INC COM CRYPTOLOGIC INC CALL Run Date: ** List Of Section 13F Securities ** Page 105 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CRYPTOLOGIC INC PUT CRYSTALLEX INTL CORP COM CTI MOLECULAR IMAGING INC COM CTI MOLECULAR IMAGING INC CALL CTI MOLECULAR IMAGING INC PUT CTRIP COM INTL LTD ADR ADDED CUBIC CORP COM CUBIC CORP CALL CUBIC CORP PUT CUBIST PHARMACEUTICALS INC NOTE 5.500% 1 110 CUBIST PHARMACEUTICALS INC COM CUBIST PHARMACEUTICALS INC CALL CUBIST PHARMACEUTICALS INC PUT CULLEN FROST BANKERS INC COM CLLLEN FROST BANKERS INC CALL CULLEN FROST BANKERS INC PUT CULP INC COM CULP INC CALL CULP INC PUT CUMMINS INC COM CUMMINS INC CALL CUMMINS INC PUT CUMULUS MEDIA INC CL A CUMULUS MEDIA INC CALL CUMLTLUS MEDIA INC PUT CURAGEN CORP SDCV 6.000% 210 CURAGEN CORP COM CURAGEN CORP CALL CURAGEN CORP PUT CURATIVE HEALTH SRVCS INC COM CURATIVE HEALTH SRVCS INC CALL CURATIVE HEALTH SRVCS INC PUT CURIS INC COM CLMS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 106 Run Time: Fiscal Year: 2003 Qtr: 4 lVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS CURIS INC PUT CURON MED INC COM CURTISS WRIGHT CORP COM CURTISS WRIGHT CORP CL B CYBERGUARDCORP COM * CUTTER & BUCK INC COM CUTTER & BUCK INC CALL CUTTER & BUCK INC PUT CYANOTECH CORP COM NEW * CYBERSOURCE CORP COM CYBERSOURCE CORP CALL CYBERSOURCE CORP PUT * CYBERONICS INC COM CYBERONICS INC CALL CYBERONICS INC PUT CYBEROPTICS CORP COM CYBEX INTL INC COM CYMER INC NOTE 3.500% 211 * CYMERINC COM CYMER INC CALL CYMER INC PUT * CYPRESS BIOSCIENCES INC COM PAR $.02 CYPRESS BIOSCIENCES INC CALL CYPRESS BIOSCIENCES INC PUT CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 710 CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 611 ADDED * CYPRESS SEMICONDUCTOR COW COM CYPRESS SEMICONDUCTOR CORP CALL CYPRESS SEMICONDUCTOR CORP PUT CYSIVE INC COM DELETED * CYTECINDS INC COM CYTEC INDS INC CALL CYTEC INDS INC PUT CYTOGEN CORP COM NEW Run Date: ** List Of Section 13F Securities ** Page 107 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS CYTRX CORP COM NEW D & E COMMUNICATIONS INC COM

D & K HEALTHCARE RES INC COM D & K HEALTHCARE RES INC CALL D & K HEALTHCARE RES INC PUT CYTYC CORP COM CYTYC CORP CALL CYTYC CORP PUT CYCLE CTRY ACCESSORIES CORP COM DHB INDS INC COM DGSE COMPANIES INC COM DM1 FURNITURE INC COM DELETED DJ ORTHOPEDICS INC COM DNP SELECT INCOME FD COM DPAC TECHNOLOGIES CORP COM DQE INC COM DELETED DQE INC CALL DELETED DQE INC PUT DELETED DPL INC COM DPL INC CALL DPL INC PUT DRS TECHNOLOGIES INC COM DRS TECHNOLOGIES INC CALL DRS TECHNOLOGIES INC PUT D R HORTON INC COM D R HORTON INC CALL D R HORTON INC PUT DSP GROUP INC COM DSP GROUP INC CALL DSP GROUP INC PUT DST SYS INC DEL COM DST SYS INC DEL CALL DST SYS INC DEL PUT DT INDUSTFUES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 108 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DT INDUSTRIES INC CALL DT INDUSTRIES INC PUT * DTE ENERGY CO COM DTE ENERGY CO CALL DTE ENERGY CO PUT DTF TAX-FREE INCOME INC COM DXP ENTERPRISES INC NEW COM NEW DADE BEHRING HLDGS INC COM DAG MEDIA INC COM DAI EI INC SPONS ADR NEW DAILY JOURNAL COW COM * DAKTRONICS INC COM DAKTRONICS INC CALL DAKTRONICS INC PUT DAN RIV INC GA CL A * DANACOW COM DANA COW CALL DANA COW PUT * DANAHER COW DEL COM DANAHER COW DEL CALL DANAHER COW DEL PUT DANIELSON HLDG CORP COM DANKA BUSINESS SYS PLC SPONSORED ADR * DARDEN RESTAURANTS INC COM DARDEN RESTAURANTS INC CALL DARDEN RESTAURANTS INC PUT DARLING INTL INC COM DASSAULT SYS S A SPONSORED ADR * DATA1 OCOW COM DATA I 0 CORP CALL DATA I 0 COW PUT DATA SYS & SOFTWARE INC COM DATAKEY INC COM DELETED DATAWATCH COW COM NEW Run Date: ** List Of Section 13F Securities ** Page 109 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DATAMIRROR CORP COM DATALINK COW COM DATARAM CORP COM PAR $1 * DATASCOPE CORP COM DATASCOPE CORP CALL DATASCOPE CORP PUT * DATASTREAM SYS INC COM DATASTREAM SYS INC CALL DATASTREAM SYS INC PUT DATATEC SYS INC COM DATATRAK INTL TNC COM DAUGHERTY RES INC COM * DAVE & BUSTERS INC COM DAVE & BUSTERS INC CALL DAVE & BUSTERS INC PUT * DAVITAINC COM DAVITA INC CALL DAVITA INC PUT DAWSON GEOPHYSICAL CO COM DAXOR CORP COM * DEAN FOODS CO NEW COM DEAN FOODS CO NEW CALL DEAN FOODS CO NEW PUT DEARBORN BANCORP INC COM DEB SHOPS TNC COM DEBT STRATEGIES FD INC NEW COM DEBT STRATEGIES FUND INC COM DELETED DECKERS OUTDOOR CORP COM * DECODE GENETICS INC COM DECODE GENETICS INC CALL DECODE GENETICS INC PUT DECOMA INTERNATIONAL INC CL A SUB VTG DECORATOR INDS INC COM PAR $0.20 DECORIZE INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 110 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DECTRON INTERNATIONALE INC COM DECTRON INTERNATIONALE INC *W EXP 091281200 DELETED * DEERE&CO COM DEERE & CO CALL DEERE & CO PUT DEL LABS INC COM * DEL MONTE FOODS CO COM DEL MONTE FOODS CO CALL DEL MONTE FOODS CO PUT DE RIG0 SPA SPONSORED ADR DELAWARE INVTS DIV & INCOME COM DELAWARE INV GLBL DIV & INC COM DELAWARE INV FL INS MUN INC SH BEN INT DELAWARE INV MN MUN INCM FD COM DELAWARE TNV MN MUN INC FD I COM DELAWARE INV MN MUN INC FD I COM DELAWAR INVTS AZ MUN INCOME COM DELAWARE INV CO INS MUN INC COM DELCATH SYS INC COM DELCATH SYS INC *W EXP 1011 81200 DELIAS CORP CLA DELETED * DELLINC COM DELL KNC CALL DELL INC PUT DELPHAX TECHNOLOGIES INC COM * DELPHICORP COM DELPHI CORP CALL DELPHI CORP PUT * DELPHI FINL GROUP INC CL A DELPHI FINL GROUP INC CALL DELPHI FINL GROUP INC PUT

* DELTA & PINE LD CO COM DELTA & PINE LD CO CALL DELTA & PINE LD CO PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 111 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DELTA AIR LWES INC DEL NOTE 8.000% 610 ADDED DELTA AIR LINES INC DEL COM DELTA AIR LINES INC DEL CALL DELTA AIR LINES INC DEL PUT DELTA APPAREL INC COM DELTA CORP AMER COM DELTA GALIL INDS LTD SPONSORED ADR DELTA NAT GAS INC COM DELTATHREE INC COM DELTIC TIMBER CORP COM DELTIC TIMBER CORP CALL DELTIC TIMBER CORP PUT DELTA WOODSIDE INDS INC COM DELTA PETE CORP COM NEW DELTA WOODSIDE INDS INC NEW COM NEW DENBURY RES INC COM NEW DELTA FWANCIAL CORP COM DELUXE CORP COM DELUXE CORP CALL DELUXE CORP PUT DENDREON CORP COM DENDREON CORP CALL DENDREON CORP PUT DENDRITE INTL INC COM DENDRITE INTL INC CALL DENDRITE INTL INC PUT DENISON INTERNATIONAL PLC SPONSORED ADR DENTSPLY INTL INC NEW COM DENTSPLY INTL INC NEW CALL DENTSPLY INTL INC NEW PUT DEPARTMENT 56 INC COM DEPARTMENT 56 INC CALL DEPARTMENT 56 INC PUT DESCARTES SYS GROUP INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 112 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DESCARTES SYS GROUP INC CALL DESCARTES SYS GROUP INC PUT DEPOMED INC COM DESC S ADE C V SPON ADR C DESERT CMNTY BK VICTORVILLE COM DESWELL INDS INC COM DETREX COW COM DELETED DEUTSCHE BK AG N Y BRH NOTE 0.250%1111 DEUTSCHE BK FINL INC MTNS BE MTNF 1.000% 111 * DEUTSCHE TELEKOM AG SPONSORED ADR DEUTSCHE TELEKOM AG CALL DEUTSCHE TELEKOM AG PUT DEVCON INTL COW COM DEVELOPERS DIVERSIFIED RLTY COM DEVON ENERGY COW NEW DEB 4.900% 811 DEVON ENERGY COW NEW DEB 4.950% 811 DEVON ENERGY COW NEW DBCV 612 * DEVON ENERGY COW NEW COM DEVON ENERGY COW NEW CALL DEVON ENERGY COW NEW PUT * DEVRYINC DEL COM DEVRY INC DEL CALL DEVRY INC DEL PUT * DIAGEOPLC SPON ADR NEW DIAGEO P L C CALL DIAGEO P L C PUT * DIAGNOSTIC PRODS COW COM DIAGNOSTIC PRODS COW CALL DIAGNOSTIC PRODS COW PUT * DIALCOWNEW COM DIAL COW NEW CALL DIAL COW NEW PUT DIALOG SEMICONDUCTOR PLC SPONSORED ADR DIALYSIS COW AMER COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 113

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ISSUER NAME ISSUER DESCRIPTION STATUS DIAMOND HILL INVESTMENT GROU COM NEW DIAMOND OFFSHORE DRILLING IN DBCV 610 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 41 1 DIAMOND OFFSHORE DRILLING IN COM DIAMOND OFFSHORE DRILLING IN CALL DIAMOND OFFSHORE DRILLING IN PUT DIAMONDCLUSTER INTL INC COM DIAMONDCLUSTER INTL INC CALL DIAMONDCLUSTER INTL INC PUT DIAMONDS TR UNIT SER 1 DIAMONDS TR CALL DIAMONDS TR PUT DIASYS CORP COM DICKIE WALKER MARINE INC COM DICKS SPORTING GOODS INC COM DICKS SPORTING GOODS INC CALL DICKS SPORTING GOODS INC PUT DIEBOLD INC COM DIEBOLD INC CALL DIEBOLD INC PUT DIEDRICH COFFEE INC COM NEW DIGENE CORP COM DIGENE CORP CALL DIGENE CORP PUT DIGI INTL INC COM DIGI INTL INC CALL DIGI INTL INC PUT DIGIMARC CORP COM DIGIMARC CORP CALL DIGIMARC CORP PUT DIGITAL ANGEL COW COM DIGITAL IMPACT INC DEL COM DIGITAL INSIGHT CORP COM DIGITAL INSIGHT CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 114 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DIGITAL INSIGHT CORP PUT * DIGITAL LIGHTWAVE INC COM DIGITAL LIGHTWAVE INC CALL DIGITAL LIGHTWAVE INC PUT DIGITAL PWR COW COM DIGITAL RECORDERS INC COM DIGITAL VIDEO SYS INC COM NEW * DIGITAL RIV INC COM DIGITAL RIV INC CALL DIGITAL RIV INC PUT DIGITAS INC COM * DIGITALTHINK INC COM DIGITALTHINK INC CALL DIGITALTHINK INC PUT DIGITALNET HLDGS INC COM ADDED DIGITAL THEATER SYS INC COM DIGITAL GENERATION SYS INC COM DIME CMNTY BANCSHARES COM * DILLARDSINC CL A DILLARDS INC CALL DILLARDS INC PUT DIME BANCORP INC NEW *W EXP 991991999 * DIMONINC COM DIMON INC CALL DIMON INC PUT DIOMED HOLDINGS INC COM DIODES INC COM * DIONEXCORP COM DIONEX CORP CALL DIONEX CORP PUT DIRECT GEN CORP COM DIRECT INSITE CORP COM NEW DELETED DISCOVERY LABORATORIES INC N COM DISCOVERY PARTNERS INTL INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 115 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DISNEY WALT CO NOTE 2.125% 411 DISNEY WALT CO COM DISNEY DISNEY WALT CO CALL DISNEY WALT CO PUT DISTRIBUTED ENERGY SYS COW COM ADDED DISTRIBUCION Y SERVICIO D&S SPONSORED ADR DITECH COMMUNICATIONS COW COM DITECH COMMUNICATIONS COW CALL DITECH COMMUNICATIONS CORP PUT DIVERSA COW COM DIVERSA COW CALL DIVERSA COW PUT DIVERSIFIED CORPORATE RES IN COM DIVERSIFIED SEC SOLUTIONS IN COM DIXIE GROUP INC SDCV 7.000% 511 DIXIE GROUP INC CL A DIXON TICONDEROGA CO COM DOCUCOW INTL INC COM DOCUCOW INTL INC CALL DOCUCOW INTL INC PUT DOBSON COMMUNICATIONS COW CL A DOBSON COMhIUNICATIONS COW CALL DOBSON COMMUNICATIONS COW PUT DOCENT INC COM NEW DR REDDYS LABS LTD ADR DR REDDYS LABS LTD CALL DR REDDYS LABS LTD PUT DOCUMENT SCIENCES COW COM DOCUMENTUM INC NOTE 4.500% 410 DOCUMENTUM INC COM DOCUMENTUM INC CALL DOCUMENTUM INC PUT DOLLAR GEN COW COM DOLLAR GEN COW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 116 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DOLLAR GEN CORP PUT DOLLAR THRIFTY AUTOMOTIVE GP COM DOLLAR THRIFTY AUTOMOTIVE GP CALL DOLLAR THRIFTY AUTOMOTIVE GP PUT DOLLAR TREE STORES INC COM DOLLAR TREE STORES INC CALL DOLLAR TREE STORES INC PUT DOMINION HOMES INC COM DOMINION RES BLACK WARRIOR T UNITS BEN INT DOMINION RES INC VA NEW NOTE 2.125%12/1 ADDED DOMINION RES INC VA NEW COM DOMINION RES INC VA NEW CALL DOMINION RES INC VA NEW PUT DOMTAR INC COM DOMTAR INC CALL DOMTAR INC PUT DONALDSON INC COM DONALDSON INC CALL DONALDSON INC PUT DONALDSON LUFKIN & JENRETTE COM DONEGAL GROUP INC CL A DONEGAL GROUP INC CL B DONNELLEY R R & SONS CO COM DONNELLEY R R & SONS CO CALL DONNELLEY R R & SONS CO PUT DOR BIOPHARMA INC COM DORAL FINL COW COM DORAL FINL CORP CALL DORAL FINL COW PUT DORCHESTER MINERALS LP COM UNIT DOREL INDS INC CL B SUB VTG DOT HILL SYS CORP COM DOT HILL SYS CORP CALL DOT HILL SYS CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 117

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ISSUER NAME ISSUER DESCRIPTION STATUS DOUBLE EAGLE PETE CO COM PAR $0.10 DOUBLECLICK INC NOTE 711 ADDED * DOUBLECLICK INC COM DOUBLECLICK INC CALL DOUBLECLICK INC PUT DOV PHARMACEUTICAL INC COM * DOVERCORP COM DOVER CORP CALL DOVER CORP PUT

DOVER DOWNS GAMING & ENTMT I COM * DOVER MOTORSPORTS INC COM DOVER MOTORSPORTS INC CALL DOVER MOTORSPORTS INC PUT * DOWCHEMCO COM DOW CHEM CO CALL DOW CHEM CO PUT

* DOW JONES & CO INC COM

DOW JONES & CO INC CALL

DOW JONES & CO INC PUT DOWNEY FINL CORP COM DRAXIS HEALTH INC COM * DRESSBARNINC COM DRESS BARN INC CALL DRESS BARN INC PUT DREW INDS INC COM NEW * DREXLER TECHNOLOGY CORP COM DREXLER TECHNOLOGY CORP CALL 261876 95 6 DREXLER TECHNOLOGY CORP PUT 26 1877 10 4 * DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877 90 4 DREYERS GRAND ICE CREAM HL I CALL 261877 95 4 DREYERS GRAND ICE CREAM HL I PUT 261881 106 DREYFUS CALIF MUN INCOME INC COM 261932 10 7 DREYFUS STRATEGIC MUNS INC COM 262008 10 1 DREYFUS HIGH MELD STRATEGIE SH BEN INT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 118 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DREYFUS MLJN INCOME INC COM DREYFUS N Y MUN INCOME INC COM DREYFUS STRATEGIC MUN BD FD COM DRIL-QUIP INC COM DRUGMAX INC COM * DRUGSTORE COM INC COM DRUGSTORE COM INC CALL DRUGSTORE COM INC PUT DRYCLEAN USA INC COM DTA HOLDING AKTIENGESELLSCHA SPONSORED ADR DELETED * DSLNETINC COM DSL NET INC CALL DSL NET INC PUT * DU PONT E I DE NEMOURS & CO COM DU PONT E I DE NEMOURS & CO CALL DU PONT E I DE NEMOURS & CO PUT DUANE READE INC NOTE 2.148% 411 * DUANEREADEINC COM DUANE READE INC CALL DUANE READE INC PUT DUCAT1 MTR HLDGS SPA SPONSORED ADR DUCKWALL-ALCO STORES INC NEW COM DUCOMMLN INC DEL COM DUFF & PHELPS UTIL CORP BD T COM DUKE ENERGY CORP NOTE 1.750% 511 * DUKE ENERGY CORP COM DUKE ENERGY CORP CALL DUKE ENERGY CORP PUT * DUKEREALTYCORP COM NEW DUKE REALTY CORP CALL DUKE REALTY CORP PUT * DUN & BRADSTREET CORP DEL NE COM DUN & BRADSTREET CORP DEL NE CALL DUN & BRADSTREET COW DEL NE PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 119 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS DUNLOP HLDGS LTD ADR ADDED * DCRA AUTOMOTIVE SYSTEMS CORP CL A DURA ACTTOMOTIVE SYSTEMS CORP CALL DURA AUTOMOTIVE SYSTEMS CORP PUT DUPONT PHOTOMASKS INC NOTE 712 DUPONT PHOTOMASKS INC NOTE 1.250% 511 * DUPONT PHOTOMASKS INC COM DUPONT PHOTOMASKS INC CALL DUPONT PHOTOMASKS INC PUT * DUQUESNE LT HLDGS INC COM ADDED DUQUESNE LT HLDGS INC CALL ADDED DUQUESNE LT HLDGS INC PUT ADDED DURA AUTOMOTIVE SYS CAP TR PFD TR CONV DLRATEK INC COM DURBAN ROODEPOORT DEEP LTD SPONSORED ADR DURECT CORP NOTE 6.250% 611 ADDED DURECT CORP COM * DUSA PHARMACEUTICALS INC COM DUSA PHARMACEUTICALS INC CALL DUSA PHARMACEUTICALS INC PUT DURASWITCH INDUSTRIES INC COM NEW DUTCHFORK BANCSHARES INC COM DWYER GROUP INC COM DELETED DYAX CORP COM * DYCOMINDSINC COM DYCOM INDS INC CALL DYCOM INDS INC PUT DYNABAZAAR INC COM DYNACQ HEALTHCARE INC COM ADDED DYNAMEX rNC COM DYNAMIC MATLS CORP COM DYNAMIC OIL & GAS INC COM DYNACQ INTL INC COM PAR $.001 DELETED DYNAMICS RESH CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 120 Run Time: Fiscal Year: 2003 Qtr: 4 IVM00 1

ISSUER NAME ISSUER DESCRIPTION STATUS DYNATRONICS CORP COM * DYNEGYINCNEW CL A DYNEGY INC NEW CALL DYNEGY INC NEW PUT DYNEX CAP INC PFD CV A 9.75% DYNEX CAP INC PFD CV B 9.55% DYNEX CAP INC PFD CV C 9.73% DYNEX CAP INC COM NEW DYNTEK INC CL A DYNTEK INC *W EXP 12/11/200 DYNTEK INC PFD CV SERA ECB BANCORP INC COM ECC INTL COW COM DELETED * ECI TELECOM LTD ORD ECI TELECOM LTD CALL ECI TELECOM LTD PUT E COM VENTURES INC COM NEW EDAP TMS S A SPONSORED ADR EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR EDT LEARNING INC COM EFC BANCORP INC COM EGL INC NOTE 5.000°/o 1211 * EGLINC COM EGL INC CALL EGL INC PUT * E-LOANINC COM E-LOAN INC CALL E-LOAN INC PUT ELXSI CORP COM NEW * EMCCORPMASS COM E M C CORP MASS CALL E M C CORP MASS PUT EMC INS GROUP INC COM * EMS TECHNOLOGIES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 121

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ISSUER NAME ISSUER DESCRIPTION STATUS EMS TECHNOLOGIES INC CALL EMS TECHNOLOGIES INC PUT * ENSCO INTL INC COM ENSCO INTL INC CALL ENSCO INTL INC PUT EN1 S PA SPONSORED ADR * EOGRESINC COM EOG RES INC CALL EOG RES INC PUT EON COMMUNICATIONS CORP COM EOP OPER LTD PARTNERSHIP NOTE 7.250%1111 E ON AG SPONSORED ADR EP MEDSYSTEMS INC COM EPIX MEDICAL INC COM * E PIPHANYINC COM E PIPHANY INC CALL E PIPHANY INC PUT * EPIQ SYSINC COM EPIQ SYS INC CALL EPIQ SYS INC PUT ERESOURCE CAP GROUP INC COM NEW DELETED ESB FINL COW COM EAGLE BANCORP INC MD COM * ESS TECHNOLOGY INC COM ESS TECHNOLOGY INC CALL ESS TECHNOLOGY INC PUT E TRADE FINANCIAL COW NOTE 6.000% 210 E TRADE FINANCIAL CORP NOTE 6.750% 511 * E TRADE FINANCIAL CORP COM E TRADE FINANCIAL COW CALL E TRADE FINANCIAL CORP PUT EVCI CAREER COLLEGES INC COM EXX INC CL A EXX INC CL B Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 122 Run Time: Fiscal Year: 2003 Qtr: 4 lVMOO1

ISSUER NAME ISSUER DESCRIPTION STATUS EZEMINC COM NEW EAGLE BROADBAND INC COM EAGLE SUPPLY GROUP INC COM EAGLE SUPPLY GROUP INC * W EXP 031 121200 * EARTHSHELL CORP COM DELETED EARTHSHELL COW CALL DELETED EARTHSHELL CORP PUT DELETED EARTHSHELL COW COM NEW ADDED * EARTHLINKrNC COM EARTHLINK INC CALL EARTHLINK INC PUT EAST PENN FINL COW COM * EAST WEST BANCORF' INC COM EAST WEST BANCORP INC CALL EAST WEST BANCORF' INC PUT EASTERN AMERN NAT GAS TR SPERS RCT UNIT EASTERN CO COM EASTERN VA BANKSHARES INC COM EASTGROUP PPTY INC COM * EASTMAN CHEM CO COM EASTMAN CHEM CO CALL EASTMAN CHEM CO PUT * EASTMAN KODAK CO COM EASTMAN KODAK CO CALL EASTMAN KODAK CO PUT EASYLINK SVCS COW CLANEW * EATONCORP COM EATON CORP CALL EATON CORP PUT EATON VANCE FL MUNI INCOME T SH BEN INT EATON VANCE MI MUM INCOME T SH BEN INT EATON VANCE MA MUNI INCOME T SH BEN INT EATON VANCE CA MUNI INCOME T SH BEN INT EATON VANCE OH WIINCOME T SH BEN INT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 123 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS EATON VANCE SR PJCOME TR SH BEN INT EATON VANCE PA MUNI INCOME T SH BEN INT EATON VANCE MUNI INCOME TRUS SH BEN INT EATON VANCE NJ MUNI INCOME T SH BEN INT EATON VANCE NY MUNI INCOME T SH BEN INT * EATON VANCE CORP COM NON VTG EATON VANCE CORP CALL EATON VANCE CORP PUT EATON VANCE INS MUN BD FD I1 COM EATON VANCE INS MUN BD FD COM EATON VANCE INS NY MUN BD FD COM EATON VANCE INS CA MUN BD FD COM EATON VANCE INS CA MN BD FD COM EATON VANCE INS FL MUN BD FD COM EATON VANCE TAX ADVT DNINC COM ADDED EATON VANCE LTD DUR INCOME F COM EATON VANCE INS MA MUN BD FD COM EATON VANCE INS OH MUN BD FD COM EATON VANCE INS MI MUN BD FD COM EATON VANCE SR FLTNG RTE TR COM ADDED EATON VANCE INS NJ MUN BD FD COM EATON VANCE INS NY MN BD FD COM EATON VANCE INS PA MUN BD FD COM * EBAYINC COM EBAY INC CALL EBAY INC PUT EBIX COM INC COM NEW EBOOKERS PLC SPONSORED ADR * ECHELONCORP COM ECHELON COW CALL ECHELON CORP PUT ECHO BAY MINES LTD *W EXP 111141200 DELETED ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 110 DELETED ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 110 DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 124 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 511 ECHOSTAR COMMUNICATIONS NEW CL A ECHOSTAR COMMUNICATIONS NEW CALL ECHOSTAR COMMUNICATIONS NEW PUT ECLIPSYS COW COM ECLIPSYS COW CALL ECLIPSY S COW PUT ECOLAB INC COM ECOLAB INC CALL ECOLAB INC PUT ECOLLEGE COM COM ECOLLEGE COM CALL ECOLLEGE COM PUT ECOLOGY & ENVIRONMENT INC CL A EDELBROCK COW COM EDEN BIOSCIENCE COW COM EDEN BIOSCIENCE CORP CALL EDEN BIOSCIENCE COW PUT EDGAR ONLINE INC COM EDGE PETE CORP DEL COM EDGEWATER TECHNOLOGY INC COM EDGEWATER TECHNOLOGY NC CALL EDGEWATER TECHNOLOGY INC PUT EDISON INTL COM EDISON INTL CALL EDISON INTL PUT EDISON SCHOOLS INC CLA DELETED EDISON SCHOOLS INC CALL DELETED EDISON SCHOOLS INC PUT DELETED ED0 COW NOTE 5.250% 411 ED0 COW COM ED0 COW CALL ED0 COW PUT EDUCATION MGMT CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 125 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS EDUCATION MGMT CORP CALL EDUCATION MGMT CORP PUT EDUCATION LENDING GROUP INC COM EDUCATIONAL DEV CORP COM * EDWARDS LIFESCIENCES CORP COM EDWARDS LIFESCIENCES CORP CALL EDWARDS LIFESCIENCES CORP PUT * EDWARDSAGINC COM EDWARDS AG INC CALL EDWARDS AG INC PUT * EFUNDSCORP COM EFUNDS COW CALL EFLNDS CORP PUT EGAIN COMMUNICATIONS COM NEW EGANAGOLDPFEIL HLDGS LTD CAY ADR NEW EIDOS PLC SPONSORED ADR 1838 BD-DEB TRADING FD COM 8x8 INC NEW COM EL PAS0 CORP DBCV 212 * ELPASOCORP COM EL PAS0 CORP CALL EL PAS0 COW PUT * EL PAS0 ELEC CO COM NEW EL PAS0 ELEC CO CALL EL PAS0 ELEC CO PUT EL PAS0 ENERGY CAP TR I PFD CV TR SECS ELAN FIN COW LTD NOTE 1211 ELAN FIN COW LTD NOTE 1211 * ELAN PLC ADR ELAN PLC CALL ELAN PLC PUT * ELDER BEERMAN STORES CORP NE COM DELETED ELDER BEERMAN STORES CORP NE CALL DELETED ELDER BEERMAN STORES CORP NE PUT DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 126 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPI'ION STATUS ELDERTRUST COM SH BEN INT ELECSYS CORP COM ELECTRONICS FOR IMAGING INC DBCV 1.500% 610 DELETED ELECTRIC CITY CORP COM ELECTRIC FUEL CORP COM DELETED ELECTRIC FUEL CORP CALL DELETED ELECTRIC FUEL CORP PUT DELETED ELDORADO GOLD CORP NEW COM ELECTRO RENT CORP COM ELECTRO SCIENTIFIC INDS NOTE 4.250% 1212 ELECTRO SCIENTIFIC INDS COM ELECTRO SCIENTIFIC INDS CALL ELECTRO SCIENTIFIC INDS PUT ELECTRO-SENSORS INC COM ELECTROGLAS INC COM ELECTROGLAS INC CALL ELECTROGLAS INC PUT ELECTRONIC ARTS INC COM ELECTRONIC ARTS INC CALL ELECTRONIC ARTS INC PUT ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW ELECTRONIC DATA SYS NEW NOTE 1011 ELECTRONIC DATA SYS NEW COM ELECTRONIC DATA SYS NEW CALL ELECTRONIC DATA SYS NEW PUT ELECTRONICS BOUTIQUE HLDGS C COM ELECTRONICS BOUTIQUE HLDGS C CALL ELECTRONICS BOUTIQUE HLDGS C PUT ELECTRONICS FOR IMAGING INC COM ELECTRONICS FOR IMAGING INC CALL ELECTRONICS FOR IMAGING INC PUT ELECTROSPACE CORP COM ADDED ELITE PHARMACEUTICALS INC CL A NEW ELIZABETH ARDEN MC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 127

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ISSUER NAME ISSUER DESCRIPTION STATUS ELIZABETH ARDEN INC CALL ELIZABETH ARDEN INC PUT * ELKCORP COM ELKCORP CALL ELKCORP PUT ELLIS PERRY INTL INC COM

ELLSWORTH CONV GROWTH & INCO COM ELMERS RESTAURANT INC COM ELMIRA SVGS BK FSB N Y COM ELOYALTY CORP COM NEW ELRON ELECTR INDS LTD ORD EMAGIN CORP COM * EMBARCADERO TECHNOLOGIES INC COM EMBARCADERO TECHNOLOGIES INC CALL EMBARCADERO TECHNOLOGIES INC PUT * EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS EMBRAER-EMPRESA BRASILEIRA D CALL EMBRAER-EMPRESA BRASILEIRA D PUT EMBRATEL PARTICIPACOES S A SP ADR PFD NEW EMBOTELLADORA ANDINA S A SPONSORED ADR EMBOTELLADORAANDINA S A SPON ADR A EMBOTELLADORA ANDINA S A SPON ADR B EMBREX INC COM * EMCOR GROUP INC COM EMCOR GROUP INC CALL EMCOR GROUP INC PUT EMCORE COW NOTE 5.000% 51 1 * EMCORECOW COM EMCORE COW CALL EMCORE CORP PUT * EMERGE INTERACTIVE INC CL A EMERGE INTERACTIVE INC CALL EMERGE INTERACTIVE INC PUT EMERGING MKTS TELECOMNC FD N COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 128 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS EMERITUS CORP COM * EMERSON ELEC CO COM EMERSON ELEC CO CALL EMERSON ELEC CO PUT EMERSON RADIO CORP COM NEW * EMISPHERE TECHNOLOGIES INC COM EMISPHERE TECHNOLOGIES INC CALL EMISPHERE TECHNOLOGIES INC PUT * EMMIS COMMUNICATIONS CORP CL A EMMIS COMMUNICATIONS CORP CALL EMMIS COMMUNICATIONS CORP PUT EMMIS COMMUNICATIONS CORP PFD CV SER A EMPIRE DIST ELEC CO COM EMPIRE FINL HLDG CO COM EMPIRE RESORTS INC COM EMPIRE RES INC DEL COM EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR EMPRESAS ICA SOCIEDAD CONTRL SDCV 5.000% 311 EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR EN POINTE TECHNOLOGIES INC COM EMULEX CORP NOTE 1.750% 210 * EMULEXCORP COM NEW EMULEX CORP CALL EMULEX CORP PUT * ENBRIDGEINC COM ENBRIDGE INC CALL ENBRIDGE INC PUT ENBRIDGE ENERGY PARTNERS L P COM ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI * ENCANACORP COM ENCANA CORP CALL ENCANA CORP PUT ENCORE ACQUISITION CO COM ENCORE CAP GROUP INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities "" Page 129

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ISSUER NAME ISSUER DESCRIPTION STATUS ENCORE MED COW COM ENCYSIVE PHARMACEUTICALS INC COM * ENCORE WIRE CORP COM ENCORE WIRE COW CALL ENCORE WIRE COW PUT * ENDESASA SPONSORED ADR ENDESA S A CALL ENDESA S A PUT END WAVE COW COM NEW * END0 PHARMACEUTICALS HLDGS I COM END0 PHARMACEUTICALS HLDGS I CALL END0 PHARMACEUTICALS HLDGS I PUT * ENERGENCOW COM ENERGEN CORP CALL ENERGEN CORP PUT ENEL SOCIETA PER AZIONI ADR * ENERGY CONVERSION DEVICES IN COM ENERGY CONVERSION DEVICES IN CALL ENERGY CONVERSION DEVICES IN PUT * ENERGY EAST COW COM ENERGY EAST COW CALL ENERGY EAST COW PUT * ENERGIZER HLDGS INC COM ENERGIZER HLDGS INC CALL ENERGIZER HLDGS INC PUT ENDOLOGIX INC COM ENERGY PARTNERS LTD COM ENERGY WEST INC COM 29274D 60 4 * ENEWLUS RES FD UNIT TR G NEW 29274D 90 4 ENEWLUS RES FD CALL 29274D 95 4 ENEWLUS RES FD PUT 29274F 10 4 * ENERSIS S A SPONSORED ADR 29274F 90 4 ENERSIS S A CALL 29274F 95 4 ENERSIS S A PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 130 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS ENERNORTH INDS INC COM * ENGELHARD COW COM ENGELHARD CORP CALL ENGELHARD CORP PUT ENGEX INC COM * ENGINEERED SUPPORT SYS INC COM ENGINEERED SUPPORT SYS INC CALL ENGINEERED SUPPORT SYS INC PUT ENDOCARDIAL SOLUTIONS INC COM ENERGYSOUTH INC COM * ENESCO GROUP INC COM ENESCO GROUP INC CALL ENESCO GROUP INC PUT ENGLOBAL CORP COM ENNIS BUSINESS FORMS INC COM ENODIS PLC SPONSORED ADR ENPRO INDS INC COM ENSTAR GROUP INC GA COM * ENTEGRISINC COM ENTEGRIS INC CALL ENTEGRIS INC PUT * ENTERASYS NETWORKS INC COM ENTERASYS NETWORKS INC CALL ENTERASYS NETWORKS INC PUT * ENTERCOM COMMUNICATIONS CORP CL A ENTERCOM COMMUNICATIONS COW CALL ENTERCOM COMMUNICATIONS CORP PUT * ENTERGY CORP NEW COM ENTERGY COW NEW CALL ENTERGY CORP NEW PUT * ENTERPRISE PRODS PARTNERS L COM ENTERPRISE PRODS PARTNERS L CALL ENTERPRISE PRODS PARTNERS L PUT ENTERTAINMENT PPTY S TR COM SH BEN INT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 131

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ISSUER NAME ISSUER DESCRIPTION STATUS ENTERRA ENERGY CORP COM DELETED ENTERRA ENERGY TR TR LNIT ADDED ENTERRA ENERGY TR CALL ADDED ENTERRA ENERGY TR PUT ADDED ENTREMED INC COM ENTREMED INC CALL ENTREMED INC PUT ENTRAVISION COMMUNICATIONS C CLA ENTRAVISION COMMUNICATIONS C CALL ENTRAVISION COMMUNICATIONS C PUT ENTRUST INC COM ENTRUST INC CALL ENTRUST INC PUT ENTRX CORP COM ENZON PHARMACEUTICALS INC NOTE 4.500% 710 ENZON PHARMACEUTICALS INC COM ENZON PHARMACEUTICALS INC CALL ENZON PHARMACEUTICALS INC PUT ENVIRONMENTAL ELEMENTS COW COM DELETED ENVOY COMMUNICATIONS GROUP I COM ENVIRONMENTAL TECTONICS CORP COM EPCOS AG ADR ENZO BIOCHEM INC COM ENZO BIOCHEM INC CALL ENZO BIOCHEM INC PUT EON LABS INC COM EON LABS INC CALL EON LABS INC PUT EPIMMUNE INC COM EPICOR SOFTWARE CORP COM EPICOR SOFTWARE CORP CALL EPICOR SOFTWARE COW PUT EPLUS INC COM EPOCH BIOSCIENCES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities " Page 132 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO 1

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 294348 10 7 * EPRESENCE INC COM 294348 90 7 EPRESENCE INC CALL 294348 95 7 EPRESENCE INC PUT 294409 10 7 * EQUANTNV NY REG SHS 294409 90 7 EQUANT N V CALL 294409 95 7 EQUANT N V PUT 29442R 10 5 EQUIDYNE COW COM 29442V 10 6 EQUIFIN INC COM 29442V 11 4 EQLIFIN INC *W EXP 0313 11200 294429 10 5 * EQUIFAXINC COM 294429 90 5 EQUIFAX INC CALL 294429 95 5 EQUIFAX INC PUT 29444U 50 2 EQUINIX INC COM NEW 294549 10 0 * EQUITABLE RES INC COM 294549 90 0 EQUITABLE RES INC CALL 294549 95 0 EQUITABLE RES INC PUT 294592 30 8 EQUITEX INC COM PAR $0.02 294700 70 3 EQUITY INCOME FD UT 1 EX SR-ATT 294703 10 3 * EQUITYINNSINC COM 294703 90 3 EQUITY INNS INC CALL 294703 95 3 EQUITY INNS INC PUT 294724 10 9 EQUITY MARKETING INC COM 294741 103 * EQUITY OFFICE PROPERTIES TRU COM 29474 1 90 3 EQUITY OFFICE PROPERTIES TRU CALL 294741 95 3 EQUITY OFFICE PROPERTIES TRU PUT 294741 50 9 EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 294749 10 6 EQUITY OIL CO COM 294752 10 0 EQUITY ONE COM 29476L 10 7 * EQUITY RESIDENTIAL SH BEN INT 29476L 90 7 EQUITY RESIDENTIAL CALL 29476L 95 7 EQUITY RESIDENTLAL PUT 29476L 84 2 EQUITY RESIDENTIAL PFD CV H $1.75 29476L 85 9 EQUITY RESIDENTIAL PFD CV 1/10 G 29476L 88 3 EQUITY RESIDENTIAL PFD CONV E 7% Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 133

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ISSUER NAME ISSUER DESCRIPTION STATUS EQUUS I1 INC COM ERESEARCHTECHNOLOGY INC COM ERESEARCHTECHNOLOGY INC CALL ERESEARCHTECHNOLOGY INC PUT ERICSSON L M TEL CO ADR B SEK 10 ERICSSON L M TEL CO CALL ERICSSON L M TEL CO PUT ERIE INDTY CO CL A ESCALADE INC COM ESCALON MED CORP COM NEW ESCO TECHNOLOGIES INC COM ESPERION THERAPEUTICS INC COM ESPERION THERAPEUTICS INC CALL ESPERION THERAPEUTICS INC PUT ESPEED INC CL A ESPEED INC CALL ESPEED INC PUT ESPIRITO SANTO FINL GROUP SA SPONSORED ADR ESPIRITO SANTO FINL GROUP SA CALL ESPIRITO SANTO FINL GROUP SA PUT ESPEY MFG & ELECTRS CORP COM ESSEX CORP COM ESSEX PPTY TR INC COM ESTERLINE TECHNOLOGIES CORP COM ESTERLINE TECHNOLOGIES CORP CALL ESTERLINE TECHNOLOGIES CORP PUT ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR ETHAN ALLEN INTERIORS INC COM ETHAN ALLEN INTERIORS INC CALL ETHAN ALLEN INTERIORS INC PUT ETHYL CORP COM NEW ELRONET WORLDWIDE INC COM EURONET WORLDWIDE INC CALL EURONET WORLDWIDE INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 134 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 29874M 10 3 EUROPE FD INC COM 29875G 10 5 * EUROPE 200 1 HOLDRS TR DEPOSITRY RCPT 29875G 90 5 EUROPE 200 1 HOLDRS TR CALL 29875G 95 5 EUROPE 200 1 HOLDRS TR PUT 29879R 20 6 EUROTRUST A/S SPONS ADR NEW 298792 10 2 EUROPEAN WT FD INC COM 298801 40 8 EUROWEB INTL CORP COM NEW 299096 AA 5 EVANS & SUTHERLAND COMPUTER SDCV 6.000% 310 299096 10 7 * EVANS & SUTHERLAND COMPUTER COM 299096 90 7 EVANS & SUTHERLAND COMPUTER CALL 299096 95 7 EVANS & SUTHERLAND COMPUTER PUT 2991 1Q 20 8 EVANS BANCOW INC COM NEW 299759 10 0 EVERCEL INC COM 299900 AB 6 EVERGREEN RES INC NOTE 4.750% 1211 299900 30 8 * EVERGREEN RES INC COM NO PAR 299900 90 8 EVERGREEN RES INC CALL 299900 95 8 EVERGREEN RES INC PUT 30023Y 10 5 EVERGREEN INCOME ADVANTAGE F COM SHS 30024Y 10 4 EVERGREEN MANAGED INCOME FD COM SHS 30033R 10 8 EVERGREEN SOLAR INC COM 300355 10 4 EVERLAST WORLDWIDE INC COM EVERTRUST FINL GROUP INC COM EVOLVING SYS INC COM * EXACT SCIENCES COW COM EXACT SCIENCES COW CALL EXACT SCIENCES COW PUT EXACTECH INC COM * EXARCORP COM EXAR CORP CALL EXAR CORP PUT * EXCEL TECHNOLOGY INC COM EXCEL TECHNOLOGY INC CALL EXCEL TECHNOLOGY INC PUT EXCELLIGENCE LEARNING CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 135

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ISSUER NAME ISSUER DESCRIPTION STATUS EXCHANGE NATL BANCSHARES INC COM EXE TECHNOLOGIES INC COM NEW * EXELONCORP COM EXELON CORP CALL EXELON COW PUT * EXELIXIS INC COM EXELIXIS INC CALL EXELIXIS INC PUT EXEGENICS INC COM EXTENDED SYSTEMS INC COM * EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS EXFO ELECTRO OPTICAL ENGR IN CALL EXFO ELECTRO OPTICAL ENGR IN PUT * EXPEDITORS INTL WASH INC COM EXPEDITORS INTL WASH INC CALL EXPEDITORS INTL WASH INC PUT EXPLORATION CO COM NEW EXPONENT INC COM EXPRESSJET HOLDINGS INC NOTE 4.250% 810 ADDED * EXPRESSJET HOLDINGS INC CL A EXPRESSJET HOLDINGS INC CALL EXPRESSJET HOLDINGS INC PUT * EXPRESS SCRIPTS INC COM EXPRESS SCRIPTS INC CALL EXPRESS SCRIPTS INC PUT * EXTENDED STAY AMER INC COM EXTENDED STAY AMER INC CALL EXTENDED STAY AMER INC PUT EXTENDICARE INC CDA SUB VTG SH EXTREME NETWORKS INC NOTE 3.500% 1210 * EXTREME NETWORKS INC COM EXTREME NETWORKS INC CALL EXTREME NETWORKS INC PUT * EXULTINCDEL COM Run Date: 111412004 ** List Of Section 13F Securities ** Page 136 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS EXULT INC DEL CALL EXULT INC DEL PUT EZCORP INC CL A NON VTG * EXXON MOBIL CORP COM EXXON MOBIL CORP CALL EXXON MOBIL CORP PUT F&C CLAYMORE PFD SECS INC FD COM SHS DELETED FBL FINL GROUP INC CL A FAOINC COM NEW DELETED FEI CO NOTE 5.500% 811 FEI CO NOTE 611 ADDED * FEICO COM FEI CO CALL FEI CO PUT FFW CORP COM FFLC BANCORP INC COM FFD FINL CORP COM FLIR SYS INC NOTE 3.000% 610 ADDED * FLIR SYS INC COM FLIR SYS INC CALL FLIR SYS INC PUT * FMC TECHNOLOGIES INC COM FMC TECHNOLOGIES INC CALL FMC TECHNOLOGIES INC PUT * FMCCORP COM NEW F M C CORP CALL FMCCORP PUT FMS FINL CORP COM FNBCORPNC COM FNB CORP PA COM FNB FINANCIAL SERVICES CORP COM FNX MNG CO rNC COM FPIC INS GROUP INC COM * FPLGROUPINC Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 137

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ISSUER NAME ISSUER DESCRIPTION STATUS FPL GROUP INC CALL FPL GROUP INC PUT FSF FINL CORP COM FSI INTL INC COM FSI INTL INC CALL FSI INTL INC PUT FTD INC CL A FX ENERGY INC COM FAB INDS INC COM FNBCORPVA COM FTI CONSLLTrNG INC COM FTI CONSLTLTING INC CALL FTI CONSULTmG INC PUT FACTORY CARD OUTLET & PARTY COM ADDED FACTORY 2-U INC COM FACTORY 2-U INC CALL FACTORY 2-U INC PUT FACTSET RESH SYS INC COM FACTSET RESH SYS INC CALL FACTSET RESH SYS lNC PUT FAIR ISAAC CORP COM FAIR ISAAC CORP CALL FAIR ISAAC CORP PUT FAIRCHILD CORP CL A FAIRCHILD CORP CALL FAIRCHILD CORP PUT FAIRCHILD SEMICONDUCTOR INTL COM FAIRCHILD SEMICONDUCTOR INTL CALL FAIRCHILD SEMICONDUCTOR INTL PUT FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000% 1110 FAIRFAX FINL HLDGS LTD DBCV 5.000% 711 ADDED FAIRFAX FINL HLDGS LTD SLB VTG FAIRFAX FINL HLDGS LTD CALL FAIRFAX FINL HLDGS LTD PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 138 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS FAIRMONT HOTELS RESORTS INC COM FAIRMONT HOTELS RESORTS INC CALL FAIRMONT HOTELS RESORTS INC PUT FALCON PRODS INC COM FALCONSTOR SOFTWARE INC COM FALCONSTOR SOFTWARE INC CALL FALCONSTOR SOFTWARE INC PUT FALMOUTH BANCORP INC COM FAMILY DLR STORES INC COM FAMILY DLR STORES INC CALL FAMILY DLR STORES INC PUT FAMOUS DAVES AMER INC COM FARGO ELECTRONICS INC COM FARMER BROS CO COM FARMERS CAP BK COW COM FARMSTEAD TEL GROUP INC COM NEW FARO TECHNOLOGIES INC COM FARO TECHNOLOGIES INC CALL FARO TECHNOLOGIES INC PUT FASTENAL CO COM FASTENAL CO CALL FASTENAL CO PUT FAUQUIER BANKSHARES INC VA COM FEATHERLITE INC COM FEDDERS COW COM NEW FEDERAL AGRIC MTG COW CL A FEDERAL AGRIC MTG COW CL C FEDERAL AGRIC MTG COW CALL FEDERAL AGRIC MTG COW PUT FEDERAL HOME LN MTG COW COM FEDERAL HOME LN MTG COW CALL FEDERAL HOME LN MTG COW PUT FEDERAL NATL MTG ASSN COM FEDERAL NATL MTG ASSN CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 139 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS FEDERAL NATL MTG ASSN PUT FEDERAL REALTY INVT TR SH BEN INT NEW FEDERAL SCREW WKS COM * FEDERAL SIGNAL CORP COM FEDERAL SIGNAL CORP CALL FEDERAL SIGNAL CORP PUT FEDERAL TR CORP COM * FEDERATED DEPT STORES INC DE COM FEDERATED DEPT STORES mC DE CALL FEDERATED DEPT STORES INC DE PUT * FEDERATED INVS INC PA CL B FEDERATED INVS mC PA CALL FEDERATED INVS INC PA PUT FEDERATED PREM INTR MUN INC COM FEDERATED PREM MUN INC FD COM * FEDEX CORP COM FEDEX CORP CALL FEDEX CORP PUT * FELCOR LODGING TR INC COM FELCOR LODGING TR INC CALL FELCOR LODGING TR INC PUT FELCOR LODGING TR INC PFD CV A $1.95 FERRELLGAS PARTNERS L.P. UNIT LTD PART * FERROCORP COM FERRO CORP CALL FERRO CORP PUT * F5 NETWORKS INC COM F5 NETWORKS INC CALL F5 NETWORKS INC PUT FIAT S PA SP ADR SVG NEW FIAT S PA SP ADR PREFNEW FIAT S PA SP ADR ORD NEW FIBERMARK INC COM FIBERNET TELECOM GRP mC COM NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 140 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS FIBERSTARS INC COM FIDELITY BANCORP INC COM FIDELITY COMWLTH TR NDQ CP IDX TRK ADDED FIDELITY COMWLTH TR CALL ADDED FIDELITY COMWLTH TR PUT ADDED FIDELITY FED BANCORP COM FIDELITY BANKSHARES INC NEW COM FIDELITY NATIONAL SOLTNS INC COM DELETED FIDELITY NATIONAL SOLTNS INC CALL DELETED FIDELITY NATIONAL SOLTNS INC PUT DELETED FIDELITY NATL FINL INC COM FIDELITY NATL FINL INC CALL FIDELITY NATL FINL INC PUT FIDELITY SOUTHN CORP NEW COM FIFTH THIRD BANCORP COM FIFTH THIRD BANCORP CALL FIFTH THIRD BANCORP PUT FILA HLDG SPA SPONSORED ADR DELETED FILENET CORP COM FILENET CORP CALL FILENET CORP PUT FINANCIAL FED COW COM FINANCIAL INDS CORP COM FINANCIAL INSTNS INC COM FINDWHAT COM COM FINDWHAT COM CALL FINDWHAT COM PUT FINISAR NOTE 5.250%1011 FINISAR COM FINISAR CALL FINISAR PUT FINLAY ENTERPRISES INC COM NEW FINISH LINE INC CL A FINISH LINE INC CALL Run Date: 111412004 ** List Of Section 13F Securities ** Page 141 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS FINISH LINE INC PUT FIREPOND INC COM NEW DELETED FIRST ADVANTAGE CORP FIRST ALBANY COS INC COM FIRST AMERN MINN MUN INC FD COM FIRST AMERN COW CALIF DBCV 4.500% 411 * FIRST AMERN CORP CALIF COM FIRST AMERN COW CALIF CALL FIRST AMERN CORP CALIF PUT FIRST AVIATION SVCS INC COM FIRST BANCORP IND INC NEW COM FIRST BANCORP P R COM FIRST BANCTRUST CORP COM FIRST BANCSHARES INC MO COM FIRST BANCORP N C COM FIRST BUSEY COW COM FIRST CASH FINL SVCS INC COM FIRST CAPITAL INC COM FIRST CHARTER CORP COM FIRST CTZNS BANC CORP COM NO PAR FIRST CTZNS BANCSHARES INC N FIRST CITY BK NEW BRITIAN CO COM FIRST COLONIAL GROUP INC COM DELETED FIRST COMWLTH FINL CORP PA COM FIRST CMNTY BANCSHARES INC N COM FIRST CMNTY BANCORP CALIF COM FIRST CMNTY CORP S C COM FIRST CMNTY BK COWAMER COM 1ST CONSTITUTION BANCORP COM * FIRST CONSULTING GROUP INC COM FIRST CONSULTING GROUP INC CALL FIRST CONSULTING GROUP INC PUT FIRST FED CAP CORP COM FIRST FED FINL CORP KY COM Run Date: ** List Of Section 13F Securities ** Page 142 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSLIER NAME ISSUER DESCRIPTION STATUS FIRST DATA COW DEBT 2.000% 310 * FIRST DATA CORP COM FIRST DATA CORP CALL FIRST DATA CORP PUT FIRST FED BANCORP INC OHIO COM FIRST DEFIANCE FINL COW COM FIRST ESSEX BANCORP INC COM FIRST FED BANCSHARES ARK INC COM FIRST FINL BANKSHARES COM FIRST FED BANKSHARES INC DEL COM FIRST FINL BANCORP OH COM FIRST FED BANCSHARES INC DEL COM FIRST FINL CORP IND COM FIRST FINL FD INC COM FIRST FINL HLDGS INC COM FIRST FRANKLIN CORP COM * FIRST HORIZON PHARMACEUTICAL COM FIRST HORIZON PHARMACEUTICAL CALL FIRST HORIZON PHARMACEUTICAL PUT FIRST INDUSTRIAL REALTY TRUS COM FIRST IND CORP COM FIRST INVS FINL SVCS GROUP I COM FIRST ISRAEL FD INC COM FIRST KANS FINL CORP COM FIRST KEYSTONE FINL INC COM FIRST LONG IS CORP COM FIRST M & F CORP COM FIRST MARBLEHEAD CORP COM ADDED FIRST MARINER BANCORP COM FIRST MERCHANTS CORP COM FIRST MIDWEST BANCORP DEL COM FIRST MIDWEST FINL INC COM FIRST NATL CORP ORANGEBURG S COM * FIRST HEALTH GROUP CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 143 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS FIRST HEALTH GROUP COW CALL FIRST HEALTH GROUP COW PUT FIRST NATIONAL BANCSHS FL IN COM FIRST MUTUAL BANCSHARES INC COM FIRST NATL LINCOLN COW ME COM FIRST NATIONWIDE FINL COW COM FIRST NILES FINL INC COM FIRST NIAGARA FINL GP INC COM FIRST OAK BROOK BANCSHARES I COM FIRST PACTRUST BANCORP INC COM FIRST POTOMAC RLTY TR COM ADDED FIRST PL FINL CORP COM FIRST REGL BANCORP COM FIRST REP BK SAN FRANCISCO COM FIRST SECURITYFED FINL INC COM FIRST SHARES BANCOW GREENWO COM * FIRST SENTINEL BANCORP INC COM FIRST SENTINEL BANCOW INC CALL FIRST SENTINEL BANCORP INC PUT 1ST ST BANCORP INC COM FIRST ST BANCORPORATION COM FIRST SOUTH BANCORP INC VA COM I ST SOURCE CORP COM * FIRST TENN NATL CORP COM FIRST TENN NATL CORP CALL FIRST TENN NATL CORP PUT FIRST TR FOUR CRNRS SR FLT R COM SHS ADDED FIRST TR VALUE LINE DIV FD COM SHS FIRST TR VALUE LINE 100 FD COM SHS FIRST UN REAL EST EQ&MTG INV SH BEN INT FIRST UN REAL EST EQ&MTG INV PFD CONV SERA FIRST UTD CORP COM FIRST WASH FINL COW COM FIRST VIRTUAL COMMUNICATIONS COM NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 144 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS FIRST W VA BANCORP INC COM FIRSTBANK CORP MICH COM FIRSTSERVICE CORP SUB VTG SH FIRSTFED BANCOW INC COM FIRSTCITY FINL CORP COM * FIRSTYRS INC COM FIRST YRS INC CALL FIRST YRS INC PUT FIRSTWAVE TECHNOLOGIES INC COM NEW FIRSTBANK NW COW COM * FISERV NC COM FISERV INC CALL FISERV INC PUT FISHER COMMUNICATIONS INC COM FIRSTFED FINL COW COM * FIRSTMERIT COW COM FIRSTMERIT CORP CALL FIRSTMERIT CORP PUT FIRSTFED AMER BANCORP INC COM * FLAGSTAR BANCORP INC COM FLAGSTAR BANCORP INC CALL FLAGSTAR BANCORP INC PUT * FIRSTENERGY COW COM FIRSTENERGY CORP CALL FIRSTENERGY COW PUT * FISHER SCIENTIFIC INTL INC COM NEW FISHER SCIENTIFIC INTL INC CALL FISHER SCIENTIFIC INTL INC PUT FIVE STAR QUALITY CARE INC COM FLAG FINL COW COM FLAHERTY & CRMNICLYMR PFD SE COM SHS ADDED FLAHERTY & CRMRN CLYMRE T R COM FLAHERTY & CRUMRINE PFD INC COM ADDED FLAHERTY & CRUMRINE PFD INC COM ADDED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 145

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ISSUER NAME ISSUER DESCRIPTION STATUS * FLAMEL TECHNOLOGIES SA SPONSORED ADR FLAMEL TECHNOLOGIES SA CALL FLAMEL TECHNOLOGIES SA PUT FLAMEMASTER COW COM FLANDERS CORP COM FLANIGANS ENTERPRISES INC COM * FLEETBOSTON FINL CORP COM FLEETBOSTON FINL CORP CALL FLEETBOSTON FINL COW PUT * FLEETWOOD ENTERPRISES INC COM FLEETWOOD ENTERPRISES INC CALL FLEETWOOD ENTERPRISES INC PUT FLETCHER CHALLENGE FORESTS L SP ADR NEW FLETCHER CHALLENGE FORESTS L SP ADR A NEW FLEXTRONICS INTL LTD NOTE 1.000% 810 ADDED FLEXIBLE SOLUTIONS INTL INC COM FLEXSTEEL INDS INC COM FLOATING RATE INCM STRT FD I COM ADDED FLORIDA BANKS INC COM FLORIDA EAST COAST INDS COM FLORIDA EAST COAST INDS CL B DELETED FLORIDA PUB UTILS CO COM FLORIDA ROCK INDS INC COM FLORIDAFIRST BANCORP INC NEW COM FLUOR CORP NEW COM FLUOR CORP NEW CALL FLUOR COW NEW PUT FLOW INTL COW COM FLOWERS FOODS INC COM FLOWERS FOODS INC CALL FLOWERS FOODS INC PUT FLOWSERVE CORP COM FLOWSERVE CORP CALL FLOWSERVE CORP PLTT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 146 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS FLUSHING FINL CORP COM * FOAMEX INTL INC COM FOAMEX INTL INC CALL FOAMEX INTL INC PUT FOCUS ENHANCEMENTS INC COM FOG CUTTER CAP GROUP INC COM * FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS FOMENTO ECONOMICO MEXICANO S CALL FOMENTO ECONOMICO MEXICANO S PUT FONAR CORP COM FOOD TECHNOLOGY SERVICE INC COM FOODARAMA SUPERMARKETS INC COM * FOOT LOCKER INC COM FOOT LOCKER INC CALL FOOT LOCKER INC PUT FOOTHILL INDPT BANCORP COM FORBES MEDI-TECH INC COM * FOOTSTARINC COM FOOTSTAR INC CALL FOOTSTAR INC PUT * FORD MTR CO DEL COM PAR $0.0 1 FORD MTR CO DEL CALL FORD MTR CO DEL PUT FORD MTR CO CAP TR I1 PFD TR CV6.5% FORDING CDN COAL TR TR UNIT FOREST CITY ENTERPRISES INC CL A FOREST CITY ENTERPRISES INC CL B CONV * FOREST LABS INC COM FOREST LABS INC CALL FOREST LABS INC PUT * FOREST OIL CORP COM PAR $0.0 1 FOREST OIL CORP CALL FOREST OIL CORP PUT FORGENT NETWORKS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 147 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS * FORMFACTOR INC COM FORMFACTOR INC CALL FORMFACTOR TNC PUT FORMULA SYS 1985 LTD GDR REG S * FORRESTER RESH INC COM FORRESTER RESH INC CALL FORRESTER RESH TNC PUT FORT DEARBORN INCOME SECS TN COM * FORTUNE BRANDS INC COM FORTUNE BRANDS INC CALL FORTUNE BRANDS INC PUT FORTUNE BRANDS INC PFD CV $2.67 40 1 86 STRATEGIC INCOME FD SH BEN INT ADDED * FORWARD AIR CORP COM FORWARD AIR COW CALL FORWARD AIR CORP PUT FORWARD INDS INC N Y COM NEW * FOSSIL INC COM FOSSIL INC CALL FOSSIL INC PUT FOSTER L B CO COM FOSTER WHEELER LTD NOTE 6.500% 610 DELETED FOTOBALL USA INC COM * FOUNDRY NETWORKS INC COM FOUNDRY NETWORKS INC CALL FOUNDRY NETWORKS INC PUT FOUNTAIN POWERBOAT IND COM NEW * 4 KIDS ENTMT INC COM 4 KIDS ENTMT INC CALL 4 KIDS ENTMT INC PUT FOUR SEASONS HOTEL INC NOTE 912 * FOUR SEASONS HOTEL JNC LTD VTG SH FOUR SEASONS HOTEL INC CALL FOUR SEASONS HOTEL INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 148 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * FOX ENTMT GROUP INC CL A FOX ENTMT GROUP INC CALL FOX ENTMT GROUP INC PUT FOXBY COW COM FRANCE GROWTH FD INC COM * FRANCE TELECOM SPONSORED ADR FRANCE TELECOM CALL FRANCE TELECOM PUT FRANCE TELECOM ADR CON VAL RT FRANKFORT FIRST BANCOW INC COM NEW FRANKLIN BANCOW INC MICH COM FRANKLIN CAP COW COM * FRANKLIN COVEY CO COM FRANKLIN COVEY CO CALL FRANKLIN COVEY CO PUT FRANKLIN ELEC INC COM FRANKLIN ELECTR PUBLISHERS I COM FRANKLIN FINL COW TENN COM NEW FRANKLIN MULTI-INCOME FD SH BEN INT FRANKLIN RES INC NOTE 511 * FRANKLINRESINC COM FRANKLIN RES INC CALL FRANKLIN RES INC PUT FRANKLIN TEMPLETON LTD DUR I COM FRANKLIN UNVL TR SH BEN INT * FREDSINC CL A FREDS INC CALL FREDS INC PUT * FREEMARKETS INC COM FREEMARKETS INC CALL FREEMARKETS INC PUT FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 113 FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 211 * FREEPORT-MCMORAN COPPER & GO CL B Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 149 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS FREEPORT-MCMORAN COPPER & GO CALL FREEPORT-MCMORAN COPPER & GO PUT FREMONT GEN CORP NOTE 1011 * FREMONT GEN CORP COM FREMONT GEN CORP CALL FREMONT GEN CORP PUT FREQUENCY ELECTRS INC COM FRESCO INDEX SHS FDS DJ STOXX 50 FD FRESCO INDEX SHS FDS DJ EURO STX 50 * FRESENIUS MED CARE AG SPONSORED ADR FRESENIUS MED CARE AG CALL FRESENIUS MED CARE AG PUT FRESENIUS MED CARE AG SPON ADR PREF FRESH BRANDS INC COM FRESH CHOICE INC COM * FRIEDMAN BILLINGS RAMSEY GRO CL A FRIEDMAN BILLINGS RAMSEY GRO CALL FRIEDMAN BILLINGS RAMSEY GRO PUT FRIEDMAN INDS INC COM * FRIEDMANSINC CL A FRIEDMANS INC CALL FRIEDMANS INC PUT FRIENDLY ICE CREAM CORP NEW COM FRISCHS RESTAURANTS INC COM FRISCO BAY INDS LTD COM * FRONTIER AIRLINES INC NEW COM FRONTIER AIRLINES INC NEW CALL FRONTIER AIRLINES INC NEW PUT FRONTIER FINL CORP WASH COM * FRONTIER OIL CORP COM FRONTIER OIL CORP CALL FRONTIER OIL CORP PUT FRONTLINE COMMUNICATIONS COR COM FRONTLINE COMMUNICATIONS COR PFD CV SER B Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 150 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS FROZEN FOOD EXPRESS INDS INC COM * FUELCELL ENERGY INC COM FUELCELL ENERGY INC CALL FUELCELL ENERGY INC PUT FUEL-TECH N V COM FUJI PHOTO FILM LTD ADR * FULLERH B CO COM FULLER H B CO CALL FULLER H B CO PUT FULTON FINL CORP PA COM FUTUREMEDIA PLC SPONSORED ADR * FURNITURE BRANDS INTL INC COM FURNITURE BRANDS INTL INC CALL FURNITURE BRANDS INTL INC PUT G & KSVCS INC CL A GA FINL INC COM GATX CORP NOTE 7.500% 210 * GATXCORP COM GATX COW CALL GATX CORP PUT GATX COW PFD CONV $2.50 G B & T BANCSHARES INC COM GBC BANCORP CALIF COM DELETED GB HLDGS INC COM GFSB BANCORP INC COM GLB BANCORP INC COM DELETED * GP STRATEGIES CORP COM GP STRATEGIES CORP CALL GP STRATEGIES COW PUT GSE SYS INC COM GS FINL COW COM * GSI LUMONICS INC COM GSI LUMONICS INC CALL GSI LUMONICS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 151

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ISSUER NAME ISSUER DESCRIPTION STATUS (3-111 APPAREL GROUP LTD COM * GSI COMMERCE INC COM GSI COMMERCE INC CALL GSI COMMERCE INC PUT GTSl CORP COM * GTC BIOTHERAPEUTICS INC COM GTC BIOTHERAPEUTICS INC CALL GTC BIOTHERAPEUTICS INC PUT GABELLI GLOBAL MLTLTIMEDIA TR COM GABELLI ASSET MGMT INC CL A GABELLI EQUITY TR INC COM GABELLI UTIL TR COM GABELLI UTIL TR RIGHT 0912312003 DELETED GABELLI CONV & lNCOME SECS F CONV SECS FD GABLES RESIDENTIAL TR SH BEN INT

GABELLI DIVD & INCOME TR COM ADDED * GADZOOKSrNC COM GADZOOKS INC CALL GADZOOKS rNC PUT GAIAM INC CL A GALAXY NUTRITIONAL FOODS lNC COM GALEN HLDGS PLC SPONSORED ADR * GALLAGHER ARTHUR J & CO COM GALLAGHER ARTHUR J & CO CALL GALLAGHER ARTHUR J & CO PUT * GALLAHER GROUP PLC SPONSORED ADR GALLAHER GROUP PLC CALL GALLAHER GROUP PLC PUT GALLERY OF HISTORY INC COM GALYANS TRADlNG INC COM GAMETECH INTERNATIONAL INC COM * GAMESTOPCORP CL A GAMESTOP CORP CALL GAMESTOP CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 152 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSLIER NAME ISSUER DESCRIPTION STATUS 364730 10 1 * GANNETT INC COM 364730 90 1 GANNETT INC CALL 364730 95 1 GANNETT INC PUT 364760 AJ 7 GAP INC DEL NOTE 5.750%311 364760 10 8 * GAP INC DEL COM 364760 90 8 GAP INC DEL CALL 364760 95 8 GAP INC DEL PUT 364915 10 8 GAMMON LAKE RES INC COM 365235 10 0 GARDEN FRESH RESTAURANT COW COM 365558 10 5 GARDNER DENVER INC COM 36665 1 10 7 * GARTNER INC COM 36665 1 90 7 GARTNER INC CALL 36665 1 95 7 GARTNER INC PUT * GARTNERINC CL B GARTNER INC CALL GARTNER INC PUT * GATEWAYINC COM GATEWAY INC CALL GATEWAY INC PUT * GAYLORD ENTMT CO NEW COM GAYLORD ENTMT CO NEW CALL GAYLORD ENTMT CO NEW PUT GATEWAY FINL HLDGS INC COM GATEWAY FINL HLDGS INC *W EXP 06/30/200 GEERLINGS & WADE INC COM DELETED GEHL CO COM * GEN-PROBE INC NEW COM GEN-PROBE INC NEW CALL GEN-PROBE INC NEW PUT * GEMSTAR-TV GUIDE INTL INC COM GEMSTAR-TV GUIDE INTL INC CALL GEMSTAR-TV GUIDE INTL INC PUT GEMPLUS INTL S A ADR GENAERA COW COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 153

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CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 36867W 10 5 * GENAISSANCE PHARMACEUTICALS COM 36867W 90 5 GENAISSANCE PHARMACEUTICALS CALL 36867W 95 5 GENAISSANCE PHARMACEUTICALS PUT 368682 AE 0 GENCOW INC NOTE 5.750% 411 368682 10 0 * GENCOW INC COM 368682 90 0 GENCORP INC CALL 368682 95 0 GENCOW INC PUT 368689 10 5 * GENE LOGIC INC COM 368689 90 5 GENE LOGIC INC CALL 368689 95 5 GENE LOGIC INC PUT 368706 10 7 * GENELABS TECHNOLOGIES INC COM 368706 90 7 GENELABS TECHNOLOGIES INC CALL 368706 95 7 GENELABS TECHNOLOGIES INC PUT 368709 10 1 * GENENCOR INTL INC COM 368709 90 1 GENENCOR INTL INC CALL 368709 95 1 GENENCOR INTL INC PUT 368710 40 6 * GENENTECH INC COM NEW 368710 90 6 GENENTECH INC CALL 3687 10 95 6 GENENTECH INC PUT 368802 10 4 GENERAL AMERN INVS INC COM 369147 10 3 GENERAL BEARING COW COM 369154 10 9 GENERAL BINDING COW COM 369300 10 8 * GENERAL CABLE COW DEL NEW COM 369300 90 8 GENERAL CABLE COW DEL NEW CALL 369300 95 8 GENERAL CABLE COW DEL NEW PUT 369385 10 9 * GENERAL COMMUNICATION INC CL A 369385 90 9 GENERAL COMMUNICATION INC CALL 369385 95 9 GENERAL COMMUNICATION INC PUT 369550 10 8 * GENERAL DYNAMICS COW COM 369550 90 8 GENERAL DYNAMICS COW CALL 369550 95 8 GENERAL DYNAMICS CORP PUT 369604 10 3 * GENERAL ELEC CO COM 369604 90 3 GENERAL ELEC CO CALL 369604 95 3 GENERAL ELEC CO PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 154 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS GENERAL EMPLOYMENT ENTERPFUS COM * GENERAL GROWTH PPTYS INC COM GENERAL GROWTH PPTYS INC CALL GENERAL GROWTH PPTYS INC PUT GENERAL MLS INC DBCV 1012 * GENERALMLS INC COM GENERAL MLS INC CALL GENERAL MLS INC PUT * GENERAL MTRS CORP COM GENERAL MTRS CORP CALL GENERAL MTRS CORP PUT GENERAL MTRS CORP DEB SR CV C 33 GENERAL MTRS CORP DEB SR COWB GENERAL MTRS CORP DEB SR COWA * GENERAL MTRS CORP CL H NEW GENERAL MTRS CORP CALL GENERAL MTRS CORP PUT GENEREX BIOTECHNOLOGY CP DEL COM * GENESCOINC COM GENESCO INC CALL GENESCO INC PUT GENESEE & WYO INC CL A GENESEE CORP CL B GENESIS BIOVENTURES INC COM GENESIS HEALTH VENTURE INC N COM DELETED * GENESIS MICROCHIP INC DEL COM GENESIS MICROCHIP INC DEL CALL GENESIS MICROCHIP INC DEL PUT GENESIS HEALTHCARE CORP COM ADDED GENESYS S A SP ADR REP 112 * GENTEXCORP COM GENTEX CORP CALL GENTEX CORP PUT GENETRONICS BIOMEDICAL CORP COM Run Date: 1114/2004 ** List Of Section 13F Securities ** Page 155 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS GENESIS ENERGY L P UNIT LTD PARTN GENITOPE CORP COM ADDED GENLYTE GROUP INC COM GENOME THERAPEUTICS CORP COM GENOME THERAPEUTICS CORP CALL GENOME THERAPEUTICS CORP PUT GENTA INC COM NEW GENTA INC CALL GENTA INC PUT GENVEC INC COM GENUINE PARTS CO COM GENUINE PARTS CO CALL GENUINE PARTS CO PUT GENUS INC COM GENUS INC CALL GENUS INC PUT GENTIVA HEALTH SERVICES INC COM GENTIVA HEALTH SERVICES INC CALL GENTIVA HEALTH SERVICES INC PUT GEORESOURCES INC COM GENZYME CORP SDCV 3.000% 511 GENZYME CORP COM GENL DIV GENZYME CORP CALL GENZYME CORP PUT GEORGIA GULF COW COM PAR $0.0 1 GEORGIA GULF CORP CALL GEORGIA GULF CORP PUT GEORGIA PAC CORP COM GEORGIA PAC CORP CALL GEORGIA PAC CORP PUT GERBER SCIENTIFIC INC COM GERBER SCIENTIFIC INC CALL GERBER SCIENTIFIC INC PUT GERDAU S A SPONSORED ADR Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 156 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS GERMAN AMERN BANCORP COM GERMANY FD INC COM * GERONCORP COM GERON CORP CALL GERON CORP PUT * GETTY IMAGES INC COM GETTY IMAGES INC CALL GETTY IMAGES INC PUT GETTY RLTY CORP NEW COM GETTY RLTY CORP NEW PFD CV PART A DELETED GEVITY HR INC COM GIANT INDS INC COM GIBRALTAR STL CORP COM GIGA TRONICS INC COM GILAT SATELLITE NETWORKS LTD NOTE 4.250% 311 GILAT SATELLITE NETWORKS LTD NOTE 4.000% 1010 DELETED GILEAD SCIENCES INC NOTE 5.000% 1211 DELETED GILEAD SCIENCES INC NOTE 2.000% 1211 * GILEAD SCIENCES INC COM GILEAD SCIENCES INC CALL GILEAD SCIENCES INC PUT * GILLETTECO COM GILLETTE CO CALL GILLETTE CO PUT GILDAN ACTIVEWEAR INC SUB VTG SHS A GLACIER BANCORP INC NEW COM GLACIER WATER SVCS INC COM GLADSTONE CAPITAL CORP COM GLADSTONE COML CORP COM * GLAMIS GOLD LTD COM GLAMIS GOLD LTD CALL GLAMIS GOLD LTD PUT * GLATFELTER COM GLATFELTER CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 157

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ISSUER NAME ISSUER DESCRIPTION STATUS GLATFELTER PUT * GLAXOSMITHKLINE PLC SPONSORED ADR GLAXOSMITHKLINE PLC CALL GLAXOSMITHKLINE PLC PUT GLEN BURNIE BANCORP COM * GLENAYRE TECHNOLOGIES INC COM GLENAYRE TECHNOLOGIES INC CALL GLENAYRE TECHNOLOGIES INC PUT GLENBOROUGH RLTY TR INC COM GLENBOROUGH RLTY TR INC PFD CV SER A% GLOBAL PRIVATIZATION FUND IN COM GLIMCHER RLTY TR SH BEN INT GLOBAL HIGH INCOME DLR FD IN COM * GLOBAL INDS LTD COM GLOBAL INDS LTD CALL GLOBAL INDS LTD PUT * GLOBAL IMAGING SYSTEMS COM GLOBAL IMAGING SYSTEMS CALL GLOBAL IMAGING SYSTEMS PUT GLOBAL INCOME FD INC COM GLOBAL MAIUNE INC DBCV 612 GLOBAL PMT TECHNOLOGIES INC COM GLOBAL E POINT INC COM * GLOBAL PMTS INC COM GLOBAL PMTS INC CALL GLOBAL PMTS INC PUT * GLOBAL POWER EQUIPMENT INC COM GLOBAL POWER EQUIPMENT INC CALL GLOBAL POWER EQUIPMENT INC PUT GLOBECOMM SYSTEMS INC COM * GLOBESPANVlRATA INC COM GLOBESPANVIRATA INC CALL GLOBESPANVIRATA INC PUT GLOBESPAN INC NOTE 5.250% 511 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 158 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS GLOWPOINT INC COM ADDED GLYCOGENESYS INC COM GOLD BANC CORP INC COM GMX RES INC COM GMX RES INC * W EXP 021 121200 * GOAMERICAINC COM GOAMERICA INC CALL GOAMERICA INC PUT * GOLD FIELDS LTD NEW SPONSORED ADR GOLD FIELDS LTD NEW CALL GOLD FIELDS LTD NEW PUT GOLD RESV INC CL A ADDED GOLDEN CYCLE GOLD CORP COM * GOLDCORP INC NEW COM GOLDCORP INC NEW CALL GOLDCORP INC NEW PUT GOLDEN ENTERPRISES INC COM GOLDEN STAR RES LTD CDA SDCV 7.500% 812 * GOLDEN STAR RES LTD CDA COM GOLDEN STAR RES LTD CDA CALL GOLDEN STAR RES LTD CDA PUT GOLDEN ST VINTNERS INC CL B GOLDEN TELECOM INC COM * GOLDEN WEST FINL CORP DEL COM GOLDEN WEST FINL COW DEL CALL GOLDEN WEST FINL COW DEL PUT GOLDFIELD COW COM GOLDMAN SACHS GROUP INC NOTE 0.250%12/0 GOLDMAN SACHS GROUP INC NOTE 0.250% 312 GOLDMAN SACHS GROUP INC NOTE 0.500% 1012 GOLDMAN SACHS GROUP INC NOTE 0.750%11/0 GOLDMAN SACHS GROUP INC NOTE 1.000% 1211 DELETED GOLDMAN SACHS GROUP INC NOTE 0.250% 111 GOLDMAN SACHS GROUP PIC NOTE 0.250% 111 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 159

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CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 38141G BA 1 GOLDMAN SACHS GROUP INC NOTE 0.250% 112 381416 BC 7 GOLDMAN SACHS GROUP INC NOTE 511 381416 BF 0 GOLDMAN SACHS GROUP INC NOTE 3.500% 711 381416 BH 6 GOLDMAN SACHS GROUP INC MTNF 3.500% 910 381416 BJ 2 GOLDMAN SACHS GROUP INC NOTE 3.000% 1010 381416 BK 9 GOLDMAN SACHS GROUP INC NOTE 2.000% 1010 38141G BL 7 GOLDMAN SACHS GROUP INC MTNF 2.000% 910 381416 BV 5 GOLDMAN SACHS GROUP INC NOTE 3.500% 111

381416 BX 1 GOLDMAN SACHS GROUP INC NOTE 2.000% 910 381416 BY 9 GOLDMAN SACHS GROUP WC NOTE 1.000% 210 381436 BZ 6 GOLDMAN SACHS GROUP INC NOTE 2.000% 211 381416 CAO GOLDMAN SACHS GROUP INC NOTE 2.000% 310 381416 CC 6 GOLDMAN SACHS GROUP INC MTNF 2.500% 411 38141G CD 4 GOLDMAN SACHS GROUP INC NOTE 3.500% 412 381416 CH 5 GOLDMAN SACHS GROUP INC NOTE 812 381416 CJ 1 GOLDMAN SACHS GROUP INC NOTE 2.500% 911 381416 CK 8 GOLDMAN SACHS GROUP INC NOTE 3.000% 1012 381416 CL 6 GOLDMAN SACHS GROLP INC NOTE 1.000% 1013 381416 10 4 * GOLDMAN SACHS GROUP INC COM 381416 90 4 GOLDMAN SACHS GROUP INC CALL 381416 95 4 GOLDMAN SACHS GROUP INC PUT GOLF TR AMER INC COM * GOODGWSINC COM GOOD GUYS INC CALL GOOD GWSINC PUT GOOD TIMES RESTAURANTS INC COM PAR $0.00 1 * GOODRICHCORP COM GOODRICH CORP CALL GOODRICH COW PUT GOODRICH PETE CORP PFD CONV SER A GOODRICH PETE CORP COM NEW * GOODYEAR TIRE & RUBR CO COM GOODYEAR TIRE & RUBR CO CALL GOODYEAR TIRE & RUBR CO PUT Run Date: 111412004 ** List Of Section 13F Securities ** Page 160 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * GOODYS FAMILY CLOTHING INC COM GOODYS FAMILY CLOTHING INC CALL GOODYS FAMILY CLOTHING INC PUT GORMAN RUPP CO COM GOTTSCHALKS INC COM GOUVERNEUR BANCORP COM * GRACE W R & CO DEL NEW COM GRACE W R & CO DEL NEW CALL GRACE W R & CO DEL NEW PLW * GRACOINC COM GRACO INC CALL GRACO INC PUT * GRAFTECH INTL LTD COM GRAFTECH INTL LTD CALL GRAFTECH INTL LTD PUT GRAHAM CORP COM * GRAINGERWWINC COM GRAINGER W W INC CALL GRANGER W W INC PUT GRAND TOYS INTL INC COM PAR $.00 1 GRANITE CITY FOOD & BREWERY COM GRANITE CITY FOOD & BREWERY * W EXP 06/06/200 GRANITE CITY FOOD & BREWERY UNIT 06/02/2005 * GRANITE BROADCASTING CORP COM GRANITE BROADCASTING CORP CALL GRANITE BROADCASTING CORP PUT * GRANITE CONSTR INC COM GRANITE CONSTR INC CALL GRANITE CONSTR INC PUT * GRANT PRIDECO INC COM GRANT PRIDECO INC CALL GRANT PRIDECO INC PUT GRAPHIC PACKAGING CORP DEL COM GRAY TELEVISION INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 161 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS GRAY TELEVISION INC CL A GREAT AMERN BANCORP INC COM GREAT AMERN FmL RES INC COM GREAT AMERN FINL RES INC RIGHT 0912212003 DELETED * GREAT ATLANTIC & PAC TEAINC COM GREAT ATLANTIC & PAC TEAINC CALL GREAT ATLANTIC & PAC TEAINC PUT GREAT BASIN GOLD LTD COM * GREAT LAKES CHEM CORP COM GREAT LAKES CHEM CORP CALL GREAT LAKES CHEM COW PUT GREAT LAKES REIT INC COM GREAT SOUTHN BANCORP INC COM GREAT NORTHN IRON ORE PPTYS CTFS BEN INT GREAT PEE DEE BANCORP INC COM * GREAT PLAINS ENERGY INC COM GREAT PLAINS ENERGY INC CALL GREAT PLAINS ENERGY INC PUT GREATER ATLANTIC FINANCIAL COM GREATER BAY BANCORP NOTE 412 * GREATER BAY BANCORP COM GREATER BAY BANCORP CALL GREATER BAY BANCORP PUT GREATER CHINA FD INC COM GREATER COMMUNITY BANCORP COM GREATER DEL W HLDGS COM GREEN MTN COFFEE ROASTERS IN COM GREEN MOUNTAIN PWR CORP COM GREENBFUAR CORP COM NEW GREENBRIER COS INC COM GREENE COUNTY BANCORP INC COM GREENE CNTY BANCSHARES INC COM NEW GREENMAN TECHNOLOGIES INC COM NEW * GREENPOINT FINL CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 162 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 395384 90 0 GREENPOINT FINL CORP CALL 395384 95 0 GREENPOINT FINL CORP PUT 397624 10 7 GREIF INC CL A 397624 20 6 GREIF INC CL B 39787M 10 8 GREYGLOBALGROUPINC COM 397888 10 8 * GREYWOLFINC COM 397888 90 8 GREY WOLF INC CALL 397888 95 8 GREY WOLF INC PUT 39808 1 10 9 * GRIC COMMUNICATIONS INC COM 39808 1 90 9 GRIC COMMUNICATIONS INC CALL 39808 1 95 9 GRIC COMMUNICATIONS INC PUT 39823 1 10 0 GRIFFIN LD & NURSERIES INC CL A 398433 AB 8 GRIFFON CORP NOTE 4.000% 711 ADDED 398433 10 2 * GRIFFONCORP COM 398433 90 2 GRIFFON CORP CALL 398433 95 2 GRIFFON CORP PUT 398502 20 3 GRILL CONCEPTS INC COM NEW 398635 10 2 GRISTEDES FOODS INC COM 398905 10 9 * GROUP 1 ALTOMOTIVE INC COM 398905 90 9 GROUP 1 AUTOMOTIVE INC CALL 398905 95 9 GROUP 1 AUTOMOTIVE INC PUT GROUP 1 SOFTWARE INC NEW COM GROUPE DANONE SPONSORED ADR * GROUPECGIINC CL A SUB VTG GROUPE CGI INC CALL GROUPE CGI INC PUT * GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B GRUPO FINANCIARO GALICIA S A CALL GRUPO FINANCIARO GALICIA S A PLTr GRUMA S A DE CV SPON ADR CL B GRUPO CASA SABA S A DE C V SPONSORED ADR GRUPO IMSA S A DE C V SPON ADR UNITS GRUPO INDL MASECA S A DE C V SPON ADR NEW GRUPO RADIO CENTRO S A DE C SPONSORED ADR Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 163 Run Time: Fiscal Year: 2003 Qtr: 4 lVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS GRUPO TELEVISA SA DE CV SP ADR REP ORD GRUPO TELEVISA SA DE CV CALL GRUPO TELEVISA SA DE CV PUT GRUPO SIMEC S A DE C V ADR GRUPO ELEKTRA SA DE CV SPONSORED ADR GRUPO IUSACELL S A DE C V NE SP ADR V NEW GRLIPO TMM S A SP ADR A SHS GRUPO TMM S A CALL GRUPO TMM S A PUT GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B GTECH HLDGS COW DBCV 1.750%1211 GTECH HLDGS CORP COM GTECH HLDGS COW CALL GTECH HLDGS CORP PUT GUANGSHEN RY LTD SPONSORED ADR GUARANTY BANCSHARES INC TEX COM GUARANTY FED BANCSHARES INC COM GUARANTY FINL COW COM GUCCI GROUP N V COM NY REG GUCCI GROUP N V CALL GUCCI GROUP N V PUT GUESS INC COM GUESS INC CALL GUESS INC PUT GUIDANT CORP COM GUIDANT CORP CALL GUIDANT CORP PUT GLILFORD PHARMACEUTICALS INC COM GUILFORD PHARMACEUTICALS INC CALL GUILFORD PHARMACEUTICALS INC PUT GUITAR CTR MGMT INC NOTE 4.000% 711 GUITAR CTR MGMT INC COM GUITAR CTR MGMT INC CALL GUITAR CTR MGMT INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 164 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * GULF ISLAND FABRICATION INC COM GULF ISLAND FABRICATION INC CALL GULF ISLAND FABRICATION INC PUT GULFMARK OFFSHORE INC COM * GULFTERRA ENERGY PARTNERS LP COM GULFTERRA ENERGY PARTNERS LP CALL GULFTERRA ENERGY PARTNERS LP PUT GUNDLEISLT ENVIRONMENTAL TNC COM * GYMBOREECORP COM GYMBOREE CORP CALL GYMBOREE CORP PUT GYRODYNE CO AMER INC COM H & Q HEALTHCARE FD SH BEN INT 404053 10 0 H & Q LIFE SCIENCES INVS SH BEN INT 404119 10 9 * HCAINC COM 404119 90 9 HCA INC CALL 404119 95 9 HCA INC PUT 40413N 10 6 HCB BANCSHARES INC COM 404132 AAO HCC INS HLDGS INC NOTE 2.000% 910 404132 AB 8 HCC INS HLDGS INC NOTE 1.300% 410 404132 102 * HCC INS HLDGS INC COM 404132 90 2 HCC INS HLDGS INC CALL 404132 95 2 HCC INS HLDGS INC PUT 40415F 10 1 HDFC BANK LTD ADR REPS 3 SHS 404160 10 3 HE1 INC COM 40417C 106 HFB FINL CORP COM 404172 10 8 HF FINL CORP COM 404232 10 0 HMG COURTLAND PPTYS INC COM 404246 10 8 HMN FINL INC COM 40425J 10 1 HMS HLDGS CORP COM 40425PAC 1 HNC SOFTWARE INC NOTE 5.250% 910 40426W 10 1 HRPT PPTY S TR COM SH BEN INT 404264 10 3 HPSC INC COM 404280 40 6 * HSBC HLDGS PLC SPON ADR NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 165

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ISSUER NAME ISSUER DESCRIPTION STATUS HSBC HLDGS PLC CALL HSBC HLDGS PLC PUT HABERSHAM BANCORP INC COM * HAEMONETICS COW COM HAEMONETICS CORP CALL HAEMONETICS COW PUT HAGGAR COW COM * HAIN CELESTIAL GROUP INC COM HAIN CELESTIAL GROUP INC CALL HAIN CELESTIAL GROUP INC PUT HALIFAX CORP COM HALL KINION ASSOCIATES INC COM * HALLIBURTON CO COM HALLIBURTON CO CALL HALLIBURTON CO PUT HALLMARK FINL SVCS INC EC COM HALLWOOD RLTY PARTNERS L P DEPOSIT UT NEW HALLWOOD GROUP INC COM PAR $0.10 HAMMONS JOHN Q HOTELS INC CL A HAMPSHIRE GROUP LTD COM HANARO TELECOM KNC SPONSORED ADR JOHN HANCOCK BK &THRIFT OPP SH BEN INT HANCOCK FABRICS MC COM HANCOCK HLDG CO COM HANCOCK HLDG CO PFD CONV A 8% HANCOCK JOHN INCOME SECS TR COM HANCOCK JOHN PATRIOT GLOBL D COM HANCOCK JOHN PATRIOT PFD DIV COM HANCOCK JOHN PATRIOT PREM DI COM HANCOCK JOHN PATRlOT PREM I1 COM SH BEN INT HANCOCK JOHN PATRIOT SELCT D COM HANCOCK JOHN PFD INCOME FD SH BEN INT JOHN HANCOCK PREFERRED INC F COM * HANCOCK JOHN FINL SVCS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 166 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 41014s 90 6 HANCOCK JOHN FINL SVCS INC CALL 41014s 95 6 HANCOCK JOHN FINL SVCS INC PUT 41014X 10 5 HANCOCK JOHN FINL TRENDS FD COM 410141 10 3 HANCOCK JOHN INVS TR COM 41021P 10 3 HANCOCK JOHN PFD INCOME FD I COM 410252 10 0 * HANDLEMAN CO DEL COM 410252 90 0 HANDLEMAN CO DEL CALL 410252 95 0 HANDLEMAN CO DEL PUT 410293 104 * HANDSPRING INC COM DELETED 410293 90 4 HANDSPRING INC CALL DELETED 4 10293 95 4 HANDSPRING INC PUT DELETED 41043F 20 8 * HANGER ORTHOPEDIC GROUP INC COM NEW 41043F 90 8 HANGER ORTHOPEDIC GROUP INC CALL 4 1043F 95 8 HANGER ORTHOPEDIC GROUP INC PUT 410495 10 5 HANMI FINL CORP COM 410761 100 HANOVER CAP MTG HLDGS INC COM 410768 AC 9 HANOVER COMPRESSOR CO NOTE 4.750% 311 410768 AE 5 HANOVER COMPRESSOR CO NOTE 4.750% Ill ADDED 410768 10 5 * HANOVER COMPRESSOR CO COM 410768 90 5 HANOVER COMPRESSOR CO CALL 410768 95 5 HANOVER COMPRESSOR CO PUT 410783 104 HANOVER DIRECT INC COM 411310 10 5 HANSEN NAT COW COM 411349 10 3 HANSON PLC NEW SPONSORED ADR ADDED 111352404 HANSON PLC SPON ADR NEW DELETED 411901 10 1 * HARBOR FLA BANCSHARES INC COM 411901 90 1 HARBOR FLA BANCSHARES INC CALL 411901 95 1 HARBOR FLA BANCSHARES INC PUT 412324 30 3 HARDINGE INC COM 412552 30 9 HARKEN ENERGY CORP COM NEW 412693 103 * HARLAND JOHNHCO COM 412693 90 3 HARLAND JOHN H CO CALL 4 12693 95 3 HARLAND JOHN H CO PUT 412822 10 8 * HARLEY DAVIDSON INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 167

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ISSUER NAME ISSUER DESCRIPTION STATUS HARLEY DAVIDSON INC CALL HARLEY DAVIDSON INC PUT HARLEYSVILLE GROUP INC COM HARLEYSVILLE NATL COW PA COM HARLEYSVILLE SVGS FINL CORP COM HARMAN INTL INDS INC COM HARMAN INTL INDS INC CALL HARMAN INTL INDS INC PUT HARMONIC INC COM HARMONIC INC CALL HARMONIC INC PUT HARMONY GOLD MNG LTD SPONSORED ADR HARMONY GOLD MNG LTD CALL HARMONY GOLD MNG LTD PUT HAROLDS STORES INC COM HARRAHS ENTMT INC COM HARRAHS ENTMT INC CALL HARRAHS ENTMT INC PUT HARRINGTON WEST FINL GROUP I COM HARRIS & HARRIS GROUP INC COM HARRIS COW DEL DBCV 3.500% 811 HARRIS COW DEL COM HARRlS CORP DEL CALL HARRIS COW DEL PUT HARRIS INTERACTIVE INC COM HARRIS INTERACTIVE INC CALL HARRIS INTERACTIVE INC PUT HARRODSBURG 1ST FINL BANCORP COM HARSCO COW COM HARSCO CORP CALL HARSCO COW PUT HARTE-HANKS INC COM HARTE-HANKS INC CALL HARTE-HANKS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 168 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 416515 104 * HARTFORD FINL SVCS GROUP INC COM 416515 904 HARTFORD FINL SVCS GROUP INC CALL 416515 95 4 HARTFORD FINL SVCS GROUP INC PUT 416537 10 8 HARTFORD INCOME SHS FD INC COM 416906 10 5 * HARVARD BIOSCIENCE INC COM 416906 90 5 HARVARD BIOSCIENCE INC CALL 416906 95 5 HARVARD BIOSCIENCE INC PUT 417119 104 HARTMARX COW COM 41754V 10 3 HARVEST NATURAL RESOURCES IN COM 417660 10 7 HARVEY ELECTRONICS INC COM 418056 AN 7 HASBRO INC DBCV 2.750%1210 418056 10 7 * HASBROINC COM 418056 90 7 HASBRO INC CALL 418056 95 7 HASBRO INC PUT 418365 10 2 HASTINGS ENTMT INC COM 418398 10 3 HASTINGS MFG CO COM DELETED 419025 10 1 HATTERAS INCOME SECS INC COM 419131 107 HAUPPAUGE DIGITAL INC COM 419313 10 1 HAVAS SPONSORED ADR 419596 10 1 HAVERTY FURNITURE INC COM 419596 20 0 HAVERTY FURNITURE INC CLA 419870 10 0 * HAWAIIAN ELEC INDUSTRIES COM 419870 90 0 HAWAIIAN ELEC INDUSTRIES CALL 419870 95 0 HAWAIIAN ELEC INDUSTRIES PUT 419879 10 1 HAWAIIAN HOLDINGS INC COM ADDED 420089 10 4 HAWK COW CL A 420261 109 HAWKINS INC COM 420542 10 2 HAWTHORNE FINL COW COM 42078 1 30 4 HAYES LEMMERZ INTL INC COM NEW ADDED 421906 10 8 HEALTHCARE SVCS GWINC COM 421915 10 9 * HEALTH CARE PPTY INVS INC COM 421915 90 9 HEALTH CARE PPTY INVS INC CALL 421915 95 9 HEALTH CARE PPTY INVS INC PUT 421933 AD 4 HEALTH MGMT ASSOC INC NEW NOTE 112 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 169 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * HEALTH MGMT ASSOC INC NEW CL A HEALTH MGMT ASSOC INC NEW CALL HEALTH MGMT ASSOC INC NEW PUT HEALTHCARE RLTY TR COM HEAD N V NY REGISTRY SH * HEADWATERS INC COM HEADWATERS INC CALL HEADWATERS INC PUT * HEALTH CARE REIT INC COM HEALTH CARE REIT INC CALL HEALTH CARE REIT INC PUT HEALTHAXIS INC COM NEW HEALTHETECH INC COM HEALTHEXTRAS INC COM * HEALTHNETINC COM HEALTH NET INC CALL HEALTH NET INC PUT HEALTHTRONICS SURGICAL SVS I COM HEALTHSTREAM INC COM * HEARST-ARGYLE TELEVISION INC COM HEARST-ARGYLE TELEVISION INC CALL HEARST-ARGYLE TELEVISION INC PUT HEARTLAND FINL USA INC COM * HEARTLAND EXPRESS INC COM HEARTLAND EXPRESS INC CALL HEARTLAND EXPRESS INC PUT HEARTLAND PARTNERS L P UT LTD PARTNER HEARUSA INC COM NEW * HECLAMNG CO COM HECLA MNG CO CALL HECLA MNG CO PUT HECLA MNG CO PFD CV SER B HECTOR COMMUNICATIONS COW COM HEICO COW NEW COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 170 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS HEICO CORP NEW CL A HEIDRICK & STRUGGLES INTL IN COM HEIDRICK & STRUGGLES INTL IN CALL HEIDRICK & STRUGGLES INTL IN PUT HEINZ H J CO COM HEINZ H J CO CALL HEINZ H J CO PUT HEINZ H J CO PFD 3 CV $1.70 HELIX TECHNOLOGY CORP COM HELIX TECHNOLOGY CORP CALL HELIX TECHNOLOGY CORP PUT HELLENIC TELECOM ORGANIZATN SPONSORED ADR HELMERICH & PAYNE INC COM HELMERICH & PAYNE INC CALL HELMERICH & PAYNE INC PUT HEMISPHERX BIOPHARMA INC COM HEMISPHERX BIOPHARMA INC CALL HEMISPHERX BIOPHARMA INC PUT HEMLOCK FED FINL COW COM HEMOSOL INC COM HENRY JACK & ASSOC INC COM HENRY JACK & ASSOC INC CALL HENRY JACK & ASSOC INC PUT HERITAGE PROPANE PARTNERS L UNIT LTD PARTN HERITAGE COMMERCE CORP COM HERCULES INC SDCV 8.000%811 HERCULES INC COM HERCULES INC CALL HERCULES INC PUT HERITAGE FINL COW WASH COM HERITAGE PPTY INVT TR INC COM HERLEY INDS INC DEL COM HERLEY INDS INC DEL CALL HERLEY INDS INC DEL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 171 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS HERSHA HOSPITALITY TR SH BEN INT A * HERSHEY FOODS CORP COM HERSHEY FOODS CORP CALL HERSHEY FOODS CORP PUT HERZFELD CARIBBEAN BASIN FD COM * HESKACORP COM HESKA CORP CALL HESKA CORP PUT * HEWITT ASSOCS INC COM HEWITT ASSOCS INC CALL HEWITT ASSOCS INC PUT HEWLETT PACKARD CO NOTE 1011 * HEWLETT PACKARD CO COM HE WLETT PACKARD CO CALL HEWLETT PACKARD CO PUT HEXCEL CORP SDCV 7.000% 810 * HEXCEL CORP NEW COM HEXCEL CORP NEW CALL HEXCEL CORP NEW PUT * HIIFNINC COM HI / FN INC CALL HI / FN INC PUT HI SHEAR TECHNOLOGY CORP COM HI-TECH PHARMACAL INC COM HIBBETT SPORTING GOODS INC COM * HIBERNIACORP CL A HIBERNIA CORP CALL HIBERNIA CORP PUT HIBERNIA FOODS PLC SPONSORED ADR DELETED HICKOK INC CL A HICKORY TECH CORP COM HIGH CTRY BANCORP INC COM HIGH INCOME OPPORRWITY FD I COM HIGH YIELD INCOME FD INC COM Run Date: 111412004 ** List Of Section 13F Securities ** Page 172 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS HIGH YIELD PLUS FD INC COM HIGHVELD STL & VANADIUM LTD ADR HIGHWOODS PPTYS INC COM HIGHWOODS PPTYS INC CALL HIGHWOODS PPTYS INC PUT HILB ROGAL & HAMILTON CO COM HILB ROGAL & HAMILTON CO CALL HILB ROGAL & HAMILTON CO PUT HILLENBRAND INDS INC COM HILLENBRAND INDS INC CALL HILLENBRAND INDS TNC PUT HILTON HOTELS CORP NOTE 3.375% 411 HILTON HOTELS COW COM HILTON HOTELS COW CALL HILTON HOTELS COW PUT HINES HORTICULTURE INC COM HINGHAM INSTN SVGS MASS COM HIRSCH INTL CORP CL A HISPANIC BROADCASTING CORP CL A DELETED HISPANIC BROADCASTING CORP CALL DELETED HISPANIC BROADCASTING CORP PUT DELETED HITACHI LIMITED ADR 10 COM HITACHI LIMITED CALL HITACHI LIMITED PUT HOLLINGER INTL INC CLA HOLLINGER INTL INC CALL HOLLINGER INTL INC PUT HOLLY CORP COM PAR $0.0 1 HOLLIS-EDEN PHARMACEUTICALS COM HOLLIS-EDEN PHARMACEUTICALS CALL HOLLIS-EDEN PHARMACEUTICALS PUT HOLLYWOOD ENTMT CORP COM HOLLYWOOD ENTMT COW CALL HOLLYWOOD ENTMT CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 173 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS HOLLYWOOD MEDIA CORP COM HOLLYWOOD MEDIA CORP CALL HOLLYWOOD MEDIA CORP PUT HOLOGIC INC COM HOLOGIC INC CALL HOLOGIC INC PUT HOME FED BANCORP COM HOME CITY FINL COW COM HOME DEPOT INC COM HOME DEPOT INC CALL HOME DEPOT INC PUT HOME FINL BANCORP COM HOME LN FINL CORP COM HOME PRODS INTL INC COM HOME PROPERTIES INC COM HOME SOLUTIONS AMER INC COM HOMESTORE INC COM HOMESTORE INC CALL HOMESTORE INC PUT HON INDS INC COM HON INDS INC CALL HON INDS INC PUT HONDA MOTOR LTD AMERN SHS HONDA MOTOR LTD CALL HONDA MOTOR LTD PUT HONEYWELL INTL INC COM HONEYWELL INTL INC CALL HONEYWELL INTL INC PUT HOOKER FURNITURE CORP COM HOOPER HOLMES INC COM HOOPER HOLMES INC CALL HOOPER HOLMES INC PUT HOPFED BANCORP INC COM HORIZON MED PRODS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 174 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO 1

ISSUER NAME ISSUER DESCRIPTION STATUS HORACE MANN EDUCATORS CORP N NOTE 1.425% 511 HORACE MANN EDUCATORS CORP N COM HORACE MANN EDUCATORS COW N CALL HORACE MANN EDUCATORS CORP N PUT HORIZON BANCORP IND COM HORIZON FINL CORP WASH COM HORIZON GROUP PPTY S INC COM DELETED HORIZON HEALTH CORP COM HORIZON OFFSHORE INC COM HORIZON OFFSHORE INC CALL HORIZON OFFSHORE INC PUT HORIZON ORGANIC HOLDING COM HORMEL FOODS CORP COM HORMEL FOODS CORP CALL HORMEL FOODS CORP PUT HOSPITALITY PPTYS TR COM SH BEN INT HOSPITALITY PPTYS TR CALL HOSPITALITY PPTYS TR PUT HOST AMER COW COM HOST AMER CORP *W EXP 0712 11200 HOST MARRIOTT CORP NEW COM HOST MARRIOTT COW NEW CALL HOST MARRIOTT COW NEW PUT HOT TOPIC INC COM HOT TOPIC INC CALL HOT TOPIC INC PUT HOUSEHOLD INTL INC DBCV 810 HOUSTON EXPL CO COM HOUSTON EXPL CO CALL HOUSTON EXPL CO PUT HOVNANIAN ENTERPRISES INC CL A HOVNANIAN ENTERPRISES INC CALL HOVNANIAN ENTERPRISES INC PUT HUANENG PWR INTL INC NOTE 1.750% 512 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 175 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS HUANENG PWR INTL INC SPON ADR N HUB INTERNATIONAL LTD COM HUB GROUP INC CL A HUBBELL INC CL A HUBBELL INC CALL HUBBELL INC PUT HUBBELL INC CL B HUBBELL INC CALL HUBBELL INC PUT HUDSON CITY BANCORP COM HLTDSON CITY BANCORP CALL HUDSON CITY BANCORP PUT HUDSON HIGHLAND GROUP INC COM HUDSON HIGHLAND GROUP INC CALL HUDSON HIGHLAND GROUP INC PUT HUDSON RIV BANCORP INC COM HUDSON RIV BANCORP INC CALL HUDSON RIV BANCORP INC PUT HUDSON TECHNOLOGIES INC COM HUDSON UNITED BANCORP COM HUDSON UNITED BANCORP CALL HUDSON UNITED BANCORP PUT HUFFY COW COM HUGHES SUPPLY INC COM HUGHES SUPPLY INC CALL HUGHES SUPPLY INC PUT HUGOTON RTY TR TEX UNIT BEN INT HUMANA INC COM HUMANA INC CALL HUMANA INC PUT HUMAN GENOME SCIENCES INC NOTE 5.500% 710 HUMAN GENOME SCIENCES INC NOTE 5.000% 210 HUMAN GENOME SCIENCES INC NOTE 3.750% 311 HUMAN GENOME SCIENCES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 176 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS HUMAN GENOME SCIENCES INC CALL HUMAN GENOME SCIENCES INC PUT HUMBOLDT BANCORP COM * HUMMINGBIRD INC COM HUMMINGBIRD INC CALL HUMMINGBIRD INC PUT HUMPHREY HOSPITALITY TR COM HUNGARIAN TEL & CABLE CORP COM * HUNT J B TRANS SVCS INC COM HUNT J B TRANS SVCS INC CALL HUNT J B TRANS SVCS INC PLTT * HUNTINGTON BANCSHARES INC COM HUNTINGTON BANCSHARES INC CALL HUNTINGTON BANCSHARES INC PUT HURCO COMPANIES INC COM HUTCHINSON TECHNOLOGY INC NOTE 2.250% 311 * HUTCHINSON TECHNOLOGY INC COM HUTCHINSON TECHNOLOGY INC CALL HUTCHINSON TECHNOLOGY INC PUT HUTTIG BLDG PRODS INC COM HYBRIDON INC COM NEW ADDED HYCOR BIOMEDICAL WC COM HYDRIL COM * HYDROGENICS CORP COM HYDROGENICS CORP CALL HYDROGENICS CORP PUT HYPERION 2005 INVT GRADE OPP COM ICN PHARMACEUTICALS INC NEW NOTE 6.500% 711 ICN PHARMACEUTICALS INC NEW NOTE 6.500% 711 * ICN PHARMACEUTICALS INC NEW COM DELETED ICN PHARMACEUTICALS WC NEW CALL DELETED ICN PHARMACEUTICALS INC NEW PUT DELETED * IDTCORP COM IDT CORP Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 177 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS IDT CORP PUT * IDTCORP IDT CORP CALL IDT CORP PUT * HYPERCOM CORP COM HYPERCOM CORP CALL HYPERCOM CORP PUT HYPERFEED TECHNOLOGIES INC COM NEW * HYPERION SOLUTIONS CORP COM HYPERION SOLUTIONS CORP CALL HYPERION SOLUTIONS CORP PUT

HYPERION TOTAL RETURN & INCO COM HYPERION STRATEGIC MTG INC F COM HYTHIAM INC COM ADDED IA GLOBAL INC COM IA GLOBAL INC IBT BANCOW INC COM ICT GROUP INC COM ICO INC NEW COM * ICOSCORP COM ICOS CORP CALL ICOS COW PUT * ICUMEDINC COM ICU MED INC CALL ICU MED INC PUT I-CABLE COMMUNICATIONS LTD SPONSORED ADR ICAD INC COM * ID BIOMEDICAL CORP COM ID BIOMEDICAL CORP CALL ID BIOMEDICAL CORP PUT IDEC PHARMACEUTICALS CORP NOTE 211 IDEC PHARMACEUTICALS CORP NOTE 412 * IDEC PHARMACEUTICALS COW COM DELETED IDEC PHARMACEUTICALS CORP CALL DELETED Run Date: 111 412004 ** List Of Section 13F Securities ** Page 178 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS IDEC PHARMACEUTICALS COW PUT DELETED I D SYSTEMS INC COM IDX SYS CORP COM IDX SYS CORP CALL IDX SYS CORP PUT IFC CAP TR I11 PFD CV TR SECS I-FLOW COW COM NEW IGEN INC COM IGEN INC CALL IGEN INC PUT IGI INC COM IGI INC CALL IGI INC PUT IHOP CORP COM IHOP CORP CALL IHOP CORP PUT ILX RESORTS INC COM NEW IMC GLOBAL INC COM IMC GLOBAL INC CALL IMC GLOBAL INC PUT IMC GLOBAL INC PFD CV 7.5% IMCO RECYCLING INC COM IMP INC COM PAR $.01 DELETED I-MANY INC COM I-MANY INC CALL I-MANY INC PUT ING PRIME RATE TR SH BEN INT lNG CLARION REAL EST INCOME COM SHS ADDED IMI INTL MEDICAL INNOVATIONS COM ADDED IMS HEALTH INC COM IMS HEALTH INC CALL IMS HEALTH INC PUT IRSA INVERSIONES Y REP S A GLOBL DEP RCPT ISTAR FINL INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 179

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CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 4503 1 U 90 1 ISTAR FINL INC CALL 4503 1U 95 1 ISTAR FINL INC PUT 45031W 10 7 1-SECTOR CORP COM 45031X 20 4 ISTA PHARMACEUTICALS INC COM NEW 4503 12 10 3 * 1-STAT CORP COM 4503 12 90 3 I-STAT CORP CALL 450312 95 3 I-STAT CORP PUT 450565 10 6 ITLA CAP CORP COM 45068B 10 9 * ITT EDUCATIONAL SERVICES INC COM 45068B 90 9 ITT EDUCATIONAL SERVICES INC CALL 45068B 95 9 ITT EDUCATIONAL SERVICES INC PUT 45069D 20 3 I-TRAX INC COM NEW 45069F 10 9 * ITXC CORP COM 45069F 90 9 ITXC CORP CALL 45069F 95 9 ITXC CORP PUT 45070W 10 9 IVAX DIAGNOSTICS INC COM 45071R 109 * IXIA COM 45071R 90 9 IXIA CALL 45071R 95 9 IXIA PUT 450828 10 8 IBERIABANK CORP COM 450909 10 6 * IBIS TECHNOLOGY CORP COM 450909 90 6 IBIS TECHNOLOGY CORP CALL 450909 95 6 IBIS TECHNOLOGY COW PUT 45091 1 10 2 * ITT INDS INC IND COM 45091 1 90 2 ITT INDS INC IND CALL 45091 1 95 2 ITT INDS INC TND PUT 450913 10 8 * IAMGOLD COW COM 450913 90 8 IAMGOLD COW CALL 450913 95 8 IAMGOLD COW PUT 45103T 10 7 ICON PUB LTD CO SPONSORED ADR 45104G 10 4 ICICI BK LTD ADR 451107106 * IDACORPINC COM 451 107 90 6 IDACORP INC CALL 451107 95 6 IDACORP INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 180 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS IDEX CORP COM IDEX COW CALL IDEX COW PUT IDINE REWARDS NETWORK INC COM DELETED IDEXX LABS INC COM IDEXX LABS INC CALL IDEXX LABS INC PUT IGATE COW COM IGATE CORP CALL IGATE COW PUT * IKON OFFICE SOLUTIONS INC COM IKON OFFICE SOLUTIONS INC CALL IKON OFFICE SOLUTIONS INC PUT IKONICS COW COM * IDENTIXINC COM IDENTIX INC CALL IDENTIX INC PUT * ILEX ONCOLOGY INC COM ILEX ONCOLOGY INC CALL ILEX ONCOLOGY INC PUT * ILLINOIS TOOL WKS INC COM ILLINOIS TOOL WKS INC CALL ILLINOIS TOOL WKS INC PUT ILLUMINA rNC COM ILOG S A SPONSORED ADR * IMAGE ENTMT INC COM NEW IMAGE ENTMT INC CALL IMAGE ENTMT INC PUT IMAGE SENSING SYS INC COM * IMATIONCOW COM IMATION COW CALL IMATION COW PUT * IMAXCORP COM IMAX COW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 181

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ISSUER NAME ISSUER DESCRIPTION STATUS IMAX CORP PUT IMAGEWARE SYS INC COM IMAGEWARE SYS INC * W EXP 0410.51200 IMCLONE SYS INC NOTE 5.500% 310 * IMCLONE SYS INC COM IMCLONE SYS INC CALL IMCLONE SYS INC PUT IMANAGE rNC COM DELETED * IMAGISTICS INTERNATIONAL INC COM IMAGISTICS INTERNATIONAL INC CALL IMAGISTICS INTERNATIONAL INC PUT IMMTECH INTL INC COM IMMUNE RESPONSE CORP DEL * W EXP 121101200 IMMUNE RESPONSE CORP DEL COM NEW * IMMERSION CORP COM IMMERSION COW CALL IMMERSION COW PUT IMMUCELL CORP C OM PAR $0.10 * IMMUCORINC COM IMMUCOR rNC CALL IMMUCOR INC PUT * IMMUNOGENINC COM IMMUNOGEN INC CALL IMMUNOGEN INC PUT * IMPAC MTG HLDGS INC COM IMPAC MTG HLDGS INC CALL IMPAC MTG HLDGS INC PUT IMPAC MED SYS INC COM * IMPCO TECHNOLOGIES INC COM IMPCO TECHNOLOGIES INC CALL IMPCO TECHNOLOGIES INC PUT * IMPAX LABORATORIES INC COM IMPAX LABORATORIES INC CALL IMPAX LABORATORIES NC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 182 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS * IMPERIAL CHEM INDS PLC ADR NEW IMPERIAL CHEM INDS PLC CALL IMPERIAL CHEM INDS PLC PUT * IMMUNOMEDICS INC COM IMMUNOMEDICS INC CALL IMMUNOMEDICS INC PUT INCOME OPPORTUNITY RLTY INVS COM * IMPERIAL OIL LTD COM NEW IMPERIAL OIL LTD CALL IMPERIAL OIL LTD PUT IMPERIAL PKG CORP COM IMPERIAL SUGAR CO NEW *W EXP 081291200 IMPERIAL SUGAR CO NEW COM NEW IMPERIAL TOBACCO GROUP PLC SPONSORED ADR IMPLANT SCIENCES CORP COM IMPLANT SCIENCES CORP *W EXP 06/30/200 IMPRESO INC COM * INAMEDCORP COM INAMED COW CALL INAMED COW PUT INCO LTD DBCV 7.750% 311 DELETED INCO LTD NOTE 312 INCO LTD SDCV 3.500% 311 INCO LTD * W EXP 0812 11200 * INCOLTD COM INCO LTD CALL INCO LTD PUT INCYTE COW NOTE 5.500% 210 * INCYTECORP COM INCYTE COW CALL INCYTE COW PUT * INDEPENDENCE CMNTY BK COW COM INDEPENDENCE CMNTY BK COW CALL INDEPENDENCE CMNTY BK COW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 183 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS INDEPENDENCE FED SVGS BK COM INDEPENDENCE HLDG CO NEW COM NEW INDEPENDENT BANK CORP MASS COM INDEPENDENT BANK CORP MICH COM * INDEWS PHARMACEUTICALS INC COM INDEWS PHARMACEUTICALS INC CALL INDEWS PHARMACEUTICALS INC PUT INDIA FD INC COM INDONESIA FD INC COM ADDED INDUS INTL INC COM INDUSTRIAL DISTR GROUP INC COM INDUSTRIAL SVCS AMER INC FLA COM INDUSTRIAS BACHOCO S A DE C SP ADR B&L SHS * INDYMAC BANCORP INC COM INDYMAC BANCORP INC CALL INDYMAC BANCORP INC PUT INDYMAC BANCORP INC WIRES 2031 ADDED INERGY L P UNIT LTD PTNR * INFINEON TECHNOLOGIES AG SPONSORED ADR INFINEON TECHNOLOGIES AG CALL INFINEON TECHNOLOGIES AG PUT * INET TECHNOLOGIES INC COM INET TECHNOLOGIES INC CALL INET TECHNOLOGIES INC PUT INFINITY INC COM PAR $.0001 INFICON HLDG AG ADR INFOCROSSING INC COM * INFOCUSCORP COM INFOCUS CORP CALL INFOCUS CORP PUT INFINITY PPTY & CAS COW COM * INFORMATICA COW COM INFORMATICA CORP CALL INFORMATICA CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 184 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * INFONET SVCS COW CL B INFONET SVCS COW CALL INFONET SVCS COW PUT INFONOW CORP COM NEW INFORMATION HLDGS INC COM INFORTE CORP COM * INFOSPACE INC COM NEW INFOSPACE INC CALL INFOSPACE INC PUT INFOSYS TECHNOLOGIES LTD SPONSORED ADR INFOVISTA S A ADR * INFOUSA INC NEW COM INFOUSA INC NEW CALL INFOUSA INC NEW PUT * INGGROUPNV SPONSORED ADR ING GROUP N V CALL ING GROUP N V PUT * INFORMATION RES INC COM INFORMATION RES INC CALL INFORMATION RES INC PUT INGLES MKTS INC INGRAM MICRO INC DBCV 610 DELETED * INGRAMMICRO INC CL A INGRAM MICRO INC CALL INGRAM MICRO INC PUT INHALE THERAPEUTIC SYS INC SDCV 6.750%10/1 INHALE THERAPEUTIC SYS INC NOTE 5.000% 210 INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 INKINE PHARMACEUTICALS INC COM INNKEEPERS USA TR COM INNKEEPERS USA TR PFD CV A 8.625 INNODATA ISOGEN INC COM NEW * INNOVEXINC COM INNOVEX INC CALL

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ISSUER NAME ISSUER DESCRIPTION STATUS INTEGRA LIFESCIENCES HLDGS C CALL INTEGRA LIFESCIENCES HLDGS C PUT INSURED MUN INCOME FD COM INSWEB CORP COM NEW INTASYS COW COM NEW INTEGRAL SY S INC MD COM INTEGRAMED AMER INC COM NEW INTEGRATED ELECTRICAL SVC COM * INTEGRATED CIRCUIT SYS INC COM INTEGRATED CIRCUIT SYS INC CALL INTEGRATED CIRCUIT SYS INC PUT INTAC INTL COM INTEGRATED BIOPHARMA INC COM * INTEGRATED DEVICE TECHNOLOGY COM INTEGRATED DEVICE TECHNOLOGY CALL INTEGRATED DEVICE TECHNOLOGY PUT * INTEGRATED SILICON SOLUTION COM INTEGRATED SILICON SOLUTION CALL INTEGRATED SILICON SOLUTION PUT INTEGRA BK CORP COM * MTELIDATA TECHNOLOGIES CORP COM INTELIDATA TECHNOLOGIES CORP CALL INTELIDATA TECHNOLOGIES CORP PUT * INTELCORP COM INTEL CORP CALL INTEL COW PUT * INTELLIGROUP INC COM INTELLIGROUP INC CALL INTELLIGROUP INC PUT INTELLIGENT SYS CORP NEW COM INTELLI-CHECK INC COM INTEGRITY MEDIA INC CL A * INTEGRATED DEFENSE TECHNOLOG COM DELETED INTEGRATED DEFENSE TECHNOLOG CALL DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 187 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS INTEGRATED DEFENSE TECHNOLOG PUT DELETED INTEGRITY FINL CORP COM INTER PARFUMS INC COM * INTER TEL INC COM INTER TEL INC CALL INTER TEL INC PUT INTERACTIVE INTELLIGENCE INC COM INTERACTIVE SYS WORLDWIDE IN COM * INTERACTIVE DATA CORP COM INTERACTIVE DATA CORP CALL INTERACTIVE DATA CORP PUT * INTERACTIVECORP COM INTERACTIVECORP CALL INTERACTIVECORP PUT INTERACTIVECOW *W EXP 021041200 INTERACTIVECORP * W EXP 021041200 INTERCHANGE FINL SVCS S B N COM * INTERCEPTING COM INTERCEPT INC CALL INTERCEPT INC PUT INTERCONTINENTAL HOTELS GP P SPONSORED ADR * INTERDIGITAL COMMUNICATIONS COM INTERDIGITAL COMMUNICATIONS CALL INTERDIGITAL COMMUNICATIONS PUT * INTERFACEINC rNTERFACE INC CALL INTERFACE INC PUT INTERIM SVCS INC NOTE 4.500% 610 * INTERGRAPHCOW COM INTERGRAPH CORP CALL INTERGRAPH CORP PUT INTERGROUP COW COM INTERLAND INC COM NEW INTERLINK ELECTRS Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 188 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS INTERLOTT TECHNOLOGIES INC COM DELETED INTERMAGNETICS GEN CORP COM INTERMAGNETICS GEN COW CALL INTERMAGNETICS GEN COW PUT INTERMEDIATE MUNI FD INC COM INTERMET CORP COM rNTERMET CORP CALL INTERMET CORP PUT INTERMUNE INC NOTE 5.750% 711 INTERMUNE INC COM INTERMUNE rNC CALL INTERMUNE INC PUT INTERNACIONAL DE CERAMICA S SPON ADR UNITS INTERNAP NETWORK SVCS CORP COM INTERNAP NETWORK SVCS CORP CALL INTERNAP NETWORK SVCS CORP PUT INTERNATIONALABSORBENTS NC COM NO PAR INTERNATIONAL ALUM CORP COM INTEGRATED ALARM SVCS GROUP COM INTERNATIONAL ASSETS HLDG CO COM INTERNATIONAL BANCSHARES COR COM INTERNATIONAL BUSINESS MACHS COM INTERNATIONAL BUSINESS MACHS CALL INTERNATIONAL BUSINESS MACHS PUT INTERNATIONAL ELECTRONICS rN COM PAR $0.0 1 INTERNATIONAL FLAVORSLkFRAGRA COM INTERNATIONAL FLAVORSLkFRAGRA CALL INTERNATIONAL FLAVORSLkFRAGRA PUT INTERNATIONAL GAME TECHNOLOG DBCV 112 INTERNATIONAL GAME TECHNOLOG COM INTERNATIONAL GAME TECHNOLOG CALL INTERNATIONAL GAME TECHNOLOG PUT INTERNATIONAL MULTIFOODS COR COM INTERNATIONAL MULTIFOODS COR CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 189 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS INTERNATIONAL MULTIFOODS COR PUT INTL PAPER CO DBCV 612 INTL PAPER CO COM INTL PAPER CO CALL INTL PAPER CO PUT INTERNATIONAL PWR PLC SPONSORED ADR INTERNATIONAL RECTIFIER CORP NOTE 4.250% 711 INTERNATIONAL RECTIFIER CORP COM INTERNATIONAL RECTIFIER CORP CALL INTERNATIONAL RECTIFIER CORP PUT INTL REMOTE IMAG SYS INC COM NEW INTERNATIONAL SHIPHOLDING CO COM NEW INTERNATIONAL SPEEDWAY COW CL A INTERNATIONAL SPEEDWAY CORP CALL INTERNATIONAL SPEEDWAY CORP PUT INTERNATIONAL STL GROUP INC COM ADDED INTERPHARM HLDGS INC COM INTERNET CAP GROUP INC NOTE 5.500%12/2 INTERNET CAP GROUP INC COM INTERNET CAP GROUP INC CALL INTERNET CAP GROUP INC PUT INTERNET COMM COW CL A INTERNET PICTURES COW COM NEW INTERNET INITIATIVE JAPAN IN SPONSORED ADR INTERNET INITIATIVE JAPAN IN CALL INTERNET INITIATIVE JAPAN IN PUT INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT INTERNET INFRASTRUCTR HOLDS CALL INTERNET INFRASTRUCTR HOLDS PUT INTERNET HOLDRS TR DEPOSIT RCPT INTERNET HOLDRS TR CALL INTERNET HOLDRS TR PUT INTEWHASE COW COM INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT Run Date: 111412004 ** List Of Section 13F Securities ** Page 190 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS INTERNET ARCHITECTURE HOLDR CALL INTERNET ARCHITECTURE HOLDR PUT * INTERNET SEC SYS INC COM INTERNET SEC SYS INC CALL INTERNET SEC SYS INC PUT INTERPOOL INC SDCV 9.250%12/2 INTERPOOL INC COM * INTERPOREINTL COM INTERPORE INTL CALL INTERPORE INTL PUT * INTERSILCORP CL A INTERSIL CORP CALL INTERSIL CORP PUT INTERSHOP COMM AG SPONS ADR NEW INTERPUBLIC GROUP COS INC NOTE 1.800% 911 INTERPUBLIC GROUP COS INC NOTE 1.870% 610 INTERPUBLIC GROUP COS INC NOTE 1.870% 610 INTERPUBLIC GROUP COS INC NOTE 1211 INTERPUBLIC GROUP COS INC NOTE 4.500% 311 ADDED * INTERPUBLIC GROUP COS INC COM INTERPUBLIC GROUP COS INC CALL INTERPUBLIC GROUP COS INC PUT * INTERSTATE BAKERIES CORP DEL COM INTERSTATE BAKERIES CORP DEL CALL INTERSTATE BAKERIES CORP DEL PUT INTERSTATE HOTELS & RESRTS I COM INTERSTATE GEN L P UN LTD PRT NEW INTRAWEST CORPORATION COM NEW INTERTAPE POLYMER GROUP INC COM INTERVEST BANCSHARES CORP CL A * INTERTAN INC COM INTERTAN INC CALL INTERTAN INC PUT * INTERWOVENINC COM DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 191 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS rNTERWOVEN INC CALL DELETED INTERWOVEN INC PUT DELETED INTERWOVEN INC COM NEW ADDED INTERWOVEN INC CALL ADDED INTERWOVEN INC PUT ADDED INTERVIDEO INC COM INTERVOICE INC NEW COM INTERVOICE INC NEW CALL INTERVOICE INC NEW PUT INTEST CORP COM INTEVAC INC NOTE 6.500% 310 INTEVAC INC NOTE 6.500% 310 INTEVAC INC COM INTIER AUTOMOTIVE INC CL A INTRABIOTICS PHARMACEUTICALS COM NEW INTRADO INC COM INTRADO INC CALL INTRADO INC PUT INTRAWARE INC COM INTRAWARE INC CALL INTRAWARE rNC PUT INTROGEN THERAPELITICS INC COM INTROGEN THERAPEUTICS INC CALL INTROGEN THERAPEUTICS INC PUT INTUITIVE SURGICAL INC COM NEW INTUITIVE SURGICAL INC CALL INTUITIVE SURGICAL rNC PUT INTUIT COM INTUIT CALL INTUIT PUT INVACARE COW COM INVACARE COW CALL INVACARE CORP PUT INTRUSION INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 192 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS INVERESK RESH GROUP INC COM INVERNESS MED INNOVATIONS IN COM INVESTMENT GRADE MUN INCOME COM * INVESTMENT TECHNOLOGY GRP NE COM INVESTMENT TECHNOLOGY GRP NE CALL INVESTMENT TECHNOLOGY GRP NE PUT INVESTOOLS INC COM ADDED INVESTORS CAP HLDGS LTD COM INVESTORS FIRST FD INC COM ADDED INVESTORS REAL ESTATE TR SH BEN INT INVESTORS TITLE CO COM INVITROGEN CORP NOTE 5.500% 310 INVITROGEN CORP NOTE 2.250%1211 * INVITROGENCORP COM INVITROGEN CORP CALL INVITROGEN CORP PUT * INVISION TECHNOLOGIES INC COM INVISION TECHNOLOGIES INC CALL INVISION TECHNOLOGIES INC PUT moCORP COM * INVESTORS FINL SERVICES CORP COM INVESTORS FINL SERVICES CORP CALL INVESTORS FINL SERVICES CORP PUT IOMED INC COM * IOMEGACORP COM NEW IOMEGA CORP CALL IOMEGA CORP PUT * IONA TECHNOLOGIES PLC SPONSORED ADR IONA TECHNOLOGIES PLC CALL IONA TECHNOLOGIES PLC PUT * IONICSINC COM IONICS INC CALL IONICS INC PUT IPARTY CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 193 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS IPASS INC COM IPAYMENT INC COM IPSCO INC COM IRELAND BK SPONSORED ADR IRIDEX CORP COM * IRON MTN INC PA COM IRON MTN INC PA CALL IRON MTN INC PA PUT IRVINE SENSORS CORP COM NEW * IRWIN FINL CORP COM IRWIN FINL COW CALL IRWIN FINL CORP PUT ISCO INTL INC COM ISCO INC COM IsmsINC MSCI AUSTRALIA ISHARES INC MSCI AUSTRIA ISHARES INC MSCI BELGIUM ISHARES INC MSCI BRAZIL ISHARES INC MSCI CDA INDEX ISHARES INC MSCI EMU INDEX ISHARES INC MSCI PAC J IDX ISHARES INC MSCI SINGAPORE ISHARES INC MSCI UTD KINGD ISHARES INC MSCI FRANCE ISHARES INC MSCI TAIWAN ISHARES INC MSCI SWITZERLD ISHARES INC MSCI SWEDEN ISHARES INC MSCI SPATN ISHARES INC MSCI S KOREA ISHARES rNC MSCI STH AFRCA ISHARES INC MSCI GERMAN ISHARES INC MSCI NETHERLND ISHARES INC MSCI MEXICO ISHARES INC MSCI MALAYSIA Run Date: 111412004 ** List Of Section 13F Securities ** Page 194

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ISSUER NAME ISSUER DESCRIPTION STATUS ISHARES INC MSCI JAPAN ISHARES INC MSCI ITALY ISHARES INC MSCI HONG KONG ISHARES TR S&P 100 IDX FD ISHARES TR CALL ISHARES TR PUT ISHARES TR DJ SEL DIV INX ADDED ISHARES TR US TIPS BD FD ADDED ISHARES TR TRANSP AVE IDX ADDED ISHARES TR S&P 500 INDEX ISHARES TR LEHMAN AGG BND ADDED ISHARES TR CALL ADDED ISHARES TR PUT ADDED ISHARES TR MSCI EMERG MKT ISHARES TR GS CORP BD FD ISHARES TR CALL ISHARES TR PUT ISHARES TR S&P GBL TELCM ISHARES TR S&P GBL INF ISHARES TR S&P5OO/BAR GRW ISHARES TR S&P GBL HLTHCR ISHARES TR S&P GBL FIN ISHARES TR S&P GBL ENER ISHARES TR GS NAT RES IDX ISHARES TR S&P/TOPIX 150 ISHARES TR S&P LTN AM 40 ISHARES TR S&P5OO/BAR VAL ISHARES TR 20+ YR TRS BD ISHARES TR CALL ISHARES TR PUT ISHARES TR 7-10 YR TRS BD ISHARES TR CALL ISHARES TR PUT ISHARES TR 1-3 YR TRS BD Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 195 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 464287 90 7 ISHARES TR CALL 464287 95 7 ISHARES TR PUT 464287 46 5 * ISHARESTR MSCI EAFE lDX 464287 90 5 ISHARES TR CALL 464287 95 5 ISHARES TR PUT 464287 47 3 * ISHARESTR RUSSELL MCP VL 464287 90 3 ISHARES TR CALL 464287 95 3 ISHARES TR PUT 464287 48 1 * ISHARESTR RUSSELL MCP GR 464287 90 1 I SHARES TR CALL 464287 95 1 ISHARES TR PUT 464287 49 9 * ISHARES TR RUSSELL MIDCAP 464287 90 9 ISHARES TR CALL 464287 95 9 ISHARES TR PUT 464287 50 7 * ISHARES TR S&P MIDCAP 400 464287 90 7 ISHARES TR CALL 464287 95 7 ISHARES TR PUT 464287 5 1 5 * ISHARESTR GLMN SCHS SOFT 464287 90 5 ISHARES TR CALL 464287 95 5 I SHARES TR PUT 464287 52 3 * ISHARES TR GLDM SCHS SEMI 464287 90 3 ISHARES TR CALL 464287 95 3 ISHARES TR PUT 464287 53 1 * ISHARESTR GLDM SCHS NETW 464287 90 1 ISHARES TR CALL 464287 95 1 ISHARES TR PUT 464287 54 9 * ISHARESTR GLDM SACHS TEC 464287 90 9 ISHARES TR CALL 464287 95 9 ISHARES TR PUT 464287 55 6 * ISHARESTR NASDQ BIO INDX 464287 90 6 ISHARES TR CALL 464287 95 6 ISHARES TR PUT 464287 56 4 * ISHARESTR COHEN&ST RLTY 464287 90 4 ISHARES TR CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 196 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 464287 95 4 ISHARES TR PUT 464287 57 2 ISHARES TR S&P GLB IOOINDX 464287 58 0 ISHARES TR DJ US CON CYCL 464287 59 8 ISHARES TR RUSSELL 1OOOVAL 464287 90 8 ISHARES TR CALL 464287 95 8 ISHARES TR PUT 464287 60 6 ISHARES TR S&P MIDCP GROW 464287 90 6 ISHARES TR CALL 464287 95 6 ISHARES TR PUT 464287 61 4 ISHARES TR RUSSELL 1OOOGRW 464287 90 4 ISHARES TR CALL 464287 95 4 I SHARES TR PUT 464287 62 2 ISHARES TR RUSSELL I000 464287 90 2 ISHARES TR CALL 464287 95 2 ISHARES TR PUT 464287 63 0 ISHARES TR RUSL 2000 VALU 464287 90 0 ISHARES TR CALL 464287 95 0 ISHARES TR PUT 464287 64 8 ISHARES TR RUSL 2000 GROW 464287 90 8 ISHARES TR CALL 464287 95 8 ISHARES TR PUT 464287 65 5 ISHARES TR RUSSELL 2000 464287 90 5 ISHARES TR CALL 464287 95 5 ISHARES TR PUT 464287 66 3 ISHARES TR RUSL 3000 VALU 464287 90 3 ISHARES TR CALL 464287 95 3 ISHARES TR PUT 464287 67 1 ISHARES TR RUSL 3000 GROW 464287 90 1 ISHARES TR CALL 464287 95 1 ISHARES TR PUT 464287 68 9 ISHARES TR RUSSELL 3000 464287 90 9 ISHARES TR CALL 464287 95 9 ISHARES TR PUT 464287 69 7 ISHARES TR DJ US UTILS Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 197

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ISSUER NAME ISSUER DESCRIPTION STATUS ISHARES TR CALL ISHARES TR PUT ISHARES TR S&P MIDCP VALU ISHARES TR CALL ISHARES TR PUT

ISHARES TR s DJ US TELECOMM ISHARES TR CALL ISHARES TR PUT ISHARES TR DJ US TECH SEC ISHARES TR CALL ISHARES TR PUT ISHARES TR DJ US REAL EST ISHARES TR DJ US INDUSTRL ISHARES TR DJ US HEALTHCR ISHARES TR CALL ISHARES TR PUT ISHARES TR DJ US FINL SVC ISHARES TR DJ US FINL SEC ISHARES TR CALL ISHARES TR PUT ISHARES TR DJ US ENERGY ISHARES TR CALL ISHARES TR PUT ISHARES TR S&P SMLCAP 600 ISHARES TR CALL ISHARES TR PUT ISHARES TR DJ CON NON CYCL ISHARES TR DJ US BAS MATL ISHARES TR DJ US TOTL MKT ISHARES TR S&P EURO PLUS ISHARES TR S&P SMLCP VALU ISHARES TR CALL ISHARES TR PUT ISHARES TR S&P SMLCP GROW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 198 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ISHARES TR CALL ISHARES TR PUT * ISIS PHARMACEUTICALS INC COM ISIS PHARMACEUTICALS INC CALL ISIS PHARMACEUTICALS INC PUT ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 510 ISLAND PAC INC COM * ISLE OF CAPRI CASINOS INC COM ISLE OF CAPRI CASINOS INC CALL ISLE OF CAPRI CASINOS INC PUT ISOLAGEN INC COM ISONICS CORP COM ISONICS CORP *W EXP 1213 11200 ISONICS CORP * W EXP 1213 11200 ISPAT INTL N V NY REG SH CL A ISRAMCO INC COM NEW I3 MOBILE INC COM DELETED * ITRONINC COM ITRON INC CALL ITRON INC PUT IVANHOE MINES LTD COM ADDED IVANHOE ENERGY INC COM IVAX COW NOTE 5.500% 511 IVAX COW NOTE 5.500% 511 IVAX CORP NOTE 4.500% 511 IVAX CORP NOTE 4.500% 51 1 * IVAXCOW COM IVAX CORP CALL IVAX CORP PUT IVEX PACKAGING CORP COM * IVILLAGEINC COM IVILLAGE INC CALL IVILLAGE INC PUT IXOS SOFTWARE AG SP ADR BEARER Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 199 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS IXYS COW COM IXYS COW CALL IXYS CORP PUT J & J SNACK FOODS CORP COM J ALEXANDER CORP COM JB OXFORD HLDGS INC COM NEW JDS UNIPHASE CORP COM JDS UNIPHASE CORP CALL JDS UNIPHASE CORP PUT JDA SOFTWARE GROUP INC COM .IDA SOFTWARE GROUP INC CALL JDA SOFTWARE GROUP INC PUT J F CHINA REGION FD INC COM ADDED J JILL GROUP INC COM J JILL GROUP INC CALL J JILL GROUP INC PUT JLM INDUSTRIES INC COM JLM COUTURE INC COM JLG INDS INC COM KGINDS INC CALL JLG INDS INC PUT JMAR TECHNOLOGIES INC COM JNI COW COM DELETED JNI COW CALL DELETED JNI COW PUT DELETED JPS INDUSTRIES INC COM J P MORGAN CHASE & CO COM J P MORGAN CHASE & CO CALL J P MORGAN CHASE & CO PUT 52 GLOBAL COMMUNICATIONS INC COM NEW 52 GLOBAL COMMUNICATIONS INC CALL 52 GLOBAL COMMUNICATIONS INC PUT JABIL CIRCUIT INC NOTE 1.750% 511 JABIL CIRCUIT INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 200 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 466313 90 3 JABIL CIRCUIT INC CALL 466313 95 3 JABIL CIRCUIT INC PUT 466367 10 9 * JACK IN THE BOX INC COM 466367 90 9 JACK IN THE BOX INC CALL 466367 95 9 JACK IN THE BOX INC PUT 46924P 10 0 JSCKSONVILLE BANCORP ILL COM 469248 10 8 JACKSONVILLE BANCORP INC COM 469249 10 6 JACKSONVILLE BANCORP INC FLA COM 469772 10 7 JACLYN INC COM 469783 10 4 JACO ELECTRS INC COM 469814 10 7 * JACOBS ENGR GROUP INC DEL COM 469814 90 7 JACOBS ENGR GROUP INC DEL CALL 469814 95 7 JACOBS ENGR GROUP INC DEL PUT 469865 10 9 JACUZZI BRANDS INC COM 47012E 10 6 * JAKKS PAC INC COM 47012E 90 6 JAKKS PAC INC CALL 47012E 95 6 JAKKS PAC INC PUT 47030M 10 6 JAMES HARDIE INDS N V SPONSORED ADR 470338 10 4 JAMES MONROE BANCORP INC COM 470457 10 2 JAMESON INNS INC COM 470457 30 0 JAMESON INNS INC PFD CV S $1.70 47 102C 30 9 JAWS HOTELS & RESORTS INC COM NEW DELETED 47102X 10 5 * JAWS CAP GROUP INC COM 47 102X 90 5 JAWS CAP GROUP INC CALL 47102X 95 5 JAWS CAP GROUP INC PUT 471057 10 9 JAPAN EQUITY FD INC COM 471057 12 5 JAPAN EQUITY FD INC RIGHT 1212312003 ADDED 47109U 10 4 JAPAN SMALLER CAPTLZTN FD JN COM 471109 10 8 JARDEN COW COM 471110 106 JARDINE FLEMING CHINA REGION COM DELETED 472319 10 2 * JEFFERIES GROUP INC NEW COM 472319 90 2 JEFFERIES GROUP INC NEW CALL 472319 95 2 JEFFERIES GROUP INC NEW PUT 472375 10 4 JEFFERSON BANCSHARES INC TEN COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 201 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS JEFFERSON PILOT COW COM JEFFERSON PILOT CORP CALL JEFFERSON PILOT CORP PUT JEFFERSONVILLE BANCORP COM JENNIFER CONVS INC COM JETBLUE AWYS COW NOTE 3.500% 711 ADDED JETBLLE AWYS CORP COM JETBLLE AWYS CORP CALL JETBLUE AWYS COW PUT JEWETT CAMERON TRADING LTD COM NEW nLm CHEM INDL LTD SPON ADR H SHS JO-ANN STORES INC CL A DELETED JO-ANN STORES INC CALL DELETED JO-ANN STORES INC PUT DELETED JO-ANN STORES INC CL B NON VTG DELETED JO-ANN STORES INC COM ADDED JO-ANN STORES INC CALL ADDED JO-ANN STORES JNC PUT ADDED JOHNSON & JOHNSON COM JOHNSON & JOHNSON CALL JOHNSON & JOHNSON PUT JOHNSON CTLS INC COM JOHNSON CTLS INC CALL JOHNSON CTLS INC PUT JOHNSON OUTDOORS INC CLA JONES APPAREL GROUP INC COM JONES APPAREL GROUP INC CALL JONES APPAREL GROUP INC PUT JONES APPAREL GROUP INC 1 NOTE 210 JONES LANG LASALLE INC COM JOS A BANK CLOTHIERS INC COM JOULE INC COM JOURNAL COMMUNICATIONS INC CL A ADDED JOURNAL REGISTER CO COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 202 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS JOURNAL REGISTER CO CALL JOURNAL REGISTER CO PUT JOY GLOBAL INC COM JOY GLOBAL INC CALL JOY GLOBAL INC PUT JUNIPER GROUP INC COM PAR .OO 1NW JUNIPER NETWORKS INC NOTE 4.750%311 JUNIPER NETWORKS INC COM JUNIPER NETWORKS INC CALL JUNIPER NETWORKS INC PUT JUNO LTG INC COM NEW JUNO LTG INC CALL JUNO LTG INC PUT JUPITERMEDIA COW COM KCS ENERGY INC COM KCS ENERGY INC CALL KCS ENERGY INC PUT KFX INC COM KLA-TENCOR CORP COM KLA-TENCOR COW CALL KLA-TENCOR CORP PUT KLM ROYAL DUTCH AIRLS COM NY REG NEW KLM ROYAL DUTCH AIRLS CALL KLM ROYAL DUTCH AIRLS PUT KMG CHEMICALS INC COM KT COW SPONSORED ADR KT COW CALL KT COW PUT K-SWISS INC CL A K-SWISS INC CALL K-SWISS INC PUT K TRON INTL INC COM K2 INC COM K2 INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 203 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS K2 INC PUT * KVHINDSINC COM KVH INDS INC CALL KVH INDS INC PUT K V PHARMACEUTICAL CO NOTE 2.500% 511 ADDED K V PHARMACEUTICAL CO CL B CONV K V PHARMACEUTICAL CO CLA KADANT INC COM KNBT BANCORP INC COM ADDED KAMAN COW SDCV 6.000% 311 KAMAN COW CLA KANA SOFTWARE INC COM NEW KANEB PIPE LINE PARTNERS L P SR PREF UNIT KANEB SERVICES LLC COM KANKAKEE BANCORP INC COM DELETED KANSAS CITY LIFE INS CO COM * KANSAS CITY SOUTHERN COM NEW KANSAS CITY SOUTHERN CALL KANSAS CITY SOUTHERN PUT KATY INDS INC COM KAYDON COW NOTE 4.00096 512 ADDED * KAYDONCORP COM KAYDON COW CALL KAYDON COW PUT * KBHOME COM KF3 HOME CALL KF3 HOME PUT * KEANEINC COM KEANE INC CALL KEANE INC PUT KEITH COMPANIES INC COM * KEITHLEY INSTRS INC COM KEITHLEY INSTRS INC CALL KEITHLEY INSTRS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 204 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS KELLOGG CO COM KELLOGG CO CALL KELLOGG CO PUT KELLWOOD CO COM KELLWOOD CO CALL KELLWOOD CO PUT KELLY SVCS INC CL A KELLY SVCS INC CALL KELLY SVCS INC PUT KELLY SVCS INC CL B KELLY SVCS INC CALL KELLY SVCS rNC PUT KEMET CORP COM KEMET CORP CALL KEMET CORP PUT KENDLE INTERNATlONAL INC COM KENDLE INTERNATIONAL INC CALL KENDLE INTERNATIONAL INC PUT KENNAMETAL INC COM KENNAMETAL INC CALL KENNAMETAL rNC PUT KENNEDY-WILSON INC COM NEW KENSEY NASH CORP COM KENT ELECTRS CORP NOTE 4.500% 910 KENT FINL SVCS INC COM NEW KENTUCKY FIRST BANCORP INC COM DELETED KERR MCGEE CORP SDCV 5.250% 211 KERR MCGEE CORP COM KERR MCGEE COW CALL KERR MCGEE CORP PUT KERR MCGEE CORP DECS 080404 ADDED KERYX BIOPHARMACEUTICALS INC COM KEWAUNEE SCIENTIFIC CORP COM KEY ENERGY SVCS INC NOTE 5.000% 911 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 205 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS KEY ENERGY SVCS INC COM KEY ENERGY SVCS INC CALL KEY ENERGY SVCS INC PUT KEY TECHNOLOGY INC COM KEY TRONICS COW COM KEYCOW NEW COM KEYCORP NEW CALL KEYCORP NEW PUT KEYNOTE SYS INC COM KEYNOTE SYS INC CALL KEYNOTE SYS INC PUT KEYSPAN COW COM KEYSPAN COW CALL KEYSPAN CORP PUT KEYSTONE AUTOMOTIVE INDS INC COM KEYSTONE AUTOMOTIVE INDS INC CALL KEYSTONE AUTOMOTIVE INDS INC PUT KEYSTONE PPTY TR CORP COM KFORCE INC COM KFORCE INC CALL KFORCE INC PUT KILROY RLTY COW COM KILROY RLTY CORP CALL KILROY RLTY CORP PUT KIMBALL JNTL INC CL B KIMBERLY CLARK COW COM KIMBERLY CLARK CORP CALL KIMBERLY CLARK CORP PUT KIMCO REALTY COW COM KIMCO REALTY COW CALL KIMCO REALTY CORP PUT KINDER MORGAN INC KANS COM KINDER MORGAN INC KANS CALL KINDER MORGAN INC KANS PUT Run Date: 111 412004 ** List Of Section 13F Securities ** Page 206 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS KINDER MORGAN MANAGEMENT LLC SHS KINDER MORGAN MANAGEMENT LLC CALL KINDER MORGAN MANAGEMENT LLC PUT KINDER MORGAN ENERGY PARTNER UT LTD PARTNER KINDER MORGAN ENERGY PARTNER CALL KINDER MORGAN ENERGY PARTNER PUT KINDRED HEALTHCARE INC COM KINDRED HEALTHCARE INC CALL KINDRED HEALTHCARE INC PUT KINDRED HEALTHCARE INC * W EXP 04/20/200 KINDRED HEALTHCARE INC *W EXP 04/201200 KING PHARMACEUTICALS INC DBCV 2.750%11/1 KING PHARMACEUTICALS INC COM KING PHARMACEUTICALS INC CALL KING PHARMACEUTICALS INC PUT KING POWER INTERNATIONAL GRO COM DELETED KINROSS GOLD COW COM NEW KINROSS GOLD CORP CALL KINROSS GOLD COW PUT KINGSWAY FINL SVCS INC COM KIRBY COW COM KIRBY CORP CALL KIRBY CORP PUT KIRIN BREWERY LTD SPONSORED ADR KIRKLANDS INC COM KIRLIN HLDG CORP COM NEW KLAMATH FIRST BANCORP INC COM KMART HLDG CORPORATION COM KMART HLDG CORPORATION CALL KMART HLDG CORPORATION PUT KNAPE & VOGT MFG CO COM KNIGHT RIDDER INC COM KNIGHT RIDDER INC CALL KNIGHT RIDDER INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 207

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ISSUER NAME ISSUER DESCRIPTION STATUS KNIGHT TRADING GROUP INC COM KNIGHT TRADING GROUP INC CALL KNIGHT TRADING GROUP INC PUT KNIGHT TRANSN INC COM KNIGHT TRANSN INC CALL KNIGHT TRANSN INC PUT KOGER EQUITY INC COM KOHLS CORP COM KOHLS CORP CALL KOHLS CORP PUT KOMAG INC COM NEW KONAMI CORP SPONSORED ADR KONINKLIJKE AHOLD N V NOTE 3.000% 913 DELETED KONINKLIJKE AHOLD N V SPON ADR NEW KONINKLIJKE AHOLD N V CALL KONINKLIJKE AHOLD N V PUT KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW KONINKLIJKE PHILIPS ELECTRS CALL KONINKLIJKE PHILIPS ELECTRS PUT KOOKMIN BK NEW SPONSORED ADR KOOR INDS LTD SPONSORED ADR KOPIN CORP COM KOPIN CORP CALL KOPIN CORP PUT KOREA EQUITY FD INC COM KOREA ELECTRIC PWR SPONSORED ADR KOREA FD COM KOSAN BIOSCIENCES INC COM KORN FERRY INTL COM NEW KORN FERRY INTL CALL KORN FERRY INTL PUT KOS PHARMACEUTICALS INC COM KOS PHARMACEUTICALS INC CALL KOS PHARMACEUTICALS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 208 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS KOSS CORP COM KRAFT FOODS INC CLA KRAFT FOODS INC CALL KRAFT FOODS INC PUT KRAMONT RLTY TR COM SH BEN INT KRAMONT RLTY TR PFD CV B-1 BEN KREISLER MFG COW COM KRISPY KREME DOUGHNUTS INC COM KRISPY KREME DOUGHNUTS INC CALL KRISPY KREME DOUGHNUTS INC PUT KROGER CO COM KROGER CO CALL KROGER CO PUT KROLL INC COM KROLL INC CALL KROLL INC PUT KRONOS WORLDWIDE INC COM ADDED KRONOS INC COM KRONOS INC CALL KRONOS INC PUT KUBOTA COW ADR KULICKE & SOFFA INDS INC NOTE 4.750%1211 KULICKE & SOFFA INDS INC NOTE 4.750%1211 KULICKE & SOFFA INDS INC NOTE 5.250% 811 KULICKE & SOFFA INDS INC COM KULICKE & SOFFA INDS INC CALL KULICKE & SOFFA INDS INC PUT KYOCERA CORP ADR KYPHON INC COM KYPHON INC CALL KYPHON INC PUT LAN CHILE S A SPONSORED ADR LCA-VISION INC COM PAR $.001 LCC INTERNATIONAL INC CLA Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 209

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ISSUER NAME ISSUER DESCRIPTION STATUS LCC INTERNATIONAL INC CALL LCC INTERNATIONAL INC PUT LKQ CORP COM ADDED LSB FINL CORP COM LNR PPTY CORP NOTE 5.500% 310 * LNRPPTY CORP COM LNR PPTY CORP CALL LNR PPTY CORP PUT LL & E RTY TR UNIT BEN INT LMI AEROSPACE INC COM LML PMT SYS INC COM LNB BANCORP INC COM LSB CORP COM L S B BANCSHARES N C COM LSI INDS INC COM LSB INDS lNC COM ADDED LSI LOGIC CORP NOTE 4.250% 311 DELETED LSI LOGIC CORP NOTE 4.250% 311 DELETED LSI LOGIC COW NOTE 4.000% 211 LSI LOGIC CORP NOTE 4.000%11/0 LSI LOGIC CORP NOTE 4.000% 511 ADDED * LSI LOGIC CORP COM LSI LOGIC CORP CALL LSI LOGIC CORP PUT LTC PPTYS INC COM LTC PPTYS INC PFD E CV 8.5% ADDED LTX CORP NOTE 4.250% 811 * LTXCORP COM LTX CORP CALL LTX CORP PUT L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 610 L-3 COMMUNICATIONS HLDGS MC DEBT 4.000% 911 * L-3 COMMUNICATIONS HLDGS INC COM L-3 COMMUNICATIONS HLDGS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 210 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STKTUS L-3 COMIVKJNICATIONS HLDGS INC PUT LA BARGE INC COM * LA JOLLA PHARMACEUTICAL CO COM LA JOLLA PHARMACEUTICAL CO CALL LA JOLLA PHARMACEUTICAL CO PUT LA QUINTA COW PAIRED CTF * LAZBOYINC COM LA Z BOY INC CALL LA Z BOY INC PUT LABONE INC NEW COM LABORATORY CORP AMER HLDGS NOTE 911 * LABORATORY CORP AMER HLDGS COM NEW LABORATORY COWAMER HLDGS CALL LABORATORY CORP AMER HLDGS PUT LABOR READY INC NOTE 6.250% 611 * LABORREADYINC COM NEW LABOR READY INC CALL LABOR READY INC PUT * LABRANCHE & CO rNC COM LABRANCHE & CO rNC CALL LABRANCHE & CO INC PUT LACLEDE GROUP INC COM LACROSSE FOOTWEAR INC COM LADENBURG THALMAN FIN SVCS I COM LADISH INC COM NEW LAFARGE COPPEE S A SPON ADR NEW * LAFARGE NORTH AMERICA INC COM LAFARGE NORTH AMERICA INC CALL LAFARGE NORTH AMERICA INC PUT LAKELAND BANCORP INC COM LAKELAND FINL CORP COM LAKELAND INDS INC COM LAKES ENTMNT INC COM LAM RESEARCH CORP NOTE 4.000% 610 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 211 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS LAM RESEARCH CORP COM LAM RESEARCH COW CALL LAM RESEARCH COW PUT LAMAR ADVERTISING CO NOTE 2.875%12/3 LAMAR ADVERTISING CO CL A LAMAR ADVERTISING CO CALL LAMAR ADVERTISING CO PUT LAMSON & SESSIONS CO COM LANCASTER COLONY CORP COM LANCASTER COLONY CORP CALL LANCASTER COLONY CORP PUT LANCE INC COM LANCER COW COM LANDACOW INC COM LANDAUER INC COM LANDEC CORP COM LANDAMERICA FINL GROUP INC COM LANDAMERICA FINL GROUP INC CALL LANDAMERlCA FINL GROUP INC PUT LANDMARK BANCOW INC COM LANDRYS RESTAURANTS INC COM LANDRYS RESTAURANTS INC CALL LANDRYS RESTAURANTS INC PUT LANDSTAR SYS INC COM LANDSTAR SYS INC CALL LANDSTAR SYS INC PUT LANGER INC COM LANNET INC COM LANTRONIX INC COM LANTRONIX INC CALL LANTRONIX INC PUT LANVISION SYS INC COM LARGE SCALE BIOLOGY COW COM LARGE SCALE BIOLOGY COW CALL RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 212 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS LARGE SCALE BIOLOGY COW PUT LARSCOM INC COM NEW LASER-PACIFIC MEDIA CORP COM DELETED LASALLE HOTEL PPTYS COM SH BEN INT LASER TECHNOLOGY INC COM NEW LASERSCOPE COM LASTMINUTE COM PLC SPONSORED ADR LATIN AMER EQLJITY FD INC NEW COM LATIN AMERN DISCOVERY FD INC COM LATITUDE COMMUNICATIONS INC COM LATTICE SEMICONDUCTOR COW NOTE 710 ADDED * LATTICE SEMICONDUCTOR CORP COM LATTICE SEMICONDUCTOR COW CALL LATTICE SEMICONDUCTOR CORP PUT * LAUDER ESTEE COS INC CL A LAUDER ESTEE COS INC CALL LAUDER ESTEE COS INC PUT LAUREL CAP GROLP INC COM LAWSON PRODS INC COM * LAWSON SOFTWARE INC COM LAWSON SOFTWARE INC CALL LAWSON SOFTWARE INC PUT * LAYNE CHRISTENSEN CO COM LAYNE CHRISTENSEN CO CALL LAYNE CHRISTENSEN CO PUT LAZARE KAPLAN INTL INC COM LEADING BRANDS INC COM * LEAPFROG ENTERPRISES INC CL A LEAPFROG ENTERPRISES INC CALL LEAPFROG ENTERPRISES INC PUT LEAR CORP NOTE 212 * LEARCOW COM LEAR COW CALL LEAR COW PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 213

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ISSUER NAME ISSUER DESCRIPTION STATUS * LEARNING TREE INTL INC COM LEARNING TREE INTL INC CALL LEARNING TREE INTL INC PUT LEATHER FACTORY INC COM LECG CORP COM ADDED LECROY CORP COM * LEE ENTERPRISES INC COM LEE ENTERPRISES INC CALL LEE ENTERPRISES INC PUT LEESPORT FINANCIAL COW COM * LEGATO SYS INC COM DELETED LEGATO SYS INC CALL DELETED LEGATO SYS INC PUT DELETED * LEGGETT & PLATT INC COM LEGGETT & PLATT INC CALL LEGGETT & PLATT INC PUT LEGG MASON INC NOTE 610 * LEGGMASONINC COM LEGG MASON INC CALL LEGG MASON INC PUT LEHMAN BROS HLDGS INC FRNT 410 LEHMAN BROS HLDGS INC NOTE 0.250% 611 DELETED LEHMAN BROS HLDGS INC NOTE 0.625%12/1 LEHMAN BROS HLDGS INC NOTE 0.250% 510 LEHMAN BROS HLDGS INC NOTE 0.250% 511 LEHMAN BROS HLDGS INC NOTE 0.250% 512 LEHMAN BROS HLDGS INC MTNF 1.600% 1010 ADDED * LEHMAN BROS HLDGS INC COM LEHMAN BROS HLDGS INC CALL LEHMAN BROS HLDGS INC PUT LEHMAN BROS HLDGS INC MTN BE MTNF 0.250% 912 ADDED LEHMAN BROS HLDGS INC MTN BE MTNF 0.250% 913 ADDED LEHMAN BR FIRST TR INCM OPP COM LENNAR CORP NOTE 410 Run Date: 111412004 ** List Of Section 13F Securities ** Page 214 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * LENNARCORP CL A LENNAR COW CALL LENNAR CORP PUT LENNAR CORP LENNOX INTL INC NOTE 6.250% 610 * LENNOX INTL INC COM LENNOX INTL INC CALL LENNOX INTL INC PUT LESCO INC OHIO COM * LEUCADIA NATL CORP COM LEUCADIA NATL CORP CALL LEUCADIA NATL CORF' PUT LEVEL 3 COMMUNICATIONS INC NOTE 6.000Yo 911 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 311 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 711 * LEVEL 3 COMMUNICATIONS INC COM LEVEL 3 COMMUNICATIONS INC CALL LEVEL 3 COMMUNICATIONS INC PUT * LEXARMEDIAINC COM LEXAR MEDIA INC CALL LEXAR MEDIA INC PUT * LEXICON GENETICS TNC COM LEXICON GENETICS INC CALL LEXICON GENETICS INC PLJT LEXINGTON CORP PPTYS TR COM * LEXMARKINTLNEW LEXMARK INTL NEW CALL LEXMARK INTL NEW PUT LIBBEY INC COM LIBERTY ALL-STAR GROWTH FD I COM LIBERTE INVS INC DEL COM LIBERTY ALL STAR EQUITY FD SH BEN INT LIBERTY CORP S C COM LIBERTY HOMES INC CL A Run Date: 111 412004 ** List .Of Section 13F Securities ** Page 215 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS LIBERTY HOMES INC CL B LIBERTY MEDIA COW DEB 4.000%1111 LIBERTY MEDlA COW DEB 3.750% 211 LIBERTY MEDIA COW DEB 3.500% 111 LIBERTY MEDIA COW DEB 3.250% 311 LIBERTY MEDIA COW NEW DEB 0.750% 313 ADDED * LIBERTY MEDIA COW NEW COM SERA LIBERTY MEDIA COW NEW CALL LIBERTY MEDIA COW NEW PUT * LIBERTY MEDIA COW NEW COM SER B LIBERTY MEDIA COW NEW CALL LIBERTY MEDIA COW NEW PUT * LIBERTY PPTY TR SH BEN INT LIBERTY PPTY TR CALL LIBERTY PPTY TR PUT LIEBERT COW SDCV 8.000% 1111 LIFEWAY FOODS INC COM LIFETIME HOAN COW COM LIFECELL COW COM LIFEPOINT INC COM LIFE PARTNERS HOLDINGS INC COM ADDED * LIFECORE BIOMEDICAL INC COM LIFECORE BIOMEDICAL INC CALL LIFECORE BIOMEDICAL INC PUT LIFESTREAM TECHNOLOGIES INC COM DELETED LIFEPOINT HOSPITALS INC NOTE 4.500% 610 * LIFEPOINT HOSPITALS INC COM LIFEPOINT HOSPITALS INC CALL LIFEPOINT HOSPITALS INC PUT LIFELINE SYS INC COM LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 ADDED * LIGAND PHARMACEUTICALS INC CL B LIGAND PHARMACEUTICALS INC CALL LIGAND PHARMACEUTICALS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 216 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 532226 10 7 LIGHTBRIDGE INC COM 532226 90 7 LIGHTBRIDGE INC CALL 532226 95 7 LIGHTBRIDGE INC PUT 532257 80 5 LIGHTPATH TECHNOLOGIES INC CL A NEW 53226T 20 2 LIGHTSPAN INC COM NEW DELETED 532349 10 7 LIHIR GOLD LTD SPONSORED ADR 532457 10 8 LILLY ELI & CO COM 532457 90 8 LILLY ELI & CO CALL 532457 95 8 LILLY ELI & CO PUT 532716 10 7 LIMITED BRANDS INC COM 532716 90 7 LIMITED BRANDS INC CALL 532716 95 7 LIMITED BRANDS INC PUT 532774 10 6 LIN TV CORP CL A 532774 90 6 LIN TV CORP CALL 532774 95 6 LIN TV COW PUT 532791 10 0 LINCARE HLDGS INC COM 532791 90 0 LINCARE HLDGS INC CALL 532791 95 0 LINCARE HLDGS INC PUT 532879 10 3 LINCOLN BANCORP IND COM 533900 10 6 LINCOLN ELEC HLDGS INC COM 534183 10 8 LINCOLN NATL CONV SECS FD IN COM 534187 10 9 LINCOLN NATL COW IND COM 534187 90 9 LINCOLN NATL COW IND CALL 534187 95 9 LINCOLN NATL COW IND PUT 534187 20 8 LINCOLN NATL CORP IND PFD A CONV $3 534217 10 4 LINCOLN NATL INCOME FD COM 535555 10 6 LINDSAY MFG CO COM 535678 10 6 LINEAR TECHNOLOGY CORP COM 535678 90 6 LINEAR TECHNOLOGY CORP CALL 535678 95 6 LINEAR TECHNOLOGY CORP PUT 535679 10 4 LINENS N THINGS JNC COM 535679 90 4 LINENS N THINGS JNC CALL 535679 95 4 LINENS N THINGS INC PUT 535919 20 3 LIONS GATE ENTMNT CORP COM NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 217 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS LION BIOSCIENCE AKTIENGESELL SPONSORED ADR LIONBRIDGE TECHNOLOGIES INC COM LIONBRIDGE TECHNOLOGIES INC CALL LIONBRIDGE TECHNOLOGIES INC PUT LIPID SCIENCES INC ARIZ COM LIQUIDMETAL TECHNOLOGIES INC COM LIQUIDMETAL TECHNOLOGIES INC CALL LIQUIDMETAL TECHNOLOGIES INC PUT LITHIA MTRS INC CL A LITTELFUSE INC COM LITTELFUSE INC CALL LITTELFUSE INC PUT LITTLEFIELD CORP COM LWEPERSON INC COM LIZ CLAIBORNE INC COM LIZ CLAIBORNE INC CALL LIZ CLAIBORNE INC PUT LLOYDS TSB GROUP PLC SPONSORED ADR LO-JACK COW COM LO-JACK COW CALL LO-JACK COW PUT LOCAL FINL CORP COM LOCKHEED MARTIN CORP COM LOCKHEED MARTIN COW CALL LOCKHEED MARTIN CORP PUT LODGIAN INC COM NEW LODGENET ENTMT CORP COM LOEHMANNS HOLDINGS INC COM LOEWS CORP NOTE 3.125% 911 LOEWS CORP COM LOEWS CORP CALL LOEWS CORP PUT LOEWS CORP CAROLNA GP STK LOEWS CORP CALL Run Date: 1/1412004 ** List Of Section 13F Securities ** Page 218 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS LOEWS CORP PUT LOGANSPORT FINL CORP COM LOGICVISION INC COM LOGILITY INC COM LOGIC DEVICES INC COM LOGITECH INTERNATIONAL S A SPONSORED ADR LOMAK PETE INC SDCV 6.000% 210 LONE STAR STEAKHOUSE SALOON COM LONE STAR STEAKHOUSE SALOON CALL LONE STAR STEAKHOUSE SALOON PUT LONE STAR TECHNOLOGIES INC COM LONE STAR TECHNOLOGIES INC CALL LONE STAR TECHNOLOGIES INC PUT LONG ISLAND FINANCIAL CORP COM LONGS DRUG STORES CORP COM LONGS DRUG STORES CORP CALL LONGS DRUG STORES COW PUT LONGVIE W FIBRE CO COM LONGVIEW FIBRE CO CALL LONGVIEW FIBRE CO PUT LOOKSMART LTD COM LOOKSMART LTD CALL LOOKSMART LTD PUT LOUDEYE CORP COM LOUISIANA PAC CORP COM LOUISIANA PAC CORP CALL LOUISIANA PAC CORP PUT LOWS COS rNC NOTE 211 LOWES COS INC NOTE 0.861%10/1 LOWES COS INC COM LOWES COS INC CALL LOWES COS INC PUT LOWRANCE ELECTRS INC COM LUBRIZOL CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 219 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS LUBRIZOL COW CALL LUBRIZOL COW PUT * LUBYSINC COM LUBYS INC CALL LUBYS INC PUT LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 ADDED * LUCENT TECHNOLOGIES INC COM LUCENT TECHNOLOGIES INC CALL LUCENT TECHNOLOGIES INC PUT LUCILLE FARMS INC COM LUFKIN INDS INC COM * LUMINEX COW DEL COM LLMINEX COW DEL CALL LUMINEX COW DEL PUT * LUXOTTICA GROUP S P A SPONSORED ADR LUXOTTICA GROUP S P A CALL LUXOTTICA GROUP S P A PUT LYDALL INC DEL COM LYNCH COW COM LYNCH INTERACTIVE COW COM LYNX THERAPEUTICS INC COM PAR $0.01 LYON WILLIAM HOMES COM * LYONDELL CHEMICAL CO COM LYONDELL CHEMICAL CO CALL LYONDELL CHEMICAL CO PUT M & F WORLDWIDE COW COM * M&TBKCORF' COM M&TBKCORF' CALL M&TBKCORF' PUT * MAFBANCORF'INC COM MAF BANCORF' INC CALL MAF BANCORF' INC PUT RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 220 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS MACC PRIVATE EQUITIES INC COM * MBIAINC COM MBIA INC CALL MBIA INC PUT * MBNACORP COM MBNA CORP CALL MBNA CORP PUT MB FINANCIAL INC NEW COM MBIA CAP CLAYMORE MNG DUR IN COM MC SHIPPING INC COM MDC COW CL A SUBVTGNEW * MDCHLDGSINC COM M D C HLDGS INC CALL M D C HLDGS INC PUT MDSI MOBILE DATA SOLUTIONS I COM * MDS INC COM MDS INC CALL MDS INC PUT * MDU RES GROUP INC COM MDU RES GROUP INC CALL MDU RES GROUP INC PUT MFC BANCORP LTD DBCV 8.000% 410 MFC BANCORP LTD COM NEW * MEMC ELECTR MATLS INC COM MEMC ELECTR MATLS INC CALL MEMC ELECTR MATLS INC PUT MFB CORP COM * MFA MTG INVTS INC COM MFA MTG INVTS INC CALL MFA MTG INVTS INC PUT MFRI INC COM MFS CHARTER INCOME TR SH BEN INT MFS INTER INCOME TR SH BEN INT MFS MULTIMARKET INCOME TR SH BEN INT RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 221

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ISSUER NAME ISSUER DESCRIPTION STATUS MFS MUN INCOME TR SH BEN INT MFS SPL VALUE TR SH BEN INT MGE ENERGY INC COM MGIC INVT CORP WIS COM MGIC INVT CORP WIS CALL MGIC INVT CORP WIS PUT MGI PHARMA INC COM MGI PHARMA INC CALL MGI PHARMA INC PUT MFS GOVT MKTS INCOME TR SH BEN INT MGM MIRAGE COM MGM MIRAGE CALL MGM MIRAGE PUT M H MEYERSON & CO INC COM DELETED MGP INGREDIENTS INC COM MI DEVS INC CL A SUB VTG MI DEVS INC CALL MI DEVS INC PUT MIM CORP COM MIM CORP CALL MIM CORP PUT MA SCHOTTENSTEIN HOMES INC COM MKS INSTRUMENT INC COM MKS INSTRUMENT INC CALL MKS INSTRUMENT INC PUT ML MACADAMIA ORCHARDS L P DEP UNIT CL A MKTG SERVICES INC COM NEW MM02 PLC ADR MPS GROUP INC COM MPS GROUP INC CALL MPS GROUP INC PUT MPW INDUSTRIAL SVCS GROUP COM MRO SOFTWARE INC COM MRO SOFTWARE INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 222 Run Time: Fiscal Year: 2003 Qtr: 4 lVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS MRO SOFTWARE INC PUT MRV COMMUNICATIONS INC COM MRV COMMUNICATIONS INC CALL MRV COMMUNICATIONS INC PUT MSB FINL INC COM MSC INDL DIRECT INC CL A MSC INDL DIRECT INC CALL MSC INDL DIRECT INC PUT MSC SOFTWARE COW COM MSC SOFTWARE CORP CALL MSC SOFTWARE CORP PUT MTR GAMING GROUP INC COM MTR GAMING GROUP INC CALL MTR GAMING GROUP INC PUT MTC TECHNOLOGIES INC COM MTS SYS CORP COM MTS SYS CORP CALL MTS SYS CORP PUT MVC CAP COM MTI TECHNOLOGY CORP COM MTI TECHNOLOGY CORP CALL MTI TECHNOLOGY CORP PUT M-WAVE INC COM MAC-GRAY CORP COM MACATAWA BK CORP COM MACDERMID INC COM MACDERMID INC CALL MACDERMID INC PUT MACE SEC INTL INC COM NEW MACERICH CO COM MACERICH CO CALL MACERICH CO PUT MACK CALI RLTY CORP COM MACK CALI RLTY CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 223

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ISSUER NAME ISSUER DESCRIPTION STATUS MACK CALI RLTY COW PUT MACROCHEM COW DEL COM MACROCHEM CORP DEL CALL MACROCHEM CORP DEL PUT MACROVISION CORP COM MACROVISION COW CALL MACROVISION CORP PUT MACROMEDIA INC COM MACROMEDIA INC CALL MACROMEDIA INC PUT MACRONIX INTL LTD SPONSORED ADR MAD CATZ INTERACTIVE INC COM MADDEN STEVEN LTD COM MADDEN STEVEN LTD CALL MADDEN STEVEN LTD PUT MADECO SA SPONS ADR NEW MADISON BANCSHARES INC COM MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MAGELLAN PETE CORP COM MAGIC LANTERN GROUP INC NY COM MAGIC SOFTWARE ENTERPRISES L ORD MAGIC SOFTWARE ENTERPRISES L CALL MAGIC SOFTWARE ENTERPRISES L PUT MAGMA DESIGN AUTOMATION COM MAGMA DESIGN AUTOMATION CALL MAGMA DESIGN AUTOMATION PUT MAGNA ENTMT COW CL A MAGNA ENTMT COW CALL MAGNA ENTMT COW PUT MAGNA INTL INC CLA MAGNA INTL INC CALL MAGNA INTL INC PUT MAGNETEK lNC COM MAGNETEK INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 224 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STA'TUS MAGNETEK INC PUT MAGNUM HUNTER RES INC *W EXP 0312 11200 * MAGNUM HUNTER RES INC COM PAR $0.002 MAGNUM HUNTER RES INC CALL MAGNUM HUNTER RES INC PUT MAGUIRE PPTY S rNC COM MAGYAR TAVKOZLESI RT SPONSORED ADR MAHANAG AR TEL NIGAM LTD SPONS ADR 200 1 MAIL COM rNC NOTE 7.000% 210 * MAIL-WELLrNC COM MAIL-WELL rNC CALL MAIL-WELL INC PUT MAIN STR BKS INC NEW COM MAIN STREET AND MAIN INC COM NEW MAINE & MARITIMES CORP COM MAINSOURCE FINANCIAL GP INC COM MAIR HOLDINGS INC COM MAJOR ALTTOMOTIVE COS INC COM MAKEMUSIC INC COM NEW MAKITA COW ADR NEW MALAYSIA FD INC COM MALAN RLTY INVS INC SDCV 9.500% 711 MALAN RLTY INVS INC COM MANAGED HIGH INCOME PORTFOLI COM MANAGED HIGH YIELD FD COM MANAGED MUNS PORTFOLIO INC COM MANAGEMENT NETWORK GROUP INC COM MANAGED HIGH YIELD PLUS FD I COM MANATRON INC COM MANCHESTER TECHNOLOGIES rNC COM MANDALAY RESORT GROUP DBCV 312 ADDED * MANDALAY RESORT GROUP COM MANDALAY RESORT GROUP CALL MANDALAY RESORT GROUP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 225 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MANHATTAN ASSOCS INC COM MANHATTAN ASSOCS INC CALL MANHATTAN ASSOCS INC PUT MANITOWOC INC COM MANNATECH INC COM MANNJNG GREG AUCTIONS INC COM MANOR CARE INC NEW NOTE 2.125% 411 ADDED MANOR CARE INC NEW COM MANOR CARE INC NEW CALL MANOR CARE INC NEW PUT MANPOWER INC DBCV 811 MANPOWER INC COM MANPOWER INC CALL MANPOWER INC PUT MANTECH INTL COW CL A MANTECH INTL COW CALL MANTECH INTL COW PUT MANUFACTURED HOME CMNTYS INC COM MAPICS INC COM MAPICS INC CALL MAPICS INC PUT MANUFACTURERS SVCS LTD COM MANUFACTURERS SVCS LTD CALL MANUFACTURERS SVCS LTD PUT MANULIFE FINL COW COM MANULIFE FINL COW CALL MANULIFE FINL COW PUT MANUGISTICS GROUP INC NOTE 5.000% 1110 MANUGISTICS GROUP INC COM MANUGISTICS GROUP INC CALL MANUGISTICS GROUP INC PUT MAPINFO COW COM MAPINFO COW CALL MAPINFO COW PUT Run Date: 1114l2004 ** List Of Section 13F Securities ** Page 226 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * MARATHON OIL CORP COM MARATHON OIL CORP CALL MARATHON OIL CORP PUT MARCONI CORP PLC NEW SPONSORED ADR ADDED MARCUS CORP COM MARGO CARIBE INC COM * MARIMBAINC COM MARIMBA INC CALL MARIMBA INC PUT MARINEMAX INC COM MARINE PETE TR UNIT BEN INT MARINE PRODS CORP COM MARISA CHRISTINA INC COM MARITRANS INC COM MARKEL COW NOTE 610 MARKEL COW COM * MARKET 200W HOLDRS TR DEPOSITARY RCT MARKET 2000+ HOLDRS TR CALL MARKET 200W HOLDRS TR PUT MARKETWATCH COM INC COM MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN MARKWEST HYDROCARBON INC COM MARLIN BUSINESS SVCS COW COM ADDED MARLTON TECHNOLOGIES INC COM * MARSH & MCLENNAN COS INC COM MARSH & MCLENNAN COS INC CALL MARSH & MCLENNAN COS INC PUT MARSH SUPERMARKETS INC CL B MARSH SUPERMARKETS INC CL A * MARSHALL & ILSLEY CORP COM MARSHALL & ILSLEY COW CALL MARSHALL & ILSLEY COW PUT MARRIOTT INTL INC NEW NOTE 510 * MARRIOTT INTL INC NEW CL A Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 227

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ISSUER NAME ISSUER DESCRIPTION STATUS MARRIOTT INTL INC NEW CALL MARRIOTT INTL INC NEW PUT * MARTEK BIOSCIENCES CORP COM MARTEK BIOSCIENCES CORP CALL MARTEK BIOSCIENCES CORP PUT MARTEN TRANS LTD COM * MARTHA STEWART LIVING OMNIME CL A MARTHA STEWART LIVING OMNIME CALL MARTHA STEWART LIVING OMNIME PUT * MARTIN MARIETTA MATLS INC COM MARTIN MARIETTA MATLS INC CALL MARTIN MARIETTA MATLS INC PUT MARTIN MIDSTREAM PRTNRS L P UNIT L P INT * MARVEL ENTERPRISES INC COM MARVEL ENTERPRISES INC CALL MARVEL ENTERPRISES INC PUT MASCO CORP NOTE 712 * MASCOCORP COM MASCO CORP CALL MASCO CORP PUT MASISA S A SPONSORED ADR MASONITE INTL CORP COM MASSACHUSETTS HEALTH & ED TX SH BEN INT MASSBANK CORP READ MASS COM MASSEY ENERGY CO NOTE 4.750% 511 * MASSEY ENERGY CORP COM MASSEY ENERGY CORP CALL MASSEY ENERGY CORP PUT MASSMUTUAL CORPORATE INVS IN COM MASSMUTUAL PARTN INVS SH BEN INT * MASTECINC COM MASTEC INC CALL MASTEC INC PUT MATAV-CABLE SY S MEDIA LTD SPONSORED ADR Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 228 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS MATERIAL SCIENCES CORP COM MATERIAL SCIENCES CORP CALL MATERIAL SCIENCES CORP PUT MATRIA HEALTHCARE INC COM NEW MATRITECH rNC COM MATRIX BANCORP rNC COM MATRIXX INITIATIVES rNC COM MATRIXX INITIATIVES INC CALL MATRIXX INITIATIVES INC PUT MATRIXONE INC COM MATRIXONE INC CALL MATRIXONE INC PUT MATRIX SVC CO COM MATSUSHITA ELEC INDL ADR MATTEL INC COM MATIEL INC CALL PUT MATTHEWS INTL CORP CL A MATTSON TECHNOLOGY INC COM MAITSON TECHNOLOGY INC CALL MATTSON TECHNOLOGY WC PUT MAUI LD & PINEAPPLE INC COM MAXCOR FINL GROUP INC COM MAXIM INTEGRATED PRODS INC COM MAXIM INTEGRATED PRODS INC CALL MAXIM INTEGRATED PRODS INC PUT MAXIM PHARMACEUTICALS INC COM MAXIM PHARMACEUTICALS INC CALL MAXIM PHARMACEUTICALS INC PUT MAXCO rNC COM MAXTOR CORP NOTE 6.800% 413 ADDED MAXTOR CORP COM NEW MAXTOR COW CALL MAXTOR CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 229

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ISSUER NAME ISSUER DESCRIPTION STATUS MAXUS RLTY TR INC COM MAXWELL SHOE INC CL A MAXWELL TECHNOLOGIES INC COM MAXWELL TECHNOLOGIES INC CALL MAXWELL TECHNOLOGIES INC PUT MAXYGEN INC COM MAXYGEN INC CALL MAXYGEN INC PUT MAY DEPT STORES CO COM MAY DEPT STORES CO CALL MAY DEPT STORES CO PUT

MAX & ERMAS RESTAURANTS INC COM MAXXAM INC COM MAVERICK TUBE CORP NOTE 4.000% 611 ADDED MAVERICK TUBE CORP COM MAVERICK TUBE CORP CALL MAVERICK TUBE CORP PUT MAXIMUS rNC COM MAXIMUS INC CALL MAXIMUS INC PUT MAYFLOWER CO-OPERATIVE BK MA COM MAYORS JEWELERS INC DEL COM MAYS J W INC COM MAYTAG CORP COM MAYTAG CORP CALL MAYTAG CORP PUT MBT FINL CORP COM MCCLATCHY CO CL A MCCORMICK & CO INC COM VTG MCCORMICK & CO INC CALL MCCORMICK & CO INC PUT MCCORMICK & CO INC COM NON VTG MCCORMICK & CO INC CALL MCCORMICK & CO INC PUT Run Date: 111 412004 ** List Of Section 13F Securities ** Page 230 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MCDATA COW NOTE 2.250% 211 MCDATA COW CL B MCDATA CORP CALL MCDATA COW PUT MCDATA CORP CL A MCDATA COW CALL MCDATA CORP PUT MCDERMOTT INTL INC COM MCDERMOTT INTL INC CALL MCDERMOTT INTL INC PUT MCDONALDS COW COM MCDONALDS COW CALL MCDONALDS CORP PUT MCF COW COM MCG CAPITAL CORP COM MCG CAPITAL COW CALL MCG CAPITAL CORP PUT MCGRATH RENTCOW COM MCGRAW HILL COS INC COM MCGRAW HILL COS INC CALL MCGRAW HILL COS INC PUT MCK COMMUNICATIONS INC COM DELETED MCK COMMUNICATIONS INC CALL DELETED MCK COMMUNICATIONS INC PUT DELETED MCKESSON COW COM MCKESSON CORP CALL MCKESSON CORP PUT MCKESSON COW SDEB 4.500% 310 DELETED MCLEODUSA KNC CL A MCMORAN EXPLORATION CO NOTE 6.000% 710 ADDED MCMORAN EXPLORATION CO COM MCMORAN EXPLORATION CO CALL MCMORAN EXPLORATION CO PUT MCRAE INDS INC CL A Run Date: 111412004 ** List Of Section 13F Securities ** Page 231 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MCRAE INDS INC CL B MEADE INSTRUMENTS CORP COM MEADOW VY CORP COM MEADOWBROOK INS GROUP INC COM * MEADWESTVACO CORP COM MEADWESTVACO CORP CALL MEADWESTVACO CORP PUT MEASUREMENT SPECIALTIES INC COM * MECHANICAL TECHNOLOGY INC COM MECHANICAL TECHNOLOGY INC CALL MECHANICAL TECHNOLOGY INC PUT MEDAREX INC NOTE 4.500% 710 * MEDAREXWC COM MEDAREX INC CALL MEDAREX INC PUT * MED-DESIGN CORP COM MED-DESIGN CORP CALL MED-DESIGN COW PUT * MEDALLION FINL CORP COM MEDALLION FINL CORP CALL MEDALLION FINL CORP PUT MEDAMICUS INC COM MEDCATH COW COM * MEDCO HEALTH SOLUTIONS INC COM MEDCO HEALTH SOLUTIONS INC CALL MEDCO HEALTH SOLUTIONS INC PUT MEDIA ARTS GROUP INC COM MEDIA 100 INC COM DELETED MEDIA GEN INC CL A MEDIALINK WORLDWIDE INC COM MEDIABAY INC COM MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 710 * MEDIACOM COMMUNICATIONS CORP CL A MEDJACOM COMMUNICATIONS COW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Run Time: Fiscal Year: 2003 Qtr: 4

ISSUER NAME ISSUER DESCRIPTION STATUS MEDIACOM COMMUNICATIONS CORP PUT MEDIA SCIENCES INTL INC COM MEDICAL ACTION INDS INC COM MEDICAL TECHNOLOGY SYS INC COM PAR $.OlNW * MEDICAL STAFFING NETWK HLDGS COM MEDICAL STAFFING NETWK HLDGS CALL MEDICAL STAFFING NETWK HLDGS PUT * MEDICINESCO COM MEDICINES CO CALL MEDICINES CO PUT MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 610 * MEDICIS PHARMACEUTICAL CORP CL A NEW MEDICIS PHARMACEUTICAL CORP CALL MEDICIS PHARMACEUTICAL COW PUT * MEDIMMUNE INC COM MEDIMMUNE rNC CALL MEDIMMUNE INC PUT MEDIFAST INC COM MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 610 MEDICORE INC COM MEDI WARE INFORMATION SY S INC COM * MEDQUISTINC COM MEDQUIST INC CALL MEDQUIST INC PUT MEDTOX SCIENTIFIC INC COM NEW MEDIS TECHNOLOGIES LTD COM MEDIX RES INC COM MEDSTONE INTL rNC NEW COM * MEDSOLRCE TECHNOLOGIES INC COM MEDSOURCE TECHNOLOGIES rNC CALL MEDSOURCE TECHNOLOGIES INC PUT MEDTRONIC INC DBCV 1.350% 911 * MEDTRONICINC COM MEDTRONIC INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 233 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MEDTRONIC INC PUT MEDWAVE INC COM MELLON FINL CORP COM MELLON FINL CORP CALL MELLON FINL COW PUT MEMBERWORKS INC COM MEMRY COW COM NEW MENS WEARHOUSE INC COM MENS WEARHOUSE INC CALL MENS WEARHOUSE INC PUT MENTOR COW MINN COM MENTOR COW MINN CALL MENTOR COW MINN PUT MENTOR GRAPHICS COW NOTE 6.875% 611 MENTOR GRAPHICS COW COM MENTOR GRAPHICS COW CALL MENTOR GRAPHICS COW PUT MERANT PLC SPONSORED ADR MERANT PLC CALL MERANT PLC PUT MERCANTILE BANK COW COM MERCANTILE BANKSHARES COW COM MERCANTILE BANKSHARES COW CALL MERCANTILE BANKSHARES COW PUT MERCER INS GROUP INC COM ADDED MERCER INTL INC SH BEN NT MERCHANTS BANCSHARES COM MERCHANTS GROUP NC COM MERCK & CO NC COM MERCK & CO NC CALL MERCK & CO NC PUT MERCURY AIR GROUP NC COM NEW MERCURY COMPUTER SYS COM MERCURY COMPUTER SYS CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 234 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION S'TKT US MERCURY COMPUTER SYS PUT MERCURY GENL CORP NEW COM MERCURY GENL CORP NEW CALL MERCURY GENL CORP NEW PUT MERCURY INTERACTIVE CORP NOTE 4.750% 710 MERCURY INTERACTIVE CORP NOTE 510 ADDED MERCURY INTERACTIVE CORP COM MERCURY INTERACTIVE CORP CALL MERCURY INTERACTIVE CORP PUT MEREDITH CORP COM MEREDITH CORP CALL MEREDITH CORP PUT MEREDITH ENTERPRISES INC COM MERIDIAN BIOSCIENCE INC COM MERIDIAN DIAGNOSTICS INC SDCV 7.000% 910 MERIDIAN RESOURCE CORP COM MERIDIAN RESOURCE CORP CALL MERIDIAN RESOURCE CORP PUT MERISTAR HOSPITALITY CORP NOTE 9.500% 410 MERISTAR HOSPITALITY CORP COM MERISTAR HOSPITALITY CORP CALL MERISTAR HOSPITALITY CORP PUT MERISEL INC COM PAR $.01 MERIT MED SYS INC COM MERIT MED SYS INC CALL MERIT MED SYS INC PUT MERIDIAN GOLD TNC COM MERIDIAN GOLD INC CALL MERIDIAN GOLD INC PUT MERGE TECHNOLOGIES INC COM MERITAGE HOSPITALITY GROUP I COM MERITAGE CORP COM MERITAGE CORP CALL MERITAGE CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 235

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ISSUER NAME ISSUER DESCRIPTION STATUS * MEFUXCORP COM MEFUX COW CALL MEFUX COW PUT MERRILL LYNCH CO INC MTN BE MTNF 1.000% 210 MERRILL LYNCH CO INC MTN BE MTNF 0.250% 712 MERRILL LYNCH & CO INC NOTE 512

MERRILL LYNCH & CO INC FRNT 311

MERRILL LYNCH & CO INC DEBT 913 ADDED

* MERRILL LYNCH & CO INC COM

MERRILL LYNCH & CO INC CALL

MERRILL LYNCH & CO INC PUT MERRILL MERCHANTS BANC COM

MERRILL LYNCH & CO INC DEBT 1.000% 512 MERRIMAC INDS INC COM * MESA AIR GROUP INC COM MESA AIR GROUP INC CALL MESA AIR GROUP INC PUT MESA LABS INC COM MESA RTY TR UNIT BEN INT MESABI TR CTF BEN INT MESTEK INC COM MET PRO CORP COM META GROUP INC COM

METAL MGMT INC *W EXP 061291200 METAL MGMT INC COM NEW METAL STORM LTD SPONSORED ADR METALLICA RES INC COM ADDED METALS USA INC *W EXP 1013 11200 METALS USA INC COM NEW * METASOLVINC COM METASOLV INC CALL METASOLV INC PUT * METHANEXCORP COM METHANEX COW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 236 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS METHANEX CORP PUT METHODE ELECTRS INC CL B CONV METHODE ELECTRS INC CALL METHODE ELECTRS INC PUT METHODE ELECTRS INC CL A METHODE ELECTRS INC CALL METHODE ELECTRS INC PUT METLIFE INC COM METLIFE INC CALL METLIFE INC PUT METRIS COS INC COM METRIS COS INC CALL METRIS COS INC PUT METRO GOLDWYN MAYER INC COM METRO GOLDWYN MAYER INC CALL METRO GOLDWYN MAYER INC PUT METRO ONE TELECOMMUNICATIONS COM METRO ONE TELECOMMUNICATIONS CALL METRO ONE TELECOMMUNICATIONS PUT METROCORP BANCSHARES INC COM METROGAS INC SPON ADR B METROLOGIC INSTRS INC COM METSO COW SPONSORED ADR METTLER TOLEDO INTERNATIONAL COM METTLER TOLEDO INTERNATIONAL CALL METTLER TOLEDO INTERNATIONAL PUT MEXCO ENERGY CORP COM MEXICAN RESTAURANTS INC COM MEXICO EQUITY & INCOME FD COM MEXICO FD INC COM MEXICO FD INC CALL MEXICO FD INC PUT MICHAEL ANTHONY JEWELERS INC COM MICHAELS STORES INC COM Run Date: 111412004 ** List Of Section 13F Securities ** Page 237

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ISSUER NAME ISSUER DESCRIPTION STATUS MICHAELS STORES INC CALL MICHAELS STORES INC PUT MICREL INC COM MICREL INC CALL MICREL INC PUT MICRO LlNEAR CORP COM MICRO LINEAR CORP CALL MICRO LINEAR COW PUT MICROS SYS INC COM MICROS SYS INC CALL MICROS SYS INC PUT MICROSOFT COW COM MICROSOFT CORP CALL MICROSOFT CORP PUT MICROS TO MAINFRAMES INC COM MICROVISION INC WASH COM MICROVISION INC WASH CALL MICROVISION INC WASH PUT MICROSTRATEGY INC * W EXP 061241200 * MICROSTRATEGY INC CLA NEW MICROSTRATEGY INC CALL MICROSTRATEGY INC PUT MICRO THERAPEUTICS INC COM * MICROCHIP TECHNOLOGY INC COM MICROCHIP TECHNOLOGY INC CALL MICROCHIP TECHNOLOGY INC PUT MICROHELIX INC COM DELETED MICROHELIX INC *W EXP 111161200 DELETED MICROHELIX rNC *W EXP 111161200 MICROHELIX INC COM NEW ADDED MICROFINANCIAL INC COM * MICROMUSE INC COM MICROMUSE INC CALL MICROMUSE INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 238 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MICRON TECHNOLOGY INC NOTE 2.500% 210 * MICRON TECHNOLOGY INC COM MICRON TECHNOLOGY INC CALL MICRON TECHNOLOGY INC PUT MICRONETICS INC DEL COM * MICROSEMI CORP COM MICROSEMI CORP CALL MICROSEMI COW PUT MICROTEK MEDICAL HLDGS INC COM MICROWAVE FILTER CO INC COM MID-AMER APT CMNTYS INC COM * MID ATLANTIC MED SVCS INC COM MID ATLANTIC MED SVCS INC CALL MID ATLANTIC MED SVCS INC PUT MID-ATLANTIC RLTY TR SH BEN INT DELETED MID PENN BANCORP INC COM MID-STATE BANCSHARES COM * MIDAS GROUP INC COM MIDAS GROUP INC CALL MIDAS GROUP INC PUT * MIDCAP SPDR TR UNIT SER 1 MIDCAP SPDR TR CALL MIDCAP SPDR TR PUT MIDDLEBURG FINANCIAL CORP COM MIDDLEBY CORP COM MIDDLESEX WATER CO COM MIDDLETON DOLL COMPANY COM MIDLAND CO COM MIDWEST EXPRESS HLDGS INC COM MIDSOUTH BANCORP INC COM * MIDWAY GAMES INC COM MIDWAY GAMES INC CALL MIDWAY GAMES INC PUT MIDWEST BANC HOLDINGS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 239 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MIDWESTONE FINL GROUP INC COM MIKOHN GAMING COW COM MIKRON INFRARED INC COM * MILACRON INC COM MILACRON INC CALL MILACRON INC PUT MILESTONE SCIENTIFIC INC COM MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 111 * MILLENNIUM PHARMACEUTICALS I COM MILLENNIUM PHARMACEUTICALS I CALL MILLENNIUM PHARMACEUTICALS I PUT * MILLENNIUM CHEMICALS INC COM MILLENNIUM CHEMICALS INC CALL MILLENNIUM CHEMICALS INC PUT MILLBROOK PRESS INC COM DELETED MILLEA HOLDINGS INC ADR MILLENNIUM BANKSHARES CORP COM * MILLENNIUM CELL INC COM MILLENNIUM CELL INC CALL MILLENNIUM CELL INC PUT MILLER EXPL CO COM NEW DELETED * MILLER HERMAN INC COM MILLER HERMAN INC CALL MILLER HERMAN INC PUT MILLER INDS INC TENN COM NEW * MILLIPORE CORP COM MILLIPORE CORP CALL MILLIPORE COW PUT MILLS CORP COM MILTOPE GROUP INC COM * MINDSPEED TECHNOLOGIES INC COM MINDSPEED TECHNOLOGIES INC CALL MrNDSPEED TECHNOLOGIES INC PUT MINE SAFETY APPLIANCES CO COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 240 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS MINEFINDERS LTD COM * MINERALS TECHNOLOGIES INC COM MINERALS TECHNOLOGIES INC CALL MINERALS TECHNOLOGIES INC PUT MINNESOTA MUN INCOME PTFL IN COM MINORPLANET SYS USA INC COM DELETED MINORPLANET SYS USA INC COM NEW ADDED MINUTEMAN INTL INC COM * MIPS TECHNOLOGIES INC COM MIPS TECHNOLOGIES INC CALL MIPS TECHNOLOGIES INC PUT * MIPS TECHNOLOGIES INC DELETED MIPS TECHNOLOGIES INC CALL DELETED MIPS TECHNOLOGIES INC PUT DELETED MIRAE CORP SPONSORED ADR MIRAMAR MINING CORP COM MISONIX INC COM MISSION RESOURCES CORP COM MISSION WEST PPTYS INC COM * MITCHAM INDS INC COM MITCHAM INDS INC CALL MITCHAM INDS INC PUT MITCHELLS & BUTLERS SPONSORED ADR DELETED

MITCHELLS & BUTLERS SPONS ADR NEW ADDED MITEK SYS INC COM NEW * MITSUBISHI TOKYO FINL GROUP SPONSORED ADR MITSUBISHI TOKYO FINL GROUP CALL MITSUBISHI TOKYO FINL GROUP PUT MITSUI & CO LTD ADR MITY ENTERPRISES INC COM MOBIUS MGMT SYSTEMS INC COM * MOBILEMINIINC COM MOBILE MINI INC CALL MOBILE MINI INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 241 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MOBILE TELESYSTEMS OJSC SPONSORED ADR MOBILE TELESYSTEMS OJSC CALL MOBILE TELESYSTEMS OJSC PUT MOBILITY ELECTRONICS INC COM MOBILITY ELECTRONICS INC CALL MOBILITY ELECTRONICS INC PUT MOCON INC COM MOD PAC COW COM MODEM MEDIA INC CL A MODERN TIMES GROUP MTG AB SPON ADR REP B MODINE MFG CO COM MODINE MFG CO CALL MODINE MFG CO PUT MODTECH HLDGS INC COM MOHAWK INDS INC COM MOHAWK INDS INC CALL MOHAWK INDS INC PUT MOLDFLOW COW COM MOLECULAR DEVICES CORP COM MOLECULAR DEVICES CORP CALL MOLECULAR DEVICES CORP PUT MOLINA HEALTHCARE INC COM MOLEX INC COM MOLEX INC CALL MOLEX INC PUT MOLEX INC CL A MOLEX INC CALL MOLEX INC PUT MONACO COACH COW COM MONACO COACH COW CALL MONACO COACH CORP PUT MONARCH BK CHESAPEAKE VA COM MONARCH CASINO & RESORT INC COM MONARCH COMMLTNITY BANCORP IN COM RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 242 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS MONARCH SERVICES INC COM * MONDAVI ROBERT COW MONDAVI ROBERT COW CALL MONDAVI ROBERT CORP PUT MONMOUTH CAP CORP COM MONMOUTH CMNTY BANCORP COM MONMOUTH REAL ESTATE INW CO CL A * MONOLITHIC SYS TECHNOLOGY IN COM MONOLITHIC SYS TECHNOLOGY IN CALL MONOLITHIC SYS TECHNOLOGY IN MONRO MUFFLER BRAKE INC COM MONROE BANCOW COM * MONSANTO CO NEW COM MONSANTO CO NEW CALL MONSANTO CO NEW PUT * MONSTER WORLDWIDE INC COM MONSTER WORLDWIDE INC CALL MONSTER WORLDWIDE INC PUT MONTANA MLS BREAD INC *W EXP 06/27/200 MONTEREY PASTA CO COM MONTGOMERY STR INCOME SECS I COM * MONY GROUPJNC COM MONY GROUP INC CALL MONY GROUP INC PUT * MOODYSCORP COM MOODYS COW CALL MOODYS CORP PUT MOOG INC CL A MOOG INC CL B MOORE HANDLEY INC COM DELETED MOORE MED COW COM * MOORE WALLACE INC COM MOORE WALLACE INC CALL MOORE WALLACE INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 243 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MORAN ENERGY INC SDCV 8.750% 111 MORGAN FOODS INC COM NEW MORGAN STANLEY EASTN EUR FD COM MORGAN FUNSHARES INC COM DELETED MORGAN STANLEY EMER MKTS FD COM MORGAN STANLEY EMER MKTS DEB COM MORGAN STANLEY HIGH YIELD FD COM MORGAN STANLEY GBL OPP BOND COM MORGAN STANLEY ASIA PAC FD I COM MORGAN STANLEY MTNF 610 MORGAN STANLEY MTNF 0.250% 713 MORGAN STANLEY DEBT 1.250% 1213 MORGAN STANLEY NOTE 0.250% 1213 MORGAN STANLEY NOTE 0.250% 511 ADDED MORGAN STANLEY NOTE 1.500% 1213 ADDED * MORGAN STANLEY COM NEW MORGAN STANLEY CALL MORGAN STANLEY PUT MORGAN STANLEY INDIA INVS FD COM MORGAN STANLEY GOVT INCOME TR MORGAN STANLEY MUN PREM INCOM MORGAN STANLEY MUN INCOME 111 MORGAN STANLEY mTN INC OPP I1 MORGAN STANLEY MUN INCM OPPTN MORGAN STANLEY CA INSD MUN TR MORGAN STANLEY N Y QULTY MUN MORGAN STANLEY QULTY MUN SECS MORGAN STANLEY CALIF QLTY MUN MORGAN STANLEY QLT MUN INV TR MORGAN STANLEY QUALT MUN INCM MORGAN STANLEY INSD MUN INCM MORGAN STANLEY INSD MUN BD TR MORGAN STANLEY INSD CA MUN MORGAN STANLEY INSD MUN SECS Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 244 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'I'ION STATUS MORGAN STANLEY INSD MUN TR MORGAN STANLEY INCOME SEC INC MOSSIMO INC COM MOTHERS WK INC COM MOTOROLA INC NOTE 910 MOTOROLA INC NOTE 912 * MOTOROLAINC COM MOTOROLA INC CALL MOTOROLA INC PUT MOTOROLA INC EQTY UNIT 7% MOUNTAINBANK FINL CORP COM DELETED MOVADO GROUP INC COM * MOVIE GALLERY INC COM MOVIE GALLERY INC CALL MOVIE GALLERY INC PUT MOVIE STAR INC COM MUELLER PAUL CO COM * MUELLER INDS INC COM MUELLER INDS INC CALL MUELLER INDS INC PUT MULTI COLOR CORP COM * MULTIMEDIA GAMES INC COM MULTIMEDIA GAMES INC CALL MULTIMEDIA GAMES INC PUT MUNIYIELD N J INSD FD INC COM MUNIHOLDINGS INSD FD INC COM MUMHOLDINGS N Y INSD FD INC COM MUNIHOLDINGS CALIF INSD FD I COM MUNIHOLDINGS FD I1 INC COM MUNIHOLDINGS N J INSD FD INC COM MUNIASSETS FD INC COM MUNI N Y INTER DURATION FD I COM MUNI INTER DURATION FD INC COM MUNICIPAL ADVANTAGE FD INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 245 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MUNICIPAL HIGH INCOME FD INC COM MUNICIPAL MTG & EQUITY L L C GROWTH SHS MUNIHOLDINGS FLA INSD FD COM MUNIENHANCED FD INC COM MUNIINSURED FD INC COM MUNIHOLDINGS INSD FD I1 INC COM MUNIHOLDINGS CALIF INSD FD I COM MUNIHOLDINGS FD INC COM MUNIYIELD ARIZ FD INC COM MUNIYIELD CALIF INS FD COM MUNIVEST FD I1 INC COM MUNIVEST FD INC COM MUNIYIELD CALIF FD INC COM MUNIYIELD FLA FD COM MUNIYIELD FLA INSD FD COM MUNIYIELD FD INC COM MUNIYIELD INSD FD INC COM MUNIYIELD MICH INSD FD INC COM MUNIYIELD N J FD INC COM MUNIYlELD N Y INSD FD I1 INC COM MUNIYIELD QUALITY FD II COM MUNIYIELD PA INSD FD COM MUNIYIELD MICH INSD FD I1 IN COM MUNIYIELD N Y INSD FD INC COM MUNIYIELD QUALITY FD INC COM * MURPHY OIL COW COM MURPHY OIL COW CALL MURPHY OIL COW PUT MUTUALFIRST FINL INC COM MYERS INDS INC COM * MYKROLISCOW COM MYKROLIS COW CALL MYKROLIS COW PUT * MYLANLABSINC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 246 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'TION STATUS MYLAN LABS INC CALL MYLAN LABS INC PUT * MYRIAD GENETICS INC COM MYRIAD GENETICS INC CALL MYRIAD GENETICS INC PUT MYOGEN INC COM ADDED MYSTIC FINL INC COM NBC CAP COW COM NB & T FINL GROUP INC COM NBT BANCOW INC COM * NBTYINC COM NBTY INC CALL NBTY INC PUT NCE PETROFUND 1 TR UT NEW 200 1 DELETED NCO PORTFOLIO MANAGEMENT INC COM NCI BUILDING SYS INC COM NCO GROUP INC NOTE 4.750% 411 * NCOGROUPINC COM NCO GROUP INC CALL NCO GROUP TNC PUT * NCRCOWNEW COM NCR COW NEW CALL NCR COW NEW PUT NCRIC GROUP INC DEL COM NDS GROUP PLC SPONSORED ADR * NSGROUPINC COM NS GROUP INC CALL NS GROUP MC PUT NAIC GROWTH FD INC COM NASB FINL INC COM NEC COW ADR NII HLDGS TNC CLBNEW NIC INC COM * NLINDSMC COM NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 247

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ISSUER NAME ISSUER DESCRIPTION STATUS NL INDS INC CALL NL INDS INC PUT * NMS COMMUNICATIONS COW COM NMS COMMUNICATIONS CORP CALL NMS COMMUNICATIONS CORP PUT NMT MED INC COM NN INC COM * NPS PHARMACEUTICALS INC COM NPS PHARMACEUTICALS INC CALL NPS PHARMACEUTICALS INC PUT NSD BANCOW INC COM * NTLINC DEL COM NTL INC DEL CALL NTL INC DEL PUT NTL INC DEL *W EXPO11131201 * NTN COMMUNUNICATIONS INC COM NEW NTN COMMLTNUNICATIONS INC CALL NTN COMMUNUNICATIONS INC PUT * NTT DOCOMO INC SPONS ADR NTT DOCOMO INC CALL NTT DOCOMO INC PUT NUC02 INC COM NUI CORP COM NVR INC COM NVE COW COM NEW NWH INC COM NYMAGIC INC COM * NABI BIOPHARMACEUTICALS COM NABI BIOPHARMACEUTICALS CALL NABI BIOPHARMACEUTICALS PUT NABORS INDS INC DBCV 210 NACCO INDS INC CL A * NAM TAI ELECTRS INC COM PAR $0.02 NAM TAI ELECTRS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 248 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS NAM TAI ELECTRS INC PUT * NANOGENINC COM NANOGEN INC CALL NANOGEN PJC PUT NANOMETRICS INC COM * NANOPHASE TCHNOLOGIES CORP COM NANOPHASE TCHNOLOGIES CORP CALL NANOPHASE TCHNOLOGIES COW PUT NAPCO SEC SYS INC COM * NAF'RO BIOTHERAPUTICS INC COM NAF'RO BIOTHERAPUTICS INC CALL NAF'RO BIOTHERAPUTICS INC PUT NARA BANCORP INC COM * NASDAQ 100 TR UNIT SER 1 NASDAQ 100 TR CALL NASDAQ 100 TR PUT NASH FINCH CO COM * NASHUACORP COM NASHUA CORP CALL NASHUA CORP PUT NASPERS LTD SPON ADR H SHS NASSDA CORP COM NASTECH PHARMACEUTICAL INC COM PAR $0.006 NATCO GROUP INC CL A NATHANS FAMOUS INC NEW COM NATHANS FAMOUS INC NEW *W EXP 09/30/200 NATIONAL AUSTRALIA BK LTD CAF' UTS EXCHBL ADDED NATIONAL AUSTRALIA BK LTD SPONSORED ADR NATIONAL BK GREECE S A SPONSORED ADR NATIONAL BANKSHARES INC VA COM NATIONAL BEVERAGE CORP COM * NATIONAL CITY CORP COM NATIONAL CITY CORP CALL NATIONAL CITY CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 249 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * NATIONAL COMMERCE FINL CORP COM NATIONAL COMMERCE FINL CORP CALL NATIONAL COMMERCE FINL COW PUT NATIONAL DENTEX CORP COM NATIONAL HEALTH REALTY INC COM NATIONAL HEALTHCARE COW COM NATIONAL FINL PARTNERS CORP COM ADDED * NATIONAL FUEL GAS CO N J COM NATIONAL FUEL GAS CO N J CALL NATIONAL FLEL GAS CO N J PUT * NATIONAL GRID TRANSCO PLC SPONSORED ADR NATIONAL GRlD TRANSCO PLC CALL NATIONAL GRID TRANSCO PLC PUT NATIONAL HEALTH INVS INC SDCV 10.500% 110 NATIONAL HEALTH INVS INC COM NATIONAL HEALTH INVS INC PFD CV $0.01 NATIONAL HOME HEALTH CARE CO COM * NATIONAL INSTRS COW COM NATIONAL INSTRS COW CALL NATIONAL INSTRS CORP PUT NATIONAL MERCANTILE BANCORP COM NEW NATIONAL MERCANTILE BANCORP PFD COW 6.50% NATIONAL MED HEALTH CARD SYS COM NEW * NATIONAL-OILWELL INC COM NATIONAL-OILWELL INC CALL NATIONAL-OILWELL INC PUT NATIONAL PENN BANCSHARES INC COM NATIONAL PRESTO INDS INC COM NATIONAL PROCESSING INC COM * NATIONAL R V HLDGS INC COM NATIONAL R V HLDGS INC CALL NATIONAL R V HLDGS INC PUT NATIONAL RESEARCH COW COM NATIONAL SEC GROUP INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 250 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * NATIONAL SEMICONDUCTOR CORP COM NATIONAL SEMICONDUCTOR CORP CALL NATIONAL SEMICONDUCTOR COW PUT NATIONAL TECHNICAL SYS INC COM NATIONAL VISION INC COM NATIONAL WESTN LIFE INS CO CL A NATIONAL WESTMINSTER BK PLC ADR REP PREF B NATIONAL WESTMINSTER BK PLC SPON ADR C NATIONS BALANCED TARGET MAT COM NATIONS GOVT INCOME TERM 200 COM DELETED NATIONS GOVT INCOME 2004 COM * NATIONWIDE FINL SVCS INC CLA NATIONWIDE FINL SVCS INC CALL NATIONWIDE FINL SVCS INC PUT NATIONWIDE HEALTH PPTYS INC COM NATROL INC COM NATURAL ALTERNATMZS INTL IN COM NEW NATURAL GAS SERVICES GROW COM NATURAL GAS SERVICES GROUP * W EXP 1012 11200 NATURAL GOLF CORP COM ADDED NATURAL MICROSYSTEMS CORP NOTE 5.000% 1011 NAVISTAR INTL CORP PREF D CVADJDV NAVISTAR FINL CORP NOTE 4.750% 410 NAVIGATORS GROUP INC COM NATURAL RESOURCE PARTNERS L COM UNIT L P * NATURES SUNSHINE PRODUCTS IN COM NATURES SUNSHINE PRODUCTS IN CALL NATURES SUNSHINE PRODUCTS IN PUT NATUZZI S PA ADR NATUS MEDICAL INC DEL COM * NAUTILUS GROUP INC COM NAUTILUS GROUP INC CALL NAUTILUS GROUP INC PUT * NAVARRE CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 251 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS NAVARRE CORP CALL NAVARRE CORP PUT NAVISTAR INTL CORP NEW NOTE 2.500%1211 NAVISTAR INTL COW NEW COM NAVISTAR INTL CORP NEW CALL NAVISTAR INTL CORP NEW PUT NAVISITE INC COM NEW NAVIGANT CONSULTING INC COM NAVIGANT CONSULTING INC CALL NAVIGANT CONSULTING INC PUT NAVIGANT INTL INC COM NDCHEALTH COW COM NDCHEALTH COW CALL NDCHEALTH COW PUT NEIGHBORCARE INC COM ADDED NEIMAN MARCUS GROUP INC CL A NEIMAN MARCUS GROUP INC CALL NEIMAN MARCUS GROUP INC PUT NEIMAN MARCUS GROUP INC CL B NEIMAN MARCUS GROUP INC CALL NEIMAN MARCUS GROUP INC PUT NEKTAR THERAPEUTICS COM NEKTAR THERAPEUTICS CALL NEKTAR THERAPEUTICS PUT NELNET INC CL A ADDED NELSON THOMAS INC COM NELSON THOMAS INC CL B NEMATRON COW COM NEOFORMA COM INC COM NEW NEOFORMA COM INC CALL NEOFORMA COM INC PUT NEOGEN CORP COM NEOMAGIC COW COM NEOMAGIC COW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 252 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOO 1

ISSUER NAME ISSUER DESCRIPTION STATUS NEOMAGIC CORP PUT NEON SYS lNC COM NEORX COW COM PAR $0.02 NEORX COW CALL NEORX CORP PUT NEOSE TECHNOLOGIES INC COM NEOSE TECHNOLOGIES INC CALL NEOSE TECHNOLOGIES INC PUT NEOWARE SYS INC COM NEOWARE SYS INC CALL NEOWARE SYS INC PUT NEOPHARM INC COM NEOPHARM lNC CALL NEOPHARM INC PUT * NETBANKINC COM NETBANK INC CALL NETBANK INC PUT * NETWORKS ASSOCS INC COM NETWORKS ASSOCS TNC CALL NETWORKS ASSOCS lNC PUT * NET PERCEPTIONS INC COM NET PERCEPTIONS INC CALL NET PERCEPTIONS lNC PUT * NET2PHONE COM NET2PHONE CALL NET2PHONE PUT * NET SERVICOS DE COMUNICACAO SPONSORED ADR NET SERVICOS DE COMUNICACAO CALL NET SERVICOS DE COMUNICACAO PUT * NETFLIX COM lNC COM NETFLIX COM INC CALL NETFLIX COM INC PUT * NETEGRITYINC COM NETEGRITY lNC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 253 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS NETEGRITY INC PUT NETEASE COM INC SPONSORED ADR NETEASE COM INC CALL NETEASE COM INC PUT NETGURU COM INC COM NETGEAR INC COM NETGEAR INC CALL NETGEAR INC PUT NETOPIA INC COM NETOPIA INC CALL NETOPIA INC PUT NETSMART TECHNOLOGIES INC COM NEW NETMANAGE INC COM NEW NETSOL TECHNOLOGIES INC COM NEW NETSOLVE INC COM NETIQ COW COM NETIQ COW CALL NETIQ COW PUT NETSCOUT SYS INC COM NETRATINGS INC COM NETSCREEN TECHNOLOGIES INC COM NETSCREEN TECHNOLOGIES INC CALL NETSCREEN TECHNOLOGIES INC PUT NET WORK APPLIANCE JNC COM NETWORK APPLIANCE JNC CALL NETWORK APPLIANCE JNC PUT NETWOLVES COW COM NETWORK EQUIP TECHNOLOGIES COM NETWORK EQUIP TECHNOLOGIES CALL NETWORK EQUIP TECHNOLOGIES PUT NETWORK ENGINES INC COM NETWORK ENGINES INC CALL NETWORK ENGINES INC PUT NETWORK- I SEC SOLUTIONS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 254 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 lVMOO1

ISSUER NAME ISSUER DESCRIPTION STATUS NEUBERGER BERMAN CA lNT MUN COM NETWORKS ASSOCS INC NOTE 5.250% 811 NEUBERGER BERMAN INC NOTE 3.047% 510 DELETED * NEUBERGER BERMAN INC COM DELETED NEUBERGER BERMAN INC CALL DELETED NEUBERGER BERMAN INC PUT DELETED * NEUROGEN CORP COM NEUROGEN CORP CALL NEUROGEN COW PUT NEUBERGER BERMAN NY lNT MUN COM NEUBERGER BERMAN INTER MZTNI COM NEUROBIOLOGICAL TECHNOLOGIES COM * NEUROCRINE BIOSCIENCES INC COM NEUROCRINE BIOSCIENCES INC CALL NEUROCRINE BIOSCIENCES INC PUT NEUROCHEM INC COM ADDED NEUBERGER BERMAN REAL INCM F COM NEUBERGER BERMAN RLTY INC FD COM NEUBERGER BERMAN INCOME OPP COM SHS * NEVADA GOLD & CASINOS INC COM NEW

NEVADA GOLD & CASINOS lNC CALL NEVADA GOLD & CASINOS INC PUT NEVADA CHEMICALS INC COM NEW AMER HIGH INCOME FD INC COM NEUBERGER BERMAN RE ES SEC F COM ADDED NEW BRUNSWICK SCIENTIFIC INC COM NEW CENTURY FINANCIAL CORP NOTE 3.500% 710 ADDED * NEW CENTURY FINANCIAL COW COM NEW CENTURY FINANCIAL CORP CALL NEW CENTURY FINANCIAL COW PUT NEW CENTY EQUITY HLDGS CORP COM DELETED NEW DRAGON ASIA CORP CL A NEW DRAGON ASIA CORP *W EXP 031281200 NEW ENGLAND BUSINESS SVC INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 255 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY RCPT * NEW FOCUS INC COM NEW FOCUS INC CALL NEW FOCUS rNC PUT NEW FRONTIER MEDIA INC COM NEW GERMANY FD INC COM NEW HAMPSHIRE THRIFT BANCSHS COM NEW HORIZONS WORLDWIDE INC COM NEW IRELAND FUND INC COM NEW JERSEY RES COM NEW PLAN EXCEL RLTY TR INC NOTE 3.750% 610 * NEW PLAN EXCEL RLTY TR INC COM NEW PLAN EXCEL RLTY TR INC CALL NEW PLAN EXCEL RLTY TR INC PUT NEW SKIES SATELLITES N V SPONSORED ADR NEW W CORP * W EXP 061141200 NEW W CORP COM PAR $.01 NEW YORK CMNTY CAP TR V BONUSES * NEW YORK CMNTY BANCORP INC COM NEW YORK CMNTY BANCORP INC CALL NEW YORK CMNTY BANCORP INC PUT NEW YORK HEALTH CARE INC COM NEW * NEW YORK TIMES CO CL A NEW YORK TIMES CO CALL NEW YORK TIMES CO PUT NEWCASTLE INVT CORP COM * NEWELL RUBBERMAID INC COM NEWELL RUBBERMAID INC CALL NEWELL RUBBERMAID INC PUT * NEWFIELD EXPL CO COM NEWFIELD EXPL CO CALL NEWFIELD EXPL CO PUT NEWHALL LAND & FARMING CO CA DEPOSITARY REC NEWMIL BANCORP INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 256 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSLIER NAME ISSUER DESCRIPTION STATUS NEWMONT MINING CORP COM NEWMONT MINING CORP CALL NEWMONT MINING CORP PUT NEWPARK RES INC COM PAR $.OINEW NEWPARK RES INC CALL NEWPARK RES INC PUT NEWPORT CORP COM NEWPORT CORP CALL NEWPORT COW PUT NEWS AMER INC NOTE 212 NEWS COW LTD ADR NEW NEWS CORP LTD CALL NEWS CORP LTD PUT NEWS COW LTD SP ADR PFD NEWS CORP LTD CALL NEWS CORP LTD PUT NEWTEK BUSINESS SVCS INC COM NEXMED INC COM NEXTERA ENTERPRISES INC CL A DELETED NEXTEL COMMUNICATIONS INC NOTE 4.750% 710 DELETED NEXTEL COMMUNICATIONS INC NOTE 4.750% 710 DELETED NEXTEL COMMUNICATIONS INC NOTE 5.250% 111 NEXTEL COMMUNICATIONS INC NOTE 6.000% 610 NEXTEL COMMUNICATIONS INC CL A NEXTEL COMMUNICATIONS INC CALL NEXTEL COMMUNICATIONS INC PUT NEXTEL PARTNERS INC NOTE 1.500%1111 ADDED NEXTEL PARTNERS INC CL A NEXTEL PARTNERS INC CALL NEXTEL PARTNERS INC PUT NEXPRISE INC NEW COM NEW DELETED NEXEN INC COM NEXEN INC CALL NEXEN INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 257 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS NIAGARA CORP COM NEXSTAR BROADCASTING GROUP I CL A ADDED * NICE SYS LTD SPONSORED ADR NICE SYS LTD CALL NICE SYS LTD PUT

NICHOLAS-APPLEGATE CV & INC COM NICHOLAS APPLEGATE CV&INC FD COM NICHOLAS FINANCIAL INC COM NEW * NICORINC COM NICOR INC CALL NICOR INC PUT NIDEC CORP SPONSORED ADR * NIKEINC NIKE INC CALL NIKE INC PUT NIKU CORP COM NEW NIMBUS GROUP INC COM * 99 CENTS ONLY STORES COM 99 CENTS ONLY STORES CALL 99 CENTS ONLY STORES PUT NIPPON TELEG & TEL CORP SPONSORED ADR * NISOURCE INC COM NISOURCE INC CALL NISOURCE INC PUT NISSAN MOTORS SPONSORED ADR NITCHES INC COM NISSIN CO LTD SPONSORED ADR NITROMED INC COM ADDED NOBEL LEARNING CMNTYS INC COM NOBILITY HOMES INC COM * NOKIACORP SPONSORED ADR NOKIA CORP CALL NOKIA CORP PUT * NOBLE ENERGY INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 258 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS NOBLE ENERGY INC CALL NOBLE ENERGY INC PUT NOBLE MTL LTD COM NOLAND CO COM NOMURA HLDGS INC SPONSORED ADR NORAM FING I TOPRS 6.25% NORAM ENERGY CORP SDCV 6.000% 311 * NORANDAINC COM NORANDA INC CALL NORANDA INC PUT * NORDSONCORP COM NORDSON CORP CALL NORDSON CORP PLrI * NORDSTROMMC COM NORDSTROM INC CALL NORDSTROM INC PUT * NORFOLK SOUTHERN CORP COM NORFOLK SOUTHERN CORP CALL NORFOLK SOUTHERN CORP PUT NORSAT INTL INC NEW COM DELETED NORSK HYDRO A S SPONSORED ADR NORSTAN INC COM NORTECH SYS INC COM NORTEL INVERSORA S A SPON ADR PFD B NORTEL NETWORKS CORP NEW NOTE 4.250% 910 * NORTEL NETWORKS CORP NEW COM NORTEL NETWORKS CORP NEW CALL NORTEL NETWORKS CORP NEW PUT NORTH AMERN GALVANZNG & CTNG COM * NORTH AMERN PALLADKM LTD COM NORTH AMERN PALLADIUM LTD CALL NORTH AMERN PALLADIUM LTD PUT * NORTH AMERN SCIENTIFIC INC COM NORTH AMERN SCIENTIFIC INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 259

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ISSUER NAME ISSUER DESCRIPTION STATUS NORTH AMERN SCIENTIFIC INC PUT NORTH AMERN TECH GROUP INC COM NEW NORTH BANCSHARES INC COM NORTH BAY BANCORP NAPA CA COM NORTH CENT BANCSHARES INC COM NORTH COAST ENERGY INC COM NEW NORTH CTRY FINL CORP COM NORTH EUROPEAN OIL RTY TR SH BEN INT * NORTH FORK BANCORPORATION NY COM NORTH FORK BANCORPORATION NY CALL NORTH FORK BANCORPORATION NY PUT NORTH PITTSBURGH SYS INC COM NORTH VALLEY BANCORP COM NORTHEAST BANCORP COM NORTHEAST PA FNL CORP COM NORTHEAST NDBANCORP INC COM * NORTHEAST UTILS COM NORTHEAST UTILS CALL NORTHEAST UTILS PUT NORTHERN BORDER PARTNERS L P UNIT LTD PARTN NORTHERN STS FINL CORP COM NORTHERN TECH INTL CORP COM * NORTHERN TR CORP COM NORTHERN TR COW CALL NORTHERN TR CORP PUT * NORTHFIELD LABS INC COM NORTHFIELD LABS INC CALL NORTHFIELD LABS INC PUT NORTHGATE EXPL LTD COM NORTHRIM BANCORP INC COM * NORTHROP GRLMMAN CORP COM NORTHROP GRUMMAN CORP CALL NORTHROP GRUMMAN CORP PUT NORTHWAY FINL NC COM Run Date: 1/14/2004 ** List Of Section 13F Sec~~rities** Run Time: Fiscal Year: 2003 Qtr: 4

ISSUER NAME ISSUER DESCRIPTION STATUS NORTHWEST AIRLS CORP CL A NORTHWEST AIRLS CORP CALL NORTHWEST AIRLS CORP PUT NORTHWEST BANCOW INC PA COM NORTHWEST NAT GAS CO COM NORTHWEST NAT GAS CO CALL NORTHWEST NAT GAS CO PUT NORTHWEST PIPE CO COM NORTHWESTERN CORP COM DELETED NORTHWESTERN CORP CALL DELETED NORTHWESTERN CORP PUT DELETED NORWOOD FINANCIAL CORP COM NOVA CHEMICALS CORP COM NOVA CHEMICALS COW CALL NOVA CHEMICALS COW PUT NOVAMED EYECARE INC COM NOVAGOLD RES INC COM NEW ADDED NOVATEL WIRELESS INC COM NEW NOVARTIS A G SPONSORED ADR NOVARTIS A G CALL NOVARTIS A G PUT NU HORIZONS ELECTRS COW COM NU HORIZONS ELECTRS COW CALL NU HORIZONS ELECTRS CORP PUT NOVADIGM INC COM NOVADIGM INC CALL NOVADIGM INC PUT NOVASTAR FINL INC COM NOVASTAR FINL INC CALL NOVASTAR FINL INC PUT NOVATEL INC COM NOVAMERICAN STL INC COM NUANCE COMMUNICATIONS INC COM NUANCE COMMUNICATIONS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 261

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ISSUER NAME ISSUER DESCRIPTION STATUS NUANCE COMMUNICATIONS INC PUT NOVAVAX rNC COM NOVAVAX rNC CALL NOVAVAX INC PUT NOVELL INC COM NOVELL INC CALL NOVELL INC PUT NOVELLUS SYS INC COM NOVELLUS SYS INC CALL NOVELLUS SYS INC PUT NOVEN PHARMACEUTICALS INC COM NOVEN PHARMACEUTICALS INC CALL NOVEN PHARMACEUTICALS INC PUT NOVITRON INTL INC COM NEW DELETED NOVOSTE CORP COM NOVOSTE CORP CALL NOVOSTE CORP PUT NOVOGEN LIMITED SPONSORED ADR NOVO-NORDISK A S ADR NOVO-NORDISK A S CALL NOVO-NORDISK A S PUT NSTOR TECHNOLOGIES INC COM NU SKIN ENTERPRISES INC CLA NU SKIN ENTERPRISES INC CALL NU SKIN ENTERPRISES INC PUT NPTEST HLDG CORP COM ADDED NSTAR COM NSTAR CALL NSTAR PUT NUCOR CORP COM NUCOR CORP CALL NUCOR CORP PUT NUEVO ENERGY CO COM NLEVO ENERGY CO Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 262 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS NUEVO ENERGY CO PUT NUMEREX CORP PA CL A NUVEEN INSD PREM INCOME MUN COM NUVEEN DIVERSIFIED DIV INCM COM ADDED WEENPREM INCOME MUN FD 4 COM NUVEEN CALIF PREM INCOME MUN COM NUVEEN CONN PREM INCOME MUN SH BEN INT NUVEEN GA PREM INCOME MUN FD SH BEN INT NUVEEN N C PREM INCOME MUN F SH BEN INT NUVEEN MO PREM INCOME MUN FD SH BEN INT NUTRACEUTICAL INTL CORP COM NUVEEN MASS PREM INCOME MUN COM NUVEEN PA PREM INCOME MUN FD COM NUVEEN MD PREM INCOME MUN FD COM NUVEEN SELECT MAT MUN FD SH BEN INT NUVEEN INSD CA PREM INCOME 2 COM NUVEEN ARIZ PREM INCOME MUN COM NUVEEN INSD CALIF PREM INCOM COM WEENCA INVT QUALITY MUN F COM NUVEEN CALIF MUN VALUE FD COM NUVEEN INVT QUALITY MUN FD I COM NUVEEN SELECT TAX FREE INCM SH BEN INT NUVEEN MUN ADVANTAGE FD INC COM NUVEEN MUN INCOME FD INC COM NUVEEN NY MUN VALUE FD COM NUVEEN INSD QUALITY MUN FD I COM NUVEEN PERFORMANCE PLUS MUN COM NUVEEN CALIF PERFORM PLUS MU COM NUVEEN NY PERFORM PLUS MUN F COM NUVEEN PREM INCOME MLTN FD COM NUVEEN CA MUN MKT OPPORTUNT COM NUVEEN MUN MKT OPPORTUNITY F COM NVVEEN N Y INVT QUALITY MUN COM NUVEEN SELECT TAX FREE INCM SH BEN INT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 263 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS MENCA SELECT TAX FREE PR SH BEN INT NUVEEN NY SELECT TAX FREE PR SH BEN INT NUVEEN PREM INCOME MUN FD 2 COM NUVEEN SELECT TAX FREE INCM SH BEN INT NUVEEN VA PREM INCOME MUN FD COM NWEEN INS CA TX FR ADV MUN COM NUVEEN INS FL TX FR ADV MUN COM NUVEEN INS NY TX FR ADV MUN COM NUVEEN TAX FREE ADV MUN FD COM NVIDIA CORP NOTE 4.750%1011 DELETED * NVIDIACORP COM NVIDIA CORP CALL NVIDIA CORP PUT NUVEEN DIVID ADVANTAGE MUN F COM NUVEEN NY DIVID ADVNTG MUN F COM NUVEEN CA DIVIDEND ADV MCTN F COM SHS NUVEEN SR INCOME FD COM NUVEEN MUN HIGH INC OPP FD COM ADDED NUVEEN ARIZ DMDADVANTAG M COM SH BEN INT MENVA DIVID ADVANTAGE MU COM SH BEN INT NUVEEN NC DMDADVANTAGE MU COM SH BEN INT NUVEEN MASS DMDADVANTAG M COM SH BEN INT NUVEEN MD DIVID ADVANTAGE MU COM SH BEN INT NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT NUTRITION 2 1 INC COM NUVEEN CA DIV ADVANTG MUN FD COM NUVEEN NJ DIV ADVANTAGE MUN COM NUVEEN NY DIV ADVANTG MUN FD COM WENOH DIV ADVANTAGE MUN COM NUVEEN PA DIV ADVANTAGE MUN COM NUVEEN DIV ADVANTAGE MUN FD COM NUVEEN OH DIV ADV MUNI FD 2 COM SH BEN INT NUVEEN GA DIV ADV MUNI FD COM

NUVEEN MD DIV ADV MUNI FD 2 COM SH BEN INT . Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 264 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS NUVEEN MI DIV ADV hWNI FD COM SH BEN INT WEENDIV ADV MUNI FD 3 COM SH BEN INT NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT WEENREAL ESTATE INCOME FD COM NUVEEN VA DIV ADV MUNI FD 2 COM NUVEEN N C DIV ADV FD 2 COM NUVEEN INSD DIVID ADVANTAGE COM NUVEEN INSD CALIF DIVID COM WEENINSD NEW YORK DIVID COM WEENARIZ DIVID ADVANTAGE COM NUVEEN CONN DMDADVANTAGE COM NUVEEN QUALITY PFD INCOME FD COM NUVEEN NEW JERSEY DIVID COM NUVEEN OHIO DIVID ADVANTAGE COM NUVEEN PA DIVID ADVANTAGE MU COM NUVEEN CT DIV ADV MUN FD 3 COM NYER MED GROUP INC COM * NYFIXINC COM NYFIX INC CALL NYFIX INC PUT NUVEEN MD DIV ADV MUN FD 3 COM NUVEEN GA DIV ADV MLJN FD 2 COM NUVEEN QUALITY PFD INCOME FD COM NUVEEN NC DIV ADV MUN FD 3 COM NUVEEN AZ DIV ADV MUN FD 3 COM NUVEEN INS MA TX FR ADV MUNF COM NUVELO INC COM NUVEEN QUALITY PFD INC FD 3 COM NUVEEN PFD & COWINC FD COM NUVEEN PFD & COWINCOME FD COM SHS NYMOX PHARMACEUTICAL CORP COM OAO TECHNOLOGY SOLUTIONS INC COM * 0 CHARLEYS INC COM 0 CHARLEYS INC CALL RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 265 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS 0 CHARLEYS INC PUT * OGE ENERGY CORP COM OGE ENERGY CORP CALL OGE ENERGY CORP PUT 0 I COW COM * OMGROUPINC COM OM GROUP INC CALL OM GROUP INC PUT NUVEEN INVTS INC CL A NUVEEN MUN VALUE FD INC COM NUVEEN FLA INVT QUALITY MUN COM NUVEEN NJ INVT QUALITY MUN F COM NUVEEN PA INVT QUALITY MUN F COM NUVEEN SELECT QUALITY MUN FD COM NUVEEN CA SELECT QUALITY MLTN COM NUVEEN NY SELECT QUALITY MUN COM MENQUALITY INCOME MUN FD COM NUVEEN FLA QUALITY INCOME MU COM NUVEEN MICH QUALITY INCOME M COM NUVEEN OHIO QUALITY INCOME M COM NUVEEN TEX QUALITY INCOME MU COM MENINSD MUN OPPORTUNITY COM NUVEEN CALIF QUALITY INCM MU COM NUVEEN NY QUALITY INCM MUN F COM NUVEEN PREMIER INSD MUN INCO COM NUVEEN PREMIER MUN INCOME FD COM NUVEEN NJ PREM INCOME MUN FD COM NUVEEN MICH PREM INCOME MUN COM NUVEEN INSD NY PREM INCOME F COM WENINSD FLA PREM INCOME COM OSI PHARMACEUTICALS INC NOTE 4.000% 210 * OSI PHARMACEUTICALS INC COM OSI PHARMACEUTICALS INC CALL OSI PHARMACEUTICALS INC PUT Rurt Date: 1/14/2004 ** List Of Section 13F Securities ** Page 266 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STAT US OSI SYSTEMS INC COM OSI SYSTEMS INC CALL OSI SYSTEMS INC PUT OYO GEOSPACE CORP COM OAK HILL FINL INC COM OAK INDS INC NOTE 4.875% 310 OAK INDS INC NOTE 4.875% 310 OAKLEY INC COM OAKLEY INC CALL OAKLEY INC PUT OBIE MEDIA CORP COM OCCIDENTAL PETE COW DEL COM OCCIDENTAL PETE CORP DEL CALL OCCIDENTAL PETE CORP DEL PUT OCE N V ADR OCEAN BIO CHEM INC COM OCEANEEFUNG INTL INC COM OCEANEERING INTL INC CALL OCEANEEFUNG INTL INC PUT OCEANFIRST FINL COW COM OCTEL COW COM OCTEL COW CALL OCTEL CORP PUT OCULAR SCIENCES INC COM OCULAR SCIENCES INC CALL OCULAR SCIENCES INC PUT OCWEN FINL COW COM OCWEN FINL COW CALL OCWEN FINL CORP PUT ODYSSEY HEACTHCARE INC COM ODYSSEY HEALTHCARE INC CALL ODYSSEY HEACTHCARE INC PUT ODYSSEY MARINE EXPLORATION I COM ADDED ODYSSEY RE HLDGS COW DBCV 4.375% 611 Run Date: 111412004 ** List Of Section 13F Securities ** Page 267 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * ODYSSEY RE HLDGS CORP COM ODYSSEY RE HLDGS CORP CALL ODYSSEY RE HLDGS COW PUT * OFFICEMAX INC COM DELETED OFFICEMAX INC CALL DELETED OFFICEMAX lNC PUT DELETED * OFFICE DEPOT INC COM OFFICE DEPOT INC CALL OFFICE DEPOT INC PUT * OFFSHORE LOGISTICS INC COM OFFSHORE LOGISTICS INC CALL OFFSHORE LOGISTICS INC PUT OGLEBAY NORTON CO COM OHIO ART CO COM OHIO CAS CORP NOTE 5.000% 311 * OHIOCASCORP COM OHIO CAS CORP CALL OHIO CAS CORP PUT OHIO LEGACY CORP COM OHIO W BANC CORP COM OIL DRI COWAMER COM * OIL SVC HOLDRS TR DEPOSTRY RCPT OIL SVC HOLDRS TR CALL OIL SVC HOLDRS TR PUT OIL STS INTL INC COM OILGEAR CO COM OLD DOMINION FGHT LINES INC COM OLD LINE BANCSHARES INC COM ADDED OLD NATL BANCORP IND COM OLD POINT FINL CORP COM * OLD REP INTL CORP COM OLD REP INTL CORP CALL OLD REP INTL CORP PUT OLD SECOND BANCOW INC ILL COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 268 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS OLIN COW COM PAR $1 OLIN CORP CALL OLIN CORP PUT OLYMPIC CASCADE FINL CORP COM OLYMPIC STEEL INC COM OLYMPIC STEEL INC CALL OLYMPIC STEEL INC PUT OMNICARE INC COM OMNICARE INC CALL OMNICARE INC PUT OMNICOM GROUP INC NOTE 210 OMNICOM GROUP INC NOTE 713 OMNICOM GROUP INC COM OMNICOM GROUP INC CALL OMNICOM GROUP INC PUT OMEGA HEALTHCARE INVS INC COM OMTOOL LTD COM NEW 1-800 CONTACTS INC COM 1-800 CONTACTS INC CALL 1-800 CONTACTS INC PUT OMEGA FINL COW COM OMEGA PROTEIN CORP COM OMNI ENERGY SERVICES COM NEW OMNIVISION TECHNOLOGIES INC COM OMNIVISION TECHNOLOGIES INC CALL OMNIVISION TECHNOLOGIES INC PUT OMNOVA SOLUTIONS INC COM OMNICELL INC COM ON ASSIGNMENT INC COM ON ASSIGNMENT INC CALL ON ASSIGNMENT INC PUT ON SEMICONDUCTOR COW COM ON SEMICONDUCTOR CORP CALL ON SEMICONDUCTOR COW PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 269 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ON TECHNOLOGY COW COM ON-SITE SOURCING INC COM ONCOLYTICS BIOTECH INC COM ONE LIBERTY PPTYS INC COM ONE LIBERTY PPTYS INC PFD CONV $1.60 * 1 800 FLOWERS COM CL A 1 800 FLOWERS COM CALL 1 800 FLOWERS COM PUT ONEIDA FINL COW COM ONEIDA LTD COM * ONEOKINCNEW COM ONEOK INC NEW CALL ONEOK INC NEW PUT ONESOURCE INFORMATION SVCS I COM ON1 SYSTEMS COW NOTE 5.000%101 1 ONLINE RES COW NOTE 8.000%913 DELETED ONLINE RES COW COM ONYX ACCEP COW COM ON2 TECHNOLOGIES INC COM ONVIA COM INC COM NEW * ONYX PHARMACEUTICALS INC COM ONYX PHARMACEUTICALS INC CALL ONYX PHARMACEUTICALS INC PUT ONYX SOFTWARE COW COM NEW * OPEN JT STK CO-VIMPEL COMMLJN SPONSORED ADR OPEN JT STK CO-VIMPEL COMMLJN CALL OPEN JT STK CO-VIMPEL COMMLJN PUT OPEN SOLUTIONS INC COM ADDED * OPEN TEXT COW COM OPEN TEXT COW CALL OPEN TEXT COW PUT * OPENWAVESYSINC COM DELETED OPENWAVE SYS INC CALL DELETED OPENWAVE SYS INC PUT DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 270 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS OPEN WAVE SYS INC COM NEW ADDED OPENWAVE SYS INC CALL ADDED OPENWAVE SYS INC PUT ADDED OPLINK COMMUNICATIONS INC COM OPLINK COMMUNICATIONS INC CALL OPLINK COMMUNICATIONS INC PUT OPINION RESH CORP COM OPNET TECHNOLOGIES INC COM OPPENHEIMER HLDGS INC CL A NON VTG OPTELECOM INC COM PAR $0.03 OPTICAL COMMUNICATION PRODS CL A OPTICAL COMMUNICATION PRODS CALL OPTICAL COMMUNICATION PRODS PUT OPTICAL CABLE COW COM NEW OPSWARE INC COM OPSWARE INC CALL OPSWARE INC PUT OPTICARE HEALTH SYS INC COM OPTIMAL ROBOTICS CORP CL A NEW OPTIMAL ROBOTICS COW CALL OPTIMAL ROBOTICS COW PUT ORACLE COW COM ORACLE COW CALL ORACLE CORP PUT OPPENHEIMER MULTI-SECTOR INC SH BEN INT OPTION CARE INC COM OPTION CARE INC CALL OPTION CARE INC PUT OPTI INC COM OPTI INC CALL OPTI INC PUT OPTIKA INC COM OPTIMUMBANK COM COM ORALABS HOLDING COW COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 271 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS ORASURE TECHNOLOGIES INC COM ORASURE TECHNOLOGIES TNC CALL ORASURE TECHNOLOGIES TNC PUT ORBIT INTL COW COM NEW ORBITAL ENGINE LTD SP ADR NEW2003 ORBITAL SCIENCES COW COM ORBITAL SCIENCES COW CALL ORBITAL SCIENCES COW PUT ORBITAL SCIENCES COW * W EXP 0813 11200 ORCHID BIOSCIENCES INC COM ORCHID BIOSCIENCES INC CALL ORCHID BIOSCIENCES INC PUT ORCKIT COMMUNICATIONS LTD NOTE 5.750% 410 OREGON TRAIL FINL COW COM DELETED OREGON STL MLS INC COM OREGON STL MLS INC CALL OREGON STL MLS INC PUT 0 REILLY AUTOMOTIVE INC COM 0 REILLY AUTOMOTIVE INC CALL 0 REILLY AUTOMOTIVE INC PUT ORIENTAL FINL GROUP INC COM ORIX COW SPONSORED ADR ORLEANS HOMEBUILDERS INC COM ORPHAN MED INC COM ORTHOLOGIC COW COM ORTHOLOGIC COW CALL ORTHOLOGIC COW PUT ORTHODONTIC CTRS AMER INC COM ORTHODONTIC CTRS AMER INC CALL ORTHODONTIC CTRS AMER INC PUT ORTHOVITA INC COM OSHKOSH B GOSH INC CL A OSHKOSH B GOSH INC CALL OSHKOSH B GOSH INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 272 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS OSHKOSH TRUCK CORP COM OSHKOSH TRUCK CORP CALL OSHKOSH TRUCK CORP PUT OSTEOTECH INC COM OSTEOTECH INC CALL OSTEOTECH INC PUT OTTER TAIL CORP COM OUTBACK STEAKHOUSE INC COM OUTBACK STEAKHOUSE INC CALL OUTBACK STEAKHOUSE INC PUT OUTLOOK GROUP CORP COM OVERHILL FARMS INC COM OVERLAND STORAGE INC COM OVERLAND STORAGE INC CALL OVERLAND STORAGE INC PUT OVERNITE CORP COM ADDED OVERNITE COW CALL ADDED OVERNITE COW PUT ADDED OVERSEAS SHIPHOLDING GROUP I COM OVERSTOCK COM INC DEL COM OVERTURE svcs INC COM DELETED OVERTURE svcs INC CALL DELETED OVERTURE svcs INC PUT DELETED OWENS & MINOR INC NEW COM OWENS & MINOR INC NEW CALL OWENS & MINOR INC NEW PUT OWENS ILL INC COM NEW OWENS ILL INC CALL OWENS ILL INC PUT OWENS ILL INC PFD CONV $.01 OXFORD HEALTH PLANS INC COM OXFORD HEALTH PLANS INC CALL OXFORD HEALTH PLANS MC PUT OXFORD INDS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 273 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS OXIGENE INC COM OXIGENE INC CALL OXIGENE INC PUT

P & F INDS INC CL A NEW PAB BANKSHARES INC COM PA M TRANSN SVCS INC COM P C CONNECTION COM P C CONNECTION CALL P C CONNECTION PUT PC MALL INC COM PC-TEL INC COM PC-TEL INC CALL PC-TEL INC PUT PDF SOLUTIONS INC COM PDS GAMING COW COM PDI INC COM PDI INC CALL PDI INC PUT PG&E COW COM PG&E COW CALL PG&E COW PUT PFF BANCOW INC COM PFF BANCOW INC CALL PFF BANCOW INC PUT P F CHANGS CHINA BISTRO INC COM P F CHANGS CHINA BISTRO INC CALL P F CHANGS CHINA BISTRO INC PUT PFS BANCOW INC COM PHSB FINANCIAL COW COM PIC0 HLDGS INC COM NEW PIMCO COML MTG SECS TR INC COM PLC SYS INC COM PLC SYS INC CALL PLC SYS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 274 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PLX TECHNOLOGY INC COM PLX TECHNOLOGY INC CALL PLX TECHNOLOGY INC PUT PMA CAP CORP DBCV 4.250% 913 PMA CAP CORP CL A PMC CAP INC COM PMC COML TR SH BEN INT PMC-SIERRA INC NOTE 3.750% 811 PMC-SIERRA INC COM PMC-SIERRA INC CALL PMC-SIERRA INC PUT PMI GROUP INC DBCV 2.500% 711 PMI GROUP INC COM PMI GROUP INC CALL PMI GROUP INC PUT PNC FINL SVCS GROUP INC COM PNC FINL SVCS GROUP INC CALL PNC FINL SVCS GROUP INC PUT PNC FINL SVCS GROUP INC PFD C CV $1.60 PNC FINL SVCS GROUP INC PFD CV D $1.80 POSCO SPONSORED ADR POSCO CALL POSCO PUT PNM RES lNC COM PNM RES INC CALL PNM RES INC PUT PPG INDS INC COM PPG INDS INC CALL PPG INDS INC PUT PPL COW COM PPL COW CALL PPL COW PUT PPT VISION INC COM PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 275 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * PRG-SCHULTZ INTERNATIONAL IN COM PRG-SCHULTZ INTERNATIONAL IN CALL PRG-SCHULTZ INTERNATIONAL IN PUT PS BUSINESS PKS INC CALIF COM PSB BANCORP INC COM PVF CAPITAL CORP COM * PSS WORLD MED INC COM PSS WORLD MED INC CALL PSS WORLD MED INC PUT * PTEK HLDGS INC COM PTEK HLDGS INC CALL PTEK HLDGS INC PUT PW EAGLE INC COM PYR ENERGY CORP COM * PAC-WEST TELECOM INC COM PAC-WEST TELECOM INC CALL PAC-WEST TELECOM INC PUT * PACCARINC COM PACCAR INC CALL PACCAR INC PUT PACER INTL INC TENN COM PACHOLDER HIGH YIELD FD INC COM PACIFIC AMERN INCOME SHS INC COM PACER TECHNOLOGY COM NEW DELETED PACIFIC CMA INC COM ADDED PACIFIC CAP BANCORP NEW COM PACIFIC CONTINENTAL CORP COM PACIFIC CREST CAP INC COM PACIFIC ENERGY PARTNERS L P COM UNIT PACIFIC MERCANTILE BANCORP COM PACIFIC NORTHWEST BANCORP COM DELETED PACIFIC PREMIER BANCORP COM * PACIFIC SUNWEAR CALIF INC COM PACIFIC SUNWEAR CALIF JNC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 276 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS PACIFIC SUNWEAR CALIF INC PUT PACIFIC RIM MNG CORP COM NEW PACIFIC UN BK CALIF COM PACIFICNET INC COM NEW PACIFICARE HEALTH SYS DEL DBCV 3.000%10/1 PACIFICARE HEALTH SYS DEL COM PACIFICARE HEALTH SYS DEL CALL PACIFICARE HEALTH SYS DEL PUT PACKAGING CORP AMER COM PACKAGING CORP AMER CALL PACKAGING CORP AMER PUT PACKAGING DYNAMICS CORP COM PACKETEER INC COM PACKETEER INC CALL PACKETEER INC PUT PACTIV CORP COM PACTIV CORP CALL PACTIV CORP PUT PAINCARE HLDGS INC COM PAIN THERAPEUTICS INC COM PAIN THERAPEUTICS INC CALL PAIN THERAPEUTICS INC PUT PALATIN TECHNOLOGIES INC COM NEW PALL CORP COM PALL CORP CALL PALL CORP PUT PALM HARBOR HOMES COM PALM HARBOR HOMES CALL PALM HARBOR HOMES PUT PALM INC COM NEW DELETED PALM INC CALL DELETED PALM INC PUT DELETED PALMONE INC COM ADDED PALMONE INC CALL ADDED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 277

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ISSUER NAME ISSUER DESCRIPTION STATUS PALMONE INC PUT ADDED * PALMSOURCE INC COM ADDED PALMSOURCE INC CALL ADDED PALMSOURCE INC PUT ADDED PALOMAR MED TECHNOLOGIES INC COM NEW PAMRAPO BANCORP INC COM * PAN AMERICAN SILVER COW COM PAN AMERICAN SILVER CORP CALL PAN AMERICAN SILVER CORP PUT * PANAMSAT CORP NEW COM PANAMSAT CORP NEW CALL PANAMSAT CORP NEW PUT PAN PACIFIC RETAIL PPTYS INC COM * PANERABREAD CO CL A PANERA BREAD CO CALL PANERA BREAD CO PUT PANHANDLE ROYALTY CO CL A PANTRY INC COM * PAPA JOHNS INTL INC COM PAPA JOHNS INTL INC CALL PAPA JOHNS INTL INC PUT PAR TECHNOLOGY COW COM PARADIGM GENETICS INC COM * PARADYNE NETWORKS INC COM PARADYNE NETWORKS INC CALL PARADYNE NETWORKS INC PUT PARAGON TECHNOLOGIES INC COM PARAGON REAL EST EQT & INVT COM PARALLEL PETE COW DEL COM * PARAMETRIC TECHNOLOGY CORP COM PARAMETRIC TECHNOLOGY COW CALL PARAMETRIC TECHNOLOGY CORP PUT * PAREXEL INTL CORP COM PAREXEL INTL CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 278 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PAREXEL INTL CORP PUT PARK BANCORP INC COM * PARK ELECTROCHEMICAL CORP COM PARK ELECTROCHEMICAL CORP CALL PARK ELECTROCHEMICAL CORP PUT PARK NATL COlW COM PARK OHIO HLDGS CORP COM * PARK PL ENTMT CORP COM PARK PL ENTMT CORP CALL PARK PL ENTMT CORP PUT PARKE BK SEWELL NJ COM PARKER DRILLING CO NOTE 5.500% 810 * PARKER DRILLING CO COM PARKER DRILLING CO CALL PARKER DRILLING CO PUT * PARKER HANNIFIN CORP COM PARKER HANNIFIN CORP CALL PARKER HANNIFIN CORP PUT PARKERVISION INC COM PARKVALE FINL CORP COM PARKWAY PPTYS INC COM PARLEX CORP COM * PARLUX FRAGRANCES INC COM PARLUX FRAGRANCES INC CALL PARLUX FRAGRANCES INC PUT PARTNER COMMUNICATIONS CO LT ADR PARTHUSCEVA INC COM DELETED PARTNERS TRUST FINCL GROUP I COM PARTY CITY CORP COM PATH 1 NETWORK TECH * W EXP 07/30/200 PATH 1 NETWORK TECH COM NEW PATHFINDER BANCORP INC COM * PATHMARK STORES INC NEW COM PATHMARK STORES INC NEW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 279 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PATHMARK STORES INC NEW PUT PATHMARK STORES INC NEW *W EXP 09110120 1 PATINA OIL & GAS CORP COM PATINA OIL & GAS CORP CALL PATINA OIL & GAS CORP PUT PATRICK INDS INC COM PATRIOT BANK CORP PA COM PATRIOT NATL BANCORP INC COM PATRIOT TRANSN HLDG INC COM PATTERSON DENTAL CO COM PATTERSON DENTAL CO CALL PATTERSON DENTAL CO PUT PATTERSON UTI ENERGY INC COM PATTERSON UTI ENERGY INC CALL PATTERSON UTI ENERGY INC PUT PAUL-SON GAMING CORP COM PAULA FINL DEL COM PAULSON CAP CORP COM PAXAR CORP COM PAXAR CORP CALL PAXAR CORP PUT PAXSON COMMUNICATIONS CORP COM PAXSON COMMUNICATIONS CORP CALL PAXSON COMMUNICATIONS CORP PUT PAYCHEX INC COM PAYCHEX INC CALL PAYCHEX INC PUT PAYLESS SHOESOURCE INC COM PAYLESS SHOESOURCE INC CALL PAYLESS SHOESOURCE INC PUT PCCW LTD SPONS ADR NEW PEABODY ENERGY CORP COM PEABODY ENERGY CORP CALL PEABODY ENERGY CORP PUT Run Date: ** List Of Section 13F Securities ** Page 280 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO 1

ISSUER NAME ISSUER DESCRIPTION STATUS PEACE ARCH ENTMT GROUP INC CL B SUB VTG PEAPACK-GLADSTONE FINL CORP COM PEARSON PLC SPONSORED ADR * PEC SOLUTIONS INC COM PEC SOLUTIONS INC CALL PEC SOLUTIONS INC PUT PECHINEY SPONSORED ADR DELETED PECO I1 INC COM PEDIATRIC SVCS OF AMERICA COM * PEDIATRIX MED GROUP COM PEDIATRLX MED GROUP CALL PEDIATRIX MED GROUP PUT PEERLESS MFG CO COM * PEERLESS SYS CORP COM PEERLESS SYS CORP CALL PEERLESS SYS CORP PUT * PEETS COFFEE & TEA INC COM PEETS COFFEE & TEA INC CALL PEETS COFFEE & TEA INC PUT PEGASYSTEMS INC COM PELICAN FINL INC COM PEGASUS COMMUNICATIONS CORP CL A NEW * PEGASUS SOLUTIONS INC COM PEGASUS SOLUTIONS INC CALL PEGASUS SOLUTIONS INC PUT PEMCO AVIATION INC COM * PEMSTARINC COM PEMSTAR INC CALL PEMSTAR INC PUT PENGROWTH ENERGY TR COM PENFORD CORP COM PENN-AMER GROUP INC COM PENN ENGR & MFG COW CLA PENN ENGR & MFG CORP COM NON VTG Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 281 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * PENN NATL GAMING INC COM PENN NATL GAMING INC CALL PENN NATL GAMING INC PUT PENN OCTANE CORP COM PENN TREATY AMERN COW NOTE 6.250%1011 PENN TREATY AMERN COW NOTE 6.250%1011 PENN TREATY AMERN COW COM PENN VA COW COM PENN VA RESOURCES PARTNERS L COM PENNEY J C INC NOTE 5.000% 1011 * PENNEY JCINC COM PENNEY J C INC CALL PENNEY J C INC PUT PENNFED FINL SVCS INC COM PENNICHUCK CORP COM NEW PENNROCK FINL SVCS COW COM PENNS WOODS BANCORP INC COM PENNSYLVANIA COMM BANCORP IN COM PENNSYLVANIA RL ESTATE INVT SH BEN INT * PENTAIRINC COM PENTAIR INC CALL PENTAIR INC PUT * PENWEST PHARMACEUTICALS CO COM PENWEST PHARMACEUTICALS CO CALL PENWEST PHARMACEUTICALS CO PUT PEOPLES BANCORP AUBURN IND COM PEOPLES BANCORP INC COM PEOPLES BANCTRUST INC COM * PEOPLES BK BRIDGEPORT CONN COM PEOPLES BK BRIDGEPORT CONN CALL PEOPLES BK BRIDGEPORT CONN PUT PEOPLES BANCORP N C INC COM PEOPLES CMNTY BANCORP INC COM PEOPLES FINL CORP MISS COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 282 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PEOPLES ENERGY CORP COM PEOPLES ENERGY CORP CALL PEOPLES ENERGY CORP PUT PEOPLES HLDG CO COM PEOPLES-SIDNEY FINL CORP COM PEOPLESOFT INC COM PEOPLESOFT INC CALL PEOPLESOFT INC PUT PEP BOYS MANNY MOE & JACK NOTE 4.250% 610 PEP BOYS MANNY MOE & JACK COM PEP BOYS MANNY MOE & JACK CALL PEP BOYS MANNY MOE & JACK PUT PEPCO HOLDINGS INC COM PEPCO HOLDINGS INC CALL PEPCO HOLDINGS INC PUT PEPSI BOTTLING GROUP INC COM PEPSI BOTTLING GROUP INC CALL PEPSI BOTTLING GROUP INC PUT PEPSIAMERICAS INC COM PEPSIAMERICAS INC CALL PEPSIAMERICAS INC PLT PEPSICO INC COM PEPSICO INC CALL PEPSICO INC PUT PER-SE TECHNOLOGIES INC COM NEW PER-SE TECHNOLOGIES INC CALL PER-SE TECHNOLOGIES INC PUT PERCEPTRON INC COM PERCEPTRON INC CALL PERCEPTRON 1NC PUT PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW PEREGRINE PHARMACEUTICALS IN COM PERFICIENT rNC COM PERFORMANCE FOOD GROUP CO NOTE 5.500% 1011 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 283 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS PERFORMANCE FOOD GROUP CO COM PERFORMANCE FOOD GROUP CO CALL PERFORMANCE FOOD GROUP CO PUT PERFORMANCE TECHNOLOGIES INC COM PERICOM SEMICONDUCTOR COW COM PERICOM SEMICONDUCTOR COW CALL PERICOM SEMICONDUCTOR COW PUT PERINI CORP COM PERINI COW PFD CV1110$2.125 PERKINELMER INC COM PERKINELMER INC CALL PERKINELMER INC PUT PERMA-FIX ENVIRONMENTAL SVCS COM PERMIAN BASIN RTY TR UNIT BEN INT PEROT SYS CORP CL A PEROT SYS COW CALL PEROT SYS COW PUT PERRIGO CO COM PERRIGO CO CALL PERRIGO CO PUT PERSISTENCE SOFTWARE INC COM NEW PERUSAHAAN PERS INDO SATELLI SPONSORED ADR PERUSAHAAN PERS INDO SATELLI CALL PERUSAHAAN PERS INDO SATELLI PUT P T TELEKOMUNIKASI TNDONESIA SPONSORED ADR P T TELEKOMUNIKASI INDONESIA CALL P T TELEKOMUNIKAST INDONESIA PUT PERVASIVE SOFTWARE INC COM PETCO ANIMAL SUPPLIES COM NEW PETCO ANIMAL SUPPLIES CALL PETCO ANIMAL SUPPLIES PUT PETRO-CDA COM PETRO-CDA CALL PETRO-CDA Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 284 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PETROCORP INC COM PETROCHINA CO LTD SPONSORED ADR PETROCHINA CO LTD CALL PETROCHINA CO LTD PUT PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS PETROFUND ENERGY TRUST TR UNIT ADDED PETROKAZAKHSTAN INC COM PETROKAZAKHSTAN INC CALL PETROKAZAKHSTAN INC PUT PETROLEO BRASILEIRO SA PETRO SPONSORED ADR PETROLEO BRASILEIRO SA PETRO SPONSORED ADR PETROLEO BRASILEIRO SA PETRO CALL PETROLEO BRASILEIRO SA PETRO PUT PETROLEUM & RES CORP COM PETROLEUM DEV CORP COM PETROLEUM HELICOPTERS INC COM VTG PETROLEUM HELICOPTERS INC COM NON VTG PETROQUEST ENERGY INC COM PETSMART INC COM PETSMART INC CALL PETSMART INC PUT PHARMACYCLICS INC COM PHARMACYCLICS INC CALL PHARMACYCLICS INC PUT PFEIFFER VACUUM TECH AG SPONSORED ADR PFIZER INC COM PFIZER INC CALL PFIZER INC PUT PFS WEB INC COM PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT PHARMACEUTICAL HLDRS TR CALL PHARMACEUTICAL HLDRS TR PUT PHAFUvlACEUTICAL PROD DEV INC COM PHARMACEUTICAL PROD DEV INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 285 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS PHARMACEUTICAL PROD DEV INC PUT PHARMACEUTICAL RES INC COM PHARMACEUTICAL RES INC CALL PHARMACEUTlCAL RES INC PUT PHARMACOPEIA INC COM PHARMACOPEIA INC CALL PHARMACOPEIA INC PUT PHARMANETlCS INC COM PHARMCHEM INC COM DELETED PHARMOS CORP COM NEW PHARMION CORP COM ADDED PHAZAR CORP COM PHELPS DODGE CORP COM PHELPS DODGE CORP CALL PHELPS DODGE CORP PUT PHELPS DODGE CORP PFD A CV 6.75% PHILADELPHIA CONS HLDG CORP COM PHILADELPHIA SUBN CORP COM PAR $0.50 PHILADELPHIA SUBN CORP CALL PHILADELPHIA SUBN CORP PUT PHILIPPINE LONG DISTANCE TEL SPONSORED ADR PHILIPPINE LONG DISTANCE TEL CALL PHILIPPINE LONG DISTANCE TEL PUT PHILIPPINE LONG DISTANCE TEL SPON GDR PFD PHILLIPS VAN HEUSEN CORP COM PHILLIPS VAN HEUSEN CORP CALL PHILLIPS VAN HEUSEN CORP PUT PHYSIOMETIUX INC COM PHOENIX COS INC NEW COM PHOENIX COS INC NEW CALL PHOENIX COS INC NEW PUT PHOENIX COS INC NEW CORPORATE UNIT PHOENIX FOOTWEAR GROUP INC COM PHOENIX TECHNOLOGY LTD COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 286 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS PHOENIX TECHNOLOGY LTD CALL PHOENIX TECHNOLOGY LTD PUT PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT PHOTO CTL CORP COM PHOTOGEN TECHNOLOGIES INC COM NEW PHOTOMEDEX INC COM * PHOTON DYNAMICS INC COM PHOTON DYNAMICS INC CALL PHOTON DYNAMICS INC PUT PHOTRONICS INC NOTE 4.750%1211 PHOTRONICS INC NOTE 2.250°/0 411 ADDED * PHOTRONICS INC COM PHOTRONICS INC CALL PHOTRONICS INC PUT PICCADILLY CAFETERIAS INC COM DELETED PIEDMONT NAT GAS INC COM * PIER 1 IMPORTS INC COM PIER 1 IMPORTS INC CALL PIER 1 IMPORTS INC PUT * PILGRIMS PRIDE CORP COM PILGRIMS PRIDE CORP CALL PILGRIMS PRIDE CORP PUT * PILGRIMS PRIDE CORP CL A DELETED PILGRIMS PRIDE CORP CALL DELETED PILGRIMS PRIDE CORP PUT DELETED PIMCO CALIF MUN INCOME FD I1 COM PIMCO CA MUNICIF'AL INCOME FD COM PIMCO MUNICIPAL INCOME FD COM PIMCO NY MUNICIPAL INCOME FD COM PIMCO CORPORATE INCOME FD COM PIMCO MUN INCOME FD I1 COM PIMCO STRATEGIC GBL GOV FD I COM PIMCO NEW YORK MUN FD 11 COM PIMCO MUN INCOME FD 111 COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 287

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ISSUER NAME ISSUER DESCRIPTION STATUS PIMCO CORPORATE OPP FD COM PIMCO CALIF MUN INCOME FD I1 COM PIMCO NEW YORK MUN INCM FD 1 COM PIMCO FLOATING RATE INCOME F COM PIMCO HIGH INCOME FD COM SHS PINNACLE BANCSHARES INC COM * PINNACLE AIRL CORP COM ADDED PINNACLE AIRL CORP CALL ADDED PINNACLE AIRL CORP PUT ADDED PINNACLE DATA SYS INC COM * PINNACLE ENTMT INC COM PINNACLE ENTMT NC CALL PINNACLE ENTMT INC PUT PINNACLE FINL PARTNERS INC COM * PINNACLE SYS INC COM PINNACLE SYS INC CALL PINNACLE SYS INC PUT * PINNACLE WEST CAP CORP COM PINNACLE WEST CAP CORP CALL PINNACLE WEST CAP CORP PUT PINNACOR INC COM PIONEER CORP JAPAN SPONSORED ADR PIONEER DRILLING CO COM PIONEER HIGH INCOME TR COM PIONEER INTREST SHS COM PIONEER MUN HIGH INC ADV TR COM ADDED PIONEER MUN HIGH INCOME TR COM SHS * PIONEER NAT RES CO COM PIONEER NAT RES CO CALL PIONEER NAT RES CO PUT PIONEER RAILCORP COM * PIONEER STD ELECTRS INC COM DELETED PIONEER STD ELECTRS INC CALL DELETED PIONEER STD ELECTRS INC PUT DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 288 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOO 1

ISSLIER NAME ISSUER DESCRIPTION STATUS PITNEY BOWS INC COM PITNEY BOWES INC CALL PITNEY BOWES INC PUT PITNEY BOWES INC PREF CV $2.12 PITTSBURGH & W VA RR SH BEN INT PITTSBURGH FINL COW COM DELETED PIXELWORKS INC COM PIXELWORKS INC CALL PIXELWORKS INC PUT PIVOTAL CORP COM PIVOTAL COW CALL PIVOTAL COW PUT PIXAR COM PIXAR CALL PIXAR PUT PIZZA INN INC NEW COM PLACER DOME INC COM PLACER DOME INC CALL PLACER DOME INC PUT PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN PLAINS EXPL& PRODTN CO COM PLATNS RES mc COM PAR $0.10 PLAINS RES INC CALL PLAINS RES INC PUT PLANAR SYS INC COM PLANAR SY S INC CALL PLANAR SYS rNC PUT PLANTRONICS INC NEW COM PLANTRONICS INC NEW CALL PLANTRONICS INC NEW PUT PLATO LEARNING INC COM PLATO LEARNING INC CALL PLATO LEARNING INC PUT PLAYBOY ENTERPRISES INC Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 289 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PLAYBOY ENTERPRISES INC CALL PLAYBOY ENTERPRISES INC PUT PLAYBOY ENTERPRISES INC CL B PLAYBOY ENTERPRISES INC CALL PLAYBOY ENTERPRISES INC PUT PLAYTEX PRODS INC COM PLAYTEX PRODS INC CALL PLAYTEX PRODS INC PUT PLEXUS CORP COM PLEXUS COW CALL PLEXUS COW . PUT PLUG POWER INC COM PLUG POWER INC CALL PLUG POWER INC PUT PLUM CREEK TIMBER CO INC COM PLUM CREEK TIMBER CO INC CALL PLUM CREEK TIMBER CO INC PUT PLUMTREE SOFTWARE INC COM PLYMOUTH RUBR INC CL A PLYMOUTH RUBR INC CL B POCAHONTAS BANCOW INC COM POGO PRODUCING CO COM POGO PRODUCING CO CALL POGO PRODUCING CO PUT POINT 360 COM POINTE FINANCIAL COW COM POLARIS INDS INC COM POLARIS INDS INC CALL POLARIS INDS INC PUT POLO RALPH LAUREN CORP CL A POLORALPHLAURENCOW CALL POLO RALPH LAUREN COW PUT POLYCOM INC COM POLYCOM INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 290 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS POLYCOM INC PUT

POLYDEX PHARMACEUTICALS LTD COM PAR $0.01 6 POLYMEDICA COW COM POLYMEDICA COW CALL POLYMEDICA CORP PUT POLYONE CORP COM POLYONE COW CALL POLYONE CORP PUT POMEROY IT SOLUTIONS INC COM POMEROY IT SOLUTIONS INC CALL POMEROY IT SOLUTIONS INC PUT POLYAlR INTER PACK INC COM POORE BROS INC COM POPE & TALBOT INC COM POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT POPULAR INC COM POPULAR INC CALL POPULAR INC PUT PORTAL SOFTWARE INC COM DELETED PORTAL SOFTWARE INC CALL DELETED PORTAL SOFTWARE INC PUT DELETED PORTAL SOFTWARE INC COM NEW ADDED PORTFOLIO RECOVERY ASSOCS IN COM PORTUGAL TELECOM SGPS S A SPONSORED ADR POSSIS MEDICAL INC COM POSSIS MEDICAL INC CALL POSSIS MEDICAL INC PUT POST PPTYS INC COM POST PPTYS INC CALL POST PPTYS INC PUT POTASH CORP SASK INC COM POTASH CORP SASK INC CALL POTASH CORP SASK INC PUT POTLATCH CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 291 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS POTLATCH CORP CALL POTLATCH CORP PUT POWELL INDS INC COM * POWER INTEGRATIONS INC COM POWER INTEGRATIONS INC CALL POWER INTEGRATIONS INC PUT * POWER-ONE INC COM POWER-ONE INC CALL POWER-ONE INC PUT POWERSHARES ETF TRUST DYNAMIC MKT PT POWERSHARES ETF TRUST CALL POWERSHARES ETF TRUST PUT POWERSHARES ETF TRUST DYNAMIC OTC PT POWERSHARES ETF TRUST CALL POWERSHARES ETF TRUST PUT POWERWAVE TECHNOLOGIES INC COM POWERWAVE TECHNOLOGIES INC CALL POWERWAVE TECHNOLOGIES INC PUT POZEN INC COM PRACTICEWORKS INC COM DELETED PRACTICEWORKS INC CALL DELETED PRACTICEWORKS INC PUT DELETED PRAECIS PHARMACEUTICALS INC COM PRAECIS PHARMACEUTICALS INC CALL PRAECIS PHARMACEUTICALS INC PUT PRANA BIOTECHNOLOGY LTD SPONSORED ADR PRAXAIR INC COM PRAXAIR INC CALL PRAXAIR INC PUT PRE PAID LEGAL SVCS INC COM PRE PAID LEGAL SVCS INC CALL PRE PAID LEGAL SVCS INC PUT PRECIS INC COM PRECISION CASTPARTS CORP COM Rur~Date: 1/14/2004 ** List Of Section 13F Securities ** Page 292 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PRECISION CASTPARTS CORP CALL PRECISION CASTPARTS CORP PUT * PRECISION DRILLING CORP COM PRECISION DRILLING CORP CALL PRECISION DRILLING CORP PUT PRECISION OPTICS INC MASS COM NEW PREFERRED INCOME FD INC COM DELETED PREFERRED INCOME OPPORTUNITY COM DELETED PREFERRED INCOME STRATEGIES COM PREFERRED & COW INC STRATEG COM PREFORMED LINE PRODS CO COM * PREMCORINC COM PREMCOR INC CALL PREMCOR INC PUT PREMIER CMNTY BANKSHARES INC COM PREMIER FINL BANCORP INC COM PREMIER FARNELL PLC SPONSORED ADR PREMIER FARNELL PLC SP ADR PREF CV PREMIERE TECHNOLOGIES INC NOTE 5.750% 710 PREMIERE TECHNOLOGIES INC NOTE 5.750% 710 PRENTISS PPTYS TR SH BEN INT * PRESIDENTIAL LIFE CORP COM PRESIDENTIAL LIFE CORP CALL PRESIDENTIAL LIFE CORP PUT PREMIERWEST BANCORP COM PRESIDENTIAL RLTY COW NEW CL A PRESIDENTIAL RLTY COW NEW * PRESSTEKINC COM PRESSTEK INC CALL PRESSTEK INC PUT * PRICE COMMUNICATIONS CORP COM NEW PRICE COMMUNICATIONS CORP CALL PRICE COMMUNICATIONS CORP PUT PRICE LEGACY CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 293 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PRICE T ROWE GROLJF' INC COM PRICE T ROWE GROUP INC CALL PRICE T ROWE GROUP INC PUT PRICELINE COM INC COM NEW PRICELINE COM INC CALL PRICELINE COM INC PUT PRICESMART INC COM PRIDE INTL INC DEL COM PRIDE INTL INC DEL CALL PRIDE INTL INC DEL PUT PRIME MED SVCS INC NEW COM PRLME MED SVCS INC NEW CALL PRIME MED SVCS INC NEW PUT PRIMEDIA INC COM PRIMEDIA INC CALL PRIMEDIA INC PUT PRIMEENERGY CORP COM PRIME GROUP REALTY TRUST SH BEN INT PRIMUS KNOWLEDGE SOLUTIONS I COM PRIMA ENERGY CORP COM PAR $0.0 15 PRIME HOSPITALITY CORP COM PRIME HOSPITALITY COW CALL PRIME HOSPITALITY COW PUT PRIMUS TELECOMMUNICATIONS GR SDCV 5.750% 211 PRIMUS TELECOMMUNICATIONS GR COM PRIMUS TELECOMMUNICATIONS GR CALL PRIMUS TELECOMMUNICATIONS GR PUT PRIMEWEST ENERGY TR TR UNIT NEW PRLDE INTL INC SDCV 412 PRIDE INTL rNC DBCV 111 PRINCETON NATL BANCOW INC COM PRINCETON REVIEW INC COM PRINCIPAL FINANCIAL GROUP IN COM PRINCIPAL FINANCIAL GROUP IN CALL Run Date: 111412004 ** List Of Section 13F Securities ** Page 294 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PRINCIPAL FINANCIAL GROUP IN PUT PRDITCAFE SOFTWARE INC COM DELETED PRINTRONIX INC COM * PRIORITY HEALTHCARE CORP CL B PRIORITY HEALTHCARE CORP CALL PRIORITY HEALTHCARE CORP PUT PRO-DEX INC COLO COM PRIVATE MEDIA GROUP INC COM PROASSURANCE CORP COM PRIVATE BUSINESS INC COM NEW PRO PHARMACEUTICALS INC COM * PROCTER & GAMBLE CO COM PROCTER & GAMBLE CO CALL PROCTER & GAMBLE CO PUT PRINCIPLED EQUITY MARKET FD SH BEN INT PRrvATEBANCOW INC COM PROFIT RECOVERY GROUP INTL I NOTE 4.750%11/2 * PROGENICS PHARMACEUTICALS IN COM PROGENICS PHARMACEL.TTICALS IN CALL PROGENICS PHARMACEUTICALS IN PUT PROGRAMMERS PARADISE INC COM * PROGRESS ENERGY INC COM PROGRESS ENERGY INC CALL PROGRESS ENERGY INC PUT PROGRESS FINL CORP COM * PROGRESS SOFTWARE CORP COM PROGRESS SOFTWARE CORP CALL PROGRESS SOFTWARE COW PUT * PROGRESSIVE CORP OHIO COM PROGRESSIVE CORP OHIO CALL PROGRESSIVE COW OHIO PUT PROGRESSIVE RETURN FD INC COM NEW * PROLOGIS SH BEN INT PROLOGIS CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 295 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PROLOGIS PUT PROLONG INTL CORP COM * PROQUEST COMPANY COM PROQUEST COMPANY CALL PROQUEST COMPANY PUT PROSOFTTRAINING COM PROSPECT STR HIGH INCOME PTF COM NEW PROSPECT STREET INCOME SHS I COM PROSPERITY BANCSHARES INC COM * PROTECTION ONE INC COM DELETED PROTECTION ONE INC CALL DELETED PROTECTION ONE INC PUT DELETED * PROTECTIVE LIFE CORP COM PROTECTIVE LIFE COW CALL PROTECTIVE LIFE COW PUT PROTEIN DESIGN LABS INC NOTE 5.500% 211 DELETED * PROTEIN DESIGN LABS INC COM PROTEIN DESIGN LABS INC CALL PROTEIN DESIGN LABS INC PUT PROTERION COW COM * PROTON ENERGY SYS INC COM DELETED PROTON ENERGY SYS INC CALL DELETED PROTON ENERGY SYS INC PUT DELETED PROVALIS PLC SPONS ADR NEW PROVENA FOODS INC COM PROVIDENCE & WORCESTER RR CO COM PROVIDENCE SVC COW COM PROVIDENT BANCOW INC MONTEB COM * PROVIDENT BANKSHARES COW COM PROVIDENT BANKSHARES CORP CALL PROVIDENT BANKSHARES COW PUT PROVIDENT ENERGY TR TR UNIT * PROVIDENT FINL SVCS INC COM PROVIDENT FINL SVCS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 296 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PROVIDENT FINL SVCS INC PUT * PROVIDENT FINL GROUP INC COM PROVIDENT FINL GROUP TNC CALL PROVIDENT FINL GROUP INC PUT PROVIDENT FINL HLDGS TNC COM PROVINCE HEALTHCARE CO NOTE 4.500%11/2 PROVINCE HEALTHCARE CO NOTE 4.250%10/1 * PROWNCE HEALTHCARE CO COM PROWNCE HEALTHCARE CO CALL PROVINCE HEALTHCARE CO PROVIDIAN FINL COW NOTE 3.250% 811 PROVIDIAN FINL COW NOTE 211 PROVIDIAN FINL COW NOTE 4.000% 511 * PROVIDIAN FINL CORP COM PROVIDIAN FINL CORP CALL PROVIDIAN FINL COW PUT * PROXIMCORP CL A PROXIM CORP CALL PROXIM CORP PUT PROXYMED PHARMACY INC COM NEW * PRUDENTIAL FINL INC COM PRUDENTIAL FINL INC CALL PRUDENTIAL FINL INC PUT PRUDENTIAL PLC ADR PSYCHEMEDICS CORP COM NEW PSI TECHNOLOGIES HLDGS INC SPONSORED ADR PSYCHIATRIC SOLUTIONS INC COM * PUBLIC SVC ENTERPRISE GROUP COM PUBLIC SVC ENTERPRISE GROUP CALL PUBLIC SVC ENTERPRISE GROUP PUT * PUBLIC STORAGE INC COM PUBLIC STORAGE INC CALL PUBLIC STORAGE INC PUT PUBLIC STORAGE INC Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 297 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS PUBLICIS S A NEW SPONSORED ADR * PUGET ENERGY INC NEW COM PUGET ENERGY INC NEW CALL PUGET ENERGY INC NEW PUT PULASKI FINL CORP COM PULITZER INC COM * PULTE HOMES INC COM PULTE HOMES INC CALL PULTE HOMES INC PUT * PUMATECH INC COM PUMATECH INC CALL PUMATECH INC PUT PURADYN FILTER TECHNOLOGIES COM PURE BIOSCIENCE COM ADDED PURE WORLD INC COM PUTNAM CALIF INVT GRADE MUN SH BEN INT PUTNAM HIGH INCOME OPP TR SH BEN INT PUTNAM HIGH INCOME BOND FD SH BEN INT PUTNAM HIGH YIELD MUN TR SH BEN INT PUTNAM INVT GRADE MUN TR COM PUTNAM MANAGED HIGH YIELD TR SH BEN INT PUTNAM MANAGED MUN INCOM TR COM PUTNAM MASTER INCOME TR SH BEN INT PUTNAM MUN BD FD INC SH BEN INT PUTNAM PREMIER INCOME TR SH BEN INT PUTNAM MASTER INTER INCOME T SH BEN INT PUTNAM TAX FREE HEALTH CARE SH BEN INT PUTNAMNYINVTGRADEMUNTR SH BEN INT PUTNAM MUN OPPORTUNITIES TR SH BEN INT * QLTINC COM QLT INC CALL QLT INC PUT PYRAMID BREWERIES INC COM QRS CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 298 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS QCR HOLDINGS INC COM QAD INC COM QAD INC CALL QAD INC PUT QEPINC COM Q COMM INTL PJC *W EXP 061241200 Q COMM INTL INC COM NEW QLOGIC COW COM QLOGIC COW CALL QLOGIC COW PUT QSOUND LABS INC COM NEW QUAKER CITY BANCOW INC COM QUAKER CHEM COW COM QUAKER FABRIC COW NEW COM QUALCOMM INC COM QUALCOMM INC CALL QUALCOMM rNC PUT QUALITY DISTR INC FLA COM ADDED QUALITY DINING INC COM QUALITY DINING INC CALL QUALITY DINTNG INC PUT QUALSTAR COW COM QUALITY SYS INC COM QUANTA SVCS INC NOTE 4.000% 710 QUANTA SVCS INC COM QUANTA SVCS INC CALL QUANTA SVCS INC PUT QUANEX CORP COM QUANEX COW CALL QUANEX COW PUT QUANTUM FUEL SYS TECH WORLDW COM QUANTUM FUEL SYS TECH WORLDW CALL QUANTUM FUEL SYS TECH WORLDW PUT QUANTUM COW COM DSSG Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 299 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS QUANTUM CORP CALL QUANTUM CORP PUT Q MED COM QUEBECOR WORLD INC COM NON-VTG QUEBECOR WORLD INC CALL QUEBECOR WORLD INC PUT QUEST DIAGNOSTICS INC DBCV 1.750%1113 QUEST DIAGNOSTICS INC COM QUEST DIAGNOSTICS INC CALL QUEST DIAGNOSTICS INC PUT QUEST SOFTWARE INC COM QUEST SOFTWARE INC CALL QUEST SOFTWARE INC PUT QUESTCOR PHARMACEUTICALS INC COM QUESTAR CORP COM QUESTAR CORP CALL QUESTAR CORP PUT QUICKLOGIC COW COM QUICKLOGIC COW CALL QUICKLOGIC COW PUT QUICKSILVER RESOURCES INC COM QUICKSILVER RESOLRCES INC CALL QUICKSILVER RESOURCES INC PUT QUIKSILVER INC COM QUIKSILVER INC CALL QUIKSILVER INC PUT QUIDEL COW COM QUIGLEY CORP COM NEW QUIGLEY CORP CALL QUIGLEY COW PUT QUILMES INDL QUINSA SOCIETE SP ADR CL B QUINENCO S A SPONSORED ADR QUINTILES TRANSNATIONAL CORP COM DELETED QUINTILES TRANSNATIONAL CORP CALL DELETED Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 300 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS QUINTILES TRANSNATIONAL COW PUT DELETED QUINTON CARDIOLOGY SYS INC COM QUIPP INC COM QUIXOTE COW COM QUOTESMITH COM INC COM NEW * QWEST COMMUNICATIONS INTL IN COM QWEST COMMUNICATIONS INTL IN CALL QWEST COMMUNICATIONS INTL IN PUT R&BINC COM * QUOVADXINC COM QUOVADX INC CALL QUOVADX INC PUT R & G FINANCIAL COW CL B RAIT INVT TR COM RCG COMPANIES INC COM ADDED * RCM TECHNOLOGIES INC COM NEW RCM TECHNOLOGIES INC CALL RCM TECHNOLOGIES INC PUT * RCNCOW COM RCN COW CALL RCN COW PUT * RC2COW COM RC2 COW CALL RC2 COW PUT RF MONOLITHICS INC COM RGC RES INC COM * R H DONNELLEY COW COM NEW R H DONNELLEY COW CALL R H DONNELLEY COW PUT RF INDS LTD COM PAR $0.01 R G S ENERGY GROUP INC COM ADDED RLI COW COM RMK HIGH INCOME FD INC COM SHS R 0 C TAIWAN FD SH BEN INT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 301

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ISSUER NAME ISSUER DESCRIPTION STATUS RPC INC COM RPC INC CALL RPC INC PUT RPM INTL INC NOTE 1.389% 511 ADDED RPM INTL INC COM RPM INTL INC CALL RPM INTL INC PUT RSA SEC INC COM RSA SEC INC CALL RSA SEC INC PUT RSTAR CORP COM RTI INTL METALS INC COM RTI INTL METALS INC CALL RTI INTL METALS INC PUT RTW INC COM NEW RWD TECHNOLOGIES INC COM DELETED RMH TELESERVICES INC COM RF MICRODEVICES INC NOTE 3.750% 811 RF MICRODEVICES INC NOTE 1.500% 710 ADDED RF MICRODEVICES INC COM RF MICRODEVICES INC CALL RF MICRODEVICES INC PUT RADIAN GROUP INC DBCV 2.250% 110 RADIAN GROUP INC COM RADIAN GROW INC CALL RADIAN GROUP INC PUT RADIANT SYSTEMS INC COM RADIOLOGIX INC COM RADIO ONE INC CL A RADIO ONE INC CALL RADIO ONE INC PUT RADIO ONE INC CL D NON VTG RADIO ONE INC CALL RADIO ONE INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 302 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * RADIOSHACK COW COM RADIOSHACK CORP CALL RADIOSHACK CORP PUT WISYS COW NOTE 5.500% 811 * RADISYS COW COM ~ISYSCOW CALL RADISYS CORP PUT RAE SYS INC COM WYNECOMSTREAM INC *W EXP 021081200 RADYNE COMSTREAM INC COM NEW RAG SHOPS INC COM * RAILAMERICA INC COM RAILAMERICA INC CALL RAILAMERICA INC PUT RAlNBOW RENTALS INC COM RAINDANCE COMM COM * RAINBOW TECHNOLOGIES INC COM RAINBOW TECHNOLOGIES INC CALL RAINBOW TECHNOLOGIES INC PUT RAINING DATA CORP COM RAINIER PAC FINL GROUP INC COM ADDED RAINMAKER SYSTEMS COM * RAMBUS INC DEL COM RAMBUS INC DEL CALL RAMBUS INC DEL PUT * RALCORF' HLDGS INC NEW COM RALCORF' HLDGS INC NEW CALL RALCORF' HLDGS INC NEW PUT RAMCO-GERSHENSON PPTYS TR COM SH BEN INT RAMPART CAPITAL CORP COM DELETED RAMTRON INTL CORP COM NEW RAND CAP COW COM * RANDGOLD RES LTD ADR RANDGOLD RES LTD CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 303

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ISSUER NAME ISSUER DESCRIPTION STATUS RANDGOLD RES LTD PUT RANGE RES CORP COM RANGE RES COW CALL RANGE RES CORP PUT

RANDGOLD & EXPL LTD SPON ADR NEW RANK GROUP PLC SPONSORED ADR RARE HOSPITALITY INTL INC COM RARE HOSPITALITY rNTL rNC CALL RARE HOSPITALITY rNTL rNC PUT RAVEN INDS INC COM RAYMOND JAMES FINANCIAL INC COM RAYMOND JAMES FINANCIAL INC CALL RAYMOND JAMES FINANCIAL rNC PUT RAYONIER INC COM RAYONIER INC CALL RAYONIER INC PUT RAYOVAC CORP COM RAYOVAC CORP CALL RAYOVAC CORP PUT RAYTECH CORP DEL COM RAYTHEON CO COM NEW RAYTHEON CO CALL RAYTHEON CO PUT READERS DIGEST ASSN INC COM READERS DIGEST ASSN INC CALL READERS DIGEST ASSN INC PUT READrNG INTERNATIONAL INC CL A READING INTERNATIONAL INC CL B REAL ESTATE INCOME FUND INC COM REALNETWORKS INC COM REALNETWORKS INC CALL REALNETWORKS INC PUT REALTY INCOME CORP COM RECKSON ASSOCS RLTY CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 304 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS RECKSON ASSOCS RLTY CORP CALL RECKSON ASSOCS RLTY CORP PUT RECKSON ASSOCS RLTY CORP PFD CV SERA% * RECKSON ASSOCS RLTY CORP CL B DELETED RECKSON ASSOCS RLTY CORP CALL DELETED RECKSON ASSOCS RLTY CORP PUT DELETED RECONDITIONED SYS INC COM NEW DELETED * REDHATrNC COM RED HAT INC CALL RED HAT rNC PUT RED ROBIN GOURMET BURGERS IN COM REDBACK NETWORKS INC NOTE 5.000% 410 DELETED * REDBACK NETWORKS INC COM REDBACK NETWORKS INC CALL REDBACK NETWORKS INC PUT REDENVELOPE INC COM ADDED REDHOOK ALE BREWERY COM REDIFF COM INDIA LTD SPONSORED ADR REDLINE PERFORMANCE PRODS IN COM REDWOOD EMPIRE BANCORP COM * REDWOODTRINC COM REDWOOD TR INC CALL REDWOOD TR INC PUT REEBOK INTL LTD DBCV 4.250% 310 * REEBOK INTL LTD COM REEBOK INTL LTD CALL REEBOK INTL LTD PUT REED ELSEVIER N V SPONSORED ADR REED ELSEVIER P L C SPONSORED ADR REEDS JEWELERS INC COM REGAL BELOIT CORP COM * REGAL ENTMT GROUP CL A REGAL ENTMT GROUP CALL REGAL ENTMT GROUP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 305

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ISSUER NAME ISSUER DESCRIPTION STATUS REGENCY CTRS CORP COM REGENCY CTRS CORP CALL REGENCY CTRS CORP PUT REGENERON PHARMACEUTICALS NOTE 5.500% 1011 REGENERON PHARMACEUTICALS COM REGENERON PHARMACEUTICALS CALL REGENERON PHARMACEUTICALS PUT REGENERATION TECH INC DEL COM REGENERATION TECH INC DEL CALL REGENERATION TECH INC DEL PUT REGENT COMIvKJNICATIONS INC DE COM REGIS CORP MINN COM REGIS CORP MINN CALL REGIS CORP MINN PUT REGIONS FINL CORP COM REGIONS FINL CORP CALL REGIONS FINL CORP PUT REFAC NEW COM REGIONAL BK HOLDRS TR DEPOSITRY RCPT REGIONAL BK HOLDRS TR CALL REGIONAL BK HOLDRS TR PUT REGISTER COM INC COM REGISTER COM INC CALL REGISTER COM INC PUT REHABCARE GROUP INC COM REHABCARE GROUP INC CALL REHABCARE GROUP INC PUT REINHOLD INDS INC N Y CL A REINSURANCE GROUP AMER INC COM REINSURANCE GROUP AMER INC CALL REINSURANCE GROUP AMER INC PUT REINSURANCE GROUP AMER INC PFD TR INC EQ RELIANCE STEEL & ALU- CO COM RELIANT RES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 306 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOO I

ISSUER NAME ISSUER DESCRIPTION STATUS RELIANT RES INC CALL RELIANT RES INC PUT RELIV INTL INC COM REMEC INC COM REMEC INC CALL REMEC INC PUT REMEDYTEMP INC

REMINGTON OIL & GAS CORP COM REMINGTON OIL & GAS CORP CALL REMINGTON OIL & GAS CORP PUT RENAISSANCE CAP GRWTH INCM I COM RENAISSANCE LEARNING INC COM RENAISSANCE LEARNING INC CALL RENAISSANCE LEARNING INC PUT RELIABILITY INC COM REPLIGEN COW COM REPLIGEN COW CALL REPLIGEN COW PUT REPUBLIC BANCSHARES INC SDCV 6.000%12/0 ADDED REPUBLIC BANCSHARES mC COM RENAL CARE GROUP INC COM RENAL CARE GROUP INC CALL RENAL CARE GROUP INC PUT RENT A CTR INC NEW COM RENT A CTR INC NEW CALL RENT A CTR INC NEW PUT RENT WAY INC COM RENT WAY INC CALL RENT WAY INC PUT RENTECH INC COM RENTRAK COW COM REPSOL YPF S A SPONSORED ADR REPSOL YPF S A CALL REPSOL YPF S A PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 307 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS REPTRON ELECTRONICS INC NOTE 6.750% 810 DELETED REPTRON ELECTRONICS INC COM DELETED REPUBLIC BANCORP KY REPUBLIC BANCORP INC COM REPUBLIC BANCORP INC CALL REPUBLIC BANCORP INC PUT REPUBLIC FIRST BANCORP INC COM REPUBLIC svcs INC COM REPUBLIC svcs INC CALL REPUBLIC svcs INC PUT RESEARCH FRONTIERS INC COM RES-CARE INC NOTE 6.000% 1210 RES-CARE INC NOTE 6.000% 1210 RES-CARE INC COM RES-CARE INC CALL RES-CARE INC PUT RESEARCH IN MOTION LTD COM RESEARCH IN MOTION LTD CALL RESEARCH IN MOTION LTD PUT RESTORATION HARDWARE INC DEL COM RESTORATION HARDWARE INC DEL CALL RESTORATION HARDWARE INC DEL PUT RESMED INC NOTE 4.000% 612 RESMED INC COM RESMED INC CALL RESMED INC PUT RESORTQUEST INTL INC COM DELETED RESOURCE AMERICA INC CL A RESOURCE AMERICA INC CALL RESOURCE AMERICA INC PUT RESOURCES BANKSHARES CORP COM RESOURCES CONNECTION INC COM RESOURCES CONNECTION INC CALL RESOURCES CONNECTION INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 308 Fiscal Year: 2003 Qtr: 4 Run Time: IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS * RESPIRONICS INC COM RESPIRONICS INC CALL RESPIRONICS INC PUT * RETAIL HOLDRS TR DEP RCPT RETAIL HOLDRS TR CALL RETAIL HOLDRS TR PUT * RETEKINC COM RETEK INC CALL RETEK INC PUT RETAIL VENTURES INC COM ADDED RETRACTABLE TECHNOLOGIES NC COM REUNION INDS INC COM * REUTERS GROUP PLC SPONSORED ADR REUTERS GROUP PLC CALL REUTERS GROUP PLC PUT REVLON INC NEW COM * REVLONINC CL A REVLON INC CALL REVLON INC PUT REWARDS NETWORK INC COM ADDED REX STORES CORP COM REXAM PLC SP ADR NEW2001 REXHALL INDS INC COM * REYNOLDS & REYNOLDS CO CL A REYNOLDS & REYNOLDS CO CALL REYNOLDS & REYNOLDS CO PUT * REYNOLDS R J TOB HLDGS INC COM REYNOLDS R J TOB HLDGS INC CALL REYNOLDS R J TOB HLDGS INC PUT * RHODIA SPONSORED ADR RHODIA CALL RHODIA PUT RICA FOODS INC COM NEW RICHARDSON ELECTRS LTD SDCV 7.250%12/1 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 309 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS RICHARDSON ELECTRS LTD SDCV 8.250% 611 RICHARDSON ELECTRS LTD COM * RICHMONT MINES INC COM RICHMONT MINES INC CALL RICHMONT MINES INC PUT RICKS CABARET INTL INC COM NEW RIGEL PHARMACEUTICALS INC COM NEW * RIGGS NATL CORP WASH DC COM RIGGS NATL CORP WASH DC CALL RIGGS NATL CORP WASH DC PUT * RIGHT MGMT CONSULTANTS INC COM RIGHT MGMT CONSULTANTS INC CALL RIGHT MGMT CONSULTANTS INC PUT RIMAGE CORP COM mKERGROUP LTD SPONSORED ADR ADDED RIO TTNTO PLC SPONSORED ADR RITA MED SYS INC DEL COM RITCHIE BROS AUCTIONEERS COM RITE AID COW NOTE 4.750%12/0 * RITEAIDCORP COM RITE AID COW CALL RITE AID COW PUT RIVER VY BANCORP COM RIVERVIEW BANCORP INC COM RIVIANA FOODS INC COM RIVIERA HLDGS CORP COM RIVIERA TOOL CO COM * ROADWAYCORP COM DELETED ROADWAY CORP CALL DELETED ROADWAY CORP PUT DELETED ROANOKE ELEC STL CORP COM ROBERTS REALTY TNVS COM ROBBINS & MYERS INC NOTE 8.000% 113 ROBBINS & MYERS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 310 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSLIER NAME ISSUER DESCRIPTION STATUS ROBERT HALF INTL INC COM ROBERT HALF INTL INC CALL ROBERT HALF INTL INC PUT ROBOTIC VISION SYS INC COM DELETED ROBOTIC VISION SYS INC CALL DELETED ROBOTIC VISION SYS INC PUT DELETED ROCHESTER MED CORP COM ROCK OF AGES CORP CL A ROCK-TENN CO CLA ROCKFORD CORP COM ROCKWELL AUTOMATION INC COM ROCKWELL AUTOMATION INC CALL ROCKWELL AUTOMATION INC PUT ROCKWELL COLLINS INC COM ROCKWELL COLLINS INC CALL ROCKWELL COLLINS INC PUT ROCKWELL MEDICAL TECH COM ROCKWELL MEDICAL TECH * W EXP 0 1 /26/200 ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03

ROCKY SHOES & BOOTS INC COM ROFIN SINAR TECHNOLOGIES INC COM ROGERS COMMUNICATIONS INC DBCV 2.000%11/2 ROGERS COMMUNICATIONS INC CL B ROGERS COMMUNICATIONS INC CALL ROGERS COMMUNICATIONS INC PUT ROGERS CORP COM ROGERS WIRELESS COMMUNICATIO CL B NON-VTG ROGUE WAVE SOFTWARE INC COM ROGUE WAVE SOFTWARE INC CALL ROGUE WAVE SOFTWARE INC PUT ROHM & HAAS CO COM ROHM & HAAS CO CALL ROHM & HAAS CO PUT ROLLINS INC COM Run Date: 111412004 ** List Of Section 13F Securities ** Page 311

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ISSUER NAME ISSUER DESCRIPTION STAT US ROLLINS INC CALL ROLLINS INC PUT ROME BANCORP INC COM RONSON CORP COM NEW * ROPER INDS INC NEW COM ROPER INDS INC NEW CALL ROPER INDS INC NEW PUT * ROSLYN BANCORP INC COM DELETED ROSLYN BANCORP INC CALL DELETED ROSLYN BANCORP INC PUT DELETED * ROSS STORES INC COM ROSS STORES INC CALL ROSS STORES INC PUT ROSS SYS INC COM NEW ROSTELECOM OPEN JT STK LNG D SPONSORED ADR ROT0 ROOTER INC NEW COM ROTONICS MFG INC COM * ROUSECO COM ROUSE CO CALL ROUSE CO PUT ROUSE CO PFD CONV SER B * ROWANCOSINC COM ROWAN COS INC CALL ROWAN COS INC PUT ROWE COS COM ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH * ROXIO INC COM ROXIO INC CALL ROXIO INC PUT ROYAL & SUN ALLIANCE INS SPON ADR NEW ROYAL BANCSHARES PA INC CL A * ROYAL BK CDA MONTREAL QUE COM ROYAL BK CDA MONTREAL QUE CALL ROYAL BK CDA MONTREAL QUE PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 312 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E ROYAL BK SCOTLAND GROUP PLC SPON ADR F ROYAL BK SCOTLAND GROUP PLC SP ADR PFD K ROYAL BK SCOTLAND GROUP PLC SP ADR PREF J ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H ROYAL BK SCOTLAND GROLrP PLC SPON ADR PRF G ROYAL CARIBBEAN CRUISES LTD NOTE 210 ROYAL CARIBBEAN CRUISES LTD NOTE 511 * ROYAL DUTCH PETE CO NY REG EUR .56 ROYAL DUTCH PETE CO CALL ROYAL DUTCH PETE CO PUT * ROYALGOLDINC COM ROYAL GOLD INC CALL ROYAL GOLD INC PUT ROYAL KPN NV SPONSORED ADR ROYALE ENERGY INC COM NEW ROYCE FOCUS TR COM ROYCE VALUE TR INC COM ROYCE MICRO-CAP TR INC COM RUBIOS RESTAURANTS INC COM * RUBYTUESDAYINC COM RUBY TUESDAY INC CALL RUBY TUESDAY INC PUT RUDDICK COW COM * RUDOLPH TECHNOLOGIES INC COM RLTDOLPH TECHNOLOGIES INC CALL RUDOLPH TECHNOLOGIES INC PUT * RURAL 1 METRO CORP COM RURAL I METRO CORP CALL RURAL 1 METRO CORP PUT RURBAN FINL CORP COM RUSH ENTERF'ISES INC CL A Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 313

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ISSLIER NAME ISSUER DESCRIPTION STATUS RUSH ENTERPISES INC CL B

RUSS BEFUUE & CO COM

RUSS BEFUUE & CO CALL

RUSS BERRIE & CO PUT RUSSELL CORP COM RUSSELL COW CALL RUSSELL CORP PUT RYANAIR HLDGS PLC SPONSORED ADR RYANAIR HLDGS PLC CALL RYANAIR HLDGS PLC PUT RYANS FAMILY STEAK HOUSE INC COM RYANS FAMILY STEAK HOUSE INC CALL RYANS FAMILY STEAK HOUSE INC PUT RYDER SYS INC COM RYDER SYS INC CALL RYDER SYS INC PUT RYDEX ETF TRUST S&P 500 EQ TRD RYERSON TULL INC NEW COM RYERSON TULL INC NEW CALL RYERSON TULL INC NEW PUT RYLAND GROUP INC COM RYLAND GROUP INC CALL RYLAND GROUP INC PUT S&K FAMOUS BRANDS INC COM S&P 500 PROTECTED EQUITY FD COM S & T BANCORP INC COM SBC COMMUNICATIONS INC COM SBC COMMUNICATIONS INC CALL SBC COMMUNICATIONS INC PUT SBS TECHNOLOGIES MC COM SBS TECHNOLOGIES INC CALL SBS TECHNOLOGIES INC PUT SBE INC COM NEW SBA COMMUNICATIONS CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 314 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SBA COMMUNICATIONS CORP CALL SBA COMMUNICATIONS COW PUT SCI SYS INC NOTE 3.000% 31 1 SI TECHNOLOGIES INC COM SAL TR PFD FD I SH BEN INT * SCM MICROSYSTEMS INC COM SCM MICROSYSTEMS INC CALL SCM MICROSYSTEMS INC PUT SCPIE HLDGS INC COM * SCPPOOLCORP COM SCP POOL COW CALL SCP POOL CORP PUT SCO GROUP INC COM SEEC NC COM DELETED * SEI INVESTMENTS CO COM SEI INVESTMENTS CO CALL SEI INVESTMENTS CO PUT SEMCO ENERGY INC COM SFBC INTL INC COM SGL CARBON AG SPONSORED ADR SG STRUCTURED PRODS INC NOTE 13.000% 913 DELETED SG STRUCTURED PRODS INC NOTE 11.500%10/3 DELETED SG STRUCTURED PRODS INC NOTE 18.500% 1013 DELETED SG STRUCTURED PRODS INC NOTE 10.000%11/2 DELETED SG STRUCTURED PRODS INC DEBT 11.750% 113 SG STRUCTURED PRODS INC NOTE 11.000% 413 SG STRUCTURED PRODS INC NOTE 11.000% 512 ADDED SG STRUCTURED PRODS INC NOTE 15.000% 613 SG STRUCTURED PRODS INC NOTE 9.000% 713 ADDED SG STRUCTURED PRODS INC NOTE 8.500% 813 SG STRUCTURED PRODS INC NOTE 15.250% 813 SG STRUCTURED PRODS INC FRNT 9.100%10/2 ADDED SG STRUCTURED PRODS INC NOTE 9.100% 1110 ADDED SI INTL INC COM Run Date: 111412004 ** List Of Section 13F Securities ** Page 315 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SJW CORP COM SKF AB SPONSORED ADR DELETED * SK TELECOM LTD SPONSORED ADR SK TELECOM LTD CALL SK TELECOM LTD PUT SL GREEN RLTY COW COM S L INDS INC COM * SLMCORP COM SLM CORP CALL SLM CORP PUT SPDR TR UNIT SER 1 SPSS TNC COM SOS STAFFING SVCS INC COM NEW DELETED * SPS TECHNOLOGIES INC COM DELETED SPS TECHNOLOGIES INC CALL DELETED SPS TECHNOLOGIES NC PUT DELETED * S 1 CORPORATION COM S 1 CORPORATION CALL S 1 CORPORATION PUT SPX COW NOTE 210

SPX CORP NOTE 510 * SPXCORF' COM SPX CORP CALL SPX CORP PUT SRS LABS INC COM S R TELECOM INC COM NEW SRA INTL INC SRVSURGICAL EXPRESS INC COM SRI COW SDCV 8.750% 110 SM&A COM SSP SOLrnONS INC COM SVB FINL SVCS INC COM SABA SOFTWARE INC COM NEW SPAR GROUP INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 316 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SWS GROUP INC COM SWS GROUP INC CALL SWS GROUP INC PUT S Y BANCORP INC COM SABINE ROYALTY TR UNIT BEN INT SABRE HLDGS CORP CL A SABRE HLDGS CORP CALL SABRE HLDGS CORP PUT SADIA S A SP ADR PFD 30 SAFECO COW COM SAFECO CORP CALL SAFECO CORP PUT SAFEGUARD SCIENTIFICS INC NOTE 5.000%611 SAFEGUARD SCIENTIFICS INC COM SAFEGUARD SCIENTIFICS INC CALL SAFEGUARD SCIENTIFICS INC PUT SAFENET INC COM SAFENET INC CALL SAFENET INC PUT SAFETY INS GROUP INC COM SAFEWAY INC COM NEW SAFEWAY INC CALL SAFEWAY INC PUT SAFFRON FD INC COM SAFLINK COW COM NEW SAGA COMMUNICAnONS CL A ST FRANCIS CAP CORP COM DELETED ST JOE CO COM ST JOE CO CALL ST JOE CO PUT ST JOSEPH CAP CORP COM ST JUDE MED INC COM ST JUDE MED INC CALL ST JUDE MED INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 317 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ST MARY LD & EXPL CO NOTE 5.750% 311

* ST MARY LD & EXPL CO COM ST MARY LD & EXPL CO CALL

ST MARY LD & EXPL CO PUT * STPAULCOS INC COM ST PAUL COS INC CALL ST PAUL COS INC PUT ST PAUL COS INC EQUITY UNIT * SAKSINC COM SAKS PJC CALL SAKS INC PUT SALEM COMMUNICATIONS COW DE CL A SALOMON BROS HIGH INCOME FD COM SALOMON BR EMRG MKT INCM FD COM SALOMON BR EMRG MKTS INC 11. COM SALOMON BR EMRG MKT FLT RTE COM SALOMON BR GLBL PRTNRS PJC F COM SALOMON BROS MUN PARTNERS FD COM SALOMON BROS MUN PARTNERS FD COM SALISBURY BANCORF' INC COM * SALIX PHARMACEUTICALS INC COM SALIX PHARMACEUTICALS INC CALL SALIX PHARMACEUTICALS INC PLV SALOMON BROS HIGH INCOME FD COM SALOMON BROTHERS FD INC COM SALOMON BROS 2008 WORLDWIDE COM SALOMON BROS WORLDWIDE INCOM COM SALOMON SMITH BARNEY HLDGS I NOTE 0.250% 612 DELETED SALOMON SMITH BARNEY HLDGS I NOTE 0.500% 311 SALOMON SMITH BARNEY HLDGS I NOTE 8.000% 1210 DELETED SALOMON BROS EMERG MKT DEBT COM ADDED SALOMON BROS GLBL HIGH INC F COM * SALTONINC COM SALTON INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 318 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SALTON INC PUT SAN JUAN BASIN RTY TR UNIT BEN INT SAN PAOLO-IMI S PA SPONSORED ADR * SANCHEZ COMPUTER ASSOCS INC COM SANCHEZ COMPUTER ASSOCS INC CALL SANCHEZ COMPUTER ASSOCS INC PUT SAND TECHNOLOGY INC CL A NEW SANDERS MORRIS HARRIS GROUP COM SANDERSON FARMS INC COM SANDISK COW NOTE 4.500% 1 111 * SANDISKCOW COM SANDISK COW CALL SANDISK COW PUT SANDS REGENT COM SANDY SPRING BANCOW INC COM SANFILIPPO JOHN B & SON INC COM * SANGAMO BIOSCIENCES INC COM SANGAMO BIOSCIENCES INC CALL SANGAMO BIOSCIENCES INC PUT SANMINA SCI COW SDCV 911 * SANMINA SCI COW COM SANMINA SCI COW CALL SANMINA SCI COW PUT SANOFI-SYNTHELABO SPONSORED ADR SANTA FE ENERGY TR RCPT DEP UNITS SANTA FE FINL COW COM DELETED SANTANDER BANCOW COM SANTOS LIMITED SPONSORED ADR SANYO ELEC LTD ADR 5 COM * SAP AKTIENGESELLSCHAFT SPONSORED ADR SAP AKTIENGESELLSCHAFT CALL SAP AKTIENGESELLSCHAFT PUT * SAPIENTCOW COM SAPIENT COW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 319

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ISSUER NAME ISSUER DESCRIPTION STATUS SAPIENT CORP PUT SAPPI LTD SPON ADR NEW * SARALEECORP COM SARA LEE CORP CALL SARA LEE CORP PUT SASOL LTD SPONSORED ADR * SATCON TECHNOLOGY CORP COM SATCON TECHNOLOGY CORP CALL SATCON TECHNOLOGY CORP PUT SATYAM COMPUTER SERVICES LTD ADR SAUCONY INC CL A SAUCONY INC CL B SAUER-DANFOSS INC COM SAUL CTRS INC COM SAVANNAH BANCORP INC COM * SAVIENT PHARMACEUTICALS INC COM SAVIENT PHARMACEUTICALS INC CALL SAVIENT PHARMACEUTICALS INC PUT SAVIASADECV SPON ADR REP A DELETED SAWIS COMMUNICATIONS COW COM SAXON CAPITAL INC COM * SCANA COW NEW COM SCANA COW NEW CALL SCANA COW NEW PUT SBS BROADCASTING SA NOTE 7.000% 1210 * SCANSOFTINC COM SCANSOFT INC CALL SCANSOFT INC PUT * SCANSOURCE INC COM SCANSOLRCE INC CALL SCANSOURCE INC PUT SCHAWK INC CL A SCHEIB EARL INC COM SCHEID WNEYARDS INC CL A Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 320 Run Time: :53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SCHEIN HENRY INC COM SCHEIN HENRY INC CALL SCHEIN HENRY INC PUT SCHERING A G SPONSORED ADR SCHEIUNG PLOUGH CORP COM SCHERING PLOUGH CORP CALL SCHERING PLOUGH COW PUT SCHLOTZSKYS INC COM SCHLUMBERGER LTD DBCV 1.500% 610 ADDED SCHLUMBERGER LTD DBCV 2.125% 610 ADDED SCHLUMBERGER LTD COM SCHLUMBERGER LTD CALL SCHLUMBERGER LTD PUT SCHMITT INDS INC ORE COM NEW SCHNITZER STL INDS CL A SCHNITZER STL INDS CALL SCHNITZER STL INDS PUT SCHOLASTIC CORP COM SCHOLASTIC CORP CALL SCHOLASTIC COW PUT SCHOOL SPECIALTY INC NOTE 6.000% 810 SCHOOL SPECIALTY INC NOTE 3.750% 810 ADDED SCHOOL SPECIALTY INC COM SCHOOL SPECIALTY INC CALL SCHOOL SPECIALTY INC PUT SCHUFF INTERNATIONAL INC COM SCHULMAN A INC COM SCHULMAN A INC CALL SCHLKMAN A INC PUT SCHWAB CHARLES COW NEW COM SCHWAB CHARLES CORP NEW CALL SCHWAB CHARLES CORP NEW PUT SCHWEITZER-MAUDUIT INTL INC COM SCHWEITZER-MAUDUIT INTL INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 321 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 80854 1 95 6 SCHWEITZER-MAUDUIT NTL INC PUT 80862K 10 4 * SCICLONE PHARMACEUTICALS INC COM 80862K 90 4 SCICLONE PHARMACEUTICALS INC CALL 80862K 95 4 SCICLONE PHARMACEUTICALS INC PUT 808655 10 4 * SCIENTIFIC ATLANTA INC COM 808655 90 4 SCIENTIFIC ATLANTA INC CALL 808655 95 4 SCIENTIFIC ATLANTA INC PUT 80874P 10 9 * SCIENTIFIC GAMES CORP CL A 80874P 90 9 SCIENTIFIC GAMES CORP CALL 80874P 95 9 SCIENTIFIC GAMES CORP PUT 808799 20 9 SCIENTIFIC TECHNOL INC COM PAR $0.00 1 809084 40 4 SCIQUEST INC COM NEW 809090 10 3 * SCITEX LTD ORD 809090 90 3 SCITEX LTD CALL 809090 95 3 SCITEX LTD PUT 809163 10 8 SCOPE NDS COM 809174 10 6 SCOR SPONSORED ADR 81013RAB 1 SCOTTISH ANNUITY 8: LIFE HLDG NOTE 4.500%1210 ADDED 81013RAC 9 SCOTTISH ANNUITY & LIFE HLDG NOTE 4.500%1210 81013T 70 5 SCOTTISH PWR PLC SPON ADR FINAL 810186 10 6 * SCOTTSCO CL A 810186 90 6 SCOTTS co CALL 810186 95 6 SCOTTS CO PUT 811054 204 * SCRIPPS E W CO OHIO CL A 81 1054 90 4 SCRIPPS E W CO OHIO CALL 811054 95 4 SCRIPPS E W CO OHIO PUT 81111T 102 SCS TRANSN INC COM 81115E 10 1 SCUDDER GLOBAL HIGH INCOME F COM 811153 105 SCUDDER HIGH INCOME TR SH BEN INT 811163 104 SCUDDER INTER GOVT TR SH BEN INT 8lll8Q 10 1 SCUDDER MULTI-MARKET INCOME SH BEN INT 81118R604 SCUDDER MUN INCOME TR COM SH BEN INT 811183 102 SCUDDER NEW ASIA FD INC COM 811194 100 SCUDDER RREEF REAL ESTATE FD COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 322 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SCUDDER RREEF REAL EST FD I1 COM SCUDDER STRATEGIC INCOME TR SH BEN INT SCUDDER STRATEGIC MUN INCOME COM SH BEN INT SEA CONTAINERS LTD CL B SEA CONTAINERS LTD CALL SEA CONTAINERS LTD PUT SEA CONTAINERS LTD CL A SEABOARD COW COM SEABULK INTL INC COM SEACHANGE INTL INC COM SEACHANGE INTL INC CALL SEACHANGE INTL INC PUT SEACOAST FINL SVCS CORP COM SEACOAST FINL SVCS CORP CALL SEACOAST FINL SVCS CORP PUT SEACOAST BKG CORP FLA COM SEACOR SMIT INC COM SEACOR SMIT INC CALL SEACOR SMIT INC PUT SEALED AIR CORP NEW COM SEALED AIR CORP NEW CALL SEALED AIR CORP NEW PUT SEARS ROEBUCK & CO COM

SEARS ROEBUCK & CO CALL SEARS ROEBUCK & CO PUT SEATTLE GENETICS INC COM SECOND BANCORP INC COM SELECT SECTOR SPDR TR SBI MATERIALS SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SELECT SECTOR SPDR TR SBI HEALTHCARE SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT 8 1369Y 30 8 * SELECT SECTOR SPDR TR SBI CONS STPLS Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 323

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ISSUER NAME ISSUER DESCRIPTION STATUS SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SELECT SECTOR SPDR TR SBI CONS DISCR SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SELECT SECTOR SPDR TR SBI INT-ENERGY SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SELECT SECTOR SPDR TR SBI INT-FINL SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SELECT SECTOR SPDR TR SBI INT-INDS SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SELECT SECTOR SPDR TR SBI INT-TECH SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SELECT SECTOR SPDR TR SBI INT-UTILS SELECT SECTOR SPDR TR CALL SELECT SECTOR SPDR TR PUT SECURE COMPUTING COW COM SECURE COMPUTING COW CALL SECURE COMPUTING COW PUT SECURITY BANK CORP COM SECURITY CAP COW DEL CL A NEW SECURlTY NATL FINL CORP CL A NEW SEEBEYOND TECHNOLOGIES CORP COM SEEBEYOND TECHNOLOGIES COW CALL SEEBEYOND TECHNOLOGIES COW PUT SEGUE SOFTWARE INC COM SELAS COW AMER COM SELECT COMFORT COW COM SELECT COMFORT CORP CALL SELECT COMFORT COW PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 324 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SELECT MEDICAL CORP COM SELECT MEDICAL CORP CALL SELECT MEDICAL CORP PUT SELECTICA INC COM SELECTICA INC CALL SELECTICA INC PUT SELECTIVE INS GROUP INC NOTE 1.6 16% 912 SELECTIVE INS GROUP INC COM SELECTIVE INS GROUP INC CALL SELECTIVE INS GROUP INC PUT SELIGMAN QUALITY MUN FD INC COM SELIGMAN SELECT MUN FD INC COM SEMICONDUCTOR HLDRS TR DEP RCPT SEMICONDUCTOR HLDRS TR CALL SEMICONDUCTOR HLDRS TR PUT SEMINIS INC CL A DELETED SEMOTUS SOLUTIONS INC COM SEMOTUS SOLLrTIONS INC CALL SEMOTUS SOLUTIONS INC PUT SEMTECH CORP COM SEMTECH CORP CALL SEMTECH CORP PUT SEMPRA ENERGY COM SEMPRA ENERGY CALL SEMPRA ENERGY PUT SEMPRA ENERGY INCOME EQTY UT SEMITOOL INC COM SEMITOOL INC CALL SEMITOOL INC PUT SENT0 CORP COM NEW SENECA FOODS CORP NEW CL B SENECA FOODS CORP NEW CL A SENESCO TECHNOLOGIES INC COM NEW SENETEK PLC SPONSORED ADR Run Date: I11412004 ** List Of Section 13F Securities ** Page 325 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 81721E 10 7 SENIOR HIGH INCOME PORTFOLIO COM 81721M 10 9 SENIOR HSG PPTYS TR SH BEN INT 81725T 100 * SENSIENT TECHNOLOGIES COW COM 81725T 90 0 SENSIENT TECHNOLOGIES CORP CALL 81725T95 0 SENSIENT TECHNOLOGIES CORP PUT 817268 10 1 SENSYTECH INC COM 81726V 104 SENTIGEN HLDG CORP COM 817315AL8 SEPRACOR INC SDCV 5.000% 211 817315 AQ 7 SEPRACOR INC NOTE 5.750%1111 817315 10 4 * SEPRACORINC COM 817315 904 SEPRACOR INC CALL 817315 95 4 SEPRACOR INC PUT 817320 10 4 SEQUA CORPORATION CL A 817320 20 3 SEQUA CORPORATION CL B 817320 30 2 SEQUA CORPORATION PFD CONV $5 817337 10 8 * SEQUENOM INC COM 817337 90 8 SEQUENOM INC CALL SEQUENOM INC PUT SERACARE LIFE SCIENCES INC COM * SERENASOFTWAREINC COM SERENA SOFTWARE INC CALL SERENA SOFTWARE INC PUT * SERONOSA SPONSORED ADR SERONO S A CALL SERONO S A PUT * SEROLOGICALS CORP COM SEROLOGICALS CORP CALL SEROLOGICALS CORP PUT SERVICE COW INTL NOTE 6.750% 612 * SERVICE CORP INTL COM SERVICE CORP INTL CALL SERVICE CORP INTL PUT * SERVICEMASTER CO COM SERVICEMASTER CO CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 326 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS SERVICEMASTER CO PUT SERVOTRONICS INC COM 7-ELEVEN INC COM NEW 724 SOLUTIONS INC COM NEW SEVERN BANCORP ANNAPOLIS MD COM * SHARPER IMAGE CORP COM SHARPER IMAGE COW CALL SHARPER IMAGE CORP PUT * SHAW COMMUNICATIONS INC CL B CONV SHAW COMMUNICATIONS INC CALL SHAW COMMUNICATIONS INC PUT SHAW GROUP INC NOTE 510 * SHAWGROUPINC COM SHAW GROUP INC CALL SHAW GROUP INC PUT SHELBOURNE PPTYS I11 INC COM SHELBOURNE PPTYS I INC COM SHELBOURNE PPTYS I1 INC COM * SHELL TRANS & TRADING PLC ADR NY SHS NEW SHELL TRANS & TRADING PLC CALL SHELL TRANS & TRADING PLC PUT SHENANDOAH TELECOMMUNICATION COM * SHERWIN WILLIAMS CO COM SHERWIN WILLIAMS CO CALL SHERWIN WILLIAMS CO PUT SHERWOOD BRANDS INC SHILOH INDS INC COM SHINHAN FINL GROUP CO LTD SPN ADR RESTRD ADDED * SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR SHIRE PHARMACEUTICALS GRP PL CALL SHIRE PHARMACEUTICALS GRP PL PUT SHIRE FIN LTD NOTE 2.000% 812 SHOE CARNIVAL INC COM SHOE PAVILION INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 327 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SHOPKO STORES INC COM SHOPKO STORES INC CALL SHOPKO STORES INC PUT SHOLODGE INC SDCV 7.500% 510 SHOLODGE INC COM SHORE BANCSHARES INC COM SHORE FINL CORP COM SHUFFLE MASTER INC COM SHUFFLE MASTER INC CALL SHUFFLE MASTER INC PUT SHURGARD STORAGE CTRS INC COM SICOR INC COM SICOR INC CALL SICOR INC PUT SIEBEL SYS INC NOTE 5.500% 911 DELETED SIEBEL SYS INC COM SIEBEL SYS INC CALL SIEBEL SYS INC PUT SIEBERT FINL CORP COM SIEMENS A G SPONSORED ADR SIERRA BANCORP COM SIERRA HEALTH SVCS INC COM SIERRA HEALTH SVCS INC CALL SIERRA HEALTH SVCS INC PUT SIERRA PAC RES COM SIERRA PAC RES NEW COM SIERRA PAC RES NEW CALL SIERRA PAC RES NEW PUT SIERRA WIRELESS INC COM SIERRA WIRELESS INC CALL SIERRA WIRELESS INC PUT SIFCO INDS INC COM SIFY LTD SPONSORED ADR SIGMA ALDRICH CORP COM Run Date: ** List Of Section 13F Securities ** Page 328 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SIGMAALDRICH CORP CALL SIGMA ALDRICH CORP PUT * SIGMA DESIGNS INC COM SIGMA DESIGNS INC CALL SIGMA DESIGNS INC PUT SIGMATRON INTL INC COM SIGMATEL INC COM ADDED SIGNET GROLP PLC SP ADR REP 30s SILENT WITNESS ENTERPRISES L COM NEW SIGA TECHNOLOGIES INC COM * SILICON LABORATORIES INC COM SILICON LABORATORIES INC CALL SILICON LABORATORIES INC PUT SILGAN HOLDINGS INC COM * SILICON IMAGE INC COM SILICON IMAGE INC CALL SILICON IMAGE INC PUT SILICON GRAPHICS INC NOTE 5.250% 910 * SILICON GRAPHICS INC COM SILICON GRAPHICS INC CALL SILICON GRAPHICS INC PUT * SILICON STORAGE TECHNOLOGY I COM SILICON STORAGE TECHNOLOGY I CALL SILICON STORAGE TECHNOLOGY I PUT SILICON W BANCSHARES NOTE 611 ADDED * SILICON W BANCSHARES COM SILICON W BANCSHARES CALL SILICON W BANCSHARES PUT SILICONIX INC COM NEW SILICONWARE PRECISION INDS L SPONSD ADR SPL SILVER STD RES INC COM SIMCLAR INC COM SIMMONS 1ST NATL COW CLA$5 PAR * SIMON PPTY GROUP INC NEW COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 329 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SIMON PPTY GROUP INC NEW CALL SIMON PPTY GROUP INC NEW PUT SIMON PPTY GROUP INC NEW PFD CV B 6.50% DELETED * SIMPLETECH INC COM SIMPLETECH INC CALL SIMPLETECH INC PUT SIMPSON MANUFACTURING CO INC COM SIMULA INC NOTE 8.000% 510 DELETED SIMULA INC COM DELETED * SINCLAIR BROADCAST GROUP INC CL A SINCLAIR BROADCAST GROUP INC CALL SINCLAIR BROADCAST GROUP INC PUT SINCLAIR BROADCAST GROW INC PFD CV EXCH D SINGAPORE FD INC COM SINGING MACH INC COM NEW SINOPEC SHANGHAI PETROCHEMIC SPON ADR H SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS * SIRENZA MICRODEVICES INC COM SIRENZA MICRODEVICES INC CALL SIRENZA MICRODEVICES INC PUT SIRIUS SATELLITE RADIO INC NOTE 3.500% 610 * SIRIUS SATELLITE RADIO INC COM SIRIUS SATELLITE RADIO INC CALL SIRIUS SATELLITE RADIO INC PUT SIRNA THERAPEUTICS INC COM SIRVA INC COM ADDED * SITELCORP COM SITEL CORP CALL SITEL CORP PUT * SIPEXCORP COM SIPEX CORP CALL SIPEX CORP PUT * SIX FLAGS INC COM SIX FLAGS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 330 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SIX FLAGS INC PUT SIZELER PPTY INVS INC SDCV 9.000% 711 SIZELER PPTY INVS INC COM SKECHERS U S A INC NOTE 4.500% 411 * SKECHERS U S A rNC CL A SKECHERS U S A rNC CALL SKECHERS U S A INC PUT SKIBO FINL CORP COM SKY FINL GROUP INC COM SKYEPHARMA PLC SPONSORED ADR * SKYLINECORP COM SKYLINE CORP CALL SKYLrNE COW PUT * SKYWESTINC COM SKYWEST rNC CALL SKYWEST INC PUT SKYWORKS SOLUTIONS INC NOTE 4.750%1111 * SKYWORKS SOLUTIONS rNC COM SKYWORKS SOLUTIONS INC CALL SKYWORKS SOLUTIONS INC PUT SLADES FERRY BANCOW COM * SKILLSOFT PLC SPONSORED ADR SKILLSOFT PLC CALL SKILLSOFT PLC PUT SMALLCAP FD INC COM DELETED SMART & FINAL INC COM SMEDVIG A S SPON ADR REP A SMEDVIG A S SPON ADR REP B SMITH & NEPHEW PLC SPDN ADR NEW SMITH & WESSON HLDG CORP COM SMITH & WOLLENSKY RESTAURANT COM * SMITHAO COM SMITH A 0 CALL SMITH A 0 PUT Run Date: 1114/2004 ** List Of Section 13F Securities ** Page 331

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ISSUER NAME ISSUER DESCRIPTION STATUS SMITH INTL INC COM SMITH INTL INC CALL

SMITH INTL INC PUT . SMITH MICRO SOFTWARE INC COM SMITHFIELD FOODS INC COM SMITHFIELD FOODS INC CALL SMITHFIELD FOODS INC PUT SMITHWAY MTR XPRESS CORP CL A SMTC CORP COM SMTEK INTL INC COM NEW SMUCKER J M CO COM NEW SMUCKER J M CO CALL SMUCKER J M CO PUT SWIT-STONE CONTAINER CORP COM SMUFSIT-STONE CONTAINER CORP CALL SMURFIT-STONE CONTAINER COW PUT SMUFSIT-STONE CONTAINER CORP PFD CV EX A 7% SNAP ON INC COM SNAP ON INC CALL SNAP ON MC PUT SOBIESKI BANCORP INC COM SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B SOCIEDAD QUIMICA Y MINERA DE SPONSORED ADR SOCKET COMMUNICATIONS INC COM SODEXHO ALLIANCE SA SPONSORED ADR SOFTWARE HOLDRS TR DEPOSITRY RCPT SOFTWARE HOLDRS TR CALL SOFTWARE HOLDRS TR PUT SOHU COM INC COM SOHU COM INC CALL SOHU COM INC PUT SOLA INTL INC COM SOLA INTL INC CALL SOLA INTL INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 332 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SOLECTRON CORP NOTE 510 SOLECTRON CORP NOTE 1112 SOLECTRON CORP COM SOLECTRON CORP CALL SOLECTRON CORP PUT SOLUTIA INC COM SOLUTIA INC CALL SOLUTIA INC PUT SOMANETICS CORP COM NEW SOMERA COMMUNICATION COM SOMERA COMMUNICATION CALL SOMERA COMMUNICATION PUT SOMERSET HILLS BANCORP COM SOMERSET HILLS BANCORP *W EXP 1 1/30/200 SONESTA INTL HOTELS CORP CLA SONIC AUTOMOTIVE INC NOTE 5.250% 510 SONIC AUTOMOTIVE INC CL A SONIC AUTOMOTM INC CALL SONIC AUTOMOTM INC PUT SONIC NOVATIONS INC COM SONIC FDRY INC COM SONIC FDRY INC CALL SONIC FDRY INC PUT SONIC CORP COM SONIC CORP CALL SONIC COW PUT SONIC SOLUTIONS COM SONIC SOLUTIONS CALL SONIC SOLUTIONS PUT SONICWALL INC COM SONICWALL INC CALL SONICWALL INC PUT SONOCO PRODS CO COM SONOCO PRODS CO CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 333 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS SONOCO PRODS CO PUT SONOMA WEST HLDGS INC COM * SONOSITE INC COM SONOSITE INC CALL SONOSITE INC PUT SONTRA MEDICAL COW COM SONUS PHARMACEUTICALS INC COM * SONYCORP ADR NEW SONY COW CALL SONY CORP PUT SORRENTO NETWORKS COW COM NEW * SOTHEBYS HLDGS INC CL A SOTHEBYS HLDGS INC CALL SOTHEBYS HLDGS INC PUT * SONUS NETWORKS INC COM SONUS NETWORKS INC CALL SONUS NETWORKS INC PUT SOUND FED BANCORP INC COM SOUNDVIEW TECHNOLOGY GROW N COM NEW SOURCE CAP INC COM SOURCE INTERLINK COS INC COM NEW * SOURCECORP COM SOURCECORP CALL SOURCECOW PUT * SOUTH FINL GROUP INC COM SOUTH FINL GROUP INC CALL SOUTH FINL GROUP INC PUT SOUTH JERSEY INDS INC COM SOUTH STR FINL CORP COM SOUTHCOAST FINANCIAL COW COM ADDED SOUTHERN AFRICA FD INC COM SOUTHERN BANC INC COM * SOUTHERNCO COM SOUTHERN CO CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 334 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SOUTHERN CO PUT SOUTHERN CMNTY BK & TR CMWTH COM SOUTHERN CMNTY BK & TR CMWTH *W EXP 091271200 SOUTHERN CMNTY CAP TR I PFD TR CONV SOUTHERN CMNTY FINL CORP COM * SOUTHERN ENERGY HOMES INC COM SOUTHERN ENERGY HOMES INC CALL SOUTHERN ENERGY HOMES INC PUT SOUTHERN FINL BANCORP INC COM SOUTHERN MO BANCORP INC COM SOUTHERN PAC PETE NL SPONS ADR NEW * SOUTHERN PERU COPPER CORP COM SOUTHERN PERU COPPER CORP CALL SOUTHERN PERU COPPER CORP PUT SOUTHERN SEC LIFE INS INC COM SOUTHERN UNION CO COM * SOUTHERN UN CO NEW COM SOUTHERN UN CO NEW CALL SOUTHERN UN CO NEW PUT SOUTHFIRST BANCSHARES INC COM SOUTHSIDE BANCSHARES INC COM SOUTHSIDE CAP TR I1 PFD CONV SECSP * SOUTHTRUST COW COM SOUTHTRUST CORP CALL SOUTHTRUST CORP PUT * SOUTHWEST AIRLS CO COM SOUTHWEST AIRLS CO CALL SOUTHWEST AIRLS CO PUT * SOUTHWEST BANCORPORATION TEX COM SOUTHWEST BANCORPORATION TEX CALL SOUTHWEST BANCORPORATION TEX PUT SOUTHWEST BANCORP INC OKLA COM SOUTHWEST GAS CORP COM SOUTHWALL TECHNOLOGIES INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 335 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SOUTHWEST GA FINL CORP COM SOUTHWEST WTR CO SDCV 6.850% 710 SOUTHWEST WTR CO COM SOUTHWESTERN ENERGY CO COM * SOVEREIGN BANCORP INC COM SOVEREIGN BANCORP INC CALL SOVEREIGN BANCORP INC PUT SOVRAN SELF STORAGE INC COM SPACEHAB INC NOTE 8.000%10/1 SPACEHAB INC NOTE 8.000%10/1 SPACEHAB INC COM SPAIN FD COM SPAN AMER MED SYS INC COM * SPANISH BROADCASTING SYS INC CL A SPANISH BROADCASTING SYS INC CALL SPANISH BROADCASTING SYS INC PUT * SPARTAN MTRS INC COM SPARTAN MTRS INC CALL SPARTAN MTRS INC PUT SPARTAN STORES INC COM SPARTECH COW COM NEW SPARTON COW COM SPATIALIGHT INC COM SPECIALTY LABORATORIES INC COM * SPECTRALINK COW COM SPECTRALINK CORP CALL SPECTRALINK COW PUT SPECTRANETICS COW COM SPECTRASITE INC COM ADDED SPECTRUM CTL INC COM SPECTRUM PHARMACEUTICALS INC COM * SPECTRUM SIGNAL PROCESSING I COM SPECTRUM SIGNAL PROCESSING I CALL SPECTRUM SIGNAL PROCESSING I PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 336 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO 1

ISSUER NAME ISSUER DESCRIPTION STATUS SPEEDUS CORP COM SPEEDWAY MOTORSPORTS INC COM SPEEDWAY MOTORSPORTS INC CALL SPEEDWAY MOTORSPORTS INC PUT SPEIZMAN INDS INC COM DELETED SPHERIX INC COM SPHERION CORP COM SPHERION CORP CALL SPHERION CORP PUT SPINNAKER EXPL CO COM SPINNAKER EXPL CO CALL SPINNAKER EXPL CO PUT SPIRENT PLC SPONS ADR NEW SPIRE CORP COM SPORTSMANS GUIDE INC COM NEW SPORT-HALEY INC COM SPORTSLINE COM INC COM SPORTSLINE COM INC CALL SPORTSLINE COM INC PUT SPORT CHALET INC COM SPORTS CLUB INC COM SPORTS AUTH INC NEW COM SPORTS AUTH INC NEW CALL SPORTS AUTH INC NEW PUT SPORTS RESORTS INTL INC COM SPRINT CORP COM FON GROUP SPRINT COW CALL SPRINT CORP PUT SPRINT COW PCS COM SER 1 SPRINT CORP CALL SPRINT CORP PUT ST ASSEMBLY TEST SVSC LTD ADR SS&C TECHNOLOGIES INC COM SS&C TECHNOLOGIES INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 337 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SS&C TECHNOLOGIES INC PUT STAAR SURGICAL CO COM PAR $0.0 1 STAAR SURGICAL CO CALL STAAR SURGICAL CO PUT STAGE STORES INC *W EXP 081231200 STAGE STORES INC *W EXP 081231200 STAGE STORES INC COM NEW STAGE STORES DIC CALL STAGE STORES INC PUT STAKE TECHNOLOGY LTD COM DELETED STAMPS COM INC COM STAMPS COM INC CALL STAMPS COM TNC PUT STANCORP FINL GROUP INC COM STANCORP FINL GROUP INC CALL STANCORP FINL GROUP INC PUT STANDARD COML COW SDCV 7.250% 313 STANDARD COML CORP COM STANDARD MANAGEMENT CORP COM STANDARD MICROSYSTEMS CORP COM STANDARD MICROSYSTEMS CORP CALL STANDARD MICROSYSTEMS CORP PUT STANDARD MTR PRODS INC SDCV 6.750% 711 STANDARD MTR PRODS INC COM STANDARD PAC CORP NEW COM STANDARD PAC CORP NEW CALL STANDARD PAC CORP NEW PUT STANDARD REGISTER CO COM STANDEX INTL CORP COM STANLEY FURNITURE INC COM NEW STANLEY WKS COM STANLEY WKS CALL STANLEY WKS PUT STAPLES INC Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 338 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS STAPLES INC CALL STAPLES INC PUT STAR BUFFET INC COM STAR GAS PARTNERS L P UNIT LTD PARTNR STAR GAS PARTNERS L P SR SUB UN LTD STAR SCIENTIFIC INC COM * STARBUCKS CORP COM STARBUCKS CORP CALL STARBUCKS CORP PUT STARCRAFT CORP COM STARRETT L S CO CL A STARTEK INC COM STATE AUTO FINL CORP COM STATE BANCORP INC N.Y COM * STARWOOD HOTELS&RESORTS WRLD PAIRED CTF STARWOOD HOTELS&RESORTS WRLD CALL STARWOOD HOTELS&RESORTS WRLD PUT STATE FINL SVCS CORP CL A * STATE STRCORP COM STATE STR COW CALL STATE STR CORP PUT STATE STR CORP UNIT 99/99/9999 ADDED STATEFED FINL CORP COM * STATEN IS BANCORF' INC COM STATEN IS BANCORP INC CALL STATEN IS BANCORP INC PUT * STATION CASINOS INC COM STATION CASINOS INC CALL STATION CASINOS INC PUT STATOIL ASA SPONSORED ADR STEAK N SHAKE CO COM * STEEL DYNAMICS INC COM STEEL DYNAMICS INC CALL STEEL DYNAMICS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 339

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ISSUER NAME ISSUER DESCRIPTION STATUS STEEL TECHNOLOGIES INC COM STEELCLOUD INC COM * STEELCASE INC CL A STEELCASE TNC CALL STEELCASE INC PUT * STEINMARTINC COM STEIN MART INC CALL STEIN MART INC PUT STEINWAY MUSICAL INSTRS INC COM ORD * STELLENTINC COM STELLENT INC CALL STELLENT INC PUT STEMCELLS INC COM STEPAN CO COM STEPAN CO PFD CONV 5.50% STEPHAN CO COM STERLING BANCSHARES INC COM STERLING BK MOUNT LAUREL N J COM * STERICYCLE INC COM STERICYCLE INC CALL STERICYCLE INC PUT * STERISCOW COM STERIS COW CALL STERIS COW PUT * STERLING BANCOW COM STERLING BANCOW CALL STERLING BANCOW PUT STERION INC COM STERLING CAP COW COM STERLING FINL COW COM STERLING FINL COW WASH COM STET HELLAS COMMUNICATIONS S ADR

* STEWART & STEVENSON SVCS INC COM STEWART & STEVENSON SVCS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 340 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS STEWART & STEVENSON SVCS INC PUT * STEWART ENTERPRISES INC CL A STEWART ENTERPRISES INC CALL STEWART ENTERPRISES INC PUT STEWART INFORMATION SVCS COR COM STIFEL FINL COW COM * STILLWATER MNG CO COM STILLWATER MNG CO CALL STILLWATER MNG CO PUT STILWELL FINL INC NOTE 413 STMICROELECTRONICS N V NOTE 912 * STMICROELECTRONICS N V NY REGISTRY STMICROELECTRONICS N V CALL STMICROELECTRONICS N V PUT STOCKERYALE INC COM NEW STOLT NIELSEN S A SP ADR REG COM * STOLT OFFSHORE S A SP ADR REG COM STOLT OFFSHORE S A CALL STOLT OFFSHORE S A PUT * STONE ENERGY COW COM STONE ENERGY CORP CALL STONE ENERGY CORP PUT STONERIDGE INC COM STONEPATH GROUP INC COM STORA ENS0 CORP SPON ADR REP R STORAGE COMPUTER CORP COM * STORAGE TECHNOLOGY CORP COM PAR $0.10 STORAGE TECHNOLOGY CORP CALL STORAGE TECHNOLOGY CORP PUT STRATASYS INC COM STRATEGIC DIAGNOSTICS INC COM STRATEGIC DISTR INC COM NEW STRATEGIC GLOBAL INCOME FD COM * STRATEX NETWORKS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 341 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS STRATEX NETWORKS INC CALL STRATEX NETWORKS INC PUT STREICHER MOBILE FUELING INC COM STREICHER MOBILE FUELING INC *W EXP 1211 11200 * STRATOS INTERNATIONAL INC COM NEW STRATOS INTERNATIONAL INC CALL STRATOS INTERNATIONAL INC PUT STRATTEC SEC CORP COM STRATUS PPTYS INC COM NEW * STRAYEREDINC COM STRAYER ED INC CALL STRAYER ED INC PUT STREETTRACKS SER TR DJ LRG CAP GRW STREETTRACKS SER TR DJ LRG CAP VAL STREETTRACKS SER TR DJ SML CAP GRW STREETTRACKS SER TR DJ SML CAP VAL * STREETTRACKS SER TR DJ GLOB TITANS STREETTRACKS SER TR CALL STREETTRACKS SER TR PUT STREETTRACKS SER TR WILSHIRE REIT STREETTRACKS SER TR MORGN S HI 35T STREETTRACKS SER TR MORG STAN INTR * STREETTRACKS SER TR FORTUNE E-50 STREETTRACKS SER TR CALL STREETTRACKS SER TR PUT * STREETTRACKS SER TR FORTUNE 500 STREETTRACKS SER TR CALL STREETTRACKS SER TR PUT * STRIDE RITE CORP COM STRIDE RITE COW CALL STRIDE RITE CORP PUT STRUCTURED INVTS CORP NOTE 0.250% 810 ADDED * STRYKERCORP COM STRYKER CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 342 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS STRYKER COW PUT STUDENT LN COW COM STURGIS BANCORP INC COM * STURM RUGER & CO INC COM STURM RUGER & CO INC CALL STLRM RUGER & CO INC PUT SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN SUEZ SPONSORED ADR SUFFOLK BANCORP COM SUMMA INDS COM SUMMIT AMER TELEVISION INC COM SUMMIT BANCSHARES INC TEX COM SUMMIT BK COW GA COM SUMMIT FINL COW COM SUMMIT PPTYS INC COM SUN BANCORP INC COM SUN BANCORP INC COM SUN COMMUNITIES INC COM SUN INC SDCV 6.750% 611 * SUN LIFE FINL INC COM SUN LIFE FINL INC CALL SUN LIFE FINL INC PUT * SUN MICROSYSTEMS INC COM SUN MICROSYSTEMS INC CALL SUN MICROSYSTEMS INC PUT SUN HYDRAULICS COW COM SUNAIR ELECTRS INC COM * SUNCOR ENERGY INC COM SUNCOR ENERGY INC CALL SUNCOR ENERGY INC PUT SUNDAY COMMUNICATION LTD SPONS ADR NEW * SUNGARD DATA SYS INC COM SUNGARD DATA SYS INC CALL SUNGARD DATA SYS INC Run Date: ** List Of Section 13F Securities ** Page 343 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SUNLINK HEALTH SYSTEMS INC COM SUNOPTA rNC COM ADDED SUNOCO LOGISTICS PRTNRS L P COM UNITS SUNOCO INC COM SUNOCO INC CALL SUNOCO INC PUT SUNRISE SENIOR LIVING rNC NOTE 5.250% 210 SUNRISE SENIOR LIVING INC COM SUNRISE SENIOR LIVING INC CALL SUNRISE SENIOR LIVING INC PUT SUNRISE TELECOM INC COM SUNTRON COW COM SUNTRUST BKS INC COM SUNTRUST BKS INC CALL SUNTRUST BKS INC PUT SUPERCONDUCTOR TECHNOLOGIES COM SUPERCONDUCTOR TECHNOLOGIES CALL SUPERCONDUCTOR TECHNOLOGIES PUT SUPER VISION INTL INC CL A SUPERGEN INC COM SUPERGEN INC CALL SUPERGEN INC PUT SUPERIOR CONSULTANT HLDGS CO COM SUPERIOR ENERGY SVCS INC COM SUPERIOR ENERGY SVCS INC CALL SUPERIOR ENERGY SVCS INC PUT SUPERIOR INDS INTL INC COM SUPERIOR INDS INTL rNC CALL SUPERIOR INDS INTL INC PUT SUPERIOR UNIFORM GP INC COM SUPERTEX INC COM SUPERTEX INC CALL SUPERTEX INC PUT SUPERVALU INC NOTE 1110 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 344 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION S~A'TUs SUPERVALU INC NOTE 1110 SUPERVALU INC COM SUPERVALU INC CALL SUPERVALU INC PUT SUPPORTSOFT INC COM SUPPORTSOFT INC CALL SUPPORTSOFT INC PUT SUPREME INDS INC CL A SUREBEAM CORP DELETED SUREBEAM CORP CALL DELETED SUREBEAM CORP PUT DELETED SUREWEST COMMUNICATIONS COM SURGICARE INC COM SURMODICS INC COM SURMODICS INC CALL SURMODICS INC PUT SUSQUEHANNA BANCSHARES INC P COM SUSQUEHANNA BANCSHARES INC P CALL SUSQUEHANNA BANCSHARES INC P PUT SUSSEX BANCORP COM SWEDISH MATCH AB SPONSORED ADR SWIFT ENERGY CO COM SWIFT ENERGY CO CALL SWIFT ENERGY CO PUT SWIFT TRANSN CO COM SWIFT TRANSN CO CALL SWIFT TRANSN CO PUT SWISS HELVETIA FD INC COM SWISSCOM AG SPONSORED ADR SWITCHBOARD INC COM SWITCHBOARD INC CALL SWITCHBOARD INC PUT SYBASE INC COM SYBASE INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 345

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ISSUER NAME ISSUER DESCRIPTION STATUS SYBASE INC PUT SYBRON DENTAL SPECIALTIES IN COM SYBRON DENTAL SPECIALTIES IN CALL SYBRON DENTAL SPECIALTIES IN PUT SYCAMORE NETWORKS INC COM SYCAMORE NETWORKS INC CALL SYCAMORE NETWORKS INC PUT SYKES ENTERPRISES INC COM SYKES ENTERPRISES INC CALL SYKES ENTERPRISES INC PUT SYLVAN INC COM SYLVAN LEARNING SYS INC COM SYLVAN LEARNING SYS INC CALL SYLVAN LEARNING SYS INC PUT SYMANTEC CORP NOTE 3.000% 1 110 SYMANTEC CORP COM SYMANTEC CORP CALL SYMANTEC CORP PUT SYMBOL TECHNOLOGIES INC COM SYMBOL TECHNOLOGIES INC CALL SYMBOL TECHNOLOGIES INC PUT SYMMETRICOM INC COM SYMMETRICOM INC CALL SYMMETRICOM INC PUT SYMYX TECHNOLOGIES COM SYMYX TECHNOLOGIES CALL SYMYX TECHNOLOGIES PUT SYMS CORP COM SYNAGRO TECHNOLOGIES INC COM NEW SYNALLOY CP DEL COM SYNAPTICS INC COM SYNAPTICS INC CALL SYNAPTICS INC PUT SYNERGY BRANDS INC COM PAR $.001 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 346 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS SYNGENTA AG SPONSORED ADR SYNGENTA AG CALL SYNGENTA AG PUT SYNERGX SYSTEMS INC COM SYNPLICITY INC COM SYNOPSYS rNC COM SYNOPSYS rNC CALL SYNOPSYS INC PUT SYNOWS FINL COW COM SYNOWS FINL CORP CALL SYNOWS FINL COW PUT SYNTHETECH INC COM SYNTHETECH INC CALL SYNTHETECH INC PUT SYNOVIS LIFE TECHNOLOGIES IN COM SYNOVIS LIFE TECHNOLOGIES M CALL SYNOVIS LIFE TECHNOLOGIES IN PUT SYNTEL INC COM SYNNEX CORP COM ADDED SYNTROLEUM COW COM SYNTROLEUM COW CALL SYNTROLEUM COW PLST SYNTROLEUM CORP * W EXP 111041200 ADDED SYPRIS SOLUTIONS INC COM SYSCO CORP COM SYSCO COW CALL SYSCO COW PUT SYSTEMAX INC COM SYSTEMAX INC CALL SYSTEMAX INC PUT SYSTEMS & COMPUTER TECHNOLOG SDCV 5.000% 1011 SYSTEMS & COMPUTER TECHNOLOG COM

SYSTEMS & COMPUTER TECHNOLOG CALL SYSTEMS & COMPUTER TECHNOLOG PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 347 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TBA ENTMT CORP COM * TBC COW COM TBC COW CALL TBC COW PUT TB WOODS CORP COM * TCFFINLCORP COM TCF FINL CORP CALL TCF FINL CORP PUT TC PIPELINES LP UT COM LTD PRT TCW/DW TERM TR 2003 SH BEN INT DELETED TCW CONV SECS FD INC COM TDK COW AMERN DEP SH TDC AIS SPONSORED ADR * TECO ENERGY INC COM TECO ENERGY INC CALL TECO ENERGY INC PUT TEL OFFSHORE TR UNIT BEN INT TEPPCO PARTNERS L P UT LTD PARTNER TESSCO TECHNOLOGIES INC COM TF FINL COW COM * THQINC COM NEW THQ INC CALL THQ INC PUT TIB FINL COW COM TII NETWORK TECHNOLOGIES INC COM NEW TJX COS INC NEW NOTE 211 * TJX COS INC NEW COM TJX COS INC NEW CALL TJX COS INC NEW PUT * TLC VISION COW COM TLC VISION CORP CALL TLC VISION CORP PUT TMBRISHARP DRILLING INC COM T-NETIX INC Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 348 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TRC COS INC COM TRC COS INC CALL TRC COS INC PUT TIRSYSINC COM DELETED TRM CORP COM TSR INC COM TTM TECHNOLOGIES INC COM TTM TECHNOLOGIES INC CALL TTM TECHNOLOGIES INC PUT T-3 ENERGY SRVCS INC COM TVlA INC COM TXU CORP COM TXU CORP CALL TXU CORP PUT TAG-IT PAC INC COM TAITRON COMPONENTS INC CL A TAIWAN FD INC COM TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR TAIWAN SEMICONDUCTOR MFG LTD CALL TAIWAN SEMICONDUCTOR MFG LTD PUT TAKE-TWO INTERACTIVE SOFTWAR COM TAKE-TWO INTERACTIVE SOFTWAR CALL TAKE-TWO INTERACTIVE SOFTWAR PUT TALBOTS INC COM TALBOTS INC CALL TALBOTS INC PUT TALISMAN ENERGY INC COM TALISMAN ENERGY INC CALL TALISMAN ENERGY INC PUT TALK AMERICA HLDGS INC COM NEW TALK AMERICA HLDGS INC CALL TALK AMERICA HLDGS INC PUT TALX CORP COM TALX CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 349 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 874918 95 5 TALX CORP PUT 875378 10 1 TANDY BRANDS ACCESSORIES INC COM 875465 10 6 TANGER FACTORY OUTLET CTRS I COM 875884 10 9 * TANOXINC COM 875884 90 9 TANOX INC CALL 875884 95 9 TANOX INC PUT 876090 30 9 TARANTELLA INC COM NEW DELETED 87612E 10 6 * TARGETCORP COM 87612E 90 6 TARGET CORP CALL 876 12E 95 6 TARGET COW PUT 87612M 10 8 * TARGETED GENETICS COW COM 87612M 90 8 TARGETED GENETICS CORP CALL 876 12M 95 8 TARGETED GENETICS CORP PLTr 876287 10 3 TARAGON RLTY INVS INC COM 876289 10 9 TARRANT APPAREL GROUP COM 87651B 10 4 TASER INTL INC COM 87651B 11 2 TASER INTL INC *W EXP 051031200 876553 30 6 TASTY BAKING CO COM 876664 10 3 * TAUBMANCTRSINC COM 876664 90 3 TALJBMAN CTRS INC CALL 876664 95 3 TAUBMAN CTRS INC PUT 87685 1 10 6 TAYLOR CAP GROUP INC COM 877163 10 5 TAYLOR DEVICES INC COM 87815U 20 4 TEAMSTAFF INC COM NEW 87815X 10 9 TEAM FINANCIAL INC COM 878155 10 0 TEAM INC COM 87816F 10 7 TEAM AMERICA INC COM DELETED 878237 AC 0 TECH DATA CORP SDCV 2.000% 1211 878237 10 6 * TECH DATA CORP COM 878237 90 6 TECH DATA CORP CALL 878237 95 6 TECH DATA CORP PUT 878293 10 9 TECH OPS SEVCON INC COM 878311 109 TECHTEAM GLOBAL INC COM 878330 10 9 TECHE HLDG CO COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 350 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 lVMOOl

ISSUER NAME ISSUER DESCRIPTION STATUS * TECHNECOW COM TECHNE COW CALL TECHNE COW PUT TECHNICAL OLYMPIC USA INC COM TECHNIP NEW SPONSORED ADR * TECHNITROL INC COM TECHNITROL INC CALL TECHNITROL INC PUT TECHNOLOGY FLAVORS & FRAGRAN COM TECHNOLOGY INVT CAP COW COM ADDED * TECHNOLOGY SOLUTIONS CO COM TECHNOLOGY SOLUTIONS CO CALL TECHNOLOGY SOLUTIONS CO PUT TECHNOLOGY RESH COW COM NEW TECHNOMATIX TECHNOLOGIES LTD NOTE 5.250% 8/1 * TECUMSEH PRODS CO CL B TECUMSEH PRODS CO CALL TECUMSEH PRODS CO PUT * TECUMSEH PRODS CO CL A TECUMSEH PRODS CO CALL TECUMSEH PRODS CO PUT TEKNOWLEDGE COW NEW COM NEW TEGAL COW COM TEJON RANCH CO DEL COM * TEKELEC COM TEKELEC CALL TEKELEC PUT * TEKTRONIXINC COM TEKTRONIX INC CALL TEKTRONIX INC PUT TELE CENTRO OESTE CELULAR S SPON ADR PFD TELE CELULAR SUL PART S A SPON ADR PFD TELE NORDESTE CELULAR PART S SPON ADR PFD TELE NORTE CELULAR PART S A SPON ADR PFD Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 351

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ISSUER NAME ISSUER DESCRIPTION STATUS * TELE NORTE LESTE PART S A SPON ADR PFD TELE NORTE LESTE PART S A CALL TELE NORTE LESTE PART S A PUT TELE SUDESTE CELULAR PART S SPON ADR PFD * TELECOM HLDRS TR DEPOSITRY RCPT TELECOM HLDRS TR CALL TELECOM HLDRS TR PUT * TELECOM ITALIA S PA NEW SPON ADR ORD TELECOM ITALIA S P A NEW CALL TELECOM ITALIA S P A NEW PUT TELECOM ITALIA S PA NEW SPON ADR SVGS * TELECOMM ARGENTINA STET-FRAN SPON ADR REP B TELECOMM ARGENTINA STET-FRAN CALL TELECOMM ARGENTINA STET-FRAN PUT * TELECOM CORP NEW ZEALAND LTD SPONSORED ADR TELECOM CORP NEW ZEALAND LTD CALL TELECOM CORP NEW ZEALAND LTD PUT * TELECOMLJNICACOES BRASILEIRAS SPONSORED ADR TELECOMLJNICACOES BRASILEIRAS CALL TELECOMLTNICACOES BRASILEIRAS PUT TELECOMLJNICACOES DE SAO PAUL SPON ADR PFD * TELECOMMUNICATION SYS INC CL A TELECOMMUNICATION SYS INC CALL TELECOMMUNICATION SY S INC PUT * TELEDYNE TECHNOLOGIES INC COM TELEDYNE TECHNOLOGIES INC CALL TELEDYNE TECHNOLOGIES INC PUT * TELEFLEXINC COM TELEFLEX INC CALL TELEFLEX INC PUT * TELEFONICA DE ARGENTINA S A SPADR 3156 B TELEFONICA DE ARGENTINA S A CALL TELEFONICA DE ARGENTINA S A PUT TELEFONICA MOVILES S A SPONSORED ADR Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 352 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS * TELEFONICA S A SPONSORED ADR TELEFONICA S A CALL TELEFONICA S A PUT TELEFONICA DEL PERU S A SP ADR NEW B TELEFONOS DE MEXICO S A DBCV 4.250% 611 TELEFONOS DE MEXICO S A . SPON ADR A SHS * TELEFONOS DE MEXICO S A SPON ADR ORD L TELEFONOS DE MEXICO S A CALL TELEFONOS DE MEXICO S A PUT TELELESTE CELULAR PART S A SPON ADR PFD TELEKOM AUSTRLA AG SPONSORED ADR * TELEPHONE & DATA SYS INC COM TELEPHONE & DATA SYS INC CALL TELEPHONE & DATA SYS INC PUT TELEMIG CELULAR PART S A SPON ADR PFD TELENOR ASA SPONSORED ADR TELETOUCH COMMLTNICATIONS INC COM NEW TELESP CELULAR PART S A SPON ADR PFD TELE2 AB SPON ADR CL A TELE2 AB SPON ADR REP B TELEWEST COMMUNICATIONS PLC SPON ADR NEW * TELIKINC COM TELIK INC CALL TELIK INC PUT TELIASONERA A B SPONSORED ADR TELKOM SA LTD SPONSORED ADR * TELLABS INC COM TELLAB S INC CALL TELLABS INC PUT * TELLIUMINC COM DELETED TELLIUM INC CALL DELETED TELLIUM INC PUT DELETED TELSTRA CORP LTD SPON ADR FINAL * TELLTLARCORP COM NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 353

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ISSUER NAME ISSUER DESCRIPTION STATUS TELULAR CORP CALL TELULAR CORP PUT TELUS CORP NON-VTG SHS * TEMPLE INLAND INC COM TEMPLE INLAND INC CALL TEMPLE INLAND INC PUT * TELETECH HOLDINGS INC COM TELETECH HOLDINGS INC CALL TELETECH HOLDINGS INC PUT TELESYSTEM INTL WIRELESS INC COM NEW TEMPLETON DRAGON FD INC COM TEMPLETON EMERGING MKTS FD I COM TEMPLETON EMERG MKTS INCOME COM TEMPLETON GLOBAL INCOME FD I COM TEMPLETON RUS AND EAST EUR F COM TENARIS S A SPONSORED ADR * TENET HEALTHCARE CORP COM TENET HEALTHCARE CORP CALL TENET HEALTHCARE CORP PUT TENGASCO INC COM NEW TENNANT CO COM * TENNECO AUTOMOTIVE INC COM TENNECO AUTOMOTIVE INC CALL TENNECO AUTOMOTIVE INC PUT TERADYNE INC SDCV 3.750% 1011 * TERADYNEINC COM TERADYNE INC CALL TERADYNE INC PUT TERAYON COMMUNICATION SYS NOTE 5.000% 810 * TERAYON COMMUNICATION SYS COM TERAYON COMMUNICATION SYS CALL TERAYON COMMUNICATION SYS PUT * TEREXCORPNEW COM TEREX CORP NEW CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 354 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS TEREX CORP NEW PUT TERRA INDS INC COM TERRA INDS INC CALL TERRA INDS INC PUT TERRA NETWORKS S A SPONSORED ADR TERRA NETWORKS S A CALL TERRA NETWORKS S A PUT TERRA NITROGEN CO L P COM UNIT TERREMARK WORLDWIDE INC COM TESCO CORP COM TESORO PETE CORP COM TESORO PETE CORP CALL TESORO PETE CORP PUT TETON PETE CO COM NEW TETRA TECHNOLOGIES MC DEL COM TETRA TECHNOLOGIES INC DEL CALL TETRA TECHNOLOGIES INC DEL PUT TETRA TECH INC NEW COM TETRA TECH INC NEW CALL TETRA TECH INC NEW PUT TEVA PHARMACEUTICAL lNDS LTD ADR TEVA PHARMACEUTICAL INDS LTD CALL TEVA PHARMACEUTICAL INDS LTD PUT TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%1011 DELETED TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 811 TESSERA TECHNOLOGIES INC COM ADDED TESMA INTL INC CL A SUB VTG TEXAS CAPITAL BANCSHARES INC COM TEXAS GENCO HLDGS INC COM TEXAS GENCO HLDGS INC CALL TEXAS GENCO HLDGS INC PUT TEXAS INDS INC COM TEXAS INDS INC CALL TEXAS INDS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 355

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ISSUER NAME ISSUER DESCRIPTION STATUS TEXAS INSTRS INC COM TEXAS INSTRS INC CALL TEXAS INSTRS INC PUT TEXAS PAC LD TR SUB CTF PROP I T TEXAS REGL BANCSHARES INC CL A VTG TEXAS UTD BANCSHARES INC COM THAI FD INC COM THAI CAP FD INC COM NEW TEXTRON INC COM TEXTRON INC CALL TEXTRON INC PUT TEXTRON INC PFD CONV $2.08 TEXTRON INC PFD CONV $1.40 THERAGENICS CORP COM THERAGENICS CORP CALL THERAGENICS CORP PUT THERASENSE INC COM THERASENSE INC CALL THERASENSE INC PUT THEW-WAVE INC COM THEW-WAVE INC CALL THEW-WAVE INC PUT THERMO ELECTRON CORP SDCV 3.250941 110 THERMO ELECTRON CORP COM THERMO ELECTRON CORP CALL THERMO ELECTRON CORP PUT THERMOGENESIS CORP COM NEW THERMOVIEW INDS INC COM NEW THESTREET COM COM THESTREET COM CALL THESTREET COM PUT THIRD WAVE TECHNOLOGIES INC COM THISTLE GROUP HLDGS CO COM THOMAS & BETTS CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 356 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS THOMAS & BETTS CORP CALL THOMAS & BETTS CORP PUT THOMAS INDS INC COM THOMSON CORP COM THOMSON CORP CALL THOMSON CORP PUT THOMSON SPONSORED ADR THOR INDS INC COM THOR INDS INC CALL THOR INDS INC PUT THORATEC CORP COM NEW THORATEC CORP CALL THORATEC CORP PUT THORNBURG MTG INC COM THORNBLRG MTG INC CALL THORNBLRG MTG INC PUT 3COM CORP COM 3COM CORP CALL 3COM CORP PUT 3-D SYS CORP DEL COM NEW THREE FIVE SYS INC COM THREE FIVE SYS INC CALL THREE FIVE SYS INC PUT 3M CO COM 3M CO CALL 3M CO PUT TIBCO SOFTWARE INC COM TIBCO SOFTWARE INC CALL TIBCO SOFTWARE INC PUT TIDE WATER INC COM TIDEWATER INC CALL TIDEWATER INC PUT TIER TECHNOLOGIES INC CL B TIER TECHNOLOGIES INC Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 357

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ISSUER NAME ISSUER DESCRIPTION STATUS TIER TECHNOLOGIES INC PUT TIERONE CORP COM

TIFFANY & CO NEW COM

TIFFANY & CO NEW CALL

TIFFANY & CO NEW PUT TIMBERLAND BANCORP INC COM TIMBERLAND CO CL A TIMBERLAND CO CALL TIMBERLAND CO PUT TIMBERLINE SOFTWARE CORP COM DELETED TIMBERLINE SOFTWARE CORP CALL DELETED TIMBERLINE SOFTWARE CORP PUT DELETED TIME WARNER INC COM ADDED TIME WARNER INC CALL ADDED TIME WARNER INC PUT ADDED TIME WARNER TELECOM INC CL A TIME WARNER TELECOM INC CALL TIME WARNER TELECOM INC PUT TIMKEN CO COM TIMKEN CO CALL TIMKEN CO PUT TIPPERARY COW COM PAR $0.02 TIPPINGPOINT TECH INC COM TITAN CORP COM TITAN CORP CALL TITAN CORP PUT TITAN CORP PFD CONV $1 TITAN INTL INC ILL COM TITAN INTL INC ILL CALL TITAN INTL INC ILL PUT TITAN PHARMACEUTICALS INC DE COM TITAN PHARMACEUTICALS INC DE CALL TITAN PHARMACEUTICALS INC DE PUT TITANIUh4 METALS CORP COM NEW Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 358 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TIVO INC NOTE 7.000% 811 DELETED TIVO INC COM TIVO INC CALL TIVO INC PUT TODD SHIPYARDS CORP DEL COM TODHUNTER INTL INC DEL COM TOFUTTI BRANDS INC COM TOLL BROTHERS INC COM TOLL BROTHERS INC CALL TOLL BROTHERS INC PUT TOLLGRADE COMMUNICATIONS INC COM TOLLGRADE COMMUNICATIONS INC CALL TOLLGRADE COMMUNICATIONS INC PUT TOMKINS PLC SPONSORED ADR TOMPKINSTRUSTCO INC COM TOO INC COM TOO INC CALL TOO INC PUT TOOTSIE ROLL INDS INC COM TOOTSIE ROLL INDS INC CALL TOOTSIE ROLL INDS INC PUT TOPAZ GROUP INC NV COM PAR $.001 TOPPS INC COM TOPPS INC CALL TOPPS INC PUT TOR MINERALS INTL INC COM TORCH ENERGY ROYALTY TRUST UNIT BEN INT TORCH OFFSHORE INC COM TORCHMARK COW COM TORCHMARK COW CALL TORCHMARK CORP PUT TOREADOR RES CORP COM TORO CO COM TORO CO CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 359 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TOR0 CO PUT TORONTO DOMINION BK ONT COM NEW TORONTO DOMlNION BK ONT CALL TORONTO DOMINION BK ONT PUT TOTAL ENTMT RESTAURANT CORP COM TOTAL S A SPONSORED ADR TOTAL S A CALL TOTAL S A PUT TOWER AUTOMOTIVE INC NOTE 5.000% 810 TOWER AUTOMOTIVE INC COM TOWER AUTOMOTIVE INC CALL TOWER AUTOMOTIVE INC PUT TOWER FINANCIAL CORP COM TOTAL SYS SVCS INC COM TOTAL SYS SVCS INC CALL TOTAL SYS SVCS INC PUT TRACK DATA CORP COM TOWN & CTRY TR SH BEN INT TOYOTA MOTOR CORP SP ADR REP2COM TOYOTA MOTOR CORP CALL TOYOTA MOTOR CORP PUT TOYS R US INC COM TOYS R US INC CALL TOYS R US INC PUT TPG N V SPONSORED ADR TRACTOR SLPPLY CO COM TRACTOR SUPPLY CO CALL TRACTOR SUPPLY CO PUT TRADESTATION GROUP INC COM TRADESTATION GROUP INC CALL TRADESTATION GROUP INC PUT TRAFFIX INC COM TRAILER BRIDGE COM TRAMMELL CROW CO COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 360 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIP'TION STATUS TRANSACT TECHNOLOGIES INC COM TRANS INDS INC COM TRANS LUX CORP NOTE 7.500% 1210 TRANS LUX CORP COM * TRANS WORLD ENTMT CORP COM TRANS WORLD ENTMT CORP CALL TRANS WORLD ENTMT CORP PUT * TRANSACTION SYS ARCHITECTS CL A TRANSACTION SYS ARCHITECTS CALL TRANSACTION SYS ARCHITECTS PUT * TRANSALTA CORP COM TRANSALTA CORP CALL TRANSALTA CORP PUT TRANSAMERICA INCOME SHS INC COM * TRANSATLANTIC HLDGS INC COM TRANSATLANTIC HLDGS INC CALL TRANSATLANTIC HLDGS INC PUT TRANSCAT INC COM * TRANSCANADA CORP COM TRANSCANADA COW CALL TRANSCANADA CORP PUT TRANSCONTINENTAL RLTY INVS COM NEW TRANSGENOMIC INC COM TRANSGENE S A SPONSORED ADR TRANSGLOBE ENERGY CORP COM ADDED * TRANSKARYOTIC THERAPIES INC COM TRANSKARYOTIC THERAPIES INC CALL TRANSKARYOTIC THERAPIES INC PUT * TRANSMETA CORP DEL COM TRANSMETA COW DEL CALL TRANSMETA CORP DEL PUT TRANSNATIONAL FINL NETWORK I COM TRANSOCEAN SEDCO FOREX INC DBCV 512 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 511 Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 361 Run Time: 10:53 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TRANSPORT CORP OF AMER INC COM TRANSPORTADORA DE GAS SUR SPON ADR B TRANSPRO INC COM TRANSTECHNOLOGY CORP DEL COM TRANSCEND SERVICES INC COM NEW TRANSMONTAIGNE INC COM TRANSWITCH COW NOTE 4.500% 911 TRANSWITCH CORP NOTE 5.450% 913 ADDED * TRANSWITCH CORP COM TRANSWITCH CORP CALL TRANSWITCH CORP PUT * TRAVELERS PPTY CAS CORP NEW CLA TRAVELERS PPTY CAS COW NEW CALL TRAVELERS PPTY CAS CORP NEW PUT TRAVELERS PPTY CAS COW NEW NT CV JR 2032 * TRAVELERS PPTY CAS COW NEW CL B TRAVELERS PPTY CAS COW NEW CALL TRAVELERS PPTY CAS CORP NEW PUT TRAVIS BOATS & MTRS INC COM TREDEGAR COW COM TREND MICRO INC SPONS ADR NEW TREX INC COM * TRICONTLCORP COM TRI CONTL CORP CALL TRI CONTL COW PUT TRI VY COW COM ADDED * TRIAD HOSPITALS INC COM TRIAD HOSPITALS INC CALL TRIAD HOSPITALS INC PUT * TRIDENT MICROSYSTEMS INC COM TRIDENT MICROSYSTEMS INC CALL TRIDENT MICROSYSTEMS INC PUT TRIAD GTY INC COM * TRIARCCOSINC CL A Run Date: 111412004 ** List Of Section 13F Securities ** Page 362 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TRIARC COS INC CALL TRIARC COS INC PUT TRIARC COS MC CLB SER 1 TRIBUNE CO NEW COM TRIBUNE CO NEW CALL TRIBUNE CO NEW PUT TRICO BANCSHARES COM TRICO MARINE SERVICES INC COM TRICO MARINE SERVICES INC CALL TRICO MARINE SERVICES INC PUT TRICOM SA SPON ADR REP A TRIKON TECHNOLOGIES INC COM NEW TRIMBLE NAVIGATION LTD COM TRIMBLE NAVIGATION LTD CALL TRIMBLE NAVIGATION LTD PUT TRIMERIS MC COM TRIMERIS INC CALL TRIMERIS INC PUT TRINITY BIOTECH PLC SPONSORED ADR TRINITY INDS INC COM TRINITY INDS INC CALL TRINITY INDS rNC PUT TRINTECH GROUP PLC SPONS ADR NEW TRIO TECH INTL COM NEW TRIPATH TECHNOLOGY INC COM TRIPATH TECHNOLOGY INC CALL TRIPATH TECHNOLOGY INC PUT TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 310 TRIQUINT SEMICONDUCTOR INC COM TRIQUINT SEMICONDUCTOR INC CALL TRIQUINT SEMICONDUCTOR INC PUT TRITON PCS HLDGS INC CLA TRITON PCS HLDGS INC CALL TRITON PCS HLDGS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 363

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ISSUER NAME ISSUER DESCRIPTION STATUS TRIUMPH GROUP INC NEW COM TRIUMPH GROUP INC NEW CALL TRIUMPH GROUP INC NEW PUT TRIZEC PROPERTIES INC COM TRIZEC PROPERTIES INC CALL TRIZEC PROPERTIES INC PUT TRIZETTO GROUP INC COM TRIZETTO GROUP INC CALL TRIZETTO GROUP INC PUT TRIPOS INC COM TRIZEC HAHN CORP DEB 3.000% 112 TRIPATH IMAGING INC COM TRIPATH IMAGING INC CALL TRIPATH IMAGING INC PUT TROPICAL SPORTSWEAR INTL COR COM TROVER SOLUTIONS INC COM TROY FINL CORP COM TROY GROW INC COM TRUMP HOTELS & CASINO RESORT COM TRUMP HOTELS & CASINO RESORT CALL TRUMP HOTELS & CASINO RESORT PUT TRUST CO NJ JERSEY CITY NEW COM TRUSTCO BK CORP N Y COM TRUSTCO BK COW N Y CALL TRUSTCO BK COW N Y PUT TRUSTMARK COW COM TRUSTMARK COW CALL TRUSTMARK CORP PUT TUESDAY MORNING CORP COM NEW TUESDAY MORNING CORP CALL TUESDAY MORNING CORP PUT TUFCO TECHNOLOGIES INC COM TULARIK INC COM TULARIK INC CALL Run Date: ** List Of Section 13F Securities ** Page 364 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOO 1

ISSUER NAME ISSUER DESCRIPTION STATUS TULARIK INC PUT TUMBLEWEED INC COM DELETED * TUMBLEWEED COMMUNICATIONS CO COM TUMBLEWEED COMMUNICATIONS CO CALL TUMBLEWEED COMMUNICATIONS CO PUT * TUPPERWARE COW COM TUPPERWARE COW CALL PUT TURKCELL ILETISIM HIZMETLEFU SPON ADR NEW TURKISH INVT FD INC COM * TURNSTONE SYSTEMS INC COM DELETED TURNSTONE SYSTEMS INC CALL DELETED TURNSTONE SYSTEMS INC PUT DELETED * TUTSYSTEMS COM TUT SYSTEMS CALL TUT SYSTEMS PUT TUTOGEN MEDICAL INC COM TUXIS COW COM * WAZTECASADECV SPONSORED ADR CALL WAZTECASADE C V PUT * TWEETER HOME ENTMT GROUP INC COM . TWEETER HOME ENTMT GROUP INC CALL TWEETER HOME ENTMT GROUP INC PUT 2 1ST CENTY INS GROUP COM * 2417 REAL MEDIA INC COM 2417 REAL MEDIA INC CALL 2417 REAL MEDIA INC PUT 2 1ST CENTY HLDG CO COM 2 1ST CENTY HLDG CO *W EXP 0713 11200 ADDED TWIN DISC INC COM nwmc COM TYCO INTL GROUP S A DBCV 211 TYCO INTL GROUP S A DBCV 3.125% 111 Run Date: ** List Of Section 13F Securities ** Page 365 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS TYCO INTL GROUP S A DBCV 2.750% 111 TYCO INTL GROUP S A DBCV 3.125% 111 TYCO INTL LTD NEW NOTE 1111 * TYCO INTL LTD NEW COM TYCO INTL LTD NEW CALL TYCO INTL LTD NEW PUT TYLER TECHNOLOGIES INC COM * TYSON FOODS INC CL A TYSON FOODS INC CALL TYSON FOODS INC PUT * UCBH HOLDINGS INC COM UCBH HOLDINGS INC CALL UCBH HOLDINGS INC PUT UFP TECHNOLOGIES INC COM UGC EUROPE INC COM * UGICORPNEW COM UGI CORP NEW CALL UGI CORP NEW PUT * UICI COM UICI CALL UICI PUT UIL HLDG COW COM UMB FINL CORP COM U S B HLDG INC COM * USTINC COM UST INC CALL UST INC PUT USA TRUCK INC COM U S ENERGY SYS INC COM U S GLOBAL INVS INC CL A U S RESTAURANT PPTYS INC COM U S RESTAURANT PPTYS INC PFD CV SERA * US BANCORP DEL COM NEW US BANCORP DEL CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 366 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS US BANCORP DEL PUT U S LIQUIDS INC COM DELETED UQM TECHNOLOGIES INC COM URS COW NEW SDCV 6.500% 211 URS COW NEW COM USANA HEALTH SCIENCES INC COM USANA HEALTH SCIENCES INC CALL USANA HEALTH SCIENCES INC PUT USF&G CORP NOTE 310 USGCORP COM NEW USGCORP CALL USGCORP PUT US LEC CORP CL A US LEC CORP CALL US LEC CORP PUT USEC INC COM USEC INC CALL USEC INC PUT U S I HLDGS COM U S CONCRETE INC COM U S HOME SYS INC COM U S PHYSICAL THERAPY INC COM U S XPRESS ENTERPRISES INC CL A US ONCOLOGY INC COM US ONCOLOGY INC CALL US ONCOLOGY INC PUT UBIQUITEL INC COM UBIQUITEL INC CALL UBIQUITEL INC PUT ULTICOM INC COM ULTICOM INC CALL ULTICOM INC PUT ULTIMATE ELECTRS INC COM ULTIMATE ELECTRS INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 367

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ISSUER NAME ISSUER DESCRIPTION STATUS ULTIMATE ELECTRS INC PUT ULTIMATE SOFTWARE GROUP INC COM * ULTRALIFE BATTERIES INC COM ULTRALIFE BATTERIES INC CALL ULTRALIFE BATTERIES INC PUT * ULTRA PETROLEUM CORP COM ULTRA PETROLEUM CORP CALL ULTRA PETROLEUM CORP PUT ULTRAPAR PARTICIPACOES S A SP ADR REP PFD * ULTRATECHINC COM LETRATECH INC CALL ULTRATECH INC PUT UMPQUA HLDGS CORP COM UNI MARTS INC COM * UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT UNIBANCO-UNIAO DE BANCOS BRA CALL UNIBANCO-UNIAO DE BANCOS BRA PUT UNICO AMERN CORP COM UNIFAB INTERNATIONAL INC COM NEW * UNIFI INC COM UNIFI INC CALL UNIFI INC PUT UNIFIRST COW MASS COM UNILEVER PLC SPON ADR NEW * UNILEVERNV N Y SHS NEW UNILEVER N V CALL UNILEVER N V PUT UNION BANCORP INC COM UNION BANKSHARES CORP COM UNION BANKSHARES INC COM UNION CMNTY BANCORP COM UNION ELEC CO COM UNION FINL BANCSHARES INC COM * UNION PACCORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 368 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS UNION PAC CORP CALL UNION PAC COW PUT UNION PLANTERS CORP COM UNION PLANTERS CORP CALL UNION PLANTERS CORP PUT UNION PLANTERS COW PFD CONV CL E UNIONBANCAL CORP COM UNIONBANCAL CORP CALL UNIONBANCAL COW PUT UNIONBANCOW INC COM UNISOURCE ENERGY CORP COM UNISOURCE ENERGY COW CALL UNISOURCE ENERGY COW PUT UNISYS COW COM UNISYS COW CALL UNISYS CORP PUT UNIT CORP COM UNIT CORP CALL UNIT COW PUT UNITED AMERN HEALTHCARE CORP COM UNITED AUTO GROUP INC COM UNITED AUTO GROUP INC CALL UNITED AUTO GROUP INC PUT UNITED BANCSHARES lNC OHIO COM UNITED BUSINESS MEDIA PLC ADR UNITED CMNTY FINL CORP OHIO COM UNITED CMNTY BKS BLAIRSVLE G CAP STK UNITED BANKSHARES INC WEST V COM UNITED BANKSHARES INC WEST V CALL UNITED BANKSHARES INC WEST V PUT UNITED BANCOW INC OHIO COM UNITED CAPITAL CORP COM UNITED FINL CORP MINN COM UNITED DEFENSE INDS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 369 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS UNITED DEFENSE INDS INC CALL UNITED DEFENSE INDS INC PUT UNITED DOMINION REALTY TR IN COM UNITED FINL MTG CORP COM NEW

UNITED FIRE & CAS CO COM

UNITED FIRE & CAS CO PFD CONV A % UNITED GUARDIAN INC COM UNITED HERITAGE COW COM NEW * UNITED INDL COW COM UNITED INDL CORP CALL UNITED INDL CORP PUT * UNITED MICROELECTRONICS COW SPONSORED ADR UNITED MICROELECTRONICS COW CALL UNITED MICROELECTRONICS COW PUT UNITED NATL BANCORP N J COM UNITED MOBILE HOMES INC COM * UNITED NAT FOODS INC COM UNITED NAT FOODS INC CALL UNITED NAT FOODS INC PUT * UNITED ONLINE INC COM UNITED ONLINE INC CALL UNITED ONLINE INC PUT UNITED PANAM FINANCIAL CP COM * UNITED PARCEL SERVICE INC CL B UNITED PARCEL SERVICE INC CALL UNITED PARCEL SERVICE INC PUT * UNITED RENTALS INC COM UNITED RENTALS INC CALL UNITED RENTALS INC PUT UNITED RETAIL GROUP INC COM * UNITED SEC BANCSHARES INC SHS UNITED SEC BANCSHARES INC CALL UNITED SEC BANCSHARES INC PUT UNITED SECURITY BANCSHARES C COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 370 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS UNITED STATES CELLULAR CORP NOTE 611 UNITED STATES CELLULAR CORP COM UNITED STATES CELLULAR CORP CALL UNITED STATES CELLULAR CORP PUT U S ENERGY CORP WYO COM UNITED STATES EXPL INC COM NEW US AIRWAYS GROUP INC CLA ADDED US AIRWAYS GROUP INC CALL ADDED US AIRWAYS GROUP INC PUT ADDED UNITED STATES LIME & MINERAL COM UNITED STATES STL CORP NEW COM UNITED STATES STL CORP NEW CALL UNITED STATES STL CORP NEW PUT UNITED STATES STL CORP NEW PFD CV B 7% UNITED STATIONERS INC COM UNITED STATIONERS INC CALL UNITED STATIONERS INC PUT UNITED SURGICAL PARTNERS INT COM UNITED SURGICAL PARTNERS INT CALL UNITED SURGICAL PARTNERS INT PUT UNITED TECHNOLOGIES CORP COM UNITED TECHNOLOGIES CORP CALL UNITED TECHNOLOGIES CORP PUT UNITED THERAPEUTICS CORP DEL COM UNITED THERAPEUTICS CORP DEL CALL UNITED THERAPEUTICS CORP DEL PUT UNITED TENN BANKSHARES INC COM UNITED UTILS PLC SPONSORED ADR UNITEDHEALTH GROUP INC COM UNITEDHEALTH GROUP INC CALL UNITEDHEALTH GROUP INC PUT UNITEDGLOBALCOM CL A UNITEDGLOBALCOM CALL UNITEDGLOBALCOM PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 371

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ISSUER NAME ISSUER DESCRIPTION STATUS UNITIL CORP COM * UNITRININC COM UNITFUN INC CALL UNITFUN INC PUT UNITY BANCORP INC COM UNIVERSAL ACCESS GLOBAL HLDG COM NEW UNIVERSAL AMERN FINL CORP COM UNIVERSAL AUTOMOTIVE INDS IN COM UNIVERSAL AUTOMOTIVE INDS IN * W EXP 0 113 11200 * UNIVERSAL COMPRESSION HLDGS COM UNIVERSAL COMPRESSION HLDGS CALL UNIVERSAL COMPRESSION HLDGS PUT * UNIVERSAL CORP VA COM UNIVERSAL CORP VA CALL UNIVERSAL CORP VA PUT UNIVERSAL DISPLAY CORP COM UNIVERSAL ELECTRS INC COM UNIVERSAL FST PRODS INC COM UNIVERSAL HEALTH RLTY INCM T SH BEN INT UNIVERSAL SEC INSTRS TNC COM NEW UNIVERSAL STAINLESS &ALLOY COM UNIVERSAL HLTH SVCS INC DBCV 0.426% 612 * UNIVERSAL HLTH SVCS INC CL B UNIVERSAL HLTH SVCS INC CALL UNIVERSAL HLTH SVCS INC PUT UNIVERSITY BANCORP INC MICH COM * UNIVISION COMMUNICATIONS INC CL A UNIVISION COMMUNICATIONS INC CALL UNIVISION COMMUNICATIONS INC PUT UNIVEST CORP PA COM UNIZAN FINANCIAL CORP COM * UNOCALCORP COM UNOCAL COW CALL UNOCAL CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 372 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS UNOVA INC COM UNOVA INC CALL UNOVA INC PUT UNUMPROVIDENT CORP COM UNUMPROVIDENT CORP CALL UNUMPROVIDENT COW PUT UPM KYMMENE CORP SPONSORED ADR URBAN OUTFITTERS INC COM URBAN OUTFITTERS INC CALL URBAN OUTFITTERS INC PUT URECOATS INDUSTRIES INC COM NEW UROLOGIX INC COM UROLOGIX INC CALL UROLOGIX INC PUT URSTADT BIDDLE PPTYS INS COM URSTADT BIDDLE PPTYS INS CL A US DATAWORKS INC COM DELETED US DATAWORKS INC COM NEW ADDED USF CORP COM USF CORP CALL USF CORP PUT USUW AMERICA INC COM UTAH MED PRODS INC COM UTAH MED PRODS INC CALL UTAH MED PRODS INC PUT UTEK CORP COM VI TECHNOLOGIES INC COM UTILITIES HOLDRS TR DEPOSITRY RCPT UTILITIES HOLDRS TR CALL UTILITIES HOLDRS TR PUT UTSTARCOM INC NOTE 0.875% 310 ADDED UTSTARCOM INC COM UTSTARCOM INC CALL UTSTARCOM INC PUT Run Date: ** List Of Section 13F Securities ** Page 373 Fiscal Year: 2003 Qtr: 4 I Run Time: IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS * VA SOFTWARE CORP COM VA SOFTWARE CORP CALL VA SOFTWARE CORP PUT VCA ANTECH INC COM * VFCORP COM V F CORP CALL V F CORP PUT VLPS LTG SVCS INTL INC COM DELETED VSE CORP COM VrYO INC COM NEW VAIL BANKS INC COM * VAIL RESORTS INC COM VAIL RESORTS INC CALL VAIL RESORTS INC PUT VALASSIS COMMUNICATIONS INC NOTE 610 VALASSIS COMMUNICATIONS INC NOTE 1.625% 512 ADDED * VALASSIS COMMUNICATIONS INC COM VALASSIS COMMUNICATIONS INC CALL VALASSIS COMMUNICATIONS INC PUT * VALHIINCNEW COM VALHI INC NEW CALL VALHI INC NEW PUT * VALENCE TECHNOLOGY INC COM VALENCE TECHNOLOGY INC CALL VALENCE TECHNOLOGY INC PUT * VALEANT PHARMACEUTICALS INTL COM ADDED VALEANT PHARMACEUTICALS INTL CALL ADDED VALEANT PHARMACEUTICALS INTL PUT ADDED VALENTIS INC COM NEW VALERO L P COM UT LTD PRT * VALERO ENERGY CORP NEW COM VALERO ENERGY CORP NEW CALL VALERO ENERGY CORP NEW PUT VALLEY FORGE SCIENTIFIC CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** ) Page 374 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 919792 10 1 VALLEY NATIONAL GASES INC COM 91 9794 10 7 * VALLEY NATL BANCORP COM 1 919794907 VALLEY NATL BANCORP CALL

I1 91979495 7 VALLEY NATL BANCORP PUT 1 920253 10 1 * VALMONT INDS INC COM ! 920253 90 1 VALMONT INDS INC CALL j $ 920253 95 1 VALMONT INDS INC PUT 1 4 920344 10 8' VALPEY FISHER CORP COM I 3 920355 10 4 * VALSPAR CORP COM i 1 920355 90 4 VALSPAR COW CALL VALSPAR CORP PUT VALUE CITY DEPT STORES INC COM DELETED VALUE LINE INC COM * VALUECLICK INC COM VALUECLICK INC CALL VALUECLICK INC PUT * VALUEVISION MEDIA INC CL A VALUEVISION MEDIA INC CALL VALUEVISION MEDIA INC PUT VAN KAMPEN h4UN INCOME TR COM VAN KAMPEN CALIF MUN TR SH BEN INT VAN WENHIGH INCOME TR SH BEN INT VAN WENHIGH INCOME TR I1 SH BEN INT VAN KAMPEN INVT GRADE MUN TR COM VAN KAMPEN MUN TR SH BEN INT VAN KAMPEN CALIF QUALITY MUN COM VAN KAMPEN FLA QUALITY MUN T COM VAN KAMPEN N Y QUALITY MUN T COM VAN KAMPEN OHIO QUALITY MLJN COM VAN KAMPEN PA QUALITY MUN TR COM VAN KAMPEN TR INSD MUNS COM VAN WENTR INVT GRADE MUN COM VAN KAMPEN TR INVT GRADE CAL COM VAN WENTR INVT GRADE N Y COM :i Run Date: ** List Of Section 13F Securities ** Page 375 R I ! Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI F

ISSUER NAME ISSUER DESCRIPTION STATUS VAN KAMPEN TR INVT FLA MUNS COM VAN KAMPEN TR INVT GRADE N J COM VAN KAMPEN TR INVT GRADE PA COM VAN KAMPEN MUN OPPORTUNITY T COM VAN KAMPEN ADVANTAGE PA MUN SH BEN INT VAN KAMPEN STRATEGIC SECTOR COM VAN KAMPEN MUN OPPORTUNITY I COM VAN WENBD FD COM VAN KAMPEN INCOME TR SH BEN INT VAN WENSENIOR INCOME TR COM VAN DER MOOLEN HLDG N.V. SPONSORED ADR VAN KAMPEN CALIF VALUE MUN I COM VAN KAMPEN ADVANTAGE MUN I1 SH BEN INT VAN KAMPEN SELECT SECTOR MUN COM VAN KAMPEN N Y VALUE MUN INC COM VAN KAMPEN MASS VALUE MUN IN COM SH BEN INT VAN KAMPEN PA VALUE MUN INCO COM VAN KAMPEN OHIO VALUE MUN IN COM SH BEN INT VAN KAMPEN ADVANTAGE MUN INC SH BEN INT VAN WENVALUE MUN INCOME COM COM VANS INC CALL VANS INC PUT * VARCO INTL INC DEL COM VARCO INTL INC DEL CALL VARCO INTL INC DEL PUT * V'MEDSYSINC COM V' V' MED SYS INC CALL V' V' MED SYS INC PUT COM V' V' INC CALL VARIAN INC PUT * VARIAN SEMICONDUCTOR EQUIPMN COM VARIAN SEMICONDUCTOR EQUIPMN CALL ?un Date: 1/14/2004 ** List Of Section 13F Securities ** Page 376 ?un Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOO I

CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 922207 95 5 CAKIAN SEMIC'ONDIJC'TOR EQUII'Mlc PUT 922242 10 2 \'AMFLEX IN( ('OM

92227P 10 8 LARSITY BRANDS IN( ('OM DELETED 92230Y 10 4 VASCO DATA SEC lNTL IN( (.OM

\'ASCUI,AR SOLUTIONS 1N( ( ALL \:4SC ULAR SOLUTIONS IN( PIT I \:L\SOGEN INC ('0h4

CASO ACTIVE PHARMAC!xrrIc AI i (LA V'ASOMEDICAL INC ('OM * VASTERAIN( ('OM LASTERA INC C'ALL VASTERA INC PUT * L.4XGEN INC C OM NEVi

LA4XGENINC' ( ALL V'AXGEN INC PUT VCAMPUS CORP C'OM NEU VECTREN C'ORP c OM VECTOR GROUP LTD NOT6 6.350°/o 7 1 * YECTOR GROUP LTD C'OM VECTOR GROUP LTD CALI- VECTOR GROUP LTD PUT VEECO INSTRS INC. DEL NOTE 3.12S0011 2 * VEECO INSTRS 1NC' DEL COM

\ EEC'O INSTRS 1NC DEL C'ALI. VEECO INSTRS INC DEL PLJT VELOCITY EXPRESS CORP COM NEVI. VELCRO INDS N \ COh4 VENTAS 1NC C'OM * VENTANA MED SYS INC' COM VENTANA MED SYS INC C 4LL YENTANA MED SYS INC PUT * VTNTIV HEALTH IN( COM VENTIV HEALTH IN C C'ALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 377 Run Time: 1053 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS VENTIV HEALTH INC PUT VENTRO COW NOTE 6.000% 410 DELETED VANGUARD INDEX TR EXT MKT VIPERS VANGUARD INDEX TR STK MRK VIPERS VANGUARD INDEX TR CALL VANGUARD INDEX TR PUT VENATOR GROUP INC NOTE 5.500% 610 VEOLIA ENVIRONNEMENT SPONSORED ADR VERITY INC COM VERITY INC CALL VERITY INC PUT VERISIGN INC COM VERISIGN INC CALL VERISIGN INC PUT VERITAS DGC INC COM VERITAS DGC INC CALL VERITAS DGC INC PUT VERIZON COMMUNICATIONS COM VERIZON COMMUNICATIONS CALL VERIZON COMMUNICATIONS PUT VERrNT SYS INC COM VEmSYS INC CALL VERrNT SYS INC PUT VERILINK CORP COM VERILINK COW CALL VERILINK COW PUT VERITAS SOFTWARE CO COM VERITAS SOFTWARE CO CALL VERITAS SOFTWARE CO PUT VERIZON GLOBAL FDG CORP NOTE 511 VERMONT PURE HLDGS LTD NEW COM VERMONT TEDDY BEAR INC COM VERNALIS PLC SPONSORED ADR ADDED VERSANT COW COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 378 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS VERSANT COW CALL VERSANT COW PUT VERSAR INC COM VERSATA INC COM NEW VERSO TECHNOLOGIES INC COM VERTEX PHARMACEUTICALS INC NOTE 5.000% 911 VERTEX PHARMACEUTICALS INC COM VERTEX PHARMACEUTICALS INC CALL VERTEX PHARMACEUTICALS INC PUT VERTICALNET INC COM NEW VERTICALNET INC CALL VERTICALNET INC PUT VESTA INS GROUP INC COM VESTA INS GROUP INC CALL VESTA INS GROUP INC PUT VESTAUR SECS INC COM VESTIN GROUP INC COM WAD COW COM VIAD COW CALL WAD COW PUT VIASAT INC COM VIASAT INC CALL VIASAT INC PUT VIACOM INC CL A VIACOM INC CALL VIACOM INC PUT VIACOM INC CL B VIACOM INC CALL VIACOM INC PUT VIASYS HEALTHCARE INC COM NEW VIASY S HEALTHCARE INC CALL VIASYS HEALTHCARE INC PUT VI GROUP PLC SPONSORED ADR VICAL INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 379

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CUSlP NO ISSUER NAME ISSUER DESCRIPTION STATUS 925602 90 4 VICAL INC CALL 925602 95 4 VICAL INC PUT 925808 10 7 VICOM INC COM 925811 10 1 VICON INDS INC COM 925815 10 2 * VICORCORP COM 925815 902 VICOR CORP CALL 925815 95 2 VICOR CORP PUT 925912 10 7 VIA NET WRKS LNC COM 926471 103 VICURON PHARMACEUTICALS INC COM 926555 10 3 VIDEO DISPLAY CORP COM 926.596 60 0 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92672P 10 8 * VIEWPOINTCORP COM 92672P 90 8 VIEWPOINT CORP CALL 92672P 95 8 VIEWPOINT CORP PUT 926734 10 4 * VIGNETTE CORP COM 926734 90 4 VIGNETTE COW CALL 926734 95 4 VIGNETTE CORP PUT 92675K 10 6 * VIISAGE TECHNOLOGY INC COM 92675K 90 6 VIISAGE TECHNOLOGY INC CALL 92675K 95 6 VIISAGE TECHNOLOGY INC PUT 927 107 40 9 VILLAGE SUPER MKT INC CL A NEW 927185 AA6 VIMPELCOM B V NOTE 5.500% 712 927191 106 VINA CONCHA Y TOR0 S A SPONSORED ADR 927426 10 6 VINEYARD NATL BANCOW COM 927427 20 3 VINEYARD NATL BK RANCHO CALI PFD CV B 5.60% ADDED 927460 10 5 * VINTAGE PETE INC COM 927460 90 5 VINTAGE PETE INC CALL 927460 95 5 VINTAGE PETE INC PUT 927624 10 6 * VION PHARMACEUTICALS INC COM 927624 90 6 WON PHARMACEUTICALS INC CALL 927624 95 6 VION PHARMACEUTICALS INC PUT 92763R 10 4 * VIRAGE LOGIC CORP COM 92763R 90 4 VIRAGE LOGIC COW CALL 92763R 95 4 VIRAGE LOGIC COW PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 380 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS VIRAGEN rNC COM VIRBAC COW COM VIRCO MFG CO COM VIRGINIA COMM BANCORP INC COM VIRGINIA FINL CORP COM VISION-SCIENCES INC DEL COM VISTA GOLD CORP COM NEW VIROLOGIC rNC COM VIROPHARMA INC NOTE 6.000% 310 VIROPHARMA INC NOTE 6.000% 310 * VIROPHARMA INC COM VIROPHARMA INC CALL VIROPHARMA INC PUT VISHAY INTERTECHNOLOGY INC NOTE 610 * VISHAY INTERTECHNOLOGY INC COM VISHAY INTERTECHNOLOGY INC CALL VISHAY rNTERTECHNOLOGY INC PUT VISTA MED TECHNOLOGIES INC COM NEW * VISTEONCORP COM VISTEON CORP CALL VISTEON CORP PUT VISTACARE rNC CL A VISUAL DATA CORP COM PAR $.000 1 * VISXINCDEL COM VISX INC DEL CALL VISX INC DEL PUT * VISUAL NETWORKS INC COM VISUAL NETWORKS INC CALL VISUAL NETWORKS INC PUT VITA FOOD PRODS INC NEV COM * VITALIMAGES INC COM VITAL IMAGES INC CALL VITAL IMAGES INC PUT VITAL SIGNS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 381 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS VITALWORKS INC COM VITALWORKS INC CALL VITALWORKS INC PUT VITRIA TECHNOLOGY COM NEW VITESSE SEMICONDUCTOR CORP SDCV 4.000%311 VITESSE SEMICONDUCTOR CORP COM VITESSE SEMICONDUCTOR CORP CALL VITESSE SEMICONDUCTOR CORP PUT VITRAN INC COM VITRO SOCIEDAD ANONIMA SPONSORED ADR VIVENDI UNIVERSAL SPON ADR NEW VIVENDI UNIVERSAL CALL VIVENDI UNIVERSAL PUT VIWS INC COM VIWS INC CALL VIWS INC PUT VIXEL CORP DEL COM DELETED VIXEL CORP DEL CALL DELETED VIXEL CORP DEL PUT DELETED VODAVI TECHNOLOGY INC COM VODAFONE GROUP PLC NEW SPONSORED ADR VODAFONE GROW PLC NEW CALL VODAFONE GROUP PLC NEW PUT VOLT INFORMATION SCIENCES IN COM VOLVO AKTIEBOLAGET ADR B VOLVO AKTIEBOLAGET CALL VOLVO AKTIEBOLAGET PUT VORNADO RLTY TR SH BEN INT VORNADO RLTY TR CALL VORNADO RLTY TR PUT VORNADO RLTY TR PFD CONV SERA VOTORANTIM CELULOSE E PAPEL SPONSORED ADR VULCAN INTL CORP COM VULCAN MATLS CO COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 382 Run Time: Fiscal Year: 2003 Qtr: 4 lVMOO1

ISSUER NAME ISSUER DESCRIPTION STATUS WLCAN MATLS CO CALL WLCAN MATLS CO PUT WFS FINL INC COM WCI CMNTYS INC NOTE 4.000%811 ADDED * WCI CMNTYS INC COM WCI CMNTYS INC CALL WCI CMNTYS INC PUT WGNB CORP CAP STK WD-40 CO COM WGL HLDGS INC COM WHX CORP PFD CV SERA WHX COW PFD CV SER B WHX COW COM NEW * W-H ENERGY SVCS INC COM W-H ENERGY SVCS INC CALL W-H ENERGY SVCS INC PUT W HLDG CO INC COM WMC RES LTD SPONSORED ADR * WJ COMMUNICATIONS INC COM WJ COMMUNICATIONS INC CALL WJ COMMUNICATIONS INC PUT WMX TECHNOLOGIES INC NOTE 2.000% 112 * WMSINDSINC COM WMS INDS INC CALL WMS INDS INC PUT W P CAREY & CO LLC COM WPP GROUP PLC SPON ADR NEW WPS RESOURCES COW COM WRP CORP COM WSI INDS INC COM * WSFS FINL CORP COM WSFS FINL CORP CALL WSFS FINL CORP PUT WVS FINL CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 383

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ISSUER NAME ISSUER DESCRIPTION STATUS WABASH NATL CORP COM WABASH NATL COW CALL WABASH NATL CORP PUT WABTEC CORP COM WACCAMAW BANKSHARES INC COM WACKENHUT CORRECTIONS CORP COM WACKENHUT CORRECTIONS CORP CALL WACKENHUT CORRECTIONS CORP PUT WACHOVIA CORP 2ND NEW COM WACHOWA CORP 2ND NEW CALL WACHOVIA CORP 2ND NEW PUT WACOAL COW ADR WADDELL & REED FINL INC CL A WADDELL & REED FINL INC CALL WADDELL & REED FINL INC PUT WAPJWRIGHT BK&TR CO BOSTON M COM WAL MART STORES INC COM WAL MART STORES INC CALL WAL MART STORES INC PUT WALGREEN CO COM WALGREEN CO CALL WALGREEN CO PUT WALTER INDS INC COM WALTER INDS INC CALL WALTER INDS INC PUT WARNACO GROUP INC COM NEW WARWICK CMNTY BANCOW INC COM WARWICK VALLEY TEL CO COM WASHINGTON BKG CO OAK HBR WA COM WASHINGTON FED INC COM WASHINGTON FED INC CALL WASHINGTON FED INC PUT WASHINGTON GROUP INTL INC COM NEW WASHINGTON MUT INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 384 Run Time: 10:54 Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS WASHINGTON MUT INC CALL WASHINGTON MUT INC PUT WASHINGTON POST CO CL B WASHINGTON REAL ESTATE INVT SH BEN INT WASHINGTON SVGBK FSB WALDRF COM WASHINGTON TR BANCORP COM WASTE CONNECTIONS INC NOTE 5.500% 411 WASTE CONNECTIONS INC FRNT 510 * WASTE CONNECTIONS INC COM WASTE CONNECTIONS INC CALL WASTE CONNECTIONS INC PUT WASTE INDUSTRIES USA INC COM * WASTE MGMT INC DEL COM WASTE MGMT INC DEL CALL WASTE MGMT INC DEL PUT * WATCHGUARD TECHNOLOGIES INC COM WATCHGUARD TECHNOLOGIES INC CALL WATCHGUARD TECHNOLOGIES INC PUT WATER PIK TECHNOLOGIES INC COM WATERFORD WEDGWOOD PUB LTD C ADR REPSTG UT * WATERS CORP COM WATERS CORP CALL WATERS CORP PUT WATERS INSTRS INC COM WATERSIDE CAP CORP COM * WATSCO INC CL B WATSCO INC CALL WATSCO INC PUT * WATSCO INC COM WATSCO INC CALL WATSCO INC PUT * WATSON PHARMACEUTICALS INC COM WATSON PHARMACEUTICALS INC CALL WATSON PHARMACEUTICALS INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 385

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ISSUER NAME ISSUER DESCRIPTION STATUS WATSON WYATT & CO HLDGS CL A WATSON WYATT & CO HLDGS CALL WATSON WYATT & CO HLDGS PUT WATTS WATER TECHNOLOGIES INC CL A WATTS WATER TECHNOLOGIES INC CALL WATTS WATER TECHNOLOGIES JNC PUT WAUSAU-MOSINEE PAPER COW COM WAUSAU-MOSINEE PAPER COW CALL WAUSAU-MOSINEE PAPER COW PUT WAVE SYSTEMS CORP CL A WAVE SYSTEMS CORP CALL WAVE SYSTEMS COW PUT WAVECOM S A SPONSORED ADR WAYNE BANCORP JNC OHIO COM WAYNE SVGS BANCSHARES INC NE COM * WAYPOINT FINL CORP COM WAYPOINT FINL CORP CALL WAYPOJNT FINL CORP PUT WEATHERFORD INTL INC DBCV 613 WEBCO INDS INC COM * WEBEX COMMUNICATIONS INC COM WEBEX COMMUNICATIONS INC CALL WEBEX COMMUNICATIONS INC PUT WEBFINANCIAL CORP COM * WEBMETHODS INC COM WEBMETHODS INC CALL WEBMETHODS JNC PUT * WEBSENSE INC COM WEBSENSE INC CALL WEBSENSE INC PUT WEBMD CORP NOTE 3.250% 410 * WEBMDCORP COM WEBMD CORP CALL WEBMD COW PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 386 Run Time: 10:54 Fiscal Year: 2003 Qtr: 4 IVMOOl

ISSLIER NAME ISSUER DESCRIPTION STATUS WEBSTER CITY FED BANCORP IOW COM * WEBSTER FINL CORP CONN COM WEBSTER FINL CORP CONN CALL WEBSTER FINL CORP CONN PUT WEGENER CORP COM WEIDER NUTRITION INTL INC CL A * WEIGHT WATCHERS INTL INC NEW COM WEIGHT WATCHERS INTL INC NEW CALL WEIGHT WATCHERS INTL INC NEW PLY WEINGARTEN RLTY WS SH BEN mT WEIS MKTS INC COM * WELLCHOICE INC COM WELLCHOICE INC CALL WELLCHOICE INC PUT WELLCO ENTERPRISES INC COM * WELLMAN INC COM WELLMAN INC CALL WELLMAN INC PUT * WELLPOINT HEALTH NETWORK NEW COM WELLPOINT HEALTH NETWORK NEW CALL WELLPOINT HEALTH NETWORK NEW PUT * WELLS FARGO & CO NEW COM WELLS FARGO & CO NEW CALL

WELLS FARGO & CO NEW PUT WELLS FINL CORP COM WELLS GARDNER ELECTRS COW COM WELLSFORD REAL PPTY S INC COM NEW * WENDYSINTLINC COM WENDYS INTL INC CALL WENDYS INTL INC PUT * WERNER ENTERPRISES INC COM WERNER ENTERPRISES INC CALL WERNER ENTERPRISES INC PUT WESBANCO INC COM Run Date: 111412004 ** List Of Section 13F Securities ** Page 387 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS WESCAST INDS INC CL A SUB VTG WESCO FINL CORP COM WESCO INTL INC COM WEST BANCORPORATION INC CAP STK WEST COAST BANCORP ORE NEW COM * WESTCORP COM WEST CORP CALL WEST CORP PUT * WEST MARINE INC COM WEST MARINE INC CALL WEST MARINE INC PUT WEST PHARMACEUTICAL SVSC INC COM WESTAIM CORP COM WESTAFF INC COM * WESTAR ENERGY INC COM WESTAR ENERGY INC CALL WESTAR ENERGY INC PUT * WESTAMERICA BANCORPORATION COM WESTAMERICA BANCORPORATION CALL WESTAMERICA BANCORPORATION PUT WESTBANK CORP COM WESTCOAST HOSPITALITY CORP COM * WESTELL TECHNOLOGIES INC CLA WESTELL TECHNOLOGIES INC CALL WESTELL TECHNOLOGIES INC PUT WESTERBEKE CORP COM WESTERN ASSET CLAYMORE US TR COM SH BEN INT ADDED WESTERN ASSET PREMIER BD FD SHS BEN INT WESTCORP INC COM * WESTERN DIGITAL CORP COM WESTERN DIGITAL CORP CALL WESTERN DIGITAL CORP PUT * WESTERN GAS RES INC COM WESTERN GAS RES INC CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 388 Run Time: 1054 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS WESTERN GAS RES INC PUT WESTERN GAS RES INC PFD COW$2.625 WESTERN OHIO FINL COW COM WESTERN SIERRA BANCORP COM WESTERN SILVER CORP COM WESTERN WIRELESS CORP NOTE 4.625% 611 ADDED * WESTERN WIRELESS CORP CL A WESTERN WIRELESS CORP CALL WESTERN WIRELESS CORP PUT WESTFIELD FINANCIAL INC COM WESTMORELAND COAL CO COM WESTMORELAND COAL CO PFD DP A CV114 WESTPAC BKG CORP SPONSORED ADR * WESTPORT RES COW NEW COM WESTPORT RES CORP NEW CALL WESTPORT RES CORP NEW PUT WESTPORT RES CORP NEW PFD COW WESTWOOD HLDGS GROUP INC COM * WESTWOOD ONE INC COM WESTWOOD ONE INC CALL WESTWOOD ONE rNC PUT * WETSEALINC CL A WET SEAL INC CALL WET SEAL INC PUT WEYCO GROUP INC COM * WEYERHAEUSER CO COM WEYERHAEUSER CO CALL WEYERHAEUSER CO PUT WHEATON RIV MINERALS LTD COM WHEATON RIV MINERALS LTD *W EXP 05/30/200 WHEATON RIV MINERALS LTD *W EXP 05/30/200 WHEELING PITTSBURGH CORP COM NEW ADDED * WHIRLPOOLCORP COM WHIRLPOOL CORP CALL Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 389

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ISSUER NAME ISSUER DESCRlPrlON STATUS WHIRLPOOL CORP PUT WHITE ELECTR DESIGNS COW COM WHITEHALL JEWELLERS INC COM WHITING PETE CORP NEW COM ADDED WHITNEY HLDG CORP COM WHOLE FOODS MKT INC SDCV 310 WHOLE FOODS MKT INC SDCV 310 * WHOLE FOODS MKT INC COM WHOLE FOODS MKT INC CALL WHOLE FOODS MKT INC PUT WICKES INC COM DELETED * WILD OATS MARKETS INC COM WILD OATS MARKETS INC CALL WILD OATS MARKETS INC PUT WILEY JOHN & SONS INC

WILEY JOHN & SONS INC CL B WILLAMETTE VY VINEYARD INC COM * WILLBROS GROUP INC COM WILLBROS GROUP INC CALL WILLBROS GROUP INC PUT WILLIAMS COAL SEAM GAS RTY T TR UNIT * WILLIAMS COS PJC DEL COM WILLIAMS COS INC DEL CALL WILLIAMS COS INC DEL PUT WILLIAMS CLAYTON ENERGY INC COM WILLIAMS INDS INC COM * WILLIAMS SONOMA INC COM WILLIAMS SONOMA INC CALL WILLIAMS SONOMA INC PUT WILLIS LEASE FINANCE COW COM WILLOW GROVE BANCOW INC NEW COM * WILMINGTON TRUST CORP COM WILMINGTON TRUST COW CALL WILMTNGTON TRUST CORP PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 390 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSLIER NAME ISSUER DESCRIPTION STATUS WILSHIRE FINL SVCS GROUP INC COM NEW WILSHIRE ENTERPRISES INC COM WILSHIRE ST BK CALIF COM WILSON GREATBATCH TECHNOLOGI SDCV 2.250%611 ADDED * WILSON GREATBATCH TECHNOLOGI COM WILSON GREATBATCH TECHNOLOGI CALL WILSON GREATBATCH TECHNOLOGI PUT WILSONS THE LEATHER EXPERTS COM WILTEL COMMUNICATNS GROUP IN COM DELETED WIMM BILL DANN FOODS OJSC SPONSORED ADR WIND RIVER SYSTEMS INC NOTE 3.750%12/1 * WIND RIVER SYSTEMS INC COM WIND RIVER SYSTEMS INC CALL WIND RIVER SYSTEMS INC PUT WINDROSE MED PPTYS TR COM WINLAND ELECTRS INC COM WINMARK CORF' COM

WINMILL & CO INC CL A * WINN DIXIE STORES INC COM WINN DIXIE STORES INC CALL WINN DIXIE STORES INC PUT * WINNEBAGO INDS INC COM WINNEBAGO INDS INC CALL WINNEBAGO INDS INC PUT WINSTON HOTELS INC COM WINTON FINL COW COM WINTRUST FINANCIAL CORP COM WIPRO LTD SPON ADR 1 SH WIRE ONE TECHNOLOGIES INC COM DELETED * WIRELESS TELECOM GROUP INC COM WIRELESS TELECOM GROUP INC CALL WIRELESS TELECOM GROUP INC PUT * WIRELESS FACILITIES INC COM WIRELESS FACILITIES INC CALL RunDate: 1/14/2004 ** List Of Section 13F Securities ** Page 391 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSLIER NAME ISSUER DESCRIPTION STATUS WIRELESS FACILITIES INC PUT * WIRELESS HOLDRS TR DEPOSITRY RCPT WIRELESS HOLDRS TR CALL WIRELESS HOLDRS TR PUT * WISCONSIN ENERGY COW COM WISCONSIN ENERGY CORP CALL WISCONSIN ENERGY COW PUT WISER OIL CO DEL COM * WITNESS SYS INC COM WITNESS SYS INC CALL WITNESS SYS INC PUT WOLSELEY PLC SPONSORED ADR WOLOHAN LMBR CO COM DELETED * WOLVERINE TUBE rNC COM WOLVERlNE TLmE INC CALL WOLVERINE TUBE INC PUT * WOLVERINE WORLD WIDE INC COM WOLVERINE WORLD WIDE INC CALL WOLVERINE WORLD WIDE INC PUT WOMEN FIRST HEALTHCARE COM WOODHEAD INDS INC COM WOODWARD GOVERNOR CO COM WOORI FIN HLDGS CO LTD ADR ADDED * WORKFLOW MGMT INC COM WORKFLOW MGMT INC CALL WORKFLOW MGMT INC PUT WORKSTREAM INC COM WORLD ACCEP CORP DEL COM WORLD AWYS INC NEW SDCV 8.000% 812 WORLD AWYS INC NEW COM WORLD COLOR PRESS INC DEL NOTE 6.000% 1010 WORLD FUEL SVCS CORP COM WORLD WIRELESS COMMUNICATION COM DELETED * WORLDGATE COMMUNICATIONS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 392 Run Time: 1054 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS WORLDGATE COMMUNICATIONS INC CALL WORLDGATE COMMUNICATIONS INC PUT WORLD WRESTLING ENTMT INC CL A WORLD WRESTLING ENTMT INC CALL WORLD WRESTLING ENTMT INC PUT WORLDQUEST NETWORKS COM WORLDWIDE RESTRNT CONCEPTS I COM WORONOCO BANCORP INC COM WORTHINGTON INDS INC COM WORTHINGTON INDS INC CALL WORTHINGTON INDS INC PUT WRIGHT MED GROUP INC COM WRIGHT MED GROUP INC CALL WRIGHT MED GROUP INC PUT WRIGLEY WM JR CO COM WRIGLEY WM JR CO CALL WRIGLEY WM JR CO PUT WYETH COM WYETH CALL WYETH PUT WYETH PFD CV $2 WYNDHAM INTL INC CL A WYNN RESORTS LTD COM WYNN RESORTS LTD CALL WYNN RESORTS LTD PUT XL CAP LTD DBCV 512 XL CAP LTD NOTE 910 XM SATELLITE RADIO HLDGS INC NOTE 7.750% 310 XM SATELLITE RADIO HLDGS INC CL A XM SATELLITE RADIO HLDGS INC CALL XM SATELLITE RADIO HLDGS INC PUT XTO ENERGY INC COM XTO ENERGY INC CALL XTO ENERGY INC PUT Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 393 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS X-RITE INC COM X-RITE INC CALL X-RITE INC PUT XATA CORP COM NEW XCEL ENERGY INC COM XCEL ENERGY INC CALL XCEL ENERGY INC PUT XANSER CORP COM XETA TECHNOLOGIES INC COM XILlNX INC COM XILINX INC CALL XILINX INC PUT XENOVA GROUP PLC SPONS ADR NEW XEROX CORP SDCV 0.570%412 XEROX CORP COM XEROX CORP CALL XEROX CORP PUT XEROX CORP PFD CONV SER C XYBERNAUT CORP COM XYBERNAUT CORP CALL XYBERNAUT CORP PUT YAK COMMUNICATIONS USA INC COM NEW YPF SOCIEDAD ANONIMA SPON ADR CL D YPF SOCIEDAD ANONIMA CALL YPF SOCIEDAD ANONIMA PUT YADIUN W BK&TR CO ELKIN N C COM YAHOO INC COM YAHOO INC CALL YAHOO INC PUT YAMANA GOLD INC COM ADDED YANKEE CANDLE INC COM YANKEE CANDLE INC CALL YANKEE CANDLE INC PUT YANZHOU COAL MNG CO LTD SPON ADR H SHS Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 394 Run Time: Fiscal Year: 2003 Qtr: 4 IVM001

ISSUER NAME ISSUER DESCRIPTION STATUS XlCOR INC COM XICOR INC CALL XICOR INC PUT YARDVILLE NATL BANCORP COM YELLOW CORP COM DELETED YELLOW COW CALL DELETED YELLOW COW PUT DELETED YELLOW ROADWAY CORP COM ADDED YELLOW ROADWAY COW CALL ADDED YELLOW ROADWAY CORP PUT ADDED YOCREAM INTL INC COM YORK INTL CORP NEW COM YORK INTL CORP NEW CALL YORK INTL CORP NEW PUT YORK WTR CO COM YOUBET COM INC COM YOUBET COM INC CALL YOUBET COM INC PUT YOUNG & RUBICAM INC NOTE 3.000% 1/1 YOUNG BROADCASTING INC CL A YOUNG BROADCASTING INC CALL YOUNG BROADCASTING INC PUT YOUNG INNOVATIONS INC COM YLJM BRANDS R\JC COM YUM BRANDS INC CALL YIJM BRANDS INC PUT Z SEVEN FD R\JC COM Z TEL TECHNOLOGIES INC COM Z TEL TECHNOLOGIES INC CALL Z TEL TECHNOLOGIES INC PUT ZALE CORP NEW COM ZALE CORP NEW CALL ZALE COW NEW PUT ZI CORP COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 395 Run Time: Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ZANETT INC COM

ZAPATA CORP COM PAR $ ZARLINK SEMICONDUCTOR INC COM ZARLINK SEMICONDUCTOR INC CALL ZARLINK SEMICONDUCTOR INC PUT ZEBRA TECHNOLOGIES COW CL A ZEBRA TECHNOLOGIES CORP CALL ZEBRA TECHNOLOGIES CORP PUT ZENITH NATL INS CORP NOTE 5.750%313 ADDED ZENITH NATL INS CORP COM ZENIX INCOME FD INC COM ZEVEX INTL INC COM PAR $0.04 ZHONE TECHNOLOGIES INC NEW COM ADDED ZIEGLER INC COM DELETED ZILA INC COM PAR $0.01 ZILA INC CALL ZILA INC PUT ZIMMER HLDGS INC COM ZIMMER HLDGS INC CALL ZIMMER HLDGS INC PUT ZINDART LTD SPONSORED ADR ZIONS BANCORPORATION COM ZIONS BANCORPORATION CALL ZIONS BANCORPORATION PUT ZIX COW COM ZIX COW CALL ZIX COW PUT ZORAN CORP COM ZORAN COW CALL ZORAN COW PUT ZONAGEN INC COM ZONAGEN INC CALL ZONAGEN INC PUT ZOLTEK COS INC COM Run Date: 1/14/2004 ** List Of Section 13F Securities ** Page 396 Run Time: 10:54 Fiscal Year: 2003 Qtr: 4 IVMOOI

ISSUER NAME ISSUER DESCRIPTION STATUS ZOLTEK COS INC CALL ZOLTEK COS INC PUT ZOOM TECHNOLOGIES INC DEL COM ZONES INC COM ZWEIG FD COM ZWEIG TOTAL RETURN FD INC COM * ZYMOGENETICS INC COM ZYMOGENETICS INC CALL ZYMOGENETICS INC PUT * ZYGOCORP COM ZYGO CORP CALL ZYGO COW PUT ZOLL MED COW COM * ZOMAX INC MINN COM ZOMAX INC MINN CALL ZOMAX INC MINN PUT

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