-----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, JyWNWH2sIfeyoZyjGZaGOSemz1q+UUVpEaEcPHZop1pC6+WuBtVh5WQ8gRtcVswf lAUMBKyll2X6aBl007iOmQ== 0001132716-05-000001.txt : 20050214 0001132716-05-000001.hdr.sgml : 20050214 20050214161620 ACCESSION NUMBER: 0001132716-05-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050214 DATE AS OF CHANGE: 20050214 EFFECTIVENESS DATE: 20050214 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: 05610516 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 ocdsiq404.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2004 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 February 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: 1655 Form 13F Information Table Value Total: $8,495,473 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 A D C TELECOMMUNICATIONS COM 000886101 273 102040 SH DEFINED 02 0 0 102040 A D C TELECOMMUNICATIONS COM 000886101 403 150361 SH DEFINED 02 150361 0 0 A D C TELECOMMUNICATIONS COM 000886101 434 162000 SH DEFINED 01 162000 0 0 AFLAC INC COM 001055102 5222 131063 SH DEFINED 02 0 0 131063 AFLAC INC COM 001055102 11089 278344 SH DEFINED 02 278344 0 0 AFLAC INC COM 001055102 637 16000 SH DEFINED 01 16000 0 0 AES CORP COM 00130H105 4259 311557 SH DEFINED 02 0 0 311557 AES CORP COM 00130H105 9650 705955 SH DEFINED 02 705955 0 0 AMR CORP COM 001765106 4433 404800 SH DEFINED 01 404800 0 0 AT&T CORP COMNEW 001957505 2335 122504 SH DEFINED 02 0 0 122504 AT&T CORP COMNEW 001957505 5121 268683 SH DEFINED 02 268683 0 0 AT&T CORP COMNEW 001957505 4588 240700 SH DEFINED 01 240700 0 0 ATMI INC COM 00207R101 622 27600 SH DEFINED 01 27600 0 0 ABBOTT LABS COM 002824100 10280 220370 SH DEFINED 02 0 0 220370 ABBOTT LABS COM 002824100 21570 462381 SH DEFINED 02 462381 0 0 ABERCROMBIE & FITCH CO CLA 002896207 1033 22000 SH DEFINED 02 22000 0 0 ACTUANT CORP CLANEW 00508X203 13559 260000 SH DEFINED 01 260000 0 0 ADAPTEC INC COM 00651F108 1058 139397 SH DEFINED 01 139397 0 0 ADOBE SYS INC COM 00724F101 1943 30973 SH DEFINED 02 0 0 30973 ADOBE SYS INC COM 00724F101 4078 65000 SH DEFINED 02 65000 0 0 ADTRAN INC COM 00738A106 790 41300 SH DEFINED 01 41300 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 15502 354900 SH DEFINED 01 354900 0 0 ADVANCED MEDICAL OPTICS INC NOTE2.500%7/1 00763MAG3 4068 3750000 SH DEFINED 01 3750000 0 0 AEROPOSTALE COM 007865108 589 20000 SH DEFINED 01 20000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 750 34048 SH DEFINED 02 0 0 34048 ADVANCED MICRO DEVICES INC COM 007903107 1744 79211 SH DEFINED 02 79211 0 0 ADVANCED MICRO DEVICES INC COM 007903107 689 31300 SH DEFINED 01 31300 0 0 ADVANCED MICRO DEVICES INC NOTE4.500%12/0 007903AF4 12280 4000000 SH DEFINED 01 4000000 0 0 ADVANCED ENERGY INDS COM 007973100 294 32200 SH DEFINED 01 32200 0 0 AETNA INC NEW COM 00817Y108 2362 18931 SH DEFINED 02 0 0 18931 AETNA INC NEW COM 00817Y108 4865 38997 SH DEFINED 02 38997 0 0 AFFILIATED MANAGERS GROUP COM 008252108 4064 60000 SH DEFINED 01 60000 0 0 AGERE SYS INC CLB 00845V209 22 16175 SH DEFINED 02 0 0 16175 AGERE SYS INC CLB 00845V209 76 56502 SH DEFINED 02 56502 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2693 111751 SH DEFINED 02 0 0 111751 AGILENT TECHNOLOGIES INC COM 00846U101 5613 232897 SH DEFINED 02 232897 0 0 AGILENT TECHNOLOGIES INC DBCV3.000%12/0 00846UAB7 26951 26750000 SH DEFINED 01 26750000 0 0 AIR PRODS & CHEMS INC COM 009158106 1984 34221 SH DEFINED 02 0 0 34221 AIR PRODS & CHEMS INC COM 009158106 4134 71320 SH DEFINED 02 71320 0 0 AIR PRODS & CHEMS INC COM 009158106 313 5400 SH DEFINED 01 5400 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3009 230900 SH DEFINED 01 230900 0 0 ALBERTO CULVER CO COM 013068101 2327 47900 SH DEFINED 02 0 0 47900 ALBERTO CULVER CO COM 013068101 5085 104700 SH DEFINED 02 104700 0 0 ALBERTSONS INC COM 013104104 10266 429900 SH DEFINED 01 429900 0 0 ALCOA INC COM 013817101 2212 70388 SH DEFINED 02 0 0 70388 ALCOA INC COM 013817101 4163 132491 SH DEFINED 02 132491 0 0 ALCOA INC COM 013817101 4892 155700 SH DEFINED 01 155700 0 0 ALIGN TECHNOLOGY INC COM 016255101 459 42700 SH DEFINED 01 42700 0 0 ALLEGHENY ENERGY INC COM 017361106 459 23300 SH DEFINED 02 0 0 23300 ALLEGHENY ENERGY INC COM 017361106 1011 51300 SH DEFINED 02 51300 0 0 ALLEGHENY ENERGY INC COM 017361106 605 30700 SH DEFINED 01 30700 0 0 ALLETE INC COMNEW 018522300 376 10233 SH DEFINED 01 10233 0 0 ALLIANCE CAP MGMT HLDG L P UNITLTDPARTN 01855A101 4607 109700 SH DEFINED 01 109700 0 0 ALLIANCE GAMING CORP COMNEW 01859P609 481 34800 SH DEFINED 01 34800 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 654 10000 SH DEFINED 01 10000 0 0 ALLIED CAP CORP NEW COM 01903Q108 217 8400 SH DEFINED 01 8400 0 0 ALLIED WASTE INDS INC COMPAR$.01NEW 019589308 6827 735637 SH DEFINED 01 735637 0 0 ALLMERICA FINL CORP COM 019754100 243 7400 SH DEFINED 01 7400 0 0 ALLSTATE CORP COM 020002101 3719 71904 SH DEFINED 02 0 0 71904 ALLSTATE CORP COM 020002101 7432 143703 SH DEFINED 02 143703 0 0 ALLTEL CORP COM 020039103 2126 36188 SH DEFINED 02 0 0 36188 ALLTEL CORP COM 020039103 4423 75270 SH DEFINED 02 75270 0 0 ALPHARMA INC CLA 020813101 454 26800 SH DEFINED 01 26800 0 0 ALTERA CORP COM 021441100 824 39800 SH DEFINED 01 39800 0 0 ALTRIA GROUP INC COM 02209S103 4536 74235 SH DEFINED 02 0 0 74235 ALTRIA GROUP INC COM 02209S103 35335 578319 SH DEFINED 02 578319 0 0 ALTRIA GROUP INC COM 02209S103 36611 599200 SH DEFINED 01 599200 0 0 AMAZON COM INC COM 023135106 424 9579 SH DEFINED 02 0 0 9579 AMAZON COM INC COM 023135106 1364 30794 SH DEFINED 02 30794 0 0 AMAZON COM INC COM 023135106 3322 75000 SH DEFINED 01 75000 0 0 AMBAC FINL GROUP INC COM 023139108 2932 35700 SH DEFINED 02 0 0 35700 AMBAC FINL GROUP INC COM 023139108 6113 74433 SH DEFINED 02 74433 0 0 AMBAC FINL GROUP INC COM 023139108 214 2600 SH DEFINED 01 2600 0 0 AMCOR LTD ADRNEW 02341R302 287 12672 SH DEFINED 01 12672 0 0 AMERADA HESS CORP COM 023551104 2694 32700 SH DEFINED 02 0 0 32700 AMERADA HESS CORP COM 023551104 5874 71300 SH DEFINED 02 71300 0 0 AMERADA HESS CORP COM 023551104 17864 216849 SH DEFINED 01 216849 0 0 AMERADA HESS CORP PFDCVACES7% 023551401 9227 125000 SH DEFINED 01 125000 0 0 AMEREN CORP COM 023608102 5049 100700 SH DEFINED 01 100700 0 0 AMERICAN AXLE & MFG HLDGS I COM 024061103 518 16900 SH DEFINED 01 16900 0 0 AMERICAN ELEC PWR INC COM 025537101 1431 41664 SH DEFINED 02 0 0 41664 AMERICAN ELEC PWR INC COM 025537101 3014 87773 SH DEFINED 02 87773 0 0 AMERICAN EAGLE OUTFITTERS N COM 02553E106 485 10300 SH DEFINED 01 10300 0 0 AMERICAN EXPRESS CO COM 025816109 8505 150871 SH DEFINED 02 0 0 150871 AMERICAN EXPRESS CO COM 025816109 17398 308634 SH DEFINED 02 308634 0 0 AMERICAN INTL GROUP INC COM 026874107 26483 403277 SH DEFINED 02 0 0 403277 AMERICAN INTL GROUP INC COM 026874107 52771 803575 SH DEFINED 02 803575 0 0 AMERICAN INTL GROUP INC COM 026874107 8865 135000 SH DEFINED 01 135000 0 0 AMERICAN INTL GROUP INC DBCV11/0 026874AP2 5007 7550000 SH DEFINED 01 7550000 0 0 AMERICAN STD COS INC DEL COM 029712106 2896 70094 SH DEFINED 02 0 0 70094 AMERICAN STD COS INC DEL COM 029712106 5760 139411 SH DEFINED 02 139411 0 0 AMERICAN STD COS INC DEL COM 029712106 9574 231700 SH DEFINED 01 231700 0 0 AMERICREDIT CORP COM 03060R101 323 13200 SH DEFINED 02 13200 0 0 AMERICREDIT CORP COM 03060R101 240 9800 SH DEFINED 01 9800 0 0 AMERISOURCE HEALTH CORP NOTE5.000%12/0 03071PAD4 2770 2500000 SH DEFINED 01 2500000 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2503 42648 SH DEFINED 02 0 0 42648 AMERISOURCEBERGEN CORP COM 03073E105 5119 87235 SH DEFINED 02 87235 0 0 AMERITRADE HLDG CORP NEW COM 03074K100 626 44000 SH DEFINED 02 44000 0 0 AMGEN INC COM 031162100 10060 156826 SH DEFINED 02 0 0 156826 AMGEN INC COM 031162100 19809 308798 SH DEFINED 02 308798 0 0 AMGEN INC NOTE3/0 031162AE0 11880 16000000 SH DEFINED 01 16000000 0 0 AMKOR TECHNOLOGY INC COM 031652100 101 15100 SH DEFINED 01 15100 0 0 AMPHENOL CORP NEW CLA 032095101 265 7200 SH DEFINED 02 7200 0 0 AMSOUTH BANCORPORATION COM 032165102 327 12614 SH DEFINED 02 12614 0 0 AMSOUTH BANCORPORATION COM 032165102 601 23200 SH DEFINED 01 23200 0 0 ANADARKO PETE CORP COM 032511107 4526 69828 SH DEFINED 02 0 0 69828 ANADARKO PETE CORP COM 032511107 9535 147127 SH DEFINED 02 147127 0 0 ANADARKO PETE CORP COM 032511107 24278 374600 SH DEFINED 01 374600 0 0 ANALOG DEVICES INC COM 032654105 1722 46640 SH DEFINED 02 0 0 46640 ANALOG DEVICES INC COM 032654105 3384 91649 SH DEFINED 02 91649 0 0 ANDREW CORP COM 034425108 1422 104300 SH DEFINED 02 0 0 104300 ANDREW CORP COM 034425108 3140 230400 SH DEFINED 02 230400 0 0 ANDRX CORP DEL ANDRXGROUP 034553107 1310 60000 SH DEFINED 01 60000 0 0 ANHEUSER BUSCH COS INC COM 035229103 5398 106414 SH DEFINED 02 0 0 106414 ANHEUSER BUSCH COS INC COM 035229103 10755 211996 SH DEFINED 02 211996 0 0 ANTEON INTL CORP COM 03674E108 16533 394970 SH DEFINED 01 394970 0 0 AON CORP COM 037389103 1115 46738 SH DEFINED 02 0 0 46738 AON CORP COM 037389103 2344 98252 SH DEFINED 02 98252 0 0 APACHE CORP COM 037411105 2870 56762 SH DEFINED 02 0 0 56762 APACHE CORP COM 037411105 5776 114222 SH DEFINED 02 114222 0 0 APACHE CORP COM 037411105 14868 294000 SH DEFINED 01 294000 0 0 APARTMENT INVT & MGMT CO CLA 03748R101 710 18428 SH DEFINED 02 0 0 18428 APARTMENT INVT & MGMT CO CLA 03748R101 1407 36500 SH DEFINED 02 36500 0 0 APARTMENT INVT & MGMT CO CLA 03748R101 366 9500 SH DEFINED 01 9500 0 0 APOLLO GROUP INC CLA 037604105 2656 32910 SH DEFINED 02 0 0 32910 APOLLO GROUP INC CLA 037604105 5431 67295 SH DEFINED 02 67295 0 0 APPLE COMPUTER INC COM 037833100 2053 31880 SH DEFINED 02 0 0 31880 APPLE COMPUTER INC COM 037833100 3958 61467 SH DEFINED 02 61467 0 0 APPLE COMPUTER INC COM 037833100 8823 137000 SH DEFINED 01 137000 0 0 APPLERA CORP COMAPBIOGRP 038020103 2810 134373 SH DEFINED 02 0 0 134373 APPLERA CORP COMAPBIOGRP 038020103 6487 310252 SH DEFINED 02 310252 0 0 APPLIED MATLS INC COM 038222105 3649 213372 SH DEFINED 02 0 0 213372 APPLIED MATLS INC COM 038222105 7346 429601 SH DEFINED 02 429601 0 0 APPLIED MATLS INC COM 038222105 241 14100 SH DEFINED 01 14100 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 1868 443800 SH DEFINED 02 0 0 443800 APPLIED MICRO CIRCUITS CORP COM 03822W109 4125 979800 SH DEFINED 02 979800 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 99 23500 SH DEFINED 01 23500 0 0 AQUILA INC PIES6.75% 03840P409 340 10000 SH DEFINED 01 10000 0 0 ARCH COAL INC PFDCV5%PERP 039380209 10446 115750 SH DEFINED 01 115750 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3204 143623 SH DEFINED 02 0 0 143623 ARCHER DANIELS MIDLAND CO COM 039483102 6557 293900 SH DEFINED 02 293900 0 0 ARIBA INC COMNEW 04033V203 742 44700 SH DEFINED 01 44700 0 0 ARM HLDGS PLC SPONSOREDADR 042068106 1499 243000 SH DEFINED 01 243000 0 0 ARMOR HOLDINGS INC COM 042260109 1218 25900 SH DEFINED 01 25900 0 0 ASSOCIATED BANC CORP COM 045487105 691 20800 SH DEFINED 01 20800 0 0 ASTRAZENECA PLC SPONSOREDADR 046353108 579 15900 SH DEFINED 01 15900 0 0 AUDIBLE INC COMNEW 05069A302 782 30000 SH DEFINED 01 30000 0 0 AUTODESK INC COM 052769106 1989 52400 SH DEFINED 02 0 0 52400 AUTODESK INC COM 052769106 4357 114800 SH DEFINED 02 114800 0 0 AUTOMATIC DATA PROCESSING I COM 053015103 2944 66376 SH DEFINED 02 0 0 66376 AUTOMATIC DATA PROCESSING I COM 053015103 6070 136866 SH DEFINED 02 136866 0 0 AUTOMATIC DATA PROCESSING I COM 053015103 15562 350900 SH DEFINED 01 350900 0 0 AUTOZONE INC COM 053332102 3434 37612 SH DEFINED 02 0 0 37612 AUTOZONE INC COM 053332102 7485 81975 SH DEFINED 02 81975 0 0 AUTOZONE INC COM 053332102 4566 50000 SH DEFINED 01 50000 0 0 AVALONBAY CMNTYS INC COM 053484101 369 4900 SH DEFINED 02 4900 0 0 AVANEX CORP COM 05348W109 180 54300 SH DEFINED 01 54300 0 0 AVAYA INC COM 053499109 1858 108013 SH DEFINED 02 0 0 108013 AVAYA INC COM 053499109 4415 256664 SH DEFINED 02 256664 0 0 AVNET INC COM 053807103 613 33600 SH DEFINED 01 33600 0 0 AVON PRODS INC COM 054303102 3223 83281 SH DEFINED 02 0 0 83281 AVON PRODS INC COM 054303102 6225 160856 SH DEFINED 02 160856 0 0 AVON PRODS INC COM 054303102 871 22500 SH DEFINED 01 22500 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 458 56300 SH DEFINED 01 56300 0 0 BB&T CORP COM 054937107 1918 45617 SH DEFINED 02 0 0 45617 BB&T CORP COM 054937107 3709 88209 SH DEFINED 02 88209 0 0 BJ SVCS CO COM 055482103 731 15699 SH DEFINED 02 0 0 15699 BJ SVCS CO COM 055482103 1514 32527 SH DEFINED 02 32527 0 0 BJ SVCS CO COM 055482103 19835 426200 SH DEFINED 01 426200 0 0 BP PLC SPONSOREDADR 055622104 2786 47700 SH DEFINED 02 47700 0 0 BP PLC SPONSOREDADR 055622104 16352 280000 SH DEFINED 01 280000 0 0 BMC SOFTWARE INC COM 055921100 200 10759 SH DEFINED 02 10759 0 0 BMC SOFTWARE INC COM 055921100 1075 57800 SH DEFINED 01 57800 0 0 BAKER HUGHES INC COM 057224107 321 7515 SH DEFINED 02 7515 0 0 BAKER HUGHES INC COM 057224107 9230 216300 SH DEFINED 01 216300 0 0 BALL CORP COM 058498106 1584 36009 SH DEFINED 02 0 0 36009 BALL CORP COM 058498106 3286 74706 SH DEFINED 02 74706 0 0 BALLARD PWR SYS INC COM 05858H104 407 60000 SH DEFINED 01 60000 0 0 BANK OF AMERICA CORPORATION COM 060505104 29047 618156 SH DEFINED 02 0 0 618156 BANK OF AMERICA CORPORATION COM 060505104 60757 1292984 SH DEFINED 02 1292984 0 0 BANK MUTUAL CORP NEW COM 063750103 439 36100 SH DEFINED 01 36100 0 0 BANK NEW YORK INC COM 064057102 4014 120113 SH DEFINED 02 0 0 120113 BANK NEW YORK INC COM 064057102 8033 240352 SH DEFINED 02 240352 0 0 BANK NEW YORK INC COM 064057102 14234 425900 SH DEFINED 01 425900 0 0 BANKNORTH GROUP INC NEW COM 06646R107 282 7700 SH DEFINED 02 7700 0 0 BARD C R INC COM 067383109 793 12400 SH DEFINED 02 0 0 12400 BARD C R INC COM 067383109 1721 26900 SH DEFINED 02 26900 0 0 BAUSCH & LOMB INC COM 071707103 1792 27800 SH DEFINED 02 0 0 27800 BAUSCH & LOMB INC COM 071707103 3939 61100 SH DEFINED 02 61100 0 0 BAUSCH & LOMB INC COM 071707103 277 4300 SH DEFINED 01 4300 0 0 BAXTER INTL INC COM 071813109 2359 68292 SH DEFINED 02 0 0 68292 BAXTER INTL INC COM 071813109 4592 132940 SH DEFINED 02 132940 0 0 BAXTER INTL INC COM 071813109 2751 79650 SH DEFINED 01 79650 0 0 BEA SYS INC COM 073325102 210 23663 SH DEFINED 02 0 0 23663 BEA SYS INC COM 073325102 478 53995 SH DEFINED 02 53995 0 0 BEA SYS INC COM 073325102 986 111300 SH DEFINED 01 111300 0 0 BEACON ROOFING SUPPLY INC COM 073685109 1986 100000 SH DEFINED 01 100000 0 0 BEAR STEARNS COS INC COM 073902108 2844 27800 SH DEFINED 02 0 0 27800 BEAR STEARNS COS INC COM 073902108 6210 60700 SH DEFINED 02 60700 0 0 BEAR STEARNS COS INC COM 073902108 3693 36100 SH DEFINED 01 36100 0 0 BEARINGPOINT INC COM 074002106 414 51600 SH DEFINED 01 51600 0 0 BECTON DICKINSON & CO COM 075887109 303 5343 SH DEFINED 02 5343 0 0 BED BATH & BEYOND INC COM 075896100 3903 97981 SH DEFINED 02 0 0 97981 BED BATH & BEYOND INC COM 075896100 8289 208108 SH DEFINED 02 208108 0 0 BED BATH & BEYOND INC COM 075896100 15378 386100 SH DEFINED 01 386100 0 0 BELLSOUTH CORP COM 079860102 7690 276735 SH DEFINED 02 0 0 276735 BELLSOUTH CORP COM 079860102 15259 549080 SH DEFINED 02 549080 0 0 BEMIS INC COM 081437105 384 13200 SH DEFINED 02 13200 0 0 BEST BUY INC COM 086516101 4092 68864 SH DEFINED 02 0 0 68864 BEST BUY INC COM 086516101 8254 138908 SH DEFINED 02 138908 0 0 BEST BUY INC SDCV2.250%1/1 086516AF8 12519 11605000 SH DEFINED 01 11605000 0 0 BEVERLY ENTERPRISES INC COMNEW 087851309 726 79300 SH DEFINED 01 79300 0 0 BEVERLY ENTERPRISES INC NOTE2.750%11/0 087851AR2 8520 6000000 SH DEFINED 01 6000000 0 0 BIG LOTS INC COM 089302103 233 19200 SH DEFINED 01 19200 0 0 BIOMET INC COM 090613100 1276 29400 SH DEFINED 01 29400 0 0 BIOGEN IDEC INC COM 09062X103 3238 48616 SH DEFINED 02 0 0 48616 BIOGEN IDEC INC COM 09062X103 6676 100228 SH DEFINED 02 100228 0 0 BIOSANTE PHARMACEUTICALS IN COMNEW 09065V203 1389 253500 SH DEFINED 01 253500 0 0 BIOVAIL CORP COM 09067J109 1355 82000 SH DEFINED 01 82000 0 0 BLACKROCK INC CLA 09247X101 216 2800 SH DEFINED 02 2800 0 0 BLOCK H & R INC COM 093671105 1717 35044 SH DEFINED 02 0 0 35044 BLOCK H & R INC COM 093671105 3444 70281 SH DEFINED 02 70281 0 0 BLOCKBUSTER INC CLA 093679108 100 10500 SH DEFINED 01 10500 0 0 BLOCKBUSTER INC CLB 093679207 2428 275580 SH DEFINED 01 275580 0 0 BLUE COAT SYSTEMS INC COMNEW 09534T508 930 50000 SH DEFINED 01 50000 0 0 BLUELINX HLDGS INC COM 09624H109 1375 95000 SH DEFINED 01 95000 0 0 BOEING CO COM 097023105 5538 106974 SH DEFINED 02 0 0 106974 BOEING CO COM 097023105 11748 226926 SH DEFINED 02 226926 0 0 BOEING CO COM 097023105 7810 150858 SH DEFINED 01 150858 0 0 BORDERS GROUP INC COM 099709107 960 37800 SH DEFINED 01 37800 0 0 BOSTON PROPERTIES INC COM 101121101 369 5700 SH DEFINED 02 5700 0 0 BOSTON SCIENTIFIC CORP COM 101137107 4351 122401 SH DEFINED 02 0 0 122401 BOSTON SCIENTIFIC CORP COM 101137107 8419 236833 SH DEFINED 02 236833 0 0 BOWATER INC COM 102183100 400 9100 SH DEFINED 01 9100 0 0 BRINKER INTL INC DBCV10/1 109641AC4 642 1000000 SH DEFINED 01 1000000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 8709 339928 SH DEFINED 02 0 0 339928 BRISTOL MYERS SQUIBB CO COM 110122108 18132 707745 SH DEFINED 02 707745 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 2419 94400 SH DEFINED 01 94400 0 0 BRISTOL MYERS SQUIBB CO DBCV9/1 110122AN8 7575 7500000 SH DEFINED 01 7500000 0 0 BROADCOM CORP CLA 111320107 2203 68255 SH DEFINED 02 0 0 68255 BROADCOM CORP CLA 111320107 4597 142407 SH DEFINED 02 142407 0 0 BROCADE COMMUNICATIONS SYS NOTE2.000%1/0 111621AB4 702 750000 SH DEFINED 01 750000 0 0 BROWN FORMAN CORP CLB 115637209 1499 30800 SH DEFINED 02 0 0 30800 BROWN FORMAN CORP CLB 115637209 3106 63800 SH DEFINED 02 63800 0 0 BRUNSWICK CORP COM 117043109 1548 31273 SH DEFINED 02 0 0 31273 BRUNSWICK CORP COM 117043109 3328 67233 SH DEFINED 02 67233 0 0 BUNGE LTD FIN CORP NOTE3.750%11/1 120568AE0 2987 2300000 SH DEFINED 01 2300000 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 2278 48156 SH DEFINED 02 0 0 48156 BURLINGTON NORTHN SANTA FE COM 12189T104 4814 101745 SH DEFINED 02 101745 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 747 15800 SH DEFINED 01 15800 0 0 BURLINGTON RES INC COM 122014103 4411 101412 SH DEFINED 02 0 0 101412 BURLINGTON RES INC COM 122014103 9465 217592 SH DEFINED 02 217592 0 0 BURLINGTON RES INC COM 122014103 2175 50000 SH DEFINED 01 50000 0 0 BUSINESS OBJECTS S A SPONSOREDADR 12328X107 226 8900 SH DEFINED 01 8900 0 0 C D W CORP COM 12512N105 226 3400 SH DEFINED 02 3400 0 0 CIGNA CORP COM 125509109 1332 16329 SH DEFINED 02 0 0 16329 CIGNA CORP COM 125509109 2684 32901 SH DEFINED 02 32901 0 0 CIGNA CORP COM 125509109 4152 50900 SH DEFINED 01 50900 0 0 CIT GROUP INC COM 125581108 1581 34500 SH DEFINED 02 0 0 34500 CIT GROUP INC COM 125581108 3473 75800 SH DEFINED 02 75800 0 0 CIT GROUP INC COM 125581108 4060 88600 SH DEFINED 01 88600 0 0 CMS ENERGY CORP COM 125896100 606 58000 SH DEFINED 02 0 0 58000 CMS ENERGY CORP COM 125896100 1041 99600 SH DEFINED 02 99600 0 0 CMS ENERGY CORP COM 125896100 7828 749058 SH DEFINED 01 749058 0 0 CVS CORP COM 126650100 2713 60201 SH DEFINED 02 0 0 60201 CVS CORP COM 126650100 5510 122264 SH DEFINED 02 122264 0 0 CVS CORP COM 126650100 2736 60700 SH DEFINED 01 60700 0 0 CABELAS INC COM 126804301 373 16400 SH DEFINED 01 16400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 253 18294 SH DEFINED 02 18294 0 0 CAL DIVE INTL INC COM 127914109 342 8400 SH DEFINED 01 8400 0 0 CALLAWAY GOLF CO COM 131193104 3712 275000 SH DEFINED 01 275000 0 0 CALPINE CORP COM 131347106 130 33100 SH DEFINED 02 0 0 33100 CALPINE CORP COM 131347106 198 50200 SH DEFINED 02 50200 0 0 CALPINE CORP COM 131347106 419 106400 SH DEFINED 01 106400 0 0 CAMBIOR INC COM 13201L103 31 11500 SH DEFINED 01 11500 0 0 CAMPBELL SOUP CO COM 134429109 212 7094 SH DEFINED 02 0 0 7094 CAMPBELL SOUP CO COM 134429109 257 8605 SH DEFINED 02 8605 0 0 CANADIAN NATL RY CO COM 136375102 551 9000 SH DEFINED 01 9000 0 0 CAPITAL ONE FINL CORP COM 14040H105 4975 59076 SH DEFINED 02 0 0 59076 CAPITAL ONE FINL CORP COM 14040H105 11478 136300 SH DEFINED 02 136300 0 0 CAPITAL ONE FINL CORP COM 14040H105 227 2700 SH DEFINED 01 2700 0 0 CARDINAL HEALTH INC COM 14149Y108 4175 71796 SH DEFINED 02 0 0 71796 CARDINAL HEALTH INC COM 14149Y108 8013 137795 SH DEFINED 02 137795 0 0 CAREER EDUCATION CORP COM 141665109 11204 280100 SH DEFINED 01 280100 0 0 CAREMARK RX INC COM 141705103 2732 69294 SH DEFINED 02 0 0 69294 CAREMARK RX INC COM 141705103 5603 142103 SH DEFINED 02 142103 0 0 CARNIVAL CORP PAIREDCTF 143658300 4673 81080 SH DEFINED 02 0 0 81080 CARNIVAL CORP PAIREDCTF 143658300 7666 133017 SH DEFINED 02 133017 0 0 CATALINA MARKETING CORP COM 148867104 738 24900 SH DEFINED 01 24900 0 0 CATELLUS DEV CORP NEW COM 149113102 294 9594 SH DEFINED 02 9594 0 0 CATERPILLAR INC DEL COM 149123101 7459 76497 SH DEFINED 02 0 0 76497 CATERPILLAR INC DEL COM 149123101 15941 163480 SH DEFINED 02 163480 0 0 CELL THERAPEUTICS INC COM 150934107 4274 525000 SH DEFINED 01 525000 0 0 CELESTICA INC SUBVTGSHS 15101Q108 243 17200 SH DEFINED 01 17200 0 0 CELGENE CORP COM 151020104 385 14500 SH DEFINED 02 14500 0 0 CENDANT CORP COM 151313103 5651 241687 SH DEFINED 02 0 0 241687 CENDANT CORP COM 151313103 11975 512204 SH DEFINED 02 512204 0 0 CENTERPOINT ENERGY INC COM 15189T107 182 16118 SH DEFINED 02 16118 0 0 CENTERPOINT ENERGY INC NOTE3.750%5/1 15189TAC1 6532 5700000 SH DEFINED 01 5700000 0 0 CENTERPOINT ENERGY INC NOTE2.875%1/1 15189TAL1 17952 17000000 SH DEFINED 01 17000000 0 0 CENTEX CORP COM 152312104 3447 57858 SH DEFINED 02 0 0 57858 CENTEX CORP COM 152312104 7322 122892 SH DEFINED 02 122892 0 0 CENTEX CORP COM 152312104 411 6900 SH DEFINED 01 6900 0 0 CENTURY ALUM CO COM 156431108 2781 105921 SH DEFINED 01 105921 0 0 CENTURYTEL INC COM 156700106 2224 62700 SH DEFINED 02 0 0 62700 CENTURYTEL INC COM 156700106 4906 138300 SH DEFINED 02 138300 0 0 CEPHALON INC COM 156708109 2167 42600 SH DEFINED 01 42600 0 0 CERIDIAN CORP NEW COM 156779100 951 52000 SH DEFINED 01 52000 0 0 CERNER CORP COM 156782104 223 4190 SH DEFINED 01 4190 0 0 CERTEGY INC COM 156880106 568 16000 SH DEFINED 01 16000 0 0 CHAMPION ENTERPRISES INC COM 158496109 11513 974000 SH DEFINED 01 974000 0 0 CHARLES RIVER ASSOCIATES COM 159852102 2563 54800 SH DEFINED 01 54800 0 0 CHARLES RIV LABORATORIES IN DBCV3.500%2/0 159863AL3 3044 2500000 SH DEFINED 01 2500000 0 0 CHARMING SHOPPES INC COM 161133103 656 70000 SH DEFINED 01 70000 0 0 CHARTER COMMUNICATIONS INC CLA 16117M107 2560 1143000 SH DEFINED 01 1143000 0 0 CHECKFREE CORP NEW COM 162813109 5902 155000 SH DEFINED 01 155000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 9079 550224 SH DEFINED 01 550224 0 0 CHEVRONTEXACO CORP COM 166764100 17174 327060 SH DEFINED 02 0 0 327060 CHEVRONTEXACO CORP COM 166764100 35762 681044 SH DEFINED 02 681044 0 0 CHEVRONTEXACO CORP COM 166764100 22117 421200 SH DEFINED 01 421200 0 0 CHINA PETE & CHEM CORP SPONADRHSHS 16941R108 820 20000 SH DEFINED 01 20000 0 0 CHIRON CORP COM 170040109 2017 60513 SH DEFINED 02 0 0 60513 CHIRON CORP COM 170040109 4165 124965 SH DEFINED 02 124965 0 0 CHOICEPOINT INC COM 170388102 546 11864 SH DEFINED 02 11864 0 0 CHUBB CORP COM 171232101 2752 35792 SH DEFINED 02 0 0 35792 CHUBB CORP COM 171232101 5780 75164 SH DEFINED 02 75164 0 0 CHUBB CORP CORPUNIT% 171232309 6676 225600 SH DEFINED 01 225600 0 0 CIBER INC COM 17163B102 447 46400 SH DEFINED 01 46400 0 0 CIENA CORP COM 171779101 173 51818 SH DEFINED 02 0 0 51818 CIENA CORP COM 171779101 400 119770 SH DEFINED 02 119770 0 0 CIENA CORP COM 171779101 250 75000 SH DEFINED 01 75000 0 0 CIENA CORP NOTE3.750%2/0 171779AA9 1514 1750000 SH DEFINED 01 1750000 0 0 CINCINNATI BELL INC NEW COM 171871106 565 136200 SH DEFINED 01 136200 0 0 CINCINNATI FINL CORP COM 172062101 2414 54550 SH DEFINED 02 0 0 54550 CINCINNATI FINL CORP COM 172062101 5679 128304 SH DEFINED 02 128304 0 0 CIRCUIT CITY STORE INC COM 172737108 314 20068 SH DEFINED 02 0 0 20068 CIRCUIT CITY STORE INC COM 172737108 843 53900 SH DEFINED 02 53900 0 0 CIRRUS LOGIC INC COM 172755100 284 51503 SH DEFINED 01 51503 0 0 CISCO SYS INC COM 17275R102 21829 1131059 SH DEFINED 02 0 0 1131059 CISCO SYS INC COM 17275R102 45528 2358938 SH DEFINED 02 2358938 0 0 CISCO SYS INC COM 17275R102 492 25500 SH DEFINED 01 25500 0 0 CINTAS CORP COM 172908105 2626 59863 SH DEFINED 02 0 0 59863 CINTAS CORP COM 172908105 5476 124860 SH DEFINED 02 124860 0 0 CITIGROUP INC COM 172967101 38596 801073 SH DEFINED 02 0 0 801073 CITIGROUP INC COM 172967101 81028 1681781 SH DEFINED 02 1681781 0 0 CITIGROUP INC COM 172967101 9737 202100 SH DEFINED 01 202100 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 192 13900 SH DEFINED 02 13900 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 718 52100 SH DEFINED 01 52100 0 0 CITRIX SYS INC COM 177376100 330 13440 SH DEFINED 02 0 0 13440 CITRIX SYS INC COM 177376100 790 32186 SH DEFINED 02 32186 0 0 CITRIX SYS INC COM 177376100 532 21700 SH DEFINED 01 21700 0 0 CITY NATL CORP COM 178566105 261 3700 SH DEFINED 02 3700 0 0 CLEAR CHANNEL COMMUNICATION COM 184502102 1654 49399 SH DEFINED 02 0 0 49399 CLEAR CHANNEL COMMUNICATION COM 184502102 3059 91343 SH DEFINED 02 91343 0 0 CLEAR CHANNEL COMMUNICATION COM 184502102 358 10700 SH DEFINED 01 10700 0 0 COACH INC COM 189754104 2582 45788 SH DEFINED 02 0 0 45788 COACH INC COM 189754104 5394 95638 SH DEFINED 02 95638 0 0 COCA COLA CO COM 191216100 15844 380594 SH DEFINED 02 0 0 380594 COCA COLA CO COM 191216100 32454 779573 SH DEFINED 02 779573 0 0 COCA COLA CO COM 191216100 6761 162400 SH DEFINED 01 162400 0 0 COCA COLA ENTERPRISES INC COM 191219104 3139 150529 SH DEFINED 02 0 0 150529 COCA COLA ENTERPRISES INC COM 191219104 6588 315970 SH DEFINED 02 315970 0 0 COCA COLA ENTERPRISES INC COM 191219104 648 31100 SH DEFINED 01 31100 0 0 COEUR D ALENE MINES CORP ID COM 192108108 2679 681700 SH DEFINED 01 681700 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 698 16500 SH DEFINED 02 16500 0 0 COLGATE PALMOLIVE CO COM 194162103 2879 56266 SH DEFINED 02 0 0 56266 COLGATE PALMOLIVE CO COM 194162103 6480 126656 SH DEFINED 02 126656 0 0 COLGATE PALMOLIVE CO COM 194162103 19446 380100 SH DEFINED 01 380100 0 0 COLLINS & AIKMAN CORP NEW COMNEW 194830204 654 150100 SH DEFINED 01 150100 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 358 6000 SH DEFINED 02 6000 0 0 COMCAST CORP NEW CLA 20030N101 8319 249971 SH DEFINED 02 0 0 249971 COMCAST CORP NEW CLA 20030N101 17072 512976 SH DEFINED 02 512976 0 0 COMCAST CORP NEW CLA 20030N101 1072 32200 SH DEFINED 01 32200 0 0 COMCAST CORP NEW CLASPL 20030N200 317 9649 SH DEFINED 02 0 0 9649 COMERICA INC COM 200340107 1565 25645 SH DEFINED 02 0 0 25645 COMERICA INC COM 200340107 3216 52700 SH DEFINED 02 52700 0 0 COMERICA INC COM 200340107 1153 18900 SH DEFINED 01 18900 0 0 COMMERCE BANCORP INC NJ COM 200519106 270 4187 SH DEFINED 02 0 0 4187 COMMERCE BANCORP INC NJ COM 200519106 597 9266 SH DEFINED 02 9266 0 0 COMMERCE BANCSHARES INC COM 200525103 312 6206 SH DEFINED 02 6206 0 0 COMMSCOPE INC SDCV1.000%3/1 203372AD9 469 450000 SH DEFINED 01 450000 0 0 COMMUNITY HEALTH SYS INC NE COM 203668108 4112 147500 SH DEFINED 01 147500 0 0 COMPASS BANCSHARES INC COM 20449H109 277 5700 SH DEFINED 02 5700 0 0 COMPASS BANCSHARES INC COM 20449H109 1708 35100 SH DEFINED 01 35100 0 0 COMPUTER ASSOC INTL INC COM 204912109 620 19951 SH DEFINED 02 0 0 19951 COMPUTER ASSOC INTL INC COM 204912109 1173 37770 SH DEFINED 02 37770 0 0 COMPUTER ASSOC INTL INC COM 204912109 4035 129900 SH DEFINED 01 129900 0 0 COMPUTER ASSOC INTL INC NOTE1.625%12/1 204912AQ2 11543 7000000 SH DEFINED 01 7000000 0 0 COMPUTER SCIENCES CORP COM 205363104 2691 47738 SH DEFINED 02 0 0 47738 COMPUTER SCIENCES CORP COM 205363104 5608 99484 SH DEFINED 02 99484 0 0 COMPUTER SCIENCES CORP COM 205363104 6240 110700 SH DEFINED 01 110700 0 0 COMPUWARE CORP COM 205638109 327 50487 SH DEFINED 02 0 0 50487 COMPUWARE CORP COM 205638109 644 99470 SH DEFINED 02 99470 0 0 COMPUWARE CORP COM 205638109 859 132800 SH DEFINED 01 132800 0 0 COMVERSE TECHNOLOGY INC COMPAR$0.10 205862402 1239 50674 SH DEFINED 02 0 0 50674 COMVERSE TECHNOLOGY INC COMPAR$0.10 205862402 2643 108094 SH DEFINED 02 108094 0 0 CONAGRA FOODS INC COM 205887102 200 6800 SH DEFINED 02 6800 0 0 CONAGRA FOODS INC COM 205887102 6479 220000 SH DEFINED 01 220000 0 0 CONEXANT SYSTEMS INC COM 207142100 352 177000 SH DEFINED 01 177000 0 0 CONOCOPHILLIPS COM 20825C104 9093 104718 SH DEFINED 02 0 0 104718 CONOCOPHILLIPS COM 20825C104 19891 229079 SH DEFINED 02 229079 0 0 CONOCOPHILLIPS COM 20825C104 2101 24200 SH DEFINED 01 24200 0 0 CONOR MEDSYSTEMS INC COM 208264101 900 65000 SH DEFINED 01 65000 0 0 CONSECO INC COMNEW 208464883 553 27700 SH DEFINED 01 27700 0 0 CONSOL ENERGY INC COM 20854P109 406 9900 SH DEFINED 01 9900 0 0 CONSOLIDATED EDISON INC COM 209115104 355 8104 SH DEFINED 02 8104 0 0 CONSOLIDATED EDISON INC COM 209115104 4616 105500 SH DEFINED 01 105500 0 0 CONSTELLATION BRANDS INC CLA 21036P108 605 13000 SH DEFINED 02 13000 0 0 CONSTELLATION ENERGY GROUP COM 210371100 2063 47203 SH DEFINED 02 0 0 47203 CONSTELLATION ENERGY GROUP COM 210371100 3958 90555 SH DEFINED 02 90555 0 0 CONTINENTAL AIRLS INC NOTE4.500%2/0 210795PD6 2104 3000000 SH DEFINED 01 3000000 0 0 CONVERGYS CORP COM 212485106 298 19896 SH DEFINED 02 19896 0 0 COORS ADOLPH CO CLB 217016104 1324 17501 SH DEFINED 02 0 0 17501 COORS ADOLPH CO CLB 217016104 2883 38100 SH DEFINED 02 38100 0 0 CORINTHIAN COLLEGES INC COM 218868107 286 15200 SH DEFINED 01 15200 0 0 CORNING INC COM 219350105 1453 123436 SH DEFINED 02 0 0 123436 CORNING INC COM 219350105 2883 244911 SH DEFINED 02 244911 0 0 CORNING INC NOTE3.500%11/0 219350AK1 24683 20182000 SH DEFINED 01 20182000 0 0 COSTCO WHSL CORP NEW COM 22160K105 269 5552 SH DEFINED 02 0 0 5552 COSTCO WHSL CORP NEW COM 22160K105 389 8044 SH DEFINED 02 8044 0 0 COSTCO WHSL CORP NEW COM 22160K105 605 12500 SH DEFINED 01 12500 0 0 COSTCO COMPANIES INC NOTE8/1 22160QAC6 5439 4956000 SH DEFINED 01 4956000 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 1346 36378 SH DEFINED 02 0 0 36378 COUNTRYWIDE FINANCIAL CORP COM 222372104 2432 65700 SH DEFINED 02 65700 0 0 COVENTRY HEALTH CARE INC COM 222862104 565 10650 SH DEFINED 02 10650 0 0 COVENTRY HEALTH CARE INC COM 222862104 10616 200000 SH DEFINED 01 200000 0 0 COX RADIO INC CLA 224051102 483 29300 SH DEFINED 01 29300 0 0 CRANE CO COM 224399105 692 24000 SH DEFINED 01 24000 0 0 CREDENCE SYS CORP COM 225302108 352 38500 SH DEFINED 01 38500 0 0 CRESCENT REAL ESTATE EQUITI PFDCVA6.75% 225756204 1725 77400 SH DEFINED 01 77400 0 0 CROWN HOLDINGS INC COM 228368106 9304 677150 SH DEFINED 01 677150 0 0 CTRIP COM INTL LTD ADR 22943F100 824 17900 SH DEFINED 01 17900 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 146 12330 SH DEFINED 01 12330 0 0 CULLEN FROST BANKERS INC COM 229899109 204 4200 SH DEFINED 02 4200 0 0 CULLEN FROST BANKERS INC COM 229899109 384 7900 SH DEFINED 01 7900 0 0 CUMMINS INC COM 231021106 1600 19100 SH DEFINED 02 0 0 19100 CUMMINS INC COM 231021106 3879 46300 SH DEFINED 02 46300 0 0 CUMMINS INC COM 231021106 2363 28200 SH DEFINED 01 28200 0 0 CUMULUS MEDIA INC CLA 231082108 513 34000 SH DEFINED 01 34000 0 0 CURIS INC COM 231269101 128 24500 SH DEFINED 01 24500 0 0 CURAGEN CORP NOTE4.000%2/1 23126RAE1 1768 1750000 SH DEFINED 01 1750000 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 828 70600 SH DEFINED 01 70600 0 0 CYPRESS SEMICONDUCTOR CORP NOTE1.250%6/1 232806AH2 16175 15350000 SH DEFINED 01 15350000 0 0 DHB INDS INC COM 23321E103 998 52400 SH DEFINED 01 52400 0 0 DPL INC COM 233293109 522 20800 SH DEFINED 01 20800 0 0 D R HORTON INC COM 23331A109 219 5437 SH DEFINED 02 0 0 5437 D R HORTON INC COM 23331A109 670 16619 SH DEFINED 02 16619 0 0 D R HORTON INC COM 23331A109 202 5000 SH DEFINED 01 5000 0 0 DST SYS INC DEL COM 233326107 412 7900 SH DEFINED 02 7900 0 0 DST SYS INC DEL COM 233326107 2147 41200 SH DEFINED 01 41200 0 0 DANA CORP COM 235811106 6407 369700 SH DEFINED 01 369700 0 0 DANAHER CORP DEL COM 235851102 1635 28482 SH DEFINED 02 0 0 28482 DANAHER CORP DEL COM 235851102 3097 53944 SH DEFINED 02 53944 0 0 DARDEN RESTAURANTS INC COM 237194105 2117 76317 SH DEFINED 02 0 0 76317 DARDEN RESTAURANTS INC COM 237194105 5342 192574 SH DEFINED 02 192574 0 0 DARDEN RESTAURANTS INC COM 237194105 1104 39800 SH DEFINED 01 39800 0 0 DEAN FOODS CO NEW COM 242370104 564 17123 SH DEFINED 02 17123 0 0 DEAN FOODS CO NEW COM 242370104 600 18200 SH DEFINED 01 18200 0 0 DEERE & CO COM 244199105 4925 66192 SH DEFINED 02 0 0 66192 DEERE & CO COM 244199105 10881 146249 SH DEFINED 02 146249 0 0 DELL INC COM 24702R101 15411 365706 SH DEFINED 02 0 0 365706 DELL INC COM 24702R101 31082 737586 SH DEFINED 02 737586 0 0 DELPHI CORP COM 247126105 100 11100 SH DEFINED 01 11100 0 0 DELTA AIR LINES INC DEL COM 247361108 112 15000 SH DEFINED 01 15000 0 0 DELUXE CORP COM 248019101 1209 32400 SH DEFINED 02 32400 0 0 DELUXE CORP COM 248019101 3005 80500 SH DEFINED 01 80500 0 0 DESIGN WITHIN REACH INC COM 250557105 1036 71200 SH DEFINED 01 71200 0 0 DEVON ENERGY CORP NEW COM 25179M103 3898 100156 SH DEFINED 02 0 0 100156 DEVON ENERGY CORP NEW COM 25179M103 8517 218836 SH DEFINED 02 218836 0 0 DEVON ENERGY CORP NEW DEB4.900%8/1 25179MAA1 27450 25000000 SH DEFINED 01 25000000 0 0 DEVON ENERGY CORP NEW DEB4.950%8/1 25179MAB9 23860 21730000 SH DEFINED 01 21730000 0 0 DEVON ENERGY CORP NEW DBCV6/2 25179MAD5 9514 16950000 SH DEFINED 01 16950000 0 0 DIAMOND OFFSHORE DRILLING I DBCV6/0 25271CAC6 18267 31225000 SH DEFINED 01 31225000 0 0 DIAMOND OFFSHORE DRILLING I DBCV1.500%4/1 25271CAE2 6906 6500000 SH DEFINED 01 6500000 0 0 DICKS SPORTING GOODS INC NOTE1.606%2/1 253393AB8 2682 3500000 SH DEFINED 01 3500000 0 0 DIGITAL INSIGHT CORP COM 25385P106 681 37000 SH DEFINED 01 37000 0 0 DIGITAS INC COM 25388K104 763 79850 SH DEFINED 01 79850 0 0 DIGITAL THEATER SYS INC COM 25389G102 2601 129204 SH DEFINED 01 129204 0 0 DIRECTV GROUP INC COM 25459L106 630 37655 SH DEFINED 02 37655 0 0 DISNEY WALT CO COMDISNEY 254687106 10367 372906 SH DEFINED 02 0 0 372906 DISNEY WALT CO COMDISNEY 254687106 21594 776762 SH DEFINED 02 776762 0 0 DISNEY WALT CO COMDISNEY 254687106 278 10000 SH DEFINED 01 10000 0 0 DISNEY WALT CO NOTE2.125%4/1 254687AU0 7754 7000000 SH DEFINED 01 7000000 0 0 DOLLAR GEN CORP COM 256669102 209 10043 SH DEFINED 02 10043 0 0 DOLLAR GEN CORP COM 256669102 18693 900000 SH DEFINED 01 900000 0 0 DOLLAR TREE STORES INC COM 256747106 327 11400 SH DEFINED 02 11400 0 0 DOMINION RES INC VA NEW COM 25746U109 4249 62728 SH DEFINED 02 0 0 62728 DOMINION RES INC VA NEW COM 25746U109 8806 129991 SH DEFINED 02 129991 0 0 DOMINION RES INC VA NEW COM 25746U109 762 11250 SH DEFINED 01 11250 0 0 DONNELLEY R R & SONS CO COM 257867101 6327 179300 SH DEFINED 01 179300 0 0 DORAL FINL CORP COM 25811P100 680 13800 SH DEFINED 02 13800 0 0 DOUBLECLICK INC COM 258609304 86 11000 SH DEFINED 01 11000 0 0 DOV PHARMACEUTICAL INC COM 259858108 2256 125000 SH DEFINED 01 125000 0 0 DOVER CORP COM 260003108 210 5015 SH DEFINED 02 5015 0 0 DOVER CORP COM 260003108 449 10700 SH DEFINED 01 10700 0 0 DOW CHEM CO COM 260543103 6984 141070 SH DEFINED 02 0 0 141070 DOW CHEM CO COM 260543103 14231 287446 SH DEFINED 02 287446 0 0 DOW JONES & CO INC COM 260561105 379 8800 SH DEFINED 01 8800 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 7088 144514 SH DEFINED 02 0 0 144514 DU PONT E I DE NEMOURS & CO COM 263534109 14641 298498 SH DEFINED 02 298498 0 0 DUKE ENERGY CORP COM 264399106 3552 140210 SH DEFINED 02 0 0 140210 DUKE ENERGY CORP COM 264399106 6954 274555 SH DEFINED 02 274555 0 0 DUKE ENERGY CORP NOTE1.750%5/1 264399EJ1 7017 6200000 SH DEFINED 01 6200000 0 0 DUKE REALTY CORP COMNEW 264411505 249 7300 SH DEFINED 02 7300 0 0 DUN & BRADSTREET CORP DEL N COM 26483E100 292 4900 SH DEFINED 02 4900 0 0 DYCOM INDS INC COM 267475101 510 16700 SH DEFINED 01 16700 0 0 EGL INC COM 268484102 598 20000 SH DEFINED 01 20000 0 0 E M C CORP MASS COM 268648102 5489 369159 SH DEFINED 02 0 0 369159 E M C CORP MASS COM 268648102 11497 773179 SH DEFINED 02 773179 0 0 ENSCO INTL INC COM 26874Q100 416 13100 SH DEFINED 01 13100 0 0 EOG RES INC COM 26875P101 2326 32600 SH DEFINED 02 0 0 32600 EOG RES INC COM 26875P101 4912 68836 SH DEFINED 02 68836 0 0 E TRADE FINANCIAL CORP COM 269246104 2631 176000 SH DEFINED 02 0 0 176000 E TRADE FINANCIAL CORP COM 269246104 5787 387100 SH DEFINED 02 387100 0 0 E TRADE FINANCIAL CORP COM 269246104 1848 123600 SH DEFINED 01 123600 0 0 EASTMAN CHEM CO COM 277432100 1507 26100 SH DEFINED 01 26100 0 0 EASTMAN KODAK CO COM 277461109 259 8025 SH DEFINED 02 8025 0 0 EASTMAN KODAK CO COM 277461109 6134 190200 SH DEFINED 01 190200 0 0 EASTMAN KODAK CO NOTE3.375%10/1 277461BE8 24665 19693000 SH DEFINED 01 19693000 0 0 EATON CORP COM 278058102 1266 17500 SH DEFINED 02 0 0 17500 EATON CORP COM 278058102 2764 38200 SH DEFINED 02 38200 0 0 EATON CORP COM 278058102 10735 148350 SH DEFINED 01 148350 0 0 EATON VANCE CORP COMNONVTG 278265103 245 4700 SH DEFINED 02 4700 0 0 EBAY INC COM 278642103 10627 91395 SH DEFINED 02 0 0 91395 EBAY INC COM 278642103 20503 176324 SH DEFINED 02 176324 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 317 9549 SH DEFINED 02 0 0 9549 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 694 20877 SH DEFINED 02 20877 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 239 7200 SH DEFINED 01 7200 0 0 EDISON INTL COM 281020107 1423 44427 SH DEFINED 02 0 0 44427 EDISON INTL COM 281020107 2801 87438 SH DEFINED 02 87438 0 0 EDUCATION MGMT CORP COM 28139T101 5445 164963 SH DEFINED 01 164963 0 0 EDWARDS AG INC COM 281760108 6482 150000 SH DEFINED 01 150000 0 0 EL PASO CORP COM 28336L109 124 11880 SH DEFINED 02 11880 0 0 ELAN PLC ADR 284131208 213 7800 SH DEFINED 01 7800 0 0 ELECTRONIC ARTS INC COM 285512109 3167 51350 SH DEFINED 02 0 0 51350 ELECTRONIC ARTS INC COM 285512109 7104 115176 SH DEFINED 02 115176 0 0 ELECTRONIC DATA SYS NEW COM 285661104 256 11100 SH DEFINED 02 11100 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 649 37300 SH DEFINED 01 37300 0 0 EMERSON ELEC CO COM 291011104 4807 68569 SH DEFINED 02 0 0 68569 EMERSON ELEC CO COM 291011104 9636 137466 SH DEFINED 02 137466 0 0 EMERSON ELEC CO COM 291011104 11531 164500 SH DEFINED 01 164500 0 0 EMMIS COMMUNICATIONS CORP CLA 291525103 280 14600 SH DEFINED 01 14600 0 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 1135 54000 SH DEFINED 01 54000 0 0 ENERGEN CORP COM 29265N108 578 9800 SH DEFINED 01 9800 0 0 ENERGY EAST CORP COM 29266M109 387 14500 SH DEFINED 01 14500 0 0 ENERGIZER HLDGS INC COM 29266R108 221 4454 SH DEFINED 02 4454 0 0 ENGELHARD CORP COM 292845104 1834 59800 SH DEFINED 02 0 0 59800 ENGELHARD CORP COM 292845104 4048 132000 SH DEFINED 02 132000 0 0 ENGELHARD CORP COM 292845104 592 19300 SH DEFINED 01 19300 0 0 ENTEGRIS INC COM 29362U104 289 29036 SH DEFINED 01 29036 0 0 ENTERCOM COMMUNICATIONS COR CLA 293639100 251 7000 SH DEFINED 01 7000 0 0 EPICOR SOFTWARE CORP COM 29426L108 454 32200 SH DEFINED 01 32200 0 0 EQUITABLE RES INC COM 294549100 1662 27400 SH DEFINED 01 27400 0 0 EQUITY OFFICE PROPERTIES TR COM 294741103 329 11300 SH DEFINED 02 0 0 11300 EQUITY OFFICE PROPERTIES TR COM 294741103 817 28042 SH DEFINED 02 28042 0 0 EQUITY RESIDENTIAL SHBENINT 29476L107 235 6500 SH DEFINED 02 6500 0 0 EXAR CORP COM 300645108 431 30350 SH DEFINED 01 30350 0 0 EXELON CORP COM 30161N101 5583 126688 SH DEFINED 02 0 0 126688 EXELON CORP COM 30161N101 11167 253403 SH DEFINED 02 253403 0 0 EXPEDITORS INTL WASH INC COM 302130109 515 9209 SH DEFINED 02 9209 0 0 EXPRESS SCRIPTS INC COM 302182100 3288 43015 SH DEFINED 02 0 0 43015 EXPRESS SCRIPTS INC COM 302182100 7458 97571 SH DEFINED 02 97571 0 0 EXTREME NETWORKS INC COM 30226D106 163 24900 SH DEFINED 01 24900 0 0 EXXON MOBIL CORP COM 30231G102 51366 1002062 SH DEFINED 02 0 0 1002062 EXXON MOBIL CORP COM 30231G102 107260 2092474 SH DEFINED 02 2092474 0 0 EXXON MOBIL CORP COM 30231G102 256 5000 SH DEFINED 01 5000 0 0 FLIR SYS INC NOTE3.000%6/0 302445AB7 3252 2000000 SH DEFINED 01 2000000 0 0 FPL GROUP INC COM 302571104 2323 31081 SH DEFINED 02 0 0 31081 FPL GROUP INC COM 302571104 4743 63454 SH DEFINED 02 63454 0 0 FPL GROUP INC COM 302571104 434 5800 SH DEFINED 01 5800 0 0 FAMILY DLR STORES INC COM 307000109 1730 55390 SH DEFINED 02 0 0 55390 FAMILY DLR STORES INC COM 307000109 3940 126171 SH DEFINED 02 126171 0 0 FEDERAL HOME LN MTG CORP COM 313400301 6820 92542 SH DEFINED 02 0 0 92542 FEDERAL HOME LN MTG CORP COM 313400301 13456 182583 SH DEFINED 02 182583 0 0 FEDERAL HOME LN MTG CORP COM 313400301 221 3000 SH DEFINED 01 3000 0 0 FEDERAL NATL MTG ASSN COM 313586109 9383 131767 SH DEFINED 02 0 0 131767 FEDERAL NATL MTG ASSN COM 313586109 18562 260662 SH DEFINED 02 260662 0 0 FEDERAL NATL MTG ASSN COM 313586109 12198 171300 SH DEFINED 01 171300 0 0 FEDERATED DEPT STORES INC D COM 31410H101 2445 42306 SH DEFINED 02 0 0 42306 FEDERATED DEPT STORES INC D COM 31410H101 5195 89900 SH DEFINED 02 89900 0 0 FEDERATED INVS INC PA CLB 314211103 2988 98300 SH DEFINED 02 0 0 98300 FEDERATED INVS INC PA CLB 314211103 7123 234300 SH DEFINED 02 234300 0 0 FEDERATED INVS INC PA CLB 314211103 587 19300 SH DEFINED 01 19300 0 0 FEDEX CORP COM 31428X106 6141 62347 SH DEFINED 02 0 0 62347 FEDEX CORP COM 31428X106 12230 124177 SH DEFINED 02 124177 0 0 FIDELITY NATL FINL INC COM 316326107 955 20913 SH DEFINED 02 20913 0 0 FIFTH THIRD BANCORP COM 316773100 3978 84142 SH DEFINED 02 0 0 84142 FIFTH THIRD BANCORP COM 316773100 7667 162153 SH DEFINED 02 162153 0 0 FIFTH THIRD BANCORP COM 316773100 402 8500 SH DEFINED 01 8500 0 0 51JOB INC SPADRREPCOM 316827104 7634 146900 SH DEFINED 01 146900 0 0 FILENET CORP COM 316869106 567 22020 SH DEFINED 01 22020 0 0 FIRST DATA CORP COM 319963104 4854 114102 SH DEFINED 02 0 0 114102 FIRST DATA CORP COM 319963104 9684 227637 SH DEFINED 02 227637 0 0 FIRST DATA CORP COM 319963104 1302 30600 SH DEFINED 01 30600 0 0 FIRST HORIZON NATL CORP COM 320517105 2464 57145 SH DEFINED 02 0 0 57145 FIRST HORIZON NATL CORP COM 320517105 5288 122666 SH DEFINED 02 122666 0 0 FIRST INDUSTRIAL REALTY TRU COM 32054K103 2582 63400 SH DEFINED 01 63400 0 0 FIRST HEALTH GROUP CORP COM 320960107 513 27400 SH DEFINED 01 27400 0 0 FISERV INC COM 337738108 3094 76986 SH DEFINED 02 0 0 76986 FISERV INC COM 337738108 6278 156196 SH DEFINED 02 156196 0 0 FIRSTMERIT CORP COM 337915102 202 7100 SH DEFINED 02 7100 0 0 FIRSTENERGY CORP COM 337932107 1790 45316 SH DEFINED 02 0 0 45316 FIRSTENERGY CORP COM 337932107 3743 94725 SH DEFINED 02 94725 0 0 FOOT LOCKER INC COM 344849104 851 31600 SH DEFINED 01 31600 0 0 FORD MTR CO DEL COMPAR$0.01 345370860 4649 317588 SH DEFINED 02 0 0 317588 FORD MTR CO DEL COMPAR$0.01 345370860 9453 645708 SH DEFINED 02 645708 0 0 FORD MTR CO DEL COMPAR$0.01 345370860 1495 102100 SH DEFINED 01 102100 0 0 FORD MTR CO CAP TR II PFDTRCV6.5% 345395206 55905 1057400 SH DEFINED 01 1057400 0 0 FOREST LABS INC COM 345838106 4154 92600 SH DEFINED 02 0 0 92600 FOREST LABS INC COM 345838106 9101 202870 SH DEFINED 02 202870 0 0 FORTUNE BRANDS INC COM 349631101 1591 20617 SH DEFINED 02 0 0 20617 FORTUNE BRANDS INC COM 349631101 3235 41918 SH DEFINED 02 41918 0 0 FORTUNE BRANDS INC COM 349631101 21263 275500 SH DEFINED 01 275500 0 0 FOX ENTMT GROUP INC CLA 35138T107 288 9200 SH DEFINED 02 9200 0 0 FRANKLIN RES INC COM 354613101 2278 32700 SH DEFINED 02 0 0 32700 FRANKLIN RES INC COM 354613101 4423 63500 SH DEFINED 02 63500 0 0 FREEPORT-MCMORAN COPPER & G CLB 35671D857 7818 204500 SH DEFINED 01 204500 0 0 FREEPORT-MCMORAN COPPER & G NOTE7.000%2/1 35671DAK1 5985 4000000 SH DEFINED 01 4000000 0 0 FREESCALE SEMICONDUCTOR INC CLB 35687M206 820 44679.47 SH DEFINED 02 0 0 44679.47 FREESCALE SEMICONDUCTOR INC CLB 35687M206 1792 97596.16 SH DEFINED 02 97596.16 0 0 FREMONT GEN CORP COM 357288109 1282 50900 SH DEFINED 01 50900 0 0 FRONTIER AIRLINES INC NEW COM 359065109 550 48200 SH DEFINED 01 48200 0 0 GATX CORP COM 361448103 603 20400 SH DEFINED 01 20400 0 0 GALLAGHER ARTHUR J & CO COM 363576109 549 16900 SH DEFINED 02 16900 0 0 GANNETT INC COM 364730101 2256 27615 SH DEFINED 02 0 0 27615 GANNETT INC COM 364730101 4409 53971 SH DEFINED 02 53971 0 0 GAP INC DEL COM 364760108 2919 138214 SH DEFINED 02 0 0 138214 GAP INC DEL COM 364760108 5718 270759 SH DEFINED 02 270759 0 0 GAP INC DEL NOTE5.750%3/1 364760AJ7 16578 12500000 SH DEFINED 01 12500000 0 0 GASCO ENERGY INC COM 367220100 126 29500 SH DEFINED 01 29500 0 0 GATEWAY INC COM 367626108 543 90400 SH DEFINED 02 0 0 90400 GATEWAY INC COM 367626108 931 154970 SH DEFINED 02 154970 0 0 GATEWAY INC COM 367626108 361 60100 SH DEFINED 01 60100 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 214 36200 SH DEFINED 01 36200 0 0 GENENTECH INC COMNEW 368710406 537 9856 SH DEFINED 02 0 0 9856 GENENTECH INC COMNEW 368710406 2054 37721 SH DEFINED 02 37721 0 0 GENERAL DYNAMICS CORP COM 369550108 2428 23217 SH DEFINED 02 0 0 23217 GENERAL DYNAMICS CORP COM 369550108 4877 46627 SH DEFINED 02 46627 0 0 GENERAL DYNAMICS CORP COM 369550108 701 6700 SH DEFINED 01 6700 0 0 GENERAL ELEC CO COM 369604103 59390 1627111 SH DEFINED 02 0 0 1627111 GENERAL ELEC CO COM 369604103 123895 3394376 SH DEFINED 02 3394376 0 0 GENERAL MLS INC COM 370334104 3254 65464 SH DEFINED 02 0 0 65464 GENERAL MLS INC COM 370334104 6817 137145 SH DEFINED 02 137145 0 0 GENERAL MLS INC COM 370334104 258 5200 SH DEFINED 01 5200 0 0 GENERAL MTRS CORP COM 370442105 2864 71498 SH DEFINED 02 0 0 71498 GENERAL MTRS CORP COM 370442105 5455 136165 SH DEFINED 02 136165 0 0 GENERAL MTRS CORP COM 370442105 4130 103100 SH DEFINED 01 103100 0 0 GENERAL MTRS CORP DEBSRCVC33 370442717 5050 190000 SH DEFINED 01 190000 0 0 GENERAL MTRS CORP DEBSRCONVB 370442733 9228 400000 SH DEFINED 01 400000 0 0 GENERAL MTRS CORP DEBSRCONVA 370442741 37547 1496500 SH DEFINED 01 1496500 0 0 GENZYME CORP COMGENLDIV 372917104 2441 42031 SH DEFINED 02 0 0 42031 GENZYME CORP COMGENLDIV 372917104 5130 88350 SH DEFINED 02 88350 0 0 GENZYME CORP COMGENLDIV 372917104 3621 62363 SH DEFINED 01 62363 0 0 GEORGIA GULF CORP COMPAR$0.01 373200203 468 9400 SH DEFINED 01 9400 0 0 GILEAD SCIENCES INC COM 375558103 2594 74123 SH DEFINED 02 0 0 74123 GILEAD SCIENCES INC COM 375558103 5091 145497 SH DEFINED 02 145497 0 0 GILLETTE CO COM 375766102 5654 126256 SH DEFINED 02 0 0 126256 GILLETTE CO COM 375766102 11842 264438 SH DEFINED 02 264438 0 0 GLAXOSMITHKLINE PLC SPONSOREDADR 37733W105 265 5600 SH DEFINED 01 5600 0 0 GLOBAL MARINE INC DBCV6/2 379352AN7 22809 38936000 SH DEFINED 01 38936000 0 0 GLOBAL PMTS INC COM 37940X102 585 10000 SH DEFINED 01 10000 0 0 GLOBAL POWER EQUIPMENT INC COM 37941P108 3058 310750 SH DEFINED 01 310750 0 0 GLOBAL SIGNAL INC COM 37944Q103 226 8200 SH DEFINED 01 8200 0 0 GOL LINHAS AEREAS INTLG S A SPADRREPPFD 38045R107 3732 117066 SH DEFINED 01 117066 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 142 35500 SH DEFINED 01 35500 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 2439 39710 SH DEFINED 02 0 0 39710 GOLDEN WEST FINL CORP DEL COM 381317106 4625 75294 SH DEFINED 02 75294 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 8541 82089 SH DEFINED 02 0 0 82089 GOLDMAN SACHS GROUP INC COM 38141G104 16370 157339 SH DEFINED 02 157339 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 458 4400 SH DEFINED 01 4400 0 0 GOODRICH CORP COM 382388106 235 7200 SH DEFINED 02 7200 0 0 GOODRICH CORP COM 382388106 2014 61700 SH DEFINED 01 61700 0 0 GRACO INC COM 384109104 8673 232200 SH DEFINED 01 232200 0 0 GRAFTECH INTL LTD COM 384313102 2934 310100 SH DEFINED 01 310100 0 0 GRAFTECH INTL LTD DBCV1.625%1/1 384313AB8 2766 2650000 SH DEFINED 01 2650000 0 0 GREAT LAKES CHEM CORP COM 390568103 504 17700 SH DEFINED 01 17700 0 0 GREAT WOLF RESORTS INC COM 391523107 1117 50000 SH DEFINED 01 50000 0 0 GREATER BAY BANCORP NOTE3/2 391648AP7 8960 10000000 SH DEFINED 01 10000000 0 0 GREY WOLF INC NOTE3.750%5/0 397888AD0 5170 5000000 SH DEFINED 01 5000000 0 0 GRUPO TELEVISA SA DE CV SPADRREPORD 40049J206 242 4000 SH DEFINED 01 4000 0 0 GTECH HLDGS CORP COM 400518106 8462 326100 SH DEFINED 01 326100 0 0 GUESS INC COM 401617105 380 30300 SH DEFINED 01 30300 0 0 GUIDANT CORP COM 401698105 1917 26585 SH DEFINED 02 0 0 26585 GUIDANT CORP COM 401698105 3878 53782 SH DEFINED 02 53782 0 0 HCA INC COM 404119109 2452 61353 SH DEFINED 02 0 0 61353 HCA INC COM 404119109 5179 129604 SH DEFINED 02 129604 0 0 HCA INC COM 404119109 699 17500 SH DEFINED 01 17500 0 0 HALLIBURTON CO COM 406216101 1137 28968 SH DEFINED 02 0 0 28968 HALLIBURTON CO COM 406216101 2264 57700 SH DEFINED 02 57700 0 0 HALLIBURTON CO COM 406216101 13734 350000 SH DEFINED 01 350000 0 0 HALLIBURTON CO NOTE3.125%7/1 406216AM3 59200 48150000 SH DEFINED 01 48150000 0 0 HANOVER COMPRESSOR CO NOTE4.750%1/1 410768AE5 6262 5000000 SH DEFINED 01 5000000 0 0 HARLAND JOHN H CO COM 412693103 469 13000 SH DEFINED 01 13000 0 0 HARLEY DAVIDSON INC COM 412822108 4175 68728 SH DEFINED 02 0 0 68728 HARLEY DAVIDSON INC COM 412822108 8852 145710 SH DEFINED 02 145710 0 0 HARMONY GOLD MNG LTD SPONSOREDADR 413216300 127 13700 SH DEFINED 01 13700 0 0 HARRAHS ENTMT INC COM 413619107 1657 24774 SH DEFINED 02 0 0 24774 HARRAHS ENTMT INC COM 413619107 4608 68894 SH DEFINED 02 68894 0 0 HARRIS CORP DEL COM 413875105 222 3600 SH DEFINED 01 3600 0 0 HARRIS CORP DEL DBCV3.500%8/1 413875AH8 23555 16000000 SH DEFINED 01 16000000 0 0 HARTE-HANKS INC COM 416196103 251 9650 SH DEFINED 02 9650 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 3323 47948 SH DEFINED 02 0 0 47948 HARTFORD FINL SVCS GROUP IN COM 416515104 6735 97176 SH DEFINED 02 97176 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 4900 70700 SH DEFINED 01 70700 0 0 HASBRO INC COM 418056107 1612 83164 SH DEFINED 02 0 0 83164 HASBRO INC COM 418056107 3371 173921 SH DEFINED 02 173921 0 0 HASBRO INC COM 418056107 738 38100 SH DEFINED 01 38100 0 0 HEALTH MGMT ASSOC INC NEW CLA 421933102 3687 162293 SH DEFINED 02 0 0 162293 HEALTH MGMT ASSOC INC NEW CLA 421933102 8011 352611 SH DEFINED 02 352611 0 0 HEALTH MGMT ASSOC INC NEW NOTE1.500%8/0 421933AF9 43471 41500000 SH DEFINED 01 41500000 0 0 HEALTHEXTRAS INC COM 422211102 1141 70000 SH DEFINED 01 70000 0 0 HEALTH NET INC COM 42222G108 672 23260 SH DEFINED 02 23260 0 0 HEINZ H J CO COM 423074103 2418 62008 SH DEFINED 02 0 0 62008 HEINZ H J CO COM 423074103 5234 134240 SH DEFINED 02 134240 0 0 HENRY JACK & ASSOC INC COM 426281101 4871 244638 SH DEFINED 01 244638 0 0 HEWLETT PACKARD CO COM 428236103 10689 509751 SH DEFINED 02 0 0 509751 HEWLETT PACKARD CO COM 428236103 22357 1066135 SH DEFINED 02 1066135 0 0 HEWLETT PACKARD CO COM 428236103 1124 53600 SH DEFINED 01 53600 0 0 HILTON HOTELS CORP COM 432848109 7111 312700 SH DEFINED 01 312700 0 0 HOLLINGER INTL INC CLA 435569108 434 27700 SH DEFINED 01 27700 0 0 HOME DEPOT INC COM 437076102 17282 404346 SH DEFINED 02 0 0 404346 HOME DEPOT INC COM 437076102 35466 829816 SH DEFINED 02 829816 0 0 HOME DEPOT INC COM 437076102 10685 250000 SH DEFINED 01 250000 0 0 HONEYWELL INTL INC COM 438516106 4509 127342 SH DEFINED 02 0 0 127342 HONEYWELL INTL INC COM 438516106 9078 256369 SH DEFINED 02 256369 0 0 HONEYWELL INTL INC COM 438516106 4529 127900 SH DEFINED 01 127900 0 0 HORACE MANN EDUCATORS CORP COM 440327104 368 19300 SH DEFINED 01 19300 0 0 HORMEL FOODS CORP COM 440452100 232 7400 SH DEFINED 02 7400 0 0 HORMEL FOODS CORP COM 440452100 314 10000 SH DEFINED 01 10000 0 0 HOST MARRIOTT CORP NEW COM 44107P104 382 22100 SH DEFINED 02 22100 0 0 HOT TOPIC INC COM 441339108 218 12700 SH DEFINED 01 12700 0 0 HOVNANIAN ENTERPRISES INC CLA 442487203 773 15600 SH DEFINED 01 15600 0 0 HUMANA INC COM 444859102 1692 57000 SH DEFINED 02 0 0 57000 HUMANA INC COM 444859102 3731 125670 SH DEFINED 02 125670 0 0 HUNT J B TRANS SVCS INC COM 445658107 449 10000 SH DEFINED 01 10000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 563 22700 SH DEFINED 01 22700 0 0 HYPERION SOLUTIONS CORP COM 44914M104 718 15400 SH DEFINED 01 15400 0 0 IAC INTERACTIVECORP COM 44919P102 590 21344 SH DEFINED 02 21344 0 0 IAC INTERACTIVECORP COM 44919P102 467 16900 SH DEFINED 01 16900 0 0 IMS HEALTH INC COM 449934108 1947 83895 SH DEFINED 02 0 0 83895 IMS HEALTH INC COM 449934108 4086 176063 SH DEFINED 02 176063 0 0 IDACORP INC COM 451107106 501 16400 SH DEFINED 01 16400 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 584 50500 SH DEFINED 01 50500 0 0 ILLINOIS TOOL WKS INC COM 452308109 2452 26457 SH DEFINED 02 0 0 26457 ILLINOIS TOOL WKS INC COM 452308109 4679 50486 SH DEFINED 02 50486 0 0 ILLINOIS TOOL WKS INC COM 452308109 1186 12800 SH DEFINED 01 12800 0 0 IMATION CORP COM 45245A107 497 15600 SH DEFINED 01 15600 0 0 IMPAX LABORATORIES INC COM 45256B101 818 51500 SH DEFINED 01 51500 0 0 IMMUNOMEDICS INC COM 452907108 137 45000 SH DEFINED 01 45000 0 0 INCO LTD COM 453258402 3494 95000 SH DEFINED 01 95000 0 0 INFORMATICA CORP COM 45666Q102 405 49872 SH DEFINED 01 49872 0 0 INFONET SVCS CORP CLB 45666T106 58 28600 SH DEFINED 01 28600 0 0 INFOSPACE INC COMNEW 45678T201 485 10200 SH DEFINED 01 10200 0 0 INGRAM MICRO INC CLA 457153104 1086 52200 SH DEFINED 01 52200 0 0 INTEGRATED DEVICE TECHNOLOG COM 458118106 274 23700 SH DEFINED 01 23700 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 567 27100 SH DEFINED 01 27100 0 0 INTEL CORP COM 458140100 23708 1013616 SH DEFINED 02 0 0 1013616 INTEL CORP COM 458140100 49378 2111067 SH DEFINED 02 2111067 0 0 INTEL CORP COM 458140100 875 37400 SH DEFINED 01 37400 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 25220 255831 SH DEFINED 02 0 0 255831 INTERNATIONAL BUSINESS MACH COM 459200101 52488 532439 SH DEFINED 02 532439 0 0 INTERNATIONAL GAME TECHNOLO COM 459902102 1589 46213 SH DEFINED 02 0 0 46213 INTERNATIONAL GAME TECHNOLO COM 459902102 3963 115270 SH DEFINED 02 115270 0 0 INTERNATIONAL GAME TECHNOLO COM 459902102 10758 312900 SH DEFINED 01 312900 0 0 INTL PAPER CO COM 460146103 2086 49658 SH DEFINED 02 0 0 49658 INTL PAPER CO COM 460146103 4364 103904 SH DEFINED 02 103904 0 0 INTL PAPER CO COM 460146103 6103 145300 SH DEFINED 01 145300 0 0 INTL PAPER CO DBCV6/2 460146BM4 2671 4850000 SH DEFINED 01 4850000 0 0 INTERNATIONAL SPEEDWAY CORP CLA 460335201 517 9800 SH DEFINED 02 9800 0 0 INTERNET SEC SYS INC COM 46060X107 444 19100 SH DEFINED 01 19100 0 0 INTERPUBLIC GROUP COS INC COM 460690100 189 14068 SH DEFINED 02 14068 0 0 INTERSIL CORP CLA 46069S109 561 33500 SH DEFINED 01 33500 0 0 INTERWOVEN INC COMNEW 46114T508 359 33000 SH DEFINED 01 33000 0 0 INTRALASE CORP COM 461169104 1033 44000 SH DEFINED 01 44000 0 0 INTUIT COM 461202103 2314 52570 SH DEFINED 02 0 0 52570 INTUIT COM 461202103 4757 108087 SH DEFINED 02 108087 0 0 INTUIT COM 461202103 16530 375600 SH DEFINED 01 375600 0 0 INVITROGEN CORP COM 46185R100 712 10610 SH DEFINED 02 10610 0 0 INVESTORS FINL SERVICES COR COM 461915100 350 7000 SH DEFINED 01 7000 0 0 IRON MTN INC PA COM 462846106 409 13400 SH DEFINED 01 13400 0 0 ISHARES INC MSCIJAPAN 464286848 273 25000 SH DEFINED 01 25000 0 0 JDS UNIPHASE CORP COM 46612J101 273 86060 SH DEFINED 02 0 0 86060 JDS UNIPHASE CORP COM 46612J101 753 237540 SH DEFINED 02 237540 0 0 JDS UNIPHASE CORP NOTE11/1 46612JAB7 16469 17000000 SH DEFINED 01 17000000 0 0 JPMORGAN & CHASE & CO COM 46625H100 19852 508903 SH DEFINED 02 0 0 508903 JPMORGAN & CHASE & CO COM 46625H100 39804 1020363 SH DEFINED 02 1020363 0 0 JABIL CIRCUIT INC COM 466313103 2586 101091 SH DEFINED 02 0 0 101091 JABIL CIRCUIT INC COM 466313103 5885 230044 SH DEFINED 02 230044 0 0 JACK IN THE BOX INC COM 466367109 369 10000 SH DEFINED 01 10000 0 0 JACUZZI BRANDS INC COM 469865109 171 19700 SH DEFINED 01 19700 0 0 JANUS CAP GROUP INC COM 47102X105 499 29700 SH DEFINED 01 29700 0 0 JEFFERSON PILOT CORP COM 475070108 2213 42588 SH DEFINED 02 0 0 42588 JEFFERSON PILOT CORP COM 475070108 5042 97030 SH DEFINED 02 97030 0 0 JEFFERSON PILOT CORP COM 475070108 634 12200 SH DEFINED 01 12200 0 0 JOHNSON & JOHNSON COM 478160104 28139 443685 SH DEFINED 02 0 0 443685 JOHNSON & JOHNSON COM 478160104 58921 929061 SH DEFINED 02 929061 0 0 JOHNSON CTLS INC COM 478366107 3746 59052 SH DEFINED 02 0 0 59052 JOHNSON CTLS INC COM 478366107 7861 123911 SH DEFINED 02 123911 0 0 JONES APPAREL GROUP INC COM 480074103 3023 82673 SH DEFINED 02 0 0 82673 JONES APPAREL GROUP INC COM 480074103 6866 187759 SH DEFINED 02 187759 0 0 JUNIPER NETWORKS INC COM 48203R104 208 7637 SH DEFINED 02 0 0 7637 JUNIPER NETWORKS INC COM 48203R104 646 23776 SH DEFINED 02 23776 0 0 JUNIPER NETWORKS INC COM 48203R104 552 20300 SH DEFINED 01 20300 0 0 KLA-TENCOR CORP COM 482480100 2147 46085 SH DEFINED 02 0 0 46085 KLA-TENCOR CORP COM 482480100 4955 106378 SH DEFINED 02 106378 0 0 KANBAY INTL INC COM 48369P207 495 15800 SH DEFINED 01 15800 0 0 KB HOME COM 48666K109 2119 20300 SH DEFINED 02 0 0 20300 KB HOME COM 48666K109 4782 45800 SH DEFINED 02 45800 0 0 KELLOGG CO COM 487836108 2662 59617 SH DEFINED 02 0 0 59617 KELLOGG CO COM 487836108 5473 122553 SH DEFINED 02 122553 0 0 KEMET CORP COM 488360108 232 25900 SH DEFINED 01 25900 0 0 KENNAMETAL INC COM 489170100 17668 355000 SH DEFINED 01 355000 0 0 KERR MCGEE CORP COM 492386107 27577 477200 SH DEFINED 01 477200 0 0 KEY ENERGY SVCS INC COM 492914106 125 10600 SH DEFINED 01 10600 0 0 KIMBERLY CLARK CORP COM 494368103 4403 66908 SH DEFINED 02 0 0 66908 KIMBERLY CLARK CORP COM 494368103 8736 132740 SH DEFINED 02 132740 0 0 KIMBERLY CLARK CORP COM 494368103 13820 210000 SH DEFINED 01 210000 0 0 KIMCO REALTY CORP COM 49446R109 367 6322 SH DEFINED 02 6322 0 0 KINDER MORGAN INC KANS COM 49455P101 1492 20400 SH DEFINED 01 20400 0 0 KING PHARMACEUTICALS INC COM 495582108 441 35530 SH DEFINED 02 0 0 35530 KING PHARMACEUTICALS INC COM 495582108 1234 99497 SH DEFINED 02 99497 0 0 KINTERA INC COM 49720P506 1352 150000 SH DEFINED 01 150000 0 0 KNOLL INC COMNEW 498904200 5782 330400 SH DEFINED 01 330400 0 0 KNIGHT RIDDER INC COM 499040103 260 3884 SH DEFINED 02 3884 0 0 KNIGHT RIDDER INC COM 499040103 2785 41600 SH DEFINED 01 41600 0 0 KNIGHT TRADING GROUP INC COM 499063105 122 11100 SH DEFINED 01 11100 0 0 KOHLS CORP COM 500255104 2774 56412 SH DEFINED 02 0 0 56412 KOHLS CORP COM 500255104 5319 108181 SH DEFINED 02 108181 0 0 KOHLS CORP COM 500255104 2586 52600 SH DEFINED 01 52600 0 0 KOOKMIN BK NEW SPONSOREDADR 50049M109 324 8300 SH DEFINED 01 8300 0 0 KRAFT FOODS INC CLA 50075N104 878 24657 SH DEFINED 02 24657 0 0 KRAFT FOODS INC CLA 50075N104 1809 50800 SH DEFINED 01 50800 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 265 21000 SH DEFINED 01 21000 0 0 KROGER CO COM 501044101 3289 187503 SH DEFINED 02 0 0 187503 KROGER CO COM 501044101 6847 390392 SH DEFINED 02 390392 0 0 KROGER CO COM 501044101 4643 264700 SH DEFINED 01 264700 0 0 KULICKE & SOFFA INDS INC COM 501242101 99 11500 SH DEFINED 01 11500 0 0 LNR PPTY CORP NOTE5.500%3/0 501940AF7 43206 31000000 SH DEFINED 01 31000000 0 0 LSI LOGIC CORP COM 502161102 327 59600 SH DEFINED 02 59600 0 0 LSI LOGIC CORP COM 502161102 274 50000 SH DEFINED 01 50000 0 0 LSI LOGIC CORP NOTE4.000%5/1 502161AJ1 6552 7000000 SH DEFINED 01 7000000 0 0 LTX CORP COM 502392103 471 61200 SH DEFINED 01 61200 0 0 LA QUINTA CORP PAIREDCTF 50419U202 808 88900 SH DEFINED 01 88900 0 0 LABORATORY CORP AMER HLDGS COMNEW 50540R409 213 4267 SH DEFINED 02 4267 0 0 LABRANCHE & CO INC COM 505447102 301 33600 SH DEFINED 01 33600 0 0 LAFARGE NORTH AMERICA INC COM 505862102 231 4500 SH DEFINED 02 4500 0 0 LAMAR ADVERTISING CO CLA 512815101 6447 150700 SH DEFINED 01 150700 0 0 LAMAR ADVERTISING CO NOTE2.875%12/3 512815AG6 828 750000 SH DEFINED 01 750000 0 0 LANCASTER COLONY CORP COM 513847103 361 8412 SH DEFINED 01 8412 0 0 LANDRYS RESTAURANTS INC COM 51508L103 270 9300 SH DEFINED 01 9300 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 63 11000 SH DEFINED 01 11000 0 0 LAUDER ESTEE COS INC CLA 518439104 815 17807 SH DEFINED 02 17807 0 0 LAUDER ESTEE COS INC CLA 518439104 14239 311100 SH DEFINED 01 311100 0 0 LEAR CORP COM 521865105 7968 130600 SH DEFINED 01 130600 0 0 LEGGETT & PLATT INC COM 524660107 1410 49600 SH DEFINED 02 0 0 49600 LEGGETT & PLATT INC COM 524660107 3107 109300 SH DEFINED 02 109300 0 0 LEGG MASON INC COM 524901105 369 5036 SH DEFINED 02 5036 0 0 LEGG MASON INC COM 524901105 7780 106200 SH DEFINED 01 106200 0 0 LEHMAN BROS HLDGS INC COM 524908100 3171 36249 SH DEFINED 02 0 0 36249 LEHMAN BROS HLDGS INC COM 524908100 6417 73352 SH DEFINED 02 73352 0 0 LENNAR CORP CLA 526057104 825 14560 SH DEFINED 02 14560 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 437 128800 SH DEFINED 01 128800 0 0 LEXAR MEDIA INC COM 52886P104 513 65400 SH DEFINED 01 65400 0 0 LEXMARK INTL NEW CLA 529771107 2099 24699 SH DEFINED 02 0 0 24699 LEXMARK INTL NEW CLA 529771107 4063 47798 SH DEFINED 02 47798 0 0 LIBERTY MEDIA CORP DEB4.000%11/1 530715AG6 2870 4000000 SH DEFINED 01 4000000 0 0 LIBERTY MEDIA CORP DEB3.750%2/1 530715AL5 2690 4000000 SH DEFINED 01 4000000 0 0 LIBERTY MEDIA CORP NEW COMSERA 530718105 405 36930 SH DEFINED 02 0 0 36930 LIBERTY MEDIA CORP NEW COMSERA 530718105 1716 156273 SH DEFINED 02 156273 0 0 LIBERTY MEDIA INTL INC COMSERA 530719103 334 7225 SH DEFINED 02 7225 0 0 LILLY ELI & CO COM 532457108 10628 187269 SH DEFINED 02 0 0 187269 LILLY ELI & CO COM 532457108 21690 382209 SH DEFINED 02 382209 0 0 LILLY ELI & CO COM 532457108 11350 200000 SH DEFINED 01 200000 0 0 LIMITED BRANDS INC COM 532716107 1976 85840 SH DEFINED 02 0 0 85840 LIMITED BRANDS INC COM 532716107 4055 176142 SH DEFINED 02 176142 0 0 LIMITED BRANDS INC COM 532716107 460 20000 SH DEFINED 01 20000 0 0 LINCARE HLDGS INC COM 532791100 725 16995 SH DEFINED 02 16995 0 0 LINCOLN NATL CORP IND COM 534187109 2774 59419 SH DEFINED 02 0 0 59419 LINCOLN NATL CORP IND COM 534187109 5922 126860 SH DEFINED 02 126860 0 0 LINCOLN NATL CORP IND COM 534187109 11372 243625 SH DEFINED 01 243625 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1984 51182 SH DEFINED 02 0 0 51182 LINEAR TECHNOLOGY CORP COM 535678106 3953 101993 SH DEFINED 02 101993 0 0 LINEAR TECHNOLOGY CORP COM 535678106 388 10000 SH DEFINED 01 10000 0 0 LITHIA MTRS INC CLA 536797103 536 20000 SH DEFINED 01 20000 0 0 LIZ CLAIBORNE INC COM 539320101 1528 36200 SH DEFINED 02 0 0 36200 LIZ CLAIBORNE INC COM 539320101 3356 79500 SH DEFINED 02 79500 0 0 LOCKHEED MARTIN CORP COM 539830109 3092 55656 SH DEFINED 02 0 0 55656 LOCKHEED MARTIN CORP COM 539830109 5752 103539 SH DEFINED 02 103539 0 0 LOCKHEED MARTIN CORP COM 539830109 4331 77969 SH DEFINED 01 77969 0 0 LOCKHEED MARTIN CORP DBCV8/1 539830AP4 2845 2750000 SH DEFINED 01 2750000 0 0 LOEWS CORP COM 540424108 218 3100 SH DEFINED 02 0 0 3100 LOEWS CORP COM 540424108 2418 34400 SH DEFINED 02 34400 0 0 LOEWS CORP COM 540424108 267 3800 SH DEFINED 01 3800 0 0 LOEWS CORP CAROLNAGPSTK 540424207 460 15900 SH DEFINED 01 15900 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 392 14000 SH DEFINED 01 14000 0 0 LOUISIANA PAC CORP COM 546347105 2468 92300 SH DEFINED 02 0 0 92300 LOUISIANA PAC CORP COM 546347105 6022 225200 SH DEFINED 02 225200 0 0 LOUISIANA PAC CORP COM 546347105 591 22100 SH DEFINED 01 22100 0 0 LOWES COS INC COM 548661107 9244 160520 SH DEFINED 02 0 0 160520 LOWES COS INC COM 548661107 19176 332980 SH DEFINED 02 332980 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1381 367310 SH DEFINED 02 0 0 367310 LUCENT TECHNOLOGIES INC COM 549463107 2932 779750 SH DEFINED 02 779750 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1360 361800 SH DEFINED 01 361800 0 0 LUCENT TECHNOLOGIES INC DBCV2.750%6/1 549463AG2 38173 27750000 SH DEFINED 01 27750000 0 0 LUCENT TECHNOLOGIES INC SDCV8.000%8/0 549463AK3 2386 2150000 SH DEFINED 01 2150000 0 0 LYONDELL CHEMICAL CO COM 552078107 668 23100 SH DEFINED 01 23100 0 0 M & T BK CORP COM 55261F104 1732 16062 SH DEFINED 02 0 0 16062 M & T BK CORP COM 55261F104 3351 31070 SH DEFINED 02 31070 0 0 MBIA INC COM 55262C100 3628 57332 SH DEFINED 02 0 0 57332 MBIA INC COM 55262C100 8226 129988 SH DEFINED 02 129988 0 0 MBNA CORP COM 55262L100 7244 256987 SH DEFINED 02 0 0 256987 MBNA CORP COM 55262L100 14769 523915 SH DEFINED 02 523915 0 0 MBNA CORP COM 55262L100 15758 559000 SH DEFINED 01 559000 0 0 MEMC ELECTR MATLS INC COM 552715104 433 32700 SH DEFINED 02 32700 0 0 MGIC INVT CORP WIS COM 552848103 1731 25119 SH DEFINED 02 0 0 25119 MGIC INVT CORP WIS COM 552848103 3542 51404 SH DEFINED 02 51404 0 0 MPS GROUP INC COM 553409103 504 41100 SH DEFINED 01 41100 0 0 MACROVISION CORP COM 555904101 959 37300 SH DEFINED 01 37300 0 0 MAGMA DESIGN AUTOMATION COM 559181102 737 58700 SH DEFINED 01 58700 0 0 MAGNA INTL INC CLA 559222401 8478 102700 SH DEFINED 01 102700 0 0 MANDALAY RESORT GROUP DBCV3/2 562567AK3 3575 2500000 SH DEFINED 01 2500000 0 0 MANITOWOC INC COM 563571108 10565 280600 SH DEFINED 01 280600 0 0 MANOR CARE INC NEW COM 564055101 1219 34400 SH DEFINED 02 0 0 34400 MANOR CARE INC NEW COM 564055101 2682 75700 SH DEFINED 02 75700 0 0 MANOR CARE INC NEW COM 564055101 514 14500 SH DEFINED 01 14500 0 0 MANPOWER INC COM 56418H100 8510 176200 SH DEFINED 01 176200 0 0 MARATHON OIL CORP COM 565849106 205 5438 SH DEFINED 02 5438 0 0 MARATHON OIL CORP COM 565849106 21533 572521 SH DEFINED 01 572521 0 0 MARSH & MCLENNAN COS INC COM 571748102 1947 59183 SH DEFINED 02 0 0 59183 MARSH & MCLENNAN COS INC COM 571748102 4149 126112 SH DEFINED 02 126112 0 0 MARSH & MCLENNAN COS INC COM 571748102 1508 45850 SH DEFINED 01 45850 0 0 MARSHALL & ILSLEY CORP COM 571834100 2047 46314 SH DEFINED 02 0 0 46314 MARSHALL & ILSLEY CORP COM 571834100 4275 96722 SH DEFINED 02 96722 0 0 MARSHALL & ILSLEY CORP COM 571834100 15470 350000 SH DEFINED 01 350000 0 0 MARTIN MARIETTA MATLS INC COM 573284106 478 8900 SH DEFINED 01 8900 0 0 MASCO CORP COM 574599106 1570 42984 SH DEFINED 02 0 0 42984 MASCO CORP COM 574599106 3255 89114 SH DEFINED 02 89114 0 0 MASCO CORP COM 574599106 21918 600000 SH DEFINED 01 600000 0 0 MASSEY ENERGY CO NOTE4.750%5/1 576203AB9 5006 2500000 SH DEFINED 01 2500000 0 0 MATTEL INC COM 577081102 3028 155371 SH DEFINED 02 0 0 155371 MATTEL INC COM 577081102 6804 349118 SH DEFINED 02 349118 0 0 MAXTOR CORP COMNEW 577729205 60 11400 SH DEFINED 02 11400 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 5342 5250000 SH DEFINED 01 5250000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2278 53736 SH DEFINED 02 0 0 53736 MAXIM INTEGRATED PRODS INC COM 57772K101 4416 104187 SH DEFINED 02 104187 0 0 MAY DEPT STORES CO COM 577778103 6274 213400 SH DEFINED 01 213400 0 0 MAYTAG CORP COM 578592107 201 9530 SH DEFINED 02 9530 0 0 MAYTAG CORP COM 578592107 631 29900 SH DEFINED 01 29900 0 0 MCAFEE INC COM 579064106 295 10200 SH DEFINED 02 10200 0 0 MCCORMICK & CO INC COMNONVTG 579780206 270 6989 SH DEFINED 02 6989 0 0 MCDATA CORP CLA 580031201 99 16600 SH DEFINED 01 16600 0 0 MCDONALDS CORP COM 580135101 6101 190295 SH DEFINED 02 0 0 190295 MCDONALDS CORP COM 580135101 12722 396820 SH DEFINED 02 396820 0 0 MCDONALDS CORP COM 580135101 519 16200 SH DEFINED 01 16200 0 0 MCKESSON CORP COM 58155Q103 3040 96623 SH DEFINED 02 0 0 96623 MCKESSON CORP COM 58155Q103 6706 213150 SH DEFINED 02 213150 0 0 MECHEL STEEL GROUP OAO SPONSOREDADR 583840103 469 21000 SH DEFINED 01 21000 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1872 44991 SH DEFINED 02 0 0 44991 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3717 89355 SH DEFINED 02 89355 0 0 MEDICIS PHARMACEUTICAL CORP CLANEW 584690309 2142 61000 SH DEFINED 01 61000 0 0 MEDTRONIC INC COM 585055106 10470 210782 SH DEFINED 02 0 0 210782 MEDTRONIC INC COM 585055106 21985 442626 SH DEFINED 02 442626 0 0 MEDTRONIC INC COM 585055106 606 12200 SH DEFINED 01 12200 0 0 MELLON FINL CORP COM 58551A108 12680 407600 SH DEFINED 01 407600 0 0 MENS WEARHOUSE INC COM 587118100 438 13700 SH DEFINED 01 13700 0 0 MENTOR CORP MINN COM 587188103 287 8500 SH DEFINED 01 8500 0 0 MENTOR CORP MINN NOTE2.750%1/0 587188AC7 2552 2000000 SH DEFINED 01 2000000 0 0 MERCK & CO INC COM 589331107 9790 304598 SH DEFINED 02 0 0 304598 MERCK & CO INC COM 589331107 20407 634943 SH DEFINED 02 634943 0 0 MERCK & CO INC COM 589331107 11885 369800 SH DEFINED 01 369800 0 0 MERCURY INTERACTIVE CORP COM 589405109 1251 27471 SH DEFINED 02 0 0 27471 MERCURY INTERACTIVE CORP COM 589405109 2527 55473 SH DEFINED 02 55473 0 0 MERCURY INTERACTIVE CORP COM 589405109 592 13000 SH DEFINED 01 13000 0 0 MEREDITH CORP COM 589433101 1523 28100 SH DEFINED 02 0 0 28100 MEREDITH CORP COM 589433101 3892 71800 SH DEFINED 02 71800 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 204 24400 SH DEFINED 01 24400 0 0 MERRILL LYNCH & CO INC COM 590188108 7762 129859 SH DEFINED 02 0 0 129859 MERRILL LYNCH & CO INC COM 590188108 15565 260413 SH DEFINED 02 260413 0 0 MERRILL LYNCH & CO INC COM 590188108 25115 420200 SH DEFINED 01 420200 0 0 MERRILL LYNCH & CO INC NOTE5/2 590188A65 11072 20000000 SH DEFINED 01 20000000 0 0 METLIFE INC COM 59156R108 5404 133389 SH DEFINED 02 0 0 133389 METLIFE INC COM 59156R108 10544 260291 SH DEFINED 02 260291 0 0 METLIFE INC COM 59156R108 5064 125000 SH DEFINED 01 125000 0 0 METRIS COS INC COM 591598107 426 33400 SH DEFINED 01 33400 0 0 METRO GOLDWYN MAYER INC COM 591610100 562 47300 SH DEFINED 01 47300 0 0 MICHAELS STORES INC COM 594087108 366 12200 SH DEFINED 02 12200 0 0 MICHAELS STORES INC COM 594087108 468 15600 SH DEFINED 01 15600 0 0 MICREL INC COM 594793101 220 20000 SH DEFINED 01 20000 0 0 MICROSOFT CORP COM 594918104 43519 1629309 SH DEFINED 02 0 0 1629309 MICROSOFT CORP COM 594918104 88564 3315763 SH DEFINED 02 3315763 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 267 10000 SH DEFINED 01 10000 0 0 MICROMUSE INC COM 595094103 411 74000 SH DEFINED 01 74000 0 0 MICRON TECHNOLOGY INC COM 595112103 1719 139218 SH DEFINED 02 0 0 139218 MICRON TECHNOLOGY INC COM 595112103 3404 275609 SH DEFINED 02 275609 0 0 MICRON TECHNOLOGY INC COM 595112103 4823 390500 SH DEFINED 01 390500 0 0 MICROSEMI CORP COM 595137100 561 32300 SH DEFINED 01 32300 0 0 MILLIPORE CORP COM 601073109 2127 42700 SH DEFINED 02 0 0 42700 MILLIPORE CORP COM 601073109 4687 94100 SH DEFINED 02 94100 0 0 MOHAWK INDS INC COM 608190104 456 5000 SH DEFINED 02 5000 0 0 MOLEX INC COM 608554101 1320 44000 SH DEFINED 02 0 0 44000 MOLEX INC COM 608554101 2796 93200 SH DEFINED 02 93200 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 706 100000 SH DEFINED 01 100000 0 0 MONSTER WORLDWIDE INC COM 611742107 266 7900 SH DEFINED 02 7900 0 0 MOODYS CORP COM 615369105 1329 15300 SH DEFINED 02 0 0 15300 MOODYS CORP COM 615369105 2666 30700 SH DEFINED 02 30700 0 0 MORGAN STANLEY COMNEW 617446448 9887 178074 SH DEFINED 02 0 0 178074 MORGAN STANLEY COMNEW 617446448 20009 360401 SH DEFINED 02 360401 0 0 MOTOROLA INC COM 620076109 6111 355291 SH DEFINED 02 0 0 355291 MOTOROLA INC COM 620076109 13282 772192 SH DEFINED 02 772192 0 0 MOTOROLA INC COM 620076109 458 26600 SH DEFINED 01 26600 0 0 MULTIMEDIA GAMES INC COM 625453105 3940 250000 SH DEFINED 01 250000 0 0 MURPHY OIL CORP COM 626717102 611 7600 SH DEFINED 01 7600 0 0 MYKROLIS CORP COM 62852P103 213 15000 SH DEFINED 01 15000 0 0 MYLAN LABS INC COM 628530107 987 55850 SH DEFINED 02 55850 0 0 NABORS INDS INC DBCV2/0 629568AF3 5985 9000000 SH DEFINED 01 9000000 0 0 NANOGEN INC COM 630075109 74 10000 SH DEFINED 01 10000 0 0 NASDAQ 100 TR UNITSER1 631100104 25941 650000 SH DEFINED 01 650000 0 0 NASTECH PHARMACEUTICAL INC COMPAR$0.006 631728409 604 50000 SH DEFINED 01 50000 0 0 NATIONAL CITY CORP COM 635405103 3703 98615 SH DEFINED 02 0 0 98615 NATIONAL CITY CORP COM 635405103 7090 188825 SH DEFINED 02 188825 0 0 NATIONAL CITY CORP COM 635405103 3650 97200 SH DEFINED 01 97200 0 0 NATIONAL-OILWELL INC COM 637071101 4108 116400 SH DEFINED 01 116400 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 836 46554 SH DEFINED 02 0 0 46554 NATIONAL SEMICONDUCTOR CORP COM 637640103 2034 113339 SH DEFINED 02 113339 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 269 15000 SH DEFINED 01 15000 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 260 6800 SH DEFINED 02 6800 0 0 NAVARRE CORP COM 639208107 1232 70000 SH DEFINED 01 70000 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2683 61000 SH DEFINED 02 0 0 61000 NAVISTAR INTL CORP NEW COM 63934E108 6764 153800 SH DEFINED 02 153800 0 0 NAVISTAR INTL CORP NEW COM 63934E108 5937 135000 SH DEFINED 01 135000 0 0 NEENAH PAPER INC COM 640079109 2937 90100 SH DEFINED 01 90100 0 0 NETWORK APPLIANCE INC COM 64120L104 1806 54361 SH DEFINED 02 0 0 54361 NETWORK APPLIANCE INC COM 64120L104 3575 107611 SH DEFINED 02 107611 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 219 10657 SH DEFINED 02 0 0 10657 NEW YORK CMNTY BANCORP INC COM 649445103 513 24950 SH DEFINED 02 24950 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1191 57900 SH DEFINED 01 57900 0 0 NEW YORK TIMES CO CLA 650111107 379 9300 SH DEFINED 01 9300 0 0 NEWELL RUBBERMAID INC COM 651229106 9867 407900 SH DEFINED 01 407900 0 0 NEWFIELD EXPL CO COM 651290108 644 10900 SH DEFINED 01 10900 0 0 NEWMONT MINING CORP COM 651639106 3011 67802 SH DEFINED 02 0 0 67802 NEWMONT MINING CORP COM 651639106 6094 137214 SH DEFINED 02 137214 0 0 NEWS CORP CLA 65248E104 7018 376105 SH DEFINED 02 0 0 376105 NEWS CORP CLA 65248E104 11455 613878 SH DEFINED 02 613878 0 0 NEWS CORP CLA 65248E104 420 22500 SH DEFINED 01 22500 0 0 NEWS CORP CLB 65248E203 325 16910 SH DEFINED 02 0 0 16910 NEWS CORP CLB 65248E203 386 20100 SH DEFINED 01 20100 0 0 NEXTEL COMMUNICATIONS INC CLA 65332V103 7294 243140 SH DEFINED 02 0 0 243140 NEXTEL COMMUNICATIONS INC CLA 65332V103 15167 505582 SH DEFINED 02 505582 0 0 NEXTEL PARTNERS INC CLA 65333F107 365 18700 SH DEFINED 02 18700 0 0 NEXTEL PARTNERS INC CLA 65333F107 602 30800 SH DEFINED 01 30800 0 0 NEXTEL PARTNERS INC NOTE1.500%11/1 65333FAM9 13005 5000000 SH DEFINED 01 5000000 0 0 NICOR INC COM 654086107 824 22300 SH DEFINED 02 0 0 22300 NICOR INC COM 654086107 1411 38200 SH DEFINED 02 38200 0 0 NIKE INC CLB 654106103 3844 42382 SH DEFINED 02 0 0 42382 NIKE INC CLB 654106103 7591 83702 SH DEFINED 02 83702 0 0 NISOURCE INC COM 65473P105 578 25358 SH DEFINED 02 0 0 25358 NISOURCE INC COM 65473P105 1412 62004 SH DEFINED 02 62004 0 0 NITROMED INC COM 654798503 266 10000 SH DEFINED 01 10000 0 0 NOBLE ENERGY INC COM 655044105 382 6200 SH DEFINED 01 6200 0 0 NORDSON CORP COM 655663102 429 10700 SH DEFINED 01 10700 0 0 NORDSTROM INC COM 655664100 2379 50900 SH DEFINED 02 0 0 50900 NORDSTROM INC COM 655664100 5505 117800 SH DEFINED 02 117800 0 0 NORDSTROM INC COM 655664100 4617 98800 SH DEFINED 01 98800 0 0 NORFOLK SOUTHERN CORP COM 655844108 3864 106776 SH DEFINED 02 0 0 106776 NORFOLK SOUTHERN CORP COM 655844108 8111 224112 SH DEFINED 02 224112 0 0 NORFOLK SOUTHERN CORP COM 655844108 1842 50900 SH DEFINED 01 50900 0 0 NORTEL NETWORKS CORP NEW COM 656568102 1672 479200 SH DEFINED 01 479200 0 0 NORTEL NETWORKS CORP NEW NOTE4.250%9/0 656568AB8 30836 31750000 SH DEFINED 01 31750000 0 0 NORTH AMERN SCIENTIFIC INC COM 65715D100 610 113251 SH DEFINED 01 113251 0 0 NORTH FORK BANCORPORATION N COM 659424105 2312 80147 SH DEFINED 02 0 0 80147 NORTH FORK BANCORPORATION N COM 659424105 4710 163269 SH DEFINED 02 163269 0 0 NORTHEAST UTILS COM 664397106 454 24100 SH DEFINED 01 24100 0 0 NORTHROP GRUMMAN CORP COM 666807102 3472 63866 SH DEFINED 02 0 0 63866 NORTHROP GRUMMAN CORP COM 666807102 9521 175150 SH DEFINED 02 175150 0 0 NORTHROP GRUMMAN CORP COM 666807102 315 5800 SH DEFINED 01 5800 0 0 NORTHWEST AIRLS CORP FRNT6.625%5/1 667280AC5 3430 3500000 SH DEFINED 01 3500000 0 0 NOVELL INC COM 670006105 174 25800 SH DEFINED 02 25800 0 0 NOVELL INC COM 670006105 151 22300 SH DEFINED 01 22300 0 0 NOVELLUS SYS INC COM 670008101 1886 67618 SH DEFINED 02 0 0 67618 NOVELLUS SYS INC COM 670008101 4029 144450 SH DEFINED 02 144450 0 0 NUCOR CORP COM 670346105 3207 61264 SH DEFINED 02 0 0 61264 NUCOR CORP COM 670346105 6643 126916 SH DEFINED 02 126916 0 0 NUCOR CORP COM 670346105 330 6300 SH DEFINED 01 6300 0 0 NVIDIA CORP COM 67066G104 1567 66495 SH DEFINED 02 0 0 66495 NVIDIA CORP COM 67066G104 3345 141982 SH DEFINED 02 141982 0 0 OGE ENERGY CORP COM 670837103 501 18900 SH DEFINED 01 18900 0 0 OM GROUP INC COM 670872100 503 15500 SH DEFINED 01 15500 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 3483 59682 SH DEFINED 02 0 0 59682 OCCIDENTAL PETE CORP DEL COM 674599105 6934 118807 SH DEFINED 02 118807 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 870 14900 SH DEFINED 01 14900 0 0 OFFICE DEPOT INC COM 676220106 1034 59588 SH DEFINED 02 0 0 59588 OFFICE DEPOT INC COM 676220106 2256 129980 SH DEFINED 02 129980 0 0 OFFICE DEPOT INC COM 676220106 281 16200 SH DEFINED 01 16200 0 0 OLD REP INTL CORP COM 680223104 450 17800 SH DEFINED 02 17800 0 0 OLD REP INTL CORP COM 680223104 1194 47200 SH DEFINED 01 47200 0 0 OLIN CORP COMPAR$1 680665205 2532 115000 SH DEFINED 01 115000 0 0 OMNICOM GROUP INC COM 681919106 4523 53646 SH DEFINED 02 0 0 53646 OMNICOM GROUP INC COM 681919106 9648 114419 SH DEFINED 02 114419 0 0 OMNICOM GROUP INC NOTE2/0 681919AK2 58707 59300000 SH DEFINED 01 59300000 0 0 OMNICOM GROUP INC NOTE7/3 681919AM8 1728 1750000 SH DEFINED 01 1750000 0 0 OMNICOM GROUP INC NOTE6/1 681919AR7 3235 3250000 SH DEFINED 01 3250000 0 0 OMNICARE CAP TR I PIERS 68214L201 2711 49750 SH DEFINED 01 49750 0 0 ONEOK INC NEW COM 682680103 350 12300 SH DEFINED 02 12300 0 0 OPSWARE INC COM 68383A101 557 75900 SH DEFINED 01 75900 0 0 ORACLE CORP COM 68389X105 10728 781947 SH DEFINED 02 0 0 781947 ORACLE CORP COM 68389X105 21515 1568153 SH DEFINED 02 1568153 0 0 O REILLY AUTOMOTIVE INC COM 686091109 203 4500 SH DEFINED 01 4500 0 0 ORMAT TECHNOLOGIES INC COM 686688102 407 25000 SH DEFINED 01 25000 0 0 OSCIENT PHARMACEUTICALS COR COM 68812R105 146 40000 SH DEFINED 01 40000 0 0 OSHKOSH TRUCK CORP COM 688239201 376 5500 SH DEFINED 01 5500 0 0 OTTER TAIL CORP COM 689648103 1322 51800 SH DEFINED 01 51800 0 0 OVERSTOCK COM INC DEL COM 690370101 207 3000 SH DEFINED 01 3000 0 0 OXFORD INDS INC COM 691497309 202 4900 SH DEFINED 01 4900 0 0 PC MALL INC COM 69323K100 1174 52475 SH DEFINED 01 52475 0 0 PG&E CORP COM 69331C108 255 7660 SH DEFINED 02 7660 0 0 PG&E CORP COM 69331C108 10749 323000 SH DEFINED 01 323000 0 0 PMC-SIERRA INC COM 69344F106 1400 124400 SH DEFINED 02 0 0 124400 PMC-SIERRA INC COM 69344F106 3085 274200 SH DEFINED 02 274200 0 0 PMC-SIERRA INC COM 69344F106 213 18900 SH DEFINED 01 18900 0 0 PMC-SIERRA INC NOTE3.750%8/1 69344FAB2 2030 2000000 SH DEFINED 01 2000000 0 0 PMI GROUP INC COM 69344M101 577 13818 SH DEFINED 02 13818 0 0 PMI GROUP INC COM 69344M101 7419 177700 SH DEFINED 01 177700 0 0 PNC FINL SVCS GROUP INC COM 693475105 1756 30568 SH DEFINED 02 0 0 30568 PNC FINL SVCS GROUP INC COM 693475105 3555 61896 SH DEFINED 02 61896 0 0 PNC FINL SVCS GROUP INC COM 693475105 20104 350000 SH DEFINED 01 350000 0 0 POSCO SPONSOREDADR 693483109 3651 82000 SH DEFINED 01 82000 0 0 PPG INDS INC COM 693506107 1743 25568 SH DEFINED 02 0 0 25568 PPG INDS INC COM 693506107 3328 48819 SH DEFINED 02 48819 0 0 PPL CORP COM 69351T106 1791 33623 SH DEFINED 02 0 0 33623 PPL CORP COM 69351T106 3849 72247 SH DEFINED 02 72247 0 0 PPL ENERGY SUPPLY LLC NOTE2.625%5/1 69352JAE7 9584 8500000 SH DEFINED 01 8500000 0 0 PACCAR INC COM 693718108 4345 53990 SH DEFINED 02 0 0 53990 PACCAR INC COM 693718108 9882 122789 SH DEFINED 02 122789 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 385 17300 SH DEFINED 02 17300 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 1587 71300 SH DEFINED 01 71300 0 0 PACIFICARE HEALTH SYS DEL COM 695112102 7065 125000 SH DEFINED 01 125000 0 0 PACKAGING CORP AMER COM 695156109 2237 95000 SH DEFINED 01 95000 0 0 PACTIV CORP COM 695257105 1317 52069 SH DEFINED 02 0 0 52069 PACTIV CORP COM 695257105 2691 106414 SH DEFINED 02 106414 0 0 PACTIV CORP COM 695257105 440 17400 SH DEFINED 01 17400 0 0 PAIN THERAPEUTICS INC COM 69562K100 977 135565 SH DEFINED 01 135565 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 196 33200 SH DEFINED 01 33200 0 0 PARKER HANNIFIN CORP COM 701094104 750 9900 SH DEFINED 02 0 0 9900 PARKER HANNIFIN CORP COM 701094104 1628 21500 SH DEFINED 02 21500 0 0 PATINA OIL & GAS CORP COM 703224105 1392 37130 SH DEFINED 01 37130 0 0 PATTERSON UTI ENERGY INC COM 703481101 759 39000 SH DEFINED 01 39000 0 0 PAYCHEX INC COM 704326107 1809 53082 SH DEFINED 02 0 0 53082 PAYCHEX INC COM 704326107 3408 100013 SH DEFINED 02 100013 0 0 PEC SOLUTIONS INC COM 705107100 4569 322437 SH DEFINED 01 322437 0 0 PENNEY J C INC COM 708160106 1950 47103 SH DEFINED 02 0 0 47103 PENNEY J C INC COM 708160106 4081 98565 SH DEFINED 02 98565 0 0 PENNEY J C INC COM 708160106 30632 739900 SH DEFINED 01 739900 0 0 PENTAIR INC COM 709631105 348 8000 SH DEFINED 02 8000 0 0 PEOPLES ENERGY CORP COM 711030106 580 13200 SH DEFINED 02 0 0 13200 PEOPLES ENERGY CORP COM 711030106 1002 22800 SH DEFINED 02 22800 0 0 PEOPLESOFT INC COM 712713106 10092 381100 SH DEFINED 01 381100 0 0 PEPCO HOLDINGS INC COM 713291102 906 42500 SH DEFINED 01 42500 0 0 PEPSI BOTTLING GROUP INC COM 713409100 2923 108100 SH DEFINED 02 0 0 108100 PEPSI BOTTLING GROUP INC COM 713409100 6781 250770 SH DEFINED 02 250770 0 0 PEPSICO INC COM 713448108 14878 285021 SH DEFINED 02 0 0 285021 PEPSICO INC COM 713448108 31075 595300 SH DEFINED 02 595300 0 0 PEPSICO INC COM 713448108 11745 225000 SH DEFINED 01 225000 0 0 PERKINELMER INC COM 714046109 1693 75300 SH DEFINED 02 0 0 75300 PERKINELMER INC COM 714046109 3742 166400 SH DEFINED 02 166400 0 0 PERKINELMER INC COM 714046109 715 31800 SH DEFINED 01 31800 0 0 PETSMART INC COM 716768106 476 13400 SH DEFINED 02 13400 0 0 PFIZER INC COM 717081103 31296 1163841 SH DEFINED 02 0 0 1163841 PFIZER INC COM 717081103 66326 2466560 SH DEFINED 02 2466560 0 0 PFIZER INC COM 717081103 403 15000 SH DEFINED 01 15000 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 500 12100 SH DEFINED 01 12100 0 0 PHELPS DODGE CORP COM 717265102 3087 31211 SH DEFINED 02 0 0 31211 PHELPS DODGE CORP COM 717265102 6315 63844 SH DEFINED 02 63844 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 246 9100 SH DEFINED 01 9100 0 0 PHOENIX COS INC NEW COM 71902E109 142 11400 SH DEFINED 01 11400 0 0 PHOTRONICS INC COM 719405102 489 29630 SH DEFINED 01 29630 0 0 PHOTRONICS INC NOTE2.250%4/1 719405AE2 5670 4500000 SH DEFINED 01 4500000 0 0 PIONEER NAT RES CO COM 723787107 896 25533 SH DEFINED 02 25533 0 0 PIXELWORKS INC COM 72581M107 1504 132600 SH DEFINED 01 132600 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1015 26400 SH DEFINED 01 26400 0 0 POGO PRODUCING CO COM 730448107 679 14000 SH DEFINED 02 14000 0 0 POLO RALPH LAUREN CORP CLA 731572103 247 5800 SH DEFINED 02 5800 0 0 POPULAR INC COM 733174106 649 22500 SH DEFINED 02 22500 0 0 PORTALPLAYER INC COM 736187204 617 25000 SH DEFINED 01 25000 0 0 POST PPTYS INC COM 737464107 269 7700 SH DEFINED 01 7700 0 0 POWER INTEGRATIONS INC COM 739276103 692 35000 SH DEFINED 01 35000 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 226 26658 SH DEFINED 01 26658 0 0 POWERWAVE TECHNOLOGIES INC NOTE1.250%7/1 739363AB5 7418 7000000 SH DEFINED 01 7000000 0 0 PRAXAIR INC COM 74005P104 604 13674 SH DEFINED 02 0 0 13674 PRAXAIR INC COM 74005P104 1351 30600 SH DEFINED 02 30600 0 0 PRICE COMMUNICATIONS CORP COMNEW 741437305 1859 100000 SH DEFINED 01 100000 0 0 PRICE T ROWE GROUP INC COM 74144T108 1649 26504 SH DEFINED 02 0 0 26504 PRICE T ROWE GROUP INC COM 74144T108 3346 53800 SH DEFINED 02 53800 0 0 PRIDE INTL INC DEL COM 74153Q102 384 18700 SH DEFINED 01 18700 0 0 PRINCIPAL FINANCIAL GROUP I COM 74251V102 2415 59000 SH DEFINED 02 0 0 59000 PRINCIPAL FINANCIAL GROUP I COM 74251V102 5310 129700 SH DEFINED 02 129700 0 0 PRINCIPAL FINANCIAL GROUP I COM 74251V102 5236 127900 SH DEFINED 01 127900 0 0 PRIORITY HEALTHCARE CORP CLB 74264T102 337 15500 SH DEFINED 01 15500 0 0 PROCTER & GAMBLE CO COM 742718109 22591 410156 SH DEFINED 02 0 0 410156 PROCTER & GAMBLE CO COM 742718109 47203 856991 SH DEFINED 02 856991 0 0 PROCTER & GAMBLE CO COM 742718109 21487 390100 SH DEFINED 01 390100 0 0 PROGRESS ENERGY INC COM 743263105 1627 35971 SH DEFINED 02 0 0 35971 PROGRESS ENERGY INC COM 743263105 3599 79556 SH DEFINED 02 79556 0 0 PROGRESSIVE CORP OHIO COM 743315103 4066 47929 SH DEFINED 02 0 0 47929 PROGRESSIVE CORP OHIO COM 743315103 8346 98377 SH DEFINED 02 98377 0 0 PROGRESSIVE CORP OHIO COM 743315103 424 5000 SH DEFINED 01 5000 0 0 PROTECTIVE LIFE CORP COM 743674103 363 8500 SH DEFINED 02 8500 0 0 PROVIDIAN FINL CORP COM 74406A102 1978 120100 SH DEFINED 02 0 0 120100 PROVIDIAN FINL CORP COM 74406A102 4587 278533 SH DEFINED 02 278533 0 0 PROVIDIAN FINL CORP COM 74406A102 4705 285700 SH DEFINED 01 285700 0 0 PRUDENTIAL FINL INC COM 744320102 4242 77177 SH DEFINED 02 0 0 77177 PRUDENTIAL FINL INC COM 744320102 8645 157292 SH DEFINED 02 157292 0 0 PRUDENTIAL FINL INC COM 744320102 846 15400 SH DEFINED 01 15400 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1394 26926 SH DEFINED 02 0 0 26926 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2694 52036 SH DEFINED 02 52036 0 0 PUBLIC STORAGE INC COM 74460D109 295 5300 SH DEFINED 02 5300 0 0 PULTE HOMES INC COM 745867101 3543 55531 SH DEFINED 02 0 0 55531 PULTE HOMES INC COM 745867101 8012 125584 SH DEFINED 02 125584 0 0 PULTE HOMES INC COM 745867101 931 14600 SH DEFINED 01 14600 0 0 QLT INC COM 746927102 1658 103100 SH DEFINED 01 103100 0 0 QLOGIC CORP COM 747277101 1304 35515 SH DEFINED 02 0 0 35515 QLOGIC CORP COM 747277101 2538 69100 SH DEFINED 02 69100 0 0 QUALCOMM INC COM 747525103 9957 234843 SH DEFINED 02 0 0 234843 QUALCOMM INC COM 747525103 19871 468666 SH DEFINED 02 468666 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1020 10675 SH DEFINED 02 0 0 10675 QUEST DIAGNOSTICS INC COM 74834L100 1936 20257 SH DEFINED 02 20257 0 0 QWEST COMMUNICATIONS INTL I COM 749121109 230 51761 SH DEFINED 02 0 0 51761 QWEST COMMUNICATIONS INTL I COM 749121109 349 78539 SH DEFINED 02 78539 0 0 RPM INTL INC COM 749685103 458 23300 SH DEFINED 02 23300 0 0 RPM INTL INC COM 749685103 629 32000 SH DEFINED 01 32000 0 0 RSA SEC INC COM 749719100 1206 60100 SH DEFINED 01 60100 0 0 RF MICRODEVICES INC COM 749941100 440 64400 SH DEFINED 01 64400 0 0 RADIAN GROUP INC COM 750236101 282 5300 SH DEFINED 02 5300 0 0 RADIOSHACK CORP COM 750438103 2974 90439 SH DEFINED 02 0 0 90439 RADIOSHACK CORP COM 750438103 6814 207241 SH DEFINED 02 207241 0 0 RADIOSHACK CORP COM 750438103 28047 853000 SH DEFINED 01 853000 0 0 RAYTHEON CO COMNEW 755111507 2386 61443 SH DEFINED 02 0 0 61443 RAYTHEON CO COMNEW 755111507 5062 130362 SH DEFINED 02 130362 0 0 RAYTHEON CO COMNEW 755111507 4569 117675 SH DEFINED 01 117675 0 0 READERS DIGEST ASSN INC COM 755267101 1199 86200 SH DEFINED 01 86200 0 0 RED HAT INC COM 756577102 587 44000 SH DEFINED 01 44000 0 0 REEBOK INTL LTD COM 758110100 2737 62200 SH DEFINED 02 0 0 62200 REEBOK INTL LTD COM 758110100 6666 151500 SH DEFINED 02 151500 0 0 REGAL ENTMT GROUP CLA 758766109 1270 61200 SH DEFINED 01 61200 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2039 57297 SH DEFINED 02 0 0 57297 REGIONS FINANCIAL CORP NEW COM 7591EP100 4350 122232 SH DEFINED 02 122232 0 0 RELIANT ENERGY INC COM 75952B105 153 11176 SH DEFINED 02 11176 0 0 REPUBLIC SVCS INC COM 760759100 282 8400 SH DEFINED 02 8400 0 0 REPUBLIC SVCS INC COM 760759100 9906 295355 SH DEFINED 01 295355 0 0 RESTORATION HARDWARE INC DE COM 760981100 1722 300000 SH DEFINED 01 300000 0 0 RESOURCES CONNECTION INC COM 76122Q105 407 7500 SH DEFINED 01 7500 0 0 RESPIRONICS INC COM 761230101 315 5800 SH DEFINED 01 5800 0 0 RETAIL HOLDRS TR DEPRCPT 76127U101 1647 16700 SH DEFINED 01 16700 0 0 REVLON INC CLA 761525500 1150 500000 SH DEFINED 01 500000 0 0 REYNOLDS & REYNOLDS CO CLA 761695105 607 22900 SH DEFINED 01 22900 0 0 REYNOLDS AMERICAN INC COM 761713106 307 3900 SH DEFINED 02 0 0 3900 REYNOLDS AMERICAN INC COM 761713106 3757 47800 SH DEFINED 02 47800 0 0 REYNOLDS AMERICAN INC COM 761713106 6272 79800 SH DEFINED 01 79800 0 0 RITE AID CORP COM 767754104 408 111400 SH DEFINED 01 111400 0 0 ROBERT HALF INTL INC COM 770323103 3470 117893 SH DEFINED 02 0 0 117893 ROBERT HALF INTL INC COM 770323103 7668 260538 SH DEFINED 02 260538 0 0 ROBERT HALF INTL INC COM 770323103 544 18500 SH DEFINED 01 18500 0 0 ROCKWELL AUTOMATION INC COM 773903109 1952 39395 SH DEFINED 02 0 0 39395 ROCKWELL AUTOMATION INC COM 773903109 4127 83294 SH DEFINED 02 83294 0 0 ROCKWELL COLLINS INC COM 774341101 2303 58400 SH DEFINED 02 0 0 58400 ROCKWELL COLLINS INC COM 774341101 5068 128500 SH DEFINED 02 128500 0 0 ROGERS CORP COM 775133101 375 8700 SH DEFINED 01 8700 0 0 ROHM & HAAS CO COM 775371107 955 21600 SH DEFINED 02 0 0 21600 ROHM & HAAS CO COM 775371107 2030 45900 SH DEFINED 02 45900 0 0 ROWAN COS INC COM 779382100 1481 57200 SH DEFINED 02 0 0 57200 ROWAN COS INC COM 779382100 3269 126200 SH DEFINED 02 126200 0 0 ROYAL CARIBBEAN CRUISES LTD NOTE2/0 780153AK8 3194 5000000 SH DEFINED 01 5000000 0 0 RYDER SYS INC COM 783549108 936 19600 SH DEFINED 01 19600 0 0 RYLAND GROUP INC COM 783764103 357 6200 SH DEFINED 02 6200 0 0 RYLAND GROUP INC COM 783764103 391 6800 SH DEFINED 01 6800 0 0 SBC COMMUNICATIONS INC COM 78387G103 11470 445081 SH DEFINED 02 0 0 445081 SBC COMMUNICATIONS INC COM 78387G103 22801 884795 SH DEFINED 02 884795 0 0 SBC COMMUNICATIONS INC COM 78387G103 2577 100000 SH DEFINED 01 100000 0 0 SEI INVESTMENTS CO COM 784117103 289 6900 SH DEFINED 02 6900 0 0 SEI INVESTMENTS CO COM 784117103 4193 100000 SH DEFINED 01 100000 0 0 SLM CORP COM 78442P106 3183 59611 SH DEFINED 02 0 0 59611 SLM CORP COM 78442P106 6303 118048 SH DEFINED 02 118048 0 0 SPDR TR UNITSER1 78462F103 5741 47500 SH DEFINED 01 47500 0 0 SPX CORP COM 784635104 234 5840 SH DEFINED 02 5840 0 0 SPX CORP COM 784635104 837 20900 SH DEFINED 01 20900 0 0 S1 CORPORATION COM 78463B101 197 21700 SH DEFINED 01 21700 0 0 SABRE HLDGS CORP CLA 785905100 1156 52176 SH DEFINED 02 0 0 52176 SABRE HLDGS CORP CLA 785905100 2399 108259 SH DEFINED 02 108259 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 224 105800 SH DEFINED 01 105800 0 0 SAFEWAY INC COMNEW 786514208 2353 119205 SH DEFINED 02 0 0 119205 SAFEWAY INC COMNEW 786514208 4885 247450 SH DEFINED 02 247450 0 0 SAFEWAY INC COMNEW 786514208 5101 258400 SH DEFINED 01 258400 0 0 ST JUDE MED INC COM 790849103 268 6388 SH DEFINED 02 0 0 6388 ST JUDE MED INC COM 790849103 381 9088 SH DEFINED 02 9088 0 0 ST JUDE MED INC COM 790849103 1048 25000 SH DEFINED 01 25000 0 0 ST PAUL TRAVELERS INC COM 792860108 3819 103010 SH DEFINED 02 0 0 103010 ST PAUL TRAVELERS INC COM 792860108 7814 210780 SH DEFINED 02 210780 0 0 ST PAUL TRAVELERS INC COM 792860108 4397 118600 SH DEFINED 01 118600 0 0 SAKS INC COM 79377W108 4492 309600 SH DEFINED 01 309600 0 0 SANDISK CORP COM 80004C101 322 12900 SH DEFINED 02 12900 0 0 SANMINA SCI CORP COM 800907107 2464 290879 SH DEFINED 02 0 0 290879 SANMINA SCI CORP COM 800907107 5206 614634 SH DEFINED 02 614634 0 0 SANMINA SCI CORP COM 800907107 495 58400 SH DEFINED 01 58400 0 0 SANTARUS INC COM 802817304 2777 306500 SH DEFINED 01 306500 0 0 SAPIENT CORP COM 803062108 987 124726 SH DEFINED 01 124726 0 0 SARA LEE CORP COM 803111103 3181 131789 SH DEFINED 02 0 0 131789 SARA LEE CORP COM 803111103 6515 269892 SH DEFINED 02 269892 0 0 SARA LEE CORP COM 803111103 546 22600 SH DEFINED 01 22600 0 0 SCANA CORP NEW COM 80589M102 382 9700 SH DEFINED 01 9700 0 0 SCHERING PLOUGH CORP COM 806605101 808 38700 SH DEFINED 02 38700 0 0 SCHERING PLOUGH CORP COM 806605101 11373 544700 SH DEFINED 01 544700 0 0 SCHERING PLOUGH CORP PFDCONVMAND 806605606 2792 50000 SH DEFINED 01 50000 0 0 SCHLUMBERGER LTD COM 806857108 3027 45215 SH DEFINED 02 0 0 45215 SCHLUMBERGER LTD COM 806857108 4576 68352 SH DEFINED 02 68352 0 0 SCHLUMBERGER LTD DBCV1.500%6/0 806857AC2 51442 47000000 SH DEFINED 01 47000000 0 0 SCHLUMBERGER LTD DBCV2.125%6/0 806857AD0 5370 5000000 SH DEFINED 01 5000000 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1592 133121 SH DEFINED 02 0 0 133121 SCHWAB CHARLES CORP NEW COM 808513105 2899 242390 SH DEFINED 02 242390 0 0 SCIENTIFIC ATLANTA INC COM 808655104 1764 53428 SH DEFINED 02 0 0 53428 SCIENTIFIC ATLANTA INC COM 808655104 3794 114934 SH DEFINED 02 114934 0 0 SCIOS INC NOTE5.500%8/1 808905AB9 21234 18400000 SH DEFINED 01 18400000 0 0 SCRIPPS E W CO OHIO CLA 811054204 1004 20800 SH DEFINED 01 20800 0 0 SEALED AIR CORP NEW COM 81211K100 1777 33361 SH DEFINED 02 0 0 33361 SEALED AIR CORP NEW COM 81211K100 3765 70679 SH DEFINED 02 70679 0 0 SEALED AIR CORP NEW COM 81211K100 1017 19100 SH DEFINED 01 19100 0 0 SEARS ROEBUCK & CO COM 812387108 917 17973 SH DEFINED 02 0 0 17973 SEARS ROEBUCK & CO COM 812387108 2147 42070 SH DEFINED 02 42070 0 0 SEARS ROEBUCK & CO COM 812387108 5103 100000 SH DEFINED 01 100000 0 0 SELECT SECTOR SPDR TR SBICONSSTPLS 81369Y308 10386 450000 SH DEFINED 01 450000 0 0 SEMPRA ENERGY COM 816851109 2431 66269 SH DEFINED 02 0 0 66269 SEMPRA ENERGY COM 816851109 4775 130187 SH DEFINED 02 130187 0 0 SEROLOGICALS CORP COM 817523103 1250 56500 SH DEFINED 01 56500 0 0 SEROLOGICALS CORP SDCV4.750%8/1 817523AB9 3368 2000000 SH DEFINED 01 2000000 0 0 SHAW COMMUNICATIONS INC CLBCONV 82028K200 386 21100 SH DEFINED 01 21100 0 0 SIEBEL SYS INC COM 826170102 778 74065 SH DEFINED 02 0 0 74065 SIEBEL SYS INC COM 826170102 1595 151906 SH DEFINED 02 151906 0 0 SIEBEL SYS INC COM 826170102 138 13100 SH DEFINED 01 13100 0 0 SIERRA HEALTH SVCS INC COM 826322109 540 9800 SH DEFINED 01 9800 0 0 SIERRA HEALTH SVCS INC DBCV2.250%3/1 826322AB5 7654 2500000 SH DEFINED 01 2500000 0 0 SIERRA PAC RES NEW COM 826428104 388 37000 SH DEFINED 01 37000 0 0 SIERRA WIRELESS INC COM 826516106 596 33700 SH DEFINED 01 33700 0 0 SIGMA ALDRICH CORP COM 826552101 250 4130 SH DEFINED 02 4130 0 0 SILICON LABORATORIES INC COM 826919102 625 17700 SH DEFINED 01 17700 0 0 SILICON STORAGE TECHNOLOGY COM 827057100 409 68800 SH DEFINED 01 68800 0 0 SILICON VY BANCSHARES COM 827064106 7171 160000 SH DEFINED 01 160000 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 395 51600 SH DEFINED 01 51600 0 0 SIX FLAGS INC NOTE4.500%5/1 83001PAJ8 2240 2000000 SH DEFINED 01 2000000 0 0 SKECHERS U S A INC CLA 830566105 292 22500 SH DEFINED 01 22500 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 392 41600 SH DEFINED 01 41600 0 0 SKYWORKS SOLUTIONS INC NOTE4.750%11/1 83088MAB8 22037 18100000 SH DEFINED 01 18100000 0 0 SMITH INTL INC COM 832110100 299 5500 SH DEFINED 02 5500 0 0 SMITH INTL INC COM 832110100 25312 465200 SH DEFINED 01 465200 0 0 SMITHFIELD FOODS INC COM 832248108 559 18900 SH DEFINED 01 18900 0 0 SMURFIT-STONE CONTAINER COR COM 832727101 1588 85000 SH DEFINED 01 85000 0 0 SNAP ON INC COM 833034101 333 9700 SH DEFINED 02 0 0 9700 SNAP ON INC COM 833034101 732 21300 SH DEFINED 02 21300 0 0 SOLECTRON CORP COM 834182107 540 101277 SH DEFINED 02 0 0 101277 SOLECTRON CORP COM 834182107 1089 204250 SH DEFINED 02 204250 0 0 SOLECTRON CORP COM 834182107 557 104500 SH DEFINED 01 104500 0 0 SONIC SOLUTIONS COM 835460106 224 10000 SH DEFINED 01 10000 0 0 SONY CORP ADRNEW 835699307 506 13000 SH DEFINED 01 13000 0 0 SOUTHERN CO COM 842587107 4155 123950 SH DEFINED 02 0 0 123950 SOUTHERN CO COM 842587107 8468 252618 SH DEFINED 02 252618 0 0 SOUTHERN CO COM 842587107 15252 455000 SH DEFINED 01 455000 0 0 SOUTHERN PERU COPPER CORP COM 843611104 378 8000 SH DEFINED 02 8000 0 0 SOUTHWEST AIRLS CO COM 844741108 1676 102965 SH DEFINED 02 0 0 102965 SOUTHWEST AIRLS CO COM 844741108 3498 214882 SH DEFINED 02 214882 0 0 SOUTHWEST AIRLS CO COM 844741108 2996 184000 SH DEFINED 01 184000 0 0 SOVEREIGN BANCORP INC COM 845905108 1069 47400 SH DEFINED 02 0 0 47400 SOVEREIGN BANCORP INC COM 845905108 2334 103500 SH DEFINED 02 103500 0 0 SOVEREIGN BANCORP INC COM 845905108 401 17800 SH DEFINED 01 17800 0 0 SPHERION CORP COM 848420105 139 16500 SH DEFINED 01 16500 0 0 SPRINT CORP COMFON 852061100 4873 196097 SH DEFINED 02 0 0 196097 SPRINT CORP COMFON 852061100 10526 423575 SH DEFINED 02 423575 0 0 SPRINT CORP COMFON 852061100 1242 50000 SH DEFINED 01 50000 0 0 STANLEY WKS COM 854616109 1239 25300 SH DEFINED 02 0 0 25300 STANLEY WKS COM 854616109 2694 55000 SH DEFINED 02 55000 0 0 STANLEY WKS COM 854616109 235 4800 SH DEFINED 01 4800 0 0 STAPLES INC COM 855030102 2681 79518 SH DEFINED 02 0 0 79518 STAPLES INC COM 855030102 5441 161392 SH DEFINED 02 161392 0 0 STARBUCKS CORP COM 855244109 3122 50069 SH DEFINED 02 0 0 50069 STARBUCKS CORP COM 855244109 6074 97404 SH DEFINED 02 97404 0 0 STARWOOD HOTELS&RESORTS WRL PAIREDCTF 85590A203 1081 18503 SH DEFINED 02 0 0 18503 STARWOOD HOTELS&RESORTS WRL PAIREDCTF 85590A203 2188 37474 SH DEFINED 02 37474 0 0 STATE STR CORP COM 857477103 2028 41290 SH DEFINED 02 0 0 41290 STATE STR CORP COM 857477103 4061 82674 SH DEFINED 02 82674 0 0 STATE STR CORP COM 857477103 329 6700 SH DEFINED 01 6700 0 0 STATION CASINOS INC COM 857689103 946 17300 SH DEFINED 01 17300 0 0 STEEL DYNAMICS INC COM 858119100 5689 150175 SH DEFINED 01 150175 0 0 STEWART ENTERPRISES INC CLA 860370105 295 42200 SH DEFINED 01 42200 0 0 STOLT OFFSHORE S A SPADRREGCOM 861567105 139 21400 SH DEFINED 01 21400 0 0 STONE ENERGY CORP COM 861642106 906 20100 SH DEFINED 01 20100 0 0 STRATEX NETWORKS INC COM 86279T109 211 93500 SH DEFINED 01 93500 0 0 STRAYER ED INC COM 863236105 16672 151852 SH DEFINED 01 151852 0 0 STRYKER CORP COM 863667101 3154 65370 SH DEFINED 02 0 0 65370 STRYKER CORP COM 863667101 6120 126849 SH DEFINED 02 126849 0 0 STRYKER CORP COM 863667101 18818 390000 SH DEFINED 01 390000 0 0 SUN MICROSYSTEMS INC COM 866810104 1386 257614 SH DEFINED 02 0 0 257614 SUN MICROSYSTEMS INC COM 866810104 2631 489019 SH DEFINED 02 489019 0 0 SUNGARD DATA SYS INC COM 867363103 3933 138844 SH DEFINED 02 0 0 138844 SUNGARD DATA SYS INC COM 867363103 8697 306994 SH DEFINED 02 306994 0 0 SUNGARD DATA SYS INC COM 867363103 39192 1383400 SH DEFINED 01 1383400 0 0 SUNOCO INC COM 86764P109 686 8395 SH DEFINED 02 0 0 8395 SUNOCO INC COM 86764P109 1242 15198 SH DEFINED 02 15198 0 0 SUNTRUST BKS INC COM 867914103 1949 26384 SH DEFINED 02 0 0 26384 SUNTRUST BKS INC COM 867914103 3577 48418 SH DEFINED 02 48418 0 0 SUNTRUST BKS INC COM 867914103 13298 180000 SH DEFINED 01 180000 0 0 SUPERIOR INDS INTL INC COM 868168105 1002 34500 SH DEFINED 01 34500 0 0 SUPERVALU INC COM 868536103 970 28100 SH DEFINED 02 0 0 28100 SUPERVALU INC COM 868536103 2133 61800 SH DEFINED 02 61800 0 0 SUPERVALU INC COM 868536103 4170 120800 SH DEFINED 01 120800 0 0 SWIFT TRANSN CO COM 870756103 7254 337700 SH DEFINED 01 337700 0 0 SYMANTEC CORP COM 871503108 2499 97000 SH DEFINED 02 0 0 97000 SYMANTEC CORP COM 871503108 5443 211300 SH DEFINED 02 211300 0 0 SYMANTEC CORP COM 871503108 500 19400 SH DEFINED 01 19400 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 174 10050 SH DEFINED 02 10050 0 0 SYNOPSYS INC COM 871607107 697 35500 SH DEFINED 01 35500 0 0 SYNOVUS FINL CORP COM 87161C105 2378 83204 SH DEFINED 02 0 0 83204 SYNOVUS FINL CORP COM 87161C105 4960 173561 SH DEFINED 02 173561 0 0 SYSCO CORP COM 871829107 3240 84879 SH DEFINED 02 0 0 84879 SYSCO CORP COM 871829107 6556 171764 SH DEFINED 02 171764 0 0 SYSCO CORP COM 871829107 7703 201800 SH DEFINED 01 201800 0 0 TCF FINL CORP COM 872275102 296 9200 SH DEFINED 02 9200 0 0 THQ INC COMNEW 872443403 704 30700 SH DEFINED 01 30700 0 0 TJX COS INC NEW COM 872540109 3485 138661 SH DEFINED 02 0 0 138661 TJX COS INC NEW COM 872540109 6823 271528 SH DEFINED 02 271528 0 0 TJX COS INC NEW COM 872540109 377 15000 SH DEFINED 01 15000 0 0 TJX COS INC NEW NOTE2/1 872540AL3 10091 11500000 SH DEFINED 01 11500000 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4769 230400 SH DEFINED 01 230400 0 0 TXU CORP COM 873168108 2675 41434 SH DEFINED 02 0 0 41434 TXU CORP COM 873168108 5765 89300 SH DEFINED 02 89300 0 0 TXU CORP COM 873168108 7508 116300 SH DEFINED 01 116300 0 0 TXU CORP FRNT7/1 873168AE8 44334 22002000 SH DEFINED 01 22002000 0 0 TAKE-TWO INTERACTIVE SOFTWA COM 874054109 4283 123100 SH DEFINED 01 123100 0 0 TALBOTS INC COM 874161102 438 16100 SH DEFINED 01 16100 0 0 TARGET CORP COM 87612E106 4817 92769 SH DEFINED 02 0 0 92769 TARGET CORP COM 87612E106 9630 185439 SH DEFINED 02 185439 0 0 TARGETED GENETICS CORP COM 87612M108 36 23000 SH DEFINED 01 23000 0 0 TEKTRONIX INC COM 879131100 1429 47300 SH DEFINED 02 0 0 47300 TEKTRONIX INC COM 879131100 3136 103800 SH DEFINED 02 103800 0 0 TEKTRONIX INC COM 879131100 498 16500 SH DEFINED 01 16500 0 0 TELEFLEX INC COM 879369106 223 4300 SH DEFINED 02 4300 0 0 TELEFONOS DE MEXICO S A SPONADRORDL 879403780 4533 118300 SH DEFINED 01 118300 0 0 TELEPHONE & DATA SYS INC COM 879433100 585 7600 SH DEFINED 01 7600 0 0 TELLABS INC COM 879664100 132 15379 SH DEFINED 02 15379 0 0 TEMPLE INLAND INC COM 879868107 1074 15700 SH DEFINED 01 15700 0 0 TENET HEALTHCARE CORP COM 88033G100 1120 102000 SH DEFINED 01 102000 0 0 TERADYNE INC COM 880770102 2120 124200 SH DEFINED 02 0 0 124200 TERADYNE INC COM 880770102 4617 270496 SH DEFINED 02 270496 0 0 TEREX CORP NEW COM 880779103 224 4700 SH DEFINED 01 4700 0 0 TESORO CORP COM 881609101 513 16100 SH DEFINED 01 16100 0 0 TEVA PHARMACEUTICALS FIN B DBCV0.375%11/1 88164MAB4 7155 5000000 SH DEFINED 01 5000000 0 0 TEXAS INSTRS INC COM 882508104 6641 269741 SH DEFINED 02 0 0 269741 TEXAS INSTRS INC COM 882508104 14386 584304 SH DEFINED 02 584304 0 0 TEXTRON INC COM 883203101 339 4600 SH DEFINED 01 4600 0 0 THERAVANCE INC COM 88338T104 814 45485 SH DEFINED 01 45485 0 0 THOMAS & BETTS CORP COM 884315102 1799 58500 SH DEFINED 01 58500 0 0 THOR INDS INC COM 885160101 545 14700 SH DEFINED 01 14700 0 0 3M CO COM 88579Y101 9692 118097 SH DEFINED 02 0 0 118097 3M CO COM 88579Y101 19944 243017 SH DEFINED 02 243017 0 0 3M CO COM 88579Y101 14157 172500 SH DEFINED 01 172500 0 0 3M CO NOTE11/2 88579YAB7 1123 1250000 SH DEFINED 01 1250000 0 0 TIDEWATER INC COM 886423102 210 5900 SH DEFINED 02 5900 0 0 TIFFANY & CO NEW COM 886547108 13440 420400 SH DEFINED 01 420400 0 0 TIMBERLAND CO CLA 887100105 589 9400 SH DEFINED 01 9400 0 0 TIME WARNER INC COM 887317105 11460 589496 SH DEFINED 02 0 0 589496 TIME WARNER INC COM 887317105 23714 1219877 SH DEFINED 02 1219877 0 0 TIMKEN CO COM 887389104 1082 41600 SH DEFINED 01 41600 0 0 TITAN CORP COM 888266103 220 13600 SH DEFINED 01 13600 0 0 TIVO INC COM 888706108 2143 365000 SH DEFINED 01 365000 0 0 TOLL BROTHERS INC COM 889478103 2539 37000 SH DEFINED 01 37000 0 0 TOTAL SYS SVCS INC COM 891906109 211 8700 SH DEFINED 02 8700 0 0 TOYOTA MOTOR CORP SPADRREP2COM 892331307 2595 31700 SH DEFINED 01 31700 0 0 TOYS R US INC COM 892335100 263 12844 SH DEFINED 02 12844 0 0 TOYS R US INC COM 892335100 4317 210900 SH DEFINED 01 210900 0 0 TRIAD HOSPITALS INC COM 89579K109 454 12200 SH DEFINED 02 12200 0 0 TRIAD HOSPITALS INC COM 89579K109 595 16000 SH DEFINED 01 16000 0 0 TRIBUNE CO NEW COM 896047107 2087 49521 SH DEFINED 02 0 0 49521 TRIBUNE CO NEW COM 896047107 4194 99527 SH DEFINED 02 99527 0 0 TRIBUNE CO NEW SBDBEXCH2%29 896047305 2694 29650 SH DEFINED 01 29650 0 0 TRIMBLE NAVIGATION LTD COM 896239100 2177 65900 SH DEFINED 01 65900 0 0 TRIZEC PROPERTIES INC COM 89687P107 303 16000 SH DEFINED 01 16000 0 0 TUESDAY MORNING CORP COMNEW 899035505 579 18900 SH DEFINED 01 18900 0 0 TUPPERWARE CORP COM 899896104 879 42400 SH DEFINED 01 42400 0 0 TYCO INTL LTD NEW COM 902124106 11350 317576 SH DEFINED 02 0 0 317576 TYCO INTL LTD NEW COM 902124106 17351 485465 SH DEFINED 02 485465 0 0 TYCO INTL LTD NEW COM 902124106 1698 47500 SH DEFINED 01 47500 0 0 TYSON FOODS INC CLA 902494103 279 15148 SH DEFINED 02 15148 0 0 TYSON FOODS INC CLA 902494103 611 33200 SH DEFINED 01 33200 0 0 UST INC COM 902911106 284 5900 SH DEFINED 02 0 0 5900 UST INC COM 902911106 3531 73400 SH DEFINED 02 73400 0 0 UST INC COM 902911106 4036 83900 SH DEFINED 01 83900 0 0 US BANCORP DEL COMNEW 902973304 6881 219684 SH DEFINED 02 0 0 219684 US BANCORP DEL COMNEW 902973304 13500 431027 SH DEFINED 02 431027 0 0 US BANCORP DEL COMNEW 902973304 279 8900 SH DEFINED 01 8900 0 0 USF&G CORP NOTE3/0 903290AD6 1948 2358000 SH DEFINED 01 2358000 0 0 ULTRA PETROLEUM CORP COM 903914109 361 7500 SH DEFINED 01 7500 0 0 UNILEVER N V NYSHSNEW 904784709 380 5700 SH DEFINED 01 5700 0 0 UNION PAC CORP COM 907818108 1520 22600 SH DEFINED 01 22600 0 0 UNIONBANCAL CORP COM 908906100 226 3500 SH DEFINED 02 3500 0 0 UNISYS CORP COM 909214108 228 22419 SH DEFINED 02 22419 0 0 UNISYS CORP COM 909214108 569 55900 SH DEFINED 01 55900 0 0 UNITED PARCEL SERVICE INC CLB 911312106 14315 167505 SH DEFINED 02 0 0 167505 UNITED PARCEL SERVICE INC CLB 911312106 27041 316416 SH DEFINED 02 316416 0 0 UNITED STATES STL CORP NEW COM 912909108 3204 62526 SH DEFINED 02 0 0 62526 UNITED STATES STL CORP NEW COM 912909108 7343 143280 SH DEFINED 02 143280 0 0 UNITED STATES STL CORP NEW COM 912909108 641 12500 SH DEFINED 01 12500 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7850 75957 SH DEFINED 02 0 0 75957 UNITED TECHNOLOGIES CORP COM 913017109 16373 158422 SH DEFINED 02 158422 0 0 UNITEDHEALTH GROUP INC COM 91324P102 8184 92966 SH DEFINED 02 0 0 92966 UNITEDHEALTH GROUP INC COM 91324P102 17118 194462 SH DEFINED 02 194462 0 0 UNIVERSAL COMPRESSION HLDGS COM 913431102 1746 50000 SH DEFINED 01 50000 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 320 7200 SH DEFINED 02 7200 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 325 7300 SH DEFINED 01 7300 0 0 UNIVERSAL HLTH SVCS INC DBCV0.426%6/2 913903AL4 4069 7000000 SH DEFINED 01 7000000 0 0 UNIVISION COMMUNICATIONS IN CLA 914906102 2268 77483 SH DEFINED 02 0 0 77483 UNIVISION COMMUNICATIONS IN CLA 914906102 4545 155267 SH DEFINED 02 155267 0 0 UNIVISION COMMUNICATIONS IN CLA 914906102 293 10000 SH DEFINED 01 10000 0 0 UNOCAL CORP COM 915289102 2967 68628 SH DEFINED 02 0 0 68628 UNOCAL CORP COM 915289102 5886 136115 SH DEFINED 02 136115 0 0 UNOCAL CORP COM 915289102 592 13700 SH DEFINED 01 13700 0 0 UNUMPROVIDENT CORP COM 91529Y106 235 13100 SH DEFINED 02 13100 0 0 UNUMPROVIDENT CORP COM 91529Y106 266 14800 SH DEFINED 01 14800 0 0 URBAN OUTFITTERS INC COM 917047102 3588 80800 SH DEFINED 01 80800 0 0 USF CORP COM 91729Q101 512 13500 SH DEFINED 01 13500 0 0 UTSTARCOM INC NOTE0.875%3/0 918076AB6 8155 7000000 SH DEFINED 01 7000000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3791 83513 SH DEFINED 02 0 0 83513 VALERO ENERGY CORP NEW COM 91913Y100 8491 187036 SH DEFINED 02 187036 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3183 70100 SH DEFINED 01 70100 0 0 VALLEY NATL BANCORP COM 919794107 222 8033 SH DEFINED 02 8033 0 0 VARIAN INC COM 922206107 718 17500 SH DEFINED 01 17500 0 0 VARIAN MED SYS INC COM 92220P105 565 13071 SH DEFINED 02 13071 0 0 VENTAS INC COM 92276F100 1176 42900 SH DEFINED 01 42900 0 0 VERITAS SOFTWARE CO COM 923436109 1940 67965 SH DEFINED 02 0 0 67965 VERITAS SOFTWARE CO COM 923436109 3879 135859 SH DEFINED 02 135859 0 0 VERITY INC COM 92343C106 451 34400 SH DEFINED 01 34400 0 0 VERISIGN INC COM 92343E102 389 11592 SH DEFINED 02 11592 0 0 VERITAS DGC INC COM 92343P107 3868 172600 SH DEFINED 01 172600 0 0 VERIZON COMMUNICATIONS COM 92343V104 14896 367718 SH DEFINED 02 0 0 367718 VERIZON COMMUNICATIONS COM 92343V104 29687 732840 SH DEFINED 02 732840 0 0 VERINT SYS INC COM 92343X100 325 8933 SH DEFINED 01 8933 0 0 VERIZON GLOBAL FDG CORP NOTE5/1 92344GAN6 2751 4500000 SH DEFINED 01 4500000 0 0 VIACOM INC CLB 925524308 10037 275818 SH DEFINED 02 0 0 275818 VIACOM INC CLB 925524308 19921 547431 SH DEFINED 02 547431 0 0 VIACOM INC CLB 925524308 5822 160000 SH DEFINED 01 160000 0 0 VIAD CORP COMNEW 92552R406 1293 45400 SH DEFINED 01 45400 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 617 41100 SH DEFINED 01 41100 0 0 VISTEON CORP COM 92839U107 234 24000 SH DEFINED 01 24000 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 275 77900 SH DEFINED 01 77900 0 0 VORNADO RLTY TR SHBENINT 929042109 388 5100 SH DEFINED 02 5100 0 0 WABASH NATL CORP COM 929566107 8838 328200 SH DEFINED 01 328200 0 0 WACHOVIA CORP 2ND NEW COM 929903102 12566 238901 SH DEFINED 02 0 0 238901 WACHOVIA CORP 2ND NEW COM 929903102 25199 479066 SH DEFINED 02 479066 0 0 WACHOVIA CORP 2ND NEW COM 929903102 4208 80000 SH DEFINED 01 80000 0 0 WADDELL & REED FINL INC CLA 930059100 3973 166300 SH DEFINED 01 166300 0 0 WAL MART STORES INC COM 931142103 35089 664310 SH DEFINED 02 0 0 664310 WAL MART STORES INC COM 931142103 66773 1264167 SH DEFINED 02 1264167 0 0 WAL MART STORES INC COM 931142103 50707 960000 SH DEFINED 01 960000 0 0 WALGREEN CO COM 931422109 5652 147292 SH DEFINED 02 0 0 147292 WALGREEN CO COM 931422109 11187 291549 SH DEFINED 02 291549 0 0 WALGREEN CO COM 931422109 12140 316400 SH DEFINED 01 316400 0 0 WASHINGTON MUT INC COM 939322103 5057 119600 SH DEFINED 02 0 0 119600 WASHINGTON MUT INC COM 939322103 9841 232761 SH DEFINED 02 232761 0 0 WASTE CONNECTIONS INC COM 941053100 1363 39800 SH DEFINED 01 39800 0 0 WASTE MGMT INC DEL COM 94106L109 281 9374 SH DEFINED 02 0 0 9374 WASTE MGMT INC DEL COM 94106L109 339 11334 SH DEFINED 02 11334 0 0 WATSCO INC COM 942622200 2483 70500 SH DEFINED 01 70500 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1175 35800 SH DEFINED 02 0 0 35800 WATSON PHARMACEUTICALS INC COM 942683103 2582 78700 SH DEFINED 02 78700 0 0 WATSON PHARMACEUTICALS INC COM 942683103 824 25100 SH DEFINED 01 25100 0 0 WEATHERFORD INTL INC DBCV6/3 947074AB6 24390 38110000 SH DEFINED 01 38110000 0 0 WEBEX COMMUNICATIONS INC COM 94767L109 661 27800 SH DEFINED 01 27800 0 0 WEBMD CORP COM 94769M105 156 19100 SH DEFINED 02 19100 0 0 WEBMD CORP COM 94769M105 533 65300 SH DEFINED 01 65300 0 0 WEBSTER FINL CORP CONN COM 947890109 253 5000 SH DEFINED 02 5000 0 0 WEBSTER FINL CORP CONN COM 947890109 279 5500 SH DEFINED 01 5500 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1085 33400 SH DEFINED 01 33400 0 0 WELLPOINT INC COM 94973V107 5935 51612 SH DEFINED 02 0 0 51612 WELLPOINT INC COM 94973V107 12007 104409 SH DEFINED 02 104409 0 0 WELLPOINT INC COM 94973V107 5808 50500 SH DEFINED 01 50500 0 0 WELLS FARGO & CO NEW COM 949746101 15099 242946 SH DEFINED 02 0 0 242946 WELLS FARGO & CO NEW COM 949746101 29976 482312 SH DEFINED 02 482312 0 0 WENDYS INTL INC COM 950590109 1950 49658 SH DEFINED 02 0 0 49658 WENDYS INTL INC COM 950590109 4607 117354 SH DEFINED 02 117354 0 0 WERNER ENTERPRISES INC COM 950755108 611 26975 SH DEFINED 01 26975 0 0 WESCO INTL INC COM 95082P105 6530 220300 SH DEFINED 01 220300 0 0 WEST CORP COM 952355105 470 14200 SH DEFINED 02 14200 0 0 WESTAR ENERGY INC COM 95709T100 553 24200 SH DEFINED 01 24200 0 0 WESTERN DIGITAL CORP COM 958102105 412 38000 SH DEFINED 02 38000 0 0 WESTERN WIRELESS CORP NOTE4.625%6/1 95988EAF2 5775 2750000 SH DEFINED 01 2750000 0 0 WESTWOOD ONE INC COM 961815107 1346 50000 SH DEFINED 01 50000 0 0 WEYERHAEUSER CO COM 962166104 3172 47188 SH DEFINED 02 0 0 47188 WEYERHAEUSER CO COM 962166104 6605 98266 SH DEFINED 02 98266 0 0 WHIRLPOOL CORP COM 963320106 735 10615 SH DEFINED 02 0 0 10615 WHIRLPOOL CORP COM 963320106 1544 22316 SH DEFINED 02 22316 0 0 WHIRLPOOL CORP COM 963320106 727 10500 SH DEFINED 01 10500 0 0 WILLIAMS COS INC DEL COM 969457100 3287 201800 SH DEFINED 01 201800 0 0 WILLIAMS SONOMA INC COM 969904101 214 6100 SH DEFINED 02 6100 0 0 WINN DIXIE STORES INC COM 974280109 1465 322000 SH DEFINED 01 322000 0 0 WORTHINGTON INDS INC COM 981811102 664 33900 SH DEFINED 02 33900 0 0 WORTHINGTON INDS INC COM 981811102 382 19500 SH DEFINED 01 19500 0 0 WRIGLEY WM JR CO COM 982526105 2304 33300 SH DEFINED 02 0 0 33300 WRIGLEY WM JR CO COM 982526105 4243 61325 SH DEFINED 02 61325 0 0 WYETH COM 983024100 9982 234385 SH DEFINED 02 0 0 234385 WYETH COM 983024100 20766 487587 SH DEFINED 02 487587 0 0 WYETH COM 983024100 13122 308100 SH DEFINED 01 308100 0 0 WYETH DBCV1/1 983024AD2 6150 6000000 SH DEFINED 01 6000000 0 0 WYNN RESORTS LTD COM 983134107 910 13600 SH DEFINED 01 13600 0 0 XTO ENERGY INC COM 98385X106 1149 32463 SH DEFINED 02 32463 0 0 XCEL ENERGY INC COM 98389B100 243 13345 SH DEFINED 02 13345 0 0 XILINX INC COM 983919101 971 32741 SH DEFINED 02 0 0 32741 XILINX INC COM 983919101 1915 64602 SH DEFINED 02 64602 0 0 XEROX CORP COM 984121103 861 50600 SH DEFINED 02 0 0 50600 XEROX CORP COM 984121103 2144 126070 SH DEFINED 02 126070 0 0 XEROX CORP COM 984121103 850 50000 SH DEFINED 01 50000 0 0 YAHOO INC COM 984332106 7936 210619 SH DEFINED 02 0 0 210619 YAHOO INC COM 984332106 15481 410863 SH DEFINED 02 410863 0 0 YAHOO INC FRNT4/0 984332AB2 4759 2500000 SH DEFINED 01 2500000 0 0 YELLOW CORP NOTE3.375%11/2 985509AQ1 8970 6000000 SH DEFINED 01 6000000 0 0 YELLOW ROADWAY CORP COM 985577105 357 6400 SH DEFINED 02 6400 0 0 YORK INTL CORP NEW COM 986670107 9244 267621 SH DEFINED 01 267621 0 0 YUM BRANDS INC COM 988498101 204 4322 SH DEFINED 02 0 0 4322 YUM BRANDS INC COM 988498101 224 4742 SH DEFINED 02 4742 0 0 ZEBRA TECHNOLOGIES CORP CLA 989207105 540 9600 SH DEFINED 01 9600 0 0 ZIMMER HLDGS INC COM 98956P102 3831 47820 SH DEFINED 02 0 0 47820 ZIMMER HLDGS INC COM 98956P102 7796 97302 SH DEFINED 02 97302 0 0 ZIMMER HLDGS INC COM 98956P102 353 4400 SH DEFINED 01 4400 0 0 ZIONS BANCORPORATION COM 989701107 1953 28706 SH DEFINED 02 0 0 28706 ZIONS BANCORPORATION COM 989701107 4174 61355 SH DEFINED 02 61355 0 0 ZORAN CORP COM 98975F101 174 15000 SH DEFINED 01 15000 0 0 ACE LTD ORD G0070K103 3206 75000 SH DEFINED 01 75000 0 0 ASSURED GUARANTY LTD COM G0585R106 289 14700 SH DEFINED 01 14700 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 309 11300 SH DEFINED 01 11300 0 0 ENDURANCE SPECIALTY HLDGS L SHS G30397106 5410 158200 SH DEFINED 01 158200 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 480 16200 SH DEFINED 01 16200 0 0 GLOBALSANTAFE CORP SHS G3930E101 311 9400 SH DEFINED 01 9400 0 0 INGERSOLL-RAND COMPANY LTD CLA G4776G101 964 12011 SH DEFINED 02 0 0 12011 INGERSOLL-RAND COMPANY LTD CLA G4776G101 1646 20500 SH DEFINED 02 20500 0 0 INGERSOLL-RAND COMPANY LTD CLA G4776G101 482 6000 SH DEFINED 01 6000 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 458 11900 SH DEFINED 01 11900 0 0 NABORS INDUSTRIES LTD SHS G6359F103 12412 242000 SH DEFINED 01 242000 0 0 PXRE GROUP LTD COM G73018106 2269 90000 SH DEFINED 01 90000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 4458 85600 SH DEFINED 01 85600 0 0 UTI WORLDWIDE INC ORD G87210103 272 4000 SH DEFINED 01 4000 0 0 HILFIGER TOMMY CORP ORD G8915Z102 394 34900 SH DEFINED 01 34900 0 0 TRANSOCEAN INC ORD G90078109 1560 36800 SH DEFINED 02 0 0 36800 TRANSOCEAN INC ORD G90078109 2675 63100 SH DEFINED 02 63100 0 0 XL CAP LTD CLA G98255105 1489 19178 SH DEFINED 02 0 0 19178 XL CAP LTD CLA G98255105 2416 31120 SH DEFINED 02 31120 0 0 XL CAP LTD CLA G98255105 1918 24700 SH DEFINED 01 24700 0 0 ALCON INC COMSHS H01301102 314 3900 SH DEFINED 01 3900 0 0 GIVEN IMAGING ORDSHS M52020100 898 25000 SH DEFINED 01 25000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 229 4200 SH DEFINED 01 4200 0 0 STELMAR SHIPPING LTD COM V8726M103 15658 328200 SH DEFINED 01 328200 0 0 GENERAL MARITIME CORP SHS Y2692M103 3396 85000 SH DEFINED 01 85000 0 0 OMI CORP NEW COM Y6476W104 239 14200 SH DEFINED 01 14200 0 0
-----END PRIVACY-ENHANCED MESSAGE-----