13F-HR 1 sec_filing.txt DOC ONE United States Securities and Exchange Commission Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Credit Suisse Address: Uetlibergstrasse 231, P.O. Box 900 Zurich CH 8070 13F File Number: 28-11379 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Craig Stier Title: Vice President Phone: (212) 325-2000 Signature, Place, and Date of Signing: /s/ Craig Stier New York, NY May 15, 2006 This Form 13F is being filed by Credit Suisse, a Swiss bank ("the Bank") on behalf of the Investment Banking division ("IB division"), which includes the subsidiaries and affiliates of the IB division and its subsidiaries or affiliates identified on this report. The ultimate parent company of the Bank is Credit Suisse Group. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 5 Form 13F Information Table Entry Total: 5873 Form 13F Information Table Value Total: 65,201,634.72 (x1000) Information requested to be treated confidentially has been filed separately. List of Other Included Managers: No. Form 13F File Number Name ------ --------------------- ----------------------------------- 03 28-11380 Credit Suisse Securities (USA) LLC 06 28-11518 Credit Suisse Securities (Europe) Limited 04 28-11477 Credit Suisse Capital LLC 01 28-2205 Credit Suisse Holdings (USA), Inc. 05 28-11516 Credit Suisse International
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVESTMT -----VOTING AUTHORITY----- --------NAME OF ISSUER-------- -TITLE OF CLASS- --CUSIP-- -X$1000- -PRN AMT- PRN CALL DISCRETN -MANAGERS- --SOLE-- -SHARED- --NONE-- AAR CORP COM 000361105 2142 75220 SH DEFINED 03 01 75220 0 0 ABB LTD SPONSORED ADR 000375204 1652 131650 SH DEFINED 03 01 100 0 131550 ABX AIR INC COM 00080S101 330 48469 SH DEFINED 03 01 48469 0 0 ACCO BRANDS CORP COM 00081T108 241 10851 SH DEFINED 04 01 10851 0 0 ACCO BRANDS CORP COM 00081T108 312 14057 SH DEFINED 03 01 13096 0 961 A C MOORE ARTS & CRAFTS INC COM 00086T103 313 16985 SH DEFINED 03 01 16866 0 119 A D C TELECOMMUNICATIONS COM NEW 000886309 8313 324841 SH DEFINED 03 01 324427 0 414 A D C TELECOMMUNICATIONS COM NEW 000886309 18228 712311 SH DEFINED 05 712311 0 0 A D A M INC COM 00088U108 87 12338 SH DEFINED 03 01 12338 0 0 ADE CORP MASS COM 00089C107 243 7952 SH DEFINED 03 01 7952 0 0 ACM INCOME FUND INC COM 000912105 118 14566 SH DEFINED 03 01 10400 0 4166 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INC COM 009158106 37025 551056 SH DEFINED 03 01 541261 0 9795 AIRGAS INC COM 009363102 44 1120 SH DEFINED 04 01 1120 0 0 AIRGAS INC COM 009363102 2783 71204 SH DEFINED 03 01 71204 0 0 AIRTRAN HLDGS INC COM 00949P108 407 22500 SH DEFINED 04 01 22500 0 0 AIRTRAN HLDGS INC COM 00949P108 1534 84719 SH DEFINED 03 01 84719 0 0 AIRSPAN NETWORKS INC COM 00950H102 197 29156 SH DEFINED 03 01 29156 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 4001 121650 SH DEFINED 03 01 119250 0 2400 AKZO NOBEL NV SPONSORED ADR 010199305 257 4877 SH DEFINED 03 01 4877 0 0 ALABAMA NATL BANCORP DELA COM 010317105 824 12053 SH DEFINED 03 01 12053 0 0 ALASKA AIR GROUP INC COM 011659109 2896 81679 SH DEFINED 03 01 81679 0 0 ALASKA AIR GROUP INC COM 011659109 212 5983 SH DEFINED 05 5983 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 1507 124207 SH DEFINED 03 01 124107 0 100 ALASKA COMMUNICATIONS SYS GR COM 01167P101 7455 614570 SH DEFINED 614570 0 0 ALBANY INTL CORP CL A 012348108 2769 72700 SH DEFINED 04 01 72700 0 0 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GARDEN & PET CO COM 153527106 1397 26290 SH DEFINED 03 01 25691 0 599 CENTRAL PAC FINL CORP COM 154760102 1334 36326 SH DEFINED 03 01 36326 0 0 CENTRAL PKG CORP COM 154785109 643 40166 SH DEFINED 03 01 40166 0 0 CENTRAL VT PUB SVC CORP COM 155771108 1418 66844 SH DEFINED 03 01 66844 0 0 CENTURY ALUM CO COM 156431108 195 4600 SH DEFINED 04 01 4600 0 0 CENTURY ALUM CO COM 156431108 3965 93407 SH DEFINED 03 01 93407 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 14798 9990000 PRN DEFINED 03 01 9990000 0 0 CENTURYTEL INC COM 156700106 5348 136715 SH DEFINED 04 01 136715 0 0 CENTURYTEL INC COM 156700106 39493 1009537 SH DEFINED 03 01 1009319 0 218 CEPHALON INC COM 156708109 4572 75886 SH DEFINED 03 01 75886 0 0 CEPHALON INC COM 156708109 68081 1129976 SH DEFINED 05 1129976 0 0 CEPHALON INC NOTE 6/1 156708AK5 21840 19500000 PRN DEFINED 03 01 19500000 0 0 CEPHALON INC NOTE 6/1 156708AL3 14453 12500000 PRN DEFINED 03 01 12500000 0 0 CEPHEID COM 15670R107 1199 130852 SH DEFINED 03 01 120352 0 10500 CENVEO INC COM 15670S105 3591 216570 SH DEFINED 03 01 216570 0 0 CERADYNE INC COM 156710105 296 5930 SH DEFINED 04 01 5930 0 0 CERADYNE INC COM 156710105 5693 114097 SH DEFINED 03 01 114097 0 0 CERADYNE INC COM 156710105 416 8335 SH DEFINED 05 8335 0 0 CERES GROUP INC COM 156772105 187 33897 SH DEFINED 03 01 33897 0 0 CERIDIAN CORP NEW COM 156779100 1631 64100 SH DEFINED 04 01 64100 0 0 CERIDIAN CORP NEW COM 156779100 2218 87142 SH DEFINED 03 01 87142 0 0 CERNER CORP COM 156782104 1591 33525 SH DEFINED 03 01 29790 0 3735 CERNER CORP COM 156782104 3 66 SH DEFINED 05 66 0 0 CERUS CORP COM 157085101 1402 163749 SH DEFINED 03 01 163749 0 0 CHAMPION ENTERPRISES INC COM 158496109 126 8400 SH DEFINED 04 01 8400 0 0 CHAMPION ENTERPRISES INC COM 158496109 1000 66857 SH DEFINED 03 01 66857 0 0 CHAPARRAL STL CO DEL COM 159423102 1835 28262 SH DEFINED 03 01 28262 0 0 CHARLES & COLVARD LTD COM 159765106 136 12601 SH DEFINED 03 01 12601 0 0 CHARLES RIV LABS INTL INC COM 159864107 49 1000 SH 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33000 SH DEFINED 04 01 33000 0 0 CIMAREX ENERGY CO COM 171798101 4296 99306 SH DEFINED 03 01 99306 0 0 CINCINNATI BELL INC NEW COM 171871106 2745 607198 SH DEFINED 03 01 607198 0 0 CINCINNATI FINL CORP COM 172062101 218 5190 SH DEFINED 04 01 5190 0 0 CINCINNATI FINL CORP COM 172062101 14873 353520 SH DEFINED 03 01 344044 0 9476 CINCINNATI FINL CORP COM 172062101 2 58 SH DEFINED 05 58 0 0 CINERGY CORP COM 172474108 25799 568145 SH DEFINED 04 01 568145 0 0 CINERGY CORP COM 172474108 27945 615398 SH DEFINED 03 01 615398 0 0 CIRCUIT CITY STORE INC COM 172737108 1786 72950 SH DEFINED 04 01 72950 0 0 CIRCUIT CITY STORE INC COM 172737108 13698 559554 SH DEFINED 03 01 558074 0 1480 CIRCOR INTL INC COM 17273K109 460 15764 SH DEFINED 03 01 15764 0 0 CIRRUS LOGIC INC COM 172755100 1114 131424 SH DEFINED 03 01 131424 0 0 CIRRUS LOGIC INC COM 172755100 5 632 SH DEFINED 05 632 0 0 CISCO SYS INC COM 17275R102 226095 10433554 SH DEFINED 03 01 10011313 0 422241 CISCO SYS INC COM 17275R102 174041 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1045196 0 0 ELECTRONIC DATA SYS NEW COM 285661104 129546 4828405 SH DEFINED 05 4828405 0 0 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 17749 17149000 PRN DEFINED 03 01 17146000 0 3000 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 28463 27500000 PRN DEFINED 05 27500000 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 1381 49357 SH DEFINED 03 01 49357 0 0 ELIZABETH ARDEN INC COM 28660G106 2110 90486 SH DEFINED 03 01 85786 0 4700 ELKCORP COM 287456107 1618 47942 SH DEFINED 03 01 46942 0 1000 ELLIS PERRY INTL INC COM 288853104 755 33384 SH DEFINED 03 01 33384 0 0 EMAGIN CORP COM 29076N107 6 10000 SH DEFINED 03 01 0 0 10000 EMAGEON INC COM 29076V109 732 43106 SH DEFINED 03 01 43106 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 196 28044 SH DEFINED 03 01 28044 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 512 13900 SH DEFINED 04 01 13900 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 3095 83994 SH DEFINED 03 01 83994 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD 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TECHNOLOGIES INC COM 291345106 106 12854 SH DEFINED 03 01 12854 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 769 48089 SH DEFINED 03 01 45809 0 2280 EMPIRE DIST ELEC CO COM 291641108 678 30530 SH DEFINED 03 01 30530 0 0 EMPIRE RES INC DEL COM 29206E100 2225 80600 SH DEFINED 03 01 80600 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 1511 50057 SH DEFINED 05 50057 0 0 EMULEX CORP COM NEW 292475209 5362 313729 SH DEFINED 03 01 313729 0 0 EMULEX CORP NOTE 0.250%12/1 292475AD2 5760 6000000 PRN DEFINED 03 01 6000000 0 0 EMULEX CORP NOTE 0.250%12/1 292475AD2 24000 25000000 PRN DEFINED 06 25000000 0 0 ENCANA CORP COM 292505104 5923 126740 SH DEFINED 03 01 125940 0 800 ENCANA CORP COM 292505104 514 10996 SH DEFINED 05 10996 0 0 ENBRIDGE INC COM 29250N105 468 16223 SH DEFINED 03 01 16223 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 253 5800 SH DEFINED 04 01 5800 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1307 29900 SH DEFINED 03 01 26900 0 3000 ENBRIDGE ENERGY MANAGEMENT L SHS 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78900 0 2754 INTERVEST BANCSHARES CORP CL A 460927106 637 17634 SH DEFINED 03 01 17634 0 0 INTEROIL CORP COM 460951106 211 16032 SH DEFINED 03 01 16032 0 0 INTERVOICE INC NEW COM 461142101 389 45188 SH DEFINED 03 01 45188 0 0 INTEVAC INC COM 461148108 1192 41424 SH DEFINED 03 01 41424 0 0 INTERWOVEN INC COM NEW 46114T508 313 34822 SH DEFINED 03 01 34822 0 0 INTRALASE CORP COM 461169104 233 10044 SH DEFINED 03 01 10044 0 0 INTRADO INC COM 46117A100 437 16821 SH DEFINED 03 01 16821 0 0 INTROGEN THERAPEUTICS INC COM 46119F107 255 47966 SH DEFINED 03 01 47966 0 0 INTUIT COM 461202103 24739 465098 SH DEFINED 03 01 460673 0 4425 INVACARE CORP COM 461203101 2923 94101 SH DEFINED 03 01 94101 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 5645 47835 SH DEFINED 03 01 47775 0 60 INVERNESS MED INNOVATIONS IN COM 46126P106 553 19264 SH DEFINED 03 01 19264 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1044 20970 SH DEFINED 04 01 20970 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2545 51098 SH DEFINED 03 01 50984 0 114 INVESTOOLS INC COM 46145P103 704 85900 SH DEFINED 03 01 85900 0 0 INVESTORS BANCORP INC COM 46146P102 622 44630 SH DEFINED 03 01 44630 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 340 35664 SH DEFINED 03 01 35664 0 0 INVITROGEN CORP COM 46185R100 3398 48459 SH DEFINED 03 01 48167 0 292 INVITROGEN CORP COM 46185R100 212 3021 SH DEFINED 05 3021 0 0 INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 10053 10351000 PRN DEFINED 03 01 10351000 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 47989 42515000 PRN DEFINED 03 01 42512000 0 3000 INVESTORS FINL SERVICES CORP COM 461915100 1706 36391 SH DEFINED 03 01 36306 0 85 IONATRON INC COM 462070103 553 40937 SH DEFINED 03 01 40937 0 0 IOWA TELECOMM SERVICES INC COM 462594201 1091 57191 SH DEFINED 03 01 57191 0 0 IPASS INC COM 46261V108 351 43825 SH DEFINED 03 01 42541 0 1284 IPSCO INC COM 462622101 4580 44000 SH DEFINED 03 01 44000 0 0 IPAYMENT INC COM 46262E105 517 12057 SH DEFINED 03 01 12057 0 0 IPAYMENT INC COM 46262E105 20058 468100 SH DEFINED 06 468100 0 0 IRELAND BK SPONSORED ADR 46267Q103 75 1000 SH DEFINED 03 01 1000 0 0 IRELAND BK SPONSORED ADR 46267Q103 2118 28426 SH DEFINED 06 28426 0 0 IRIS INTL INC COM 46270W105 296 18956 SH DEFINED 03 01 18956 0 0 IROBOT CORP COM 462726100 210 7547 SH DEFINED 03 01 7547 0 0 IRON MTN INC COM 462846106 1489 36538 SH DEFINED 03 01 36538 0 0 IRWIN FINL CORP COM 464119106 1183 61217 SH DEFINED 03 01 61217 0 0 ISHARES COMEX GOLD TR ISHARES 464285105 227 3900 SH DEFINED 03 01 3900 0 0 ISHARES INC MSCI AUSTRALIA 464286103 272 13600 SH DEFINED 03 01 2800 0 10800 ISHARES INC MSCI BELGIUM 464286301 542 25600 SH DEFINED 03 01 25600 0 0 ISHARES INC MSCI BRAZIL 464286400 1173 29350 SH DEFINED 03 01 22900 0 6450 ISHARES INC MSCI BRAZIL 464286400 10 240 SH DEFINED 06 240 0 0 ISHARES INC MSCI CDA INDEX 464286509 87 3700 SH DEFINED 03 01 2700 0 1000 ISHARES INC MSCI CDA INDEX 464286509 621 26300 SH DEFINED 05 26300 0 0 ISHARES INC MSCI EMU INDEX 464286608 218 2500 SH DEFINED 03 01 2500 0 0 ISHARES INC MSCI PAC J IDX 464286665 499 4751 SH DEFINED 03 01 3600 0 1151 ISHARES INC MSCI SINGAPORE 464286673 348 39600 SH DEFINED 03 01 27000 0 12600 ISHARES INC MSCI TAIWAN 464286731 13689 1075312 SH DEFINED 04 01 1075312 0 0 ISHARES INC MSCI TAIWAN 464286731 849 66726 SH DEFINED 03 01 39026 0 27700 ISHARES INC MSCI TAIWAN 464286731 390 30650 SH DEFINED 05 30650 0 0 ISHARES INC MSCI S KOREA 464286772 381 8175 SH DEFINED 03 01 2800 0 5375 ISHARES INC MSCI S KOREA 464286772 1017 21800 SH DEFINED 21800 0 0 ISHARES INC MSCI STH AFRCA 464286780 278 2420 SH DEFINED 03 01 2420 0 0 ISHARES INC MSCI STH AFRCA 464286780 104 900 SH DEFINED 05 900 0 0 ISHARES INC MSCI GERMAN 464286806 332 14415 SH DEFINED 03 01 4800 0 9615 ISHARES INC MSCI MEXICO 464286822 767 20000 SH DEFINED 03 01 20000 0 0 ISHARES INC MSCI MEXICO 464286822 12484 325600 SH DEFINED 05 325600 0 0 ISHARES INC MSCI MALAYSIA 464286830 141 18900 SH DEFINED 03 01 18900 0 0 ISHARES INC MSCI JAPAN 464286848 8526 592090 SH DEFINED 03 01 457821 0 134269 ISHARES INC MSCI JAPAN 464286848 560 38900 SH DEFINED 05 38900 0 0 ISHARES INC MSCI HONG KONG 464286871 2024 150000 SH DEFINED 04 01 150000 0 0 ISHARES INC MSCI HONG KONG 464286871 806 59750 SH DEFINED 03 01 22600 0 37150 ISHARES INC MSCI HONG KONG 464286871 1545 114500 SH DEFINED 114500 0 0 ISHARES TR S&P 100 IDX FD 464287101 1645 27852 SH DEFINED 03 01 27852 0 0 ISHARES TR DJ SEL DIV INX 464287168 930 14827 SH DEFINED 03 01 3700 0 11127 ISHARES TR US TIPS BD FD 464287176 1492 14819 SH DEFINED 03 01 8800 0 6019 ISHARES TR FTSE XNHUA IDX 464287184 14856 200000 SH DEFINED 04 01 200000 0 0 ISHARES TR FTSE XNHUA IDX 464287184 253 3400 SH DEFINED 03 01 2900 0 500 ISHARES TR TRANSP AVE IDX 464287192 30776 374364 SH DEFINED 03 01 374364 0 0 ISHARES TR S&P 500 INDEX 464287200 27118 208725 SH DEFINED 03 01 208725 0 0 ISHARES TR LEHMAN AGG BND 464287226 961 9698 SH DEFINED 03 01 9100 0 598 ISHARES TR MSCI EMERG MKT 464287234 5923 59825 SH DEFINED 04 01 59825 0 0 ISHARES TR MSCI EMERG MKT 464287234 4097 41382 SH DEFINED 03 01 9300 0 32082 ISHARES TR MSCI EMERG MKT 464287234 257 2600 SH DEFINED 05 2600 0 0 ISHARES TR GS CORP BD FD 464287242 647 6146 SH DEFINED 03 01 4800 0 1346 ISHARES TR S&P500 GRW 464287309 1014 16650 SH DEFINED 04 01 16650 0 0 ISHARES TR S&P500 GRW 464287309 10365 170201 SH DEFINED 03 01 87700 0 82501 ISHARES TR S&P GBL HLTHCR 464287325 270 5003 SH DEFINED 03 01 1900 0 3103 ISHARES TR GS NAT RES IDX 464287374 1568 16340 SH DEFINED 03 01 14100 0 2240 ISHARES TR S&P LTN AM 40 464287390 603 4299 SH DEFINED 03 01 2779 0 1520 ISHARES TR S&P LTN AM 40 464287390 10 70 SH DEFINED 06 70 0 0 ISHARES TR S&P 500 VALUE 464287408 5434 79033 SH DEFINED 03 01 18200 0 60833 ISHARES TR 20+ YR TRS BD 464287432 490416 5645400 SH DEFINED 03 01 5645400 0 0 ISHARES TR 7-10 YR TRS BD 464287440 29301 359169 SH DEFINED 03 01 358200 0 969 ISHARES TR 1-3 YR TRS BD 464287457 785 9818 SH DEFINED 03 01 8300 0 1518 ISHARES TR MSCI EAFE IDX 464287465 13910 214261 SH DEFINED 03 01 15600 0 198661 ISHARES TR RUSSELL MCP VL 464287473 1141 8550 SH DEFINED 03 01 3000 0 5550 ISHARES TR RUSSELL MCP GR 464287481 1497 14766 SH DEFINED 03 01 7000 0 7766 ISHARES TR RUSSELL MIDCAP 464287499 1164 12300 SH DEFINED 03 01 11500 0 800 ISHARES TR S&P MIDCAP 400 464287507 755 9518 SH DEFINED 03 01 8400 0 1118 ISHARES TR GLMN SCHS SOFT 464287515 8686 209200 SH DEFINED 03 01 209200 0 0 ISHARES TR GLDM SCHS SEMI 464287523 1623 24900 SH DEFINED 03 01 24900 0 0 ISHARES TR GLDM SCHS NETW 464287531 278 7600 SH DEFINED 03 01 7600 0 0 ISHARES TR NASDQ BIO INDX 464287556 213433 2590833 SH DEFINED 03 01 2580410 0 10423 ISHARES TR COHEN&ST RLTY 464287564 3974 46266 SH DEFINED 03 01 45800 0 466 ISHARES TR RUSSELL1000VAL 464287598 1262 17266 SH DEFINED 03 01 3100 0 14166 ISHARES TR S&P MC 400 GRW 464287606 11946 148397 SH DEFINED 03 01 102389 0 46008 ISHARES TR RUSSELL1000GRW 464287614 2099 39793 SH DEFINED 03 01 3600 0 36193 ISHARES TR RUSSELL 1000 464287622 1204869 17044403 SH DEFINED 04 01 17044403 0 0 ISHARES TR RUSSELL 1000 464287622 36801 520600 SH DEFINED 03 01 517000 0 3600 ISHARES TR RUSL 2000 VALU 464287630 1721 23025 SH DEFINED 03 01 16300 0 6725 ISHARES TR RUSL 2000 GROW 464287648 34632 434527 SH DEFINED 03 01 406000 0 28527 ISHARES TR RUSSELL 2000 464287655 3039 40000 SH DEFINED 04 01 40000 0 0 ISHARES TR RUSSELL 2000 464287655 2022565 26623204 SH DEFINED 03 01 26612694 0 10510 ISHARES TR RUSSELL 3000 464287689 2139 28258 SH DEFINED 03 01 28258 0 0 ISHARES TR S&P MIDCP VALU 464287705 3025 39449 SH DEFINED 03 01 3100 0 36349 ISHARES TR DJ US TELECOMM 464287713 18861 728800 SH DEFINED 03 01 728800 0 0 ISHARES TR DJ US REAL EST 464287739 275156 3743613 SH DEFINED 03 01 3725782 0 17831 ISHARES TR DJ US INDUSTRL 464287754 1374 21775 SH DEFINED 03 01 21775 0 0 ISHARES TR DJ US HEALTHCR 464287762 310 4856 SH DEFINED 03 01 4856 0 0 ISHARES TR DJ US FINL SEC 464287788 249 2370 SH DEFINED 03 01 700 0 1670 ISHARES TR DJ US ENERGY 464287796 258 2800 SH DEFINED 03 01 2800 0 0 ISHARES TR S&P SMLCAP 600 464287804 12454 190926 SH DEFINED 03 01 182600 0 8326 ISHARES TR CONS GOODS IDX 464287812 926 17200 SH DEFINED 03 01 17200 0 0 ISHARES TR S&P EURO PLUS 464287861 524 5894 SH DEFINED 03 01 2800 0 3094 ISHARES TR S&P SMLCP VALU 464287879 3248 44608 SH DEFINED 03 01 4800 0 39808 ISHARES TR S&P SMLCP GROW 464287887 3978 30707 SH DEFINED 03 01 2000 0 28707 ISHARES TR MID CORE INDEX 464288208 266 3400 SH DEFINED 03 01 3400 0 0 ISIS PHARMACEUTICALS INC COM 464330109 2926 324785 SH DEFINED 03 01 324785 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1558 46800 SH DEFINED 04 01 46800 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 3340 100361 SH DEFINED 03 01 100361 0 0 ISONICS CORP COM 464895101 48 35300 SH DEFINED 03 01 27300 0 8000 ITC HLDGS CORP COM 465685105 307 11714 SH DEFINED 03 01 11714 0 0 ITRON INC COM 465741106 87 1450 SH DEFINED 04 01 1450 0 0 ITRON INC COM 465741106 1381 23068 SH DEFINED 03 01 23068 0 0 I2 TECHNOLOGIES INC COM NEW 465754208 1377 80064 SH DEFINED 03 01 80064 0 0 I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF6 853 865000 PRN DEFINED 06 865000 0 0 IVANHOE ENERGY INC COM 465790103 29 10600 SH DEFINED 03 01 10600 0 0 IVANHOE ENERGY INC COM 465790103 9338 3433040 SH DEFINED 3433040 0 0 IVANHOE MINES LTD COM 46579N103 546 56738 SH DEFINED 03 01 49400 0 7338 IVILLAGE INC COM 46588H105 506 60187 SH DEFINED 03 01 60187 0 0 IXYS CORP COM 46600W106 784 84984 SH DEFINED 03 01 84984 0 0 J & J SNACK FOODS CORP COM 466032109 584 17384 SH DEFINED 03 01 17384 0 0 JDS UNIPHASE CORP COM 46612J101 13261 3180207 SH DEFINED 03 01 3151607 0 28600 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 15525 15000000 PRN DEFINED 03 01 15000000 0 0 JDA SOFTWARE GROUP INC COM 46612K108 1156 80027 SH DEFINED 03 01 80027 0 0 JER INVT TR INC COM 46614H301 8987 540749 SH DEFINED 04 01 540749 0 0 JER INVT TR INC COM 46614H301 295 17724 SH DEFINED 03 01 17724 0 0 J JILL GROUP INC COM 466189107 379 15850 SH DEFINED 03 01 15850 0 0 JLG INDS INC COM 466210101 5415 175855 SH DEFINED 03 01 175855 0 0 JP MORGAN CHASE & CO COM 46625H100 36185 869000 SH DEFINED 04 01 869000 0 0 JP MORGAN CHASE & CO COM 46625H100 282170 6776413 SH DEFINED 03 01 6776413 0 0 JP MORGAN CHASE & CO COM 46625H100 72785 1747948 SH DEFINED 05 1747948 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1492 31748 SH DEFINED 03 01 31748 0 0 JABIL CIRCUIT INC COM 466313103 17711 413232 SH DEFINED 03 01 411768 0 1464 JACK IN THE BOX INC COM 466367109 65 1500 SH DEFINED 04 01 1500 0 0 JACK IN THE BOX INC COM 466367109 3037 69805 SH DEFINED 03 01 69805 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 1294 40960 SH DEFINED 03 01 40960 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 23 260 SH DEFINED 04 01 260 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 2654 30592 SH DEFINED 03 01 29792 0 800 JACUZZI BRANDS INC COM 469865109 3683 374677 SH DEFINED 03 01 374117 0 560 JAKKS PAC INC COM 47012E106 1620 60600 SH DEFINED 04 01 60600 0 0 JAKKS PAC INC COM 47012E106 1028 38447 SH DEFINED 03 01 38447 0 0 JAMES RIVER COAL CO COM NEW 470355207 1352 39802 SH DEFINED 03 01 39802 0 0 JANUS CAP GROUP INC COM 47102X105 9544 411926 SH DEFINED 03 01 407926 0 4000 JANUS CAP GROUP INC COM 47102X105 2 71 SH DEFINED 05 71 0 0 JARDEN CORP COM 471109108 1949 59322 SH DEFINED 03 01 59322 0 0 JEFFERIES GROUP INC NEW COM 472319102 1269 21700 SH DEFINED 04 01 21700 0 0 JEFFERIES GROUP INC NEW COM 472319102 1917 32777 SH DEFINED 03 01 31601 0 1176 JEFFERIES GROUP INC NEW COM 472319102 2 32 SH DEFINED 05 32 0 0 JEFFERSON PILOT CORP COM 475070108 108524 1940000 SH DEFINED 04 01 1940000 0 0 JEFFERSON PILOT CORP COM 475070108 17837 318852 SH DEFINED 03 01 309664 0 9188 JEFFERSON PILOT CORP COM 475070108 3 45 SH DEFINED 05 45 0 0 JETBLUE AWYS CORP COM 477143101 1297 121023 SH DEFINED 03 01 121023 0 0 JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB7 1775 2000000 PRN DEFINED 03 01 2000000 0 0 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 10631 11477000 PRN DEFINED 03 01 11477000 0 0 JO-ANN STORES INC COM 47758P307 497 36960 SH DEFINED 03 01 36960 0 0 JOHNSON & JOHNSON COM 478160104 345233 5829670 SH DEFINED 03 01 5596061 0 233609 JOHNSON & JOHNSON COM 478160104 116168 1961640 SH DEFINED 05 1961640 0 0 JOHNSON CTLS INC COM 478366107 178 2347 SH DEFINED 04 01 2347 0 0 JOHNSON CTLS INC COM 478366107 25896 341048 SH DEFINED 03 01 338278 0 2770 JONES APPAREL GROUP INC COM 480074103 14181 400944 SH DEFINED 03 01 400944 0 0 JONES APPAREL GROUP INC COM 480074103 8298 234600 SH DEFINED 05 234600 0 0 JONES LANG LASALLE INC COM 48020Q107 181 2360 SH DEFINED 04 01 2360 0 0 JONES LANG LASALLE INC COM 48020Q107 1960 25603 SH DEFINED 03 01 25603 0 0 JORGENSEN EARLE M CO COM 480829100 588 38779 SH DEFINED 03 01 33279 0 5500 JOS A BANK CLOTHIERS INC COM 480838101 473 9870 SH DEFINED 04 01 9870 0 0 JOS A BANK CLOTHIERS INC COM 480838101 1044 21773 SH DEFINED 03 01 17385 0 4388 JOURNAL COMMUNICATIONS INC CL A 481130102 680 54836 SH DEFINED 03 01 54836 0 0 JOURNAL REGISTER CO COM 481138105 2166 177795 SH DEFINED 03 01 177795 0 0 JOY GLOBAL INC COM 481165108 406 6800 SH DEFINED 04 01 6800 0 0 JOY GLOBAL INC COM 481165108 5657 94653 SH DEFINED 03 01 94653 0 0 JOY GLOBAL INC COM 481165108 149 2500 SH DEFINED 05 2500 0 0 JUNIPER NETWORKS INC COM 48203R104 3600 188300 SH DEFINED 03 01 186133 0 2167 JUNIPER NETWORKS INC COM 48203R104 1912 100000 SH DEFINED 05 100000 0 0 JUPITERMEDIA CORP COM 48207D101 283 15756 SH DEFINED 03 01 15756 0 0 K & F INDS HLDGS INC COM 482241106 353 21239 SH DEFINED 03 01 21239 0 0 KCS ENERGY INC COM 482434206 3280 126149 SH DEFINED 03 01 126149 0 0 KFX INC COM 48245L107 986 54180 SH DEFINED 03 01 53680 0 500 KKR FINL CORP COM 482476306 45905 2046601 SH DEFINED 04 01 2046601 0 0 KKR FINL CORP COM 482476306 373 16645 SH DEFINED 03 01 16645 0 0 KLA-TENCOR CORP COM 482480100 443 9160 SH DEFINED 04 01 9160 0 0 KLA-TENCOR CORP COM 482480100 27505 568749 SH DEFINED 03 01 568464 0 285 KMG AMER CORP COM 482563103 145 16934 SH DEFINED 03 01 16234 0 700 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01 9048 0 0 MACDERMID INC COM 554273102 1043 32450 SH DEFINED 03 01 32450 0 0 MACERICH CO COM 554382101 8219 111145 SH DEFINED 03 01 111145 0 0 MACK CALI RLTY CORP COM 554489104 5894 122795 SH DEFINED 03 01 119510 0 3285 MACROVISION CORP COM 555904101 1939 87546 SH DEFINED 03 01 87546 0 0 MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 1733 53309 SH DEFINED 03 01 52800 0 509 MADDEN STEVEN LTD COM 556269108 824 23202 SH DEFINED 03 01 23202 0 0 MADECO SA SPONS ADR NEW 556304202 12 1403 SH DEFINED 03 01 1403 0 0 MADECO SA SPONS ADR NEW 556304202 457 54421 SH DEFINED 05 54421 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 49 1200 SH DEFINED 04 01 1200 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 2702 66772 SH DEFINED 03 01 66772 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1190 36200 SH DEFINED 03 01 27100 0 9100 MAGMA DESIGN AUTOMATION COM 559181102 278 32111 SH DEFINED 03 01 32111 0 0 MAGMA DESIGN AUTOMATION NOTE 5/1 559181AB8 3840 4572000 PRN DEFINED 06 4572000 0 0 MAGNA ENTMT CORP CL A 559211107 341 50165 SH DEFINED 03 01 50165 0 0 MAGNA INTL INC CL A 559222401 1807 23876 SH DEFINED 03 01 21632 0 2244 MAGNETEK INC COM 559424106 41 10205 SH DEFINED 03 01 10205 0 0 MAGUIRE PPTYS INC COM 559775101 5515 151100 SH DEFINED 03 01 147700 0 3400 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 559776109 50 2300 SH DEFINED 03 01 2300 0 0 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 559776109 2410 110601 SH DEFINED 05 110601 0 0 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 559776109 240 11015 SH DEFINED 06 11015 0 0 MAIDENFORM BRANDS INC COM 560305104 362 32896 SH DEFINED 03 01 31596 0 1300 MAIN STR BKS INC NEW COM 56034R102 315 12153 SH DEFINED 03 01 12153 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 233 12343 SH DEFINED 03 01 12343 0 0 MAIR HOLDINGS INC COM 560635104 213 45439 SH DEFINED 03 01 45439 0 0 MAJESCO ENTERTAINMENT CO COM NEW 560690208 18 12735 SH DEFINED 03 01 12735 0 0 MAKITA CORP ADR NEW 560877300 13668 447235 SH DEFINED 03 01 447235 0 0 MANAGED HIGH 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57060D108 268 22307 SH DEFINED 03 01 22307 0 0 MARKETAXESS HLDGS INC COM 57060D108 18452 1533846 SH DEFINED 1533846 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 201 4300 SH DEFINED 03 01 0 0 4300 MARSH & MCLENNAN COS INC COM 571748102 129 4400 SH DEFINED 04 01 4400 0 0 MARSH & MCLENNAN COS INC COM 571748102 29943 1019852 SH DEFINED 03 01 994606 0 25246 MARSH & MCLENNAN COS INC COM 571748102 8 274 SH DEFINED 05 274 0 0 MARSHALL & ILSLEY CORP COM 571834100 31 700 SH DEFINED 04 01 700 0 0 MARSHALL & ILSLEY CORP COM 571834100 21131 484873 SH DEFINED 03 01 483968 0 905 MARSHALL & ILSLEY CORP COM 571834100 3 69 SH DEFINED 05 69 0 0 MARRIOTT INTL INC NEW CL A 571903202 466 6790 SH DEFINED 04 01 6790 0 0 MARRIOTT INTL INC NEW CL A 571903202 20716 301980 SH DEFINED 03 01 301980 0 0 MARTEK BIOSCIENCES CORP COM 572901106 2376 72377 SH DEFINED 03 01 72377 0 0 MARTEN TRANS LTD COM 573075108 472 26082 SH DEFINED 03 01 26082 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 372 22064 SH DEFINED 03 01 21764 0 300 MARTIN MARIETTA MATLS INC COM 573284106 3847 35946 SH DEFINED 03 01 35946 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 1046 51977 SH DEFINED 03 01 50477 0 1500 MASCO CORP COM 574599106 26457 814302 SH DEFINED 03 01 813349 0 953 MASCO CORP NOTE 7/2 574599BB1 22892 47200000 PRN DEFINED 03 01 47200000 0 0 MASCO CORP NOTE 7/2 574599BB1 50925 105000000 PRN DEFINED 05 05000000 0 0 MASSEY ENERGY CORP COM 576206106 765 21200 SH DEFINED 04 01 21200 0 0 MASSEY ENERGY CORP COM 576206106 7647 212007 SH DEFINED 03 01 204507 0 7500 MASSEY ENERGY CORP COM 576206106 9018 250000 SH DEFINED 06 250000 0 0 MASSMUTUAL CORPORATE INVS IN COM 576292106 396 12227 SH DEFINED 03 01 0 0 12227 MASTEC INC COM 576323109 1612 113758 SH DEFINED 03 01 113758 0 0 MATERIAL SCIENCES CORP COM 576674105 173 14300 SH DEFINED 03 01 14300 0 0 MATRIA HEALTHCARE INC COM NEW 576817209 1780 46881 SH DEFINED 03 01 46881 0 0 MATRIX SVC CO COM 576853105 2455 213889 SH DEFINED 03 01 213889 0 0 MATRIXX INITIATIVES INC COM 57685L105 751 32238 SH DEFINED 03 01 32238 0 0 MATRIXONE INC COM 57685P304 550 76793 SH DEFINED 03 01 76793 0 0 MATSUSHITA ELEC INDL ADR 576879209 815 36800 SH DEFINED 04 01 36800 0 0 MATSUSHITA ELEC INDL ADR 576879209 615 27800 SH DEFINED 03 01 27800 0 0 MATSUSHITA ELEC INDL ADR 576879209 859 38800 SH DEFINED 38800 0 0 MATTEL INC COM 577081102 413 22800 SH DEFINED 04 01 22800 0 0 MATTEL INC COM 577081102 13933 768484 SH DEFINED 03 01 767622 0 862 MATTHEWS INTL CORP CL A 577128101 1406 36752 SH DEFINED 03 01 36552 0 200 MATTSON TECHNOLOGY INC COM 577223100 853 71055 SH DEFINED 03 01 71055 0 0 MAUI LD & PINEAPPLE INC COM 577345101 215 5696 SH DEFINED 03 01 5696 0 0 MAXTOR CORP COM NEW 577729205 2012 210423 SH DEFINED 03 01 210423 0 0 MAXTOR CORP COM NEW 577729205 38240 4000000 SH DEFINED 05 4000000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 23317 627649 SH DEFINED 03 01 627649 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 8 212 SH DEFINED 05 212 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 935 47919 SH DEFINED 03 01 47919 0 0 MAXYGEN INC COM 577776107 225 27130 SH DEFINED 03 01 27130 0 0 MAVERICK TUBE CORP COM 577914104 228 4300 SH DEFINED 04 01 4300 0 0 MAVERICK TUBE CORP COM 577914104 3420 64536 SH DEFINED 03 01 64536 0 0 MAVERICK TUBE CORP COM 577914104 267 5034 SH DEFINED 05 5034 0 0 MAXIMUS INC COM 577933104 1125 31276 SH DEFINED 03 01 31276 0 0 MAYTAG CORP COM 578592107 6167 289133 SH DEFINED 03 01 289133 0 0 MAYTAG CORP COM 578592107 1 44 SH DEFINED 05 44 0 0 MBT FINL CORP COM 578877102 203 12098 SH DEFINED 03 01 12098 0 0 MCAFEE INC COM 579064106 232 9550 SH DEFINED 03 01 0 0 9550 MCAFEE INC COM 579064106 4921 202246 SH DEFINED 03 01 202246 0 0 MCCLATCHY CO CL A 579489105 988 20221 SH DEFINED 03 01 19521 0 700 MCCORMICK & CO INC COM NON VTG 579780206 256 7560 SH DEFINED 04 01 7560 0 0 MCCORMICK & CO INC COM NON VTG 579780206 8929 263698 SH DEFINED 03 01 256090 0 7608 MCDATA CORP CL A 580031201 939 203300 SH DEFINED 04 01 203300 0 0 MCDATA CORP CL A 580031201 1138 246281 SH DEFINED 03 01 246178 0 103 MCDATA CORP CL A 580031201 196 42523 SH DEFINED 05 42523 0 0 MCDATA CORP CL A 580031201 1 243 SH DEFINED 243 0 0 MCDATA CORP NOTE 2.250% 2/1 580031AD4 5598 6500000 PRN DEFINED 06 6500000 0 0 MCDERMOTT INTL INC COM 580037109 697 12800 SH DEFINED 04 01 12800 0 0 MCDERMOTT INTL INC COM 580037109 2085 38300 SH DEFINED 03 01 38300 0 0 MCDONALDS CORP COM 580135101 130990 3812276 SH DEFINED 04 01 3812276 0 0 MCDONALDS CORP COM 580135101 102386 2979809 SH DEFINED 03 01 2829193 0 150616 MCDONALDS CORP COM 580135101 143531 4177263 SH DEFINED 05 4177263 0 0 MCDONALDS CORP COM 580135101 378 11000 SH PUT DEFINED 05 0 0 0 MCG CAPITAL CORP COM 58047P107 2127 150730 SH DEFINED 03 01 150730 0 0 MCGRATH RENTCORP COM 580589109 479 15938 SH DEFINED 03 01 15938 0 0 MCGRAW HILL COS INC COM 580645109 37410 649251 SH DEFINED 03 01 628191 0 21060 MCGRAW HILL COS INC COM 580645109 1383 24000 SH DEFINED 06 24000 0 0 MCKESSON CORP COM 58155Q103 747 14330 SH DEFINED 04 01 14330 0 0 MCKESSON CORP COM 58155Q103 29267 561419 SH DEFINED 03 01 560977 0 442 MCMORAN EXPLORATION CO COM 582411104 772 43264 SH DEFINED 03 01 41764 0 1500 MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 20714 15315000 PRN DEFINED 03 01 15315000 0 0 MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AE4 11638 10000000 PRN DEFINED 03 01 10000000 0 0 MEADWESTVACO CORP COM 583334107 10385 380276 SH DEFINED 03 01 380276 0 0 MECHEL OAO SPONSORED ADR 583840103 506 19700 SH DEFINED 03 01 19700 0 0 MEDAREX INC COM 583916101 1565 118370 SH DEFINED 03 01 116370 0 2000 MED-DESIGN CORP COM 583926100 33 59600 SH DEFINED 03 01 59600 0 0 MEDALLION FINL CORP COM 583928106 344 25424 SH DEFINED 03 01 25424 0 0 MEDCATH CORP COM 58404W109 415 21708 SH DEFINED 03 01 21708 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 38546 673648 SH DEFINED 03 01 665423 0 8225 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1030 18000 SH DEFINED 06 18000 0 0 MEDIA GEN INC CL A 584404107 2101 45058 SH DEFINED 04 01 45058 0 0 MEDIA GEN INC CL A 584404107 1510 32380 SH DEFINED 03 01 32380 0 0 MEDIA GEN INC CL A 584404107 1 18 SH DEFINED 05 18 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 913 158860 SH DEFINED 03 01 90516 0 68344 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 2 SH DEFINED 05 2 0 0 MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA3 995 1000000 PRN DEFINED 03 01 1000000 0 0 MEDICAL ACTION INDS INC COM 58449L100 565 23545 SH DEFINED 03 01 23545 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 302 27922 SH DEFINED 03 01 27922 0 0 MEDICINES CO COM 584688105 56 2700 SH DEFINED 04 01 2700 0 0 MEDICINES CO COM 584688105 1655 80445 SH DEFINED 03 01 80445 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 303 9300 SH DEFINED 04 01 9300 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5181 158939 SH DEFINED 03 01 157375 0 1564 MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 9991 10092000 PRN DEFINED 03 01 10092000 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 16830 17000000 PRN DEFINED 06 17000000 0 0 MEDIMMUNE INC COM 584699102 532 14550 SH DEFINED 04 01 14550 0 0 MEDIMMUNE INC COM 584699102 16002 437448 SH DEFINED 03 01 437398 0 50 MEDIMMUNE INC COM 584699102 1 SH DEFINED 05 1 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 5364 4565000 PRN DEFINED 03 01 4565000 0 0 MEDIS TECHNOLOGIES LTD COM 58500P107 278 11928 SH DEFINED 03 01 11928 0 0 MEDTRONIC INC COM 585055106 104723 2063507 SH DEFINED 03 01 2032081 0 31426 MEDTRONIC INC COM 585055106 8690 171238 SH DEFINED 05 171238 0 0 MEDTRONIC INC DBCV 1.250% 9/1 585055AD8 38630 38971000 PRN DEFINED 03 01 38971000 0 0 MEDTRONIC INC DBCV 1.250% 9/1 585055AD8 29738 30000000 PRN DEFINED 05 30000000 0 0 MELLON FINL CORP COM 58551A108 17131 481207 SH DEFINED 04 01 481207 0 0 MELLON FINL CORP COM 58551A108 24267 681660 SH DEFINED 03 01 681660 0 0 MELLON FINL CORP COM 58551A108 54 1510 SH DEFINED 05 1510 0 0 MENS WEARHOUSE INC COM 587118100 5106 142080 SH DEFINED 03 01 142080 0 0 MENTOR CORP MINN COM 587188103 1598 35273 SH DEFINED 03 01 35273 0 0 MENTOR CORP MINN COM 587188103 16896 372888 SH DEFINED 05 372888 0 0 MENTOR CORP MINN NOTE 2.750% 1/0 587188AC7 15908 10021000 PRN DEFINED 03 01 10021000 0 0 MENTOR CORP MINN NOTE 2.750% 1/0 587188AC7 4763 3000000 PRN DEFINED 06 3000000 0 0 MENTOR GRAPHICS CORP COM 587200106 2574 232974 SH DEFINED 03 01 232974 0 0 MERCANTILE BANK CORP COM 587376104 296 7573 SH DEFINED 03 01 7573 0 0 MERCANTILE BANKSHARES CORP COM 587405101 654 17000 SH DEFINED 04 01 17000 0 0 MERCANTILE BANKSHARES CORP COM 587405101 2608 67838 SH DEFINED 03 01 67838 0 0 MERCER INTL INC COM 588056101 867 93162 SH DEFINED 03 01 93162 0 0 MERCK & CO INC COM 589331107 151017 4286597 SH DEFINED 03 01 4286597 0 0 MERCK & CO INC COM 589331107 294103 8348080 SH DEFINED 05 8348080 0 0 MERCURY COMPUTER SYS COM 589378108 532 32867 SH DEFINED 03 01 31907 0 960 MERCURY GENL CORP NEW COM 589400100 244 4450 SH DEFINED 04 01 4450 0 0 MERCURY GENL CORP NEW COM 589400100 2258 41127 SH DEFINED 03 01 41127 0 0 MEREDITH CORP COM 589433101 6 100 SH DEFINED 04 01 100 0 0 MEREDITH CORP COM 589433101 4660 83526 SH DEFINED 03 01 82905 0 621 MEREDITH CORP COM 589433101 10 183 SH DEFINED 05 183 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 562 20845 SH DEFINED 03 01 20845 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 616 152117 SH DEFINED 03 01 152117 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 3793 365453 SH DEFINED 03 01 365453 0 0 MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ2 8470 8000000 PRN DEFINED 06 8000000 0 0 MERIT MED SYS INC COM 589889104 424 35285 SH DEFINED 03 01 35285 0 0 MERIDIAN GOLD INC COM 589975101 457 15400 SH DEFINED 03 01 15400 0 0 MERIDIAN GOLD INC COM 589975101 243 8187 SH DEFINED 05 8187 0 0 MERGE TECHNOLOGIES INC COM 589981109 1237 77485 SH DEFINED 03 01 77485 0 0 MERITAGE HOMES CORP COM 59001A102 614 11180 SH DEFINED 04 01 11180 0 0 MERITAGE HOMES CORP COM 59001A102 1624 29545 SH DEFINED 03 01 29545 0 0 MERIX CORP COM 590049102 321 26072 SH 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59156R108 74820 1546820 SH DEFINED 03 01 1540552 0 6268 METLIFE INC COM 59156R108 61 1262 SH DEFINED 05 1262 0 0 METLIFE INC COM 59156R108 68 1400 SH DEFINED 06 1400 0 0 METROLOGIC INSTRS INC COM 591676101 567 24498 SH DEFINED 03 01 24498 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 892 14790 SH DEFINED 04 01 14790 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2217 36741 SH DEFINED 03 01 36741 0 0 MICHAELS STORES INC COM 594087108 44774 1191424 SH DEFINED 03 01 1191424 0 0 MICREL INC COM 594793101 348 23500 SH DEFINED 04 01 23500 0 0 MICREL INC COM 594793101 1190 80275 SH DEFINED 03 01 66475 0 13800 MICROS SYS INC COM 594901100 11 240 SH DEFINED 04 01 240 0 0 MICROS SYS INC COM 594901100 1373 29794 SH DEFINED 03 01 29794 0 0 MICROSOFT CORP COM 594918104 19 691 SH DEFINED 04 01 691 0 0 MICROSOFT CORP COM 594918104 447385 16441940 SH DEFINED 03 01 15918134 0 523806 MICROSOFT CORP COM 594918104 88537 3253852 SH DEFINED 05 3253852 0 0 MICROSOFT CORP COM 594918104 10 SH DEFINED 06 10 0 0 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0 MILLIPORE CORP COM 601073109 8651 118408 SH DEFINED 03 01 118208 0 200 MILLS CORP COM 601148109 6443 230100 SH DEFINED 03 01 230100 0 0 MINDSPEED TECHNOLOGIES INC COM 602682106 1329 333837 SH DEFINED 03 01 333837 0 0 MINE SAFETY APPLIANCES CO COM 602720104 1153 27448 SH DEFINED 03 01 27448 0 0 MINERALS TECHNOLOGIES INC COM 603158106 2153 36868 SH DEFINED 03 01 36868 0 0 MINES MGMT CO COM 603432105 120 13500 SH DEFINED 03 01 13500 0 0 MIPS TECHNOLOGIES INC COM 604567107 692 92700 SH DEFINED 04 01 92700 0 0 MIPS TECHNOLOGIES INC COM 604567107 262 35103 SH DEFINED 03 01 35103 0 0 MIRANT CORP NEW COM 60467R100 112437 4497496 SH DEFINED 03 01 4497496 0 0 MIRANT CORP NEW COM 60467R100 1416 56635 SH DEFINED 05 56635 0 0 MIRANT CORP NEW COM 60467R100 2100 83987 SH DEFINED 03 01 83958 0 29 MIRANT CORP NEW COM 60467R100 19 770 SH DEFINED 05 770 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 814 53500 SH DEFINED 03 01 53500 0 0 MITTAL STEEL CO N V NY REG SH CL A 60684P101 540 14300 SH DEFINED 03 01 11800 0 2500 MITTAL STEEL CO N V NY REG SH CL A 60684P101 4 100 SH DEFINED 05 100 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 5150 155600 SH DEFINED 03 01 155600 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 179 5418 SH DEFINED 05 5418 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2565 77500 SH DEFINED 06 77500 0 0 MOBILE MINI INC COM 60740F105 3100 100245 SH DEFINED 03 01 100245 0 0 MOBILITY ELECTRONICS INC COM 60741U101 444 53291 SH DEFINED 03 01 53291 0 0 MODINE MFG CO COM 607828100 1496 50696 SH DEFINED 03 01 50696 0 0 MOHAWK INDS INC COM 608190104 5962 73860 SH DEFINED 03 01 73860 0 0 MOHAWK INDS INC COM 608190104 128 1583 SH DEFINED 05 1583 0 0 MOHAWK INDS INC COM 608190104 16 200 SH DEFINED 04 01 200 0 0 MOLECULAR DEVICES CORP COM 60851C107 748 22547 SH DEFINED 03 01 22547 0 0 MOLEX INC COM 608554101 8941 269319 SH DEFINED 03 01 268438 0 881 MOLINA HEALTHCARE INC COM 60855R100 852 25443 SH DEFINED 03 01 25443 0 0 MOLSON COORS BREWING CO CL B 60871R209 93 1350 SH DEFINED 04 01 1350 0 0 MOLSON COORS BREWING CO CL B 60871R209 7618 111010 SH DEFINED 03 01 110610 0 400 MOLSON COORS BREWING CO CL B 60871R209 2731 39801 SH DEFINED 06 39801 0 0 MONACO COACH CORP COM 60886R103 570 42527 SH DEFINED 03 01 42527 0 0 MONARCH CASINO & RESORT INC COM 609027107 365 12857 SH DEFINED 03 01 12857 0 0 MONEYGRAM INTL INC COM 60935Y109 2612 85042 SH DEFINED 03 01 85042 0 0 MONOGRAM BIOSCIENCES INC COM 60975U108 254 138242 SH DEFINED 03 01 138242 0 0 MONOLITHIC PWR SYS INC COM 609839105 362 19412 SH DEFINED 03 01 19412 0 0 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 413 46595 SH DEFINED 03 01 46595 0 0 MONRO MUFFLER BRAKE INC COM 610236101 348 9372 SH DEFINED 03 01 9372 0 0 MONSANTO CO NEW COM 61166W101 37366 440894 SH DEFINED 03 01 440894 0 0 MONSANTO CO NEW COM 61166W101 2316 27332 SH DEFINED 05 27332 0 0 MONSTER WORLDWIDE INC COM 611742107 48 970 SH DEFINED 04 01 970 0 0 MONSTER WORLDWIDE INC COM 611742107 12006 240793 SH DEFINED 03 01 238957 0 1836 MOODYS CORP COM 615369105 32499 454788 SH DEFINED 03 01 452775 0 2013 MOODYS CORP COM 615369105 6 80 SH DEFINED 05 80 0 0 MOOG INC CL A 615394202 1434 40403 SH DEFINED 03 01 40403 0 0 MORGAN STANLEY COM NEW 617446448 43204 687742 SH DEFINED 04 01 687742 0 0 MORGAN STANLEY COM NEW 617446448 123919 1972610 SH DEFINED 03 01 1830055 0 142555 MORGAN STANLEY COM NEW 617446448 46587 741596 SH DEFINED 05 741596 0 0 MORGANS HOTEL GROUP CO COM 61748W108 3331 188617 SH DEFINED 03 01 188617 0 0 MORNINGSTAR INC COM 617700109 460 10272 SH DEFINED 03 01 10272 0 0 MORTGAGEIT HLDGS INC COM 61915Q108 4259 393291 SH DEFINED 04 01 393291 0 0 MORTGAGEIT HLDGS INC COM 61915Q108 209 19277 SH DEFINED 03 01 19277 0 0 MORTONS RESTAURANT GRP INC N COM 619430101 1105 63600 SH DEFINED 03 01 63600 0 0 MOSAIC CO COM 61945A107 1040 72499 SH DEFINED 03 01 72499 0 0 MOSAIC CO COM 61945A107 244 17000 SH DEFINED 05 17000 0 0 MOSAIC CO PFD CV 7.5% 61945A206 39 55300 PRN DEFINED 04 01 55300 0 0 MOSAIC CO PFD CV 7.5% 61945A206 642 917271 PRN DEFINED 03 01 917271 0 0 MOTIVE INC COM 61980V107 91 23220 SH DEFINED 03 01 22851 0 369 MOTOROLA INC COM 620076109 103982 4538733 SH DEFINED 03 01 4167735 0 370998 MOTOROLA INC COM 620076109 30232 1319600 SH DEFINED 05 1319600 0 0 MOTOROLA INC COM 620076109 8477 370000 SH DEFINED 06 370000 0 0 MOVADO GROUP INC COM 624580106 383 16604 SH DEFINED 03 01 16604 0 0 MOVIE GALLERY INC COM 624581104 522 172892 SH DEFINED 03 01 172892 0 0 MPOWER HOLDING CORP COM NEW 62473L309 710 480000 SH DEFINED 03 01 480000 0 0 MUELLER INDS INC COM 624756102 3924 109960 SH DEFINED 03 01 109960 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 339 5790 SH DEFINED 04 01 5790 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 1432 24478 SH DEFINED 03 01 24478 0 0 MULTIMEDIA GAMES INC COM 625453105 1001 67258 SH DEFINED 03 01 67258 0 0 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 261 9850 SH DEFINED 03 01 8200 0 1650 MURPHY OIL CORP COM 626717102 22509 451813 SH DEFINED 03 01 451813 0 0 MYERS INDS INC COM 628464109 1865 116622 SH DEFINED 03 01 116622 0 0 MYLAN LABS INC COM 628530107 11835 505778 SH DEFINED 03 01 505778 0 0 MYRIAD GENETICS INC COM 62855J104 906 34729 SH DEFINED 03 01 34729 0 0 MYOGEN INC COM 62856E104 830 22940 SH DEFINED 04 01 22940 0 0 MYOGEN INC COM 62856E104 610 16866 SH DEFINED 03 01 16866 0 0 MYOGEN INC COM 62856E104 1 SH DEFINED 05 1 0 0 NBT BANCORP INC COM 628778102 673 28931 SH DEFINED 03 01 28931 0 0 NBTY INC COM 628782104 547 24300 SH DEFINED 04 01 24300 0 0 NBTY INC COM 628782104 2968 131811 SH DEFINED 03 01 131511 0 300 NCI BUILDING SYS INC COM 628852105 1238 20709 SH DEFINED 03 01 20709 0 0 NCO GROUP INC COM 628858102 1834 77210 SH DEFINED 03 01 77210 0 0 NCO GROUP INC COM 628858102 2 SH DEFINED 05 2 0 0 NCR CORP NEW COM 62886E108 368 8800 SH DEFINED 04 01 8800 0 0 NCR CORP NEW COM 62886E108 13740 328796 SH DEFINED 03 01 328110 0 686 NDS GROUP PLC SPONSORED ADR 628891103 1731 33266 SH DEFINED 03 01 32466 0 800 NS GROUP INC COM 628916108 87 1900 SH DEFINED 04 01 1900 0 0 NS GROUP INC COM 628916108 1732 37635 SH DEFINED 03 01 37635 0 0 NASB FINL INC COM 628968109 203 5939 SH DEFINED 03 01 5939 0 0 NGP CAP RES CO COM 62912R107 212 15570 SH DEFINED 03 01 15570 0 0 NGAS RESOURCES INC COM 62912T103 170 19600 SH DEFINED 04 01 19600 0 0 NGAS RESOURCES INC COM 62912T103 1061 122563 SH DEFINED 03 01 122563 0 0 NII HLDGS INC CL B NEW 62913F201 2406 40796 SH DEFINED 03 01 40796 0 0 NIC INC COM 62914B100 174 28307 SH DEFINED 03 01 28307 0 0 NL INDS INC COM NEW 629156407 559 52613 SH DEFINED 03 01 52613 0 0 NMS COMMUNICATIONS CORP COM 629248105 41 10867 SH DEFINED 03 01 10867 0 0 NMT MED INC COM 629294109 865 53468 SH DEFINED 03 01 53468 0 0 NN INC COM 629337106 274 21248 SH DEFINED 03 01 21248 0 0 NPS PHARMACEUTICALS INC COM 62936P103 830 97203 SH DEFINED 03 01 97203 0 0 NRG ENERGY INC COM NEW 629377508 284 6284 SH CALL DEFINED 03 01 0 0 0 NRG ENERGY INC COM NEW 629377508 3618 80000 SH DEFINED 04 01 80000 0 0 NRG ENERGY INC COM NEW 629377508 11031 243951 SH DEFINED 03 01 243251 0 700 NRG ENERGY INC COM NEW 629377508 106 2344 SH DEFINED 2344 0 0 NTL INC NEW COM 62941W101 5739 197151 SH DEFINED 03 01 197144 0 7 NTL INC NEW COM 62941W101 2821 96902 SH DEFINED 05 96902 0 0 NUCO2 INC COM 629428103 267 8426 SH DEFINED 03 01 8347 0 79 NTT DOCOMO INC SPONS ADR 62942M201 388 26300 SH DEFINED 03 01 26300 0 0 NVR INC COM 62944T105 269 364 SH DEFINED 04 01 364 0 0 NVR INC COM 62944T105 2219 3003 SH DEFINED 03 01 2985 0 18 NVR INC COM 62944T105 8 11 SH DEFINED 05 11 0 0 NYMAGIC INC COM 629484106 298 10000 SH DEFINED 03 01 10000 0 0 NYSE GROUP INC COM 62949W103 4385 55328 SH DEFINED 03 01 46526 0 8802 NABI BIOPHARMACEUTICALS COM 629519109 261 46239 SH DEFINED 03 01 46239 0 0 NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB5 7454 8900000 PRN DEFINED 05 8900000 0 0 NACCO INDS INC CL A 629579103 941 6115 SH DEFINED 03 01 6115 0 0 NALCO HOLDING COMPANY COM 62985Q101 1369 77334 SH DEFINED 03 01 77334 0 0 NAM TAI ELECTRS INC COM PAR $0.02 629865205 649 28307 SH DEFINED 03 01 28307 0 0 NANOGEN INC COM 630075109 212 70206 SH DEFINED 03 01 66206 0 4000 NANOPHASE TCHNOLOGIES CORP COM 630079101 224 29092 SH DEFINED 03 01 29092 0 0 NAPSTER INC COM 630797108 173 51208 SH DEFINED 03 01 51208 0 0 NARA BANCORP INC COM 63080P105 542 30899 SH DEFINED 03 01 30899 0 0 NASDAQ 100 TR UNIT SER 1 631100104 648244 15460136 SH DEFINED 03 01 15408552 0 51584 NASDAQ 100 TR UNIT SER 1 631100104 2998 71500 SH DEFINED 05 71500 0 0 NASDAQ 100 TR UNIT SER 1 631100104 223 5324 SH CALL DEFINED 03 01 0 0 0 NASDAQ STOCK MARKET INC COM 631103108 42545 1062574 SH DEFINED 03 01 1062574 0 0 NASDAQ STOCK MARKET INC COM 631103108 321 8016 SH DEFINED 03 01 0 0 8016 NASH FINCH CO COM 631158102 763 25527 SH DEFINED 03 01 25527 0 0 NASH FINCH CO COM 631158102 228 7638 SH DEFINED 05 7638 0 0 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 291 16182 SH DEFINED 03 01 16182 0 0 NATCO GROUP INC CL A 63227W203 1425 52600 SH DEFINED 03 01 52600 0 0 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 141 320000 PRN DEFINED 04 01 320000 0 0 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 138 312600 PRN DEFINED 03 01 312600 0 0 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 901 6700 SH DEFINED 03 01 6700 0 0 NATIONAL CITY CORP COM 635405103 87 2500 SH DEFINED 04 01 2500 0 0 NATIONAL CITY CORP COM 635405103 46212 1324137 SH DEFINED 03 01 1049950 0 274187 NATIONAL CITY CORP COM 635405103 6 181 SH DEFINED 05 181 0 0 NATIONAL HEALTHCARE CORP COM 635906100 253 6309 SH DEFINED 03 01 6309 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 249 4400 SH DEFINED 04 01 4400 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 1608 28451 SH DEFINED 03 01 28451 0 0 NATIONAL FUEL GAS CO N J COM 636180101 2597 79365 SH DEFINED 03 01 78646 0 719 NATIONAL HEALTH INVS INC COM 63633D104 1286 50614 SH DEFINED 03 01 50614 0 0 NATIONAL INSTRS CORP COM 636518102 907 27798 SH DEFINED 04 01 27798 0 0 NATIONAL INSTRS CORP COM 636518102 1245 38174 SH DEFINED 03 01 38174 0 0 NATIONAL OILWELL VARCO INC COM 637071101 21864 340990 SH DEFINED 03 01 340990 0 0 NATIONAL OILWELL VARCO INC COM 637071101 7942 123867 SH DEFINED 05 123867 0 0 NATIONAL OILWELL VARCO INC COM 637071101 641 10000 SH DEFINED 06 10000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1118 17443 SH DEFINED 03 01 0 0 17443 NATIONAL PENN BANCSHARES INC COM 637138108 1163 54633 SH DEFINED 03 01 54633 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 994 35700 SH DEFINED 04 01 35700 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 19158 688147 SH DEFINED 03 01 684160 0 3987 NATIONAL SEMICONDUCTOR CORP COM 637640103 5 190 SH DEFINED 05 190 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 400 1721 SH DEFINED 03 01 1721 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 1842 42820 SH DEFINED 04 01 42820 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 4561 106016 SH DEFINED 03 01 106016 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 2787 129651 SH DEFINED 03 01 129651 0 0 NAVIGATORS GROUP INC COM 638904102 721 14527 SH DEFINED 03 01 14527 0 0 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 322 6100 SH DEFINED 03 01 5200 0 900 NATURES SUNSHINE PRODUCTS IN COM 639027101 146 11644 SH DEFINED 03 01 11644 0 0 NATUS MEDICAL INC DEL COM 639050103 975 47584 SH DEFINED 03 01 47584 0 0 NAUTILUS INC COM 63910B102 475 31800 SH DEFINED 04 01 31800 0 0 NAUTILUS INC COM 63910B102 3194 213640 SH DEFINED 03 01 213640 0 0 NAVARRE CORP COM 639208107 128 29729 SH DEFINED 03 01 29729 0 0 NAVISTAR INTL CORP NEW COM 63934E108 341 12360 SH CALL DEFINED 05 0 0 0 NAVISTAR INTL CORP NEW COM 63934E108 938 34000 SH DEFINED 04 01 34000 0 0 NAVISTAR INTL CORP NEW COM 63934E108 8169 296203 SH DEFINED 03 01 295503 0 700 NAVISTAR INTL CORP NEW COM 63934E108 44611 1617523 SH DEFINED 05 1617523 0 0 NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG3 640 638000 PRN DEFINED 03 01 638000 0 0 NAVIGANT CONSULTING INC COM 63935N107 1443 67577 SH DEFINED 03 01 67577 0 0 NAVTEQ CORP COM 63936L100 1179 23275 SH DEFINED 03 01 23275 0 0 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299801 SH DEFINED 03 01 299801 0 0 NETGEAR INC COM 64111Q104 144 7550 SH DEFINED 04 01 7550 0 0 NETGEAR INC COM 64111Q104 1088 57259 SH DEFINED 03 01 57259 0 0 NETIQ CORP COM 64115P102 737 66076 SH DEFINED 03 01 66076 0 0 NETSCOUT SYS INC COM 64115T104 177 19492 SH DEFINED 03 01 19492 0 0 NETRATINGS INC COM 64116M108 186 14002 SH DEFINED 03 01 14002 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 474 11499 SH DEFINED 03 01 11499 0 0 NETWORK EQUIP TECHNOLOGIES COM 641208103 118 29683 SH DEFINED 03 01 29683 0 0 NETWORK APPLIANCE INC COM 64120L104 22500 624466 SH DEFINED 03 01 624466 0 0 NETWORK ENGINES INC COM 64121A107 53 17079 SH DEFINED 03 01 79 0 17000 NEUROGEN CORP COM 64124E106 144 23314 SH DEFINED 03 01 23314 0 0 NEUROMETRIX INC COM 641255104 247 6339 SH DEFINED 03 01 6339 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 7718 119592 SH DEFINED 03 01 98465 0 21127 NEVADA GOLD & CASINOS INC COM NEW 64126Q206 117 12500 SH DEFINED 03 01 12500 0 0 NEUSTAR INC CL A 64126X201 2032 65554 SH 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939708 0 20350 NEXTEL PARTNERS INC CL A 65333F107 28320 1000000 SH DEFINED 04 01 1000000 0 0 NEXTEL PARTNERS INC CL A 65333F107 198954 7025225 SH DEFINED 03 01 7025225 0 0 NEXTEL PARTNERS INC CL A 65333F107 84960 3000000 SH DEFINED 05 3000000 0 0 NEXEN INC COM 65334H102 897 16300 SH DEFINED 03 01 16300 0 0 NFJ DIVID INT & PREM STRTGY COM SHS 65337H109 273 12047 SH DEFINED 03 01 9900 0 2147 NICE SYS LTD SPONSORED ADR 653656108 465 9127 SH DEFINED 03 01 9127 0 0 NICHOLAS FINANCIAL INC COM NEW 65373J209 158 13300 SH DEFINED 03 01 13300 0 0 NICOR INC COM 654086107 4906 124008 SH DEFINED 04 01 124008 0 0 NICOR INC COM 654086107 6228 157443 SH DEFINED 03 01 157443 0 0 NIDEC CORP SPONSORED ADR 654090109 472 23100 SH DEFINED 23100 0 0 NIKE INC CL B 654106103 39257 461307 SH DEFINED 03 01 454906 0 6401 NIKE INC CL B 654106103 7112 83577 SH DEFINED 05 83577 0 0 NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 1266 52983 SH DEFINED 03 01 52983 0 0 99 CENTS ONLY STORES COM 65440K106 1555 114658 SH 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12000 REGENT COMMUNICATIONS INC DE COM 758865109 132 28531 SH DEFINED 03 01 28531 0 0 REGENERON PHARMACEUTICALS COM 75886F107 812 48851 SH DEFINED 03 01 48851 0 0 REGIS CORP MINN COM 758932107 2927 84889 SH DEFINED 03 01 84889 0 0 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 77546 533475 SH DEFINED 03 01 533475 0 0 REHABCARE GROUP INC COM 759148109 1023 54266 SH DEFINED 03 01 54266 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 74 2100 SH DEFINED 04 01 2100 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 25945 737713 SH DEFINED 03 01 736175 0 1538 REGIONS FINANCIAL CORP NEW COM 7591EP100 5 151 SH DEFINED 05 151 0 0 REINSURANCE GROUP AMER INC COM 759351109 132 2800 SH DEFINED 04 01 2800 0 0 REINSURANCE GROUP AMER INC COM 759351109 2151 45493 SH DEFINED 03 01 45493 0 0 REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 155 260148 PRN DEFINED 03 01 260148 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 5684 60519 SH DEFINED 03 01 60519 0 0 RELIANT ENERGY INC COM 75952B105 725 68500 SH DEFINED 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DEFINED 03 01 46300 0 0 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 347 18028 SH DEFINED 05 18028 0 0 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 3 176 SH DEFINED 06 176 0 0 ROTECH HEALTHCARE INC COM 778669101 928 63953 SH DEFINED 03 01 63953 0 0 ROWAN COS INC COM 779382100 5330 121239 SH DEFINED 04 01 121239 0 0 ROWAN COS INC COM 779382100 14254 324258 SH DEFINED 03 01 323189 0 1069 ROWAN COS INC COM 779382100 637 14500 SH DEFINED 05 14500 0 0 ROYAL GROUP TECHNOLOGIES LTD COM 779915107 179 19300 SH DEFINED 03 01 19300 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 2757 32700 SH DEFINED 03 01 32200 0 500 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 44470000 PRN DEFINED 06 44470000 0 0 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 20000000 PRN DEFINED 06 20000000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 519 7970 SH DEFINED 03 01 4582 0 3388 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1743 27990 SH DEFINED 04 01 27990 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 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SH DEFINED 03 01 102911 0 0 SRA INTL INC CL A 78464R105 25 660 SH DEFINED 04 01 660 0 0 SRA INTL INC CL A 78464R105 975 25850 SH DEFINED 03 01 25850 0 0 SSA GLOBAL TECHNOLOGIES INC COM 78465P108 470 29294 SH DEFINED 03 01 27640 0 1654 SVB FINL GROUP COM 78486Q101 674 12700 SH DEFINED 04 01 12700 0 0 SVB FINL GROUP COM 78486Q101 3268 61602 SH DEFINED 03 01 61602 0 0 SVB FINL GROUP COM 78486Q101 31318 590356 SH DEFINED 05 590356 0 0 SWS GROUP INC COM 78503N107 412 15774 SH DEFINED 03 01 15774 0 0 S Y BANCORP INC COM 785060104 281 10648 SH DEFINED 03 01 10648 0 0 SABRE HLDGS CORP CL A 785905100 40 1700 SH DEFINED 04 01 1700 0 0 SABRE HLDGS CORP CL A 785905100 10533 447640 SH DEFINED 03 01 447640 0 0 SAFECO CORP COM 786429100 14292 284654 SH DEFINED 03 01 284047 0 607 SAFECO CORP COM 786429100 2 41 SH DEFINED 05 41 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 505 204631 SH DEFINED 03 01 204617 0 14 SAFENET INC COM 78645R107 3522 133023 SH DEFINED 03 01 133023 0 0 SAFENET INC COM 78645R107 7 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10260 0 0 SANDERSON FARMS INC COM 800013104 2852 127301 SH DEFINED 03 01 127301 0 0 SANDISK CORP COM 80004C101 13986 243155 SH DEFINED 03 01 242291 0 864 SANDY SPRING BANCORP INC COM 800363103 469 12345 SH DEFINED 03 01 12345 0 0 SANMINA SCI CORP COM 800907107 72 17600 SH DEFINED 04 01 17600 0 0 SANMINA SCI CORP COM 800907107 5602 1366253 SH DEFINED 03 01 1366253 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 4702 99099 SH DEFINED 03 01 99099 0 0 SANTARUS INC COM 802817304 943 126303 SH DEFINED 03 01 126303 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 835 15377 SH DEFINED 03 01 13000 0 2377 SAPIENT CORP COM 803062108 555 72800 SH DEFINED 04 01 72800 0 0 SAPIENT CORP COM 803062108 1086 142383 SH DEFINED 03 01 142383 0 0 SAPPI LTD SPON ADR NEW 803069202 150 10200 SH DEFINED 03 01 9200 0 1000 SARA LEE CORP COM 803111103 28880 1615212 SH DEFINED 03 01 1549246 0 65966 SASOL LTD SPONSORED ADR 803866300 1063 28100 SH DEFINED 03 01 28100 0 0 SAUER-DANFOSS INC COM 804137107 229 9970 SH DEFINED 03 01 9970 0 0 SAUL CTRS INC COM 804395101 865 19697 SH DEFINED 03 01 19697 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 419 78526 SH DEFINED 03 01 78526 0 0 SAXON CAP INC NEW COM 80556T106 805 77095 SH DEFINED 03 01 77095 0 0 SCANA CORP NEW COM 80589M102 2250 57342 SH DEFINED 03 01 57342 0 0 SCANSOURCE INC COM 806037107 1248 20664 SH DEFINED 03 01 20593 0 71 SCANSOURCE INC COM 806037107 8 133 SH DEFINED 05 133 0 0 SCHAWK INC CL A 806373106 546 21008 SH DEFINED 03 01 21008 0 0 SCHEIN HENRY INC COM 806407102 3041 63539 SH DEFINED 03 01 49120 0 14419 SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 5866 4945000 PRN DEFINED 03 01 4945000 0 0 SCHERING A G SPONSORED ADR 806585204 30334 291926 SH DEFINED 03 01 291926 0 0 SCHERING PLOUGH CORP COM 806605101 56564 2978642 SH DEFINED 03 01 2978642 0 0 SCHERING PLOUGH CORP COM 806605101 3626 190934 SH DEFINED 05 190934 0 0 SCHICK TECHNOLOGIES INC COM 806683108 1370 27452 SH DEFINED 03 01 27452 0 0 SCHLUMBERGER LTD COM 806857108 275 2170 SH CALL DEFINED 03 01 0 0 0 SCHLUMBERGER LTD COM 806857108 120511 952128 SH DEFINED 03 01 940918 0 11210 SCHLUMBERGER LTD COM 806857108 4400 34767 SH DEFINED 05 34767 0 0 SCHNITZER STL INDS CL A 806882106 73 1710 SH DEFINED 04 01 1710 0 0 SCHNITZER STL INDS CL A 806882106 5009 116901 SH DEFINED 03 01 116651 0 250 SCHNITZER STL INDS CL A 806882106 81 1900 SH DEFINED 05 1900 0 0 SCHOLASTIC CORP COM 807066105 2691 100570 SH DEFINED 03 01 100055 0 515 SCHOOL SPECIALTY INC COM 807863105 687 19908 SH DEFINED 03 01 19908 0 0 SCHULMAN A INC COM 808194104 914 36938 SH DEFINED 03 01 36938 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1062 61700 SH DEFINED 04 01 61700 0 0 SCHWAB CHARLES CORP NEW COM 808513105 42977 2497188 SH DEFINED 03 01 2491159 0 6029 SCHWAB CHARLES CORP NEW COM 808513105 2295 133381 SH DEFINED 05 133381 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1242 51741 SH DEFINED 03 01 51741 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 82 23007 SH DEFINED 03 01 23007 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 469 13353 SH DEFINED 03 01 13353 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 2260 49380 SH DEFINED 04 01 49380 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 1796 39255 SH DEFINED 03 01 34455 0 4800 SCRIPPS E W CO OHIO CL A 811054204 179 4000 SH DEFINED 04 01 4000 0 0 SCRIPPS E W CO OHIO CL A 811054204 7139 159664 SH DEFINED 03 01 152614 0 7050 SCRIPPS E W CO OHIO CL A 811054204 3 78 SH DEFINED 05 78 0 0 SCS TRANSN INC COM 81111T102 2283 78424 SH DEFINED 03 01 78424 0 0 SEA CONTAINERS LTD CL A 811371707 107 14815 SH DEFINED 03 01 12900 0 1915 SEABOARD CORP COM 811543107 520 326 SH DEFINED 03 01 326 0 0 SEABRIGHT INSURANCE HLDGS IN COM 811656107 246 14105 SH DEFINED 03 01 14105 0 0 SEACHANGE INTL INC COM 811699107 381 49007 SH DEFINED 03 01 49007 0 0 SEACOAST BKG CORP FLA COM 811707306 341 11704 SH DEFINED 03 01 11704 0 0 SEACOR HOLDINGS INC COM 811904101 742 9368 SH DEFINED 03 01 9368 0 0 SEACOR HOLDINGS INC COM 811904101 188841 2384361 SH DEFINED 2384361 0 0 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AH4 7268 6000000 PRN DEFINED 03 01 6000000 0 0 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 20210 16685000 PRN DEFINED 03 01 16685000 0 0 SEARS HLDGS CORP COM 812350106 26338 199786 SH DEFINED 03 01 199786 0 0 SEARS HLDGS CORP COM 812350106 5494 41673 SH DEFINED 05 41673 0 0 SEARS HLDGS CORP COM 812350106 1 SH DEFINED 06 1 0 0 SEATTLE GENETICS INC COM 812578102 250 48410 SH DEFINED 03 01 48410 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 228603 7066561 SH DEFINED 03 01 7066561 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2309 72188 SH DEFINED 03 01 71988 0 200 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 12079 511812 SH DEFINED 03 01 500812 0 11000 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 17083 507505 SH DEFINED 03 01 507505 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 958312 17616024 SH DEFINED 03 01 17607914 0 8110 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 10445 192000 SH DEFINED 05 192000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2685 49350 SH DEFINED 06 49350 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 147275 4524571 SH DEFINED 03 01 4484136 0 40435 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 59575 1762585 SH DEFINED 03 01 1751410 0 11175 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 45147 2039150 SH DEFINED 03 01 2017400 0 21750 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 45615 1479567 SH DEFINED 03 01 1479117 0 450 SECURE COMPUTING CORP COM 813705100 1311 113634 SH DEFINED 03 01 113634 0 0 SECURITY BANK CORP COM 814047106 237 9397 SH DEFINED 03 01 9397 0 0 SELECT COMFORT CORP COM 81616X103 3326 84084 SH DEFINED 03 01 84084 0 0 SELECTIVE INS GROUP INC COM 816300107 445 8400 SH DEFINED 04 01 8400 0 0 SELECTIVE INS GROUP INC COM 816300107 1884 35548 SH DEFINED 03 01 35548 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 909 25040 SH CALL DEFINED 03 01 0 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 73188 2015097 SH DEFINED 03 01 1993097 0 22000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1435 39500 SH DEFINED 05 39500 0 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 167 22300 SH DEFINED 03 01 9900 0 12400 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 3600 480000 SH DEFINED 05 480000 0 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 1058 141100 SH DEFINED 141100 0 0 SEMTECH CORP COM 816850101 93 5200 SH DEFINED 04 01 5200 0 0 SEMTECH CORP COM 816850101 2951 164973 SH DEFINED 03 01 164973 0 0 SEMPRA ENERGY COM 816851109 246 5300 SH DEFINED 04 01 5300 0 0 SEMPRA ENERGY COM 816851109 21242 457204 SH DEFINED 03 01 455245 0 1959 SEMITOOL INC COM 816909105 498 43801 SH DEFINED 03 01 43801 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1178 65091 SH DEFINED 03 01 65091 0 0 SENOMYX INC COM 81724Q107 461 28035 SH DEFINED 03 01 28035 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 1483 82161 SH DEFINED 03 01 82161 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 1986 110000 SH DEFINED 06 110000 0 0 SEPRACOR INC COM 817315104 791 16210 SH DEFINED 04 01 16210 0 0 SEPRACOR INC COM 817315104 4735 97007 SH DEFINED 03 01 97007 0 0 SEPRACOR INC SDCV 5.000% 2/1 817315AL8 12862 12976000 PRN DEFINED 03 01 12976000 0 0 SEPRACOR INC NOTE 12/1 817315AT1 11634 7500000 PRN DEFINED 03 01 7500000 0 0 SEPRACOR INC NOTE 12/1 817315AU8 25219 15181000 PRN DEFINED 03 01 15181000 0 0 SEPRACOR INC NOTE 12/1 817315AU8 33225 20000000 PRN DEFINED 06 20000000 0 0 SEPRACOR INC NOTE 10/1 817315AW4 2820 3000000 PRN DEFINED 03 01 3000000 0 0 SEQUA CORPORATION CL A 817320104 556 5684 SH DEFINED 04 01 5684 0 0 SEQUA CORPORATION CL A 817320104 693 7084 SH DEFINED 03 01 7084 0 0 SEROLOGICALS CORP COM 817523103 1473 60237 SH DEFINED 03 01 60237 0 0 SERONO S A SPONSORED ADR 81752M101 425 24400 SH DEFINED 03 01 24400 0 0 SERVICE CORP INTL COM 817565104 1636 209789 SH DEFINED 03 01 209789 0 0 SERVICEMASTER CO COM 81760N109 2056 156703 SH DEFINED 03 01 155204 0 1499 SERVICES ACQUISITION CORP IN COM 817628100 1329 130000 SH DEFINED 03 01 130000 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 261 18220 SH DEFINED 03 01 18220 0 0 SHARPER IMAGE CORP COM 820013100 362 28262 SH DEFINED 03 01 28262 0 0 SHAW GROUP INC COM 820280105 480 15800 SH DEFINED 04 01 15800 0 0 SHAW GROUP INC COM 820280105 4220 138827 SH DEFINED 03 01 136427 0 2400 SHAW GROUP INC COM 820280105 134 4400 SH DEFINED 05 4400 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 985 41200 SH DEFINED 03 01 41200 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 246 5469 SH DEFINED 03 01 5469 0 0 SHERWIN WILLIAMS CO COM 824348106 133 2700 SH DEFINED 04 01 2700 0 0 SHERWIN WILLIAMS CO COM 824348106 13648 276054 SH DEFINED 03 01 276054 0 0 SHERWIN WILLIAMS CO COM 824348106 237 4800 SH DEFINED 05 4800 0 0 SHILOH INDS INC COM 824543102 351 18245 SH DEFINED 03 01 18245 0 0 SHIRE PLC SPONSORED ADR 82481R106 1120 24100 SH DEFINED 04 01 24100 0 0 SHIRE PLC SPONSORED ADR 82481R106 784 16865 SH DEFINED 03 01 16865 0 0 SHIRE PLC SPONSORED ADR 82481R106 2883 62009 SH DEFINED 06 62009 0 0 SHOE CARNIVAL INC COM 824889109 397 15894 SH DEFINED 03 01 15894 0 0 SHUFFLE MASTER INC COM 825549108 4372 122331 SH DEFINED 03 01 120210 0 2121 SHURGARD STORAGE CTRS INC COM 82567D104 31649 475000 SH DEFINED 04 01 475000 0 0 SHURGARD STORAGE CTRS INC COM 82567D104 5426 81430 SH DEFINED 03 01 81430 0 0 SIEMENS A G SPONSORED ADR 826197501 113 1210 SH DEFINED 04 01 1210 0 0 SIEMENS A G SPONSORED ADR 826197501 848 9100 SH DEFINED 03 01 8800 0 300 SIERRA HEALTH SVCS INC COM 826322109 1833 45028 SH DEFINED 03 01 45028 0 0 SIERRA PAC RES NEW COM 826428104 5628 407504 SH DEFINED 03 01 365081 0 42423 SIERRA WIRELESS INC COM 826516106 1342 114879 SH DEFINED 03 01 114879 0 0 SIGMA ALDRICH CORP COM 826552101 9643 146578 SH DEFINED 03 01 146378 0 200 SIGMA ALDRICH CORP COM 826552101 2 23 SH DEFINED 05 23 0 0 SIGMA DESIGNS INC COM 826565103 1251 85744 SH DEFINED 03 01 81744 0 4000 SIGMATEL INC COM 82661W107 369 42200 SH DEFINED 04 01 42200 0 0 SIGMATEL INC COM 82661W107 333 38048 SH DEFINED 03 01 38048 0 0 SIGNET GROUP PLC SP ADR REP 10 82668L872 2046 107800 SH DEFINED 06 107800 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2193 67303 SH DEFINED 03 01 66303 0 1000 SILICON LABORATORIES INC COM 826919102 3626 65991 SH DEFINED 03 01 65991 0 0 SILGAN HOLDINGS INC COM 827048109 3019 75152 SH DEFINED 03 01 75152 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 716 163516 SH DEFINED 04 01 163516 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 1278 291797 SH DEFINED 03 01 291797 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 171 38945 SH DEFINED 05 38945 0 0 SILICON IMAGE INC COM 82705T102 1285 124651 SH DEFINED 03 01 124651 0 0 SILICON IMAGE INC COM 82705T102 1031 100000 SH DEFINED 06 100000 0 0 SILICON VY BANCSHARES NOTE 6/1 827064AC0 59502 37719000 PRN DEFINED 03 01 37719000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 638 52598 SH DEFINED 03 01 52598 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1306 202549 SH DEFINED 03 01 202549 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1368 212162 SH DEFINED 06 212162 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 323 50000 SH DEFINED 50000 0 0 SILVER STD RES INC COM 82823L106 667 32432 SH DEFINED 03 01 32432 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 329 11071 SH DEFINED 03 01 11071 0 0 SIMON PPTY GROUP INC NEW COM 828806109 50179 596370 SH DEFINED 03 01 595370 0 1000 SIMON PPTY GROUP INC NEW COM 828806109 5 60 SH DEFINED 05 60 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 2164 49974 SH DEFINED 03 01 49831 0 143 SINCLAIR BROADCAST GROUP INC CL A 829226109 919 112740 SH DEFINED 03 01 112740 0 0 SINA CORP NOTE 7/1 82922RAB9 303 250000 PRN DEFINED 03 01 250000 0 0 SIRNA THERAPEUTICS INC COM 829669100 23462 3481056 SH DEFINED 3481056 0 0 SIRNA THERAPEUTICS INC COM 829669100 240 35537 SH DEFINED 03 01 35537 0 0 SIRNA THERAPEUTICS INC COM 829669100 100238 14872070 SH DEFINED 14872070 0 0 SIRENZA MICRODEVICES INC COM 82966T106 862 91253 SH DEFINED 03 01 91253 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 4705 927957 SH DEFINED 03 01 915057 0 12900 SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC7 19369 15000000 PRN DEFINED 03 01 15000000 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 8537 7250000 PRN DEFINED 03 01 7250000 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 1429 40309 SH DEFINED 03 01 38709 0 1600 SIRVA INC COM 82967Y104 220 25826 SH DEFINED 03 01 19526 0 6300 SITEL CORP COM 82980K107 518 123335 SH DEFINED 03 01 123335 0 0 SIX FLAGS INC COM 83001P109 321 31500 SH DEFINED 04 01 31500 0 0 SIX FLAGS INC COM 83001P109 33052 3246745 SH DEFINED 03 01 3246745 0 0 SIZELER PPTY INVS INC COM 830137105 216 14659 SH DEFINED 03 01 14659 0 0 SKECHERS U S A INC CL A 830566105 1033 41445 SH DEFINED 03 01 41445 0 0 SKECHERS U S A INC NOTE 4.500% 4/1 830566AB1 7809 7600000 PRN DEFINED 06 7600000 0 0 SKY FINL GROUP INC COM 83080P103 1869 70516 SH DEFINED 03 01 70516 0 0 SKYLINE CORP COM 830830105 482 11640 SH DEFINED 03 01 11640 0 0 SKYWEST INC COM 830879102 4796 163863 SH DEFINED 03 01 163863 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3462 510590 SH DEFINED 03 01 510590 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1 128 SH DEFINED 05 128 0 0 SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB8 1998 2000000 PRN DEFINED 03 01 2000000 0 0 SMART & FINAL INC COM 831683107 682 41588 SH DEFINED 03 01 41588 0 0 SMITH & WESSON HLDG CORP COM 831756101 427 70600 SH DEFINED 03 01 70600 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 268 6000 SH DEFINED 03 01 5900 0 100 SMITH A O COM 831865209 1264 23930 SH DEFINED 04 01 23930 0 0 SMITH A O COM 831865209 1494 28298 SH DEFINED 03 01 28298 0 0 SMITH INTL INC COM 832110100 740 19000 SH DEFINED 04 01 19000 0 0 SMITH INTL INC COM 832110100 6193 158952 SH DEFINED 03 01 157450 0 1502 SMITH INTL INC COM 832110100 244 6267 SH DEFINED 05 6267 0 0 SMITH MICRO SOFTWARE INC COM 832154108 863 70200 SH DEFINED 03 01 70200 0 0 SMITHFIELD FOODS INC COM 832248108 6810 232121 SH DEFINED 03 01 232121 0 0 SMUCKER J M CO COM NEW 832696405 75 1880 SH DEFINED 04 01 1880 0 0 SMUCKER J M CO COM NEW 832696405 2137 53822 SH DEFINED 03 01 52493 0 1329 SMURFIT-STONE CONTAINER CORP COM 832727101 4432 326566 SH DEFINED 03 01 326566 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 1 67 SH DEFINED 05 67 0 0 SNAP ON INC COM 833034101 305 8000 SH DEFINED 04 01 8000 0 0 SNAP ON INC COM 833034101 5244 137563 SH DEFINED 03 01 137563 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 91 800 SH DEFINED 03 01 600 0 200 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1206 10626 SH DEFINED 05 10626 0 0 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 84171 2238000 SH DEFINED 03 01 2238000 0 0 SOHU COM INC COM 83408W103 8737 327354 SH DEFINED 03 01 327354 0 0 SOLECTRON CORP COM 834182107 5365 1341158 SH DEFINED 04 01 1341158 0 0 SOLECTRON CORP COM 834182107 6897 1724373 SH DEFINED 03 01 1724373 0 0 SOLECTRON CORP NOTE 0.500% 2/1 834182AT4 4583 6000000 PRN DEFINED 06 6000000 0 0 SOLEXA INC COM 83420X105 632 63307 SH DEFINED 03 01 62307 0 1000 SOMANETICS CORP COM NEW 834445405 296 13410 SH DEFINED 03 01 13410 0 0 SOMAXON PHARMACEUTICALS INC COM 834453102 373 23297 SH DEFINED 03 01 23297 0 0 SONIC CORP COM 835451105 1443 41068 SH DEFINED 03 01 40942 0 126 SONIC AUTOMOTIVE INC CL A 83545G102 539 19430 SH DEFINED 04 01 19430 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 5251 189173 SH DEFINED 03 01 189173 0 0 SONIC SOLUTIONS COM 835460106 659 36412 SH DEFINED 03 01 36412 0 0 SONICWALL INC COM 835470105 712 100365 SH DEFINED 03 01 100365 0 0 SONOCO PRODS CO COM 835495102 2090 61721 SH DEFINED 03 01 58481 0 3240 SONOSITE INC COM 83568G104 49 1200 SH DEFINED 04 01 1200 0 0 SONOSITE INC COM 83568G104 585 14383 SH DEFINED 03 01 14383 0 0 SONUS PHARMACEUTICALS INC COM 835692104 91 15121 SH DEFINED 03 01 15121 0 0 SONY CORP ADR NEW 835699307 696 15100 SH DEFINED 04 01 15100 0 0 SONY CORP ADR NEW 835699307 3436 74588 SH DEFINED 03 01 74588 0 0 SOTHEBYS HLDGS INC CL A 835898107 2643 91022 SH DEFINED 03 01 91022 0 0 SONUS NETWORKS INC COM 835916107 159 29000 SH DEFINED 04 01 29000 0 0 SONUS NETWORKS INC COM 835916107 1981 361460 SH DEFINED 03 01 352460 0 9000 SOURCE INTERLINK COS INC COM NEW 836151209 4492 394071 SH DEFINED 03 01 394071 0 0 SOURCECORP COM 836167106 1211 50247 SH DEFINED 03 01 50247 0 0 SOUTH FINL GROUP INC COM 837841105 4360 166720 SH DEFINED 03 01 166720 0 0 SOUTH JERSEY INDS INC COM 838518108 1621 59455 SH DEFINED 03 01 59455 0 0 SOUTHERN CO COM 842587107 43164 1317169 SH DEFINED 03 01 1302724 0 14445 SOUTHERN CO COM 842587107 510 15550 SH DEFINED 05 15550 0 0 SOUTHERN COPPER CORP COM 84265V105 1473 17440 SH DEFINED 04 01 17440 0 0 SOUTHERN COPPER CORP COM 84265V105 2815 33326 SH DEFINED 03 01 31883 0 1443 SOUTHERN COPPER CORP COM 84265V105 156 1850 SH DEFINED 05 1850 0 0 SOUTHERN UN CO NEW COM 844030106 1411 56810 SH DEFINED 03 01 56810 0 0 SOUTHWEST AIRLS CO COM 844741108 20389 1133364 SH DEFINED 03 01 1122464 0 10900 SOUTHWEST AIRLS CO COM 844741108 2 119 SH DEFINED 05 119 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 438 19695 SH DEFINED 03 01 19695 0 0 SOUTHWEST GAS CORP COM 844895102 1132 40514 SH DEFINED 03 01 40514 0 0 SOUTHWEST WTR CO COM 845331107 373 23431 SH DEFINED 03 01 23431 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3810 118360 SH DEFINED 03 01 117700 0 660 SOVEREIGN BANCORP INC COM 845905108 7037 321200 SH DEFINED 04 01 321200 0 0 SOVEREIGN BANCORP INC COM 845905108 17074 779279 SH DEFINED 03 01 775099 0 4180 SOVEREIGN BANCORP INC COM 845905108 3 120 SH DEFINED 05 120 0 0 SOVRAN SELF STORAGE INC COM 84610H108 1926 34892 SH DEFINED 03 01 34892 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 203 36790 SH DEFINED 03 01 36790 0 0 SPANSION INC COM CL A 84649R101 30030 2029050 SH DEFINED 03 01 2016050 0 13000 SPARTAN STORES INC COM 846822104 239 18775 SH DEFINED 03 01 18775 0 0 SPARTECH CORP COM NEW 847220209 2850 118751 SH DEFINED 03 01 118065 0 686 SPARTECH CORP COM NEW 847220209 213 8869 SH DEFINED 05 8869 0 0 SPATIALIGHT INC COM 847248101 200 56517 SH DEFINED 03 01 56517 0 0 SPECTRALINK CORP COM 847580107 428 34124 SH DEFINED 03 01 34124 0 0 SPECTRANETICS CORP COM 84760C107 843 71283 SH DEFINED 03 01 71283 0 0 SPECTRUM BRANDS INC COM 84762L105 48 2200 SH DEFINED 04 01 2200 0 0 SPECTRUM BRANDS INC COM 84762L105 1505 69296 SH DEFINED 03 01 69296 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 79 16758 SH DEFINED 03 01 16758 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 1604 41981 SH DEFINED 03 01 41981 0 0 SPHERION CORP COM 848420105 1321 127066 SH DEFINED 03 01 127066 0 0 SPIRIT FIN CORP COM 848568309 764 62612 SH DEFINED 03 01 62612 0 0 SPIRENT PLC SPONS ADR NEW 84856M209 37 SH DEFINED 03 01 37 0 0 SPIRENT PLC SPONS ADR NEW 84856M209 132 42113 SH DEFINED 06 42113 0 0 SPORTSMANS GUIDE INC COM NEW 848907200 217 8188 SH DEFINED 03 01 8188 0 0 SPORTS AUTH INC NEW COM 84917U109 4418 119737 SH DEFINED 03 01 119737 0 0 SPRINT NEXTEL CORP COM FON 852061100 147401 5704380 SH DEFINED 03 01 5704380 0 0 SPRINT NEXTEL CORP COM FON 852061100 52828 2044411 SH DEFINED 05 2044411 0 0 SPRINT NEXTEL CORP COM FON 852061100 2 SH DEFINED 06 2 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 455 50700 SH DEFINED 03 01 50700 0 0 STAGE STORES INC COM NEW 85254C305 1730 58149 SH DEFINED 03 01 58149 0 0 STAKTEK HLDGS INC COM 85256P106 198 31967 SH DEFINED 03 01 31967 0 0 STAMPS COM INC COM NEW 852857200 368 10450 SH DEFINED 04 01 10450 0 0 STAMPS COM INC COM NEW 852857200 521 14781 SH DEFINED 03 01 14781 0 0 STANCORP FINL GROUP INC COM 852891100 1094 20220 SH DEFINED 04 01 20220 0 0 STANCORP FINL GROUP INC COM 852891100 3810 70414 SH DEFINED 03 01 70414 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 1494 57500 SH DEFINED 04 01 57500 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 1569 60405 SH DEFINED 03 01 60405 0 0 STANDARD MTR PRODS INC COM 853666105 129 14538 SH DEFINED 03 01 14538 0 0 STANDARD PAC CORP NEW COM 85375C101 80 2370 SH DEFINED 04 01 2370 0 0 STANDARD PAC CORP NEW COM 85375C101 1889 56200 SH DEFINED 03 01 56200 0 0 STANDARD PARKING CORP COM 853790103 231 8276 SH DEFINED 03 01 8276 0 0 STANDARD REGISTER CO COM 853887107 676 43594 SH DEFINED 03 01 43594 0 0 STANDEX INTL CORP COM 854231107 465 14701 SH DEFINED 03 01 14701 0 0 STANLEY FURNITURE INC COM NEW 854305208 458 15660 SH DEFINED 03 01 15660 0 0 STANLEY WKS COM 854616109 9636 190205 SH DEFINED 03 01 187855 0 2350 STAPLES INC COM 855030102 33975 1331320 SH DEFINED 03 01 1308852 0 22468 STAR MARITIME ACQUISITION CO COM 85516E107 338 34800 SH DEFINED 03 01 34800 0 0 STAR SCIENTIFIC INC COM 85517P101 164 52508 SH DEFINED 03 01 52508 0 0 STARBUCKS CORP COM 855244109 450 11954 SH DEFINED 04 01 11954 0 0 STARBUCKS CORP COM 855244109 50996 1355185 SH DEFINED 03 01 1347773 0 7412 STARBUCKS CORP COM 855244109 9854 261868 SH DEFINED 05 261868 0 0 STARTEK INC COM 85569C107 570 24214 SH DEFINED 03 01 24214 0 0 STATE AUTO FINL CORP COM 855707105 933 27667 SH DEFINED 03 01 27667 0 0 STATE STR CORP COM 857477103 864 14290 SH DEFINED 04 01 14290 0 0 STATE STR CORP COM 857477103 33259 550376 SH DEFINED 03 01 550206 0 170 STATE STR CORP COM 857477103 7 110 SH DEFINED 05 110 0 0 STATION CASINOS INC COM 857689103 1356 17088 SH DEFINED 03 01 17088 0 0 STATS CHIPPAC LTD SPONSORED ADR 85771T104 875 111471 SH DEFINED 03 01 111471 0 0 STATS CHIPPAC LTD SPONSORED ADR 85771T104 1 SH DEFINED 06 1 0 0 STATS CHIPPAC LTD SPONSORED ADR 85771T104 1605 204521 SH DEFINED 204521 0 0 STEAK N SHAKE CO COM 857873103 1177 55771 SH DEFINED 03 01 55771 0 0 STEEL DYNAMICS INC COM 858119100 7720 136085 SH DEFINED 03 01 136085 0 0 STEEL DYNAMICS INC COM 858119100 75 1327 SH DEFINED 05 1327 0 0 STEEL TECHNOLOGIES INC COM 858147101 453 18648 SH DEFINED 03 01 18648 0 0 STEELCASE INC CL A 858155203 1231 68392 SH DEFINED 03 01 68392 0 0 STEIN MART INC COM 858375108 1522 87385 SH DEFINED 03 01 87385 0 0 STELLENT INC COM 85856W105 658 55489 SH DEFINED 03 01 54489 0 1000 STEMCELLS INC COM 85857R105 520 145287 SH DEFINED 03 01 145287 0 0 STEPAN CO COM 858586100 379 12831 SH DEFINED 03 01 12831 0 0 STERLING BANCSHARES INC COM 858907108 716 39675 SH DEFINED 03 01 39675 0 0 STERICYCLE INC COM 858912108 2298 33984 SH DEFINED 03 01 26543 0 7441 STERIS CORP COM 859152100 2284 92525 SH DEFINED 03 01 92525 0 0 STERIS CORP COM 859152100 1 SH DEFINED 05 1 0 0 STERLING BANCORP COM 859158107 307 14888 SH DEFINED 03 01 14888 0 0 STEREOTAXIS INC COM 85916J102 207 16407 SH DEFINED 03 01 14007 0 2400 STERLING CONSTRUCTION CO INC COM 859241101 843 38880 SH DEFINED 03 01 38880 0 0 STERLING FINL CORP COM 859317109 501 22917 SH DEFINED 03 01 22917 0 0 STERLING FINL CORP WASH COM 859319105 2789 96171 SH DEFINED 03 01 96171 0 0 STEWART & STEVENSON SVCS INC COM 860342104 2045 56045 SH DEFINED 03 01 56045 0 0 STEWART ENTERPRISES INC CL A 860370105 846 148077 SH DEFINED 03 01 148077 0 0 STEWART INFORMATION SVCS COR COM 860372101 2735 58089 SH DEFINED 03 01 58089 0 0 STIFEL FINL CORP COM 860630102 295 6762 SH DEFINED 03 01 6762 0 0 STILLWATER MNG CO COM 86074Q102 1090 66248 SH DEFINED 03 01 66248 0 0 STILLWATER MNG CO COM 86074Q102 3 211 SH DEFINED 05 211 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 22 1200 SH DEFINED 04 01 1200 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 4717 256500 SH DEFINED 03 01 256500 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 368 20000 SH PUT DEFINED 05 0 0 0 STONE ENERGY CORP COM 861642106 3277 74262 SH DEFINED 03 01 74262 0 0 STONE ENERGY CORP COM 861642106 141 3200 SH DEFINED 05 3200 0 0 STONERIDGE INC COM 86183P102 78 14338 SH DEFINED 03 01 14338 0 0 STORA ENSO CORP SPON ADR REP R 86210M106 762 49647 SH DEFINED 03 01 19500 0 30147 STRATASYS INC COM 862685104 253 8581 SH DEFINED 03 01 8581 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 4279 183787 SH DEFINED 03 01 183787 0 0 STRATEX NETWORKS INC COM 86279T109 1890 307348 SH DEFINED 03 01 307348 0 0 STREICHER MOBILE FUELING INC COM 862924107 47 16400 SH DEFINED 03 01 16400 0 0 STRATTEC SEC CORP COM 863111100 204 5466 SH DEFINED 03 01 5466 0 0 STRAYER ED INC COM 863236105 1230 12027 SH DEFINED 03 01 12027 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 1154 19861 SH DEFINED 03 01 7200 0 12661 STREETTRACKS GOLD TR GOLD SHS 863307104 238 4100 SH DEFINED 05 4100 0 0 STREETTRACKS SER TR DJ WLSH REIT 86330E604 288661 3710300 SH DEFINED 04 01 3710300 0 0 STREETTRACKS SER TR DJ WLSH REIT 86330E604 8928 114750 SH DEFINED 03 01 111600 0 3150 STREETTRACKS SER TR SPDR BIOTE ETF 86330E752 302 6000 SH DEFINED 03 01 6000 0 0 STREETTRACKS SER TR KBW CAP MK ETF 86330E778 47920 800000 SH DEFINED 03 01 800000 0 0 STREETTRACKS SER TR KBW BK ETF 86330E794 766 14400 SH DEFINED 03 01 14400 0 0 STRIDE RITE CORP COM 863314100 779 53789 SH DEFINED 03 01 53789 0 0 STRYKER CORP COM 863667101 26069 587926 SH DEFINED 03 01 585499 0 2427 STUDENT LN CORP COM 863902102 547 2348 SH DEFINED 03 01 1938 0 410 STURM RUGER & CO INC COM 864159108 486 60862 SH DEFINED 03 01 60862 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 789 26604 SH DEFINED 03 01 25040 0 1564 SUFFOLK BANCORP COM 864739107 351 10107 SH DEFINED 03 01 9107 0 1000 SULPHCO INC COM 865378103 1542 183600 SH DEFINED 03 01 183600 0 0 SUN BANCORP INC COM 86663B102 232 11885 SH DEFINED 03 01 11885 0 0 SUN COMMUNITIES INC COM 866674104 2472 69942 SH DEFINED 03 01 69942 0 0 SUN LIFE FINL INC COM 866796105 430 10100 SH DEFINED 03 01 10100 0 0 SUN MICROSYSTEMS INC COM 866810104 33985 6624755 SH DEFINED 03 01 6624755 0 0 SUN MICROSYSTEMS INC COM 866810104 40516 7897765 SH DEFINED 05 7897765 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 203 26928 SH DEFINED 03 01 26928 0 0 SUN HYDRAULICS CORP COM 866942105 338 15805 SH DEFINED 03 01 15805 0 0 SUNCOR ENERGY INC COM 867229106 3963 51453 SH DEFINED 03 01 37446 0 14007 SUNCOR ENERGY INC COM 867229106 1 14 SH DEFINED 05 14 0 0 SUNESIS PHARMACEUTICALS INC COM 867328502 23948 3406490 SH DEFINED 3406490 0 0 SUNOCO INC COM 86764P109 16 200 SH DEFINED 04 01 200 0 0 SUNOCO INC COM 86764P109 30403 391949 SH DEFINED 03 01 391949 0 0 SUNPOWER CORP COM CL A 867652109 287 7523 SH DEFINED 03 01 6523 0 1000 SUNRISE SENIOR LIVING INC COM 86768K106 3088 79241 SH DEFINED 03 01 79241 0 0 SUNOPTA INC COM 8676EP108 565 65575 SH DEFINED 03 01 55775 0 9800 SUNTERRA CORP COM NEW 86787D208 1456 101975 SH DEFINED 03 01 101975 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 417 14400 SH DEFINED 04 01 14400 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2512 86723 SH DEFINED 03 01 86723 0 0 SUNTRUST BKS INC COM 867914103 87 1200 SH DEFINED 04 01 1200 0 0 SUNTRUST BKS INC COM 867914103 47271 649678 SH DEFINED 03 01 634990 0 14688 SUNTRUST BKS INC COM 867914103 9 123 SH DEFINED 05 123 0 0 SUPERCONDUCTOR TECHNOLOGIES COM NEW 867931305 45 11360 SH DEFINED 03 01 11360 0 0 SUPERGEN INC COM 868059106 524 92320 SH DEFINED 03 01 92320 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 2340 87338 SH DEFINED 03 01 87338 0 0 SUPERIOR ESSEX INC COM 86815V105 2796 109900 SH DEFINED 03 01 109900 0 0 SUPERIOR INDS INTL INC COM 868168105 1605 82925 SH DEFINED 03 01 82925 0 0 SUPERTEX INC COM 868532102 23 600 SH DEFINED 04 01 600 0 0 SUPERTEX INC COM 868532102 410 10903 SH DEFINED 03 01 10903 0 0 SUPERVALU INC COM 868536103 14784 479690 SH DEFINED 03 01 479690 0 0 SUPERVALU INC COM 868536103 96 3100 SH DEFINED 06 3100 0 0 SUPERVALU INC NOTE 11/0 868536AP8 36261 110300000 PRN DEFINED 06 10300000 0 0 SUPPORTSOFT INC COM 868587106 282 63578 SH DEFINED 03 01 63578 0 0 SUREWEST COMMUNICATIONS COM 868733106 354 14673 SH DEFINED 03 01 14673 0 0 SURMODICS INC COM 868873100 221 6240 SH DEFINED 04 01 6240 0 0 SURMODICS INC COM 868873100 581 16444 SH DEFINED 03 01 13204 0 3240 SUSQUEHANNA BANCSHARES INC P COM 869099101 1440 55890 SH DEFINED 03 01 52639 0 3251 SWIFT ENERGY CO COM 870738101 2714 72457 SH DEFINED 03 01 72457 0 0 SWIFT TRANSN CO COM 870756103 76 3500 SH DEFINED 04 01 3500 0 0 SWIFT TRANSN CO COM 870756103 3436 158112 SH DEFINED 03 01 157912 0 200 SWIFT TRANSN CO COM 870756103 1 58 SH DEFINED 05 58 0 0 SWISSCOM AG SPONSORED ADR 871013108 320 9900 SH DEFINED 03 01 9900 0 0 SYBASE INC COM 871130100 2928 138654 SH DEFINED 03 01 137796 0 858 SYBRON DENTAL SPECIALTIES IN COM 871142105 2143 51960 SH DEFINED 03 01 51960 0 0 SYCAMORE NETWORKS INC COM 871206108 2536 539621 SH DEFINED 03 01 538971 0 650 SYKES ENTERPRISES INC COM 871237103 1518 107043 SH DEFINED 03 01 107043 0 0 SYMANTEC CORP COM 871503108 7964 473197 SH DEFINED 04 01 473197 0 0 SYMANTEC CORP COM 871503108 35877 2131723 SH DEFINED 03 01 2113334 0 18389 SYMANTEC CORP COM 871503108 5 321 SH DEFINED 05 321 0 0 SYMBION INC DEL COM 871507109 391 17253 SH DEFINED 03 01 15253 0 2000 SYMBOL TECHNOLOGIES INC COM 871508107 597 56400 SH DEFINED 04 01 56400 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 7379 697407 SH DEFINED 03 01 684907 0 12500 SYMMETRICOM INC COM 871543104 456 53286 SH DEFINED 03 01 53286 0 0 SYMMETRY MED INC COM 871546206 219 10312 SH DEFINED 03 01 10312 0 0 SYMYX TECHNOLOGIES COM 87155S108 913 32926 SH DEFINED 03 01 27449 0 5477 SYNAGRO TECHNOLOGIES INC COM NEW 871562203 1334 266806 SH DEFINED 03 01 266806 0 0 SYNAGRO TECHNOLOGIES INC COM NEW 871562203 1495 299040 SH DEFINED 299040 0 0 SYNAPTICS INC COM 87157D109 483 21950 SH DEFINED 04 01 21950 0 0 SYNAPTICS INC COM 87157D109 2822 128310 SH DEFINED 03 01 128310 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 654 805000 PRN DEFINED 03 01 805000 0 0 SYNOPSYS INC COM 871607107 2224 99500 SH DEFINED 04 01 99500 0 0 SYNOPSYS INC COM 871607107 2160 96665 SH DEFINED 03 01 96665 0 0 SYNGENTA AG SPONSORED ADR 87160A100 247 8800 SH DEFINED 03 01 8800 0 0 SYNOVUS FINL CORP COM 87161C105 5103 188380 SH DEFINED 04 01 188380 0 0 SYNOVUS FINL CORP COM 87161C105 15277 563936 SH DEFINED 03 01 563936 0 0 SYNOVUS FINL CORP COM 87161C105 3 104 SH DEFINED 05 104 0 0 SYNNEX CORP COM 87162W100 255 13740 SH DEFINED 03 01 13740 0 0 SYNTROLEUM CORP COM 871630109 377 45606 SH DEFINED 03 01 45606 0 0 SYNTROLEUM CORP COM 871630109 25 3000 SH DEFINED 05 3000 0 0 SYNIVERSE HLDGS INC COM 87163F106 767 48524 SH DEFINED 03 01 48524 0 0 SYSCO CORP COM 871829107 36502 1138895 SH DEFINED 03 01 1135738 0 3157 TCF FINL CORP COM 872275102 2642 102605 SH DEFINED 03 01 102605 0 0 TDK CORP AMERN DEP SH 872351408 27 364 SH DEFINED 03 01 0 0 364 TDK CORP AMERN DEP SH 872351408 375 5000 SH DEFINED 5000 0 0 TD BANKNORTH INC COM 87235A101 20465 697262 SH DEFINED 03 01 697262 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 119543 5728000 SH DEFINED 04 01 5728000 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 41413 1984311 SH DEFINED 03 01 1975545 0 8766 TECO ENERGY INC COM 872375100 7011 434930 SH DEFINED 03 01 430392 0 4538 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 846 23300 SH DEFINED 03 01 14300 0 9000 THQ INC COM NEW 872443403 694 26800 SH DEFINED 04 01 26800 0 0 THQ INC COM NEW 872443403 4753 183583 SH DEFINED 03 01 183583 0 0 TII NETWORK TECHNOLOGIES INC COM NEW 872479209 32 13700 SH DEFINED 03 01 13700 0 0 TJX COS INC NEW COM 872540109 24106 971237 SH DEFINED 03 01 969188 0 2049 TLC VISION CORP COM 872549100 143 22058 SH DEFINED 03 01 22058 0 0 TRM CORP COM 872636105 608 90274 SH DEFINED 03 01 90274 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2127 91273 SH DEFINED 03 01 91273 0 0 TTM TECHNOLOGIES INC COM 87305R109 1344 92766 SH DEFINED 03 01 92766 0 0 TXU CORP COM 873168108 46925 1048358 SH DEFINED 03 01 1019582 0 28776 TXU CORP COM 873168108 3769 84214 SH DEFINED 05 84214 0 0 TAIWAN FD INC COM 874036106 52 3200 SH DEFINED 03 01 3200 0 0 TAIWAN FD INC COM 874036106 2438 151400 SH DEFINED 151400 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1387 137895 SH DEFINED 03 01 135078 0 2817 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6886 684477 SH DEFINED 05 684477 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5285 525348 SH DEFINED 06 525348 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 949 50843 SH DEFINED 03 01 36843 0 14000 TAL INTL GROUP INC COM 874083108 326 13540 SH DEFINED 03 01 13040 0 500 TALBOTS INC COM 874161102 2896 107777 SH DEFINED 03 01 107777 0 0 TALEO CORP CL A 87424N104 141 10814 SH DEFINED 03 01 10814 0 0 TALISMAN ENERGY INC COM 87425E103 3042 57200 SH DEFINED 03 01 56700 0 500 TALK AMERICA HLDGS INC COM NEW 87426R202 477 55896 SH DEFINED 03 01 55896 0 0 TALX CORP COM 874918105 1959 68790 SH DEFINED 03 01 67801 0 989 TANGER FACTORY OUTLET CTRS I COM 875465106 1978 57479 SH DEFINED 03 01 54389 0 3090 TANOX INC COM 87588Q109 708 36447 SH DEFINED 03 01 36447 0 0 TARGET CORP COM 87612E106 81905 1574788 SH DEFINED 03 01 1528721 0 46067 TARRAGON CORP COM 876287103 256 12868 SH DEFINED 03 01 12868 0 0 TASER INTL INC COM 87651B104 1102 104082 SH DEFINED 04 01 104082 0 0 TASER INTL INC COM 87651B104 638 60274 SH DEFINED 03 01 59274 0 1000 TATA MTRS LTD SPONSORED ADR 876568502 373 17900 SH DEFINED 03 01 17900 0 0 TAUBMAN CTRS INC COM 876664103 554 13290 SH DEFINED 04 01 13290 0 0 TAUBMAN CTRS INC COM 876664103 5785 138817 SH DEFINED 03 01 138817 0 0 TAUBMAN CTRS INC COM 876664103 2 40 SH DEFINED 05 40 0 0 TEAM INC COM 878155100 715 21500 SH DEFINED 03 01 21500 0 0 TECH DATA CORP COM 878237106 5678 153826 SH DEFINED 03 01 153826 0 0 TECHNE CORP COM 878377100 68 1130 SH DEFINED 04 01 1130 0 0 TECHNE CORP COM 878377100 981 16315 SH DEFINED 03 01 15366 0 949 TECHNICAL OLYMPIC USA INC COM 878483106 854 41978 SH DEFINED 03 01 41978 0 0 TECHNIP NEW SPONSORED ADR 878546209 313 4600 SH DEFINED 03 01 4600 0 0 TECHNITROL INC COM 878555101 1484 61881 SH DEFINED 03 01 61381 0 500 TECHNOLOGY INVT CAP CORP COM 878717305 563 38702 SH DEFINED 03 01 38702 0 0 TECHNOLOGY RESH CORP COM NEW 878727304 85 11700 SH DEFINED 03 01 11700 0 0 TECUMSEH PRODS CO CL A 878895200 1234 50325 SH DEFINED 03 01 50325 0 0 TEJON RANCH CO DEL COM 879080109 1759 36001 SH DEFINED 03 01 8571 0 27430 TEKELEC COM 879101103 274 19800 SH DEFINED 04 01 19800 0 0 TEKELEC COM 879101103 847 61232 SH DEFINED 03 01 61232 0 0 TEKELEC NOTE 2.250% 6/1 879101AE3 3925 4000000 PRN DEFINED 03 01 4000000 0 0 TEKTRONIX INC COM 879131100 7040 197130 SH DEFINED 03 01 197130 0 0 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 784 62400 SH DEFINED 03 01 62400 0 0 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 239 19003 SH DEFINED 05 19003 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 6521 390923 SH DEFINED 04 01 390923 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 6772 406020 SH DEFINED 03 01 406020 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 248 18300 SH DEFINED 03 01 18300 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 130 9600 SH DEFINED 05 9600 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 945 34600 SH DEFINED 03 01 34600 0 0 TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 7713 256162 SH DEFINED 03 01 256162 0 0 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 937 32100 SH DEFINED 03 01 32100 0 0 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 460 13500 SH DEFINED 03 01 13500 0 0 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 605 24500 SH DEFINED 03 01 24500 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1232 34601 SH DEFINED 03 01 34601 0 0 TELEFLEX INC COM 879369106 4263 59512 SH DEFINED 03 01 59512 0 0 TELEFONICA S A SPONSORED ADR 879382208 1841 39199 SH DEFINED 03 01 39199 0 0 TELEFONICA S A SPONSORED ADR 879382208 2 47 SH DEFINED 06 47 0 0 TELEFONICA S A SPONSORED ADR 879382208 755 16068 SH DEFINED 16068 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 593 26400 SH DEFINED 04 01 26400 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 21334 949000 SH DEFINED 03 01 949000 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 263 11700 SH DEFINED 05 11700 0 0 TELEPHONE & DATA SYS INC COM 879433100 2819 71472 SH DEFINED 03 01 71471 0 1 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 617 12936 SH DEFINED 03 01 12936 0 0 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 205 4300 SH DEFINED 05 4300 0 0 TELESP CELULAR PART S A SPON ADR PFD 87952L108 22 5200 SH DEFINED 03 01 5200 0 0 TELESP CELULAR PART S A SPON ADR PFD 87952L108 43 10006 SH DEFINED 05 10006 0 0 TELIK INC COM 87959M109 1627 84060 SH DEFINED 03 01 84060 0 0 TELIK INC COM 87959M109 1 63 SH DEFINED 05 63 0 0 TELKONET INC COM 879604106 151 35461 SH DEFINED 03 01 35461 0 0 TELLABS INC COM 879664100 12429 781705 SH DEFINED 03 01 781705 0 0 TEMPLE INLAND INC COM 879868107 2682 60200 SH DEFINED 04 01 60200 0 0 TEMPLE INLAND INC COM 879868107 14196 318647 SH DEFINED 03 01 317847 0 800 TELETECH HOLDINGS INC COM 879939106 893 80417 SH DEFINED 03 01 80417 0 0 TELETECH HOLDINGS INC COM 879939106 2 SH DEFINED 05 2 0 0 TEMPLETON DRAGON FD INC COM 88018T101 280 12950 SH DEFINED 03 01 3000 0 9950 TEMPLETON EMERGING MKTS FD I COM 880191101 267 13300 SH DEFINED 03 01 0 0 13300 TEMPLETON GLOBAL INCOME FD COM 880198106 161 18700 SH DEFINED 03 01 18700 0 0 TEMPUR PEDIC INTL INC COM 88023U101 934 66010 SH DEFINED 03 01 66010 0 0 TENARIS S A SPONSORED ADR 88031M109 869 4810 SH DEFINED 04 01 4810 0 0 TENARIS S A SPONSORED ADR 88031M109 1914 10592 SH DEFINED 03 01 10592 0 0 TENARIS S A SPONSORED ADR 88031M109 199 1100 SH DEFINED 05 1100 0 0 TENET HEALTHCARE CORP COM 88033G100 6227 843755 SH DEFINED 03 01 843755 0 0 TENET HEALTHCARE CORP COM 88033G100 98 13339 SH DEFINED 05 13339 0 0 TENNANT CO COM 880345103 1044 19954 SH DEFINED 03 01 19954 0 0 TENNECO INC COM 880349105 4414 203511 SH DEFINED 03 01 203511 0 0 TERADYNE INC COM 880770102 40 2600 SH DEFINED 04 01 2600 0 0 TERADYNE INC COM 880770102 7007 451760 SH DEFINED 03 01 430760 0 21000 TERADYNE INC COM 880770102 1 SH DEFINED 05 1 0 0 TERAYON COMMUNICATION SYS COM 880775101 114 62551 SH DEFINED 03 01 62551 0 0 TEREX CORP NEW COM 880779103 998 12600 SH DEFINED 04 01 12600 0 0 TEREX CORP NEW COM 880779103 1957 24697 SH DEFINED 03 01 20997 0 3700 TEREX CORP NEW COM 880779103 143 1800 SH DEFINED 05 1800 0 0 TERCICA INC COM 88078L105 123 18401 SH DEFINED 03 01 18401 0 0 TERRA INDS INC COM 880915103 7599 1077863 SH DEFINED 03 01 1077863 0 0 TERRA INDS INC COM 880915103 1272 180406 SH DEFINED 05 180406 0 0 TERREMARK WORLDWIDE INC COM NEW 881448203 194 22797 SH DEFINED 03 01 22797 0 0 TESORO CORP COM 881609101 1247 18240 SH DEFINED 04 01 18240 0 0 TESORO CORP COM 881609101 3734 54643 SH DEFINED 03 01 53398 0 1245 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 16720 406033 SH DEFINED 03 01 340181 0 65852 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1366 33167 SH DEFINED 05 33167 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 103 2500 SH DEFINED 06 2500 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 4045 85990 SH DEFINED 03 01 85990 0 0 TETRA TECH INC NEW COM 88162G103 1109 58094 SH DEFINED 03 01 57964 0 130 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 19872 19700000 PRN DEFINED 05 19700000 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1084 33788 SH DEFINED 03 01 33788 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 2162 2187000 PRN DEFINED 03 01 2185000 0 2000 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 526 21902 SH DEFINED 03 01 21902 0 0 TEXAS INDS INC COM 882491103 136 2250 SH DEFINED 04 01 2250 0 0 TEXAS INDS INC COM 882491103 1459 24126 SH DEFINED 03 01 24126 0 0 TEXAS INSTRS INC COM 882508104 2303 70926 SH DEFINED 04 01 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NEW CL A 92553P102 449 11573 SH DEFINED 05 11573 0 0 VIACOM INC NEW CL B 92553P201 47847 1233171 SH DEFINED 03 01 1233171 0 0 VIACOM INC NEW CL B 92553P201 3511 90480 SH DEFINED 05 90480 0 0 VIASYS HEALTHCARE INC COM NEW 92553Q209 1736 57701 SH DEFINED 03 01 57701 0 0 VIACELL INC COM 92554J105 157 28564 SH DEFINED 03 01 28564 0 0 VICOR CORP COM 925815102 445 22562 SH DEFINED 03 01 22562 0 0 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 296 13800 SH DEFINED 03 01 13800 0 0 VIGNETTE CORP COM NEW 926734401 643 43625 SH DEFINED 03 01 43615 0 10 VIISAGE TECHNOLOGY INC COM NEW 92675K205 538 30708 SH DEFINED 03 01 25508 0 5200 VINEYARD NATL BANCORP COM 927426106 833 28445 SH DEFINED 03 01 28445 0 0 VION PHARMACEUTICALS INC COM 927624106 72 31800 SH DEFINED 03 01 31800 0 0 VIRAGE LOGIC CORP COM 92763R104 130 12041 SH DEFINED 03 01 12041 0 0 VIRGINIA COMM BANCORP INC COM 92778Q109 263 7312 SH DEFINED 03 01 7312 0 0 VIRGINIA FINL GROUP INC COM 927810101 253 6324 SH DEFINED 03 01 6324 0 0 VIROPHARMA INC COM 928241108 2182 171798 SH DEFINED 03 01 171798 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 137 9600 SH DEFINED 04 01 9600 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 4607 323544 SH DEFINED 03 01 321930 0 1614 VISTEON CORP COM 92839U107 232 50410 SH DEFINED 04 01 50410 0 0 VISTEON CORP COM 92839U107 621 134953 SH DEFINED 03 01 134953 0 0 VISTACARE INC CL A 92839Y109 272 17538 SH DEFINED 03 01 17390 0 148 VITAL SIGNS INC COM 928469105 442 8045 SH DEFINED 03 01 8045 0 0 VITAL IMAGES INC COM 92846N104 668 19592 SH DEFINED 03 01 19592 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 670 187175 SH DEFINED 03 01 187174 0 1 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 73 26600 SH DEFINED 03 01 26600 0 0 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 25 9000 SH DEFINED 05 9000 0 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 386 11300 SH DEFINED 03 01 11300 0 0 VNUS MED TECHNOLOGIES INC COM 928566108 63 8235 SH DEFINED 03 01 8235 0 0 VNUS MED TECHNOLOGIES INC COM 928566108 19495 2568516 SH DEFINED 2568516 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 2800 133985 SH DEFINED 03 01 91500 0 42485 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 42025 2010750 SH DEFINED 06 2010750 0 0 VOCUS INC COM 92858J108 169 11393 SH DEFINED 03 01 11393 0 0 VOLCOM INC COM 92864N101 239 6721 SH DEFINED 03 01 6721 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 1037 33929 SH DEFINED 03 01 33929 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 231 12092 SH DEFINED 03 01 12092 0 0 VOLVO AKTIEBOLAGET ADR B 928856400 332 7129 SH DEFINED 03 01 7129 0 0 VORNADO RLTY TR SH BEN INT 929042109 32031 333659 SH DEFINED 03 01 333509 0 150 VORNADO RLTY TR SH BEN INT 929042109 4 39 SH DEFINED 05 39 0 0 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 3260 201477 SH DEFINED 03 01 201477 0 0 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 61 3800 SH DEFINED 05 3800 0 0 VULCAN MATLS CO COM 929160109 524 6050 SH DEFINED 04 01 6050 0 0 VULCAN MATLS CO COM 929160109 15364 177308 SH DEFINED 03 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8/0 929566AD9 19383 16800000 PRN DEFINED 03 01 16800000 0 0 WABTEC CORP COM 929740108 355 10900 SH DEFINED 04 01 10900 0 0 WABTEC CORP COM 929740108 1990 61033 SH DEFINED 03 01 61033 0 0 WABTEC CORP COM 929740108 143 4400 SH DEFINED 05 4400 0 0 WACHOVIA CORP 2ND NEW COM 929903102 291 5200 SH DEFINED 04 01 5200 0 0 WACHOVIA CORP 2ND NEW COM 929903102 151578 2704337 SH DEFINED 03 01 2677634 0 26703 WACHOVIA CORP 2ND NEW COM 929903102 459 8188 SH DEFINED 05 8188 0 0 WADDELL & REED FINL INC CL A 930059100 3534 152997 SH DEFINED 03 01 152997 0 0 WAL MART STORES INC COM 931142103 280598 5939831 SH DEFINED 03 01 5852500 0 87331 WAL MART STORES INC COM 931142103 348026 7367179 SH DEFINED 05 7367179 0 0 WAL MART STORES INC COM 931142103 236 5000 SH PUT DEFINED 04 01 0 0 0 WAL MART STORES INC COM 931142103 97 2056 SH PUT DEFINED 03 01 0 0 0 WAL MART STORES INC COM 931142103 369 7802 SH CALL DEFINED 05 0 0 0 WALGREEN CO COM 931422109 75637 1753696 SH DEFINED 03 01 1714885 0 38811 WALTER INDS INC 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