13F-HR/A 1 f05-12_3113f4thqtr05amdt2.txt 13F/A2 4TH QTR 2005 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F/A Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2005 Check here if Amendment [X]; Amendment Number:2 This Amendment (Check only one.): [X] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Lehman Brothers Holdings Inc. Address: 745 Seventh Avenue New York, New York 10019 Form 13F File Number: 28-3182 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 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: James J. Killerlane III Title: Vice President Phone: 212 526-1695 Signature, Place and Date of Signing: /s/James J. Killerlane III New York, NY June 13, 2006 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by another reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 2,615 Form 13F Information Table Value Total 13,476,487 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28-1159 Lehman Brothers Inc. Please note that confidential information has been omitted from this report and filed separately with the Securities and Exchange Commission.
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- ***DAIMLERCHRYSLER A.G. COMMON D1668R123 848 16632 SH DEFINED 01 15732 0 900 ***ACE LTD-ORD COMMON G0070K103 8790 164501 SH DEFINED 01 164501 0 0 ***AMDOCS LIMITED ADR G02602103 401 14614 SH DEFINED 01 14614 0 0 ***ASPEN INSURANCE HOLDINGS COMMON G05384105 61576 2601476 SH DEFINED 01 2601476 0 0 ***ACCENTURE LTD CL A COMMON G1150G111 1611 55812 SH DEFINED 01 55812 0 0 ***BUNGE LTD COMMON G16962105 1999 35319 SH DEFINED 01 35064 0 255 ***COMMODITIES TRUST PLC-ORD COMMON G17403109 41 30000 SH DEFINED 01 30000 0 0 ***CDC CORPORATION COMMON G2022L106 74 23203 SH DEFINED 01 20203 0 3000 ***CHIPMOS TECHNOLOGIES COMMON G2110R106 138 23900 SH DEFINED 01 23900 0 0 ***COOPER INDUSTRIES LTD COMMON G24182100 1693 23205 SH DEFINED 01 22905 0 300 ***ENDURANCE SPECIALTY COMMON G30397106 497 13886 SH DEFINED 01 13886 0 0 ***EVEREST RE GROUP LTD COMMON G3223R108 535 5340 SH DEFINED 01 5340 0 0 ***FRESH DEL MONTE PRODUCE INC COMMON G36738105 244 10743 SH DEFINED 01 10743 0 0 ***GLOBAL ASSET MGT COMMON G37163105 398 633 SH DEFINED 01 0 0 633 ***GARMIN LTD COMMON G37260109 3264 49194 SH DEFINED 01 48350 0 844 ***GLOBALSANTAFE CORP COMMON G3930E101 180149 3741415 SH DEFINED 01 3724915 0 16500 ***HELEN OF TROY LTD-BERMUDA COMMON G4388N106 185 11490 SH DEFINED 01 11490 0 0 ***INGERSOLL RAND CO LTD COMMON G4776G101 1240 30730 SH DEFINED 01 30130 0 600 ***IPC HOLDINGS LTD COMMON G4933P101 2443 89235 SH DEFINED 01 89235 0 0 ***LAZARD LTD COMMON G54050102 864 27100 SH DEFINED 01 27100 0 0 ***MARVELL TECHNOLOGY GROUP COMMON G5876H105 8130 144954 SH DEFINED 01 144954 0 0 ***MAX RE CAPITAL LTD COMMON G6052F103 3552 136811 SH DEFINED 01 136811 0 0 ***MONTPELIER RE HOLDINGS LTD COMMON G62185106 464 24580 SH DEFINED 01 24580 0 0 ***NABORS INDUSTRIES LTD COMMON G6359F103 14314 188970 SH DEFINED 01 158680 0 30290 ***NEW SKIES SATELLITES COMMON G64865101 2217 101881 SH DEFINED 01 101881 0 0 ***NOBLE CORP COMMON G65422100 13125 186072 SH DEFINED 01 186072 0 0 ***PARTNERRE LTD COMMON G6852T105 5130 78122 SH DEFINED 01 78122 0 0 ***PLATINUM UNDERWRITERS COMMON G7127P100 323 10397 SH DEFINED 01 10397 0 0 ***QUANTA CAPITAL HOLDINGS LTD COMMON G7313F106 88 17300 SH DEFINED 01 17300 0 0 ***SEAGATE TECHNOLOGY COMMON G7945J104 2729 136563 SH DEFINED 01 136563 0 0 ***SINA CORPORATION COMMON G81477104 643 26619 SH DEFINED 01 26619 0 0 ***TENCENT HOLDINGS LIMITED COMMON G87572106 304 260000 SH DEFINED 01 260000 0 0 ***TEXWINCA HLDGS COMMON G8770Z106 8 12000 SH DEFINED 01 12000 0 0 ***TOMMY HILFIGER CORP-ORD COMMON G8915Z102 10193 627684 SH DEFINED 01 627684 0 0 ***TRANSOCEAN INC. COMMON G90078109 31390 450427 SH DEFINED 01 450427 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 343 443210 SH DEFINED 01 443210 0 0 ***WEATHERFORD INTERNATIONAL COMMON G95089101 14094 389361 SH DEFINED 01 315301 0 74060 ***WHITE MTNS INS GROUP LTD COMMON G9618E107 844 1512 SH DEFINED 01 1512 0 0 ***XAAR COMMON G9824Q100 52 11300 SH DEFINED 01 11300 0 0 ***XOMA LTD-(BERMUDA) COMMON G9825R107 41 25712 SH DEFINED 01 25712 0 0 ***XL CAPITAL LTD-CL A COMMON G98255105 3392 50355 SH DEFINED 01 50355 0 0 ***ALCON INC COMMON H01301102 2801 21614 SH DEFINED 01 21614 0 0 ***CHECK POINT SOFTWARE COMMON M22465104 7281 362284 SH DEFINED 01 362284 0 0 ***M-SYSTEMS/FLASH DISK COMMON M7061C100 1403 42368 SH DEFINED 01 42368 0 0 ***SAIFUN SEMICONDUCTORS LTD COMMON M8233P102 1033 32850 SH DEFINED 01 32850 0 0 ***TARO PHARMACEUTICAL COMMON M8737E108 608 43547 SH DEFINED 01 43547 0 0 ***CNH GLOBAL N V COMMON N20935206 222 12010 SH DEFINED 01 12010 0 0 *** ORTHOFIX INTERNATIONAL NV COMMON N6748L102 234 5883 SH DEFINED 01 5883 0 0 ***QIAGEN NV EUR 0.01 COMMON N72482107 781 66517 SH DEFINED 01 66517 0 0 ***CERVECERIAS PERUANAS BACKUS COMMON P2475L116 24 43509 SH DEFINED 01 43509 0 0 ***G ACCION SA DE CV-SER B COMMON P44077116 6 34000 SH DEFINED 01 34000 0 0 ***KERZNER INTERNATIONAL LTD COMMON P6065Y107 721 10500 SH DEFINED 01 10500 0 0 ***MOVILACCESS SA DE CV EX COMMON P6984Z102 303 40 SH DEFINED 01 40 0 0 ***STEINER LEISURE LTD COMMON P8744Y102 203 5717 SH DEFINED 01 5717 0 0 ***TELECOM ARGENTINA STET- COMMON P9028N101 54 25000 SH DEFINED 01 25000 0 0 ***ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 12113 268825 SH DEFINED 01 268825 0 0 ***ASE TEST LTD-ORD ADR Y02516105 98 12600 SH DEFINED 01 12600 0 0 ***FLEXTRONICS INTERNATIONAL COMMON Y2573F102 12474 1194868 SH DEFINED 01 1194868 0 0 ***HONG KONG EXCHANGE COMMON Y3506N105 52 26000 SH DEFINED 01 26000 0 0 ***OMI CORP NEW COMMON Y6476W104 3949 217612 SH DEFINED 01 217612 0 0 ***PACIFIC INTERNET LIMITED ADR Y66183107 111 19400 SH DEFINED 01 19400 0 0 ***TEEKAY SHIPPING CORP COMMON Y8564W103 909 22800 SH DEFINED 01 22800 0 0 AAR CORP COMMON 000361105 557 23278 SH DEFINED 01 23278 0 0 ***ABB LTD ADR 000375204 101 10400 SH DEFINED 01 10400 0 0 ACCO BRANDS CORP COMMON 00081T108 587 23964 SH DEFINED 01 23964 0 0 A C MOORE ARTS & CRAFTS INC COMMON 00086T103 9504 653242 SH DEFINED 01 653242 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886309 506 22664 SH DEFINED 01 22664 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AB7 2170 2157000 PRN DEFINED 01 2157000 0 0 ACM INCOME FD INC COMMON 000912105 92 11115 SH DEFINED 01 11115 0 0 ABM INDUSTRIES INC COMMON 000957100 242 12398 SH DEFINED 01 12398 0 0 AFC ENTERPRISES INC COMMON 00104Q107 463 30661 SH DEFINED 01 30661 0 0 AFLAC INC COMMON 001055102 5391 116145 SH DEFINED 01 116145 0 0 AGCO CORP COMMON 001084102 345 20852 SH DEFINED 01 20852 0 0 AGL RESOURCES INC COMMON 001204106 271 7790 SH DEFINED 01 7790 0 0 AES CORP COMMON 00130H105 9625 608049 SH DEFINED 01 608049 0 0 AIM TELEPHONES INC COMMON 001423102 18 10700 SH DEFINED 01 10700 0 0 AK STEEL HOLDING CORP COMMON 001547108 343 43212 SH DEFINED 01 43212 0 0 AMB PROPERTY CORP REIT 00163T109 1285 26146 SH DEFINED 01 26146 0 0 AMN HEALTHCARE SVCS INC COMMON 001744101 3867 195526 SH DEFINED 01 195526 0 0 AMR CORP-DEL COMMON 001765106 6124 275518 SH DEFINED 01 270018 0 5500 ***ATI TECHNOLOGIES INC COMMON 001941103 4584 269839 SH DEFINED 01 264034 0 5805 A S V INC COMMON 001963107 231 9285 SH DEFINED 01 9285 0 0 ***ARC ENERGY TRUST COMMON 001986108 1910 83838 SH DEFINED 01 29838 0 54000 ATG INC COMMON 00206P106 1 100000 SH DEFINED 01 100000 0 0 AT&T INC COMMON 00206R102 149128 6089367 SH DEFINED 01 6048222 0 41145 A T & E CORP COMMON 002062107 4 150963 SH DEFINED 01 150963 0 0 ASM INTL N V CBONDCNV 00207DAG7 1826 1900000 PRN DEFINED 01 1900000 0 0 ATMI INC COMMON 00207R101 334 11973 SH DEFINED 01 11973 0 0 AXS-ONE INC COMMON 002458107 17 10000 SH DEFINED 01 10000 0 0 AAIPHARMA INC COMMON 00252W104 38 255183 SH DEFINED 01 255183 0 0 AAMES INVESTMENT CORPORATION COMMON 00253G108 2255 349171 SH DEFINED 01 349171 0 0 ABBOTT LABORATORIES COMMON 002824100 17249 437475 SH DEFINED 01 436667 0 808 ABERCROMBIE & FITCH CO-CL A CLASS 002896207 7465 114533 SH DEFINED 01 114533 0 0 ABGENIX INC COMMON 00339B107 26718 1242149 SH DEFINED 01 1242149 0 0 ABGENIX INC CBONDCNV 00339BAB3 8118 8200000 PRN DEFINED 01 8200000 0 0 ABINGTON COMMUNITY BANCORP INC COMMON 00350R106 364 28097 SH DEFINED 01 28097 0 0 ACCREDITED HOME LENDERS COMMON 00437P107 10742 216665 SH DEFINED 01 124388 0 92277 ***ACE AVIATION HOLDINGS INC COMMON 00440P201 1772 54211 SH DEFINED 01 54211 0 0 ACE CASH EXPRESS INC COMMON 004403101 398 17046 SH DEFINED 01 17046 0 0 ACTIVISION INC NEW COMMON 004930202 1864 135711 SH DEFINED 01 135711 0 0 ACTIVCARD CORP COMMON 00506J107 260 74762 SH DEFINED 01 74762 0 0 ACTUANT CORP CBONDCNV 00508XAB0 5950 4090000 PRN DEFINED 01 4090000 0 0 ACUITY BRANDS INC COMMON 00508Y102 200 6304 SH DEFINED 01 6304 0 0 ACXIOM CORP COMMON 005125109 280 12196 SH DEFINED 01 12196 0 0 ADAMS RESPIRATORY THERAPEUTICS COMMON 00635P107 2311 56844 SH DEFINED 01 56844 0 0 ADAPTEC INC COMMON 00651F108 296 50888 SH DEFINED 01 50888 0 0 ADELPHIA COMMUNICATIONS CORP CLASS 006848105 2 73100 SH DEFINED 01 73100 0 0 ADESA INC COMMON 00686U104 222 9121 SH DEFINED 01 9121 0 0 ADMINISTAFF INC COMMON 007094105 6204 147541 SH DEFINED 01 32663 0 114878 ADOBE SYSTEMS INC COMMON 00724F101 12921 349604 SH DEFINED 01 349604 0 0 ADOLOR CORP COMMON 00724X102 279 19157 SH DEFINED 01 19157 0 0 ADTRAN INC COMMON 00738A106 427 14377 SH DEFINED 01 14377 0 0 ADVANCE AMER CASH ADVANCE COMMON 00739W107 191 15441 SH DEFINED 01 15441 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 809 18617 SH DEFINED 01 14117 0 4500 ADVANCED DIGITAL INFORMATION COMMON 007525108 106 10885 SH DEFINED 01 10885 0 0 ***ADVANCED SEMICONDUCTOR ENGR ADR 00756M404 158 35400 SH DEFINED 01 35400 0 0 ADVANCED MEDICAL OPTICS INC COMMON 00763M108 3374 80718 SH DEFINED 01 80718 0 0 ADVANCED MED OPTICS INC CBONDCNV 00763MAG3 20325 20000000 PRN DEFINED 01 20000000 0 0 AERO SYSTEMS INC COMMON 007698103 3 60855 SH DEFINED 01 60855 0 0 AEROPOSTALE COMMON 007865108 240 9132 SH DEFINED 01 8982 0 150 ADVANCED MICRO DEVICES INC COMMON 007903107 6508 212692 SH DEFINED 01 203917 0 8775 ADVANCED MICRO DEVICES INC CBONDCNV 007903AE7 29615 22500000 PRN DEFINED 01 22500000 0 0 ***AEGON NV-ORD AMERICAN REGD ADR 007924103 227 13912 SH DEFINED 01 13912 0 0 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 412 34832 SH DEFINED 01 34832 0 0 ADVENT SOFTWARE INC COMMON 007974108 268 9271 SH DEFINED 01 9271 0 0 AEROSPACE CREDITORS COMMON 008017105 70 56034 SH DEFINED 01 56034 0 0 AETNA INC NEW COMMON 00817Y108 5920 62779 SH DEFINED 01 62779 0 0 AFFILIATED COMPUTER SERVICES CLASS 008190100 9525 160960 SH DEFINED 01 160960 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252108 343 4276 SH DEFINED 01 4276 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252884 2081 2000 SH DEFINED 01 2000 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AC2 126 90000 PRN DEFINED 01 90000 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AE8 187 99000 PRN DEFINED 01 99000 0 0 AFFYMETRIX INC COMMON 00826T108 2092 43821 SH DEFINED 01 43821 0 0 AFFORDABLE RESIDENTIAL COMMON 008273104 488 51277 SH DEFINED 01 49777 0 1500 AGERE SYSTEMS INC COMMON 00845V308 1087 84288 SH DEFINED 01 84288 0 0 AGERE SYSTEMS INC CBONDCNV 00845VAA8 42 43000 PRN DEFINED 01 43000 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 13265 398483 SH DEFINED 01 397183 0 1300 AGILE SOFTWARE CORP DEL COMMON 00846X105 96 16203 SH DEFINED 01 16203 0 0 ***AGNICO EAGLE MINES LTD COMMON 008474108 3134 158616 SH DEFINED 01 158616 0 0 AIM SELECT REAL ESTATE COMMON 00888R107 1313 87700 SH DEFINED 01 87700 0 0 AIR METHODS CORP NEW COMMON 009128307 283 16364 SH DEFINED 01 16364 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 1280 21626 SH DEFINED 01 21626 0 0 AIRGAS INC COMMON 009363102 280 8513 SH DEFINED 01 8513 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 162 10121 SH DEFINED 01 10121 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 1614 81008 SH DEFINED 01 76508 0 4500 ***AKZO NOBEL NV-SPONSORED ADR ADR 010199305 210 4567 SH DEFINED 01 4567 0 0 ALABAMA POWER CO PREFERED 010392561 3076 130100 SH DEFINED 01 130100 0 0 ALAMOSA HOLDINGS INC COMMON 011589108 3283 176431 SH DEFINED 01 176431 0 0 ALASKA AIR GROUP INC COMMON 011659109 272 7626 SH DEFINED 01 7626 0 0 ALASKA COMMUNICATIONS SYS COMMON 01167P101 306 30199 SH DEFINED 01 30199 0 0 ALBANY INTERNATIONAL CORP NEW CLASS 012348108 320 8855 SH DEFINED 01 8855 0 0 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 373 30740 SH DEFINED 01 30740 0 0 ALBERTO CULVER COMPANY CLASS 013068101 620 13552 SH DEFINED 01 13552 0 0 ALBERTSONS INC COMMON 013104104 28421 1331200 SH DEFINED 01 1331200 0 0 ALBERTSONS INC PREFCONV 013104203 27876 1236200 SH DEFINED 01 1236200 0 0 ***ALCAN INC COMMON 013716105 2775 67767 SH DEFINED 01 67367 0 400 ALCOA INC COMMON 013817101 11267 381058 SH DEFINED 01 380533 0 525 ***ALCATEL - SPONSORED ADR ADR 013904305 4911 396050 SH DEFINED 01 394050 0 2000 ***ALCATEL - SPONSORED ADR ADR 013904305 703 56726 SH DEFINED 01 56726 0 0 ALEXANDER & BALDWIN INC COMMON 014482103 1602 29536 SH DEFINED 01 29536 0 0 ALEXANDERS INC COMMON 014752109 517 2109 SH DEFINED 01 2109 0 0 ALEXANDRIA REAL ESTATE COMMON 015271109 599 7443 SH DEFINED 01 7443 0 0 ALEXION PHARMACEUTICALS INC COMMON 015351109 8339 411834 SH DEFINED 01 411834 0 0 ALGOREX CORP COMMON 015867104 8 34502 SH DEFINED 01 34502 0 0 ALIGN TECHNOLOGY INC COMMON 016255101 250 38748 SH DEFINED 01 38748 0 0 ALKERMES INC COMMON 01642T108 1050 54965 SH DEFINED 01 54965 0 0 ALLEGHENY ENERGY INC COMMON 017361106 3681 116307 SH DEFINED 01 116307 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 367 10173 SH DEFINED 01 10173 0 0 ALLERION INC COMMON 01849X100 85 341875 SH DEFINED 01 341875 0 0 ALLERGAN INC COMMON 018490102 3851 35674 SH DEFINED 01 35674 0 0 ALLETE INC COMMON 018522300 403 9165 SH DEFINED 01 9165 0 0 ALLIANCE CALIF MUN INCOME COMMON 018546101 203 13230 SH DEFINED 01 0 0 13230 ALLIANCE DATA SYSTEM CORP COMMON 018581108 487 13697 SH DEFINED 01 13697 0 0 ALLIANCE IMAGING INC DEL COMMON 018606202 213 35960 SH DEFINED 01 35960 0 0 ALLIANCE ONE INTERNATIONAL INC COMMON 018772103 108 27750 SH DEFINED 01 27750 0 0 ALLIANCE WORLD DOLLAR COMMON 01879R106 511 41146 SH DEFINED 01 41146 0 0 ALLIANCE WORLD DOLLAR COMMON 018796102 627 50325 SH DEFINED 01 50325 0 0 ALLIANT ENERGY CORP COMMON 018802108 235 8399 SH DEFINED 01 8399 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 231 3040 SH DEFINED 01 3040 0 0 ALLIED CAPITAL CORP NEW COMMON 01903Q108 1527 51998 SH DEFINED 01 51998 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 2818 322437 SH DEFINED 01 62804 0 259633 ALLOY INC COMMON 019855105 236 81981 SH DEFINED 01 81981 0 0 ALLOY INC CBONDCNV 019855AB1 8609 8535000 PRN DEFINED 01 8535000 0 0 ALLSTATE CORP COMMON 020002101 117137 2166400 SH DEFINED 01 2165380 0 1020 ALLTEL CORP COMMON 020039103 40935 648741 SH DEFINED 01 648541 0 200 ALPHARMA INC-CL A COMMON 020813101 5083 178309 SH DEFINED 01 178309 0 0 ***ALPHARMA INC CBONDCNV 020813AD3 123 94000 PRN DEFINED 01 94000 0 0 ALTERA CORP COMMON 021441100 7559 407955 SH DEFINED 01 407955 0 0 ALTEX INDUSTRIES INC COMMON 021454103 2 10212 SH DEFINED 01 10212 0 0 ALTIRIS INC COMMON 02148M100 1450 85871 SH DEFINED 01 85871 0 0 ALTRIA GROUP INC COMMON 02209S103 81048 1084695 SH DEFINED 01 1073421 0 11274 ***ALUMINA LTD ADR 022205108 212 9750 SH DEFINED 01 9750 0 0 AMAZON.COM INC COMMON 023135106 9590 203397 SH DEFINED 01 202397 0 1000 AMAZON COM INC CBONDCNV 023135AF3 11331 11788000 PRN DEFINED 01 11788000 0 0 AMBAC FINANCIAL GROUP INC COMMON 023139108 2791 36220 SH DEFINED 01 36220 0 0 AMBASE CORP COMMON 023164106 53 102600 SH DEFINED 01 102600 0 0 AMEDIA NETWORKS INC COMMON 023434103 19 25000 SH DEFINED 01 25000 0 0 AMERADA HESS CORP COMMON 023551104 3487 27498 SH DEFINED 01 27498 0 0 AMERCO COMMON 023586100 576 8003 SH DEFINED 01 8003 0 0 AMEREN CORP COMMON 023608102 1187 23175 SH DEFINED 01 22975 0 200 ***AMERICA MOVIL S A DE C V ADR 02364W105 359 12282 SH DEFINED 01 12282 0 0 AMERICAN AXLE & MANUFACTURING COMMON 024061103 1020 55654 SH DEFINED 01 55654 0 0 AMERICAN CAPITAL STRATEGIES COMMON 024937104 211 5840 SH DEFINED 01 5840 0 0 AMERICAN CLAIMS EVALUATION INC COMMON 025144106 201 100000 SH DEFINED 01 100000 0 0 AMERICAN COMPLEX CARE INC NEW COMMON 025207309 1 90800 SH DEFINED 01 90800 0 0 AMERICAN DENTAL PARTNERS INC COMMON 025353103 199 11026 SH DEFINED 01 11026 0 0 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 385 16788 SH DEFINED 01 16788 0 0 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 5069 136673 SH DEFINED 01 136673 0 0 AMERICAN EQUITY INVESTMENT COMMON 025676206 189 14508 SH DEFINED 01 14508 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 157773 3065945 SH DEFINED 01 3063255 0 2690 AMERICAN EXPRESS CO CBONDCNV 025816AS8 32928 31028000 PRN DEFINED 01 31028000 0 0 AMERICAN FINANCIAL GROUP INC COMMON 025932104 1291 33702 SH DEFINED 01 33702 0 0 ***AMERICAN FINANCIAL GROUP CBONDCNV 025932AD6 460 1000000 PRN DEFINED 01 1000000 0 0 AMERICAN FINANCIAL REALTY COMMON 02607P305 616 51360 SH DEFINED 01 51360 0 0 ***AMERICAN GREETINGS CORP CBONDCNV 026375AJ4 1600 1000000 PRN DEFINED 01 1000000 0 0 AMERICAN GREETINGS CORP-CL A CLASS 026375105 896 40813 SH DEFINED 01 40813 0 0 AMERICAN HEALTHWAYS INC COMMON 02649V104 6744 149041 SH DEFINED 01 21006 0 128035 AMERICAN HOME MORTGAGE COMMON 02660R107 4635 142314 SH DEFINED 01 98814 0 43500 AMERICAN INTERNATIONAL GROUP COMMON 026874107 92708 1358764 SH DEFINED 01 1348586 0 10178 AMERICAN ITALIAN PASTA CO-CL A COMMON 027070101 212 31246 SH DEFINED 01 31246 0 0 AMERICAN MED SYS HLDGS INC COMMON 02744M108 1567 87937 SH DEFINED 01 87937 0 0 AMERICAN PHARMACEUTICALS COMMON 02886P109 729 18794 SH DEFINED 01 18794 0 0 AMERICAN RETIREMENT CORP COMMON 028913101 344 13725 SH DEFINED 01 13725 0 0 AMERICAN POWER CONVERSION CORP COMMON 029066107 13842 629185 SH DEFINED 01 629185 0 0 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 1461 23429 SH DEFINED 01 23429 0 0 AMERICAN STANDARD COMPANIES COMMON 029712106 3307 82800 SH DEFINED 01 82800 0 0 AMERICAN TOWER CORP COMMON 029912201 7528 277812 SH DEFINED 01 126638 0 151174 AMERICAN TOWER CORP CBONDCNV 029912AF9 1147 1158000 PRN DEFINED 01 1158000 0 0 AMERICAN TOWER CORP CBONDCNV 029912AK8 2629 1145000 PRN DEFINED 01 1145000 0 0 AMERICAN TOWER CORP CBONDCNV 029912AR3 1009 701000 PRN DEFINED 01 701000 0 0 AMERICAN SUPERCONDUCTOR CORP COMMON 030111108 96 12209 SH DEFINED 01 12209 0 0 AMERICREDIT CORP COMMON 03060R101 7398 288683 SH DEFINED 01 43235 0 245448 AMERUS GROUP CO COMMON 03072M108 1408 24849 SH DEFINED 01 24849 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 2753 66521 SH DEFINED 01 66521 0 0 AMERIGROUP CORP COMMON 03073T102 3336 171455 SH DEFINED 01 28440 0 143015 AMERITRADE HOLDING CORP COMMON 03074K100 1487 61968 SH DEFINED 01 61968 0 0 AMERIPRISE FINL INC COMMON 03076C106 24822 605431 SH DEFINED 01 605001 0 430 AMETEK INC NEW COMMON 031100100 4519 106238 SH DEFINED 01 106238 0 0 AMGEN INC COMMON 031162100 58814 745806 SH DEFINED 01 742581 0 3225 AMIS HOLDINGS INC COMMON 031538101 299 28095 SH DEFINED 01 28095 0 0 AMKOR TECHNOLOGY INC COMMON 031652100 756 135073 SH DEFINED 01 135073 0 0 AMKOR TECHNOLOGY INC CBONDCNV 031652AH3 14420 15280000 PRN DEFINED 01 15280000 0 0 AMKOR TECH INC CBONDCNV 031652AN0 7237 7320000 PRN DEFINED 01 7320000 0 0 AMPHENOL CORP NEW-CL A COMMON 032095101 943 21311 SH DEFINED 01 21311 0 0 AMSOUTH BANCORPORATION COMMON 032165102 2955 112762 SH DEFINED 01 112762 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 3030 75911 SH DEFINED 01 67911 0 8000 ANADARKO PETROLEUM CORP COMMON 032511107 11930 125914 SH DEFINED 01 125914 0 0 ANADYS PHARMACEUTICALS INC COMMON 03252Q408 100 11460 SH DEFINED 01 11460 0 0 ANALOG DEVICES INC COMMON 032654105 1620 45186 SH DEFINED 01 44888 0 298 ANDREW CORP COMMON 034425108 189 17681 SH DEFINED 01 17681 0 0 ANDRX GROUP COMMON 034553107 3373 204835 SH DEFINED 01 204025 0 810 ***ANGLO AMERICAN PLC ADR 03485P102 333 9587 SH DEFINED 01 6237 0 3350 ***ANGIOTECH PHARMACEUTICALS COMMON 034918102 201 15328 SH DEFINED 01 15328 0 0 ***ANGLOGOLD ASHANTI LTD (NEW) ADR 035128206 8143 165090 SH DEFINED 01 165090 0 0 ANHEUSER BUSCH COMPANIES INC COMMON 035229103 9680 225341 SH DEFINED 01 225341 0 0 ANIXTER INTERNATIONAL INC COMMON 035290105 503 12879 SH DEFINED 01 12879 0 0 ANNALY MORTGAGE MANAGEMENT INC COMMON 035710409 1964 179579 SH DEFINED 01 179579 0 0 ANNTAYLOR STORES CORP COMMON 036115103 1235 35800 SH DEFINED 01 35800 0 0 ANSYS INC COMMON 03662Q105 467 10956 SH DEFINED 01 10956 0 0 ANTEON INTL CORP COMMON 03674E108 343 6317 SH DEFINED 01 6317 0 0 ANTHRACITE CAPITAL INC COMMON 037023108 322 30660 SH DEFINED 01 30660 0 0 ANTIGENICS INC DEL COMMON 037032109 124 26227 SH DEFINED 01 26227 0 0 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 1168 160111 SH DEFINED 01 160111 0 0 AON CORP COMMON 037389103 3918 109005 SH DEFINED 01 108996 0 9 AON CORP CBONDCNV 037389AT0 3382 2000000 PRN DEFINED 01 2000000 0 0 APACHE CORP COMMON 037411105 9051 132103 SH DEFINED 01 132103 0 0 APARTMENT INVESTMENT & REIT 03748R101 2933 77462 SH DEFINED 01 77462 0 0 ***APCO ARGENTINA INC (CAYMEN COMMON 037489101 36461 706205 SH DEFINED 01 706205 0 0 APOGEE ENTERPRISES INC COMMON 037598109 404 24920 SH DEFINED 01 24920 0 0 APOGENT TECHNOLOGIES INC CBONDCNV 03760AAK7 24050 20331000 PRN DEFINED 01 20331000 0 0 APOLLO GROUP INC-CL A CLASS 037604105 7102 117475 SH DEFINED 01 117475 0 0 APOLLO INVESTMENT CORPORATION COMMON 03761U106 595 33189 SH DEFINED 01 33189 0 0 APPLE COMPUTER INC COMMON 037833100 116923 1626423 SH DEFINED 01 1615890 0 10533 APRIA HEALTHCARE GROUP INC COMMON 037933108 2588 107362 SH DEFINED 01 106912 0 450 APPLERA CORP COMMON 038020103 735 27674 SH DEFINED 01 27674 0 0 APPLIED DIGITAL SOLUTIONS INC COMMON 038188306 77 26976 SH DEFINED 01 26976 0 0 APPLIED INDUSTRIAL COMMON 03820C105 313 9313 SH DEFINED 01 9313 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 205 79928 SH DEFINED 01 79753 0 175 APPLIED MATERIALS INC COMMON 038222105 29938 1668832 SH DEFINED 01 1656194 0 12638 APPLIED SIGNAL TECHNOLOGY INC COMMON 038237103 341 15066 SH DEFINED 01 15066 0 0 APTARGROUP INC COMMON 038336103 392 7520 SH DEFINED 01 7520 0 0 AQUA AMERICA INC COMMON 03836W103 438 16050 SH DEFINED 01 16050 0 0 AQUILA INC COMMON 03840P102 7487 2079893 SH DEFINED 01 1268293 0 811600 ARBINET THEXCHANGE INC COMMON 03875P100 173 24683 SH DEFINED 01 24683 0 0 ARBOR REALTY TRUST INC COMMON 038923108 241 9314 SH DEFINED 01 9314 0 0 ARCH COAL INC COMMON 039380100 2803 35260 SH DEFINED 01 33760 0 1500 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 4140 167888 SH DEFINED 01 167888 0 0 ARCHIPELAGO HOLDINGS INC COMMON 03957A104 1913 38448 SH DEFINED 01 14898 0 23550 ARCHSTONE-SMITH TR COMMON 039583109 4444 106099 SH DEFINED 01 106099 0 0 ARDEN REALTY INC REIT 039793104 1109 24741 SH DEFINED 01 24741 0 0 ARENA PHARMACEUTICALS INC COMMON 040047102 274 19318 SH DEFINED 01 19318 0 0 ARIAD PHARMACEUTICALS INC-DEL COMMON 04033A100 217 37253 SH DEFINED 01 37253 0 0 ARIBA INC COMMON 04033V203 550 74940 SH DEFINED 01 74940 0 0 ARIBA INC COMMON 04033V203 29 4002 SH DEFINED 01 4002 0 0 ARKANSAS BEST CORP-DEL COMMON 040790107 560 12832 SH DEFINED 01 12832 0 0 ***ARM HOLDINGS PLC ADR 042068106 132 21302 SH DEFINED 01 21302 0 0 ARMOR HOLDINGS INC COMMON 042260109 2995 70227 SH DEFINED 01 70227 0 0 ARRIS GROUP INC COMMON 04269Q100 1755 185324 SH DEFINED 01 185324 0 0 ARROW ELECTRONICS INC COMMON 042735100 1230 38423 SH DEFINED 01 38423 0 0 ART TECHNOLOGY GROUP INC COMMON 04289L107 76 39146 SH DEFINED 01 39146 0 0 ARTESYN TECHNOLOGIES INC CBONDCNV 043127AB5 1122 800000 PRN DEFINED 01 800000 0 0 ARVINMERITOR INC COMMON 043353101 1113 77357 SH DEFINED 01 77357 0 0 ASHLAND INC COMMON 044209104 3015 52084 SH DEFINED 01 52084 0 0 ASIAINFO HOLDINGS INC COMMON 04518A104 93 23384 SH DEFINED 01 23384 0 0 ASPECT MEDICAL SYSTEMS INC COMMON 045235108 392 11425 SH DEFINED 01 11425 0 0 ASPEN TECHNOLOGY INC COMMON 045327103 2424 308845 SH DEFINED 01 308845 0 0 ASSET ACCEPTANCE CAPITAL CORP COMMON 04543P100 430 19186 SH DEFINED 01 19186 0 0 ASSOCIATED BANC CORP COMMON 045487105 596 18332 SH DEFINED 01 18332 0 0 ASSURANT INC COMMON 04621X108 2737 62935 SH DEFINED 01 62935 0 0 ASTA FUNDING INC COMMON 046220109 298 10932 SH DEFINED 01 10932 0 0 ASTORIA FINANCIAL CORP COMMON 046265104 7014 238600 SH DEFINED 01 45711 0 192889 ASYST TECHNOLOGIES INC COMMON 04648X107 133 23277 SH DEFINED 01 23277 0 0 ATARI INC COMMON 04651M105 60 55904 SH DEFINED 01 55904 0 0 ATHEROS COMMUNICATIONS INC COMMON 04743P108 188 14531 SH DEFINED 01 14531 0 0 ATHEROGENICS INC COMMON 047439104 14016 700482 SH DEFINED 01 700482 0 0 ATLANTIC COAST FEDERAL COMMON 048425102 665 47340 SH DEFINED 01 47340 0 0 ATLAS AIR WORLDWIDE HLDGS INC COMMON 049164205 4331 96250 SH DEFINED 01 96250 0 0 ATLAS AMERICA INC COMMON 049167109 252 4198 SH DEFINED 01 4198 0 0 ATMEL CORP COMMON 049513104 243 78931 SH DEFINED 01 78931 0 0 ATMOS ENERGY CORP COMMON 049560105 221 8457 SH DEFINED 01 8457 0 0 ATWOOD OCEANICS INC COMMON 050095108 772 9897 SH DEFINED 01 9897 0 0 AUTODESK INC COMMON 052769106 7455 173576 SH DEFINED 01 173576 0 0 AUTOLIV INC COMMON 052800109 996 21937 SH DEFINED 01 21937 0 0 AUTOMATIC DATA PROCESSING INC COMMON 053015103 4810 104829 SH DEFINED 01 104829 0 0 AUTONATION INC DEL COMMON 05329W102 1051 48368 SH DEFINED 01 48368 0 0 AUTOZONE INC COMMON 053332102 649 7082 SH DEFINED 01 7082 0 0 AVANEX CORP COMMON 05348W109 82 60452 SH DEFINED 01 60452 0 0 AVALONBAY COMMUNITIES INC REIT 053484101 1820 20395 SH DEFINED 01 20395 0 0 AVAYA INC COMMON 053499109 3973 372375 SH DEFINED 01 372124 0 251 AVERY DENNISON CORP COMMON 053611109 3706 67068 SH DEFINED 01 67068 0 0 AVID TECHNOLOGY INC COMMON 05367P100 358 6542 SH DEFINED 01 6542 0 0 AVNET INC COMMON 053807103 802 33531 SH DEFINED 01 33531 0 0 AVOCENT CORP COMMON 053893103 341 12552 SH DEFINED 01 12552 0 0 AVON PRODUCTS INC COMMON 054303102 2571 90062 SH DEFINED 01 90062 0 0 AXCELIS TECHNOLOGIES INC COMMON 054540109 346 72573 SH DEFINED 01 72573 0 0 ***AXCAN PHARMA INC COMMON 054923107 220 14588 SH DEFINED 01 14588 0 0 BB&T CORP COMMON 054937107 6073 144919 SH DEFINED 01 144919 0 0 ***BCE INC COMMON 05534B109 722 30151 SH DEFINED 01 30151 0 0 BJS WHOLESALE CLUB INC COMMON 05548J106 2771 93764 SH DEFINED 01 93764 0 0 BJ SERVICES CO COMMON 055482103 25888 705997 SH DEFINED 01 705997 0 0 BP P L C SPONSORED ADR ADR 055622104 1761 27427 SH DEFINED 01 27427 0 0 BRE PROPERTIES INC REIT 05564E106 4366 96013 SH DEFINED 01 96013 0 0 BMC SOFTWARE INC COMMON 055921100 2335 113964 SH DEFINED 01 113964 0 0 BAKER HUGHES INC COMMON 057224107 17327 285078 SH DEFINED 01 283078 0 2000 BALL CORP COMMON 058498106 433 10912 SH DEFINED 01 10912 0 0 BALLYS TOTAL FITNESS HOLDING COMMON 05873K108 532 84831 SH DEFINED 01 84831 0 0 ***BANCO BRADESCO S A ADR 059460303 3967 136098 SH DEFINED 01 136098 0 0 ***BANCO ITAU HOLDING ADR 059602201 8962 373110 SH DEFINED 01 373110 0 0 ***BANCOLOMBIA SA ADR 05968L102 374 13000 SH DEFINED 01 13000 0 0 BANK OF AMERICA CORP COMMON 060505104 83193 1802669 SH DEFINED 01 1774762 0 27907 BANK HAWAII CORP COMMON 062540109 526 10210 SH DEFINED 01 10210 0 0 BANK OF NEW YORK CO INC COMMON 064057102 18579 583344 SH DEFINED 01 583344 0 0 RTS BANK UNITED CORP COMMON 065416117 14 240000 SH DEFINED 01 240000 0 0 BANKATLANTIC BANCORP INC-CL A COMMON 065908501 285 20383 SH DEFINED 01 20383 0 0 BANKUNITED FINANCIAL CORP-CL A COMMON 06652B103 2419 91078 SH DEFINED 01 13900 0 77178 C R BARD INC COMMON 067383109 2036 30895 SH DEFINED 01 30895 0 0 BARNES & NOBLE INC COMMON 067774109 813 19066 SH DEFINED 01 19066 0 0 ***BARRICK GOLD CORP COMMON 067901108 18959 680278 SH DEFINED 01 669978 0 10300 BARR PHARMACEUTICALS INC COMMON 068306109 9066 145559 SH DEFINED 01 82527 0 63032 BILL BARRETT CORPORATION COMMON 06846N104 292 7582 SH DEFINED 01 7582 0 0 BARRIER THERAPEUTICS INC COMMON 06850R108 153 18672 SH DEFINED 01 18672 0 0 BASIC LEASING CORP COMMON 070005103 9 18024 SH DEFINED 01 18024 0 0 BASIX CORP NEW COMMON 070121207 1 207729 SH DEFINED 01 207729 0 0 BAUER EDDIE HLDGS INC COMMON 071625107 1755 117000 SH DEFINED 01 117000 0 0 BAUSCH & LOMB INC COMMON 071707103 9397 138407 SH DEFINED 01 138407 0 0 BAUSCH & LOMB INC CBONDCNV 071707AM5 21992 16334000 PRN DEFINED 01 16334000 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 9250 245686 SH DEFINED 01 245686 0 0 BAY AREA RECOVERY CENTERS INC COMMON 072021108 1 21500 SH DEFINED 01 21500 0 0 BE AEROSPACE INC COMMON 073302101 1457 66252 SH DEFINED 01 66252 0 0 BEA SYSTEMS INC COMMON 073325102 3469 369114 SH DEFINED 01 363564 0 5550 BEA SYSTEMS INC CBONDCNV 073325AD4 9854 10030000 PRN DEFINED 01 10030000 0 0 BEACON ROOFING SUPPLY INC COMMON 073685109 287 9998 SH DEFINED 01 9998 0 0 BEAR STEARNS COMPANIES INC COMMON 073902108 10806 93538 SH DEFINED 01 93538 0 0 BEARINGPOINT INC COMMON 074002106 512 65154 SH DEFINED 01 65154 0 0 BEAZER HOMES USA INC COMMON 07556Q105 904 12411 SH DEFINED 01 12411 0 0 BECKMAN COULTER INC COMMON 075811109 9404 165273 SH DEFINED 01 165273 0 0 BECTON DICKINSON & CO COMMON 075887109 1432 23837 SH DEFINED 01 23837 0 0 BED BATH & BEYOND INC COMMON 075896100 16909 467759 SH DEFINED 01 466286 0 1473 BELDEN CDT INC COMMON 077454106 518 21210 SH DEFINED 01 21210 0 0 BELL SAVINGS HOLDINGS INC COMMON 077900108 2 50895 SH DEFINED 01 50895 0 0 BELL MICROPRODUCTS INC COMMON 078137106 118 15548 SH DEFINED 01 15548 0 0 BELLSOUTH CORP COMMON 079860102 22570 832854 SH DEFINED 01 832854 0 0 BELO CORP CLASS 080555105 882 41208 SH DEFINED 01 41208 0 0 ***BEMA GOLD CORP COMMON 08135F107 171 58900 SH DEFINED 01 58900 0 0 BEMIS CO INC COMMON 081437105 444 15951 SH DEFINED 01 15951 0 0 W R BERKLEY CORP COMMON 084423102 1243 26121 SH DEFINED 01 25687 0 434 BERKSHIRE HATHAWAY INC-DEL COMMON 084670108 789 79 SH DEFINED 01 78 0 1 BERKSHIRE HATHAWAY INC COMMON 084670207 7570 2579 SH DEFINED 01 2515 0 64 BERRY PETROLEUM CO-CL A CLASS 085789105 537 9397 SH DEFINED 01 9397 0 0 BEST BUY COMPANY INC COMMON 086516101 12454 286443 SH DEFINED 01 286443 0 0 BEST BUY INC CBONDCNV 086516AF8 6082 5725000 PRN DEFINED 01 5725000 0 0 BEVERLY ENTERPRISES INC NEW COMMON 087851309 137 11779 SH DEFINED 01 11779 0 0 ***BHP BILLITON LTD ADR 088606108 276 8270 SH DEFINED 01 6270 0 2000 BICOASTAL CORP-$3.50 CUM PFD PREFERED 088774203 18 146666 SH DEFINED 01 146666 0 0 BIG LOTS INC COMMON 089302103 183 15293 SH DEFINED 01 15293 0 0 BIMINI MTG MGMT INC COMMON 09031E400 113 12580 SH DEFINED 01 12580 0 0 BIO-RAD LABORATORIES INC CL A CLASS 090572207 287 4399 SH DEFINED 01 4399 0 0 BIOCRYST PHARMACEUTICALS INC COMMON 09058V103 284 16964 SH DEFINED 01 16964 0 0 BIOENVISION INC COMMON 09059N100 143 21915 SH DEFINED 01 21915 0 0 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 446 41445 SH DEFINED 01 41445 0 0 BIOMET INC COMMON 090613100 6519 178276 SH DEFINED 01 178276 0 0 BIOGEN IDEC INC COMMON 09062X103 18353 404888 SH DEFINED 01 401138 0 3750 BIOMED REALTY TRUST INC COMMON 09063H107 291 11948 SH DEFINED 01 11948 0 0 BIOPLASTY INC COMMON 090648106 1 29400 SH DEFINED 01 29400 0 0 ***BIRCH MOUNTAIN RESOURCES COMMON 09066X109 322 45000 SH DEFINED 01 45000 0 0 BIOSCRIP INC COMMON 09069N108 81 10750 SH DEFINED 01 10750 0 0 BIOSITE INC COMMON 090945106 870 15459 SH DEFINED 01 11459 0 4000 BLACK & DECKER CORP COMMON 091797100 1710 19671 SH DEFINED 01 19671 0 0 BLACK HILLS CORP COMMON 092113109 914 26422 SH DEFINED 01 26422 0 0 H & R BLOCK INC COMMON 093671105 1195 48705 SH DEFINED 01 48705 0 0 BLOCKBUSTER INC COMMON 093679108 501 133789 SH DEFINED 01 131559 0 2230 BLOCKBUSTER INC COMMON 093679207 5755 1728298 SH DEFINED 01 1728298 0 0 BLOUNT INTL INC-NEW COMMON 095180105 304 19100 SH DEFINED 01 19100 0 0 BLOUNT INTL INC-NEW COMMON 095180105 142080 8918999 SH DEFINED 01 8918999 0 0 BLUE COAT SYSTEMS INC COMMON 09534T508 942 20621 SH DEFINED 01 20621 0 0 BLYTH INC COMMON 09643P108 779 37228 SH DEFINED 01 37228 0 0 BOARDROOM BUSINESS PRODUCTS COMMON 096606108 30 30000 SH DEFINED 01 30000 0 0 BOB EVANS FARMS INC COMMON 096761101 319 13839 SH DEFINED 01 13839 0 0 BOEING CO COMMON 097023105 19804 281961 SH DEFINED 01 280386 0 1575 BOOKHAM INC COMMON 09856E105 321 56185 SH DEFINED 01 56185 0 0 BORDERS GROUP INC COMMON 099709107 522 24094 SH DEFINED 01 24094 0 0 ***BOREALIS EXPLORATION LTD COMMON 099720104 306 81700 SH DEFINED 01 81700 0 0 BORG WARNER AUTOMOTIVE INC COMMON 099724106 539 8898 SH DEFINED 01 8898 0 0 BORLAND SOFTWARE CORP COMMON 099849101 101 15590 SH DEFINED 01 15590 0 0 BOSTON PRIVATE FINANCIAL HLDGS COMMON 101119105 374 12316 SH DEFINED 01 12316 0 0 BOSTON PROPERTIES INC REIT 101121101 2040 27525 SH DEFINED 01 27525 0 0 BOSTON SCIENTIFIC CORP COMMON 101137107 15605 637238 SH DEFINED 01 630756 0 6482 BOWATER INC COMMON 102183100 819 26662 SH DEFINED 01 26462 0 200 BRANDYWINE REALTY TRUST-SBI REIT 105368203 956 34267 SH DEFINED 01 34267 0 0 ***BRASIL TELECOM PARTICIPACOE ADR 105530109 319 8557 SH DEFINED 01 8557 0 0 ***BRETT RESOURCES INC COMMON 10737B203 4 15000 SH DEFINED 01 15000 0 0 BRIGGS & STRATTON CORP COMMON 109043109 653 16848 SH DEFINED 01 16848 0 0 BRIGHTPOINT INC COMMON 109473405 528 19071 SH DEFINED 01 19071 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 6251 161700 SH DEFINED 01 60258 0 101442 BRINK'S COMPANY COMMON 109696104 927 19354 SH DEFINED 01 18834 0 520 BRISTOL MYERS SQUIBB CO COMMON 110122108 74914 3259994 SH DEFINED 01 3219314 0 40680 ***BRITISH AMERICAN TOBACCO ADR 110448107 208 4630 SH DEFINED 01 1475 0 3155 ***BRITISH SKY BROADCASTING ADR 111013108 693 20000 SH DEFINED 01 20000 0 0 BROADCOM CORP CLASS 111320107 16684 353862 SH DEFINED 01 353562 0 300 BROADWING CORPORATION COMMON 11161E101 280 46290 SH DEFINED 01 46290 0 0 BROCADE COMMUNICATIONS SYS INC COMMON 111621108 2503 615109 SH DEFINED 01 605109 0 10000 BROCADE COMMUNICATIONS SYSTEM CBONDCNV 111621AB4 90 92000 PRN DEFINED 01 92000 0 0 ***BROOKFIELD ASSET MANAGEMENT COMMON 112585104 442 8790 SH DEFINED 01 8790 0 0 BROOKFIELD HOMES CORP COMMON 112723101 808 16257 SH DEFINED 01 16257 0 0 BROWN & BROWN INC COMMON 115236101 902 29549 SH DEFINED 01 29549 0 0 BROWN FORMAN CORP-CL B CLASS 115637209 673 9709 SH DEFINED 01 9709 0 0 BROWN SHOE COMPANY COMMON 115736100 875 20630 SH DEFINED 01 20630 0 0 BRUNSWICK CORP COMMON 117043109 679 16714 SH DEFINED 01 16714 0 0 BRYN MAWR BANK CORP COMMON 117665109 548 25549 SH DEFINED 01 25549 0 0 BUCA INC COMMON 117769109 1239 227449 SH DEFINED 01 227449 0 0 BUCKEYE TECHNOLOGIES INC COMMON 118255108 106 13282 SH DEFINED 01 13282 0 0 BUCYRUS INTL INC COMMON 118759109 5278 100152 SH DEFINED 01 15002 0 85150 BUILDING MATERIALS HOLDING COMMON 120113105 2165 31742 SH DEFINED 01 31742 0 0 BURLINGTON COAT FACTORY COMMON 121579106 1252 31148 SH DEFINED 01 31148 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 3857 54475 SH DEFINED 01 54475 0 0 BURLINGTON RESOURCES INC COMMON 122014103 33119 384221 SH DEFINED 01 383981 0 240 C&D TECHNOLOGIES INC COMMON 124661109 179 23517 SH DEFINED 01 23517 0 0 CBL & ASSOCIATES PROPERTIES REIT 124830100 655 16589 SH DEFINED 01 16589 0 0 CBS CORP COMMON 124857202 2550 100000 SH DEFINED 01 100000 0 0 CB RICHARD ELLIS GROUP INC COMMON 12497T101 671 11415 SH DEFINED 01 11415 0 0 C-COR INCORPORATED COMMON 125010108 100 20646 SH DEFINED 01 20646 0 0 CDI CORP COMMON 125071100 202 7406 SH DEFINED 01 7406 0 0 CDW CORP COMMON 12512N105 2243 38976 SH DEFINED 01 38976 0 0 CEC ENTERTAINMENT INC COMMON 125137109 3661 107571 SH DEFINED 01 27962 0 79609 CF INDUSTRIES HOLDINGS INC COMMON 125269100 554 36363 SH DEFINED 01 36363 0 0 CGI HOLDING CORP COMMON 125318105 82 35500 SH DEFINED 01 0 0 35500 C H ROBINSON WORLDWIDE INC COMMON 12541W209 2790 75371 SH DEFINED 01 75371 0 0 CIGNA CORP COMMON 125509109 8022 71822 SH DEFINED 01 71822 0 0 CIT GROUP INC NEW COMMON 125581108 5821 112433 SH DEFINED 01 112433 0 0 CKE RESTAURANTS INC COMMON 12561E105 650 48128 SH DEFINED 01 48128 0 0 CLECO CORP HLDGS NEW COMMON 12561W105 2344 112444 SH DEFINED 01 112444 0 0 CKX INC COMMON 12562M106 133 10289 SH DEFINED 01 10289 0 0 CMGI INC COMMON 125750109 90 59213 SH DEFINED 01 59213 0 0 CMS ENERGY CORP COMMON 125896100 2787 192114 SH DEFINED 01 192114 0 0 CSK AUTO CORP COMMON 125965103 3527 233946 SH DEFINED 01 76034 0 157912 CNF INC COMMON 12612W104 406 7273 SH DEFINED 01 7273 0 0 CNET NETWORKS INC COMMON 12613R104 3407 231944 SH DEFINED 01 226187 0 5757 ***CNOOC LTD ADR 126132109 525 7726 SH DEFINED 01 4406 0 3320 CNS INC COMMON 126136100 561 25648 SH DEFINED 01 25648 0 0 CSG SYS INTL INC CBONDCNV 126349AB5 5584 5720000 PRN DEFINED 01 5720000 0 0 CSX CORP COMMON 126408103 3901 76839 SH DEFINED 01 76839 0 0 CVB FINANCIAL CORP COMMON 126600105 239 11799 SH DEFINED 01 11799 0 0 CVS CORP COMMON 126650100 38263 1448279 SH DEFINED 01 1446503 0 1776 CV THERAPEUTICS INC COMMON 126667104 3705 149837 SH DEFINED 01 149527 0 310 CV THERAPEUTICS INC CBONDCNV 126667AD6 126 150000 PRN DEFINED 01 150000 0 0 CV THERAPEUTICS INC CBONDCNV 126667AG9 7004 6303000 PRN DEFINED 01 6303000 0 0 CABLEVISION SYSTEMS CORP-CL A CLASS 12686C109 2556 108920 SH DEFINED 01 108920 0 0 ***CABLETEL COMMUNICATIONS COMMON 126925106 2 32100 SH DEFINED 01 32100 0 0 CABOT CORP COMMON 127055101 438 12243 SH DEFINED 01 11868 0 375 CABOT OIL & GAS CORP CLASS 127097103 11272 249934 SH DEFINED 01 51139 0 198795 CACI INTERNATIONAL INC-CL A CLASS 127190304 544 9489 SH DEFINED 01 9489 0 0 CADENCE RESOURCES CORP COMMON 12738N103 79 17500 SH DEFINED 01 17500 0 0 CADENCE DESIGN SYSTEMS INC COMMON 127387108 2799 165482 SH DEFINED 01 165482 0 0 CAL DIVE INTERNATIONAL INC COMMON 127914109 348 9707 SH DEFINED 01 9707 0 0 CALAMOS CONVERTIBLE COMMON 128117108 754 38100 SH DEFINED 01 38100 0 0 CALAMP CORP COMMON 128126109 781 74527 SH DEFINED 01 74527 0 0 CALGON CARBON CORP COMMON 129603106 141 24792 SH DEFINED 01 24792 0 0 CALIFORNIA COASTAL COMMUNITIES COMMON 129915203 2759 70329 SH DEFINED 01 70329 0 0 CALIFORNIA MICRO DEVICES CORP COMMON 130439102 1639 251839 SH DEFINED 01 251839 0 0 CALIPER LIFE SCIENCES INC COMMON 130872104 204 34752 SH DEFINED 01 34752 0 0 CALLON PETROLEUM CO-DEL COMMON 13123X102 248 14091 SH DEFINED 01 14091 0 0 CALPINE CORP COMMON 131347106 122 589696 SH DEFINED 01 589696 0 0 CALPINE CORP CBONDCNV 131347BJ4 940 3617000 PRN DEFINED 01 1062000 0 2555000 CALPINE CORP CBONDCNV 131347BM7 1053 5015000 PRN DEFINED 01 5015000 0 0 CAMBREX CORP COMMON 132011107 203 10827 SH DEFINED 01 10827 0 0 CAMDEN PROPERTY TRUST-SBI REIT 133131102 963 16642 SH DEFINED 01 16642 0 0 CAMPBELL SOUP CO COMMON 134429109 673 22620 SH DEFINED 01 22620 0 0 ***CANADIAN NATIONAL RAILWAY COMMON 136375102 1314 16434 SH DEFINED 01 16434 0 0 ***CANADIAN NATURAL RESOURCES COMMON 136385101 3354 67600 SH DEFINED 01 67300 0 300 ***CANADIAN OIL SANDS TR NEW COMMON 13642L100 610 5632 SH DEFINED 01 4132 0 1500 ***CANADIAN PACIFIC RAILWAY COMMON 13645T100 322 7690 SH DEFINED 01 7690 0 0 CANDELA CORP COMMON 136907102 510 35342 SH DEFINED 01 35342 0 0 CAPITAL CROSSING BANK COMMON 140071101 327 9809 SH DEFINED 01 9809 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 23667 273931 SH DEFINED 01 269664 0 4267 CAPITAL TR DEL COMMON 140544107 19431 20000 SH DEFINED 01 20000 0 0 CAPITALSOURCE INC COMMON 14055X102 294 13137 SH DEFINED 01 3637 0 9500 CAPITOL FEDERAL FINANCIAL COMMON 14057C106 997 30282 SH DEFINED 01 30282 0 0 CARBO CERAMICS INC COMMON 140781105 42606 753829 SH DEFINED 01 753829 0 0 CARAUSTAR INDUSTRIES INC COMMON 140909102 175 20243 SH DEFINED 01 20243 0 0 CARDINAL HEALTH INC COMMON 14149Y108 10761 156537 SH DEFINED 01 156537 0 0 CAREER EDUCATION CORP COMMON 141665109 487 14461 SH DEFINED 01 14461 0 0 CAREMARK RX INC COMMON 141705103 3351 64715 SH DEFINED 01 64715 0 0 CARIBOU COFFEE CO INC COMMON 142042209 1527 152100 SH DEFINED 01 152100 0 0 CARMAX INC COMMON 143130102 10342 373654 SH DEFINED 01 373654 0 0 CARNIVAL CORP COMMON 143658300 3024 56558 SH DEFINED 01 56558 0 0 CARNIVAL CORP CBONDCNV 143658AN2 4125 3000000 PRN DEFINED 01 3000000 0 0 CARRIAGE SERVICES INC CLASS 143905107 74 14975 SH DEFINED 01 14975 0 0 CARPENTER TECHNOLOGY CORP COMMON 144285103 285 4048 SH DEFINED 01 4048 0 0 CARRAMERICA REALTY CORP REIT 144418100 745 21527 SH DEFINED 01 21527 0 0 CASCADE FINANCIAL CORP COMMON 147272108 413 23282 SH DEFINED 01 23282 0 0 CASEYS GENERAL STORES INC COMMON 147528103 741 29903 SH DEFINED 01 29903 0 0 CASUAL MALE RETAIL GROUP INC CBONDCNV 148711AB0 702 830000 PRN DEFINED 01 830000 0 0 CATALINA MARKETING CORP COMMON 148867104 296 11712 SH DEFINED 01 11712 0 0 CATERPILLAR INC COMMON 149123101 14787 255976 SH DEFINED 01 255976 0 0 CATHAY GENERAL BANCORP COMMON 149150104 702 19549 SH DEFINED 01 19549 0 0 CCE SPINCO INC COMMON 14985W109 428 32679 SH DEFINED 01 32679 0 0 CELANESE CORPORATION COMMON 150870103 577 30207 SH DEFINED 01 30207 0 0 CELL GENESYS INC COMMON 150921104 1325 223546 SH DEFINED 01 223546 0 0 CELL GENESYS INC CBONDCNV 150921AB0 4132 5150000 PRN DEFINED 01 5150000 0 0 CELL THERAPEUTICS INC NEW COMMON 150934107 104 48122 SH DEFINED 01 48122 0 0 ***CELESTICA INC COMMON 15101Q108 257 24400 SH DEFINED 01 24400 0 0 CELGENE CORP COMMON 151020104 7442 114851 SH DEFINED 01 114851 0 0 CELSION CORP COMMON 15117N107 2 11000 SH DEFINED 01 11000 0 0 CENDANT CORP COMMON 151313103 23594 1367781 SH DEFINED 01 1365916 0 1865 CENTENNIAL BANK HOLDINGS COMMON 151345303 906 73307 SH DEFINED 01 73307 0 0 CENTENE CORP DEL COMMON 15135B101 1854 70556 SH DEFINED 01 70556 0 0 CENTERPOINT ENERGY INC COMMON 15189T107 3523 274217 SH DEFINED 01 272717 0 1500 CENTERPOINT ENERGY INC 2% COMMON 15189T206 994 30000 SH DEFINED 01 30000 0 0 CENTERPOINT ENERGY INC CBONDCNV 15189TAL1 1614 1500000 PRN DEFINED 01 1500000 0 0 CENTERPOINT ENERGY INC SR NT-B CBONDCNV 15189TAM9 587 500000 PRN DEFINED 01 500000 0 0 CENTERPOINT PROPERTIES TRUST REIT 151895109 1121 22667 SH DEFINED 01 22667 0 0 CENTEX CORP COMMON 152312104 3826 53528 SH DEFINED 01 53528 0 0 CENTILLIUM COMMUNICATIONS INC COMMON 152319109 37 10589 SH DEFINED 01 10589 0 0 CENTRAL EUROPE AND RUSSIA FUND COMMON 153436100 277 6540 SH DEFINED 01 4540 0 2000 ***CENTRAL FUND OF CANADA LTD COMMON 153501101 190 28000 SH DEFINED 01 28000 0 0 CENTRAL PACIFIC FINANCIAL CORP COMMON 154760102 200 5594 SH DEFINED 01 5594 0 0 CENTURY ALUMINUM CO COMMON 156431108 567 21666 SH DEFINED 01 21666 0 0 CENVEO INC COMMON 15670S105 2625 199530 SH DEFINED 01 199530 0 0 CENTURYTEL INC COMMON 156700106 858 25876 SH DEFINED 01 25876 0 0 CEPHALON INC COMMON 156708109 2713 41919 SH DEFINED 01 41919 0 0 CEPHALON INC CBONDCNV 156708AL3 1485 1250000 PRN DEFINED 01 1250000 0 0 CERES GROUP INC COMMON 156772105 217 41996 SH DEFINED 01 41996 0 0 CERIDIAN CORP COMMON 156779100 1198 48236 SH DEFINED 01 48236 0 0 CERNER CORP COMMON 156782104 8461 93078 SH DEFINED 01 93078 0 0 CERTEGY INC COMMON 156880106 246 6081 SH DEFINED 01 6081 0 0 CHAMPION ENTERPRISES INC COMMON 158496109 200 14738 SH DEFINED 01 14738 0 0 CHANNELL COMMERCIAL CORP COMMON 159186105 265 53533 SH DEFINED 01 53533 0 0 ***CHARIOT RESOURCES LTD COMMON 15963M104 111 350000 SH DEFINED 01 350000 0 0 CHARLES RIVER LABORATORIES COMMON 159864107 242 5731 SH DEFINED 01 5731 0 0 CHARLOTTE RUSSE HLDG INC COMMON 161048103 2734 131257 SH DEFINED 01 131257 0 0 CHARMING SHOPPES INC COMMON 161133103 1136 86086 SH DEFINED 01 86086 0 0 CHARMING SHOPPES INC CBONDCNV 161133AC7 63 45000 PRN DEFINED 01 45000 0 0 CHARTER COMMUNICATIONS INC DEL COMMON 16117M107 9633 7896467 SH DEFINED 01 7496467 0 400000 CHARTER COMMUNICATIONS INC DEL CBONDCNV 16117MAC1 579 585000 PRN DEFINED 01 585000 0 0 CHARTER COMMUNICATIONS INC DEL CBONDCNV 16117MAE7 13108 17625000 PRN DEFINED 01 17625000 0 0 ***CHARTERED SEMICONDUCTOR MFG ADR 16133R106 316 41440 SH DEFINED 01 41440 0 0 CHATTEM INC COMMON 162456107 207 5689 SH DEFINED 01 5659 0 30 CHECKFREE CORP COMMON 162813109 3512 76518 SH DEFINED 01 76518 0 0 CHECKPOINT SYSTEMS INC COMMON 162825103 4726 191734 SH DEFINED 01 27091 0 164643 CHEESECAKE FACTORY INC COMMON 163072101 288 7705 SH DEFINED 01 7705 0 0 CHEMED CORPORATION COMMON 16359R103 321 6463 SH DEFINED 01 6463 0 0 CHEMTURA CORP COMMON 163893100 2271 178826 SH DEFINED 01 177531 0 1295 CHENIERE ENERGY INC COMMON 16411R208 1028 27628 SH DEFINED 01 27628 0 0 CHESAPEAKE CORP COMMON 165159104 364 21467 SH DEFINED 01 21467 0 0 CHESAPEAKE ENERGY CORP COMMON 165167107 40569 1278575 SH DEFINED 01 1270340 0 8235 CHEVRON CORPORATION COMMON 166764100 42941 756410 SH DEFINED 01 741210 0 15200 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 2960 8056 SH DEFINED 01 8056 0 0 CHICOS FAS INC COMMON 168615102 840 19126 SH DEFINED 01 19126 0 0 CHILDRENS PLACE RETAIL STORES COMMON 168905107 237 4802 SH DEFINED 01 4802 0 0 ***CHINA MOBILE HONG KONG LTD ADR 16941M109 319 13300 SH DEFINED 01 13300 0 0 CHINATEK INC NEW COMMON 169463205 269 431100 SH DEFINED 01 431100 0 0 CHIPPAC INC CBONDCNV 169657AD5 11737 12520000 PRN DEFINED 01 12520000 0 0 CHIQUITA BRANDS INTL INC COMMON 170032809 682 34096 SH DEFINED 01 34096 0 0 CHIRON CORP COMMON 170040109 7105 159809 SH DEFINED 01 159809 0 0 CHITTENDEN CORP COMMON 170228100 206 7443 SH DEFINED 01 7443 0 0 CHOICEPOINT INC COMMON 170388102 233 5241 SH DEFINED 01 5241 0 0 CHORDIANT SOFTWARE INC COM COMMON 170404107 5243 2001299 SH DEFINED 01 2001299 0 0 CHUBB CORP COMMON 171232101 6068 62149 SH DEFINED 01 61774 0 375 ***CHUNGHWA TELECOM CO LTD ADR 17133Q205 688 37502 SH DEFINED 01 18422 0 19080 CIBER INC COMMON 17163B102 152 23065 SH DEFINED 01 23065 0 0 CIENA CORP COMMON 171779101 1718 578740 SH DEFINED 01 578409 0 331 CIMAREX ENERGY CO COMMON 171798101 966 22467 SH DEFINED 01 22467 0 0 CINCINNATI BELL INC NEW COMMON 171871106 279 79563 SH DEFINED 01 79563 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 1701 38074 SH DEFINED 01 38074 0 0 CINERGY CORP COMMON 172474108 4276 100728 SH DEFINED 01 100728 0 0 CIRCUIT CITY STORES INC COMMON 172737108 4684 207355 SH DEFINED 01 207355 0 0 CISCO SYSTEMS INC COMMON 17275R102 77657 4536087 SH DEFINED 01 4504606 0 31481 CISCO SYSTEMS INC COMMON 17275R102 1296 75699 SH DEFINED 01 75699 0 0 CIRRUS LOGIC INC COMMON 172755100 452 67680 SH DEFINED 01 67680 0 0 CINTAS CORP COMMON 172908105 4884 118616 SH DEFINED 01 118616 0 0 CITIGROUP INC COMMON 172967101 157267 3240624 SH DEFINED 01 3220044 0 20580 CITIZENS COMMUNICATIONS CO COMMON 17453B101 2289 187166 SH DEFINED 01 187166 0 0 CITIZENS FIRST BANCORP INC COMMON 17461R106 562 23865 SH DEFINED 01 23865 0 0 CITRIX SYSTEMS INC COMMON 177376100 3255 113134 SH DEFINED 01 111610 0 1524 CITY NATIONAL CORP COMMON 178566105 4048 55889 SH DEFINED 01 54968 0 921 CLAIRES STORES INC (FLA) COMMON 179584107 317 10850 SH DEFINED 01 10850 0 0 CLEAN HARBORS INC COMMON 184496107 479 16632 SH DEFINED 01 16632 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 8609 273744 SH DEFINED 01 273744 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 21120 671531 SH DEFINED 01 671531 0 0 CLEVELAND CLIFFS INC COMMON 185896107 2017 22784 SH DEFINED 01 22784 0 0 CLOROX CO COMMON 189054109 2379 41825 SH DEFINED 01 41825 0 0 COACH INC COMMON 189754104 3047 91411 SH DEFINED 01 91411 0 0 COCA COLA CO COMMON 191216100 66297 1644696 SH DEFINED 01 1637181 0 7515 COCA COLA ENTERPRISES INC COMMON 191219104 2997 156360 SH DEFINED 01 156360 0 0 COEUR D ALENE MINES CORP COMMON 192108108 125 31378 SH DEFINED 01 20378 0 11000 COEUR D ALENE MINES CORP IDAHO CBONDCNV 192108AQ1 4252 5250000 PRN DEFINED 01 5250000 0 0 COGNEX CORP COMMON 192422103 359 11934 SH DEFINED 01 11934 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COMMON 192446102 3127 62108 SH DEFINED 01 62108 0 0 COHERENT INC COMMON 192479103 247 8350 SH DEFINED 01 8350 0 0 COINSTAR INC COMMON 19259P300 8442 369789 SH DEFINED 01 368689 0 1100 COLDWATER CREEK INC COMMON 193068103 2080 68146 SH DEFINED 01 68146 0 0 KENNETH COLE PRODUCTIONS INC CLASS 193294105 457 17927 SH DEFINED 01 17927 0 0 COLGATE PALMOLIVE CO COMMON 194162103 9616 175323 SH DEFINED 01 174723 0 600 COLLECTORS UNIVERSE INC COMMON 19421R200 4288 266063 SH DEFINED 01 266063 0 0 COLONIAL BANCGROUP INC COMMON 195493309 652 27403 SH DEFINED 01 27403 0 0 COLONIAL PROPERTIES TRUST REIT 195872106 762 18152 SH DEFINED 01 18152 0 0 COLUMBIA BANCORP-ORE COMMON 197231103 267 12137 SH DEFINED 01 12137 0 0 COLUMBUS MCKINNON CORP-N.Y. COMMON 199333105 327 14914 SH DEFINED 01 14914 0 0 COMCAST CORP COMMON 20030N101 45135 1738656 SH DEFINED 01 1738576 0 80 COMCAST CORPORATION COMMON 20030N200 6829 265849 SH DEFINED 01 265736 0 113 COMERICA INC COMMON 200340107 2717 47876 SH DEFINED 01 47876 0 0 COMMERCE BANCORP INC-N.J. COMMON 200519106 7110 206631 SH DEFINED 01 206631 0 0 COMMERCE BANCSHARES INC COMMON 200525103 256 4914 SH DEFINED 01 4914 0 0 COMMERCE GROUP INC-MASS COMMON 200641108 4767 83231 SH DEFINED 01 14538 0 68693 COMMERCIAL METALS CO COMMON 201723103 1554 41410 SH DEFINED 01 41410 0 0 COMMERCIAL NET LEASE REALTY REIT 202218103 489 24022 SH DEFINED 01 24022 0 0 COMMONWEALTH TELEPHONE COMMON 203349105 323 9565 SH DEFINED 01 9565 0 0 COMMSCOPE INC COMMON 203372107 971 48261 SH DEFINED 01 48261 0 0 COMMUNITY BANCORP INC COMMON 20342P109 724 20400 SH DEFINED 01 20400 0 0 COMMUNITY HEALTH COMPUTING COMMON 203660105 19 153400 SH DEFINED 01 153400 0 0 COMMUNITY HEALTH SYSTEM INC COMMON 203668108 5631 146871 SH DEFINED 01 146871 0 0 ***COMPANHIA VALE DO RIO DOCE ADR 204412100 833 23000 SH DEFINED 01 23000 0 0 ***COMPANHIA VALE DO RIO DOCE ADR 204412209 13262 322377 SH DEFINED 01 322377 0 0 COMPASS BANCSHARES INC COMMON 20449H109 1348 27925 SH DEFINED 01 27925 0 0 COMPUTER ASSOCIATES INTL INC COMMON 204912109 1770 62792 SH DEFINED 01 62792 0 0 COMPUTER ASSOCIATES INTL INC CBONDCNV 204912AQ2 11878 8314000 PRN DEFINED 01 8314000 0 0 COMPUTER SCIENCES CORP COMMON 205363104 3396 67080 SH DEFINED 01 67080 0 0 COMPUWARE CORP COMMON 205638109 4241 472902 SH DEFINED 01 472902 0 0 COMSTOCK RESOURCES INC NEW COMMON 205768203 627 20560 SH DEFINED 01 20560 0 0 COMTECH TELECOMMUNICATIONS COMMON 205826209 1003 32856 SH DEFINED 01 32856 0 0 COMVERSE TECHNOLOGY INC NEW COMMON 205862402 3915 147242 SH DEFINED 01 147242 0 0 COMVERSE TECHNOLOGY INC CBONDCNV 205862AL9 285 189000 PRN DEFINED 01 189000 0 0 CONAGRA FOODS INC COMMON 205887102 1943 95846 SH DEFINED 01 92246 0 3600 CONCUR TECHNOLOGIES INC COMMON 206708109 373 28999 SH DEFINED 01 28999 0 0 CONEXANT SYSTEMS INC COMMON 207142100 2778 1229380 SH DEFINED 01 1207060 0 22320 CONNETICS CORP COMMON 208192104 248 17173 SH DEFINED 01 17173 0 0 CONOCOPHILLIPS COMMON 20825C104 26920 462705 SH DEFINED 01 461815 0 890 CONSECO INC COMMON 208464883 12635 545323 SH DEFINED 01 545323 0 0 CONSOL ENERGY INC COMMON 20854P109 796 12218 SH DEFINED 01 12218 0 0 CONSOLIDATED EDISON INC COMMON 209115104 1567 33839 SH DEFINED 01 33839 0 0 CONSOLIDATED GRAPHICS INC-TEX COMMON 209341106 909 19213 SH DEFINED 01 19213 0 0 CONSTELLATION BRANDS INC COMMON 21036P108 1701 64859 SH DEFINED 01 64239 0 620 CONSTELLATION ENERGY GROUP INC COMMON 210371100 2902 50382 SH DEFINED 01 50382 0 0 CONTINENTAL AIRLINES INC CBONDCNV 210795PD6 93 100000 PRN DEFINED 01 100000 0 0 CONTINENTAL AIRLINES INC-CL B CLASS 210795308 7959 373685 SH DEFINED 01 366670 0 7015 CONVERGYS CORP COMMON 212485106 267 16869 SH DEFINED 01 16869 0 0 COOPER CAMERON CORP COMMON 216640102 1044 25220 SH DEFINED 01 25220 0 0 COOPER CAMERON CORP CBONDCNV 216640AE2 19 15000 PRN DEFINED 01 15000 0 0 COOPER COMPANIES INC NEW (THE) COMMON 216648402 12457 242844 SH DEFINED 01 137322 0 105522 ***CORDEX PETROLEUMS INC-CL A COMMON 21851C109 2 100000 SH DEFINED 01 100000 0 0 CORGENTECH INC COMMON 21872P501 136 13255 SH DEFINED 01 13255 0 0 CORILLIAN CORP COMMON 218725109 546 200761 SH DEFINED 01 200761 0 0 CORILLIAN CORP COMMON 218725109 308 113066 SH DEFINED 01 113066 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 1090 92610 SH DEFINED 01 92610 0 0 CORN PRODUCTS INTERNATIONAL COMMON 219023108 497 20841 SH DEFINED 01 20841 0 0 CORNING INC COMMON 219350105 28974 1473756 SH DEFINED 01 1473606 0 150 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 592 6609 SH DEFINED 01 6609 0 0 CORPORATE OFFICE PROPERTIES REIT 22002T108 277 7800 SH DEFINED 01 7800 0 0 CORRECTIONS CORP AMERICA COMMON 22025Y407 632 14069 SH DEFINED 01 14069 0 0 CORUS BANKSHARES INC COMMON 220873103 732 13025 SH DEFINED 01 13025 0 0 CORVEL CORP COMMON 221006109 336 17743 SH DEFINED 01 17743 0 0 COST PLUS INC-CALIF COMMON 221485105 276 16135 SH DEFINED 01 16135 0 0 COSTCO WHOLESALE CORP-NEW COMMON 22160K105 7338 148348 SH DEFINED 01 148348 0 0 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 9381 274383 SH DEFINED 01 270783 0 3600 COUSINS PROPERTIES INC REIT 222795106 740 26153 SH DEFINED 01 26153 0 0 COVANSYS CORP COMMON 22281W103 379 27849 SH DEFINED 01 27849 0 0 COVANCE INC COMMON 222816100 14476 298185 SH DEFINED 01 163691 0 134494 COVANTA HOLDING CORPORATION COMMON 22282E102 162 10820 SH DEFINED 01 10820 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 1724 30277 SH DEFINED 01 30277 0 0 COX RADIO INC-CL A CLASS 224051102 451 32051 SH DEFINED 01 32051 0 0 CRANE CO COMMON 224399105 2425 68762 SH DEFINED 01 68762 0 0 CREDENCE SYSTEMS CORP COMMON 225302108 1002 144094 SH DEFINED 01 142924 0 1170 CREE INC COMMON 225447101 3252 128863 SH DEFINED 01 126363 0 2500 CRESCENT REAL ESTATE EQUITIES REIT 225756105 722 36449 SH DEFINED 01 36449 0 0 CROSSTEX ENERGY INC COMMON 22765Y104 268 4261 SH DEFINED 01 4261 0 0 CROWN CASTLE INTL CORP COMMON 228227104 673 25028 SH DEFINED 01 25028 0 0 CROWN HOLDINGS INC COMMON 228368106 2939 150530 SH DEFINED 01 150530 0 0 ***CRYPTOLOGIC INC COMMON 228906103 1669 85229 SH DEFINED 01 85229 0 0 ***CRYSTALLEX INTERNATIONAL COMMON 22942F101 47 22000 SH DEFINED 01 22000 0 0 CUBIST PHARMACEUTICALS INC COMMON 229678107 2936 138168 SH DEFINED 01 138168 0 0 CULLEN FROST BANKERS INC COMMON 229899109 1866 34771 SH DEFINED 01 34771 0 0 CUMMINS INC COMMON 231021106 420 4683 SH DEFINED 01 4683 0 0 CUMULUS MEDIA INC-CL A CLASS 231082108 247 19942 SH DEFINED 01 19942 0 0 CURAGEN CORP COMMON 23126R101 1005 326528 SH DEFINED 01 326528 0 0 CURAGEN CORP CBONDCNV 23126RAC5 127 132000 PRN DEFINED 01 132000 0 0 CURTISS WRIGHT CORP COMMON 231561101 842 15429 SH DEFINED 01 15429 0 0 CYBERGUARD CORP COMMON 231910100 131 14853 SH DEFINED 01 14853 0 0 CYBERONICS INC COMMON 23251P102 1281 39668 SH DEFINED 01 39668 0 0 CYMER INC COMMON 232572107 570 16068 SH DEFINED 01 16068 0 0 CYPRESS BIOSCIENCES INC COMMON 232674507 333 57725 SH DEFINED 01 57725 0 0 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1386 97329 SH DEFINED 01 97329 0 0 CYPRESS SEMICONDUCTOR CORP CBONDCNV 232806AH2 152 135000 PRN DEFINED 01 135000 0 0 CYTOKINETICS INC COMMON 23282W100 170 26131 SH DEFINED 01 26131 0 0 CYTEC INDUSTRIES INC COMMON 232820100 349 7340 SH DEFINED 01 7340 0 0 CYTYC CORP COMMON 232946103 504 17875 SH DEFINED 01 17875 0 0 DDI CORPORATION COMMON 233162304 31 33100 SH DEFINED 01 33100 0 0 DHB INDUSTRIES INC COMMON 23321E103 490 109781 SH DEFINED 01 109781 0 0 DPL INC COMMON 233293109 22063 848284 SH DEFINED 01 846784 0 1500 DRS TECHNOLOGIES INC COMMON 23330X100 373 7269 SH DEFINED 01 7269 0 0 D R HORTON INC COMMON 23331A109 26425 739589 SH DEFINED 01 739589 0 0 DST SYSTEMS INC-DEL COMMON 233326107 309 5158 SH DEFINED 01 5158 0 0 DST SYS INC DEL CBONDCNV 233326AB3 139 105000 PRN DEFINED 01 105000 0 0 DTE ENERGY CO COMMON 233331107 1151 26651 SH DEFINED 01 26651 0 0 DTS INC COMMON 23335C101 187 12677 SH DEFINED 01 12677 0 0 DADE BEHRING HOLDINGS INC COMMON 23342J206 1017 24890 SH DEFINED 01 24890 0 0 DANA CORP COMMON 235811106 380 52927 SH DEFINED 01 52927 0 0 DANAHER CORP COMMON 235851102 23527 421789 SH DEFINED 01 421789 0 0 DARDEN RESTAURANTS INC COMMON 237194105 2885 74210 SH DEFINED 01 74210 0 0 DAVE & BUSTERS INC COMMON 23833N104 223 12719 SH DEFINED 01 12719 0 0 DAWSON GEOPHYSICAL CO COMMON 239359102 2470 80143 SH DEFINED 01 80143 0 0 DEAN FOODS CO NEW COMMON 242370104 1184 31447 SH DEFINED 01 31447 0 0 DECKERS OUTDOOR CORP COMMON 243537107 383 13872 SH DEFINED 01 13872 0 0 DECODE GENETICS INC COMMON 243586104 120 14534 SH DEFINED 01 14534 0 0 DECODE GENETICS INC CBONDCNV 243586AB0 21302 25900000 PRN DEFINED 01 25900000 0 0 DEERE & CO COMMON 244199105 13354 196070 SH DEFINED 01 196070 0 0 DEERFIELD TRIARC CAP CORP COMMON 244572301 151 11092 SH DEFINED 01 11092 0 0 DEL MONTE FOODS CO COMMON 24522P103 159 15329 SH DEFINED 01 13329 0 2000 DELIA*S INC COMMON 246911101 90 10919 SH DEFINED 01 10919 0 0 DELL INC COMMON 24702R101 34487 1149970 SH DEFINED 01 1143470 0 6500 DELPHI CORP COMMON 247126105 92 318194 SH DEFINED 01 318194 0 0 DELPHI FINANCIAL GROUP INC CLASS 247131105 3216 69898 SH DEFINED 01 11430 0 58468 DELTA AIR LINES INC COMMON 247361108 184 246470 SH DEFINED 01 246470 0 0 DELTA PETROLEUM CORP NEW COMMON 247907207 857 39407 SH DEFINED 01 39407 0 0 ***DENBURY RESOURCES INC NEW COMMON 247916208 340 14934 SH DEFINED 01 14934 0 0 DELUXE CORP COMMON 248019101 1074 35638 SH DEFINED 01 35638 0 0 DENDREON CORP COMMON 24823Q107 251 46436 SH DEFINED 01 46436 0 0 DENDRITE INTERNATIONAL INC COMMON 248239105 188 13097 SH DEFINED 01 13097 0 0 DENTSPLY INTERNATIONAL INC NEW COMMON 249030107 1943 36202 SH DEFINED 01 36202 0 0 DEPOMED INC COMMON 249908104 437 72867 SH DEFINED 01 72867 0 0 ***DESARROLLADORA HOMEX S A DE ADR 25030W100 1487 48470 SH DEFINED 01 48470 0 0 DESIGN WITHIN REACH INC COMMON 250557105 64 12181 SH DEFINED 01 12181 0 0 ***DEUTSCHE TELEKOM AG ADR 251566105 731 44013 SH DEFINED 01 44013 0 0 DEVELOPERS DIVERSIFIED REALTY REIT 251591103 1388 29533 SH DEFINED 01 29533 0 0 DEVON ENERGY CORPORATION NEW COMMON 25179M103 34835 557010 SH DEFINED 01 514915 0 42095 DEVON ENERGY CORP NEW CBONDCNV 25179MAB9 407 360000 PRN DEFINED 01 360000 0 0 DEXCOM INC COMMON 252131107 1493 100110 SH DEFINED 01 100110 0 0 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 648 13354 SH DEFINED 01 13354 0 0 DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 23426 336778 SH DEFINED 01 336778 0 0 DIAMONDCLUSTER INTL INC COMMON 25278P106 318 40057 SH DEFINED 01 40057 0 0 DIEBOLD INC COMMON 253651103 1681 44263 SH DEFINED 01 44263 0 0 DIGITAL RIVER INC COMMON 25388B104 1000 33629 SH DEFINED 01 33629 0 0 DIGITAS INC COMMON 25388K104 201 16086 SH DEFINED 01 16086 0 0 DIME COMMUNITY BANCSHARES COMMON 253922108 202 13859 SH DEFINED 01 13859 0 0 DILLARDS INC-CL A COMMON 254067101 1151 46402 SH DEFINED 01 46402 0 0 DIRECT GENERAL CORPORATION COMMON 25456W204 299 17740 SH DEFINED 01 17740 0 0 DIRECTV GROUP INC COMMON 25459L106 1256 88997 SH DEFINED 01 88997 0 0 DISCOVERY LABORATORIES INC NEW COMMON 254668106 154 23103 SH DEFINED 01 23103 0 0 DISCOVERY HOLDING CO COMMON 25468Y107 1566 103408 SH DEFINED 01 103341 0 67 WALT DISNEY CO HOLDING CO COMMON 254687106 20103 838698 SH DEFINED 01 838598 0 100 DITECH COMMUNICATIONS CORP COMMON 25500M103 450 53914 SH DEFINED 01 53914 0 0 DIVERSA CORP COMMON 255064107 89 18663 SH DEFINED 01 18663 0 0 DOBSON COMMUNICATIONS CORP COMMON 256069105 2539 338580 SH DEFINED 01 338580 0 0 ***DR REDDYS LABS LTD ADR 256135203 1139 52732 SH DEFINED 01 52732 0 0 DOLBY LABORATORIES INC COMMON 25659T107 406 23867 SH DEFINED 01 23867 0 0 DOLLAR FINANCIAL CORP COMMON 256664103 1085 90465 SH DEFINED 01 90465 0 0 DOLLAR GENERAL CORP COMMON 256669102 1523 79902 SH DEFINED 01 79902 0 0 DOLLAR THRIFTY AUTOMOTIVE COMMON 256743105 337 9367 SH DEFINED 01 9367 0 0 DOLLAR TREE STORES INC COMMON 256747106 214 8947 SH DEFINED 01 8947 0 0 DOMAIN TECHNOLOGY INC COMMON 257030106 2 44000 SH DEFINED 01 44000 0 0 DOMINION RESOURCES INC VA NEW COMMON 25746U109 61565 797486 SH DEFINED 01 797486 0 0 DOMINION RES INC VA NEW CBONDCNV 25746UAT6 14 13000 PRN DEFINED 01 13000 0 0 DOMINOS PIZZA INC COMMON 25754A201 1191 49254 SH DEFINED 01 49254 0 0 R R DONNELLEY & SONS CO COMMON 257867101 721 21078 SH DEFINED 01 21078 0 0 ***DORAL FINANCIAL CORP COMMON 25811P100 3173 299388 SH DEFINED 01 299388 0 0 DOV PHARMACEUTICAL INC COMMON 259858108 3770 256825 SH DEFINED 01 256825 0 0 DOVER CORP COMMON 260003108 1553 38369 SH DEFINED 01 38369 0 0 DOW CHEMICAL CO COMMON 260543103 17023 388485 SH DEFINED 01 370145 0 18340 DOW JONES & CO INC COMMON 260561105 2708 76331 SH DEFINED 01 74651 0 1680 DOWNEY FINANCIAL CORP COMMON 261018105 363 5315 SH DEFINED 01 5315 0 0 DREAMWORKS ANIMATION INC COMMON 26153C103 476 19420 SH DEFINED 01 19420 0 0 DRESS BARN INC COMMON 261570105 3474 90000 SH DEFINED 01 90000 0 0 DRESSER RAND GROUP INC COMMON 261608103 637 26346 SH DEFINED 01 15346 0 11000 DRIL-QUIP INC COMMON 262037104 266 5644 SH DEFINED 01 5644 0 0 E I DU PONT DE NEMOURS & CO COMMON 263534109 19993 470444 SH DEFINED 01 468444 0 2000 DUKE ENERGY CORP COMMON 264399106 9005 328062 SH DEFINED 01 326717 0 1345 DUKE REALTY CORP REIT 264411505 1997 59814 SH DEFINED 01 59814 0 0 DUN & BRADSTREET CORP COMMON 26483E100 280 4191 SH DEFINED 01 4191 0 0 DUQUESNE LIGHT HOLDINGS INC COMMON 266233105 896 54957 SH DEFINED 01 51957 0 3000 DURATEK INC COMMON 26658Q102 366 24572 SH DEFINED 01 24572 0 0 DURECT CORP COMMON 266605104 205 40609 SH DEFINED 01 39609 0 1000 DYCOM INDUSTRIES INC COMMON 267475101 451 20509 SH DEFINED 01 20509 0 0 DYNAMIC MATERIALS CORP COMMON 267888105 426 14203 SH DEFINED 01 14203 0 0 DYNEGY INC (HOLDING CO) COMMON 26816Q101 953 196986 SH DEFINED 01 196986 0 0 EBS PENSION L L C-UNIT COMMON 268246105 10 219027 SH DEFINED 01 219027 0 0 ***ECI TELECOM LTD -ORD COMMON 268258100 274 36679 SH DEFINED 01 36679 0 0 ECC CAPITAL CORP COMMON 26826M108 64 28347 SH DEFINED 01 28347 0 0 ***EDP-ENERGIAS DE PORTUGAL ADR 268353109 317 10291 SH DEFINED 01 10291 0 0 EGL INC COMMON 268484102 420 11198 SH DEFINED 01 11198 0 0 EMC CORP-MASS COMMON 268648102 12854 943769 SH DEFINED 01 896175 0 47594 ENSCO INTERNATIONAL INC COMMON 26874Q100 11608 261740 SH DEFINED 01 261740 0 0 ***ENI S P A SPONSORED ADR ADR 26874R108 787 5647 SH DEFINED 01 5647 0 0 EOG RES INC COMMON 26875P101 14805 201794 SH DEFINED 01 201794 0 0 EPIX PHARMACEUTICALS INC COMMON 26881Q101 808 200091 SH DEFINED 01 200091 0 0 ETC TECHNOLOGIES CORP COMMON 269221107 50 10000 SH DEFINED 01 10000 0 0 E TRADE FINANCIAL CORPORATION COMMON 269246104 3838 184021 SH DEFINED 01 174021 0 10000 EAGLE MATERIALS INC COMMON 26969P108 299 2445 SH DEFINED 01 2445 0 0 EARTHLINK INC COMMON 270321102 2656 239116 SH DEFINED 01 239116 0 0 EAST WEST BANCORP INC COMMON 27579R104 621 17023 SH DEFINED 01 17023 0 0 EASTGROUP PROPERTIES INC REIT 277276101 345 7654 SH DEFINED 01 7654 0 0 EASTMAN CHEMICAL CO COMMON 277432100 697 13524 SH DEFINED 01 13524 0 0 EASTMAN KODAK CO COMMON 277461109 11163 477070 SH DEFINED 01 477070 0 0 EASTMAN KODAK CO CBONDCNV 277461BE8 8255 8645000 PRN DEFINED 01 8645000 0 0 EATON CORP COMMON 278058102 2427 36186 SH DEFINED 01 36186 0 0 EATON VANCE NEW JERSEY MUN COMMON 27826V106 210 14491 SH DEFINED 01 14491 0 0 EATON VANCE NEW YORK MUN INC COMMON 27826W104 182 11500 SH DEFINED 01 11500 0 0 EATON VANCE CORP-NON VTG COMMON 278265103 6672 243894 SH DEFINED 01 39024 0 204870 EATON VANCE INSURED MUNI BOND COMMON 27827X101 261 17200 SH DEFINED 01 17200 0 0 EATON VANCE FLOATING RATE COMMON 278279104 1180 70000 SH DEFINED 01 60000 0 10000 EATON VANCE LIMITED DURATION COMMON 27828H105 164 10200 SH DEFINED 01 3700 0 6500 EBAY INC COMMON 278642103 27545 636880 SH DEFINED 01 626210 0 10670 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 4879 179608 SH DEFINED 01 166077 0 13531 ECOLAB INC COMMON 278865100 1955 53916 SH DEFINED 01 53916 0 0 ECOLLEGE COM COMMON 27887E100 248 13780 SH DEFINED 01 3780 0 10000 EDGE PETROLEUM CORP-DEL COMMON 279862106 224 9028 SH DEFINED 01 9028 0 0 EDISON INTERNATIONAL COMMON 281020107 6332 145218 SH DEFINED 01 145218 0 0 EDO CORP COMMON 281347104 848 31342 SH DEFINED 01 31342 0 0 EDO CORP CBONDCNV 281347AE4 506 500000 PRN DEFINED 01 500000 0 0 EDUCATION MANAGEMENT CORP COMMON 28139T101 361 10774 SH DEFINED 01 10774 0 0 EDUCATION REALTY TRUST INC COMMON 28140H104 239 18565 SH DEFINED 01 18565 0 0 EDWARDS LIFESCIENCES CORP COMMON 28176E108 225 5422 SH DEFINED 01 5422 0 0 A G EDWARDS INC COMMON 281760108 1554 33183 SH DEFINED 01 33183 0 0 EFUNDS CORP COMMON 28224R101 660 28193 SH DEFINED 01 28193 0 0 8X8 INC COMMON 282914100 84 45350 SH DEFINED 01 45350 0 0 EL PASO CORPORATION COMMON 28336L109 10032 825011 SH DEFINED 01 559061 0 265950 EL PASO CORP CBONDCNV 28336LAC3 9 18000 PRN DEFINED 01 18000 0 0 ***ELAN CORP PLC-ADR ADR 284131208 9989 717155 SH DEFINED 01 717155 0 0 ***ELDORADO GOLD CORP COMMON 284902103 80 16500 SH DEFINED 01 16500 0 0 ELECTRO BRAIN INTL CORP NEW COMMON 285062204 1 328029 SH DEFINED 01 328029 0 0 ELECTRO SCIENTIFIC INDUSTRIES COMMON 285229100 262 10857 SH DEFINED 01 10857 0 0 ELECTRONIC ARTS INC COMMON 285512109 15016 287071 SH DEFINED 01 283771 0 3300 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2141 89063 SH DEFINED 01 89063 0 0 ELECTRONIC DATA SYS CORP CBONDCNV 285661AF1 997 1000000 PRN DEFINED 01 1000000 0 0 ELECTRONIC GAME CARD INC COMMON 285716106 110 200000 SH DEFINED 01 200000 0 0 ELECTRONIC SENSOR TECHNOLOGY COMMON 285835104 3 10000 SH DEFINED 01 10000 0 0 ELIZABETH ARDEN INC COMMON 28660G106 240 11997 SH DEFINED 01 11997 0 0 EMAGIN CORP COMMON 29076N107 14 24900 SH DEFINED 01 24900 0 0 EMAGEON INC COMMON 29076V109 3674 231094 SH DEFINED 01 231094 0 0 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 1482 203684 SH DEFINED 01 203684 0 0 EMBRACE SYSTEMS CORP COMMON 290816107 1 176211 SH DEFINED 01 176211 0 0 EMCOR GROUP INC COMMON 29084Q100 431 6388 SH DEFINED 01 6388 0 0 EMCORE CORP COMMON 290846104 1494 201469 SH DEFINED 01 201469 0 0 EMDEON CORPORATION COMMON 290849108 1510 178538 SH DEFINED 01 169538 0 9000 EMERGING VISION INC COMMON 29089W102 58 533014 SH DEFINED 01 533014 0 0 EMERSON ELECTRIC CO COMMON 291011104 4187 56052 SH DEFINED 01 56052 0 0 EMPIRE RESORTS INC COMMON 292052107 115 15600 SH DEFINED 01 15600 0 0 EMULEX CORP NEW COMMON 292475209 1718 86837 SH DEFINED 01 86837 0 0 ***ENCANA CORP COMMON 292505104 4332 95940 SH DEFINED 01 95940 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 1532 194171 SH DEFINED 01 194171 0 0 ENCORE WIRE CORP COMMON 292562105 623 27392 SH DEFINED 01 27392 0 0 ENDO PHARMACEUTICALS HLDGS INC COMMON 29264F205 2670 88253 SH DEFINED 01 88253 0 0 ENERGEN CORP COMMON 29265N108 448 12339 SH DEFINED 01 12339 0 0 ENERGY CONVERSION DEVICES INC COMMON 292659109 262 6449 SH DEFINED 01 6449 0 0 ENERGY EAST CORPORATION COMMON 29266M109 570 25032 SH DEFINED 01 25032 0 0 ENERGIZER HOLDINGS INC COMMON 29266R108 604 12131 SH DEFINED 01 12131 0 0 ENERGY PARTNERS LTD COMMON 29270U105 230 10558 SH DEFINED 01 10558 0 0 ***ENERPLUS RESOURCES FUND COMMON 29274D604 1554 32400 SH DEFINED 01 5000 0 27400 ENGELHARD CORP COMMON 292845104 646 21449 SH DEFINED 01 21449 0 0 ENGINEERED SUPPORT SYSTEMS INC COMMON 292866100 2614 62800 SH DEFINED 01 62800 0 0 ENNIS INC COMMON 293389102 366 20162 SH DEFINED 01 20162 0 0 ENRON CORP COMMON 293561106 1 29094 SH DEFINED 01 29094 0 0 ENTEGRIS INC COMMON 29362U104 112 11955 SH DEFINED 01 11955 0 0 ENTERASYS NETWORKS INC COMMON 293637401 638 48050 SH DEFINED 01 48050 0 0 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 1279 43108 SH DEFINED 01 43108 0 0 ENTERGY CORP NEW COMMON 29364G103 8870 129208 SH DEFINED 01 129208 0 0 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 3161 77576 SH DEFINED 01 15975 0 61601 ENTRAVISION COMMUNICATIONS COMMON 29382R107 235 33120 SH DEFINED 01 33120 0 0 ENTRUST INC COMMON 293848107 124 25706 SH DEFINED 01 25706 0 0 ENZON PHARMACEUTICALS INC COMMON 293904108 186 25208 SH DEFINED 01 25208 0 0 ENZON INC CBONDCNV 293904AB4 15257 17000000 PRN DEFINED 01 17000000 0 0 ENVIRONMENTAL POWER COMMON 29406L201 70 10000 SH DEFINED 01 10000 0 0 ENZO BIOCHEM INC COMMON 294100102 1439 115926 SH DEFINED 01 115926 0 0 EPICOR SOFTWARE CORP COMMON 29426L108 410 29061 SH DEFINED 01 29061 0 0 EQUIFAX INC COMMON 294429105 1016 26734 SH DEFINED 01 26734 0 0 EQUINIX INC COMMON 29444U502 3554 87213 SH DEFINED 01 60998 0 26215 EQUITABLE RESOURCES INC COMMON 294549100 309 8445 SH DEFINED 01 8445 0 0 EQUITY INNS INC REIT 294703103 255 18831 SH DEFINED 01 18831 0 0 EQUITY LIFESTYLE PROPERTIES COMMON 29472R108 304 6837 SH DEFINED 01 6837 0 0 EQUITY OFFICE PROPERTIES TRUST REIT 294741103 10983 362134 SH DEFINED 01 362134 0 0 EQUITY ONE INC COMMON 294752100 431 18648 SH DEFINED 01 18648 0 0 EQUITY RESIDENTIAL REIT 29476L107 4920 125784 SH DEFINED 01 125784 0 0 ERESEARCH TECHNOLOGY INC COMMON 29481V108 782 51807 SH DEFINED 01 51807 0 0 ***ERICSSON L M TEL CO ADR 294821608 2785 80968 SH DEFINED 01 80968 0 0 ERIE INDEMNITY CO-CL A CLASS 29530P102 236 4453 SH DEFINED 01 4453 0 0 ESCHELON TELECOM INC COMMON 296290109 297 21200 SH DEFINED 01 21200 0 0 ESCO TECHNOLOGIES INC COMMON 296315104 523 11774 SH DEFINED 01 11774 0 0 ESSEX PROPERTY TRUST INC REIT 297178105 905 9824 SH DEFINED 01 9824 0 0 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 617 16592 SH DEFINED 01 16142 0 450 ETHAN ALLEN INTERIORS INC COMMON 297602104 296 8121 SH DEFINED 01 8121 0 0 EURONET WORLDWIDE INC COMMON 298736109 394 14177 SH DEFINED 01 14177 0 0 EVEREX SYSTEMS INC COMMON 300072105 4 441405 SH DEFINED 01 441405 0 0 EVERGREEN SOLAR INC COMMON 30033R108 122 11519 SH DEFINED 01 11519 0 0 EXELON CORP COMMON 30161N101 16534 311146 SH DEFINED 01 311146 0 0 EXELIXIS INC COMMON 30161Q104 308 32767 SH DEFINED 01 32767 0 0 WTS EXIDE TECHNOLOGIES WARRANT 302051123 87 322594 SH DEFINED 01 322594 0 0 EXPEDIA INC DEL COMMON 30212P105 8210 342674 SH DEFINED 01 341674 0 1000 EXPEDITORS INTERNATIONAL OF COMMON 302130109 3723 55160 SH DEFINED 01 55160 0 0 EXPLORATION CO OF DELAWARE COMMON 302133202 124 19240 SH DEFINED 01 19240 0 0 EXPRESSJET HOLDINGS INC COMMON 30218U108 202 25076 SH DEFINED 01 25076 0 0 EXPRESS SCRIPTS INC COMMON CLASS 302182100 15560 185691 SH DEFINED 01 185691 0 0 EXTREME NETWORKS INC COMMON 30226D106 116 24467 SH DEFINED 01 24467 0 0 EXULT INC CBONDCNV 302284AB0 1007 1100000 PRN DEFINED 01 1100000 0 0 EZCORP INC-CL A CLASS 302301106 928 60773 SH DEFINED 01 60773 0 0 EXXON MOBIL CORP COMMON 30231G102 94178 1676667 SH DEFINED 01 1668847 0 7820 FLIR SYSTEMS INC COMMON 302445101 5948 266399 SH DEFINED 01 37639 0 228760 FLIR SYSTEMS INC CBONDCNV 302445AB7 4805 4094000 PRN DEFINED 01 4094000 0 0 FMC TECHNOLOGIES INC COMMON 30249U101 394 9186 SH DEFINED 01 9186 0 0 FMC CORP NEW COMMON 302491303 1544 29053 SH DEFINED 01 27053 0 2000 ***FNX MINING COMPANY INC COMMON 30253R101 135 11537 SH DEFINED 01 11537 0 0 FPL GROUP INC COMMON 302571104 7874 189468 SH DEFINED 01 187856 0 1612 FRMO CORP COMMON 30262F106 70 14000 SH DEFINED 01 14000 0 0 FSI INTERNATIONAL INC COMMON 302633102 296 64451 SH DEFINED 01 64451 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 815 19824 SH DEFINED 01 19824 0 0 FAIR ISAAC INC COMMON 303250104 492 11146 SH DEFINED 01 10179 0 967 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 478 28313 SH DEFINED 01 28313 0 0 ***FAIRFAX FINANCIAL HOLDINGS COMMON 303901102 239 1673 SH DEFINED 01 1673 0 0 FAIRPOINT COMMUNICATIONS INC COMMON 305560104 177 17136 SH DEFINED 01 7136 0 10000 FAMILY DOLLAR STORES INC COMMON 307000109 1487 59997 SH DEFINED 01 59997 0 0 FAMOUS RESTAURANTS INC COMMON 307091108 3 148800 SH DEFINED 01 148800 0 0 FASTENAL CO COMMON 311900104 2544 64922 SH DEFINED 01 64922 0 0 FEDDERS CORP COMMON 313135501 131 76655 SH DEFINED 01 1655 0 75000 FREDDIE MAC-VOTING COMMON COMMON 313400301 21132 323367 SH DEFINED 01 318767 0 4600 FANNIE MAE COMMON 313586109 30259 619943 SH DEFINED 01 608638 0 11305 FEDERATED DEPARTMENT STORES COMMON 31410H101 3352 50542 SH DEFINED 01 50222 0 320 FEDERATED INVESTORS INC (PA.) COMMON 314211103 5240 141487 SH DEFINED 01 141487 0 0 FEDEX CORP COMMON 31428X106 6124 59237 SH DEFINED 01 56845 0 2392 FELCOR LODGING TRUST INC REIT 31430F101 234 13622 SH DEFINED 01 13622 0 0 F5 NETWORKS INC COMMON 315616102 349 6116 SH DEFINED 01 6116 0 0 FIDELITY BANKSHARES INC COMMON 31604Q107 274 8398 SH DEFINED 01 8398 0 0 FIDELITY NATIONAL FINANCIAL COMMON 316326107 852 23183 SH DEFINED 01 23183 0 0 FIELDSTONE INVESTMENT COMMON 31659U300 411 34701 SH DEFINED 01 34701 0 0 FIFTH THIRD BANCORP COMMON 316773100 6339 168080 SH DEFINED 01 165080 0 3000 FILENET CORP COMMON 316869106 218 8442 SH DEFINED 01 8442 0 0 FINANCIAL FEDERAL CORP COMMON 317492106 206 4641 SH DEFINED 01 4641 0 0 FINISAR CORP COMMON 31787A101 229 110244 SH DEFINED 01 100244 0 10000 FINOVA GROUP INC COMMON 317928109 87 1459000 SH DEFINED 01 1459000 0 0 FIRST ADVANTAGE CORPORATION COMMON 31845F100 262 9830 SH DEFINED 01 5330 0 4500 FIRST AMERICAN CORP COMMON 318522307 1164 25708 SH DEFINED 01 25708 0 0 FIRST BANCORP P R COMMON 318672102 1209 97441 SH DEFINED 01 97441 0 0 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 1575 54015 SH DEFINED 01 54015 0 0 FIRST COMMUNITY BANCORP CALIF COMMON 31983B101 494 9088 SH DEFINED 01 9088 0 0 FIRST DATA CORP COMMON 319963104 19127 444718 SH DEFINED 01 444705 0 13 FIRST FEDERAL BANCORP INC-DEL COMMON 32017G108 3 129643 SH DEFINED 01 129643 0 0 FIRST FILMS INC COMMON 320205107 1 325051 SH DEFINED 01 325051 0 0 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 203 11801 SH DEFINED 01 11801 0 0 FIRST HORIZON NATL CORP COMMON 320517105 1330 34600 SH DEFINED 01 34325 0 275 FIRST INDUSTRIAL REALTY TRUST REIT 32054K103 531 13799 SH DEFINED 01 13799 0 0 FIRST MARBLEHEAD CORP COMMON 320771108 4755 144732 SH DEFINED 01 144732 0 0 FIRST MIDWEST BANCORP INC-DEL COMMON 320867104 505 14408 SH DEFINED 01 14408 0 0 FIRST NATL LINCOLN CORP-ME COMMON 335716106 256 14613 SH DEFINED 01 14613 0 0 FIRST NIAGARA FINANCIAL GROUP COMMON 33582V108 656 45336 SH DEFINED 01 45336 0 0 FIRST REAL ESTATE INVESTMENT COMMON 336142104 2082 63092 SH DEFINED 01 63092 0 0 FIRST TR / FOUR CORNERS SR COMMON 33733U108 502 30000 SH DEFINED 01 30000 0 0 FIRST TRUST VALUE LINE COMMON 33735A100 11384 819000 SH DEFINED 01 819000 0 0 FISERV INC COMMON 337738108 5274 121890 SH DEFINED 01 121890 0 0 FIRSTFED FINANCIAL CORP DEL COMMON 337907109 479 8786 SH DEFINED 01 8786 0 0 FIRSTMERIT CORP COMMON 337915102 1488 57437 SH DEFINED 01 57437 0 0 FLAGSTAR BANCORP INC COMMON 337930101 260 18070 SH DEFINED 01 18070 0 0 FIRSTENERGY CORP COMMON 337932107 4674 95418 SH DEFINED 01 95418 0 0 FISHER SCIENTIFIC INTL INC NEW COMMON 338032204 1638 26494 SH DEFINED 01 26494 0 0 FISHER SCIENTIFIC INTL INC CBONDCNV 338032AW5 187 135000 PRN DEFINED 01 135000 0 0 FLANDERS CORP COMMON 338494107 4032 331643 SH DEFINED 01 331643 0 0 FLEETWOOD ENTERPRISES INC COMMON 339099103 379 30769 SH DEFINED 01 30769 0 0 FLEETWOOD ENTERPRISES INC CBONDCNV 339099AD5 32066 26177000 PRN DEFINED 01 26177000 0 0 FLOATING RATE INCOME COMMON 339735102 513 30000 SH DEFINED 01 30000 0 0 FLORIDA EAST COAST INDS INC COMMON 340632108 319 7536 SH DEFINED 01 7536 0 0 FLORIDA ROCK INDUSTRIES INC COMMON 341140101 1685 34363 SH DEFINED 01 34363 0 0 FLUOR CORP NEW COMMON 343412102 1187 15376 SH DEFINED 01 10776 0 4600 FLUOR CORP CBONDCNV 343412AA0 218 153000 PRN DEFINED 01 153000 0 0 FLOWERS FOODS INC COMMON 343498101 1053 38216 SH DEFINED 01 38216 0 0 FLOWSERVE CORP COMMON 34354P105 203 5142 SH DEFINED 01 5142 0 0 FOOT LOCKER INC COMMON 344849104 704 29875 SH DEFINED 01 29875 0 0 FOOTHILL INDEPENDENT BANCORP COMMON 344905104 670 26700 SH DEFINED 01 26700 0 0 FORD MOTOR CO DEL COMMON 345370860 21023 2723216 SH DEFINED 01 2711216 0 12000 FORD MOTOR CO CAP TR II PREFERED 345395206 517 18750 SH DEFINED 01 18750 0 0 ***FORDING CANADIAN COAL COMMON 345425102 986 28530 SH DEFINED 01 27030 0 1500 FOREST CITY ENTERPRISES INC COMMON 345550107 490 12933 SH DEFINED 01 12933 0 0 FOREST LABORATORIES INC COMMON 345838106 1670 41062 SH DEFINED 01 41062 0 0 FOREST OIL CORP COMMON 346091705 1468 32234 SH DEFINED 01 32234 0 0 FORTUNE BRANDS INC COMMON 349631101 2164 27737 SH DEFINED 01 27737 0 0 FORWARD AIR CORPORATION COMMON 349853101 420 11465 SH DEFINED 01 11465 0 0 FORWARD INDUSTRIES INC-N.Y. COMMON 349862300 155 17472 SH DEFINED 01 17472 0 0 FOSSIL INC COMMON 349882100 1043 48498 SH DEFINED 01 48498 0 0 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 879 23132 SH DEFINED 01 23132 0 0 FOUNDRY NETWORKS INC COMMON 35063R100 254 18402 SH DEFINED 01 18402 0 0 4 KIDS ENTERTAINMENT INC COMMON 350865101 247 15785 SH DEFINED 01 15785 0 0 FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 856 28767 SH DEFINED 01 8767 0 20000 FRANKLIN RESOURCES INC COMMON 354613101 7121 75754 SH DEFINED 01 75754 0 0 FREDS INC-TENN CL A CLASS 356108100 283 17453 SH DEFINED 01 16739 0 714 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 14038 260933 SH DEFINED 01 194313 0 66620 FREESCALE SEMICONDUCTOR INC COMMON 35687M107 452 17980 SH DEFINED 01 17980 0 0 FREESCALE SEMICONDUCTOR INC COMMON 35687M206 9879 392503 SH DEFINED 01 392205 0 298 FREMONT GENERAL CORP COMMON 357288109 416 17927 SH DEFINED 01 17927 0 0 FRIEDMAN BILLINGS RAMSEY GROUP COMMON 358434108 412 41667 SH DEFINED 01 41667 0 0 FRONTIER AIRLINES INC NEW COMMON 359065109 257 27918 SH DEFINED 01 27918 0 0 FRONTIER OIL CORP COMMON 35914P105 588 15689 SH DEFINED 01 15689 0 0 FUELCELL ENERGY INC COMMON 35952H106 126 14920 SH DEFINED 01 9920 0 5000 ***FUJI PHOTO FILM CO LTD ADR- ADR 359586302 321 9685 SH DEFINED 01 9685 0 0 H B FULLER & CO COMMON 359694106 215 6715 SH DEFINED 01 6715 0 0 FULTON FINANCIAL CORP-PA COMMON 360271100 429 24379 SH DEFINED 01 24379 0 0 FURNITURE BRANDS INTERNATIONAL COMMON 360921100 335 15005 SH DEFINED 01 15005 0 0 GATX CORP COMMON 361448103 965 26752 SH DEFINED 01 26752 0 0 GMH COMMUNITIES TRUST COMMON 36188G102 165 10650 SH DEFINED 01 10650 0 0 GP STRATEGIES CORP COMMON 36225V104 396 48634 SH DEFINED 01 48634 0 0 GSI COMMERCE INC COMMON 36238G102 487 32285 SH DEFINED 01 32285 0 0 GTC BIOTHERAPEUTICS INC COMMON 36238T104 1795 1094857 SH DEFINED 01 1094857 0 0 GALLAGHER ARTHUR J & CO COMMON 363576109 681 22077 SH DEFINED 01 22077 0 0 GAMESTOP CORP COMMON 36467W109 2585 81261 SH DEFINED 01 81261 0 0 GAMESTOP CORP COMMON 36467W208 5746 198824 SH DEFINED 01 198824 0 0 GANNETT CO INC COMMON 364730101 2580 42600 SH DEFINED 01 42600 0 0 GAP INC COMMON 364760108 28295 1604036 SH DEFINED 01 1604036 0 0 GARDNER DENVER INC COMMON 365558105 389 7900 SH DEFINED 01 7900 0 0 GARTNER INC CLASS 366651107 305 23683 SH DEFINED 01 23683 0 0 GATEWAY INC COMMON 367626108 1690 673540 SH DEFINED 01 673540 0 0 GAYLORD ENTERTAINMENT CO NEW COMMON 367905106 577 13255 SH DEFINED 01 13255 0 0 GEN PROBE INC COMMON 36866T103 469 9622 SH DEFINED 01 9622 0 0 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 3862 1479921 SH DEFINED 01 1206789 0 273132 GENCORP INC COMMON 368682100 1923 108353 SH DEFINED 01 108353 0 0 GENENTECH INC COMMON 368710406 21303 230305 SH DEFINED 01 230255 0 50 GENERAL CABLE CORP-DEL NEW COMMON 369300108 357 18166 SH DEFINED 01 18166 0 0 GENERAL DYNAMICS CORP COMMON 369550108 3885 34071 SH DEFINED 01 34071 0 0 GENERAL ELECTRIC CO COMMON 369604103 118700 3386610 SH DEFINED 01 3362715 0 23895 GENERAL GROWTH PROPERTIES INC REIT 370021107 3704 78834 SH DEFINED 01 78688 0 146 GENERAL MILLS INC COMMON 370334104 26346 534196 SH DEFINED 01 533296 0 900 GENERAL MILLS INC CBONDCNV 370334AU8 4609 6470000 PRN DEFINED 01 6470000 0 0 GENERAL MOTORS CORP COMMON 370442105 26126 1345347 SH DEFINED 01 1333347 0 12000 GENERAL MOTORS CORP COMMON 370442741 588 28200 SH DEFINED 01 28200 0 0 GENERAL MOTORS CORPORATION PREFCONV 370442717 40134 2548207 SH DEFINED 01 2548207 0 0 GENERAL MOTORS CORP PREFCONV 370442733 114762 7702200 SH DEFINED 01 7702200 0 0 GENESCO INC COMMON 371532102 450 11604 SH DEFINED 01 11604 0 0 GENESIS MICROCHIP INC COMMON 37184C103 2323 128418 SH DEFINED 01 126418 0 2000 GENTEX CORP COMMON 371901109 1529 78432 SH DEFINED 01 78432 0 0 GENEVA STEEL HOLDINGS COMMON 372257105 15 397690 SH DEFINED 01 397690 0 0 GENITOPE CORP COMMON 37229P507 376 47419 SH DEFINED 01 47419 0 0 GENTA INC NEW COMMON 37245M207 102 70358 SH DEFINED 01 70358 0 0 GENUINE PARTS CO COMMON 372460105 661 15059 SH DEFINED 01 15059 0 0 GENWORTH FINANCIAL INC COMMON 37247D106 4374 126513 SH DEFINED 01 126513 0 0 GENZYME CORPORATION COMMON 372917104 19997 282525 SH DEFINED 01 282525 0 0 GEORGIA GULF CORP NEW COMMON 373200203 893 29364 SH DEFINED 01 29364 0 0 GEORGIA PACIFIC CORP COMMON 373298108 3084 64288 SH DEFINED 01 64288 0 0 GERON CORP COMMON 374163103 368 42773 SH DEFINED 01 42773 0 0 GETTY IMAGES INC COMMON 374276103 678 7599 SH DEFINED 01 7599 0 0 GEVITY HR INC COMMON 374393106 1042 40526 SH DEFINED 01 40526 0 0 GIGA-TRONICS INC COMMON 375175106 83 33594 SH DEFINED 01 33594 0 0 GILEAD SCIENCES INC COMMON 375558103 16270 309150 SH DEFINED 01 309150 0 0 ***GLAMIS GOLD LTD COMMON 376775102 2191 79764 SH DEFINED 01 79764 0 0 ***GLAXOSMITHKLINE PLC ADR 37733W105 629 12475 SH DEFINED 01 12475 0 0 GLENBOROUGH REALTY TRUST INC REIT 37803P105 269 14876 SH DEFINED 01 14876 0 0 GLOBAL INDUSTRIES LTD COMMON 379336100 970 85504 SH DEFINED 01 85504 0 0 GLOBAL E-POINT INC COMMON 37940U108 44 13900 SH DEFINED 01 13900 0 0 GLOBAL PAYMENTS INC COMMON 37940X102 11426 245146 SH DEFINED 01 108398 0 136748 GLOBAL PWR EQUIP GROUP INC COMMON 37941P108 87 19271 SH DEFINED 01 19271 0 0 GLOBAL SIGNAL INC COMMON 37944Q103 297 6882 SH DEFINED 01 6882 0 0 GLOBALOPTIONS GROUP INC COMMON 37946D100 1880 752006 SH DEFINED 01 752006 0 0 GLOBESPAN INC CBONDCNV 379571AB8 7800 8000000 PRN DEFINED 01 8000000 0 0 GLOWPOINT INC COMMON 379887102 12 18000 SH DEFINED 01 18000 0 0 GOLD BANC CORP INC COMMON 379907108 326 17926 SH DEFINED 01 17926 0 0 ***GOLD FIELDS LTD NEW ADR 38059T106 5238 297151 SH DEFINED 01 297151 0 0 GOLD KIST INC COMMON 380614107 340 22755 SH DEFINED 01 22755 0 0 ***GOLDCORP INC COMMON 380956409 7586 340516 SH DEFINED 01 340516 0 0 ***GOLDEN STAR RESOURCES LTD COMMON 38119T104 31 11900 SH DEFINED 01 7900 0 4000 GOLDEN WEST FINANCIAL CORP-DEL COMMON 381317106 4138 62710 SH DEFINED 01 62710 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 27004 211450 SH DEFINED 01 210750 0 700 GOLF TRUST OF AMERICA INC REIT 38168B103 399 300000 SH DEFINED 01 300000 0 0 ***GOLDERA RESOURCES INC COMMON 381903103 16 12000 SH DEFINED 01 12000 0 0 GOODRICH CORPORATION COMMON 382388106 606 14759 SH DEFINED 01 14759 0 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 4743 272926 SH DEFINED 01 272926 0 0 GOOGLE INC COMMON 38259P508 66471 160227 SH DEFINED 01 159717 0 510 W R GRACE & CO-DEL NEW COMMON 38388F108 426 45397 SH DEFINED 01 45397 0 0 GRACO INC COMMON 384109104 630 17283 SH DEFINED 01 17283 0 0 W W GRAINGER INC COMMON 384802104 487 6857 SH DEFINED 01 6857 0 0 GRANITE CONSTRUCTION INC COMMON 387328107 316 8816 SH DEFINED 01 8816 0 0 GRANT PRIDECO INC COMMON 38821G101 23950 542860 SH DEFINED 01 286926 0 255934 GRAY TELEVISION INC COMMON 389375106 138 14125 SH DEFINED 01 14125 0 0 GREAT ATLANTIC & PACIFIC TEA COMMON 390064103 402 12667 SH DEFINED 01 12667 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 479 17135 SH DEFINED 01 17135 0 0 GREATER BAY BANCORP COMMON 391648102 419 16386 SH DEFINED 01 16386 0 0 GREATER BAY BANCORP CBONDCNV 391648AP7 3600 4000000 PRN DEFINED 01 4000000 0 0 GREATER CHINA FUND INC COMMON 39167B102 183 14090 SH DEFINED 01 11000 0 3090 GREEN ENERGY RESOURCES INC COMMON 39303P106 298 400000 SH DEFINED 01 400000 0 0 GREENFIELD ONLINE INC COMMON 395150105 128 21967 SH DEFINED 01 21967 0 0 GREENHILL & CO INC COMMON 395259104 201 3584 SH DEFINED 01 3584 0 0 GREY WOLF INC COMMON 397888108 127 16503 SH DEFINED 01 16503 0 0 GRIFFIN LAND & NURSERIES INC COMMON 398231100 896 36205 SH DEFINED 01 36205 0 0 GRIFFON CORP COMMON 398433102 711 29888 SH DEFINED 01 29888 0 0 GROUP 1 AUTOMOTIVE INC COMMON 398905109 463 14741 SH DEFINED 01 14741 0 0 ***GROUPE DANONE-SPONSORED ADR ADR 399449107 857 40775 SH DEFINED 01 40775 0 0 ***GRUPO TELEVISA SA DE CV ADR 40049J206 9931 123376 SH DEFINED 01 123376 0 0 GTECH HOLDINGS CORP COMMON 400518106 1475 46501 SH DEFINED 01 46501 0 0 GTX INC DEL COMMON 40052B108 95 12632 SH DEFINED 01 12632 0 0 GUARDIAN BANCORP-LOS ANGELES COMMON 401321104 6 197772 SH DEFINED 01 197772 0 0 GUESS INC COMMON 401617105 764 21467 SH DEFINED 01 21467 0 0 GUIDANT CORP COMMON 401698105 10320 159393 SH DEFINED 01 158893 0 500 GUITAR CENTER INC COMMON 402040109 457 9156 SH DEFINED 01 9156 0 0 GULF USA CORP COMMON 402571103 69 372323 SH DEFINED 01 372323 0 0 GULFMARK OFFSHORE INC COMMON 402629109 83916 2833090 SH DEFINED 01 2833090 0 0 HCA INC COMMON 404119109 11318 224126 SH DEFINED 01 224126 0 0 HCC INSURANCE HOLDINGS INC COMMON 404132102 299 10077 SH DEFINED 01 10077 0 0 HNI CORPORATION COMMON 404251100 1112 20255 SH DEFINED 01 20255 0 0 HRPT PROPERTIES TR-SBI REIT 40426W101 1011 97737 SH DEFINED 01 97737 0 0 ***HSBC HOLDINGS PLC ADR 404280406 2602 32343 SH DEFINED 01 26678 0 5665 HAIN CELESTIAL GROUP INC COMMON 405217100 580 27412 SH DEFINED 01 27412 0 0 HALLIBURTON CO COMMON 406216101 15708 253525 SH DEFINED 01 253225 0 300 HANCOCK HOLDING CO COMMON 410120109 359 9505 SH DEFINED 01 9505 0 0 HANDLEMAN CO COMMON 410252100 338 27221 SH DEFINED 01 27221 0 0 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 235 41184 SH DEFINED 01 5184 0 36000 HANOVER COMPRESSOR CO COMMON 410768105 5718 405290 SH DEFINED 01 404340 0 950 HANOVER COMPRESSOR CO CBONDCNV 410768AC9 156 165000 PRN DEFINED 01 165000 0 0 HANOVER INSURANCE GROUP INC COMMON 410867105 879 21065 SH DEFINED 01 20590 0 475 JOHN HANSON BANCORP INC COMMON 411337108 3 102230 SH DEFINED 01 102230 0 0 HAPPINESS EXPRESS INC COMMON 411381106 253 96715 SH DEFINED 01 96715 0 0 HARKEN ENERGY CORP COMMON 412552309 28 50000 SH DEFINED 01 50000 0 0 JOHN H HARLAND CO COMMON 412693103 625 16642 SH DEFINED 01 16642 0 0 HARLEY DAVIDSON INC COMMON 412822108 3128 60750 SH DEFINED 01 60729 0 21 HARMAN INTERNATIONAL COMMON 413086109 7931 81060 SH DEFINED 01 12922 0 68138 HARMONIC INC COMMON 413160102 755 155773 SH DEFINED 01 155773 0 0 ***HARMONY GOLD MINING CO LTD ADR 413216300 4694 359698 SH DEFINED 01 359698 0 0 HARRAHS ENTERTAINMENT INC COMMON 413619107 3610 50651 SH DEFINED 01 50651 0 0 HARRIS CORP-DEL COMMON 413875105 473 11011 SH DEFINED 01 11011 0 0 HARRIS CORP DEL CBONDCNV 413875AH8 962 500000 PRN DEFINED 01 500000 0 0 HARRIS INTERACTIVE INC COMMON 414549105 859 199421 SH DEFINED 01 199421 0 0 HARSCO CORP COMMON 415864107 5330 78956 SH DEFINED 01 12646 0 66310 HARTFORD FINANCIAL SERVICES COMMON 416515104 8187 95330 SH DEFINED 01 95330 0 0 HARTFORD FINANCIAL SERVICES COMMON 416515203 1902 25000 SH DEFINED 01 25000 0 0 HARVARD INDUSTRIES INC COMMON 417434503 10 1089372 SH DEFINED 01 1089372 0 0 ***HARVEST ENERGY TRUST COMMON 41752X101 209 6560 SH DEFINED 01 6560 0 0 HARVEST NATURAL RESOURCES INC COMMON 41754V103 361 40762 SH DEFINED 01 40762 0 0 HASBRO INC COMMON 418056107 544 26977 SH DEFINED 01 26977 0 0 HAYES LEMMERZ INTERNATIONAL COMMON 420781304 88 25003 SH DEFINED 01 25003 0 0 HEALTH CARE PROPERTY INVS INC REIT 421915109 1144 44777 SH DEFINED 01 44777 0 0 HEALTHSOUTH CORP COMMON 421924101 13919 2840672 SH DEFINED 01 2837500 0 3172 HEALTH MANAGEMENT ASSOCIATES CLASS 421933102 729 33231 SH DEFINED 01 33231 0 0 HEALTHCARE REALTY TRUST REIT 421946104 1271 38222 SH DEFINED 01 37987 0 235 HEADWATERS INC COMMON 42210P102 5110 144212 SH DEFINED 01 39006 0 105206 HEALTH CARE REIT INC REIT 42217K106 544 16071 SH DEFINED 01 16071 0 0 HEALTHEXTRAS INC COMMON 422211102 492 19633 SH DEFINED 01 19633 0 0 HEALTH NET INC COMMON 42222G108 1128 21889 SH DEFINED 01 21889 0 0 HEARST-ARGYLE TELEVISION INC COMMON 422317107 321 13487 SH DEFINED 01 13487 0 0 HEARTLAND PARTNERS UT LTD 422357103 186 187400 SH DEFINED 01 187400 0 0 HECHINGER CO CV S/D -REG- CBONDCNV 422660AB6 2 54000 PRN DEFINED 01 54000 0 0 HECLA MINING CO COMMON 422704106 161 39854 SH DEFINED 01 36192 0 3662 HEIDRICK & STRUGGLES INTL INC COMMON 422819102 698 21808 SH DEFINED 01 21808 0 0 H J HEINZ CO COMMON 423074103 2658 78831 SH DEFINED 01 78831 0 0 HELMERICH & PAYNE INC COMMON 423452101 656 10599 SH DEFINED 01 10599 0 0 HERCULES INC COMMON 427056106 1087 96256 SH DEFINED 01 95461 0 795 HERCULES OFFSHORE INC COMMON 427093109 401 14122 SH DEFINED 01 14122 0 0 HERITAGE PROPERTY INVESTMENT COMMON 42725M107 695 20826 SH DEFINED 01 20826 0 0 HERLEY INDUSTRIES INC COMMON 427398102 169 10265 SH DEFINED 01 10265 0 0 HERSHEY COMPANY (THE) COMMON 427866108 2402 43488 SH DEFINED 01 43178 0 310 HEWITT ASSOCIATES INC COMMON 42822Q100 453 16201 SH DEFINED 01 16201 0 0 HEWLETT PACKARD CO COMMON 428236103 46168 1612599 SH DEFINED 01 1610849 0 1750 HEXCEL CORP NEW COMMON 428291108 926 51302 SH DEFINED 01 51302 0 0 HI-TECH PHARMACAL CO INC COMMON 42840B101 534 12066 SH DEFINED 01 12066 0 0 HIGHWOODS PROPERTIES INC REIT 431284108 1003 35289 SH DEFINED 01 35289 0 0 HILB ROGAL & HOBBS CO COMMON 431294107 265 6883 SH DEFINED 01 6883 0 0 HILLENBRAND INDUSTRIES INC COMMON 431573104 837 16953 SH DEFINED 01 16953 0 0 HILTON HOTELS CORP COMMON 432848109 1682 69786 SH DEFINED 01 69786 0 0 HOLLINGER INTERNATIONAL INC COMMON 435569108 26968 3009918 SH DEFINED 01 3009918 0 0 HOLLYWOOD MEDIA CORP COMMON 436233100 50 11799 SH DEFINED 01 11799 0 0 HOLOGIC INC COMMON 436440101 7092 187029 SH DEFINED 01 187029 0 0 HOME DEPOT INC COMMON 437076102 29518 729210 SH DEFINED 01 727210 0 2000 HOME FEDERAL BANCORP INC COMMON 43709A101 263 21675 SH DEFINED 01 21675 0 0 HOME PROPERTIES INC REIT 437306103 739 18122 SH DEFINED 01 18122 0 0 HOMEBANC CORP GA COMMON 43738R109 180 24110 SH DEFINED 01 24110 0 0 HONEYWELL INTL INC COMMON 438516106 13722 368389 SH DEFINED 01 365239 0 3150 HOOPER HOLMES INC COMMON 439104100 35 13757 SH DEFINED 01 13757 0 0 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 327 17260 SH DEFINED 01 17260 0 0 HOSPITALITY PROPERTIES TRUST REIT 44106M102 1014 25309 SH DEFINED 01 25309 0 0 HOSPIRA INC COMMON 441060100 6363 148753 SH DEFINED 01 148753 0 0 HOST MARRIOTT CORP-NEW REIT COMMON 44107P104 3750 197896 SH DEFINED 01 197896 0 0 HOUSTON EXPLORATION CO COMMON 442120101 13095 248015 SH DEFINED 01 160214 0 87801 HOVNANIAN ENTERPRISES INC-CL A COMMON 442487203 11301 227675 SH DEFINED 01 35111 0 192564 HOWARD SAVINGS BANK-NEWARK N J COMMON 442765103 2 78854 SH DEFINED 01 78854 0 0 ***HUANENG POWER INTL INC ADR 443304100 1098 41902 SH DEFINED 01 10822 0 31080 HUDSON CITY BANCORP INC COMMON 443683107 6370 525619 SH DEFINED 01 525619 0 0 HUDSON UNITED BANCORP COMMON 444165104 233 5597 SH DEFINED 01 5597 0 0 HUGHES SUPPLY INC COMMON 444482103 319 8925 SH DEFINED 01 8925 0 0 HUGOTON ROYALTY TRUST TEXAS PREFERED 444717102 568 15000 SH DEFINED 01 15000 0 0 HUMANA INC COMMON 444859102 4918 90531 SH DEFINED 01 90531 0 0 HUMAN GENOME SCIENCES INC COMMON 444903108 230 26935 SH DEFINED 01 26935 0 0 ***HUMMINGBIRD LTD ADR 44544R101 664 30500 SH DEFINED 01 30500 0 0 JB HUNT TRANSPORT SERVICES INC COMMON 445658107 230 10162 SH DEFINED 01 9472 0 690 HUNTINGTON BANCSHARES INC COMMON 446150104 6191 260691 SH DEFINED 01 260691 0 0 HUNTSMAN CORP COMMON 447011107 1592 92500 SH DEFINED 01 92500 0 0 HUTCHINSON TECHNOLOGY INC COMMON 448407106 2174 76423 SH DEFINED 01 76423 0 0 ***HUTCHISON TELECOMMUNICATION ADR 44841T107 626 29000 SH DEFINED 01 29000 0 0 HYDRIL COMMON 448774109 286 4581 SH DEFINED 01 4581 0 0 IDT CORP COMMON 448947101 4042 349656 SH DEFINED 01 349656 0 0 IDT CORPORATION COMMON 448947309 139 11894 SH DEFINED 01 11894 0 0 HYPERION SOLUTIONS CORP COMMON 44914M104 355 9932 SH DEFINED 01 9932 0 0 IAC/INTERACTIVECORP COMMON 44919P300 9675 341783 SH DEFINED 01 340783 0 1000 ICOS CORP COMMON 449295104 17295 625985 SH DEFINED 01 625985 0 0 ICO GLOBAL COMMUNICATIONS COMMON 44930K108 313 50000 SH DEFINED 01 50000 0 0 IHOP CORP NEW COMMON 449623107 995 21227 SH DEFINED 01 21227 0 0 ING PRIME RATE TR COMMON 44977W106 659 99000 SH DEFINED 01 99000 0 0 IMS HEALTH INC COMMON 449934108 788 31643 SH DEFINED 01 31643 0 0 ISTAR FINANCIAL INC COMMON 45031U101 10467 293629 SH DEFINED 01 293629 0 0 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 800 13539 SH DEFINED 01 13539 0 0 I TRAX INC COMMON 45069D203 2940 1427200 SH DEFINED 01 1427200 0 0 IXIA COMMON 45071R109 495 33511 SH DEFINED 01 33511 0 0 ITT INDUSTRIES INC COMMON 450911102 9476 92168 SH DEFINED 01 92168 0 0 IDACORP INC COMMON 451107106 298 10188 SH DEFINED 01 10188 0 0 IDEXX LABORATORIES CORP COMMON 45168D104 2885 40081 SH DEFINED 01 40081 0 0 IKON OFFICE SOLUTIONS INC COMMON 451713101 337 32413 SH DEFINED 01 32413 0 0 IKANOS COMMUNICATIONS COMMON 45173E105 813 55215 SH DEFINED 01 55215 0 0 IDENTIX INC COMMON 451906101 280 55934 SH DEFINED 01 55934 0 0 ILLINOIS TOOL WORKS INC COMMON 452308109 6034 68582 SH DEFINED 01 67112 0 1470 ILLUMINA INC COMMON 452327109 721 51175 SH DEFINED 01 27175 0 24000 IMCLONE SYSTEMS INC COMMON 45245W109 1659 48468 SH DEFINED 01 38468 0 10000 IMMERSION CORP COMMON 452521107 1053 159908 SH DEFINED 01 129908 0 30000 IMPAC MORTGAGE HOLDINGS INC REIT 45254P102 397 42221 SH DEFINED 01 42221 0 0 IMPAX LABORATORIES INC COMMON 45256B101 9946 929540 SH DEFINED 01 929540 0 0 IMMUNOMEDICS INC COMMON 452907108 38 13229 SH DEFINED 01 13229 0 0 IMPERIAL SUGAR CO COMMON 453096208 44096 3247156 SH DEFINED 01 3247156 0 0 INAMED CORP COMMON 453235103 4828 55075 SH DEFINED 01 55075 0 0 ***INCO LTD COMMON 453258402 2145 49234 SH DEFINED 01 49234 0 0 ***INCO LTD CBONDCNV 453258AM7 12 11000 PRN DEFINED 01 11000 0 0 ***INCO LTD CBONDCNV 453258AT2 14070 9944000 PRN DEFINED 01 9944000 0 0 INCYTE CORPORATION COMMON 45337C102 179 33571 SH DEFINED 01 33571 0 0 INCYTE CORP CBONDCNV 45337CAC6 43 44000 PRN DEFINED 01 44000 0 0 INDEPENDENCE COMMUNITY BANK COMMON 453414104 910 22917 SH DEFINED 01 22917 0 0 INDEVUS PHARMACEUTICALS INC COMMON 454072109 161 29967 SH DEFINED 01 29967 0 0 INDYMAC BANCORP INC REIT 456607100 688 17657 SH DEFINED 01 17657 0 0 INFOCROSSING INC CBONDCNV 45664XAB5 7449 8164000 PRN DEFINED 01 8164000 0 0 INFOSPACE INC COMMON 45678T201 331 12854 SH DEFINED 01 12854 0 0 ***INFOSYS TECHNOLOGIES LTD ADR 456788108 396 4898 SH DEFINED 01 4898 0 0 INHALE THERAPEUTIC SYS INC CBONDCNV 457191AH7 14 15000 PRN DEFINED 01 15000 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 299 15256 SH DEFINED 01 15256 0 0 INPUT/OUTPUT INC COMMON 457652105 143 20396 SH DEFINED 01 20396 0 0 INSITE VISION INC COMMON 457660108 28 34513 SH DEFINED 01 34513 0 0 INSMED INC COMMON 457669208 118 60000 SH DEFINED 01 60000 0 0 ***INNEXUS BIOTECHNOLOGY INC COMMON 45771Q104 13 53000 SH DEFINED 01 53000 0 0 INSPIRE PHARMACEUTICALS INC COMMON 457733103 154 30324 SH DEFINED 01 30324 0 0 INNOVO GROUP INC-PAR $0.01 COMMON 457954600 21 20626 SH DEFINED 01 20626 0 0 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 717 54410 SH DEFINED 01 52510 0 1900 INTEGRATED RESOURCES INC COMMON 458124104 279 5890 SH DEFINED 01 5890 0 0 INTEL CORP COMMON 458140100 89998 3605720 SH DEFINED 01 3566526 0 39194 INTELLISYNC CORPORATION COMMON 458176104 222 43136 SH DEFINED 01 43136 0 0 INTER TEL INC COMMON 458372109 209 10702 SH DEFINED 01 10702 0 0 INTERDIGITAL COMMUNICATIONS COMMON 45866A105 281 15378 SH DEFINED 01 15378 0 0 INTERFACE INC-CL A COMMON 458665106 195 23766 SH DEFINED 01 23766 0 0 INTERGRAPH CORP COMMON 458683109 224 4517 SH DEFINED 01 4517 0 0 INTERMAGNETICS GENERAL CORP COMMON 458771102 207 6505 SH DEFINED 01 6505 0 0 INTERMET CORP COMMON 45881K104 6 320000 SH DEFINED 01 320000 0 0 INTERMUNE INC COMMON 45884X103 257 15346 SH DEFINED 01 15346 0 0 INTERMUNE INC CBONDCNV 45884XAC7 968 1100000 PRN DEFINED 01 1100000 0 0 INTERNAP NETWORK SVCS CORP COMMON 45885A102 13 31544 SH DEFINED 01 31544 0 0 INTEGRATED ALARM SVCS GROUP COMMON 45890M109 53 18717 SH DEFINED 01 18717 0 0 INTERNATIONAL BANCSHARES CORP COMMON 459044103 284 9685 SH DEFINED 01 9685 0 0 INTERNATIONAL BROADCASTING COMMON 459173209 2 39501 SH DEFINED 01 39501 0 0 INTERNATIONAL BUSINESS COMMON 459200101 52995 644711 SH DEFINED 01 643410 0 1301 INTERNATIONAL COAL GROUP INC COMMON 45928H106 18797 1978723 SH DEFINED 01 1941723 0 37000 INTERNATIONAL DISPLAYWORKS INC COMMON 459412102 80 13531 SH DEFINED 01 13531 0 0 INTL FLAVORS & FRAGRANCES INC COMMON 459506101 233 6966 SH DEFINED 01 6966 0 0 INTL GAME TECHNOLOGY COMMON 459902102 1670 54275 SH DEFINED 01 54195 0 80 INTERNATIONAL PAPER CO COMMON 460146103 24581 731374 SH DEFINED 01 731374 0 0 ***INTERNATIONAL RECTIFIER COR COMMON 460254105 5104 160024 SH DEFINED 01 160024 0 0 INTL RESEARCH & DEVELOPMENT COMMON 460263106 153 136796 SH DEFINED 01 136796 0 0 INTERNATIONAL SPEEDWAY CORP CLASS 460335201 245 5127 SH DEFINED 01 5127 0 0 INTERNET CAPITAL GROUP INC COMMON 46059C205 302 36813 SH DEFINED 01 36813 0 0 INTERNET SEC SYS INC COMMON 46060X107 380 18163 SH DEFINED 01 18163 0 0 INTERSIL CORPORATION CL A COMMON 46069S109 4273 171776 SH DEFINED 01 171776 0 0 INTERPUBLIC GROUP OF COS INC COMMON 460690100 1583 164055 SH DEFINED 01 164055 0 0 INTERPUBLIC GROUP COS INC CBONDCNV 460690AT7 71 69000 PRN DEFINED 01 69000 0 0 INTERSTATE BAKERIES CORP-DEL COMMON 46072H108 2646 355267 SH DEFINED 01 355267 0 0 ***INTRAWEST CORP NEW COMMON 460915200 375 12980 SH DEFINED 01 12980 0 0 INTERVEST BANCSHARES CORP-CL A COMMON 460927106 517 20928 SH DEFINED 01 20928 0 0 INTERWOVEN INC COMMON 46114T508 276 32661 SH DEFINED 01 32661 0 0 INTERVOICE INC COMMON 461142101 82 10383 SH DEFINED 01 10383 0 0 INTEVAC INC COMMON 461148108 5003 379060 SH DEFINED 01 379060 0 0 INTRADO INC COMMON 46117A100 26691 1159490 SH DEFINED 01 1159490 0 0 INTROGEN THERAPEUTICS INC COMMON 46119F107 53 10092 SH DEFINED 01 10092 0 0 INTUITIVE SURGICAL INC NEW COMMON 46120E602 4017 34259 SH DEFINED 01 34259 0 0 INTUIT INC COMMON 461202103 8774 164622 SH DEFINED 01 164622 0 0 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 1635 46140 SH DEFINED 01 46140 0 0 INVITROGEN CORP COMMON 46185R100 9215 138291 SH DEFINED 01 138291 0 0 INVITROGEN CORP CBONDCNV 46185RAD2 38 39000 PRN DEFINED 01 39000 0 0 INVITROGEN CORP CBONDCNV 46185RAJ9 391 361000 PRN DEFINED 01 361000 0 0 INVITROGEN CORP CBONDCNV 46185RAM2 1915 2000000 PRN DEFINED 01 2000000 0 0 INVESTORS FINANCIAL SERVICES COMMON 461915100 673 18283 SH DEFINED 01 18283 0 0 IPASS INC COMMON 46261V108 37003 5640750 SH DEFINED 01 5640750 0 0 IPAYMENT INC COMMON 46262E105 713 17181 SH DEFINED 01 17181 0 0 ***IPSCO INC COMMON 462622101 390 4700 SH DEFINED 01 4700 0 0 IROBOT CORP COMMON 462726100 257 7712 SH DEFINED 01 7712 0 0 IRON MOUNTAIN INC COMMON 462846106 384 9108 SH DEFINED 01 9108 0 0 ISIS PHARMACEUTICALS INC COMMON 464330109 146 27968 SH DEFINED 01 27968 0 0 ISLE CAPRI CASINOS INC COMMON 464592104 325 13378 SH DEFINED 01 13378 0 0 ITERIS INC COMMON 46564T107 37 15419 SH DEFINED 01 15419 0 0 I2 TECHNOLOGIES INC COMMON 465754208 2002 141934 SH DEFINED 01 141934 0 0 IVAX CORP COMMON 465823102 10537 336326 SH DEFINED 01 336326 0 0 IVILLAGE INC COMMON 46588H105 272 33958 SH DEFINED 01 33958 0 0 J & J SNACK FOOD CORP COMMON 466032109 275 4640 SH DEFINED 01 4640 0 0 JDS UNIPHASE CORP COMMON 46612J101 3426 1451975 SH DEFINED 01 1382054 0 69921 ***JDS UNIPHASE CORP CBONDCNV 46612JAB7 21611 25500000 PRN DEFINED 01 25500000 0 0 JLG INDUSTRIES INC COMMON 466210101 723 15838 SH DEFINED 01 15838 0 0 JPMORGAN CHASE & CO COMMON 46625H100 153679 3871985 SH DEFINED 01 3855515 0 16470 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 964 22562 SH DEFINED 01 22562 0 0 JABIL CIRCUIT INC COMMON 466313103 952 25687 SH DEFINED 01 25687 0 0 JACK IN THE BOX INC COMMON 466367109 1624 46498 SH DEFINED 01 46498 0 0 JACOBS ENGINEERING GROUP INC COMMON 469814107 833 12287 SH DEFINED 01 12287 0 0 JAKKS PACIFIC INC COMMON 47012E106 1263 60343 SH DEFINED 01 60343 0 0 JAMDAT MOBILE INC COMMON 47023T100 595 22401 SH DEFINED 01 22401 0 0 JAMES RIVER COAL CO COMMON 470355207 296 7752 SH DEFINED 01 7752 0 0 JANUS CAPITAL GROUP INC COMMON 47102X105 836 44918 SH DEFINED 01 44918 0 0 JEFFERIES GROUP INC NEW COMMON 472319102 7143 158811 SH DEFINED 01 23034 0 135777 JEFFERSON PILOT CORP COMMON 475070108 1771 31121 SH DEFINED 01 31121 0 0 JETBLUE AIRWAYS CORP COMMON 477143101 1477 96081 SH DEFINED 01 96081 0 0 JO ANN STORES INC COMMON 47758P307 200 17013 SH DEFINED 01 17013 0 0 JOHNSON & JOHNSON COMMON 478160104 63544 1057307 SH DEFINED 01 1046392 0 10915 JOHNSON CONTROLS INC COMMON 478366107 5356 73463 SH DEFINED 01 73463 0 0 JONES APPAREL GROUP INC COMMON 480074103 1823 59368 SH DEFINED 01 59368 0 0 JONES LANG LASALLE INC COMMON 48020Q107 810 16105 SH DEFINED 01 16105 0 0 JONES PLUMBING SYSTEMS INC COMMON 480237106 5 11815 SH DEFINED 01 11815 0 0 JOSEPH A BANK CLOTHIERS INC COMMON 480838101 537 12392 SH DEFINED 01 12392 0 0 JOY GLOBAL INC COMMON 481165108 9462 236550 SH DEFINED 01 56584 0 179966 JUNIPER NETWORKS COMMON 48203R104 7106 318693 SH DEFINED 01 300238 0 18455 JUNIPER NETWORKS INC CBONDCNV 48203RAC8 66 56000 PRN DEFINED 01 56000 0 0 K-FED BANCORP COMMON 48246S101 266 22200 SH DEFINED 01 22200 0 0 KKR FINANCIAL CORP COMMON 482476306 989 41236 SH DEFINED 01 24236 0 17000 KLA-TENCOR CORP COMMON 482480100 6788 137604 SH DEFINED 01 137552 0 52 K MART CORP COMMON 482584109 22 268915 SH DEFINED 01 268915 0 0 ***KT CORP ADR 48268K101 1369 63537 SH DEFINED 01 59932 0 3605 K2 INC COMMON 482732104 160 15873 SH DEFINED 01 15873 0 0 KANSAS CITY SOUTHERN COMMON 485170302 1993 81602 SH DEFINED 01 81602 0 0 KANSAS CITY SOUTHERN INDS COMMON 485170609 6175 7300 SH DEFINED 01 7300 0 0 KAYNE ANDERSON MLP INVT CO COMMON 486606106 2083 85600 SH DEFINED 01 0 0 85600 KB HOME COMMON 48666K109 5305 73022 SH DEFINED 01 73022 0 0 KEANE INC COMMON 486665102 125 11364 SH DEFINED 01 11364 0 0 KELLOGG CO COMMON 487836108 13616 315041 SH DEFINED 01 315041 0 0 KELLWOOD CO CBONDCNV 488044AF5 4785 6000000 PRN DEFINED 01 6000000 0 0 KELLY SERVICES INC-CL A COMMON 488152208 3011 114842 SH DEFINED 01 16136 0 98706 KEMET CORP COMMON 488360108 88 12585 SH DEFINED 01 12585 0 0 KENDLE INTERNATIONAL INC COMMON 48880L107 535 20791 SH DEFINED 01 20791 0 0 KENNAMETAL INC COMMON 489170100 283 5563 SH DEFINED 01 5563 0 0 KERR MCGEE CORP COMMON 492386107 35148 386842 SH DEFINED 01 386642 0 200 KERYX BIOPHARMACEUTICALS INC COMMON 492515101 4775 326209 SH DEFINED 01 325129 0 1080 KEYCORP NEW COMMON 493267108 4708 142973 SH DEFINED 01 142973 0 0 KEYSPAN CORP COMMON 49337W100 1990 55771 SH DEFINED 01 53135 0 2636 KILROY REALTY CORP REIT 49427F108 640 10345 SH DEFINED 01 10345 0 0 KIMBERLY CLARK CORP COMMON 494368103 6759 113326 SH DEFINED 01 113326 0 0 KIMCO REALTY CORP REIT 49446R109 1636 51008 SH DEFINED 01 50636 0 372 KINDRED HEALTHCARE INC COMMON 494580103 979 38032 SH DEFINED 01 38032 0 0 KINETIC CONCEPTS INC COMMON 49460W208 2384 59973 SH DEFINED 01 59973 0 0 KING PHARMACEUTICALS INC COMMON 495582108 3444 203548 SH DEFINED 01 203548 0 0 ***KINROSS GOLD CORP COMMON 496902404 1704 184857 SH DEFINED 01 184857 0 0 KIRBY CORP COMMON 497266106 210 4040 SH DEFINED 01 4040 0 0 ***KIRIN BREWERY LTD ADR 497350306 338 29132 SH DEFINED 01 29132 0 0 KITE RLTY GROUP TRUST REIT 49803T102 851 55056 SH DEFINED 01 55056 0 0 KNIGHT CAPITAL GROUP INC COMMON 499005106 413 41762 SH DEFINED 01 41762 0 0 KNIGHT-RIDDER INC COMMON 499040103 740 11700 SH DEFINED 01 11700 0 0 KNIGHT TRANSPORTATION INC COMMON 499064103 1107 53447 SH DEFINED 01 53447 0 0 KOHLS CORP COMMON 500255104 9549 196499 SH DEFINED 01 196499 0 0 KOMAG INC COMMON 500453204 901 26012 SH DEFINED 01 26012 0 0 ***KOREA ELECTRIC POWER CORP ADR 500631106 3448 176962 SH DEFINED 01 67707 0 109255 KOSAN BIOSCIENCES INC COMMON 50064W107 149 33673 SH DEFINED 01 33673 0 0 KOS PHARMACEUTICALS INC COMMON 500648100 1385 26790 SH DEFINED 01 26790 0 0 KRAFT FOODS INC COMMON 50075N104 7043 250301 SH DEFINED 01 250301 0 0 KRISPY KREME DOUGHNUTS INC COMMON 501014104 1022 178092 SH DEFINED 01 178092 0 0 KROGER CO COMMON 501044101 2120 112331 SH DEFINED 01 112331 0 0 KULICKE & SOFFA INDUSTRIES INC COMMON 501242101 605 68465 SH DEFINED 01 62465 0 6000 KULICKE & SOFFA INDS INC CBONDCNV 501242AL5 124 160000 PRN DEFINED 01 160000 0 0 LKQ CORPORATION COMMON 501889208 219 6330 SH DEFINED 01 6330 0 0 LSI LOGIC CORP COMMON 502161102 2673 334187 SH DEFINED 01 334187 0 0 LSI LOGIC CBONDCNV 502161AJ1 981 1024000 PRN DEFINED 01 1024000 0 0 LTC PROPERTIES INC PREFERED 502175508 401 10000 SH DEFINED 01 10000 0 0 LTX CORP COMMON 502392103 552 122797 SH DEFINED 01 122797 0 0 L-3 COMMUNICATIONS HOLDINGS COMMON 502424104 4283 57611 SH DEFINED 01 57511 0 100 LA QUINTA CORP COMMON 50419U202 457 41084 SH DEFINED 01 41084 0 0 LA Z BOY INC COMMON 505336107 1810 133526 SH DEFINED 01 133526 0 0 LABORATORY CORP AMER HLDGS COMMON 50540R409 1126 20926 SH DEFINED 01 20926 0 0 LABORATORY CORP AMER HLDGS CBONDCNV 50540RAC6 1607 2108000 PRN DEFINED 01 2108000 0 0 LABOR READY INC NEW COMMON 505401208 256 12325 SH DEFINED 01 12325 0 0 LABRANCHE & CO INC COMMON 505447102 5521 546100 SH DEFINED 01 546100 0 0 LAFARGE NORTH AMER INC COMMON 505862102 302 5491 SH DEFINED 01 5491 0 0 LAIDLAW INTERNATIONAL INC COMMON 50730R102 2259 97280 SH DEFINED 01 97280 0 0 ***LAKE SHORE GOLD CORP COMMON 510728108 83 39500 SH DEFINED 01 39500 0 0 LAM RESEARCH CORP COMMON 512807108 3630 101756 SH DEFINED 01 101756 0 0 LAMAR ADVERTISING CO-CL A COMMON 512815101 1695 36752 SH DEFINED 01 36752 0 0 LAMAR ADVERTISING CO CBONDCNV 512815AG6 264 250000 PRN DEFINED 01 250000 0 0 LANCASTER COLONY CORP COMMON 513847103 405 10945 SH DEFINED 01 10945 0 0 LANDSTAR SYSTEMS INC COMMON 515098101 530 12717 SH DEFINED 01 12717 0 0 LAS VEGAS SANDS CORP COMMON 517834107 1341 33990 SH DEFINED 01 33990 0 0 LASALLE HOTEL PROPERTIES REIT 517942108 366 9985 SH DEFINED 01 9985 0 0 LASERSCOPE COMMON 518081104 253 11308 SH DEFINED 01 11308 0 0 LATTICE SEMICONDUCTOR CORP COMMON 518415104 89 20727 SH DEFINED 01 20727 0 0 ESTEE LAUDER COMPANIES INC COMMON 518439104 1373 41024 SH DEFINED 01 41024 0 0 LAWRENCE INSURANCE GROUP INC COMMON 520075102 6 67900 SH DEFINED 01 67900 0 0 LEADIS TECHNOLOGY INC COMMON 52171N103 68 13337 SH DEFINED 01 13337 0 0 LEAR CORP COMMON 521865105 308 10852 SH DEFINED 01 10852 0 0 LEAR CORP CBONDCNV 521865AG0 10692 24939000 PRN DEFINED 01 24939000 0 0 LECG CORP COMMON 523234102 198 11398 SH DEFINED 01 11398 0 0 LEE PHARMACEUTICALS INC COMMON 524038106 2 50000 SH DEFINED 01 50000 0 0 LEGGETT & PLATT INC COMMON 524660107 1641 71499 SH DEFINED 01 71499 0 0 LEGG MASON INC COMMON 524901105 1339 11188 SH DEFINED 01 11188 0 0 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 64714 504909 SH DEFINED 01 502358 0 2551 LEH "BMY SYN CONVT" CBONDCNV 524908JJ0 5437 6250000 PRN DEFINED 01 6250000 0 0 LBH "FDC SYN CONVERT" CBONDCNV 524908LS7 2458 2500000 PRN DEFINED 01 2500000 0 0 LBH "HBC SYN CONVERT" CBONDCNV 524908MN7 566 625000 PRN DEFINED 01 625000 0 0 LBH "CD SYN CONVERT" CBONDCNV 524908MP2 3490 4000000 PRN DEFINED 01 4000000 0 0 WTS LBH "5YR HFRXGL INDEX" WARRANT 524908365 5816 22371 SH DEFINED 01 22371 0 0 WTS LBH 2YR NKY WARRANTS WARRANT 524908456 40653 1378100 SH DEFINED 01 1378100 0 0 LEHMAN BROTHERS FIRST TRUST COMMON 525178109 3175 203448 SH DEFINED 01 189848 0 13600 LENNAR CORP COMMON 526057104 4856 79591 SH DEFINED 01 79591 0 0 LENNAR CORP COMMON 526057302 9070 160001 SH DEFINED 01 160001 0 0 LENNAR CORP CBONDCNV 526057AF1 865 1000000 PRN DEFINED 01 1000000 0 0 LEUCADIA NATIONAL CORP COMMON 527288104 1475 31097 SH DEFINED 01 26897 0 4200 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 1795 625594 SH DEFINED 01 625594 0 0 LEXAR MEDIA INC COMMON 52886P104 1906 232192 SH DEFINED 01 232192 0 0 LEXICON GENETICS INC COMMON 528872104 113 30998 SH DEFINED 01 30998 0 0 LEXMARK INTERNATIONAL INC COMMON 529771107 6645 148231 SH DEFINED 01 148231 0 0 LIBBEY INC COMMON 529898108 121 11842 SH DEFINED 01 11842 0 0 LIBERTY CORP-S.C. COMMON 530370105 237 5064 SH DEFINED 01 5064 0 0 LIBERTY GLOBAL INC COMMON 530555101 7362 327202 SH DEFINED 01 324565 0 2637 LIBERTY GLOBAL INC COMMON 530555309 283 13391 SH DEFINED 01 10754 0 2637 LIBERTY MEDIA CBONDCNV 530715AG6 126 216000 PRN DEFINED 01 216000 0 0 LIBERTY MEDIA CORP CBONDCNV 530715AN1 18475 18069000 PRN DEFINED 01 18069000 0 0 LIBERTY MEDIA INC CBONDCNV 530715AR2 6748 8953000 PRN DEFINED 01 8953000 0 0 LIBERTY MEDIA CORP COMMON 530718105 4697 596919 SH DEFINED 01 590736 0 6183 LIBERTY MEDIA CORP CBONDCNV 530718AF2 16 15000 PRN DEFINED 01 15000 0 0 LIBERTY PROPERTY TRUST-SBI REIT 531172104 1833 42798 SH DEFINED 01 42798 0 0 LIFECELL CORP COMMON 531927101 943 49499 SH DEFINED 01 49499 0 0 LIFEPOINT HOSPITALS INC COMMON 53219L109 201 5367 SH DEFINED 01 5367 0 0 LIGAND PHARMACEUTICALS INC COMMON 53220K207 349 31302 SH DEFINED 01 31302 0 0 LIGHTBRIDGE INC COMMON 532226107 1598 192800 SH DEFINED 01 192800 0 0 ELI LILLY & CO COMMON 532457108 34712 613407 SH DEFINED 01 605750 0 7657 LIMITED BRANDS INC COMMON 532716107 975 43634 SH DEFINED 01 43634 0 0 LINCARE HOLDINGS INC COMMON 532791100 1949 46522 SH DEFINED 01 46522 0 0 LINCOLN NATIONAL CORP-IND COMMON 534187109 3994 75326 SH DEFINED 01 75326 0 0 LINEAR TECHNOLOGY CORP COMMON 535678106 9096 252183 SH DEFINED 01 252183 0 0 LINENS N THINGS INC COMMON 535679104 222 8361 SH DEFINED 01 8361 0 0 ***LIONS GATE ENTERTAINMENT COMMON 535919203 867 112900 SH DEFINED 01 112900 0 0 LITHIA MOTORS INC-CL A COMMON 536797103 265 8436 SH DEFINED 01 8436 0 0 LITTELFUSE INC COMMON 537008104 323 11869 SH DEFINED 01 11869 0 0 LIZ CLAIBORNE INC COMMON 539320101 373 10430 SH DEFINED 01 10430 0 0 LOCKHEED MARTIN CORP COMMON 539830109 5141 80796 SH DEFINED 01 80796 0 0 LOCKHEED MARTIN CORP CBONDCNV 539830AP4 330 310000 PRN DEFINED 01 310000 0 0 LOEWS CORP COMMON 540424108 4397 46360 SH DEFINED 01 46360 0 0 LOEWS CORP COMMON 540424207 2871 65278 SH DEFINED 01 65278 0 0 LOGICVISION INC DEL COMMON 54140W107 68 55000 SH DEFINED 01 35000 0 20000 ***LOGITECH INTERNATIONAL SA ADR 541419107 589 12611 SH DEFINED 01 10411 0 2200 LOMAS FINANCIAL CORP NEW COMMON 541535100 1 171014 SH DEFINED 01 171014 0 0 LONE STAR LIQUIDATING TRUST COMMON 54229R102 24 1153000 SH DEFINED 01 1153000 0 0 LONGS DRUG STORES CORP COMMON 543162101 400 11017 SH DEFINED 01 11017 0 0 LOUISIANA PACIFIC CORP COMMON 546347105 1415 51512 SH DEFINED 01 51512 0 0 LOWES COMPANIES INC COMMON 548661107 23163 347491 SH DEFINED 01 347491 0 0 LOWES COS INC CBONDCNV 548661CF2 16 15000 PRN DEFINED 01 15000 0 0 LUBRIZOL CORP COMMON 549271104 525 12098 SH DEFINED 01 12098 0 0 LUBY'S INC COMMON 549282101 315 23735 SH DEFINED 01 23735 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 11895 4471931 SH DEFINED 01 4431931 0 40000 LUCENT TECHNOLOGIES INC COMMON 549463107 12 21204 SH DEFINED 01 21204 0 40000 LUCENT TECHNOLOGIES INC CBONDCNV 549463AH0 8246 8055000 PRN DEFINED 01 8055000 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AK3 494 487000 PRN DEFINED 01 487000 0 0 LUFKIN INDUSTRIES INC COMMON 549764108 1149 23055 SH DEFINED 01 23055 0 0 LUMINENT MORTGAGE CAPITAL INC COMMON 550278303 1347 179466 SH DEFINED 01 179466 0 0 LYON WILLIAM HOMES COMMON 552074106 1893 18769 SH DEFINED 01 18769 0 0 LYONDELL CHEMICAL COMPANY COMMON 552078107 865 36315 SH DEFINED 01 35779 0 536 MBIA INC COMMON 55262C100 2535 42152 SH DEFINED 01 42152 0 0 MBNA CORP COMMON 55262L100 79232 2918342 SH DEFINED 01 2910836 0 7506 MDC HOLDINGS INC-DEL COMMON 552676108 491 7938 SH DEFINED 01 7938 0 0 MDU RESOURCES GROUP INC COMMON 552690109 266 8146 SH DEFINED 01 8146 0 0 MCI INC COMMON 552691107 21898 1109894 SH DEFINED 01 1109894 0 0 MEI DIVERSIFIED INC COMMON 552712101 8 129300 SH DEFINED 01 129300 0 0 MEMC ELECTRONIC MATERIALS INC COMMON 552715104 1064 48036 SH DEFINED 01 48036 0 0 MFC DEVELOPMENT CORP COMMON 55272V106 51 30000 SH DEFINED 01 30000 0 0 MGIC INVESTMENT CORP-WISC COMMON 552848103 2495 37919 SH DEFINED 01 37919 0 0 MGI PHARMA INC COMMON 552880106 5255 306260 SH DEFINED 01 306260 0 0 MGM MIRAGE COMMON 552953101 363 9912 SH DEFINED 01 9912 0 0 MI HOMES INC COMMON 55305B101 286 7051 SH DEFINED 01 7051 0 0 MIVA INC COMMON 55311R108 1347 272161 SH DEFINED 01 272161 0 0 MPS GROUP INC COMMON 553409103 276 20252 SH DEFINED 01 20252 0 0 MRV COMMUNICATIONS INC COMMON 553477100 97 47633 SH DEFINED 01 37633 0 10000 MSC SOFTWARE CORP COMMON 553531104 699 41161 SH DEFINED 01 41161 0 0 MTR GAMING GROUP INC COMMON 553769100 312 29990 SH DEFINED 01 29990 0 0 MTS SYSTEMS CORP COMMON 553777103 239 6901 SH DEFINED 01 6901 0 0 MWI VETERINARY SUPPLY INC COMMON 55402X105 6241 241832 SH DEFINED 01 241832 0 0 MACDERMID INC COMMON 554273102 234 8422 SH DEFINED 01 8422 0 0 MACERICH CO REIT 554382101 1123 16739 SH DEFINED 01 16739 0 0 MACK-CALI REALTY CORP REIT 554489104 1594 36908 SH DEFINED 01 36908 0 0 STEVEN MADDEN LTD COMMON 556269108 251 8602 SH DEFINED 01 8602 0 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 4361 138686 SH DEFINED 01 138686 0 0 MAGNA ENTERTAINMENT CORP COMMON 559211107 79 11182 SH DEFINED 01 11182 0 0 MAGNETEK INC COMMON 559424106 47 14689 SH DEFINED 01 14689 0 0 MANITOWOC CO INC COMMON 563571108 531 10579 SH DEFINED 01 10579 0 0 MANNKIND CORP COMMON 56400P201 131 11672 SH DEFINED 01 11672 0 0 MANOR CARE INC NEW COMMON 564055101 611 15382 SH DEFINED 01 15382 0 0 MANPOWER INC-WISC COMMON 56418H100 1119 24075 SH DEFINED 01 24075 0 0 ***MANULIFE FINANCIAL CORP COMMON 56501R106 1022 17389 SH DEFINED 01 17389 0 0 MARATHON OIL CORP COMMON 565849106 9130 149762 SH DEFINED 01 135737 0 14025 MARCHFIRST INC COMMON 566244109 1 1978900 SH DEFINED 01 1978900 0 0 ***MARGO CARIBE INC COMMON 566605101 962 137500 SH DEFINED 01 137500 0 0 MARITRANS INC COMMON 570363101 378 14547 SH DEFINED 01 14547 0 0 MARKETAXESS HOLDINGS INC COMMON 57060D108 1095 95846 SH DEFINED 01 95846 0 0 MARKETAXESS HOLDINGS INC COMMON 57060D108 29948 2620158 SH DEFINED 01 2620158 0 0 MARSH & MCLENNAN COMPANIES INC COMMON 571748102 6919 217873 SH DEFINED 01 217873 0 0 MARSHALL & ILSLEY CORP COMMON 571834100 5980 138947 SH DEFINED 01 138947 0 0 MARRIOTT INTERNATIONAL INC NEW COMMON 571903202 3304 49346 SH DEFINED 01 49346 0 0 MARTEK BIOSCIENCES CORP COMMON 572901106 1212 49262 SH DEFINED 01 47462 0 1800 MARTIN MARIETTA MATERIALS INC COMMON 573284106 451 5891 SH DEFINED 01 5891 0 0 MASCO CORP COMMON 574599106 1201 39806 SH DEFINED 01 39806 0 0 MASCO CORP CBONDCNV 574599BB1 34545 73500000 PRN DEFINED 01 73500000 0 0 MASSEY ENERGY CORP COMMON 576206106 6297 166304 SH DEFINED 01 166304 0 0 MATRIXONE INC COMMON 57685P304 115 23052 SH DEFINED 01 23052 0 0 MATTEL INC COMMON 577081102 2475 156474 SH DEFINED 01 156474 0 0 MATTHEWS INTERNATIONAL CORP COMMON 577128101 269 7403 SH DEFINED 01 7403 0 0 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 24000 662269 SH DEFINED 01 662269 0 0 MAXTOR CORP (NEW) COMMON 577729205 540 77845 SH DEFINED 01 77845 0 0 ***MAXY GOLD CORP COMMON 57778C103 6 11250 SH DEFINED 01 11250 0 0 MAVERICK TUBE CORP COMMON 577914104 1036 26009 SH DEFINED 01 26009 0 0 MAYTAG CORP COMMON 578592107 7684 408321 SH DEFINED 01 408321 0 0 MCAFEE INC COMMON 579064106 1508 55620 SH DEFINED 01 55620 0 0 MCCORMICK & CO INC NON-VOTING COMMON 579780206 744 24086 SH DEFINED 01 24086 0 0 MCDATA CORP COMMON 580031201 153 40391 SH DEFINED 01 40297 0 94 ***MCDERMOTT INTERNATIONAL INC COMMON 580037109 2772 62143 SH DEFINED 01 62143 0 0 MCDONALDS CORP COMMON 580135101 30565 906451 SH DEFINED 01 906451 0 0 MCG CAPITAL CORP COMMON 58047P107 419 28775 SH DEFINED 01 28775 0 0 MCGRAW HILL COMPANIES INC COMMON 580645109 4960 96078 SH DEFINED 01 95538 0 540 MCKESSON CORP COMMON 58155Q103 6851 132812 SH DEFINED 01 132812 0 0 MEADOWBROOK INSURANCE GROUP COMMON 58319P108 631 108100 SH DEFINED 01 108100 0 0 MEADWESTVACO CORP COMMON 583334107 1252 44694 SH DEFINED 01 44694 0 0 MEDAREX INC COMMON 583916101 795 57411 SH DEFINED 01 57411 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 2669 47834 SH DEFINED 01 47753 0 81 MEDIA GENERAL INC-CL A COMMON 584404107 442 8728 SH DEFINED 01 8728 0 0 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 322 58819 SH DEFINED 01 58819 0 0 MEDICINES CO COMMON 584688105 4710 269953 SH DEFINED 01 269953 0 0 MEDICIS PHARMACEUTICAL CORP COMMON 584690309 219 6859 SH DEFINED 01 6859 0 0 MEDICIS PHARMACEUTICAL CORP CBONDCNV 584690AB7 51 53000 PRN DEFINED 01 53000 0 0 MEDIMMUNE INC COMMON 584699102 5779 165045 SH DEFINED 01 165045 0 0 MEDICS PHARMACEUTICAL CORP CBONDCNV 58470KAA2 352 302000 PRN DEFINED 01 302000 0 0 MEDTRONIC INC COMMON 585055106 12980 225470 SH DEFINED 01 223305 0 2165 MELLON FINL CORP COMMON 58551A108 20905 610384 SH DEFINED 01 609384 0 1000 MEMBERWORKS INC CBONDCNV 586002AB3 7999 7600000 PRN DEFINED 01 7600000 0 0 MENS WEARHOUSE INC (THE) COMMON 587118100 571 19401 SH DEFINED 01 19401 0 0 MENTOR CORP-MINN COMMON 587188103 660 14344 SH DEFINED 01 14344 0 0 MENTOR GRAPHICS CORP COMMON 587200106 316 30636 SH DEFINED 01 16636 0 14000 MERCANTILE BANKSHARES CORP COMMON 587405101 655 11612 SH DEFINED 01 11612 0 0 MERCK & CO INC COMMON 589331107 80155 2519810 SH DEFINED 01 2517810 0 2000 MERCURY GENERAL CORP NEW COMMON 589400100 596 10244 SH DEFINED 01 10244 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 4264 153448 SH DEFINED 01 153448 0 0 MERCURY INTERACTIVE CORP CBONDCNV 589405AD1 18630 18654000 PRN DEFINED 01 18654000 0 0 MEREDITH CORP COMMON 589433101 405 7740 SH DEFINED 01 7740 0 0 MERIDIAN BIOSCIENCE INC COMMON 589584101 327 16283 SH DEFINED 01 16283 0 0 MERISTAR HOSPITALITY CORP CBONDCNV 58984YAJ2 11912 10085000 PRN DEFINED 01 10085000 0 0 MERISTAR HOSPITALITY CORP REIT 58984Y103 417 44427 SH DEFINED 01 44427 0 0 MERIT MEDICAL SYSTEMS INC COMMON 589889104 124 10220 SH DEFINED 01 10220 0 0 ***MERIDIAN GOLD INC COMMON 589975101 1079 49379 SH DEFINED 01 49379 0 0 MERGE TECHNOLOGIES INC COMMON 589981109 569 22728 SH DEFINED 01 22728 0 0 MERITAGE HOMES CORPORATION COMMON 59001A102 6740 107129 SH DEFINED 01 19923 0 87206 MERIX CORP COMMON 590049102 1716 237427 SH DEFINED 01 237427 0 0 MERRILL LYNCH & CO INC COMMON 590188108 17040 251592 SH DEFINED 01 247827 0 3765 MERRILL LYNCH & CO INC CBONDCNV 590188A65 26 48000 PRN DEFINED 01 48000 0 0 MESA AIR GROUP INC COMMON 590479101 313 29984 SH DEFINED 01 29984 0 0 MESA OFFSHORE TRUST-UBI COMMON 590650107 1 16000 SH DEFINED 01 16000 0 0 ***METHANEX CORP COMMON 59151K108 211 11293 SH DEFINED 01 11293 0 0 METHODE ELECTRONICS INC COMMON 591520200 181 18158 SH DEFINED 01 18158 0 0 METLIFE INC COMMON 59156R108 7607 155254 SH DEFINED 01 155254 0 0 METROCORP BANCSHARES INC COMMON 591650106 550 18497 SH DEFINED 01 18497 0 0 METROMEDIA FIBER NETWORK INC COMMON 591689104 2 284635 SH DEFINED 01 284635 0 0 MICHAELS STORES INC COMMON 594087108 975 27587 SH DEFINED 01 27505 0 82 MICREL INC COMMON 594793101 407 35162 SH DEFINED 01 35162 0 0 MICROS SYSTEMS INC COMMON 594901100 210 4363 SH DEFINED 01 4363 0 0 MICROSOFT CORP COMMON 594918104 143080 5471533 SH DEFINED 01 5451297 0 20236 MICROSTRATEGY INC COMMON 594972408 413 4992 SH DEFINED 01 4992 0 0 MICRO THERAPEUTICS INC NEW COMMON 59500W100 114 16489 SH DEFINED 01 16489 0 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 3324 103411 SH DEFINED 01 103411 0 0 MICRON TECHNOLOGY INC COMMON 595112103 1841 138361 SH DEFINED 01 137261 0 1100 MICRON TECHNOLOGY INC CBONDCNV 595112AG8 37219 32155000 PRN DEFINED 01 32155000 0 0 MICROSEMI CORP COMMON 595137100 324 11720 SH DEFINED 01 11720 0 0 MID-AMERICA APARTMENT REIT 59522J103 328 6772 SH DEFINED 01 6772 0 0 MIDDLEBY CORP COMMON 596278101 632 7310 SH DEFINED 01 7310 0 0 MIDWAY GAMES INC COMMON 598148104 869 45826 SH DEFINED 01 45826 0 0 MIDWEST BANC HOLDINGS INC COMMON 598251106 316 14207 SH DEFINED 01 14207 0 0 MIKOHN GAMING CORP COMMON 59862K108 357 36264 SH DEFINED 01 36264 0 0 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 922 95057 SH DEFINED 01 91057 0 4000 MILLER INDS INC TENN COMMON 600551204 204 10103 SH DEFINED 01 10103 0 0 MILLIPORE CORP COMMON 601073109 642 9728 SH DEFINED 01 9728 0 0 MILLS CORP REIT 601148109 1109 26460 SH DEFINED 01 26460 0 0 MINDSPEED TECHNOLOGIES INC COMMON 602682106 635 270237 SH DEFINED 01 269464 0 773 MINERALS TECHNOLOGIES INC COMMON 603158106 684 12239 SH DEFINED 01 12027 0 212 MINRAD INTERNATIONAL INC COMMON 60443P103 228 150000 SH DEFINED 01 150000 0 0 MIPS TECHNOLOGIES INC COMMON 604567107 69 12293 SH DEFINED 01 12293 0 0 MIRANT CORP COMMON 604675108 7742 5865381 SH DEFINED 01 5865352 0 29 ***MITSUBISHI UFJ FINL GROUP ADR 606822104 2398 175200 SH DEFINED 01 150200 0 25000 MODINE MANUFACTURING CO COMMON 607828100 504 15485 SH DEFINED 01 15485 0 0 MOHAWK INDUSTRIES INC COMMON 608190104 2221 25544 SH DEFINED 01 25544 0 0 MOLEX INC COMMON 608554101 6552 252508 SH DEFINED 01 252508 0 0 MOLSON COORS BREWING CO COMMON 60871R209 2223 33195 SH DEFINED 01 33195 0 0 MONACO COACH CORP COMMON 60886R103 226 17001 SH DEFINED 01 17001 0 0 MONARCH CASINO & RESORT INC COMMON 609027107 541 23946 SH DEFINED 01 23946 0 0 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 474 18198 SH DEFINED 01 18198 0 0 MONOGRAM BIOSCIENCES INC COMMON 60975U108 54 29058 SH DEFINED 01 29058 0 0 MONSANTO CO COMMON 61166W101 18236 235225 SH DEFINED 01 235225 0 0 MONSTER WORLDWIDE INC COMMON 611742107 3218 78854 SH DEFINED 01 78854 0 0 MOODYS CORP COMMON 615369105 3876 63108 SH DEFINED 01 60108 0 3000 MOOG INC-CL A COMMON 615394202 4555 160524 SH DEFINED 01 26761 0 133763 MORGAN STANLEY COMMON 617446448 67339 1186811 SH DEFINED 01 1183011 0 3800 MORGAN STANLEY COMMON 61745C105 446 11966 SH DEFINED 01 11966 0 0 MOSAIC CO COMMON 61945A107 630 43103 SH DEFINED 01 43103 0 0 MOTIVE INC COMMON 61980V107 59 19106 SH DEFINED 01 19106 0 0 MOTIENT CORP COMMON 619908304 754 36105 SH DEFINED 01 36105 0 0 MOTOROLA INC COMMON 620076109 17877 791386 SH DEFINED 01 786677 0 4709 MOVIE GALLERY INC COMMON 624581104 566 100898 SH DEFINED 01 100898 0 0 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 452 30015 SH DEFINED 01 30015 0 0 MUNIHOLDINGS NEW YORK INSURED COMMON 625931100 483 32758 SH DEFINED 01 32758 0 0 MUNIHOLDINGS NEW JERSEY COMMON 625936109 579 37357 SH DEFINED 01 37357 0 0 MUNICIPAL HIGH INCOME FUND INC COMMON 626214100 129 18132 SH DEFINED 01 18132 0 0 MUNIHOLDINGS FLORIDA INSURED COMMON 62624W105 293 20000 SH DEFINED 01 20000 0 0 MUNIENHANCED FUND INC COMMON 626243109 111 10000 SH DEFINED 01 10000 0 0 MUNIYIELD FLORIDA INSURED FUND COMMON 626298103 203 14500 SH DEFINED 01 14500 0 0 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 420 29029 SH DEFINED 01 29029 0 0 MUNIYIELD NEW YORK INSURED COMMON 626301105 509 37000 SH DEFINED 01 37000 0 0 MURPHY OIL CORP COMMON 626717102 2034 37685 SH DEFINED 01 37685 0 0 MYERS INDUSTRIES INC COMMON 628464109 174 11939 SH DEFINED 01 11939 0 0 MYLAN LABORATORIES INC COMMON 628530107 5966 298915 SH DEFINED 01 298915 0 0 MYRIAD GENETICS INC COMMON 62855J104 308 14812 SH DEFINED 01 14812 0 0 MYOGEN INC COMMON 62856E104 3964 131442 SH DEFINED 01 131442 0 0 NBTY INC COMMON 628782104 226 13924 SH DEFINED 01 13924 0 0 NCI BUILDING SYSTEMS INC COMMON 628852105 205 4840 SH DEFINED 01 4840 0 0 NCO GROUP INC COMMON 628858102 248 14701 SH DEFINED 01 14701 0 0 NCR CORP NEW COMMON 62886E108 2427 71536 SH DEFINED 01 71536 0 0 NCT GROUP INC COMMON 62888Q109 14 3680500 SH DEFINED 01 3680500 0 0 ***NDS GROUP PLC ADR 628891103 533 12971 SH DEFINED 01 12971 0 0 NII HOLDINGS INC COMMON 62913F201 3334 76350 SH DEFINED 01 76350 0 0 NII HLDGS INC CBONDCNV 62913FAE2 59 55000 PRN DEFINED 01 55000 0 0 NIC INC COMMON 62914B100 364 59179 SH DEFINED 01 4179 0 55000 NMT MEDICAL INC COMMON 629294109 423 26477 SH DEFINED 01 10727 0 15750 NPS PHAMACEUTICALS INC COMMON 62936P103 10017 846069 SH DEFINED 01 846069 0 0 NRG ENERGY INC COMMON 629377508 11208 237863 SH DEFINED 01 237863 0 0 NTL INC DEL COMMON 62940M104 65277 958835 SH DEFINED 01 958835 0 0 NTN COMMUNICATIONS INC NEW COMMON 629410309 54 36385 SH DEFINED 01 36385 0 0 NVR INC COMMON 62944T105 911 1298 SH DEFINED 01 1298 0 0 NYMAGIC INC COMMON 629484106 458 18500 SH DEFINED 01 18500 0 0 NABI BIOPHARMACEUTICALS COMMON 629519109 2056 608319 SH DEFINED 01 607704 0 615 NABI BIOPHARMACEUTICALS CBONDCNV 629519AB5 11746 15900000 PRN DEFINED 01 15900000 0 0 NANOGEN INC COMMON 630075109 76 29108 SH DEFINED 01 29108 0 0 NANOMETRICS INC COMMON 630077105 428 38915 SH DEFINED 01 38915 0 0 NAPSTER INC COMMON 630797108 1726 490546 SH DEFINED 01 490546 0 0 NASH FINCH COMPANY COMMON 631158102 839 32963 SH DEFINED 01 16563 0 16400 NASH FINCH CO CBONDCNV 631158AC6 2482 6800000 PRN DEFINED 01 6800000 0 0 NASTECH PHARMACEUTICAL CO INC COMMON 631728409 2979 202387 SH DEFINED 01 202387 0 0 NATIONAL CITY CORP COMMON 635405103 7201 214531 SH DEFINED 01 205866 0 8665 NATIONAL ENERGY & GAS COMMON 63580R106 261 80351 SH DEFINED 01 80351 0 0 NATIONAL FUEL GAS CO COMMON 636180101 309 9934 SH DEFINED 01 9934 0 0 NATIONAL-OILWELL VARCO INC COMMON 637071101 2434 38828 SH DEFINED 01 38828 0 0 NATIONAL SEMICONDUCTOR COMMON 637640103 2334 89842 SH DEFINED 01 89842 0 0 NATIONWIDE FINANCIAL SERVICES CLASS 638612101 747 16984 SH DEFINED 01 16984 0 0 NATIONWIDE HEALTH PROPERTIES REIT 638620104 620 28983 SH DEFINED 01 28983 0 0 NAVISTAR FINANCIAL CORP CBONDCNV 638902AM8 11437 12779000 PRN DEFINED 01 12779000 0 0 NAVARRE CORP COMMON 639208107 576 104188 SH DEFINED 01 104188 0 0 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 479 16771 SH DEFINED 01 16771 0 0 NAVISTAR INTERNATIONAL CORP CBONDCNV 63934EAG3 13 13000 PRN DEFINED 01 13000 0 0 NAVIGANT CONSULTING INC COMMON 63935N107 488 22229 SH DEFINED 01 22229 0 0 NAVTEQ CORP COMMON 63936L100 616 14050 SH DEFINED 01 14050 0 0 NDCHEALTH CORP COMMON 639480102 648 33733 SH DEFINED 01 33733 0 0 NEENAH PAPER INC COMMON 640079109 318 11387 SH DEFINED 01 10887 0 500 NEKTAR THERAPEUTICS COMMON 640268108 13562 823993 SH DEFINED 01 823993 0 0 NEOSE TECHNOLOGIES INC COMMON 640522108 97 50467 SH DEFINED 01 50467 0 0 NEOPHARM INC COMMON 640919106 344 31891 SH DEFINED 01 31891 0 0 NESS TECHNOLOGIES INC COMMON 64104X108 175 16251 SH DEFINED 01 16251 0 0 NETFLIX COM INC COMMON 64110L106 610 22558 SH DEFINED 01 22098 0 460 ***NETEASE.COM INC ADR 64110W102 773 13767 SH DEFINED 01 13767 0 0 NETGEAR INC COMMON 64111Q104 1620 84202 SH DEFINED 01 84202 0 0 NETWORK APPLIANCE INC COMMON 64120L104 244531 9056705 SH DEFINED 01 4325125 0 4731580 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 559 8912 SH DEFINED 01 8912 0 0 ***NEUROCHEM INC COMMON 64125K101 148 10428 SH DEFINED 01 10428 0 0 NEUBERGER BERMAN DIVIDEND COMMON 64127J102 414 22391 SH DEFINED 01 22391 0 0 NEW AMERICAN SHOE CO COMMON 641890108 22 10100 SH DEFINED 01 10100 0 0 NEUBERGER BERMAN REAL EST COMMON 64190A103 1663 119763 SH DEFINED 01 69145 0 50618 NEW CENTURY FINANCIAL COMMON 6435EV108 1179 32702 SH DEFINED 01 32702 0 0 NEW HAMPSHIRE SAVINGS BANK COMMON 644670101 1 117438 SH DEFINED 01 117438 0 0 NEW JERSEY RESOURCES CORP COMMON 646025106 204 4873 SH DEFINED 01 4873 0 0 NEW PLAN EXCEL REALTY TRUST REIT 648053106 995 42967 SH DEFINED 01 42967 0 0 NEW YORK COMMUN BANCORP TR V PREFCONV 64944P307 19756 423056 SH DEFINED 01 423056 0 0 NEW YORK COMMUNITY BANCORP INC COMMON 649445103 6676 404145 SH DEFINED 01 404145 0 0 NEW YORK DAILY TAX FREE INCOME COMMON 649457108 36 36694 SH DEFINED 01 36694 0 0 NEW YORK TIMES CO-CL A CLASS 650111107 2116 80037 SH DEFINED 01 79637 0 400 NEWCASTLE INVESTMENT CORP COMMON 65105M108 2751 110721 SH DEFINED 01 108721 0 2000 NEWELL RUBBERMAID INC COMMON 651229106 689 29006 SH DEFINED 01 24006 0 5000 NEWFIELD EXPLORATION CO COMMON 651290108 685 13688 SH DEFINED 01 13688 0 0 NEWMARKET CORPORATION COMMON 651587107 427 17480 SH DEFINED 01 17480 0 0 NEWMONT MINING CORP COMMON 651639106 48825 914330 SH DEFINED 01 889900 0 24430 NEWPORT CORP COMMON 651824104 141 10457 SH DEFINED 01 3031 0 7426 NEWS CORPORATION COMMON 65248E104 30348 1951647 SH DEFINED 01 1951647 0 0 NEWTEK BUSINESS SERVICES INC COMMON 652526104 20 10600 SH DEFINED 01 10600 0 0 NEXTERA ENTERPRISES INC COMMON 65332E101 33 97400 SH DEFINED 01 97400 0 0 NEXTEL PARTNERS INC COMMON 65333F107 15459 553300 SH DEFINED 01 553300 0 0 NEXSTAR BROADCASTING GROUP INC COMMON 65336K103 1801 359539 SH DEFINED 01 359539 0 0 ***NICE SYSTEMS LTD ADR 653656108 202 4207 SH DEFINED 01 4207 0 0 NICHOLAS-APPLEGATE CONV & COMMON 65370F101 161 11100 SH DEFINED 01 11100 0 0 NICOR INC COMMON 654086107 372 9471 SH DEFINED 01 9471 0 0 NIKE INC-CL B CLASS 654106103 4889 56336 SH DEFINED 01 56336 0 0 99 CENTS ONLY STORES COMMON 65440K106 134 12862 SH DEFINED 01 12862 0 0 ***NINETOWNS DIGITAL WORLD ADR 654407105 1685 297304 SH DEFINED 01 297304 0 0 ***NIPPON TELEGRAPH & ADR 654624105 309 13590 SH DEFINED 01 13590 0 0 NISOURCE INC COMMON 65473P105 1636 78444 SH DEFINED 01 78444 0 0 NITROMED INC COMMON 654798503 399 28665 SH DEFINED 01 26665 0 2000 ***NOKIA CORP-SPONSORED ADR ADR 654902204 9856 538627 SH DEFINED 01 535367 0 3260 NOBLE ENERGY INC COMMON 655044105 1777 44097 SH DEFINED 01 44097 0 0 NORDSON CORP COMMON 655663102 307 7588 SH DEFINED 01 7588 0 0 NORDSTROM INC COMMON 655664100 1822 48740 SH DEFINED 01 48740 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 3232 72097 SH DEFINED 01 72097 0 0 ***NORTEL NETWORKS CORP COMMON 656568102 1068 349065 SH DEFINED 01 346490 0 2575 NORTH FORK BANCORPORATION INC COMMON 659424105 6058 221438 SH DEFINED 01 221438 0 0 NORTHEAST UTILITIES COMMON 664397106 2019 102548 SH DEFINED 01 92548 0 10000 ***NORTHERN ORION RESOURCES COMMON 665575106 66 20000 SH DEFINED 01 20000 0 0 NORTHERN TRUST CORP COMMON 665859104 3743 72244 SH DEFINED 01 72244 0 0 NORTHFIELD LABORATORIES INC COMMON 666135108 159 11880 SH DEFINED 01 11880 0 0 NORTHROP GRUMMAN CORP COMMON 666807102 4244 70610 SH DEFINED 01 70470 0 140 NORTHWEST AIRLINES CORP CLASS 667280101 38 71045 SH DEFINED 01 71045 0 0 NORTHWESTERN CORP COMMON 668074305 511 16463 SH DEFINED 01 16463 0 0 ***NOVA CHEMICALS CORP COMMON 66977W109 224 6725 SH DEFINED 01 6350 0 375 NOVADEL PHARMA INC COMMON 66986X106 129 110100 SH DEFINED 01 110100 0 0 ***NOVARTIS AG-SPONSORED ADR ADR 66987V109 3395 64702 SH DEFINED 01 64602 0 100 NOVASTAR FINANCIAL INC COMMON 669947400 201 7165 SH DEFINED 01 7165 0 0 NOVAVAX INC COMMON 670002104 239 62107 SH DEFINED 01 62107 0 0 NOVELL INC COMMON 670006105 2182 247199 SH DEFINED 01 247199 0 0 NOVELL INC CBONDCNV 670006AC9 11146 11733000 PRN DEFINED 01 11733000 0 0 NOVELLUS SYSTEMS INC COMMON 670008101 740 30681 SH DEFINED 01 30681 0 0 NU SKIN ENTERPRISES INC COMMON 67018T105 410 23331 SH DEFINED 01 23331 0 0 NSTAR COMMON 67019E107 375 13095 SH DEFINED 01 13095 0 0 NUANCE COMMUNICATIONS INC COMMON 67020Y100 614 80528 SH DEFINED 01 79668 0 860 NUCOR CORP COMMON 670346105 7783 116655 SH DEFINED 01 116655 0 0 NUVEEN INSURED PREMIUM INCOME COMMON 6706D8104 1457 115200 SH DEFINED 01 5700 0 109500 NUVEEN TAX ADVANTAGED FLOATING COMMON 6706EV102 4211 341250 SH DEFINED 01 12500 0 328750 NUTRACEUTICAL INTERNATIONAL COMMON 67060Y101 220 16300 SH DEFINED 01 16300 0 0 NUVEEN INSURED QUALITY COMMON 67062N103 1360 92000 SH DEFINED 01 0 0 92000 NUVEEN NEW YORK PERFORMANCE COMMON 67062R104 281 17600 SH DEFINED 01 17600 0 0 NUVEEN NEW YORK INVESTMENT COMMON 67062X101 226 16000 SH DEFINED 01 16000 0 0 NVIDIA CORP COMMON 67066G104 5820 159210 SH DEFINED 01 159210 0 0 NUVEEN CALIFORNIA DIVIDEND COMMON 67066Y105 2012 124720 SH DEFINED 01 3650 0 121070 NUTRISYSTEM INC COMMON 67069D108 312 8671 SH DEFINED 01 8671 0 0 NUVEEN CALIFORNIA DIVIDEND COMMON 67069X104 1805 124350 SH DEFINED 01 0 0 124350 NUVEEN CALIFORNIA DIVIDEND COMMON 67070Y109 1988 137625 SH DEFINED 01 0 0 137625 NUVELO INC COMMON 67072M301 116 14306 SH DEFINED 01 14306 0 0 NUVEEN FLOATING RATE INCOME FD COMMON 67072T108 1259 100000 SH DEFINED 01 50000 0 50000 OGE ENERGY CORP COMMON 670837103 2222 82943 SH DEFINED 01 82943 0 0 OM GROUP INC COMMON 670872100 844 45004 SH DEFINED 01 45004 0 0 NUVEEN FLORIDA INVESTMENT COMMON 670970102 341 24300 SH DEFINED 01 24300 0 0 NUVEEN FLORIDA QUALITY INCOME COMMON 670978105 152 11000 SH DEFINED 01 11000 0 0 NUVEEN INSURED MUNICIPAL COMMON 670984103 1371 95000 SH DEFINED 01 0 0 95000 NUVEEN PREMIER INSURED COMMON 670987106 1353 94500 SH DEFINED 01 0 0 94500 NUVEEN NEW JERSEY PREMIUM COMMON 67101N106 311 21509 SH DEFINED 01 21509 0 0 NUVEEN INSURED NEW YORK PREM- COMMON 67101R107 410 29221 SH DEFINED 01 29221 0 0 NUVEEN INSURED FLORIDA PREMIUM COMMON 67101V108 311 20700 SH DEFINED 01 20700 0 0 OSI PHARMACEUTICALS INC COMMON 671040103 1078 38459 SH DEFINED 01 38459 0 0 OAK HILL FINANCIAL INC COMMON 671337103 772 23262 SH DEFINED 01 23262 0 0 OAKLEY INC COMMON 673662102 487 33216 SH DEFINED 01 33216 0 0 OCCAM NETWORKS INC DEL COMMON 67457P101 69 239000 SH DEFINED 01 239000 0 0 OCCIDENTAL PETE CORP COMMON 674599105 11318 141693 SH DEFINED 01 141693 0 0 OCCULOGIX INC COMMON 67461T107 161 22379 SH DEFINED 01 22379 0 0 OCEANEERING INTERNATIONAL INC COMMON 675232102 5305 106570 SH DEFINED 01 21525 0 85045 OFFICEMAX INCORPORATED COMMON 67622P101 1538 60686 SH DEFINED 01 60686 0 0 OFFICE DEPOT INC COMMON 676220106 3730 118803 SH DEFINED 01 118803 0 0 OHIO CASUALTY CORP COMMON 677240103 218 7714 SH DEFINED 01 7714 0 0 OIL STATES INTERNATIONAL INC COMMON 678026105 243 7692 SH DEFINED 01 7692 0 0 OLD REPUBLIC INTL CORP COMMON 680223104 1527 58171 SH DEFINED 01 58171 0 0 OLIN CORP NEW COMMON 680665205 264 13445 SH DEFINED 01 8445 0 5000 OLYMPIC STEEL INC COMMON 68162K106 533 21451 SH DEFINED 01 21451 0 0 OMNICARE INC COMMON 681904108 64652 1129900 SH DEFINED 01 1128400 0 1500 OMNICARE INC CBONDCNV 681904AL2 23288 23464000 PRN DEFINED 01 23464000 0 0 OMNICOM GROUP INC COMMON 681919106 2789 32772 SH DEFINED 01 32772 0 0 OMEGA HEALTHCARE INVESTORS INC REIT 681936100 157 12531 SH DEFINED 01 12531 0 0 OMNITEC INC COMMON 682124102 1 15100 SH DEFINED 01 15100 0 0 OMNIVISION TECHNOLOGIES INC COMMON 682128103 6663 333852 SH DEFINED 01 331852 0 2000 OMNICELL INC COMMON 68213N109 345 28905 SH DEFINED 01 28905 0 0 OMNICARE CAP TR I PREFCONV 68214L201 4418 63120 SH DEFINED 01 63120 0 0 ON SEMICONDUCTOR CORP COMMON 682189105 303 54925 SH DEFINED 01 54925 0 0 ON SEMICONDUCTOR CORP CBONDCNV 682189AB1 9737 12210000 PRN DEFINED 01 12210000 0 0 ONEOK INC NEW COMMON 682680103 4164 156371 SH DEFINED 01 36137 0 120234 ONYX PHARMACEUTICALS INC COMMON 683399109 2668 92790 SH DEFINED 01 86790 0 6000 OPEN SOLUTIONS INC COMMON 68371P102 411 17935 SH DEFINED 01 17935 0 0 ***OPEN TEXT CORP COMMON 683715106 562 39853 SH DEFINED 01 39853 0 0 OPENWAVE SYSTEMS INC COMMON 683718308 709 40630 SH DEFINED 01 40297 0 333 OPLINK COMMUNICATIONS INC COMMON 68375Q403 239 16500 SH DEFINED 01 14358 0 2142 OPSWARE INC COMMON 68383A101 1922 283123 SH DEFINED 01 283123 0 0 ORACLE CORP COMMON 68389X105 70044 5736668 SH DEFINED 01 5722368 0 14300 ORBITRON CAPITAL CORP NEW COMMON 685566309 5 184174 SH DEFINED 01 184174 0 0 ORCHID CELLMARK INC COMMON 68573C107 277 36470 SH DEFINED 01 36470 0 0 OREGON STEEL MILLS INC COMMON 686079104 233 7934 SH DEFINED 01 7934 0 0 ORIENTAL FINANCIAL GROUP COMMON 68618W100 1762 142589 SH DEFINED 01 82493 0 60096 OSCIENT PHARMACEUTICALS COMMON 68812R105 61 27270 SH DEFINED 01 27270 0 0 OSHKOSH TRUCK CORP CLASS 688239201 634 14220 SH DEFINED 01 14220 0 0 OUTBACK STEAKHOUSE INC COMMON 689899102 259 6239 SH DEFINED 01 6239 0 0 OVERHILL FARMS INC COMMON 690212105 3796 1460000 SH DEFINED 01 1460000 0 0 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 2801 55605 SH DEFINED 01 55605 0 0 OVERSTOCK COM INC DEL CBONDCNV 690370AB7 4931 6825000 PRN DEFINED 01 6825000 0 0 OWENS CORNING COMMON 69073F103 376 125500 SH DEFINED 01 125500 0 0 OWENS & MINOR INC HOLDING CO COMMON 690732102 208 7581 SH DEFINED 01 7581 0 0 PC MALL INC COMMON 69323K100 1619 286126 SH DEFINED 01 286126 0 0 PG&E CORP COMMON 69331C108 18416 496145 SH DEFINED 01 496145 0 0 PG&E CORP CBONDCNV 69331CAD0 41 15000 PRN DEFINED 01 15000 0 0 PHH CORP COMMON 693320202 249 8915 SH DEFINED 01 8824 0 91 PF CHANGS CHINA BISTRO INC COMMON 69333Y108 709 14302 SH DEFINED 01 14302 0 0 PMC-SIERRA INC COMMON 69344F106 276 35860 SH DEFINED 01 35860 0 0 PMI GROUP INC COMMON 69344M101 931 22679 SH DEFINED 01 20179 0 2500 PNC FINANCIAL SVCS GROUP INC COMMON 693475105 7661 123914 SH DEFINED 01 123914 0 0 PNM RESOURCES INC COMMON 69349H107 3895 159048 SH DEFINED 01 26988 0 132060 PPG INDUSTRIES INC COMMON 693506107 1210 20903 SH DEFINED 01 20903 0 0 PPL CORPORATION COMMON 69351T106 6129 208484 SH DEFINED 01 208484 0 0 PRG SCHULTZ INTERNATIONAL INC COMMON 69357C107 99 163172 SH DEFINED 01 163172 0 0 PSS WORLD MEDICAL INC COMMON 69366A100 200 13536 SH DEFINED 01 13536 0 0 PACCAR INC COMMON 693718108 6403 92497 SH DEFINED 01 92497 0 0 PACIFIC CAPITAL BANCORP COMMON 69404P101 8282 232787 SH DEFINED 01 29640 0 203147 PACIFIC MERCANTILE BANCORP COMMON 694552100 736 42390 SH DEFINED 01 42390 0 0 PACKAGING CORP AMER COMMON 695156109 464 20252 SH DEFINED 01 20252 0 0 PACKETEER INC COMMON 695210104 117 15178 SH DEFINED 01 15178 0 0 PACTIV CORP COMMON 695257105 502 22829 SH DEFINED 01 22829 0 0 PAIN THERAPEUTICS INC COMMON 69562K100 743 109938 SH DEFINED 01 109938 0 0 PALL CORP COMMON 696429307 392 14620 SH DEFINED 01 14620 0 0 PALM INC COMMON 696643105 2500 78644 SH DEFINED 01 78644 0 0 ***PAN AMERICAN SILVER CORP COMMON 697900108 1502 79774 SH DEFINED 01 48494 0 31280 PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 981 14675 SH DEFINED 01 14675 0 0 PANACOS PHARMACEUTICALS INC COMMON 69811Q106 117 16989 SH DEFINED 01 16989 0 0 PANERA BREAD CO CL A COMMON 69840W108 782 11908 SH DEFINED 01 11908 0 0 PAPA JOHNS INTERNATIONAL INC COMMON 698813102 629 10621 SH DEFINED 01 10621 0 0 PAR PHARMACEUTICAL COMPANIES COMMON 69888P106 1813 57853 SH DEFINED 01 57853 0 0 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 2633 431689 SH DEFINED 01 431689 0 0 PAREXEL INTERNATIONAL CORP COMMON 699462107 206 10190 SH DEFINED 01 10190 0 0 PARK ELECTROCHEMICAL CORP COMMON 700416209 308 11880 SH DEFINED 01 11880 0 0 PARKER DRILLING CO COMMON 701081101 1058 97743 SH DEFINED 01 97743 0 0 PARKER HANNIFIN CORP COMMON 701094104 1332 20197 SH DEFINED 01 19497 0 700 PARKWAY PROPERTIES INC COMMON 70159Q104 261 6505 SH DEFINED 01 6505 0 0 ***PARMALAT S P A COMMON 70175R102 243 100000 SH DEFINED 01 100000 0 0 PATTERSON COMPANIES INC COMMON 703395103 3430 102714 SH DEFINED 01 102714 0 0 PATTERSON-UTI ENERGY INC COMMON 703481101 3954 120012 SH DEFINED 01 120012 0 0 PAYCHEX INC COMMON 704326107 8645 226792 SH DEFINED 01 226792 0 0 PAYLESS SHOESOURCE INC COMMON 704379106 1728 68880 SH DEFINED 01 68880 0 0 PEABODY ENERGY CORPORATION COMMON 704549104 4052 49168 SH DEFINED 01 48838 0 330 PECO II INC COMMON 705221109 18 10336 SH DEFINED 01 10336 0 0 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 508 5739 SH DEFINED 01 5739 0 0 PEGASYSTEMS INC COMMON 705573103 1539 210596 SH DEFINED 01 210596 0 0 PEGASUS SOLUTIONS INC COMMON 705906105 222 24766 SH DEFINED 01 24766 0 0 PEMSTAR INC COMMON 706552106 7539 4959903 SH DEFINED 01 4959903 0 0 ***PENGROWTH ENERGY TRUST COMMON 706902301 3054 129804 SH DEFINED 01 121304 0 8500 PENN TREATY AMERICAN CORP COMMON 707874400 2413 240419 SH DEFINED 01 240419 0 0 J C PENNEY CO INC COMMON 708160106 11233 202037 SH DEFINED 01 202037 0 0 PENNSYLVANIA REAL ESTATE REIT 709102107 1828 48951 SH DEFINED 01 48951 0 0 PENTAIR INC COMMON 709631105 1945 56346 SH DEFINED 01 56346 0 0 PENTON MEDIA INC COMMON 709668107 28 51500 SH DEFINED 01 51500 0 0 PEOPLES BANK-BRIDGEPORT CONN COMMON 710198102 3435 110596 SH DEFINED 01 110596 0 0 PEOPLES ENERGY CORP COMMON 711030106 581 16584 SH DEFINED 01 16584 0 0 PEOPLESUPPORT INC COMMON 712714302 597 70346 SH DEFINED 01 70346 0 0 PEP BOYS-MANNY MOE & JACK COMMON 713278109 2541 170657 SH DEFINED 01 170657 0 0 PEP BOYS MANNY MOE & JACK CBONDCNV 713278AP4 3213 3309000 PRN DEFINED 01 3309000 0 0 PEPCO HOLDINGS INC COMMON 713291102 462 20692 SH DEFINED 01 20692 0 0 THE PEPSI BOTTLING GROUP INC COMMON 713409100 2345 81994 SH DEFINED 01 81994 0 0 PEPSIAMERICAS INC COMMON 71343P200 235 10129 SH DEFINED 01 10129 0 0 PEPSICO INC COMMON 713448108 20582 348383 SH DEFINED 01 344043 0 4340 PER-SE TECHNOLOGIES INC COMMON 713569309 654 28026 SH DEFINED 01 28026 0 0 PERFORMANCE FOOD GROUP CO COMMON 713755106 989 34894 SH DEFINED 01 34894 0 0 PERKINELMER INC COMMON 714046109 419 17793 SH DEFINED 01 17793 0 0 PERMIAN BASIN ROYALTY TRUST COMMON 714236106 14654 943000 SH DEFINED 01 853500 0 89500 PEROT SYSTEMS CORP COMMON 714265105 611 43266 SH DEFINED 01 43266 0 0 PERRIGO CO COMMON 714290103 8717 584651 SH DEFINED 01 584651 0 0 PETCO ANIMAL SUPPLIES INC COMMON 716016209 624 28444 SH DEFINED 01 16444 0 12000 ***PETRO-CANADA COMMON 71644E102 617 15400 SH DEFINED 01 15400 0 0 ***PETROBANK ENERGY & COMMON 71645P106 421 55000 SH DEFINED 01 55000 0 0 ***PETROCHINA CO ADS EACH REPR ADR 71646E100 337 4114 SH DEFINED 01 1994 0 2120 PETROHAWK ENERGY CORPORATION COMMON 716495106 174 13195 SH DEFINED 01 13195 0 0 PETROL INDUSTRIES INC COMMON 716502109 2 13000 SH DEFINED 01 13000 0 0 ***PETROLEO BRASILEIRO SA ADR 71654V101 1910 29686 SH DEFINED 01 29686 0 0 PETSMART INC COMMON 716768106 2936 114420 SH DEFINED 01 114420 0 0 PFIZER INC COMMON 717081103 170392 7306693 SH DEFINED 01 7283708 0 22985 PFSWEB INC COMMON 717098107 37 31100 SH DEFINED 01 31100 0 0 PHARMACEUTICAL PRODUCT COMMON 717124101 11588 187059 SH DEFINED 01 29170 0 157889 PHARMACEUTICAL RES INC CBONDCNV 717125AC2 8976 10880000 PRN DEFINED 01 10880000 0 0 PHARMION CORPORATION COMMON 71715B409 4044 227602 SH DEFINED 01 227602 0 0 PHELPS DODGE CORP COMMON 717265102 58836 408959 SH DEFINED 01 407939 0 1020 PHILADELPHIA CONSOLIDATED COMMON 717528103 9977 103192 SH DEFINED 01 16049 0 87143 PHILLIPS VAN HEUSEN CORP COMMON 718592108 6032 186188 SH DEFINED 01 28708 0 157480 PHOTOMEDEX INC COMMON 719358103 20 11974 SH DEFINED 01 11974 0 0 PHOTRONICS INC COMMON 719405102 372 24755 SH DEFINED 01 24755 0 0 PIEDMONT NATURAL GAS CO INC COMMON 720186105 456 18883 SH DEFINED 01 18883 0 0 PIER 1 IMPORTS INC COMMON 720279108 11732 1343970 SH DEFINED 01 1343970 0 0 PILGRIMS PRIDE CORP COMMON 721467108 3407 102766 SH DEFINED 01 102766 0 0 PIMCO CALIFORNIA MUNI INCOME COMMON 72200M108 2116 135000 SH DEFINED 01 0 0 135000 PIMCO CALIFORNIA MUNICIPAL COMMON 72201C109 2122 135000 SH DEFINED 01 0 0 135000 PIMCO FLOATING RATE STRATEGY COMMON 72201J104 884 49500 SH DEFINED 01 0 0 49500 PINNACLE AIRLINES CORP COMMON 723443107 154 23168 SH DEFINED 01 23168 0 0 PINNACLE ENTERTAINMENT INC COMMON 723456109 212 8587 SH DEFINED 01 8587 0 0 PINNACLE WEST CAPITAL CORP COMMON 723484101 1095 26499 SH DEFINED 01 26499 0 0 PIONEER FLOATING RATE TRUST COMMON 72369J102 896 53000 SH DEFINED 01 0 0 53000 PIONEER NATURAL RESOURCES CO COMMON 723787107 2547 49692 SH DEFINED 01 49692 0 0 PITNEY BOWES INC COMMON 724479100 2592 61363 SH DEFINED 01 61363 0 0 PIXELWORKS INC COMMON 72581M107 90 17783 SH DEFINED 01 17783 0 0 PIXELWORKS INC COMMON 72581M107 154 30316 SH DEFINED 01 30316 0 0 PIXAR COMMON 725811103 3286 62344 SH DEFINED 01 59944 0 2400 ***PLACER DOME INC COMMON 725906101 12605 549758 SH DEFINED 01 540228 0 9530 PLAINS EXPLORATION AND COMMON 726505100 3616 91029 SH DEFINED 01 91029 0 0 PLANETOUT INC COMMON 727058109 216 24954 SH DEFINED 01 280 0 24674 PLAYBOY ENTERPRISES INC CLASS 728117300 537 38718 SH DEFINED 01 38718 0 0 PLAYTEX PRODUCTS INC COMMON 72813P100 237 17355 SH DEFINED 01 17355 0 0 PLAYTEX PRODUCTS INC COMMON 72813P100 9333 682708 SH DEFINED 01 682708 0 0 PLEXUS CORP COMMON 729132100 204 9004 SH DEFINED 01 9004 0 0 PLUG PWR INC COMMON 72919P103 58 11408 SH DEFINED 01 6408 0 5000 PLUM CREEK TIMBER CO INC COMMON 729251108 3738 103690 SH DEFINED 01 103005 0 685 POGO PRODUCING CO COMMON 730448107 607 12190 SH DEFINED 01 12190 0 0 POLARIS INDUSTRIES INC COMMON 731068102 772 15390 SH DEFINED 01 15390 0 0 POLIFLY FINANCIAL CORP COMMON 731113106 3 15400 SH DEFINED 01 15400 0 0 POLO RALPH LAUREN CORP-CL A COMMON 731572103 1802 32105 SH DEFINED 01 32105 0 0 POLYCOM INC COMMON 73172K104 1810 118360 SH DEFINED 01 118360 0 0 POLYONE CORP COMMON 73179P106 152 23765 SH DEFINED 01 23765 0 0 POPE EVANS & ROBBINS INC COMMON 732852108 16537 125900 SH DEFINED 01 125900 0 0 POPULAR INC COMMON 733174106 432 20450 SH DEFINED 01 20450 0 0 PORTALPLAYER INC COMMON 736187204 1356 47882 SH DEFINED 01 47882 0 0 PORTFOLIO RECOVERY ASSOCIATES COMMON 73640Q105 378 8155 SH DEFINED 01 8155 0 0 POST PROPERTIES INC REIT 737464107 514 12883 SH DEFINED 01 12883 0 0 POTLATCH CORP COMMON 737628107 2608 51168 SH DEFINED 01 51168 0 0 POWERLINX INC COMMON 73933F105 1 30000 SH DEFINED 01 0 0 30000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 1008 80253 SH DEFINED 01 80253 0 0 PRAXAIR INC COMMON 74005P104 3160 59682 SH DEFINED 01 59542 0 140 PRE-PAID LEGAL SERVICES INC COMMON 740065107 998 26134 SH DEFINED 01 26134 0 0 PRECISION CASTPARTS CORP COMMON 740189105 824 15910 SH DEFINED 01 15910 0 0 PREMIERE GLOBAL SERVICES INC COMMON 740585104 90 11089 SH DEFINED 01 11089 0 0 PRENTISS PROPERTIES TRUST-SBI REIT 740706106 1619 39805 SH DEFINED 01 39805 0 0 PRESSTEK INC COMMON 741113104 281 31169 SH DEFINED 01 31169 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 2073 28787 SH DEFINED 01 28787 0 0 PRICELINE COM INC COM NEW COMMON 741503403 3084 138181 SH DEFINED 01 138181 0 0 PRICELINE COM INC CBONDCNV 741503AE6 1889 2117000 PRN DEFINED 01 2117000 0 0 PRIDE INTERNATIONAL INC COMMON 74153Q102 1000 32552 SH DEFINED 01 32552 0 0 PRIMEDIA INC COMMON 74157K101 251 155969 SH DEFINED 01 155969 0 0 PRIMUS TELECOMMUNICATIONS COMMON 741929103 73 98621 SH DEFINED 01 98621 0 0 PRIMUS TELECOMMUNICATIONS CBONDCNV 741929AL7 39 63000 PRN DEFINED 01 63000 0 0 PRIMUS TELECOMMUNICATIONS CBONDCNV 741929AN3 825 2675000 PRN DEFINED 01 2675000 0 0 ***PRIMEWEST ENERGY TRUST COMMON 741930309 432 14000 SH DEFINED 01 0 0 14000 PRINCIPAL FINANCIAL GROUP INC COMMON 74251V102 4636 97759 SH DEFINED 01 97759 0 0 PROASSURANCE CORP COMMON 74267C106 621 12781 SH DEFINED 01 12781 0 0 PROCTER & GAMBLE CO COMMON 742718109 80447 1389905 SH DEFINED 01 1377031 0 12874 PROGENITOR INC COMMON 743188104 30 120756 SH DEFINED 01 120756 0 0 PROGRESS ENERGY INC COMMON 743263105 11963 272393 SH DEFINED 01 272393 0 0 PROGRESSIVE CORP-OHIO COMMON 743315103 15130 129561 SH DEFINED 01 129117 0 444 PROLOGIS COMMON 743410102 6085 130249 SH DEFINED 01 130249 0 0 PROTECTIVE LIFE CORP COMMON 743674103 3120 71284 SH DEFINED 01 16114 0 55170 PROTEIN DESIGN LABS INC COMMON 74369L103 942 33176 SH DEFINED 01 32386 0 790 PROVIDENT BANKSHARES CORP COMMON 743859100 345 10218 SH DEFINED 01 10218 0 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 39050 533550 SH DEFINED 01 533550 0 0 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 772 13154 SH DEFINED 01 13154 0 0 PUBLIC SERVICE ENTERPRISE COMMON 744573106 6490 99900 SH DEFINED 01 99900 0 0 PUBLIC STORAGE INC COMMON 74460D109 2932 43299 SH DEFINED 01 43299 0 0 PUGET ENERGY INC COMMON 745310102 106655 5223076 SH DEFINED 01 5223076 0 0 PULTE HOMES INC COMMON 745867101 3474 88266 SH DEFINED 01 88218 0 48 ***QLT INC COMMON 746927102 1938 304809 SH DEFINED 01 304809 0 0 ***Q ENTERTAINMENT INC COMMON 746937101 1 126500 SH DEFINED 01 126500 0 0 QAD INC COMMON 74727D108 532 69759 SH DEFINED 01 69759 0 0 QLOGIC CORP COMMON 747277101 4048 124522 SH DEFINED 01 124522 0 0 QUADREX CORP COMMON 747309102 2 270770 SH DEFINED 01 270770 0 0 QUALCOMM INC COMMON 747525103 362618 8417336 SH DEFINED 01 4260936 0 4156400 QUANEX CORP COMMON 747620102 478 9580 SH DEFINED 01 9580 0 0 QUANTUM FUEL SYS TECHNOLOGIES COMMON 74765E109 87 32825 SH DEFINED 01 32825 0 0 QUANTUM CORP DSSG COM COMMON 747906204 3017 989344 SH DEFINED 01 989344 0 0 QUANTUM CORP CBONDCNV 747906AE5 7849 8187000 PRN DEFINED 01 8187000 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 1760 34196 SH DEFINED 01 34196 0 0 QUEST SOFTWARE INC COMMON 74834T103 267 18343 SH DEFINED 01 18343 0 0 QUESTAR CORP COMMON 748356102 1101 14546 SH DEFINED 01 14336 0 210 QUICKSILVER RESOURCES INC COMMON 74837R104 1330 31669 SH DEFINED 01 31669 0 0 QUIKSILVER INC COMMON 74838C106 1497 108217 SH DEFINED 01 108217 0 0 QUIDEL CORP COMMON 74838J101 495 46040 SH DEFINED 01 46040 0 0 QWEST COMMUNICATIONS COMMON 749121109 2576 455999 SH DEFINED 01 453899 0 2100 QWEST COMMUNICATIONS INTL INC CBONDCNV 749121BY4 30648 26450000 PRN DEFINED 01 26450000 0 0 R&G FINANCIAL CORP-CL B COMMON 749136107 535 40602 SH DEFINED 01 40602 0 0 R H DONNELLEY CORP (NEW) COMMON 74955W307 1243 20177 SH DEFINED 01 20177 0 0 RLI CORP COMMON 749607107 342 6870 SH DEFINED 01 6870 0 0 RPM INTERNATIONAL INC COMMON 749685103 506 29188 SH DEFINED 01 29188 0 0 RPM INTERNATIONAL INC CBONDCNV 749685AK9 7 14000 PRN DEFINED 01 14000 0 0 RSA SECURITY INC COMMON 749719100 2282 203255 SH DEFINED 01 203255 0 0 RF MICRO DEVICES INC COMMON 749941100 2646 489232 SH DEFINED 01 488832 0 400 RF MICRO DEVICES INC CBONDCNV 749941AE0 11025 12000000 PRN DEFINED 01 12000000 0 0 RADIAN GROUP INC COMMON 750236101 6087 103905 SH DEFINED 01 103905 0 0 RADIO ONE INC COMMON 75040P405 551 53296 SH DEFINED 01 53296 0 0 RADIOSHACK CORP COMMON 750438103 1605 76356 SH DEFINED 01 76356 0 0 RAMBUS INC COMMON 750917106 353 21851 SH DEFINED 01 21851 0 0 RALCORP HOLDINGS INC NEW COMMON 751028101 451 11307 SH DEFINED 01 11307 0 0 RAPID LINK INCORPORATED COMMON 753400100 11 100000 SH DEFINED 01 100000 0 0 RAYMOND JAMES FINANCIAL INC COMMON 754730109 6026 159979 SH DEFINED 01 27138 0 132841 RAYONIER INC COMMON 754907103 1051 26392 SH DEFINED 01 26122 0 270 RAYTHEON CO COMMON 755111507 2821 70275 SH DEFINED 01 48225 0 22050 READERS DIGEST ASSOCIATION INC CLASS 755267101 421 27695 SH DEFINED 01 27695 0 0 REAL ESTATE INCOME FUND INC COMMON 755881109 1588 85300 SH DEFINED 01 85300 0 0 REALTY INCOME CORP REIT 756109104 629 29095 SH DEFINED 01 29095 0 0 RECKSON ASSOCIATES REALTY CORP REIT 75621K106 732 20350 SH DEFINED 01 20350 0 0 RECKSON OPER PARTNERSHIP L P CBONDCNV 75621LAJ3 7087 7000000 PRN DEFINED 01 7000000 0 0 RED HAT INC COMMON 756577102 4867 178692 SH DEFINED 01 178692 0 0 RED HAT INC CBONDCNV 756577AB8 350 300000 PRN DEFINED 01 300000 0 0 REDDY ICE HOLDINGS INC COMMON 75734R105 603 27691 SH DEFINED 01 27691 0 0 REDWOOD TRUST INC REIT 758075402 389 9441 SH DEFINED 01 9441 0 0 REEBOK INTERNATIONAL LTD COMMON 758110100 8316 142824 SH DEFINED 01 142824 0 0 REGAL-BELOIT CORP COMMON 758750103 475 13445 SH DEFINED 01 13445 0 0 REGAL ENTERTAINMENT GROUP COMMON 758766109 612 32216 SH DEFINED 01 32216 0 0 REGENCY CENTERS CORP COMMON 758849103 2080 35285 SH DEFINED 01 35285 0 0 REGENERON PHARMACEUTICALS INC COMMON 75886F107 1223 76703 SH DEFINED 01 76703 0 0 REGENERATION TECH INC DEL COMMON 75886N100 11548 1615085 SH DEFINED 01 1615085 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 3184 93213 SH DEFINED 01 93213 0 0 REHABCARE GROUP INC COMMON 759148109 262 12989 SH DEFINED 01 12989 0 0 REINSURANCE GROUP AMER INC PREFERED 759351307 29592 485115 SH DEFINED 01 485115 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 809 13242 SH DEFINED 01 13242 0 0 RELIANT ENERGY INC COMMON 75952B105 2933 284298 SH DEFINED 01 284298 0 0 REMINGTON OIL & GAS CORP COMMON 759594302 972 26637 SH DEFINED 01 26637 0 0 RENAL CARE GROUP INC COMMON 759930100 7440 157275 SH DEFINED 01 157275 0 0 ***REPSOL YPF SA ADR 76026T205 335 11400 SH DEFINED 01 11400 0 0 REPUBLIC BANCORP INC-MICH COMMON 760282103 167 14113 SH DEFINED 01 14113 0 0 REPUBLIC PROPERTY TRUST COMMON 760737106 25526 2127200 SH DEFINED 01 2127200 0 0 REPUBLIC SERVICES INC COMMON 760759100 535 14273 SH DEFINED 01 14273 0 0 ***ARENAGOLD RESOURCES INC COMMON 760974105 2 33072 SH DEFINED 01 33072 0 0 ***RESEARCH IN MOTION LTD COMMON 760975102 9694 146870 SH DEFINED 01 146870 0 0 RESTORATION HARDWARE INC DEL COMMON 760981100 158 26393 SH DEFINED 01 26393 0 0 RESMED INC COMMON 761152107 268 7019 SH DEFINED 01 7019 0 0 RESPIRONICS INC COMMON 761230101 349 9437 SH DEFINED 01 9437 0 0 RETRACTABLE TECHNOLOGIES INC COMMON 76129W105 40 11197 SH DEFINED 01 11197 0 0 REVLON INC-CL A CLASS 761525500 31 10071 SH DEFINED 01 10071 0 0 REYNOLDS & REYNOLDS CO-CL A COMMON 761695105 586 20886 SH DEFINED 01 20886 0 0 REYNOLDS AMERICAN INC COMMON 761713106 1788 18766 SH DEFINED 01 18766 0 0 REXON INC COMMON 761901107 35 230239 SH DEFINED 01 230239 0 0 RIGEL PHARMACEUTICALS INC COMMON 766559603 112 13437 SH DEFINED 01 13437 0 0 ***RIO TINTO PLC ADR 767204100 1167 6385 SH DEFINED 01 1670 0 4715 ***RITCHIE BROS AUCTIONEERS COMMON 767744105 208 4925 SH DEFINED 01 4925 0 0 RITE AID CORP COMMON 767754104 915 263100 SH DEFINED 01 263100 0 0 RIVERSTONE NETWORKS INC COMMON 769320102 197 345911 SH DEFINED 01 345911 0 0 ROBERT HALF INTERNATIONAL INC COMMON 770323103 1065 28108 SH DEFINED 01 28108 0 0 ROCKWELL AUTOMATION INC COMMON 773903109 5307 89706 SH DEFINED 01 89706 0 0 ROCKWELL COLLINS INC COMMON 774341101 3849 82844 SH DEFINED 01 82844 0 0 ROHM & HAAS CO COMMON 775371107 2019 41703 SH DEFINED 01 41703 0 0 ROPER INDUSTRIES INC NEW COMMON 776696106 358 9063 SH DEFINED 01 9063 0 0 ROSETTA RESOURCES INC COMMON 777779109 1200 75000 SH DEFINED 01 75000 0 0 ROSS STORES INC COMMON 778296103 2166 74963 SH DEFINED 01 74963 0 0 ROWAN COMPANIES INC COMMON 779382100 6962 195362 SH DEFINED 01 195362 0 0 ***ROYAL BK SCOTLAND GROUP PLC PREFERED 780097788 700 30400 SH DEFINED 01 400 0 30000 ***ROYAL BK SCOTLAND GROUP PLC PREFERED 780097796 203 8000 SH DEFINED 01 3000 0 5000 ***ROYAL BK SCOTLAND GRP PLC PREFERED 780097820 230 9069 SH DEFINED 01 9069 0 0 ROYAL CARIBEAN CRUISES LTD CBONDCNV 780153AK8 4900 10000000 PRN DEFINED 01 10000000 0 0 ROYAL CARIBBEAN CRUISES LTD CBONDCNV 780153AM4 964 1439000 PRN DEFINED 01 1439000 0 0 ***ROYAL DUTCH SHELL PLC ADR 780259107 397 6164 SH DEFINED 01 6164 0 0 ***ROYAL DUTCH SHELL PLC ADR 780259206 456 7427 SH DEFINED 01 6607 0 820 RUBY TUESDAY INC COMMON 781182100 603 23317 SH DEFINED 01 22792 0 525 ***RYANAIR HOLDINGS PLC ADR 783513104 251 4500 SH DEFINED 01 4500 0 0 RYANS RESTAURANT GROUP INC COMMON 783520109 237 19659 SH DEFINED 01 19659 0 0 RYDER SYSTEM INC COMMON 783549108 603 14710 SH DEFINED 01 14710 0 0 RYERSON TULL INC-NEW COMMON 78375P107 309 12710 SH DEFINED 01 12710 0 0 RYLAND GROUP INC COMMON 783764103 918 12739 SH DEFINED 01 12739 0 0 SBA COMMUNICATIONS CORP COMMON 78388J106 1739 97190 SH DEFINED 01 64690 0 32500 SCPIE HOLDINGS INC COMMON 78402P104 907 43631 SH DEFINED 01 43631 0 0 SCP POOL CORP COMMON 784028102 636 17089 SH DEFINED 01 17089 0 0 SEI INVESTMENTS CO COMMON 784117103 671 18143 SH DEFINED 01 11643 0 6500 SFBC INTL INC COMMON 784121105 302 18890 SH DEFINED 01 18890 0 0 SI INTERNATIONAL INC COMMON 78427V102 356 11676 SH DEFINED 01 11676 0 0 ***SK TELECOM CO LTD ADR 78440P108 1285 63358 SH DEFINED 01 63358 0 0 SL GREEN REALTY CORP COMMON 78440X101 13178 172514 SH DEFINED 01 119938 0 52576 SLM CORPORATION COMMON 78442P106 5435 98663 SH DEFINED 01 98663 0 0 SLM CORP CBONDCNV 78442PAC0 56320 55023000 PRN DEFINED 01 55023000 0 0 SPSS INC COMMON 78462K102 357 11570 SH DEFINED 01 11570 0 0 S1 CORP COMMON 78463B101 118 27212 SH DEFINED 01 27212 0 0 SPX CORP COMMON 784635104 255 5585 SH DEFINED 01 5585 0 0 SRA INTERNATIONAL INC COMMON 78464R105 451 14779 SH DEFINED 01 14779 0 0 SVB FINANCIAL GROUP COMMON 78486Q101 622 13293 SH DEFINED 01 13293 0 0 SABRE HOLDINGS CORP CL A COMMON 785905100 3284 136248 SH DEFINED 01 136248 0 0 SAFECO CORP COMMON 786429100 1351 23924 SH DEFINED 01 23924 0 0 SAFEWAY INC COMMON 786514208 2711 114613 SH DEFINED 01 114503 0 110 SAFLINK CORP COMMON 786578302 16 21163 SH DEFINED 01 21163 0 0 ST JOE CO COMMON 790148100 3901 58040 SH DEFINED 01 58040 0 0 ST JUDE MEDICAL INC COMMON 790849103 2574 51277 SH DEFINED 01 51277 0 0 ST JUDE MED INC CBONDCNV 790849AB9 5718 5740000 PRN DEFINED 01 5740000 0 0 ST MARY LAND & EXPLORATION CO COMMON 792228108 320 8694 SH DEFINED 01 8694 0 0 ST PAUL TRAVELERS COMPANIES COMMON 792860108 7249 162298 SH DEFINED 01 162242 0 56 SAKS INC COMMON 79377W108 2684 159204 SH DEFINED 01 159204 0 0 SALESFORCE.COM INC COMMON 79466L302 656 20496 SH DEFINED 01 20496 0 0 SALIX PHARMACEUTICALS LTD COMMON 795435106 241 13742 SH DEFINED 01 13742 0 0 SANDERSON FARMS INC COMMON 800013104 1265 41454 SH DEFINED 01 41454 0 0 ***SANDISK CORP COMMON 80004C101 19747 314357 SH DEFINED 01 314357 0 0 SANMINA-SCI CORP COMMON 800907107 4652 1092020 SH DEFINED 01 327206 0 764814 ***SANOFI AVENTIS ADR 80105N105 423 9654 SH DEFINED 01 9654 0 0 ***SANTANDER BANCORP COMMON 802809103 802 31952 SH DEFINED 01 31952 0 0 SANTARUS INC COMMON 802817304 58 10622 SH DEFINED 01 10622 0 0 ***SAP AKTIENGESELLSCHAFT ADR 803054204 646 14350 SH DEFINED 01 14350 0 0 ***SAPPI LTD ADR 803069202 515 45500 SH DEFINED 01 45500 0 0 SARA LEE CORP COMMON 803111103 1965 103979 SH DEFINED 01 103979 0 0 SATURNS T 2004-7 COMMON 80411Q206 1029 41865 SH DEFINED 01 41865 0 0 SAVIENT PHARMACEUTICALS COMMON 80517Q100 65 17418 SH DEFINED 01 17418 0 0 SAXON CAPITAL INC COMMON 80556T106 354 31316 SH DEFINED 01 31316 0 0 SCANA CORPORATION NEW COMMON 80589M102 343 8712 SH DEFINED 01 8712 0 0 SCHAWK INC-CL A CLASS 806373106 1762 84945 SH DEFINED 01 84945 0 0 HENRY SCHEIN INC COMMON 806407102 1196 27413 SH DEFINED 01 27413 0 0 SCHEIN HENRY INC CBONDCNV 806407AB8 28000 25000000 PRN DEFINED 01 25000000 0 0 SCHERING PLOUGH CORP COMMON 806605101 13671 655720 SH DEFINED 01 649030 0 6690 SCHLUMBERGER LTD COMMON 806857108 16543 170285 SH DEFINED 01 170285 0 0 SCHLUMBERGER LTD CBONDCNV 806857AC2 26618 19359000 PRN DEFINED 01 19359000 0 0 SCHLUMBERGER LTD CBONDCNV 806857AD0 1230 950000 PRN DEFINED 01 950000 0 0 SCHOLASTIC CORP COMMON 807066105 3854 135181 SH DEFINED 01 20044 0 115137 SCHOOL SPECIALTY INC COMMON 807863105 3807 104476 SH DEFINED 01 24406 0 80070 CHARLES SCHWAB CORP NEW COMMON 808513105 5156 351489 SH DEFINED 01 351489 0 0 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 215 93103 SH DEFINED 01 93103 0 0 SCIENTIFIC ATLANTA INC COMMON 808655104 5978 138810 SH DEFINED 01 138810 0 0 SCIENTIFIC GAMES CORP COMMON 80874P109 4248 155719 SH DEFINED 01 155719 0 0 ***SCOTTISH POWER PLC ADR 81013T705 205 5500 SH DEFINED 01 5110 0 390 SCOTTS MIRACLE-GRO CO (THE) CLASS 810186106 5598 123751 SH DEFINED 01 33904 0 89847 E W SCRIPPS CO NEW-CL A CLASS 811054204 1142 23783 SH DEFINED 01 23783 0 0 SCUDDER RREEF REAL ESTATE FUND COMMON 81119R108 1645 107200 SH DEFINED 01 107200 0 0 SEACHANGE INTERNATIONAL INC COMMON 811699107 81 10369 SH DEFINED 01 10369 0 0 SEAGATE TECHNOLOGY INC COMMON 811804988 80 802376 SH DEFINED 01 802376 0 0 SEACOR HOLDINGS INC COMMON 811904101 297 4364 SH DEFINED 01 4364 0 0 SEACOR HOLDINGS INC CBONDCNV 811904AH4 1102 1000000 PRN DEFINED 01 1000000 0 0 SEALED AIR CORP NEW COMMON 81211K100 2007 35743 SH DEFINED 01 35743 0 0 SEARS HOLDINGS CORP COMMON 812350106 39060 338102 SH DEFINED 01 338102 0 0 SEITEL INC COMMON 816074405 49 23704 SH DEFINED 01 23704 0 0 SELECT COMFORT CORP COMMON 81616X103 486 17773 SH DEFINED 01 17773 0 0 SELECTIVE INSURANCE GROUP INC COMMON 816300107 580 10930 SH DEFINED 01 10930 0 0 SELECTIVE INSURANCE GROUP INC CBONDCNV 816300AB3 10 15000 PRN DEFINED 01 15000 0 0 SEMTECH CORP COMMON 816850101 353 19357 SH DEFINED 01 19357 0 0 SEMPRA ENERGY COMMON 816851109 1455 32461 SH DEFINED 01 32461 0 0 ***SENNEN RESOURCES LTD COMMON 816921100 2 15000 SH DEFINED 01 15000 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 269 15941 SH DEFINED 01 15941 0 0 SENOMYX INC COMMON 81724Q107 133 10986 SH DEFINED 01 10986 0 0 SEPRACOR INC COMMON 817315104 18821 364749 SH DEFINED 01 362049 0 2700 SEPRACOR INC CBONDCNV 817315AW4 284 300000 PRN DEFINED 01 300000 0 0 SEQUENOM INC COMMON 817337108 8 12628 SH DEFINED 01 12628 0 0 SERENA SOFTWARE INC COMMON 817492101 724 30898 SH DEFINED 01 30898 0 0 SEROLOGICALS CORP COMMON 817523103 2789 141327 SH DEFINED 01 43420 0 97907 SERVICE CORP INTERNATIONAL COMMON 817565104 233 28601 SH DEFINED 01 28601 0 0 ***724 SOLUTIONS INC COMMON 81788Q209 41 11510 SH DEFINED 01 11510 0 0 SHAMAN PHARMACEUTICALS INC COMMON 819319500 13 13502 SH DEFINED 01 13502 0 0 ***SHANDA INTERACTIVE ADR 81941Q203 152 10023 SH DEFINED 01 10023 0 0 SHARPER IMAGE CORP COMMON 820013100 188 19357 SH DEFINED 01 19357 0 0 SHAW GROUP INC COMMON 820280105 452 15551 SH DEFINED 01 15551 0 0 SHERWIN WILLIAMS CO COMMON 824348106 861 18975 SH DEFINED 01 18975 0 0 ***SHIRE PLC ADR 82481R106 6980 179949 SH DEFINED 01 179949 0 0 SHORE BANCSHARES INC COMMON 825107105 351 11096 SH DEFINED 01 11096 0 0 SHUFFLE MASTER INC COMMON 825549108 992 39466 SH DEFINED 01 39466 0 0 SHURGARD STORAGE CENTERS CL A REIT 82567D104 9899 174559 SH DEFINED 01 174559 0 0 SIEBEL SYSTEMS INC COMMON 826170102 3923 370829 SH DEFINED 01 370829 0 0 ***SIEMENS A G ADR 826197501 250 2931 SH DEFINED 01 2931 0 0 SIERRA HEALTH SERVICES INC COMMON 826322109 705 8826 SH DEFINED 01 8826 0 0 SIERRA HEALTH SERVICES INC CBONDCNV 826322AB5 2188 500000 PRN DEFINED 01 500000 0 0 SIERRA PACIFIC RESOURCES NEW COMMON 826428104 9276 711373 SH DEFINED 01 708373 0 3000 ***SIERRA WIRELESS INC COMMON 826516106 669 60300 SH DEFINED 01 60300 0 0 SIGMA-ALDRICH CORP COMMON 826552101 3857 60947 SH DEFINED 01 60947 0 0 SIGMATEL INC COMMON 82661W107 754 57621 SH DEFINED 01 57621 0 0 SILICON LABORATORIES INC COMMON 826919102 1326 36190 SH DEFINED 01 36190 0 0 SILGAN HOLDINGS INC COMMON 827048109 883 24462 SH DEFINED 01 24462 0 0 SILICON IMAGE INC COMMON 82705T102 232 25686 SH DEFINED 01 25686 0 0 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 70 13904 SH DEFINED 01 13904 0 0 SIMON PROPERTY GROUP INC 6% PREFERED 828806802 53728 835586 SH DEFINED 01 835586 0 0 SIMON PROPERTY GROUP INC REIT 828806109 6220 81180 SH DEFINED 01 81180 0 0 SIMPLETECH INC COMMON 828823104 416 110400 SH DEFINED 01 110400 0 0 SINCLAIR BROADCAST GROUP INC COMMON 829226109 1331 144696 SH DEFINED 01 29027 0 115669 SINCLAIR BROADCAST GROUP INC CBONDCNV 829226AU3 43 50000 PRN DEFINED 01 50000 0 0 SINGAPORE FUND INC COMMON 82929L109 96 10000 SH DEFINED 01 10000 0 0 SIRIUS SATELLITE RADIO INC COMMON 82966U103 12078 1802789 SH DEFINED 01 1795289 0 7500 SIRIUS SATELLITE RADIO INC CBONDCNV 82966UAA1 1437 296000 PRN DEFINED 01 296000 0 0 SIRVA INC COMMON 82967Y104 1070 133849 SH DEFINED 01 133849 0 0 SIX FLAGS INC COMMON 83001P109 136 17668 SH DEFINED 01 17668 0 0 SIX FLAGS INC CBONDCNV 83001PAJ8 24157 18565000 PRN DEFINED 01 18565000 0 0 SKECHERS USA INC COMMON 830566105 305 19924 SH DEFINED 01 19924 0 0 SKYWEST INC COMMON 830879102 804 29944 SH DEFINED 01 29944 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 206 40603 SH DEFINED 01 38524 0 2079 SMARTDISK CORPORATION COMMON 83169Q105 20 90400 SH DEFINED 01 90400 0 0 SMITH CORONA CORP COMMON 831858105 1 12300 SH DEFINED 01 12300 0 0 A O SMITH CORP COMMON 831865209 322 9185 SH DEFINED 01 9185 0 0 SMITH INTERNATIONAL INC COMMON 832110100 8503 229144 SH DEFINED 01 229144 0 0 SMITHFIELD FOODS INC COMMON 832248108 733 23980 SH DEFINED 01 23980 0 0 SMUCKER J M COMPANY COMMON 832696405 302 6885 SH DEFINED 01 6883 0 2 SMURFIT-STONE CONTAINER CORP COMMON 832727101 1243 87726 SH DEFINED 01 86709 0 1017 SNAP-ON INC COMMON 833034101 4786 127448 SH DEFINED 01 20010 0 107438 SOLECTRON CORP COMMON 834182107 823 224892 SH DEFINED 01 224892 0 0 SOLECTRON CORP CBONDCNV 834182AT4 18267 24603000 PRN DEFINED 01 24603000 0 0 ***SOLOMON RESOURCES LTD COMMON 83427D102 3 15000 SH DEFINED 01 15000 0 0 SOLUTIA INC COMMON 834376105 90 200000 SH DEFINED 01 200000 0 0 SOMAXON PHARMACEUTICALS INC COMMON 834453102 995 100000 SH DEFINED 01 100000 0 0 SOMERA COMMUNICATIONS INC COMMON 834458101 17 22583 SH DEFINED 01 22583 0 0 SONIC AUTOMOTIVE INC-CL A CLASS 83545G102 1277 57360 SH DEFINED 01 57360 0 0 SONIC CORP COMMON 835451105 3512 119074 SH DEFINED 01 27194 0 91880 SONIC SOLUTIONS COMMON 835460106 1728 114423 SH DEFINED 01 114423 0 0 SONICWALL INC COMMON 835470105 408 51589 SH DEFINED 01 51589 0 0 SONOCO PRODUCTS CO COMMON 835495102 272 9263 SH DEFINED 01 9263 0 0 SONOSITE INC COMMON 83568G104 5152 147185 SH DEFINED 01 147185 0 0 ***SONY CORP-ADR NEW ADR 835699307 1907 46756 SH DEFINED 01 46250 0 506 SOTHEBYS HOLDINGS INC-CL A CLASS 835898107 2022 110135 SH DEFINED 01 109340 0 795 SONUS NETWORKS INC COMMON 835916107 109 29364 SH DEFINED 01 29364 0 0 SOUTH FINL GROUP INC COMMON 837841105 619 22484 SH DEFINED 01 22484 0 0 SOUTH JERSEY INDUSTRIES INC COMMON 838518108 643 22078 SH DEFINED 01 22078 0 0 SOUTHERN CO COMMON 842587107 96260 2787741 SH DEFINED 01 2787741 0 0 SOUTHERN COPPER CORPORATION COMMON 84265V105 1412 21093 SH DEFINED 01 21093 0 0 SOUTHERN UNION CO NEW COMMON 844030106 854 36163 SH DEFINED 01 36163 0 0 SOUTHWEST AIRLINES CO COMMON 844741108 1787 108772 SH DEFINED 01 108772 0 0 SOUTHWEST GAS CORP COMMON 844895102 254 9654 SH DEFINED 01 9654 0 0 SOUTHWESTERN ENERGY CO COMMON 845467109 916 25511 SH DEFINED 01 25511 0 0 SOVEREIGN BANCORP INC COMMON 845905108 3223 149082 SH DEFINED 01 149082 0 0 SOVRAN SELF STORAGE INC REIT 84610H108 213 4554 SH DEFINED 01 4554 0 0 SPANISH BROADCASTING SYSTEM COMMON 846425882 3524 689706 SH DEFINED 01 689706 0 0 SPATIALIGHT INC COMMON 847248101 100 28965 SH DEFINED 01 28965 0 0 SPECTRALINK CORP COMMON 847580107 128 10825 SH DEFINED 01 10825 0 0 SPECTRUM BRANDS INC COMMON 84762L105 2034 100190 SH DEFINED 01 100190 0 0 SPHERION CORP COMMON 848420105 221 22139 SH DEFINED 01 22139 0 0 SPIRIT FINANCE CORPORATION COMMON 848568309 213 18794 SH DEFINED 01 18794 0 0 SPORTSTOWN INC COMMON 849198106 17 110705 SH DEFINED 01 110705 0 0 SPRINT NEXTEL CORPORATION COMMON 852061100 17114 732635 SH DEFINED 01 732635 0 0 ***STAKTEK HOLDINGS INC COMMON 85256P106 363 48827 SH DEFINED 01 48827 0 0 STANCORP FINL GROUP INC COMMON 852891100 1142 22869 SH DEFINED 01 22869 0 0 STANDARD MICROSYSTEMS CORP COMMON 853626109 307 10703 SH DEFINED 01 10703 0 0 STANDARD PACIFIC CORP NEW COMMON 85375C101 7354 199843 SH DEFINED 01 38902 0 160941 STANLEY WORKS COMMON 854616109 397 8268 SH DEFINED 01 8268 0 0 STAPLES INC COMMON 855030102 8025 353393 SH DEFINED 01 353393 0 0 STAR SCIENTIFIC INC COMMON 85517P101 91 38863 SH DEFINED 01 38863 0 0 STARBUCKS CORP COMMON 855244109 23800 793078 SH DEFINED 01 790578 0 2500 STARTEK INC COMMON 85569C107 204 11358 SH DEFINED 01 11358 0 0 STARWOOD HOTELS & RESORTS CBONDCNV 85590AAJ3 25 20000 PRN DEFINED 01 20000 0 0 STARWOOD HOTELS & RESORTS REIT 85590A203 1367 21419 SH DEFINED 01 21419 0 0 STATE STREET CORP COMMON 857477103 6425 115900 SH DEFINED 01 115900 0 0 STATION CASINOS INC COMMON 857689103 66857 986100 SH DEFINED 01 986100 0 0 STATORDYNE CORP COMMON 85771N107 5 21360 SH DEFINED 01 21360 0 0 STEAK N SHAKE CO COMMON 857873103 254 15042 SH DEFINED 01 15042 0 0 STEEL DYNAMICS INC COMMON 858119100 356 10030 SH DEFINED 01 10030 0 0 STEIN MART INC COMMON 858375108 5159 284271 SH DEFINED 01 56746 0 227525 STELLENT INC COMMON 85856W105 2003 201723 SH DEFINED 01 201723 0 0 STEMCELLS INC COMMON 85857R105 45 13125 SH DEFINED 01 13125 0 0 STERICYCLE INC COMMON 858912108 565 9608 SH DEFINED 01 9608 0 0 STERIS CORP COMMON 859152100 303 12150 SH DEFINED 01 12150 0 0 STEWART & STEVENSON SERVICES COMMON 860342104 312 14813 SH DEFINED 01 14001 0 812 STEWART INFORMATION SERVICES COMMON 860372101 446 9178 SH DEFINED 01 9178 0 0 STILLWATER MINING CO COMMON 86074Q102 270 23366 SH DEFINED 01 18366 0 5000 ***STMICROELECTRONICS N V ADR 861012102 1491 82855 SH DEFINED 01 82855 0 0 ***STOLT OFFSHORE S A ADR 861567105 1762 151200 SH DEFINED 01 151200 0 0 STONE ENERGY CORP COMMON 861642106 341 7492 SH DEFINED 01 7492 0 0 ***STORA ENSO CORP ADR 86210M106 302 22358 SH DEFINED 01 22358 0 0 STORAGENETWORKS INC COMMON 86211E103 58 34800 SH DEFINED 01 34800 0 0 STRATEGIC HOTEL CAPITAL INC COMMON 86272T106 460 22374 SH DEFINED 01 22374 0 0 STRAYER EDUCATION INC COMMON 863236105 560 5979 SH DEFINED 01 5979 0 0 STRIDE RITE CORP COMMON 863314100 321 23730 SH DEFINED 01 23730 0 0 STRYKER CORP COMMON 863667101 2877 64770 SH DEFINED 01 64770 0 0 STUDENT LOAN CORP COMMON 863902102 5684 27168 SH DEFINED 01 4422 0 22746 STURM RUGER & CO INC COMMON 864159108 71 10197 SH DEFINED 01 10197 0 0 SUMMA MEDICAL CORP NEW COMMON 865629406 1 10000 SH DEFINED 01 10000 0 0 SUN COMMUNITIES INC REIT 866674104 209 6667 SH DEFINED 01 6667 0 0 SUN MICROSYSTEMS INC COMMON 866810104 6166 1471627 SH DEFINED 01 1463103 0 8524 SUN HEALTHCARE GROUP INC COMMON 866933401 2711 410237 SH DEFINED 01 410237 0 0 SUNCOM WIRELESS HOLDINGS INC COMMON 86722Q108 61 22146 SH DEFINED 01 22146 0 0 ***SUNCOR ENERGY INC COMMON 867229106 1515 24005 SH DEFINED 01 22675 0 1330 SUNESIS PHARMACEUTICALS INC COMMON 867328502 327 66179 SH DEFINED 01 66179 0 0 SUNOCO INC COMMON 86764P109 5010 63920 SH DEFINED 01 63920 0 0 SUNPOWER CORP COMMON 867652109 577 17000 SH DEFINED 01 12000 0 5000 SUNRISE SENIOR LIVING INC COMMON 86768K106 5913 175416 SH DEFINED 01 39218 0 136198 SUNRISE SVGS & LOAN ASSN FLA COMMON 867903106 2 11680 SH DEFINED 01 11680 0 0 SUNTRUST BANKS INC COMMON 867914103 10848 149103 SH DEFINED 01 149103 0 0 SUPERCONDUCTOR TECHNOLOGIES COMMON 867931107 12 30110 SH DEFINED 01 30110 0 0 SUPERGEN INC COMMON 868059106 128 25538 SH DEFINED 01 25538 0 0 SUPERIOR INDUSTRIES INTL INC COMMON 868168105 202 9115 SH DEFINED 01 9115 0 0 SUPERVALU INC COMMON 868536103 1083 33360 SH DEFINED 01 33360 0 0 SUPERVALUE INC CBONDCNV 868536AP8 17655 52506000 PRN DEFINED 01 52506000 0 0 SUPPORTSOFT INC COMMON 868587106 81 19343 SH DEFINED 01 19343 0 0 SWIFT ENERGY CO COMMON 870738101 5688 126210 SH DEFINED 01 16961 0 109249 SWIFT TRANSPORTATION CO INC COMMON 870756103 310 15299 SH DEFINED 01 15299 0 0 SWISS HELVETIA FUND INC COMMON 870875101 1383 90400 SH DEFINED 01 90400 0 0 ***SWISSCOM SPONSORED ADR ADR 871013108 213 6771 SH DEFINED 01 6771 0 0 SYBASE INC COMMON 871130100 249 11428 SH DEFINED 01 11428 0 0 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 1288 32362 SH DEFINED 01 32362 0 0 SYCAMORE NETWORKS INC COMMON 871206108 191 44274 SH DEFINED 01 44274 0 0 SYKES ENTERPRISES INC COMMON 871237103 804 60205 SH DEFINED 01 60205 0 0 SYMANTEC CORPORATION COMMON 871503108 30047 1716980 SH DEFINED 01 1716980 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 19713 1537697 SH DEFINED 01 1535871 0 1826 SYNAPTICS INC COMMON 87157D109 689 27897 SH DEFINED 01 27897 0 0 SYNOPSYS INC COMMON 871607107 407 20331 SH DEFINED 01 20231 0 100 SYNOVUS FINANCIAL CORP COMMON 87161C105 2607 96543 SH DEFINED 01 96543 0 0 SYNTROLEUM CORP COMMON 871630109 301 33432 SH DEFINED 01 33432 0 0 SYSCO CORP COMMON 871829107 7843 252602 SH DEFINED 01 252602 0 0 TCF FINANCIAL CORP COMMON 872275102 3901 143753 SH DEFINED 01 143753 0 0 TD BANKNORTH INC DE COMMON 87235A101 1050 36154 SH DEFINED 01 36154 0 0 TDX CORP COMMON 872363106 2 33000 SH DEFINED 01 33000 0 0 TECO ENERGY INC COMMON 872375100 486 28326 SH DEFINED 01 28326 0 0 THQ INC NEW COMMON 872443403 345 14499 SH DEFINED 01 14499 0 0 TIB FINANCIAL CORP COMMON 872449103 278 9000 SH DEFINED 01 9000 0 0 TJX COMPANIES INC NEW COMMON 872540109 1320 56839 SH DEFINED 01 56839 0 0 ***TLC VISION CORPORATION COMMON 872549100 1043 161800 SH DEFINED 01 161800 0 0 ***TNT N V ADR 87260W101 360 11528 SH DEFINED 01 11528 0 0 TRM CORP COMMON 872636105 75 10104 SH DEFINED 01 10104 0 0 TSL HOLDINGS INC COMMON 872918107 13 1390402 SH DEFINED 01 1390402 0 0 TNS INC COMMON 872960109 472 24658 SH DEFINED 01 24658 0 0 TVMAX HOLDINGS INC COMMON 87307X104 32 20760 SH DEFINED 01 20760 0 0 TXU CORP COMMON 873168108 54677 1089418 SH DEFINED 01 1089418 0 0 TXU CORP 8.125% COMMON 873168884 1258 15600 SH DEFINED 01 15600 0 0 ***TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 2483 250637 SH DEFINED 01 244338 0 6299 TAKE-TWO INTERACTIVE SOFTWARE COMMON 874054109 239 13540 SH DEFINED 01 13540 0 0 TALK AMERICA HOLDINGS INC COMMON 87426R202 151 17591 SH DEFINED 01 17591 0 0 TALX CORP COMMON 874918105 1190 26053 SH DEFINED 01 26053 0 0 TANOX INC COMMON 87588Q109 611 37345 SH DEFINED 01 37345 0 0 TARGET CORP COMMON 87612E106 6763 123040 SH DEFINED 01 123040 0 0 TARGETED GENETICS CORP COMMON 87612M108 38 78423 SH DEFINED 01 78423 0 0 TASER INTERNATIONAL INC COMMON 87651B104 454 65125 SH DEFINED 01 65125 0 0 TATHAM OFFSHORE INC NEW COMMON 876628603 1 1395143 SH DEFINED 01 1395143 0 0 TAUBMAN CENTERS INC REIT 876664103 814 23447 SH DEFINED 01 23447 0 0 TECH DATA CORP COMMON 878237106 205 5178 SH DEFINED 01 5178 0 0 TECHNE CORP COMMON 878377100 919 16378 SH DEFINED 01 16378 0 0 TEKELEC INC COMMON 879101103 542 39008 SH DEFINED 01 39008 0 0 TEKTRONIX INC COMMON 879131100 1530 54253 SH DEFINED 01 54253 0 0 ***TELECOM ITALIA S P A NEW COMMON 87927Y201 416 16937 SH DEFINED 01 16937 0 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 698 24018 SH DEFINED 01 24018 0 0 TELEFLEX INC COMMON 879369106 231 3557 SH DEFINED 01 3557 0 0 *** TELEFONOS DE MEXICO SADE ADR 879403780 497 20160 SH DEFINED 01 20160 0 0 TELEPHONE & DATA SYSTEMS INC COMMON 879433100 447 12421 SH DEFINED 01 12421 0 0 TELEPHONE AND DATA SYSTEMS INC COMMON 879433860 1605 46375 SH DEFINED 01 46375 0 0 ***TELESP CELLULAR ADR 87952L108 118 31265 SH DEFINED 01 31265 0 0 TELEWEST GLOBAL INC COMMON 87956T107 35885 1506519 SH DEFINED 01 1506519 0 0 TELIK INC COMMON 87959M109 1026 60440 SH DEFINED 01 60440 0 0 TELLABS INC COMMON 879664100 4812 441526 SH DEFINED 01 440126 0 1400 TEMPLE INLAND INC COMMON 879868107 863 19258 SH DEFINED 01 19258 0 0 TEMPLETON DRAGON FUND INC COMMON 88018T101 210 10970 SH DEFINED 01 1000 0 9970 TEMPUR PEDIC INTERNATIONAL INC COMMON 88023U101 2925 254425 SH DEFINED 01 230225 0 24200 TENFOLD CORP COMMON 88033A103 781 3719477 SH DEFINED 01 0 0 3719477 TENET HEALTHCARE CORP COMMON 88033G100 832 108708 SH DEFINED 01 108708 0 0 TENNANT CO COMMON 880345103 297 5713 SH DEFINED 01 5713 0 0 TENNECO INC COMMON 880349105 569 29064 SH DEFINED 01 29064 0 0 TERADYNE INC COMMON 880770102 1122 77031 SH DEFINED 01 77031 0 0 TERAYON COMMUNICATION SYSTEMS COMMON 880775101 7082 3066141 SH DEFINED 01 3064791 0 1350 TERAYON COMMUNICATION SYS CBONDCNV 880775AC5 57 60000 PRN DEFINED 01 60000 0 0 TEREX CORP NEW COMMON 880779103 2305 38812 SH DEFINED 01 38422 0 390 TERCICA INC COMMON 88078L105 277 38759 SH DEFINED 01 38759 0 0 TERRA INDUSTRIES INC COMMON 880915103 257 46056 SH DEFINED 01 46056 0 0 TERREMARK WORLDWIDE INC COMMON 881448203 68 14695 SH DEFINED 01 14695 0 0 TESORO CORPORATION COMMON 881609101 7486 121626 SH DEFINED 01 120626 0 1000 ***TEVA PHARMACEUTICAL ADR 881624209 23188 539140 SH DEFINED 01 538030 0 1110 TESSERA TECHNOLOGIES INC COMMON 88164L100 5688 220052 SH DEFINED 01 210952 0 9100 TEVA PHARMACEUTICALS FINANCE CBONDCNV 88164MAB4 119200 59600000 PRN DEFINED 01 59600000 0 0 TEVA PHARMACEUTICAL FIN II LLC CBONDCNV 88164RAB3 99 80000 PRN DEFINED 01 80000 0 0 TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 317 14174 SH DEFINED 01 10174 0 4000 TEXAS INDUSTRIES INC COMMON 882491103 1464 29376 SH DEFINED 01 29376 0 0 TEXAS INSTRUMENTS INC COMMON 882508104 45004 1403315 SH DEFINED 01 511773 0 891542 TEXTRON INC COMMON 883203101 1504 19547 SH DEFINED 01 19547 0 0 ***THE9 LTD ADR 88337K104 167 10943 SH DEFINED 01 10943 0 0 THERMO ELECTRON CORP COMMON 883556102 2180 72378 SH DEFINED 01 72378 0 0 THERMO ELECTRON CORP CBONDCNV 883556AJ1 4513 4689000 PRN DEFINED 01 4689000 0 0 THOMAS & BETTS CORP COMMON 884315102 266 6340 SH DEFINED 01 6340 0 0 THOR INDUSTRIES INC COMMON 885160101 503 12556 SH DEFINED 01 12556 0 0 THORATEC CORP COMMON 885175307 1406 68002 SH DEFINED 01 68002 0 0 THORNBURG MORTGAGE INC REIT 885218107 716 27335 SH DEFINED 01 27335 0 0 3COM CORP COMMON 885535104 1473 409313 SH DEFINED 01 113513 0 295800 3M COMPANY COMMON 88579Y101 23055 297494 SH DEFINED 01 297184 0 310 3M CO CBONDCNV 88579YAB7 1939 2182000 PRN DEFINED 01 2182000 0 0 THRESHOLD PHARMACEUTICALS INC COMMON 885807107 4022 278392 SH DEFINED 01 278392 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 9873 1321710 SH DEFINED 01 1321710 0 0 TIDEWATER INC COMMON 886423102 1027 23111 SH DEFINED 01 23111 0 0 TIFFANY & CO NEW COMMON 886547108 1596 41708 SH DEFINED 01 38708 0 3000 TIMBERLAND CO-CL A CLASS 887100105 1217 37414 SH DEFINED 01 37414 0 0 TIMCO AVIATION SERVICES INC COMMON 887151207 300 64696 SH DEFINED 01 64696 0 0 TIME WARNER INC COMMON 887317105 203808 11686265 SH DEFINED 01 11660665 0 25600 TIMKEN CO COMMON 887389104 5764 180035 SH DEFINED 01 26585 0 153450 TIVO INC COMMON 888706108 2019 394354 SH DEFINED 01 338354 0 56000 TODCO COMMON 88889T107 6459 169729 SH DEFINED 01 169729 0 0 TOLL BROTHERS INC COMMON 889478103 35521 1025455 SH DEFINED 01 1025455 0 0 ***TOMAHAWK CORP COMMON 88978C106 143 2385237 SH DEFINED 01 2385237 0 0 TOPPS CO INC COMMON 890786106 100 13584 SH DEFINED 01 13584 0 0 TORCHMARK CORP COMMON 891027104 1446 26015 SH DEFINED 01 26015 0 0 TORO CO COMMON 891092108 1016 23213 SH DEFINED 01 23213 0 0 TORTOISE ENERGY INFRASTRUCTURE COMMON 89147L100 540 20000 SH DEFINED 01 0 0 20000 TORTOISE NORTH AMERN ENERGY COMMON 89147T103 631 29700 SH DEFINED 01 4000 0 25700 TORTOISE ENERGY CAP CORP COMMON 89147U100 2828 127200 SH DEFINED 01 127200 0 0 ***TOTAL S.A. ADR 89151E109 1122 8883 SH DEFINED 01 8883 0 0 TOWER AUTOMOTIVE INC COMMON 891707101 3 55787 SH DEFINED 01 55787 0 0 TOTAL SYSTEM SERVICES INC COMMON 891906109 647 32695 SH DEFINED 01 32695 0 0 TOWN & COUNTRY CORP-CL A CLASS 892027103 4 301480 SH DEFINED 01 301480 0 0 TOWN & COUNTRY TRUST REIT 892081100 244 7241 SH DEFINED 01 5241 0 2000 ***TOYOTA MOTOR CORP-ADR NEW ADR 892331307 810 7743 SH DEFINED 01 7743 0 0 TRACTOR SUPPLY CO COMMON 892356106 228 4311 SH DEFINED 01 4311 0 0 TRANS LUX CORP CBONDCNV 893247AE6 190 200000 PRN DEFINED 01 200000 0 0 TRANS WORLD ENTERTAINMENT CORP COMMON 89336Q100 70 12343 SH DEFINED 01 12343 0 0 TRANSACTION SYSTEMS ARCHITECTS COMMON 893416107 288 10009 SH DEFINED 01 10009 0 0 TRANSBOTICS CORPORATION COMMON 893524108 28 41000 SH DEFINED 01 41000 0 0 TRANSGENOMIC INC COMMON 89365K206 3485 3960396 SH DEFINED 01 3960396 0 0 TRANSOCEAN SECDCO FOREX INC CBONDCNV 893830AA7 6300 10000000 PRN DEFINED 01 10000000 0 0 TRANSMONTAIGNE INC COMMON 893934109 6681 1012326 SH DEFINED 01 1012326 0 0 TRANSMONTAIGNE INC COMMON 893934109 19538 2960342 SH DEFINED 01 2960342 0 0 TREDEGAR CORPORATION COMMON 894650100 136 10569 SH DEFINED 01 10569 0 0 TRI-CONTINENTAL CORP COMMON 895436103 10540 567300 SH DEFINED 01 567300 0 0 TRIAD HOSPITAL INC COMMON 89579K109 2225 56724 SH DEFINED 01 56724 0 0 TRIDENT MICROSYSTEMS INC COMMON 895919108 301 16768 SH DEFINED 01 16768 0 0 TRIARC COMPANIES INC-CL A CLASS 895927101 401 23986 SH DEFINED 01 23986 0 0 TRIBUNE CO NEW COMMON 896047107 1015 33547 SH DEFINED 01 33487 0 60 TRIMBLE NAVIGATION LTD COMMON 896239100 626 17663 SH DEFINED 01 17161 0 502 TRIMERIS INC COMMON 896263100 342 29838 SH DEFINED 01 29838 0 0 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 151 34125 SH DEFINED 01 34125 0 0 TRIUMPH GROUP INC NEW COMMON 896818101 409 11193 SH DEFINED 01 11193 0 0 TRIZEC PROPERTIES INC COMMON 89687P107 523 22825 SH DEFINED 01 22825 0 0 TRIZETTO GROUP INC COMMON 896882107 2310 136010 SH DEFINED 01 136010 0 0 TRIPATH IMAGING INC COMMON 896942109 133 22038 SH DEFINED 01 22038 0 0 TRONOX INC COMMON 897051108 2374 181643 SH DEFINED 01 181643 0 0 TRUE RELIGION APPAREL INC COMMON 89784N104 493 32032 SH DEFINED 01 32032 0 0 TRUMP ENTERTAINMENT RESORTS COMMON 89816T103 307 15300 SH DEFINED 01 15300 0 0 TRUSTCO BANK CORP N Y COMMON 898349105 341 27473 SH DEFINED 01 27473 0 0 TYCO INTERNATIONAL GROUP S A CBONDCNV 902118BE7 1049 770000 PRN DEFINED 01 770000 0 0 ***TYCO INTERNATIONAL GROUP CBONDCNV 902118BF4 46389 36635000 PRN DEFINED 01 36635000 0 0 ***TYCO INTERNATIONAL GROUP CBONDCNV 902118BG2 3488 2560000 PRN DEFINED 01 2560000 0 0 ***TYCO INTERNATIONAL LTD COMMON 902124106 33685 1167203 SH DEFINED 01 1158156 0 9047 TYSON FOODS INC-CL A CLASS 902494103 1125 65832 SH DEFINED 01 65832 0 0 UBICS INC COMMON 90261L108 8 17300 SH DEFINED 01 17300 0 0 UCBH HOLDINGS INC COMMON 90262T308 361 20229 SH DEFINED 01 20229 0 0 UGI CORP HOLDING CO COMMON 902681105 2066 100309 SH DEFINED 01 100309 0 0 UICI COMMON 902737105 936 26368 SH DEFINED 01 26368 0 0 UST INC COMMON 902911106 9508 232876 SH DEFINED 01 232876 0 0 USA TRUCK INC COMMON 902925106 705 24233 SH DEFINED 01 24233 0 0 US BANCORP DEL COMMON 902973304 32297 1080542 SH DEFINED 01 1068137 0 12405 US BANCORP DEL SR DEB CV FLT 3 CBONDCNV 902973AK2 19775 20000000 PRN DEFINED 01 20000000 0 0 URS CORP NEW COMMON 903236107 462 12310 SH DEFINED 01 12310 0 0 USA BANCORP INC COMMON 90329A102 6 68200 SH DEFINED 01 68200 0 0 USG CORP NEW COMMON 903293405 1431 22022 SH DEFINED 01 22022 0 0 USEC INC COMMON 90333E108 623 52215 SH DEFINED 01 52215 0 0 U S CONCRETE INC COMMON 90333L102 179 18953 SH DEFINED 01 18953 0 0 U S XPRESS ENTERPRISES INC CLASS 90338N103 223 12855 SH DEFINED 01 12855 0 0 USA MOBILITY INC COMMON 90341G103 328 11843 SH DEFINED 01 11843 0 0 US AIRWAYS GROUP INC COMMON 90341W108 925 24906 SH DEFINED 01 24906 0 0 UBIQUITEL INC COMMON 903474302 3854 389785 SH DEFINED 01 389785 0 0 ***ULTRA PETROLEUM CORP COMMON 903914109 440 7899 SH DEFINED 01 7899 0 0 UNDER ARMOUR INC COMMON 904311107 645 16858 SH DEFINED 01 16858 0 0 ***UNIBANCO-UNIAO DE BANCOS PREFERED 90458E107 2097 33000 SH DEFINED 01 33000 0 0 UNION PACIFIC CORP COMMON 907818108 2350 29200 SH DEFINED 01 29200 0 0 UNIONBANCAL CORP COMMON 908906100 2863 41674 SH DEFINED 01 41674 0 0 UNISOURCE ENERGY CORP COMMON 909205106 1651 52928 SH DEFINED 01 52928 0 0 UNISYS CORP COMMON 909214108 1575 270268 SH DEFINED 01 270268 0 0 UNIT CORP COMMON 909218109 367 6680 SH DEFINED 01 6680 0 0 UNITED BANKSHARES INC-W VA COMMON 909907107 221 6289 SH DEFINED 01 6289 0 0 UNITED DOMINION REALTY TRUST REIT 910197102 944 40299 SH DEFINED 01 40299 0 0 UNITED FIRE & CASUALTY CO COMMON 910331107 5256 130025 SH DEFINED 01 16620 0 113405 ***UNITED MICROELECTRONICS ADR 910873207 35 11414 SH DEFINED 01 11414 0 0 UNITED NATURAL FOODS INC COMMON 911163103 651 24671 SH DEFINED 01 24671 0 0 UNITED ONLINE INC COMMON 911268100 947 66653 SH DEFINED 01 66653 0 0 UNITED PARCEL SVC INC COMMON 911312106 18734 249297 SH DEFINED 01 245742 0 3555 UNITED RENTALS INC COMMON 911363109 640 27391 SH DEFINED 01 27391 0 0 US CELLULAR CORP COMMON 911684108 232 4715 SH DEFINED 01 4715 0 0 U STORE IT TRUST REIT COMMON 91274F104 2538 120572 SH DEFINED 01 120572 0 0 UNITED STATES STL CORP NEW COMMON 912909108 8696 180905 SH DEFINED 01 179805 0 1100 UNITED SURGICAL PARTNERS INTL COMMON 913016309 1106 34426 SH DEFINED 01 34426 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 20378 364490 SH DEFINED 01 362490 0 2000 UNITED THERAPEUTICS CORP DEL COMMON 91307C102 456 6600 SH DEFINED 01 6600 0 0 ***UNITED UTILITIES PLC ADR 91311Q105 570 24455 SH DEFINED 01 18875 0 5580 UNITEDHEALTH GROUP INC COMMON 91324P102 16738 269373 SH DEFINED 01 249054 0 20319 UNITRIN INC COMMON 913275103 614 13634 SH DEFINED 01 13634 0 0 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 1788 43496 SH DEFINED 01 43126 0 370 UNIVERSAL CORP-VA COMMON 913456109 771 17800 SH DEFINED 01 17800 0 0 UNIVERSAL FOREST PRODUCTS INC COMMON 913543104 316 5726 SH DEFINED 01 5726 0 0 UNIVERSAL HEALTH SERVICES INC COMMON 913903100 347 7437 SH DEFINED 01 7437 0 0 UNIVERSAL HLTH SVCS INC CBONDCNV 913903AL4 5844 10276000 PRN DEFINED 01 10276000 0 0 UNIVERSAL TECHNICAL INSTITUTE COMMON 913915104 245 7921 SH DEFINED 01 7921 0 0 UNIVISION COMMUNICATIONS INC COMMON 914906102 3187 108441 SH DEFINED 01 103641 0 4800 UNOVA INC COMMON 91529B106 715 21175 SH DEFINED 01 21175 0 0 UNUMPROVIDENT CORP COMMON 91529Y106 9153 402360 SH DEFINED 01 402360 0 0 URBAN OUTFITTERS INC COMMON 917047102 2710 107104 SH DEFINED 01 107104 0 0 UTSTARCOM INC COMMON 918076100 367 45573 SH DEFINED 01 40573 0 5000 VA SOFTWARE CORP COMMON 91819B105 247 138972 SH DEFINED 01 138972 0 0 V F CORP COMMON 918204108 1437 25973 SH DEFINED 01 25973 0 0 VALENCE TECHNOLOGY INC COMMON 918914102 44 29190 SH DEFINED 01 29190 0 0 VALEANT PHARMACEUTICALS INTL COMMON 91911X104 1002 55436 SH DEFINED 01 55436 0 0 VALERO ENERGY CORP NEW COMMON 91913Y100 7963 154329 SH DEFINED 01 153329 0 1000 VALOR COMMUNICATIONS GROUP INC COMMON 920255106 228 20013 SH DEFINED 01 20013 0 0 VALSPAR CORP COMMON 920355104 4369 177099 SH DEFINED 01 90217 0 86882 VALUECLICK INC COMMON 92046N102 1611 88970 SH DEFINED 01 86970 0 2000 VALUEVISION MEDIA INC CLASS 92047K107 10703 849504 SH DEFINED 01 849504 0 0 VAN KAMPEN SENIOR INCOME TRUST COMMON 920961109 1007 130000 SH DEFINED 01 130000 0 0 VAN KAMPEN CALIFORNIA VALUE COMMON 92112B107 561 37786 SH DEFINED 01 3319 0 34467 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 927 18423 SH DEFINED 01 18423 0 0 ***VASOGEN INC COMMON 92232F103 37 18053 SH DEFINED 01 18053 0 0 VECTOR GROUP LTD COMMON 92240M108 1846 101597 SH DEFINED 01 101597 0 0 VENDINGDATA CORP COMMON 92261Q202 2296 645000 SH DEFINED 01 645000 0 0 VENTAS INC COMMON 92276F100 1154 36068 SH DEFINED 01 36068 0 0 VENTANA MEDICAL SYSTEMS INC COMMON 92276H106 10579 249806 SH DEFINED 01 249806 0 0 VENTIV HEALTH INC COMMON 922793104 1059 44853 SH DEFINED 01 44853 0 0 VERIFONE HOLDINGS INC COMMON 92342Y109 452 17868 SH DEFINED 01 17868 0 0 VERISIGN INC COMMON 92343E102 3262 148843 SH DEFINED 01 143843 0 5000 VERITAS DGC INC COMMON 92343P107 200 5651 SH DEFINED 01 5651 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 125541 4168043 SH DEFINED 01 4147345 0 20698 VERTEX PHARMACEUTICALS INC COMMON 92532F100 1322 47799 SH DEFINED 01 47799 0 0 VERTICALNET INC COMMON 92532L206 60 104030 SH DEFINED 01 104030 0 0 VIACOM INC-CL A COMMON 925524100 1018 31104 SH DEFINED 01 31104 0 0 VIACOM INC-CL B CLASS 925524308 12482 382892 SH DEFINED 01 374566 0 8326 ***VIACORP TECHNOLOGIES INC COMMON 92553L101 6 10000 SH DEFINED 01 10000 0 0 VIACOM INC COMMON 92553P201 4526 110000 SH DEFINED 01 110000 0 0 VIASYS HEALTHCARE INC COMMON 92553Q209 6531 254130 SH DEFINED 01 254130 0 0 VIACELL INC COMMON 92554J105 89 15890 SH DEFINED 01 15890 0 0 VIGNETTE CORPORATION COMMON 926734401 252 15474 SH DEFINED 01 15474 0 0 VINTAGE PETROLEUM INC COMMON 927460105 353 6634 SH DEFINED 01 6634 0 0 VION PHARMACEUTICALS INC COMMON 927624106 101 61466 SH DEFINED 01 61466 0 0 VIRAGE LOGIC CORP COMMON 92763R104 2085 211121 SH DEFINED 01 82350 0 128771 VIROPHARMA INC COMMON 928241108 761 41041 SH DEFINED 01 41041 0 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 418 30383 SH DEFINED 01 30383 0 0 VISTEON CORP COMMON 92839U107 3353 535719 SH DEFINED 01 490019 0 45700 VITAL IMAGES INC COMMON 92846N104 7073 270504 SH DEFINED 01 270504 0 0 VITESSE SEMICONDUCTOR CORP COMMON 928497106 5450 2838903 SH DEFINED 01 1211692 0 1627211 VITESSE SEMICONDUCTOR CORP CBONDCNV 928497AD8 19123 24675000 PRN DEFINED 01 24675000 0 0 VNUS MEDICAL TECHNOLOGIES COMMON 928566108 13 1526 SH DEFINED 01 1526 0 0 ***VODAFONE GROUP PLC NEW ADR 92857W100 2298 107069 SH DEFINED 01 107069 0 0 VOLT INFORMATION SCIENCES INC COMMON 928703107 695 36553 SH DEFINED 01 36553 0 0 VORNADO REALTY TRUST REIT 929042109 8452 101259 SH DEFINED 01 101259 0 0 VORNADO RLTY L P CBONDCNV 929043AC1 16700 16000000 PRN DEFINED 01 16000000 0 0 VULCAN MATERIALS CO COMMON 929160109 3394 50104 SH DEFINED 01 50104 0 0 W & T OFFSHORE INC COMMON 92922P106 1653 56242 SH DEFINED 01 56242 0 0 WGL HOLDINGS INC COMMON 92924F106 836 27823 SH DEFINED 01 27823 0 0 ***W HLDG CO INC COMMON 929251106 207 25221 SH DEFINED 01 25221 0 0 WMS INDUSTRIES INC COMMON 929297109 502 20023 SH DEFINED 01 19423 0 600 ***WPP GROUP PLC ADR 929309409 2143 39701 SH DEFINED 01 39701 0 0 WABASH NATIONAL CORP COMMON 929566107 280 14714 SH DEFINED 01 14714 0 0 WACHOVIA CORPORATION COMMON 929903102 36719 694658 SH DEFINED 01 690873 0 3785 WAL-MART STORES INC COMMON 931142103 91483 1954774 SH DEFINED 01 1948104 0 6670 WALGREEN CO COMMON 931422109 13151 297133 SH DEFINED 01 297133 0 0 WALTER INDUSTRIES INC NEW COMMON 93317Q105 2624 52781 SH DEFINED 01 52781 0 0 WARNACO GROUP INC COMMON 934390402 3269 122362 SH DEFINED 01 122362 0 0 WARWICK INSURANCE MANAGERS INC COMMON 936586403 7 100000 SH DEFINED 01 100000 0 0 WASHINGTON GROUP INTL INC COMMON 938862208 356 6729 SH DEFINED 01 6729 0 0 WASHINGTON MUTUAL INC COMMON 939322103 109391 2514754 SH DEFINED 01 2514727 0 27 WASHINGTON POST CO-CL B COMMON 939640108 5254 6869 SH DEFINED 01 6294 0 575 WASHINGTON REAL ESTATE REIT 939653101 494 16286 SH DEFINED 01 16286 0 0 WASTE CONNECTIONS INC COMMON 941053100 278 8095 SH DEFINED 01 7740 0 355 WASTE CONNECTIONS INC CBONDCNV 941053AE0 33 30000 PRN DEFINED 01 30000 0 0 WASTE MANAGEMENT INC DEL COMMON 94106L109 2983 98294 SH DEFINED 01 98261 0 33 WASTE SERVICES INC COMMON 941075103 41 12427 SH DEFINED 01 12427 0 0 WATCHGUARD TECHNOLOGIES INC COMMON 941105108 205 55605 SH DEFINED 01 55605 0 0 WATERS CORP COMMON 941848103 2350 62186 SH DEFINED 01 62186 0 0 WATSCO INC COMMON 942622200 7585 126821 SH DEFINED 01 33699 0 93122 WATSON PHARMACEUTICALS INC COMMON 942683103 2312 71138 SH DEFINED 01 71138 0 0 WATSON PHARMACEUTICALS INC CBONDCNV 942683AC7 30245 31754000 PRN DEFINED 01 31754000 0 0 WATTS WATER TECHNOLOGIES INC CLASS 942749102 397 13127 SH DEFINED 01 13127 0 0 WAVE SYSTEMS CORP-CL A CLASS 943526103 15 22400 SH DEFINED 01 22400 0 0 WEBEX COMMUNICATIONS INC COMMON 94767L109 783 36210 SH DEFINED 01 36210 0 0 WEBMETHODS INC COMMON 94768C108 1119 145197 SH DEFINED 01 145197 0 0 WEBSENSE INC COMMON 947684106 830 12648 SH DEFINED 01 12648 0 0 WEBSTER FINANCIAL CORP COMMON 947890109 386 8231 SH DEFINED 01 8231 0 0 WEBVAN GROUP INC COMMON 94845V103 16 832711 SH DEFINED 01 832711 0 0 WEIGHT WATCHERS INTL INC NEW COMMON 948626106 1464 29618 SH DEFINED 01 29618 0 0 WEINGARTEN REALTY INVESTORS REIT 948741103 1093 28929 SH DEFINED 01 28929 0 0 WELLCARE HEALTH PLANS INC COMMON 94946T106 531 13012 SH DEFINED 01 13012 0 0 WELLPOINT INC COMMON 94973V107 5004 62720 SH DEFINED 01 62720 0 0 WELLS FARGO & CO COMMON 949746101 39759 632813 SH DEFINED 01 621778 0 11035 WENDYS INTERNATIONAL INC COMMON 950590109 8337 150881 SH DEFINED 01 150881 0 0 WERNER ENTERPRISES INC COMMON 950755108 305 15519 SH DEFINED 01 15519 0 0 WESCO INTERNTIONAL INC COMMON 95082P105 2400 56167 SH DEFINED 01 56167 0 0 WEST CORP COMMON 952355105 552 13100 SH DEFINED 01 13100 0 0 WESTAR ENERGY INC COMMON 95709T100 582 27095 SH DEFINED 01 27095 0 0 WESTAMERICA BANCORP COMMON 957090103 599 11292 SH DEFINED 01 11292 0 0 WESTELL TECHNOLOGIES INC-CL A COMMON 957541105 110 24500 SH DEFINED 01 9500 0 15000 WESTCORP-CALIF COMMON 957907108 1418 21293 SH DEFINED 01 21293 0 0 WESTERN DIGITAL CORP COMMON 958102105 3884 208743 SH DEFINED 01 208743 0 0 WESTERN GAS RESOURCES INC COMMON 958259103 253 5391 SH DEFINED 01 5391 0 0 WESTWOOD ONE INC COMMON 961815107 174 10717 SH DEFINED 01 10717 0 0 WET SEAL INC-CL A CLASS 961840105 80 18211 SH DEFINED 01 18211 0 0 WEYERHAEUSER CO COMMON 962166104 23915 360496 SH DEFINED 01 358796 0 1700 WHIRLPOOL CORP COMMON 963320106 4944 59033 SH DEFINED 01 59033 0 0 WHITING PETROLEUM CORPORATION COMMON 966387102 746 18667 SH DEFINED 01 18667 0 0 WHOLE FOODS MARKET INC COMMON 966837106 10905 140916 SH DEFINED 01 139216 0 1700 WILLIAMS COMMUNICATIONS GROUP COMMON 969455104 1 308157 SH DEFINED 01 308157 0 0 WILLIAMS COMPANIES INC COMMON 969457100 9451 407936 SH DEFINED 01 407096 0 840 WILLIAMS SONOMA INC COMMON 969904101 904 20951 SH DEFINED 01 20951 0 0 WILLOW GROVE BANCORP INC COMMON 97111W101 1606 106150 SH DEFINED 01 106150 0 0 WILMINGTON TRUST CORP COMMON 971807102 705 18119 SH DEFINED 01 18119 0 0 WIND RIVER SYSTEMS INC COMMON 973149107 195 13207 SH DEFINED 01 13207 0 0 WINNEBAGO INDUSTRIES INC COMMON 974637100 2982 89626 SH DEFINED 01 26923 0 62703 WINTRUST FINANCIAL CORP COMMON 97650W108 2897 52786 SH DEFINED 01 52786 0 0 WIRELESS FACILITIES INC COMMON 97653A103 134 26318 SH DEFINED 01 26318 0 0 WISCONSIN ENERGY CORP COMMON 976657106 342 8771 SH DEFINED 01 8771 0 0 WOLVERINE WORLD WIDE INC COMMON 978097103 1408 62697 SH DEFINED 01 62697 0 0 WOOD PRODUCTS INC COMMON 978490209 1 25000 SH DEFINED 01 25000 0 0 WORLD ACCEPTANCE CORP-S.C. COMMON 981419104 277 9728 SH DEFINED 01 9728 0 0 WORLD AIR HOLDINGS INC COMMON 98142V104 473 49239 SH DEFINED 01 49239 0 0 WORLDCOM INC-GA NEW COMMON 98157D106 5 508044 SH DEFINED 01 508044 0 0 WORLDSPACE INC COMMON 981579105 253 17470 SH DEFINED 01 17470 0 0 WORTHINGTON INDUSTRIES INC COMMON 981811102 573 29858 SH DEFINED 01 29858 0 0 WPT ENTERPRISES INC COMMON 98211W108 109 18381 SH DEFINED 01 18381 0 0 WM WRIGLEY JR CO COMMON 982526105 3736 56191 SH DEFINED 01 56191 0 0 WYETH COMMON 983024100 21079 457559 SH DEFINED 01 456766 0 793 WYETH CBONDCNV 983024AD2 39198 38000000 PRN DEFINED 01 38000000 0 0 WYNN RESORTS LTD COMMON 983134107 2514 45850 SH DEFINED 01 45850 0 0 XM SATELLITE RADIO HLDGS INC COMMON 983759101 17484 640927 SH DEFINED 01 630427 0 10500 XO COMMUNICATIONS INC COMMON 983764101 2 38764 SH DEFINED 01 38764 0 0 XTO ENERGY INC COMMON 98385X106 4256 96878 SH DEFINED 01 96878 0 0 XCEL ENERGY INC COMMON 98389B100 8014 434154 SH DEFINED 01 433844 0 310 XCEL ENERGY INC CBONDCNV 98389BAB6 2321 1500000 PRN DEFINED 01 1500000 0 0 XILINX INC COMMON 983919101 8758 347429 SH DEFINED 01 347429 0 0 XEROX CORP COMMON 984121103 3718 253796 SH DEFINED 01 253796 0 0 Y & A GROUP INC COMMON 984190108 2 18450 SH DEFINED 01 18450 0 0 YAHOO INC COMMON 984332106 28927 738321 SH DEFINED 01 721896 0 16425 YANKEE CANDLE INC COMMON 984757104 1166 45582 SH DEFINED 01 45582 0 0 YELLOW CORP CBONDCNV 985509AN8 1249 850000 PRN DEFINED 01 850000 0 0 ***YELLOW PAGES INCOME FUND COMMON 985569102 1401 99922 SH DEFINED 01 99922 0 0 YELLOW ROADWAY CORPORATION COMMON 985577105 931 20889 SH DEFINED 01 19889 0 1000 ***YUKON ZINC CORPORATION COMMON 98849V506 3 10000 SH DEFINED 01 10000 0 0 YUM BRANDS INC COMMON 988498101 3123 66617 SH DEFINED 01 66617 0 0 ZALE CORP NEW COMMON 988858106 270 10759 SH DEFINED 01 10759 0 0 ***ZARLINK SEMICONDUCTOR INC COMMON 989139100 27 13521 SH DEFINED 01 13521 0 0 ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 321 7508 SH DEFINED 01 7508 0 0 ZENITH NATIONAL INSURANCE CORP COMMON 989390109 274 5959 SH DEFINED 01 5959 0 0 ZENIX INCOME FUND INC COMMON 989414107 141 53000 SH DEFINED 01 53000 0 0 ZHONE TECHNOLOGIES INC NEW COMMON 98950P108 294 138804 SH DEFINED 01 138804 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 3970 58877 SH DEFINED 01 58877 0 0 ZIONS BANCORPORATION COMMON 989701107 7753 102611 SH DEFINED 01 102611 0 0 ZIX CORPORATION COMMON 98974P100 462 242278 SH DEFINED 01 157278 0 85000 ***ZORAN CORP COMMON 98975F101 1500 92541 SH DEFINED 01 92541 0 0 ZYMOGENETICS INC COMMON 98985T109 291 17129 SH DEFINED 01 17129 0 0