-----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, VNQBN3MdgGFuvCOJmXWyNfPf5ZHLsksT6KQo7W+I3QbXJdt5hpLXqxjmO9YTUC1x vcolHy3nxR6usFD8OuXBtA== 0001132716-05-000018.txt : 20051114 0001132716-05-000018.hdr.sgml : 20051111 20051114154211 ACCESSION NUMBER: 0001132716-05-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051114 DATE AS OF CHANGE: 20051114 EFFECTIVENESS DATE: 20051114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS OCONNOR LLC CENTRAL INDEX KEY: 0001132716 IRS NUMBER: 061569842 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06327 FILM NUMBER: 051201185 BUSINESS ADDRESS: STREET 1: ONE NORTH WACKER DRIVE 32ND FLOOR CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3125256000 MAIL ADDRESS: STREET 1: ONE NORTH WACKER DRIVE 32ND FLOOR CITY: CHICAGO STATE: IL ZIP: 60606 13F-HR 1 ocdsiq305.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 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: UBS O'Connor LLC Address: One North Wacker Drive, 32nd Floor Chicago, IL 60606 13F File Number: 28-06327 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: JEFFREY B. PICKERING Title: COMPLIANCE OFFICER Phone: (312)525-5951 Signature, Place, and Date of Signing: /s/ JEFFREY B. PICKERING, CHICAGO, IL NOVEMBER 14, 2005 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1742 Form 13F Information Table Value Total: $9205374 INFORMATION FOR WHICH CONFIDENTIAL TREATMENT WAS REQUESTED HAS BEEN FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: No. 13F File Number Name 02 DSI International Management, Inc. Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Invest Oth Voting Sh ment er Market Shares or or Discre Mana Sha Authority Name of Issuer Title of Class CUSIP Value Prn amount Pr Opt tion gers Sole red None AFLAC INC COM 001055102 5875 129690 SH DEFINED 02 0 0 129690 AFLAC INC COM 001055102 8756 193283 SH DEFINED 02 193283 0 0 AFLAC INC COM 001055102 7928 175000 SH DEFINED 01 175000 0 0 AGCO CORP COM 001084102 333 18300 SH DEFINED 01 18300 0 0 AES CORP COM 00130H105 3586 218260 SH DEFINED 02 0 0 218260 AES CORP COM 00130H105 6108 371749 SH DEFINED 02 371749 0 0 AK STL HLDG CORP COM 001547108 686 80000 SH DEFINED 01 80000 0 0 AMICAS INC COM 001712108 540 100000 SH DEFINED 01 100000 0 0 AT&T CORP COMNEW 001957505 2540 128275 SH DEFINED 02 0 0 128275 AT&T CORP COMNEW 001957505 6856 346252 SH DEFINED 02 346252 0 0 AT&T CORP COMNEW 001957505 525 26500 SH DEFINED 01 26500 0 0 AU OPTRONICS CORP SPONSOREDADR 002255107 1944 150000 SH DEFINED 01 150000 0 0 AAMES INVT CORP 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DEFINED 01 183984 0 0 CMS ENERGY CORP COM 125896100 920 55900 SH DEFINED 02 0 0 55900 CMS ENERGY CORP COM 125896100 1002 60900 SH DEFINED 02 60900 0 0 CMS ENERGY CORP COM 125896100 17848 1084993 SH DEFINED 01 1084993 0 0 CRA INTL INC COM 12618T105 6254 150000 SH DEFINED 01 150000 0 0 CSX CORP COM 126408103 2664 57324 SH DEFINED 02 0 0 57324 CSX CORP COM 126408103 3972 85464 SH DEFINED 02 85464 0 0 CVS CORP COM 126650100 4003 137989 SH DEFINED 02 0 0 137989 CVS CORP COM 126650100 5760 198547 SH DEFINED 02 198547 0 0 CV THERAPEUTICS INC NOTE3.250%8/1 126667AG9 594 500000 SH DEFINED 01 500000 0 0 CACI INTL INC CLA 127190304 5854 96600 SH DEFINED 01 96600 0 0 CALPINE CORP COM 131347106 83 31900 SH DEFINED 02 0 0 31900 CALPINE CORP COM 131347106 80 30900 SH DEFINED 02 30900 0 0 CALPINE CORP COM 131347106 1349 520943 SH DEFINED 01 520943 0 0 CAMPBELL SOUP CO COM 134429109 940 31600 SH DEFINED 02 31600 0 0 CAMPBELL SOUP CO COM 134429109 306 10300 SH DEFINED 01 10300 0 0 CANON INC ADR 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100000 0 0 CASELLA WASTE SYS INC CLA 147448104 940 71600 SH DEFINED 01 71600 0 0 CATERPILLAR INC DEL COM 149123101 6441 109640 SH DEFINED 02 0 0 109640 CATERPILLAR INC DEL COM 149123101 9236 157203 SH DEFINED 02 157203 0 0 CELGENE CORP COM 151020104 788 14500 SH DEFINED 02 14500 0 0 CEMEX S A SPONADR5ORD 151290889 1208 23100 SH DEFINED 01 23100 0 0 CENDANT CORP COM 151313103 4180 202525 SH DEFINED 02 0 0 202525 CENDANT CORP COM 151313103 5968 289143 SH DEFINED 02 289143 0 0 CENDANT CORP COM 151313103 279 13500 SH DEFINED 01 13500 0 0 CENTERPOINT ENERGY INC COM 15189T107 255 17157 SH DEFINED 02 0 0 17157 CENTERPOINT ENERGY INC NOTE2.875%1/1 15189TAL1 16646 14000000 SH DEFINED 01 14000000 0 0 CENTERPLATE INC UNIT99/99/9999 15200E204 130 11000 SH DEFINED 01 11000 0 0 CENTEX CORP COM 152312104 3904 60452 SH DEFINED 02 0 0 60452 CENTEX CORP COM 152312104 6771 104850 SH DEFINED 02 104850 0 0 CENTEX CORP COM 152312104 11043 171000 SH DEFINED 01 171000 0 0 CENTURY ALUM CO COM 156431108 1283 57095 SH DEFINED 01 57095 0 0 CENTURY ALUM CO NOTE1.750%8/0 156431AE8 477 500000 SH DEFINED 01 500000 0 0 CENTURYTEL INC COM 156700106 2606 74500 SH DEFINED 02 0 0 74500 CENTURYTEL INC COM 156700106 4114 117600 SH DEFINED 02 117600 0 0 CENVEO INC COM 15670S105 211 20300 SH DEFINED 01 20300 0 0 CERIDIAN CORP NEW COM 156779100 205 9900 SH DEFINED 02 9900 0 0 CERTEGY INC COM 156880106 214 5350 SH DEFINED 02 5350 0 0 CERTEGY INC COM 156880106 8280 206900 SH DEFINED 01 206900 0 0 CHARLES RIVER ASSOCIATES DBCV2.875%6/1 159852AB8 6510 5250000 SH DEFINED 01 5250000 0 0 CHARMING SHOPPES INC COM 161133103 1222 114500 SH DEFINED 01 114500 0 0 CHARTER COMMUNICATIONS INC CLA 16117M107 300 200000 SH DEFINED 01 200000 0 0 CHECKFREE CORP NEW COM 162813109 454 12000 SH DEFINED 01 12000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 17786 465000 SH DEFINED 01 465000 0 0 CHEVRON CORP NEW COM 166764100 26251 405547 SH DEFINED 02 0 0 405547 CHEVRON CORP NEW COM 166764100 64586 997780 SH DEFINED 02 997780 0 0 CHEVRON CORP NEW COM 166764100 5515 85200 SH DEFINED 01 85200 0 0 CHICAGO BRIDGE & IRON CO N NYREGISTRYSH 167250109 622 20000 SH DEFINED 01 20000 0 0 CHILDRENS PL RETAIL STORES COM 168905107 356 10000 SH DEFINED 01 10000 0 0 CHIRON CORP DBCV2.750%6/3 170040AJ8 4931 5000000 SH DEFINED 01 5000000 0 0 CHOICEPOINT INC COM 170388102 471 10900 SH DEFINED 02 10900 0 0 CHOICEPOINT INC COM 170388102 20944 485141 SH DEFINED 01 485141 0 0 CHRISTOPHER & BANKS CORP COM 171046105 307 22100 SH DEFINED 01 22100 0 0 CHUBB CORP COM 171232101 4520 50472 SH DEFINED 02 0 0 50472 CHUBB CORP COM 171232101 6716 75002 SH DEFINED 02 75002 0 0 CHUBB CORP CORPUNIT% 171232309 9845 300600 SH DEFINED 01 300600 0 0 CIENA CORP COM 171779101 117 44300 SH DEFINED 02 0 0 44300 CIENA CORP COM 171779101 116 43970 SH DEFINED 02 43970 0 0 CIENA CORP NOTE3.750%2/0 171779AA9 8249 9000000 SH DEFINED 01 9000000 0 0 CINCINNATI FINL CORP COM 172062101 1721 41077 SH DEFINED 02 0 0 41077 CINCINNATI FINL CORP COM 172062101 2858 68224 SH DEFINED 02 68224 0 0 CINERGY CORP COM 172474108 466 10487 SH DEFINED 02 0 0 10487 CINERGY CORP COM 172474108 886 19950 SH DEFINED 02 19950 0 0 CINERGY CORP COM 172474108 209 4700 SH DEFINED 01 4700 0 0 CIRCUIT CITY STORE INC COM 172737108 1262 73568 SH DEFINED 02 0 0 73568 CIRCUIT CITY STORE INC COM 172737108 1987 115800 SH DEFINED 02 115800 0 0 CIRRUS LOGIC INC COM 172755100 283 37248 SH DEFINED 01 37248 0 0 CISCO SYS INC COM 17275R102 19057 1062847 SH DEFINED 02 0 0 1062847 CISCO SYS INC COM 17275R102 49765 2775539 SH DEFINED 02 2775539 0 0 CISCO SYS INC COM 17275R102 4796 267500 SH DEFINED 01 267500 0 0 CITADEL BROADCASTING CORP COM 17285T106 1287 93750 SH DEFINED 01 93750 0 0 CINTAS CORP COM 172908105 1515 36900 SH DEFINED 02 0 0 36900 CINTAS CORP COM 172908105 2445 59570 SH DEFINED 02 59570 0 0 CINTAS CORP COM 172908105 6855 167000 SH DEFINED 01 167000 0 0 CITIGROUP INC COM 172967101 37686 827910 SH DEFINED 02 0 0 827910 CITIGROUP INC COM 172967101 97394 2139591 SH DEFINED 02 2139591 0 0 CITIGROUP INC COM 172967101 610 13400 SH DEFINED 01 13400 0 0 CITRIX SYS INC COM 177376100 272 10800 SH DEFINED 02 0 0 10800 CITRIX SYS INC COM 177376100 598 23770 SH DEFINED 02 23770 0 0 CITY NATL CORP COM 178566105 259 3700 SH DEFINED 02 3700 0 0 CLEAR CHANNEL COMMUNICATION COM 184502102 7430 225900 SH DEFINED 01 225900 0 0 CLOROX CO DEL COM 189054109 367 6600 SH DEFINED 01 6600 0 0 COACH INC COM 189754104 1158 36914 SH DEFINED 02 0 0 36914 COACH INC COM 189754104 1599 50990 SH DEFINED 02 50990 0 0 COCA COLA CO COM 191216100 12276 284231 SH DEFINED 02 0 0 284231 COCA COLA CO COM 191216100 32819 759883 SH DEFINED 02 759883 0 0 COCA COLA CO COM 191216100 28419 658000 SH DEFINED 01 658000 0 0 COCA COLA ENTERPRISES INC COM 191219104 2050 105129 SH DEFINED 02 0 0 105129 COCA COLA ENTERPRISES INC COM 191219104 4260 218470 SH DEFINED 02 218470 0 0 COCA COLA ENTERPRISES INC COM 191219104 10472 537000 SH DEFINED 01 537000 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 769 16500 SH DEFINED 02 16500 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 24811 532546 SH DEFINED 01 532546 0 0 COLGATE PALMOLIVE CO COM 194162103 2284 43266 SH DEFINED 02 0 0 43266 COLGATE PALMOLIVE CO COM 194162103 3535 66956 SH DEFINED 02 66956 0 0 COLGATE PALMOLIVE CO COM 194162103 18476 350000 SH DEFINED 01 350000 0 0 COLLEGIATE FDG SVCS INC COM 19458M108 188 12707 SH DEFINED 01 12707 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 278 6000 SH DEFINED 02 6000 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 3518 75823 SH DEFINED 01 75823 0 0 COMCAST CORP NEW CLA 20030N101 6604 224778 SH DEFINED 02 0 0 224778 COMCAST CORP NEW CLA 20030N101 9607 326991 SH DEFINED 02 326991 0 0 COMCAST CORP NEW CLASPL 20030N200 371 12897 SH DEFINED 02 0 0 12897 COMERICA INC COM 200340107 1216 20647 SH DEFINED 02 0 0 20647 COMERICA INC COM 200340107 1746 29637 SH DEFINED 02 29637 0 0 COMMERCE BANCORP INC NJ COM 200519106 474 15450 SH DEFINED 02 15450 0 0 COMMERCE BANCSHARES INC COM 200525103 319 6206 SH DEFINED 02 6206 0 0 COMMERCIAL VEH GROUP INC COM 202608105 3392 161995 SH DEFINED 01 161995 0 0 COMMSCOPE INC COM 203372107 269 15500 SH DEFINED 01 15500 0 0 COMMSCOPE INC SDCV1.000%3/1 203372AD9 1166 1200000 SH DEFINED 01 1200000 0 0 COMMUNITY HEALTH SYS INC NE COM 203668108 691 17800 SH DEFINED 01 17800 0 0 COMPANHIA VALE DO RIO DOCE SPONSOREDADR 204412209 877 20000 SH DEFINED 01 20000 0 0 COMPANIA DE TELECOMUNICS CH SPONADRNEW 204449300 159 14700 SH DEFINED 01 14700 0 0 COMPUTER ASSOC INTL INC COM 204912109 387 13900 SH DEFINED 01 13900 0 0 COMPUTER SCIENCES CORP COM 205363104 4741 100214 SH DEFINED 02 0 0 100214 COMPUTER SCIENCES CORP COM 205363104 8152 172305 SH DEFINED 02 172305 0 0 COMPUTER SCIENCES CORP COM 205363104 16653 352000 SH DEFINED 01 352000 0 0 COMPUWARE CORP COM 205638109 280 29500 SH DEFINED 01 29500 0 0 COMVERSE TECHNOLOGY INC COMPAR$0.10 205862402 15954 607300 SH DEFINED 01 607300 0 0 CONAGRA FOODS INC COM 205887102 754 30445 SH DEFINED 02 0 0 30445 CONAGRA FOODS INC COM 205887102 2712 109583 SH DEFINED 02 109583 0 0 CONCORD CAMERA CORP COM 206156101 174 126876 SH DEFINED 01 126876 0 0 CONNS INC COM 208242107 2772 100000 SH DEFINED 01 100000 0 0 CONOCOPHILLIPS COM 20825C104 16970 242736 SH DEFINED 02 0 0 242736 CONOCOPHILLIPS COM 20825C104 27616 395024 SH DEFINED 02 395024 0 0 CONOCOPHILLIPS COM 20825C104 29222 418000 SH DEFINED 01 418000 0 0 CONSECO INC PFDBCV5.50% 208464867 18662 700000 SH DEFINED 01 700000 0 0 CONSECO INC COMNEW 208464883 16954 803150 SH DEFINED 01 803150 0 0 CONSTELLATION BRANDS INC CLA 21036P108 673 25900 SH DEFINED 02 25900 0 0 CONSTELLATION BRANDS INC CLA 21036P108 239 9200 SH DEFINED 01 9200 0 0 CONSTELLATION ENERGY GROUP COM 210371100 2906 47183 SH DEFINED 02 0 0 47183 CONSTELLATION ENERGY GROUP COM 210371100 5134 83337 SH DEFINED 02 83337 0 0 CONSTELLATION ENERGY GROUP COM 210371100 3277 53200 SH DEFINED 01 53200 0 0 CONTINENTAL AIRLS INC NOTE4.500%2/0 210795PD6 1222 1500000 SH DEFINED 01 1500000 0 0 CONVERGYS CORP COM 212485106 1121 77986 SH DEFINED 02 0 0 77986 CONVERGYS CORP COM 212485106 2640 183723 SH DEFINED 02 183723 0 0 COOPER CAMERON CORP COM 216640102 12864 174000 SH DEFINED 01 174000 0 0 COOPER COS INC COMNEW 216648402 414 5400 SH DEFINED 01 5400 0 0 COOPER TIRE & RUBR CO COM 216831107 4057 265700 SH DEFINED 01 265700 0 0 COPART INC COM 217204106 320 13400 SH DEFINED 01 13400 0 0 CORINTHIAN COLLEGES INC COM 218868107 3627 273354 SH DEFINED 01 273354 0 0 CORN PRODS INTL INC COM 219023108 403 20000 SH DEFINED 01 20000 0 0 CORNING INC COM 219350105 1459 75473 SH DEFINED 02 0 0 75473 CORNING INC COM 219350105 2256 116697 SH DEFINED 02 116697 0 0 CORNING INC COM 219350105 2534 131100 SH DEFINED 01 131100 0 0 CORRECTIONS CORP AMER NEW COMNEW 22025Y407 326 8200 SH DEFINED 01 8200 0 0 COSTCO WHSL CORP NEW COM 22160K105 4283 99395 SH DEFINED 02 0 0 99395 COSTCO WHSL CORP NEW COM 22160K105 6178 143370 SH DEFINED 02 143370 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 2171 65821 SH DEFINED 02 0 0 65821 COUNTRYWIDE FINANCIAL CORP COM 222372104 3960 120062 SH DEFINED 02 120062 0 0 COVANCE INC COM 222816100 461 9600 SH DEFINED 01 9600 0 0 COVENTRY HEALTH CARE INC COM 222862104 232 2698 SH DEFINED 02 0 0 2698 COVENTRY HEALTH CARE INC COM 222862104 1023 11891 SH DEFINED 02 11891 0 0 CREDENCE SYS CORP COM 225302108 1062 133078 SH DEFINED 01 133078 0 0 CRESCENT REAL ESTATE EQUITI COM 225756105 494 24100 SH DEFINED 01 24100 0 0 CRESCENT REAL ESTATE EQUITI PFDCVA6.75% 225756204 1714 77400 SH DEFINED 01 77400 0 0 CRYOLIFE INC PFDCV6% 228903209 899 18000 SH DEFINED 01 18000 0 0 CULLEN FROST BANKERS INC COM 229899109 207 4200 SH DEFINED 02 4200 0 0 CUMMINS INC COM 231021106 4232 48100 SH DEFINED 02 0 0 48100 CUMMINS INC COM 231021106 7866 89400 SH DEFINED 02 89400 0 0 CUMMINS INC COM 231021106 4426 50300 SH DEFINED 01 50300 0 0 CURAGEN CORP NOTE4.000%2/1 23126RAE1 1356 1750000 SH DEFINED 01 1750000 0 0 CYPRESS SEMICONDUCTOR CORP NOTE1.250%6/1 232806AH2 26706 22850000 SH DEFINED 01 22850000 0 0 CYTEC INDS INC COM 232820100 252 5800 SH DEFINED 01 5800 0 0 DPL INC COM 233293109 1582 56900 SH DEFINED 01 56900 0 0 D R HORTON INC COM 23331A109 1075 29679 SH DEFINED 02 0 0 29679 D R HORTON INC COM 23331A109 3773 104182 SH DEFINED 02 104182 0 0 D R HORTON INC COM 23331A109 724 20000 SH DEFINED 01 20000 0 0 DST SYS INC DEL COM 233326107 447 8145 SH DEFINED 02 8145 0 0 DTS INC COM 23335C101 4378 260000 SH DEFINED 01 260000 0 0 DANAHER CORP DEL COM 235851102 2331 43300 SH DEFINED 02 0 0 43300 DANAHER CORP DEL COM 235851102 3515 65300 SH DEFINED 02 65300 0 0 DARDEN RESTAURANTS INC COM 237194105 3107 102296 SH DEFINED 02 0 0 102296 DARDEN RESTAURANTS INC COM 237194105 5672 186763 SH DEFINED 02 186763 0 0 DARDEN RESTAURANTS INC COM 237194105 1862 61300 SH DEFINED 01 61300 0 0 DAVITA INC COM 23918K108 447 9700 SH DEFINED 01 9700 0 0 DEAN FOODS CO NEW COM 242370104 639 16450 SH DEFINED 02 16450 0 0 DEERE & CO COM 244199105 3910 63896 SH DEFINED 02 0 0 63896 DEERE & CO COM 244199105 6872 112294 SH DEFINED 02 112294 0 0 DEERE & CO COM 244199105 777 12700 SH DEFINED 01 12700 0 0 DEERFIELD TRIARC CAP CORP COM 244572301 2890 208500 SH DEFINED 01 208500 0 0 DELL INC COM 24702R101 14247 416583 SH DEFINED 02 0 0 416583 DELL INC COM 24702R101 22000 643266 SH DEFINED 02 643266 0 0 DELL INC COM 24702R101 4976 145500 SH DEFINED 01 145500 0 0 DELTIC TIMBER CORP COM 247850100 249 5400 SH DEFINED 01 5400 0 0 DENBURY RES INC COMNEW 247916208 1009 20000 SH DEFINED 01 20000 0 0 DELUXE CORP COM 248019101 739 18400 SH DEFINED 02 18400 0 0 DENDRITE INTL INC COM 248239105 631 31400 SH DEFINED 01 31400 0 0 DENNYS CORP COM 24869P104 82 19800 SH DEFINED 01 19800 0 0 DEVON ENERGY CORP NEW COM 25179M103 8038 117107 SH DEFINED 02 0 0 117107 DEVON ENERGY CORP NEW COM 25179M103 11922 173694 SH DEFINED 02 173694 0 0 DEVON ENERGY CORP NEW DEB4.900%8/1 25179MAA1 72055 58200000 SH DEFINED 01 58200000 0 0 DEVON ENERGY CORP NEW DEB4.950%8/1 25179MAB9 15982 13030000 SH DEFINED 01 13030000 0 0 DEVRY INC DEL COM 251893103 579 30400 SH DEFINED 01 30400 0 0 DIAGEO P L C SPONADRNEW 25243Q205 215 3700 SH DEFINED 01 3700 0 0 DIAMOND FOODS INC COM 252603105 305 17856 SH DEFINED 01 17856 0 0 DIAMOND OFFSHORE DRILLING I COM 25271C102 14394 235000 SH DEFINED 01 235000 0 0 DIEBOLD INC COM 253651103 431 12500 SH DEFINED 01 12500 0 0 DILLARDS INC CLA 254067101 4938 236500 SH DEFINED 01 236500 0 0 DIRECTV GROUP INC COM 25459L106 543 36269 SH DEFINED 02 36269 0 0 DIRECTV GROUP INC COM 25459L106 181 12100 SH DEFINED 01 12100 0 0 DISCOVERY LABORATORIES INC COM 254668106 194 30000 SH DEFINED 01 30000 0 0 DISNEY WALT CO COMDISNEY 254687106 9447 391504 SH DEFINED 02 0 0 391504 DISNEY WALT CO COMDISNEY 254687106 24985 1035430 SH DEFINED 02 1035430 0 0 DISNEY WALT CO COMDISNEY 254687106 4853 201100 SH DEFINED 01 201100 0 0 DISNEY WALT CO NOTE2.125%4/1 254687AU0 6601 6500000 SH DEFINED 01 6500000 0 0 DISCOVERY HOLDING CO CLACOM 25468Y107 205 14230 SH DEFINED 02 14230 0 0 DOBSON COMMUNICATIONS CORP CLA 256069105 77 10000 SH DEFINED 01 10000 0 0 DOLLAR GEN CORP COM 256669102 1690 92149 SH DEFINED 02 0 0 92149 DOLLAR GEN CORP COM 256669102 3376 184065 SH DEFINED 02 184065 0 0 DOLLAR GEN CORP COM 256669102 13296 725000 SH DEFINED 01 725000 0 0 DOLLAR TREE STORES INC COM 256747106 247 11400 SH DEFINED 02 11400 0 0 DOMINION RES INC VA NEW COM 25746U109 2102 24400 SH DEFINED 02 0 0 24400 DOMINION RES INC VA NEW COM 25746U109 3187 37000 SH DEFINED 02 37000 0 0 DOMINION RES INC VA NEW COM 25746U109 23129 268500 SH DEFINED 01 268500 0 0 DOMINOS PIZZA INC COM 25754A201 2332 100000 SH DEFINED 01 100000 0 0 DONALDSON INC COM 257651109 281 9200 SH DEFINED 01 9200 0 0 DONNELLEY R R & SONS CO COM 257867101 1638 44200 SH DEFINED 02 0 0 44200 DONNELLEY R R & SONS CO COM 257867101 2587 69800 SH DEFINED 02 69800 0 0 DONNELLEY R R & SONS CO COM 257867101 5297 142900 SH DEFINED 01 142900 0 0 DORAL FINL CORP COM 25811P100 298 22800 SH DEFINED 01 22800 0 0 DOW CHEM CO COM 260543103 9152 219638 SH DEFINED 02 0 0 219638 DOW CHEM CO COM 260543103 14454 346860 SH DEFINED 02 346860 0 0 DOW CHEM CO COM 260543103 7613 182700 SH DEFINED 01 182700 0 0 DREAMWORKS ANIMATION SKG IN CLA 26153C103 545 19700 SH DEFINED 01 19700 0 0 DRESS BARN INC NOTE2.500%12/1 261570AB1 2510 2000000 SH DEFINED 01 2000000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3871 98832 SH DEFINED 02 0 0 98832 DU PONT E I DE NEMOURS & CO COM 263534109 12134 309777 SH DEFINED 02 309777 0 0 DUKE ENERGY CORP COM 264399106 5121 175550 SH DEFINED 02 0 0 175550 DUKE ENERGY CORP COM 264399106 7409 254006 SH DEFINED 02 254006 0 0 DUKE ENERGY CORP COM 264399106 648 22200 SH DEFINED 01 22200 0 0 DUKE REALTY CORP COMNEW 264411505 247 7300 SH DEFINED 02 7300 0 0 DUN & BRADSTREET CORP DEL N COM 26483E100 323 4900 SH DEFINED 02 4900 0 0 DUN & BRADSTREET CORP DEL N COM 26483E100 303 4600 SH DEFINED 01 4600 0 0 DURA AUTOMOTIVE SYSTEMS COR CLA 265903104 434 108000 SH DEFINED 01 108000 0 0 DYNEGY INC NEW CLA 26816Q101 585 124300 SH DEFINED 01 124300 0 0 E M C CORP MASS COM 268648102 5141 397300 SH DEFINED 02 0 0 397300 E M C CORP MASS COM 268648102 7492 578959 SH DEFINED 02 578959 0 0 EOG RES INC COM 26875P101 338 4515 SH DEFINED 02 0 0 4515 E TRADE FINANCIAL CORP COM 269246104 1524 86600 SH DEFINED 02 0 0 86600 E TRADE FINANCIAL CORP COM 269246104 2394 136000 SH DEFINED 02 136000 0 0 EASTMAN CHEM CO COM 277432100 3058 65100 SH DEFINED 01 65100 0 0 EASTMAN KODAK CO COM 277461109 321 13200 SH DEFINED 02 13200 0 0 EASTMAN KODAK CO COM 277461109 255 10500 SH DEFINED 01 10500 0 0 EATON CORP COM 278058102 3957 62265 SH DEFINED 02 0 0 62265 EATON CORP COM 278058102 6956 109453 SH DEFINED 02 109453 0 0 EATON CORP COM 278058102 3006 47300 SH DEFINED 01 47300 0 0 EATON VANCE CORP COMNONVTG 278265103 233 9400 SH DEFINED 02 9400 0 0 EBAY INC COM 278642103 7030 170635 SH DEFINED 02 0 0 170635 EBAY INC COM 278642103 10189 247300 SH DEFINED 02 247300 0 0 EBAY INC COM 278642103 3354 81400 SH DEFINED 01 81400 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 479 16200 SH DEFINED 02 16200 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 568 19200 SH DEFINED 01 19200 0 0 ECHOSTAR COMMUNICATIONS NEW NOTE5.750%5/1 278762AG4 19016 19200000 SH DEFINED 01 19200000 0 0 EDISON INTL COM 281020107 3326 70349 SH DEFINED 02 0 0 70349 EDISON INTL COM 281020107 4860 102794 SH DEFINED 02 102794 0 0 EDISON INTL COM 281020107 18245 385900 SH DEFINED 01 385900 0 0 EDUCATION MGMT CORP COM 28139T101 416 12900 SH DEFINED 01 12900 0 0 EFUNDS CORP COM 28224R101 1533 81400 SH DEFINED 01 81400 0 0 EL PASO ELEC CO COMNEW 283677854 2085 100000 SH DEFINED 01 100000 0 0 ELAN PLC ADR 284131208 549 62000 SH DEFINED 01 62000 0 0 ELECTRONIC ARTS INC COM 285512109 1673 29400 SH DEFINED 02 0 0 29400 ELECTRONIC ARTS INC COM 285512109 2554 44900 SH DEFINED 02 44900 0 0 ELECTRONIC ARTS INC COM 285512109 2844 50000 SH DEFINED 01 50000 0 0 ELECTRONIC DATA SYS NEW COM 285661104 1048 46709 SH DEFINED 02 0 0 46709 ELECTRONIC DATA SYS NEW COM 285661104 3817 170106 SH DEFINED 02 170106 0 0 ELECTRONIC DATA SYS NEW COM 285661104 1194 53200 SH DEFINED 01 53200 0 0 EMBRAER-EMPRESA BRASILEIRA SPADRPFDSHS 29081M102 18404 476800 SH DEFINED 01 476800 0 0 EMERSON ELEC CO COM 291011104 1981 27587 SH DEFINED 02 0 0 27587 EMERSON ELEC CO COM 291011104 2899 40370 SH DEFINED 02 40370 0 0 EMULEX CORP COMNEW 292475209 273 13500 SH DEFINED 01 13500 0 0 ENERGEN CORP COM 29265N108 606 14000 SH DEFINED 01 14000 0 0 ENERGY EAST CORP COM 29266M109 341 13530 SH DEFINED 02 0 0 13530 ENERGY EAST CORP COM 29266M109 922 36606 SH DEFINED 02 36606 0 0 ENERGY EAST CORP COM 29266M109 2721 108000 SH DEFINED 01 108000 0 0 ENERGIZER HLDGS INC COM 29266R108 210 3700 SH DEFINED 02 3700 0 0 ENERGIZER HLDGS INC COM 29266R108 1066 18800 SH DEFINED 01 18800 0 0 ENDOLOGIX INC COM 29266S106 835 164400 SH DEFINED 01 164400 0 0 ENGELHARD CORP COM 292845104 1613 57800 SH DEFINED 02 0 0 57800 ENGELHARD CORP COM 292845104 2783 99700 SH DEFINED 02 99700 0 0 ENTERASYS NETWORKS INC COM 293637104 75 55700 SH DEFINED 01 55700 0 0 ENTERGY CORP NEW COM 29364G103 2312 31115 SH DEFINED 02 0 0 31115 ENTERGY CORP NEW COM 29364G103 4093 55069 SH DEFINED 02 55069 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 219 8700 SH DEFINED 01 8700 0 0 EPICOR SOFTWARE CORP COM 29426L108 140 10800 SH DEFINED 01 10800 0 0 EQUIFAX INC COM 294429105 426 12200 SH DEFINED 01 12200 0 0 EQUINIX INC COMNEW 29444U502 212 5100 SH DEFINED 01 5100 0 0 EQUITY RESIDENTIAL SHBENINT 29476L107 507 13400 SH DEFINED 02 0 0 13400 EQUITY RESIDENTIAL SHBENINT 29476L107 802 21200 SH DEFINED 02 21200 0 0 ESCHELON TELECOM INC COM 296290109 4458 357500 SH DEFINED 01 357500 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 266 8500 SH DEFINED 01 8500 0 0 EXAR CORP COM 300645108 744 53100 SH DEFINED 01 53100 0 0 EXELON CORP COM 30161N101 5808 108677 SH DEFINED 02 0 0 108677 EXELON CORP COM 30161N101 8703 162854 SH DEFINED 02 162854 0 0 EXELON CORP COM 30161N101 4382 82000 SH DEFINED 01 82000 0 0 EXPEDITORS INTL WASH INC COM 302130109 505 8900 SH DEFINED 02 8900 0 0 EXPRESS SCRIPTS INC COM 302182100 4040 64959 SH DEFINED 02 0 0 64959 EXPRESS SCRIPTS INC COM 302182100 6471 104038 SH DEFINED 02 104038 0 0 EXTREME NETWORKS INC COM 30226D106 202 45400 SH DEFINED 01 45400 0 0 EXXON MOBIL CORP COM 30231G102 62921 990254 SH DEFINED 02 0 0 990254 EXXON MOBIL CORP COM 30231G102 163666 2575796 SH DEFINED 02 2575796 0 0 EXXON MOBIL CORP COM 30231G102 28593 450000 SH DEFINED 01 450000 0 0 FLIR SYS INC COM 302445101 600 20300 SH DEFINED 01 20300 0 0 FLIR SYS INC NOTE3.000%6/0 302445AB7 1480 1000000 SH DEFINED 01 1000000 0 0 FMC TECHNOLOGIES INC COM 30249U101 278 6600 SH DEFINED 01 6600 0 0 FPL GROUP INC COM 302571104 2474 51968 SH DEFINED 02 0 0 51968 FPL GROUP INC COM 302571104 3932 82600 SH DEFINED 02 82600 0 0 FPL GROUP INC COM 302571104 7140 150000 SH DEFINED 01 150000 0 0 FTD GROUP INC COM 30267U108 1862 179902 SH DEFINED 01 179902 0 0 FACTSET RESH SYS INC COM 303075105 811 23000 SH DEFINED 01 23000 0 0 FAIRCHILD SEMICONDUCTOR INT COM 303726103 389 26200 SH DEFINED 01 26200 0 0 FAIRMONT HOTELS RESORTS INC COM 305204109 508 15200 SH DEFINED 01 15200 0 0 FAMILY DLR STORES INC COM 307000109 577 29046 SH DEFINED 02 0 0 29046 FAMILY DLR STORES INC COM 307000109 733 36889 SH DEFINED 02 36889 0 0 FAMILY DLR STORES INC COM 307000109 8399 422700 SH DEFINED 01 422700 0 0 FEDERAL HOME LN MTG CORP COM 313400301 5520 97765 SH DEFINED 02 0 0 97765 FEDERAL HOME LN MTG CORP COM 313400301 8514 150790 SH DEFINED 02 150790 0 0 FEDERAL HOME LN MTG CORP COM 313400301 243 4300 SH DEFINED 01 4300 0 0 FEDERAL NATL MTG ASSN COM 313586109 6505 145141 SH DEFINED 02 0 0 145141 FEDERAL NATL MTG ASSN COM 313586109 9273 206885 SH DEFINED 02 206885 0 0 FEDERAL NATL MTG ASSN COM 313586109 2241 50000 SH DEFINED 01 50000 0 0 FEDERATED DEPT STORES INC D COM 31410H101 3000 44863 SH DEFINED 02 0 0 44863 FEDERATED DEPT STORES INC D COM 31410H101 4303 64345 SH DEFINED 02 64345 0 0 FEDERATED INVS INC PA CLB 314211103 1163 35000 SH DEFINED 02 0 0 35000 FEDERATED INVS INC PA CLB 314211103 1808 54400 SH DEFINED 02 54400 0 0 FEDEX CORP COM 31428X106 6452 74053 SH DEFINED 02 0 0 74053 FEDEX CORP COM 31428X106 10576 121381 SH DEFINED 02 121381 0 0 FIDELITY NATL FINL INC COM 316326107 370 8313 SH DEFINED 02 0 0 8313 FIDELITY NATL FINL INC COM 316326107 1581 35504 SH DEFINED 02 35504 0 0 FIDELITY NATL FINL INC COM 316326107 730 16400 SH DEFINED 01 16400 0 0 FIFTH THIRD BANCORP COM 316773100 1222 33282 SH DEFINED 02 0 0 33282 FIFTH THIRD BANCORP COM 316773100 1627 44303 SH DEFINED 02 44303 0 0 FINISH LINE INC CLA 317923100 155 10600 SH DEFINED 01 10600 0 0 FIRST AMERN CORP CALIF COM 318522307 9779 214124 SH DEFINED 01 214124 0 0 FIRST DATA CORP COM 319963104 6014 150355 SH DEFINED 02 0 0 150355 FIRST DATA CORP COM 319963104 8913 222831 SH DEFINED 02 222831 0 0 FIRST DATA CORP COM 319963104 276 6900 SH DEFINED 01 6900 0 0 FIRST HORIZON NATL CORP COM 320517105 1301 35800 SH DEFINED 02 0 0 35800 FIRST HORIZON NATL CORP COM 320517105 2057 56600 SH DEFINED 02 56600 0 0 FISERV INC COM 337738108 3883 84660 SH DEFINED 02 0 0 84660 FISERV INC COM 337738108 7002 152646 SH DEFINED 02 152646 0 0 FISERV INC COM 337738108 18749 408742 SH DEFINED 01 408742 0 0 FLAGSTAR BANCORP INC COM 337930101 430 26700 SH DEFINED 01 26700 0 0 FIRSTENERGY CORP COM 337932107 3545 68023 SH DEFINED 02 0 0 68023 FIRSTENERGY CORP COM 337932107 5249 100715 SH DEFINED 02 100715 0 0 FISHER SCIENTIFIC INTL INC COMNEW 338032204 877 14134 SH DEFINED 02 0 0 14134 FISHER SCIENTIFIC INTL INC COMNEW 338032204 1188 19145 SH DEFINED 02 19145 0 0 FLUOR CORP NEW COM 343412102 225 3500 SH DEFINED 01 3500 0 0 FOMENTO ECONOMICO MEXICANO SPONADRUNITS 344419106 1884 26948 SH DEFINED 01 26948 0 0 FOOT LOCKER INC COM 344849104 287 13061 SH DEFINED 02 0 0 13061 FOOT LOCKER INC COM 344849104 948 43189 SH DEFINED 02 43189 0 0 FOOT LOCKER INC COM 344849104 5222 238000 SH DEFINED 01 238000 0 0 FORD MTR CO DEL COMPAR$0.01 345370860 3423 347187 SH DEFINED 02 0 0 347187 FORD MTR CO DEL COMPAR$0.01 345370860 5046 511757 SH DEFINED 02 511757 0 0 FORD MTR CO DEL COMPAR$0.01 345370860 263 26700 SH DEFINED 01 26700 0 0 FORD MTR CO CAP TR II PFDTRCV6.5% 345395206 2399 65800 SH DEFINED 01 65800 0 0 FOREST LABS INC COM 345838106 3511 90100 SH DEFINED 02 0 0 90100 FOREST LABS INC COM 345838106 5540 142170 SH DEFINED 02 142170 0 0 FOREST OIL CORP COMPAR$0.01 346091705 6148 118000 SH DEFINED 01 118000 0 0 FOUNDATION COAL HLDGS INC COM 35039W100 3895 101300 SH DEFINED 01 101300 0 0 FOUNDRY NETWORKS INC COM 35063R100 381 30000 SH DEFINED 01 30000 0 0 FOUR SEASONS HOTEL INC LTDVTGSH 35100E104 2870 50000 SH DEFINED 01 50000 0 0 FRANKLIN RES INC COM 354613101 2177 25929 SH DEFINED 02 0 0 25929 FRANKLIN RES INC COM 354613101 3269 38934 SH DEFINED 02 38934 0 0 FREDS INC CLA 356108100 367 29300 SH DEFINED 01 29300 0 0 FREEPORT-MCMORAN COPPER & G CLB 35671D857 240 4932 SH DEFINED 02 0 0 4932 FREIGHTCAR AMER INC COM 357023100 979 24000 SH DEFINED 01 24000 0 0 FREMONT GEN CORP COM 357288109 912 41800 SH DEFINED 01 41800 0 0 FRONTIER AIRLINES INC NEW COM 359065109 3081 315000 SH DEFINED 01 315000 0 0 GATX CORP COM 361448103 261 6600 SH DEFINED 01 6600 0 0 GALLAGHER ARTHUR J & CO COM 363576109 487 16900 SH DEFINED 02 16900 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2881 100000 SH DEFINED 01 100000 0 0 GANNETT INC COM 364730101 934 13575 SH DEFINED 02 0 0 13575 GANNETT INC COM 364730101 1439 20900 SH DEFINED 02 20900 0 0 GANNETT INC COM 364730101 1514 22000 SH DEFINED 01 22000 0 0 GAP INC DEL COM 364760108 4490 257596 SH DEFINED 02 0 0 257596 GAP INC DEL COM 364760108 7362 422379 SH DEFINED 02 422379 0 0 GAP INC DEL COM 364760108 17873 1025400 SH DEFINED 01 1025400 0 0 GARTNER INC COM 366651107 2848 243600 SH DEFINED 01 243600 0 0 GASCO ENERGY INC NOTE5.500%10/0 367220AB6 914 500000 SH DEFINED 01 500000 0 0 GATEWAY INC COM 367626108 236 87500 SH DEFINED 02 0 0 87500 GATEWAY INC COM 367626108 255 94470 SH DEFINED 02 94470 0 0 GATEWAY INC COM 367626108 181 67200 SH DEFINED 01 67200 0 0 GEN-PROBE INC NEW COM 36866T103 1236 25000 SH DEFINED 01 25000 0 0 GENENTECH INC COMNEW 368710406 318 3772 SH DEFINED 02 0 0 3772 GENENTECH INC COMNEW 368710406 2962 35175 SH DEFINED 02 35175 0 0 GENERAL DYNAMICS CORP COM 369550108 3277 27410 SH DEFINED 02 0 0 27410 GENERAL DYNAMICS CORP COM 369550108 4893 40931 SH DEFINED 02 40931 0 0 GENERAL ELEC CO COM 369604103 52691 1564935 SH DEFINED 02 0 0 1564935 GENERAL ELEC CO COM 369604103 136662 4058873 SH DEFINED 02 4058873 0 0 GENERAL ELEC CO COM 369604103 4889 145200 SH DEFINED 01 145200 0 0 GENERAL MLS INC COM 370334104 2938 60952 SH DEFINED 02 0 0 60952 GENERAL MLS INC COM 370334104 8122 168515 SH DEFINED 02 168515 0 0 GENERAL MLS INC COM 370334104 20379 422800 SH DEFINED 01 422800 0 0 GENERAL MTRS CORP COM 370442105 1413 46173 SH DEFINED 02 0 0 46173 GENERAL MTRS CORP COM 370442105 1964 64170 SH DEFINED 02 64170 0 0 GENERAL MTRS CORP DEBSRCVC33 370442717 11001 557000 SH DEFINED 01 557000 0 0 GENERAL MTRS CORP DEBSRCONVA 370442741 30433 1277100 SH DEFINED 01 1277100 0 0 GENTEX CORP COM 371901109 186 10700 SH DEFINED 01 10700 0 0 GENITOPE CORP COM 37229P507 172 24800 SH DEFINED 01 24800 0 0 GENVEC INC COM 37246C109 385 187000 SH DEFINED 01 187000 0 0 GENWORTH FINL INC COMCLA 37247D106 11529 357600 SH DEFINED 01 357600 0 0 GENZYME CORP COM 372917104 9160 127858 SH DEFINED 01 127858 0 0 GENZYME CORP NOTE1.250%12/0 372917AN4 2878 2500000 SH DEFINED 01 2500000 0 0 GEORGIA PAC CORP COM 373298108 1547 45414 SH DEFINED 02 0 0 45414 GEORGIA PAC CORP COM 373298108 3429 100666 SH DEFINED 02 100666 0 0 GEORGIA PAC CORP COM 373298108 2129 62500 SH DEFINED 01 62500 0 0 GERON CORP COM 374163103 445 43300 SH DEFINED 01 43300 0 0 GIANT INDS INC COM 374508109 5854 100000 SH DEFINED 01 100000 0 0 GILLETTE CO COM 375766102 5578 95844 SH DEFINED 02 0 0 95844 GILLETTE CO COM 375766102 16983 291809 SH DEFINED 02 291809 0 0 GLOBAL PMTS INC COM 37940X102 614 7900 SH DEFINED 01 7900 0 0 GLOBAL POWER EQUIPMENT INC COM 37941P108 2139 300000 SH DEFINED 01 300000 0 0 GOL LINHAS AEREAS INTLG S A SPADRREPPFD 38045R107 5516 170000 SH DEFINED 01 170000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 9479 77968 SH DEFINED 02 0 0 77968 GOLDMAN SACHS GROUP INC COM 38141G104 13074 107538 SH DEFINED 02 107538 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 3453 28400 SH DEFINED 01 28400 0 0 GOODRICH CORP COM 382388106 3538 79800 SH DEFINED 01 79800 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2049 131400 SH DEFINED 02 0 0 131400 GOODYEAR TIRE & RUBR CO COM 382550101 3244 208100 SH DEFINED 02 208100 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 468 30000 SH DEFINED 01 30000 0 0 GOODYS FAMILY CLOTHING INC COM 382588101 80 10534 SH DEFINED 01 10534 0 0 GOOGLE INC CLA 38259P508 423 1338 SH DEFINED 02 0 0 1338 GOOGLE INC CLA 38259P508 2261 7145 SH DEFINED 02 7145 0 0 GOOGLE INC CLA 38259P508 2848 9000 SH DEFINED 01 9000 0 0 GRACO INC COM 384109104 10595 309086 SH DEFINED 01 309086 0 0 GRAFTECH INTL LTD COM 384313102 109 20000 SH DEFINED 01 20000 0 0 GRAFTECH INTL LTD DBCV1.625%1/1 384313AB8 1452 2000000 SH DEFINED 01 2000000 0 0 GRAINGER W W INC COM 384802104 1560 24791 SH DEFINED 02 0 0 24791 GRAINGER W W INC COM 384802104 2335 37113 SH DEFINED 02 37113 0 0 GRAINGER W W INC COM 384802104 7852 124800 SH DEFINED 01 124800 0 0 GRANITE CONSTR INC COM 387328107 382 10000 SH DEFINED 01 10000 0 0 GRANT PRIDECO INC COM 38821G101 756 18600 SH DEFINED 01 18600 0 0 GREAT WOLF RESORTS INC COM 391523107 165 16000 SH DEFINED 01 16000 0 0 GREATER BAY BANCORP NOTE3/2 391648AP7 8950 10000000 SH DEFINED 01 10000000 0 0 GREENFIELD ONLINE INC COM 395150105 194 35700 SH DEFINED 01 35700 0 0 GREY WOLF INC NOTE3.750%5/0 397888AD0 21052 15200000 SH DEFINED 01 15200000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1300 47100 SH DEFINED 01 47100 0 0 GTECH HLDGS CORP COM 400518106 747 23295 SH DEFINED 02 23295 0 0 GUESS INC COM 401617105 441 20600 SH DEFINED 01 20600 0 0 GUIDANT CORP COM 401698105 1577 22887 SH DEFINED 02 0 0 22887 GUIDANT CORP COM 401698105 2536 36810 SH DEFINED 02 36810 0 0 HCA INC COM 404119109 4330 90355 SH DEFINED 02 0 0 90355 HCA INC COM 404119109 7314 152621 SH DEFINED 02 152621 0 0 HCA INC COM 404119109 2717 56700 SH DEFINED 01 56700 0 0 HCC INS HLDGS INC COM 404132102 223 7800 SH DEFINED 02 7800 0 0 HALLIBURTON CO COM 406216101 4604 67188 SH DEFINED 02 0 0 67188 HALLIBURTON CO COM 406216101 6397 93357 SH DEFINED 02 93357 0 0 HALLIBURTON CO COM 406216101 3118 45500 SH DEFINED 01 45500 0 0 HALLIBURTON CO NOTE3.125%7/1 406216AM3 86647 46150000 SH DEFINED 01 46150000 0 0 HANOVER COMPRESSOR CO COM 410768105 287 20700 SH DEFINED 01 20700 0 0 HARLAND JOHN H CO COM 412693103 431 9700 SH DEFINED 01 9700 0 0 HARLEY DAVIDSON INC COM 412822108 4531 93544 SH DEFINED 02 0 0 93544 HARLEY DAVIDSON INC COM 412822108 7780 160621 SH DEFINED 02 160621 0 0 HARLEY DAVIDSON INC COM 412822108 1652 34100 SH DEFINED 01 34100 0 0 HARMAN INTL INDS INC COM 413086109 2659 26000 SH DEFINED 01 26000 0 0 HARRAHS ENTMT INC COM 413619107 639 9800 SH DEFINED 02 0 0 9800 HARRAHS ENTMT INC COM 413619107 1434 22000 SH DEFINED 02 22000 0 0 HARRAHS ENTMT INC COM 413619107 7986 122500 SH DEFINED 01 122500 0 0 HARRIS CORP DEL COM 413875105 226 5400 SH DEFINED 02 5400 0 0 HARRIS CORP DEL DBCV3.500%8/1 413875AH8 33750 18000000 SH DEFINED 01 18000000 0 0 HARRIS INTERACTIVE INC COM 414549105 173 40409 SH DEFINED 01 40409 0 0 HARTE-HANKS INC COM 416196103 255 9650 SH DEFINED 02 9650 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 3488 45193 SH DEFINED 02 0 0 45193 HARTFORD FINL SVCS GROUP IN COM 416515104 4813 62368 SH DEFINED 02 62368 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 2516 32600 SH DEFINED 01 32600 0 0 HARVEST NATURAL RESOURCES I COM 41754V103 233 21700 SH DEFINED 01 21700 0 0 HEALTH MGMT ASSOC INC NEW CLA 421933102 3563 151798 SH DEFINED 02 0 0 151798 HEALTH MGMT ASSOC INC NEW CLA 421933102 6356 270820 SH DEFINED 02 270820 0 0 HEALTH MGMT ASSOC INC NEW CLA 421933102 483 20600 SH DEFINED 01 20600 0 0 HEALTH MGMT ASSOC INC NEW NOTE1.500%8/0 421933AF9 36741 35500000 SH DEFINED 01 35500000 0 0 HEALTH MGMT ASSOC INC NEW NOTE1/2 421933AG7 37039 42000000 SH DEFINED 01 42000000 0 0 HEALTH NET INC COM 42222G108 1083 22878 SH DEFINED 02 22878 0 0 HEALTH NET INC COM 42222G108 7372 155800 SH DEFINED 01 155800 0 0 HEIDRICK & STRUGGLES INTL I COM 422819102 3598 111133 SH DEFINED 01 111133 0 0 HEINZ H J CO COM 423074103 1721 47100 SH DEFINED 02 47100 0 0 HENRY JACK & ASSOC INC COM 426281101 210 10800 SH DEFINED 01 10800 0 0 HEWLETT PACKARD CO COM 428236103 15511 531211 SH DEFINED 02 0 0 531211 HEWLETT PACKARD CO COM 428236103 37814 1295017 SH DEFINED 02 1295017 0 0 HEWLETT PACKARD CO COM 428236103 2380 81500 SH DEFINED 01 81500 0 0 HEXCEL CORP NEW COM 428291108 3089 168900 SH DEFINED 01 168900 0 0 HIGHLAND HOSPITALITY CORP COM 430141101 133 13000 SH DEFINED 01 13000 0 0 HILB ROGAL & HOBBS CO COM 431294107 269 7200 SH DEFINED 01 7200 0 0 HILLENBRAND INDS INC COM 431573104 657 13957 SH DEFINED 02 13957 0 0 HILLENBRAND INDS INC COM 431573104 470 10000 SH DEFINED 01 10000 0 0 HILTON HOTELS CORP COM 432848109 1841 82500 SH DEFINED 01 82500 0 0 HITTITE MICROWAVE CORP COM 43365Y104 354 17500 SH DEFINED 01 17500 0 0 HOLLINGER INTL INC CLA 435569108 377 38500 SH DEFINED 01 38500 0 0 HOME DEPOT INC COM 437076102 15526 407078 SH DEFINED 02 0 0 407078 HOME DEPOT INC COM 437076102 23745 622584 SH DEFINED 02 622584 0 0 HOME DEPOT INC COM 437076102 47011 1232600 SH DEFINED 01 1232600 0 0 HOMEBANC CORP GA COM 43738R109 274 35500 SH DEFINED 01 35500 0 0 HONEYWELL INTL INC COM 438516106 3569 95185 SH DEFINED 02 0 0 95185 HONEYWELL INTL INC COM 438516106 5261 140301 SH DEFINED 02 140301 0 0 HONEYWELL INTL INC COM 438516106 7591 202439 SH DEFINED 01 202439 0 0 HORMEL FOODS CORP COM 440452100 244 7400 SH DEFINED 02 7400 0 0 HORNBECK OFFSHORE SVCS INC COM 440543106 9524 260000 SH DEFINED 01 260000 0 0 HOST MARRIOTT CORP NEW COM 44107P104 403 23833 SH DEFINED 02 23833 0 0 HOUSTON EXPL CO COM 442120101 296 4400 SH DEFINED 01 4400 0 0 HOVNANIAN ENTERPRISES INC CLA 442487203 338 6600 SH DEFINED 01 6600 0 0 HUDSON CITY BANCORP COM 443683107 10052 844700 SH DEFINED 01 844700 0 0 HUGHES SUPPLY INC COM 444482103 411 12600 SH DEFINED 01 12600 0 0 HUMANA INC COM 444859102 4750 99200 SH DEFINED 02 0 0 99200 HUMANA INC COM 444859102 8090 168970 SH DEFINED 02 168970 0 0 HUMAN GENOME SCIENCES INC NOTE2.250%10/1 444903AK4 2145 2000000 SH DEFINED 01 2000000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 13033 580000 SH DEFINED 01 580000 0 0 HUNTSMAN CORP COM 447011107 19537 999335 SH DEFINED 01 999335 0 0 IDT CORP CLB 448947309 224 18400 SH DEFINED 01 18400 0 0 IAC INTERACTIVECORP COMNEW 44919P300 326 12874 SH DEFINED 02 12874 0 0 IAC INTERACTIVECORP COMNEW 44919P300 769 30349 SH DEFINED 01 30349 0 0 IHOP CORP COM 449623107 2037 50000 SH DEFINED 01 50000 0 0 IMS HEALTH INC COM 449934108 986 39171 SH DEFINED 02 0 0 39171 IMS HEALTH INC COM 449934108 1429 56766 SH DEFINED 02 56766 0 0 IXIA COM 45071R109 157 10700 SH DEFINED 01 10700 0 0 ITT INDS INC IND COM 450911102 1483 13051 SH DEFINED 02 0 0 13051 ITT INDS INC IND COM 450911102 2216 19509 SH DEFINED 02 19509 0 0 ILLINOIS TOOL WKS INC COM 452308109 2971 36083 SH DEFINED 02 0 0 36083 ILLINOIS TOOL WKS INC COM 452308109 4182 50800 SH DEFINED 02 50800 0 0 ILLINOIS TOOL WKS INC COM 452308109 609 7400 SH DEFINED 01 7400 0 0 IMATION CORP COM 45245A107 210 4900 SH DEFINED 01 4900 0 0 IMMUNICON CORP DEL COM 45260A107 295 75000 SH DEFINED 01 75000 0 0 INDEPENDENCE CMNTY BK CORP COM 453414104 532 15600 SH DEFINED 01 15600 0 0 INFORMATICA CORP COM 45666Q102 665 55300 SH DEFINED 01 55300 0 0 INFOSPACE INC COMNEW 45678T201 1236 51800 SH DEFINED 01 51800 0 0 INGRAM MICRO INC CLA 457153104 4103 221300 SH DEFINED 01 221300 0 0 INSTINET GROUP INC COM 457750107 85 17200 SH DEFINED 01 17200 0 0 INTEL CORP COM 458140100 25217 1022982 SH DEFINED 02 0 0 1022982 INTEL CORP COM 458140100 65735 2666747 SH DEFINED 02 2666747 0 0 INTEL CORP COM 458140100 4632 187900 SH DEFINED 01 187900 0 0 INTELLISYNC CORP COM 458176104 888 200000 SH DEFINED 01 200000 0 0 INTER TEL INC COM 458372109 538 25600 SH DEFINED 01 25600 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 253 12900 SH DEFINED 01 12900 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 21621 269522 SH DEFINED 02 0 0 269522 INTERNATIONAL BUSINESS MACH COM 459200101 54641 681138 SH DEFINED 02 681138 0 0 INTERNATIONAL FLAVORS&FRAGR COM 459506101 595 16700 SH DEFINED 01 16700 0 0 INTERNATIONAL GAME TECHNOLO COM 459902102 767 28415 SH DEFINED 02 0 0 28415 INTERNATIONAL GAME TECHNOLO COM 459902102 1156 42823 SH DEFINED 02 42823 0 0 INTERNATIONAL GAME TECHNOLO COM 459902102 6823 252700 SH DEFINED 01 252700 0 0 INTL PAPER CO COM 460146103 1368 45900 SH DEFINED 02 0 0 45900 INTL PAPER CO COM 460146103 2262 75900 SH DEFINED 02 75900 0 0 INTL PAPER CO COM 460146103 1043 35000 SH DEFINED 01 35000 0 0 INTERNATIONAL SPEEDWAY CORP CLA 460335201 514 9800 SH DEFINED 02 9800 0 0 INTERNATIONAL SPEEDWAY CORP CLA 460335201 477 9100 SH DEFINED 01 9100 0 0 INTERPUBLIC GROUP COS INC COM 460690100 314 27000 SH DEFINED 01 27000 0 0 INTERSECTIONS INC COM 460981301 136 11400 SH DEFINED 01 11400 0 0 INTUIT COM 461202103 1956 43649 SH DEFINED 02 0 0 43649 INTUIT COM 461202103 2906 64844 SH DEFINED 02 64844 0 0 INTUIT COM 461202103 1004 22400 SH DEFINED 01 22400 0 0 INVACARE CORP COM 461203101 217 5200 SH DEFINED 01 5200 0 0 INVITROGEN CORP COM 46185R100 730 9700 SH DEFINED 02 9700 0 0 IPAYMENT INC COM 46262E105 848 22402 SH DEFINED 01 22402 0 0 ISHARES INC MSCITAIWAN 464286731 117 10000 SH DEFINED 01 10000 0 0 ISHARES INC MSCIJAPAN 464286848 3048 250000 SH DEFINED 01 250000 0 0 ISHARES TR FTSEXNHUAIDX 464287184 674 10500 SH DEFINED 01 10500 0 0 ISHARES TR NASDQBIOINDX 464287556 1925 25000 SH DEFINED 01 25000 0 0 ITRON INC COM 465741106 1142 25000 SH DEFINED 01 25000 0 0 JDS UNIPHASE CORP COM 46612J101 149 67121 SH DEFINED 02 0 0 67121 JDS UNIPHASE CORP COM 46612J101 405 182240 SH DEFINED 02 182240 0 0 JDS UNIPHASE CORP NOTE11/1 46612JAB7 9718 11500000 SH DEFINED 01 11500000 0 0 JPMORGAN & CHASE & CO COM 46625H100 16554 487898 SH DEFINED 02 0 0 487898 JPMORGAN & CHASE & CO COM 46625H100 24158 711981 SH DEFINED 02 711981 0 0 JPMORGAN & CHASE & CO COM 46625H100 32168 948078 SH DEFINED 01 948078 0 0 JABIL CIRCUIT INC COM 466313103 920 29757 SH DEFINED 02 0 0 29757 JABIL CIRCUIT INC COM 466313103 2230 72119 SH DEFINED 02 72119 0 0 JABIL CIRCUIT INC COM 466313103 587 19000 SH DEFINED 01 19000 0 0 JACK IN THE BOX INC COM 466367109 275 9200 SH DEFINED 01 9200 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 229 3400 SH DEFINED 01 3400 0 0 JACUZZI BRANDS INC COM 469865109 548 68000 SH DEFINED 01 68000 0 0 JANUS CAP GROUP INC COM 47102X105 655 45300 SH DEFINED 01 45300 0 0 JEFFERSON PILOT CORP COM 475070108 2380 46518 SH DEFINED 02 0 0 46518 JEFFERSON PILOT CORP COM 475070108 3741 73100 SH DEFINED 02 73100 0 0 JO-ANN STORES INC COM 47758P307 173 10000 SH DEFINED 01 10000 0 0 JOHNSON & JOHNSON COM 478160104 29703 469396 SH DEFINED 02 0 0 469396 JOHNSON & JOHNSON COM 478160104 77355 1222427 SH DEFINED 02 1222427 0 0 JOHNSON & JOHNSON COM 478160104 589 9300 SH DEFINED 01 9300 0 0 JOHNSON CTLS INC COM 478366107 4278 68948 SH DEFINED 02 0 0 68948 JOHNSON CTLS INC COM 478366107 7004 112874 SH DEFINED 02 112874 0 0 JOHNSON CTLS INC COM 478366107 7446 120000 SH DEFINED 01 120000 0 0 JONES APPAREL GROUP INC COM 480074103 2264 79422 SH DEFINED 02 0 0 79422 JONES APPAREL GROUP INC COM 480074103 4564 160134 SH DEFINED 02 160134 0 0 JONES APPAREL GROUP INC COM 480074103 1080 37900 SH DEFINED 01 37900 0 0 JORGENSEN EARLE M CO COM 480829100 476 50000 SH DEFINED 01 50000 0 0 JOURNAL COMMUNICATIONS INC CLA 481130102 222 14900 SH DEFINED 01 14900 0 0 JOY GLOBAL INC COM 481165108 202 4000 SH DEFINED 01 4000 0 0 JUNIPER NETWORKS INC COM 48203R104 478 20100 SH DEFINED 02 20100 0 0 JUNIPER NETWORKS INC NOTE6/1 48203RAC8 25230 20000000 SH DEFINED 01 20000000 0 0 KLA-TENCOR CORP COM 482480100 1219 25000 SH DEFINED 01 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KROGER CO COM 501044101 315 15300 SH DEFINED 01 15300 0 0 KRONOS INC COM 501052104 339 7600 SH DEFINED 01 7600 0 0 KULICKE & SOFFA INDS INC COM 501242101 115 15900 SH DEFINED 01 15900 0 0 LG PHILIP LCD CO LTD SPONSADRREP 50186V102 267 13000 SH DEFINED 01 13000 0 0 LKQ CORP COM 501889208 2265 75000 SH DEFINED 01 75000 0 0 LSI LOGIC CORP COM 502161102 265 26900 SH DEFINED 02 0 0 26900 LSI LOGIC CORP COM 502161102 506 51400 SH DEFINED 02 51400 0 0 LSI LOGIC CORP COM 502161102 6479 657800 SH DEFINED 01 657800 0 0 LSI LOGIC CORP NOTE4.000%5/1 502161AJ1 27410 25950000 SH DEFINED 01 25950000 0 0 LTX CORP COM 502392103 296 70229 SH DEFINED 01 70229 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 1953 24700 SH DEFINED 02 0 0 24700 L-3 COMMUNICATIONS HLDGS IN COM 502424104 2997 37900 SH DEFINED 02 37900 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 692 8750 SH DEFINED 01 8750 0 0 LA BARGE INC COM 502470107 234 18100 SH DEFINED 01 18100 0 0 LA QUINTA CORP PAIREDCTF 50419U202 103 11800 SH DEFINED 01 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MASON INC COM 524901105 1476 13456 SH DEFINED 02 13456 0 0 LEGG MASON INC COM 524901105 768 7000 SH DEFINED 01 7000 0 0 LEHMAN BROS HLDGS INC COM 524908100 7061 60616 SH DEFINED 02 0 0 60616 LEHMAN BROS HLDGS INC COM 524908100 10466 89856 SH DEFINED 02 89856 0 0 LEHMAN BROS HLDGS INC COM 524908100 5789 49700 SH DEFINED 01 49700 0 0 LENNAR CORP CLA 526057104 320 5351 SH DEFINED 02 0 0 5351 LENNAR CORP CLA 526057104 1506 25197 SH DEFINED 02 25197 0 0 LENNAR CORP CLA 526057104 3890 65100 SH DEFINED 01 65100 0 0 LENNOX INTL INC COM 526107107 10800 394000 SH DEFINED 01 394000 0 0 LEUCADIA NATL CORP NOTE3.750%4/1 527288AX2 8640 8000000 SH DEFINED 01 8000000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 168 72600 SH DEFINED 01 72600 0 0 LEXMARK INTL NEW CLA 529771107 2154 35287 SH DEFINED 02 0 0 35287 LEXMARK INTL NEW CLA 529771107 3787 62027 SH DEFINED 02 62027 0 0 LEXMARK INTL NEW CLA 529771107 4438 72700 SH DEFINED 01 72700 0 0 LIBERTY GLOBAL INC COMSERA 530555101 230 8482 SH DEFINED 02 8482 0 0 LIBERTY GLOBAL INC COMSERC 530555309 218 8482 SH DEFINED 02 8482 0 0 LIBERTY MEDIA CORP DEB3.750%2/1 530715AL5 2225 4000000 SH DEFINED 01 4000000 0 0 LIBERTY MEDIA CORP NEW COMSERA 530718105 1175 145975 SH DEFINED 02 145975 0 0 LIBERTY MEDIA CORP NEW COMSERA 530718105 426 52900 SH DEFINED 01 52900 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 319 7300 SH DEFINED 01 7300 0 0 LILLY ELI & CO COM 532457108 6785 126771 SH DEFINED 02 0 0 126771 LILLY ELI & CO COM 532457108 18688 349185 SH DEFINED 02 349185 0 0 LIMITED BRANDS INC COM 532716107 2163 105853 SH DEFINED 02 0 0 105853 LIMITED BRANDS INC COM 532716107 3393 166072 SH DEFINED 02 166072 0 0 LIN TV CORP CLA 532774106 181 13000 SH DEFINED 01 13000 0 0 LINCARE HLDGS INC COM 532791100 727 17716 SH DEFINED 02 17716 0 0 LINCARE HLDGS INC COM 532791100 402 9800 SH DEFINED 01 9800 0 0 LINCOLN NATL CORP IND COM 534187109 2978 57244 SH DEFINED 02 0 0 57244 LINCOLN NATL CORP IND COM 534187109 4600 88425 SH DEFINED 02 88425 0 0 LINENS N THINGS INC COM 535679104 534 20000 SH DEFINED 01 20000 0 0 LIZ CLAIBORNE INC COM 539320101 3112 79141 SH DEFINED 02 0 0 79141 LIZ CLAIBORNE INC COM 539320101 5654 143803 SH DEFINED 02 143803 0 0 LIZ CLAIBORNE INC COM 539320101 307 7800 SH DEFINED 01 7800 0 0 LOCKHEED MARTIN CORP COM 539830109 4225 69209 SH DEFINED 02 0 0 69209 LOCKHEED MARTIN CORP COM 539830109 6274 102785 SH DEFINED 02 102785 0 0 LOEWS CORP COM 540424108 360 3900 SH DEFINED 02 0 0 3900 LOEWS CORP COM 540424108 2948 31900 SH DEFINED 02 31900 0 0 LOEWS CORP COM 540424108 1978 21400 SH DEFINED 01 21400 0 0 LOUISIANA PAC CORP COM 546347105 2977 107500 SH DEFINED 02 0 0 107500 LOUISIANA PAC CORP COM 546347105 5945 214700 SH DEFINED 02 214700 0 0 LOWES COS INC COM 548661107 8861 137596 SH DEFINED 02 0 0 137596 LOWES COS INC COM 548661107 12880 200002 SH DEFINED 02 200002 0 0 LUBRIZOL CORP COM 549271104 290 6700 SH DEFINED 01 6700 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1993 613362 SH DEFINED 02 0 0 613362 LUCENT TECHNOLOGIES INC COM 549463107 5876 1807944 SH DEFINED 02 1807944 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1138 350000 SH DEFINED 01 350000 0 0 LUCENT TECHNOLOGIES INC SDCV8.000%8/0 549463AK3 2060 2000000 SH DEFINED 01 2000000 0 0 LYONDELL CHEMICAL CO COM 552078107 30271 1057700 SH DEFINED 01 1057700 0 0 MBIA INC COM 55262C100 1085 17900 SH DEFINED 02 0 0 17900 MBIA INC COM 55262C100 1634 26950 SH DEFINED 02 26950 0 0 MBNA CORP COM 55262L100 5007 203209 SH DEFINED 02 0 0 203209 MBNA CORP COM 55262L100 7070 286913 SH DEFINED 02 286913 0 0 MEMC ELECTR MATLS INC COM 552715104 743 32600 SH DEFINED 02 32600 0 0 MGIC INVT CORP WIS COM 552848103 1815 28272 SH DEFINED 02 0 0 28272 MGIC INVT CORP WIS COM 552848103 2628 40927 SH DEFINED 02 40927 0 0 MGIC INVT CORP WIS COM 552848103 25288 393897 SH DEFINED 01 393897 0 0 MI DEVS INC CLASUBVTG 55304X104 270 8000 SH DEFINED 01 8000 0 0 MSC INDL DIRECT INC CLA 553530106 3579 107900 SH DEFINED 01 107900 0 0 MACROVISION CORP COM 555904101 1910 100000 SH DEFINED 01 100000 0 0 MAGMA DESIGN AUTOMATION COM 559181102 173 21288 SH DEFINED 01 21288 0 0 MAGNA INTL INC CLA 559222401 3219 43000 SH DEFINED 01 43000 0 0 MAIDENFORM BRANDS INC COM 560305104 2128 154800 SH DEFINED 01 154800 0 0 MANNKIND CORP COM 56400P201 157 11500 SH DEFINED 01 11500 0 0 MANOR CARE INC NEW COM 564055101 872 22700 SH DEFINED 02 0 0 22700 MANOR CARE INC NEW COM 564055101 1379 35900 SH DEFINED 02 35900 0 0 MANOR CARE INC NEW COM 564055101 499 13000 SH DEFINED 01 13000 0 0 MANPOWER INC COM 56418H100 315 7091 SH DEFINED 02 0 0 7091 MANPOWER INC COM 56418H100 1122 25267 SH DEFINED 02 25267 0 0 MANPOWER INC COM 56418H100 5327 120000 SH DEFINED 01 120000 0 0 MARATHON OIL CORP COM 565849106 2648 38418 SH DEFINED 02 0 0 38418 MARATHON OIL CORP COM 565849106 3506 50859 SH DEFINED 02 50859 0 0 MARATHON OIL CORP COM 565849106 6500 94300 SH DEFINED 01 94300 0 0 MARSH & MCLENNAN COS INC COM 571748102 1268 41716 SH DEFINED 02 0 0 41716 MARSH & MCLENNAN COS INC COM 571748102 1926 63370 SH DEFINED 02 63370 0 0 MARSH & MCLENNAN COS INC COM 571748102 626 20600 SH DEFINED 01 20600 0 0 MARSHALL & ILSLEY CORP COM 571834100 1070 24595 SH DEFINED 02 0 0 24595 MARSHALL & ILSLEY CORP COM 571834100 1557 35777 SH DEFINED 02 35777 0 0 MARSHALL & ILSLEY CORP COM 571834100 1740 40000 SH DEFINED 01 40000 0 0 MARRIOTT INTL INC NEW CLA 571903202 391 6200 SH DEFINED 01 6200 0 0 MARTEK BIOSCIENCES CORP COM 572901106 211 6000 SH DEFINED 01 6000 0 0 MASCO CORP COM 574599106 3465 112949 SH DEFINED 02 0 0 112949 MASCO CORP COM 574599106 6082 198227 SH DEFINED 02 198227 0 0 MASCO CORP COM 574599106 14950 487300 SH DEFINED 01 487300 0 0 MASCO CORP NOTE7/2 574599BB1 2294 5000000 SH DEFINED 01 5000000 0 0 MASSEY ENERGY CO NOTE4.750%5/1 576203AB9 6808 2500000 SH DEFINED 01 2500000 0 0 MATTEL INC COM 577081102 940 56353 SH DEFINED 02 0 0 56353 MATTEL INC COM 577081102 1469 88070 SH DEFINED 02 88070 0 0 MATTEL INC COM 577081102 437 26200 SH DEFINED 01 26200 0 0 MATTSON TECHNOLOGY INC COM 577223100 158 21000 SH DEFINED 01 21000 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 6912 7000000 SH DEFINED 01 7000000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 426 10000 SH DEFINED 01 10000 0 0 MAVERICK TUBE CORP COM 577914104 8505 283500 SH DEFINED 01 283500 0 0 MCAFEE INC COM 579064106 320 10200 SH DEFINED 02 10200 0 0 MCCORMICK & CO INC COMNONVTG 579780206 372 11400 SH DEFINED 01 11400 0 0 MCDONALDS CORP COM 580135101 5766 172163 SH DEFINED 02 0 0 172163 MCDONALDS CORP COM 580135101 14874 444126 SH DEFINED 02 444126 0 0 MCDONALDS CORP COM 580135101 2304 68800 SH DEFINED 01 68800 0 0 MCKESSON CORP COM 58155Q103 214 4504 SH DEFINED 02 0 0 4504 MCKESSON CORP COM 58155Q103 851 17928 SH DEFINED 02 17928 0 0 MCKESSON CORP COM 58155Q103 294 6200 SH DEFINED 01 6200 0 0 MEADWESTVACO CORP COM 583334107 1409 51000 SH DEFINED 01 51000 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3963 72283 SH DEFINED 02 0 0 72283 MEDCO HEALTH SOLUTIONS INC COM 58405U102 6894 125730 SH DEFINED 02 125730 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8109 147900 SH DEFINED 01 147900 0 0 MEDIACOM COMMUNICATIONS COR CLA 58446K105 86 11600 SH DEFINED 01 11600 0 0 MEDTRONIC INC COM 585055106 7241 135044 SH DEFINED 02 0 0 135044 MEDTRONIC INC COM 585055106 20488 382094 SH DEFINED 02 382094 0 0 MELLON FINL CORP COM 58551A108 1759 55022 SH DEFINED 02 0 0 55022 MELLON FINL CORP COM 58551A108 2609 81612 SH DEFINED 02 81612 0 0 MENTOR CORP MINN NOTE2.750%1/0 587188AC7 4753 2500000 SH DEFINED 01 2500000 0 0 MENTOR GRAPHICS CORP COM 587200106 623 72400 SH DEFINED 01 72400 0 0 MERCK & CO INC COM 589331107 9757 358576 SH DEFINED 02 0 0 358576 MERCK & CO INC COM 589331107 24691 907409 SH DEFINED 02 907409 0 0 MERCK & CO INC COM 589331107 637 23400 SH DEFINED 01 23400 0 0 MERCURY INTERACTIVE CORP COM 589405109 396 10000 SH DEFINED 01 10000 0 0 MEREDITH CORP COM 589433101 883 17700 SH DEFINED 02 0 0 17700 MEREDITH CORP COM 589433101 1587 31800 SH DEFINED 02 31800 0 0 MEREDITH CORP COM 589433101 1966 39400 SH DEFINED 01 39400 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 621 30000 SH DEFINED 01 30000 0 0 MERITAGE HOMES CORP COM 59001A102 698 9100 SH DEFINED 01 9100 0 0 MERRILL LYNCH & CO INC COM 590188108 8553 139417 SH DEFINED 02 0 0 139417 MERRILL LYNCH & CO INC COM 590188108 12544 204461 SH DEFINED 02 204461 0 0 MERRILL LYNCH & CO INC COM 590188108 21472 350000 SH DEFINED 01 350000 0 0 MERRILL LYNCH & CO INC NOTE3/1 590188W46 37155 36560000 SH DEFINED 01 36560000 0 0 METLIFE INC COM 59156R108 7247 145436 SH DEFINED 02 0 0 145436 METLIFE INC COM 59156R108 10195 204598 SH DEFINED 02 204598 0 0 METLIFE INC COM 59156R108 32366 649523 SH DEFINED 01 649523 0 0 METRIS COS INC COM 591598107 293 20000 SH DEFINED 01 20000 0 0 MICHAELS STORES INC COM 594087108 403 12200 SH DEFINED 02 12200 0 0 MICHAELS STORES INC COM 594087108 397 12000 SH DEFINED 01 12000 0 0 MICROS SYS INC COM 594901100 2354 53800 SH DEFINED 01 53800 0 0 MICROSOFT CORP COM 594918104 38512 1496791 SH DEFINED 02 0 0 1496791 MICROSOFT CORP COM 594918104 97842 3802627 SH DEFINED 02 3802627 0 0 MICROSOFT CORP COM 594918104 4040 157000 SH DEFINED 01 157000 0 0 MICROSTRATEGY INC CLANEW 594972408 323 4600 SH DEFINED 01 4600 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1901 63100 SH DEFINED 01 63100 0 0 MICRON TECHNOLOGY INC COM 595112103 3682 276835 SH DEFINED 02 0 0 276835 MICRON TECHNOLOGY INC COM 595112103 5600 421062 SH DEFINED 02 421062 0 0 MICRON TECHNOLOGY INC NOTE2.500%2/0 595112AG8 5282 4500000 SH DEFINED 01 4500000 0 0 MILLER HERMAN INC COM 600544100 233 7700 SH DEFINED 01 7700 0 0 MINERALS TECHNOLOGIES INC COM 603158106 212 3700 SH DEFINED 01 3700 0 0 MOHAWK INDS INC COM 608190104 239 2981 SH DEFINED 02 0 0 2981 MOHAWK INDS INC COM 608190104 847 10559 SH DEFINED 02 10559 0 0 MOHAWK INDS INC COM 608190104 1340 16700 SH DEFINED 01 16700 0 0 MOLEX INC COM 608554101 1055 39532 SH DEFINED 01 39532 0 0 MOLSON COORS BREWING CO CLB 60871R209 1082 16901 SH DEFINED 02 0 0 16901 MOLSON COORS BREWING CO CLB 60871R209 1683 26300 SH DEFINED 02 26300 0 0 MONSANTO CO NEW COM 61166W101 276 4400 SH DEFINED 01 4400 0 0 MORGAN STANLEY COMNEW 617446448 9761 180965 SH DEFINED 02 0 0 180965 MORGAN STANLEY COMNEW 617446448 14311 265322 SH DEFINED 02 265322 0 0 MORGAN STANLEY COMNEW 617446448 12115 224600 SH DEFINED 01 224600 0 0 MOSAIC CO COM 61945A107 320 20000 SH DEFINED 01 20000 0 0 MOTOROLA INC COM 620076109 11177 505987 SH DEFINED 02 0 0 505987 MOTOROLA INC COM 620076109 28024 1268641 SH DEFINED 02 1268641 0 0 MOTOROLA INC COM 620076109 9988 452150 SH DEFINED 01 452150 0 0 MURPHY OIL CORP COM 626717102 987 19800 SH DEFINED 02 19800 0 0 MURPHY OIL CORP COM 626717102 1272 25500 SH DEFINED 01 25500 0 0 MYLAN LABS INC COM 628530107 769 39950 SH DEFINED 02 39950 0 0 MYOGEN INC COM 62856E104 235 10000 SH DEFINED 01 10000 0 0 NCR CORP NEW COM 62886E108 874 27400 SH DEFINED 02 0 0 27400 NCR CORP NEW COM 62886E108 2642 82800 SH DEFINED 02 82800 0 0 NII HLDGS INC CLBNEW 62913F201 4907 58100 SH DEFINED 01 58100 0 0 NVR INC COM 62944T105 842 952 SH DEFINED 02 952 0 0 NALCO HOLDING COMPANY COM 62985Q101 229 13600 SH DEFINED 01 13600 0 0 NASDAQ 100 TR UNITSER1 631100104 1973 50000 SH DEFINED 01 50000 0 0 NATIONAL CITY CORP COM 635405103 1817 54351 SH DEFINED 02 0 0 54351 NATIONAL CITY CORP COM 635405103 2560 76564 SH DEFINED 02 76564 0 0 NATIONAL INSTRS CORP COM 636518102 427 17329 SH DEFINED 01 17329 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 2209 83985 SH DEFINED 02 0 0 83985 NATIONAL SEMICONDUCTOR CORP COM 637640103 4341 165040 SH DEFINED 02 165040 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 892 33900 SH DEFINED 01 33900 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 272 6800 SH DEFINED 02 6800 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2724 84000 SH DEFINED 02 0 0 84000 NAVISTAR INTL CORP NEW COM 63934E108 5147 158700 SH DEFINED 02 158700 0 0 NAVISTAR INTL CORP NEW COM 63934E108 730 22500 SH DEFINED 01 22500 0 0 NAVIGANT CONSULTING INC COM 63935N107 657 34300 SH DEFINED 01 34300 0 0 NEKTAR THERAPEUTICS COM 640268108 16357 965000 SH DEFINED 01 965000 0 0 NETEASE COM INC SPONSOREDADR 64110W102 738 8200 SH DEFINED 01 8200 0 0 NETWORK APPLIANCE INC COM 64120L104 1081 45554 SH DEFINED 02 0 0 45554 NETWORK APPLIANCE INC COM 64120L104 1725 72670 SH DEFINED 02 72670 0 0 NETWORK APPLIANCE INC COM 64120L104 287 12100 SH DEFINED 01 12100 0 0 NEW FRONTIER MEDIA INC COM 644398109 841 139700 SH DEFINED 01 139700 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 323 19708 SH DEFINED 02 19708 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 476 29000 SH DEFINED 01 29000 0 0 NEW YORK TIMES CO CLA 650111107 1327 44600 SH DEFINED 01 44600 0 0 NEWELL RUBBERMAID INC COM 651229106 9060 400000 SH DEFINED 01 400000 0 0 NEWFIELD EXPL CO COM 651290108 344 7000 SH DEFINED 01 7000 0 0 NEWS AMER INC NOTE2/2 652482AZ3 2919 5000000 SH DEFINED 01 5000000 0 0 NEWS CORP CLA 65248E104 4261 273306 SH DEFINED 02 0 0 273306 NEWS CORP CLA 65248E104 5135 329346 SH DEFINED 02 329346 0 0 NEWS CORP CLA 65248E104 6002 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127762 SH DEFINED 02 0 0 127762 SABRE HLDGS CORP CLA 785905100 4998 246456 SH DEFINED 02 246456 0 0 SAFECO CORP COM 786429100 2628 49234 SH DEFINED 02 0 0 49234 SAFECO CORP COM 786429100 4402 82468 SH DEFINED 02 82468 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 285 165000 SH DEFINED 01 165000 0 0 SAFEWAY INC COMNEW 786514208 2882 112589 SH DEFINED 02 0 0 112589 SAFEWAY INC COMNEW 786514208 4314 168534 SH DEFINED 02 168534 0 0 SAFEWAY INC COMNEW 786514208 3571 139500 SH DEFINED 01 139500 0 0 ST JOE CO COM 790148100 237 3800 SH DEFINED 01 3800 0 0 ST JUDE MED INC COM 790849103 1259 26900 SH DEFINED 02 0 0 26900 ST JUDE MED INC COM 790849103 1895 40500 SH DEFINED 02 40500 0 0 ST JUDE MED INC COM 790849103 7020 150000 SH DEFINED 01 150000 0 0 ST MARY LD & EXPL CO COM 792228108 421 11500 SH DEFINED 01 11500 0 0 ST PAUL TRAVELERS INC COM 792860108 6029 134374 SH DEFINED 02 0 0 134374 ST PAUL TRAVELERS INC COM 792860108 8665 193119 SH DEFINED 02 193119 0 0 ST PAUL TRAVELERS INC COM 792860108 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STARBUCKS CORP COM 855244109 770 15362 SH DEFINED 02 0 0 15362 STARBUCKS CORP COM 855244109 1130 22559 SH DEFINED 02 22559 0 0 STARBUCKS CORP COM 855244109 9116 181960 SH DEFINED 01 181960 0 0 STATE AUTO FINL CORP COM 855707105 231 7300 SH DEFINED 01 7300 0 0 STARWOOD HOTELS&RESORTS WRL PAIREDCTF 85590A203 1892 33100 SH DEFINED 01 33100 0 0 STATE STR CORP COM 857477103 925 18900 SH DEFINED 02 0 0 18900 STATE STR CORP COM 857477103 1200 24533 SH DEFINED 02 24533 0 0 STATE STR CORP COM 857477103 18092 369820 SH DEFINED 01 369820 0 0 STATS CHIPPAC LTD SPONSOREDADR 85771T104 175 27900 SH DEFINED 01 27900 0 0 STEEL TECHNOLOGIES INC COM 858147101 485 18696 SH DEFINED 01 18696 0 0 STELLENT INC COM 85856W105 1200 140000 SH DEFINED 01 140000 0 0 STONE ENERGY CORP COM 861642106 617 10100 SH DEFINED 01 10100 0 0 STRATEX NETWORKS INC COM 86279T109 130 50000 SH DEFINED 01 50000 0 0 STRYKER CORP COM 863667101 2379 48138 SH DEFINED 02 0 0 48138 STRYKER CORP COM 863667101 3428 69349 SH DEFINED 02 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DEFINED 02 0 0 38977 TXU CORP COM 873168108 7052 62472 SH DEFINED 02 62472 0 0 TXU CORP COM 873168108 9821 87000 SH DEFINED 01 87000 0 0 TXU CORP FRNT7/1 873168AE8 75495 22146000 SH DEFINED 01 22146000 0 0 TAIWAN SEMICONDUCTOR MFG LT SPONSOREDADR 874039100 16910 2064543 SH DEFINED 01 2064543 0 0 TAKE-TWO INTERACTIVE SOFTWA COM 874054109 504 22800 SH DEFINED 01 22800 0 0 TARGET CORP COM 87612E106 7697 148227 SH DEFINED 02 0 0 148227 TARGET CORP COM 87612E106 11113 214003 SH DEFINED 02 214003 0 0 TEKTRONIX INC COM 879131100 704 27900 SH DEFINED 02 0 0 27900 TEKTRONIX INC COM 879131100 1335 52900 SH DEFINED 02 52900 0 0 TELEFLEX INC COM 879369106 303 4300 SH DEFINED 02 4300 0 0 TELEFONOS DE MEXICO S A SPONADRORDL 879403780 3220 151400 SH DEFINED 01 151400 0 0 TELEPHONE & DATA SYS INC COM 879433100 228 5847 SH DEFINED 02 0 0 5847 TELEPHONE & DATA SYS INC COM 879433100 682 17483 SH DEFINED 02 17483 0 0 TELESP CELULAR PART S A SPONADRPFD 87952L108 97 24900 SH DEFINED 01 24900 0 0 TELEWEST 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135000 SH DEFINED 02 135000 0 0 THERMO ELECTRON CORP COM 883556102 256 8300 SH DEFINED 01 8300 0 0 THOMAS & BETTS CORP COM 884315102 6640 192981 SH DEFINED 01 192981 0 0 THOR INDS INC COM 885160101 609 17900 SH DEFINED 01 17900 0 0 3M CO COM 88579Y101 6867 93604 SH DEFINED 02 0 0 93604 3M CO COM 88579Y101 18968 258564 SH DEFINED 02 258564 0 0 3M CO COM 88579Y101 2619 35700 SH DEFINED 01 35700 0 0 TIDEWATER INC COM 886423102 287 5900 SH DEFINED 02 5900 0 0 TIFFANY & CO NEW COM 886547108 712 17900 SH DEFINED 01 17900 0 0 TIME WARNER INC COM 887317105 13787 761291 SH DEFINED 02 0 0 761291 TIME WARNER INC COM 887317105 35697 1971108 SH DEFINED 02 1971108 0 0 TIME WARNER INC COM 887317105 11976 661300 SH DEFINED 01 661300 0 0 TIMKEN CO COM 887389104 2602 87800 SH DEFINED 01 87800 0 0 TIVO INC COM 888706108 3843 700000 SH DEFINED 01 700000 0 0 TODCO CLA 88889T107 3545 85000 SH DEFINED 01 85000 0 0 TOLL BROTHERS INC COM 889478103 703 15742 SH DEFINED 02 15742 0 0 TOLL BROTHERS INC COM 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COMNEW 899035505 233 9000 SH DEFINED 01 9000 0 0 TYCO INTL LTD NEW COM 902124106 8686 311897 SH DEFINED 02 0 0 311897 TYCO INTL LTD NEW COM 902124106 20532 737244 SH DEFINED 02 737244 0 0 TYCO INTL LTD NEW COM 902124106 4136 148500 SH DEFINED 01 148500 0 0 TYSON FOODS INC CLA 902494103 281 15578 SH DEFINED 02 0 0 15578 TYSON FOODS INC CLA 902494103 2302 127545 SH DEFINED 02 127545 0 0 UST INC COM 902911106 1620 38700 SH DEFINED 02 38700 0 0 UST INC COM 902911106 419 10000 SH DEFINED 01 10000 0 0 US BANCORP DEL COMNEW 902973304 7615 271193 SH DEFINED 02 0 0 271193 US BANCORP DEL COMNEW 902973304 11078 394501 SH DEFINED 02 394501 0 0 US BANCORP DEL COMNEW 902973304 6458 230000 SH DEFINED 01 230000 0 0 USF&G CORP NOTE3/0 903290AD6 1957 2358000 SH DEFINED 01 2358000 0 0 ULTRAPAR PARTICIPACOES S A SPADRREPPFD 90400P101 344 20100 SH DEFINED 01 20100 0 0 UNICA CORP COM 904583101 400 36391 SH DEFINED 01 36391 0 0 UNION PAC CORP COM 907818108 201 2800 SH DEFINED 01 2800 0 0 UNIONBANCAL CORP COM 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INC COM 91324P102 13112 233302 SH DEFINED 02 0 0 233302 UNITEDHEALTH GROUP INC COM 91324P102 19655 349732 SH DEFINED 02 349732 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 343 7200 SH DEFINED 02 7200 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 581 12200 SH DEFINED 01 12200 0 0 UNIVISION COMMUNICATIONS IN CLA 914906102 1019 38400 SH DEFINED 02 0 0 38400 UNIVISION COMMUNICATIONS IN CLA 914906102 1480 55800 SH DEFINED 02 55800 0 0 UNUMPROVIDENT CORP COM 91529Y106 1001 48816 SH DEFINED 02 0 0 48816 UNUMPROVIDENT CORP COM 91529Y106 2024 98723 SH DEFINED 02 98723 0 0 UNUMPROVIDENT CORP COM 91529Y106 8437 411550 SH DEFINED 01 411550 0 0 UTSTARCOM INC NOTE0.875%3/0 918076AB6 4112 5150000 SH DEFINED 01 5150000 0 0 V F CORP COM 918204108 916 15800 SH DEFINED 01 15800 0 0 VALERO L P COMUTLTDPRT 91913W104 230 4043 SH DEFINED 01 4043 0 0 VALERO ENERGY CORP NEW COM 91913Y100 7989 70662 SH DEFINED 02 0 0 70662 VALERO ENERGY CORP NEW COM 91913Y100 12294 108735 SH DEFINED 02 108735 0 0 VALERO ENERGY CORP NEW COM 91913Y100 6671 59000 SH DEFINED 01 59000 0 0 VARIAN MED SYS INC COM 92220P105 493 12476 SH DEFINED 02 12476 0 0 VEECO INSTRS INC DEL COM 922417100 287 17900 SH DEFINED 01 17900 0 0 VERISIGN INC COM 92343E102 234 10950 SH DEFINED 02 10950 0 0 VERISIGN INC COM 92343E102 2866 134100 SH DEFINED 01 134100 0 0 VERIZON COMMUNICATIONS COM 92343V104 14831 453671 SH DEFINED 02 0 0 453671 VERIZON COMMUNICATIONS COM 92343V104 21539 658872 SH DEFINED 02 658872 0 0 VERIZON COMMUNICATIONS COM 92343V104 490 15000 SH DEFINED 01 15000 0 0 VIACOM INC CLB 925524308 5298 160499 SH DEFINED 02 0 0 160499 VIACOM INC CLB 925524308 7028 212900 SH DEFINED 02 212900 0 0 VIACOM INC CLB 925524308 10233 310000 SH DEFINED 01 310000 0 0 VINTAGE PETE INC COM 927460105 913 20000 SH DEFINED 01 20000 0 0 VODAFONE GROUP PLC NEW SPONSOREDADR 92857W100 2207 85000 SH DEFINED 01 85000 0 0 VORNADO RLTY TR SHBENINT 929042109 488 5636 SH DEFINED 02 5636 0 0 WCI CMNTYS INC COM 92923C104 511 18000 SH DEFINED 01 18000 0 0 W-H ENERGY SVCS INC COM 92925E108 240 7400 SH DEFINED 01 7400 0 0 WMS INDS INC COM 929297109 478 17000 SH DEFINED 01 17000 0 0 WACHOVIA CORP 2ND NEW COM 929903102 11446 240505 SH DEFINED 02 0 0 240505 WACHOVIA CORP 2ND NEW COM 929903102 16641 349672 SH DEFINED 02 349672 0 0 WACHOVIA CORP 2ND NEW COM 929903102 20702 435000 SH DEFINED 01 435000 0 0 WADDELL & REED FINL INC CLA 930059100 3561 183942 SH DEFINED 01 183942 0 0 WAL MART STORES INC COM 931142103 20616 470464 SH DEFINED 02 0 0 470464 WAL MART STORES INC COM 931142103 29933 683093 SH DEFINED 02 683093 0 0 WAL MART STORES INC COM 931142103 53390 1218400 SH DEFINED 01 1218400 0 0 WALGREEN CO COM 931422109 7986 183798 SH DEFINED 02 0 0 183798 WALGREEN CO COM 931422109 11616 267331 SH DEFINED 02 267331 0 0 WALGREEN CO COM 931422109 12557 289000 SH DEFINED 01 289000 0 0 WALTER INDS INC COM 93317Q105 690 14100 SH DEFINED 01 14100 0 0 WARNACO GROUP INC COMNEW 934390402 3560 162500 SH DEFINED 01 162500 0 0 WARNER MUSIC GROUP CORP COM 934550104 187 10100 SH DEFINED 01 10100 0 0 WASHINGTON MUT INC COM 939322103 4298 109596 SH DEFINED 02 0 0 109596 WASHINGTON MUT INC COM 939322103 6331 161429 SH DEFINED 02 161429 0 0 WASHINGTON MUT INC COM 939322103 2730 69600 SH DEFINED 01 69600 0 0 WASTE CONNECTIONS INC DBCV5/0 941053AE0 8511 7500000 SH DEFINED 01 7500000 0 0 WASTE MGMT INC DEL COM 94106L109 3517 122918 SH DEFINED 02 0 0 122918 WASTE MGMT INC DEL COM 94106L109 6368 222594 SH DEFINED 02 222594 0 0 WASTE MGMT INC DEL COM 94106L109 275 9600 SH DEFINED 01 9600 0 0 WATCHGUARD TECHNOLOGIES INC COM 941105108 74 17300 SH DEFINED 01 17300 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1790 48900 SH DEFINED 02 0 0 48900 WATSON PHARMACEUTICALS INC COM 942683103 4038 110300 SH DEFINED 02 110300 0 0 WEBSTER FINL CORP CONN COM 947890109 225 5000 SH DEFINED 02 5000 0 0 WELLPOINT INC COM 94973V107 7913 104360 SH DEFINED 02 0 0 104360 WELLPOINT INC COM 94973V107 11565 152531 SH DEFINED 02 152531 0 0 WELLPOINT INC COM 94973V107 8408 110900 SH DEFINED 01 110900 0 0 WELLS FARGO & CO NEW COM 949746101 15514 264887 SH DEFINED 02 0 0 264887 WELLS FARGO & CO NEW COM 949746101 23573 402469 SH DEFINED 02 402469 0 0 WELLS FARGO & CO NEW COM 949746101 1464 25000 SH DEFINED 01 25000 0 0 WERNER ENTERPRISES INC COM 950755108 638 36900 SH DEFINED 01 36900 0 0 WEST CORP COM 952355105 531 14200 SH DEFINED 02 14200 0 0 WESTCORP INC COM 957907108 236 4000 SH DEFINED 01 4000 0 0 WESTERN DIGITAL CORP COM 958102105 490 37900 SH DEFINED 02 37900 0 0 WEYERHAEUSER CO COM 962166104 3729 54246 SH DEFINED 02 0 0 54246 WEYERHAEUSER CO COM 962166104 5713 83105 SH DEFINED 02 83105 0 0 WHIRLPOOL CORP COM 963320106 1159 15298 SH DEFINED 02 0 0 15298 WHIRLPOOL CORP COM 963320106 2166 28585 SH DEFINED 02 28585 0 0 WILLIAMS COS INC DEL COM 969457100 520 20771 SH DEFINED 02 0 0 20771 WILLIAMS COS INC DEL COM 969457100 214 8525 SH DEFINED 02 8525 0 0 WILLIAMS COS INC DEL COM 969457100 1754 70000 SH DEFINED 01 70000 0 0 WILLIAMS SONOMA INC COM 969904101 234 6100 SH DEFINED 02 6100 0 0 WIND RIVER SYSTEMS INC COM 973149107 331 25600 SH DEFINED 01 25600 0 0 WORLDGATE COMMUNICATIONS IN COM 98156L307 373 147886 SH DEFINED 01 147886 0 0 WORLDSPACE INC CLA 981579105 3889 276000 SH DEFINED 01 276000 0 0 WRIGHT MED GROUP INC COM 98235T107 227 9200 SH DEFINED 01 9200 0 0 WYETH COM 983024100 7639 165089 SH DEFINED 02 0 0 165089 WYETH COM 983024100 20644 446162 SH DEFINED 02 446162 0 0 WYETH COM 983024100 7796 168500 SH DEFINED 01 168500 0 0 WYETH DBCV1/1 983024AD2 10350 10000000 SH DEFINED 01 10000000 0 0 XM SATELLITE RADIO HLDGS IN CLA 983759101 6284 175000 SH DEFINED 01 175000 0 0 XTO ENERGY INC COM 98385X106 2722 60055 SH DEFINED 02 0 0 60055 XTO ENERGY INC COM 98385X106 4127 91064 SH DEFINED 02 91064 0 0 XTO ENERGY INC COM 98385X106 11058 244000 SH DEFINED 01 244000 0 0 XCEL ENERGY INC COM 98389B100 782 39900 SH DEFINED 02 0 0 39900 XCEL ENERGY INC COM 98389B100 1207 61545 SH DEFINED 02 61545 0 0 XEROX CORP COM 984121103 3903 285962 SH DEFINED 02 0 0 285962 XEROX CORP COM 984121103 10197 747066 SH DEFINED 02 747066 0 0 XEROX CORP COM 984121103 136 10000 SH DEFINED 01 10000 0 0 XERIUM TECHNOLOGIES INC COM 98416J100 2551 222188 SH DEFINED 01 222188 0 0 YAHOO INC COM 984332106 6712 198334 SH DEFINED 02 0 0 198334 YAHOO INC COM 984332106 9349 276266 SH DEFINED 02 276266 0 0 YAHOO INC COM 984332106 1766 52200 SH DEFINED 01 52200 0 0 YAHOO INC FRNT4/0 984332AB2 13788 8250000 SH DEFINED 01 8250000 0 0 YELLOW ROADWAY CORP COM 985577105 265 6400 SH DEFINED 02 6400 0 0 YELLOW ROADWAY CORP COM 985577105 3231 78000 SH DEFINED 01 78000 0 0 YELLOW ROADWAY CORP NOTE3.375%11/2 985577AB1 4840 4000000 SH DEFINED 01 4000000 0 0 YUM BRANDS INC COM 988498101 886 18300 SH DEFINED 01 18300 0 0 ZALE CORP NEW COM 988858106 334 12300 SH DEFINED 01 12300 0 0 ZEBRA TECHNOLOGIES CORP CLA 989207105 5480 140200 SH DEFINED 01 140200 0 0 ZORAN CORP COM 98975F101 286 20000 SH DEFINED 01 20000 0 0 ACE LTD ORD G0070K103 2974 63186 SH DEFINED 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