-----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, HmEns9xcEhcM9ziDSNmRnSbZue+XGs28LYkZntClzyklYDZfvp82uv4kwnIkh5Ck QqHux6WPzl4WTRyttw+iQg== 0001132716-07-000001.txt : 20070213 0001132716-07-000001.hdr.sgml : 20070213 20070213171554 ACCESSION NUMBER: 0001132716-07-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070213 DATE AS OF CHANGE: 20070213 EFFECTIVENESS DATE: 20070213 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: 07611506 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 ocq406.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, 2006 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 13, 2007 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: 0 Form 13F Information Table Entry Total: 1058 Form 13F Information Table Value Total: $5,235,980 INFORMATION FOR WHICH CONFIDENTIAL TREATMENT WAS REQUESTED HAS BEEN FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: NONE 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 COMNEW 000886309 1017 70000 SH DEFINED 70000 0 0 AFLAC INC COM 001055102 460 10000 SH DEFINED 10000 0 0 AES CORP COM 00130H105 959 43500 SH DEFINED 43500 0 0 AMR CORP COM 001765106 30244 1000476 SH DEFINED 1000476 0 0 AT&T INC COM 00206R102 1854 51848 SH DEFINED 51848 0 0 AVX CORP NEW COM 002444107 374 25300 SH DEFINED 25300 0 0 AARON RENTS INC COM 002535201 489 17000 SH DEFINED 17000 0 0 ABBOTT LABS COM 002824100 32577 668800 SH DEFINED 668800 0 0 ABERCROMBIE & FITCH CO CLA 002896207 5842 83900 SH DEFINED 83900 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 76 29800 SH DEFINED 29800 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 176 20000 SH DEFINED 20000 0 0 ACCENTIA BIOPHARMACEUTICALS COM 00430L103 61 17499 SH DEFINED 17499 0 0 ACORDA THERAPEUTICS INC COM 00484M106 981 61923 SH DEFINED 61923 0 0 ACTIVISION INC NEW COMNEW 004930202 3103 180000 SH DEFINED 180000 0 0 ACTUANT CORP CLANEW 00508X203 476 10000 SH DEFINED 10000 0 0 ACXIOM CORP COM 005125109 8489 330941 SH DEFINED 330941 0 0 ADOBE SYS INC COM 00724F101 1776 43200 SH DEFINED 43200 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 583 16400 SH DEFINED 16400 0 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 2710 77000 SH DEFINED 77000 0 0 ADVANCED LIFE SCIENCES HLDG COM 00765H107 32 11600 SH DEFINED 11600 0 0 AEROFLEX INC COM 007768104 1061 90516 SH DEFINED 90516 0 0 AEROPOSTALE COM 007865108 617 20000 SH DEFINED 20000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 7603 373600 SH DEFINED 373600 0 0 AETNA INC NEW COM 00817Y108 20813 482000 SH DEFINED 482000 0 0 AFFILIATED COMPUTER SERVICE CLA 008190100 352 7200 SH DEFINED 7200 0 0 AKORN INC COM 009728106 188 30000 SH DEFINED 30000 0 0 ALCOA INC COM 013817101 5939 197900 SH DEFINED 197900 0 0 ALCATEL SPONSOREDADR 013904305 286 20100 SH DEFINED 20100 0 0 ALLEGHENY ENERGY INC COM 017361106 1285 28000 SH DEFINED 28000 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 907 10000 SH DEFINED 10000 0 0 ALLIANCE RES PARTNER L P UTLTDPART 01877R108 487 14100 SH DEFINED 14100 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1368 17500 SH DEFINED 17500 0 0 ALLIANCEBERNSTEIN HOLDING L UNITLTDPARTN 01881G106 8630 107343 SH DEFINED 107343 0 0 ALLSTATE CORP COM 020002101 10144 155800 SH DEFINED 155800 0 0 ALLTEL CORP COM 020039103 302 5000 SH DEFINED 5000 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 1432 544455 SH DEFINED 544455 0 0 ALTRIA GROUP INC COM 02209S103 57464 669593 SH DEFINED 669593 0 0 AMARIN CORP PLC SPONSOREDADR 023111107 342 150000 SH DEFINED 150000 0 0 AMAZON COM INC COM 023135106 655 16600 SH DEFINED 16600 0 0 AMAZON COM INC NOTE4.750%2/0 023135AF3 3925 4000000 SH DEFINED 4000000 0 0 AMBAC FINL GROUP INC COM 023139108 445 5000 SH DEFINED 5000 0 0 AMERICA MOVIL S A DE C V SPONADRLSHS 02364W105 330 7300 SH DEFINED 7300 0 0 AMERICAN AXLE & MFG HLDGS I COM 024061103 828 43600 SH DEFINED 43600 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 1036 22400 SH DEFINED 22400 0 0 AMERICAN ELEC PWR INC COM 025537101 5518 129600 SH DEFINED 129600 0 0 AMERICAN EXPRESS CO COM 025816109 364 6000 SH DEFINED 6000 0 0 AMERICAN FINL GROUP INC OHI COM 025932104 718 20000 SH DEFINED 20000 0 0 AMERICAN INTL GROUP INC COM 026874107 244 3400 SH DEFINED 3400 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 6771 365615 SH DEFINED 365615 0 0 AMERICAN MED SYS HLDGS INC NOTE3.250%7/0 02744MAA6 4665 4000000 SH DEFINED 4000000 0 0 AMERICAN PWR CONVERSION COR COM 029066107 21413 700000 SH DEFINED 700000 0 0 AMERICAN TOWER CORP CLA 029912201 306 8200 SH DEFINED 8200 0 0 AMERICREDIT CORP COM 03060R101 1007 40000 SH DEFINED 40000 0 0 AMERITYRE CORP COM 03073V107 307 77741 SH DEFINED 77741 0 0 AMERIPRISE FINL INC COM 03076C106 6120 112300 SH DEFINED 112300 0 0 AMIS HLDGS INC COM 031538101 318 30100 SH DEFINED 30100 0 0 AMKOR TECHNOLOGY INC COM 031652100 459 49100 SH DEFINED 49100 0 0 AMPHENOL CORP NEW CLA 032095101 621 10000 SH DEFINED 10000 0 0 ANADARKO PETE CORP COM 032511107 1514 34800 SH DEFINED 34800 0 0 ANDERSONS INC COM 034164103 15010 354101 SH DEFINED 354101 0 0 ANDREW CORP COM 034425108 205 20000 SH DEFINED 20000 0 0 ANESIVA INC COM COM 03460L100 406 58000 SH DEFINED 58000 0 0 ANGLO AMERN PLC ADR 03485P102 1128 46200 SH DEFINED 46200 0 0 ANGIOTECH PHARMACEUTICALS I COM 034918102 248 30200 SH DEFINED 30200 0 0 ANHEUSER BUSCH COS INC COM 035229103 216 4400 SH DEFINED 4400 0 0 ANIXTER INTL INC COM 035290105 5620 103500 SH DEFINED 103500 0 0 ANIXTER INTL INC NOTE7/0 035290AG0 3280 4000000 SH DEFINED 4000000 0 0 ANNTAYLOR STORES CORP COM 036115103 3777 115000 SH DEFINED 115000 0 0 ANSYS INC COM 03662Q105 5595 128654 SH DEFINED 128654 0 0 AON CORP COM 037389103 219 6200 SH DEFINED 6200 0 0 APACHE CORP COM 037411105 1995 30000 SH DEFINED 30000 0 0 APOLLO GROUP INC CLA 037604105 47816 1227000 SH DEFINED 1227000 0 0 APPLE COMPUTER INC COM 037833100 7373 86909 SH DEFINED 86909 0 0 APPLIED MATLS INC COM 038222105 1341 72700 SH DEFINED 72700 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 2277 639700 SH DEFINED 639700 0 0 AQUILA INC COM 03840P102 2350 500000 SH DEFINED 500000 0 0 ARAMARK CORP CLB 038521100 9862 294833 SH DEFINED 294833 0 0 ARBITRON INC COM 03875Q108 630 14500 SH DEFINED 14500 0 0 ARCH COAL INC COM 039380100 2102 70000 SH DEFINED 70000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1668 52200 SH DEFINED 52200 0 0 ARIBA INC COMNEW 04033V203 254 32800 SH DEFINED 32800 0 0 ARKANSAS BEST CORP DEL COM 040790107 360 10000 SH DEFINED 10000 0 0 ARMOR HOLDINGS INC COM 042260109 548 10000 SH DEFINED 10000 0 0 ARQULE INC COM 04269E107 3367 568704 SH DEFINED 568704 0 0 ARVINMERITOR INC COM 043353101 1212 66500 SH DEFINED 66500 0 0 ASHLAND INC NEW COM 044209104 692 10000 SH DEFINED 10000 0 0 ASTORIA FINL CORP COM 046265104 6454 214008 SH DEFINED 214008 0 0 ATHEROGENICS INC NOTE1.500%2/0 047439AD6 97 132000 SH DEFINED 132000 0 0 ATLAS AIR WORLDWIDE HLDGS I COMNEW 049164205 218 4900 SH DEFINED 4900 0 0 AUTOLIV INC COM 052800109 302 5000 SH DEFINED 5000 0 0 AUTOMATIC DATA PROCESSING I COM 053015103 497 10100 SH DEFINED 10100 0 0 AUTONATION INC COM 05329W102 5363 251553 SH DEFINED 251553 0 0 AUTOZONE INC COM 053332102 1167 10100 SH DEFINED 10100 0 0 AUXILIUM PHARMACEUTICALS IN COM 05334D107 588 40000 SH DEFINED 40000 0 0 AVAYA INC COM 053499109 1218 87122 SH DEFINED 87122 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 14334 608407 SH DEFINED 608407 0 0 AVERY DENNISON CORP COM 053611109 768 11300 SH DEFINED 11300 0 0 AVIS BUDGET GROUP COM 053774105 207 9560 SH DEFINED 9560 0 0 AVNET INC COM 053807103 6158 241200 SH DEFINED 241200 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 418 71700 SH DEFINED 71700 0 0 BG PLC ADRFININSTN 055434203 16042 234400 SH DEFINED 234400 0 0 BISYS GROUP INC COM 055472104 22360 1732025 SH DEFINED 1732025 0 0 BJ SVCS CO COM 055482103 3856 131500 SH DEFINED 131500 0 0 BJS WHOLESALE CLUB INC COM 05548J106 520 16700 SH DEFINED 16700 0 0 BP PLC SPONSOREDADR 055622104 41718 621733 SH DEFINED 621733 0 0 BMC SOFTWARE INC COM 055921100 834 25900 SH DEFINED 25900 0 0 BAIDU COM INC SPONADRREPA 056752108 1127 10000 SH DEFINED 10000 0 0 BAKER HUGHES INC COM 057224107 1120 15000 SH DEFINED 15000 0 0 BALL CORP COM 058498106 676 15500 SH DEFINED 15500 0 0 BALLARD PWR SYS INC COM 05858H104 194 34100 SH DEFINED 34100 0 0 BANCO SANTANDER CHILE NEW SPADRREPCOM 05965X109 2273 47200 SH DEFINED 47200 0 0 BANK OF AMERICA CORPORATION COM 060505104 13913 260600 SH DEFINED 260600 0 0 BAXTER INTL INC COM 071813109 10220 220304 SH DEFINED 220304 0 0 BE AEROSPACE INC COM 073302101 770 30000 SH DEFINED 30000 0 0 BEA SYS INC COM 073325102 413 32800 SH DEFINED 32800 0 0 BEACON POWER CORP COM 073677106 143 144569 SH DEFINED 144569 0 0 BEACON ROOFING SUPPLY INC COM 073685109 1402 74478 SH DEFINED 74478 0 0 BEAR STEARNS COS INC COM 073902108 1628 10000 SH DEFINED 10000 0 0 BEAZER HOMES USA INC NOTE4.625%6/1 07556QAL9 99 88000 SH DEFINED 88000 0 0 BECKMAN COULTER INC COM 075811109 1752 29300 SH DEFINED 29300 0 0 BECTON DICKINSON & CO COM 075887109 386 5500 SH DEFINED 5500 0 0 BED BATH & BEYOND INC COM 075896100 3810 100000 SH DEFINED 100000 0 0 BEMIS INC COM 081437105 2603 76594 SH DEFINED 76594 0 0 BENCHMARK ELECTRS INC COM 08160H101 487 20000 SH DEFINED 20000 0 0 BERKLEY W R CORP COM 084423102 690 20000 SH DEFINED 20000 0 0 BEST BUY INC COM 086516101 26317 535000 SH DEFINED 535000 0 0 BEST BUY INC SDCV2.250%1/1 086516AF8 33406 30068000 SH DEFINED 30068000 0 0 BHP BILLITON LTD SPONSOREDADR 088606108 1034 26000 SH DEFINED 26000 0 0 BIG LOTS INC COM 089302103 917 40000 SH DEFINED 40000 0 0 BIOMET INC COM 090613100 28889 700000 SH DEFINED 700000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE2.500%3/2 09061GAC5 2420 2000000 SH DEFINED 2000000 0 0 BIOSANTE PHARMACEUTICALS IN COMNEW 09065V203 444 159045 SH DEFINED 159045 0 0 BIOVAIL CORP COM 09067J109 1502 71000 SH DEFINED 71000 0 0 BLOCK H & R INC COM 093671105 691 30000 SH DEFINED 30000 0 0 BLOCKBUSTER INC CLA 093679108 529 100000 SH DEFINED 100000 0 0 BLUE NILE INC COM 09578R103 409 11100 SH DEFINED 11100 0 0 BOEING CO COM 097023105 42610 479621 SH DEFINED 479621 0 0 BORDERS GROUP INC COM 099709107 440 19700 SH DEFINED 19700 0 0 BORG WARNER INC COM 099724106 6746 114300 SH DEFINED 114300 0 0 BORLAND SOFTWARE CORP COM 099849101 381 70000 SH DEFINED 70000 0 0 BOWATER INC COM 102183100 225 10000 SH DEFINED 10000 0 0 BOYD GAMING CORP COM 103304101 915 20200 SH DEFINED 20200 0 0 BRINKER INTL INC COM 109641100 440 14600 SH DEFINED 14600 0 0 BRINKS CO COM 109696104 230 3600 SH DEFINED 3600 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 18424 700000 SH DEFINED 700000 0 0 BRISTOL MYERS SQUIBB CO DBCV9/1 110122AN8 13287 13246000 SH DEFINED 13246000 0 0 BRISTOW GROUP INC COM 110394103 401 11100 SH DEFINED 11100 0 0 BROCADE COMMUNICATIONS SYS COM 111621108 410 50000 SH DEFINED 50000 0 0 BRONCO DRILLING CO INC COM 112211107 208 12100 SH DEFINED 12100 0 0 BROOKFIELD ASSET MGMT INC CLALTDVTSH 112585104 520 10800 SH DEFINED 10800 0 0 BROOKFIELD HOMES CORP COM 112723101 548 14600 SH DEFINED 14600 0 0 BROOKS AUTOMATION INC COM 114340102 3907 271300 SH DEFINED 271300 0 0 BROWN & BROWN INC COM 115236101 341 12100 SH DEFINED 12100 0 0 BRUNSWICK CORP COM 117043109 2648 83000 SH DEFINED 83000 0 0 BSQUARE CORP COMNEW 11776U300 575 202347 SH DEFINED 202347 0 0 BUCYRUS INTL INC NEW CLA 118759109 4757 91901 SH DEFINED 91901 0 0 BURGER KING HLDGS INC COM 121208201 1636 77542 SH DEFINED 77542 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 214 2900 SH DEFINED 2900 0 0 CB RICHARD ELLIS GROUP INC CLA 12497T101 6881 207272 SH DEFINED 207272 0 0 CEC ENTMT INC COM 125137109 221 5500 SH DEFINED 5500 0 0 CF INDS HLDGS INC COM 125269100 56312 2196242 SH DEFINED 2196242 0 0 CIGNA CORP COM 125509109 14328 108900 SH DEFINED 108900 0 0 CKE RESTAURANTS INC COM 12561E105 368 20000 SH DEFINED 20000 0 0 CMGI INC COM 125750109 268 200000 SH DEFINED 200000 0 0 CMS ENERGY CORP COM 125896100 1044 62500 SH DEFINED 62500 0 0 CNA FINL CORP COM 126117100 1214 30100 SH DEFINED 30100 0 0 CRA INTL INC COM 12618T105 8110 154768 SH DEFINED 154768 0 0 CSX CORP COM 126408103 220 6400 SH DEFINED 6400 0 0 CVS CORP COM 126650100 32967 1066561 SH DEFINED 1066561 0 0 CABELAS INC COM 126804301 386 16000 SH DEFINED 16000 0 0 CABLEVISION SYS CORP CLANYCABLVS 12686C109 1424 50000 SH DEFINED 50000 0 0 CABOT OIL & GAS CORP COM 127097103 3032 50000 SH DEFINED 50000 0 0 CACI INTL INC CLA 127190304 565 10000 SH DEFINED 10000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 4676 261100 SH DEFINED 261100 0 0 CAESARS ENTMT INC FRNT4/1 127687AB7 34480 26600000 SH DEFINED 26600000 0 0 CAL DIVE INTL INC NOTE3.250%12/1 127914AB5 13968 11000000 SH DEFINED 11000000 0 0 CALAMOS ASSET MGMT INC CLA 12811R104 2672 99600 SH DEFINED 99600 0 0 CAMECO CORP COM 13321L108 510 12600 SH DEFINED 12600 0 0 CAMERON INTERNATIONAL CORP NOTE2.500%6/1 13342BAB1 8072 7500000 SH DEFINED 7500000 0 0 CANETIC RES TR COM 137513107 139 10000 SH DEFINED 10000 0 0 CAPITAL ONE FINL CORP COM 14040H105 1045 13600 SH DEFINED 13600 0 0 CAPITALSOURCE INC COM 14055X102 14977 548400 SH DEFINED 548400 0 0 CARDINAL HEALTH INC COM 14149Y108 2964 46000 SH DEFINED 46000 0 0 CAREER EDUCATION CORP COM 141665109 1043 42100 SH DEFINED 42100 0 0 CARNIVAL CORP PAIREDCTF 143658300 1383 28200 SH DEFINED 28200 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 7176 70000 SH DEFINED 70000 0 0 CATALINA MARKETING CORP COM 148867104 338 12300 SH DEFINED 12300 0 0 CATERPILLAR INC DEL COM 149123101 20705 337600 SH DEFINED 337600 0 0 CEDAR FAIR L P DEPOSITRYUNIT 150185106 2067 74300 SH DEFINED 74300 0 0 CELANESE CORP DEL COMSERA 150870103 43678 1687700 SH DEFINED 1687700 0 0 CELL THERAPEUTICS INC COM 150934107 35 20000 SH DEFINED 20000 0 0 CELL THERAPEUTICS INC NOTE4.000%7/0 150934AF4 91 176000 SH DEFINED 176000 0 0 CELGENE CORP COM 151020104 437 7600 SH DEFINED 7600 0 0 CENTURY ALUM CO COM 156431108 500 11200 SH DEFINED 11200 0 0 CHARLES RIVER ASSOCIATES DBCV2.875%6/1 159852AB8 3301 2250000 SH DEFINED 2250000 0 0 CHARMING SHOPPES INC COM 161133103 238 17600 SH DEFINED 17600 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 173 20700 SH DEFINED 20700 0 0 CHESAPEAKE ENERGY CORP COM 165167107 10902 375300 SH DEFINED 375300 0 0 CHICAGO MERCANTILE HLDGS IN CLA 167760107 357 700 SH DEFINED 700 0 0 CHICOS FAS INC COM 168615102 2630 127100 SH DEFINED 127100 0 0 CHOICE HOTELS INTL INC COM 169905106 303 7200 SH DEFINED 7200 0 0 CHOICEPOINT INC COM 170388102 406 10300 SH DEFINED 10300 0 0 CHUBB CORP COM 171232101 2667 50400 SH DEFINED 50400 0 0 CHURCH & DWIGHT INC COM 171340102 1548 36300 SH DEFINED 36300 0 0 CIENA CORP NOTE0.250%5/0 171779AB7 878 1000000 SH DEFINED 1000000 0 0 CIMAREX ENERGY CO COM 171798101 482 13200 SH DEFINED 13200 0 0 CINCINNATI BELL INC NEW COM 171871106 414 90700 SH DEFINED 90700 0 0 CINCINNATI FINL CORP COM 172062101 453 10000 SH DEFINED 10000 0 0 CIRCUIT CITY STORE INC COM 172737108 14063 740958 SH DEFINED 740958 0 0 CIRRUS LOGIC INC COM 172755100 482 70000 SH DEFINED 70000 0 0 CISCO SYS INC COM 17275R102 1596 58400 SH DEFINED 58400 0 0 CITIGROUP INC COM 172967101 11976 215000 SH DEFINED 215000 0 0 CITRIX SYS INC COM 177376100 338 12500 SH DEFINED 12500 0 0 CLAIRES STORES INC COM 179584107 2350 70900 SH DEFINED 70900 0 0 CLAYTON HLDGS INC COM 18418N107 647 34571 SH DEFINED 34571 0 0 CLOROX CO DEL COM 189054109 12830 200000 SH DEFINED 200000 0 0 COACH INC COM 189754104 1010 23500 SH DEFINED 23500 0 0 COCA COLA CO COM 191216100 20115 416900 SH DEFINED 416900 0 0 COCA COLA ENTERPRISES INC COM 191219104 406 19900 SH DEFINED 19900 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 18259 236640 SH DEFINED 236640 0 0 COLGATE PALMOLIVE CO COM 194162103 22912 351200 SH DEFINED 351200 0 0 COLLAGENEX PHARMACEUTICALS COM 19419B100 1014 72600 SH DEFINED 72600 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 1025 18400 SH DEFINED 18400 0 0 COMBINATORX INC COM 20010A103 201 23231 SH DEFINED 23231 0 0 COMCAST CORP NEW CLA 20030N101 1477 34900 SH DEFINED 34900 0 0 COMCAST CORP NEW CLASPL 20030N200 364 8700 SH DEFINED 8700 0 0 COMMERCE GROUP INC MASS COM 200641108 351 11800 SH DEFINED 11800 0 0 COMMERCIAL METALS CO COM 201723103 369 14300 SH DEFINED 14300 0 0 COMMSCOPE INC SDCV1.000%3/1 203372AD9 7394 5000000 SH DEFINED 5000000 0 0 COMMUNITY HEALTH SYS INC NE COM 203668108 314 8600 SH DEFINED 8600 0 0 COMPANHIA BRASILEIRA DE DIS SPONADRPFD 20440T201 413 12100 SH DEFINED 12100 0 0 COMPANHIA VALE DO RIO DOCE SPONSOREDADR 204412209 7185 241600 SH DEFINED 241600 0 0 COMPASS BANCSHARES INC COM 20449H109 23081 386948 SH DEFINED 386948 0 0 COMPASS MINERALS INTL INC COM 20451N101 347 11000 SH DEFINED 11000 0 0 COMPUTER ASSOC INTL INC NOTE1.625%12/1 204912AQ2 21022 17500000 SH DEFINED 17500000 0 0 COMPUTER SCIENCES CORP COM 205363104 534 10000 SH DEFINED 10000 0 0 COMPUWARE CORP COM 205638109 1671 200582 SH DEFINED 200582 0 0 COMVERSE TECHNOLOGY INC COMPAR$0.10 205862402 1763 83500 SH DEFINED 83500 0 0 CONEXANT SYSTEMS INC COM 207142100 914 447900 SH DEFINED 447900 0 0 CONMED CORP NOTE2.500%11/1 207410AD3 137 154000 SH DEFINED 154000 0 0 CONOCOPHILLIPS COM 20825C104 3885 54000 SH DEFINED 54000 0 0 CONOR MEDSYSTEMS INC COM 208264101 33730 1076612 SH DEFINED 1076612 0 0 CONSECO INC PFDBCV5.50% 208464867 16288 654800 SH DEFINED 654800 0 0 CONSECO INC COMNEW 208464883 1323 66200 SH DEFINED 66200 0 0 CONSTELLATION ENERGY GROUP COM 210371100 17834 258950 SH DEFINED 258950 0 0 CONTINENTAL AIRLS INC CLB 210795308 825 20000 SH DEFINED 20000 0 0 CONTINENTAL AIRLS INC NOTE4.500%2/0 210795PD6 1042 1000000 SH DEFINED 1000000 0 0 CONTINENTAL AIRLS INC NOTE5.000%6/1 210795PJ3 17600 8000000 SH DEFINED 8000000 0 0 CONVERGYS CORP COM 212485106 395 16600 SH DEFINED 16600 0 0 COOPER COS INC COMNEW 216648402 8900 200000 SH DEFINED 200000 0 0 COOPER TIRE & RUBR CO COM 216831107 1287 90000 SH DEFINED 90000 0 0 COPART INC COM 217204106 783 26100 SH DEFINED 26100 0 0 COREL CORP NEW COM 21869X103 204 15077 SH DEFINED 15077 0 0 CORNING INC COM 219350105 8575 458300 SH DEFINED 458300 0 0 CORRECTIONS CORP AMER NEW COMNEW 22025Y407 335 7400 SH DEFINED 7400 0 0 COST PLUS INC CALIF COM 221485105 103 10000 SH DEFINED 10000 0 0 COSTCO WHSL CORP NEW COM 22160K105 1248 23600 SH DEFINED 23600 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 424 10000 SH DEFINED 10000 0 0 COVENTRY HEALTH CARE INC COM 222862104 1797 35900 SH DEFINED 35900 0 0 COX RADIO INC CLA 224051102 760 46600 SH DEFINED 46600 0 0 CRAY INC COMNEW 225223304 267 22500 SH DEFINED 22500 0 0 CRAY INC NOTE3.000%12/0 225223AB2 921 1000000 SH DEFINED 1000000 0 0 CREDIT SUISSE GROUP SPONSOREDADR 225401108 1669 23900 SH DEFINED 23900 0 0 CREE INC COM 225447101 585 33800 SH DEFINED 33800 0 0 CROWN CASTLE INTL CORP COM 228227104 1395 43200 SH DEFINED 43200 0 0 CTRIP COM INTL LTD ADR 22943F100 600 9600 SH DEFINED 9600 0 0 CUBIST PHARMACEUTICALS INC NOTE2.250%6/1 229678AC1 904 1000000 SH DEFINED 1000000 0 0 CULLEN FROST BANKERS INC COM 229899109 966 17300 SH DEFINED 17300 0 0 CUMMINS INC COM 231021106 993 8400 SH DEFINED 8400 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 243 14400 SH DEFINED 14400 0 0 CYPRESS SEMICONDUCTOR CORP NOTE1.250%6/1 232806AH2 30316 24350000 SH DEFINED 24350000 0 0 CYTEC INDS INC COM 232820100 367 6500 SH DEFINED 6500 0 0 CYTORI THERAPEUTICS INC COM 23283K105 343 52300 SH DEFINED 52300 0 0 DRS TECHNOLOGIES INC COM 23330X100 1080 20500 SH DEFINED 20500 0 0 D R HORTON INC COM 23331A109 1134 42800 SH DEFINED 42800 0 0 DTS INC COM 23335C101 12753 527221 SH DEFINED 527221 0 0 DARDEN RESTAURANTS INC COM 237194105 5684 141500 SH DEFINED 141500 0 0 DAVITA INC COM 23918K108 5153 90600 SH DEFINED 90600 0 0 DEALERTRACK HLDGS INC COM 242309102 5585 189842 SH DEFINED 189842 0 0 DEAN FOODS CO NEW COM 242370104 5162 122100 SH DEFINED 122100 0 0 DEERE & CO COM 244199105 4754 50000 SH DEFINED 50000 0 0 DEL MONTE FOODS CO COM 24522P103 322 29200 SH DEFINED 29200 0 0 DELL INC COM 24702R101 2062 82200 SH DEFINED 82200 0 0 DENBURY RES INC COMNEW 247916208 3190 114800 SH DEFINED 114800 0 0 DELUXE CORP COM 248019101 537 21300 SH DEFINED 21300 0 0 DENDREON CORP COM 24823Q107 2243 538000 SH DEFINED 538000 0 0 DEVON ENERGY CORP NEW COM 25179M103 402 6000 SH DEFINED 6000 0 0 DEVON ENERGY CORP NEW DEB4.900%8/1 25179MAA1 35223 25368000 SH DEFINED 25368000 0 0 DEVON ENERGY CORP NEW DEB4.950%8/1 25179MAB9 36837 26530000 SH DEFINED 26530000 0 0 DICKS SPORTING GOODS INC COM 253393102 6501 132700 SH DEFINED 132700 0 0 DIEBOLD INC COM 253651103 401 8600 SH DEFINED 8600 0 0 DIGITAS INC COM 25388K104 196 14600 SH DEFINED 14600 0 0 DIGITAL MUSIC GROUP INC COM 25388X106 193 39747 SH DEFINED 39747 0 0 DILLARDS INC CLA 254067101 1881 53800 SH DEFINED 53800 0 0 DIRECTED ELECTRONICS INC COM 254575103 2339 204266 SH DEFINED 204266 0 0 DIRECTV GROUP INC COM 25459L106 998 40000 SH DEFINED 40000 0 0 DISNEY WALT CO COMDISNEY 254687106 7605 221906 SH DEFINED 221906 0 0 DISNEY WALT CO NOTE2.125%4/1 254687AU0 4252 3500000 SH DEFINED 3500000 0 0 DOLBY LABORATORIES INC COM 25659T107 465 15000 SH DEFINED 15000 0 0 DOLLAR GEN CORP COM 256669102 3432 213682 SH DEFINED 213682 0 0 DOLLAR THRIFTY AUTOMOTIVE G COM 256743105 958 21000 SH DEFINED 21000 0 0 DOLLAR TREE STORES INC COM 256747106 647 21500 SH DEFINED 21500 0 0 DOMINOS PIZZA INC COM 25754A201 319 11400 SH DEFINED 11400 0 0 DONALDSON INC COM 257651109 205 5900 SH DEFINED 5900 0 0 DONNELLEY R R & SONS CO COM 257867101 4339 122100 SH DEFINED 122100 0 0 DORAL FINL CORP COM 25811P100 86 30000 SH DEFINED 30000 0 0 DOVER CORP COM 260003108 804 16400 SH DEFINED 16400 0 0 DOW CHEM CO COM 260543103 4741 118700 SH DEFINED 118700 0 0 DREAMWORKS ANIMATION SKG IN CLA 26153C103 4662 158100 SH DEFINED 158100 0 0 DRESSER-RAND GROUP INC COM 261608103 937 38300 SH DEFINED 38300 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 46615 957000 SH DEFINED 957000 0 0 DUKE ENERGY CORP NEW COM 26441C105 26571 800100 SH DEFINED 800100 0 0 DYNEGY INC NEW CLA 26816Q101 214 29600 SH DEFINED 29600 0 0 EGL INC COM 268484102 208 7000 SH DEFINED 7000 0 0 E M C CORP MASS COM 268648102 236 17900 SH DEFINED 17900 0 0 ENSCO INTL INC COM 26874Q100 21776 435000 SH DEFINED 435000 0 0 EAGLE MATERIALS INC COM 26969P108 6169 142700 SH DEFINED 142700 0 0 EARTHLINK INC COM 270321102 710 100000 SH DEFINED 100000 0 0 EAST WEST BANCORP INC COM 27579R104 708 20000 SH DEFINED 20000 0 0 EASTMAN CHEM CO COM 277432100 362 6100 SH DEFINED 6100 0 0 EATON CORP COM 278058102 1383 18400 SH DEFINED 18400 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 631 16600 SH DEFINED 16600 0 0 EDISON INTL COM 281020107 1464 32200 SH DEFINED 32200 0 0 EDUCATE INC COM 28138P100 642 90170 SH DEFINED 90170 0 0 EDWARDS AG INC COM 281760108 646 10200 SH DEFINED 10200 0 0 EL PASO CORP COM 28336L109 9168 600000 SH DEFINED 600000 0 0 ELAN PLC ADR 284131208 1459 98900 SH DEFINED 98900 0 0 ELECTRONIC ARTS INC COM 285512109 35561 706135 SH DEFINED 706135 0 0 ELECTRONIC DATA SYS NEW COM 285661104 512 18600 SH DEFINED 18600 0 0 ELIZABETH ARDEN INC COM 28660G106 1810 95000 SH DEFINED 95000 0 0 EMBRAER-EMPRESA BRASILEIRA SPADRCOMSHS 29081M102 4848 117010 SH DEFINED 117010 0 0 EMERSON ELEC CO COM 291011104 1023 23200 SH DEFINED 23200 0 0 EMPIRE DIST ELEC CO COM 291641108 321 13000 SH DEFINED 13000 0 0 ENCANA CORP COM 292505104 5537 120500 SH DEFINED 120500 0 0 ENCORE WIRE CORP COM 292562105 858 39000 SH DEFINED 39000 0 0 ENDEAVOUR INTL CORP COM 29259G101 8127 3549100 SH DEFINED 3549100 0 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 488 17700 SH DEFINED 17700 0 0 ENERGIZER HLDGS INC COM 29266R108 3571 50300 SH DEFINED 50300 0 0 ENERPLUS RES FD UNITTRGNEW 29274D604 436 10000 SH DEFINED 10000 0 0 EPICOR SOFTWARE CORP COM 29426L108 338 25000 SH DEFINED 25000 0 0 EQUITABLE RES INC COM 294549100 1190 28500 SH DEFINED 28500 0 0 EQUITY OFFICE PROPERTIES TR COM 294741103 20954 435000 SH DEFINED 435000 0 0 ESPEED INC CLA 296643109 1103 126343 SH DEFINED 126343 0 0 EVERGREEN SOLAR INC NOTE4.375%7/0 30033RAB4 4795 4000000 SH DEFINED 4000000 0 0 EXPLORATION CO COMNEW 302133202 2532 189773 SH DEFINED 189773 0 0 EXXON MOBIL CORP COM 30231G102 17396 227010 SH DEFINED 227010 0 0 FEI CO COM 30241L109 886 33600 SH DEFINED 33600 0 0 FLIR SYS INC NOTE3.000%6/0 302445AB7 1538 1000000 SH DEFINED 1000000 0 0 F M C CORP COMNEW 302491303 1148 15000 SH DEFINED 15000 0 0 FMC TECHNOLOGIES INC COM 30249U101 1233 20000 SH DEFINED 20000 0 0 FACTSET RESH SYS INC COM 303075105 875 15500 SH DEFINED 15500 0 0 FAIR ISAAC CORP COM 303250104 1366 33600 SH DEFINED 33600 0 0 FAIRCHILD SEMICONDUCTOR INT COM 303726103 672 40000 SH DEFINED 40000 0 0 FAMILY DLR STORES INC COM 307000109 874 29800 SH DEFINED 29800 0 0 FASTENAL CO COM 311900104 391 10900 SH DEFINED 10900 0 0 FEDERAL HOME LN MTG CORP COM 313400301 41780 615322 SH DEFINED 615322 0 0 FEDERAL NATL MTG ASSN COM 313586109 992 16700 SH DEFINED 16700 0 0 FEDERAL SIGNAL CORP COM 313855108 269 16800 SH DEFINED 16800 0 0 FEDERATED DEPT STORES INC D COM 31410H101 20983 550300 SH DEFINED 550300 0 0 FEDERATED INVS INC PA CLB 314211103 608 18000 SH DEFINED 18000 0 0 FIDELITY NATL INFORMATION S COM 31620M106 220 5481 SH DEFINED 5481 0 0 FINISAR NOTE2.500%10/1 31787AAF8 20571 17250000 SH DEFINED 17250000 0 0 FINISH LINE INC CLA 317923100 1169 81844 SH DEFINED 81844 0 0 FIRST AMERN CORP CALIF COM 318522307 1749 43000 SH DEFINED 43000 0 0 FIRST HORIZON NATL CORP COM 320517105 744 17800 SH DEFINED 17800 0 0 FIRST INDUSTRIAL REALTY TRU COM 32054K103 474 10100 SH DEFINED 10100 0 0 FIRST MARBLEHEAD CORP COM 320771108 820 15000 SH DEFINED 15000 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 12025 310887 SH DEFINED 310887 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 446 30000 SH DEFINED 30000 0 0 FIRST ST BANCORPORATION COM 336453105 369 14900 SH DEFINED 14900 0 0 FISERV INC COM 337738108 356 6800 SH DEFINED 6800 0 0 FLAGSTAR BANCORP INC COM 337930101 445 30000 SH DEFINED 30000 0 0 FLUOR CORP NEW COM 343412102 392 4800 SH DEFINED 4800 0 0 FLOWSERVE CORP COM 34354P105 505 10000 SH DEFINED 10000 0 0 FOCUS MEDIA HLDG LTD SPONSOREDADR 34415V109 996 15000 SH DEFINED 15000 0 0 FOMENTO ECONOMICO MEXICANO SPONADRUNITS 344419106 4978 43000 SH DEFINED 43000 0 0 FOOT LOCKER INC COM 344849104 20158 919200 SH DEFINED 919200 0 0 FORD MTR CO DEL COMPAR$0.01 345370860 7921 1054700 SH DEFINED 1054700 0 0 FOREST LABS INC COM 345838106 390 7700 SH DEFINED 7700 0 0 FOREST OIL CORP COMPAR$0.01 346091705 654 20000 SH DEFINED 20000 0 0 FORMFACTOR INC COM 346375108 641 17200 SH DEFINED 17200 0 0 FORTUNE BRANDS INC COM 349631101 22253 260600 SH DEFINED 260600 0 0 FOUNDATION COAL HLDGS INC COM 35039W100 2990 94145 SH DEFINED 94145 0 0 FOXHOLLOW TECHNOLOGIES INC COM 35166A103 540 25000 SH DEFINED 25000 0 0 FRANKLIN RES INC COM 354613101 650 5900 SH DEFINED 5900 0 0 FREDS INC CLA 356108100 488 40500 SH DEFINED 40500 0 0 FREEPORT-MCMORAN COPPER & G CLB 35671D857 1393 25000 SH DEFINED 25000 0 0 FREIGHTCAR AMER INC COM 357023100 665 12000 SH DEFINED 12000 0 0 FURNITURE BRANDS INTL INC COM 360921100 4596 283200 SH DEFINED 283200 0 0 GATX CORP COM 361448103 2106 48600 SH DEFINED 48600 0 0 GSI GROUP INC CDA COM 36229U102 206 21299 SH DEFINED 21299 0 0 GALLAGHER ARTHUR J & CO COM 363576109 387 13100 SH DEFINED 13100 0 0 GANNETT INC COM 364730101 7860 130000 SH DEFINED 130000 0 0 GAP INC DEL COM 364760108 14412 739100 SH DEFINED 739100 0 0 GARDNER DENVER INC COM 365558105 437 11700 SH DEFINED 11700 0 0 GEN-PROBE INC NEW COM 36866T103 13873 264900 SH DEFINED 264900 0 0 GENENTECH INC COMNEW 368710406 235 2900 SH DEFINED 2900 0 0 GENERAL DYNAMICS CORP COM 369550108 23770 319700 SH DEFINED 319700 0 0 GENERAL ELECTRIC CO COM 369604103 42501 1142200 SH DEFINED 1142200 0 0 GENERAL MLS INC COM 370334104 8640 150000 SH DEFINED 150000 0 0 GENERAL MTRS CORP COM 370442105 15474 503709 SH DEFINED 503709 0 0 GENERAL MTRS CORP DEBSRCVC33 370442717 11067 487100 SH DEFINED 487100 0 0 GENERAL MTRS CORP DEBSRCONVB 370442733 13598 641730 SH DEFINED 641730 0 0 GENERAL MTRS CORP DEBSRCONVA 370442741 10618 420000 SH DEFINED 420000 0 0 GENESCO INC COM 371532102 388 10400 SH DEFINED 10400 0 0 GENWORTH FINL INC COMCLA 37247D106 7499 219200 SH DEFINED 219200 0 0 GENZYME CORP COM 372917104 1438 23358 SH DEFINED 23358 0 0 GIBRALTAR INDS INC COM 374689107 339 14400 SH DEFINED 14400 0 0 GILEAD SCIENCES INC COM 375558103 201 3100 SH DEFINED 3100 0 0 GLOBAL CROSSING LTD NOTE5.000%5/1 37932JAA1 17430 14085000 SH DEFINED 14085000 0 0 GLOBAL INDS LTD COM 379336100 299 22900 SH DEFINED 22900 0 0 GLOBAL IMAGING SYSTEMS COM 37934A100 307 14000 SH DEFINED 14000 0 0 GLOBAL PMTS INC COM 37940X102 12742 275200 SH DEFINED 275200 0 0 GOL LINHAS AEREAS INTLG S A SPADRREPPFD 38045R107 3759 131100 SH DEFINED 131100 0 0 GOLD FIELDS LTD NEW SPONSOREDADR 38059T106 449 23800 SH DEFINED 23800 0 0 GOLD KIST INC COM 380614107 13085 622484 SH DEFINED 622484 0 0 GOLDCORP INC NEW COM 380956409 569 20000 SH DEFINED 20000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 16745 84000 SH DEFINED 84000 0 0 GOODRICH CORP COM 382388106 36813 808190 SH DEFINED 808190 0 0 GOODMAN GLOBAL INC COM 38239A100 623 36200 SH DEFINED 36200 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 3778 180000 SH DEFINED 180000 0 0 GOODYEAR TIRE & RUBR CO NOTE4.000%6/1 382550AR2 11114 6132000 SH DEFINED 6132000 0 0 GOOGLE INC CLA 38259P508 2993 6500 SH DEFINED 6500 0 0 GRACE W R & CO DEL NEW COM 38388F108 8325 420472 SH DEFINED 420472 0 0 GRACO INC COM 384109104 975 24600 SH DEFINED 24600 0 0 GRAINGER W W INC COM 384802104 490 7000 SH DEFINED 7000 0 0 GRANT PRIDECO INC COM 38821G101 4387 110301 SH DEFINED 110301 0 0 GREATER BAY BANCORP COM 391648102 492 18700 SH DEFINED 18700 0 0 GREY WOLF INC NOTE3.750%5/0 397888AD0 16782 14200000 SH DEFINED 14200000 0 0 GRIFFON CORP COM 398433102 382 15000 SH DEFINED 15000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 388 7500 SH DEFINED 7500 0 0 GUESS INC COM 401617105 8880 140000 SH DEFINED 140000 0 0 GULFMARK OFFSHORE INC COM 402629109 3741 100000 SH DEFINED 100000 0 0 GYMBOREE CORP COM 403777105 382 10000 SH DEFINED 10000 0 0 HCC INS HLDGS INC COM 404132102 513 16000 SH DEFINED 16000 0 0 HDFC BANK LTD ADRREPS3SHS 40415F101 340 4500 SH DEFINED 4500 0 0 HSBC HLDGS PLC SPONADRNEW 404280406 669 7300 SH DEFINED 7300 0 0 HALLIBURTON CO COM 406216101 16056 517100 SH DEFINED 517100 0 0 HALLIBURTON CO NOTE3.125%7/1 406216AM3 97887 57887000 SH DEFINED 57887000 0 0 HANA BIOSCIENCES INC COM 40963P105 276 43339 SH DEFINED 43339 0 0 HANSEN NAT CORP COM 411310105 2021 60000 SH DEFINED 60000 0 0 HARLAND JOHN H CO COM 412693103 502 10000 SH DEFINED 10000 0 0 HARMAN INTL INDS INC COM 413086109 6314 63200 SH DEFINED 63200 0 0 HARRIS CORP DEL COM 413875105 390 8500 SH DEFINED 8500 0 0 HARRIS CORP DEL DBCV3.500%8/1 413875AH8 25484 12500000 SH DEFINED 12500000 0 0 HARSCO CORP COM 415864107 791 10400 SH DEFINED 10400 0 0 HARTE-HANKS INC COM 416196103 385 13900 SH DEFINED 13900 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 12130 130000 SH DEFINED 130000 0 0 HEALTH MGMT ASSOC INC NEW NOTE1.500%8/0 421933AF9 6090 6000000 SH DEFINED 6000000 0 0 HEALTH NET INC COM 42222G108 487 10000 SH DEFINED 10000 0 0 HEARTLAND EXPRESS INC COM 422347104 300 20000 SH DEFINED 20000 0 0 HEINZ H J CO COM 423074103 932 20700 SH DEFINED 20700 0 0 HELIX ENERGY SOLUTIONS GRP COM 42330P107 1245 39700 SH DEFINED 39700 0 0 HELMERICH & PAYNE INC COM 423452101 6414 262100 SH DEFINED 262100 0 0 HERCULES INC COM 427056106 660 34200 SH DEFINED 34200 0 0 HERSHEY CO COM 427866108 354 7100 SH DEFINED 7100 0 0 HEWITT ASSOCS INC COM 42822Q100 363 14100 SH DEFINED 14100 0 0 HEWLETT PACKARD CO COM 428236103 4943 120000 SH DEFINED 120000 0 0 HILTON HOTELS CORP COM 432848109 6215 178074 SH DEFINED 178074 0 0 HOME DEPOT INC COM 437076102 458 11400 SH DEFINED 11400 0 0 HONEYWELL INTL INC COM 438516106 21769 481200 SH DEFINED 481200 0 0 HORMEL FOODS CORP COM 440452100 373 10000 SH DEFINED 10000 0 0 HOSPIRA INC COM 441060100 527 15700 SH DEFINED 15700 0 0 HOT TOPIC INC COM 441339108 975 73100 SH DEFINED 73100 0 0 HOUSTON EXPL CO COM 442120101 435 8400 SH DEFINED 8400 0 0 HOVNANIAN ENTERPRISES INC CLA 442487203 1125 33200 SH DEFINED 33200 0 0 HUBBELL INC CLA 443510102 356 8000 SH DEFINED 8000 0 0 HUBBELL INC CLB 443510201 13038 288392 SH DEFINED 288392 0 0 HUDSON CITY BANCORP COM 443683107 23658 1704448 SH DEFINED 1704448 0 0 HUMANA INC COM 444859102 11051 199800 SH DEFINED 199800 0 0 HUMAN GENOME SCIENCES INC COM 444903108 622 50000 SH DEFINED 50000 0 0 HUMAN GENOME SCIENCES INC NOTE2.250%10/1 444903AK4 2112 2000000 SH DEFINED 2000000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 16340 687997 SH DEFINED 687997 0 0 HUNTSMAN CORP COM 447011107 552 29100 SH DEFINED 29100 0 0 IDT CORP CLB 448947309 170 13000 SH DEFINED 13000 0 0 HYPERION SOLUTIONS CORP COM 44914M104 449 12500 SH DEFINED 12500 0 0 IAC INTERACTIVECORP COMNEW 44919P300 283 7625 SH DEFINED 7625 0 0 IRSA INVERSIONES Y REP S A GLOBLDEPRCPT 450047204 303 17900 SH DEFINED 17900 0 0 ITT CORP NEW COM 450911102 568 10000 SH DEFINED 10000 0 0 ICONIX BRAND GROUP INC COM 451055107 4848 250000 SH DEFINED 250000 0 0 IDEX CORP COM 45167R104 1019 21500 SH DEFINED 21500 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 1485 90700 SH DEFINED 90700 0 0 IHS INC CLA 451734107 746 18900 SH DEFINED 18900 0 0 ILLINOIS TOOL WKS INC COM 452308109 4619 100000 SH DEFINED 100000 0 0 IMATION CORP COM 45245A107 1049 22600 SH DEFINED 22600 0 0 IMCLONE SYS INC COM 45245W109 511 19100 SH DEFINED 19100 0 0 IMPERIAL OIL LTD COMNEW 453038408 689 18700 SH DEFINED 18700 0 0 INFOCUS CORP COM 45665B106 227 84883 SH DEFINED 84883 0 0 INFORMATICA CORP COM 45666Q102 977 80000 SH DEFINED 80000 0 0 INFOSYS TECHNOLOGIES LTD SPONSOREDADR 456788108 1637 30000 SH DEFINED 30000 0 0 INFOSPACE INC COMNEW 45678T201 2122 103452 SH DEFINED 103452 0 0 INFRASOURCE SVCS INC COM 45684P102 1825 83842 SH DEFINED 83842 0 0 INGRAM MICRO INC CLA 457153104 1131 55400 SH DEFINED 55400 0 0 INPUT/OUTPUT INC NOTE5.500%12/1 457652AB1 1418 439000 SH DEFINED 439000 0 0 INSIGHT ENTERPRISES INC COM 45765U103 332 17600 SH DEFINED 17600 0 0 INTEGRAL SYS INC MD COM 45810H107 1158 50000 SH DEFINED 50000 0 0 INTEGRATED DEVICE TECHNOLOG COM 458118106 933 60300 SH DEFINED 60300 0 0 INTEL CORP COM 458140100 6075 300000 SH DEFINED 300000 0 0 INTERMEC INC COM 458786100 485 20000 SH DEFINED 20000 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 5343 55000 SH DEFINED 55000 0 0 INTERNATIONAL COAL GRP INC COM 45928H106 77 14100 SH DEFINED 14100 0 0 INTERNATIONAL FLAVORS&FRAGR COM 459506101 1258 25600 SH DEFINED 25600 0 0 INTERNATIONAL GAME TECHNOLO COM 459902102 698 15100 SH DEFINED 15100 0 0 INTL PAPER CO COM 460146103 379 11100 SH DEFINED 11100 0 0 INTERNATIONAL RECTIFIER COR COM 460254105 1202 31200 SH DEFINED 31200 0 0 INTERNATIONAL SPEEDWAY CORP CLA 460335201 337 6600 SH DEFINED 6600 0 0 INTERPUBLIC GROUP COS INC COM 460690100 551 45000 SH DEFINED 45000 0 0 INVERNESS MED INNOVATIONS I COM 46126P106 560 14467 SH DEFINED 14467 0 0 INVESTMENT TECHNOLOGY GRP N COM 46145F105 643 15000 SH DEFINED 15000 0 0 INVITROGEN CORP COM 46185R100 3591 63460 SH DEFINED 63460 0 0 INVITROGEN CORP NOTE2.000%8/0 46185RAJ9 2284 2250000 SH DEFINED 2250000 0 0 IOMEGA CORP COMNEW 462030305 878 248600 SH DEFINED 248600 0 0 IPSCO INC COM 462622101 5163 55000 SH DEFINED 55000 0 0 ISHARES INC MSCISKOREA 464286772 494 10000 SH DEFINED 10000 0 0 ISHARES INC MSCIJAPAN 464286848 9132 642619 SH DEFINED 642619 0 0 ISHARES TR RUSSELL2000 464287655 32719 419200 SH DEFINED 419200 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 5281 41053 SH DEFINED 41053 0 0 ITC HLDGS CORP COM 465685105 7484 187563 SH DEFINED 187563 0 0 IVANHOE MINES LTD COM 46579N103 234 23800 SH DEFINED 23800 0 0 JP MORGAN CHASE & CO COM 46625H100 8385 173595 SH DEFINED 173595 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1427 17500 SH DEFINED 17500 0 0 JACUZZI BRANDS INC COM 469865109 1864 150000 SH DEFINED 150000 0 0 JARDEN CORP COM 471109108 584 16779 SH DEFINED 16779 0 0 JEFFERIES GROUP INC NEW COM 472319102 475 17708 SH DEFINED 17708 0 0 JOHNSON & JOHNSON COM 478160104 660 10000 SH DEFINED 10000 0 0 JOHNSON CTLS INC COM 478366107 490 5700 SH DEFINED 5700 0 0 JONES SODA CO COM 48023P106 1408 114500 SH DEFINED 114500 0 0 JOS A BANK CLOTHIERS INC COM 480838101 1165 39710 SH DEFINED 39710 0 0 JOY GLOBAL INC COM 481165108 6284 130000 SH DEFINED 130000 0 0 JUNIPER NETWORKS INC NOTE6/1 48203RAC8 18922 17500000 SH DEFINED 17500000 0 0 KLA-TENCOR CORP COM 482480100 2886 58000 SH DEFINED 58000 0 0 KEANE INC COM 486665102 703 59000 SH DEFINED 59000 0 0 KB HOME COM 48666K109 513 10000 SH DEFINED 10000 0 0 KELLWOOD CO COM 488044108 348 10700 SH DEFINED 10700 0 0 KELLY SVCS INC CLA 488152208 411 14200 SH DEFINED 14200 0 0 KEMET CORP COM 488360108 2356 322800 SH DEFINED 322800 0 0 KENNAMETAL INC COM 489170100 1177 20000 SH DEFINED 20000 0 0 KEYSTONE AUTOMOTIVE INDS IN COM 49338N109 275 8100 SH DEFINED 8100 0 0 KIMBERLY CLARK CORP COM 494368103 408 6000 SH DEFINED 6000 0 0 KINDER MORGAN ENERGY PARTNE UTLTDPARTNER 494550106 1073 22400 SH DEFINED 22400 0 0 KING PHARMACEUTICALS INC COM 495582108 1226 77000 SH DEFINED 77000 0 0 KNOLL INC COMNEW 498904200 11486 522097 SH DEFINED 522097 0 0 KODIAK OIL & GAS CORP COM 50015Q100 1392 355000 SH DEFINED 355000 0 0 KOMAG INC COMNEW 500453204 3335 88040 SH DEFINED 88040 0 0 KOOKMIN BK NEW SPONSOREDADR 50049M109 379 4700 SH DEFINED 4700 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 4452 401100 SH DEFINED 401100 0 0 KROGER CO COM 501044101 664 28800 SH DEFINED 28800 0 0 KULICKE & SOFFA INDS INC COM 501242101 1010 120200 SH DEFINED 120200 0 0 LG PHILIP LCD CO LTD SPONSADRREP 50186V102 452 30000 SH DEFINED 30000 0 0 LSI LOGIC CORP COM 502161102 12837 1426300 SH DEFINED 1426300 0 0 LSI LOGIC CORP NOTE4.000%5/1 502161AJ1 11237 10950000 SH DEFINED 10950000 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 34683 424100 SH DEFINED 424100 0 0 LABORATORY CORP AMER HLDGS COMNEW 50540R409 852 11600 SH DEFINED 11600 0 0 LAIDLAW INTL INC COM 50730R102 517 17000 SH DEFINED 17000 0 0 LAMAR ADVERTISING CO CLA 512815101 248 3800 SH DEFINED 3800 0 0 LANDAMERICA FINL GROUP INC COM 514936103 953 15100 SH DEFINED 15100 0 0 LANDRYS RESTAURANTS INC COM 51508L103 373 12400 SH DEFINED 12400 0 0 LAS VEGAS SANDS CORP COM 517834107 671 7500 SH DEFINED 7500 0 0 LAUDER ESTEE COS INC CLA 518439104 10409 255000 SH DEFINED 255000 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 146 19800 SH DEFINED 19800 0 0 LEAP WIRELESS INTL INC COMNEW 521863308 987 16600 SH DEFINED 16600 0 0 LEARNING TREE INTL INC COM 522015106 174 19561 SH DEFINED 19561 0 0 LEGGETT & PLATT INC COM 524660107 358 15000 SH DEFINED 15000 0 0 LEGG MASON INC COM 524901105 1635 17200 SH DEFINED 17200 0 0 LEHMAN BROS HLDGS INC COM 524908100 17952 229800 SH DEFINED 229800 0 0 LENNAR CORP CLA 526057104 362 6900 SH DEFINED 6900 0 0 LENNOX INTL INC COM 526107107 612 20000 SH DEFINED 20000 0 0 LEUCADIA NATL CORP NOTE3.750%4/1 527288AX2 10334 7475000 SH DEFINED 7475000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 560 100000 SH DEFINED 100000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE10.000%5/0 52729NBE9 22625 12500000 SH DEFINED 12500000 0 0 LEXICON GENETICS INC COM 528872104 1670 462714 SH DEFINED 462714 0 0 LIBERTY GLOBAL INC COMSERC 530555309 350 12500 SH DEFINED 12500 0 0 LIBERTY MEDIA HLDG CORP INTCOMSERA 53071M104 365 16900 SH DEFINED 16900 0 0 LIBERTY MEDIA HLDG CORP CAPCOMSERA 53071M302 10358 105716 SH DEFINED 105716 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 940 27900 SH DEFINED 27900 0 0 LIGAND PHARMACEUTICALS INC CLB 53220K207 140 12800 SH DEFINED 12800 0 0 LILLY ELI & CO COM 532457108 21361 410000 SH DEFINED 410000 0 0 LINCOLN ELEC HLDGS INC COM 533900106 278 4600 SH DEFINED 4600 0 0 LINCOLN NATL CORP IND COM 534187109 20544 309400 SH DEFINED 309400 0 0 LIONS GATE ENTMNT CORP COMNEW 535919203 3889 362406 SH DEFINED 362406 0 0 LIVE NATION INC COM 538034109 1761 78600 SH DEFINED 78600 0 0 LOCKHEED MARTIN CORP DBCV8/1 539830AP4 291 220000 SH DEFINED 220000 0 0 LOEWS CORP CAROLNAGPSTK 540424207 14886 230000 SH DEFINED 230000 0 0 LOGITECH INTERNATIONAL S A SPONSOREDADR 541419107 477 16700 SH DEFINED 16700 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 15508 320348 SH DEFINED 320348 0 0 LORAL SPACE & COMMUNICATNS COM 543881106 1752 43018 SH DEFINED 43018 0 0 LOUISIANA PAC CORP COM 546347105 4771 221588 SH DEFINED 221588 0 0 LOWES COS INC COM 548661107 6853 220000 SH DEFINED 220000 0 0 LUCENT TECHNOLOGIES INC SDCV8.000%8/0 549463AK3 2002 2000000 SH DEFINED 2000000 0 0 LUNA INNOVATIONS COM 550351100 367 104675 SH DEFINED 104675 0 0 LYONDELL CHEMICAL CO COM 552078107 256 10000 SH DEFINED 10000 0 0 MEMC ELECTR MATLS INC COM 552715104 1025 26200 SH DEFINED 26200 0 0 MGIC INVT CORP WIS COM 552848103 888 14200 SH DEFINED 14200 0 0 MGM MIRAGE COM 552953101 1199 20900 SH DEFINED 20900 0 0 M/I HOMES INC COM 55305B101 955 25000 SH DEFINED 25000 0 0 MPS GROUP INC COM 553409103 354 25000 SH DEFINED 25000 0 0 MSC INDL DIRECT INC CLA 553530106 352 9000 SH DEFINED 9000 0 0 MACROVISION CORP COM 555904101 1187 42000 SH DEFINED 42000 0 0 MAGELLAN HEALTH SVCS INC COMNEW 559079207 458 10600 SH DEFINED 10600 0 0 MANHATTAN ASSOCS INC COM 562750109 494 16408 SH DEFINED 16408 0 0 MANITOWOC INC COM 563571108 594 10000 SH DEFINED 10000 0 0 MANNKIND CORP COM 56400P201 6039 366200 SH DEFINED 366200 0 0 MANPOWER INC COM 56418H100 2383 31800 SH DEFINED 31800 0 0 MANULIFE FINL CORP COM 56501R106 378 11200 SH DEFINED 11200 0 0 MARATHON OIL CORP COM 565849106 8110 87675 SH DEFINED 87675 0 0 MARINEMAX INC COM 567908108 5186 200000 SH DEFINED 200000 0 0 MARSH & MCLENNAN COS INC COM 571748102 224 7300 SH DEFINED 7300 0 0 MARSHALL & ILSLEY CORP COM 571834100 8977 186595 SH DEFINED 186595 0 0 MARTIN MARIETTA MATLS INC COM 573284106 582 5600 SH DEFINED 5600 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 643 23900 SH DEFINED 23900 0 0 MASCO CORP COM 574599106 6392 214000 SH DEFINED 214000 0 0 MASSEY ENERGY CORP COM 576206106 876 37700 SH DEFINED 37700 0 0 MATSUSHITA ELEC INDL ADR 576879209 233 11600 SH DEFINED 11600 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 22157 19500000 SH DEFINED 19500000 0 0 MCDERMOTT INTL INC COM 580037109 488 9600 SH DEFINED 9600 0 0 MCDONALDS CORP COM 580135101 4859 109600 SH DEFINED 109600 0 0 MCGRAW HILL COS INC COM 580645109 1163 17100 SH DEFINED 17100 0 0 MCKESSON CORP COM 58155Q103 725 14300 SH DEFINED 14300 0 0 MEDCATH CORP COM 58404W109 391 14300 SH DEFINED 14300 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 5793 108400 SH DEFINED 108400 0 0 MEDIA GEN INC CLA 584404107 387 10400 SH DEFINED 10400 0 0 MEDIACOM COMMUNICATIONS COR CLA 58446K105 885 110050 SH DEFINED 110050 0 0 MEDICURE INC COM 58469E101 290 237300 SH DEFINED 237300 0 0 MEDIVATION INC COM 58501N101 1487 94000 SH DEFINED 94000 0 0 MEDTRONIC INC COM 585055106 30418 568463 SH DEFINED 568463 0 0 MELLON FINL CORP COM 58551A108 27034 641369 SH DEFINED 641369 0 0 MENS WEARHOUSE INC COM 587118100 341 8900 SH DEFINED 8900 0 0 MENTOR CORP MINN COM 587188103 4887 100000 SH DEFINED 100000 0 0 MENTOR GRAPHICS CORP COM 587200106 213 11833 SH DEFINED 11833 0 0 MERCK & CO INC COM 589331107 523 12000 SH DEFINED 12000 0 0 MERRILL LYNCH & CO INC COM 590188108 978 10500 SH DEFINED 10500 0 0 MERRILL LYNCH & CO INC NOTE3/1 590188W46 63053 47702000 SH DEFINED 47702000 0 0 METLIFE INC COM 59156R108 472 8000 SH DEFINED 8000 0 0 METTLER TOLEDO INTERNATIONA COM 592688105 812 10300 SH DEFINED 10300 0 0 MICROSOFT CORP COM 594918104 9427 315700 SH DEFINED 315700 0 0 MICROSTRATEGY INC CLANEW 594972408 1140 10000 SH DEFINED 10000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 311 9500 SH DEFINED 9500 0 0 MICRON TECHNOLOGY INC COM 595112103 1396 100000 SH DEFINED 100000 0 0 MIDWEST AIR GROUP INC COM 597911106 3341 290500 SH DEFINED 290500 0 0 MIDWAY GAMES INC COM 598148104 160 22900 SH DEFINED 22900 0 0 MILLER HERMAN INC COM 600544100 1153 31700 SH DEFINED 31700 0 0 MILLIPORE CORP COM 601073109 986 14800 SH DEFINED 14800 0 0 MILLS CORP COM 601148109 200 10000 SH DEFINED 10000 0 0 MIRANT CORP NEW COM 60467R100 6413 203134 SH DEFINED 203134 0 0 MITSUBISHI UFJ FINL GROUP I SPONSOREDADR 606822104 229 18400 SH DEFINED 18400 0 0 MOLSON COORS BREWING CO CLB 60871R209 3822 50000 SH DEFINED 50000 0 0 MONEYGRAM INTL INC COM 60935Y109 386 12300 SH DEFINED 12300 0 0 MONSANTO CO NEW COM 61166W101 51078 972350 SH DEFINED 972350 0 0 MORGAN STANLEY COMNEW 617446448 13851 170100 SH DEFINED 170100 0 0 MOTOROLA INC COM 620076109 1028 50000 SH DEFINED 50000 0 0 MOVIE GALLERY INC COM 624581104 71 20100 SH DEFINED 20100 0 0 MYLAN LABS INC COM 628530107 273 13700 SH DEFINED 13700 0 0 NII HLDGS INC CLBNEW 62913F201 7156 111051 SH DEFINED 111051 0 0 NRG ENERGY INC COMNEW 629377508 6477 115643 SH DEFINED 115643 0 0 NTL INC DEL COM 62941W101 252 10000 SH DEFINED 10000 0 0 NALCO HOLDING COMPANY COM 62985Q101 205 10000 SH DEFINED 10000 0 0 NAM TAI ELECTRS INC COMPAR$0.02 629865205 760 50000 SH DEFINED 50000 0 0 NASDAQ 100 TR UNITSER1 631100104 6854 158800 SH DEFINED 158800 0 0 NASDAQ STOCK MARKET INC COM 631103108 871 28300 SH DEFINED 28300 0 0 NATIONAL INSTRS CORP COM 636518102 883 32400 SH DEFINED 32400 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1022 45000 SH DEFINED 45000 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 683 12600 SH DEFINED 12600 0 0 NAVISTAR INTL CORP NEW COM 63934E108 3985 119200 SH DEFINED 119200 0 0 NAVIGANT CONSULTING INC COM 63935N107 356 18000 SH DEFINED 18000 0 0 NEKTAR THERAPEUTICS COM 640268108 280 18400 SH DEFINED 18400 0 0 NELNET INC CLA 64031N108 547 20000 SH DEFINED 20000 0 0 NETEASE COM INC SPONSOREDADR 64110W102 1650 88300 SH DEFINED 88300 0 0 NETWORK APPLIANCE INC COM 64120L104 1481 37700 SH DEFINED 37700 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 227 14100 SH DEFINED 14100 0 0 NEWELL RUBBERMAID INC COM 651229106 10132 350000 SH DEFINED 350000 0 0 NEWFIELD EXPL CO COM 651290108 308 6700 SH DEFINED 6700 0 0 NEWPORT CORP COM 651824104 1043 49783 SH DEFINED 49783 0 0 NEWS CORP CLA 65248E104 5394 251100 SH DEFINED 251100 0 0 NEWS CORP CLB 65248E203 365 16400 SH DEFINED 16400 0 0 NEXTEST SYS CORP COM 653339101 196 17381 SH DEFINED 17381 0 0 NEXEN INC COM 65334H102 550 10000 SH DEFINED 10000 0 0 NIKE INC CLB 654106103 1624 16400 SH DEFINED 16400 0 0 NOKIA CORP SPONSOREDADR 654902204 305 15000 SH DEFINED 15000 0 0 NORDSTROM INC COM 655664100 755 15300 SH DEFINED 15300 0 0 NORTHEAST UTILS COM 664397106 329 11700 SH DEFINED 11700 0 0 NORTHERN TR CORP COM 665859104 41203 678915 SH DEFINED 678915 0 0 NORTHSTAR NEUROSCIENCE INC COM 66704V101 558 38793 SH DEFINED 38793 0 0 NOVARTIS A G SPONSOREDADR 66987V109 2872 50000 SH DEFINED 50000 0 0 NOVELL INC COM 670006105 3278 528700 SH DEFINED 528700 0 0 NOVELLUS SYS INC COM 670008101 1239 36000 SH DEFINED 36000 0 0 NOVELIS INC COM 67000X106 493 17700 SH DEFINED 17700 0 0 NUVEEN INVTS INC CLA 67090F106 265 5100 SH DEFINED 5100 0 0 OSI RESTAURANT PARTNERS INC COM 67104A101 3920 100000 SH DEFINED 100000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 4180 85600 SH DEFINED 85600 0 0 OCEANEERING INTL INC COM 675232102 596 15000 SH DEFINED 15000 0 0 OFFICE DEPOT INC COM 676220106 244 6400 SH DEFINED 6400 0 0 OFFICEMAX INC DEL COM 67622P101 1579 31800 SH DEFINED 31800 0 0 OHIO CAS CORP COM 677240103 894 30000 SH DEFINED 30000 0 0 OLD DOMINION FGHT LINES INC COM 679580100 311 12900 SH DEFINED 12900 0 0 OLIN CORP COMPAR$1 680665205 410 24800 SH DEFINED 24800 0 0 OMNICARE INC COM 681904108 993 25700 SH DEFINED 25700 0 0 OMNICOM GROUP INC NOTE2/0 681919AK2 44426 43300000 SH DEFINED 43300000 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 819 60000 SH DEFINED 60000 0 0 OMNICARE CAP TR II PFDBTR4.00% 68214Q200 10978 205200 SH DEFINED 205200 0 0 OPEN JT STK CO-VIMPEL COMMU SPONSOREDADR 68370R109 553 7000 SH DEFINED 7000 0 0 OPENWAVE SYS INC COMNEW 683718308 972 105300 SH DEFINED 105300 0 0 OPEN SOLUTIONS INC COM 68371P102 3199 85000 SH DEFINED 85000 0 0 ORACLE CORP COM 68389X105 3762 219500 SH DEFINED 219500 0 0 OREGON STL MLS INC COM 686079104 21757 348620 SH DEFINED 348620 0 0 ORMAT TECHNOLOGIES INC COM 686688102 4602 125000 SH DEFINED 125000 0 0 ORTHOVITA INC COM 68750U102 2280 628056 SH DEFINED 628056 0 0 OSHKOSH TRUCK CORP COM 688239201 13320 275100 SH DEFINED 275100 0 0 OVERSTOCK COM INC DEL COM 690370101 403 25508 SH DEFINED 25508 0 0 OWENS ILL INC COMNEW 690768403 5699 308900 SH DEFINED 308900 0 0 PG&E CORP COM 69331C108 336 7100 SH DEFINED 7100 0 0 PHH CORP COMNEW 693320202 352 12200 SH DEFINED 12200 0 0 PMI GROUP INC COM 69344M101 3255 69000 SH DEFINED 69000 0 0 PNC FINL SVCS GROUP INC COM 693475105 14730 198944 SH DEFINED 198944 0 0 PPG INDS INC COM 693506107 340 5300 SH DEFINED 5300 0 0 PACIFIC ETHANOL INC COM 69423U107 5540 360000 SH DEFINED 360000 0 0 PACTIV CORP COM 695257105 393 11000 SH DEFINED 11000 0 0 PALL CORP COM 696429307 864 25000 SH DEFINED 25000 0 0 PANACOS PHARMACEUTICALS INC COM 69811Q106 100 25000 SH DEFINED 25000 0 0 PANERA BREAD CO CLA 69840W108 2796 50000 SH DEFINED 50000 0 0 PANTRY INC COM 698657103 703 15000 SH DEFINED 15000 0 0 PAPA JOHNS INTL INC COM 698813102 673 23200 SH DEFINED 23200 0 0 PARAMETRIC TECHNOLOGY CORP COMNEW 699173209 1252 69500 SH DEFINED 69500 0 0 PARKER HANNIFIN CORP COM 701094104 1538 20000 SH DEFINED 20000 0 0 PATTERSON UTI ENERGY INC COM 703481101 4316 185800 SH DEFINED 185800 0 0 PAYCHEX INC COM 704326107 1194 30200 SH DEFINED 30200 0 0 PAYLESS SHOESOURCE INC COM 704379106 1073 32700 SH DEFINED 32700 0 0 PEABODY ENERGY CORP COM 704549104 4207 104100 SH DEFINED 104100 0 0 PEDIATRIX MED GROUP COM 705324101 6281 128451 SH DEFINED 128451 0 0 PENN NATL GAMING INC COM 707569109 1032 24800 SH DEFINED 24800 0 0 PENNEY J C INC COM 708160106 1269 16400 SH DEFINED 16400 0 0 PENTAIR INC COM 709631105 236 7500 SH DEFINED 7500 0 0 PEOPLES BK BRIDGEPORT CONN COM 710198102 4462 100000 SH DEFINED 100000 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 1602 107800 SH DEFINED 107800 0 0 PEPSI BOTTLING GROUP INC COM 713409100 386 12500 SH DEFINED 12500 0 0 PEPSIAMERICAS INC COM 71343P200 252 12000 SH DEFINED 12000 0 0 PERINI CORP COM 713839108 4445 144424 SH DEFINED 144424 0 0 PERKINELMER INC COM 714046109 989 44500 SH DEFINED 44500 0 0 PETRO-CDA COM 71644E102 468 11400 SH DEFINED 11400 0 0 PFIZER INC COM 717081103 26187 1011100 SH DEFINED 1011100 0 0 PHARMION CORP COM 71715B409 206 8000 SH DEFINED 8000 0 0 PHOENIX COS INC NEW COM 71902E109 238 15000 SH DEFINED 15000 0 0 PHOTOMEDEX INC COM 719358103 931 838700 SH DEFINED 838700 0 0 PHOTRONICS INC COM 719405102 523 32000 SH DEFINED 32000 0 0 PHOTRONICS INC NOTE2.250%4/1 719405AE2 5927 5176000 SH DEFINED 5176000 0 0 PIER 1 IMPORTS INC COM 720279108 744 125000 SH DEFINED 125000 0 0 PINNACLE ENTMT INC COM 723456109 398 12000 SH DEFINED 12000 0 0 PITNEY BOWES INC COM 724479100 462 10000 SH DEFINED 10000 0 0 PLAINS EXPL& PRODTN CO COM 726505100 746 15700 SH DEFINED 15700 0 0 PLEXUS CORP COM 729132100 905 37900 SH DEFINED 37900 0 0 POGO PRODUCING CO COM 730448107 969 20000 SH DEFINED 20000 0 0 POLO RALPH LAUREN CORP CLA 731572103 1266 16300 SH DEFINED 16300 0 0 POOL CORPORATION COM 73278L105 3233 82537 SH DEFINED 82537 0 0 POTASH CORP SASK INC COM 73755L107 502 3500 SH DEFINED 3500 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 391 60600 SH DEFINED 60600 0 0 POWERWAVE TECHNOLOGIES INC NOTE1.250%7/1 739363AB5 7941 8250000 SH DEFINED 8250000 0 0 POWERWAVE TECHNOLOGIES INC NOTE1.875%11/1 739363AD1 3655 4000000 SH DEFINED 4000000 0 0 PRICE T ROWE GROUP INC COM 74144T108 346 7900 SH DEFINED 7900 0 0 PRIDE INTL INC DEL COM 74153Q102 1588 52900 SH DEFINED 52900 0 0 PRIMEWEST ENERGY TR TRUNITNEW 741930309 331 17900 SH DEFINED 17900 0 0 PRINCIPAL FINANCIAL GROUP I COM 74251V102 5870 100000 SH DEFINED 100000 0 0 PROCTER & GAMBLE CO COM 742718109 63775 992300 SH DEFINED 992300 0 0 PROGRESS ENERGY INC COM 743263105 942 19200 SH DEFINED 19200 0 0 PROGRESSIVE CORP OHIO COM 743315103 6537 269900 SH DEFINED 269900 0 0 PROSHARES TR ULTRASHORTQQQ 74347R875 2744 50400 SH DEFINED 50400 0 0 PROTECTIVE LIFE CORP COM 743674103 2004 42200 SH DEFINED 42200 0 0 PROTEIN DESIGN LABS INC NOTE2.000%2/1 74369LAF0 1052 1000000 SH DEFINED 1000000 0 0 PROVIDENT ENERGY TR TRUNIT 74386K104 601 55000 SH DEFINED 55000 0 0 PULTE HOMES INC COM 745867101 5316 160500 SH DEFINED 160500 0 0 QUALITY SYS INC COM 747582104 410 11000 SH DEFINED 11000 0 0 QUANEX CORP COM 747620102 232 6700 SH DEFINED 6700 0 0 QUIKSILVER INC COM 74838C106 235 14900 SH DEFINED 14900 0 0 QWEST COMMUNICATIONS INTL I COM 749121109 3804 454500 SH DEFINED 454500 0 0 QWEST COMMUNICATIONS INTL I NOTE3.500%11/1 749121BY4 39948 25500000 SH DEFINED 25500000 0 0 RADIAN GROUP INC COM 750236101 8712 161600 SH DEFINED 161600 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 424 14000 SH DEFINED 14000 0 0 RAYTHEON CO COMNEW 755111507 723 13700 SH DEFINED 13700 0 0 REALNETWORKS INC COM 75605L104 383 34980 SH DEFINED 34980 0 0 RED ROBIN GOURMET BURGERS I COM 75689M101 3108 86700 SH DEFINED 86700 0 0 REDIFF COM INDIA LTD SPONSOREDADR 757479100 372 20200 SH DEFINED 20200 0 0 REGAL ENTMT GROUP CLA 758766109 414 19400 SH DEFINED 19400 0 0 REGIS CORP MINN COM 758932107 304 7700 SH DEFINED 7700 0 0 RELIANCE STEEL & ALUMINUM C COM 759509102 5604 142300 SH DEFINED 142300 0 0 RELIANT ENERGY INC COM 75952B105 4384 308500 SH DEFINED 308500 0 0 RENT A CTR INC NEW COM 76009N100 558 18900 SH DEFINED 18900 0 0 REPUBLIC SVCS INC COM 760759100 976 24000 SH DEFINED 24000 0 0 RESEARCH IN MOTION LTD COM 760975102 3146 24624 SH DEFINED 24624 0 0 RESOURCES CONNECTION INC COM 76122Q105 318 10000 SH DEFINED 10000 0 0 RESPIRONICS INC COM 761230101 272 7200 SH DEFINED 7200 0 0 REVLON INC CLA 761525500 1152 900000 SH DEFINED 900000 0 0 RIO TINTO PLC SPONSOREDADR 767204100 6523 30700 SH DEFINED 30700 0 0 RITE AID CORP COM 767754104 89 16400 SH DEFINED 16400 0 0 ROCKWELL AUTOMATION INC COM 773903109 794 13000 SH DEFINED 13000 0 0 ROWAN COS INC COM 779382100 664 20000 SH DEFINED 20000 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 214 4500 SH DEFINED 4500 0 0 RUBY TUESDAY INC COM 781182100 3982 145100 SH DEFINED 145100 0 0 RYERSON INC COM 78375P107 3764 150000 SH DEFINED 150000 0 0 SEMCO ENERGY INC COM 78412D109 760 124515 SH DEFINED 124515 0 0 SLM CORP COM 78442P106 3394 69600 SH DEFINED 69600 0 0 SPDR TR UNITSER1 78462F103 61834 436400 SH DEFINED 436400 0 0 SPX CORP COM 784635104 349 5700 SH DEFINED 5700 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 474 196000 SH DEFINED 196000 0 0 SAFENET INC COM 78645R107 718 30000 SH DEFINED 30000 0 0 ST JUDE MED INC COM 790849103 552 15100 SH DEFINED 15100 0 0 ST MARY LD & EXPL CO COM 792228108 442 12000 SH DEFINED 12000 0 0 ST PAUL TRAVELERS INC COM 792860108 10915 203300 SH DEFINED 203300 0 0 SAKS INC COM 79377W108 3482 195400 SH DEFINED 195400 0 0 SANDISK CORP NOTE1.000%5/1 80004CAC5 10635 12000000 SH DEFINED 12000000 0 0 SANOFI AVENTIS SPONSOREDADR 80105N105 295 6400 SH DEFINED 6400 0 0 SANTARUS INC COM 802817304 3170 404818 SH DEFINED 404818 0 0 SAP AKTIENGESELLSCHAFT SPONSOREDADR 803054204 435 8200 SH DEFINED 8200 0 0 SAPIENT CORP COM 803062108 24143 4397684 SH DEFINED 4397684 0 0 SATYAM COMPUTER SERVICES LT ADR 804098101 1681 70000 SH DEFINED 70000 0 0 SCANSOURCE INC COM 806037107 304 10000 SH DEFINED 10000 0 0 SCHERING PLOUGH CORP COM 806605101 851 36000 SH DEFINED 36000 0 0 SCHLUMBERGER LTD COM 806857108 11123 176112 SH DEFINED 176112 0 0 SCHLUMBERGER LTD DBCV1.500%6/0 806857AC2 117272 66496000 SH DEFINED 66496000 0 0 SCHNITZER STL INDS CLA 806882106 794 20000 SH DEFINED 20000 0 0 SCHOLASTIC CORP COM 807066105 870 24283 SH DEFINED 24283 0 0 SCIENTIFIC GAMES CORP CLA 80874P109 508 16800 SH DEFINED 16800 0 0 SCOTTS MIRACLE GRO CO CLA 810186106 878 17000 SH DEFINED 17000 0 0 SCRIPPS E W CO OHIO CLA 811054204 3785 75800 SH DEFINED 75800 0 0 SEARS HLDGS CORP COM 812350106 1797 10700 SH DEFINED 10700 0 0 SELECT SECTOR SPDR TR SBIINT-FINL 81369Y605 1470 40000 SH DEFINED 40000 0 0 SECURE COMPUTING CORP COM 813705100 81 12400 SH DEFINED 12400 0 0 SEMICONDUCTOR HLDRS TR DEPRCPT 816636203 2484 73700 SH DEFINED 73700 0 0 SERVICEMASTER CO COM 81760N109 437 33300 SH DEFINED 33300 0 0 SHARPER IMAGE CORP COM 820013100 684 73981 SH DEFINED 73981 0 0 SIERRA HEALTH SVCS INC COM 826322109 1081 30000 SH DEFINED 30000 0 0 SIERRA PAC RES NEW COM 826428104 1944 115500 SH DEFINED 115500 0 0 SILICON LABORATORIES INC COM 826919102 693 20000 SH DEFINED 20000 0 0 SILVERLEAF RESORTS INC COM 828395103 582 129800 SH DEFINED 129800 0 0 SIMPLETECH INC COM 828823104 2219 175000 SH DEFINED 175000 0 0 SKYWEST INC COM 830879102 997 39100 SH DEFINED 39100 0 0 SKYWORKS SOLUTIONS INC NOTE4.750%11/1 83088MAB8 11716 11600000 SH DEFINED 11600000 0 0 SMITH & WESSON HLDG CORP COM 831756101 2275 220000 SH DEFINED 220000 0 0 SMITH MICRO SOFTWARE INC COM 832154108 851 60000 SH DEFINED 60000 0 0 SMITHFIELD FOODS INC COM 832248108 1061 41338 SH DEFINED 41338 0 0 SMURFIT-STONE CONTAINER COR COM 832727101 418 39600 SH DEFINED 39600 0 0 SOHU COM INC COM 83408W103 1243 51800 SH DEFINED 51800 0 0 SOLECTRON CORP COM 834182107 6095 1892936 SH DEFINED 1892936 0 0 SONIC CORP COM 835451105 323 13500 SH DEFINED 13500 0 0 SONIC INNOVATIONS INC COM 83545M109 516 98993 SH DEFINED 98993 0 0 SONUS PHARMACEUTICALS INC COM 835692104 306 50000 SH DEFINED 50000 0 0 SONY CORP ADRNEW 835699307 1285 30000 SH DEFINED 30000 0 0 SOTHEBYS COM 835898107 7786 251008 SH DEFINED 251008 0 0 SOUTHERN CO COM 842587107 8940 242540 SH DEFINED 242540 0 0 SOUTHERN COPPER CORP COM 84265V105 1347 25000 SH DEFINED 25000 0 0 SOUTHWEST AIRLS CO COM 844741108 1725 112600 SH DEFINED 112600 0 0 SOUTHWESTERN ENERGY CO COM 845467109 350 10000 SH DEFINED 10000 0 0 SPANSION INC COMCLA 84649R101 446 30000 SH DEFINED 30000 0 0 SPECTRUM BRANDS INC COM 84762L105 3434 315000 SH DEFINED 315000 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 315 8200 SH DEFINED 8200 0 0 SPRINT NEXTEL CORP COMFON 852061100 3185 168600 SH DEFINED 168600 0 0 STAGE STORES INC COMNEW 85254C305 523 17200 SH DEFINED 17200 0 0 STANDARD PAC CORP NEW COM 85375C101 10850 405000 SH DEFINED 405000 0 0 STAPLES INC COM 855030102 16685 624900 SH DEFINED 624900 0 0 STARWOOD HOTELS&RESORTS WRL COM 85590A401 1462 23400 SH DEFINED 23400 0 0 STATE STR CORP COM 857477103 674 10000 SH DEFINED 10000 0 0 STATOIL ASA SPONSOREDADR 85771P102 8912 338600 SH DEFINED 338600 0 0 STEEL DYNAMICS INC COM 858119100 1947 60000 SH DEFINED 60000 0 0 STEIN MART INC COM 858375108 483 36400 SH DEFINED 36400 0 0 STERIS CORP COM 859152100 491 19500 SH DEFINED 19500 0 0 STONE ENERGY CORP COM 861642106 410 11600 SH DEFINED 11600 0 0 STRATEGIC HOTELS & RESORTS COM 86272T106 2961 135900 SH DEFINED 135900 0 0 STREETTRACKS GOLD TR GOLDSHS 863307104 7794 123299 SH DEFINED 123299 0 0 STREETTRACKS SER TR SPDRRETAIL 86330E588 12183 300000 SH DEFINED 300000 0 0 STREETTRACKS SER TR SPDRHOMEBUILD 86330E745 6543 175000 SH DEFINED 175000 0 0 SUN MICROSYSTEMS INC COM 866810104 228 42000 SH DEFINED 42000 0 0 SUNCOR ENERGY INC COM 867229106 16974 215100 SH DEFINED 215100 0 0 SUNOCO INC COM 86764P109 14551 233342 SH DEFINED 233342 0 0 SUNOPTA INC COM 8676EP108 1320 150000 SH DEFINED 150000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2184 81700 SH DEFINED 81700 0 0 SUNTRUST BKS INC COM 867914103 14010 165900 SH DEFINED 165900 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 435 13300 SH DEFINED 13300 0 0 SUPERIOR INDS INTL INC COM 868168105 225 11700 SH DEFINED 11700 0 0 SUPERVALU INC COM 868536103 3793 106100 SH DEFINED 106100 0 0 SYBASE INC COM 871130100 5849 236800 SH DEFINED 236800 0 0 SYNOPSYS INC COM 871607107 1470 55000 SH DEFINED 55000 0 0 SYNOVUS FINL CORP COM 87161C105 4205 136380 SH DEFINED 136380 0 0 SYSCO CORP COM 871829107 5867 159600 SH DEFINED 159600 0 0 TCF FINL CORP COM 872275102 15177 553517 SH DEFINED 553517 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 485 30000 SH DEFINED 30000 0 0 TECO ENERGY INC COM 872375100 15850 919894 SH DEFINED 919894 0 0 TJX COS INC NEW COM 872540109 513 18000 SH DEFINED 18000 0 0 TJX COS INC NEW NOTE2/1 872540AL3 11280 12000000 SH DEFINED 12000000 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 10661 412100 SH DEFINED 412100 0 0 TXU CORP COM 873168108 379 7000 SH DEFINED 7000 0 0 TAIWAN SEMICONDUCTOR MFG LT SPONSOREDADR 874039100 12331 1112821 SH DEFINED 1112821 0 0 TAKE-TWO INTERACTIVE SOFTWA COM 874054109 899 50600 SH DEFINED 50600 0 0 TALBOTS INC COM 874161102 482 20000 SH DEFINED 20000 0 0 TALEO CORP CLA 87424N104 3624 265075 SH DEFINED 265075 0 0 TALISMAN ENERGY INC COM 87425E103 843 49600 SH DEFINED 49600 0 0 TECH DATA CORP COM 878237106 935 24700 SH DEFINED 24700 0 0 TECHNICAL OLYMPIC USA INC COM 878483106 407 40000 SH DEFINED 40000 0 0 TEKELEC COM 879101103 297 20000 SH DEFINED 20000 0 0 TELECOM HLDRS TR DEPOSITRYRCPT 87927P200 9585 270596 SH DEFINED 270596 0 0 TELLABS INC COM 879664100 1334 130000 SH DEFINED 130000 0 0 TEMPLE INLAND INC COM 879868107 6956 151114 SH DEFINED 151114 0 0 TEMPUR PEDIC INTL INC COM 88023U101 203 9900 SH DEFINED 9900 0 0 TENET HEALTHCARE CORP COM 88033G100 183 26300 SH DEFINED 26300 0 0 TENNECO INC COM 880349105 5206 210600 SH DEFINED 210600 0 0 TERRA INDS INC COM 880915103 5201 434107 SH DEFINED 434107 0 0 TESORO CORP COM 881609101 2664 40500 SH DEFINED 40500 0 0 TEVA PHARMACEUTICAL INDS LT ADR 881624209 345 11100 SH DEFINED 11100 0 0 TETRA TECH INC NEW COM 88162G103 374 20700 SH DEFINED 20700 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV0.250%2/0 88163VAE9 4762 5000000 SH DEFINED 5000000 0 0 TEXAS INSTRS INC COM 882508104 919 31900 SH DEFINED 31900 0 0 TEXTRON INC COM 883203101 32156 342920 SH DEFINED 342920 0 0 THERMO ELECTRON CORP COM 883556102 525 11600 SH DEFINED 11600 0 0 THERMOGENESIS CORP COMNEW 883623209 151 35000 SH DEFINED 35000 0 0 THOMAS & BETTS CORP COM 884315102 274 5800 SH DEFINED 5800 0 0 THORATEC CORP COMNEW 885175307 967 55000 SH DEFINED 55000 0 0 TIDEWATER INC COM 886423102 1122 23200 SH DEFINED 23200 0 0 TIERONE CORP COM 88650R108 209 6600 SH DEFINED 6600 0 0 TIFFANY & CO NEW COM 886547108 23395 596200 SH DEFINED 596200 0 0 TIMBERLAND CO CLA 887100105 5698 180425 SH DEFINED 180425 0 0 TIME WARNER INC COM 887317105 5824 267400 SH DEFINED 267400 0 0 TIME WARNER TELECOM INC CLA 887319101 996 50000 SH DEFINED 50000 0 0 TIMKEN CO COM 887389104 376 12900 SH DEFINED 12900 0 0 TITANIUM METALS CORP COMNEW 888339207 4441 150500 SH DEFINED 150500 0 0 TIVO INC COM 888706108 4251 830209 SH DEFINED 830209 0 0 TOM ONLINE INC ADRREGS 889728200 619 40000 SH DEFINED 40000 0 0 TORCHMARK CORP COM 891027104 880 13800 SH DEFINED 13800 0 0 TORONTO DOMINION BK ONT COMNEW 891160509 323 5400 SH DEFINED 5400 0 0 TOYOTA MOTOR CORP SPADRREP2COM 892331307 900 6700 SH DEFINED 6700 0 0 TRANSACTION SYS ARCHITECTS COM 893416107 1287 39500 SH DEFINED 39500 0 0 TRANSOCEAN SEDCO FOREX INC DBCV1.500%5/1 893830AD1 16266 13950000 SH DEFINED 13950000 0 0 TRIAD HOSPITALS INC COM 89579K109 590 14100 SH DEFINED 14100 0 0 TRIBUNE CO NEW SBDBEXCH2%29 896047305 2047 29650 SH DEFINED 29650 0 0 TRIMBLE NAVIGATION LTD COM 896239100 1015 20000 SH DEFINED 20000 0 0 TRINITY INDS INC COM 896522109 855 24300 SH DEFINED 24300 0 0 TRONOX INC CLA 897051108 11606 725809 SH DEFINED 725809 0 0 TRONOX INC COMCLB 897051207 456 28890 SH DEFINED 28890 0 0 TUPPERWARE BRANDS CORP COM 899896104 529 23400 SH DEFINED 23400 0 0 TYCO INTL LTD NEW COM 902124106 8637 284118 SH DEFINED 284118 0 0 UST INC COM 902911106 16005 275000 SH DEFINED 275000 0 0 US BANCORP DEL COMNEW 902973304 34789 961286 SH DEFINED 961286 0 0 URS CORP NEW COM 903236107 428 10000 SH DEFINED 10000 0 0 USF&G CORP NOTE3/0 903290AD6 2169 2358000 SH DEFINED 2358000 0 0 U S G CORP COMNEW 903293405 1463 26700 SH DEFINED 26700 0 0 U S AIRWAYS GROUP INC COM 90341W108 1346 25000 SH DEFINED 25000 0 0 ULTRA PETROLEUM CORP COM 903914109 4775 100000 SH DEFINED 100000 0 0 UNIONBANCAL CORP COM 908906100 1421 23200 SH DEFINED 23200 0 0 UNIT CORP COM 909218109 417 8600 SH DEFINED 8600 0 0 UNITED RENTALS INC COM 911363109 203 8000 SH DEFINED 8000 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 10668 206750 SH DEFINED 206750 0 0 UNITED STATIONERS INC COM 913004107 350 7500 SH DEFINED 7500 0 0 UNITED SURGICAL PARTNERS IN COM 913016309 284 10000 SH DEFINED 10000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 35821 572956 SH DEFINED 572956 0 0 UNITEDHEALTH GROUP INC COM 91324P102 5626 104700 SH DEFINED 104700 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 310 5600 SH DEFINED 5600 0 0 VA SOFTWARE CORP COM 91819B105 1769 351646 SH DEFINED 351646 0 0 V F CORP COM 918204108 427 5200 SH DEFINED 5200 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 290 20000 SH DEFINED 20000 0 0 VALERO L P COMUTLTDPRT 91913W104 4183 75000 SH DEFINED 75000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 15746 307772 SH DEFINED 307772 0 0 VALSPAR CORP COM 920355104 1158 41900 SH DEFINED 41900 0 0 VALUECLICK INC COM 92046N102 3426 145000 SH DEFINED 145000 0 0 VARIAN SEMICONDUCTOR EQUIPM COM 922207105 455 10000 SH DEFINED 10000 0 0 VARIAN MED SYS INC COM 92220P105 381 8000 SH DEFINED 8000 0 0 VASOGEN INC COM 92232F103 172 484631 SH DEFINED 484631 0 0 VECTOR GROUP LTD COM 92240M108 3905 220000 SH DEFINED 220000 0 0 VEECO INSTRS INC DEL COM 922417100 468 25000 SH DEFINED 25000 0 0 VENTANA MED SYS INC COM 92276H106 280 6500 SH DEFINED 6500 0 0 VERISIGN INC COM 92343E102 240 10000 SH DEFINED 10000 0 0 VERITAS DGC INC COM 92343P107 20584 240381 SH DEFINED 240381 0 0 VERITAS DGC INC FRNT3/1 92343PAE7 12442 3500000 SH DEFINED 3500000 0 0 VIACOM INC NEW CLA 92553P102 299 7300 SH DEFINED 7300 0 0 VIACOM INC NEW CLB 92553P201 21725 529500 SH DEFINED 529500 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 5752 424800 SH DEFINED 424800 0 0 VISHAY INTERTECHNOLOGY INC NOTE3.625%8/0 928298AF5 14518 14500000 SH DEFINED 14500000 0 0 VISICU INC COM 92831L204 246 22000 SH DEFINED 22000 0 0 VODAFONE GROUP PLC NEW SPONSADRNEW 92857W209 522 18800 SH DEFINED 18800 0 0 VONAGE HLDGS CORP COM 92886T201 1160 167100 SH DEFINED 167100 0 0 W & T OFFSHORE INC COM 92922P106 854 27800 SH DEFINED 27800 0 0 WCI CMNTYS INC COM 92923C104 767 40000 SH DEFINED 40000 0 0 W-H ENERGY SVCS INC COM 92925E108 424 8700 SH DEFINED 8700 0 0 WPP GROUP PLC SPONADR0905 929309409 278 4100 SH DEFINED 4100 0 0 WPS RESOURCES CORP COM 92931B106 1081 20000 SH DEFINED 20000 0 0 WACHOVIA CORP 2ND NEW COM 929903102 16390 287800 SH DEFINED 287800 0 0 WADDELL & REED FINL INC CLA 930059100 378 13800 SH DEFINED 13800 0 0 WAL MART STORES INC COM 931142103 12847 278200 SH DEFINED 278200 0 0 WALGREEN CO COM 931422109 25240 550000 SH DEFINED 550000 0 0 WALTER INDS INC COM 93317Q105 330 12200 SH DEFINED 12200 0 0 WARNACO GROUP INC COMNEW 934390402 1018 40100 SH DEFINED 40100 0 0 WASHINGTON GROUP INTL INC COMNEW 938862208 592 9900 SH DEFINED 9900 0 0 WASHINGTON MUT INC COM 939322103 1087 23900 SH DEFINED 23900 0 0 WASHINGTON REAL ESTATE INVT NOTE3.875%9/1 939653AJ0 2008 2000000 SH DEFINED 2000000 0 0 WASTE MGMT INC DEL COM 94106L109 7813 212496 SH DEFINED 212496 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1020 39200 SH DEFINED 39200 0 0 WATSON WYATT WORLDWIDE INC CLA 942712100 330 7300 SH DEFINED 7300 0 0 WATTS WATER TECHNOLOGIES IN CLA 942749102 1644 40000 SH DEFINED 40000 0 0 WEINGARTEN RLTY INVS SHBENINT 948741103 8493 184200 SH DEFINED 184200 0 0 WELLPOINT INC COM 94973V107 1708 21700 SH DEFINED 21700 0 0 WELLS FARGO & CO NEW COM 949746101 19640 552313 SH DEFINED 552313 0 0 WELLS FARGO & CO NEW DBCV5/0 949746FA4 927 922000 SH DEFINED 922000 0 0 WENDYS INTL INC COM 950590109 536 16200 SH DEFINED 16200 0 0 WERNER ENTERPRISES INC COM 950755108 262 15000 SH DEFINED 15000 0 0 WESTAR ENERGY INC COM 95709T100 1308 50400 SH DEFINED 50400 0 0 WEYERHAEUSER CO COM 962166104 6888 97495 SH DEFINED 97495 0 0 WHIRLPOOL CORP COM 963320106 880 10600 SH DEFINED 10600 0 0 WILLIAMS COS INC DEL COM 969457100 912 34900 SH DEFINED 34900 0 0 WILLIAMS SCOTSMAN INTL INC COM 96950G102 292 14900 SH DEFINED 14900 0 0 WILMINGTON TRUST CORP COM 971807102 422 10000 SH DEFINED 10000 0 0 WITNESS SYS INC COM 977424100 3506 200000 SH DEFINED 200000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 570 20000 SH DEFINED 20000 0 0 WORLDSPACE INC CLA 981579105 744 212703 SH DEFINED 212703 0 0 WRIGLEY WM JR CO COM 982526105 22503 435100 SH DEFINED 435100 0 0 WYETH COM 983024100 3819 75000 SH DEFINED 75000 0 0 WYETH DBCV1/1 983024AD2 11175 10329000 SH DEFINED 10329000 0 0 YAHOO INC COM 984332106 766 30000 SH DEFINED 30000 0 0 YAHOO INC FRNT4/0 984332AB2 16203 12500000 SH DEFINED 12500000 0 0 YANKEE CANDLE INC COM 984757104 4165 121500 SH DEFINED 121500 0 0 YELLOW ROADWAY CORP NOTE5.000%8/0 985577AA3 5010 4000000 SH DEFINED 4000000 0 0 YUM BRANDS INC COM 988498101 1476 25100 SH DEFINED 25100 0 0 ZALE CORP NEW COM 988858106 553 19600 SH DEFINED 19600 0 0 ZEBRA TECHNOLOGIES CORP CLA 989207105 1927 55400 SH DEFINED 55400 0 0 ZIMMER HLDGS INC COM 98956P102 1685 21500 SH DEFINED 21500 0 0 ZIONS BANCORPORATION COM 989701107 24307 294841 SH DEFINED 294841 0 0 ACE LTD ORD G0070K103 13628 225000 SH DEFINED 225000 0 0 AMDOCS LTD ORD G02602103 1569 40500 SH DEFINED 40500 0 0 ARCH CAP GROUP LTD ORD G0450A105 5524 81700 SH DEFINED 81700 0 0 ASPEN INSURANCE HOLDINGS LT SHS G05384105 7908 300000 SH DEFINED 300000 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 8413 252100 SH DEFINED 252100 0 0 ACCENTURE LTD BERMUDA CLA G1150G111 1817 49200 SH DEFINED 49200 0 0 BUNGE LIMITED COM G16962105 1385 19100 SH DEFINED 19100 0 0 COOPER INDS LTD CLA G24182100 543 6000 SH DEFINED 6000 0 0 EVEREST RE GROUP LTD COM G3223R108 17267 176000 SH DEFINED 176000 0 0 FRONTLINE LTD SHS G3682E127 2866 90000 SH DEFINED 90000 0 0 GARMIN LTD ORD G37260109 267 4800 SH DEFINED 4800 0 0 GLOBALSANTAFE CORP SHS G3930E101 25393 432000 SH DEFINED 432000 0 0 HELEN OF TROY CORP LTD COM G4388N106 1050 43300 SH DEFINED 43300 0 0 HERBALIFE LTD COMUSDSHS G4412G101 458 11400 SH DEFINED 11400 0 0 INGERSOLL-RAND COMPANY LTD CLA G4776G101 1769 45200 SH DEFINED 45200 0 0 LAZARD LTD SHSA G54050102 27217 574923 SH DEFINED 574923 0 0 MARVELL TECHNOLOGY GROUP LT ORD G5876H105 2502 130400 SH DEFINED 130400 0 0 NABORS INDUSTRIES LTD SHS G6359F103 345 11600 SH DEFINED 11600 0 0 NOBLE CORPORATION SHS G65422100 8429 110691 SH DEFINED 110691 0 0 RAM HOLDINGS LTD SHS G7368R104 1249 87410 SH DEFINED 87410 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 600 10000 SH DEFINED 10000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 511 19300 SH DEFINED 19300 0 0 SINA CORP ORD G81477104 910 31716 SH DEFINED 31716 0 0 TRANSOCEAN INC ORD G90078109 955 11800 SH DEFINED 11800 0 0 WEATHERFORD INTERNATIONAL L COM G95089101 2090 50000 SH DEFINED 50000 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 521 900 SH DEFINED 900 0 0 WILLIS GROUP HOLDINGS LTD SHS G96655108 7942 200000 SH DEFINED 200000 0 0 XL CAP LTD CLA G98255105 23363 324400 SH DEFINED 324400 0 0 CHECK POINT SOFTWARE TECH L ORD M22465104 221 10100 SH DEFINED 10100 0 0 GILAT SATELLITE NETWORKS LT SHSNEW M51474118 352 40000 SH DEFINED 40000 0 0 ASML HLDG NV NYSHS N07059111 4926 200000 SH DEFINED 200000 0 0 ORTHOFIX INTL N V COM N6748L102 2391 47814 SH DEFINED 47814 0 0 COPA HOLDINGS SA CLA P31076105 7762 166700 SH DEFINED 166700 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5222 126200 SH DEFINED 126200 0 0 ASE TEST LTD ORD Y02516105 151 15000 SH DEFINED 15000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 8595 748700 SH DEFINED 748700 0 0 GENERAL MARITIME CORP SHS Y2692M103 3765 107000 SH DEFINED 107000 0 0 QUINTANA MARITIME LTD SHS Y7169G109 6418 582370 SH DEFINED 582370 0 0 VERIGY LTD SHS Y93691106 2964 167000 SH DEFINED 167000 0 0
-----END PRIVACY-ENHANCED MESSAGE-----