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Lehman Brothers Holdings Inc. Plan Trust – ‘13F-HR/A’ for 6/30/07

On: Friday, 8/17/07, at 5:06pm ET · Effective: 8/17/07 · For: 6/30/07 · Accession #: 806085-7-102 · File #: 28-03182

  As Of               Filer                 Filing    For·On·As Docs:Size

 8/17/07  Lehman Brothers Holdings Inc.     13F-HR/A    6/30/07    1:212K

Amendment to Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR/A    13Fhra1                                               55±   390K 


 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

  Form 13F/A

 Form 13F/A COVER PAGE

Report for the Calendar Year or Quarter Ended:       June 30, 2007              

Check here if Amendment    [  ];      Amendment Number:   1                     
This Amendment (Check only one.):  [X] is a restatement       
                                       [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:             Lehman Brothers Holdings Inc.                                 
Address:          745 Seventh Avenue                                            
New York, New York  10019                   

Form 13F File Number:      28-3182                                              

The institutional investment manager filing this report and the person by whom  
it is signed hereby represent that the person signing the report is authorized  
to submit it, that all information contained is true, correct and complete, and 
that it is understood that all required items, statements, schedules, lists, and
tables, are considered integral parts of this form.                             

Person Signing this Report on Behalf of Reporting Manager:                      

Name:             James J. Killerlane III                                       
Title:            Vice President                                                
Phone:            212 526-1695                                                  

Signature, Place and Date of Signing:                                           

/s/ James J. Killerlane III                                                     
New York,  NY                                                                   
August 17, 2007                                                                 

Report Type (Check only one.):                                                  

[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)                                       

[   ] 13F NOTICE. (Check here if no holdings reported are in this report, and   
all holdings are reported by another reporting manager(s).)         

[   ] 13F COMBINATION REPORT. (Check here if a portion of the holdings          
    for this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)                            

FORM 13F SUMMARY PAGE 

Report Summary:                                                                 

Number of Other Included Managers:                   1        

Form 13F Information Table Entry Total:           2882        

Form 13F Information Table Value Total      32,087,333        
                                     (thousands)

List of Other Included Managers:                                                

       Provide a numbered list of the name(s) and Form 13F file number(s) of
         all institutional investment managers with respect to which this report
is filed, other than the manager filing this report.          

No.           Form 13F File Number              Name    
            1             28-1159                           Lehman Brothers Inc.

      Please note that confidential information has been omitted from this
report and filed separately with the Securities and Exchange  
Commission.                                                   

                                                        [Enlarge/Download Table]


                                 TITLE OF            VALUE     SHRS OR SH/ PUT/ INVESTMENT  OTHER          VOTING AUTHORITY     
NAME OF ISSUER                   CLASS    CUSIP     (X$1000)   PRN AMT PRN CALL DISCRETION MANAGERS     SOLE   SHARED     NONE  
-------------------------------- -------- --------- --------   ------- --- ---- ---------- -------- -------- -------- --------  
                                                                                                                                
REGENERATION TECHNOLOGIES INC.   COMMON   75886N100    18170   1615085 SH       DEFINED    01        1615085        0        0  
ZIOPHARM ONCOLOGY, INC.          COMMON   98973P101     5928   1151011 SH       DEFINED    01        1151011        0        0  
GULFMARK OFFSHORE INC.           COMMON   402629109   111402   2174973 SH       DEFINED    01        2174973        0        0  
FLAGSTONE REINSURANCE HOLDS LTD  COMMON   G3529T105   211017  15842073 SH       DEFINED    01       15842073        0        0  
ORION HEALTHCORP, INC.           COMMON   68627W109      788   6063976 SH       DEFINED    01        6063976        0        0  
OCCAM NETWORKS, INC.             COMMON   67457P309       69      7000 SH       DEFINED    01           7000        0        0  
ISOLON SYSTEMS, INC.             COMMON   46432F104      143      9287 SH       DEFINED    01           9287        0        0  
ACCREDITED HOME LENDERS          COMMON   00437P107     8885    650000 SH       DEFINED    01         650000        0        0  
AEROFLEX INC                     COMMON   007768104    10174    718000 SH       DEFINED    01         718000        0        0  
AFFILIATED COMPUTER SERVICES     CLASS    008190100   113440   2000000 SH       DEFINED    01        2000000        0        0  
***ALCAN INC                     COMMON   013716105    48780    600000 SH       DEFINED    01         600000        0        0  
APPLEBEES INTERNATIONAL INC      COMMON   037899101    17221    714600 SH       DEFINED    01         714600        0        0  
AQUANTIVE INC                    COMMON   03839G105    95700   1500000 SH       DEFINED    01        1500000        0        0  
ARCHSTONE-SMITH TR               REIT     039583109    44332    750000 SH       DEFINED    01         750000        0        0  
BISYS GROUP INC                  COMMON   055472104    23364   1975000 SH       DEFINED    01        1975000        0        0  
BAUSCH & LOMB INC                COMMON   071707103    13888    200000 SH       DEFINED    01         200000        0        0  
BIOSITE INC                      COMMON   090945106     3561    145500 SH       DEFINED    01         145500        0        0  
CSF HOLDINGS INC-ESCROW          COMMON   126335991     1497    149700 SH       DEFINED    01         149700        0        0  
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102   170190   4500000 SH       DEFINED    01        4500000        0        0  
CT COMMUNICATIONS INC            COMMON   126426402    12204    400000 SH       DEFINED    01         400000        0        0  
CASCADE NATURAL GAS CORP         COMMON   147339105     1711     64823 SH       DEFINED    01          64823        0        0  
CATALINA MARKETING CORP          COMMON   148867104    12256    389100 SH       DEFINED    01         389100        0        0  
CBOT HOLDINGS INC                COMMON   14984K106    15495     75000 SH       DEFINED    01          75000        0        0  
COINMACH SVC CORP                COMMON   19259W206     3205    242300 SH       DEFINED    01         242300        0        0  
COMPASS BANCSHARES INC           COMMON   20449H109    94688   1372700 SH       DEFINED    01        1372700        0        0  
CRESCENT REAL ESTATE EQUITIES    REIT     225756105     6732    300000 SH       DEFINED    01         300000        0        0  
DOLLAR GENERAL CORP              COMMON   256669102   149888   6838000 SH       DEFINED    01        6838000        0        0  
DOW JONES & CO INC               COMMON   260561105    14362    250000 SH       DEFINED    01         250000        0        0  
EGL INC                          COMMON   268484102    25726    553495 SH       DEFINED    01         553495        0        0  
ECOLLEGE COM                     COMMON   27887E100    10112    454500 SH       DEFINED    01         454500        0        0  
A G EDWARDS INC                  COMMON   281760108    24333    287800 SH       DEFINED    01         287800        0        0  
EQUITY INNS INC                  REIT     294703103    11200    500000 SH       DEFINED    01         500000        0        0  
FIELDSTONE INVESTMENT            REIT     31659U300     2730    750000 SH       DEFINED    01         750000        0        0  
FIRST DATA CORP                  COMMON   319963104   205821   6300000 SH       DEFINED    01        6300000        0        0  
GENESIS HEALTHCARE CORP          COMMON   37184D101     5952     87000 SH       DEFINED    01          87000        0        0  
GREAT PLAINS ENERGY INC          COMMON   391164100     5360    184100 SH       DEFINED    01         184100        0        0  
HIGHLAND HOSPITALITY CORP        REIT     430141101     1920    100000 SH       DEFINED    01         100000        0        0  
INFRASOURCE SERVICES INC         COMMON   45684P102    24523    661000 SH       DEFINED    01         661000        0        0  
INTERNATIONAL SECURITIES         COMMON   46031W204    34086    521600 SH       DEFINED    01         521600        0        0  
INVESTORS FINANCIAL SERVICES     COMMON   461915100    79186   1284031 SH       DEFINED    01        1284031        0        0  
***IPSCO INC                     COMMON   462622101    47664    300000 SH       DEFINED    01         300000        0        0  
K2 INC                           COMMON   482732104    10633    700000 SH       DEFINED    01         700000        0        0  
KEYSPAN CORP                     COMMON   49337W100    35032    834500 SH       DEFINED    01         834500        0        0  
LAIDLAW INTERNATIONAL INC        COMMON   50730R102    22457    650000 SH       DEFINED    01         650000        0        0  
LAUREATE EDUCATION INC           COMMON   518613104    65667   1065000 SH       DEFINED    01        1065000        0        0  
NORTHWESTERN CORP                COMMON   668074305    81910   2574992 SH       DEFINED    01        2574992        0        0  
NUVEEN INVESTMENTS INC           COMMON   67090F106    41025    660100 SH       DEFINED    01         660100        0        0  
OHIO CASUALTY CORP               COMMON   677240103    32482    750000 SH       DEFINED    01         750000        0        0  
***PERU COPPER INC               COMMON   715455101     1378    224800 SH       DEFINED    01         224800        0        0  
PIONEER COMPANIES INC            COMMON   723643300     2574     74904 SH       DEFINED    01          74904        0        0  
SLM CORPORATION                  COMMON   78442P106    71975   1250000 SH       DEFINED    01        1250000        0        0  
SERVICEMASTER CO (THE)           COMMON   81760N109    89668   5800000 SH       DEFINED    01        5800000        0        0  
SIERRA HEALTH SERVICES INC       COMMON   826322109    31185    750000 SH       DEFINED    01         750000        0        0  
SIRIUS SATELLITE RADIO INC       COMMON   82966U103    18120   6000000 SH       DEFINED    01        6000000        0        0  
SKY FINANCIAL GROUP INC          COMMON   83080P103    78008   2800000 SH       DEFINED    01        2800000        0        0  
SOLECTRON CORP                   COMMON   834182107    17347   4713900 SH       DEFINED    01        4713900        0        0  
SPIRIT FINANCE CORPORATION       REIT     848568309    16803   1154100 SH       DEFINED    01        1154100        0        0  
SYMBION INC                      COMMON   871507109     5020    231262 SH       DEFINED    01         231262        0        0  
TXU CORP                         COMMON   873168108   168250   2500000 SH       DEFINED    01        2500000        0        0  
TODCO                            COMMON   88889T107     7081    150000 SH       DEFINED    01         150000        0        0  
TRIAD HOSPITAL INC               COMMON   89579K109   107520   2000000 SH       DEFINED    01        2000000        0        0  
VENTANA MEDICAL SYSTEMS INC      COMMON   92276H106    12370    160100 SH       DEFINED    01         160100        0        0  
WCI COMMUNITIES INC              COMMON   92923C104    15846    950000 SH       DEFINED    01         950000        0        0  
***DAIMLERCHRYSLER A.G.          COMMON   D1668R123     4345     47263 SH       DEFINED    01          47263        0        0  
***DEUTSCHE BANK AG              COMMON   D18190898      466      3221 SH       DEFINED    01           3221        0        0  
***ACE LTD-ORD                   COMMON   G0070K103     5640     90225 SH       DEFINED    01          90225        0        0  
***AMDOCS LIMITED                ADR      G02602103    10455    262573 SH       DEFINED    01         262573        0        0  
***APEX SILVER MINES LTD         COMMON   G04074103      204     10117 SH       DEFINED    01          10117        0        0  
***ARCH CAPITAL GROUP LTD        COMMON   G0450A105      639      8818 SH       DEFINED    01           8818        0        0  
***ASPEN INSURANCE HOLDINGS      PREFCONV G05384113    22698    400400 SH       DEFINED    01         400400        0        0  
ASPEN INSURANCE HOLDINGS         PREFERED G05384139    10218    410400 SH       DEFINED    01         410400        0        0  
***AXIS CAPITAL HOLDINGS LTD     COMMON   G0692U109      473     11643 SH       DEFINED    01          11643        0        0  
***ACCENTURE LTD CL A            COMMON   G1150G111     4769    111194 SH       DEFINED    01         111194        0        0  
***BUNGE LTD                     COMMON   G16962105     1935     22902 SH       DEFINED    01          22902        0        0  
***COMMODITIES TRUST PLC-ORD     COMMON   G17403109       41     30000 SH       DEFINED    01          30000        0        0  
***WTS BZW COMMODITIES TRUST     WARRANT  G17403117        2     25000 SH       DEFINED    01          25000        0        0  
***CDC CORPORATION               COMMON   G2022L106     5025    597593 SH       DEFINED    01         597593        0        0  
***COOPER INDUSTRIES LTD         COMMON   G24182100     2979     52187 SH       DEFINED    01          52187        0        0  
***COVIDIEN LIMITED              COMMON   G2552X108     2155     50000 SH       DEFINED    01          50000        0        0  
***ENDURANCE SPECIALTY           COMMON   G30397106      355      8878 SH       DEFINED    01           8878        0        0  
***EVEREST RE GROUP LTD          COMMON   G3223R108     1599     14720 SH       DEFINED    01          14720        0        0  
FOSTER WHEELER LTD               COMMON   G36535139     5607     52408 SH       DEFINED    01          52408        0        0  
***FRESH DEL MONTE PRODUCE INC   COMMON   G36738105      202      8069 SH       DEFINED    01           8069        0        0  
***FRONTLINE LTD                 COMMON   G3682E127     2818     61463 SH       DEFINED    01          61463        0        0  
***GLOBALSANTAFE CORP            COMMON   G3930E101    10071    139402 SH       DEFINED    01         139402        0        0  
***HERBALIFE LTD                 COMMON   G4412G101     2655     66976 SH       DEFINED    01          66976        0        0  
***ICO GLOBAL COMMUNICATIONS     ADR      G4705T109       20     40438 SH       DEFINED    01          40438        0        0  
***INGERSOLL RAND CO LTD         COMMON   G4776G101    12010    219090 SH       DEFINED    01         219090        0        0  
***JINPAN INTERNATIONAL LTD      COMMON   G5138L100     3285    171100 SH       DEFINED    01         171100        0        0  
***LAZARD LTD                    COMMON   G54050102      566     12587 SH       DEFINED    01          12587        0        0  
***MARVELL TECHNOLOGY GROUP      COMMON   G5876H105    46327   2544058 SH       DEFINED    01        2544058        0        0  
***MAX CAPITAL GROUP LTD         COMMON   G6052F103      265      9379 SH       DEFINED    01           9379        0        0  
***MONTPELIER RE HOLDINGS LTD    COMMON   G62185106     2592    139821 SH       DEFINED    01         139821        0        0  
***NABORS INDUSTRIES LTD         COMMON   G6359F103    31238    935858 SH       DEFINED    01         935858        0        0  
NOBLE CORP                       COMMON   G65422100    16801    172285 SH       DEFINED    01         172285        0        0  
***PARTNERRE LTD                 COMMON   G6852T105      215      2782 SH       DEFINED    01           2782        0        0  
***PARTNERRE LTD 6.5% SER D      PREFERED G68603409     3090    129700 SH       DEFINED    01         129700        0        0  
***PRIMUS GUARANTY LTD           COMMON   G72457107      308     28760 SH       DEFINED    01          28760        0        0  
***PXRE GROUP LTD  BERMUDA       COMMON   G73018106      519    111973 SH       DEFINED    01         111973        0        0  
QIAO XING MOBILE                 COMMON   G73031109      542     57531 SH       DEFINED    01          57531        0        0  
***SCOTTISH RE GROUP LIMITED     COMMON   G73537410    21531   4403117 SH       DEFINED    01        4403117        0        0  
***RAM HOLDINGS LTD              COMMON   G7368R104      274     17408 SH       DEFINED    01          17408        0        0  
***RENAISSANCERE HOLDINGS LTD    COMMON   G7496G103     3294     53144 SH       DEFINED    01          53144        0        0  
***SEAGATE TECHNOLOGY            COMMON   G7945J104    28232   1296841 SH       DEFINED    01        1296841        0        0  
***SHIP FINANCE INTERNATIONAL    COMMON   G81075106     1514     51034 SH       DEFINED    01          51034        0        0  
***SINA CORPORATION              COMMON   G81477104     2963     70806 SH       DEFINED    01          70806        0        0  
***UTI WORLDWIDE INC             COMMON   G87210103      376     14038 SH       DEFINED    01          14038        0        0  
***TRANSOCEAN INC.               COMMON   G90078109    12809    120865 SH       DEFINED    01         120865        0        0  
***VIATEL HOLDING BERMUDA LTD    COMMON   G93447103       26    436689 SH       DEFINED    01         436689        0        0  
***VISTAPRINT LIMITED            COMMON   G93762204     1683     44009 SH       DEFINED    01          44009        0        0  
***GOLAR LNG LIMITED             COMMON   G9456A100      186     11212 SH       DEFINED    01          11212        0        0  
***WEATHERFORD INTERNATIONAL     COMMON   G95089101    55903   1012014 SH       DEFINED    01        1012014        0        0  
***WILLIS GROUP HOLDINGS LTD     COMMON   G96655108     4125     93631 SH       DEFINED    01          93631        0        0  
***XL CAPITAL LTD-CL A           COMMON   G98255105     2617     31055 SH       DEFINED    01          31055        0        0  
***ALCON INC                     COMMON   H01301102     1138      8436 SH       DEFINED    01           8436        0        0  
***LOGITECH INTERNATIONAL SA     COMMON   H50430232      478     18122 SH       DEFINED    01          18122        0        0  
***UBS AG                        COMMON   H89231338      343      5724 SH       DEFINED    01           5724        0        0  
***MILLICOM INTERNATIONAL        COMMON   L6388F110     1625     17740 SH       DEFINED    01          17740        0        0  
***ALVARION LTD                  COMMON   M0861T100      264     28346 SH       DEFINED    01          28346        0        0  
***AUDIOCODES LTD ORD            COMMON   M15342104     6661   1185343 SH       DEFINED    01        1185343        0        0  
CELLCOM ISRAEL LTD               COMMON   M2196U109      592     22400 SH       DEFINED    01          22400        0        0  
***CHECK POINT SOFTWARE          COMMON   M22465104     3641    159642 SH       DEFINED    01         159642        0        0  
***POINTER TELOCATION LTD        COMMON   M7946T104     3386    405000 SH       DEFINED    01         405000        0        0  
***SAIFUN SEMICONDUCTORS LTD     COMMON   M8233P102     1330    111995 SH       DEFINED    01         111995        0        0  
***SYNERON MEDICAL LTD           COMMON   M87245102      324     13011 SH       DEFINED    01          13011        0        0  
***TARO PHARMACEUTICAL           COMMON   M8737E108      408     38577 SH       DEFINED    01          38577        0        0  
***TOWER SEMICONDUCTOR LTD       COMMON   M87915100     2611   1826533 SH       DEFINED    01        1826533        0        0  
***ASM INTERNATIONAL NV          COMMON   N07045102      313     11723 SH       DEFINED    01          11723        0        0  
***ASML HOLDING NV NY REG SHS    ADR      N07059111     2236     81487 SH       DEFINED    01          81487        0        0  
***CNH GLOBAL N V                COMMON   N20935206      286      5600 SH       DEFINED    01           5600        0        0  
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*** ORTHOFIX INTERNATIONAL NV    COMMON   N6748L102    12003    266919 SH       DEFINED    01         266919        0        0  
***COPA HOLDINGS S A             COMMON   P31076105      794     11818 SH       DEFINED    01          11818        0        0  
***CORPORACION GEO SA DE CV      CLASS    P3142C117      143     20423 SH       DEFINED    01          20423        0        0  
***PARMALAT FINANZIARIA SPA      COMMON   T7439K290        1     10000 SH       DEFINED    01          10000        0        0  
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***ROYAL CARIBBEAN CRUISES LTD   COMMON   V7780T103      949     22083 SH       DEFINED    01          22083        0        0  
WTS UNIVIEW TECHNOLOGY           WARRANT  XX9L28727      384    150000 SH       DEFINED    01         150000        0        0  
WTS HEALTHAXIS INC RSTD          WARRANT  XX9L43770        3     73746 SH       DEFINED    01          73746        0        0  
***HEALTHAXIS INC WARRANT        WARRANT  XX9N24887       19    387117 SH       DEFINED    01         387117        0        0  
DPL INC WTS $21.00 EXP 3-13-12   WARRANT  XX9N27807    47400  12000000 SH       DEFINED    01       12000000        0        0  
WOODBOURNE CAPITAL TRUST II      COMMON   XX9N29557     1000      1000 SH       DEFINED    01           1000        0        0  
WOODBOURNE CAPITAL TRUST IV      COMMON   XX9N29558     1000      1000 SH       DEFINED    01           1000        0        0  
EBG HOLDINGS LLC CLASS B CONV    COMMON   XX9N33376     9500     50000 SH       DEFINED    01          50000        0        0  
PACIFIC CROSSING EQUITY SHARES   COMMON   XX9N33910     3433    190747 SH       DEFINED    01         190747        0        0  
LAKE ROAD HOLDING COMPANY LLC    COMMON   XX9N34134     6074     20947 SH       DEFINED    01          20947        0        0  
EBG HOLDINGS LLC CLASS A         COMMON   XX9N35827     4661     17460 SH       DEFINED    01          17460        0        0  
MACH GEN                         COMMON   XX9N37838    80244     66870 SH       DEFINED    01          66870        0        0  
WTS ACXIOM RESTRICTED            WARRANT  XX9N37610    14172   1272024 SH       DEFINED    01        1272024        0        0  
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ENTEGRA HOLDINGS LLC UNITS       COMMON   XX9N38247    78793   1898631 SH       DEFINED    01        1898631        0        0  
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MACH GEN WARRANTS                WARRANT  XX9N38102     1118      1864 SH       DEFINED    01           1864        0        0  
***WTS PARTICLE DRILLING TECH    WARRANT  XX9083972       49     71100 SH       DEFINED    01          71100        0        0  
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LIGHT SCIENCES ONCOLOGY INC      PREFERED XX9111906     5000    597372 SH       DEFINED    01         597372        0        0  
***ASE TEST LTD-ORD              ADR      Y02516105     5332    378977 SH       DEFINED    01         378977        0        0  
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CAPITAL PRODUCTS PARTNERS        COMMON   Y11082107    20448    717000 SH       DEFINED    01         717000        0        0  
***DIANA SHIPPING INC            COMMON   Y2066G104      255     11390 SH       DEFINED    01          11390        0        0  
***DRYSHIPS INC                  COMMON   Y2109Q101      330      7618 SH       DEFINED    01           7618        0        0  
***FLEXTRONICS INTERNATIONAL     COMMON   Y2573F102     3300    305558 SH       DEFINED    01         305558        0        0  
***GENCO SHIPPING & TRADING      COMMON   Y2685T107      460     11160 SH       DEFINED    01          11160        0        0  
***GENERAL MARITIME CORP         COMMON   Y2692M103     1517     56667 SH       DEFINED    01          56667        0        0  
***GIGAMEDIA LTD                 COMMON   Y2711Y104    10919    810053 SH       DEFINED    01         810053        0        0  
NAVIOS MARITIME HOLDINGS         COMMON   Y62196103      665     55100 SH       DEFINED    01          55100        0        0  
***SEASPAN CORP                  COMMON   Y75638109      392     12200 SH       DEFINED    01          12200        0        0  
***TEEKAY CORPORATION            COMMON   Y8564W103      924     15967 SH       DEFINED    01          15967        0        0  
***TEEKAY OFFSHORE PARTNERS LP   COMMON   Y8565J101     5888    172685 SH       DEFINED    01         172685        0        0  
***VERIGY LTD                    COMMON   Y93691106      430     15058 SH       DEFINED    01          15058        0        0  
AAR CORP                         COMMON   000361105     2159     65425 SH       DEFINED    01          11520        0    53905  
***ABB LTD                       ADR      000375204      536     23745 SH       DEFINED    01          23745        0        0  
ABX AIR INC                      COMMON   00080S101      558     69248 SH       DEFINED    01          69248        0        0  
ACCO BRANDS CORP                 COMMON   00081T108      332     14434 SH       DEFINED    01          14434        0        0  
A C MOORE ARTS & CRAFTS INC      COMMON   00086T103     4276    218095 SH       DEFINED    01         218095        0        0  
ADC TELECOMMUNICATIONS INC       COMMON   000886309    10790    588671 SH       DEFINED    01         588671        0        0  
ADC TELECOMMUNICATIONS INC       CBONDCNV 000886AB7      438    450000 PRN      DEFINED    01         450000        0        0  
ADC TELECOMMUNICATIONS INC       CBONDCNV 000886AD3      745    775000 PRN      DEFINED    01         775000        0        0  
ABM INDUSTRIES INC               COMMON   000957100     1748     67736 SH       DEFINED    01          67736        0        0  
AFLAC INC                        COMMON   001055102     4152     80793 SH       DEFINED    01          80793        0        0  
AGCO CORP                        COMMON   001084102     1007     23207 SH       DEFINED    01          23207        0        0  
AGCO CORP                        CBONDCNV 001084AM4       42     35000 PRN      DEFINED    01          35000        0        0  
AGL RESOURCES INC                COMMON   001204106     7009    173159 SH       DEFINED    01         173159        0        0  
AES CORP                         COMMON   00130H105    15978    730283 SH       DEFINED    01         730283        0        0  
AIM TELEPHONES INC               COMMON   001423102       18     10700 SH       DEFINED    01          10700        0        0  
AK STEEL HOLDING CORP            COMMON   001547108     1661     44469 SH       DEFINED    01          44469        0        0  
AMB PROPERTY CORP                REIT     00163T109      419      7880 SH       DEFINED    01           7880        0        0  
AMN HEALTHCARE SVCS INC          COMMON   001744101      459     20864 SH       DEFINED    01          20864        0        0  
AMR CORP-DEL                     COMMON   001765106    19007    721362 SH       DEFINED    01         721362        0        0  
APAC CUSTOMER SVCS INC           COMMON   00185E106      972    400133 SH       DEFINED    01         400133        0        0  
AT&T INC                         COMMON   00206R102   179296   4320392 SH       DEFINED    01        4320392        0        0  
ASM INTERNATIONAL NV             CBONDCNV 00207DAF9       66     50000 PRN      DEFINED    01          50000        0        0  
ATMI INC                         COMMON   00207R101      932     31093 SH       DEFINED    01          31093        0        0  
ATP OIL & GAS CORPORATION        COMMON   00208J108      536     11022 SH       DEFINED    01          11022        0        0  
ATS CORPORATION                  COMMON   00211E104     1878    505000 SH       DEFINED    01         505000        0        0  
WTS ATS CORPORATION              WARRANT  00211E112     1100   2750000 SH       DEFINED    01        2750000        0        0  
AVX CORP NEW                     COMMON   002444107     2234    133502 SH       DEFINED    01         133502        0        0  
AZZ INC                          COMMON   002474104      225      6700 SH       DEFINED    01           6700        0        0  
AAIPHARMA INC                    COMMON   00252W104        3    253883 SH       DEFINED    01         253883        0        0  
AARON RENTS INC NEW              CLASS    002535201     2792     95629 SH       DEFINED    01          15964        0    79665  
ABBOTT LABORATORIES              COMMON   002824100    79184   1478700 SH       DEFINED    01        1478700        0        0  
ABERCROMBIE & FITCH CO-CL A      CLASS    002896207     8962    122812 SH       DEFINED    01         122812        0        0  
ABLE ENERGY INC                  COMMON   003709102       73     38930 SH       DEFINED    01          38930        0        0  
ABN AMRO  NORTH AMER CAP FDG     PREFERED 00371G105     2824      2750 SH       DEFINED    01           2750        0        0  
ABN AMRO CAP FDG TR II           PREFERED 00371T305    45764     45750 SH       DEFINED    01          45750        0        0  
ABRAXIS BIOSCIENCE INC           COMMON   00383E106      332     14942 SH       DEFINED    01          14942        0        0  
ACADIA PHARMACEUTICALS INC       COMMON   004225108      176     12928 SH       DEFINED    01          12928        0        0  
ACCESS INTEGRATED TECHNOLOGIES   COMMON   004329108     1214    150170 SH       DEFINED    01         150170        0        0  
ACCREDITED HOME LENDERS          COMMON   00437P107      826     60428 SH       DEFINED    01          60428        0        0  
ACCRUE SOFTWARE INC              COMMON   00437W102        3    319200 SH       DEFINED    01         319200        0        0  
ACCREDITED   MTG LN REIT TR      PREFERED 00438G205     3350    159100 SH       DEFINED    01         159100        0        0  
ACCURIDE CORP                    COMMON   004398103      927     60182 SH       DEFINED    01          60182        0        0  
ACME PACKET INC                  COMMON   004764106      169     14713 SH       DEFINED    01          14713        0        0  
ACORDA THERAPEUTICS INC          COMMON   00484M106      708     41508 SH       DEFINED    01          41508        0        0  
ACQUICOR TECHNOLOGY INC          CBONDCNV 00489AAA5     3000   3000000 PRN      DEFINED    01        3000000        0        0  
ACTIVISION INC NEW               COMMON   004930202      866     46386 SH       DEFINED    01          46386        0        0  
ACTUANT CORP                     COMMON   00508X203     4188     66416 SH       DEFINED    01          66416        0        0  
ACTUANT CORP                     CBONDCNV 00508XAB0      499    310000 PRN      DEFINED    01         310000        0        0  
ACUITY BRANDS INC                COMMON   00508Y102      556      9228 SH       DEFINED    01           9228        0        0  
ACXIOM CORP                      COMMON   005125109      387     14655 SH       DEFINED    01          14655        0        0  
ADAMS RESPIRATORY THERAPEUTICS   COMMON 00635P107       1369     34771 SH       DEFINED    01          34771        0        0  
ADAPTEC INC                      COMMON   00651F108      228     59905 SH       DEFINED    01          59905        0        0  
ADELPHIA RECOVERY TRUST SERIES   COMMON   00685R102     2417   5143696 SH       DEFINED    01        5143696        0        0  
ADELPHIA CONTINGENT VALUE VEH    COMMON   00685R300    54010    491000 SH       DEFINED    01         491000        0        0  
ADELPHIA RECOVERY TRUST          COMMON   00685R409     6239  73408988 SH       DEFINED    01       73408988        0        0  
ADELPHIA RECOVERY TRUST SER      COMMON   00685R789      111  11166214 SH       DEFINED    01       11166214        0        0  
ADMINISTAFF INC                  COMMON   007094105     4710    140641 SH       DEFINED    01         110788        0    29853  
ADOBE SYSTEMS INC                COMMON   00724F101    10555    262904 SH       DEFINED    01         262904        0        0  
ADTRAN INC                       COMMON   00738A106      257      9933 SH       DEFINED    01           9933        0        0  
ADVANCE AMER CASH ADVANCE        COMMON   00739W107      178     10079 SH       DEFINED    01          10079        0        0  
ADVANCE AUTO PARTS INC           COMMON   00751Y106     1263     31173 SH       DEFINED    01          31173        0        0  
ADVANCED ANALOGIC TECHNOLOGIES   COMMON   00752J108      236     24396 SH       DEFINED    01          24396        0        0  
ADVANCED CELL TECHNOLOGY INC     COMMON   00752K105       19     46000 SH       DEFINED    01          46000        0        0  
ADVANCED PHOTONIX INC-CL A       CLASS    00754E107      174    110616 SH       DEFINED    01         110616        0        0  
***ADVANCED SEMICONDUCTOR ENGR   ADR      00756M404     4772    698803 SH       DEFINED    01         698803        0        0  
ADVANCED MEDICAL OPTICS INC      COMMON   00763M108      674     19352 SH       DEFINED    01          19352        0        0  
ADVANCED MED OPTICS INC          CBONDCNV 00763MAK4     2240   2500000 PRN      DEFINED    01        2500000        0        0  
AERO SYSTEMS INC                 COMMON   007698103        3     60405 SH       DEFINED    01          60405        0        0  
AEROFLEX INC                     COMMON   007768104      151     10710 SH       DEFINED    01          10710        0        0  
AEROPOSTALE                      COMMON   007865108     1376     33017 SH       DEFINED    01          33017        0        0  
ADVANCED MICRO DEVICES INC       COMMON   007903107    71510   5000713 SH       DEFINED    01        5000713        0        0  
ADVANCED MICRO DEVICES INC       CBONDCNV 007903AK3    15881  16500000 PRN      DEFINED    01       16500000        0        0  
ADVANTA CORP-CL B NON-VTG        CLASS    007942204      269      8644 SH       DEFINED    01           8644        0        0  
ADVANCED ENERGY INDUSTRIES INC   COMMON   007973100      582     25705 SH       DEFINED    01          25705        0        0  
ADVENT SOFTWARE INC              COMMON   007974108      259      7971 SH       DEFINED    01           7971        0        0  
AEROSPACE CREDITORS              COMMON   008017105       70     56034 SH       DEFINED    01          56034        0        0  
AETNA INC NEW                    COMMON   00817Y108     8938    180946 SH       DEFINED    01         180946        0        0  
AFFILIATED COMPUTER SERVICES     CLASS    008190100      943     16640 SH       DEFINED    01          16640        0        0  
AFFILIATED MANAGERS GROUP INC    COMMON   008252108     4850     37667 SH       DEFINED    01          37667        0        0  
AFFILIATED MANAGERS GROUP INC    CBONDCNV 008252AE8      258     79000 PRN      DEFINED    01          79000        0        0  
AFFYMETRIX INC                   COMMON   00826T108      280     11259 SH       DEFINED    01          11259        0        0  
AGERE SYSTEMS INC                CBONDCNV 00845VAA8     2690   2647000 PRN      DEFINED    01        2647000        0        0  
AGILENT TECHNOLOGIES INC         COMMON   00846U101     9888    257256 SH       DEFINED    01         257256        0        0  
***AGNICO EAGLE MINES LTD        COMMON   008474108    13352    365826 SH       DEFINED    01         365826        0        0  
***AGRIUM INC                    COMMON   008916108     2483     56755 SH       DEFINED    01          56755        0        0  
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106     6028     75010 SH       DEFINED    01          75010        0        0  
AIRGAS INC                       COMMON   009363102     4112     85853 SH       DEFINED    01          85853        0        0  
AIRTRAN HOLDINGS INC             COMMON   00949P108      241     22108 SH       DEFINED    01          22108        0        0  
AKAMAI TECHNOLOGIES INC          COMMON   00971T101     7917    162778 SH       DEFINED    01         162778        0        0  
AKAMAI TECHNOLOGIES INC          CBONDCNV 00971TAE1     1218    385000 PRN      DEFINED    01         385000        0        0  
ALABAMA POWER CO                 PREFERED 010392512     1292     52500 SH       DEFINED    01          52500        0        0  
ALABAMA POWER CO                 PREFERED 010392595      787     34000 SH       DEFINED    01          34000        0        0  
ALASKA AIR GROUP INC             COMMON   011659109     1986     71292 SH       DEFINED    01          71292        0        0  
ALBANY INTERNATIONAL CORP NEW    CLASS    012348108      519     12852 SH       DEFINED    01          12852        0        0  
ALBEMARLE CORP                   COMMON   012653101     1034     26851 SH       DEFINED    01          26851        0        0  
ALBERTO CULVER CO                COMMON   013078100     2599    109570 SH       DEFINED    01         109570        0        0  
***ALCAN INC                     COMMON   013716105    31237    384224 SH       DEFINED    01         384224        0        0  
ALCOA INC                        COMMON   013817101   229213   5655412 SH       DEFINED    01        5655412        0        0  
***ALCATEL-LUCENT                ADR      013904305    13295    949700 SH       DEFINED    01         949700        0        0  
ALEXANDER & BALDWIN INC          COMMON   014482103      374      7048 SH       DEFINED    01           7048        0        0  
ALEXANDRIA REAL ESTATE           REIT     015271109      937      9679 SH       DEFINED    01           9679        0        0  
0ALEXION PHARMACEUTICALS INC     COMMON   015351109     3210     71244 SH       DEFINED    01          71244        0        0  
ALEXION PHARMACEUTICALS INC      CBONDCNV 015351AF6       61     40000 PRN      DEFINED    01          40000        0        0  
ALFA CORP                        COMMON   015385107      177     11378 SH       DEFINED    01          11378        0        0  
ALGOREX CORP                     COMMON   015867104        8     34502 SH       DEFINED    01          34502        0        0  
ALKERMES INC                     COMMON   01642T108      681     46661 SH       DEFINED    01          46661        0        0  
ALLEGHANY CORP-DEL               COMMON   017175100      446      1098 SH       DEFINED    01           1098        0        0  
ALLEGHENY ENERGY INC             COMMON   017361106     3264     63101 SH       DEFINED    01          63101        0        0  
ALLEGHENY TECHNOLOGIES INC       COMMON   01741R102     7381     70382 SH       DEFINED    01          70382        0        0  
ALLERION INC                     COMMON   01849X100       85    341875 SH       DEFINED    01         341875        0        0  
ALLERGAN INC                     COMMON   018490102     6673    115774 SH       DEFINED    01         115774        0        0  
ALLERGAN INC                     CBONDCNV 018490AL6    28125  26596000 PRN      DEFINED    01       26596000        0        0  
ALLETE INC                       COMMON   018522300      349      7434 SH       DEFINED    01           7434        0        0  
ALLIANCE DATA SYSTEM CORP        COMMON   018581108     3142     40663 SH       DEFINED    01          40663        0        0  
ALLIANCE HLDGS GP L P            MLP      01861G100     2612     87794 SH       DEFINED    01          87794        0        0  
ALLIANCE RESOURCE PARTNERS L P   MLP      01877R108     6769    161554 SH       DEFINED    01         161554        0        0  
ALLIANCE ONE INTERNATIONAL INC   COMMON   018772103      176     17611 SH       DEFINED    01          17611        0        0  
ALLIANT ENERGY CORP              COMMON   018802108      747     19245 SH       DEFINED    01          19245        0        0  
ALLIANT TECHSYSTEMS INC          COMMON   018804104     1171     11814 SH       DEFINED    01          11814        0        0  
ALLIANT TECHSYSTEMS INC          CBONDCNV 018804AK0     9808   7000000 PRN      DEFINED    01        7000000        0        0  
ALLIED CAPITAL CORP NEW          COMMON   01903Q108      421     13613 SH       DEFINED    01          13613        0        0  
ALLIED DEFENSE GROUP INC         COMMON   019118108     1128    146786 SH       DEFINED    01         146786        0        0  
ALLIED WASTE INDUSTRIES INC      COMMON   019589308     4263    316768 SH       DEFINED    01         118070        0   198698  
ALLIS CHALMERS ENERGY INC        COMMON   019645506      700     30456 SH       DEFINED    01          30456        0        0  
ALLSCRIPTS HEALTHCARE            COMMON   01988P108      295     11585 SH       DEFINED    01          11585        0        0  
ALLSTATE CORP                    COMMON   020002101    36592    594908 SH       DEFINED    01         594908        0        0  
ALLTEL CORP                      COMMON   020039103    87792   1299662 SH       DEFINED    01        1299462        0      200  
ALON USA ENERGY INC              COMMON   020520102     1002     22769 SH       DEFINED    01          22769        0        0  
ALPHA NATURAL RESOURCES INC      COMMON   02076X102     1185     57000 SH       DEFINED    01          57000        0        0  
ALPHARMA INC-CL A                COMMON   020813101     5149    197992 SH       DEFINED    01         197992        0        0  
ALPHARMA INC                     CBONDCNV 020813AH4     5201   5150000 PRN      DEFINED    01        5150000        0        0  
ALTERA CORP                      COMMON   021441100     1580     71399 SH       DEFINED    01          71399        0        0  
ALTRIA GROUP INC                 COMMON   02209S103   186410   2657689 SH       DEFINED    01        2657689        0        0  
***ALUMINUM CORP CHINA LTD       ADR      022276109     1703     39888 SH       DEFINED    01          39888        0        0  
AMAZON.COM INC                   COMMON   023135106    70421   1029406 SH       DEFINED    01        1029406        0        0  
AMAZON COM INC                   CBONDCNV 023135AF3     1753   1721000 PRN      DEFINED    01        1721000        0        0  
AMBAC FINANCIAL GROUP INC        COMMON   023139108    12405    142283 SH       DEFINED    01         142283        0        0  
AMCOL INTERNATIONAL CORP         COMMON   02341W103      695     25466 SH       DEFINED    01          25466        0        0  
AMDOCS LTD                       CBONDCNV 02342TAD1     6101   5909000 PRN      DEFINED    01        5909000        0        0  
AMEDISYS INC                     COMMON   023436108      364     10025 SH       DEFINED    01          10025        0        0  
AMEREN CORP                      COMMON   023608102     4201     85725 SH       DEFINED    01          85725        0        0  
***  AMERICA MOVIL S A B DE C B  ADR      02364W105     2542     41053 SH       DEFINED    01          41053        0        0  
AMERICAN AXLE & MANUFACTURING    COMMON   024061103    28218    952672 SH       DEFINED    01         952672        0        0  
AMERICAN CAPITAL STRATEGIES      COMMON   024937104     2680     63049 SH       DEFINED    01          63049        0        0  
AMERICAN COMMERCIAL LINES INC    COMMON   025195207     1195     45910 SH       DEFINED    01          45910        0        0  
AMERICAN COMPLEX CARE INC NEW    COMMON   025207309        1     90800 SH       DEFINED    01          90800        0        0  
AMERICAN EAGLE OUTFITTERS INC    COMMON   02553E106     7498    292207 SH       DEFINED    01         292207        0        0  
AMERICAN ELECTRIC POWER CO INC   COMMON   025537101     8513    189030 SH       DEFINED    01         189030        0        0  
AMERICAN EQUITY INVESTMENT       COMMON   025676206      230     19107 SH       DEFINED    01          19107        0        0  
AMERICAN EXPRESS COMPANY         COMMON   025816109   230937   3774718 SH       DEFINED    01        3774718        0        0  
AMERICAN FINANCIAL GROUP INC     COMMON   025932104      409     11978 SH       DEFINED    01          11978        0        0  
AMERICAN FINANCIAL REALTY        REIT     02607P305      252     24460 SH       DEFINED    01          24460        0        0  
AMERICAN GREETINGS CORP-CL A     CLASS    026375105      656     23185 SH       DEFINED    01          23185        0        0  
AMERICAN HOMEPATIENT INC         COMMON   026649103      116     50000 SH       DEFINED    01          50000        0        0  
AMERICAN INTERNATIONAL GROUP     COMMON   026874107   153438   2191043 SH       DEFINED    01        2191043        0        0  
AMERICAN ORIENTAL                COMMON   028731107     1890    212395 SH       DEFINED    01         212395        0        0  
AMERICAN REAL ESTATE PARTNERS    MLP      029169109    22772    223833 SH       DEFINED    01         223833        0        0  
AMERICAN REAL ESTATE PARTNERS    CBONDCNV 029169AA7    20954  20125000 PRN      DEFINED    01       20125000        0        0  
AMERICAN REPROGRAPHICS CO        COMMON   029263100      237      7723 SH       DEFINED    01           7723        0        0  
AMERICAN STANDARD COMPANIES      COMMON   029712106   115602   1960033 SH       DEFINED    01        1960033        0        0  
AMERICAN STATES WATER COMPANY    COMMON   029899101     1304     36679 SH       DEFINED    01          36679        0        0  
AMERICAN TOWER CORP              COMMON   029912201    12641    300985 SH       DEFINED    01         300985        0        0  
AMERICAN TOWER CORP              CBONDCNV 029912AR3       42     20000 PRN      DEFINED    01          20000        0        0  
***WTS  AMERICAN  TOWER ESCROW   WARRANT  03027R111      592      1000 SH       DEFINED    01           1000        0        0  
AMERICREDIT CORP                 COMMON   03060R101     2936    110611 SH       DEFINED    01         110611        0        0  
AMERICREDIT CORP                 CBONDCNV 03060RAN1     3258   3000000 PRN      DEFINED    01        3000000        0        0  
AMERISTAR CASINOS INC            COMMON   03070Q101      264      7606 SH       DEFINED    01           7606        0        0  
AMERISAFE INC-CL A               CLASS    03071H100      598     30469 SH       DEFINED    01          30469        0        0  
AMERISOURCEBERGEN CORP           COMMON   03073E105     1576     31877 SH       DEFINED    01          31877        0        0  
AMERIGROUP CORP                  COMMON   03073T102     3391    142511 SH       DEFINED    01          57411        0    85100  
AMERIPRISE FINL INC              COMMON   03076C106    10495    165102 SH       DEFINED    01         165102        0        0  
AMERIGAS PARTNERS LP             MLP      030975106     3275     90616 SH       DEFINED    01          90616        0        0  
AMETEK INC NEW                   COMMON   031100100     1150     29000 SH       DEFINED    01          29000        0        0  
AMGEN INC                        COMMON   031162100    43780    791830 SH       DEFINED    01         791830        0        0  
AMGEN INC                        CBONDCNV 031162AN0    22629  25005000 PRN      DEFINED    01       25000000        0     5000  
AMGEN INC SR CV 0.375%13         CBONDCNV 031162AQ3    22187  25000000 PRN      DEFINED    01       25000000        0        0  
AMKOR TECHNOLOGY INC             COMMON   031652100      440     27995 SH       DEFINED    01          27995        0        0  
AMKOR TECHNOLOGY INC             CBONDCNV 031652AX8     1258   1000000 PRN      DEFINED    01        1000000        0        0  
AMPHENOL CORP NEW-CL A           COMMON   032095101      813     22818 SH       DEFINED    01          22818        0        0  
AMSURG CORP                      COMMON   03232P405      570     23619 SH       DEFINED    01          23619        0        0  
AMYLIN PHARMACEUTICALS INC       COMMON   032346108     1440     34987 SH       DEFINED    01          34987        0        0  
AMYLIN PHARMACEUTICALS INC       CBONDCNV 032346AE8     4868   5000000 PRN      DEFINED    01        5000000        0        0  
AMTRUST FINANCIAL SERVICES INC   COMMON   032359309      225     11996 SH       DEFINED    01          11996        0        0  
ANADARKO PETROLEUM CORP          COMMON   032511107    16159    310821 SH       DEFINED    01         310821        0        0  
ANADIGICS INC                    COMMON   032515108      222     16123 SH       DEFINED    01          16123        0        0  
ANALOG DEVICES INC               COMMON   032654105    12486    331743 SH       DEFINED    01         331743        0        0  
ANALOGIC CORP NEW                COMMON   032657207      341      4639 SH       DEFINED    01           4639        0        0  
ANDERSONS INC                    COMMON   034164103      215      4761 SH       DEFINED    01           4761        0        0  
ANDREW CORP                      COMMON   034425108     1908    132152 SH       DEFINED    01         132152        0        0  
ANESIVA INC                      COMMON   03460L100     1918    311874 SH       DEFINED    01         311874        0        0  
ANGIODYNAMICS INC                COMMON   03475V101     4714    261797 SH       DEFINED    01         261797        0        0  
***ANGLO AMERICAN PLC            ADR      03485P102      956     32600 SH       DEFINED    01          32600        0        0  
***ANGIOTECH PHARMACEUTICALS     COMMON   034918102     9111   1281440 SH       DEFINED    01        1281440        0        0  
***ANGLOGOLD ASHANTI LTD (NEW)   ADR      035128206    10345    273541 SH       DEFINED    01         273541        0        0  
ANHEUSER BUSCH COMPANIES INC     COMMON   035229103    72487   1389711 SH       DEFINED    01        1389711        0        0  
ANIMAL HEALTH INTERNATIONAL      COMMON   03525N109     6435    444154 SH       DEFINED    01         444154        0        0  
ANIXTER INTERNATIONAL INC        COMMON   035290105     1311     17438 SH       DEFINED    01          17438        0        0  
ANNALY CAPITAL MANAGEMENT INC    REIT     035710409      246     17079 SH       DEFINED    01          17079        0        0  
ANNTAYLOR STORES CORP            COMMON   036115103     5447    153790 SH       DEFINED    01         153790        0        0  
ANSYS INC                        COMMON   03662Q105      274     10345 SH       DEFINED    01          10345        0        0  
ANTHRACITE CAPITAL INC           REIT     037023108      187     16061 SH       DEFINED    01          10061        0     6000  
***ANTRIM ENERGY INC             COMMON   037243102     4025    631100 SH       DEFINED    01         631100        0        0  
AON CORP                         COMMON   037389103     3610     84725 SH       DEFINED    01          84725        0        0  
APACHE CORP                      COMMON   037411105    13409    164356 SH       DEFINED    01         164356        0        0  
APARTMENT INVESTMENT &           REIT     03748R101     1765     35017 SH       DEFINED    01          35017        0        0  
***APCO ARGENTINA INC (CAYMEN    COMMON   037489101    55531    654000 SH       DEFINED    01         654000        0        0  
APOGEE ENTERPRISES INC           COMMON   037598109      340     12224 SH       DEFINED    01          12224        0        0  
APOGENT TECHNOLOGIES INC         CBONDCNV 03760AAK7    37408  20304000 PRN      DEFINED    01       20304000        0        0  
APOLLO GROUP INC-CL A            CLASS    037604105    12023    205780 SH       DEFINED    01         205780        0        0  
APOLLO INVESTMENT CORPORATION    COMMON   03761U106      775     36057 SH       DEFINED    01          36057        0        0  
APPLE INC                        COMMON   037833100   544304   4460049 SH       DEFINED    01        4460049        0        0  
APPLEBEES INTERNATIONAL INC      COMMON   037899101     5482    227470 SH       DEFINED    01         227470        0        0  
APRIA HEALTHCARE GROUP INC       COMMON   037933108      338     11753 SH       DEFINED    01          11753        0        0  
APPLERA CORP                     COMMON   038020103     4074    133399 SH       DEFINED    01         133399        0        0  
APPLERA CORP                     COMMON   038020202      170     13718 SH       DEFINED    01          13718        0        0  
APPLIED INDUSTRIAL               COMMON   03820C105      382     12967 SH       DEFINED    01          12967        0        0  
APPLIED MICRO CIRCUITS CORP      COMMON   03822W109      678    271542 SH       DEFINED    01         271542        0        0  
APPLIED MATERIALS INC            COMMON   038222105    26486   1333011 SH       DEFINED    01        1333011        0        0  
APTARGROUP INC                   COMMON   038336103      377     10613 SH       DEFINED    01          10613        0        0  
AQUA AMERICA INC                 COMMON   03836W103     5372    238901 SH       DEFINED    01         238901        0        0  
AQUANTIVE INC                    COMMON   03839G105    25388    397937 SH       DEFINED    01         397937        0        0  
AQUILA INC                       COMMON   03840P102      239     58634 SH       DEFINED    01          58634        0        0  
ARBITRON INC                     COMMON   03875Q108     1427     27708 SH       DEFINED    01          27708        0        0  
ARCELOR MITTAL                   ADR      03937E101     1659     26602 SH       DEFINED    01          26602        0        0  
ARCH COAL INC                    COMMON   039380100    18788    539898 SH       DEFINED    01         539898        0        0  
ARCH COAL INC                    PREFERED 039380209    11665     69025 SH       DEFINED    01          69025        0        0  
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102    75171   2271734 SH       DEFINED    01        22717340       0        0  
ARCHSTONE-SMITH TR               REIT     039583109     2313     39136 SH       DEFINED    01          39136        0        0  
ARCHSTONE-SMITH OPER TR          CBONDCNV 039584AC1    10565  10086000 PRN      DEFINED    01       10086000        0        0  
ARENA PHARMACEUTICALS INC        COMMON   040047102      590     53710 SH       DEFINED    01          53710        0        0  
ARENA RESOURCES INC              COMMON   040049108      280      4821 SH       DEFINED    01           4821        0        0  
ARGON ST INC                     COMMON   040149106      205      8849 SH       DEFINED    01           8849        0        0  
ARIAD PHARMACEUTICALS INC-  DEL  COMMON   04033A100     1391    253469 SH       DEFINED    01         253469        0        0  
ARKANSAS BEST CORP-DEL           COMMON   040790107      208      5341 SH       DEFINED    01           5341        0        0  
ARMOR HOLDINGS INC               COMMON   042260109    65477    753739 SH       DEFINED    01         753739        0        0  
ARMOR HOLDINGS INC               CBONDCNV 042260AC3    14510   8129000 PRN      DEFINED    01        8129000        0        0  
ARMSTRONG HOLDINGS INC           COMMON   042384107       32     50000 SH       DEFINED    01          50000        0        0  
ARQULE INC                       COMMON   04269E107       88     12513 SH       DEFINED    01          12513        0        0  
ARRIS GROUP INC                  COMMON   04269Q100      482     27442 SH       DEFINED    01          27442        0        0  
ARRIS GROUP INC                  CBONDCNV 04269QAC4      355    275000 PRN      DEFINED    01         275000        0        0  
ARROW ELECTRONICS INC            COMMON   042735100      600     15615 SH       DEFINED    01          15615        0        0  
ARTHROCARE CORP                  COMMON   043136100     2570     58550 SH       DEFINED    01          58550        0        0  
ARVINMERITOR INC                 COMMON   043353101    12721    573023 SH       DEFINED    01         573023        0        0  
ASBURY AUTOMOTIVE GROUP INC      COMMON   043436104      897     35982 SH       DEFINED    01          35982        0        0  
ASHFORD HOSPITALITY TR INC       REIT     044103109      308     26196 SH       DEFINED    01          26196        0        0  
ASHLAND INC                      COMMON   044209104     1409     22040 SH       DEFINED    01          22040        0        0  
***ASIA PULP & PAPER CO LTD      ADR      04516V100     4492     40150 SH       DEFINED    01          40150        0        0  
ASSISTED LIVING CONCEPTS INC     COMMON   04544X102     1551    145719 SH       DEFINED    01         145719        0        0  
ASSOCIATED BANC CORP             COMMON   045487105      461     14103 SH       DEFINED    01          14103        0        0  
AT HOME CORP                     CBONDCNV 045919AC1       20   1000000 PRN      DEFINED    01        1000000        0        0  
ASSURANT INC                     COMMON   04621X108     1246     21163 SH       DEFINED    01          21163        0        0  
ASTEC INDUSTRIES INC             COMMON   046224101      214      5088 SH       DEFINED    01           5088        0        0  
  ASTORIA FINANCIAL CORP         COMMON   046265104     3339    133367 SH       DEFINED    01          25521        0   107846  
***ASTRAZENECA PLC               ADR      046353108     2765     51716 SH       DEFINED    01          51716        0        0  
ASYST TECHNOLOGIES INC           COMMON   04648X107      185     25629 SH       DEFINED    01          25629        0        0  
ATHEROS COMMUNICATIONS INC       COMMON   04743P108     3822    123953 SH       DEFINED    01         123953        0        0  
ATHEROGENICS INC                 COMMON   047439104      104     48679 SH       DEFINED    01          48679        0        0  
ATHEROGENICS INC                 CBONDCNV 047439AC8     1968   4100000 PRN      DEFINED    01        4100000        0        0  
ATHEROGENICS INC                 CBONDCNV 047439AD6     2928   6101000 PRN      DEFINED    01        6101000        0        0  
ATLANTIC  COAST FEDERAL          COMMON   048425102      215     13654 SH       DEFINED    01          13654        0        0  
ATLAS PIPELINE PARTNERS L P      MLP      049392103     8121    149641 SH       DEFINED    01         149641        0        0  
ATMEL CORP                       COMMON   049513104    24892   4476988 SH       DEFINED    01        4476988        0        0  
ATMOS ENERGY CORP                COMMON   049560105     4009    133384 SH       DEFINED    01         133384        0        0  
ATWOOD OCEANICS INC              COMMON   050095108     2533     36914 SH       DEFINED    01          36914        0        0  
***AURIZON MINES LTD             COMMON   05155P106       33     10264 SH       DEFINED    01          10264        0        0  
AUTHORIZE NET HOLDINGS INC       COMMON   052686102     3029    169321 SH       DEFINED    01         169321        0        0  
AUTODESK INC                     COMMON   052769106     3098     65821 SH       DEFINED    01          65821        0        0  
AUTOLIV INC                      COMMON   052800109     3114     54771 SH       DEFINED    01          54771        0        0  
AUTOMATIC DATA PROCESSING INC    COMMON   053015103   124854   2575920 SH       DEFINED    01        2575920        0        0  
AUTONATION INC   DEL             COMMON   05329W102     1354     60357 SH       DEFINED    01          60357        0        0  
AUTOZONE INC                     COMMON   053332102    14798    108320 SH       DEFINED    01         108320        0        0  
AVANIR PHARMACEUTICALS           COMMON   05348P401      219     91856 SH       DEFINED    01          91856        0        0  
AVANEX CORP                      COMMON   05348W109       89     49737 SH       DEFINED    01          49737        0        0  
AVALONBAY COMMUNITIES INC        REIT     053484101     1636     13765 SH       DEFINED    01          13765        0        0  
AVAYA INC                        COMMON   053499109     2487    147713 SH       DEFINED    01         147713        0        0  
AVENTINE RENEWABLE ENERGY        COMMON   05356X403      199     11783 SH       DEFINED    01          11783        0        0  
AVERY DENNISON CORP              COMMON   053611109     2810     42276 SH       DEFINED    01          42276        0        0  
AVID TECHNOLOGY INC              COMMON   05367P100      387     10952 SH       DEFINED    01          10952        0        0  
AVIS BUDGET GROUP INC            COMMON   053774105     4125    145123 SH       DEFINED    01         145123        0        0  
AVISTA CORP                      COMMON   05379B107      305     14172 SH       DEFINED    01          14172        0        0  
AVNET INC                        COMMON   053807103     6000    151381 SH       DEFINED    01         151381        0        0  
AVNET INC                        CBONDCNV 053807AL7     1518   1200000 PRN      DEFINED    01        1195000        0     5000  
***AVIV LCDO 2006 2 LTD          PREFERED 053812202     9600     10000 SH       DEFINED    01          10000        0        0  
 AVON PRODUCTS INC               COMMON   054303102     2687     73125 SH       DEFINED    01          73125        0        0  
***AXA-UAP-SPONSORED ADR         ADR      054536107     1158     26906 SH       DEFINED    01          26906        0        0  
AXCELIS TECHNOLOGIES INC         COMMON   054540109      144     22273 SH       DEFINED    01          22273        0        0  
AXIS CAPITAL HOLDINGS LTD        PREFERED 05461T206    23076    224996 SH       DEFINED    01         224996        0        0  
BB&T CORP                        COMMON   054937107    11212    275632 SH       DEFINED    01         275632        0        0  
B&G FOODS INC                    COMMON   05508R205     3717    183954 SH       DEFINED    01         183954        0        0  
***BASF AG SPONS ADR             ADR      055262505      324      2482 SH       DEFINED    01           2482        0        0  
***BCE INC                       COMMON   05534B760     6169    163253 SH       DEFINED    01         163253        0        0  
BISYS GROUP INC                  COMMON   055472104     2797    236488 SH       DEFINED    01         236488        0        0  
BJS WHOLESALE CLUB INC           COMMON   05548J106     2147     59593 SH       DEFINED    01          59593        0        0  
BJ SERVICES CO                   COMMON   055482103    43125   1516385 SH       DEFINED    01        1516385        0        0  
BP P L C SPONSORED ADR           ADR      055622104     5851     81114 SH       DEFINED    01          81114        0        0  
***BT GROUP PLC                  ADR      05577E101      226      3403 SH       DEFINED    01           3403        0        0  
BMC SOFTWARE INC                 COMMON   055921100     2552     84226 SH       DEFINED    01          84226        0        0  
***BAIDU.COM INC                 ADR      056752108    69760    415293 SH       DEFINED    01         415293        0        0  
BAKER HUGHES INC                 COMMON   057224107   139049   1652796 SH       DEFINED    01        1652796        0        0  
BALDOR ELECTRIC CO               COMMON   057741100     1274     25867 SH       DEFINED    01          25867        0        0  
BALL CORP                        COMMON   058498106     1639     30843 SH       DEFINED    01          30843        0        0  
BALLY TECHNOLOGIES INC           COMMON   05874B107      590     22350 SH       DEFINED    01          22350        0        0  
***BANCO BRADESCO S A            ADR      059460303    21757    902409 SH       DEFINED    01         902409        0        0  
***BANCO ITAU HOLDING            ADR      059602201    22395    503957 SH       DEFINED    01         503957        0        0  
BANCTEC INC                      COMMON   059784207    10000   1250000 SH       DEFINED    01        1250000        0        0  
BANK OF   AMERICA CORP           COMMON   060505104   316229   6468174 SH       DEFINED    01        6468174        0        0  
BANK OF AMERICA CORP             PREFERED 060505831     3091    120000 SH       DEFINED    01         120000        0        0  
BANK HAWAII CORP                 COMMON   062540109     2371     45926 SH       DEFINED    01          45926        0        0  
BANK OF NEW YORK CO INC          COMMON   064057102   243876   5885044 SH       DEFINED    01        5885044        0        0  
RTS BANK UNITED CORP             COMMON   065416117        6    100800 SH       DEFINED    01         100800        0        0  
BANKATLANTIC BANCORP INC-CL A    COMMON   065908501      708     82233 SH       DEFINED    01          82233        0        0  
BANKFINANCIAL CORPORATION        COMMON   06643P104      221     14342 SH       DEFINED    01          14342        0        0  
BANKRATE INC                     COMMON   06646V108      255      5328 SH       DEFINED    01           5328        0        0  
BANKUNITED FINANCIAL CORP-CL A   COMMON   06652B103      330     16483 SH       DEFINED    01          16483        0        0  
C R BARD INC                     COMMON   067383109     4016     48614 SH       DEFINED    01          48614        0        0  
BARE ESCENTUALS INC              COMMON   067511105     3429    100423 SH       DEFINED    01         100423        0        0  
BARNES & NOBLE INC               COMMON   067774109      428     11151 SH       DEFINED    01          11151        0        0  
BARNES GROUP INC                 COMMON   067806109     1120     35380 SH       DEFINED    01          35380        0        0  
***BARRICK GOLD CORP             COMMON   067901108    32675   1124019 SH       DEFINED    01        1124019        0        0  
BARR PHARMACEUTICALS INC         COMMON   068306109     7950    158279 SH       DEFINED    01         124108        0    34171  
BASIC ENERGY SERVICES INC        COMMON   06985P100     5508    215428 SH       DEFINED    01         215428        0        0  
BASIC LEASING CORP               COMMON   070005103        9     18024 SH       DEFINED    01          18024        0        0  
BAUER EDDIE HLDGS INC            COMMON   071625107     6884    535791 SH       DEFINED    01         535791        0        0  
BAUSCH & LOMB INC                COMMON   071707103    25655    369467 SH       DEFINED    01         369467        0        0  
BAXTER INTERNATIONAL INC         COMMON   071813109    13984    248208 SH       DEFINED    01         248208        0        0  
BAY AREA RECOVERY CENTERS INC    COMMON   072021108        1     21500 SH       DEFINED    01          21500        0        0  
***BAYER AG-SPONSORED ADR        ADR      072730302      399      5302 SH       DEFINED    01           5302        0        0  
BE AEROSPACE INC                 COMMON   073302101      272      6603 SH       DEFINED    01           6603        0        0  
BEA SYSTEMS INC                  COMMON   073325102    22654   1654785 SH       DEFINED    01        1654785        0        0  
BEACON ROOFING SUPPLY INC        COMMON   073685109      298     17560 SH       DEFINED    01          17560        0        0  
***BEARCAT EXPLORATIONS LTD      COMMON   073846107        5    111500 SH       DEFINED    01         111500        0        0  
BEAR STEARNS COMPANIES INC       COMMON   073902108    39472    281945 SH       DEFINED    01         281945        0        0  
BEARINGPOINT INC                 COMMON   074002106       98     13436 SH       DEFINED    01          13436        0        0  
BEARINGPOINT INC                 CBONDCNV 074002AA4       18     20000 PRN      DEFINED    01          20000        0        0  
BEAZER HOMES   USA INC           COMMON   07556Q105     3891    157748 SH       DEFINED    01         157748        0        0  
BEBE STORES INC                  COMMON   075571109      223     13964 SH       DEFINED    01          13964        0        0  
BECKMAN COULTER INC              COMMON   075811109      741     11459 SH       DEFINED    01          11459        0        0  
BECTON DICKINSON & CO            COMMON   075887109     6825     91617 SH       DEFINED    01          91617        0        0  
BED BATH & BEYOND INC            COMMON   075896100     9151    254285 SH       DEFINED    01         254285        0        0  
BELDEN INC                       COMMON   077454106      670     12116 SH       DEFINED    01          12116        0        0  
BELL SAVINGS HOLDINGS INC        COMMON   077900108        2     50895 SH       DEFINED    01          50895        0        0  
BELO CORP                        CLASS    080555105    13344    648084 SH       DEFINED    01         648084        0        0  
BEMIS CO INC                     COMMON   081437105    15365    463088 SH       DEFINED    01         463088        0        0  
BENCHMARK ELECTRONICS INC        COMMON   08160H101    17231    761803 SH       DEFINED    01         665488        0    96315  
W R BERKLEY CORP                 COMMON   084423102      525     16161 SH       DEFINED    01          16161        0        0  
BERKSHIRE HATHAWAY INC-  DEL     COMMON   084670108      779        78 SH       DEFINED    01             78        0        0  
 BERKSHIRE HATHAWAY INC          COMMON   084670207     2400       666 SH       DEFINED    01            666        0        0  
BERRY PETROLEUM CO-CL A          CLASS    085789105     1136     30170 SH       DEFINED    01          30170        0        0  
BEST BUY COMPANY INC             COMMON   086516101   105361   2257593 SH       DEFINED    01        2257593        0        0  
***BHP BILLITON LTD              ADR      088606108    16280    272483 SH       DEFINED    01         272483        0        0  
BICOASTAL CORP-$3.50 CUM PFD     PREFERED 088774203       18    146666 SH       DEFINED    01         146666        0        0  
BIG LOTS INC                     COMMON   089302103     2183     74206 SH       DEFINED    01          74206        0        0  
BIGBAND NETWORKS INC             COMMON   089750509     1560    119043 SH       DEFINED    01         119043        0        0  
BIOCRYST PHARMACEUTICALS INC     COMMON   09058V103      279     36214 SH       DEFINED    01          36214        0        0  
BIOENVISION INC                  COMMON   09059N100    28907   5001370 SH       DEFINED    01        5001370        0        0  
BIOMEDICAL WASTE SYSTEMS INC     COMMON   09061E106        4    153079 SH       DEFINED    01         153079        0        0  
BIOMARIN PHARMACEUTICAL INC      COMMON   09061G101     1461     81482 SH       DEFINED    01          81482        0        0  
BIOMET INC                       COMMON   090613100    15175    331912 SH       DEFINED    01         331912        0        0  
BIOGEN IDEC INC                  COMMON   09062X103    64619   1207841 SH       DEFINED    01        1207841        0        0  
BIOPLASTY INC                    COMMON   090648106        1     29400 SH       DEFINED    01          29400        0        0  
***BIOVAIL CORP                  COMMON   09067J109      498     19599 SH       DEFINED    01          19599        0        0  
BIOSITE INC                      COMMON   090945106     8522    348126 SH       DEFINED    01         348126        0        0  
BLACK & DECKER CORP              COMMON   091797100     1418     16059 SH       DEFINED    01          16059        0        0  
BLACKBOARD INC                   COMMON   091935502      870     20672 SH       DEFINED    01          20672        0        0  
BLACK HILLS CORP                 COMMON   092113109     1555     39137 SH       DEFINED    01          39137        0        0  
BLACKBAUD INC                    COMMON   09227Q100      212      9607 SH       DEFINED    01           9607        0        0  
BLACKROCK INC                    COMMON   09247X101     3153     20137 SH       DEFINED    01          20137        0        0  
BLACKROCK HIGH YIELD TR          COMMON   09248N102       97     12100 SH       DEFINED    01          12100        0        0  
BLACKSTONE GROUP L P             COMMON   09253U108    26353    900375 SH       DEFINED    01         900375        0        0  
H & R BLOCK INC                  COMMON   093671105     4904    209874 SH       DEFINED    01         209874        0        0  
BLOCKBUSTER INC                  COMMON   093679108      468    108588 SH       DEFINED    01         108588        0        0  
BLOCKBUSTER INC                  COMMON   093679207     4652   1190023 SH       DEFINED    01        1190023        0        0  
BLOUNT INTL INC-NEW              COMMON   095180105   116768   8927199 SH       DEFINED    01        8927199        0        0  
BLUE COAT SYSTEMS INC            COMMON   09534T508     1014     20487 SH       DEFINED    01          20487        0        0  
BLYTH INC                        COMMON   09643P108     1590     59833 SH       DEFINED    01          59833        0        0  
BOARDROOM BUSINESS PRODUCTS      COMMON   096606108       30     30000 SH       DEFINED    01          30000        0        0  
BOARDWALK PIPELINE PARTNERS LP   MLP      096627104     6907    194680 SH       DEFINED    01         194680        0        0  
BOB EVANS FARMS INC              COMMON   096761101      200      5452 SH       DEFINED    01           5452        0        0  
BOEING CO                        COMMON   097023105    64284    668516 SH       DEFINED    01         668516        0        0  
BOOKS-A-MILLION INC              COMMON   098570104      320     18897 SH       DEFINED    01          18897        0        0  
BORDERS GROUP INC                COMMON   099709107      817     42896 SH       DEFINED    01          42896        0        0  
BORG WARNER AUTOMOTIVE INC       COMMON   099724106      413      4808 SH       DEFINED    01           4808        0        0  
BOSTON PRIVATE FINANCIAL HLDGS   COMMON   101119105      360     13407 SH       DEFINED    01          13407        0        0  
BOSTON PPTYS LTD PARTNERSHIP     CBONDCNV 10112RAG9    15430  14044000 PRN      DEFINED    01       14039000        0     5000  
BOSTON PPTYS LTD PARTNERSHIP     CBONDCNV 10112RAK0    23343  25000000 PRN      DEFINED    01       25000000        0        0  
BOSTON PROPERTIES INC            REIT     101121101     2796     27379 SH       DEFINED    01          27379        0        0  
  BOSTON SCIENTIFIC CORP         COMMON   101137107    30539   1990825 SH       DEFINED    01        1990825        0        0  
BOWATER INC                      COMMON   102183100     3435    137676 SH       DEFINED    01         137676        0        0  
BOWNE & CO INC                   COMMON   103043105      357     18333 SH       DEFINED    01          18333        0        0  
BOYD GAMING CORP                 COMMON   103304101    11014    223908 SH       DEFINED    01         223908        0        0  
BRADY CORPORATION CL A           COMMON   104674106      241      6509 SH       DEFINED    01           6509        0        0  
***BRAMALEA INC                  COMMON   105097505     4866      5000 SH       DEFINED    01           5000        0        0  
 BRANDYWINE REALTY TRUST         PREFERED 105368401      416     16800 SH       DEFINED    01          16800        0        0  
 BRANDYWINE REALTY TRUST-SBI     REIT     105368203      355     12448 SH       DEFINED    01          12448        0        0  
***BRASIL TELECOM PARTICIPACOE   ADR      105530109     4625     76500 SH       DEFINED    01          76500        0        0  
BREITBURN ENERGY PARTNERS L P    COMMON   106776107      907     26600 SH       DEFINED    01          26600        0        0  
BRIGGS & STRATTON CORP           COMMON   109043109     3537    112092 SH       DEFINED    01         112092        0        0  
BRIGHAM EXPLORATION CO           COMMON   109178103       73     12595 SH       DEFINED    01          12595        0        0  
BRIGHTPOINT INC                  COMMON   109473405     1011     73331 SH       DEFINED    01          73331        0        0  
BRINKER INTERNATIONAL INC        COMMON   109641100    21128    721852 SH       DEFINED    01         640814        0    81038  
BRINK'S COMPANY                  COMMON   109696104     5840     94370 SH       DEFINED    01          94370        0        0  
BRISTOL MYERS SQUIBB CO          COMMON   110122108    65696   2081637 SH       DEFINED    01        2081637        0        0  
BRISTOL MYERS SQUIBB CO          CBONDCNV 110122AN8    13681  13513000 PRN      DEFINED    01       13513000        0        0  
BRISTOL WEST HOLDINGS INC        COMMON   11037M105     4491    200784 SH       DEFINED    01         200784        0        0  
BRISTOW GROUP INC                COMMON   110394103     3425     69131 SH       DEFINED    01          69131        0        0  
BROADCOM CORP                    CLASS    111320107    36374   1243562 SH       DEFINED    01        1243562        0        0  
BROADRIDGE FINANCIAL SOLUTIONS   COMMON   11133T103    12543    656045 SH       DEFINED    01         656045        0        0  
BROCADE COMMUNICATIONS SYS INC   COMMON   111621306      873    111648 SH       DEFINED    01         111648        0        0  
BROOKDALE SR LIVING INC          COMMON   112463104      242      5326 SH       DEFINED    01           5326        0        0  
***BROOKFIELD ASSET MANAGEMENT   COMMON   112585104    36303    909851 SH       DEFINED    01         909851        0        0  
BROOKFIELD HOMES CORP            COMMON   112723101      954     32827 SH       DEFINED    01          32827        0        0  
BROOKS AUTOMATION INC            COMMON   114340102      489     26960 SH       DEFINED    01          26960        0        0  
BROWN & BROWN INC                COMMON   115236101     2325     92499 SH       DEFINED    01          92499        0        0  
BROWN FORMAN CORP-CL B           CLASS    115637209     1387     18980 SH       DEFINED    01          18980        0        0  
BROWN SHOE COMPANY               COMMON   115736100     1486     61115 SH       DEFINED    01          61115        0        0  
BRUKER BIOSCIENCES CORPORATION   COMMON   116794108      694     77116 SH       DEFINED    01          77116        0        0  
BRUNSWICK CORP                   COMMON   117043109    12250    375433 SH       DEFINED    01         375433        0        0  
BRUSH ENGINEERED MATERIALS INC   COMMON   117421107      676     16116 SH       DEFINED    01          16116        0        0  
BUCA INC                         COMMON   117769109      795    227155 SH       DEFINED    01         227155        0        0  
BUCKEYE GP HLDGS L P             MLP      118167105     2809     84416 SH       DEFINED    01          84416        0        0  
BUCYRUS INTL INC                 COMMON   118759109     5794     81862 SH       DEFINED    01          16899        0    64963  
BUFFALO WILD WINGS INC           COMMON   119848109     3348     80503 SH       DEFINED    01          80503        0        0  
BUILDERS FIRSTSOURCE INC         COMMON   12008R107      206     12843 SH       DEFINED    01          12843        0        0  
BUILDING MATERIALS HOLDING       COMMON   120113105     1259     88791 SH       DEFINED    01          88791        0        0  
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104    14023    164715 SH       DEFINED    01         164715        0        0  
***BUSINESS OBJECTS SA           ADR      12328X107     1068     27500 SH       DEFINED    01          27500        0        0  
C&D TECHNOLOGIES INC             COMMON   124661109     1462    261230 SH       DEFINED    01         261230        0        0  
CBL & ASSOCIATES PROPERTIES      REIT     124830100      421     11690 SH       DEFINED    01          11690        0        0  
CBS CORP                         COMMON   124857202    40053   1202081 SH       DEFINED    01        1202081        0        0  
CBRL GROUP INC                   COMMON   12489V106      223      5253 SH       DEFINED    01           5253        0        0  
CB RICHARD ELLIS GROUP INC       COMMON   12497T101     1268     34760 SH       DEFINED    01          34760        0        0  
CBRE REALTY FINANCE INC          COMMON   12498B307      194     16357 SH       DEFINED    01          16357        0        0  
C-COR INCORPORATED               COMMON   125010108      410     29192 SH       DEFINED    01          29192        0        0  
CEC ENTERTAINMENT INC            COMMON   125137109      420     11941 SH       DEFINED    01          11941        0        0  
CF INDUSTRIES HOLDINGS INC       COMMON   125269100     3814     63690 SH       DEFINED    01          63690        0        0  
C H ROBINSON WORLDWIDE INC       COMMON   12541W209     1388     26440 SH       DEFINED    01          26440        0        0  
CIGNA CORP                       COMMON   125509109     7027    134572 SH       DEFINED    01         134572        0        0  
CIT GROUP INC NEW                COMMON   125581108     4902     89415 SH       DEFINED    01          89415        0        0  
CKE RESTAURANTS INC              COMMON   12561E105      237     11815 SH       DEFINED    01          11815        0        0  
CLECO CORP HLDGS NEW             COMMON   12561W105      384     15713 SH       DEFINED    01          15713        0        0  
CMGI INC                         COMMON   125750109       56     28895 SH       DEFINED    01          28895        0        0  
CMS ENERGY CORP                  COMMON   125896100     1526     88757 SH       DEFINED    01          88757        0        0  
CNA FINANCIAL CORP               COMMON   126117100     5336    111891 SH       DEFINED    01         111891        0        0  
CNET NETWORKS INC                COMMON   12613R104      193     23568 SH       DEFINED    01          23568        0        0  
***CNOOC LTD                     ADR      126132109      591      5200 SH       DEFINED    01           5200        0        0  
CNX GAS CORPORATION              COMMON   12618H309      452     14772 SH       DEFINED    01          14772        0        0  
CSG SYSTEMS INTERNATIONAL INC    COMMON   126349109      991     37418 SH       DEFINED    01          37418        0        0  
CSG SYS INTL INC                 CBONDCNV 126349AB5    10823   9806000 PRN      DEFINED    01        9806000        0        0  
CSX CORP                         COMMON   126408103    15973    354341 SH       DEFINED    01         354341        0        0  
CT COMMUNICATIONS INC            COMMON   126426402      200      6559 SH       DEFINED    01           6559        0        0  
CVS CAREMARK CORPORATION         COMMON   126650100    64801   1777809 SH       DEFINED    01        1777809        0        0  
CV THERAPEUTICS INC              COMMON   126667104     2882    218212 SH       DEFINED    01         218212        0        0  
CV THERAPEUTICS INC              CBONDCNV 126667AG9     4358   4953000 PRN      DEFINED    01        4953000        0        0  
CA INC                           COMMON   12673P105     9177    355298 SH       DEFINED    01         355298        0        0  
CABLEVISION SYSTEMS CORP-CL A    CLASS    12686C109     5114    141330 SH       DEFINED    01         141330        0        0  
***CABLETEL COMMUNICATIONS       COMMON   126925106        1     32100 SH       DEFINED    01          32100        0        0  
CABOT CORP                       COMMON   127055101      345      7243 SH       DEFINED    01           7243        0        0  
CABOT MICROELECTRONICS CORP      COMMON   12709P103      389     10966 SH       DEFINED    01          10966        0        0  
CABOT OIL & GAS CORP             CLASS    127097103     7707    208985 SH       DEFINED    01          31465        0   177520  
CACI INTERNATIONAL               CBONDCNV 127190AC0     1068   1000000 PRN      DEFINED    01        1000000        0        0  
CACI INTERNATIONAL INC-CL A      CLASS    127190304     2571     52647 SH       DEFINED    01          52647        0        0  
CADENCE DESIGN SYSTEMS INC       COMMON   127387108     2993    136331 SH       DEFINED    01         136331        0        0  
CALAMOS ASSET MGMT INC           COMMON   12811R104     1870     73220 SH       DEFINED    01          14450        0    58770  
CALIFORNIA COASTAL COMMUNITIES   COMMON   129915203     1843    108815 SH       DEFINED    01         108815        0        0  
CALIFORNIA WATER SERVICE GROUP   COMMON   130788102     1816     48444 SH       DEFINED    01          48444        0        0  
CALLAWAY GOLF CO                 COMMON   131193104      251     14106 SH       DEFINED    01          14106        0        0  
CALPINE CORP                     COMMON   131347106      217     58947 SH       DEFINED    01          58947        0        0  
CALPINE CORP                     CBONDCNV 131347BH8     5038   4410000 PRN      DEFINED    01        4410000        0        0  
CALPINE CORP                     CBONDCNV 131347BN5    36801  27260000 PRN      DEFINED    01       27260000        0        0  
 CALUMET SPECIALTY PRODS         COMMON   131476103     2423     49867 SH       DEFINED    01          49867        0        0  
***CAMBORNE INDUSTRIES PLC-ORD   COMMON   131905101       19     20000 SH       DEFINED    01          20000        0        0  
CAMBREX CORP                     COMMON   132011107     5127    386432 SH       DEFINED    01         386432        0        0  
  CAMDEN PROPERTY TRUST-SBI      REIT     133131102     2308     34465 SH       DEFINED    01          34465        0        0  
***CAMECO CORP                   COMMON   13321L108     4695     92537 SH       DEFINED    01          92537        0        0  
CAMERON INTERNATIONAL            COMMON   13342B105     5795     81084 SH       DEFINED    01          81084        0        0  
CAMERON INTL CORP                CBONDCNV 13342BAB1     1971   1621000 PRN      DEFINED    01        1621000        0        0  
CAMPBELL SOUP CO                 COMMON   134429109    37612    969146 SH       DEFINED    01         969146        0        0  
***CANADIAN NATIONAL RAILWAY     COMMON   136375102     6377    125222 SH       DEFINED    01         125222        0        0  
***CANADIAN NATURAL RESOURCES    COMMON   136385101     1015     15302 SH       DEFINED    01          15302        0        0  
CANDELA CORP                     COMMON   136907102      317     27453 SH       DEFINED    01          27453        0        0  
***CANETIC RESOURCES TRUST       COMMON   137513107      166     10236 SH       DEFINED    01          10236        0        0  
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105    10915    139157 SH       DEFINED    01         139157        0        0  
CAPITAL ONE CAP II               PREFERED 14041L204     1063     41400 SH       DEFINED    01          41400        0        0  
CAPITALSOURCE INC                COMMON   14055X102    15519    631116 SH       DEFINED    01         628116        0     3000  
CAPITALSOURCE INC                CBONDCNV 14055XAE2       37     32000 PRN      DEFINED    01          32000        0        0  
CAPITALSOURCE INC                CBONDCNV 14055XAF9      110    100000 PRN      DEFINED    01         100000        0        0  
CARAUSTAR INDUSTRIES INC         COMMON   140909102       87     16629 SH       DEFINED    01          16629        0        0  
CARDINAL HEALTH INC              COMMON   14149Y108    13503    191160 SH       DEFINED    01         191160        0        0  
***CARDIOME PHARMA CORP          COMMON   14159U202      282     30700 SH       DEFINED    01          30700        0        0  
CAREER EDUCATION CORP            COMMON   141665109     1848     54734 SH       DEFINED    01          54734        0        0  
 CARLISLE COMPANIES INC          COMMON   142339100      213      4594 SH       DEFINED    01           4594        0        0  
***CARMANAH RESOURCES LTD        COMMON   142903202     3510     35100 SH       DEFINED    01          35100        0        0  
CARMAX INC                       COMMON   143130102     1811     71028 SH       DEFINED    01          71028        0        0  
CARMIKE CINEMAS INC              COMMON   143436400      363     16551 SH       DEFINED    01          16551        0        0  
CARNIVAL CORP                    COMMON   143658300     7165    146933 SH       DEFINED    01         146933        0        0  
CARNIVAL CORP                    CBONDCNV 143658AN2      282    224000 PRN      DEFINED    01         224000        0        0  
***CARNIVAL CORP                 CBONDCNV 143658AV4    23975  35000000 PRN      DEFINED    01       35000000        0        0  
CARPENTER TECHNOLOGY CORP        COMMON   144285103     1568     12040 SH       DEFINED    01          12040        0        0  
CARRIZO OIL & GAS INC            COMMON   144577103      969     23370 SH       DEFINED    01          23370        0        0  
CARTER'S INC                     COMMON   146229109      245      9461 SH       DEFINED    01           9461        0        0  
CASCADE CORP                     COMMON   147195101      223      2846 SH       DEFINED    01           2846        0        0  
CASEYS GENERAL STORES INC        COMMON   147528103      713     26164 SH       DEFINED    01          26164        0        0  
CASH AMERICA INTERNATIONAL INC   COMMON   14754D100     2442     61591 SH       DEFINED    01           9573        0    52018  
A M CASTLE & CO                  COMMON   148411101     1404     39114 SH       DEFINED    01          39114        0        0  
CATERPILLAR INC                  COMMON   149123101    49734    635175 SH       DEFINED    01         635175        0        0  
 CATHAY GENERAL BANCORP          COMMON   149150104      283      8457 SH       DEFINED    01           8457        0        0  
CATO CORP CL A                   CLASS    149205106      623     28415 SH       DEFINED    01          28415        0        0  
CAVCO INDS INC   DEL             COMMON   149568107     3752    100000 SH       DEFINED    01         100000        0        0  
CBOT HOLDINGS INC                COMMON   14984K106     8828     42733 SH       DEFINED    01          42733        0        0  
CEDAR SHOPPING CENTERS INC       REIT     150602209      179     12502 SH       DEFINED    01          12502        0        0  
CELANESE CORPORATION             COMMON   150870103     2703     69725 SH       DEFINED    01          69725        0        0  
CELANESE CORP   DEL              PREFCONV 150870202      807     16091 SH       DEFINED    01          16091        0        0  
CELL GENESYS INC                 COMMON   150921104       48     14398 SH       DEFINED    01          14398        0        0  
CELL GENESYS INC                 CBONDCNV 150921AB0     1565   2000000 PRN      DEFINED    01        2000000        0        0  
***CELESTICA INC                 COMMON   15101Q108      571     91483 SH       DEFINED    01          91483        0        0  
CELGENE CORP                     COMMON   151020104    24853    433522 SH       DEFINED    01         433522        0        0  
CELGENE CORP                     CBONDCNV 151020AC8       89     19000 PRN      DEFINED    01          19000        0        0  
***CEMEX S A B DE C V            ADR      151290889     2616     70896 SH       DEFINED    01          70896        0        0  
CENTENNIAL COMMUNICATIONS CORP   COMMON   15133V208     3372    355336 SH       DEFINED    01         355336        0        0  
CENTENNIAL BANK HOLDINGS         COMMON   151345303      119     14156 SH       DEFINED    01          14156        0        0  
CENTENE CORP   DEL               COMMON   15135B101     2013     93990 SH       DEFINED    01          29305        0    64685  
CENTERPOINT ENERGY INC           COMMON   15189T107     2379    136735 SH       DEFINED    01         136735        0        0  
CENTERPOINT ENERGY INC SR NT-B   CBONDCNV 15189TAM9      124     80000 PRN      DEFINED    01          80000        0        0  
CENTERPOINT PROPERTIES TRUST     PREFERED 151895406     7121      7325 SH       DEFINED    01           7325        0        0  
CENTEX CORP                      COMMON   152312104     4559    113699 SH       DEFINED    01         113699        0        0  
CENTRAL PACIFIC FINANCIAL CORP   COMMON   154760102      649     19661 SH       DEFINED    01          19661        0        0  
CENTURY ALUMINUM CO              COMMON   156431108      278      5090 SH       DEFINED    01           5090        0        0  
CEPHEID                          COMMON   15670R107     1316     90172 SH       DEFINED    01          90172        0        0  
CENVEO INC                       COMMON   15670S105      272     11757 SH       DEFINED    01          11757        0        0  
CENTURYTEL INC                   COMMON   156700106     7121    145188 SH       DEFINED    01         145188        0        0  
CEPHALON INC                     COMMON   156708109    31684    394141 SH       DEFINED    01         394141        0        0  
CEPHALON INC                     CBONDCNV 156708AL3      110     75000 PRN      DEFINED    01          75000        0        0  
CEPHALON INC                     CBONDCNV 156708AP4     4578   2500000 PRN      DEFINED    01        2500000        0        0  
CERADYNE INC-CALIF               COMMON   156710105      655      8858 SH       DEFINED    01           8858        0        0  
CERIDIAN CORP                    COMMON   156779100     1412     40346 SH       DEFINED    01          40346        0        0  
CERNER CORP                      COMMON   156782104     2058     37108 SH       DEFINED    01          37108        0        0  
CHAMPION ENTERPRISES INC         COMMON   158496109     1096    111522 SH       DEFINED    01         111522        0        0  
CHANNELL COMMERCIAL CORP         COMMON   159186105       92     21208 SH       DEFINED    01          21208        0        0  
CHAPARRAL STEEL CO               COMMON   159423102      570      7941 SH       DEFINED    01           7941        0        0  
CHARLES RIVER LABORATORIES       COMMON   159864107      742     14379 SH       DEFINED    01          14379        0        0  
CHARLOTTE RUSSE HLDG INC         COMMON   161048103      293     10931 SH       DEFINED    01          10931        0        0  
CHARMING SHOPPES INC             COMMON   161133103     2002    184871 SH       DEFINED    01         184871        0        0  
CHARTER COMMUNICATIONS INC DEL   CBONDCNV 16117MAE7     1601    896000 PRN      DEFINED    01         896000        0        0  
WTS CHARYS HLDG CO INC           WARRANT  161420112      279   1999992 SH       DEFINED    01        1999992        0        0  
WTS CHARYS HLDG CO INC           WARRANT  161420120       87    250000 SH       DEFINED    01         250000        0        0  
CHECKFREE CORP                   COMMON   162813109     1002     24943 SH       DEFINED    01          24943        0        0  
CHECKPOINT SYSTEMS INC           COMMON   162825103     2756    109150 SH       DEFINED    01          17903        0    91247  
CHEESECAKE FACTORY INC           COMMON   163072101      587     23970 SH       DEFINED    01          23970        0        0  
CHEMED CORPORATION               COMMON   16359R103      205      3101 SH       DEFINED    01           3101        0        0  
CHEMTURA CORP                    COMMON   163893100      590     53158 SH       DEFINED    01          53158        0        0  
CHENIERE ENERGY PARTNERS L P     COMMON   16411Q101     8775    450000 SH       DEFINED    01         450000        0        0  
CHENIERE ENERGY INC              COMMON   16411R208     6217    160282 SH       DEFINED    01         160282        0        0  
CHENIERE ENERGY INC              CBONDCNV 16411RAE9     1605   1309000 PRN      DEFINED    01        1304000        0     5000  
CHEROKEE INC-DEL NEW             COMMON   16444H102      840     22991 SH       DEFINED    01          22991        0        0  
CHESAPEAKE ENERGY CORP           COMMON   165167107    14250    411863 SH       DEFINED    01         411863        0        0  
CHESAPEAKE ENERGY CORPORATION    CBONDCNV 165167BV8    15410  14220000 PRN      DEFINED    01       14220000        0        0  
CHESAPEAKE ENERGY CORP           CBONDCNV 165167BZ9    26368  24500000 PRN      DEFINED    01       24500000        0        0  
CHESAPEAKE ENERGY CORP           PREFERED 165167842      752      7485 SH       DEFINED    01           7485        0        0  
CHESAPEAKE ENERGY CORP           PREFERED 165167859     3875     26520 SH       DEFINED    01          26520        0        0  
CHESAPEAKE ENERGY CORP           PREFCONV 165167867      540      3696 SH       DEFINED    01           3696        0        0  
CHEVRON CORPORATION              COMMON   166764100    99248   1178168 SH       DEFINED    01        1178168        0        0  
***CHICAGO BRIDGE & IRON CO NV   COMMON   167250109      711     18854 SH       DEFINED    01          18854        0        0  
CHICAGO MERCANTILE EXCHANGE      COMMON   167760107    40200     75232 SH       DEFINED    01          75232        0        0  
CHICOS FAS INC                   COMMON   168615102     4031    165619 SH       DEFINED    01         165619        0        0  
CHILDRENS PLACE RETAIL STORES    COMMON   168905107     3932     76157 SH       DEFINED    01          76157        0        0  
CHINA NATURAL GAS INC            COMMON   168910107      143     32800 SH       DEFINED    01          32800        0        0  
CHINA FIRE & SEC GROUP INC       COMMON   16938R103     1340    200000 SH       DEFINED    01         200000        0        0  
***CHINA LIFE INSURANCE CO LTD   ADR      16939P106     1179     21986 SH       DEFINED    01          21986        0        0  
***CHINA MOBILE LIMITED          ADR      16941M109     3683     68331 SH       DEFINED    01          68331        0        0  
***CHINA PETE & CHEM CORP        ADR      16941R108     3680     32968 SH       DEFINED    01          32968        0        0  
  CHINA SEC & SURVEILLANCE       COMMON   16942J105      227     15000 SH       DEFINED    01          15000        0        0  
***CHINA UNICOM LTD              ADR      16945R104     1071     62202 SH       DEFINED    01          62202        0        0  
***CHIPOTLE MEXICAN GRILL INC    COMMON   169656204    11647    148127 SH       DEFINED    01         148127        0        0  
CHOICE HOTELS INTERNATIONAL      COMMON   169905106     1422     35996 SH       DEFINED    01          35996        0        0  
CHIQUITA BRANDS INTL INC         COMMON   170032809      521     27484 SH       DEFINED    01          27484        0        0  
CHITTENDEN CORP                  COMMON   170228100     1172     33541 SH       DEFINED    01          33541        0        0  
CHOICEPOINT INC                  COMMON   170388102     1306     30789 SH       DEFINED    01          30789        0        0  
CHRISTOPHER & BANKS CORP         COMMON   171046105     1851    107945 SH       DEFINED    01         107945        0        0  
CHUBB CORP                       COMMON   171232101    15178    280349 SH       DEFINED    01         280349        0        0  
***CHUNGHWA TELECOM CO LTD       ADR      17133Q205     1433     76030 SH       DEFINED    01          76030        0        0  
CHURCH & DWIGHT CO INC           COMMON   171340102     2151     44402 SH       DEFINED    01          44402        0        0  
CHURCH & DWIGHT INC              CBONDCNV 171340AC6      118     74000 PRN      DEFINED    01          74000        0        0  
CHURCHILL DOWNS INC              COMMON   171484108      210      4017 SH       DEFINED    01           4017        0        0  
CIENA CORPORATION                COMMON   171779309    11107    307445 SH       DEFINED    01         307445        0        0  
***CIENA CORP                    CBONDCNV 171779AA9     1977   2000000 PRN      DEFINED    01        2000000        0        0  
CIENA CORP                       CBONDCNV 171779AB7      205    200000 PRN      DEFINED    01         200000        0        0  
CIMAREX ENERGY CO                COMMON   171798101     1119     28411 SH       DEFINED    01          28411        0        0  
CINCINNATI BELL INC NEW          COMMON   171871106    22590   3908468 SH       DEFINED    01        3908468        0        0  
  CINCINNATI FINANCIAL CORP      COMMON   172062101     6242    143838 SH       DEFINED    01         143838        0        0  
CINEMARK HLDGS INC               COMMON   17243V102     8977    501808 SH       DEFINED    01         501808        0        0  
***CINRAM INTERNATIONAL INCOME   COMMON   172595100      650     26000 SH       DEFINED    01          26000        0        0  
CIRCUIT   STORES INC             COMMON   172737108     5892    390782 SH       DEFINED    01         390782        0        0  
CISCO SYSTEMS INC                COMMON   17275R102    94255   3384393 SH       DEFINED    01        3384393        0        0  
CIRRUS LOGIC INC                 COMMON   172755100      318     38425 SH       DEFINED    01          38425        0        0  
CITADEL BROADCASTING CORP        COMMON   17285T106     2702    419015 SH       DEFINED    01         419015        0        0  
CINTAS CORP                      COMMON   172908105     2725     69135 SH       DEFINED    01          69135        0        0  
CITIGROUP INC                    COMMON   172967101   469383   9151564 SH       DEFINED    01        9151564        0        0  
CITIGROUP CAP XV                 PREFERED 17310G202      840     34100 SH       DEFINED    01          34100        0        0  
***CITIGROUP CAP XVI             PREFERED 17310L201      573     23500 SH       DEFINED    01          23500        0        0  
CITIZENS REPUBLIC BANCORP INC    COMMON   174420109      888     48531 SH       DEFINED    01          48531        0        0  
CITIZENS COMMUNICATIONS CO       COMMON   17453B101     2111    138285 SH       DEFINED    01         138285        0        0  
CITIZENS INC-CL A                COMMON   174740100      284     40407 SH       DEFINED    01          40407        0        0  
CITRIX SYSTEMS INC               COMMON   177376100     3845    114201 SH       DEFINED    01         114201        0        0  
NATIONAL CORP                    COMMON   178566105     4050     53228 SH       DEFINED    01          53228        0        0  
CLARCOR INC                      COMMON   179895107      569     15203 SH       DEFINED    01          15203        0        0  
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102    18585    491423 SH       DEFINED    01         491423        0        0  
CLEVELAND CLIFFS INC             COMMON   185896107     3828     49296 SH       DEFINED    01          49296        0        0  
CLOROX CO                        COMMON   189054109    11441    184244 SH       DEFINED    01         184244        0        0  
COACH INC                        COMMON   189754104    13076    275932 SH       DEFINED    01         275932        0        0  
COBANK ACB PFD CUM PERP          PREFERED 19075Q201    33513    640000 SH       DEFINED    01         640000        0        0  
COCA COLA CO                     COMMON   191216100   237336   4537124 SH       DEFINED    01        4537124        0        0  
COCA COLA ENTERPRISES INC        COMMON   191219104     3295    137301 SH       DEFINED    01         137301        0        0  
COEUR D ALENE MINES CORP         COMMON   192108108     1177    327966 SH       DEFINED    01         327966        0        0  
COGENT COMMUNICATIONS GROUP      COMMON   19239V302      775     25967 SH       DEFINED    01          25967        0        0  
COGENT INC                       COMMON   19239Y108     5490    373746 SH       DEFINED    01         373746        0        0  
COGNEX CORP                      COMMON   192422103      306     13610 SH       DEFINED    01          13610        0        0  
***COGNOS INC                    COMMON   19244C109     4644    117067 SH       DEFINED    01         117067        0        0  
COGNIZANT TECHNOLOGY SOLUTIONS   COMMON   192446102    11062    147325 SH       DEFINED    01         147325        0        0  
COHERENT INC                     COMMON   192479103      251      8253 SH       DEFINED    01           8253        0        0  
COHEN & STEERS SELECT UTILITY    COMMON   19248A109      231      8800 SH       DEFINED    01           8800        0        0  
COINSTAR INC                     COMMON   19259P300     1778     56504 SH       DEFINED    01          56504        0        0  
COLDWATER CREEK INC              COMMON   193068103     4353    187387 SH       DEFINED    01         187387        0        0  
COLGATE PALMOLIVE CO             COMMON   194162103    21639    333684 SH       DEFINED    01         333684        0        0  
COLLAGENEX PHARMACEUTICALS INC   COMMON   19419B100      140     11350 SH       DEFINED    01          11350        0        0  
COLONIAL BANCGROUP INC           COMMON   195493309     1040     41684 SH       DEFINED    01          41684        0        0  
COLONIAL PROPERTIES TRUST        REIT     195872106      469     12887 SH       DEFINED    01          12887        0        0  
COLOR KINETICS INC               COMMON   19624P100      443     13269 SH       DEFINED    01          13269        0        0  
COLOR TILE INC-INCREASING RATE   PREFERED 196267405      469    187700 SH       DEFINED    01         187700        0        0  
COMBINATORX INC                  COMMON   20010A103       73     11837 SH       DEFINED    01          11837        0        0  
COMCAST CORP                     COMMON   20030N101    53728   1910671 SH       DEFINED    01        1910671        0        0  
COMCAST CORPORATION              COMMON   20030N200    16369    585454 SH       DEFINED    01         585454        0        0  
COMCAST CORP                     PREFERED 20030N408      225      9000 SH       DEFINED    01           9000        0        0  
COMERICA INC                     COMMON   200340107     3611     60730 SH       DEFINED    01          60730        0        0  
COMMERCE BANCORP INC-N.J.        COMMON   200519106     2538     68616 SH       DEFINED    01          68616        0        0  
COMMERCE BANCSHARES INC          COMMON   200525103      832     18385 SH       DEFINED    01          18385        0        0  
COMMERCE GROUP INC-MASS          COMMON   200641108     1198     34510 SH       DEFINED    01          34510        0        0  
COMMERCIAL METALS CO             COMMON   201723103     1091     32332 SH       DEFINED    01          32332        0        0  
COMMSCOPE INC                    COMMON   203372107      356      6103 SH       DEFINED    01           6103        0        0  
COMMUNITY BANKS INC              COMMON   203628102    15618    484753 SH       DEFINED    01         484753        0        0  
COMMUNITY HEALTH COMPUTING       COMMON   203660105       19    153400 SH       DEFINED    01         153400        0        0  
COMMUNITY HEALTH SYSTEM INC      COMMON   203668108     9709    240035 SH       DEFINED    01         240035        0        0  
COMMVAULT SYSTEMS INC            COMMON   204166102      259     14999 SH       DEFINED    01          14999        0        0  
***CGG VERITAS                   ADR      204386106      501     10088 SH       DEFINED    01          10088        0        0  
***COMPANHIA SIDERURGICA         ADR      20440W105    22618    437319 SH       DEFINED    01         437319        0        0  
***CEMIG (COMPANHIA ENERGETICA   ADR      204409601     3926    186100 SH       DEFINED    01         186100        0        0  
***COMPANHIA DE SANEAMENTO       ADR      20441A102      892     20255 SH       DEFINED    01          20255        0        0  
***COMPANHIA VALE DO  RIO DOCE   ADR      204412209    36914    828619 SH       DEFINED    01         828619        0        0  
***COMPANIA DE MINAS BUENAVEN-   ADR      204448104      546     14577 SH       DEFINED    01          14577        0        0  
COMPASS BANCSHARES INC           COMMON   20449H109    11407    165367 SH       DEFINED    01         165367        0        0  
COMPLETE MANAGEMENT INC          CBONDCNV 20452CAA2        4     25000 PRN      DEFINED    01          25000        0        0  
COMPLETE PRODUCTION SERVICES     COMMON   20453E109      760     29404 SH       DEFINED    01          29404        0        0  
COMPUCREDIT CORP                 COMMON   20478N100     3755    107240 SH       DEFINED    01         107240        0        0  
COMPUTER ASSOCIATES INTL INC     CBONDCNV 204912AQ2       54     41000 PRN      DEFINED    01          41000        0        0  
COMPUTER SCIENCES CORP           COMMON   205363104    25761    435521 SH       DEFINED    01         435521        0        0  
COMPUWARE CORP                   COMMON   205638109     1229    103702 SH       DEFINED    01         103702        0        0  
COMTECH TELECOMMUNICATIONS       COMMON   205826209      576     12410 SH       DEFINED    01          12410        0        0  
COMVERSE TECHNOLOGY INC NEW      COMMON   205862402    31852   1527694 SH       DEFINED    01        1527694        0        0  
COMVERSE TECHNOLOGY INC          CBONDCNV 205862AL9      232    189000 PRN      DEFINED    01         189000        0        0  
COMVERSE TECHNOLOGY INC          CBONDCNV 205862AM7    68576  55753000 PRN      DEFINED    01       55753000        0        0  
CONAGRA FOODS INC                COMMON   205887102    22268    829074 SH       DEFINED    01         829074        0        0  
CON-WAY INC                      COMMON   205944101    10082    200695 SH       DEFINED    01         200695        0        0  
CONCURRENT COMPUTER CORP NEW     COMMON   206710204     4296   2400108 SH       DEFINED    01        2400108        0        0  
CONEXANT SYSTEMS INC             COMMON   207142100       71     51703 SH       DEFINED    01          51703        0        0  
CONEXANT SYS INC                 CBONDCNV 207142AG5     5148   5987000 PRN      DEFINED    01        5987000        0        0  
CONEXANT SYS INC                 CBONDCNV 207142AH3     1290   1500000 PRN      DEFINED    01        1500000        0        0  
CONOCOPHILLIPS                   COMMON   20825C104   231553   2949722 SH       DEFINED    01        2949722        0        0  
CONSECO FINANCING TRUST VII      COMMON   20846D990       11     11000 SH       DEFINED    01          11000        0        0  
CONSECO INC                      COMMON   208464883      727     34842 SH       DEFINED    01          34842        0        0  
CONSOL ENERGY INC                COMMON   20854P109     4950    107361 SH       DEFINED    01         107361        0        0  
CONSOLIDATED  EDISON INC         COMMON   209115104    11954    264944 SH       DEFINED    01         264944        0        0  
CONSTELLATION BRANDS INC         COMMON   21036P108     3803    156659 SH       DEFINED    01         156659        0        0  
CONSTELLATION ENERGY GROUP INC   COMMON   210371100    43019    1177965SH       DEFINED    01          43019        0        0  
CONSTELLATION ENERGY PARTNERS    MLP      21038E101    14118    386600 SH       DEFINED    01         386600        0        0  
CONTINENTAL AIRLINES INC-CL B    COMMON   210795308    13910    410706 SH       DEFINED    01         410706        0        0  
CONTINENTAL AIRLINES INC         CBONDCNV 210795PJ3     3813   2030000 PRN      DEFINED    01        2030000        0        0  
CONTINENTAL AIRLINES FIN TR II   COMMON   210796306    10625    271588 SH       DEFINED    01         271588        0        0  
CONTINENTAL RESOURCES INC        COMMON   212015101      214     13383 SH       DEFINED    01          13383        0        0  
CONVERGYS CORP                   COMMON   212485106     2072     85509 SH       DEFINED    01          85509        0        0  
COOPER COMPANIES INC NEW (THE)   COMMON   216648402      445      8354 SH       DEFINED    01           8354        0        0  
COOPER TIRE & RUBBER CO          COMMON   216831107      411     14894 SH       DEFINED    01          14894        0        0  
COPANO ENERGY LLC                MLP      217202100    10452    244969 SH       DEFINED    01         244969        0        0  
***CORDEX PETROLEUMS INC-CL A    COMMON   21851C109        2    100000 SH       DEFINED    01         100000        0        0  
CORE LABORATORIES LP             CBONDCNV 21868FAB9     2390   2000000 PRN      DEFINED    01        2000000        0        0  
CORINTHIAN COLLEGES INC          COMMON   218868107      379     23310 SH       DEFINED    01          23310        0        0  
CORN PRODUCTS INTERNATIONAL      COMMON   219023108      411      9049 SH       DEFINED    01           9049        0        0  
CORNING INC                      COMMON   219350105    29234   1144197 SH       DEFINED    01        1144197        0        0  
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102      288      4442 SH       DEFINED    01           4442        0        0  
CORPORATE OFFICE PROPERTIES      REIT     22002T108      645     15751 SH       DEFINED    01          15751        0        0  
CORRECTIONS CORP   AMERICA       COMMON   22025Y407     1433     22717 SH       DEFINED    01          22717        0        0  
CORUS BANKSHARES INC             COMMON   220873103      947     54917 SH       DEFINED    01          54917        0        0  
COST PLUS INC-  CALIF            COMMON   221485105      339     40056 SH       DEFINED    01          40056        0        0  
COSTCO WHOLESALE CORP-NEW        COMMON   22160K105    16297    278487 SH       DEFINED    01         278487        0        0  
COSTAR GROUP INC                 COMMON   22160N109      301      5706 SH       DEFINED    01           5706        0        0  
***COTT CORP                     COMMON   22163N106      194     13500 SH       DEFINED    01          13500        0        0  
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104    19559    538091 SH       DEFINED    01         538091        0        0  
COUNTRYWIDE FINANCIAL            CBONDCNV 222372AL8   105603 108500000 PRN      DEFINED    01        8500000        0        0  
COUSINS PROPERTY INCORPORATED    PREFERED 222795403     2781    111500 SH       DEFINED    01         109500        0     2000  
COUSINS PROPERTIES INC           REIT     222795106      984     33940 SH       DEFINED    01          33940        0        0  
COVANSYS CORP                    COMMON   22281W103     1055     31112 SH       DEFINED    01          31112        0        0  
COVAD COMMUNICATIONS GROUP INC   COMMON   222814204      101    113079 SH       DEFINED    01         113079        0        0  
COVANCE INC                      COMMON   222816100     6650     97004 SH       DEFINED    01          27923        0    69081  
COVANTA HOLDING CORPORATION      COMMON   22282E102     6326    256645 SH       DEFINED    01         256645        0        0  
 COVENTRY HEALTH CARE INC        COMMON   222862104     6312    109493 SH       DEFINED    01         109493        0        0  
COWEN GROUP INC                  COMMON   223621103      350     19573 SH       DEFINED    01          19573        0        0  
COX RADIO INC-CL A               CLASS    224051102      501     35191 SH       DEFINED    01          35191        0        0  
CRANE CO                         COMMON   224399105     2518     55404 SH       DEFINED    01          55404        0        0  
CRAY INC                         COMMON   225223304      402     52768 SH       DEFINED    01          52768        0        0  
CREDENCE SYSTEMS CORP            COMMON   225302108      926    257377 SH       DEFINED    01         257377        0        0  
***CREDIT SUISSE GROUP           ADR      225401108      348      4916 SH       DEFINED    01           4916        0        0  
CREE INC                         COMMON   225447101    14489    560536 SH       DEFINED    01         560536        0        0  
CRESCENT REAL ESTATE EQUITIES    PREFCONV 225756204    18575    747200 SH       DEFINED    01         747200        0        0  
CROCS INC                        COMMON   227046109     3894     90513 SH       DEFINED    01          90513        0        0  
CROSSTEX ENERGY INC              COMMON   22765Y104      380     13243 SH       DEFINED    01          13243        0        0  
CROWN CASTLE INTL CORP           COMMON   228227104     1755     48394 SH       DEFINED    01          48394        0        0  
CROWN CASTLE INTL CORP           CBONDCNV 228227AT1    42144  12585000 PRN      DEFINED    01       12585000        0        0  
CROWN CASTLE INTL CORP           PREFCONV 228227401    13209    229722 SH       DEFINED    01         229622        0      100  
CROWN HOLDINGS INC               COMMON   228368106     1294     51825 SH       DEFINED    01          51825        0        0  
CRYOLIFE INC                     COMMON   228903100      179     13826 SH       DEFINED    01          13826        0        0  
  CRYSTAL RIVER CAPITAL INC      COMMON   229393301      387     15976 SH       DEFINED    01          15976        0        0  
***CRYSTALLEX INTERNATIONAL      COMMON   22942F101      155     37424 SH       DEFINED    01          37424        0        0  
***CTRIP.COM INTL LTD            ADR      22943F100     5891     74928 SH       DEFINED    01          74928        0        0  
CUBIST PHARMACEUTICALS INC       COMMON   229678107      688     34943 SH       DEFINED    01          34943        0        0  
CULLEN FROST BANKERS INC         COMMON   229899109     2395     44810 SH       DEFINED    01          44810        0        0  
CUMMINS INC                      COMMON   231021106     2635     26043 SH       DEFINED    01          26043        0        0  
CURAGEN CORP                     COMMON   23126R101     4244   2154434 SH       DEFINED    01        2154434        0        0  
CURAGEN CORP                     CBONDCNV 23126RAE1     1530   2000000 PRN      DEFINED    01        2000000        0        0  
CURTISS WRIGHT CORP              COMMON   231561101     1257     26988 SH       DEFINED    01          26988        0        0  
CYBERONICS INC                   COMMON   23251P102      752     44737 SH       DEFINED    01          44737        0        0  
CYMER INC                        COMMON   232572107     5694    141666 SH       DEFINED    01         141666        0        0  
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109    17243    740367 SH       DEFINED    01         740367        0        0  
CYTEC INDUSTRIES INC             COMMON   232820100      620      9733 SH       DEFINED    01           9733        0        0  
CYTYC CORP                       COMMON   232946103     2856     66260 SH       DEFINED    01          66260        0        0  
DCT INDUSTRIAL TRUST INC         COMMON   233153105      701     65208 SH       DEFINED    01          65208        0        0  
DG FDG TR                        PREFERED 23324D201     1699       170 SH       DEFINED    01            170        0        0  
DPL INC                          COMMON   233293109      878     30983 SH       DEFINED    01          30983        0        0  
DRS TECHNOLOGIES INC             COMMON   23330X100      601     10502 SH       DEFINED    01          10502        0        0  
DRS TECHNOLOGIES INC             CBONDCNV 23330XAK6      547    500000 PRN      DEFINED    01         500000        0        0  
D R HORTON INC                   COMMON   23331A109    30692   1540028 SH       DEFINED    01        1540028        0        0  
DSP GROUP INC                    COMMON   23332B106     2564    125283 SH       DEFINED    01         125283        0        0  
DST SYSTEMS INC-  DEL            COMMON   233326107      541      6840 SH       DEFINED    01           6840        0        0  
DTE ENERGY CO                    COMMON   233331107     3461     71792 SH       DEFINED    01          71792        0        0  
DSW INC                          COMMON   23334L102     1499     43073 SH       DEFINED    01          43073        0        0  
DAIRY FMRS AMER INC              PREFERED 23385H208    22474    222520 SH       DEFINED    01         222520        0        0  
DAKTRONICS INC                   COMMON   234264109      510     23753 SH       DEFINED    01          23753        0        0  
DANA CORP                        COMMON   235811106      327    162143 SH       DEFINED    01         162143        0        0  
DANAHER CORP                     COMMON   235851102    39342    521095 SH       DEFINED    01         521095        0        0  
DARDEN RESTAURANTS INC           COMMON   237194105     1496     34012 SH       DEFINED    01          34012        0        0  
DAYSTAR TECHNOLOGIES INC         COMMON   23962Q100      175     27831 SH       DEFINED    01          27831        0        0  
DEALERTRACK HLDGS INC            COMMON   242309102      384     10425 SH       DEFINED    01          10425        0        0  
DEAN FOODS CO NEW                COMMON   242370104     5971    187362 SH       DEFINED    01         187362        0        0  
DECKERS OUTDOOR CORP             COMMON   243537107      236      2346 SH       DEFINED    01           2346        0        0  
DECODE GENETICS INC              CBONDCNV 243586AB0    15448  21235000 PRN      DEFINED    01       21235000        0        0  
DECODE GENETICS INC              CBONDCNV 243586AC8    10220  14000000 PRN      DEFINED    01       14000000        0        0  
DEERE & CO                       COMMON   244199105    13685    113345 SH       DEFINED    01         113345        0        0  
DEL MONTE FOODS CO               COMMON   24522P103     2158    177529 SH       DEFINED    01         177529        0        0  
DELCATH SYSTEMS INC              COMMON   24661P104       46     10363 SH       DEFINED    01          10363        0        0  
DELL INC                         COMMON   24702R101    34353   1203273 SH       DEFINED    01        1203273        0        0  
DELPHI CORP                      COMMON   247126105      466    196930 SH       DEFINED    01         196930        0        0  
DELPHI FINL GROUP INC            PREFERED 247131303     4826    196000 SH       DEFINED    01         196000        0        0  
 DELPHI FINANCIAL GROUP INC      CLASS    247131105     2883     68952 SH       DEFINED    01          15436        0    53516  
DELTA AIR LINES INC   DEL        COMMON   247361702   185578   9420213 SH       DEFINED    01        9420213        0        0  
DELTA PETROLEUM CORP NEW         COMMON   247907207      423     21103 SH       DEFINED    01          21103        0        0  
DENBURY RESOURCES INC NEW        COMMON   247916208      241      6431 SH       DEFINED    01           6431        0        0  
GCB DELTA AIR LINES CV           CBONDCNV 24799AKE1     1671  25710000 PRN      DEFINED    01       25710000        0        0  
DELTA AIR LINES INC              PREFERED 247990658     4723   2699301 SH       DEFINED    01        2699301        0        0  
DELUXE CORP                      COMMON   248019101      727     17924 SH       DEFINED    01          17924        0        0  
DENDREON CORP                    COMMON   24823Q107     1349    190608 SH       DEFINED    01         190608        0        0  
DENTSPLY INTERNATIONAL INC NEW   COMMON   249030107      418     10940 SH       DEFINED    01          10940        0        0  
***DESARROLLADORA HOMEX SAB DE   ADR      25030W100      649     10717 SH       DEFINED    01          10717        0        0  
DEUTSCHE BK AG   LONDON          CBONDCNV 25152CKW5    40000  40000000 PRN      DEFINED    01       40000000        0        0  
***DEUTSCHE TELEKOM AG           ADR      251566105     6357    345305 SH       DEFINED    01         345305        0        0  
DEVELOPERS DIVERSIFIED REALTY    REIT     251591103     1706     32371 SH       DEFINED    01          32371        0        0  
DEVON ENERGY CORPORATION NEW     COMMON   25179M103    65021    830527 SH       DEFINED    01         830527        0        0  
DEVON ENERGY CORP NEW            CBONDCNV 25179MAA1       57     37000 PRN      DEFINED    01          37000        0        0  
DEVON ENERGY CORP NEW            CBONDCNV 25179MAB9    15400  10000000 PRN      DEFINED    01       10000000        0        0  
DEVRY INC-DEL                    COMMON   251893103      517     15216 SH       DEFINED    01          15216        0        0  
DIAMOND OFFSHORE DRILLING INC    COMMON   25271C102    16598    163434 SH       DEFINED    01         163434        0        0  
DIAMONDROCK HOSPITALITY          REIT     252784301     1444     75708 SH       DEFINED    01          75708        0        0  
DICKS SPORTING GOODS INC         COMMON   253393102      333      5737 SH       DEFINED    01           5737        0        0  
DIEBOLD INC                      COMMON   253651103      211      4047 SH       DEFINED    01           4047        0        0  
DIGENE CORP                      COMMON   253752109    24482    407697 SH       DEFINED    01         407697        0        0  
DIGITAL REALTY TRUST INC         COMMON   253868103      258      6860 SH       DEFINED    01           6860        0        0  
DIGITAL RIVER INC                COMMON   25388B104     1703     37642 SH       DEFINED    01          37642        0        0  
DILLARDS INC-CL A                COMMON   254067101     2048     57009 SH       DEFINED    01          57009        0        0  
DIODES INC                       COMMON   254543101      666     15953 SH       DEFINED    01          15953        0        0  
DIONEX CORP                      COMMON   254546104      226      3184 SH       DEFINED    01           3184        0        0  
DIRECTV GROUP INC                COMMON   25459L106    22361    967603 SH       DEFINED    01         967603        0        0  
DISCOVERY LABORATORIES INC NEW   COMMON   254668106       60     21456 SH       DEFINED    01          21456        0        0  
DISCOVERY HOLDING CO             COMMON   25468Y107     2088     90858 SH       DEFINED    01          90858        0        0  
WALT DISNEY CO HOLDING CO        COMMON   254687106   123618   3620925 SH       DEFINED    01        3620925        0        0  
DOBSON COMMUNICATIONS CORP       COMMON   256069105     2569    231263 SH       DEFINED    01         231263        0        0  
DOBSON COMMUNICATIONS CORP       CBONDCNV 256069AF2     4629   3826000 PRN      DEFINED    01        3826000        0        0  
DOBSON COMMUNICATIONS CORP       CBONDCNV 256069AG0     2583   2135000 PRN      DEFINED    01        2135000        0        0  
DOBSON COMMUNICATIONS CORP       PREFERED 256069402      884      3875 SH       DEFINED    01           3875        0        0  
DOBSON COMMUNICATIONS CORP       PREFERED 256069709    20735     90847 SH       DEFINED    01          90847        0        0  
***DR REDDYS LABS LTD            ADR      256135203     1908    118266 SH       DEFINED    01         118266        0        0  
DOLBY LABORATORIES INC           COMMON   25659T107      696     19671 SH       DEFINED    01          19671        0        0  
DOLLAR GENERAL CORP              COMMON   256669102     6258    285535 SH       DEFINED    01         285535        0        0  
DOLLAR THRIFTY AUTOMOTIVE        COMMON   256743105     2030     49711 SH       DEFINED    01          49711        0        0  
DOLLAR TREE STORES INC           COMMON   256747106     1224     28124 SH       DEFINED    01          28124        0        0  
DOMINION RESOURCES INC VA NEW    COMMON   25746U109    11534    133636 SH       DEFINED    01         133636        0        0  
DOMINION RES INC VA NEW          CBONDCNV 25746UAT6      252    216000 PRN      DEFINED    01         216000        0        0  
DOMTAR CORPORATION               COMMON   257559104   153920  13792116 SH       DEFINED    01       13792116        0        0  
R R DONNELLEY & SONS CO          COMMON   257867101     3863     88789 SH       DEFINED    01          88789        0        0  
***DORAL FINANCIAL CORP          COMMON   25811P100       38     32903 SH       DEFINED    01          32903        0        0  
DOVER CORP                       COMMON   260003108    31167    609330 SH       DEFINED    01         609330        0        0  
DOW CHEMICAL CO.                 COMMON   260543103    57746   1305892 SH       DEFINED    01        1305892        0        0  
DOW JONES & CO INC               COMMON   260561105     5432     94562 SH       DEFINED    01          94562        0        0  
  DOWNEY FINANCIAL CORP          COMMON   261018105     1035     15689 SH       DEFINED    01          15689        0        0  
DRESS BARN INC                   COMMON   261570105     2322    113184 SH       DEFINED    01         113184        0        0  
DRESSER  RAND GROUP INC          COMMON   261608103      829     21009 SH       DEFINED    01          21009        0        0  
DRIL-QUIP INC                    COMMON   262037104      932     20756 SH       DEFINED    01          20756        0        0  
E I DU PONT DE NEMOURS & CO      COMMON   263534109    74949   1474220 SH       DEFINED    01        1474220        0        0  
DUKE ENERGY CORPORATION          COMMON   26441C105    32896   1797626 SH       DEFINED    01        1797626        0        0  
DUKE REALTY CORP                 REIT     264411505     1278     35832 SH       DEFINED    01          35832        0        0  
DUN & BRADSTREET CORP            COMMON   26483E100      253      2460 SH       DEFINED    01           2460        0        0  
  DUNCAN ENERGY PARTNERS L P     MLP      265026104     7432    283158 SH       DEFINED    01         283158        0        0  
DYCOM INDUSTRIES INC             COMMON   267475101     1086     36230 SH       DEFINED    01          36230        0        0  
DYNAMIC MATERIALS CORP           COMMON   267888105      327      8737 SH       DEFINED    01           8737        0        0  
DYNEGY INC   DEL                 COMMON   26817G102     4715    499531 SH       DEFINED    01         499531        0        0  
EBS PENSION L L C-UNIT           COMMON   268246105       10    219027 SH       DEFINED    01         219027        0        0  
***ECI TELECOM LTD -ORD          COMMON   268258100     6417    701338 SH       DEFINED    01         701338        0        0  
EGL INC                          COMMON   268484102     1350     29058 SH       DEFINED    01          29058        0        0  
EMC CORP-MASS                    COMMON   268648102    28344   1566017 SH       DEFINED    01        1566017        0        0  
EMC CORP                         CBONDCNV 268648AJ1     2932   2323000 PRN      DEFINED    01        2323000        0        0  
EMC CORP                         CBONDCNV 268648AK8      446    354000 PRN      DEFINED    01         354000        0        0  
EMC CORP                         CBONDCNV 268648AM4    22012  17282000 PRN      DEFINED    01       17282000        0        0  
ENSCO INTERNATIONAL INC          COMMON   26874Q100     4308     70626 SH       DEFINED    01          70626        0        0  
***ENI S P A SPONSORED ADR       ADR      26874R108      496      6865 SH       DEFINED    01           6865        0        0  
EOG RES INC                      COMMON   26875P101    18751    256664 SH       DEFINED    01         256664        0        0  
ETC TECHNOLOGIES CORP            COMMON   269221107       50     10000 SH       DEFINED    01          10000        0        0  
E TRADE FINANCIAL CORPORATION    COMMON   269246104    16266    736374 SH       DEFINED    01         736374        0        0  
EV ENERGY PARTNERS L P           MLP      26926V107    42716   1161393 SH       DEFINED    01        1161393        0        0  
EXCO RESOURCES INC               COMMON   269279402     4632    265627 SH       DEFINED    01         265627        0        0  
EAGLE MATERIALS INC              COMMON   26969P108      326      6652 SH       DEFINED    01           6652        0        0  
EAGLE ROCK ENERGY PARTNERS LP    MLP      26985R104    66471   2780037 SH       DEFINED    01        2780037        0        0  
EARTHLINK INC                    COMMON   270321102     1381    184976 SH       DEFINED    01         184976        0        0  
EAST WEST BANCORP INC            COMMON   27579R104      270      6965 SH       DEFINED    01           6965        0        0  
EASTMAN CHEMICAL CO              COMMON   277432100     2968     46151 SH       DEFINED    01          46151        0        0  
EASTMAN KODAK CO                 COMMON   277461109    46718   1678703 SH       DEFINED    01        1678703        0        0  
EATON CORP                       COMMON   278058102     2572     27659 SH       DEFINED    01          27659        0        0  
EATON VANCE CORP-NON VTG         COMMON   278265103     9007    203892 SH       DEFINED    01          99523        0   104369  
EBAY INC                         COMMON   278642103    16571    514972 SH       DEFINED    01         514972        0        0  
ECHOSTAR COMMUNICATIONS CORP     COMMON   278762109    18591    428681 SH       DEFINED    01         428681        0        0  
ECOLAB INC                       COMMON   278865100     4304    100801 SH       DEFINED    01         100801        0        0  
EDISON INTERNATIONAL             COMMON   281020107    12342    219927 SH       DEFINED    01         219927        0        0  
EDO CORP                         COMMON   281347104      273      8308 SH       DEFINED    01           8308        0        0  
EDWARDS LIFESCIENCES CORP        COMMON   28176E108     2431     49283 SH       DEFINED    01          49283        0        0  
A G EDWARDS INC                  COMMON   281760108     1488     17605 SH       DEFINED    01          17605        0        0  
EFUNDS CORP                      COMMON   28224R101      652     18478 SH       DEFINED    01          18478        0        0  
EL PASO CORPORATION              COMMON   28336L109    62998   3656305 SH       DEFINED    01        3656305        0        0  
EL PASO ELECTRIC CO NEW          COMMON   283677854      399     16275 SH       DEFINED    01          16275        0        0  
***ELAN CORP PLC-ADR             ADR      284131208    20480    933886 SH       DEFINED    01         933886        0        0  
***ELDORADO GOLD CORP            COMMON   284902103     8588   1473176 SH       DEFINED    01        1473176        0        0  
ELECTRO BRAIN INTL CORP NEW      COMMON   285062204        1    328029 SH       DEFINED    01         328029        0        0  
ELECTRONIC ARTS INC              COMMON   285512109     4944    104490 SH       DEFINED    01         104490        0        0  
ELECTRONIC CLEARING HOUSE INC    COMMON   285562500     4527    323400 SH       DEFINED    01         323400        0        0  
ELECTRONIC DATA SYSTEMS CORP     COMMON   285661104    18408    663841 SH       DEFINED    01         663841        0        0  
ELECTRONICS FOR IMAGING INC      COMMON   286082102      666     23612 SH       DEFINED    01          23612        0        0  
ELOT INC                         COMMON   290143106       36   2413400 SH       DEFINED    01        2413400        0        0  
EMAGEON INC                      COMMON   29076V109     1597    177147 SH       DEFINED    01         177147        0        0  
EMBARQ CORPORATION               COMMON   29078E105     9424    148715 SH       DEFINED    01         148715        0        0  
***EMBRAER-EMPRESA BRASILEIRA    ADR      29081M102     3191     66195 SH       DEFINED    01          66195        0        0  
EMBRACE SYSTEMS CORP             COMMON   290816107        1    176211 SH       DEFINED    01         176211        0        0  
EMCOR GROUP INC                  COMMON   29084Q100     4325     59339 SH       DEFINED    01          59339        0        0  
EMERGING VISION INC              COMMON   29089W102      144    413000 SH       DEFINED    01         413000        0        0  
EMERGENCY MED SVCS CORP          COMMON   29100P102      207      5303 SH       DEFINED    01           5303        0        0  
EMERSON ELECTRIC CO              COMMON   291011104    15633    334055 SH       DEFINED    01         334055        0        0  
EMPRESA DISTRIBUIDORA Y          ADR      29244A102      485     23782 SH       DEFINED    01          23782        0        0  
EMULEX CORP NEW                  COMMON   292475209      651     29852 SH       DEFINED    01          29852        0        0  
ENBRIDGE ENERGY PARTNERS L P     MLP      29250R106    23024    414488 SH       DEFINED    01         414488        0        0  
ENBRIDGE ENERGY MANAGEMENT LLC   MLP      29250X103    11799    212075 SH       DEFINED    01         212075        0        0  
***ENCANA CORP                   COMMON   292505104      915     14903 SH       DEFINED    01          14903        0        0  
ENCORE ACQUISITION CO            COMMON   29255W100     1619     58268 SH       DEFINED    01          58268        0        0  
ENCYSIVE PHARMACEUTICALS INC     COMMON   29256X107      394    221883 SH       DEFINED    01         221883        0        0  
ENCYSIVE PHARMACEUTICALS INC     CBONDCNV 29256XAB3     6514  10300000 PRN      DEFINED    01       10300000        0        0  
ENDEAVOR ACQUISITION CORP        COMMON   292577103     4688    397300 SH       DEFINED    01         397300        0        0  
ENDO PHARMACEUTICALS HLDGS INC   COMMON   29264F205     5868    171451 SH       DEFINED    01         171451        0        0  
ENERGEN CORP                     COMMON   29265N108     3678     66963 SH       DEFINED    01          66963        0        0  
ENERGY CONVERSION DEVICES INC    COMMON   292659109     2905     94282 SH       DEFINED    01          94282        0        0  
ENERGY EAST CORPORATION          COMMON   29266M109      743     28481 SH       DEFINED    01          28481        0        0  
ENERGIZER HOLDINGS INC           COMMON   29266R108     2388     23984 SH       DEFINED    01          23984        0        0  
ENERGY PARTNERS LTD              COMMON   29270U105      636     38115 SH       DEFINED    01          38115        0        0  
ENERGY TRANSFER EQUITY L P       MLP      29273V100     5483    129047 SH       DEFINED    01         129047        0        0  
***ENERSIS SA-SPONSORED ADR      ADR      29274F104      284     14201 SH       DEFINED    01          14201        0        0  
ENERNOC INC                      COMMON   292764107     7626    200008 SH       DEFINED    01         200008        0        0  
ENESCO GROUP INC                 COMMON   292973104        1     71200 SH       DEFINED    01          71200        0        0  
ENRON CORP                       COMMON   293561106        2     60177 SH       DEFINED    01          60177        0        0  
ENTEGRIS INC                     COMMON   29362U104     1214    102216 SH       DEFINED    01         102216        0        0  
ENTERCOM COMMUNICATIONS CORP     COMMON   293639100     2526    101525 SH       DEFINED    01         101525        0        0  
ENTERGY CORP NEW                 COMMON   29364G103    13613    126812 SH       DEFINED    01         126812        0        0  
ENTERGY GULF STS INC             PREFERED 29364L201      360      3810 SH       DEFINED    01           3810        0        0  
ENTERGY GULF STATES UTILITIES    PREFERED 29364L607      295      3110 SH       DEFINED    01           3110        0        0  
ENTERGY GULF STS INC             PREFERED 29364L706      202      2223 SH       DEFINED    01           2223        0        0  
ENTERPRISE PRODUCTS PARTNERS     MLP      293792107    21486    675458 SH       DEFINED    01         675458        0        0  
ENTREMED INC                     COMMON   29382F103     5238   3423474 SH       DEFINED    01        3423474        0        0  
ENTRAVISION COMMUNICATIONS       COMMON   29382R107      155     14949 SH       DEFINED    01          14949        0        0  
ENZON PHARMACEUTICALS INC        COMMON   293904108       84     10730 SH       DEFINED    01          10730        0        0  
EQUIFAX INC                      COMMON   294429105     4437     99906 SH       DEFINED    01          99906        0        0  
EQUITABLE RESOURCES INC          COMMON   294549100     1024     20668 SH       DEFINED    01          20668        0        0  
EQUITY INNS INC                  REIT     294703103      417     18658 SH       DEFINED    01          18658        0        0  
EQUITY ONE INC                   REIT     294752100     1448     56698 SH       DEFINED    01          56698        0        0  
EQUITY RESIDENTIAL               REIT     29476L107     2413     52893 SH       DEFINED    01          52893        0        0  
***ERICSSON L M TEL CO           ADR      294821608     8892    222914 SH       DEFINED    01         222914        0        0  
ESSEX PROPERTY TRUST INC         REIT     297178105      379      3267 SH       DEFINED    01           3267        0        0  
ETHAN ALLEN INTERIORS INC        COMMON   297602104      956     27938 SH       DEFINED    01          27938        0        0  
ETOYS INC                        CBONDCNV 297862AA2       75   3000000 PRN      DEFINED    01        3000000        0        0  
EURONET WORLDWIDE INC            COMMON   298736109     2942    100902 SH       DEFINED    01         100902        0        0  
EVEREX SYSTEMS INC               COMMON   300072105        4    434905 SH       DEFINED    01         434905        0        0  
EVERGREEN SOLAR INC              COMMON   30033R108       98     10639 SH       DEFINED    01          10639        0        0  
EXAR CORP                        COMMON   300645108      270     20212 SH       DEFINED    01          20212        0        0  
EXELON CORP                      COMMON   30161N101    26388    363474 SH       DEFINED    01         363474        0        0  
WTS EXIDE TECHNOLOGIES           WARRANT  302051123      270    322594 SH       DEFINED    01         322594        0        0  
EXODUS COMMUNICATIONS INC        CBONDCNV 302088AJ8        4   1875000 PRN      DEFINED    01        1875000        0        0  
EXODUS COMM INC                  CBONDCNV 302088AP4       21   8535000 PRN      DEFINED    01        8535000        0        0  
EXPEDIA INC   DEL                COMMON   30212P105     7946    271311 SH       DEFINED    01         271311        0        0  
EXPEDITORS INTERNATIONAL OF      COMMON   302130109      644     15612 SH       DEFINED    01          15612        0        0  
EXPRESSJET HOLDINGS INC          COMMON   30218U108      150     25147 SH       DEFINED    01          25147        0        0  
EXPRESS SCRIPTS INC COMMON       CLASS    302182100     1863     37267 SH       DEFINED    01          37267        0        0  
EXTRA SPACE STORAGE INC          COMMON   30225T102      179     10855 SH       DEFINED    01          10855        0        0  
EXXON MOBIL CORP                 COMMON   30231G102   191985   2288806 SH       DEFINED    01        2288606        0      200  
FEI CO                           COMMON   30241L109      609     18776 SH       DEFINED    01          18776        0        0  
FEI COMPANY                      CBONDCNV 30241LAD1       30     24000 PRN      DEFINED    01          24000        0        0  
FEI CO                           CBONDCNV 30241LAF6       31     24000 PRN      DEFINED    01          24000        0        0  
FLIR SYSTEMS INC                 COMMON   302445101     6451    139496 SH       DEFINED    01          19035        0   120461  
FBR CAP MKTS CORP                COMMON   30247C103     7500    500000 SH       DEFINED    01         500000        0        0  
FMC TECHNOLOGIES INC             COMMON   30249U101     6182     78048 SH       DEFINED    01          78048        0        0  
FMC CORP NEW                     COMMON   302491303      838      9381 SH       DEFINED    01           9381        0        0  
FPL GROUP CAP INC                PREFERED 302570403      395     15900 SH       DEFINED    01          15900        0        0  
FPL GROUP INC                    COMMON   302571104    10905    192199 SH       DEFINED    01         192199        0        0  
FTI CONSULTING INC               COMMON   302941109      442     11625 SH       DEFINED    01          11625        0        0  
FACTSET RESEARCH SYSTEMS INC     COMMON   303075105      760     11123 SH       DEFINED    01          11123        0        0  
FAIR ISAAC INC                   COMMON   303250104      318      7934 SH       DEFINED    01           7934        0        0  
FAIR ISAAC CORPORATION           CBONDCNV 303250AD6    12822  12315000 PRN      DEFINED    01       12315000        0        0  
FAIRCHILD SEMICONDUCTOR INTL     COMMON   303726103     7743    400796 SH       DEFINED    01         400796        0        0  
FAIRCHILD SEMICONDUCTOR CORP     CBONDCNV 303727AJ0     2227   2250000 PRN      DEFINED    01        2250000        0        0  
***  FAIRFAX FINANCIAL HOLDINGS  COMMON   303901102     2127     11100 SH       DEFINED    01          11100        0        0  
FAIRPOINT COMMUNICATIONS INC     COMMON   305560104    17241    971374 SH       DEFINED    01         971374        0        0  
FALCONSTOR SOFTWARE INC          COMMON   306137100      116     11020 SH       DEFINED    01          11020        0        0  
FAMILY DOLLAR STORES INC         COMMON   307000109     3824    111445 SH       DEFINED    01         111445        0        0  
FAMOUS RESTAURANTS INC           COMMON   307091108        3    148800 SH       DEFINED    01         148800        0        0  
FASTENAL CO                      COMMON   311900104      598     14307 SH       DEFINED    01          14307        0        0  
FEDERAL AGRICULTURAL MORTGAGE    CLASS    313148306     7298    213277 SH       DEFINED    01         213277        0        0  
FREDDIE MAC-VOTING COMMON        COMMON   313400301    16335    269113 SH       DEFINED    01         269113        0        0  
FEDERAL HOME LN MTG CORP         PREFERED 313400699     5450    100000 SH       DEFINED    01         100000        0        0  
FEDERAL HOME LOAN MTG CORP       PREFERED 313400764      940     20000 SH       DEFINED    01          20000        0        0  
FANNIE MAE                       COMMON   313586109    39096    598452 SH       DEFINED    01         598452        0        0  
FEDERAL NATL MTG ASSN            PREFERED 313586703     6230    140000 SH       DEFINED    01         140000        0        0  
FEDERAL NATL MTG ASSN            PREFERED 313586810     9469       947 SH       DEFINED    01            947        0        0  
FEDERAL NATL MTG ASSN            PREFERED 313586836     4135    100000 SH       DEFINED    01         100000        0        0  
FEDERAL NATL MTG ASSN            PREFERED 313586885     7290    150000 SH       DEFINED    01         150000        0        0  
FEDERAL REALTY INVT TRUST        REIT     313747206      334      4326 SH       DEFINED    01           4326        0        0  
FEDERATED INVESTORS INC (PA.)    COMMON   314211103     3794     99007 SH       DEFINED    01          99007        0        0  
FEDEX CORP                       COMMON   31428X106    19333    174225 SH       DEFINED    01         174225        0        0  
FELCOR LODGING TRUST INC         REIT     31430F101      476     18298 SH       DEFINED    01          18298        0        0  
FERRELLGAS PARTNERS LP           MLP      315293100     4953    205382 SH       DEFINED    01         205382        0        0  
FERRO CORP                       COMMON   315405100      545     21880 SH       DEFINED    01          21880        0        0  
F5 NETWORKS INC                  COMMON   315616102     3931     48777 SH       DEFINED    01          48777        0        0  
FIDELITY NATIONAL INFORMATION    COMMON   31620M106     1833     33782 SH       DEFINED    01          33782        0        0  
FIDELITY NATIONAL FINANCIAL      COMMON   31620R105      407     17209 SH       DEFINED    01          17209        0        0  
FIELDSTONE INVESTMENT            REIT     31659U300     4681   1286225 SH       DEFINED    01        1286225        0        0  
FIFTH THIRD BANCORP              COMMON   316773100     9817    246853 SH       DEFINED    01         246853        0        0  
FINANCIAL FEDERAL CORP           COMMON   317492106     1019     34203 SH       DEFINED    01          34203        0        0  
FINANCIAL INSTITUTIONS INC       COMMON   317585404      233     11559 SH       DEFINED    01          11559        0        0  
FINISAR CORP                     COMMON   31787A101      134     35553 SH       DEFINED    01          35553        0        0  
FINISH LINE INC-CL A             CLASS    317923100      247     27159 SH       DEFINED    01          27159        0        0  
FINOVA GROUP INC                 COMMON   317928109       58   1459000 SH       DEFINED    01        1459000        0        0  
FIRST AMERICAN CORP              COMMON   318522307      329      6665 SH       DEFINED    01           6665        0        0  
FIRST BANCORP P R                COMMON   318672102     2218    201826 SH       DEFINED    01         201826        0        0  
FIRST CASH FINANCIAL SERVICES    COMMON   31942D107      819     34969 SH       DEFINED    01          34969        0        0  
FIRST  COMMONWEALTH FINANCIAL    COMMON   319829107      212     19497 SH       DEFINED    01          19497        0        0  
FIRST COMMUNITY BANCORP CALIF    COMMON   31983B101      979     17119 SH       DEFINED    01          17119        0        0  
FIRST DATA CORP                  COMMON   319963104    69957   2141339 SH       DEFINED    01        2141339        0        0  
FIRST FEDERAL BANCORP INC-DEL    COMMON   32017G108        3    112843 SH       DEFINED    01         112843        0        0  
FIRST FILMS INC                  COMMON   320205107        1    325051 SH       DEFINED    01         325051        0        0  
FIRST HORIZON NATL CORP          COMMON   320517105     2334     59856 SH       DEFINED    01          59856        0        0  
FIRST INDUSTRIAL REALTY TRUST    REIT     32054K103      236      6095 SH       DEFINED    01           6095        0        0  
FIRST MARBLEHEAD CORP            COMMON   320771108     1293     33481 SH       DEFINED    01          33481        0        0  
FIRST MERCURY FINL CORP          COMMON   320841109      203      9719 SH       DEFINED    01           9719        0        0  
FIRST MIDWEST BANCORP INC-DEL    COMMON   320867104      233      6588 SH       DEFINED    01           6588        0        0  
FIRST  NIAGARA FINANCIAL GROUP   COMMON   33582V108     1068     81536 SH       DEFINED    01          81536        0        0  
FIRST  POTOMAC REALTY TRUST      REIT     33610F109      222      9568 SH       DEFINED    01           9568        0        0  
FIRST  REPUBLIC BANK             COMMON   336158100    10807    201400 SH       DEFINED    01         201400        0        0  
FIRST SOLAR INC                  COMMON   336433107      716      8029 SH       DEFINED    01           8029        0        0  
FISERV INC                       COMMON   337738108     4548     80088 SH       DEFINED    01          80088        0        0  
FIRSTFED FINANCIAL CORP-DEL      COMMON 337907109        201      3545 SH       DEFINED    01           3545        0        0  
FLAGSTAR BANCORP INC             COMMON   337930101      387     32137 SH       DEFINED    01          32137        0        0  
FIRSTENERGY CORP                 COMMON   337932107    12617    194921 SH       DEFINED    01         194921        0        0  
FISHER SCIENTIFIC INTL INC       CBONDCNV 338032AX3      496    348000 PRN      DEFINED    01         348000        0        0  
***FLAMEL TECHNOLOGIES SA        ADR      338488109     1347     64269 SH       DEFINED    01          64269        0        0  
FLEETWOOD ENTERPRISES INC        CBONDCNV 339099AD5    17458  16827000 PRN      DEFINED    01       16827000        0        0  
FLEXTRONICS INTERNATIONAL LTD    CBONDCNV 33938EAL1    10448  11235000 PRN      DEFINED    01       11235000        0        0  
  FLORIDA ROCK INDUSTRIES INC    COMMON   341140101    23518    348427 SH       DEFINED    01         348427        0        0  
FLUOR CORP NEW                   COMMON   343412102     2845     25546 SH       DEFINED    01          25546        0        0  
FLOWERS FOODS INC                COMMON   343498101     1274     38211 SH       DEFINED    01          38211        0        0  
FLOWSERVE CORP                   COMMON   34354P105      633      8842 SH       DEFINED    01           8842        0        0  
***FOCUS MEDIA HLDG LTD          ADR      34415V109      309      6121 SH       DEFINED    01           6121        0        0  
***FOMENTO ECONOMICO MEXICANO    ADR      344419106      534     13600 SH       DEFINED    01          13600        0        0  
FOOT LOCKER INC                  COMMON   344849104     5189    238036 SH       DEFINED    01         238036        0        0  
FORD MOTOR CO   DEL              COMMON   345370860    19875   2109967 SH       DEFINED    01        2109967        0        0  
FORD MTR CO   DEL                CBONDCNV 345370CF5    95716  76420000 PRN      DEFINED    01       76420000        0        0  
FORD MOTOR CO                    PREFERED 345370852     8620    443000 SH       DEFINED    01         443000        0        0  
FORD MOTOR CO CAP TR II          PREFCONV 345395206   160713   4167869 SH       DEFINED    01        4167769        0      100  
FORD MOTOR CREDIT COMPANY LLC    PREFERED 345397202    16907    786400 SH       DEFINED    01         786400        0        0  
FORD MOTOR CREDIT COMPANY LLC    PREFERED 345397301     3588    163400 SH       DEFINED    01         163400        0        0  
FOREST   ENTERPRISES INC         COMMON   345550107      576      9369 SH       DEFINED    01           9369        0        0  
FOREST LABORATORIES INC          COMMON   345838106    10676    233881 SH       DEFINED    01         233881        0        0  
FOREST OIL CORP                  COMMON   346091705     2961     70072 SH       DEFINED    01          70072        0        0  
   FORMFACTOR INC                COMMON   346375108    10254    267746 SH       DEFINED    01         267746        0        0  
FORTIS INS N V                   PREFCONV 349573AA3     2008     13500 SH       DEFINED    01          13500        0        0  
FORTRESS INVT GROUP LLC          COMMON   34958B106    14301    600400 SH       DEFINED    01         600400        0        0  
FORTUNE BRANDS INC               COMMON   349631101    15484    187990 SH       DEFINED    01         187990        0        0  
FORWARD AIR CORPORATION          COMMON   349853101      281      8269 SH       DEFINED    01           8269        0        0  
FOSSIL INC                       COMMON   349882100      910     30887 SH       DEFINED    01          30887        0        0  
FOUNDATION COAL HOLDINGS INC     COMMON   35039W100      268      6605 SH       DEFINED    01           6605        0        0  
FOUNDRY NETWORKS INC             COMMON   35063R100     1497     89911 SH       DEFINED    01          89911        0        0  
FRANKLIN BANK CORP               COMMON   352451108      585     39318 SH       DEFINED    01          39318        0        0  
  FRANKLIN RESOURCES INC         COMMON   354613101    22930    173101 SH       DEFINED    01         173101        0        0  
  FREEPORT MCMORAN COPPER & GOLD COMMON   35671D857   115411   1393526 SH       DEFINED    01        1393526        0        0  
FREEPORT MCMORAN COPPER INC      CBONDCNV 35671DAK1       26     20000 PRN      DEFINED    01          20000        0        0  
FREIGHTCAR   AMERICA INC         COMMON   357023100     1233     25788 SH       DEFINED    01          25788        0        0  
FREMONT GENERAL CORP             COMMON   357288109     8228    764708 SH       DEFINED    01         764708        0        0  
FRIEDMAN BILLINGS RAMSEY GROUP   REIT     358434108      984    180368 SH       DEFINED    01         180368        0        0  
FRONTIER AIRLINES HOLDINGS INC   COMMON   359059102      129     23192 SH       DEFINED    01          23192        0        0  
FRONTIER OIL CORP                COMMON   35914P105     5461    124773 SH       DEFINED    01         124773        0        0  
FUELCELL ENERGY INC              COMMON   35952H106      101     12824 SH       DEFINED    01          12824        0        0  
FUEL TECH INC                    COMMON   359523107     4339    126692 SH       DEFINED    01         126692        0        0  
H B FULLER & CO                  COMMON   359694106     1169     39140 SH       DEFINED    01          39140        0        0  
FURNITURE BRANDS INTERNATIONAL   COMMON   360921100      403     28447 SH       DEFINED    01          28447        0        0  
GATX CORP                        COMMON   361448103      967     19654 SH       DEFINED    01          19654        0        0  
GFI GROUP INC                    COMMON   361652209      659      9105 SH       DEFINED    01           9105        0        0  
GENL GROWTH PROPERTIES           CBONDCNV 36170XAA3    27712  30000000 PRN      DEFINED    01       30000000        0        0  
GMAC LLC                         COMMON   36186C202    10399    455300 SH       DEFINED    01         455300        0        0  
GCB GMAC LLC                     CBONDCNV 36186CAA1     1745   1750000 PRN      DEFINED    01        1750000        0        0  
GMH COMMUNITIES TRUST            REIT     36188G102      301     31158 SH       DEFINED    01          31158        0        0  
WTS GT GROUP TELECOM INC         WARRANT  362359101      853     15616 SH       DEFINED    01          15616        0        0  
GABELLI DIVIDEND & INCOME FUND   COMMON   36242H104    12085    541000 SH       DEFINED    01         541000        0        0  
GAIAM INC                        COMMON   36268Q103      229     12582 SH       DEFINED    01          12582        0        0  
GALLAGHER ARTHUR J & CO          COMMON   363576109      281     10090 SH       DEFINED    01          10090        0        0  
***GAMMON GOLD INC               COMMON   36467T106     3178    251874 SH       DEFINED    01         251874        0        0  
GAMESTOP CORP                    COMMON   36467W109     4245    108573 SH       DEFINED    01         108573        0        0  
GANNETT CO INC                   COMMON   364730101    12544    228298 SH       DEFINED    01         228298        0        0  
GAP INC                          COMMON   364760108     5943    311180 SH       DEFINED    01         311180        0        0  
 GARDNER   DENVER INC            COMMON   365558105     4829    113508 SH       DEFINED    01         113508        0        0  
GARTNER INC                      CLASS    366651107      270     11004 SH       DEFINED    01          11004        0        0  
GATEHOUSE MEDIA INC              COMMON   367348109      211     11392 SH       DEFINED    01          11392        0        0  
GATEWAY INC                      COMMON   367626108     1044    657113 SH       DEFINED    01         657113        0        0  
GAYLORD ENTERTAINMENT CO NEW     COMMON   367905106      471      8788 SH       DEFINED    01           8788        0        0  
GEMSTAR TV GUIDE INTL INC        COMMON   36866W106      275     56082 SH       DEFINED    01          56082        0        0  
GENCORP INC                      COMMON   368682100      877     67154 SH       DEFINED    01          67154        0        0  
GENELABS TECHNOLOGIES INC        COMMON   368706206     4572   1945695 SH       DEFINED    01        1945695        0        0  
GENENTECH INC                    COMMON   368710406    70315    929360 SH       DEFINED    01         929360        0        0  
GENERAL CABLE CORP-DEL NEW       COMMON   369300108     1260     16639 SH       DEFINED    01          16639        0        0  
GENERAL COMMUNICATION INC-CL A   CLASS    369385109      250     19539 SH       DEFINED    01          19539        0        0  
GENERAL DYNAMICS CORP            COMMON   369550108    84232   1076871 SH       DEFINED    01        1076871        0        0  
GENERAL ELECTRIC CO              COMMON   369604103   396141  10348521 SH       DEFINED    01       10348521        0        0  
GENERAL GROWTH PROPERTIES INC    REIT     370021107    19034    359473 SH       DEFINED    01         359473        0        0  
GENERAL MILLS INC                COMMON   370334104    26249    449324 SH       DEFINED    01         449324        0        0  
GENERAL MOTORS CORP              COMMON   370442105   112641   2979941 SH       DEFINED    01        2979941        0        0  
GENERAL MOTORS CORPORATION       PREFCONV 370442691    28460   1000000 SH       DEFINED    01        1000000        0        0  
GENERAL MOTORS CORPORATION       PREFCONV 370442717   144625   5771173 SH       DEFINED    01        5771173        0        0  
GENERAL MOTORS CORP              PREFCONV 370442733   395239  17884131 SH       DEFINED    01       17884131        0        0  
GENESCO INC                      COMMON   371532102      359      6877 SH       DEFINED    01           6877        0        0  
GENESEE &   WYOMING INC-CL A     COMMON   371559105      227      7637 SH       DEFINED    01           7637        0        0  
GENESIS HEALTHCARE CORP          COMMON   37184D101      789     11535 SH       DEFINED    01          11535        0        0  
GENTEX CORP                      COMMON   371901109     1097     55717 SH       DEFINED    01          55717        0        0  
GENEVA STEEL CO-14% EXCH PFD     PREFERED 372252403       28     56400 SH       DEFINED    01          56400        0        0  
  GENEVA STEEL HOLDINGS          COMMON   372257105        2    397690 SH       DEFINED    01         397690        0        0  
GENITOPE CORP                    COMMON   37229P507       48     12640 SH       DEFINED    01          12640        0        0  
GENLYTE GROUP INC                COMMON   372302109      274      3500 SH       DEFINED    01           3500        0        0  
GENUINE PARTS CO                 COMMON   372460105     1618     32635 SH       DEFINED    01          32635        0        0  
GENWORTH FINANCIAL INC           COMMON   37247D106     6739    195914 SH       DEFINED    01         195914        0        0  
GENZYME CORPORATION              COMMON   372917104    10371    161047 SH       DEFINED    01         161047        0        0  
GENZYME CORP                     CBONDCNV 372917AN4      759    723000 PRN      DEFINED    01         723000        0        0  
GEORGIA GULF CORP NEW            COMMON   373200203      942     52053 SH       DEFINED    01          52053        0        0  
GEOTEK COMMUNICATION INC         CBONDCNV 373654AH5       22  17700000 PRN      DEFINED    01       17700000        0        0  
***GERDAU SA-SPONSORED ADR       ADR      373737105     4849    188568 SH       DEFINED    01         188568        0        0  
GERON CORP                       COMMON   374163103      549     78009 SH       DEFINED    01          78009        0        0  
GETTY IMAGES INC                 COMMON   374276103     1131     23659 SH       DEFINED    01          23659        0        0  
 GIBRALTAR INDUSTRIES INC        COMMON   374689107      306     13835 SH       DEFINED    01          13835        0        0  
 GILEAD SCIENCES INC             COMMON   375558103    18487    476845 SH       DEFINED    01         476845        0        0  
GILEAD SCIENCES INC              CBONDCNV 375558AE3      214    190000 PRN      DEFINED    01         190000        0        0  
GILEAD SCIENCES INC              CBONDCNV 375558AG8    11765  10412000 PRN      DEFINED    01       10412000        0        0  
GILEAD SCIENCES INC              CBONDCNV 375558AH6     7901   6901000 PRN      DEFINED    01        6901000        0        0  
GLACIER BANCORP INC-NEW          COMMON   37637Q105      226     11110 SH       DEFINED    01          11110        0        0  
GLATFELTER                       COMMON   377316104      136     10068 SH       DEFINED    01          10068        0        0  
***GLAXOSMITHKLINE PLC           ADR      37733W105    13095    250059 SH       DEFINED    01         250059        0        0  
GLOBAL CASH ACCESS HLDGS INC     COMMON   378967103      199     12447 SH       DEFINED    01          12447        0        0  
GLOBAL INDUSTRIES LTD            COMMON   379336100     1224     45643 SH       DEFINED    01          45643        0        0  
GLOBAL TELESYSTEMS INC           PREFCONV 37936U401       18     30320 SH       DEFINED    01          30320        0        0  
GLOBAL PAYMENTS INC              COMMON   37940X102    13215    333316 SH       DEFINED    01         238215        0    95101  
GLOBAL PWR EQUIP GROUP INC       COMMON   37941P108       95     48578 SH       DEFINED    01          48578        0        0  
GLOBAL PARTNERS LP SBI           MLP      37946R109     4958    137960 SH       DEFINED    01         137960        0        0  
GLU MOBILE INC                   COMMON   379890106      752     54126 SH       DEFINED    01          54126        0        0  
***GMARKET INC                   ADR      38012G100    18186    936004 SH       DEFINED    01         936004        0        0  
***GOL LINHAS AEREAS             ADR      38045R107     2995     90795 SH       DEFINED    01          90795        0        0  
***GOLD FIELDS LTD NEW           ADR      38059T106    26695   1700326 SH       DEFINED    01        1700326        0        0  
***GOLDCORP INC                  COMMON   380956409    81014   3419793 SH       DEFINED    01        3419793        0        0  
***GOLDEN STAR RESOURCES LTD     COMMON   38119T104     1539    414855 SH       DEFINED    01         414855        0        0  
GOLDEN TELECOM INC               COMMON   38122G107      422      7687 SH       DEFINED    01           7687        0        0  
GOLDMAN SACHS GROUP INC          COMMON   38141G104   129637    598095 SH       DEFINED    01         598095        0        0  
GOLDMAN SACHS GROUP INC          PREFERED 38144G804     8375    325000 SH       DEFINED    01         325000        0        0  
GOLDMAN SACHS GROUP INC          PREFCONV 38144L845    50000    500000 SH       DEFINED    01         500000        0        0  
GOLDMAN SACHS GROUP INC          PREFCONV 38144L860    37500    375000 SH       DEFINED    01         375000        0        0  
GOODRICH CORPORATION             COMMON   382388106     2432     40845 SH       DEFINED    01          40845        0        0  
GOODYEAR TIRE & RUBBER CO        COMMON   382550101    27560    792881 SH       DEFINED    01         792881        0        0  
GOOGLE INC                       COMMON   38259P508    99420    189958 SH       DEFINED    01         189958        0        0  
W R GRACE & CO-DEL NEW           COMMON   38388F108    15257    623008 SH       DEFINED    01         623008        0        0  
GRAFTECH INTERNATIONAL LTD       COMMON   384313102      397     23619 SH       DEFINED    01          23619        0        0  
W W GRAINGER INC                 COMMON   384802104     7669     82426 SH       DEFINED    01          82426        0        0  
GRANITE CONSTRUCTION INC         COMMON   387328107      585      9120 SH       DEFINED    01           9120        0        0  
GRANT PRIDECO INC                COMMON   38821G101     4086     75906 SH       DEFINED    01          75906        0        0  
GRAPHIC PACKAGING CORPORATION    COMMON   388688103      331     68498 SH       DEFINED    01          68498        0        0  
GRAY TELEVISION INC              COMMON   389375106      292     31591 SH       DEFINED    01          31591        0        0  
GREAT ATLANTIC & PACIFIC TEA     COMMON   390064103     1191     35537 SH       DEFINED    01          35537        0        0  
 GREAT PLAINS ENERGY INC         COMMON   391164100     2047     70301 SH       DEFINED    01          70301        0        0  
GREATER BAY BANCORP              COMMON   391648102     2897    104087 SH       DEFINED    01         104087        0        0  
GREENBRIER COMPANIES INC         COMMON   393657101      729     24131 SH       DEFINED    01          24131        0        0  
GREENHILL & CO INC               COMMON   395259104     1317     19177 SH       DEFINED    01          19177        0        0  
GREIF INC                        COMMON   397624107     2275     38170 SH       DEFINED    01          38170        0        0  
GREY WOLF INC                    COMMON   397888108      365     44358 SH       DEFINED    01          44358        0        0  
GROUP 1 AUTOMOTIVE INC           COMMON   398905109    16392    406355 SH       DEFINED    01         406355        0        0  
***GRUPO FINANCIERO GALICIA SA   ADR      399909100      117     12294 SH       DEFINED    01          12294        0        0  
***GRUPO TELEVISA SA DE CV       ADR      40049J206    10251    371301 SH       DEFINED    01         371301        0        0  
***GRUPO AEROPORTUARIO   DEL     ADR      400501102      210      7661 SH       DEFINED    01           7661        0        0  
***GRUPO AEROPORTUARIO   DEL     ADR      40051E202     6106    115900 SH       DEFINED    01         115900        0        0  
GUARDIAN BANCORP-LOS ANGELES     COMMON   401321104        6    197772 SH       DEFINED    01         197772        0        0  
GUESS INC                        COMMON   401617105      568     11841 SH       DEFINED    01          11841        0        0  
GUIDANCE SOFTWARE INC            COMMON   401692108     6586    467149 SH       DEFINED    01         467149        0        0  
GUITAR CENTER INC                COMMON   402040109    10432    174430 SH       DEFINED    01         174430        0        0  
GULF USA CORP                    COMMON   402571103       69    372223 SH       DEFINED    01         372223        0        0  
GYMBOREE CORP                    COMMON   403777105     1716     43566 SH       DEFINED    01          43566        0        0  
HCC INSURANCE HOLDINGS INC       COMMON   404132102     3570    106860 SH       DEFINED    01         106860        0        0  
***HDFC BK LTD                   ADR      40415F101     1306     15510 SH       DEFINED    01          15510        0        0  
HLTH CORPORATION                 COMMON   40422Y101      464     33190 SH       DEFINED    01          33190        0        0  
HNI CORPORATION                  COMMON   404251100      591     14432 SH       DEFINED    01          14432        0        0  
HRPT PROPERTIES TR-SBI           REIT     40426W101      234     22542 SH       DEFINED    01          22542        0        0  
HSBC USA INC                     PREFERED 40428H862     5216    200000 SH       DEFINED    01         200000        0        0  
***HSBC HOLDINGS PLC             ADR      404280406     4548     49565 SH       DEFINED    01          49565        0        0  
HSBC FINANCE CORPORATION         PREFERED 40429C607     7617    300000 SH       DEFINED    01         300000        0        0  
HAEMONETICS CORP-MASS            COMMON   405024100      472      8977 SH       DEFINED    01           8977        0        0  
HAIN CELESTIAL GROUP INC         COMMON   405217100     1062     39145 SH       DEFINED    01          39145        0        0  
HALLIBURTON CO                   COMMON   406216101    96432   2795158 SH       DEFINED    01        2795158        0        0  
HALLMARK FINL SVCS INC           COMMON   40624Q203      223     18474 SH       DEFINED    01          18474        0        0  
HALOZYME THERAPEUTICS INC        COMMON   40637H109      136     14823 SH       DEFINED    01          14823        0        0  
HANESBRANDS INC                  COMMON   410345102      592     21905 SH       DEFINED    01          21905        0        0  
HANGER ORTHOPEDIC GROUP INC      COMMON   41043F208     1080    100037 SH       DEFINED    01         100037        0        0  
HANOVER COMPRESSOR CO            COMMON   410768105     7726    323955 SH       DEFINED    01         323955        0        0  
  HANOVER INSURANCE GROUP INC    COMMON   410867105     1856     38049 SH       DEFINED    01          38049        0        0  
HANSEN MEDICAL INC               COMMON   411307101      205     10889 SH       DEFINED    01          10889        0        0  
HANSEN NATURAL CORP              COMMON   411310105      872     20293 SH       DEFINED    01          20293        0        0  
JOHN HANSON BANCORP INC          COMMON   411337108        3    102230 SH       DEFINED    01         102230        0        0  
HAPPINESS EXPRESS INC            COMMON   411381106      253     96715 SH       DEFINED    01          96715        0        0  
WTS HARBOR ACQUISITION CORP      WARRANT  41145X115      200    500000 SH       DEFINED    01         500000        0        0  
HARLEY DAVIDSON INC              COMMON   412822108    12085    202741 SH       DEFINED    01         202741        0        0  
HARMAN INTERNATIONAL             COMMON   413086109    10336     88495 SH       DEFINED    01          88455        0       40  
***HARMONY GOLD MINING CO LTD    ADR      413216300     1162     81444 SH       DEFINED    01          81444        0        0  
HARRAHS ENTERTAINMENT INC        COMMON   413619107   134865   1581809 SH       DEFINED    01        1581809        0        0  
HARRIS CORP-DEL                  COMMON   413875105     1895     34752 SH       DEFINED    01          34752        0        0  
HARRIS CORP   DEL                CBONDCNV 413875AH8       69     29000 PRN      DEFINED    01          29000        0        0  
HARRIS INTERACTIVE INC           COMMON   414549105       86     16220 SH       DEFINED    01          16220        0        0  
HARSCO CORP                      COMMON   415864107     4470     85979 SH       DEFINED    01          13973        0    72006  
  HARTFORD FINANCIAL SERVICES    COMMON   416515104     9591     97369 SH       DEFINED    01          97369        0        0  
HARVARD INDUSTRIES INC           COMMON   417434503        8   1089372 SH       DEFINED    01        1089372        0        0  
HARVEST NATURAL RESOURCES INC    COMMON   41754V103      578     48565 SH       DEFINED    01          48565        0        0  
HASBRO INC                       COMMON   418056107     1835     58428 SH       DEFINED    01          58428        0        0  
HAWAIIAN ELECTRIC CO INC         PREFERED 419866850      923     56942 SH       DEFINED    01          56942        0        0  
HAWAIIAN ELECTRIC INDUSTRIES     COMMON   419870100     1840     77705 SH       DEFINED    01          77705        0        0  
HEALTH CARE PROPERTY INVS INC    REIT     421915109      641     22169 SH       DEFINED    01          22169        0        0  
HEALTHSOUTH CORP                 COMMON   421924309     6803    375653 SH       DEFINED    01         375653        0        0  
HEALTHSOUTH CORP                 PREFCONV 421924200     9251     10000 SH       DEFINED    01          10000        0        0  
HEALTH MANAGEMENT ASSN INC       CBONDCNV 421933AE2      561    525000 PRN      DEFINED    01         525000        0        0  
HEALTH MGMT ASSOC INC            CBONDCNV 421933AF9     2407   2253000 PRN      DEFINED    01        2253000        0        0  
HEALTH MANAGEMENT ASSOCIATES     CLASS    421933102      819     72178 SH       DEFINED    01          72178        0        0  
HEALTHCARE REALTY TRUST          REIT     421946104     1818     65458 SH       DEFINED    01          65458        0        0  
HEADWATERS INC                   COMMON   42210P102     2178    126125 SH       DEFINED    01          33872        0    92253  
HEALTH CARE REIT INC             REIT     42217K106      300      7450 SH       DEFINED    01           7450        0        0  
HEALTHAXIS INC                   COMMON   42219D308     1336    667999 SH       DEFINED    01         667999        0        0  
HEALTH NET INC                   COMMON   42222G108     3376     63954 SH       DEFINED    01          63954        0        0  
HEALTHWAYS INC                   COMMON   422245100     4063     85789 SH       DEFINED    01          20794        0    64995  
HEARST-ARGYLE TELEVISION INC     COMMON   422317107      571     23725 SH       DEFINED    01          23725        0        0  
HEARTLAND EXPRESS INC            COMMON   422347104      710     43568 SH       DEFINED    01          43568        0        0  
HEARTLAND PARTNERS LP            MLP      422357103      243    187400 SH       DEFINED    01         187400        0        0  
HECHINGER CO CV S/D -REG-        CBONDCNV 422660AB6        3     84000 PRN      DEFINED    01          84000        0        0  
HECLA MINING CO                  COMMON   422704106     9152   1071726 SH       DEFINED    01        1071726        0        0  
HEELYS INC                       COMMON   42279M107      497     19239 SH       DEFINED    01          19239        0        0  
HEIDRICK & STRUGGLES INTL INC    COMMON   422819102      381      7437 SH       DEFINED    01           7437        0        0  
H J HEINZ CO                     COMMON   423074103    14345    302203 SH       DEFINED    01         302203        0        0  
HELIX ENERGY SOLUTIONS GROUP     COMMON   42330P107      270      6766 SH       DEFINED    01           6766        0        0  
HELLER FINANCIAL INC             PREFERED 423328871     2572     24600 SH       DEFINED    01          24600        0        0  
HELMERICH & PAYNE INC            COMMON   423452101     1603     45280 SH       DEFINED    01          45280        0        0  
HERCULES INC                     COMMON   427056106     1281     65241 SH       DEFINED    01          65241        0        0  
HERCULES OFFSHORE INC            COMMON   427093109     7502    231695 SH       DEFINED    01         231695        0        0  
HERSHEY COMPANY (THE)            COMMON   427866108     2346     46358 SH       DEFINED    01          46358        0        0  
HESS CORPORATION                 COMMON   42809H107    18654    316387 SH       DEFINED    01         316387        0        0  
HEWITT ASSOCIATES INC            COMMON   42822Q100      670     20954 SH       DEFINED    01          20954        0        0  
HEWLETT PACKARD CO               COMMON   428236103   142236   3187736 SH       DEFINED    01        3187736        0        0  
HEXCEL CORP NEW                  COMMON   428291108     6348    301321 SH       DEFINED    01         126252        0   175069  
HIBBETT SPORTS INC               COMMON   428567101      417     15265 SH       DEFINED    01          15265        0        0  
HIGHBURY FINANCIAL INC           COMMON   42982Y109      435     70825 SH       DEFINED    01          70825        0        0  
HIGHLAND HOSPITALITY CORP        REIT     430141101     1368     71290 SH       DEFINED    01          71290        0        0  
HILAND HLDGS GP LP               MLP      43129M107     4574    127588 SH       DEFINED    01         127588        0        0  
HILB ROGAL & HOBBS CO            COMMON   431294107      544     12705 SH       DEFINED    01          12705        0        0  
HILLENBRAND INDUSTRIES INC       COMMON   431573104      307      4737 SH       DEFINED    01           4737        0        0  
HILTON HOTELS CORP               COMMON   432848109    34385   1027360 SH       DEFINED    01        1027360        0        0  
HILTON HOTELS CORP               CBONDCNV 432848AZ2    11554   7671000 PRN      DEFINED    01        7671000        0        0  
HOKU SCIENTIFIC INC              COMMON   434712105      127     11800 SH       DEFINED    01          11800        0        0  
HOLLY CORP NEW                   COMMON   435758305     5510     74273 SH       DEFINED    01          74273        0        0  
HOLOGIC INC                      COMMON   436440101    13666    247087 SH       DEFINED    01         247087        0        0  
HOME DEPOT INC                   COMMON   437076102   113564   2886005 SH       DEFINED    01        2886005        0        0  
HOME DIAGNOSTICS INC   DEL       COMMON   437080104     5178    440000 SH       DEFINED    01         440000        0        0  
HOME INNS & HOTELS MGMT INC      ADR      43713W107      241      7507 SH       DEFINED    01           7507        0        0  
HOME PPTYS L P                   CBONDCNV 43730EAA4     4522   4500000 PRN      DEFINED    01        4500000        0        0  
HOMEBANC CORP GA                 REIT     43738R109       93     73415 SH       DEFINED    01          73415        0        0  
*** HONDA MOTOR CO LTD-ADR NEW   ADR      438128308     1677     46233 SH       DEFINED    01          46233        0        0  
HONEYWELL INTL INC               COMMON   438516106    21284    378197 SH       DEFINED    01         378197        0        0  
HORIZON OFFSHORE INC             COMMON   44043J204     3234    168447 SH       DEFINED    01         168447        0        0  
HORMEL FOODS CORP                COMMON   440452100      320      8587 SH       DEFINED    01           8587        0        0  
HORNBECK OFFSHORE SERVICES INC   COMMON   440543106      257      6649 SH       DEFINED    01           6649        0        0  
HORSEHEAD HLDG CORP              COMMON   440694107    13967   1034615 SH       DEFINED    01        1034615        0        0  
HOSPITALITY PROPERTIES TRUST     REIT     44106M102     3567     85992 SH       DEFINED    01          85992        0        0  
HOSPIRA INC                      COMMON   441060100    22140    567118 SH       DEFINED    01         567118        0        0  
HOST HOTELS & RESORTS INC        REIT     44107P104     2300     99510 SH       DEFINED    01          99510        0        0  
HOT TOPIC INC                    COMMON   441339108     1084     99787 SH       DEFINED    01          99787        0        0  
HOVNANIAN ENTERPRISES INC-CL A   COMMON   442487203     3959    239529 SH       DEFINED    01         144668        0    94861  
HOWARD SAVINGS BANK-NEWARK N J   COMMON   442765103        2     78554 SH       DEFINED    01          78554        0        0  
HUB GROUP INC-CL A               CLASS    443320106      277      7889 SH       DEFINED    01           7889        0        0  
HUBBELL INC-CL B                 CLASS    443510201      471      8704 SH       DEFINED    01           8704        0        0  
  HUDSON   BANCORP INC           COMMON   443683107    18928   1548962 SH       DEFINED    01        1548962        0        0  
HUMANA INC                       COMMON   444859102     6489    106548 SH       DEFINED    01         106548        0        0  
HUMAN GENOME SCIENCES INC        COMMON   444903108     1134    127147 SH       DEFINED    01         127147        0        0  
JB HUNT TRANSPORT SERVICES INC   COMMON   445658107      262      8951 SH       DEFINED    01           8951        0        0  
  HUNTINGTON BANCSHARES INC      COMMON   446150104    26931   1184323 SH       DEFINED    01        1184323        0        0  
HUNTSMAN CORP                    COMMON   447011107     3164    130174 SH       DEFINED    01         130174        0        0  
  HUTCHINSON TECHNOLOGY INC      COMMON   448407106      900     47877 SH       DEFINED    01          47877        0        0  
HUTCHINSON TECHNOLOGY INC        CBONDCNV 448407AF3     2143   2500000 PRN      DEFINED    01        2500000        0        0  
IDT CORPORATION                  COMMON   448947309      585     56765 SH       DEFINED    01          56765        0        0  
IAC/INTERACTIVECORP              COMMON   44919P300    12488    360840 SH       DEFINED    01         360840        0        0  
ICT GROUP INC                    COMMON   44929Y101     1796     96038 SH       DEFINED    01          96038        0        0  
ICO GLOBAL COMMUNICATIONS        COMMON   44930K108      650    187027 SH       DEFINED    01         187027        0        0  
I-FLOW CORP NEW                  COMMON   449520303      195     11654 SH       DEFINED    01          11654        0        0  
IMS HEALTH INC                   COMMON   449934108     1032     32125 SH       DEFINED    01          32125        0        0  
ISTAR FINANCIAL INC              PREFERED 45031U606     1750     70000 SH       DEFINED    01          70000        0        0  
ISTAR FINANCIAL INC              REIT     45031U101      568     12824 SH       DEFINED    01          11224        0     1600  
ITT EDUCATIONAL SERVICES INC     COMMON   45068B109      242      2063 SH       DEFINED    01           2063        0        0  
IXIA                             COMMON   45071R109       96     10393 SH       DEFINED    01          10393        0        0  
ITT CORPORATION                  COMMON   450911102    14856    217588 SH       DEFINED    01         217588        0        0  
***IAMGOLD CORP                  COMMON   450913108     1468    191709 SH       DEFINED    01         191709        0        0  
***ICICI BANK LTD                ADR      45104G104    10917    222133 SH       DEFINED    01         222133        0        0  
ICONIX BRAND GROUP INC           COMMON   451055107      313     14108 SH       DEFINED    01          14108        0        0  
IDACORP INC                      COMMON   451107106     1054     32900 SH       DEFINED    01          32900        0        0  
IDEARC INC                       COMMON   451663108    18866    534000 SH       DEFINED    01         534000        0        0  
IDEX CORP                        COMMON   45167R104      258      6697 SH       DEFINED    01           6697        0        0  
IDEXX LABORATORIES CORP          COMMON   45168D104      275      2907 SH       DEFINED    01           2907        0        0  
IKON OFFICE SOLUTIONS INC        COMMON   451713101      516     33080 SH       DEFINED    01          33080        0        0  
IHS INC                          COMMON   451734107      312      6795 SH       DEFINED    01           6795        0        0  
  ILLINOIS TOOL WORKS INC        COMMON   452308109     8310    153365 SH       DEFINED    01         153365        0        0  
ILLUMINA INC                     COMMON   452327109     1098     27065 SH       DEFINED    01          27065        0        0  
ILLUMINA INC                     CBONDCNV 452327AA7    15229  14200000 PRN      DEFINED    01       14200000        0        0  
IMATION CORP                     COMMON   45245A107      258      7001 SH       DEFINED    01           7001        0        0  
***IMAX CORP                     COMMON   45245E109      692    164156 SH       DEFINED    01         164156        0        0  
IMCLONE SYSTEMS INC              COMMON   45245W109     2990     84559 SH       DEFINED    01          84559        0        0  
IMMERSION CORP                   COMMON   452521107      151     10114 SH       DEFINED    01          10114        0        0  
IMMUCOR INC                      COMMON   452526106      548     19602 SH       DEFINED    01          19602        0        0  
IMPAC MORTGAGE HOLDINGS INC      REIT     45254P102      136     29636 SH       DEFINED    01          29636        0        0  
IMPERIAL SUGAR CO                COMMON   453096208   102180   3318626 SH       DEFINED    01        3318626        0        0  
INDEVUS PHARMACEUTICALS INC      COMMON   454072109      451     67155 SH       DEFINED    01          67155        0        0  
INDEVUS PHARMACEUTICALS INC      CBONDCNV 454072AA7     1227   1000000 PRN      DEFINED    01        1000000        0        0  
  INDIA FUND INC                 COMMON   454089103      663     15200 SH       DEFINED    01          15200        0        0  
INDUSTRIAL ENTERPRISES OF        COMMON   456132208      104     20749 SH       DEFINED    01          20749        0        0  
INDYMAC BANK FSB                 PREFERED 45660R304    22110    880000 SH       DEFINED    01         880000        0        0  
INDYMAC BANCORP INC              REIT     456607100     1261     43260 SH       DEFINED    01          43260        0        0  
INERGY HOLDINGS L P              MLP      45661Q107      494      9719 SH       DEFINED    01           9719        0        0  
INERGY L P                       MLP      456615103    11891    328487 SH       DEFINED    01         328487        0        0  
***INFINEON TECHNOLOGIES AG      ADR      45662N103    19798   1197716 SH       DEFINED    01        1197716        0        0  
INFOCROSSING INC                 COMMON   45664X109      338     18297 SH       DEFINED    01          18297        0        0  
INFINITY PROPERTY & CASUALTY     COMMON   45665Q103      321      6347 SH       DEFINED    01           6347        0        0  
INFORMATICA CORPORATION          COMMON   45666Q102     1536    104052 SH       DEFINED    01         104052        0        0  
INFOSPACE INC                    COMMON   45678T201      779     33593 SH       DEFINED    01          33593        0        0  
***INFOSYS TECHNOLOGIES LTD      ADR      456788108    31270    620698 SH       DEFINED    01         620698        0        0  
***ING GROEP N V                 PREFERED 456837608     4056    164500 SH       DEFINED    01         164500        0        0  
***ING GROEP NV-SPONSORED ADR    ADR      456837103     1485     33786 SH       DEFINED    01          33786        0        0  
INFRASOURCE SERVICES INC         COMMON   45684P102    13458    362757 SH       DEFINED    01         362757        0        0  
INGLES MARKETS INC-CL A          CLASS    457030104      206      5998 SH       DEFINED    01           5998        0        0  
INGRAM MICRO INC-CL A            CLASS    457153104      949     43737 SH       DEFINED    01          43737        0        0  
INLAND REAL ESTATE CORP          COMMON   457461200      681     40152 SH       DEFINED    01          40152        0        0  
INLAND REAL ESTATE CORP          CBONDCNV 457461AB7     1985   2000000 PRN      DEFINED    01        2000000        0        0  
INNKEEPERS   USA TRUST-SBI       REIT     4576J0104      390     22010 SH       DEFINED    01          22010        0        0  
INPUT/OUTPUT INC                 COMMON   457652105      475     30460 SH       DEFINED    01          30460        0        0  
INSITUFORM TECHNOLOGIES INC      CLASS    457667103      649     29766 SH       DEFINED    01          29766        0        0  
INNOSPEC INC                     COMMON   45768S105      276      4671 SH       DEFINED    01           4671        0        0  
INTEGRA LIFESCIENCES HOLDINGS    COMMON   457985208      473      9582 SH       DEFINED    01           9582        0        0  
INTEGRATED DEVICE TECHNOLOGY     COMMON   458118106     6679    437454 SH       DEFINED    01         437454        0        0  
INTEGRATED RESOURCES INC         COMMON   458124104      279      5890 SH       DEFINED    01           5890        0        0  
INTEL CORP                       COMMON   458140100   229799   9671712 SH       DEFINED    01        9671712        0        0  
INTEGRYS ENERGY GROUP INC        COMMON   45822P105     1096     21615 SH       DEFINED    01          21615        0        0  
INTER TEL INC                    COMMON   458372109     2446    102216 SH       DEFINED    01         102216        0        0  
INTERACTIVE BROKERS GROUP INC    COMMON   45841N107      823     30350 SH       DEFINED    01          30350        0        0  
INTERCONTINENTALEXCHANGE INC     COMMON   45865V100     4312     29169 SH       DEFINED    01          29169        0        0  
INTERDIGITAL COMMUNICATIONS      COMMON   45866A105     4313    134075 SH       DEFINED    01         134075        0        0  
INTERLINE BRANDS INC             COMMON   458743101     2930    112355 SH       DEFINED    01         112355        0        0  
INTERMEC INC                     COMMON   458786100     4309    170281 SH       DEFINED    01         170281        0        0  
INTERMET CORP                    COMMON   45881K104        6    320000 SH       DEFINED    01         320000        0        0  
INTERMUNE INC                    CBONDCNV 45884XAC7      681    500000 PRN      DEFINED    01         500000        0        0  
INTERNAP NETWORK SERVICES        COMMON   45885A300     3213    222817 SH       DEFINED    01         222817        0        0  
INTL ASSETS HOLDING CORP         COMMON   459028106     2419    104084 SH       DEFINED    01         104084        0        0  
INTERNATIONAL BROADCASTING       COMMON   459173209        2     39501 SH       DEFINED    01          39501        0        0  
INTERNATIONAL BUSINESS           COMMON   459200101   119549   1135866 SH       DEFINED    01        1135866        0        0  
INTERNATIONAL COAL GROUP INC     COMMON   45928H106      162     27180 SH       DEFINED    01          27180        0        0  
INTL FLAVORS & FRAGRANCES INC    COMMON   459506101     4436     85085 SH       DEFINED    01          85085        0        0  
INTL GAMING MANAGEMENT INC       COMMON   459548103       19    102100 SH       DEFINED    01         102100        0        0  
INTL GAME TECHNOLOGY             COMMON   459902102    70499   1775804 SH       DEFINED    01        1775804        0        0  
INTERNATIONAL PAPER CO           COMMON   460146103    26313    673847 SH       DEFINED    01         673847        0        0  
***INTERNATIONAL RECTIFIER COR   COMMON   460254105     1584     42536 SH       DEFINED    01          42536        0        0  
INTL RESEARCH & DEVELOPMENT      COMMON   460263106      153    136796 SH       DEFINED    01         136796        0        0  
INTERNATIONAL SECURITIES         COMMON   46031W204     3388     51847 SH       DEFINED    01          51847        0        0  
INTERNATIONAL SPEEDWAY CORP      CLASS    460335201      568     10785 SH       DEFINED    01          10785        0        0  
INTERSIL CORPORATION CL A        COMMON   46069S109     7202    228937 SH       DEFINED    01         228937        0        0  
INTERPUBLIC GROUP OF COS INC     COMMON   460690100   110383   9682742 SH       DEFINED    01        9682742        0        0  
INTERPUBLIC GROUP COS INC        CBONDCNV 460690AT7    28881  25816000 PRN      DEFINED    01       25811000        0     5000  
INTERPUBLIC GROUP COS INC        CBONDCNV 460690AZ3    38627  32980000 PRN      DEFINED    01       32980000        0        0  
INTERSTATE BAKERIES CORP-  DEL   COMMON   46072H108      585    209266 SH       DEFINED    01         209266        0        0  
INTERVOICE INC                   COMMON   461142101     5866    704307 SH       DEFINED    01         704307        0        0  
INTEVAC INC                      COMMON   461148108      202      9502 SH       DEFINED    01           9502        0        0  
INTUITIVE SURGICAL INC NEW       COMMON   46120E602     4278     30829 SH       DEFINED    01          30829        0        0  
INTUIT INC                       COMMON   461202103     9296    309066 SH       DEFINED    01         309066        0        0  
INVENTIV HEALTH INC              COMMON   46122E105      724     19791 SH       DEFINED    01          19791        0        0  
 INVERNESS MEDICAL INNOVATIONS   COMMON   46126P106     1058     20748 SH       DEFINED    01          20748        0        0  
INVESTMENT TECHNOLOGY GROUP      COMMON   46145F105      335      7746 SH       DEFINED    01           7746        0        0  
INVESTORS BANCORP INC            COMMON   46146P102      401     29886 SH       DEFINED    01          29886        0        0  
INVITROGEN CORP                  COMMON   46185R100     5908     80115 SH       DEFINED    01          80115        0        0  
INVITROGEN CORP                  CBONDCNV 46185RAK6      384    418000 PRN      DEFINED    01         418000        0        0  
INVITROGEN CORP                  CBONDCNV 46185RAM2     1971   1940000 PRN      DEFINED    01        1940000        0        0  
INVESTORS FINANCIAL SERVICES     COMMON   461915100     4929     79938 SH       DEFINED    01          79938        0        0  
IPASS INC                        COMMON   46261V108       84     15526 SH       DEFINED    01          15526        0        0  
***IPSCO INC                     COMMON   462622101     7944     50000 SH       DEFINED    01          50000        0        0  
IRON MOUNTAIN INC                COMMON   462846106      247      9481 SH       DEFINED    01           9481        0        0  
ISILON SYSTEMS INC               COMMON   46432L104    46381   3007821 SH       DEFINED    01        3007821        0        0  
 ISIS PHARMACEUTICALS INC        COMMON   464330109    10869   1122919 SH       DEFINED    01        1122919        0        0  
ISIS PHARMACEUTICALS INC   DEL   CBONDCNV 464337AD6      519    542000 PRN      DEFINED    01         542000        0        0  
ISIS PHARMACEUTICALS INC   DEL   CBONDCNV 464337AE4      234    245000 PRN      DEFINED    01         245000        0        0  
ISLE  CAPRI CASINOS INC          COMMON   464592104     1036     43254 SH       DEFINED    01          43254        0        0  
ITRON INC                        COMMON   465741106     4879     62612 SH       DEFINED    01           9272        0    53340  
ITRON INC                        CBONDCNV 465741AJ5    13437  10000000 PRN      DEFINED    01       10000000        0        0  
I2 TECHNOLOGIES INC              COMMON   465754208     2452    131560 SH       DEFINED    01         131560        0        0  
***IVANHOE MINES LTD             COMMON   46579N103     1424    100000 SH       DEFINED    01         100000        0        0  
JA SOLAR HLDGS CO LTD            ADR      466090107     1415     41965 SH       DEFINED    01          41965        0        0  
J CREW GROUP INC                 COMMON   46612H402      625     11561 SH       DEFINED    01          11561        0        0  
JDS UNIPHASE CORPORATION         COMMON   46612J507    18509   1378219 SH       DEFINED    01        1378219        0        0  
***JDS UNIPHASE CORP             CBONDCNV 46612JAB7     6573   7116000 PRN      DEFINED    01        7116000        0        0  
JDA SOFTWARE GROUP INC           COMMON   46612K108     1299     66190 SH       DEFINED    01          66190        0        0  
JPMORGAN CHASE & CO              COMMON   46625H100   112022   2312123 SH       DEFINED    01        2312123        0        0  
J2 GLOBAL COMMUNICATIONS INC     COMMON   46626E205      363     10420 SH       DEFINED    01          10420        0        0  
JABIL CIRCUIT INC                COMMON   466313103     4645    210501 SH       DEFINED    01         210501        0        0  
JACK IN THE BOX INC              COMMON   466367109      686      9676 SH       DEFINED    01           9676        0        0  
  JACKSON HEWITT TAX SERVICE INC COMMON   468202106    15740    559949 SH       DEFINED    01         559949        0        0  
JACOBS ENGINEERING GROUP INC     COMMON   469814107      752     13077 SH       DEFINED    01          13077        0        0  
JANUS CAPITAL GROUP INC          COMMON   47102X105     3311    118954 SH       DEFINED    01         118954        0        0  
JARDEN CORPORATION               COMMON   471109108     1000     23266 SH       DEFINED    01          23266        0        0  
JAZZ TECHNOLOGIES INC            COMMON   47214E102      906    300000 SH       DEFINED    01         300000        0        0  
WTS JAZZ TECHNOLOGIES INC        WARRANT  47214E110      858   1300000 SH       DEFINED    01        1300000        0        0  
JEFFERIES GROUP INC NEW          COMMON   472319102     6837    253414 SH       DEFINED    01         139019        0   114395  
JETBLUE AIRWAYS CORP             COMMON   477143101    19161   1630747 SH       DEFINED    01        1630747        0        0  
JETBLUE AIRWAYS CORP             CBONDCNV 477143AB7      970   1000000 PRN      DEFINED    01        1000000        0        0  
JETBLUE AIRWAYS CORP             CBONDCNV 477143AC5     2093   2134000 PRN      DEFINED    01        2129000        0     5000  
JOHNSON & JOHNSON                COMMON   478160104   254704   4133464 SH       DEFINED    01        4133464        0        0  
JOHNSON CONTROLS INC             COMMON   478366107     7529     65041 SH       DEFINED    01          65041        0        0  
JONES APPAREL GROUP INC          COMMON   480074103     2131     75441 SH       DEFINED    01          75441        0        0  
JONES LANG LASALLE INC           COMMON   48020Q107      713      6288 SH       DEFINED    01           6288        0        0  
JONES SODA CO                    COMMON   48023P106     1268     90465 SH       DEFINED    01          90465        0        0  
JONES PLUMBING SYSTEMS INC       COMMON   480237106        5     11815 SH       DEFINED    01          11815        0        0  
JOSEPH A BANK CLOTHIERS INC      COMMON   480838101     1430     34483 SH       DEFINED    01          34483        0        0  
JOY GLOBAL INC                   COMMON   481165108    12901    221186 SH       DEFINED    01         134467        0    86719  
JUNIPER NETWORKS                 COMMON   48203R104     6031    239622 SH       DEFINED    01         239622        0        0  
KBR INC                          COMMON   48242W106    17021    648917 SH       DEFINED    01         648917        0        0  
K-FED BANCORP                    COMMON   48246S101      207     13229 SH       DEFINED    01          13229        0        0  
***KHD HUMBOLDT WEDAG            COMMON   482462108     1096     17834 SH       DEFINED    01          17834        0        0  
KKR FINANCIAL HOLDINGS LLC       COMMON   48248A306    80458   3229964 SH       DEFINED    01        3229964        0        0  
KLA-TENCOR CORP                  COMMON   482480100     5081     92477 SH       DEFINED    01          92477        0        0  
K MART CORP                      COMMON   482584109       22    269037 SH       DEFINED    01         269037        0        0  
K-SWISS INC-CL A                 CLASS    482686102     1103     38967 SH       DEFINED    01          38967        0        0  
K V PHARMACEUTICAL CO-CL A       CLASS    482740206     1371     50362 SH       DEFINED    01          50362        0        0  
KAISER ALUMINUM CORPORATION      COMMON   483007704     1577     21648 SH       DEFINED    01          21648        0        0  
KAMAN CORP                       COMMON   483548103      248      7977 SH       DEFINED    01           7977        0        0  
  KANSAS   SOUTHERN              COMMON   485170302      717     19112 SH       DEFINED    01          19112        0        0  
 KANSAS    SOUTHERN INDS         COMMON   485170609    19278     15000 SH       DEFINED    01          15000        0        0  
KAYDON CORP                      COMMON   486587108     1052     20189 SH       DEFINED    01          20189        0        0  
KAYNE ANDERSON ENERGY DEV CO     COMMON   48660Q102      520     20680 SH       DEFINED    01          20680        0        0  
KB HOME                          COMMON   48666K109    81596   2072557 SH       DEFINED    01        2072557        0        0  
KELLOGG CO                       COMMON   487836108     5753    111099 SH       DEFINED    01         111099        0        0  
KELLWOOD CO                      COMMON   488044108     1790     63667 SH       DEFINED    01          63667        0        0  
KEMET CORP                       COMMON   488360108     1894    268764 SH       DEFINED    01         268764        0        0  
KENDLE INTERNATIONAL INC         COMMON   48880L107      285      7756 SH       DEFINED    01           7756        0        0  
KENNAMETAL INC                   COMMON   489170100     1906     23245 SH       DEFINED    01          23245        0        0  
KERYX BIOPHARMACEUTICALS INC     COMMON   492515101      267     27371 SH       DEFINED    01          27371        0        0  
KEY ENERGY SERVICES INC          COMMON   492914106     7998    431671 SH       DEFINED    01         431671        0        0  
WTS KEY ENERGY G WTS             WARRANT  492914122     5747     28650 SH       DEFINED    01          28650        0        0  
KEYCORP NEW                      COMMON   493267108    13377    389688 SH       DEFINED    01         389688        0        0  
KEYSPAN CORP                     COMMON   49337W100     5453    129914 SH       DEFINED    01         129914        0        0  
KILROY REALTY CORP               REIT     49427F108      273      3858 SH       DEFINED    01           3858        0        0  
KIMBALL INTERNATIONAL INC-CL B   COMMON   494274103      244     17445 SH       DEFINED    01          17445        0        0  
KIMBERLY CLARK CORP              COMMON   494368103    12760    190762 SH       DEFINED    01         190762        0        0  
KIMCO REALTY CORP                REIT     49446R109     2909     76415 SH       DEFINED    01          76415        0        0  
KINDER MORGAN MGMT LLC           MLP      49455U100     8709    167808 SH       DEFINED    01         167808        0        0  
KINDER MORGAN ENERGY PARTNERS    MLP      494550106      988     17903 SH       DEFINED    01          17903        0        0  
KINDRED HEALTHCARE INC           COMMON   494580103      464     15115 SH       DEFINED    01          15115        0        0  
KINETIC CONCEPTS INC             COMMON   49460W208      447      8616 SH       DEFINED    01           8616        0        0  
KING PHARMACEUTICALS INC         COMMON   495582108     2731    133483 SH       DEFINED    01         133483        0        0  
***KINROSS GOLD CORP             COMMON   496902404     1617    138501 SH       DEFINED    01         138501        0        0  
KIRBY CORP                       COMMON   497266106      233      6080 SH       DEFINED    01           6080        0        0  
KNOLL INC                        COMMON   498904200      259     11589 SH       DEFINED    01          11589        0        0  
KNIGHT CAPITAL GROUP INC         COMMON   499005106     1124     67763 SH       DEFINED    01          67763        0        0  
KNIGHT TRANSPORTATION INC        COMMON   499064103      459     23705 SH       DEFINED    01          23705        0        0  
KNOLOGY INC                      COMMON   499183804      348     20070 SH       DEFINED    01          20070        0        0  
KOHLS CORP                       COMMON   500255104    10521    148127 SH       DEFINED    01         148127        0        0  
KOMAG INC                        COMMON   500453204     9048    283741 SH       DEFINED    01         283741        0        0  
***KONINKLIJKE PHILIPS ELECTRS   ADR      500472303      456     10786 SH       DEFINED    01          10786        0        0  
***KOOKMIN BK NEW                ADR      50049M109     1049     11967 SH       DEFINED    01          11967        0        0  
KORN FERRY INTL                  COMMON   500643200      861     32798 SH       DEFINED    01          32798        0        0  
KRAFT FOODS INC                  COMMON   50075N104    62795   1781443 SH       DEFINED    01        1781443        0        0  
***KPNQWEST N V                  CBONDCNV 500750AC8       17    223000 PRN      DEFINED    01         223000        0        0  
KRISPY KREME DOUGHNUTS INC       COMMON   501014104     1088    117589 SH       DEFINED    01         117589        0        0  
KROGER CO                        COMMON   501044101    13206    469489 SH       DEFINED    01         469489        0        0  
***KUBOTA CORPORATION            ADR      501173207     1578     38978 SH       DEFINED    01          38978        0        0  
KULICKE & SOFFA INDUSTRIES INC   COMMON   501242101     1177    112443 SH       DEFINED    01         112443        0        0  
KULICKE & SOFFA INDS INC         CBONDCNV 501242AL5      315    340000 PRN      DEFINED    01         340000        0        0  
L & H CAP TR I                   PREFCONV 501608202       90    121065 SH       DEFINED    01         121065        0        0  
***LG PHILIPS LCD CO LTD         ADR      50186V102     1280     56575 SH       DEFINED    01          56575        0        0  
LKQ CORPORATION                  COMMON   501889208      558     22630 SH       DEFINED    01          22630        0        0  
L 1 IDENTITY SOLUTIONS INC       COMMON   50212A106      513     25115 SH       DEFINED    01          25115        0        0  
LSI INDUSTRIES INC               COMMON   50216C108     9678    540703 SH       DEFINED    01         540703        0        0  
LSI CORPORATION                  COMMON   502161102     6684    890021 SH       DEFINED    01         890021        0        0  
LSI LOGIC                        CBONDCNV 502161AJ1     8734   9016000 PRN      DEFINED    01        9011000        0     5000  
LTC PROPERTIES INC               PREFERED 502175508      447     10000 SH       DEFINED    01          10000        0        0  
LTC PROPERTIES INC               REIT     502175102      270     11910 SH       DEFINED    01          11910        0        0  
L-3 COMMUNICATIONS CORP          CBONDCNV 502413AW7     5637   5000000 PRN      DEFINED    01        5000000        0        0  
L-3 COMMUNICATIONS HOLDINGS      COMMON   502424104    18926    194338 SH       DEFINED    01         194338        0        0  
LA Z BOY INC                     COMMON   505336107      173     15137 SH       DEFINED    01          15137        0        0  
LABORATORY CORP AMER HLDGS       COMMON   50540R409    10455    133605 SH       DEFINED    01         133605        0        0  
LABORATORY CORP AMER HLDGS       CBONDCNV 50540RAC6      146    139000 PRN      DEFINED    01         139000        0        0  
LABORATORY CORP AMER HLDGS SB    CBONDCNV 50540RAG7       14     14000 PRN      DEFINED    01          14000        0        0  
LABOR READY INC NEW              COMMON   505401208     2102     90968 SH       DEFINED    01          90968        0        0  
LABRANCHE & CO INC               COMMON   505447102      154     20875 SH       DEFINED    01          20875        0        0  
***LAIDLAW INC                   COMMON   50730K503      355     57000 SH       DEFINED    01          57000        0        0  
LAIDLAW INTERNATIONAL INC        COMMON   50730R102      263      7619 SH       DEFINED    01           7619        0        0  
LAM RESEARCH CORP                COMMON   512807108    13196    256750 SH       DEFINED    01         256750        0        0  
LAMAR ADVERTISING CO-CL A        COMMON   512815101      667     10643 SH       DEFINED    01          10643        0        0  
LANDAMERICA FINANCIAL GROUP      COMMON   514936103     2013     20868 SH       DEFINED    01          20868        0        0  
LANDRYS RESTAURANTS INC          COMMON   51508L103      577     19073 SH       DEFINED    01          19073        0        0  
LANDSING PACIFIC FUND INC        REIT     515096105      233     49774 SH       DEFINED    01          49774        0        0  
LANDSTAR SYSTEMS INC             COMMON   515098101     3552     73619 SH       DEFINED    01          73619        0        0  
LAS VEGAS SANDS CORP             COMMON   517834107    17661    231196 SH       DEFINED    01         231196        0        0  
LASALLE HOTEL PROPERTIES         REIT     517942108      346      7972 SH       DEFINED    01           7972        0        0  
LATTICE SEMICONDUCTOR CORP       COMMON   518415104      375     65637 SH       DEFINED    01          65637        0        0  
ESTEE LAUDER COMPANIES INC       COMMON   518439104     1631     35849 SH       DEFINED    01          35849        0        0  
LAUREATE EDUCATION INC           COMMON   518613104     1383     22441 SH       DEFINED    01          22441        0        0  
LAWRENCE INSURANCE GROUP INC     COMMON   520075102        6     67900 SH       DEFINED    01          67900        0        0  
LAWSON SOFTWARE INC              COMMON   52078P102     1521    153826 SH       DEFINED    01         153826        0        0  
LAWSON SOFTWARE INC              CBONDCNV 52078PAB8    24607  23160000 PRN      DEFINED    01       23160000        0        0  
LAYNE CHRISTENSEN CO             COMMON   521050104      225      5507 SH       DEFINED    01           5507        0        0  
LEAPFROG ENTERPRISES INC         COMMON   52186N106     5335    520582 SH       DEFINED    01         520582        0        0  
LEAP WIRELESS INTL INC           COMMON   521863308     2162     25595 SH       DEFINED    01          25595        0        0  
LEAR CORP                        COMMON   521865105    26267    737644 SH       DEFINED    01         737644        0        0  
LEE ENTERPRISES INC              COMMON   523768109      237     11375 SH       DEFINED    01          11375        0        0  
LEE PHARMACEUTICALS INC          COMMON   524038106        3     50000 SH       DEFINED    01          50000        0        0  
LEGGETT & PLATT INC              COMMON   524660107     2021     91696 SH       DEFINED    01          91696        0        0  
LEGACY RESERVES LP               COMMON   524707304     6810    252702 SH       DEFINED    01         252702        0        0  
LEGG MASON INC                   COMMON   524901105    39864    405214 SH       DEFINED    01         405214        0        0  
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100     1033     13864 SH       DEFINED    01          13864        0        0  
LBH "IP SYN CONVERT"             CBONDCNV 524908FN5      986   1000000 PRN      DEFINED    01        1000000        0        0  
LEH "BMY SYN CONVT"              CBONDCNV 524908JJ0     1169   1200000 PRN      DEFINED    01        1200000        0        0  
LBH "HBC SYN CONVERT"            CBONDCNV 524908MN7      641    625000 PRN      DEFINED    01         625000        0        0  
LBH "MWD SYN CONVERT"            CBONDCNV 524908NL0      753    525000 PRN      DEFINED    01         525000        0        0  
LBH "A SYN CONVERT"              CBONDCNV 524908NU0      496    500000 PRN      DEFINED    01         500000        0        0  
LBH GIS SYN CONVERT              CBONDCNV 524908NY2      686    650000 PRN      DEFINED    01         650000        0        0  
LBH PRU SYN CONVERT              CBONDCNV 524908PA2      478    425000 PRN      DEFINED    01         425000        0        0  
LBH "CD SYN CONVERT"             CBONDCNV 524908PE4      358    400000 PRN      DEFINED    01         400000        0        0  
LBH "LIMITED PRINCIPAL PROTECT   CBONDCNV 524908PH7      858    720000 PRN      DEFINED    01         720000        0        0  
LBH "MSFT" SYN CONVERT #2        CBONDCNV 524908PL8     6193   6000000 PRN      DEFINED    01        6000000        0        0  
LBH " NKY ABSOLUTE BUFFER NOTE   CBONDCNV 524908PM6      740    695000 PRN      DEFINED    01         695000        0        0  
LBH OGZD LI SYN CONVERT 144A     CBONDCNV 524908PQ7    13100  13100000 PRN      DEFINED    01       13100000        0        0  
LBH "MSFT" SYN CONVERT           CBONDCNV 524908SH4     2639   2325000 PRN      DEFINED    01        2325000        0        0  
LBH "BASKET ABSOLUTE BUFFER      CBONDCNV 524908SJ0      141    115000 PRN      DEFINED    01         115000        0        0  
LBH "IXG" SYN CONVERT            CBONDCNV 524908TX8     2673   2555000 PRN      DEFINED    01        2555000        0        0  
LBH "FDC" SYN CONVERT            CBONDCNV 524908TZ3      835    650000 PRN      DEFINED    01         650000        0        0  
LBH "UARM" SYN CONVERT           CBONDCNV 524908UC2    10204  11170000 PRN      DEFINED    01       11170000        0        0  
***LBH "MCD" SYN CONVERT         CBONDCNV 524908UE8     3602   3000000 PRN      DEFINED    01        3000000        0        0  
LBH "NWS/A" SYN CONVERT          CBONDCNV 524908UL2       48     50000 PRN      DEFINED    01          50000        0        0  
***LBH WFMI SYN CONVERT #3       CBONDCNV 524908UU2     2940   3290000 PRN      DEFINED    01        3290000        0        0  
LBH SYN CONV ON MSFT CSCO        CBONDCNV 524908UY4      321    331000 PRN      DEFINED    01         331000        0        0  
LEHMAN BROS HLDGS INC            CBONDCNV 524908VF4       25     25000 PRN      DEFINED    01          25000        0        0  
LBH "HAL" REVERSE CONVERTIBLE    CBONDCNV 524908VM9      177    175000 PRN      DEFINED    01         175000        0        0  
LBH "IGT" SYN CONVERT            CBONDCNV 524908VU1     2871   3000000 PRN      DEFINED    01        3000000        0        0  
LBH "ICE" REVERSE CONVERTIBLE    CBONDCNV 524908VV9      184    182000 PRN      DEFINED    01         182000        0        0  
LBH "AMR" REVERSE CONVERTIBLE    CBONDCNV 524908VW7       18     20000 PRN      DEFINED    01          20000        0        0  
LBH "WU" REVERSE EXCHANGEABLE    CBONDCNV 524908WL0        9     10000 PRN      DEFINED    01          10000        0        0  
LEHMAN BROS HOLDINGS INC         CBONDCNV 524908WU0     4850   5000000 PRN      DEFINED    01        5000000        0        0  
LEHMAN BROS HOLDINGS INC         CBONDCNV 524908WV8     6000   6000000 PRN      DEFINED    01        6000000        0        0  
WTS LBH "5YR HFRXGL INDEX"       WARRANT  524908365     2744     10554 SH       DEFINED    01          10554        0        0  
WTS LBH "3YR HFRXGL" WARRANT#2   WARRANT  524908399      649      3939 SH       DEFINED    01           3939        0        0  
WTS LBH "3YR HFRXGL" WTS #3      WARRANT  524908415      364      2212 SH       DEFINED    01           2212        0        0  
WTS LBH "5YR HFRXGL" WARRANT     WARRANT  524908423      599      2222 SH       DEFINED    01           2222        0        0  
LEHMAN BANK "NOVEMBER ELCD"      CBONDCNV 52519HS57      176    172000 PRN      DEFINED    01         172000        0        0  
EMTN WORLD BASKET SUNS           CBONDCNV 52519VAF3     1087   1000000 PRN      DEFINED    01              0        0  1000000  
LEHMAN BROTHERS HOLDINGS CAP     PREFERED 52520B206      537     22500 SH       DEFINED    01          22500        0        0  
WTS LB (LUX) EQUITY FIN SA       WARRANT  52520L139   137760  80000000 SH       DEFINED    01       80000000        0        0  
LB LUX EQ FIN SA   CHINA LOW     WARRANT  52520L196    25260  30000000 SH       DEFINED    01       30000000        0        0  
WTS LEHMAN BROS LUX EQUITY       WARRANT  52520L204    20680  11000000 SH       DEFINED    01       11000000        0        0  
WTS LB LUX EQ FIN SA  INDIAN     WARRANT  52520L220    51438   6000000 SH       DEFINED    01        6000000        0        0  
WTS LBEF ZERO CALL WARRANTS      WARRANT  52520L261   130275  25000000 SH       DEFINED    01       25000000        0        0  
***WTS LBEF INDIAN LOW EX PX     WARRANT  52520L329    16089   1750000 SH       DEFINED    01        1750000        0        0  
***WTS LBEF INDIAN LOW EX PX     WARRANT  52520L337    14474   2000000 SH       DEFINED    01        2000000        0        0  
WTS LBEF SA INDIAN LOW EX        WARRANT  52520L402    13387   7500000 SH       DEFINED    01        7500000        0        0  
WTS LBEF SA   CHINA LOW EX PRICE WARRANT  52520L410    54930  30000000 SH       DEFINED    01       30000000        0        0  
LBH "BEARISH AUTOCAL NT WITH     COMMON   52520W424      169     16500 SH       DEFINED    01          16500        0        0  
LEHMAN BROS HLDGS INC            COMMON   52520W515      105     10400 SH       DEFINED    01          10400        0        0  
LEHMAN BROTHERS HOLDINGS INC     COMMON   52520W564      101     10000 SH       DEFINED    01          10000        0        0  
LBH "SBUX#2" YEELDS              COMMON   52520W671    17738    650000 SH       DEFINED    01         650000        0        0  
LBH "UNH YEELDS"                 COMMON   52520W762     2214     43701 SH       DEFINED    01          43701        0        0  
LBH DOW SYN CONVERT              CBONDCNV 52520WAF8     5297   5100000 PRN      DEFINED    01        5100000        0        0  
LEHMAN BROS HOLDINGS INC         CBONDCNV 52520WAP6       20     20000 PRN      DEFINED    01          20000        0        0  
LEHMAN BROS HOLDINGS INC         CBONDCNV 52520WBB6       99     96000 PRN      DEFINED    01          96000        0        0  
WTS LEHMAN BROS HLDGS INC        WARRANT  52520W127      468    195900 SH       DEFINED    01         195900        0        0  
WTS LEHMAN BROS HLDGS INC        WARRANT  52520W390    10396   1050179 SH       DEFINED    01        1050179        0        0  
***LBH "AAPL" YEELDS             WARRANT  52520W598    66286    660614 SH       DEFINED    01         660614        0        0  
LBH "HPQ" YEELDS #2              WARRANT  52520W614    10748    257820 SH       DEFINED    01         257820        0        0  
LBH "SIX" YEELDS                 WARRANT  52520W630     8515   1468190 SH       DEFINED    01        1468190        0        0  
LBH "UTX" YEELDS                 WARRANT  52520W713     4197     69700 SH       DEFINED    01          69700        0        0  
WTS LBH CURRENCY BASKET          WARRANT  52520W721     2678   1010800 SH       DEFINED    01        1010800        0        0  
WTS LBH "2YR HFRXGL WARRANT      WARRANT  52520W804      225      1789 SH       DEFINED    01           1789        0        0  
LENNAR CORP                      COMMON   526057104     8627    235973 SH       DEFINED    01         235973        0        0  
 LENNOX INTL INC                 COMMON   526107107     8276    241779 SH       DEFINED    01         241779        0        0  
***LEP GROUP PLC                 ADR      526689203       25     87200 SH       DEFINED    01          87200        0        0  
LEUCADIA NATIONAL CORP           COMMON   527288104     1859     52748 SH       DEFINED    01          52748        0        0  
LEVEL 3 COMMUNICATIONS INC       COMMON   52729N100     3980    680439 SH       DEFINED    01         680439        0        0  
LEVEL 3 COMMUNICATIONS INC       CBONDCNV 52729NAG5    11937  12307000 PRN      DEFINED    01       12307000        0        0  
LEXICON PHARMACEUTICALS INC      COMMON   528872104       37     11613 SH       DEFINED    01          11613        0        0  
  LEXINGTON REALTY TRUST         REIT     529043101      508     24437 SH       DEFINED    01          24437        0        0  
LEXMARK INTERNATIONAL INC        COMMON   529771107     4677     94860 SH       DEFINED    01          94860        0        0  
LEXINGTON COAL COMPANY LLC       COMMON   529990160      765    765470 SH       DEFINED    01         765470        0        0  
  LIBERTY GLOBAL INC             COMMON   530555101     2287     55747 SH       DEFINED    01          55747        0        0  
  LIBERTY GLOBAL INC             COMMON   530555309    16048    408358 SH       DEFINED    01         408358        0        0  
  LIBERTY MEDIA HOLDING          COMMON   53071M104    14801    662852 SH       DEFINED    01         662852        0        0  
  LIBERTY MEDIA HOLDING          COMMON   53071M302    24676    209691 SH       DEFINED    01         209691        0        0  
LIBERTY MEDIA INC                CBONDCNV 530715AR2     4820   5655000 PRN      DEFINED    01        5655000        0        0  
LIBERTY MEDIA CORP               CBONDCNV 530718AF2    73016  59727000 PRN      DEFINED    01       59727000        0        0  
LIFECELL CORP                    COMMON   531927101      287      9412 SH       DEFINED    01           9412        0        0  
LIFE TIME FITNESS INC            COMMON   53217R207      732     13769 SH       DEFINED    01          13769        0        0  
LIFEPOINT HOSPITALS INC          COMMON   53219L109    21408    553465 SH       DEFINED    01         553465        0        0  
LIFEPOINT HOSPITALS INC          CBONDCNV 53219LAH2     3493   3442000 PRN      DEFINED    01        3442000        0        0  
LIGAND PHARMACEUTICALS INC       COMMON   53220K207     4191    609168 SH       DEFINED    01         609168        0        0  
ELI LILLY & CO                   COMMON   532457108   131443   2352254 SH       DEFINED    01        2352254        0        0  
LIMITED BRANDS INC               COMMON   532716107    33747   1229431 SH       DEFINED    01        1229431        0        0  
LIN TV CORP                      COMMON   532774106     1986    105591 SH       DEFINED    01         105591        0        0  
LINCARE HOLDINGS INC             COMMON   532791100      838     21049 SH       DEFINED    01          21049        0        0  
  LINCOLN ELEC HOLDINGS INC      COMMON   533900106     1684     22693 SH       DEFINED    01          22693        0        0  
  LINCOLN NATIONAL CORP-IND      COMMON   534187109     5518     77780 SH       DEFINED    01          77780        0        0  
LINEAR TECHNOLOGY CORP           COMMON   535678106     6178    170767 SH       DEFINED    01         170767        0        0  
LINEAR TECHNOLOGY CORP           CBONDCNV 535678AB2     2211   2192000 PRN      DEFINED    01        2192000        0        0  
LINK ENERGY LLC                  MLP      535763106       50   2529439 SH       DEFINED    01        2529439        0        0  
LINN ENERGY LLC                  MLP      536020100   205061   6230949 SH       DEFINED    01        6230949        0        0  
LITTELFUSE INC                   COMMON   537008104     1068     31644 SH       DEFINED    01          31644        0        0  
LIVE NATION INC                  COMMON   538034109     2331    104183 SH       DEFINED    01         104183        0        0  
LIZ CLAIBORNE INC                COMMON   539320101     1835     49202 SH       DEFINED    01          49202        0        0  
***LLOYDS TSB GROUP PLC          ADR      539439109      223      4999 SH       DEFINED    01           4999        0        0  
LOCKHEED MARTIN CORP             COMMON   539830109    22914    243431 SH       DEFINED    01         243431        0        0  
LOEWS CORP                       COMMON   540424108    15570    305422 SH       DEFINED    01         305422        0        0  
LOEWS CORP                       COMMON   540424207     1843     23864 SH       DEFINED    01          23864        0        0  
LOMAS FINANCIAL CORP NEW         COMMON   541535100        1    171014 SH       DEFINED    01         171014        0        0  
LONE STAR LIQUIDATING TRUST      COMMON   54229R102        2   1153000 SH       DEFINED    01        1153000        0        0  
LONGS DRUG STORES CORP           COMMON   543162101      252      4812 SH       DEFINED    01           4812        0        0  
LOOPNET INC                      COMMON   543524300      355     15249 SH       DEFINED    01          15249        0        0  
LORAL SPACE AND COMMUNICATIONS   COMMON   543881106      420      8538 SH       DEFINED    01           8538        0        0  
LOUISIANA PACIFIC CORP           COMMON   546347105     1212     64078 SH       DEFINED    01          64078        0        0  
LOWES COMPANIES INC              COMMON   548661107    18833    613676 SH       DEFINED    01         613676        0        0  
LOWES COS INC                    CBONDCNV 548661CF2       15     15000 PRN      DEFINED    01          15000        0        0  
LOWES COS INC                    CBONDCNV 548661CG0       11     11000 PRN      DEFINED    01          11000        0        0  
LUBRIZOL CORP                    COMMON   549271104     1856     28764 SH       DEFINED    01          28764        0        0  
LUCENT TECHNOLOGIES CAP TR I     PREFCONV 549462307    44854     43548 SH       DEFINED    01          43548        0        0  
LUCENT TECHNOLOGIES INC          CBONDCNV 549463AG2      181    173000 PRN      DEFINED    01         173000        0        0  
WTS LUCENT TECHNOLOGIES INC      WARRANT  549463131      186   1099365 SH       DEFINED    01        1099365        0        0  
  LUFKIN INDUSTRIES INC          COMMON   549764108      273      4230 SH       DEFINED    01           4230        0        0  
LUMINENT MORTGAGE CAPITAL INC    REIT     550278303     1130    112059 SH       DEFINED    01         112059        0        0  
LYONDELL CHEMICAL COMPANY        COMMON   552078107     8592    231476 SH       DEFINED    01         231476        0        0  
M & T BANK CORP                  COMMON   55261F104    11524    107811 SH       DEFINED    01         107811        0        0  
MAF BANCORP INC                  COMMON   55261R108     2751     50709 SH       DEFINED    01          50709        0        0  
MBIA INC                         COMMON   55262C100    34655    556981 SH       DEFINED    01         556981        0        0  
MDC HOLDINGS INC-  DEL           COMMON   552676108     5706    117997 SH       DEFINED    01         117997        0        0  
MDU RESOURCES GROUP INC          COMMON   552690109      706     25182 SH       DEFINED    01          25182        0        0  
MEI DIVERSIFIED INC              COMMON   552712101        8    129300 SH       DEFINED    01         129300        0        0  
MEMC ELECTRONIC MATERIALS INC    COMMON   552715104    15722    257243 SH       DEFINED    01         257243        0        0  
MFA MORTGAGE INVESTMENTS INC     COMMON   55272X102      257     35405 SH       DEFINED    01          35405        0        0  
MGIC INVESTMENT CORP-WISC        COMMON   552848103    24984    439402 SH       DEFINED    01         439402        0        0  
MGI PHARMA INC                   COMMON   552880106      576     25760 SH       DEFINED    01          25760        0        0  
MGM MIRAGE                       COMMON   552953101     3780     45841 SH       DEFINED    01          45841        0        0  
M / I HOMES INC                  PREFERED 55305B200    35000   1400000 SH       DEFINED    01        1400000        0        0  
MKS INSTRUMENTS INC              COMMON   55306N104      374     13532 SH       DEFINED    01          13532        0        0  
MIVA INC                         COMMON   55311R108     1739    267672 SH       DEFINED    01         267672        0        0  
MPS GROUP INC                    COMMON   553409103      269     20162 SH       DEFINED    01          20162        0        0  
MRV COMMUNICATIONS INC           COMMON   553477100      138     42559 SH       DEFINED    01          42559        0        0  
MRU HOLDINGS INC                 COMMON   55348A102      517     82200 SH       DEFINED    01          82200        0        0  
MACERICH CO                      REIT     554382101      308      3744 SH       DEFINED    01           3744        0        0  
MACK-CALI REALTY CORP            REIT     554489104      318      7330 SH       DEFINED    01           7330        0        0  
MACROVISION CORP                 COMMON   555904101      299      9961 SH       DEFINED    01           9961        0        0  
MACQUARIE INFRASTRUCTURE CO      COMMON   55608B105      460     11104 SH       DEFINED    01          11104        0        0  
MACYS INC                        COMMON   55616P104    14635    367899 SH       DEFINED    01         367899        0        0  
STEVEN MADDEN LTD                COMMON   556269108      527     16090 SH       DEFINED    01          16090        0        0  
MAGELLAN MIDSTREAM HLDGS L P     MLP      55907R108   200342   6678082 SH       DEFINED    01        6678082        0        0  
MAGELLAN HEALTH SERVICES INC     COMMON   559079207    19724    424463 SH       DEFINED    01         424463        0        0  
MAGELLAN MIDSTREAM PARTNERS LP   MLP      559080106     7511    161263 SH       DEFINED    01         161263        0        0  
MAGMA DESIGN AUTOMATION INC      COMMON   559181102      224     15969 SH       DEFINED    01          15969        0        0  
***MAGNA INTERNATIONAL INC       CLASS    559222401     2565     28200 SH       DEFINED    01          28200        0        0  
MAGUIRE PROPERTIES INC           REIT     559775101      427     12463 SH       DEFINED    01          12463        0        0  
MAIDENFORM BRANDS INC            COMMON   560305104      528     26614 SH       DEFINED    01          26614        0        0  
WTS MALACHITE 2006-1 3 YR        WARRANT  56089L117      513      2250 SH       DEFINED    01           2250        0        0  
MALAN REALTY INVESTORS INC       REIT     561063108       51     10000 SH       DEFINED    01          10000        0        0  
  MANHATTAN ASSOCIATES INC       COMMON   562750109     1258     45080 SH       DEFINED    01          45080        0        0  
  MANITOWOC CO INC               COMMON   563571108     3408     42403 SH       DEFINED    01          42403        0        0  
MANNKIND CORP                    COMMON   56400P201     2271    184239 SH       DEFINED    01         184239        0        0  
MANOR CARE INC NEW               COMMON   564055101     7374    112956 SH       DEFINED    01         112956        0        0  
MANOR CARE INC                   CBONDCNV 564055AM3    37531  25000000 PRN      DEFINED    01       25000000        0        0  
MANPOWER INC-WISC                COMMON   56418H100      963     10443 SH       DEFINED    01          10443        0        0  
MARATHON OIL CORP                COMMON   565849106    26840    447634 SH       DEFINED    01         447634        0        0  
MARCHEX INC                      COMMON   56624R108      254     15582 SH       DEFINED    01          15582        0        0  
MARCHFIRST INC                   COMMON   566244109        1   1979100 SH       DEFINED    01        1979100        0        0  
MARINER ENERGY INC               COMMON   56845T305      366     15132 SH       DEFINED    01          15132        0        0  
MARKWEST ENERGY PARTNERS L P     MLP      570759100    21981    631665 SH       DEFINED    01         631665        0        0  
MARSH & MCLENNAN COMPANIES INC   COMMON   571748102     4086    132325 SH       DEFINED    01         132325        0        0  
MARSHALL & ILSLEY CORP           COMMON   571834100     6286    131992 SH       DEFINED    01         131992        0        0  
MARRIOTT INTERNATIONAL INC NEW   COMMON   571903202     7045    162930 SH       DEFINED    01         162930        0        0  
MARTHA STEWART LIVING            COMMON   573083102      174     10159 SH       DEFINED    01          10159        0        0  
MARTIN   MARIETTA MATERIALS INC  COMMON   573284106     7927     48932 SH       DEFINED    01          48932        0        0  
MARVEL ENTERTAINMENT INC         COMMON   57383T103      413     16226 SH       DEFINED    01          16226        0        0  
MASCO CORP                       COMMON   574599106     1962     68919 SH       DEFINED    01          68919        0        0  
MASSEY ENERGY CORP               COMMON   576206106    29050   1090078 SH       DEFINED    01        1090078        0        0  
MASTEC INC                       COMMON   576323109      190     12065 SH       DEFINED    01          12065        0        0  
MASTERCARD INC                   COMMON   57636Q104    22851    137768 SH       DEFINED    01         137768        0        0  
MATHSTAR INC                     COMMON   576801203     1540   1000000 SH       DEFINED    01        1000000        0        0  
MATRIX SERVICE CO                COMMON   576853105     1926     77512 SH       DEFINED    01          77512        0        0  
MATTEL INC                       COMMON   577081102     2979    117814 SH       DEFINED    01         117814        0        0  
MATTHEWS INTERNATIONAL CORP      COMMON   577128101      204      4691 SH       DEFINED    01           4691        0        0  
MAXIM INTEGRATED PRODUCTS INC    COMMON   57772K101    39104   1170433 SH       DEFINED    01        1170433        0        0  
MAXTOR CORP                      CBONDCNV 577729AE6    34506  25050000 PRN      DEFINED    01       25050000        0        0  
MAXIMUS INC                      COMMON   577933104      621     14323 SH       DEFINED    01          14323        0        0  
MCAFEE INC                       COMMON   579064106     4643    131931 SH       DEFINED    01         131931        0        0  
MCCLATCHY CO-CL A                CLASS    579489105     1857     73381 SH       DEFINED    01          73381        0        0  
MCCORMICK & CO INC NON-VOTING    COMMON   579780206      723     18956 SH       DEFINED    01          18956        0        0  
MCDONALDS CORP                   COMMON   580135101    35050    690516 SH       DEFINED    01         690516        0        0  
MCGRATH RENTCORP                 COMMON   580589109      251      7454 SH       DEFINED    01           7454        0        0  
MCGRAW HILL COMPANIES INC        COMMON   580645109     6645     97613 SH       DEFINED    01          97613        0        0  
MCKESSON CORP                    COMMON   58155Q103     8205    137588 SH       DEFINED    01         137588        0        0  
MEADOWBROOK INSURANCE GROUP      COMMON   58319P108      109     10004 SH       DEFINED    01          10004        0        0  
MEADWESTVACO CORP                COMMON   583334107     4762    134847 SH       DEFINED    01         134847        0        0  
MEASUREMENT SPECIALTIES INC      COMMON   583421102      271     11477 SH       DEFINED    01          11477        0        0  
MEDAREX INC                      COMMON   583916101      594     41572 SH       DEFINED    01          41572        0        0  
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102     9317    119475 SH       DEFINED    01         119475        0        0  
MEDIA GENERAL INC-CL A           COMMON   584404107      279      8396 SH       DEFINED    01           8396        0        0  
MEDIACOM COMMUNICATIONS CORP     COMMON   58446K105      754     77892 SH       DEFINED    01          77892        0        0  
MEDICAL PROPERTIES TRUST INC     REIT     58463J304      451     34161 SH       DEFINED    01          34161        0        0  
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309      430     14102 SH       DEFINED    01          14102        0        0  
MEDIMMUNE INC                    COMMON   584699102    18964    327141 SH       DEFINED    01         327141        0        0  
MEDTRONIC INC                    COMMON   585055106    28692    553275 SH       DEFINED    01         553275        0        0  
MEDTRONIC INC                    CBONDCNV 585055AK2      330    315000 PRN      DEFINED    01         315000        0        0  
MELCO PBL ENTMT MACAU LTD        ADR      585464100     1824    145295 SH       DEFINED    01         145295        0        0  
MELLON FINL CORP                 COMMON   58551A108     3487     79258 SH       DEFINED    01          79258        0        0  
MENS WEARHOUSE INC (THE)         COMMON   587118100     1601     31351 SH       DEFINED    01          31351        0        0  
MENTOR CORP-MINN                 COMMON   587188103    11436    281138 SH       DEFINED    01         281138        0        0  
MENTOR GRAPHICS CORP             COMMON   587200106    13497   1024868 SH       DEFINED    01        1024868        0        0  
MERCER INTERNATIONAL INC         COMMON   588056101      338     33211 SH       DEFINED    01          33211        0        0  
MERCK & CO INC                   COMMON   589331107   193700   3889568 SH       DEFINED    01        3889568        0        0  
MERCURY GENERAL CORP NEW         COMMON   589400100     2298     41700 SH       DEFINED    01          41700        0        0  
MEREDITH CORP                    COMMON   589433101     2392     38837 SH       DEFINED    01          38837        0        0  
MERISTAR HOSPITALITY CORP        CBONDCNV 58984YAJ2    11106  10820000 PRN      DEFINED    01       10820000        0        0  
***MERIDIAN GOLD INC             COMMON   589975101     4173    151318 SH       DEFINED    01         151318        0        0  
MERITAGE HOMES CORPORATION       COMMON   59001A102     5744    214744 SH       DEFINED    01         158087        0    56657  
MERRILL LYNCH & CO INC           COMMON   590188108    73902    884210 SH       DEFINED    01         884210        0        0  
MERRILL LYNCH & CO INC           PREFERED 59021S703     7641    300000 SH       DEFINED    01         300000        0        0  
MERRILL LYNCH & CO INC           PREFERED 59021V813     2576    100000 SH       DEFINED    01         100000        0        0  
MERRILL LYNCH & CO INC DEPSTRY   PREFERED 59021V839     5090    200000 SH       DEFINED    01         200000        0        0  
MERRILL LYNCH & CO INC           PREFERED 59022C178     5080    200000 SH       DEFINED    01         200000        0        0  
  MESA AIR GROUP INC             COMMON   590479101      183     27689 SH       DEFINED    01          27689        0        0  
METAL MANAGEMENT INC             COMMON   591097209      441     10012 SH       DEFINED    01          10012        0        0  
METLIFE INC                      COMMON   59156R108    23124    358626 SH       DEFINED    01         358626        0        0  
METLIFE INC                      PREFERED 59156R504     2605    100000 SH       DEFINED    01         100000        0        0  
METLIFE INC                      PREFERED 59156R603     5118    200000 SH       DEFINED    01         200000        0        0  
WTS METRICOM INC                 WARRANT  591596135    18767    100095 SH       DEFINED    01         100095        0        0  
METROMEDIA FIBER NETWORK INC     COMMON   591689104        3    329855 SH       DEFINED    01         329855        0        0  
METROPCS COMMUNICATIONS INC      COMMON   591708102     2315     70073 SH       DEFINED    01          70073        0        0  
METTLER-TOLEDO INTERNATIONAL     COMMON   592688105      387      4059 SH       DEFINED    01           4059        0        0  
MICREL INC                       COMMON   594793101     1002     78792 SH       DEFINED    01          78792        0        0  
MICROS SYSTEMS INC               COMMON   594901100     2293     42158 SH       DEFINED    01          42158        0        0  
MICROSOFT CORP                   COMMON   594918104   251679   8540202 SH       DEFINED    01        8540202        0        0  
WTS MICROVISION INC              WARRANT  594960155     1362    575000 SH       DEFINED    01         575000        0        0  
MICROSTRATEGY INC                COMMON   594972408     2489     26349 SH       DEFINED    01          26349        0        0  
MICROCHIP TECHNOLOGY INC         COMMON   595017104     4373    118081 SH       DEFINED    01         118081        0        0  
MICRON TECHNOLOGY INC            COMMON   595112103    15636   1247904 SH       DEFINED    01        1247904        0        0  
MICRON TECHNOLOGY INC            CBONDCNV 595112AH6     1014    950000 PRN      DEFINED    01         950000        0        0  
WTS MICRON TECHNOLOGY INC        WARRANT  595112111     5661   4838853 SH       DEFINED    01        4838853        0        0  
MICROSEMI CORP                   COMMON   595137100      323     13520 SH       DEFINED    01          13520        0        0  
MICRUS ENDOVASCULAR              COMMON   59518V102     7598    308900 SH       DEFINED    01         308900        0        0  
 MIDWEST BANC HOLDINGS INC       COMMON   598251106      150     10402 SH       DEFINED    01          10402        0        0  
MILACRON INC                     COMMON   598709301      305     35011 SH       DEFINED    01          35011        0        0  
MILLENNIUM PHARMACEUTICALS INC   COMMON   599902103      455     43051 SH       DEFINED    01          43051        0        0  
HERMAN MILLER INC                COMMON   600544100      409     12957 SH       DEFINED    01          12957        0        0  
MILLIPORE CORP                   COMMON   601073109     1427     19005 SH       DEFINED    01          19005        0        0  
THE MILLS CORP                   PREFERED 601148208    14665    541300 SH       DEFINED    01         541300        0        0  
MILLS CORP 9% CUM                PREFERED 601148307    18280    696400 SH       DEFINED    01         696400        0        0  
MILLS CORP 8.75%                 PREFERED 601148406    56278   2164550 SH       DEFINED    01        2164550        0        0  
MILLS CORP (THE) DEPOSITORY SH   PREFERED 601148877    32690   1246300 SH       DEFINED    01        1246300        0        0  
   MINDRAY MED INTL LTD          ADR      602675100      239      7854 SH       DEFINED    01           7854        0        0  
MINERALS TECHNOLOGIES INC        COMMON   603158106      435      6500 SH       DEFINED    01           6500        0        0  
MINRAD INTERNATIONAL INC         COMMON   60443P103    13446   2267500 SH       DEFINED    01        2267500        0        0  
***MIRAMAR MINING CORP           COMMON   60466E100       65     15186 SH       DEFINED    01          15186        0        0  
MIRANT CORP                      COMMON   60467R100    13957    327265 SH       DEFINED    01         327265        0        0  
A WTS MIRANT CORP                WARRANT  60467R118     3337    145000 SH       DEFINED    01         145000        0        0  
MITCHAM INDUSTRIES INC           COMMON   606501104      206     10800 SH       DEFINED    01          10800        0        0  
***MITSUBISHI UFJ FINL GROUP     ADR      606822104     2033    184571 SH       DEFINED    01         184571        0        0  
MOBILE MINI INC                  COMMON   60740F105      979     33537 SH       DEFINED    01          33537        0        0  
***MOBILE TELESYSTEMS OJSC       ADR      607409109      906     14959 SH       DEFINED    01          14959        0        0  
MOHAWK INDUSTRIES INC            COMMON   608190104     1803     17890 SH       DEFINED    01          17890        0        0  
MOLINA HEALTHCARE INC            COMMON   60855R100      392     12850 SH       DEFINED    01          12850        0        0  
MOLEX INC                        COMMON   608554101     1267     42228 SH       DEFINED    01          42228        0        0  
MOLSON COORS BREWING CO          COMMON   60871R209     3147     34044 SH       DEFINED    01          34044        0        0  
MOLSON COORS BREWING CO          CBONDCNV 60871RAA8    19233  18516000 PRN      DEFINED    01       18516000        0        0  
MONEYGRAM INTERNATIONAL INC      COMMON   60935Y109     6845    244905 SH       DEFINED    01         149405        0    95500  
MONSANTO CO                      COMMON   61166W101    26345    390071 SH       DEFINED    01         390071        0        0  
MONSTER WORLDWIDE INC            COMMON   611742107    15677    381448 SH       DEFINED    01         381448        0        0  
MOODYS CORP                      COMMON   615369105     6782    109047 SH       DEFINED    01         109047        0        0  
MOOG INC-CL A                    COMMON   615394202     3739     84767 SH       DEFINED    01          15489        0    69278  
MORGAN STANLEY                   COMMON   617446448   137414   1638227 SH       DEFINED    01        1638227        0        0  
MORGANS HOTEL GROUP              COMMON   61748W108      560     22984 SH       DEFINED    01          22984        0        0  
MORGAN STANLEY CAP TR VIII       COMMON   61753R200      898     37200 SH       DEFINED    01          37200        0        0  
MOSAIC CO                        COMMON   61945A107     5196    133173 SH       DEFINED    01         133173        0        0  
MOTOROLA INC                     COMMON   620076109   155898   8807838 SH       DEFINED    01        8807838        0        0  
MOVADO GROUP INC                 COMMON   624580106     1500     44472 SH       DEFINED    01          44472        0        0  
MUELLER INDUSTRIES INC           COMMON   624756102     2119     61531 SH       DEFINED    01          61531        0        0  
MURPHY OIL CORP                  COMMON   626717102     4062     68350 SH       DEFINED    01          68350        0        0  
MYLAN LABORATORIES INC           COMMON   628530107    20772   1141985 SH       DEFINED    01        1141985        0        0  
MYLAN LABS INC                   CBONDCNV 628530AG2     2511   2616000 PRN      DEFINED    01        2616000        0        0  
MYRIAD GENETICS INC              COMMON   62855J104     5002    134503 SH       DEFINED    01         134503        0        0  
NBTY INC                         COMMON   628782104     1351     31294 SH       DEFINED    01          31294        0        0  
NCI BUILDING SYSTEMS INC         COMMON   628852105      349      7078 SH       DEFINED    01           7078        0        0  
NCR CORP NEW                     COMMON   62886E108     1468     27950 SH       DEFINED    01          27950        0        0  
NCT GROUP INC                    COMMON   62888Q109        3   3680500 SH       DEFINED    01        3680500        0        0  
NII HOLDINGS INC                 COMMON   62913F201    16557    205071 SH       DEFINED    01         205071        0        0  
NII HOLDINGS INC                 CBONDCNV 62913FAC6    21743   7000000 PRN      DEFINED    01        7000000        0        0  
NII HLDGS INC                    CBONDCNV 62913FAE2     1050    610000 PRN      DEFINED    01         610000        0        0  
NII HLDGS INC                    CBONDCNV 62913FAF9    41195  23916000 PRN      DEFINED    01       23916000        0        0  
NRG ENERGY INC                   COMMON   629377508    17506    421135 SH       DEFINED    01         421135        0        0  
NVR INC                          COMMON   62944T105      919      1353 SH       DEFINED    01           1353        0        0  
NYMEX HOLDINGS INC               COMMON   62948N104     5814     46285 SH       DEFINED    01          46285        0        0  
NYSE EURONEXT                    COMMON   629491101   176498   2397423 SH       DEFINED    01        2397423        0        0  
NABI BIOPHARMACEUTICALS          CBONDCNV 629519AB5    14281  16275000 PRN      DEFINED    01       16275000        0        0  
NABORS INDUSTRIES INC ZCPN       CBONDCNV 629568AF3    34925  50800000 PRN      DEFINED    01       50800000        0        0  
NABORS INDUSTRIES INC            CBONDCNV 629568AL0       58     55000 PRN      DEFINED    01          55000        0        0  
NABORS INDS INC                  CBONDCNV 629568AP1    49009  50266000 PRN      DEFINED    01       50266000        0        0  
NALCO HOLDING COMPANY            COMMON   62985Q101     2861    104236 SH       DEFINED    01         104236        0        0  
NASDAQ STOCK MARKET INC (THE)    COMMON   631103108    49637   1670744 SH       DEFINED    01        1670744        0        0  
NASH FINCH COMPANY               COMMON   631158102      673     13612 SH       DEFINED    01          13612        0        0  
NATIONAL CINEMEDIA INC           COMMON   635309107     1622     57937 SH       DEFINED    01          57937        0        0  
NATIONAL   CORP                  COMMON   635405103    14977    449506 SH       DEFINED    01         449506        0        0  
NATIONAL ENERGY & GAS            COMMON   63580R106        3    191974 SH       DEFINED    01         191974        0        0  
NATIONAL FUEL GAS CO             COMMON   636180101     2079     48017 SH       DEFINED    01          48017        0        0  
NATIONAL INSTRUMENTS CORP        COMMON   636518102      781     23995 SH       DEFINED    01          23995        0        0  
NATIONAL-OILWELL VARCO INC       COMMON   637071101     5222     50097 SH       DEFINED    01          50097        0        0  
NATIONAL RETAIL PROPERTIES INC   REIT     637417106      754     34525 SH       DEFINED    01          34525        0        0  
NATIONAL SEMICONDUCTOR           COMMON   637640103     6369    225301 SH       DEFINED    01         225301        0        0  
NATIONWIDE FINANCIAL SERVICES    CLASS    638612101      506      8014 SH       DEFINED    01           8014        0        0  
NATIONWIDE HEALTH PROPERTIES     REIT     638620104      229      8434 SH       DEFINED    01           8434        0        0  
NAUTILUS INC                     COMMON   63910B102      149     12385 SH       DEFINED    01          12385        0        0  
NAVISTAR INTERNATIONAL CORP      COMMON   63934E108    34647    524963 SH       DEFINED    01         524963        0        0  
NAVIGANT CONSULTING INC          COMMON   63935N107      231     12492 SH       DEFINED    01          12492        0        0  
NAVTEQ CORP                      COMMON   63936L100     1706     40306 SH       DEFINED    01          40306        0        0  
NEBCO EVANS HOLDINGS COMPANY     PREFERED 639515402      146     20998 SH       DEFINED    01          20998        0        0  
NEKTAR THERAPEUTICS              COMMON   640268108      799     84292 SH       DEFINED    01          84292        0        0  
NEKTAR THERAPEUTICS              CBONDCNV 640268AH1    26638  30531000 PRN      DEFINED    01       30526000        0     5000  
NELNET INC                       COMMON   64031N108      314     12874 SH       DEFINED    01          12874        0        0  
NEOPHARM INC                     COMMON   640919106      109     94974 SH       DEFINED    01          94974        0        0  
NET 1 UEPS TECHNOLOGIES INC      COMMON   64107N206      211      8745 SH       DEFINED    01           8745        0        0  
NETFLIX COM INC                  COMMON   64110L106     1709     88153 SH       DEFINED    01          88153        0        0  
NETSCOUT SYS INC                 COMMON   64115T104       91     10563 SH       DEFINED    01          10563        0        0  
NETWORK APPLIANCE INC            COMMON   64120L104    19845    679657 SH       DEFINED    01         679657        0        0  
NEUROCRINE BIOSCIENCES INC       COMMON   64125C109      213     19041 SH       DEFINED    01          19041        0        0  
***NEUROCHEM INC                 COMMON   64125K101    20901   3143037 SH       DEFINED    01        3143037        0        0  
NEUSTAR INC                      COMMON   64126X201     1366     47183 SH       DEFINED    01          47183        0        0  
  NEW HAMPSHIRE SAVINGS BANK     COMMON   644670101        1    117438 SH       DEFINED    01         117438        0        0  
NEW JERSEY RESOURCES CORP        COMMON   646025106      332      6516 SH       DEFINED    01           6516        0        0  
***NEW ORIENTAL EDUCATION AND    ADR      647581107      641     11938 SH       DEFINED    01          11938        0        0  
  NEW YORK COMMUN BANCORP TR V   PREFCONV 64944P307    16113    336830 SH       DEFINED    01         336830        0        0  
NEW YORK COMMUNITY BANCORP INC   COMMON   649445103     6725    395125 SH       DEFINED    01         395125        0        0  
NEW YORK TIMES CO-CL A           CLASS    650111107     1668     65705 SH       DEFINED    01          65705        0        0  
NEWALLIANCE BANCSHARES INC       COMMON   650203102      309     21052 SH       DEFINED    01          21052        0        0  
NEWELL RUBBERMAID INC            COMMON   651229106     1883     64008 SH       DEFINED    01          64008        0        0  
NEWFIELD EXPLORATION CO          COMMON   651290108     2566     56345 SH       DEFINED    01          56345        0        0  
NEWMARKET CORPORATION            COMMON   651587107      207      4296 SH       DEFINED    01           4296        0        0  
NEWMONT MINING CORP              COMMON   651639106   161574   4136566 SH       DEFINED    01        4136566        0        0  
NEWPORT CORP                     COMMON   651824104      305     19717 SH       DEFINED    01          19717        0        0  
NEWS CORPORATION                 COMMON   65248E104   261735  12340208 SH       DEFINED    01       12340208        0        0  
NEWS CORPORATION                 COMMON   65248E203      965     42069 SH       DEFINED    01          42069        0        0  
NEWSTAR FINANCIAL INC            COMMON   65251F105     8545    600502 SH       DEFINED    01         600502        0        0  
NEXTERA ENTERPRISES INC          COMMON   65332E101       15     93800 SH       DEFINED    01          93800        0        0  
NEXTEL COMMUNICATIONS INC        CBONDCNV 65332VAY9      610    614000 PRN      DEFINED    01         614000        0        0  
***NEXEN INC                     COMMON   65334H102      438     14159 SH       DEFINED    01          14159        0        0  
NEXSTAR BROADCASTING GROUP INC   COMMON   65336K103     1456    110845 SH       DEFINED    01         110845        0        0  
***NICE SYSTEMS LTD              ADR      653656108      281      8089 SH       DEFINED    01           8089        0        0  
NICOR INC                        COMMON   654086107      940     21905 SH       DEFINED    01          21905        0        0  
NIKE INC-CL B                    CLASS    654106103    55251    947873 SH       DEFINED    01         947873        0        0  
99 CENTS ONLY STORES             COMMON   65440K106      229     17487 SH       DEFINED    01          17487        0        0  
*** NIPPON TELEGRAPH &           ADR      654624105      476     21503 SH       DEFINED    01          21503        0        0  
NISOURCE INC                     COMMON   65473P105     4879    235602 SH       DEFINED    01         235602        0        0  
***NISSAN MOTOR CO LTD           ADR      654744408      305     14234 SH       DEFINED    01          14234        0        0  
***NOKIA CORPORATION             ADR      654902204     1394     49618 SH       DEFINED    01          49618        0        0  
NOBLE ENERGY INC                 COMMON   655044105     1558     24980 SH       DEFINED    01          24980        0        0  
NORDSTROM INC                    COMMON   655664100    29485    576797 SH       DEFINED    01         576797        0        0  
  NORFOLK SOUTHERN CORP          COMMON   655844108    14126    268726 SH       DEFINED    01         268726        0        0  
***NORTEL NETWORKS CORP          COMMON   656568508    11256    468054 SH       DEFINED    01         468054        0        0  
NORTEL NETWORKS CORP NEW         CBONDCNV 656568AB8     9089   9568000 PRN      DEFINED    01        9568000        0        0  
NORTEL NETWORKS CORP NEW         CBONDCNV 656568AC6     2431   2500000 PRN      DEFINED    01        2500000        0        0  
NORTHEAST UTILITIES              COMMON   664397106     1112     39215 SH       DEFINED    01          39215        0        0  
***NORTHERN ORION RESOURCES      COMMON   665575106       60     10713 SH       DEFINED    01          10713        0        0  
NORTHERN TRUST CORP              COMMON   665859104     1941     30226 SH       DEFINED    01          30226        0        0  
***NORTHGATE MINERALS CORP       COMMON   666416102       52     17976 SH       DEFINED    01          17976        0        0  
NORTHROP GRUMMAN CORP            COMMON   666807102     6852     87999 SH       DEFINED    01          87999        0        0  
NORTHSTAR REALTY FINANCE CORP    REIT     66704R100     8564    684600 SH       DEFINED    01         684600        0        0  
NORTHWEST AIRLS CORP             COMMON   667280408    96584   4350647 SH       DEFINED    01        4350647        0        0  
NORTHWEST NATURAL GAS CO         COMMON   667655104      265      5754 SH       DEFINED    01           5754        0        0  
NORTH WEST AIRLINES CORP         CBONDCNV 66799ADR1     2385  18000000 PRN      DEFINED    01       18000000        0        0  
NORTHWEST AIRLINES               PREFERED 667990683      159    159275 SH       DEFINED    01         159275        0        0  
NORTHWESTERN CORP                COMMON   668074305    56575   1778534 SH       DEFINED    01        1778534        0        0  
***NOVA CHEMICALS CORP           COMMON   66977W109      292      8233 SH       DEFINED    01           8233        0        0  
NOVAMED INC                      COMMON   66986W108       67     11200 SH       DEFINED    01          11200        0        0  
NOVATEL WIRELESS INC             COMMON   66987M604     5437    208962 SH       DEFINED    01         208962        0        0  
***NOVARTIS AG-SPONSORED ADR     ADR      66987V109      240      4289 SH       DEFINED    01           4289        0        0  
NOVASTAR FINL INC                PREFERED 669947806     7169    459600 SH       DEFINED    01         459600        0        0  
NOVASTAR FINANCIAL INC           REIT     669947400      116     16701 SH       DEFINED    01          16701        0        0  
NOVAVAX INC                      COMMON   670002104      937    323392 SH       DEFINED    01         323392        0        0  
NOVELL INC                       COMMON   670006105     3632    466345 SH       DEFINED    01         466345        0        0  
NOVELL INC                       CBONDCNV 670006AC9     6790   7000000 PRN      DEFINED    01        7000000        0        0  
NOVELLUS SYSTEMS INC             COMMON   670008101    11745    413998 SH       DEFINED    01         413998        0        0  
NU SKIN ENTERPRISES INC          COMMON   67018T105     1030     62427 SH       DEFINED    01          62427        0        0  
NSTAR                            COMMON   67019E107      528     16296 SH       DEFINED    01          16296        0        0  
NUCOR CORP                       COMMON   670346105    13481    229862 SH       DEFINED    01         229862        0        0  
NUSTAR ENERGY L P                MLP      67058H102     8121    118562 SH       DEFINED    01         118562        0        0  
NUSTAR GP HOLDINGS LLC           MLP      67059L102    26620    695772 SH       DEFINED    01         695772        0        0  
NVIDIA CORP                      COMMON   67066G104    14446    349719 SH       DEFINED    01         349719        0        0  
NUTRISYSTEM INC                  COMMON   67069D108     8037    115083 SH       DEFINED    01         115083        0        0  
NUVELO INC                       COMMON   67072M301       38     14254 SH       DEFINED    01          14254        0        0  
OGE ENERGY CORP                  COMMON   670837103      383     10451 SH       DEFINED    01          10451        0        0  
 OM GROUP INC                    COMMON   670872100     1768     33411 SH       DEFINED    01          33411        0        0  
NUVEEN INVESTMENTS INC           COMMON   67090F106     2768     44542 SH       DEFINED    01          44542        0        0  
WTS O SULLIVAN INDUSTRIES INC    WARRANT  67104R112      187     18775 SH       DEFINED    01          18775        0        0  
OSI PHARMACEUTICALS INC          COMMON   671040103      252      6979 SH       DEFINED    01           6979        0        0  
OSI PHARMACEUTICALS INC          CBONDCNV 671040AD5       99    100000 PRN      DEFINED    01         100000        0        0  
OAKLEY INC                       COMMON   673662102     4121    145128 SH       DEFINED    01         145128        0        0  
OCCIDENTAL PETE CORP             COMMON   674599105    24184    417836 SH       DEFINED    01         417836        0        0  
OCEANEERING INTERNATIONAL INC    COMMON   675232102     6442    122386 SH       DEFINED    01          27514        0    94872  
ODYSSEY RE HOLDINGS CORP         COMMON   67612W108      418      9758 SH       DEFINED    01           9758        0        0  
ODYSSEY RE HLDGS CORP            PREFERED 67612W405     3577    140000 SH       DEFINED    01         140000        0        0  
OFFICEMAX INCORPORATED           COMMON   67622P101     9531    242541 SH       DEFINED    01         242541        0        0  
OFFICE DEPOT INC                 COMMON   676220106     7825    258255 SH       DEFINED    01         258255        0        0  
OGLEBAY NORTON CO NEW            COMMON   677007106        2     20000 SH       DEFINED    01          20000        0        0  
OHIO CASUALTY CORP               COMMON   677240103      346      8011 SH       DEFINED    01           8011        0        0  
OIL STATES INTERNATIONAL INC     COMMON   678026105      730     17677 SH       DEFINED    01          17677        0        0  
***OJSC POLYUS GOLD              ADR      678129107     6371    150264 SH       DEFINED    01         150264        0        0  
OLD DOMINION FREIGHT LINES INC   COMMON   679580100      297      9873 SH       DEFINED    01           9873        0        0  
OLD REPUBLIC INTL CORP           COMMON   680223104      388     18283 SH       DEFINED    01          18283        0        0  
OLIN CORP NEW                    COMMON   680665205     2601    123882 SH       DEFINED    01         123882        0        0  
OMNICARE INC                     COMMON   681904108     1836     50919 SH       DEFINED    01          50919        0        0  
OMNICARE INC                     CBONDCNV 681904AL2     3362   4021000 PRN      DEFINED    01        4016000        0     5000  
OMNICOM GROUP INC                COMMON   681919106    11707    221224 SH       DEFINED    01         221224        0        0  
OMEGA HEALTHCARE INVESTORS INC   REIT     681936100      274     17358 SH       DEFINED    01          17358        0        0  
OMRIX BIOPHARMACEUTICALS INC     COMMON   681989109      602     19159 SH       DEFINED    01          19159        0        0  
OMNITEC INC                      COMMON   682124102        1     15100 SH       DEFINED    01          15100        0        0  
OMNIVISION TECHNOLOGIES INC      COMMON   682128103     4493    248115 SH       DEFINED    01         248115        0        0  
OMNICELL INC                     COMMON   68213N109      326     15698 SH       DEFINED    01          15698        0        0  
OMNICARE CAP TR I                PREFCONV 68214L201     6549    114790 SH       DEFINED    01         114790        0        0  
OMNICARE CAP TR II 4%            PREFERED 68214Q200    38185    767543 SH       DEFINED    01         767543        0        0  
ON ASSIGNMENT INC                COMMON   682159108      274     25560 SH       DEFINED    01          25560        0        0  
ON SEMICONDUCTOR CORP            COMMON   682189105    60369   5631461 SH       DEFINED    01        5631461        0        0  
ON SEMICONDUCTOR CORP            CBONDCNV 682189AD7      376    225000 PRN      DEFINED    01         225000        0        0  
***ON SEMICONDUCTOR CORP         CBONDCNV 682189AF2      923    750000 PRN      DEFINED    01         750000        0        0  
ONEOK PARTNERS L P               MLP      68268N103      289      4233 SH       DEFINED    01           4233        0        0  
ONEOK INC NEW                    COMMON   682680103     5778    114631 SH       DEFINED    01          53387        0    61244  
ONYX PHARMACEUTICALS INC         COMMON   683399109    12768    474669 SH       DEFINED    01         474669        0        0  
***OPEN JT STK CO-VIMPEL         ADR      68370R109     4516     42869 SH       DEFINED    01          42869        0        0  
OPENWAVE SYSTEMS INC             COMMON   683718308      146     23391 SH       DEFINED    01          23391        0        0  
OPENWAVE SYSTEMS INC             CBONDCNV 683718AC4     1960   2000000 PRN      DEFINED    01        2000000        0        0  
OPNET TECHNOLOGIES INC           COMMON   683757108     6907    600167 SH       DEFINED    01         600167        0        0  
OPSWARE INC                      COMMON   68383A101     5206    547424 SH       DEFINED    01         547424        0        0  
ORACLE CORP                      COMMON   68389X105   102720   5211579 SH       DEFINED    01        5211579        0        0  
ORASURE TECHNOLOGIES INC         COMMON   68554V108      205     25106 SH       DEFINED    01          25106        0        0  
ORBITAL SCIENCES CORP            COMMON   685564106    13143    625598 SH       DEFINED    01         625598        0        0  
ORBITRON CAPITAL CORP NEW        COMMON   685566309        5    184174 SH       DEFINED    01         184174        0        0  
O REILLY AUTOMOTIVE INC          COMMON   686091109      251      6892 SH       DEFINED    01           6892        0        0  
ORIENTAL FINANCIAL GROUP         COMMON   68618W100     1176    107851 SH       DEFINED    01          72452        0    35399  
ORMAT TECHNOLOGIES INC           COMMON   686688102      568     15095 SH       DEFINED    01          15095        0        0  
ORTHOVITA INC                    COMMON   68750U102     8550   2850000 SH       DEFINED    01        2850000        0        0  
OSHKOSH TRUCK CORP               CLASS    688239201    11167    177484 SH       DEFINED    01         177484        0        0  
OSIRIS THERAPEUTICS INC          COMMON   68827R108      161     11940 SH       DEFINED    01          11940        0        0  
OUTBOARD MARINE CORP SUB DEB     CBONDCNV 690020AD4        6     10000 PRN      DEFINED    01          10000        0        0  
OVERSEAS SHIPHOLDING GROUP INC   COMMON   690368105     6254     76832 SH       DEFINED    01          76832        0        0  
OVERSTOCK COM INC   DEL          CBONDCNV 690370AB7     1291   1566000 PRN      DEFINED    01        1566000        0        0  
OWENS & MINOR INC HOLDING CO     COMMON   690732102     4326    123817 SH       DEFINED    01         123817        0        0  
WTS OWENS CORNING INC            WARRANT  690742119     1085    155000 SH       DEFINED    01         155000        0        0  
WTS OWENS CORNING INC            WARRANT  690742127      299     50000 SH       DEFINED    01          50000        0        0  
OWENS ILLINOIS INC NEW           COMMON   690768403    15539    443992 SH       DEFINED    01         443992        0        0  
PC MALL INC                      COMMON   69323K100      214     17553 SH       DEFINED    01          17553        0        0  
PDF SOLUTIONS INC                COMMON   693282105      149     12668 SH       DEFINED    01          12668        0        0  
PDL BIOPHARMA INC                COMMON   69329Y104      970     41664 SH       DEFINED    01          41664        0        0  
PG&E CORP                        COMMON   69331C108     5005    110496 SH       DEFINED    01         110496        0        0  
PG&E CORP                        CBONDCNV 69331CAD0    10773   3292000 PRN      DEFINED    01        3292000        0        0  
PHH CORP                         COMMON   693320202      340     10911 SH       DEFINED    01          10911        0        0  
PF CHANGS CHINA BISTRO INC       COMMON   69333Y108      446     12698 SH       DEFINED    01          12698        0        0  
PHP HEALTHCARE CORPORATION       CBONDCNV 693344AC7       17   1146000 PRN      DEFINED    01        1146000        0        0  
PGT INC                          COMMON   69336V101      115     10592 SH       DEFINED    01          10592        0        0  
PMC-SIERRA INC                   COMMON   69344F106    20135   2604854 SH       DEFINED    01        2604854        0        0  
PMC-SIERRA INC                   CBONDCNV 69344FAD8     2731   2420000 PRN      DEFINED    01        2420000        0        0  
PMI GROUP INC                    COMMON   69344M101     1167     26144 SH       DEFINED    01          26144        0        0  
PNP PRIME CORP 17% CUM EX PFD    PREFERED 69347R206       10     84063 SH       DEFINED    01          84063        0        0  
PNC FINANCIAL SVCS GROUP INC     COMMON   693475105    26465    369729 SH       DEFINED    01         369729        0        0  
***POSCO                         ADR      693483109     1118      9320 SH       DEFINED    01           9320        0        0  
PNM RESOURCES INC                COMMON   69349H107     3603    129674 SH       DEFINED    01          52610        0    77064  
PPG INDUSTRIES INC               COMMON   693506107     5160     67808 SH       DEFINED    01          67808        0        0  
PPL CORPORATION                  COMMON   69351T106     6882    147088 SH       DEFINED    01         147088        0        0  
PPL ELEC UTILS CORP              PREFERED 69351U863     4968    200000 SH       DEFINED    01         200000        0        0  
PRG-SCHULTZ INTERNATIONAL INC    COMMON   69357C503      424     26705 SH       DEFINED    01          26705        0        0  
PSS WORLD MEDICAL INC            COMMON   69366A100      277     15239 SH       DEFINED    01          15239        0        0  
PACCAR INC                       COMMON   693718108    14902    171215 SH       DEFINED    01         171215        0        0  
PACER INTERNATIONAL INC   TENN   COMMON   69373H106     1151     48952 SH       DEFINED    01          48952        0        0  
PACIFIC CAPITAL BANCORP          COMMON   69404P101     2871    106442 SH       DEFINED    01          21671        0    84771  
PACIFIC ETHANOL INC              COMMON   69423U107     6076    460351 SH       DEFINED    01         460351        0        0  
PACIFIC SUNWEAR OF   CALIFORNIA  COMMON   694873100     7057    320777 SH       DEFINED    01         320777        0        0  
PACKAGING CORP AMER              COMMON   695156109     5384    212746 SH       DEFINED    01         212746        0        0  
PACTIV CORP                      COMMON   695257105     2634     82622 SH       DEFINED    01          82622        0        0  
PAETEC HOLDING CORP              COMMON   695459107      123     10906 SH       DEFINED    01          10906        0        0  
PALL CORP                        COMMON   696429307     2240     48723 SH       DEFINED    01          48723        0        0  
PALM INC                         COMMON   696643105     3658    228509 SH       DEFINED    01         228509        0        0  
PALOMAR MED TECHNOLOGIES INC     COMMON   697529303      365     10529 SH       DEFINED    01          10529        0        0  
***PAN AMERICAN SILVER CORP      COMMON   697900108      589     22394 SH       DEFINED    01          22394        0        0  
PANERA BREAD CO CL A             COMMON   69840W108    11976    260030 SH       DEFINED    01         260030        0        0  
PANTRY INC                       COMMON   698657103      442      9604 SH       DEFINED    01           9604        0        0  
PAPA JOHNS INTERNATIONAL INC     COMMON   698813102      880     30620 SH       DEFINED    01          30620        0        0  
PAR PHARMACEUTICAL COMPANIES     COMMON   69888P106     1064     37719 SH       DEFINED    01          37719        0        0  
PARAMETRIC TECHNOLOGY CORP       COMMON   699173209     1438     66549 SH       DEFINED    01          66549        0        0  
PARK ELECTROCHEMICAL CORP        COMMON   700416209     1195     42441 SH       DEFINED    01          42441        0        0  
PARKER DRILLING CO               COMMON   701081101      973     92403 SH       DEFINED    01          92403        0        0  
PARKER HANNIFIN CORP             COMMON   701094104     4905     50101 SH       DEFINED    01          50101        0        0  
PATHMARK STORES INC              COMMON   70322A101     1953    150753 SH       DEFINED    01         150753        0        0  
PATRICK INDUSTRIES INC           COMMON   703343103     1609    102147 SH       DEFINED    01         102147        0        0  
PATTERSON COMPANIES INC          COMMON   703395103     6742    180904 SH       DEFINED    01         180904        0        0  
PATTERSON-UTI ENERGY INC         COMMON   703481101    13000    496014 SH       DEFINED    01         496014        0        0  
PAYCHEX INC                      COMMON   704326107     3369     86138 SH       DEFINED    01          86138        0        0  
PAYLESS SHOESOURCE INC           COMMON   704379106     3118     98844 SH       DEFINED    01          98844        0        0  
PEABODY ENERGY CORPORATION       COMMON   704549104    11158    230646 SH       DEFINED    01         230646        0        0  
PEAPACK-GLADSTONE FINANCIAL      COMMON   704699107      248      9179 SH       DEFINED    01           9179        0        0  
PEDIATRIX MEDICAL GROUP INC      COMMON   705324101      260      4721 SH       DEFINED    01           4721        0        0  
***PENGROWTH ENERGY TRUST        COMMON   706902509     2624    137475 SH       DEFINED    01         137475        0        0  
PENN NATIONAL GAMING INC         COMMON   707569109     4751     79076 SH       DEFINED    01          79076        0        0  
PENNANTPARK INVESTMENT CORP      COMMON   708062104     3510    250064 SH       DEFINED    01         250064        0        0  
J C PENNEY CO INC                COMMON   708160106     7798    107743 SH       DEFINED    01         107743        0        0  
PENTAIR INC                      COMMON   709631105     2730     70806 SH       DEFINED    01          70806        0        0  
PENWEST PHARMACEUTICALS CO       COMMON   709754105     8958    718394 SH       DEFINED    01         718394        0        0  
PEOPLES UTD FINL INC             COMMON   712704105     7295    411479 SH       DEFINED    01         411479        0        0  
PEP BOYS-MANNY MOE & JACK        COMMON   713278109      879     43625 SH       DEFINED    01          43625        0        0  
PEPCO HOLDINGS INC               COMMON   713291102     1340     47528 SH       DEFINED    01          47528        0        0  
THE PEPSI BOTTLING GROUP INC     COMMON   713409100     2891     85860 SH       DEFINED    01          85860        0        0  
PEPSIAMERICAS INC                COMMON   71343P200      516     21016 SH       DEFINED    01          21016        0        0  
PEPSICO INC                      COMMON   713448108    39347    606744 SH       DEFINED    01         606744        0        0  
PERFICIENT INC                   COMMON   71375U101      532     25711 SH       DEFINED    01          25711        0        0  
PERFORMANCE FOOD GROUP CO        COMMON   713755106     1598     49188 SH       DEFINED    01          49188        0        0  
PERKINELMER INC                  COMMON   714046109      936     35938 SH       DEFINED    01          35938        0        0  
PEROT SYSTEMS CORP               COMMON   714265105      436     25600 SH       DEFINED    01          25600        0        0  
PERRIGO CO                       COMMON   714290103     1598     81628 SH       DEFINED    01          81628        0        0  
PETRIE STORES LIQUIDATING TR     MLP      716437108      241    519100 SH       DEFINED    01         519100        0        0  
***PETRO-CANADA                  COMMON   71644E102      297      5601 SH       DEFINED    01           5601        0        0  
***PETROCHINA CO ADS EACH REPR   ADR      71646E100     6592     44343 SH       DEFINED    01          44343        0        0  
PETROHAWK ENERGY CORPORATION     COMMON   716495106      489     30842 SH       DEFINED    01          30842        0        0  
***PETROLEO BRASILEIRO SA        ADR      71654V101    32388    303600 SH       DEFINED    01         303600        0        0  
***PETROLEO BRASILEIRO SA        ADR      71654V408    25942    213926 SH       DEFINED    01         213926        0        0  
PETSMART INC                     COMMON   716768106      656     20233 SH       DEFINED    01          20233        0        0  
PFIZER INC                       COMMON   717081103   293010  11459150 SH       DEFINED    01       11459150        0        0  
***PHARMA PATCH PLC              ADR      71711T107        3     25000 SH       DEFINED    01          25000        0        0  
PHARMACEUTICAL PRODUCT           COMMON   717124101     5531    144544 SH       DEFINED    01          20143        0   124401  
PHARMANET DEVELOPMENT GROUP      COMMON   717148100      211      6629 SH       DEFINED    01           6629        0        0  
  PHILADELPHIA CONSOLIDATED      COMMON   717528103     5370    128487 SH       DEFINED    01          36231        0    92256  
PHILLIPS VAN HEUSEN CORP         COMMON   718592108     5579     92116 SH       DEFINED    01          17761        0    74355  
PHOTOMEDEX INC                   COMMON   719358103     7619   5861124 SH       DEFINED    01        5861124        0        0  
PHOTON DYNAMICS INC              COMMON   719364101      165     15141 SH       DEFINED    01          15141        0        0  
PHOTRONICS INC                   COMMON   719405102      421     28320 SH       DEFINED    01          28320        0        0  
PIEDMONT NATURAL GAS CO INC      COMMON   720186105      382     15533 SH       DEFINED    01          15533        0        0  
PIER 1 IMPORTS INC               COMMON   720279108      349     41164 SH       DEFINED    01          41164        0        0  
PIER 1 IMPORTS INC               CBONDCNV 720279AH1    13597  13700000 PRN      DEFINED    01       13700000        0        0  
PIKE ELEC CORP                   COMMON   721283109      233     10428 SH       DEFINED    01          10428        0        0  
PILGRIMS PRIDE CORP              COMMON   721467108      745     19539 SH       DEFINED    01          19539        0        0  
WTS PILLOWTEX CORPORATION NEW    WARRANT  721506111        1    249291 SH       DEFINED    01         249291        0        0  
PINNACLE ENTERTAINMENT INC       COMMON   723456109     6604    234618 SH       DEFINED    01         234618        0        0  
PINNACLE WEST CAPITAL CORP       COMMON   723484101     1163     29200 SH       DEFINED    01          29200        0        0  
PIONEER NATURAL RESOURCES CO     COMMON   723787107     1733     35586 SH       DEFINED    01          35586        0        0  
PIPER JAFFRAY COS                COMMON   724078100      995     17871 SH       DEFINED    01          17871        0        0  
PITNEY BOWES INC                 COMMON   724479100    20516    438193 SH       DEFINED    01         438193        0        0  
PLAINS ALL AMERICAN PIPELINE     MLP      726503105    24142    379308 SH       DEFINED    01         379308        0        0  
PLAINS EXPLORATION AND           COMMON   726505100      306      6415 SH       DEFINED    01           6415        0        0  
PLEXUS CORP                      COMMON   729132100      301     13129 SH       DEFINED    01          13129        0        0  
PLUM CREEK TIMBER CO INC         REIT     729251108     1965     47188 SH       DEFINED    01          47188        0        0  
POGO PRODUCING CO                COMMON   730448107    10926    215122 SH       DEFINED    01         215122        0        0  
POLIFLY FINANCIAL CORP           COMMON   731113106        3     15400 SH       DEFINED    01          15400        0        0  
POLO RALPH LAUREN CORP-CL A      COMMON   731572103     3179     32412 SH       DEFINED    01          32412        0        0  
POLYCOM INC                      COMMON   73172K104     2169     64579 SH       DEFINED    01          64579        0        0  
POLYMEDICA CORP                  COMMON   731738100      214      5245 SH       DEFINED    01           5245        0        0  
POLYONE CORP                     COMMON   73179P106      184     25715 SH       DEFINED    01          25715        0        0  
POOL CORPORATION                 COMMON   73278L105      325      8339 SH       DEFINED    01           8339        0        0  
POPE EVANS & ROBBINS INC         COMMON   732852108    14074    107150 SH       DEFINED    01         107150        0        0  
POPULAR INC                      COMMON   733174106      183     11421 SH       DEFINED    01          11421        0        0  
PORTFOLIO RECOVERY ASSOCIATES    COMMON   73640Q105      867     14458 SH       DEFINED    01          14458        0        0  
PORTLAND GENERAL ELECTRIC CO     COMMON   736508847     4534    165234 SH       DEFINED    01         165234        0        0  
POST PROPERTIES INC              REIT     737464107     3971     76194 SH       DEFINED    01          76194        0        0  
***POTASH CORP OF   SASKATCHEWAN COMMON   73755L107     3695     47400 SH       DEFINED    01          47400        0        0  
POTLATCH CORPORATION             REIT     737630103      624     14508 SH       DEFINED    01          14508        0        0  
POWER-ONE INC                    COMMON   739308104       78     19772 SH       DEFINED    01          19772        0        0  
POWERWAVE TECHNOLOGIES INC       COMMON   739363109      482     72080 SH       DEFINED    01          72080        0        0  
POZEN INC                        COMMON   73941U102      517     28614 SH       DEFINED    01          28614        0        0  
PRAXAIR INC                      COMMON   74005P104     8590    119331 SH       DEFINED    01         119331        0        0  
PRE-PAID LEGAL SERVICES INC      COMMON   740065107      664     10331 SH       DEFINED    01          10331        0        0  
PRECISION CASTPARTS CORP         COMMON   740189105     5061     41703 SH       DEFINED    01          41703        0        0  
***PRECISION DRILLING CORP       COMMON   740215108     3775    154425 SH       DEFINED    01         154425        0        0  
PREMIERE GLOBAL SERVICES INC     COMMON   740585104      300     23098 SH       DEFINED    01          23098        0        0  
PRESTIGE BRANDS HLDGS INC        COMMON   74112D101     1004     77373 SH       DEFINED    01          77373        0        0  
PREVIO INC                       COMMON   74138B105        3     56200 SH       DEFINED    01          56200        0        0  
PRICE T ROWE GROUP INC           COMMON   74144T108     3179     61272 SH       DEFINED    01          61272        0        0  
PRICELINE COM INC COM NEW        COMMON   741503403     6726     97860 SH       DEFINED    01          97860        0        0  
PRIDE INTERNATIONAL INC          COMMON   74153Q102     6604    176319 SH       DEFINED    01         176319        0        0  
PRIMEDIA INC                     COMMON   74157K101     1945    682625 SH       DEFINED    01         682625        0        0  
PRIMUS TELECOMMUNICATIONS        COMMON   741929103     4409   4409856 SH       DEFINED    01        4409856        0        0  
***PRIMEWEST ENERGY TRUST        COMMON   741930309      409     19489 SH       DEFINED    01          19489        0        0  
PROASSURANCE CORP                COMMON   74267C106      666     11964 SH       DEFINED    01          11964        0        0  
PROCENTURY CORPORATION           COMMON   74268T108      851     50832 SH       DEFINED    01          50832        0        0  
PROCTER & GAMBLE CO              COMMON   742718109   135647   2216832 SH       DEFINED    01        2216832        0        0  
PROGENICS PHARMACEUTICALS INC    COMMON   743187106     1021     47362 SH       DEFINED    01          47362        0        0  
PROGENITOR INC                   COMMON   743188104       29    119918 SH       DEFINED    01         119918        0        0  
PROGRESS ENERGY INC              COMMON   743263AA3      816   2092689 SH       DEFINED    01        2092689        0        0  
PROGRESS ENERGY INC              COMMON   743263105     7300    160126 SH       DEFINED    01         160126        0        0  
PROGRESS SOFTWARE CORP           COMMON   743312100      318     10017 SH       DEFINED    01          10017        0        0  
PROGRESSIVE CORP-OHIO            COMMON   743315103     9063    378764 SH       DEFINED    01         378764        0        0  
PROGRESSIVE GAMING               COMMON   74332S102     8445   1438734 SH       DEFINED    01        1438734        0        0  
PROLOGIS                         REIT     743410102     4337     76239 SH       DEFINED    01          76239        0        0  
PROQUEST COMPANY                 COMMON   74346P102     2872    301103 SH       DEFINED    01         301103        0        0  
PROSPERITY BANCSHARES INC        COMMON   743606105      298      9098 SH       DEFINED    01           9098        0        0  
PROTECTIVE LIFE CORP             COMMON   743674103     6462    135167 SH       DEFINED    01          81540        0    53627  
PROTEIN DESIGN LABS INC          CBONDCNV 74369LAD5     6659   5365000 PRN      DEFINED    01        5365000        0        0  
PROTEIN DESIGN LABS INC          CBONDCNV 74369LAF0     2277   2000000 PRN      DEFINED    01        2000000        0        0  
PROTO STAR                       CBONDCNV 74373LAA5    21504  20383060 PRN      DEFINED    01       20383060        0        0  
PROVIDENT BANKSHARES CORP        COMMON   743859100      243      7443 SH       DEFINED    01           7443        0        0  
***PROVIDENT ENERGY TRUST        COMMON   74386K104     1059     89146 SH       DEFINED    01          89146        0        0  
PROVIDENT FINANCIAL SERVICES     COMMON   74386T105      338     21464 SH       DEFINED    01          21464        0        0  
PRUDENTIAL FINANCIAL INC         COMMON   744320102    39504    406296 SH       DEFINED    01         406296        0        0  
PRUDENTIAL FINL INC              CBONDCNV 744320AE2    15462  15000000 PRN      DEFINED    01       15000000        0        0  
PRUDENTIAL FINL INC SR NT CV F   CBONDCNV 744320AG7       59     58000 PRN      DEFINED    01          58000        0        0  
PSYCHIATRIC SOLUTIONS INC        COMMON   74439H108      799     22039 SH       DEFINED    01          22039        0        0  
PUBLIC SERVICE   ENTERPRISE      COMMON   744573106     9393    107009 SH       DEFINED    01         107009        0        0  
PUBLIC STORAGE                   REIT     74460D109     2781     36213 SH       DEFINED    01          36213        0        0  
PUGET ENERGY INC                 COMMON   745310102     1117     46209 SH       DEFINED    01          46209        0        0  
PULTE HOMES INC                  COMMON   745867101     5707    254253 SH       DEFINED    01         254253        0        0  
***QIMONDA AG                    ADR      746904101      290     18800 SH       DEFINED    01          18800        0        0  
***QLT INC                       COMMON   746927102      196     26613 SH       DEFINED    01          26613        0        0  
QLOGIC CORP                      COMMON   747277101     3694    221872 SH       DEFINED    01         221872        0        0  
QUALCOMM INC                     COMMON   747525103   157709   3634688 SH       DEFINED    01        3634688        0        0  
QUANTA SERVICES INC              COMMON   74762E102     1446     47177 SH       DEFINED    01          47177        0        0  
QUANEX CORP                      COMMON   747620102      520     10680 SH       DEFINED    01          10680        0        0  
QUANTUM CORP DSSG COM            COMMON   747906204       57     18141 SH       DEFINED    01          18141        0        0  
QUANTUM CORP                     CBONDCNV 747906AE5      599    606000 PRN      DEFINED    01         606000        0        0  
QUEST DIAGNOSTICS INC            COMMON   74834L100     2623     50802 SH       DEFINED    01          50802        0        0  
QUEST SOFTWARE INC               COMMON   74834T103      270     16735 SH       DEFINED    01          16735        0        0  
QUESTAR CORP                     COMMON   748356102     3800     71915 SH       DEFINED    01          71915        0        0  
QUICKSILVER RESOURCES INC        COMMON   74837R104     4570    102515 SH       DEFINED    01         102515        0        0  
QUIKSILVER INC                   COMMON   74838C106      637     45089 SH       DEFINED    01          45089        0        0  
***  QUILMES INDL QUINSA SOCIETE ADR      74838Y207      923     12500 SH       DEFINED    01          12500        0        0  
QWEST COMMUNICATIONS             COMMON   749121109    24469   2522597 SH       DEFINED    01        2522597        0        0  
QWEST COMMUNICATIONS INTL INC    CBONDCNV 749121BY4     9698   5534000 PRN      DEFINED    01        5534000        0        0  
RAIT FINANCIAL TRUST             REIT     749227104      516     19836 SH       DEFINED    01          19836        0        0  
RCN CORPORATION                  COMMON   749361200      364     19397 SH       DEFINED    01          19397        0        0  
R H DONNELLEY CORP (NEW)         COMMON   74955W307    20004    263983 SH       DEFINED    01         263983        0        0  
RPM INTERNATIONAL INC            COMMON   749685103      443     19209 SH       DEFINED    01          19209        0        0  
RTI INTERNATIONAL METALS INC     COMMON   74973W107     2565     34042 SH       DEFINED    01          34042        0        0  
RF MICRO DEVICES INC             COMMON   749941100     1736    278333 SH       DEFINED    01         278333        0        0  
RF MICRO DEVICES INC             CBONDCNV 749941AH3     4924   5150000 PRN      DEFINED    01        5150000        0        0  
RACKABLE SYSTEMS INC             COMMON   750077109      359     29082 SH       DEFINED    01          29082        0        0  
RADIAN GROUP INC                 COMMON   750236101      650     12043 SH       DEFINED    01          12043        0        0  
RADIO ONE INC                    COMMON   75040P405       91     13030 SH       DEFINED    01          13030        0        0  
RADIOSHACK CORP                  COMMON   750438103     1496     45168 SH       DEFINED    01          45168        0        0  
RADISYS CORP                     COMMON   750459109      181     14671 SH       DEFINED    01          14671        0        0  
RADNET INC                       COMMON   750491102     1240    130200 SH       DEFINED    01         130200        0        0  
RAMBUS INC                       COMMON   750917106     1407     78301 SH       DEFINED    01          78301        0        0  
RALCORP HOLDINGS INC NEW         COMMON   751028101      593     11112 SH       DEFINED    01          11112        0        0  
***RANDGOLD RESOURCES LTD        ADR      752344309     9968    449254 SH       DEFINED    01         449254        0        0  
RANGE RESOURCES CORP             COMMON   75281A109      942     25184 SH       DEFINED    01          25184        0        0  
RAYMOND JAMES FINANCIAL INC      COMMON   754730109     4887    158161 SH       DEFINED    01          29030        0   129131  
RAYONIER INC                     REIT     754907103      724     16042 SH       DEFINED    01          16042        0        0  
RAYTHEON CO                      COMMON   755111507     6182    114718 SH       DEFINED    01         114718        0        0  
REALNETWORKS INC                 COMMON   75605L104     1636    200333 SH       DEFINED    01         200333        0        0  
REALTY INCOME CORP               REIT     756109104      227      9018 SH       DEFINED    01           9018        0        0  
RECKSON OPER PARTNERSHIP L P     CBONDCNV 75621LAJ3    20390  18600000 PRN      DEFINED    01       18600000        0        0  
RED HAT INC                      COMMON   756577102     2826    126877 SH       DEFINED    01         126877        0        0  
RED ROBIN GOURMET BURGERS INC    COMMON   75689M101      376      9330 SH       DEFINED    01           9330        0        0  
REGAL-BELOIT CORP                COMMON   758750103      427      9194 SH       DEFINED    01           9194        0        0  
REGAL ENTERTAINMENT GROUP        COMMON   758766109     6403    292020 SH       DEFINED    01         292020        0        0  
REGENCY CENTERS CORP             REIT     758849103     1436     20380 SH       DEFINED    01          20380        0        0  
REGIONS FINANCIAL CORP           COMMON   7591EP100    19878    600557 SH       DEFINED    01         600557        0        0  
REINSURANCE GROUP OF   AMERICA   COMMON   759351109      247      4114 SH       DEFINED    01           4114        0        0  
REINSURANCE GROUP AMER INC       PREFERED 759351307    39808    529015 SH       DEFINED    01         529015        0        0  
RELIANCE STEEL & ALUMINUM CO     COMMON   759509102      643     11432 SH       DEFINED    01          11432        0        0  
RELIANT ENERGY INC               COMMON   75952B105    11159    414081 SH       DEFINED    01         414081        0        0  
RENOVIS INC                      COMMON   759885106       40     11298 SH       DEFINED    01          11298        0        0  
RENT A CENTER INC-NEW            COMMON   76009N100      267     10182 SH       DEFINED    01          10182        0        0  
***REPSOL YPF SA                 ADR      76026T205      309      8003 SH       DEFINED    01           8003        0        0  
REPUBLIC SERVICES INC            COMMON   760759100      519     16959 SH       DEFINED    01          16959        0        0  
RES-CARE INC                     COMMON   760943100      394     18641 SH       DEFINED    01          18641        0        0  
***ARENAGOLD RESOURCES INC       COMMON   760974105     1126     33072 SH       DEFINED    01          33072        0        0  
***RESEARCH IN MOTION LTD        COMMON   760975102   123828    619174 SH       DEFINED    01         619174        0        0  
RESTORATION HARDWARE INC   DEL   COMMON   760981100       60     10791 SH       DEFINED    01          10791        0        0  
RESMED INC                       COMMON   761152107      239      5801 SH       DEFINED    01           5801        0        0  
RESPIRONICS INC                  COMMON   761230101      601     14134 SH       DEFINED    01          14134        0        0  
RETAIL VENTURES INC              COMMON   76128Y102     4835    299777 SH       DEFINED    01         299777        0        0  
RETAIL VENTURES INC              PREFCONV 76128Y201    30968    500500 SH       DEFINED    01         500500        0        0  
REVLON INC-CL A                  CLASS    761525500      261    190868 SH       DEFINED    01         190868        0        0  
REYNOLDS AMERICAN INC            COMMON   761713106     4041     61987 SH       DEFINED    01          61987        0        0  
REXON INC                        COMMON   761901107       35    230239 SH       DEFINED    01         230239        0        0  
RIGEL PHARMACEUTICALS INC        COMMON   766559603       96     10826 SH       DEFINED    01          10826        0        0  
***RIO NARCEA GOLD MINES INC     COMMON   766909105       57     11352 SH       DEFINED    01          11352        0        0  
***RIO TINTO PLC                 ADR      767204100      306      1000 SH       DEFINED    01           1000        0        0  
RITE AID CORP                    COMMON   767754104     2636    413263 SH       DEFINED    01         413263        0        0  
RITE AID CORP                    PREFERED 767754302     9451    136975 SH       DEFINED    01         136975        0        0  
RIVERBED TECHNOLOGY INC          COMMON   768573107      710     16211 SH       DEFINED    01          16211        0        0  
ROBBINS & MYERS INC              COMMON   770196103      971     18289 SH       DEFINED    01          18289        0        0  
ROBERT HALF INTERNATIONAL INC    COMMON   770323103     6261    171550 SH       DEFINED    01         171550        0        0  
ROCK-  TENN CO-CL A              CLASS    772739207     1065     33577 SH       DEFINED    01          33577        0        0  
ROCKWELL AUTOMATION INC          COMMON   773903109     7465    107514 SH       DEFINED    01         107514        0        0  
ROCKWELL COLLINS INC             COMMON   774341101     2726     38597 SH       DEFINED    01          38597        0        0  
ROCKWOOD HOLDINGS INC            COMMON   774415103      409     11210 SH       DEFINED    01          11210        0        0  
***ROGERS COMMUNICATIONS INC     COMMON   775109200      708     16685 SH       DEFINED    01          16685        0        0  
ROHM & HAAS CO                   COMMON   775371107     5148     94153 SH       DEFINED    01          94153        0        0  
ROPER INDUSTRIES INC NEW         COMMON   776696106      514      9010 SH       DEFINED    01           9010        0        0  
ROSETTA RESOURCES INC            COMMON   777779109     1200     75000 SH       DEFINED    01          75000        0        0  
ROSETTA RESOURCES INC            COMMON   777779307      227     10561 SH       DEFINED    01          10561        0        0  
ROSS STORES INC                  COMMON   778296103      585     19015 SH       DEFINED    01          19015        0        0  
ROTECH HEALTHCARE INC NEW        COMMON   778669101       29     27169 SH       DEFINED    01          27169        0        0  
ROWAN COMPANIES INC              COMMON   779382100     3227     78767 SH       DEFINED    01          78767        0        0  
***ROYAL DUTCH SHELL PLC         ADR      780259107      468      5626 SH       DEFINED    01           5626        0        0  
***ROYAL DUTCH SHELL PLC         ADR      780259206     1307     16099 SH       DEFINED    01          16099        0        0  
ROYAL GOLD INC                   COMMON   780287108      234      9852 SH       DEFINED    01           9852        0        0  
RUBY TUESDAY INC                 COMMON   781182100      428     16265 SH       DEFINED    01          16265        0        0  
RUDDICK CORP                     COMMON   781258108      284      9429 SH       DEFINED    01           9429        0        0  
RURAL CELLULAR CORP-CL A         CLASS    781904107      301      6880 SH       DEFINED    01           6880        0        0  
***RYANAIR HOLDINGS PLC          ADR      783513104      257      6810 SH       DEFINED    01           6810        0        0  
RYDER SYSTEM INC                 COMMON   783549108     2194     40798 SH       DEFINED    01          40798        0        0  
RYERSON INC                      COMMON   78375P107      595     15808 SH       DEFINED    01          15808        0        0  
RYLAND GROUP INC                 COMMON   783764103     4844    129645 SH       DEFINED    01         129645        0        0  
SBA COMMUNICATIONS CORP          COMMON   78388J106     1855     55226 SH       DEFINED    01          55226        0        0  
SBA COMMUNICATIONS CORP          CBONDCNV 78388JAH9     7904   7145000 PRN      DEFINED    01        7145000        0        0  
SAIC INC                         COMMON   78390X101     2044    113141 SH       DEFINED    01         113141        0        0  
SEI INVESTMENTS CO               COMMON   784117103     1315     45303 SH       DEFINED    01          45303        0        0  
SESI LLC                         CBONDCNV 78412FAG9    15874  14750000 PRN      DEFINED    01       14750000        0        0  
SESI L L C                       CBONDCNV 78412FAH7     5650   5250000 PRN      DEFINED    01        5250000        0        0  
SG PREFERRED CAPITAL II          PREFERED 784210205    10140     10000 SH       DEFINED    01          10000        0        0  
SG PREFERRED CAPITAL II          PREFERED 784210304    40095     39600 SH       DEFINED    01          39600        0        0  
SL GREEN REALTY CORP             REIT     78440X101     4521     36498 SH       DEFINED    01          10576        0    25922  
SLM CORPORATION                  COMMON   78442P106    24020    417164 SH       DEFINED    01         417164        0        0  
SLM CORP                         CBONDCNV 78442PAC0    45717  45763000 PRN      DEFINED    01       45763000        0        0  
SLM CORPORATION                  PREFERED 78442P304      195     10000 SH       DEFINED    01          10000        0        0  
SL GREEN REALTY CORP             CBONDCNV 78444FAA4     8538   9000000 PRN      DEFINED    01        9000000        0        0  
SPX CORP                         COMMON   784635104      667      7597 SH       DEFINED    01           7597        0        0  
S3 INC SUB NOTE                  CBONDCNV 784849AC5        5   2367000 PRN      DEFINED    01        2367000        0        0  
SVB FINANCIAL GROUP              COMMON   78486Q101     2627     49477 SH       DEFINED    01          49477        0        0  
***SADIA S A                     COMMON   786326108      495     10600 SH       DEFINED    01          10600        0        0  
SAFE WASTE SYSTEMS INC           COMMON   786417105        2     79000 SH       DEFINED    01          79000        0        0  
SAFECO CORP                      COMMON   786429100     1247     20043 SH       DEFINED    01          20043        0        0  
SAFEWAY INC                      COMMON   786514208    14737    433081 SH       DEFINED    01         433081        0        0  
ST JOE CO                        COMMON   790148100     1122     24222 SH       DEFINED    01          24222        0        0  
ST JUDE MEDICAL INC              COMMON   790849103    17012    410027 SH       DEFINED    01         410027        0        0  
ST JUDE MEDICAL INC              CBONDCNV 790849AC7     3532   3577000 PRN      DEFINED    01        3577000        0        0  
ST MARY LAND & EXPLORATION CO    COMMON   792228108      714     19506 SH       DEFINED    01          19506        0        0  
SAKS INC                         COMMON   79377W108     1075     50375 SH       DEFINED    01          50375        0        0  
SALESFORCE.COM INC               COMMON   79466L302      396      9249 SH       DEFINED    01           9249        0        0  
SALIX PHARMACEUTICALS LTD        COMMON   795435106      198     16117 SH       DEFINED    01          16117        0        0  
SALLY BEAUTY HOLDINGS INC        COMMON   79546E104      112     12536 SH       DEFINED    01          12536        0        0  
***SAMSYS TECHNOLOGIES INC       COMMON   795916105       88     35000 SH       DEFINED    01          35000        0        0  
SANDERSON FARMS INC              COMMON   800013104      663     14731 SH       DEFINED    01          14731        0        0  
***SANDISK CORP                  COMMON   80004C101    26475    540973 SH       DEFINED    01         540973        0        0  
SANDISK CORP                     CBONDCNV 80004CAC5    34621  39399000 PRN      DEFINED    01       39399000        0        0  
SANMINA-SCI CORP                 COMMON   800907107     2139    683565 SH       DEFINED    01         234826        0   448739  
***SANOFI AVENTIS                ADR      80105N105    15426    383068 SH       DEFINED    01         383068        0        0  
***  SANTANDER FIN PFD S A       PREFERED 80281R607    10757    450000 SH       DEFINED    01         450000        0        0  
SANTARUS INC                     COMMON   802817304      214     41425 SH       DEFINED    01          41425        0        0  
***SAP AKTIENGESELLSCHAFT        ADR      803054204     1190     23319 SH       DEFINED    01          23319        0        0  
SAPIENT CORP                     COMMON   803062108      398     51585 SH       DEFINED    01          51585        0        0  
SARA LEE CORP                    COMMON   803111103    19890   1143139 SH       DEFINED    01        1143139        0        0  
***SATYAM COMPUTER SVCS LTD      ADR      804098101     2337     94401 SH       DEFINED    01          94401        0        0  
SAUL CENTERS INC                 REIT     804395101      313      6907 SH       DEFINED    01           6907        0        0  
SAVIENT PHARMACEUTICALS          COMMON   80517Q100      287     23128 SH       DEFINED    01          23128        0        0  
SAVVIS INC                       COMMON   805423308      317      6405 SH       DEFINED    01           6405        0        0  
SCANA CORPORATION NEW            COMMON   80589M102     2144     56014 SH       DEFINED    01          56014        0        0  
SCANSOURCE INC                   COMMON   806037107      465     14543 SH       DEFINED    01          14543        0        0  
HENRY SCHEIN INC                 COMMON   806407102      505      9459 SH       DEFINED    01           9459        0        0  
SCHERING PLOUGH CORP             COMMON   806605101     9357    307397 SH       DEFINED    01         307397        0        0  
SCHLUMBERGER LTD                 COMMON   806857108    52680    620203 SH       DEFINED    01         620203        0        0  
SCHLUMBERGER LTD                 CBONDCNV 806857AD0     5814   2730000 PRN      DEFINED    01        2730000        0        0  
SCHNITZER STEEL INDUSTRIES INC   CLASS    806882106      682     14231 SH       DEFINED    01          14231        0        0  
SCHOLASTIC CORP                  COMMON   807066105      395     10994 SH       DEFINED    01          10994        0        0  
SCHOOL SPECIALTY INC             COMMON   807863105     1842     52002 SH       DEFINED    01           7794        0    44208  
A SCHULMAN INC                   COMMON   808194104      711     29234 SH       DEFINED    01          29234        0        0  
CHARLES SCHWAB CORP NEW          COMMON   808513105     9167    446736 SH       DEFINED    01         446736        0        0  
SCIELE PHARMA INC                COMMON   808627103      379     16117 SH       DEFINED    01          16117        0        0  
SCOTTS MIRACLE-GRO CO (THE)      CLASS    810186106     3210     74768 SH       DEFINED    01          11312        0    63456  
E W SCRIPPS CO NEW-CL A          CLASS    811054204      744     16294 SH       DEFINED    01          16294        0        0  
SEABOARD CORP                    COMMON   811543107      206        88 SH       DEFINED    01             88        0        0  
SEAGATE TECHNOLOGY INC           COMMON   811804988       73    736789 SH       DEFINED    01         736789        0        0  
SEACOR HOLDINGS INC              COMMON   811904101     1767     18931 SH       DEFINED    01          18931        0        0  
SEACOR HLDGS INC                 CBONDCNV 811904AJ0     6407   4622000 PRN      DEFINED    01        4622000        0        0  
SEALED AIR CORP NEW              COMMON   81211K100     2451     79024 SH       DEFINED    01          79024        0        0  
SEARS HOLDINGS CORP              COMMON   812350106    24700    145727 SH       DEFINED    01         145727        0        0  
SELECT COMFORT CORP              COMMON   81616X103     1079     66570 SH       DEFINED    01          66570        0        0  
SELECTIVE INSURANCE GROUP INC    COMMON   816300107      396     14768 SH       DEFINED    01          14768        0        0  
SELECTIVE INSURANCE GROUP INC    CBONDCNV 816300AB3       10     15000 PRN      DEFINED    01          15000        0        0  
***SEMICONDUCTOR MFG INTL CORP   ADR      81663N206     1120    162616 SH       DEFINED    01         162616        0        0  
SEMTECH CORP                     COMMON   816850101     5383    310625 SH       DEFINED    01         310625        0        0  
SEMPRA ENERGY                    COMMON   816851109    11210    189278 SH       DEFINED    01         189278        0        0  
SEMITOOL INC                     COMMON   816909105      105     10948 SH       DEFINED    01          10948        0        0  
SENIOR HSG PPTYS TR              REIT     81721M109      519     25534 SH       DEFINED    01          25534        0        0  
SENSIENT TECHNOLOGIES CORP       COMMON   81725T100      319     12584 SH       DEFINED    01          12584        0        0  
SEPRACOR INC                     COMMON   817315104    12742    310634 SH       DEFINED    01         310634        0        0  
SEQUENOM INC                     COMMON   817337405    17755   3945454 SH       DEFINED    01        3945454        0        0  
SERVICE CORP INTERNATIONAL       COMMON   817565104      578     45249 SH       DEFINED    01          45249        0        0  
SERVICEMASTER CO (THE)           COMMON   81760N109    14746    953817 SH       DEFINED    01         953817        0        0  
SHAMAN PHARMACEUTICALS INC       COMMON   819319500       13     13502 SH       DEFINED    01          13502        0        0  
***SHANDA INTERACTIVE            ADR      81941Q203     1605     51802 SH       DEFINED    01          51802        0        0  
SHAW GROUP INC                   COMMON   820280105     1378     29779 SH       DEFINED    01          29779        0        0  
SHERWIN WILLIAMS CO              COMMON   824348106     4652     69993 SH       DEFINED    01          69993        0        0  
***SHIRE PLC                     ADR      82481R106     2676     36099 SH       DEFINED    01          36099        0        0  
SHOE CARNIVAL INC-  IND          COMMON   824889109      798     29040 SH       DEFINED    01          29040        0        0  
SHUFFLE MASTER INC               COMMON   825549108      466     28126 SH       DEFINED    01          28126        0        0  
SHUTTERFLY INC                   COMMON   82568P304      247     11463 SH       DEFINED    01          11463        0        0  
SIERRA HEALTH SERVICES INC       COMMON   826322109    16270    391312 SH       DEFINED    01         391312        0        0  
SIERRA PACIFIC RESOURCES NEW     COMMON   826428104     1566     89213 SH       DEFINED    01          89213        0        0  
***SIERRA WIRELESS INC           COMMON   826516106      364     14658 SH       DEFINED    01          14658        0        0  
SIGMA-ALDRICH CORP               COMMON   826552101     2268     53166 SH       DEFINED    01          53166        0        0  
SIGNATURE BANK                   COMMON   82669G104     6979    204682 SH       DEFINED    01         204682        0        0  
SILICON LABORATORIES INC         COMMON   826919102    14400    416072 SH       DEFINED    01         416072        0        0  
SILICON IMAGE INC                COMMON   82705T102      500     58279 SH       DEFINED    01          58279        0        0  
***SILVER STANDARD RESOURCES     COMMON   82823L106      508     14795 SH       DEFINED    01          14795        0        0  
***SILVER WHEATON CORP           COMMON   828336107      948     81150 SH       DEFINED    01          81150        0        0  
SIMON PROPERTY GROUP INC 6%      PREFERED 828806802     4518     59468 SH       DEFINED    01          59468        0        0  
SIMON PROPERTY GROUP INC         REIT     828806109     9243     99352 SH       DEFINED    01          99352        0        0  
SINCLAIR BROADCAST GROUP INC     COMMON   829226109      232     16324 SH       DEFINED    01          16324        0        0  
SINCLAIR BROADCAST GROUP INC     CBONDCNV 829226AU3      354    365000 PRN      DEFINED    01         365000        0        0  
SIRENZA MICRODEVICES INC         COMMON   82966T106      396     33425 SH       DEFINED    01          33425        0        0  
SIRIUS SATELLITE RADIO INC       COMMON   82966U103     7640   2530096 SH       DEFINED    01        2530096        0        0  
SIRIUS SATELLITE RADIO INC       CBONDCNV 82966UAA1      648    296000 PRN      DEFINED    01         296000        0        0  
SIRIUS SATELLITE RADIO INC       CBONDCNV 82966UAD5    14520  16000000 PRN      DEFINED    01       16000000        0        0  
WTS SIRIUS SATELLITE RADIO INC   WARRANT  82966U129     8418     80450 SH       DEFINED    01          80450        0        0  
SIRF TECHNOLOGY HOLDINGS INC     COMMON   82967H101      284     13734 SH       DEFINED    01          13734        0        0  
SIRVA INC                        COMMON   82967Y104      701    354166 SH       DEFINED    01         354166        0        0  
SIPEX CORPORATION                COMMON   829909209     4446    500168 SH       DEFINED    01         500168        0        0  
SIX FLAGS INC                    COMMON   83001P109    17263   2834748 SH       DEFINED    01        2834748        0        0  
SIX FLAGS INC                    CBONDCNV 83001PAJ8     8242   7000000 PRN      DEFINED    01        7000000        0        0  
SKECHERS   USA INC               COMMON   830566105    23417    801971 SH       DEFINED    01         801971        0        0  
SKY FINANCIAL GROUP INC          COMMON   83080P103     6986    250757 SH       DEFINED    01         250757        0        0  
SKYWEST INC                      COMMON   830879102      981     41191 SH       DEFINED    01          41191        0        0  
SKYWORKS SOLUTIONS INC           COMMON   83088M102     1092    148700 SH       DEFINED    01         148700        0        0  
SMARTDISK CORPORATION            COMMON   83169Q105        6     50200 SH       DEFINED    01          50200        0        0  
SMITH & WESSON HOLDING CORP      COMMON   831756101      388     23174 SH       DEFINED    01          23174        0        0  
SMITH & WESSON HLDG CORP         CBONDCNV 831756AA9     7372   5500000 PRN      DEFINED    01        5500000        0        0  
SMITH CORONA CORP                COMMON   831858105        1     11800 SH       DEFINED    01          11800        0        0  
A O SMITH CORP                   COMMON   831865209      222      5574 SH       DEFINED    01           5574        0        0  
SMITH INTERNATIONAL INC          COMMON   832110100     6744    115007 SH       DEFINED    01         115007        0        0  
SMITH MICRO SOFTWARE INC         COMMON   832154108      623     41379 SH       DEFINED    01          41379        0        0  
  SMITHFIELD FOODS INC           COMMON   832248108      696     22632 SH       DEFINED    01          22632        0        0  
SMUCKER J M COMPANY              COMMON   832696405     2986     46916 SH       DEFINED    01          46916        0        0  
SMURFIT-STONE CONTAINER CORP     COMMON   832727101      182     13681 SH       DEFINED    01          13681        0        0  
SNAP-ON INC                      COMMON   833034101     4942     97847 SH       DEFINED    01          42125        0    55722  
SOHU.COM INC                     COMMON   83408W103      478     14968 SH       DEFINED    01          14968        0        0  
SOLECTRON CORP                   COMMON   834182107     9184   2495751 SH       DEFINED    01        2495751        0        0  
WTS SOLUTIA INC                  WARRANT  834376139        2     11169 SH       DEFINED    01          11169        0        0  
SONIC CORP                       COMMON   835451105     3270    147834 SH       DEFINED    01          37367        0   110467  
SONIC SOLUTIONS                  COMMON   835460106     1815    143941 SH       DEFINED    01         143941        0        0  
SONICWALL INC                    COMMON   835470105      182     21204 SH       DEFINED    01          21204        0        0  
SONOCO PRODUCTS CO               COMMON   835495102      221      5172 SH       DEFINED    01           5172        0        0  
SONUS PHARMACEUTICALS INC        COMMON   835692104      349     66190 SH       DEFINED    01          66190        0        0  
***SONY CORP-ADR NEW             ADR      835699307      891     17358 SH       DEFINED    01          17358        0        0  
SOTHEBYS                         CLASS    835898107    21600    469377 SH       DEFINED    01         469377        0        0  
SONUS NETWORKS INC               COMMON   835916107     2243    263294 SH       DEFINED    01         263294        0        0  
SOURCE INTERLINK COMPANIES INC   COMMON   836151209      160     32216 SH       DEFINED    01          32216        0        0  
SOUTH FINL GROUP INC             COMMON   837841105      265     11719 SH       DEFINED    01          11719        0        0  
SOUTH  JERSEY INDUSTRIES INC     COMMON   838518108      241      6831 SH       DEFINED    01           6831        0        0  
SOUTHERN CALIFORNIA  EDISON      PREFERED 842400756   112257   1138225 SH       DEFINED    01        1138225        0        0  
 SOUTHERN CO                     COMMON   842587107     8297    241976 SH       DEFINED    01         241976        0        0  
SOUTHERN COPPER CORPORATION      COMMON   84265V105     7199     76374 SH       DEFINED    01          76374        0        0  
SOUTHERN UNION CO NEW            COMMON   844030106     1486     45600 SH       DEFINED    01          45600        0        0  
SOUTHERN UNION CO                PREFERED 844030601     1274     50000 SH       DEFINED    01          50000        0        0  
SOUTHWEST AIRLINES CO            COMMON   844741108    13064    876220 SH       DEFINED    01         876220        0        0  
SOUTHWEST GAS CORP               COMMON   844895102      426     12611 SH       DEFINED    01          12611        0        0  
SOUTHWESTERN ENERGY CO           COMMON   845467109     2461     55313 SH       DEFINED    01          55313        0        0  
SOVEREIGN BANCORP INC            COMMON   845905108     5488    259633 SH       DEFINED    01         259633        0        0  
SOVRAN SELF STORAGE INC          REIT     84610H108      231      4808 SH       DEFINED    01           4808        0        0  
SPANISH BROADCASTING SYSTEM      COMMON   846425882     7628   1773844 SH       DEFINED    01        1773844        0        0  
SPANISH BROADCASTING SYS INC     PREFERED 846425841     9295      8567 SH       DEFINED    01           8567        0        0  
SPANSION INC                     COMMON   84649R101     1848    166518 SH       DEFINED    01         166518        0        0  
SPANSION INC                     CBONDCNV 84649RAA9      445    500000 PRN      DEFINED    01         500000        0        0  
SPARTAN STORES INC               COMMON   846822104      682     20735 SH       DEFINED    01          20735        0        0  
SPECTRA ENERGY CORP              COMMON   847560109    19452    749342 SH       DEFINED    01         749342        0        0  
SPECTRUM BRANDS INC              COMMON   84762L105       86     12813 SH       DEFINED    01          12813        0        0  
SPIRIT AEROSYSTEMS HOLDINGS      COMMON   848574109    21932    608382 SH       DEFINED    01         608382        0        0  
SPORTSTOWN INC                   COMMON   849198106       16    106705 SH       DEFINED    01         106705        0        0  
SPRINT NEXTEL CORPORATION        COMMON   852061100    97621   4713721 SH       DEFINED    01        4713721        0        0  
STAGE STORES INC                 COMMON   85254C305      278     13286 SH       DEFINED    01          13286        0        0  
STANCORP FINL GROUP INC          COMMON   852891100     3447     65683 SH       DEFINED    01          65683        0        0  
STANDARD MICROSYSTEMS CORP       COMMON   853626109     7703    224333 SH       DEFINED    01         224333        0        0  
STANDARD PACIFIC CORP NEW        COMMON   85375C101     2885    164608 SH       DEFINED    01          57423        0   107185  
  STANLEY WORKS                  COMMON   854616109     3700     60962 SH       DEFINED    01          60962        0        0  
STAPLES INC                      COMMON   855030102    16861    710539 SH       DEFINED    01         710539        0        0  
***STAR ASIA FIN LTD             COMMON   855082103     2500    250000 SH       DEFINED    01         250000        0        0  
STAR GAS PARTNERS LP             MLP      85512C105     2007    450100 SH       DEFINED    01         450100        0        0  
STARBUCKS CORP                   COMMON   855244109    65044   2478819 SH       DEFINED    01        2478819        0        0  
STARS TO GO INC                  COMMON   855682100        1    106087 SH       DEFINED    01         106087        0        0  
WTS STARTEC GLOBAL COMMUNCORP    WARRANT  85569E111       11     44662 SH       DEFINED    01          44662        0        0  
STATE AUTO FINANCIAL CORP        COMMON   855707105     2416     78841 SH       DEFINED    01           9769        0    69072  
STARWOOD HOTELS & RESORTS        COMMON   85590A401    20776    309770 SH       DEFINED    01         309770        0        0  
STATE STREET CORP                COMMON   857477103     6436     94103 SH       DEFINED    01          94103        0        0  
STATEWIDE BANCORP-N.J.           COMMON   857658108        1    133072 SH       DEFINED    01         133072        0        0  
STATION CASINOS INC              COMMON   857689103     1981     22825 SH       DEFINED    01          22825        0        0  
***STATOIL ASA                   ADR      85771P102      300      9702 SH       DEFINED    01           9702        0        0  
STEEL DYNAMICS INC               COMMON   858119100     1487     35497 SH       DEFINED    01          35497        0        0  
STEELCASE INC-MICH CL A          COMMON   858155203     4970    268655 SH       DEFINED    01         268655        0        0  
STEIN MART INC                   COMMON   858375108     1246    101647 SH       DEFINED    01          16606        0    85041  
STEM CELL INNOVATIONS INC        COMMON   85857B100        1     60000 SH       DEFINED    01          60000        0        0  
STERLING BANCSHARES INC          COMMON   858907108      212     18784 SH       DEFINED    01          18784        0        0  
STERICYCLE INC                   COMMON   858912108      377      8493 SH       DEFINED    01           8493        0        0  
STERIS CORP                      COMMON   859152100     5579    182330 SH       DEFINED    01         182330        0        0  
STERLING FINANCIAL CORP-WASH     COMMON   859319105     2647     91476 SH       DEFINED    01          16930        0    74546  
STEWART ENTERPRISES INC-CL A     CLASS    860370105      149     19225 SH       DEFINED    01          19225        0        0  
  STILLWATER MINING CO           COMMON   86074Q102      155     14154 SH       DEFINED    01          14154        0        0  
***STMICROELECTRONICS N V        ADR      861012102     4092    213281 SH       DEFINED    01         213281        0        0  
STORAGENETWORKS INC              COMMON   86211E103       59     35425 SH       DEFINED    01          35425        0        0  
STRATEGIC HOTELS & RESORTS       REIT     86272T106      220      9818 SH       DEFINED    01           9818        0        0  
STRATUS PROPERTIES INC           COMMON   863167201      278      8080 SH       DEFINED    01           8080        0        0  
STRYKER CORP                     COMMON   863667101     7052    111781 SH       DEFINED    01         111781        0        0  
STUDENT LOAN CORP                COMMON   863902102     3371     16536 SH       DEFINED    01           1938        0    14598  
SUBURBAN PROPANE PARTNERS LP     MLP      864482104     6405    133813 SH       DEFINED    01         133813        0        0  
SUN COMMUNITIES INC              REIT     866674104    21255    713998 SH       DEFINED    01         713998        0        0  
SUN MICROSYSTEMS INC             COMMON   866810104     9249   1758401 SH       DEFINED    01        1758401        0        0  
SUN-TIMES MEDIA GROUP INC        COMMON   86688Q100     3954    753319 SH       DEFINED    01         753319        0        0  
SUN HEALTHCARE GROUP INC         COMMON   866933401    15020   1036600 SH       DEFINED    01        1036600        0        0  
SUN HYDRAULICS CORP              COMMON   866942105      679     13799 SH       DEFINED    01          13799        0        0  
WTS SUNBEAM CORP   DEL NEW       WARRANT  867071128        1     41257 SH       DEFINED    01          41257        0        0  
***SUNCOR ENERGY INC             COMMON   867229106     4463     49641 SH       DEFINED    01          49641        0        0  
SUNESIS PHARMACEUTICALS INC      COMMON   867328502      389    110717 SH       DEFINED    01         110717        0        0  
SUNOCO INC                       COMMON   86764P109    44654    560424 SH       DEFINED    01         560424        0        0  
SUNPOWER                         CBONDCNV 867652AA7    27746  22087000 PRN      DEFINED    01       22087000        0        0  
SUNRISE SENIOR LIVING INC        COMMON   86768K106     3486     87184 SH       DEFINED    01          13807        0    73377  
SUNSTONE HOTEL INVS INC          REIT     867892101      239      8420 SH       DEFINED    01           8420        0        0  
 SUNRISE SVGS & LOAN ASSN   FLA  COMMON   867903106        2     11680 SH       DEFINED    01          11680        0        0  
SUNTRUST BANKS INC               COMMON   867914103    24600    286920 SH       DEFINED    01         286920        0        0  
SUNTECH PWR HLDGS CO LTD         CBONDCNV 86800CAA2      201    200000 PRN      DEFINED    01         200000        0        0  
***SUNTECH PWR HLDGS CO LTD      ADR      86800C104    21724    595668 SH       DEFINED    01         595668        0        0  
SUPERGEN INC                     COMMON   868059106       88     15893 SH       DEFINED    01          15893        0        0  
SUPERIOR BANCORP                 COMMON   86806M106      116     11365 SH       DEFINED    01          11365        0        0  
SUPERIOR ESSEX INC               COMMON   86815V105      230      6179 SH       DEFINED    01           6179        0        0  
SUPERIOR ENERGY SERVICES INC     COMMON   868157108     2048     51318 SH       DEFINED    01          51318        0        0  
SUPERIOR OFFSHORE INTL INC       COMMON   86825Q104      284     15608 SH       DEFINED    01          15608        0        0  
SUPERMARKETS GENERAL HOLDINGS    PREFERED 868446204        1    140887 SH       DEFINED    01         140887        0        0  
SUPERVALU INC                    COMMON   868536103     3389     73179 SH       DEFINED    01          73179        0        0  
SUSQUEHANNA BANCSHARES INC-PA    COMMON   869099101      241     10811 SH       DEFINED    01          10811        0        0  
SWIFT ENERGY CO                  COMMON   870738101     3107     72665 SH       DEFINED    01          16008        0    56657  
SWISS  HELVETIA FUND INC         COMMON   870875101     3782    212528 SH       DEFINED    01         212528        0        0  
SYBASE INC                       COMMON   871130100     1601     67049 SH       DEFINED    01          67049        0        0  
SYBASE INC                       CBONDCNV 871130AA8     2157   1966000 PRN      DEFINED    01        1966000        0        0  
SYBASE INC                       CBONDCNV 871130AB6     5712   5205000 PRN      DEFINED    01        5205000        0        0  
SYCAMORE NETWORKS INC            COMMON   871206108       41     10359 SH       DEFINED    01          10359        0        0  
SYMANTEC CORPORATION             COMMON   871503108    19136    947365 SH       DEFINED    01         947365        0        0  
SYMANTEC CORP SR NT CV 0.75%11   CBONDCNV 871503AD0    19202  16483000 PRN      DEFINED    01       16483000        0        0  
SYMANTEC CORP                    CBONDCNV 871503AF5    30224  25750000 PRN      DEFINED    01       25750000        0        0  
SYNAPTICS INC                    COMMON   87157D109     6440    179955 SH       DEFINED    01         179955        0        0  
SYNOPSYS INC                     COMMON   871607107     3126    118276 SH       DEFINED    01         118276        0        0  
SYNOVUS FINANCIAL CORP           COMMON   87161C105    16967    552678 SH       DEFINED    01         552678        0        0  
SYNNEX CORPORATION               COMMON   87162W100     1102     53509 SH       DEFINED    01          53509        0        0  
***SYNTAX BRILLIAN CORPORATION   COMMON   87163L103       79     16077 SH       DEFINED    01          16077        0        0  
SYSCO CORP                       COMMON   871829107     6467    196058 SH       DEFINED    01         196058        0        0  
SYSTEMAX INC                     COMMON   871851101      238     11452 SH       DEFINED    01          11452        0        0  
TCF FINANCIAL CORP               COMMON   872275102     4090    147152 SH       DEFINED    01         147152        0        0  
TC PIPELINES LP                  MLP      87233Q108    14398    365158 SH       DEFINED    01         365158        0        0  
TD AMERITRADE HLDG CORP          COMMON   87236Y108   248289  12414489 SH       DEFINED    01       12414489        0        0  
TDX CORP                         COMMON   872363106        2     33000 SH       DEFINED    01          33000        0        0  
TECO ENERGY INC                  COMMON   872375100     1842    107263 SH       DEFINED    01         107263        0        0  
TEPPCO PARTNERS LP               MLP      872384102     8766    197625 SH       DEFINED    01         197625        0        0  
TFS FINANCIAL CORP               COMMON   87240R107      342     29690 SH       DEFINED    01          29690        0        0  
THQ INC NEW                      COMMON   872443403     8445    276736 SH       DEFINED    01         276736        0        0  
TJX COMPANIES INC NEW            COMMON   872540109     7903    287409 SH       DEFINED    01         287409        0        0  
TRW AUTOMOTIVE HOLDINGS INC      COMMON   87264S106      379     10294 SH       DEFINED    01          10294        0        0  
TSL HOLDINGS INC                 COMMON   872918107       13   1390802 SH       DEFINED    01        1390802        0        0  
TTM TECHNOLOGIES INC             COMMON   87305R109      240     18534 SH       DEFINED    01          18534        0        0  
T-3 ENERGY SERVICES INC          COMMON   87306E107      227      6804 SH       DEFINED    01           6804        0        0  
TVMAX HOLDINGS INC               COMMON   87307X104        2     20760 SH       DEFINED    01          20760        0        0  
TXU CORP                         COMMON   873168108    90680   1347412 SH       DEFINED    01        1347412        0        0  
***TAIWAN SEMICONDUCTOR MFG CO   ADR      874039100     3126    280918 SH       DEFINED    01         280918        0        0  
TAKE-TWO INTERACTIVE SOFTWARE    COMMON   874054109      814     40801 SH       DEFINED    01          40801        0        0  
TALBOTS INC                      COMMON   874161102      261     10450 SH       DEFINED    01          10450        0        0  
***TALISMAN ENERGY INC           COMMON   87425E103     2679    138617 SH       DEFINED    01         138617        0        0  
***TAM S A                       COMMON   87484D103      473     14300 SH       DEFINED    01          14300        0        0  
TANGER FACTORY OUTLET CENTERS    REIT     875465106      223      5962 SH       DEFINED    01           5962        0        0  
TARGA RES PARTNERS LP            MLP      87611X105    31323    935041 SH       DEFINED    01         935041        0        0  
TARGET CORP                      COMMON   87612E106    31313    492350 SH       DEFINED    01         492350        0        0  
TASER INTERNATIONAL INC          COMMON   87651B104    11590    830256 SH       DEFINED    01         830256        0        0  
***TATA MOTORS LTD               ADR      876568502    17432   1061681 SH       DEFINED    01        1061681        0        0  
TAUBMAN CENTERS INC              REIT     876664103     1596     32191 SH       DEFINED    01          32191        0        0  
TECH DATA CORP                   COMMON   878237106     1592     41419 SH       DEFINED    01          41419        0        0  
TECHNITROL INC                   COMMON   878555101      205      7171 SH       DEFINED    01           7171        0        0  
***TECK COMINCO LTD              COMMON   878742204     1899     44700 SH       DEFINED    01          44700        0        0  
TEKELEC INC                      COMMON   879101103     2440    169248 SH       DEFINED    01         169248        0        0  
TEKTRONIX INC                    COMMON   879131100      598     17728 SH       DEFINED    01          17728        0        0  
TELANETIX INC                    COMMON   879180107      249     49500 SH       DEFINED    01          49500        0        0  
TELECOMMUNICATIONS SYSTEMS INC   COMMON   87929J103      123     24312 SH       DEFINED    01          24312        0        0  
TELEDYNE TECHNOLOGIES INC        COMMON   879360105     2319     50475 SH       DEFINED    01          10220        0    40255  
TELEFLEX INC                     COMMON   879369106     3829     46830 SH       DEFINED    01          46830        0        0  
***TELEFONICA SA                 ADR      879382208      302      4531 SH       DEFINED    01           4531        0        0  
*** TELEFONOS DE   MEXICO SADE   ADR      879403780     2366     62454 SH       DEFINED    01          62454        0        0  
TELEPHONE & DATA SYSTEMS INC     COMMON   879433100     4677     74757 SH       DEFINED    01          74757        0        0  
TELEPHONE AND DATA SYSTEMS       COMMON   879433860     5879    102157 SH       DEFINED    01         102157        0        0  
TELIK INC                        COMMON   87959M109       76     22650 SH       DEFINED    01          22650        0        0  
TELLABS INC                      COMMON   879664100    29187   2712592 SH       DEFINED    01        2712592        0        0  
***TELUS CORPORATION             COMMON   87971M202      208      3539 SH       DEFINED    01           3539        0        0  
  TEMPLE INLAND INC              COMMON   879868107    14164    230212 SH       DEFINED    01         230212        0        0  
TELETECH HOLDINGS INC            COMMON   879939106      406     12514 SH       DEFINED    01          12514        0        0  
TEMPUR PEDIC INTERNATIONAL INC   COMMON   88023U101    15647    604140 SH       DEFINED    01         604140        0        0  
***TENARIS SA                    ADR      88031M109      699     14296 SH       DEFINED    01          14296        0        0  
TENET HEALTHCARE CORP            COMMON   88033G100     1453    223199 SH       DEFINED    01         223199        0        0  
TENNECO INC                      COMMON   880349105     2030     57962 SH       DEFINED    01          57962        0        0  
TERADYNE INC                     COMMON   880770102     1280     72842 SH       DEFINED    01          72842        0        0  
TERAYON COMMUNICATION SYSTEMS    COMMON   880775101    12884   7320628 SH       DEFINED    01        7320628        0        0  
TEREX CORP NEW                   COMMON   880779103     5038     61980 SH       DEFINED    01          61980        0        0  
TERCICA INC                      COMMON   88078L105       58     11418 SH       DEFINED    01          11418        0        0  
***TERNIUM S A                   ADR      880890108     1023     33801 SH       DEFINED    01          33801        0        0  
TERRA INDUSTRIES INC             COMMON   880915103     3337    131312 SH       DEFINED    01         131312        0        0  
TERREMARK WORLDWIDE INC          COMMON   881448203      303     47094 SH       DEFINED    01          47094        0        0  
TESORO CORPORATION               COMMON   881609101     9965    174370 SH       DEFINED    01         174370        0        0  
TETRA TECHNOLOGIES INC-  DEL     COMMON   88162F105      324     11518 SH       DEFINED    01          11518        0        0  
TETRA TECH INC NEW               COMMON   88162G103     1505     69844 SH       DEFINED    01          69844        0        0  
***TEVA PHARMACEUTICAL           ADR      881624209    39326    953369 SH       DEFINED    01         953369        0        0  
TEVA PHARMACEUTICAL FIN CO LLC   CBONDCNV 88163VAE9     1106   1105000 PRN      DEFINED    01        1105000        0        0  
TESSERA TECHNOLOGIES INC         COMMON   88164L100     2848     70257 SH       DEFINED    01          70257        0        0  
***TEVA PHARMACEUTICAL FIN II    CBONDCNV 88164RAA5    28690  25003000 PRN      DEFINED    01       25003000        0        0  
  TEXAS INDUSTRIES INC           COMMON   882491103     1096     13982 SH       DEFINED    01          13982        0        0  
  TEXAS INSTRUMENTS INC          COMMON   882508104    45428   1207248 SH       DEFINED    01         887005        0   320243  
  TEXAS ROADHOUSE INC            COMMON   882681109      143     11242 SH       DEFINED    01          11242        0        0  
TEXTRON INC                      COMMON   883203101    12374    112385 SH       DEFINED    01         112385        0        0  
THERMO FISHER SCIENTIFIC INC     COMMON   883556102     3451     66737 SH       DEFINED    01          66737        0        0  
THOMAS & BETTS CORP              COMMON   884315102     4936     85109 SH       DEFINED    01          85109        0        0  
THOMAS PROPERTIES GROUP INC      COMMON   884453101      198     12440 SH       DEFINED    01          12440        0        0  
THOR INDUSTRIES INC              COMMON   885160101     1378     30532 SH       DEFINED    01          30532        0        0  
THORATEC CORP                    COMMON   885175307      236     12837 SH       DEFINED    01          12837        0        0  
THORNBURG MORTGAGE INC           REIT     885218107      676     25849 SH       DEFINED    01          25849        0        0  
3COM CORP                        COMMON   885535104      113     27377 SH       DEFINED    01          27377        0        0  
3M COMPANY                       COMMON   88579Y101    37639    433688 SH       DEFINED    01         433688        0        0  
TIBCO SOFTWARE INC               COMMON   88632Q103     2334    257972 SH       DEFINED    01         257972        0        0  
TIDEWATER INC                    COMMON   886423102     2780     39229 SH       DEFINED    01          39229        0        0  
TIFFANY & CO NEW                 COMMON   886547108     6425    121092 SH       DEFINED    01         121092        0        0  
TIM HORTONS INC                  COMMON   88706M103     2590     84250 SH       DEFINED    01          84250        0        0  
***TIM PARTICIPACOES S A         ADR      88706P106     6121    177600 SH       DEFINED    01         177600        0        0  
TIMBERLAND CO-CL A               CLASS    887100105     1200     47638 SH       DEFINED    01          47638        0        0  
TIME WARNER INC                  COMMON   887317105   189726   9017437 SH       DEFINED    01        9017437        0        0  
TIME WARNER TELECOM INC          COMMON   887319101     2714    135048 SH       DEFINED    01         135048        0        0  
TIME WARNER TELECOM INC          CBONDCNV 887319AC5      410    328000 PRN      DEFINED    01         323000        0     5000  
TIME WARNER CABLE INC            COMMON   88732J108    60408   1542222 SH       DEFINED    01        1542222        0        0  
TIMKEN CO                        COMMON   887389104    11358    314552 SH       DEFINED    01         216395        0    98157  
TITAN INTERNATIONAL INC-ILL      COMMON   88830M102     9263    293063 SH       DEFINED    01         293063        0        0  
TITANIUM METALS CORPORATION      COMMON   888339207     1730     54256 SH       DEFINED    01          54256        0        0  
TIVO INC                         COMMON   888706108      499     86213 SH       DEFINED    01          86213        0        0  
TODCO                            COMMON   88889T107    19129    405204 SH       DEFINED    01         405204        0        0  
TOLL BROTHERS INC                COMMON   889478103     5451    218233 SH       DEFINED    01         218233        0        0  
***TOMAHAWK CORP                 COMMON   88978C106      143   2385237 SH       DEFINED    01        2385237        0        0  
TORCHMARK CORP                   COMMON   891027104     1457     21753 SH       DEFINED    01          21753        0        0  
TORO CO                          COMMON   891092108      220      3741 SH       DEFINED    01           3741        0        0  
***TOTAL S.A.                    ADR      89151E109     4771     58919 SH       DEFINED    01          58919        0        0  
TOWER AUTOMOTIVE INC             COMMON   891707101        1     52804 SH       DEFINED    01          52804        0        0  
TOWERSTREAM CORPORATION          COMMON   892000100     3700   1000000 SH       DEFINED    01        1000000        0        0  
***TOYOTA MOTOR CORP-ADR NEW     ADR      892331307     2137     16981 SH       DEFINED    01          16981        0        0  
TRACTOR SUPPLY CO                COMMON   892356106     2395     46027 SH       DEFINED    01          46027        0        0  
TRADESTATION GROUP INC           COMMON   89267P105      137     11826 SH       DEFINED    01          11826        0        0  
TRANS LUX CORP                   COMMON   893247106       78     12600 SH       DEFINED    01          12600        0        0  
TRANSACTION SYSTEMS ARCHITECTS   COMMON   893416107      481     14305 SH       DEFINED    01          14305        0        0  
***TRANSCANADA CORPORATION       COMMON   89353D107      337      9819 SH       DEFINED    01           9819        0        0  
WTS TRANSFORMA ACQUISITION       WARRANT  89366E118      410    325500 SH       DEFINED    01         325500        0        0  
TRANSOCEAN SECDCO FOREX INC      CBONDCNV 893830AA7     8600  10000000 PRN      DEFINED    01       10000000        0        0  
THE TRAVELERS COMPANIES INC      COMMON   89417E109     8469    158315 SH       DEFINED    01         158315        0        0  
TRIAD HOSPITAL INC               COMMON   89579K109      211      3928 SH       DEFINED    01           3928        0        0  
TRIDENT MICROSYSTEMS INC         COMMON   895919108     1386     75560 SH       DEFINED    01          75560        0        0  
TRIARC COMPANIES INC             COMMON   895927309      248     15841 SH       DEFINED    01          15841        0        0  
TRIBUNE COMPANY                  COMMON   896047107    13085    445101 SH       DEFINED    01         445101        0        0  
TRICO MARINE SERVICES INC        COMMON   896106200      200      4895 SH       DEFINED    01           4895        0        0  
TRIMBLE NAVIGATION LTD           COMMON   896239100      214      6658 SH       DEFINED    01           6658        0        0  
TRINITY INDUSTRIES INC           COMMON   896522109    10951    251525 SH       DEFINED    01         251525        0        0  
TRIQUINT SEMICONDUCTOR INC       COMMON   89674K103       99     19657 SH       DEFINED    01          19657        0        0  
TRIUMPH GROUP INC NEW            COMMON   896818101      688     10513 SH       DEFINED    01          10513        0        0  
TRONOX INC                       COMMON   897051108     3261    226782 SH       DEFINED    01         226782        0        0  
TRONOX INC                       COMMON   897051207     2383    169643 SH       DEFINED    01         169643        0        0  
TRUMP ENTERTAINMENT RESORTS      COMMON   89816T103      633     50496 SH       DEFINED    01          50496        0        0  
TRUSTCO BANK CORP N Y            COMMON   898349105      186     18926 SH       DEFINED    01          18926        0        0  
TUPPERWARE BRANDS CORPORATION    COMMON   899896104      788     27435 SH       DEFINED    01          27435        0        0  
TWEEN BRANDS INC                 COMMON   901166108      507     11382 SH       DEFINED    01          11382        0        0  
24/7 REAL MEDIA INC              COMMON   901314203      128     10988 SH       DEFINED    01          10988        0        0  
II VI INC                        COMMON   902104108      286     10538 SH       DEFINED    01          10538        0        0  
***TYCO INTERNATIONAL LTD        COMMON   902124106   240360   7113373 SH       DEFINED    01        7113373        0        0  
  TYLER TECHNOLOGIES INC         COMMON   902252105      327     26360 SH       DEFINED    01          26360        0        0  
TYSON FOODS INC-CL A             CLASS    902494103     2385    103559 SH       DEFINED    01         103559        0        0  
UAL CORPORATION                  COMMON   902549807    12402    305559 SH       DEFINED    01         305559        0        0  
UDR INC                          COMMON   902653104      222      8458 SH       DEFINED    01           8458        0        0  
UGI CORP HOLDING CO              COMMON   902681105     2458     90120 SH       DEFINED    01          90120        0        0  
UIL HOLDINGS CORP                COMMON   902748102      211      6388 SH       DEFINED    01           6388        0        0  
UMB FINANCIAL CORP               COMMON   902788108      361      9817 SH       DEFINED    01           9817        0        0  
UST INC                          COMMON   902911106     6732    125351 SH       DEFINED    01         125351        0        0  
U S GLOBAL INVESTORS INC-CL A    COMMON   902952100      394     17414 SH       DEFINED    01          17414        0        0  
 US BANCORP   DEL                COMMON   902973304    39509   1199071 SH       DEFINED    01        1199071        0        0  
URS CORP NEW                     COMMON   903236107     4681     96429 SH       DEFINED    01          29099        0    67330  
USANA HEALTH SCIENCES INC        COMMON   90328M107      428      9568 SH       DEFINED    01           9568        0        0  
USA BANCORP INC                  COMMON   90329A102        4     49200 SH       DEFINED    01          49200        0        0  
USG CORP NEW                     COMMON   903293405     8348    170235 SH       DEFINED    01         170235        0        0  
USEC INC                         COMMON   90333E108     4832    219849 SH       DEFINED    01         219849        0        0  
  US AIRWAYS GROUP INC           COMMON   90341W108    24036    794079 SH       DEFINED    01         794079        0        0  
ULTICOM INC                      COMMON   903844108      129     14680 SH       DEFINED    01          14680        0        0  
***ULTRA PETROLEUM CORP          COMMON   903914109     1457     26382 SH       DEFINED    01          26382        0        0  
ULTRATECH INC                    COMMON   904034105      404     30358 SH       DEFINED    01          30358        0        0  
UMPQUA HLDGS CORP                COMMON   904214103      280     11936 SH       DEFINED    01          11936        0        0  
UNDER ARMOUR INC                 COMMON   904311107    28129    616203 SH       DEFINED    01         616203        0        0  
***UNIBANCO-UNIAO DE BANCOS      PREFERED 90458E107    10624     94131 SH       DEFINED    01          94131        0        0  
***UNILEVER PLC                  ADR      904767704      236      7339 SH       DEFINED    01           7339        0        0  
UNION PACIFIC CORP               COMMON   907818108    27573    239458 SH       DEFINED    01         239458        0        0  
UNIONBANCAL CORP                 COMMON   908906100     1425     23871 SH       DEFINED    01          23871        0        0  
UNISOURCE ENERGY CORP            COMMON   909205106     1686     51282 SH       DEFINED    01          51282        0        0  
UNISOURCE ENERGY CORP            CBONDCNV 909205AB2      961    935000 PRN      DEFINED    01         935000        0        0  
UNISYS CORP                      COMMON   909214108     1501    164266 SH       DEFINED    01         164266        0        0  
UNIT CORP                        COMMON   909218109     5232     83178 SH       DEFINED    01          83178        0        0  
UNITED AUTO GROUP INC            COMMON   909440109      261     12281 SH       DEFINED    01          12281        0        0  
UNITED COMMUNITY BANKS INC       COMMON   90984P105      222      8610 SH       DEFINED    01           8610        0        0  
UNITED BANKSHARES   INC-W  VA    COMMON   909907107      276      8697 SH       DEFINED    01           8697        0        0  
UNITED CAPITAL CORP              COMMON   909912107      381     13279 SH       DEFINED    01          13279        0        0  
UNITED FINANCIAL BANCORP INC     COMMON   91030R103      252     17846 SH       DEFINED    01          17846        0        0  
UNITED FIRE & CASUALTY CO        COMMON   910331107     1651     46680 SH       DEFINED    01           7748        0    38932  
UNITED INDUSTRIAL CORP           COMMON   910671106      250      4182 SH       DEFINED    01           4182        0        0  
UNITED ONLINE INC                COMMON   911268100      711     43157 SH       DEFINED    01          43157        0        0  
UNITED PARCEL SVC INC            COMMON   911312106    24584    336775 SH       DEFINED    01         336775        0        0  
UNITED RENTALS INC               COMMON   911363109     5619    172705 SH       DEFINED    01         172705        0        0  
US CELLULAR CORP                 COMMON   911684108     2686     29648 SH       DEFINED    01          29648        0        0  
U STORE IT TRUST REIT            REIT     91274F104      283     17292 SH       DEFINED    01          17292        0        0  
UNITED STATES STL CORP NEW       COMMON   912909108    15790    145199 SH       DEFINED    01         145199        0        0  
UNITED STATIONERS INC            COMMON   913004107      483      7255 SH       DEFINED    01           7255        0        0  
UNITED TECHNOLOGIES CORP         COMMON   913017109    71080   1002116 SH       DEFINED    01        1002116        0        0  
UNITED THERAPEUTICS CORP   DEL   COMMON   91307C102    16031    251437 SH       DEFINED    01         251437        0        0  
UNITEDHEALTH GROUP INC           COMMON   91324P102    55164   1078693 SH       DEFINED    01        1078693        0        0  
UNITRIN INC                      COMMON   913275103     2105     42810 SH       DEFINED    01          42810        0        0  
UNIVERSAL COMPRESSION HLDGS      COMMON   913431102    12701    175263 SH       DEFINED    01         175263        0        0  
UNIVERSAL CORP-VA                COMMON   913456109      565      9275 SH       DEFINED    01           9275        0        0  
UNIVERSAL DISPLAY CORP           COMMON   91347P105      369     23505 SH       DEFINED    01          23505        0        0  
UNIVERSAL  FOREST PRODUCTS INC   COMMON   913543104      802     18996 SH       DEFINED    01          18996        0        0  
UNIVERSAL HEALTH SERVICES INC    COMMON   913903100     7976    129693 SH       DEFINED    01         129693        0        0  
UNUM GROUP                       COMMON   91529Y106     4096    156903 SH       DEFINED    01         156903        0        0  
URBAN OUTFITTERS INC             COMMON   917047102     1015     42264 SH       DEFINED    01          42264        0        0  
UTSTARCOM INC                    COMMON   918076100      631    112556 SH       DEFINED    01         112556        0        0  
UTSTARCOM INC                    CBONDCNV 918076AB6      128    130000 PRN      DEFINED    01         130000        0        0  
V F CORP                         COMMON   918204108     6278     68559 SH       DEFINED    01          68559        0        0  
VAIL RESORTS INC                 COMMON   91879Q109     2338     38412 SH       DEFINED    01          38412        0        0  
VALASSIS COMMUNICATIONS INC      COMMON   918866104      723     42105 SH       DEFINED    01          42105        0        0  
VALHI INC NEW                    COMMON   918905100      176     10801 SH       DEFINED    01          10801        0        0  
VALEANT PHARMACEUTICALS INTL     COMMON   91911X104     4945    296292 SH       DEFINED    01         296292        0        0  
VALERO ENERGY CORP NEW           COMMON   91913Y100    82774   1120692 SH       DEFINED    01        1120692        0        0  
VALLEY NATIONAL BANCORP          COMMON   919794107      428     19071 SH       DEFINED    01          19071        0        0  
VALMONT INDUSTRIES INC           COMMON   920253101     1103     15163 SH       DEFINED    01          15163        0        0  
VALSPAR CORP                     COMMON   920355104     6277    220962 SH       DEFINED    01         177957        0    43005  
VALUECLICK INC                   COMMON   92046N102     2098     71247 SH       DEFINED    01          71247        0        0  
VALUEVISION MEDIA INC            CLASS    92047K107      256     22618 SH       DEFINED    01          22618        0        0  
VANDA PHARMACEUTICALS INC        COMMON   921659108      436     21556 SH       DEFINED    01          21556        0        0  
VARIAN MEDICAL SYSTEMS INC       COMMON   92220P105     1527     35930 SH       DEFINED    01          35930        0        0  
VARIAN SEMICONDUCTOR EQUIPMENT   COMMON   922207105     8852    220991 SH       DEFINED    01         220991        0        0  
VASCO DATA SECURITY INTL INC     COMMON   92230Y104      256     11258 SH       DEFINED    01          11258        0        0  
VECTREN CORP                     COMMON   92240G101      516     19169 SH       DEFINED    01          19169        0        0  
VENDINGDATA CORP                 COMMON   92261Q202     1103    294300 SH       DEFINED    01         294300        0        0  
VENTAS INC                       REIT     92276F100      267      7375 SH       DEFINED    01           7375        0        0  
VENTANA MEDICAL SYSTEMS INC      COMMON   92276H106      873     11309 SH       DEFINED    01          11309        0        0  
VERIFONE HOLDINGS INC            COMMON   92342Y109    47009   1333598 SH       DEFINED    01        1333598        0        0  
VERISIGN INC                     COMMON   92343E102    38984   1228644 SH       DEFINED    01        1228644        0        0  
VERIZON COMMUNICATIONS           COMMON   92343V104   238296   5788110 SH       DEFINED    01        5788110        0        0  
VERINT SYSTEMS INC               COMMON   92343X100     5752    183800 SH       DEFINED    01         183800        0        0  
VERTEX PHARMACEUTICALS INC       COMMON   92532F100     9110    318994 SH       DEFINED    01         318994        0        0  
***VIACORP TECHNOLOGIES INC      COMMON   92553L101        7     10000 SH       DEFINED    01          10000        0        0  
VIACOM INC                       COMMON   92553P102      204      4904 SH       DEFINED    01           4904        0        0  
VIACOM INC                       COMMON   92553P201    23758    570708 SH       DEFINED    01         570708        0        0  
VIASYS HEALTHCARE INC            COMMON   92553Q209     2650     62009 SH       DEFINED    01          62009        0        0  
VIRGIN MEDIA INC                 COMMON   92769L101    49508   2031520 SH       DEFINED    01        2031520        0        0  
VIROPHARMA INC                   COMMON   928241108      506     36708 SH       DEFINED    01          36708        0        0  
VISHAY INTERTECHNOLOGY INC       COMMON   928298108     4993    315666 SH       DEFINED    01         315666        0        0  
VISICU INC                       COMMON   92831L204     1200    131246 SH       DEFINED    01         131246        0        0  
VISTEON CORP                     COMMON   92839U107      381     47055 SH       DEFINED    01          47055        0        0  
VITAL SIGNS INC                  COMMON   928469105    14298    257390 SH       DEFINED    01         257390        0        0  
VITESSE SEMICONDUCTOR CORP       COMMON   928497106     4928   4285876 SH       DEFINED    01        4285876        0        0  
***VIVO PARTICIPACOES S A        ADR      92855S101       96     19357 SH       DEFINED    01          19357        0        0  
VIVUS INC                        COMMON   928551100       58     11135 SH       DEFINED    01          11135        0        0  
***VODAFONE GROUP PLC            ADR      92857W209     1040     30941 SH       DEFINED    01          30941        0        0  
VOLTERRA SEMICONDUCTOR CORP      COMMON   928708106      149     10532 SH       DEFINED    01          10532        0        0  
VORNADO RLTY TR                  CBONDCNV 929042AC3    23187  25000000 PRN      DEFINED    01       25000000        0        0  
VORNADO REALTY TRUST             REIT     929042109     2466     22459 SH       DEFINED    01          22459        0        0  
VORNADO RLTY L P                 CBONDCNV 929043AC1    15274  11910000 PRN      DEFINED    01       11910000        0        0  
VORNADO REALTY TRUST             CBONDCNV 929043AE7      244    252000 PRN      DEFINED    01         252000        0        0  
***VOTORANTIM CELULOSE  E PAPEL  ADR      92906P106      331     14562 SH       DEFINED    01          14562        0        0  
VULCAN MATERIALS CO              COMMON   929160109     6976     60913 SH       DEFINED    01          60913        0        0  
W & T OFFSHORE INC               COMMON   92922P106     2966    105968 SH       DEFINED    01          40113        0    65855  
WCI COMMUNITIES INC              COMMON   92923C104     4287    257062 SH       DEFINED    01         257062        0        0  
WGL HOLDINGS INC                 COMMON   92924F106      295      9047 SH       DEFINED    01           9047        0        0  
W-H ENERGY SVCS INC              COMMON   92925E108     1156     18678 SH       DEFINED    01          18678        0        0  
***W HLDG CO INC                 COMMON   929251106       40     15431 SH       DEFINED    01          15431        0        0  
WMS INDUSTRIES INC               COMMON   929297109      555     19249 SH       DEFINED    01          19249        0        0  
WABTEC CORP                      COMMON   929740108      537     14706 SH       DEFINED    01          14706        0        0  
WACHOVIA CORPORATION             COMMON   929903102    66491   1297404 SH       DEFINED    01        1297404        0        0  
WADDELL & REED FINANCIAL INC     COMMON   930059100     3902    150039 SH       DEFINED    01         150039        0        0  
WAL-MART STORES INC              COMMON   931142103   206212   4286275 SH       DEFINED    01        4286275        0        0  
WALGREEN CO                      COMMON   931422109    18407    422764 SH       DEFINED    01         422764        0        0  
WALTER INDUSTRIES INC NEW        COMMON   93317Q105      587     20294 SH       DEFINED    01          20294        0        0  
WARNACO GROUP INC                COMMON   934390402      522     13285 SH       DEFINED    01          13285        0        0  
WARNER MUSIC GROUP CORP          COMMON   934550104      734     50845 SH       DEFINED    01          50845        0        0  
WARREN RESOURCES INC             COMMON   93564A100      164     14059 SH       DEFINED    01          14059        0        0  
  WARWICK INSURANCE MANAGERS INC COMMON   936586403        7    100000 SH       DEFINED    01         100000        0        0  
  WASHINGTON GROUP INTL INC      COMMON   938862208     2599     32485 SH       DEFINED    01          32485        0        0  
  WASHINGTON MUTUAL INC          COMMON   939322103    20220    474220 SH       DEFINED    01         474220        0        0  
WASHINGTON MUT INC               PREFERED 939322830     7120    280000 SH       DEFINED    01         280000        0        0  
  WASHINGTON POST CO-CL B        COMMON   939640108     2462      3173 SH       DEFINED    01           3173        0        0  
WASTE CONNECTIONS INC            COMMON   941053100    12558    415284 SH       DEFINED    01         415284        0        0  
WASTE MANAGEMENT INC   DEL       COMMON   94106L109    10138    259632 SH       DEFINED    01         259632        0        0  
WATERS CORP                      COMMON   941848103     2517     42416 SH       DEFINED    01          42416        0        0  
WATSCO INC                       COMMON   942622200     4411     81096 SH       DEFINED    01          45050        0    36046  
WATSON PHARMACEUTICALS INC       COMMON   942683103     3352    103060 SH       DEFINED    01         103060        0        0  
WATSON PHARMACEUTICALS INC       CBONDCNV 942683AC7    15700  16207000 PRN      DEFINED    01       16207000        0        0  
WATTS WATER TECHNOLOGIES INC     CLASS    942749102     4109    109685 SH       DEFINED    01         109685        0        0  
WEBSENSE INC                     COMMON   947684106      273     12852 SH       DEFINED    01          12852        0        0  
WEBMD CORP                       CBONDCNV 94769MAE5       36     35000 PRN      DEFINED    01          35000        0        0  
WEBMD CORP                       CBONDCNV 94769MAG0     5898   5500000 PRN      DEFINED    01        5500000        0        0  
WEBSTER FINANCIAL CORP           COMMON   947890109      239      5602 SH       DEFINED    01           5602        0        0  
WEBVAN GROUP INC                 COMMON   94845V103       16    831817 SH       DEFINED    01         831817        0        0  
WEINGARTEN REALTY INVESTORS      REIT     948741103      714     17388 SH       DEFINED    01          17388        0        0  
WELLCARE HEALTH PLANS INC        COMMON   94946T106     1315     14539 SH       DEFINED    01          14539        0        0  
WELLPOINT INC                    COMMON   94973V107    17825    223288 SH       DEFINED    01         223288        0        0  
WELLS FARGO & CO                 COMMON   949746101    68979   1961322 SH       DEFINED    01        1961322        0        0  
WENDYS INTERNATIONAL INC         COMMON   950590109     4087    111236 SH       DEFINED    01         111236        0        0  
WERNER ENTERPRISES INC           COMMON   950755108      468     23242 SH       DEFINED    01          23242        0        0  
WESCO INTERNTIONAL INC           COMMON   95082P105     5351     88522 SH       DEFINED    01          88522        0        0  
WESCO INTL INC                   CBONDCNV 95082PAE5     2572   1669000 PRN      DEFINED    01        1669000        0        0  
WESTAR ENERGY INC                COMMON   95709T100      720     29695 SH       DEFINED    01          29695        0        0  
WESTAMERICA BANCORP              COMMON   957090103      229      5197 SH       DEFINED    01           5197        0        0  
WESTERN ASSET HIGH INCOME FD     COMMON   95766J102      149     13700 SH       DEFINED    01          13700        0        0  
WESTERN ASSET/CLAYMORE U S       COMMON   95766R104     1059     91800 SH       DEFINED    01          91800        0        0  
WESTERN DIGITAL CORP             COMMON   958102105      984     50900 SH       DEFINED    01          50900        0        0  
WESTERN REFINING INC             COMMON   959319104      487      8431 SH       DEFINED    01           8431        0        0  
WESTERN UNION CO                 COMMON   959802109    24593   1180683 SH       DEFINED    01        1180683        0        0  
WESTWOOD ONE INC                 COMMON   961815107      223     31143 SH       DEFINED    01          31143        0        0  
WEYERHAEUSER CO                  COMMON   962166104   118999   1507664 SH       DEFINED    01        1507664        0        0  
WHIRLPOOL CORP                   COMMON   963320106     5132     46157 SH       DEFINED    01          46157        0        0  
WHITING PETROLEUM CORPORATION    COMMON   966387102     3819     94258 SH       DEFINED    01          94258        0        0  
WHOLE FOODS MARKET INC           COMMON   966837106    23631    616998 SH       DEFINED    01         616998        0        0  
JOHN WILEY & SONS INC-CL A       COMMON   968223206      343      7122 SH       DEFINED    01           7122        0        0  
***WILLBROS GROUP INC            COMMON   969199108     3279    110491 SH       DEFINED    01         110491        0        0  
WILLIAMS COMMUNICATIONS GROUP    COMMON   969455104        1    324270 SH       DEFINED    01         324270        0        0  
WILLIAMS COMPANIES INC           COMMON   969457100   124589   3940218 SH       DEFINED    01        3940218        0        0  
WILLIAMS PARTNERS L P            MLP      96950F104    16549    342780 SH       DEFINED    01         342780        0        0  
WILLIAMS   SONOMA INC            COMMON   969904101     3487    110422 SH       DEFINED    01         110422        0        0  
WILSHIRE BANCORP INC             COMMON   97186T108      186     15319 SH       DEFINED    01          15319        0        0  
***WIMM BILL DANN FOODS OJSC     ADR      97263M109      384      3700 SH       DEFINED    01           3700        0        0  
WINDSTREAM CORP                  COMMON   97381W104     2257    152933 SH       DEFINED    01         152727        0      206  
WINN  DIXIE STORES INC           COMMON   974280307     1498     51127 SH       DEFINED    01          51127        0        0  
WINNEBAGO INDUSTRIES INC         COMMON   974637100      890     30150 SH       DEFINED    01           5057        0    25093  
WINTRUST FINANCIAL CORP          COMMON   97650W108      211      4831 SH       DEFINED    01           4831        0        0  
***WIPRO LTD-ADR                 ADR      97651M109      348     22392 SH       DEFINED    01          22392        0        0  
WISCONSIN ENERGY CORP            COMMON   976657106     4112     92985 SH       DEFINED    01          92985        0        0  
WOLVERINE TUBE INC               COMMON   978093102     1632    932732 SH       DEFINED    01         932732        0        0  
WOLVERINE WORLD WIDE INC         COMMON   978097103      232      8390 SH       DEFINED    01           8390        0        0  
WOODWARD GOVERNOR CO             COMMON   980745103      319      5957 SH       DEFINED    01           5957        0        0  
WORLD FUEL SERVICES CORP         COMMON   981475106      229      5447 SH       DEFINED    01           5447        0        0  
WORLDCOM INC-GA NEW              COMMON   98157D106        3    323451 SH       DEFINED    01         323451        0        0  
WORTHINGTON INDUSTRIES INC       COMMON   981811102      829     38299 SH       DEFINED    01          38299        0        0  
WM WRIGLEY JR CO                 COMMON   982526105     6020    108845 SH       DEFINED    01         108845        0        0  
WM WRIGLEY JR CO-CL B            CLASS    982526204      435      7996 SH       DEFINED    01           7996        0        0  
WYETH                            COMMON   983024100    92636   1615562 SH       DEFINED    01        1615562        0        0  
WYNDHAM WORLDWIDE CORPORATION    COMMON   98310W108     5319    146694 SH       DEFINED    01         146694        0        0  
WYNN RESORTS LTD                 COMMON   983134107     6264     69841 SH       DEFINED    01          69841        0        0  
XM SATELLITE RADIO HLDGS INC     COMMON   983759101    12191   1035821 SH       DEFINED    01        1035821        0        0  
XM SATELLITE RADIO HLDGS INC     CBONDCNV 983759AC5     4695   5484000 PRN      DEFINED    01        5484000        0        0  
XO COMMUNICATIONS INC            COMMON   983764101        2     39592 SH       DEFINED    01          39592        0        0  
XTO ENERGY INC                   COMMON   98385X106    20943    348476 SH       DEFINED    01         348476        0        0  
XCEL ENERGY INC                  COMMON   98389B100     9163    447654 SH       DEFINED    01         447654        0        0  
XILINX INC                       COMMON   983919101     5758    215107 SH       DEFINED    01         215107        0        0  
XENOPORT INC                     COMMON   98411C100      246      5554 SH       DEFINED    01           5554        0        0  
XEROX CORP                       COMMON   984121103    12124    656063 SH       DEFINED    01         656063        0        0  
XO HOLDINGS INC                  COMMON   98417K106     9475   2124500 SH       DEFINED    01        2124500        0        0  
Y & A GROUP INC                  COMMON   984190108        2     18450 SH       DEFINED    01          18450        0        0  
YRC WORLDWIDE INC                COMMON   984249102      400     10888 SH       DEFINED    01          10888        0        0  
YAHOO INC                        COMMON   984332106    86682   3195086 SH       DEFINED    01        3195086        0        0  
YAHOO INC                        CBONDCNV 984332AB2     7257   5376000 PRN      DEFINED    01        5376000        0        0  
***YAMANA GOLD INC               COMMON   98462Y100    11637   1046575 SH       DEFINED    01        1046575        0        0  
YELLOW ROADWAY CORP              CBONDCNV 985577AA3       91     75000 PRN      DEFINED    01          75000        0        0  
YOUNG BROADCASTING INC-CL A      CLASS    987434107       92     25027 SH       DEFINED    01          25027        0        0  
YUM BRANDS INC                   COMMON   988498101    30455    930806 SH       DEFINED    01         930806        0        0  
ZALE CORP NEW                    COMMON   988858106      537     22568 SH       DEFINED    01          22568        0        0  
ZENITH NATIONAL INSURANCE CORP   COMMON   989390109     1263     26821 SH       DEFINED    01          26821        0        0  
ZIMMER HOLDINGS INC              COMMON   98956P102     5870     69154 SH       DEFINED    01          69154        0        0  
ZIONS BANCORPORATION             COMMON   989701107     9129    118700 SH       DEFINED    01         118700        0        0  
***ZORAN CORP                    COMMON   98975F101      276     13808 SH       DEFINED    01          13808        0        0  
ZOLTEK COMPANIES INC             COMMON   98975W104      991     23863 SH       DEFINED    01          23863        0        0  
ZYMOGENETICS INC                 COMMON   98985T109     1880    128719 SH       DEFINED    01         128719        0        0  
ZOLL MEDICAL CORP                COMMON   989922109     1020     45751 SH       DEFINED    01          45751        0        0

Dates Referenced Herein and Documents Incorporated by Reference

This ‘13F-HR/A’ Filing	Date	Other Filings

Filed on / Effective on:	8/17/07	8-K, FWP
For Period end:	6/30/07	13F-HR, 13F-HR/A, 13FCONP
		List all Filings

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Filing Submission 0000806085-07-000102 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Lehman Brothers Holdings Inc. Plan Trust – ‘13F-HR/A’ for 6/30/07

On: Friday, 8/17/07, at 5:06pm ET · Effective: 8/17/07 · For: 6/30/07 · Accession #: 806085-7-102 · File #: 28-03182

Previous ‘13F-HR’: ‘13F-HR/A’ on 8/13/07 for 3/31/07 · Next: ‘13F-HR/A’ on 8/31/07 for 6/30/07 · Latest: ‘13F-HR’ on 11/6/12 for 9/30/12

Amendment to Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein and Documents Incorporated by Reference

Amendment to Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents