List of Section 13F Securities 3rd Quarter FY 2004 Copyright (c) 2004 American Bankers Association. CUSIP Numbers and descriptions are used with permission by Standard & Poors CUSIP Service Bureau, a division of The McGraw-Hill Companies, Inc. All rights reserved. No redistribution without permission from Standard & Poors CUSIP Service Bureau. Standard & Poors CUSIP Service Bureau does not guarantee the accuracy or completeness of the CUSIP Numbers and standard descriptions included herein and neither the American Bankers Association nor Standard & Poor's CUSIP Service Bureau shall be responsible for any errors, omissions or damages arising out of the use of such information. U.S. Securities and Exchange Commission OFFICIAL LIST OF SECTION 13(f) SECURITIES USER INFORMATION SHEET General This list of “Section 13(f) securities” as defined by Rule 13f-1(c) [17 CFR 240.13f-1(c)] is made available to the public pursuant to Section13 (f) (3) of the Securities Exchange Act of 1934 [15 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-1] 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 September 15, 2004, and may be relied on by institutional investment managers filing Form 13F reports for the calendar quarter ending September 30, 2004. 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)(1) and Rule 13f-1] 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(f) 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 CUSIP number immediately below the name of the security having the option. A manager reporting holdings of options on its Form13F should use the CUSIP number of the underlying securities to which the option relates. CUSIP descriptions and numerical identification date (copyright 1969 through 1996, American Bankers Association) are used with permission. All rights are reserved. Run Date: 9/30/2004 ** List Of Section 13F Securities ** Page 1 Run Time: 14:58 Fiscal Year: 2004 Qtr: 3 IVM001 CUSIP NO ISSUER NAME ISSUER DESCRIPTION STATUS B49233 10 7 ICOS VISION SYS CORP N V ORD D1668R 12 3 * DAIMLERCHRYSLER AG ORD D1668R 90 3 DAIMLERCHRYSLER AG CALL D1668R 95 3 DAIMLERCHRYSLER AG PUT D18190 89 8 * DEUTSCHE BANK AG NAMEN ORD D18190 90 8 DEUTSCHE BANK AG NAMEN CALL D18190 95 8 DEUTSCHE BANK AG NAMEN PUT G0070K 10 3 * ACE LTD ORD G0070K 90 3 ACE LTD CALL G0070K 95 3 ACE LTD PUT G02602 10 3 * AMDOCS LTD ORD G02602 90 3 AMDOCS LTD CALL G02602 95 3 AMDOCS LTD PUT G02995 10 1 AMERICAN SAFETY INS HLDGS LT ORD G03910 10 9 * ANNUITY AND LIFE RE HLDGS ORD DELETED G03910 90 9 ANNUITY AND LIFE RE HLDGS CALL DELETED G03910 95 9 ANNUITY AND LIFE RE HLDGS PUT DELETED G04074 10 3 * APEX SILVER MINES LTD ORD G04074 90 3 APEX SILVER MINES LTD CALL G04074 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 G05384 10 5 ASPEN INSURANCE HOLDINGS LTD SHS G0585R 10 6 * ASSURED GUARANTY LTD COM G0585R 90 6 ASSURED GUARANTY LTD CALL G0585R 95 6 ASSURED GUARANTY LTD PUT G0692U 10 9 AXIS CAPITAL HOLDINGS SHS G1150G 11 1 * ACCENTURE LTD BERMUDA CL A G1150G 90 1 ACCENTURE LTD BERMUDA CALL G1150G 95 1 ACCENTURE LTD BERMUDA PUT G16962 10 5 * BUNGE LIMITED COM G16962 90 5 BUNGE LIMITED CALL G16962 95 5 BUNGE LIMITED PUT Run Date: 9/30/2004 ** List Of Section 13F Securities ** Page 2 Run Time: 14:58 Fiscal Year: 2004 Qtr: 3 IVM001 CUSIP NO ISSUER NAME ISSUER DESCRIPTION STATUS G20045 20 2 * CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045 90 2 CENTRAL EUROPEAN MEDIA ENTRP CALL G20045 95 2 CENTRAL EUROPEAN MEDIA ENTRP PUT G2108N 10 9 * CHINADOTCOM CORP CL A G2108N 90 9 CHINADOTCOM CORP CALL G2108N 95 9 CHINADOTCOM CORP PUT G21082 10 5 * CHINA YUCHAI INTL LTD COM G21082 90 5 CHINA YUCHAI INTL LTD CALL G21082 95 5 CHINA YUCHAI INTL LTD PUT G2110R 10 6 * CHIPMOS TECH BERMUDA LTD SHS G2110R 90 6 CHIPMOS TECH BERMUDA LTD CALL G2110R 95 6 CHIPMOS TECH BERMUDA LTD PUT G23773 10 7 CONSOLIDATED WATER CO INC ORD G24182 10 0 * COOPER INDS LTD CL A G24182 90 0 COOPER INDS LTD CALL G24182 95 0 COOPER INDS LTD PUT G2519Y 10 8 CREDICORP LTD COM G28471 10 3 DSG INTL LTD ORD G29539 16 3 ELAN CORP PLC *W EXP 08/31/200 G30397 10 6 * ENDURANCE SPECIALTY HLDGS LT SHS G30397 90 6 ENDURANCE SPECIALTY HLDGS LT CALL G30397 95 6 ENDURANCE SPECIALTY HLDGS LT PUT G31611 10 9 * XCELERA INC COM G31611 90 9 XCELERA INC CALL G31611 95 9 XCELERA INC PUT G32030 10 1 EURO TECH HOLDINGS CO LTD ORD G3223R 10 8 * EVEREST RE GROUP LTD COM G3223R 90 8 EVEREST RE GROUP LTD CALL G3223R 95 8 EVEREST RE GROUP LTD PUT G36738 10 5 * FRESH DEL MONTE PRODUCE INC ORD G36738 90 5 FRESH DEL MONTE PRODUCE INC CALL G36738 95 5 FRESH DEL MONTE PRODUCE INC PUT G3682E 12 7 * FRONTLINE LTD ORD G3682E 90 7 FRONTLINE LTD CALL Run Date: 9/30/2004 ** List Of Section 13F Securities ** Page 3 Run Time: 14:58 Fiscal Year: 2004 Qtr: 3 IVM001 CUSIP NO ISSUER NAME ISSUER DESCRIPTION STATUS G3682E 95 7 FRONTLINE LTD PUT G37260 10 9 * GARMIN LTD ORD G37260 90 9 GARMIN LTD CALL G37260 95 9 GARMIN LTD PUT G3921A 17 5 * GLOBAL CROSSING LTD SHS NEW G3921A 90 5 GLOBAL CROSSING LTD CALL G3921A 95 5 GLOBAL CROSSING LTD PUT G3930E 10 1 * GLOBALSANTAFE CORP SHS G3930E 90 1 GLOBALSANTAFE CORP CALL G3930E 95 1 GLOBALSANTAFE CORP PUT G39300 10 1 GLOBAL SOURCES LTD ORD G39320 10 9 GLOBAL-TECH APPLIANCES INC ORD G4388N 10 6 * HELEN OF TROY CORP LTD COM G4388N 90 6 HELEN OF TROY CORP LTD CALL G4388N 95 6 HELEN OF TROY CORP LTD PUT G4481U 10 6 HIGHWAY HLDGS LTD ORD G4776G 10 1 * INGERSOLL-RAND COMPANY LTD CL A G4776G 90 1 INGERSOLL-RAND COMPANY LTD CALL G4776G 95 1 INGERSOLL-RAND COMPANY LTD PUT G4911N 30 0 INTERWAVE COMMUNCTNS INTL LT SHS NEW G4933P 10 1 * IPC HLDGS LTD ORD G4933P 90 1 IPC HLDGS LTD CALL G4933P 95 1 IPC HLDGS LTD PUT G5138L 10 0 JINPAN INTL LTD ORD G5299G 10 6 * KNIGHTSBRIDGE TANKERS LTD ORD G5299G 90 6 KNIGHTSBRIDGE TANKERS LTD CALL G5299G 95 6 KNIGHTSBRIDGE TANKERS LTD PUT G55312 10 5 LJ INTL INC ORD G55312 11 3 LJ INTL INC *W EXP 04/15/200 G5876H 10 5 * MARVELL TECHNOLOGY GROUP LTD ORD G5876H 90 5 MARVELL TECHNOLOGY GROUP LTD CALL G5876H 95 5 MARVELL TECHNOLOGY GROUP LTD PUT G6052F 10 3 * MAX RE CAPITAL LTD HAMILTON SHS G6052F 90 3 MAX RE CAPITAL LTD HAMILTON CALL Run Date: 9/30/2004 ** List Of Section 13F Securities ** Page 4 Run Time: 14:58 Fiscal Year: 2004 Qtr: 3 IVM001 CUSIP NO ISSUER NAME ISSUER DESCRIPTION STATUS G6052F 95 3 MAX RE CAPITAL LTD HAMILTON PUT G62185 10 6 MONTPELIER RE HOLDINGS LTD SHS G6359F 10 3 * NABORS INDUSTRIES LTD SHS G6359F 90 3 NABORS INDUSTRIES LTD CALL G6359F 95 3 NABORS INDUSTRIES LTD PUT G65422 10 0 * NOBLE CORPORATION SHS G65422 90 0 NOBLE CORPORATION CALL G65422 95 0 NOBLE CORPORATION PUT G65773 10 6 * NORDIC AMERICAN TANKER SHIPP COM G65773 90 6 NORDIC AMERICAN TANKER SHIPP CALL G65773 95 6 NORDIC AMERICAN TANKER SHIPP PUT G6674P 10 9 NOVEL DENIM HLDGS LTD ORD G67543 10 1 * OPENTV CORP CL A G67543 90 1 OPENTV CORP CALL G67543 95 1 OPENTV CORP PUT G67743 10 7 ORIENT-EXPRESS HOTELS LTD CL A G6797E 10 6 * O2MICRO INTERNATIONAL LIMITE ORD G6797E 90 6 O2MICRO INTERNATIONAL LIMITE CALL G6797E 95 6 O2MICRO INTERNATIONAL LIMITE PUT G6852T 10 5 * PARTNERRE LTD COM G6852T 90 5 PARTNERRE LTD CALL G6852T 95 5 PARTNERRE LTD PUT G69586 10 8 PEAK INTL LTD ORD G7127P 10 0 * PLATINUM UNDERWRITER HLDGS L COM G7127P 90 0 PLATINUM UNDERWRITER HLDGS L CALL G7127P 95 0 PLATINUM UNDERWRITER HLDGS L PUT G73018 10 6 PXRE GROUP LTD COM G7303A 10 9 * QIAO XING UNIVERSAL TELEPHON ORD G7303A 90 9 QIAO XING UNIVERSAL TELEPHON CALL G7303A 95 9 QIAO XING UNIVERSAL TELEPHON PUT G7313F 10 6 QUANTA CAPITAL HLDGS LTD SHS G7342H 10 7 * RADICA GAMES LTD ORD G7342H 90 7 RADICA GAMES LTD CALL G7342H 95 7 RADICA GAMES LTD PUT Run Date: 9/30/2004 ** List Of Section 13F Securities ** Page 5 Run Time: 14:58 Fiscal Year: 2004 Qtr: 3 IVM001 CUSIP NO ISSUER NAME ISSUER DESCRIPTION STATUS G7496G 10 3 * RENAISSANCERE HOLDINGS LTD COM G7496G 90 3 RENAISSANCERE HOLDINGS LTD CALL G7496G 95 3 RENAISSANCERE HOLDINGS LTD PUT G7885T 10 4 SCOTTISH RE GROUP LTD ORD G7945J 10 4 * SEAGATE TECHNOLOGY SHS G7945J 90 4 SEAGATE TECHNOLOGY CALL G7945J 95 4 SEAGATE TECHNOLOGY PUT G81075 10 6 * SHIP FINANCE INTERNATIONAL L SHS G81075 90 6 SHIP FINANCE INTERNATIONAL L CALL G81075 95 6 SHIP FINANCE INTERNATIONAL L PUT G81365 10 1 SILVERSTAR HLDGS LTD ORD G81477 10 4 * SINA CORP ORD G81477 90 4 SINA CORP CALL G81477 95 4 SINA CORP PUT G84922 10 6 STEWART W P & CO LTD COM G87210 10 3 UTI WORLDWIDE INC ORD G87340 10 8 TELEGLOBE INTL HLDGS LTD COM G88653 12 9 TIERS PRINCIPAL PROTECTED TR S&P 01-19 TR DELETED G88653 20 2 TIERS PRINCIPAL PROTECTED TR TIERS2000-2007 DELETED G88653 40 0 TIERS PRINCIPAL PROTECTED TR TIERS2000-2014 DELETED G88653 50 9 TIERS PRINCIPAL PROTECTED TR TIERS 2000-2013 DELETED G88653 60 8 TIERS PRINCIPAL PROTECTED TR S&P 2001 11 TR DELETED G88653 70 7 TIERS