-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Hsu1GOvv7Zwh+xZNNa6G2E7H0Ho4vLq3BJDgxgUGiHFO9v+9n5IHz/TMJnO+m7k6 uGT2oTlBbooytffyvP7nDA== 0001125282-05-002541.txt : 20050513 0001125282-05-002541.hdr.sgml : 20050513 20050513153612 ACCESSION NUMBER: 0001125282-05-002541 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050513 DATE AS OF CHANGE: 20050513 EFFECTIVENESS DATE: 20050513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SHAW D E & CO INC CENTRAL INDEX KEY: 0001009207 IRS NUMBER: 133839469 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05396 FILM NUMBER: 05828962 BUSINESS ADDRESS: STREET 1: 120 WEST 45TH STREET STREET 2: 39TH FL CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 2124780000 MAIL ADDRESS: STREET 1: 120 W 45TH ST 39TH FL CITY: NEW YORK STATE: NY ZIP: 10036 13F-HR 1 b406690_13f-hr.txt HOLDING REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2005 -------------- Check here if Amendment [ ]; Amendment Number: ____ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: D. E. Shaw & Co., Inc. (see notes 1, 2 and 3) ---------------------------------------------- Address: 120 West 45th Street, 39th Floor -------------------------------- New York, NY 10036 ------------------ Form 13F File Number: 28-5396 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Kathryn Pickford Title: Secretary Phone: (212) 478-0000 Signature, Place, and Date of Signing: /s/Kathryn Pickford New York, NY May 13, 2005 - ------------------- ------------ ------------ [Signature] [City, State] [Date] 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 other 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: 2217 -------------- Form 13F Information Table Value Total: $25,513,225 -------------- (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 28-5394 D. E. Shaw & Co., L.P. ------- ---------------------- (see notes 2 and 3) Form 13F NOTES 1. D. E. Shaw & Co., Inc. disclaims status as an institutional investment manager and makes this filing in its capacity as the parent entity of investment advisers. 2. D. E. Shaw & Co., Inc. or its subsidiaries ("D. E. Shaw") are general partners or members of various entities and therefore may exercise investment discretion for them. D. E. Shaw disclaims that it exercises investment discretion for certain of such entities, but includes the holdings of all such subentities in this form. 3. D. E. Shaw & Co., Inc. or its subsidiaries ("D. E. Shaw") are general partners or members of various entities and therefore may exercise voting discretion for them. D. E. Shaw disclaims that it exercises voting discretion for certain of such entities, but includes the holdings of all such subentities in this form.
FORM 13F INFORMATION TABLE OTHER VALUE SHARES/ SH/ PUT/ INVSTMT MAN- VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN AGERS SOLE SHARED NONE - --------------- -------------- --------- -------- -------- --- ---- ------- ----- -------- ------ ---- A D C TELECOMMUNICATIONS COM 000886101 1819 914223 SH DEFINED 01 914223 AFC ENTERPRISES INC COM 00104Q107 1858 72830 SH DEFINED 01 72830 AFLAC INC COM 001055102 9058 243100 SH DEFINED 01 243100 AGCO CORP COM 001084102 4667 255700 SH DEFINED 01 255700 AK STL HLDG CORP COM 001547108 17045 1541100 SH DEFINED 01 1541100 AMICAS INC COM 001712108 316 85852 SH DEFINED 01 85852 AMN HEALTHCARE SERVICES INC COM 001744101 4139 260180 SH DEFINED 01 260180 ATI TECHNOLOGIES INC COM 001941103 4400 254635 SH DEFINED 01 254635 AT&T CORP COM NEW 001957505 6932 369700 SH DEFINED 01 369700 ATMI INC COM 00207R101 7127 284632 SH DEFINED 01 284632 AU OPTRONICS CORP SPONSORED ADR 002255107 2432 165905 SH DEFINED 01 165905 AVI BIOPHARMA INC COM 002346104 947 378794 SH DEFINED 01 378794 AXT INC COM 00246W103 122 99231 SH DEFINED 01 99231 AAIPHARMA INC COM 00252W104 93 130555 SH DEFINED 01 130555 ABBOTT LABS COM 002824100 16462 353100 SH DEFINED 01 353100 ABER DIAMOND CORP COM 002893105 3714 122400 SH DEFINED 01 122400 ABERCROMBIE & FITCH CO CLA 002896207 107703 1881600 SH DEFINED 01 1881600 ABGENIX INC COM 00339B107 6231 890106 SH DEFINED 01 890106 ACACIA RESH CORP ACACIA TCH COM 003881307 105 18581 SH DEFINED 01 18581 ACACIA RESH CORP COMBIMTRX COM 003881208 564 254223 SH DEFINED 01 254223 ABITIBI-CONSOLIDATED INC COM 003924107 3681 795000 SH DEFINED 01 795000 ACCELRYS INC COM 00430U103 124 20913 SH DEFINED 01 20913 ACCREDO HEALTH INC COM 00437V104 35574 801039 SH DEFINED 01 801039 ACCREDO HEALTH INC COM 00437V104 733 16500 SH CALL DEFINED 01 16500 ACE CASH EXPRESS INC COM 004403101 723 31799 SH DEFINED 01 31799 ACETO CORP COM 004446100 376 50632 SH DEFINED 01 50632 ACTIVISION INC NEW COM NEW 004930202 33044 2232706 SH DEFINED 01 2232706 ACTEL CORP COM 004934105 264 17152 SH DEFINED 01 17152 ACTUATE CORP COM 00508B102 509 212097 SH DEFINED 01 212097 ACXIOM CORP COM 005125109 3896 186129 SH DEFINED 01 186129 ADAPTEC INC COM 00651F108 6854 1430900 SH DEFINED 01 1430900 ADECCO SA SPONSORED ADR 006754105 301 21900 SH DEFINED 01 21900 ADMINISTAFF INC COM 007094105 816 55900 SH DEFINED 01 55900 ADOLOR CORP COM 00724X102 287 28900 SH CALL DEFINED 01 28900 ADOLOR CORP COM 00724X102 220 22100 SH PUT DEFINED 01 22100 ADVANCE AUTO PARTS INC COM 00751Y106 59612 1181604 SH DEFINED 01 1181604 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 86 24002 SH DEFINED 01 24002 ADVO INC COM 007585102 2670 71300 SH DEFINED 01 71300 ADVANCED MEDICAL OPTICS INC COM 00763M108 9798 270600 SH DEFINED 01 270600 ADVANCED MEDICAL OPTICS INC COM 00763M108 2643 73000 SH CALL DEFINED 01 73000 ADVANCED MEDICAL OPTICS INC COM 00763M108 1195 33000 SH PUT DEFINED 01 33000 AEROPOSTALE COM 007865108 33610 1026250 SH DEFINED 01 1026250 ADVANCED MICRO DEVICES INC COM 007903107 25429 1577500 SH DEFINED 01 1577500 ADVANCED MICRO DEVICES INC COM 007903107 4277 265300 SH CALL DEFINED 01 265300 ADVANCED MICRO DEVICES INC COM 007903107 3949 245000 SH PUT DEFINED 01 245000 AEGON N V ORD AMER REG 007924103 980 72800 SH DEFINED 01 72800 ADVANTA CORP CL B 007942204 1195 51954 SH DEFINED 01 51954 ADVANCED ENERGY INDS COM 007973100 2962 306357 SH DEFINED 01 306357 ADVENT SOFTWARE INC COM 007974108 1212 66654 SH DEFINED 01 66654 AETERNA ZENTARIS INC COM 007975204 161 31500 SH DEFINED 01 31500 AETHER SYS INC COM 00808V105 1146 343146 SH DEFINED 01 343146 AETNA INC NEW COM 00817Y108 96603 1288900 SH DEFINED 01 1288900 AETNA INC NEW COM 00817Y108 51551 687800 SH CALL DEFINED 01 687800 AETNA INC NEW COM 00817Y108 43523 580700 SH PUT DEFINED 01 580700 AFFILIATED MANAGERS GROUP COM 008252108 1669 26900 SH CALL DEFINED 01 26900 AFFILIATED MANAGERS GROUP COM 008252108 775 12500 SH PUT DEFINED 01 12500 AGERE SYS INC CL B 00845V209 3626 2553611 SH DEFINED 01 2553611 AGERE SYS INC CLA 00845V100 28385 19849900 SH DEFINED 01 19849900 AGNICO EAGLE MINES LTD COM 008474108 3428 235500 SH DEFINED 01 235500 AGILYSYS INC COM 00847J105 642 32676 SH DEFINED 01 32676 AGRIUM INC COM 008916108 21183 1159800 SH DEFINED 01 1159800 AIR FRANCE KLM *W EXP 11/05/200 009119116 48 43400 SH DEFINED 01 43400 AIR T INC COM 009207101 671 38754 SH DEFINED 01 38754 AKAMAI TECHNOLOGIES INC COM 00971T101 2289 179774 SH DEFINED 01 179774 AKSYS LTD COM 010196103 99 31200 SH DEFINED 01 31200 AKZO NOBEL NV SPONSORED ADR 010199305 518 11267 SH DEFINED 01 11267 ALAMOSA HLDGS INC COM 011589108 8104 694421 SH DEFINED 01 694421 ALBANY INTL CORP CLA 012348108 3431 111100 SH DEFINED 01 111100 ALBEMARLE CORP COM 012653101 3062 84200 SH DEFINED 01 84200 ALBERTO CULVER CO COM 013068101 13477 281600 SH DEFINED 01 281600 ALCAN INC COM 013716105 45644 1203600 SH DEFINED 01 1203600 ALCOA INC COM 013817101 44980 1480100 SH DEFINED 01 1480100 ALCATEL SPONSORED ADR 013904305 253 21000 SH DEFINED 01 21000 ALDERWOODS GROUP INC COM 014383103 600 48196 SH DEFINED 01 48196 ALDILA INC COM NEW 014384200 193 11395 SH DEFINED 01 11395 ALEXION PHARMACEUTICALS INC COM 015351109 4366 201529 SH DEFINED 01 201529 ALEXION PHARMACEUTICALS INC COM 015351109 643 29700 SH CALL DEFINED 01 29700 ALEXION PHARMACEUTICALS INC COM 015351109 968 44700 SH PUT DEFINED 01 44700 ALKERMES INC COM 01642T108 5212 502095 SH DEFINED 01 502095 ALLEGHANY CORP DEL COM 017175100 962 3472 SH DEFINED 01 3472 ALLETE INC COM NEW 018522300 8447 201833 SH DEFINED 01 201833 ALLIANCE DATA SYSTEMS CORP COM 018581108 501 12400 SH DEFINED 01 12400 ALLIANCE GAMING CORP COM NEW 01859P609 3230 336800 SH DEFINED 01 336800 ALLIANCE IMAGING INC COM NEW 018606202 137 14300 SH DEFINED 01 14300 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 167 67027 SH DEFINED 01 67027 ALLIED CAP CORP NEW COM 01903Q108 786 30100 SH DEFINED 01 30100 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3366 460500 SH DEFINED 01 460500 ALLIED WASTE INDS INC PFD CV D 6.25% 019589704 21429 90000 SH DEFINED 01 90000 ALLIED WASTE INDS INC PFD SR C CONV 019589605 17290 400000 SH DEFINED 01 400000 ALLMERICA FINL CORP COM 019754100 12960 360500 SH DEFINED 01 360500 ALLOS THERAPEUTICS INC COM 019777101 85 41268 SH DEFINED 01 41268 ALLSTATE CORP COM 020002101 31620 584900 SH DEFINED 01 584900 ALLSTATE CORP COM 020002101 2703 50000 SH CALL DEFINED 01 50000 ALLSTATE CORP COM 020002101 2703 50000 SH PUT DEFINED 01 50000 ALLTEL CORP COM 020039103 1470 26800 SH CALL DEFINED 01 26800 ALLTEL CORP COM 020039103 2315 42200 SH PUT DEFINED 01 42200 ALLTEL CORP CORP UNT 7.75% 020039822 4901 97200 SH DEFINED 01 97200 ALPHA NATURAL RESOURCES INC COM 02076X102 381 13300 SH DEFINED 01 13300 ALPHARMA INC CLA 020813101 388 31500 SH DEFINED 01 31500 ALPHARMA INC NOTE 3.000% 6/0 020813AD3 2529 1991000 PRN DEFINED 01 1991000 ALTERA CORP COM 021441100 58293 2948349 SH DEFINED 01 2948349 ALTEON INC COM 02144G107 12 20900 SH DEFINED 01 20900 ALTIRIS INC COM 02148M100 315 13200 SH DEFINED 01 13200 ALTRIA GROUP INC COM 02209S103 1164 17800 SH DEFINED 01 17800 ALTRIA GROUP INC COM 02209S103 22887 350000 SH CALL DEFINED 01 350000 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 2458 42000 SH DEFINED 01 42000 AMAZON COM INC COM 023135106 17992 525000 SH CALL DEFINED 01 525000 AMAZON COM INC COM 023135106 1028 30000 SH PUT DEFINED 01 30000 AMBAC FINL GROUP INC COM 023139108 29736 397800 SH DEFINED 01 397800 AMEDISYS INC COM 023436108 5194 171707 SH DEFINED 01 171707 AMERADA HESS CORP COM 023551104 1953 20300 SH CALL DEFINED 01 20300 AMEREN CORP COM 023608102 1593 32500 SH DEFINED 01 32500 AMERICA SVC GROUP INC COM 02364L109 381 17205 SH DEFINED 01 17205 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 56894 1102600 SH DEFINED 01 1102600 AMERICA WEST HLDG CORP CL B 023657208 2849 524700 SH DEFINED 01 524700 AMERICAN AXLE & MFG HLDGS IN COM 024061103 19816 808800 SH DEFINED 01 808800 AMERICAN CAPITAL STRATEGIES COM 024937104 9954 316919 SH DEFINED 01 316919 AMERICAN ECOLOGY CORP COM NEW 025533407 231 19460 SH DEFINED 01 19460 AMERICAN ELEC PWR INC COM 025537101 8757 257100 SH DEFINED 01 257100 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 85170 2882238 SH DEFINED 01 2882238 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2246 76000 SH CALL DEFINED 01 76000 AMERICAN EQTY INVT LIFE HLD COM 025676206 610 47700 SH DEFINED 01 47700 AMERICAN EXPRESS CO COM 025816109 51103 994800 SH DEFINED 01 994800 AMERICAN FINL GROUP INC OHIO COM 025932104 5042 163700 SH DEFINED 01 163700 AMERICAN INTL GROUP INC COM 026874107 76926 1388300 SH DEFINED 01 1388300 AMERICAN INTL GROUP INC COM 026874107 42383 764900 SH CALL DEFINED 01 764900 AMERICAN INTL GROUP INC COM 026874107 8866 160000 SH PUT DEFINED 01 160000 AMERICAN MED SYS HLDGS INC COM 02744M108 9648 561588 SH DEFINED 01 561588 AMERICAN NATL INS CO COM 028591105 716 6760 SH DEFINED 01 6760 AMERICAN PHARMACEUTICALS PTN COM 02886P109 233 4500 SH DEFINED 01 4500 AMERICAN PHARMACEUTICALS PTN COM 02886P109 11145 215400 SH CALL DEFINED 01 215400 AMERICAN PHYSICIANS CAPITAL COM 028884104 511 14904 SH DEFINED 01 14904 AMERICAN RETIREMENT CORP COM 028913101 414 28500 SH DEFINED 01 28500 AMERICAN STD COS INC DEL COM 029712106 87508 1882700 SH DEFINED 01 1882700 AMERICAN TOWER CORP CLA 029912201 549 30100 SH DEFINED 01 30100 AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 2161 2000000 PRN DEFINED 01 2000000 AMERICAN SUPERCONDUCTOR CORP COM 030111108 1395 139775 SH DEFINED 01 139775 AMERICAN TECHNOLOGY CORP COM NEW 030145205 157 19375 SH DEFINED 01 19375 AMERICAN VANGUARD CORP COM 030371108 543 12100 SH DEFINED 01 12100 AMERICAN WOODMARK CORP COM 030506109 314 8652 SH DEFINED 01 8652 AMERISTAR CASINOS INC COM 03070Q101 1266 23149 SH DEFINED 01 23149 AMERISOURCEBERGEN CORP COM 03073E105 1370 23911 SH DEFINED 01 23911 AMERISOURCEBERGEN CORP COM 03073E105 831 14500 SH CALL DEFINED 01 14500 AMERIGROUP CORP COM 03073T102 18774 513500 SH DEFINED 01 513500 AMERIGROUP CORP COM 03073T102 1974 54000 SH CALL DEFINED 01 54000 AMERIGROUP CORP COM 03073T102 2157 59000 SH PUT DEFINED 01 59000 AMERITRADE HLDG CORP NEW COM 03074K100 10487 1027053 SH DEFINED 01 1027053 AMETEK INC NEW COM 031100100 398 9900 SH DEFINED 01 9900 AMGEN INC COM 031162100 1109 19053 SH DEFINED 01 19053 AMKOR TECHNOLOGY INC COM 031652100 199 51500 SH DEFINED 01 51500 AMPHENOL CORP NEW CLA 032095101 11256 303900 SH DEFINED 01 303900 AMYLIN PHARMACEUTICALS INC COM 032346108 6947 397213 SH DEFINED 01 397213 AMYLIN PHARMACEUTICALS INC COM 032346108 13011 743900 SH CALL DEFINED 01 743900 AMYLIN PHARMACEUTICALS INC COM 032346108 14448 826100 SH PUT DEFINED 01 826100 ANADARKO PETE CORP COM 032511107 16529 217200 SH DEFINED 01 217200 ANALOG DEVICES INC COM 032654105 12649 350000 SH DEFINED 01 350000 ANDREW CORP COM 034425108 2119 180961 SH DEFINED 01 180961 ANDRX CORP DEL ANDRX GROUP 034553107 2678 118141 SH DEFINED 01 118141 ANGIODYNAMICS INC COM 03475V101 1879 102699 SH DEFINED 01 102699 ANGLO AMERN PLC ADR 03485P102 272 11400 SH DEFINED 01 11400 ANGIOTECH PHARMACEUTICALS IN COM 034918102 4942 321816 SH DEFINED 01 321816 ANHEUSER BUSCH COS INC COM 035229103 46390 978900 SH DEFINED 01 978900 ANIKA THERAPEUTICS INC COM 035255108 1674 130765 SH DEFINED 01 130765 ANNTAYLOR STORES CORP COM 036115103 12989 507600 SH DEFINED 01 507600 ANSWERTHINK INC COM 036916104 381 92142 SH DEFINED 01 92142 ANTIGENICS INC DEL COM 037032109 263 39253 SH DEFINED 01 39253 APACHE CORP COM 037411105 6121 99970 SH DEFINED 01 99970 APOLLO GROUP INC CLA 037604105 152468 2058708 SH DEFINED 01 2058708 APOLLO INVT CORP COM 03761U106 983 58600 SH DEFINED 01 58600 APPLE COMPUTER INC COM 037833100 298710 7168469 SH DEFINED 01 7168469 APPLE COMPUTER INC COM 037833100 40262 966200 SH CALL DEFINED 01 966200 APPLE COMPUTER INC COM 037833100 59955 1438800 SH PUT DEFINED 01 1438800 APPLEBEES INTL INC COM 037899101 13421 486983 SH DEFINED 01 486983 APRIA HEALTHCARE GROUP INC COM 037933108 3785 117900 SH DEFINED 01 117900 APPLERA CORP COM AP BIO GRP 038020103 2270 115000 SH DEFINED 01 115000 APPLERA CORP COM CE GEN GRP 038020202 2589 252620 SH DEFINED 01 252620 APPLICA INC COM 03815A106 438 86600 SH DEFINED 01 86600 APPLIED DIGITAL SOLUTIONS COM NEW 038188306 1004 290294 SH DEFINED 01 290294 APPLIED INDL TECHNOLOGIES IN COM 03820C105 3522 129500 SH DEFINED 01 129500 APPLIED MATLS INC COM 038222105 57724 3552251 SH DEFINED 01 3552251 APPLIED MICRO CIRCUITS CORP COM 03822W109 12957 3950437 SH DEFINED 01 3950437 AQUANTIVE INC COM 03839G105 4829 438642 SH DEFINED 01 438642 AQUILA INC COM 03840P102 192 50000 SH DEFINED 01 50000 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 2001 55900 SH DEFINED 01 55900 ARAMARK CORP CL B 038521100 15863 603600 SH DEFINED 01 603600 ARBINET THEXCHANGE INC COM 03875P100 649 34066 SH DEFINED 01 34066 ARBITRON INC COM 03875Q108 395 9200 SH DEFINED 01 9200 ARCTIC CAT INC COM 039670104 1246 46030 SH DEFINED 01 46030 ARENA PHARMACEUTICALS INC COM 040047102 1075 212882 SH DEFINED 01 212882 ARGOSY GAMING CO COM 040228108 34660 754800 SH DEFINED 01 754800 ARIAD PHARMACEUTICALS INC COM 04033A100 862 153859 SH DEFINED 01 153859 ARKANSAS BEST CORP DEL COM 040790107 1288 34087 SH DEFINED 01 34087 ARM HLDGS PLC SPONSORED ADR 042068106 6166 1027629 SH DEFINED 01 1027629 ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 14334 15000000 PRN DEFINED 01 15000000 AROTECH CORP COM 042682104 1027 738736 SH DEFINED 01 738736 ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 649 37600 SH DEFINED 01 37600 ARQULE INC COM 04269E107 778 165914 SH DEFINED 01 165914 ARRIS GROUP INC COM 04269Q100 8875 1284390 SH DEFINED 01 1284390 ARRAY BIOPHARMA INC COM 04269X105 1233 175895 SH DEFINED 01 175895 ARTESYN TECHNOLOGIES INC COM 043127109 2111 242309 SH DEFINED 01 242309 ARTHROCARE CORP COM 043136100 253 8876 SH DEFINED 01 8876 ASBURYAUTOMOTIVE GROUP INC COM 043436104 1304 84700 SH DEFINED 01 84700 ASHLAND INC COM 044204105 62443 925500 SH DEFINED 01 925500 ASK JEEVES INC COM 045174109 29648 1055843 SH DEFINED 01 1055843 ASPECT COMMUNICATIONS CORP COM 04523Q102 5636 541418 SH DEFINED 01 541418 ASPEN TECHNOLOGY INC COM 045327103 524 92225 SH DEFINED 01 92225 ASSOCIATED BANC CORP COM 045487105 1781 57023 SH DEFINED 01 57023 ASSURANT INC COM 04621X108 18067 536100 SH DEFINED 01 536100 ASTA FDG INC COM 046220109 621 29323 SH DEFINED 01 29323 ASTEC INDS INC COM 046224101 995 45131 SH DEFINED 01 45131 ASTORIA FINL CORP COM 046265104 27190 1074700 SH DEFINED 01 1074700 AT ROAD INC COM 04648K105 288 70223 SH DEFINED 01 70223 ASYST TECHNOLOGY CORP COM 04648X107 115 23988 SH DEFINED 01 23988 ATHEROGENICS INC COM 047439104 7518 574332 SH DEFINED 01 574332 ATHEROGENICS INC COM 047439104 1047 80000 SH CALL DEFINED 01 80000 ATMEL CORP COM 049513104 10010 3393162 SH DEFINED 01 3393162 ATMOS ENERGY CORP COM 049560105 2057 76200 SH DEFINED 01 76200 ATWOOD OCEANICS INC COM 050095108 2329 35000 SH DEFINED 01 35000 AUTODESK INC COM 052769106 84674 2845226 SH DEFINED 01 2845226 AUTONATION INC COM 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DEFINED 01 8720 BP PLC SPONSORED ADR 055622104 107765 1727000 SH DEFINED 01 1727000 BMC SOFTWARE INC COM 055921100 23786 1585700 SH DEFINED 01 1585700 BALL CORP COM 058498106 66633 1606400 SH DEFINED 01 1606400 BALLARD PWR SYS INC COM 05858H104 989 194200 SH DEFINED 01 194200 BALLY TOTAL FITNESS HLDG COR COM 05873K108 711 204300 SH DEFINED 01 204300 BANK OF AMERICA CORPORATION COM 060505104 303480 6881622 SH DEFINED 01 6881622 BANK NEW YORK INC COM 064057102 110500 3803800 SH DEFINED 01 3803800 BANKATLANTIC BANCORP CLA 065908501 1171 67300 SH DEFINED 01 67300 BANTA CORP COM 066821109 3069 71700 SH DEFINED 01 71700 BARD C R INC COM 067383109 2499 36700 SH DEFINED 01 36700 BARCLAYS PLC ADR 06738E204 1123 27100 SH DEFINED 01 27100 BARNES & NOBLE INC COM 067774109 37425 1085100 SH DEFINED 01 1085100 BARRICK GOLD CORP COM 067901108 1510 63015 SH DEFINED 01 63015 BARR PHARMACEUTICALS INC COM 068306109 92320 1890650 SH DEFINED 01 1890650 BARRETT BILL CORP COM 06846N104 3166 109500 SH DEFINED 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1026859 SH DEFINED 01 1026859 DELL INC COM 24702R101 82547 2148534 SH DEFINED 01 2148534 DELL INC COM 24702R101 3842 100000 SH CALL DEFINED 01 100000 DELPHI FINL GROUP INC CLA 247131105 4380 101850 SH DEFINED 01 101850 DELTA & PINE LD CO COM 247357106 294 10900 SH DEFINED 01 10900 DELTAAIR LINES INC DEL COM 247361108 1885 465500 SH DEFINED 01 465500 DELTA PETE CORP COM NEW 247907207 513 35255 SH DEFINED 01 35255 DENBURY RES INC COM NEW 247916208 581 16500 SH DEFINED 01 16500 DENDREON CORP COM 24823Q107 486 89100 SH DEFINED 01 89100 DESCARTES SYS GROUP INC COM 249906108 135 73200 SH DEFINED 01 73200 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 1625 66100 SH DEFINED 01 66100 DESIGN WITHIN REACH INC COM 250557105 377 23984 SH DEFINED 01 23984 DEVON ENERGY CORP NEW COM 25179M103 146798 3074300 SH DEFINED 01 3074300 DEX MEDIA INC COM 25212E100 1788 86600 SH DEFINED 01 86600 DIAMOND OFFSHORE DRILLING IN COM 25271C102 6816 136600 SH DEFINED 01 136600 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1747 35000 SH CALL DEFINED 01 35000 DIAMONDCLUSTER INTL INC COM 25278P106 239 14838 SH DEFINED 01 14838 DICKS SPORTING GOODS INC COM 253393102 10387 282800 SH DEFINED 01 282800 DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 12873 17500000 PRN DEFINED 01 17500000 DIGI INTL INC COM 253798102 152 11115 SH DEFINED 01 11115 DIGITAL RIV INC COM 25388B104 521 16734 SH DEFINED 01 16734 DIGITAL RIV INC COM 25388B104 371 11900 SH CALL DEFINED 01 11900 DIGITAS INC COM 25388K104 1864 184556 SH DEFINED 01 184556 DIGITAL GENERATION SYS INC COM 253921100 106 82154 SH DEFINED 01 82154 DIME CMNTY BANCSHARES COM 253922108 1339 88066 SH DEFINED 01 88066 DIMON INC COM 254394109 396 63300 SH DEFINED 01 63300 DIRECT GEN CORP COM 25456W204 274 13317 SH DEFINED 01 13317 DIRECTV GROUP INC COM 25459L106 67968 4713431 SH DEFINED 01 4713431 DISNEY WALT CO COM DISNEY 254687106 290 10100 SH DEFINED 01 10100 DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 254753106 285 14964 SH DEFINED 01 14964 DIVERSA CORP COM 255064107 74 14929 SH DEFINED 01 14929 DOLBY LABORATORIES INC COM 25659T107 5238 222900 SH DEFINED 01 222900 DOLLAR GEN CORP COM 256669102 86019 3926000 SH DEFINED 01 3926000 DOLLAR THRIFTYAUTOMOTIVE GP COM 256743105 344 10500 SH DEFINED 01 10500 DOMINOS PIZZA INC COM 25754A201 2888 154500 SH DEFINED 01 154500 DOMTAR INC COM 257561100 910 107100 SH DEFINED 01 107100 DONNELLEY R R & SONS CO COM 257867101 29919 946215 SH DEFINED 01 946215 DOUBLECLICK INC COM 258609304 7336 952671 SH DEFINED 01 952671 DOV PHARMACEUTICAL INC COM 259858108 2781 203282 SH DEFINED 01 203282 DOVER CORP COM 260003108 3371 89200 SH DEFINED 01 89200 DOW CHEM CO COM 260543103 61914 1242000 SH DEFINED 01 1242000 DOWNEY FINL CORP COM 261018105 11383 185000 SH DEFINED 01 185000 DREAMWORKS ANIMATION SKG INC CLA 26153C103 9986 245300 SH DEFINED 01 245300 DRIL-QUIP INC COM 262037104 686 22300 SH DEFINED 01 22300 DUN & BRADSTREET CORP DEL NE COM 26483E100 23314 379400 SH DEFINED 01 379400 DURAAUTOMOTIVE SYSTEMS CORP CLA 265903104 598 124033 SH DEFINED 01 124033 DUPONT PHOTOMASKS INC COM 26613X101 6108 229028 SH DEFINED 01 229028 DUQUESNE LT HLDGS INC COM 266233105 7152 399100 SH DEFINED 01 399100 DURATEK INC COM 26658Q102 616 30873 SH DEFINED 01 30873 DUSA PHARMACEUTICALS INC COM 266898105 275 31485 SH DEFINED 01 31485 DYAX CORP COM 26746E103 57 17764 SH DEFINED 01 17764 DYCOM INDS INC COM 267475101 6610 287500 SH DEFINED 01 287500 DYNAMEX INC COM 26784F103 1920 106100 SH DEFINED 01 106100 DYNEGY INC NEW CLA 26816Q101 17288 4421500 SH DEFINED 01 4421500 E-LOAN INC COM 26861P107 2314 873198 SH DEFINED 01 873198 E M C CORP MASS COM 268648102 107816 8751301 SH DEFINED 01 8751301 ENSCO INTL INC COM 26874Q100 48717 1293600 SH DEFINED 01 1293600 ENI S PA SPONSORED ADR 26874R108 1991 15300 SH DEFINED 01 15300 EOG RES INC COM 26875P101 19223 394400 SH DEFINED 01 394400 EOG RES INC COM 26875P101 487 10000 SH CALL DEFINED 01 10000 E ON AG SPONSORED ADR 268780103 2915 101400 SH DEFINED 01 101400 EPIX PHARMACEUTICALS INC COM 26881Q101 297 42400 SH DEFINED 01 42400 E PIPHANY INC COM 26881V100 386 108760 SH DEFINED 01 108760 ESS TECHNOLOGY INC COM 269151106 534 101340 SH DEFINED 01 101340 E TRADE FINANCIAL CORP COM 269246104 19584 1632000 SH DEFINED 01 1632000 EAGLE BROADBAND INC COM 269437109 5 14800 SH DEFINED 01 14800 EAGLE MATERIALS INC CL B 26969P207 6725 85339 SH DEFINED 01 85339 EAGLE MATERIALS INC COM 26969P108 9397 116093 SH DEFINED 01 116093 EARTHLINK INC COM 270321102 9482 1053569 SH DEFINED 01 1053569 EAST WEST BANCORP INC COM 27579R104 273 7400 SH DEFINED 01 7400 EASTMAN KODAK CO COM 277461109 16998 522200 SH DEFINED 01 522200 EATON CORP COM 278058102 5912 90400 SH DEFINED 01 90400 EATON VANCE CORP COM NON VTG 278265103 5546 236600 SH DEFINED 01 236600 EBAY INC COM 278642103 72640 1949404 SH DEFINED 01 1949404 ECHELON CORP COM 27874N105 241 35164 SH DEFINED 01 35164 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 44334 1515683 SH DEFINED 01 1515683 ECLIPSYS CORP COM 278856109 877 56678 SH DEFINED 01 56678 ECOLAB INC COM 278865100 502 15200 SH DEFINED 01 15200 ECOST COM INC COM 27922W107 134 19728 SH DEFINED 01 19728 EDISON INTL COM 281020107 4007 115400 SH DEFINED 01 115400 EDO CORP COM 281347104 6689 222600 SH DEFINED 01 222600 EFUNDS CORP COM 28224R101 4581 205258 SH DEFINED 01 205258 EL PASO CORP COM 28336L109 59874 5659200 SH DEFINED 01 5659200 EL PASO ELEC CO COM NEW 283677854 1636 86100 SH DEFINED 01 86100 ELAN PLC ADR 284131208 15796 4875400 SH DEFINED 01 4875400 ELAN PLC ADR 284131208 65 20000 SH PUT DEFINED 01 20000 ELDORADO GOLD CORP NEW COM 284902103 337 118000 SH DEFINED 01 118000 ELECTRONIC ARTS INC COM 285512109 863 16663 SH DEFINED 01 16663 ELECTRONIC ARTS INC COM 285512109 2667 51500 SH CALL DEFINED 01 51500 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 4324 100637 SH DEFINED 01 100637 ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 4644 5000000 PRN DEFINED 01 5000000 ELONG INC SPONSORED ADR 290138205 233 25864 SH DEFINED 01 25864 EMBARCADERO TECHNOLOGIES INC COM 290787100 134 20325 SH DEFINED 01 20325 EMBRAER-EMPRESA BRASILEIRA D SPADR PFD SHS 29081M102 4705 150333 SH DEFINED 01 150333 EMBRATEL PARTICIPACOES S A SPADR PFD NEW 29081N209 739 90700 SH DEFINED 01 90700 EMCOR GROUP INC COM 29084Q100 5277 112700 SH DEFINED 01 112700 EMERSON ELEC CO COM 291011104 3078 47400 SH DEFINED 01 47400 EMERSON RADIO CORP COM NEW 291087203 59 16700 SH DEFINED 01 16700 EMISPHERE TECHNOLOGIES INC COM 291345106 595 162037 SH DEFINED 01 162037 EMMIS COMMUNICATIONS CORP CLA 291525103 2378 123715 SH DEFINED 01 123715 EMPIRE RESORTS INC COM 292052107 678 93843 SH DEFINED 01 93843 EMULEX CORP COM NEW 292475209 10157 539100 SH DEFINED 01 539100 EMULEX CORP NOTE 0.250%12/1 292475AD2 6982 7500000 PRN DEFINED 01 7500000 ENCORE CAP GROUP INC COM 292554102 819 56286 SH DEFINED 01 56286 ENCORE MED CORP COM 29256E109 65 12046 SH DEFINED 01 12046 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 4986 487884 SH DEFINED 01 487884 ENDWAVE CORP COM NEW 29264A206 203 8550 SH DEFINED 01 8550 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1679 74455 SH DEFINED 01 74455 ENDOLOGIX INC COM 29266S106 153 26524 SH DEFINED 01 26524 ENERSIS S A SPONSORED ADR 29274F104 112 13300 SH DEFINED 01 13300 ENGINEERED SUPPORT SYS INC COM 292866100 1034 19329 SH DEFINED 01 19329 ENNIS INC COM 293389102 569 33600 SH DEFINED 01 33600 ENTEGRIS INC COM 29362U104 1672 169057 SH DEFINED 01 169057 ENTERASYS NETWORKS INC COM 293637104 2671 1907900 SH DEFINED 01 1907900 ENTERGY CORP NEW COM 29364G103 353 5000 SH DEFINED 01 5000 ENTREMED INC COM 29382F103 481 229224 SH DEFINED 01 229224 ENZON PHARMACEUTICALS INC COM 293904108 6702 657698 SH DEFINED 01 657698 ENZO BIOCHEM INC COM 294100102 384 26617 SH DEFINED 01 26617 EQUANT N V NY REG SHS 294409107 60 10900 SH DEFINED 01 10900 EQUIFAX INC COM 294429105 6660 217000 SH DEFINED 01 217000 EQUINIX INC COM NEW 29444U502 3496 82572 SH DEFINED 01 82572 EQUITABLE RES INC COM 294549100 4274 74400 SH DEFINED 01 74400 EQUITABLE RES INC COM 294549100 4854 84500 SH CALL DEFINED 01 84500 EQUITABLE RES INC COM 294549100 345 6000 SH PUT DEFINED 01 6000 ERESEARCHTECHNOLOGY INC COM 29481V108 4695 398545 SH DEFINED 01 398545 ERICSSON L M TEL CO ADR B SEK 10 294821608 718 25465 SH DEFINED 01 25465 ESSEX CORP COM 296744105 2796 171248 SH DEFINED 01 171248 ESTERLINE TECHNOLOGIES CORP COM 297425100 1914 55400 SH DEFINED 01 55400 ETHAN ALLEN INTERIORS INC COM 297602104 8554 267300 SH DEFINED 01 267300 EXACT SCIENCES CORP COM 30063P105 200 55913 SH DEFINED 01 55913 EXAR CORP COM 300645108 1333 99452 SH DEFINED 01 99452 EXELON CORP COM 30161N101 9733 212100 SH DEFINED 01 212100 EXELIXIS INC COM 30161Q104 576 84929 SH DEFINED 01 84929 EXPRESSJET HOLDINGS INC CLA 30218U108 6345 556100 SH DEFINED 01 556100 EXTENDICARE INC CDA SUB VTG SH 30224T871 194 12000 SH DEFINED 01 12000 EXTREME NETWORKS INC COM 30226D106 2327 395145 SH DEFINED 01 395145 EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB2 6103 6200000 PRN DEFINED 01 6200000 EYETECH PHARMACEUTICALS INC COM 302297106 14122 513515 SH DEFINED 01 513515 EYETECH PHARMACEUTICALS INC COM 302297106 1738 63200 SH CALL DEFINED 01 63200 EZCORP INC CLA NON VTG 302301106 1018 76640 SH DEFINED 01 76640 EXXON MOBIL CORP COM 30231G102 24764 415500 SH DEFINED 01 415500 FEI CO COM 30241L109 4581 197900 SH DEFINED 01 197900 FPIC INS GROUP INC COM 302563101 1566 48701 SH DEFINED 01 48701 FPL GROUP INC COM 302571104 47277 1177500 SH DEFINED 01 1177500 FPL GROUP INC COM 302571104 6199 154400 SH CALL DEFINED 01 154400 FPL GROUP INC COM 302571104 1373 34200 SH PUT DEFINED 01 34200 FTD GROUP INC COM 30267U108 1702 140400 SH DEFINED 01 140400 FX ENERGY INC COM 302695101 193 16879 SH DEFINED 01 16879 FACTSET RESH SYS INC COM 303075105 5495 166450 SH DEFINED 01 166450 FAIR ISAAC CORP NOTE 1.500% 8/1 303250AB0 7538 7500000 PRN DEFINED 01 7500000 FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 5027 5000000 PRN DEFINED 01 5000000 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 4155 27800 SH DEFINED 01 27800 FAIRPOINT COMMUNICATIONS INC COM 305560104 1784 119200 SH DEFINED 01 119200 FAMILY DLR STORES INC COM 307000109 23146 762400 SH DEFINED 01 762400 FASTENAL CO COM 311900104 1576 28500 SH CALL DEFINED 01 28500 FEDERALAGRIC MTG CORP CL C 313148306 1812 103600 SH DEFINED 01 103600 FEDERAL HOME LN MTG CORP COM 313400301 108597 1718300 SH DEFINED 01 1718300 FEDERAL HOME LN MTG CORP COM 313400301 6320 100000 SH CALL DEFINED 01 100000 FEDERAL NATL MTG ASSN COM 313586109 223 4100 SH DEFINED 01 4100 FEDERAL NATL MTG ASSN COM 313586109 8712 160000 SH CALL DEFINED 01 160000 FEDERATED DEPT STORES INC DE COM 31410H101 42047 660700 SH DEFINED 01 660700 FEDERATED INVS INC PA CL B 314211103 18348 648100 SH DEFINED 01 648100 FEDEX CORP COM 31428X106 20622 219500 SH DEFINED 01 219500 FEDEX CORP COM 31428X106 7403 78800 SH CALL DEFINED 01 78800 FEDEX CORP COM 31428X106 7197 76600 SH PUT DEFINED 01 76600 FIDELITY NATL FINL INC COM 316326107 14925 453108 SH DEFINED 01 453108 FIDELITY NATL FINL INC COM 316326107 988 30000 SH CALL DEFINED 01 30000 FIFTH THIRD BANCORP COM 316773100 33097 770054 SH DEFINED 01 770054 51JOB INC SPADR REP COM 316827104 1201 70922 SH DEFINED 01 70922 FINANCIAL FED CORP COM 317492106 541 15300 SH DEFINED 01 15300 FINDWHAT COM COM 317794105 1736 167386 SH DEFINED 01 167386 FINISH LINE INC CLA 317923100 7414 320253 SH DEFINED 01 320253 FIRST AMERN CORP CALIF COM 318522307 7790 236500 SH DEFINED 01 236500 FIRST CASH FINL SVCS INC COM 31942D107 3192 150764 SH DEFINED 01 150764 FIRST DATA CORP COM 319963104 145592 3703700 SH DEFINED 01 3703700 FIRST HORIZON NATL CORP COM 320517105 2256 55300 SH DEFINED 01 55300 FIRST HORIZON PHARMACEUTICAL COM 32051K106 2261 133953 SH DEFINED 01 133953 FIRST MIDWEST BANCORP DEL COM 320867104 750 23079 SH DEFINED 01 23079 FIRST REP BK SAN FRANCISCO COM 336158100 4022 124250 SH DEFINED 01 124250 FIRSTFED FINL CORP COM 337907109 367 7200 SH DEFINED 01 7200 FIRSTENERGY CORP COM 337932107 2249 53600 SH DEFINED 01 53600 FISHER SCIENTIFIC INTL INC COM NEW 338032204 1423 25000 SH CALL DEFINED 01 25000 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 2535 195893 SH DEFINED 01 195893 FLORIDA ROCK INDS INC COM 341140101 4950 84150 SH DEFINED 01 84150 FLOWERS FOODS INC COM 343498101 2796 99100 SH DEFINED 01 99100 FLYI INC COM 34407T104 526 414051 SH DEFINED 01 414051 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 6469 120800 SH DEFINED 01 120800 FOOT LOCKER INC COM 344849104 23106 788600 SH DEFINED 01 788600 FOREST CITY ENTERPRISES INC CLA 345550107 1231 19300 SH DEFINED 01 19300 FOREST LABS INC COM 345838106 7785 210700 SH DEFINED 01 210700 FORRESTER RESH INC COM 346563109 652 46292 SH DEFINED 01 46292 FORTUNE BRANDS INC COM 349631101 10296 127700 SH CALL DEFINED 01 127700 FORTUNE BRANDS INC COM 349631101 3870 48000 SH PUT DEFINED 01 48000 FORWARD AIR CORP COM 349853101 3752 88120 SH DEFINED 01 88120 FOUNDATION COAL HLDGS INC COM 35039W100 1756 74700 SH DEFINED 01 74700 FOUNDRY NETWORKS INC COM 35063R100 10101 1020325 SH DEFINED 01 1020325 FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE4 6291 5500000 PRN DEFINED 01 5500000 FOX ENTMT GROUP INC CLA 35138T107 643 17700 SH PUT DEFINED 01 17700 FRANKLIN RES INC COM 354613101 16270 237000 SH DEFINED 01 237000 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 20712 522900 SH DEFINED 01 522900 FREESCALE SEMICONDUCTOR INC CL B 35687M206 6239 361699 SH DEFINED 01 361699 FREESCALE SEMICONDUCTOR INC COM CLA 35687M107 22338 1317900 SH DEFINED 01 1317900 FUELCELL ENERGY INC COM 35952H106 1561 156396 SH DEFINED 01 156396 GATX CORP COM 361448103 252 7600 SH DEFINED 01 7600 GFI GROUP INC COM 361652209 554 20650 SH DEFINED 01 20650 GSI LUMONICS INC COM 36229U102 187 20829 SH DEFINED 01 20829 GALLAHER GROUP PLC SPONSORED ADR 363595109 957 16800 SH DEFINED 01 16800 GAMESTOP CORP CLA 36466R101 6918 312200 SH DEFINED 01 312200 GAMESTOP CORP COM CL B 36466R200 3886 174261 SH DEFINED 01 174261 GANNETT INC COM 364730101 293 3700 SH DEFINED 01 3700 GAP INC DEL COM 364760108 561 25700 SH DEFINED 01 25700 GARTNER INC CL B 366651206 165 17700 SH DEFINED 01 17700 GARTNER INC COM 366651107 296 30900 SH DEFINED 01 30900 GATEWAY INC COM 367626108 8874 2202100 SH DEFINED 01 2202100 GAYLORD ENTMT CO NEW COM 367905106 7834 193900 SH DEFINED 01 193900 GEN-PROBE INC NEW COM 36866T103 12384 277918 SH DEFINED 01 277918 GEMSTAR-TV GUIDE INTL INC COM 36866W106 14009 3220416 SH DEFINED 01 3220416 GENCORP INC COM 368682100 4472 223600 SH DEFINED 01 223600 GENE LOGIC INC COM 368689105 219 69637 SH DEFINED 01 69637 GENENTECH INC COM NEW 368710406 11288 199400 SH DEFINED 01 199400 GENERAL DYNAMICS CORP COM 369550108 5813 54300 SH DEFINED 01 54300 GENERAL ELEC CO COM 369604103 90583 2512000 SH DEFINED 01 2512000 GENERAL ELEC CO COM 369604103 7212 200000 SH CALL DEFINED 01 200000 GENERAL MTRS CORP DEB SR CONV A 370442741 2247 95700 PRN DEFINED 01 95700 GENERAL MTRS CORP DEB SR CV C 33 370442717 11995 575000 PRN DEFINED 01 575000 GENESCO INC COM 371532102 7656 269400 SH DEFINED 01 269400 GENESEE & WYO INC CLA 371559105 2505 96700 SH DEFINED 01 96700 GENESIS HEALTHCARE CORP COM 37184D101 2974 69332 SH DEFINED 01 69332 GENITOPE CORP COM 37229P507 1806 144440 SH DEFINED 01 144440 GENITOPE CORP COM 37229P507 2115 169200 SH CALL DEFINED 01 169200 GENITOPE CORP COM 37229P507 2018 161400 SH PUT DEFINED 01 161400 GENTA INC COM NEW 37245M207 1089 963611 SH DEFINED 01 963611 GENTIVA HEALTH SERVICES INC COM 37247A102 386 23878 SH DEFINED 01 23878 GENWORTH FINL INC COM CLA 37247D106 62958 2287700 SH DEFINED 01 2287700 GENZYME CORP COM 372917104 85902 1500596 SH DEFINED 01 1500596 GEORGIA GULF CORP COM PAR $0.01 373200203 37625 818300 SH DEFINED 01 818300 GEORGIA PAC CORP COM 373298108 5526 155700 SH DEFINED 01 155700 GERBER SCIENTIFIC INC COM 373730100 745 102300 SH DEFINED 01 102300 GERON CORP COM 374163103 439 71903 SH DEFINED 01 71903 GEVITY HR INC COM 374393106 3596 188088 SH DEFINED 01 188088 GILEAD SCIENCES INC COM 375558103 38873 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SH DEFINED 01 5364700 WILLIAMS SONOMA INC COM 969904101 57003 1551100 SH DEFINED 01 1551100 WILLOW GROVE BANCORP INC NEW COM 97111W101 455 28251 SH DEFINED 01 28251 WILSON GREATBATCH TECHNOLOGI COM 972232102 5596 306800 SH DEFINED 01 306800 WILSONS THE LEATHER EXPERTS COM 972463103 1466 307425 SH DEFINED 01 307425 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 445 23000 SH DEFINED 01 23000 WIND RIVER SYSTEMS INC COM 973149107 1842 122144 SH DEFINED 01 122144 WINNEBAGO INDS INC COM 974637100 13992 442800 SH DEFINED 01 442800 WISCONSIN ENERGY CORP COM 976657106 1111 31300 SH DEFINED 01 31300 WOLVERINE WORLD WIDE INC COM 978097103 8012 373850 SH DEFINED 01 373850 WORLD ACCEP CORP DEL COM 981419104 2401 94099 SH DEFINED 01 94099 WORLD COLOR PRESS INC DEL NOTE 6.000%10/0 981443AA2 11466 11200000 PRN DEFINED 01 11200000 WORLD FUEL SVCS CORP COM 981475106 4142 131500 SH DEFINED 01 131500 WORTHINGTON INDS INC COM 981811102 557 28900 SH DEFINED 01 28900 WPT ENTERPRISES INC COM 98211W108 976 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ORD M22465104 31090 1430060 SH DEFINED 01 1430060 POWERDSINE LTD SHS M41415106 185 18079 SH DEFINED 01 18079 LANOPTICS LTD ORD M6706C103 82 10450 SH DEFINED 01 10450 LIPMAN ELECTRONIC ENGINEERIN ORD M6772H101 334 11614 SH DEFINED 01 11614 MAGAL SECURITY SYS LTD ORD M6786D104 734 63179 SH DEFINED 01 63179 M SYS FLASH DISK PIONEERS LT ORD M7061C100 936 42485 SH DEFINED 01 42485 ORBOTECH LTD ORD M75253100 1039 47449 SH DEFINED 01 47449 RADWARE LTD ORD M81873107 4061 173044 SH DEFINED 01 173044 SHOPPING COM LTD SHS M8405Q102 254 14293 SH DEFINED 01 14293 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 726 23000 SH DEFINED 01 23000 VERISITY LTD ORD M97385112 1292 108386 SH DEFINED 01 108386 ASML HLDG NV N Y SHS N07059111 7700 459140 SH DEFINED 01 459140 CORE LABORATORIES N V COM N22717107 5460 212700 SH DEFINED 01 212700 ICTS INTERNATIONAL NV COM N43837108 80 30022 SH DEFINED 01 30022 BANCO LATINOAMERICANO DE EXP CL E P16994132 1038 50773 SH DEFINED 01 50773 KERZNER INTERNATIONAL LTD SHS 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