-----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, Lwsk2JwX8mgQYxuZz1kN4geXb8UhjLoKELrJnD/I9UprzxC8prcWlT1G4yhszioW i3V5kcSHLWgIrNBlO4Kzcg== 0001132716-05-000010.txt : 20050812 0001132716-05-000010.hdr.sgml : 20050812 20050812144235 ACCESSION NUMBER: 0001132716-05-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050812 DATE AS OF CHANGE: 20050812 EFFECTIVENESS DATE: 20050812 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: 051020912 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 ocdsiq205.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: JUNE 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 AUGUST 12, 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: 1665 Form 13F Information Table Value Total: $8292991 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 5948 137420 SH DEFINED 02 0 0 137420 AFLAC INC COM 001055102 8739 201923 SH DEFINED 02 201923 0 0 AGCO CORP COM 001084102 631 33000 SH DEFINED 01 33000 0 0 AES CORP COM 00130H105 3656 223184 SH DEFINED 02 0 0 223184 AES CORP COM 00130H105 5586 341033 SH DEFINED 02 341033 0 0 AK STL HLDG CORP COM 001547108 1304 203500 SH DEFINED 01 203500 0 0 AMICAS INC COM 001712108 453 100000 SH DEFINED 01 100000 0 0 AMR CORP COM 001765106 1566 129300 SH DEFINED 01 129300 0 0 ATI TECHNOLOGIES INC COM 001941103 467 39400 SH DEFINED 01 39400 0 0 AT&T CORP COMNEW 001957505 2528 132786 SH DEFINED 02 0 0 132786 AT&T CORP COMNEW 001957505 5337 280293 SH DEFINED 02 280293 0 0 ABBOTT LABS COM 002824100 10736 219053 SH DEFINED 02 0 0 219053 ABBOTT LABS COM 002824100 23620 481952 SH DEFINED 02 481952 0 0 ABERCROMBIE & FITCH CO CLA 002896207 1511 22000 SH DEFINED 02 22000 0 0 ABERCROMBIE & FITCH CO CLA 002896207 3435 50000 SH DEFINED 01 50000 0 0 ACACIA RESH CORP COMBIMTRXCOM 003881208 228 97500 SH DEFINED 01 97500 0 0 ACCURIDE CORP COM 004398103 2490 234200 SH DEFINED 01 234200 0 0 ACTUANT CORP CLANEW 00508X203 14693 306494 SH DEFINED 01 306494 0 0 ADA ES INC COM 005208103 302 20000 SH DEFINED 01 20000 0 0 ADAPTEC INC COM 00651F108 44 11300 SH DEFINED 01 11300 0 0 ADOBE SYS INC COM 00724F101 730 25500 SH DEFINED 01 25500 0 0 ADTRAN INC COM 00738A106 630 25400 SH DEFINED 01 25400 0 0 ADVISORY BRD CO COM 00762W107 492 10100 SH DEFINED 01 10100 0 0 ADVANCED MEDICAL OPTICS INC NOTE2.500%7/1 00763MAG3 2790 2750000 SH DEFINED 01 2750000 0 0 AEROPOSTALE COM 007865108 2638 78500 SH DEFINED 01 78500 0 0 ADVANCED MICRO DEVICES INC COM 007903107 518 29900 SH DEFINED 02 0 0 29900 ADVANCED MICRO DEVICES INC COM 007903107 1046 60300 SH DEFINED 02 60300 0 0 ADVANCED MICRO DEVICES INC DBCV4.750%2/0 007903AE7 11926 12000000 SH DEFINED 01 12000000 0 0 AETNA INC NEW COM 00817Y108 5534 66820 SH DEFINED 02 0 0 66820 AETNA INC NEW COM 00817Y108 8504 102682 SH DEFINED 02 102682 0 0 AETNA INC NEW COM 00817Y108 6286 75900 SH DEFINED 01 75900 0 0 AFFILIATED COMPUTER SERVICE CLA 008190100 3468 67876 SH DEFINED 02 0 0 67876 AFFILIATED COMPUTER SERVICE CLA 008190100 5745 112419 SH DEFINED 02 112419 0 0 AGERE SYS INC COM 00845V308 384 32000 SH DEFINED 01 32000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1448 62900 SH DEFINED 02 0 0 62900 AGILENT TECHNOLOGIES INC COM 00846U101 2227 96723 SH DEFINED 02 96723 0 0 AGILENT TECHNOLOGIES INC DBCV3.000%12/0 00846UAB7 63272 64250000 SH DEFINED 01 64250000 0 0 AGILE SOFTWARE CORP DEL COM 00846X105 416 66100 SH DEFINED 01 66100 0 0 AGILYSYS INC COM 00847J105 201 12800 SH DEFINED 01 12800 0 0 AGRIUM INC COM 008916108 643 32800 SH DEFINED 01 32800 0 0 AIR PRODS & CHEMS INC COM 009158106 1960 32500 SH DEFINED 02 0 0 32500 AIR PRODS & CHEMS INC COM 009158106 3154 52300 SH DEFINED 02 52300 0 0 AIR PRODS & CHEMS INC COM 009158106 1206 20000 SH DEFINED 01 20000 0 0 AIRTRAN HLDGS INC COM 00949P108 1154 125000 SH DEFINED 01 125000 0 0 ALBERTO CULVER CO COM 013068101 1413 32600 SH DEFINED 02 0 0 32600 ALBERTO CULVER CO COM 013068101 2994 69100 SH DEFINED 02 69100 0 0 ALBERTO CULVER CO COM 013068101 602 13900 SH DEFINED 01 13900 0 0 ALBERTSONS INC COM 013104104 1323 63974 SH DEFINED 02 0 0 63974 ALBERTSONS INC COM 013104104 2162 104522 SH DEFINED 02 104522 0 0 ALBERTSONS INC COM 013104104 2649 128100 SH DEFINED 01 128100 0 0 ALCAN INC COM 013716105 378 12600 SH DEFINED 01 12600 0 0 ALCOA INC COM 013817101 4327 165576 SH DEFINED 02 0 0 165576 ALCOA INC COM 013817101 6667 255148 SH DEFINED 02 255148 0 0 ALEXANDER & BALDWIN INC COM 014482103 218 4700 SH DEFINED 01 4700 0 0 ALLEGHENY ENERGY INC COM 017361106 590 23400 SH DEFINED 02 0 0 23400 ALLEGHENY ENERGY INC COM 017361106 966 38300 SH DEFINED 02 38300 0 0 ALLEGHENY ENERGY INC COM 017361106 4297 170400 SH DEFINED 01 170400 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1125 51000 SH DEFINED 02 0 0 51000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1211 54900 SH DEFINED 02 54900 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1125 51000 SH DEFINED 01 51000 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 311 4400 SH DEFINED 01 4400 0 0 ALLIED CAP CORP NEW COM 01903Q108 253 8700 SH DEFINED 02 8700 0 0 ALLIED CAP CORP NEW COM 01903Q108 323 11100 SH DEFINED 01 11100 0 0 ALLSTATE CORP COM 020002101 6182 103463 SH DEFINED 02 0 0 103463 ALLSTATE CORP COM 020002101 9244 154709 SH DEFINED 02 154709 0 0 ALLTEL CORP COM 020039103 2279 36588 SH DEFINED 02 0 0 36588 ALLTEL CORP COM 020039103 3554 57070 SH DEFINED 02 57070 0 0 ALPHARMA INC CLA 020813101 502 34700 SH DEFINED 01 34700 0 0 ALTERA CORP COM 021441100 256 12900 SH DEFINED 01 12900 0 0 ALTIRIS INC COM 02148M100 509 34700 SH DEFINED 01 34700 0 0 ALTRIA GROUP INC COM 02209S103 5236 80979 SH DEFINED 02 0 0 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0 0 AMERICAN INTL GROUP INC COM 026874107 23821 410006 SH DEFINED 02 0 0 410006 AMERICAN INTL GROUP INC COM 026874107 34490 593639 SH DEFINED 02 593639 0 0 AMERICAN INTL GROUP INC COM 026874107 3463 59600 SH DEFINED 01 59600 0 0 AMERICAN INTL GROUP INC DBCV11/0 026874AP2 3864 5800000 SH DEFINED 01 5800000 0 0 AMERICAN STD COS INC DEL COM 029712106 2357 56219 SH DEFINED 02 0 0 56219 AMERICAN STD COS INC DEL COM 029712106 3913 93345 SH DEFINED 02 93345 0 0 AMERICAN TOWER CORP NOTE3.000%8/1 029912AR3 10054 8500000 SH DEFINED 01 8500000 0 0 AMERICREDIT CORP COM 03060R101 354 13900 SH DEFINED 02 13900 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2648 38291 SH DEFINED 02 0 0 38291 AMERISOURCEBERGEN CORP COM 03073E105 3772 54550 SH DEFINED 02 54550 0 0 AMERITRADE HLDG CORP NEW COM 03074K100 842 45300 SH DEFINED 02 45300 0 0 AMGEN INC COM 031162100 10418 172313 SH DEFINED 02 0 0 172313 AMGEN INC COM 031162100 14957 247384 SH DEFINED 02 247384 0 0 AMGEN INC NOTE3/0 031162AL4 2898 4000000 SH DEFINED 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148088 0 0 APACHE CORP COM 037411105 3516 54425 SH DEFINED 02 0 0 54425 APACHE CORP COM 037411105 5018 77684 SH DEFINED 02 77684 0 0 APARTMENT INVT & MGMT CO CLA 03748R101 732 17877 SH DEFINED 02 0 0 17877 APARTMENT INVT & MGMT CO CLA 03748R101 1133 27700 SH DEFINED 02 27700 0 0 APPLE COMPUTER INC COM 037833100 3955 107439 SH DEFINED 02 0 0 107439 APPLE COMPUTER INC COM 037833100 5668 153972 SH DEFINED 02 153972 0 0 APPLEBEES INTL INC COM 037899101 2675 101000 SH DEFINED 01 101000 0 0 APRIA HEALTHCARE GROUP INC COM 037933108 239 6900 SH DEFINED 01 6900 0 0 APPLERA CORP COMAPBIOGRP 038020103 1985 100907 SH DEFINED 02 0 0 100907 APPLERA CORP COMAPBIOGRP 038020103 3457 175745 SH DEFINED 02 175745 0 0 APPLERA CORP COMAPBIOGRP 038020103 799 40600 SH DEFINED 01 40600 0 0 APPLIED MATLS INC COM 038222105 5392 333249 SH DEFINED 02 0 0 333249 APPLIED MATLS INC COM 038222105 7738 478245 SH DEFINED 02 478245 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 283 110600 SH DEFINED 02 0 0 110600 APPLIED MICRO CIRCUITS CORP COM 03822W109 307 119900 SH DEFINED 02 119900 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 145 56700 SH DEFINED 01 56700 0 0 AQUILA INC COM 03840P102 297 82200 SH DEFINED 01 82200 0 0 ARCH COAL INC COM 039380100 5447 100000 SH DEFINED 01 100000 0 0 ARCH COAL INC PFDCV5%PERP 039380209 16186 140750 SH DEFINED 01 140750 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4872 227874 SH DEFINED 02 0 0 227874 ARCHER DANIELS MIDLAND CO COM 039483102 7746 362324 SH DEFINED 02 362324 0 0 ARKANSAS BEST CORP DEL COM 040790107 582 18300 SH DEFINED 01 18300 0 0 ARMOR HOLDINGS INC COM 042260109 491 12400 SH DEFINED 01 12400 0 0 ARQULE INC COM 04269E107 852 131500 SH DEFINED 01 131500 0 0 ARRIS GROUP INC COM 04269Q100 525 60300 SH DEFINED 01 60300 0 0 ASK JEEVES INC COM 045174109 23096 765026 SH DEFINED 01 765026 0 0 ASPECT COMMUNICATIONS CORP COM 04523Q102 1965 175000 SH DEFINED 01 175000 0 0 ASSURANT INC COM 04621X108 245 6800 SH DEFINED 01 6800 0 0 ATMEL CORP COM 049513104 215 90700 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50419U202 527 56500 SH DEFINED 01 56500 0 0 LABORATORY CORP AMER HLDGS COMNEW 50540R409 2410 48304 SH DEFINED 02 0 0 48304 LABORATORY CORP AMER HLDGS COMNEW 50540R409 3652 73178 SH DEFINED 02 73178 0 0 LABORATORY CORP AMER HLDGS COMNEW 50540R409 858 17200 SH DEFINED 01 17200 0 0 LABRANCHE & CO INC COM 505447102 114 18100 SH DEFINED 01 18100 0 0 LAFARGE NORTH AMERICA INC COM 505862102 300 4800 SH DEFINED 02 4800 0 0 LAM RESEARCH CORP COM 512807108 604 20867 SH DEFINED 02 20867 0 0 LAM RESEARCH CORP COM 512807108 327 11300 SH DEFINED 01 11300 0 0 LAMAR ADVERTISING CO CLA 512815101 843 19700 SH DEFINED 01 19700 0 0 LAMAR ADVERTISING CO NOTE2.875%12/3 512815AG6 1025 1000000 SH DEFINED 01 1000000 0 0 LANDSTAR SYS INC COM 515098101 344 11408 SH DEFINED 01 11408 0 0 LAS VEGAS SANDS CORP COM 517834107 508 14200 SH DEFINED 01 14200 0 0 LAUDER ESTEE COS INC CLA 518439104 693 17720 SH DEFINED 02 17720 0 0 LAUDER ESTEE COS INC CLA 518439104 22214 567700 SH DEFINED 01 567700 0 0 LEAR CORP COM 521865105 687 18886 SH DEFINED 02 18886 0 0 LEGG MASON INC COM 524901105 287 2755 SH DEFINED 02 0 0 2755 LEGG MASON INC COM 524901105 1409 13529 SH DEFINED 02 13529 0 0 LEHMAN BROS HLDGS INC COM 524908100 6272 63177 SH DEFINED 02 0 0 63177 LEHMAN BROS HLDGS INC COM 524908100 9884 99556 SH DEFINED 02 99556 0 0 LEHMAN BROS HLDGS INC COM 524908100 695 7000 SH DEFINED 01 7000 0 0 LENNAR CORP CLA 526057104 401 6317 SH DEFINED 02 0 0 6317 LENNAR CORP CLA 526057104 1672 26353 SH DEFINED 02 26353 0 0 LENNAR CORP CLA 526057104 2716 42800 SH DEFINED 01 42800 0 0 LEUCADIA NATL CORP NOTE3.750%4/1 527288AX2 7083 7000000 SH DEFINED 01 7000000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 717 353000 SH DEFINED 01 353000 0 0 LEXMARK INTL NEW CLA 529771107 2336 36034 SH DEFINED 02 0 0 36034 LEXMARK INTL NEW CLA 529771107 3812 58793 SH DEFINED 02 58793 0 0 LEXMARK INTL NEW CLA 529771107 2100 32400 SH DEFINED 01 32400 0 0 LIBERTY MEDIA CORP NEW COMSERA 530718105 1625 159454 SH DEFINED 02 159454 0 0 LIBERTY MEDIA CORP NEW COMSERA 530718105 112 11000 SH DEFINED 01 11000 0 0 LILLY ELI & CO COM 532457108 7335 131669 SH DEFINED 02 0 0 131669 LILLY ELI & CO COM 532457108 16323 293006 SH DEFINED 02 293006 0 0 LILLY ELI & CO COM 532457108 4178 75000 SH DEFINED 01 75000 0 0 LIMITED BRANDS INC COM 532716107 2352 109787 SH DEFINED 02 0 0 109787 LIMITED BRANDS INC COM 532716107 3896 181872 SH DEFINED 02 181872 0 0 LINCARE HLDGS INC COM 532791100 692 16953 SH DEFINED 02 16953 0 0 LINCARE HLDGS INC COM 532791100 200 4900 SH DEFINED 01 4900 0 0 LINCOLN NATL CORP IND COM 534187109 2807 59832 SH DEFINED 02 0 0 59832 LINCOLN NATL CORP IND COM 534187109 4605 98146 SH DEFINED 02 98146 0 0 LINCOLN NATL CORP IND COM 534187109 202 4300 SH DEFINED 01 4300 0 0 LINEAR TECHNOLOGY CORP COM 535678106 2935 80000 SH DEFINED 01 80000 0 0 LINENS N THINGS INC COM 535679104 367 15500 SH DEFINED 01 15500 0 0 LIZ CLAIBORNE INC COM 539320101 3266 82144 SH DEFINED 02 0 0 82144 LIZ CLAIBORNE INC COM 539320101 5344 134403 SH DEFINED 02 134403 0 0 LIZ CLAIBORNE INC COM 539320101 215 5400 SH DEFINED 01 5400 0 0 LOCKHEED MARTIN CORP COM 539830109 4434 68347 SH DEFINED 02 0 0 68347 LOCKHEED MARTIN CORP COM 539830109 5803 89453 SH DEFINED 02 89453 0 0 LOEWS CORP COM 540424108 302 3900 SH DEFINED 02 0 0 3900 LOEWS CORP COM 540424108 2658 34300 SH DEFINED 02 34300 0 0 LOEWS CORP CAROLNAGPSTK 540424207 1666 50000 SH DEFINED 01 50000 0 0 LOUISIANA PAC CORP COM 546347105 2753 112000 SH DEFINED 02 0 0 112000 LOUISIANA PAC CORP COM 546347105 4862 197800 SH DEFINED 02 197800 0 0 LOUISIANA PAC CORP COM 546347105 374 15200 SH DEFINED 01 15200 0 0 LOWES COS INC COM 548661107 8222 141220 SH DEFINED 02 0 0 141220 LOWES COS INC COM 548661107 11969 205579 SH DEFINED 02 205579 0 0 LUBRIZOL CORP COM 549271104 202 4800 SH DEFINED 01 4800 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1983 681541 SH DEFINED 02 0 0 681541 LUCENT TECHNOLOGIES INC COM 549463107 4366 1500503 SH DEFINED 02 1500503 0 0 LUCENT TECHNOLOGIES INC COM 549463107 605 208000 SH DEFINED 01 208000 0 0 LUCENT TECHNOLOGIES INC DBCV2.750%6/1 549463AG2 9198 8500000 SH DEFINED 01 8500000 0 0 LUCENT TECHNOLOGIES INC SDCV8.000%8/0 549463AK3 2209 2150000 SH DEFINED 01 2150000 0 0 LYONDELL CHEMICAL CO COM 552078107 2642 100000 SH DEFINED 01 100000 0 0 MBIA INC COM 55262C100 1103 18600 SH DEFINED 02 0 0 18600 MBIA INC COM 55262C100 1729 29150 SH DEFINED 02 29150 0 0 MBNA CORP COM 55262L100 5507 210501 SH DEFINED 02 0 0 210501 MBNA CORP COM 55262L100 8025 306770 SH DEFINED 02 306770 0 0 MBNA CORP COM 55262L100 7885 301400 SH DEFINED 01 301400 0 0 M D C HLDGS INC COM 552676108 814 9900 SH DEFINED 01 9900 0 0 MDU RES GROUP INC COM 552690109 307 10900 SH DEFINED 01 10900 0 0 MEMC ELECTR MATLS INC COM 552715104 516 32700 SH DEFINED 02 32700 0 0 MEMC ELECTR MATLS INC COM 552715104 173 11000 SH DEFINED 01 11000 0 0 MGIC INVT CORP WIS COM 552848103 1793 27495 SH DEFINED 02 0 0 27495 MGIC INVT CORP WIS COM 552848103 2966 45482 SH DEFINED 02 45482 0 0 MAGNA INTL INC CLA 559222401 5845 83100 SH DEFINED 01 83100 0 0 MANOR CARE INC NEW COM 564055101 942 23700 SH DEFINED 02 0 0 23700 MANOR CARE INC NEW COM 564055101 1474 37100 SH DEFINED 02 37100 0 0 MANOR CARE INC NEW NOTE2.125%4/1 564055AK7 4050 3000000 SH DEFINED 01 3000000 0 0 MANPOWER INC COM 56418H100 288 7232 SH DEFINED 02 0 0 7232 MANPOWER INC COM 56418H100 1039 26115 SH DEFINED 02 26115 0 0 MANPOWER INC COM 56418H100 207 5200 SH DEFINED 01 5200 0 0 MARATHON OIL CORP COM 565849106 2246 42086 SH DEFINED 02 0 0 42086 MARATHON OIL CORP COM 565849106 3010 56402 SH DEFINED 02 56402 0 0 MARKEL CORP COM 570535104 237 700 SH DEFINED 01 700 0 0 MARSH & MCLENNAN COS INC COM 571748102 1208 43616 SH DEFINED 02 0 0 43616 MARSH & MCLENNAN COS INC COM 571748102 1941 70070 SH DEFINED 02 70070 0 0 MARSH & MCLENNAN COS INC COM 571748102 468 16900 SH DEFINED 01 16900 0 0 MARSHALL & ILSLEY CORP COM 571834100 1129 25391 SH DEFINED 02 0 0 25391 MARSHALL & ILSLEY CORP COM 571834100 1733 38977 SH DEFINED 02 38977 0 0 MARTIN MARIETTA MATLS INC COM 573284106 228 3300 SH DEFINED 01 3300 0 0 MASCO CORP COM 574599106 3643 114700 SH DEFINED 02 0 0 114700 MASCO CORP COM 574599106 5797 182520 SH DEFINED 02 182520 0 0 MASCO CORP COM 574599106 26212 825300 SH DEFINED 01 825300 0 0 MASCO CORP NOTE7/2 574599BB1 2294 5000000 SH DEFINED 01 5000000 0 0 MASSEY ENERGY CO NOTE4.750%5/1 576203AB9 5174 2500000 SH DEFINED 01 2500000 0 0 MASSEY ENERGY CORP COM 576206106 668 17700 SH DEFINED 01 17700 0 0 MATTEL INC COM 577081102 1079 58953 SH DEFINED 02 0 0 58953 MATTEL INC COM 577081102 1723 94170 SH DEFINED 02 94170 0 0 MATTEL INC COM 577081102 408 22300 SH DEFINED 01 22300 0 0 MATTSON TECHNOLOGY INC COM 577223100 107 15000 SH DEFINED 01 15000 0 0 MAXTOR CORP COMNEW 577729205 73 14100 SH DEFINED 01 14100 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 14471 15750000 SH DEFINED 01 15750000 0 0 MAVERICK TUBE CORP COM 577914104 7450 250000 SH DEFINED 01 250000 0 0 MCAFEE INC COM 579064106 267 10200 SH DEFINED 02 10200 0 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791591 SH DEFINED 02 791591 0 0 MERCK & CO INC COM 589331107 4041 131200 SH DEFINED 01 131200 0 0 MERCURY INTERACTIVE CORP COM 589405109 249 6500 SH DEFINED 01 6500 0 0 MEREDITH CORP COM 589433101 903 18400 SH DEFINED 02 0 0 18400 MEREDITH CORP COM 589433101 1614 32900 SH DEFINED 02 32900 0 0 MERRILL LYNCH & CO INC COM 590188108 7971 144901 SH DEFINED 02 0 0 144901 MERRILL LYNCH & CO INC COM 590188108 12062 219276 SH DEFINED 02 219276 0 0 MERRILL LYNCH & CO INC COM 590188108 12927 235000 SH DEFINED 01 235000 0 0 MERRILL LYNCH & CO INC NOTE3/1 590188W46 47384 47560000 SH DEFINED 01 47560000 0 0 METLIFE INC COM 59156R108 6844 152284 SH DEFINED 02 0 0 152284 METLIFE INC COM 59156R108 9084 202141 SH DEFINED 02 202141 0 0 METRIS COS INC COM 591598107 356 24600 SH DEFINED 01 24600 0 0 MICHAELS STORES INC COM 594087108 561 13564 SH DEFINED 02 13564 0 0 MICROSOFT CORP COM 594918104 38728 1559083 SH DEFINED 02 0 0 1559083 MICROSOFT CORP COM 594918104 82442 3318930 SH DEFINED 02 3318930 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2651 89500 SH DEFINED 01 89500 0 0 MICROMUSE INC COM 595094103 126 22300 SH DEFINED 01 22300 0 0 MICRON TECHNOLOGY INC COM 595112103 2994 293269 SH DEFINED 02 0 0 293269 MICRON TECHNOLOGY INC COM 595112103 4524 443057 SH DEFINED 02 443057 0 0 MICRON TECHNOLOGY INC COM 595112103 283 27700 SH DEFINED 01 27700 0 0 MICROSEMI CORP COM 595137100 273 14500 SH DEFINED 01 14500 0 0 MILLENNIUM CELL INC COM 60038B105 115 69140 SH DEFINED 01 69140 0 0 MILLIPORE CORP COM 601073109 465 8200 SH DEFINED 01 8200 0 0 MILLS CORP COM 601148109 432 7100 SH DEFINED 01 7100 0 0 MOBILE TELESYSTEMS OJSC SPONSOREDADR 607409109 222 6600 SH DEFINED 01 6600 0 0 MOHAWK INDS INC COM 608190104 240 2913 SH DEFINED 02 0 0 2913 MOHAWK INDS INC COM 608190104 896 10859 SH DEFINED 02 10859 0 0 MOHAWK INDS INC COM 608190104 297 3600 SH DEFINED 01 3600 0 0 MOLSON COORS BREWING CO CLB 60871R209 1091 17601 SH DEFINED 02 0 0 17601 MOLSON COORS BREWING CO CLB 60871R209 1717 27700 SH DEFINED 02 27700 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1285 65000 SH DEFINED 01 65000 0 0 MORGAN STANLEY COMNEW 617446448 9864 187990 SH DEFINED 02 0 0 187990 MORGAN STANLEY COMNEW 617446448 14813 282322 SH DEFINED 02 282322 0 0 MORGAN STANLEY COMNEW 617446448 13905 265000 SH DEFINED 01 265000 0 0 MOSAIC CO COM 61945A107 2567 165000 SH DEFINED 01 165000 0 0 MOTOROLA INC COM 620076109 9680 530130 SH DEFINED 02 0 0 530130 MOTOROLA INC COM 620076109 19778 1083152 SH DEFINED 02 1083152 0 0 MOTOROLA INC COM 620076109 794 43500 SH DEFINED 01 43500 0 0 MOVIE GALLERY INC COM 624581104 547 20700 SH DEFINED 01 20700 0 0 MYKROLIS CORP COM 62852P103 213 15000 SH DEFINED 01 15000 0 0 MYLAN LABS INC COM 628530107 826 42950 SH DEFINED 02 42950 0 0 NCR CORP NEW COM 62886E108 1004 28600 SH DEFINED 02 0 0 28600 NCR CORP NEW COM 62886E108 1865 53100 SH DEFINED 02 53100 0 0 NII HLDGS INC CLBNEW 62913F201 639 10000 SH DEFINED 01 10000 0 0 NL INDS INC COMNEW 629156407 462 30000 SH DEFINED 01 30000 0 0 NVR INC COM 62944T105 816 1008 SH DEFINED 02 1008 0 0 NABI BIOPHARMACEUTICALS COM 629519109 609 40000 SH DEFINED 01 40000 0 0 NABORS INDS INC NOTE6/1 629568AL0 7217 7000000 SH DEFINED 01 7000000 0 0 NASDAQ 100 TR UNITSER1 631100104 16004 435000 SH DEFINED 01 435000 0 0 NATIONAL CITY CORP COM 635405103 2171 63627 SH DEFINED 02 0 0 63627 NATIONAL CITY CORP COM 635405103 2972 87105 SH DEFINED 02 87105 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1903 86390 SH DEFINED 02 0 0 86390 NATIONAL SEMICONDUCTOR CORP COM 637640103 3235 146860 SH DEFINED 02 146860 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 595 27000 SH DEFINED 01 27000 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 277 7300 SH DEFINED 02 7300 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2192 68500 SH DEFINED 02 0 0 68500 NAVISTAR INTL CORP NEW COM 63934E108 3946 123300 SH DEFINED 02 123300 0 0 NAVISTAR INTL CORP NEW COM 63934E108 624 19500 SH DEFINED 01 19500 0 0 NAVIGANT CONSULTING INC COM 63935N107 577 32700 SH DEFINED 01 32700 0 0 NETWORK APPLIANCE INC COM 64120L104 1344 47554 SH DEFINED 02 0 0 47554 NETWORK APPLIANCE INC COM 64120L104 2119 74970 SH DEFINED 02 74970 0 0 NEW FRONTIER MEDIA INC COM 644398109 929 139700 SH DEFINED 01 139700 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 399 22009 SH DEFINED 02 22009 0 0 NEW YORK TIMES CO CLA 650111107 1380 44300 SH DEFINED 01 44300 0 0 NEWCASTLE INVT CORP COM 65105M108 295 9800 SH DEFINED 01 9800 0 0 NEWELL RUBBERMAID INC COM 651229106 14304 600000 SH DEFINED 01 600000 0 0 NEWS AMER INC NOTE2/2 652482AZ3 2888 5000000 SH DEFINED 01 5000000 0 0 NEWS CORP CLA 65248E104 4717 291531 SH DEFINED 02 0 0 291531 NEWS CORP CLA 65248E104 5783 357416 SH DEFINED 02 357416 0 0 NEWS CORP CLA 65248E104 8373 517500 SH DEFINED 01 517500 0 0 NEXTEL COMMUNICATIONS INC CLA 65332V103 5297 163940 SH DEFINED 02 0 0 163940 NEXTEL COMMUNICATIONS INC CLA 65332V103 7692 238060 SH DEFINED 02 238060 0 0 NEXTEL PARTNERS INC CLA 65333F107 471 18700 SH DEFINED 02 18700 0 0 NEXTEL PARTNERS INC CLA 65333F107 2517 100000 SH DEFINED 01 100000 0 0 NICOR INC COM 654086107 922 22400 SH DEFINED 02 0 0 22400 NICOR INC COM 654086107 1396 33900 SH DEFINED 02 33900 0 0 NIKE INC CLB 654106103 1057 12200 SH DEFINED 02 0 0 12200 NIKE INC CLB 654106103 3369 38900 SH DEFINED 02 38900 0 0 NIKE INC CLB 654106103 13111 151400 SH DEFINED 01 151400 0 0 99 CENTS ONLY STORES COM 65440K106 328 25800 SH DEFINED 01 25800 0 0 NISOURCE INC COM 65473P105 2359 95385 SH DEFINED 02 0 0 95385 NISOURCE INC COM 65473P105 3834 155015 SH DEFINED 02 155015 0 0 NISSAN MOTORS SPONSOREDADR 654744408 2225 111900 SH DEFINED 01 111900 0 0 NOBLE ENERGY INC COM 655044105 716 9463 SH DEFINED 02 9463 0 0 NORDSON CORP COM 655663102 305 8900 SH DEFINED 01 8900 0 0 NORDSTROM INC COM 655664100 2637 38800 SH DEFINED 02 0 0 38800 NORDSTROM INC COM 655664100 4044 59500 SH DEFINED 02 59500 0 0 NORDSTROM INC COM 655664100 455 6700 SH DEFINED 01 6700 0 0 NORFOLK SOUTHERN CORP COM 655844108 3339 107862 SH DEFINED 02 0 0 107862 NORFOLK SOUTHERN CORP COM 655844108 5310 171511 SH DEFINED 02 171511 0 0 NORFOLK SOUTHERN CORP COM 655844108 2861 92400 SH DEFINED 01 92400 0 0 NORTEL NETWORKS CORP NEW COM 656568102 497 190500 SH DEFINED 01 190500 0 0 NORTEL NETWORKS CORP NEW NOTE4.250%9/0 656568AB8 22613 24250000 SH DEFINED 01 24250000 0 0 NORTH FORK BANCORPORATION N COM 659424105 2112 75200 SH DEFINED 02 0 0 75200 NORTH FORK BANCORPORATION N COM 659424105 3326 118411 SH DEFINED 02 118411 0 0 NORTH FORK BANCORPORATION N COM 659424105 9067 322800 SH DEFINED 01 322800 0 0 NORTHERN TR CORP COM 665859104 853 18700 SH DEFINED 02 0 0 18700 NORTHERN TR CORP COM 665859104 1527 33500 SH DEFINED 02 33500 0 0 NORTHROP GRUMMAN CORP COM 666807102 4254 77003 SH DEFINED 02 0 0 77003 NORTHROP GRUMMAN CORP COM 666807102 6773 122596 SH DEFINED 02 122596 0 0 NORTHWEST AIRLS CORP CLA 667280101 1208 264977 SH DEFINED 01 264977 0 0 NORTHWEST AIRLS CORP FRNT6.625%5/1 667280AC5 454 1000000 SH DEFINED 01 1000000 0 0 NOVA CHEMICALS CORP COM 66977W109 4123 134900 SH DEFINED 01 134900 0 0 NOVELL INC COM 670006105 793 127900 SH DEFINED 02 0 0 127900 NOVELL INC COM 670006105 1260 203300 SH DEFINED 02 203300 0 0 NOVELL INC COM 670006105 134 21600 SH DEFINED 01 21600 0 0 NOVELLUS SYS INC COM 670008101 4258 172300 SH DEFINED 01 172300 0 0 NUCOR CORP COM 670346105 4214 92379 SH DEFINED 02 0 0 92379 NUCOR CORP COM 670346105 6770 148396 SH DEFINED 02 148396 0 0 NUCOR CORP COM 670346105 2053 45000 SH DEFINED 01 45000 0 0 NVIDIA CORP COM 67066G104 1970 73730 SH DEFINED 02 0 0 73730 NVIDIA CORP COM 67066G104 3172 118714 SH DEFINED 02 118714 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 6440 83706 SH DEFINED 02 0 0 83706 OCCIDENTAL PETE CORP DEL COM 674599105 9467 123064 SH DEFINED 02 123064 0 0 OCEANEERING INTL INC COM 675232102 259 6700 SH DEFINED 01 6700 0 0 OFFICE DEPOT INC COM 676220106 3650 159797 SH DEFINED 02 0 0 159797 OFFICE DEPOT INC COM 676220106 6014 263320 SH DEFINED 02 263320 0 0 OFFICE DEPOT INC COM 676220106 8261 361700 SH DEFINED 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TEXT CORP COM 683715106 306 21600 SH DEFINED 01 21600 0 0 ORACLE CORP COM 68389X105 8878 672546 SH DEFINED 02 0 0 672546 ORACLE CORP COM 68389X105 19688 1491525 SH DEFINED 02 1491525 0 0 ORACLE CORP COM 68389X105 1254 95000 SH DEFINED 01 95000 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 272 17900 SH DEFINED 01 17900 0 0 OREGON STL MLS INC COM 686079104 731 42500 SH DEFINED 01 42500 0 0 O REILLY AUTOMOTIVE INC COM 686091109 256 8600 SH DEFINED 01 8600 0 0 OUTBACK STEAKHOUSE INC COM 689899102 1330 29400 SH DEFINED 01 29400 0 0 OVERSTOCK COM INC DEL NOTE3.750%12/0 690370AB7 407 500000 SH DEFINED 01 500000 0 0 OXIGENE INC COM 691828107 136 30000 SH DEFINED 01 30000 0 0 PG&E CORP COM 69331C108 1700 45297 SH DEFINED 02 0 0 45297 PG&E CORP COM 69331C108 2779 74041 SH DEFINED 02 74041 0 0 PG&E CORP COM 69331C108 17002 452900 SH DEFINED 01 452900 0 0 PMI GROUP INC COM 69344M101 604 15498 SH DEFINED 02 15498 0 0 PMI GROUP INC COM 69344M101 11394 292300 SH DEFINED 01 292300 0 0 PNC FINL SVCS GROUP 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COM 761713106 260 3300 SH DEFINED 02 0 0 3300 REYNOLDS AMERICAN INC COM 761713106 2277 28900 SH DEFINED 02 28900 0 0 REYNOLDS AMERICAN INC COM 761713106 4381 55600 SH DEFINED 01 55600 0 0 RITE AID CORP COM 767754104 58 13900 SH DEFINED 01 13900 0 0 ROBERT HALF INTL INC COM 770323103 1227 49143 SH DEFINED 02 0 0 49143 ROBERT HALF INTL INC COM 770323103 2011 80519 SH DEFINED 02 80519 0 0 ROBERT HALF INTL INC COM 770323103 7491 300000 SH DEFINED 01 300000 0 0 ROCKWELL AUTOMATION INC COM 773903109 268 5507 SH DEFINED 02 0 0 5507 ROCKWELL COLLINS INC COM 774341101 1292 27100 SH DEFINED 02 0 0 27100 ROCKWELL COLLINS INC COM 774341101 1983 41600 SH DEFINED 02 41600 0 0 ROPER INDS INC NEW COM 776696106 12732 178400 SH DEFINED 01 178400 0 0 ROSS STORES INC COM 778296103 246 8500 SH DEFINED 01 8500 0 0 ROWAN COS INC COM 779382100 389 13100 SH DEFINED 01 13100 0 0 ROYAL DUTCH PETE CO NYREGEUR.56 780257804 221 3400 SH DEFINED 01 3400 0 0 RUBY TUESDAY INC COM 781182100 202 7800 SH DEFINED 01 7800 0 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COM 842587107 3336 96235 SH DEFINED 02 96235 0 0 SOUTHERN PERU COPPER CORP COM 843611104 343 8000 SH DEFINED 02 8000 0 0 SOUTHERN PERU COPPER CORP COM 843611104 10564 246600 SH DEFINED 01 246600 0 0 SOUTHERN UN CO NEW COM 844030106 516 21000 SH DEFINED 01 21000 0 0 SOVEREIGN BANCORP INC COM 845905108 1066 47700 SH DEFINED 02 0 0 47700 SOVEREIGN BANCORP INC COM 845905108 1725 77200 SH DEFINED 02 77200 0 0 SPANISH BROADCASTING SYS IN CLA 846425882 999 100000 SH DEFINED 01 100000 0 0 SPECTRUM BRANDS INC COM 84762L105 1917 58100 SH DEFINED 01 58100 0 0 SPINNAKER EXPL CO COM 84855W109 582 16400 SH DEFINED 01 16400 0 0 SPORTS AUTH INC NEW COM 84917U109 452 14200 SH DEFINED 01 14200 0 0 SPRINT CORP COMFON 852061100 5724 228139 SH DEFINED 02 0 0 228139 SPRINT CORP COMFON 852061100 8851 352776 SH DEFINED 02 352776 0 0 SPRINT CORP COMFON 852061100 3136 125000 SH DEFINED 01 125000 0 0 STAPLES INC COM 855030102 4209 197408 SH DEFINED 02 0 0 197408 STAPLES INC COM 855030102 6197 290670 SH DEFINED 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75000 0 0 SUN MICROSYSTEMS INC COM 866810104 1685 451719 SH DEFINED 02 0 0 451719 SUN MICROSYSTEMS INC COM 866810104 2446 655796 SH DEFINED 02 655796 0 0 SUN MICROSYSTEMS INC COM 866810104 767 205500 SH DEFINED 01 205500 0 0 SUNGARD DATA SYS INC COM 867363103 4186 119019 SH DEFINED 02 0 0 119019 SUNGARD DATA SYS INC COM 867363103 6540 185957 SH DEFINED 02 185957 0 0 SUNOCO INC COM 86764P109 1353 11899 SH DEFINED 02 0 0 11899 SUNOCO INC COM 86764P109 2242 19719 SH DEFINED 02 19719 0 0 SUNOCO INC COM 86764P109 568 5000 SH DEFINED 01 5000 0 0 SUNTRUST BKS INC COM 867914103 2646 36627 SH DEFINED 02 0 0 36627 SUNTRUST BKS INC COM 867914103 3850 53290 SH DEFINED 02 53290 0 0 SUNTRUST BKS INC COM 867914103 14000 193800 SH DEFINED 01 193800 0 0 SUPERIOR INDS INTL INC COM 868168105 237 10000 SH DEFINED 01 10000 0 0 SUPERVALU INC COM 868536103 2889 88600 SH DEFINED 02 0 0 88600 SUPERVALU INC COM 868536103 5094 156200 SH DEFINED 02 156200 0 0 SUPERVALU INC COM 868536103 2270 69600 SH DEFINED 01 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TIMBERLAND CO CLA 887100105 209 5400 SH DEFINED 02 5400 0 0 TIME WARNER INC COM 887317105 13131 785813 SH DEFINED 02 0 0 785813 TIME WARNER INC COM 887317105 28189 1686977 SH DEFINED 02 1686977 0 0 TIME WARNER INC COM 887317105 5742 343600 SH DEFINED 01 343600 0 0 TIMKEN CO COM 887389104 2529 109500 SH DEFINED 01 109500 0 0 TIVO INC COM 888706108 868 130000 SH DEFINED 01 130000 0 0 TODCO CLA 88889T107 1925 75000 SH DEFINED 01 75000 0 0 TOLL BROTHERS INC COM 889478103 799 7871 SH DEFINED 02 7871 0 0 TOLL BROTHERS INC COM 889478103 680 6700 SH DEFINED 01 6700 0 0 TOO INC COM 890333107 1753 75000 SH DEFINED 01 75000 0 0 TORCHMARK CORP COM 891027104 2555 48954 SH DEFINED 02 0 0 48954 TORCHMARK CORP COM 891027104 3744 71722 SH DEFINED 02 71722 0 0 TORCHMARK CORP COM 891027104 219 4200 SH DEFINED 01 4200 0 0 TORO CO COM 891092108 301 7800 SH DEFINED 01 7800 0 0 TOTAL SYS SVCS INC COM 891906109 210 8700 SH DEFINED 02 8700 0 0 TOTAL SYS SVCS INC COM 891906109 241 10000 SH DEFINED 01 10000 0 0 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PARCEL SERVICE INC CLB 911312106 10324 149282 SH DEFINED 02 0 0 149282 UNITED PARCEL SERVICE INC CLB 911312106 13023 188299 SH DEFINED 02 188299 0 0 UNITED STATES STL CORP NEW COM 912909108 2833 82412 SH DEFINED 02 0 0 82412 UNITED STATES STL CORP NEW COM 912909108 4729 137582 SH DEFINED 02 137582 0 0 UNITED STATES STL CORP NEW COM 912909108 217 6300 SH DEFINED 01 6300 0 0 UNITED TECHNOLOGIES CORP COM 913017109 8908 173481 SH DEFINED 02 0 0 173481 UNITED TECHNOLOGIES CORP COM 913017109 14061 273836 SH DEFINED 02 273836 0 0 UNITED TECHNOLOGIES CORP COM 913017109 15918 310000 SH DEFINED 01 310000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 12857 246591 SH DEFINED 02 0 0 246591 UNITEDHEALTH GROUP INC COM 91324P102 18315 351257 SH DEFINED 02 351257 0 0 UNIVERSAL AMERN FINL CORP COM 913377107 4524 200000 SH DEFINED 01 200000 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 454 7300 SH DEFINED 02 7300 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 622 10000 SH DEFINED 01 10000 0 0 UNIVISION COMMUNICATIONS 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