UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Labranche & Co. Inc.
Address: One Exchange Plaza
New York, NY
13F File Number: 28-
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Harvey S. Traison
Title: Senior Vice President and Chief Financial Officer
Phone: 212-482-8950
Signature, Place, and Date of Signing:
/s/ Harvey S. Traison New York, NY August 12, 2003
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form13F Information Table Entry Total: 349
Form13F Information Table Value Total: $446,561 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 28-New Labranche & Co., LLC
02 28-New Labranche Structured Products, LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 2171 16832 SH DEFINED 01 0 0 16832
AAIPHARMA INC COM 00252W104 300 15084 SH DEFINED 02 0 0 15084
ABBOTT LABS COM 002824100 1276 1932 SH CALL DEFINED 02 0 0 1932
ABBOTT LABS COM 002824100 1697 38784 SH DEFINED 02 0 0 38784
ABBOTT LABS COM 002824100 236 873 SH PUT DEFINED 02 0 0 873
ADVANCED AUTO PARTS INC COM 00751Y106 3088 50698 SH DEFINED 01 0 0 50698
ADVANCED FIBRE COMMUNICATION COM 00754A105 235 14403 SH DEFINED 02 0 0 14403
ADVANCED MICRO DEVICES INC COM 007903107 444 2373 SH PUT DEFINED 02 0 0 2373
ADVANCED MICRO DEVICES INC COM 007903107 344 53627 SH DEFINED 02 0 0 53627
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 49 16583 SH DEFINED 01 0 0 16583
AEROPOSTALE COM 007865108 308 432 SH CALL DEFINED 02 0 0 432
AGCO CORP COM 001084102 462 27041 SH DEFINED 01 0 0 27041
AGERE SYS INC CL B 00845V209 208 90231 SH DEFINED 01 0 0 90231
AGERE SYS INC CL A 00845V100 25 10692 SH DEFINED 01 0 0 10692
AGILENT TECHNOLOGIES INC COM 00846U101 290 14817 SH DEFINED 01 0 0 14817
ALLEGHANY CORP DEL COM 017175100 936 4901 SH DEFINED 01 0 0 4901
ALLEGHENY ENERGY INC COM 017361106 267 31546 SH DEFINED 02 0 0 31546
ALLERGAN INC COM 018490102 660 8565 SH DEFINED 01 0 0 8565
ALLIANT TECHSYSTEMS INC COM 018804104 366 7048 SH DEFINED 01 0 0 7048
ALTRIA GROUP INC COM 02209S103 463 10198 SH DEFINED 01 0 0 10198
AMAZON COM INC COM 023135106 210 5760 SH DEFINED 02 0 0 5760
AMERADA HESS CORP COM 023551104 203 478 SH PUT DEFINED 02 0 0 478
AMERADA HESS CORP COM 023551104 442 8986 SH DEFINED 02 0 0 8986
AMERICAN EXPRESS CO COM 025816109 390 9336 SH DEFINED 02 0 0 9336
AMERICAN FINL GROUP INC OHIO COM 025932104 295 12934 SH DEFINED 01 0 0 12934
AMERICAN RLTY INVS INC COM 029174109 171 13943 SH DEFINED 01 0 0 13943
AMERIGROUP CORP COM 03073T102 870 23395 SH DEFINED 01 0 0 23395
ANADARKO PETE CORP COM 032511107 382 8581 SH DEFINED 02 0 0 8581
APACHE CORP COM 037411105 595 936 SH CALL DEFINED 02 0 0 936
APOLLO GROUP INC CL A 037604105 540 474 SH CALL DEFINED 02 0 0 474
APPLERA CORP COM AP BIO GRP 038020103 783 41134 SH DEFINED 02 0 0 41134
ARCHER DANIELS MIDLAND CO COM 039483102 334 25967 SH DEFINED 01 0 0 25967
AT&T CORP COM NEW 001957505 356 18474 SH DEFINED 01 0 0 18474
AU OPTRONICS CORP SPONSORED ADR 002255107 276 39876 SH DEFINED 02 0 0 39876
AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 052528304 297 4762 SH DEFINED 01 0 0 4762
AUTOZONE INC COM 053332102 263 603 SH CALL DEFINED 02 0 0 603
AUTOZONE INC COM 053332102 902 743 SH PUT DEFINED 02 0 0 743
AVALONBAY CMNTYS INC COM 053484101 780 18287 SH DEFINED 02 0 0 18287
AVAYA INC COM 053499109 177 27458 SH DEFINED 01 0 0 27458
AVON PRODS INC COM 054303102 502 807 SH CALL DEFINED 02 0 0 807
AVON PRODS INC COM 054303102 287 1101 SH PUT DEFINED 02 0 0 1101
BANCO DE CHILE SPONSORED ADR 059520106 316 16187 SH DEFINED 01 0 0 16187
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 265 12994 SH DEFINED 02 0 0 12994
BANK NEW YORK INC COM 064057102 542 1213 SH CALL DEFINED 02 0 0 1213
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 81 13133 SH DEFINED 02 0 0 13133
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 10563 85700 SH DEFINED 02 0 0 85700
BIOVAIL CORP COM 09067J109 754 923 SH CALL DEFINED 02 0 0 923
BIOVAIL CORP COM 09067J109 1893 40220 SH DEFINED 02 0 0 40220
BJS WHOLESALE CLUB INC COM 05548J106 336 22303 SH DEFINED 01 0 0 22303
BLOUNT INTL INC NEW COM 095180105 441 77374 SH DEFINED 01 0 0 77374
BMC SOFTWARE INC COM 055921100 330 20181 SH DEFINED 01 0 0 20181
BORG WARNER INC COM 099724106 661 10258 SH DEFINED 01 0 0 10258
BOULDER GROWTH & INCOME FD I COM 101507101 1252 243058 SH DEFINED 01 0 0 243058
BOULDER TOTAL RETURN FD INC COM 101541100 180 13909 SH DEFINED 01 0 0 13909
BP PLC SPONSORED ADR 055622104 360 1164 SH CALL DEFINED 02 0 0 1164
BP PLC SPONSORED ADR 055622104 887 1459 SH PUT DEFINED 02 0 0 1459
BRISTOL MYERS SQUIBB CO COM 110122108 836 30781 SH DEFINED 01 0 0 30781
BRITISH ENERGY PLC SPONS ADR NEW 110793403 54 10949 SH DEFINED 01 0 0 10949
BROWN & BROWN INC COM 115236101 603 18551 SH DEFINED 01 0 0 18551
C H ROBINSON WORLDWIDE INC COM 12541W100 349 1025 SH CALL DEFINED 02 0 0 1025
CALPINE CORP COM 131347106 2009 9870 SH CALL DEFINED 02 0 0 9870
CALPINE CORP COM 131347106 4103 20193 SH PUT DEFINED 02 0 0 20193
CAMPBELL SOUP CO COM 134429109 537 21898 SH DEFINED 02 0 0 21898
CAPITAL SR LIVING CORP COM 140475104 115 36615 SH DEFINED 01 0 0 36615
CAREMARK RX INC COM 141705103 266 488 SH CALL DEFINED 02 0 0 488
CELESTICA INC SUB VTG SHS 15101Q108 360 22864 SH DEFINED 01 0 0 22864
CENTERPULSE LTD SPONSORED ADR 152005104 497 18393 SH DEFINED 02 0 0 18393
CHECK POINT SOFTWARE TECH LT ORD M22465104 315 16126 SH DEFINED 02 0 0 16126
CHELSEA PPTY GROUP INC COM 163421100 212 5265 SH DEFINED 01 0 0 5265
CHESAPEAKE CORP COM 165159104 502 22968 SH DEFINED 01 0 0 22968
CHESAPEAKE ENERGY CORP COM 165167107 755 74729 SH DEFINED 01 0 0 74729
CHEVRONTEXACO CORP COM 166764100 1777 24614 SH DEFINED 01 0 0 24614
CINERGY CORP COM 172474108 261 7095 SH DEFINED 01 0 0 7095
CIRCUIT CITY STORE INC COM 172737108 2329 264627 SH DEFINED 01 0 0 264627
CIT GROUP INC COM 125581108 12261 497394 SH DEFINED 01 0 0 497394
CLEAR CHANNEL COMMUNICATIONS COM 184502102 553 13042 SH DEFINED 01 0 0 13042
CNH GLOBAL N V SHS NEW N20935206 235 24611 SH DEFINED 01 0 0 24611
COGNOS INC COM 19244C109 303 11205 SH DEFINED 02 0 0 11205
COMFORT SYS USA INC COM 199908104 82 31074 SH DEFINED 01 0 0 31074
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 200 21672 SH DEFINED 01 0 0 21672
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 61 20358 SH DEFINED 01 0 0 20358
COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 242 20486 SH DEFINED 02 0 0 20486
COMPUTER ASSOC INTL INC COM 204912109 538 494 SH PUT DEFINED 02 0 0 494
COMPUTER ASSOC INTL INC COM 204912109 453 1041 SH CALL DEFINED 02 0 0 1041
COMPUTER ASSOC INTL INC COM 204912109 2547 114298 SH DEFINED 02 0 0 114298
COMPUTER SCIENCES CORP COM 205363104 258 6758 SH DEFINED 01 0 0 6758
COMPX INTERNATIONAL INC CL A 20563P101 64 11417 SH DEFINED 01 0 0 11417
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 251 742 SH CALL DEFINED 02 0 0 742
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 680 45285 SH DEFINED 02 0 0 45285
COSTCO WHSL CORP NEW COM 22160K105 234 6405 SH DEFINED 02 0 0 6405
CREDIT SUISSE ASSET MGMT INC COM 224916106 50 10962 SH DEFINED 01 0 0 10962
CROWN HOLDINGS INC COM 228368106 171 23943 SH DEFINED 02 0 0 23943
CULLEN FROST BANKERS INC COM 229899109 213 6651 SH DEFINED 01 0 0 6651
CVS CORP COM 126650100 741 26430 SH DEFINED 01 0 0 26430
DANAHER CORP DEL COM 235851102 1320 19396 SH DEFINED 02 0 0 19396
DEAN FOODS CO NEW COM 242370104 201 323 SH CALL DEFINED 02 0 0 323
DELTA AIR LINES INC DEL COM 247361108 990 3675 SH PUT DEFINED 02 0 0 3675
DELTA AIR LINES INC DEL COM 247361108 1155 2657 SH CALL DEFINED 02 0 0 2657
DIAMONDS TR UNIT SER 1 252787106 26973 300000 SH DEFINED 02 0 0 300000
DIVERSIFIED CORPORATE RES IN COM 255153108 11 13744 SH DEFINED 01 0 0 13744
DQE INC COM 23329J104 545 36156 SH DEFINED 01 0 0 36156
DR REDDYS LABS LTD ADR 256135203 217 9316 SH DEFINED 02 0 0 9316
DU PONT E I DE NEMOURS & CO COM 263534109 281 6750 SH DEFINED 01 0 0 6750
EASTMAN CHEM CO COM 277432100 298 9419 SH DEFINED 01 0 0 9419
ECOLAB INC COM 278865100 726 28353 SH DEFINED 01 0 0 28353
EDISON INTL COM 281020107 292 1320 SH PUT DEFINED 02 0 0 1320
ENERSIS S A SPONSORED ADR 29274F104 221 50208 SH DEFINED 02 0 0 50208
ENI S P A SPONSORED ADR 26874R108 219 2882 SH DEFINED 01 0 0 2882
ENTERGY CORP NEW COM 29364G103 285 5399 SH DEFINED 01 0 0 5399
ENZO BIOCHEM INC COM 294100102 734 34093 SH DEFINED 02 0 0 34093
ESS TECHNOLOGY INC COM 269151106 556 57039 SH DEFINED 02 0 0 57039
EXXON MOBIL CORP COM 30231G102 11503 320333 SH DEFINED 01 0 0 320333
FEDERATED INVS INC PA CL B 314211103 268 9762 SH DEFINED 01 0 0 9762
FIBERMARK INC COM 315646109 65 13871 SH DEFINED 01 0 0 13871
FIRST DATA CORP COM 319963104 760 18351 SH DEFINED 01 0 0 18351
FIRST TENN NATL CORP COM 337162101 450 10248 SH DEFINED 01 0 0 10248
FIRST UN REAL EST EQ&MTG INV SH BEN INT 337400105 51 27918 SH DEFINED 01 0 0 27918
FLIR SYS INC COM 302445101 217 513 SH CALL DEFINED 02 0 0 513
FORD MTR CO DEL COM PAR $0.01 345370860 340 30896 SH DEFINED 01 0 0 30896
FOSTER WHEELER LTD SHS G36535105 83 38917 SH DEFINED 01 0 0 38917
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 248 535 SH CALL DEFINED 02 0 0 535
GAP INC DEL COM 364760108 2155 114869 SH DEFINED 01 0 0 114869
GOODYEAR TIRE & RUBR CO COM 382550101 262 49895 SH DEFINED 01 0 0 49895
GRAPHIC PACKAGING INTL CORP COM 388690109 71 15636 SH DEFINED 01 0 0 15636
GRAY TELEVISION INC COM 389375106 175 14137 SH DEFINED 01 0 0 14137
GREAT LAKES CHEM CORP COM 390568103 214 10480 SH DEFINED 01 0 0 10480
GREAT PLAINS ENERGY INC COM 391164100 307 10615 SH DEFINED 01 0 0 10615
GUCCI GROUP N V COM NY REG 401566104 4596 46900 SH DEFINED 02 0 0 46900
GUCCI GROUP N V COM NY REG 401566104 689 1929 SH CALL DEFINED 02 0 0 1929
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 316 23212 SH DEFINED 01 0 0 23212
HALLIBURTON CO COM 406216101 1644 71482 SH DEFINED 01 0 0 71482
HARMAN INTL INDS INC COM 413086109 515 6508 SH DEFINED 02 0 0 6508
HECTOR COMMUNICATIONS CORP COM 422730101 136 10861 SH DEFINED 01 0 0 10861
HERSHA HOSPITALITY TR SH BEN INT A 427825104 87 11002 SH DEFINED 01 0 0 11002
HOME DEPOT INC COM 437076102 1207 36447 SH DEFINED 02 0 0 36447
HONEYWELL INTL INC COM 438516106 404 1680 SH CALL DEFINED 02 0 0 1680
HONEYWELL INTL INC COM 438516106 870 1846 SH PUT DEFINED 02 0 0 1846
HOST MARRIOTT CORP NEW COM 44107P104 106 11546 SH DEFINED 02 0 0 11546
ICICI BK LTD ADR 45104G104 137 18866 SH DEFINED 02 0 0 18866
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 272 5061 SH DEFINED 02 0 0 5061
INTERNATIONAL GAME TECHNOLOG COM 459902102 2753 1080 SH CALL DEFINED 02 0 0 1080
INTERNATIONAL GAME TECHNOLOG COM 459902102 5057 49418 SH DEFINED 02 0 0 49418
INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 2276 58700 SH DEFINED 02 0 0 58700
INTERPOOL INC SDCV 9.250% 9/3 46062RAL2 152 143000 SH DEFINED 01 0 0 143000
ISHARES INC MSCI ITALY 464286855 1133 65200 SH DEFINED 02 0 0 65200
ISHARES INC MSCI MALAYSIA 464286830 1659 298900 SH DEFINED 02 0 0 298900
ISHARES INC MSCI MEXICO 464286822 4114 284500 SH DEFINED 02 0 0 284500
ISHARES INC MSCI STH AFRCA 464286780 891 21500 SH DEFINED 02 0 0 21500
ISHARES INC MSCI FRANCE 464286707 1165 70600 SH DEFINED 02 0 0 70600
ISHARES INC MSCI BELGIUM 464286301 174 15800 SH DEFINED 02 0 0 15800
ISHARES INC MSCI BRAZIL 464286400 355 33500 SH DEFINED 02 0 0 33500
ISHARES INC MSCI GERMAN 464286806 2993 245300 SH DEFINED 02 0 0 245300
ISHARES INC MSCI NETHERLND 464286814 213 16100 SH DEFINED 02 0 0 16100
ISHARES TR RUSL 3000 GROW 464287671 1454 43900 SH DEFINED 02 0 0 43900
ISHARES TR DJ US BAS MATL 464287838 1013 28500 SH DEFINED 02 0 0 28500
ISHARES TR DJ CON NON CYCL 464287812 768 17600 SH DEFINED 02 0 0 17600
ISHARES TR DJ US REAL EST 464287739 4213 49800 SH DEFINED 02 0 0 49800
ISHARES TR DJ US UTILS 464287697 1804 33400 SH DEFINED 02 0 0 33400
ISHARES TR NASDQ BIO INDX 464287556 17156 256100 SH DEFINED 02 0 0 256100
ISHARES TR GLDM SCHS SEMI 464287523 2616 60000 SH DEFINED 02 0 0 60000
ISHARES TR GLMN SCHS SOFT 464287515 491 15800 SH DEFINED 02 0 0 15800
ISHARES TR MSCI EAFE IDX 464287465 7051 65100 SH DEFINED 02 0 0 65100
ISHARES TR GS NAT RES IDX 464287374 259 2900 SH DEFINED 02 0 0 2900
ISHARES TR S&P SMLCP GROW 464287887 248 3400 SH DEFINED 02 0 0 3400
ISHARES TR RUSL 3000 VALU 464287663 682 10400 SH DEFINED 02 0 0 10400
ISHARES TR RUSL 2000 VALU 464287630 1633 12700 SH DEFINED 02 0 0 12700
ISHARES TR RUSL 2000 GROW 464287648 3152 66700 SH DEFINED 02 0 0 66700
ISHARES TR RUSSELL 2000 464287655 7779 87500 SH DEFINED 02 0 0 87500
ISHARES TR RUSSELL 1000 464287622 391 7500 SH DEFINED 02 0 0 7500
ISHARES TR RUSSELL1000GRW 464287614 6281 153000 SH DEFINED 02 0 0 153000
ISHARES TR S&P EURO PLUS 464287861 4719 89400 SH DEFINED 02 0 0 89400
ISHARES TR DJ US TELECOMM 464287713 275 13300 SH DEFINED 02 0 0 13300
ISHARES TR S&P500/BAR VAL 464287408 3306 69300 SH DEFINED 02 0 0 69300
JDS UNIPHASE CORP COM 46612J101 1357 387169 SH DEFINED 02 0 0 387169
JO-ANN STORES INC CL A 47758P109 369 14580 SH DEFINED 01 0 0 14580
KCS ENERGY INC COM 482434206 123 22897 SH DEFINED 01 0 0 22897
KIMCO REALTY CORP COM 49446R109 221 5833 SH DEFINED 02 0 0 5833
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 767 19400 SH DEFINED 02 0 0 19400
KINROSS GOLD CORP COM NEW 496902206 855 126678 SH DEFINED 01 0 0 126678
KLA-TENCOR CORP COM 482480100 944 1088 SH CALL DEFINED 02 0 0 1088
KLA-TENCOR CORP COM 482480100 494 1620 SH PUT DEFINED 02 0 0 1620
KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 1203 143700 SH DEFINED 02 0 0 143700
KOOKMIN BK NEW SPONSORED ADR 50049M109 813 26866 SH DEFINED 02 0 0 26866
KOREA ELECTRIC PWR SPONSORED ADR 500631106 596 66913 SH DEFINED 02 0 0 66913
KRAFT FOODS INC CL A 50075N104 438 13448 SH DEFINED 01 0 0 13448
KT CORP SPONSORED ADR 48268K101 615 31183 SH DEFINED 02 0 0 31183
LA QUINTA CORP PAIRED CTF 50419U202 113 26266 SH DEFINED 01 0 0 26266
LAMAR ADVERTISING CO CL A 512815101 213 570 SH CALL DEFINED 02 0 0 570
LEXENT INC COM 52886Q102 238 170000 SH DEFINED 01 0 0 170000
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 931 32089 SH DEFINED 01 0 0 32089
LONGS DRUG STORES CORP COM 543162101 169 10200 SH DEFINED 01 0 0 10200
LOWES COS INC COM 548661107 1602 37296 SH DEFINED 01 0 0 37296
LOWES COS INC COM 548661107 472 10986 SH DEFINED 02 0 0 10986
LUCENT TECHNOLOGIES INC COM 549463107 3604 1775491 SH DEFINED 01 0 0 1775491
LUCENT TECHNOLOGIES INC COM 549463107 23 11408 SH DEFINED 02 0 0 11408
M & T BK CORP COM 55261F104 2123 25208 SH DEFINED 01 0 0 25208
MACDERMID INC COM 554273102 514 19525 SH DEFINED 01 0 0 19525
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 113 14168 SH DEFINED 02 0 0 14168
MANDALAY RESORT GROUP COM 562567107 654 1240 SH CALL DEFINED 02 0 0 1240
MARSH & MCLENNAN COS INC COM 571748102 217 401 SH CALL DEFINED 02 0 0 401
MCDATA CORP CL B 580031102 328 22632 SH DEFINED 02 0 0 22632
MEDICAL STAFFING NETWK HLDGS COM 58463F104 151 21600 SH DEFINED 02 0 0 21600
MEDTOX SCIENTIFIC INC COM NEW 584977201 98 15435 SH DEFINED 01 0 0 15435
MEDTRONIC INC COM 585055106 1127 23487 SH DEFINED 01 0 0 23487
MERCURY GENL CORP NEW COM 589400100 207 4531 SH DEFINED 01 0 0 4531
MERCURY INTERACTIVE CORP COM 589405109 298 616 SH CALL DEFINED 02 0 0 616
MERRILL LYNCH & CO INC COM 590188108 484 3242 SH PUT DEFINED 02 0 0 3242
MERRILL LYNCH & CO INC COM 590188108 2758 5549 SH CALL DEFINED 02 0 0 5549
METRIS COS INC COM 591598107 252 45328 SH DEFINED 02 0 0 45328
MID-ATLANTIC RLTY TR SH BEN INT 595232109 334 15972 SH DEFINED 01 0 0 15972
MIDCAP SPDR TR UNIT SER 1 595635103 12193 139000 SH DEFINED 02 0 0 139000
MILLER INDS INC TENN COM NEW 600551204 45 13328 SH DEFINED 01 0 0 13328
MOHAWK INDS INC COM 608190104 520 9361 SH DEFINED 01 0 0 9361
MONTPELIER RE HOLDINGS LTD SHS G62185106 794 25111 SH DEFINED 01 0 0 25111
MOOG INC CL A 615394202 672 19333 SH DEFINED 01 0 0 19333
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NDCHEALTH CORP COM 639480102 186 10112 SH DEFINED 01 0 0 10112
NORTEL INVERSORA S A SPON ADR PFD B 656567401 109 40401 SH DEFINED 01 0 0 40401
NORTEL NETWORKS CORP NEW COM 656568102 113 41683 SH DEFINED 01 0 0 41683
NUI CORP COM 629431107 172 11066 SH DEFINED 01 0 0 11066
NYFIX INC COM 670712108 300 47172 SH DEFINED 02 0 0 47172
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OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 3585 59600 SH DEFINED 02 0 0 59600
OMNICOM GROUP INC COM 681919106 2520 1846 SH CALL DEFINED 02 0 0 1846
OMNICOM GROUP INC COM 681919106 480 1745 SH PUT DEFINED 02 0 0 1745
OXFORD HEALTH PLANS INC COM 691471106 281 6688 SH DEFINED 01 0 0 6688
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 160 14300 SH DEFINED 02 0 0 14300
PALL CORP COM 696429307 250 775 SH CALL DEFINED 02 0 0 775
PARTNERRE LTD COM G6852T105 403 7886 SH DEFINED 01 0 0 7886
PATTERSON DENTAL CO COM 703412106 249 5482 SH DEFINED 02 0 0 5482
PENNEY J C INC COM 708160106 1194 70837 SH DEFINED 02 0 0 70837
PEPSICO INC COM 713448108 945 2925 SH PUT DEFINED 02 0 0 2925
PEPSICO INC COM 713448108 1485 2155 SH CALL DEFINED 02 0 0 2155
PEREZ COMPANC SA NEW SP ADR B SHS 71367B103 121 14643 SH DEFINED 01 0 0 14643
PERKINELMER INC COM 714046109 270 523 SH CALL DEFINED 02 0 0 523
PETROCORP INC COM 71645N101 124 11135 SH DEFINED 01 0 0 11135
PFIZER INC COM 717081103 573 1013 SH CALL DEFINED 02 0 0 1013
PFSWEB INC COM 717098107 13 20000 SH DEFINED 02 0 0 20000
PG&E CORP COM 69331C108 612 2403 SH CALL DEFINED 02 0 0 2403
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 1739 21500 SH DEFINED 02 0 0 21500
PHARMACEUTICAL RES INC COM 717125108 1793 36841 SH DEFINED 02 0 0 36841
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 377 35000 SH DEFINED 02 0 0 35000
PIER 1 IMPORTS INC COM 720279108 382 18726 SH DEFINED 01 0 0 18726
PIMCO STRATEGIC GBL GOV FD I COM 72200X104 270 22875 SH DEFINED 01 0 0 22875
PLC SYS INC COM 69341D104 8 12120 SH DEFINED 01 0 0 12120
PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 119 16664 SH DEFINED 01 0 0 16664
POSCO SPONSORED ADR 693483109 1766 67416 SH DEFINED 02 0 0 67416
PPG INDS INC COM 693506107 279 5493 SH DEFINED 01 0 0 5493
PRE PAID LEGAL SVCS INC COM 740065107 674 912 SH CALL DEFINED 02 0 0 912
PREFERRED INCOME FD INC COM 74037G106 179 10921 SH DEFINED 01 0 0 10921
PREFERRED INCOME OPPORTUNITY COM 74037H104 191 15172 SH DEFINED 01 0 0 15172
PRIDE INTL INC DEL COM 74153Q102 205 757 SH CALL DEFINED 02 0 0 757
PROCTER & GAMBLE CO COM 742718109 764 1834 SH PUT DEFINED 02 0 0 1834
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PROTECTION ONE INC COM 743663304 543 553867 SH DEFINED 01 0 0 553867
PROVINCE HEALTHCARE CO COM 743977100 227 20523 SH DEFINED 01 0 0 20523
PULTE HOMES INC COM 745867101 703 690 SH CALL DEFINED 02 0 0 690
PULTE HOMES INC COM 745867101 371 636 SH PUT DEFINED 02 0 0 636
QUESTAR CORP COM 748356102 550 16427 SH DEFINED 01 0 0 16427
QWEST COMMUNICATIONS INTL IN COM 749121109 1558 325973 SH DEFINED 01 0 0 325973
RANGE RES CORP COM 75281A109 160 25589 SH DEFINED 01 0 0 25589
REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 13272 118500 SH DEFINED 02 0 0 118500
REGIONS FINL CORP COM 758940100 1167 34545 SH DEFINED 01 0 0 34545
RENTECH INC COM 760112102 7 11783 SH DEFINED 01 0 0 11783
REUNION INDS INC COM 761312107 32 133566 SH DEFINED 01 0 0 133566
REVLON INC CL A 761525500 88 29277 SH DEFINED 01 0 0 29277
RF MICRODEVICES INC COM 749941100 815 136248 SH DEFINED 02 0 0 136248
RICA FOODS INC COM NEW 762582203 11 11120 SH DEFINED 01 0 0 11120
SALTON INC COM 795757103 118 13084 SH DEFINED 01 0 0 13084
SEAGATE TECHNOLOGY SHS G7945J104 962 54496 SH DEFINED 01 0 0 54496
SEARS ROEBUCK & CO COM 812387108 250 7431 SH DEFINED 02 0 0 7431
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11052 450200 SH DEFINED 02 0 0 450200
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 975 40400 SH DEFINED 02 0 0 40400
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 4646 272200 SH DEFINED 02 0 0 272200
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 309 15300 SH DEFINED 02 0 0 15300
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1186 41850 SH DEFINED 02 0 0 41850
SEPRACOR INC COM 817315104 266 14788 SH DEFINED 02 0 0 14788
SEPRACOR INC COM 817315104 471 1091 SH CALL DEFINED 02 0 0 1091
SIFCO INDS INC COM 826546103 28 13844 SH DEFINED 01 0 0 13844
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 682 213160 SH DEFINED 02 0 0 213160
SINGING MACH INC COM NEW 829322304 58 17172 SH DEFINED 01 0 0 17172
SIX FLAGS INC COM 83001P109 1024 151016 SH DEFINED 01 0 0 151016
SK TELECOM LTD SPONSORED ADR 78440P108 682 36146 SH DEFINED 02 0 0 36146
SKECHERS U S A INC CL A 830566105 176 23825 SH DEFINED 01 0 0 23825
SOTHEBYS HLDGS INC CL A 835898107 193 25973 SH DEFINED 01 0 0 25973
SPDR TR UNIT SER 1 78462F103 58373 597900 SH DEFINED 02 0 0 597900
SPINNAKER EXPL CO COM 84855W109 626 23905 SH DEFINED 02 0 0 23905
SPX CORP COM 784635104 249 426 SH CALL DEFINED 02 0 0 426
SPX CORP COM 784635104 2762 62680 SH DEFINED 02 0 0 62680
ST JUDE MED INC COM 790849103 2196 38197 SH DEFINED 01 0 0 38197
STATE STR CORP COM 857477103 546 13864 SH DEFINED 01 0 0 13864
STREETTRACKS SER TR FORTUNE E-50 86330E877 211 8100 SH DEFINED 02 0 0 8100
SUNRISE SENIOR LIVING INC COM 86768K106 432 19315 SH DEFINED 02 0 0 19315
SYMBOL TECHNOLOGIES INC COM 871508107 548 42105 SH DEFINED 01 0 0 42105
TAG-IT PAC INC COM 873774103 555 96893 SH DEFINED 01 0 0 96893
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 238 23646 SH DEFINED 02 0 0 23646
TARGET CORP COM 87612E106 636 16796 SH DEFINED 02 0 0 16796
TAUBMAN CTRS INC COM 876664103 751 39173 SH DEFINED 01 0 0 39173
TECH DATA CORP COM 878237106 265 337 SH CALL DEFINED 02 0 0 337
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 2312 84600 SH DEFINED 02 0 0 84600
TELEFLEX INC COM 879369106 269 6317 SH DEFINED 01 0 0 6317
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 668 21271 SH DEFINED 01 0 0 21271
TENGASCO INC COM NEW 88033R205 103 102652 SH DEFINED 01 0 0 102652
THERAGENICS CORP COM 883375107 60 13974 SH DEFINED 01 0 0 13974
TIPPERARY CORP COM PAR $0.02 888002300 32 12382 SH DEFINED 01 0 0 12382
TJX COS INC NEW COM 872540109 189 10006 SH DEFINED 01 0 0 10006
TJX COS INC NEW COM 872540109 204 10819 SH DEFINED 02 0 0 10819
TOTAL S A SPONSORED ADR 89151E109 533 7038 SH DEFINED 02 0 0 7038
TOWER AUTOMOTIVE INC COM 891707101 38 10442 SH DEFINED 01 0 0 10442
TRACTOR SUPPLY CO COM 892356106 267 884 SH CALL DEFINED 02 0 0 884
TRIBUNE CO NEW COM 896047107 208 4303 SH DEFINED 01 0 0 4303
TYCO INTL LTD NEW COM 902124106 4945 260517 SH DEFINED 01 0 0 260517
TYSON FOODS INC CL A 902494103 140 13207 SH DEFINED 01 0 0 13207
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 604 161033 SH DEFINED 02 0 0 161033
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 247 65817 SH DEFINED 01 0 0 65817
UNITED PARCEL SERVICE INC CL B 911312106 908 14262 SH DEFINED 01 0 0 14262
UNIVERSAL HLTH SVCS INC CL B 913903100 252 6372 SH DEFINED 01 0 0 6372
VALERO ENERGY CORP NEW COM 91913Y100 362 463 SH CALL DEFINED 02 0 0 463
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VAN KAMPEN CALIF QUALITY MUN COM 920920105 191 11186 SH DEFINED 01 0 0 11186
VERIDIAN CORP DEL COM 92342R203 379 383 SH CALL DEFINED 02 0 0 383
VERIDIAN CORP DEL COM 92342R203 408 11700 SH DEFINED 02 0 0 11700
VIACOM INC CL A 925524100 424 9706 SH DEFINED 01 0 0 9706
VIACOM INC CL B 925524308 3729 85420 SH DEFINED 01 0 0 85420
VIACOM INC CL B 925524308 251 5743 SH DEFINED 02 0 0 5743
VIRAGEN INC COM 927638106 6 24337 SH DEFINED 01 0 0 24337
VISTEON CORP COM 92839U107 165 24025 SH DEFINED 01 0 0 24025
WACHOVIA CORP 2ND NEW COM 929903102 1513 37875 SH DEFINED 01 0 0 37875
WAL MART STORES INC COM 931142103 900 16761 SH DEFINED 02 0 0 16761
WALGREEN CO COM 931422109 510 16946 SH DEFINED 02 0 0 16946
WASTE CONNECTIONS INC COM 941053100 374 10665 SH DEFINED 01 0 0 10665
WAUSAU-MOSINEE PAPER CORP COM 943315101 140 12473 SH DEFINED 01 0 0 12473
WCI CMNTYS INC COM 92923C104 422 21960 SH DEFINED 01 0 0 21960
WEBSTER FINL CORP CONN COM 947890109 425 11241 SH DEFINED 01 0 0 11241
WELLS FARGO & CO NEW COM 949746101 6365 126298 SH DEFINED 01 0 0 126298
WESTAR ENERGY INC COM 95709T100 375 23099 SH DEFINED 01 0 0 23099
WHEATON RIV MINERALS LTD *W EXP 05/30/200 962902144 6 12303 SH DEFINED 01 0 0 12303
WHIRLPOOL CORP COM 963320106 2186 34317 SH DEFINED 01 0 0 34317
WHITE MTNS INS GROUP LTD COM G9618E107 233 591 SH DEFINED 01 0 0 591
WHITEHALL JEWELLERS INC COM 965063100 140 15441 SH DEFINED 01 0 0 15441
WPS RESOURCES CORP COM 92931B106 780 19401 SH DEFINED 01 0 0 19401
WRIGHT MED GROUP INC COM 98235T107 492 25842 SH DEFINED 02 0 0 25842
WYNDHAM INTL INC CL A 983101106 43 98758 SH DEFINED 01 0 0 98758
XCEL ENERGY INC COM 98389B100 483 32089 SH DEFINED 01 0 0 32089
YORK INTL CORP NEW COM 986670107 883 37721 SH DEFINED 01 0 0 37721
ZEBRA TECHNOLOGIES CORP CL A 989207105 219 329 SH CALL DEFINED 02 0 0 329