-----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, EAngT5U3E3vVLPsne/2ePyK3zrXxcYectlQfv8U6viJfWZjUfBxlRNgianhQov4l IzweJtCAVkJnx/VejJUXzA== 0001132716-06-000024.txt : 20061113 0001132716-06-000024.hdr.sgml : 20061110 20061113110319 ACCESSION NUMBER: 0001132716-06-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061113 DATE AS OF CHANGE: 20061113 EFFECTIVENESS DATE: 20061113 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: 061206377 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 ocq306.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 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: CHARLES R. MATHYS Title: SENIOR COMPLIANCE OFFICER Phone: (312)525-6452 Signature, Place, and Date of Signing: /s/ CHARLES R. MATHYS, CHICAGO, IL NOVEMBER 13, 2006 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: 1129 Form 13F Information Table Value Total: $5,201,423 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 958 63900 SH DEFINED 63900 0 0 AFLAC INC COM 001055102 270 5900 SH DEFINED 5900 0 0 AES CORP COM 00130H105 459 22500 SH DEFINED 22500 0 0 AMR CORP COM 001765106 5530 238986 SH DEFINED 238986 0 0 AMR CORP NOTE4.500%2/1 001765BB1 25225 20000000 SH DEFINED 20000000 0 0 ATI TECHNOLOGIES INC COM 001941103 32306 1506100 SH DEFINED 1506100 0 0 AT&T INC COM 00206R102 14281 438600 SH DEFINED 438600 0 0 AU OPTRONICS CORP SPONSOREDADR 002255107 683 47900 SH DEFINED 47900 0 0 AASTROM BIOSCIENCES INC COM 00253U107 46 40000 SH DEFINED 40000 0 0 ABERCROMBIE & FITCH CO CLA 002896207 15730 226400 SH DEFINED 226400 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 74 29800 SH DEFINED 29800 0 0 ACCENTIA BIOPHARMACEUTICALS COM 00430L103 116 45077 SH DEFINED 45077 0 0 ACCURIDE CORP COM 004398103 776 70450 SH DEFINED 70450 0 0 ACTIVISION INC NEW COMNEW 004930202 3020 200000 SH DEFINED 200000 0 0 ACTUANT CORP CLANEW 00508X203 501 10000 SH DEFINED 10000 0 0 ACXIOM CORP COM 005125109 6588 267141 SH DEFINED 267141 0 0 ADAMS EXPRESS CO COM 006212104 572 42300 SH DEFINED 42300 0 0 ADOBE SYS INC COM 00724F101 749 20000 SH DEFINED 20000 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 13716 416400 SH DEFINED 416400 0 0 ADVISORY BRD CO COM 00762W107 280 5546 SH DEFINED 5546 0 0 ADVANCED MEDICAL OPTICS INC NOTE2.500%7/1 00763MAG3 1292 1250000 SH DEFINED 1250000 0 0 ADVANCED LIFE SCIENCES HLDG COM 00765H107 64 21600 SH DEFINED 21600 0 0 AEROPOSTALE COM 007865108 2564 87727 SH DEFINED 87727 0 0 ADVANCED MICRO DEVICES INC COM 007903107 497 20000 SH DEFINED 20000 0 0 AETNA INC NEW COM 00817Y108 16560 418700 SH DEFINED 418700 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 736 22500 SH DEFINED 22500 0 0 AGILE SOFTWARE CORP DEL COM 00846X105 217 33200 SH DEFINED 33200 0 0 AGNICO EAGLE MINES LTD COM 008474108 311 10000 SH DEFINED 10000 0 0 AGRIUM INC COM 008916108 22052 817043 SH DEFINED 817043 0 0 AIRTRAN HLDGS INC COM 00949P108 1683 169700 SH DEFINED 169700 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 505 10100 SH DEFINED 10100 0 0 AKORN INC COM 009728106 678 187700 SH DEFINED 187700 0 0 ALBERTO CULVER CO COM 013068101 248 4900 SH DEFINED 4900 0 0 ALCAN INC COM 013716105 2392 60000 SH DEFINED 60000 0 0 ALCOA INC COM 013817101 5300 189000 SH DEFINED 189000 0 0 ALCATEL SPONSOREDADR 013904305 12810 1051760 SH DEFINED 1051760 0 0 ALLEGHENY ENERGY INC COM 017361106 896 22300 SH DEFINED 22300 0 0 ALLERGAN INC COM 018490102 203 1800 SH DEFINED 1800 0 0 ALLIANT ENERGY CORP COM 018802108 350 9800 SH DEFINED 9800 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 357 4400 SH DEFINED 4400 0 0 ALLIANCEBERNSTEIN HOLDING L UNITLTDPARTN 01881G106 7029 101890 SH DEFINED 101890 0 0 ALLIED IRISH BKS P L C SPONADRORD 019228402 292 5400 SH DEFINED 5400 0 0 ALLSTATE CORP COM 020002101 891 14200 SH DEFINED 14200 0 0 ALLTEL CORP COM 020039103 866 15600 SH DEFINED 15600 0 0 ALTERA CORP COM 021441100 735 40000 SH DEFINED 40000 0 0 ALTIRIS INC COM 02148M100 711 33700 SH DEFINED 33700 0 0 ALTRIA GROUP INC COM 02209S103 40594 530300 SH DEFINED 530300 0 0 AMAZON COM INC NOTE4.750%2/0 023135AF3 4850 5000000 SH DEFINED 5000000 0 0 AMBAC FINL GROUP INC COM 023139108 331 4000 SH DEFINED 4000 0 0 AMERCO COM 023586100 334 4500 SH DEFINED 4500 0 0 AMEREN CORP COM 023608102 2640 50000 SH DEFINED 50000 0 0 AMERICA MOVIL S A DE C V SPONADRLSHS 02364W105 287 7300 SH DEFINED 7300 0 0 AMERICAN AXLE & MFG HLDGS I COM 024061103 501 30000 SH DEFINED 30000 0 0 AMERICAN EXPRESS CO COM 025816109 13740 245000 SH DEFINED 245000 0 0 AMERICAN INTL GROUP INC COM 026874107 225 3400 SH DEFINED 3400 0 0 AMERICAN INTL GROUP INC DBCV11/0 026874AP2 4068 5800000 SH DEFINED 5800000 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 5757 312378 SH DEFINED 312378 0 0 AMERICAN MED SYS HLDGS INC NOTE3.250%7/0 02744MAA6 4680 4000000 SH DEFINED 4000000 0 0 AMERICAN STD COS INC DEL COM 029712106 3421 81516 SH DEFINED 81516 0 0 AMERICAN TOWER CORP CLA 029912201 299 8200 SH DEFINED 8200 0 0 AMERICAN WOODMARK CORP COM 030506109 276 8200 SH DEFINED 8200 0 0 AMERICREDIT CORP COM 03060R101 400 16000 SH DEFINED 16000 0 0 AMERIGROUP CORP COM 03073T102 443 15000 SH DEFINED 15000 0 0 AMERITYRE CORP COM 03073V107 480 77741 SH DEFINED 77741 0 0 AMERIPRISE FINL INC COM 03076C106 13334 284300 SH DEFINED 284300 0 0 AMIS HLDGS INC COM 031538101 286 30100 SH DEFINED 30100 0 0 AMKOR TECHNOLOGY INC COM 031652100 103 20000 SH DEFINED 20000 0 0 AMSOUTH BANCORPORATION COM 032165102 3917 134900 SH DEFINED 134900 0 0 ANADARKO PETE CORP COM 032511107 10953 249900 SH DEFINED 249900 0 0 ANALOG DEVICES INC COM 032654105 479 16300 SH DEFINED 16300 0 0 ANDREW CORP COM 034425108 185 20000 SH DEFINED 20000 0 0 ANDRX CORP DEL ANDRXGROUP 034553107 21339 873470 SH DEFINED 873470 0 0 ANGIOTECH PHARMACEUTICALS I COM 034918102 265 30200 SH DEFINED 30200 0 0 ANHEUSER BUSCH COS INC COM 035229103 14486 304909 SH DEFINED 304909 0 0 ANIXTER INTL INC COM 035290105 3467 61400 SH DEFINED 61400 0 0 ANIXTER INTL INC NOTE7/0 035290AG0 3415 4000000 SH DEFINED 4000000 0 0 ANNTAYLOR STORES CORP COM 036115103 8295 198150 SH DEFINED 198150 0 0 AON CORP COM 037389103 9070 267800 SH DEFINED 267800 0 0 APACHE CORP COM 037411105 9625 152300 SH DEFINED 152300 0 0 APOLLO GROUP INC CLA 037604105 1669 33900 SH DEFINED 33900 0 0 APPLE COMPUTER INC COM 037833100 6464 83909 SH DEFINED 83909 0 0 APPLIED MATLS INC COM 038222105 1337 75400 SH DEFINED 75400 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 2359 816352 SH DEFINED 816352 0 0 AQUANTIVE INC COM 03839G105 224 9500 SH DEFINED 9500 0 0 ARBITRON INC COM 03875Q108 740 20000 SH DEFINED 20000 0 0 ARCH COAL INC COM 039380100 2852 98655 SH DEFINED 98655 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 693 18300 SH DEFINED 18300 0 0 ARIBA INC COMNEW 04033V203 1133 151300 SH DEFINED 151300 0 0 ARKANSAS BEST CORP DEL COM 040790107 826 19200 SH DEFINED 19200 0 0 ARMOR HOLDINGS INC COM 042260109 665 11600 SH DEFINED 11600 0 0 ARQULE INC COM 04269E107 2801 665395 SH DEFINED 665395 0 0 ARROW ELECTRS INC COM 042735100 239 8700 SH DEFINED 8700 0 0 ARROW INTL INC COM 042764100 251 7900 SH DEFINED 7900 0 0 ASHLAND INC NEW COM 044209104 644 10100 SH DEFINED 10100 0 0 ASSOCIATED BANC CORP COM 045487105 715 22000 SH DEFINED 22000 0 0 ASSURANT INC COM 04621X108 13352 250000 SH DEFINED 250000 0 0 ASTORIA FINL CORP COM 046265104 6314 204854 SH DEFINED 204854 0 0 ASTRAZENECA PLC SPONSOREDADR 046353108 356 5700 SH DEFINED 5700 0 0 ATHEROGENICS INC NOTE1.500%2/0 047439AD6 102 132000 SH DEFINED 132000 0 0 ATLAS AIR WORLDWIDE HLDGS I COMNEW 049164205 213 4900 SH DEFINED 4900 0 0 ATMEL CORP COM 049513104 372 61600 SH DEFINED 61600 0 0 AURORA OIL & GAS CORP COM 052036100 283 92600 SH DEFINED 92600 0 0 AUTONATION INC COM 05329W102 368 17600 SH DEFINED 17600 0 0 AUTOZONE INC COM 053332102 5299 51300 SH DEFINED 51300 0 0 AUXILIUM PHARMACEUTICALS IN COM 05334D107 759 75000 SH DEFINED 75000 0 0 AVAYA INC COM 053499109 8122 709922 SH DEFINED 709922 0 0 AVERY DENNISON CORP COM 053611109 933 15500 SH DEFINED 15500 0 0 AVID TECHNOLOGY INC COM 05367P100 3120 85670 SH DEFINED 85670 0 0 AVISTA CORP COM 05379B107 5482 231513 SH DEFINED 231513 0 0 AVNET INC COM 053807103 4681 238600 SH DEFINED 238600 0 0 AVON PRODS INC COM 054303102 8623 281250 SH DEFINED 281250 0 0 AWARE INC MASS COM 05453N100 62 11000 SH DEFINED 11000 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 635 90000 SH DEFINED 90000 0 0 AXCAN PHARMA INC COM 054923107 285 20900 SH DEFINED 20900 0 0 BCE INC COMNEW 05534B760 504 18600 SH DEFINED 18600 0 0 BG PLC ADRFININSTN 055434203 5201 85300 SH DEFINED 85300 0 0 BISYS GROUP INC COM 055472104 6742 620844 SH DEFINED 620844 0 0 BJS WHOLESALE CLUB INC COM 05548J106 802 27500 SH DEFINED 27500 0 0 BP PLC SPONSOREDADR 055622104 18310 279200 SH DEFINED 279200 0 0 BAIDU COM INC SPONADRREPA 056752108 1331 15200 SH DEFINED 15200 0 0 BAKER HUGHES INC COM 057224107 10395 152414 SH DEFINED 152414 0 0 BALL CORP COM 058498106 263 6500 SH DEFINED 6500 0 0 BANCO SANTANDER CHILE NEW SPADRREPCOM 05965X109 326 7200 SH DEFINED 7200 0 0 BANK OF AMERICA CORPORATION COM 060505104 24642 460000 SH DEFINED 460000 0 0 BANK HAWAII CORP COM 062540109 241 5000 SH DEFINED 5000 0 0 BANK NEW YORK INC COM 064057102 4333 122900 SH DEFINED 122900 0 0 BAXTER INTL INC COM 071813109 6451 141900 SH DEFINED 141900 0 0 BEA SYS INC COM 073325102 692 45500 SH DEFINED 45500 0 0 BEACON POWER CORP COM 073677106 280 222000 SH DEFINED 222000 0 0 BEACON ROOFING SUPPLY INC COM 073685109 5787 285925 SH DEFINED 285925 0 0 BEAR STEARNS COS INC COM 073902108 504 3600 SH DEFINED 3600 0 0 BEAZER HOMES USA INC NOTE4.625%6/1 07556QAL9 93 88000 SH DEFINED 88000 0 0 BECKMAN COULTER INC COM 075811109 524 9100 SH DEFINED 9100 0 0 BECTON DICKINSON & CO COM 075887109 21201 300000 SH DEFINED 300000 0 0 BED BATH & BEYOND INC COM 075896100 517 13500 SH DEFINED 13500 0 0 BELDEN CDT INC COM 077454106 340 8900 SH DEFINED 8900 0 0 BENCHMARK ELECTRS INC COM 08160H101 269 10000 SH DEFINED 10000 0 0 BERKLEY W R CORP COM 084423102 265 7500 SH DEFINED 7500 0 0 BERKSHIRE HATHAWAY INC DEL CLA 084670108 7281 76 SH DEFINED 76 0 0 BERKSHIRE HATHAWAY INC DEL CLB 084670207 3225 1016 SH DEFINED 1016 0 0 BEST BUY INC COM 086516101 1007 18800 SH DEFINED 18800 0 0 BEST BUY INC SDCV2.250%1/1 086516AF8 20542 17005000 SH DEFINED 17005000 0 0 BHP BILLITON LTD SPONSOREDADR 088606108 1042 27500 SH DEFINED 27500 0 0 BIOMET INC COM 090613100 16388 509100 SH DEFINED 509100 0 0 BIOMARIN PHARMACEUTICAL INC NOTE2.500%3/2 09061GAC5 2192 2000000 SH DEFINED 2000000 0 0 BIOSANTE PHARMACEUTICALS IN COMNEW 09065V203 250 130000 SH DEFINED 130000 0 0 BIOVAIL CORP COM 09067J109 975 64000 SH DEFINED 64000 0 0 BLACKROCK INC CLA 09247X101 402 2700 SH DEFINED 2700 0 0 BLOCK H & R INC COM 093671105 978 45000 SH DEFINED 45000 0 0 BLYTH INC COM 09643P108 365 15000 SH DEFINED 15000 0 0 BOB EVANS FARMS INC COM 096761101 303 10000 SH DEFINED 10000 0 0 BOEING CO COM 097023105 34925 442930 SH DEFINED 442930 0 0 BORDERS GROUP INC COM 099709107 2856 140000 SH DEFINED 140000 0 0 BORLAND SOFTWARE CORP COM 099849101 143 25000 SH DEFINED 25000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 8361 565300 SH DEFINED 565300 0 0 BOWATER INC COM 102183100 206 10000 SH DEFINED 10000 0 0 BOYD GAMING CORP COM 103304101 538 14000 SH DEFINED 14000 0 0 BRANDYWINE RLTY TR SHBENINTNEW 105368203 290 8900 SH DEFINED 8900 0 0 BRIGGS & STRATTON CORP COM 109043109 689 25000 SH DEFINED 25000 0 0 BRINKER INTL INC COM 109641100 886 22100 SH DEFINED 22100 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 498 20000 SH DEFINED 20000 0 0 BRISTOL MYERS SQUIBB CO DBCV9/1 110122AN8 13287 13246000 SH DEFINED 13246000 0 0 BROADCOM CORP CLA 111320107 843 27800 SH DEFINED 27800 0 0 BROCADE COMMUNICATIONS SYS COM 111621108 347 49100 SH DEFINED 49100 0 0 BROOKFIELD ASSET MGMT INC CLALTDVTSH 112585104 479 10800 SH DEFINED 10800 0 0 BROOKFIELD HOMES CORP COM 112723101 391 13900 SH DEFINED 13900 0 0 BROOKS AUTOMATION INC COM 114340102 2369 181500 SH DEFINED 181500 0 0 BROWN FORMAN CORP CLB 115637209 261 3400 SH DEFINED 3400 0 0 BROWN SHOE INC NEW COM 115736100 624 17400 SH DEFINED 17400 0 0 BRUNSWICK CORP COM 117043109 2589 83000 SH DEFINED 83000 0 0 BSQUARE CORP COMNEW 11776U300 182 90547 SH DEFINED 90547 0 0 BUCYRUS INTL INC NEW CLA 118759109 424 10000 SH DEFINED 10000 0 0 BURGER KING HLDGS INC COM 121208201 2443 153042 SH DEFINED 153042 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 492 6700 SH DEFINED 6700 0 0 CBRL GROUP INC COM 12489V106 902 22300 SH DEFINED 22300 0 0 C D W CORP COM 12512N105 2387 38700 SH DEFINED 38700 0 0 CEC ENTMT INC COM 125137109 356 11300 SH DEFINED 11300 0 0 CF INDS HLDGS INC COM 125269100 30075 1761842 SH DEFINED 1761842 0 0 CIGNA CORP COM 125509109 1570 13500 SH DEFINED 13500 0 0 CIT GROUP INC COM 125581108 272 5600 SH DEFINED 5600 0 0 CKE RESTAURANTS INC COM 12561E105 871 52100 SH DEFINED 52100 0 0 CMS ENERGY CORP COM 125896100 9730 673800 SH DEFINED 673800 0 0 CNA FINL CORP COM 126117100 919 25500 SH DEFINED 25500 0 0 CRA INTL INC COM 12618T105 5946 124769 SH DEFINED 124769 0 0 CSX CORP COM 126408103 210 6400 SH DEFINED 6400 0 0 CVS CORP COM 126650100 27920 869240 SH DEFINED 869240 0 0 CV THERAPEUTICS INC COM 126667104 131 11800 SH DEFINED 11800 0 0 CA INC COM 12673P105 715 30200 SH DEFINED 30200 0 0 CACI INTL INC CLA 127190304 37773 686660 SH DEFINED 686660 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 6384 376400 SH DEFINED 376400 0 0 CAESARS ENTMT INC FRNT4/1 127687AB7 25596 21600000 SH DEFINED 21600000 0 0 CAL DIVE INTL INC NOTE3.250%12/1 127914AB5 3520 2632000 SH DEFINED 2632000 0 0 CALAMOS ASSET MGMT INC CLA 12811R104 264 9000 SH DEFINED 9000 0 0 CALIFORNIA PIZZA KITCHEN IN COM 13054D109 359 12000 SH DEFINED 12000 0 0 CAMPBELL SOUP CO COM 134429109 256 7000 SH DEFINED 7000 0 0 CAPITAL ONE FINL CORP COM 14040H105 897 11400 SH DEFINED 11400 0 0 CAPITALSOURCE INC COM 14055X102 10715 415000 SH DEFINED 415000 0 0 CARDINAL HEALTH INC COM 14149Y108 250 3800 SH DEFINED 3800 0 0 CAREER EDUCATION CORP COM 141665109 5885 261560 SH DEFINED 261560 0 0 CAREMARK RX INC COM 141705103 323 5700 SH DEFINED 5700 0 0 CARMAX INC COM 143130102 692 16600 SH DEFINED 16600 0 0 CARMIKE CINEMAS INC COM 143436400 3430 199650 SH DEFINED 199650 0 0 CARNIVAL CORP PAIREDCTF 143658300 1392 29600 SH DEFINED 29600 0 0 CASH AMER INTL INC COM 14754D100 328 8400 SH DEFINED 8400 0 0 CATERPILLAR INC DEL COM 149123101 23927 363629 SH DEFINED 363629 0 0 CELANESE CORP DEL COMSERA 150870103 741 41400 SH DEFINED 41400 0 0 CELL THERAPEUTICS INC COM 150934107 162 95000 SH DEFINED 95000 0 0 CELL THERAPEUTICS INC NOTE4.000%7/0 150934AF4 88 176000 SH DEFINED 176000 0 0 CELESTICA INC SUBVTGSHS 15101Q108 1049 97700 SH DEFINED 97700 0 0 CELGENE CORP COM 151020104 329 7600 SH DEFINED 7600 0 0 CEPHALON INC COM 156708109 9176 148600 SH DEFINED 148600 0 0 CERIDIAN CORP NEW COM 156779100 2057 92000 SH DEFINED 92000 0 0 CHAMPION ENTERPRISES INC COM 158496109 104 15000 SH DEFINED 15000 0 0 CHARLES RIVER ASSOCIATES DBCV2.875%6/1 159852AB8 7115 5250000 SH DEFINED 5250000 0 0 CHARTER COMMUNICATIONS INC CLA 16117M107 2710 1782714 SH DEFINED 1782714 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 445 59436 SH DEFINED 59436 0 0 CHECKFREE CORP NEW COM 162813109 11909 288205 SH DEFINED 288205 0 0 CHEESECAKE FACTORY INC COM 163072101 4078 150000 SH DEFINED 150000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 11983 413500 SH DEFINED 413500 0 0 CHICAGO MERCANTILE HLDGS IN CLA 167760107 335 700 SH DEFINED 700 0 0 CHICOS FAS INC COM 168615102 3819 177400 SH DEFINED 177400 0 0 CHINA GRENTECH CORP LTD ADR 16938P107 536 51746 SH DEFINED 51746 0 0 CHUBB CORP COM 171232101 21122 406500 SH DEFINED 406500 0 0 CIENA CORP NOTE0.250%5/0 171779AB7 892 1000000 SH DEFINED 1000000 0 0 CINCINNATI BELL INC NEW COM 171871106 61 12600 SH DEFINED 12600 0 0 CINCINNATI FINL CORP COM 172062101 260 5400 SH DEFINED 5400 0 0 CIRCUIT CITY STORE INC COM 172737108 10328 411300 SH DEFINED 411300 0 0 CIRRUS LOGIC INC COM 172755100 269 36900 SH DEFINED 36900 0 0 CISCO SYS INC COM 17275R102 5610 243900 SH DEFINED 243900 0 0 CINTAS CORP COM 172908105 902 22100 SH DEFINED 22100 0 0 CITIGROUP INC COM 172967101 5816 117100 SH DEFINED 117100 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 281 20000 SH DEFINED 20000 0 0 CITY NATL CORP COM 178566105 248 3700 SH DEFINED 3700 0 0 CLAIRES STORES INC COM 179584107 875 30000 SH DEFINED 30000 0 0 CLAYTON HLDGS INC COM 18418N107 654 52000 SH DEFINED 52000 0 0 CLEAR CHANNEL COMMUNICATION COM 184502102 4298 148975 SH DEFINED 148975 0 0 CLEVELAND CLIFFS INC COM 185896107 1715 45000 SH DEFINED 45000 0 0 CLOROX CO DEL COM 189054109 22428 356000 SH DEFINED 356000 0 0 COACH INC COM 189754104 20248 588600 SH DEFINED 588600 0 0 COCA COLA CO COM 191216100 16759 375100 SH DEFINED 375100 0 0 COCA COLA ENTERPRISES INC COM 191219104 15995 767900 SH DEFINED 767900 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 14550 196467 SH DEFINED 196467 0 0 COLDWATER CREEK INC COM 193068103 211 7320 SH DEFINED 7320 0 0 COLGATE PALMOLIVE CO COM 194162103 24200 389700 SH DEFINED 389700 0 0 COLONIAL BANCGROUP INC COM 195493309 255 10400 SH DEFINED 10400 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 871 15600 SH DEFINED 15600 0 0 COMBINATORX INC COM 20010A103 373 59871 SH DEFINED 59871 0 0 COMCAST CORP NEW CLA 20030N101 321 8700 SH DEFINED 8700 0 0 COMCAST CORP NEW CLASPL 20030N200 320 8700 SH DEFINED 8700 0 0 COMERICA INC COM 200340107 1969 34600 SH DEFINED 34600 0 0 COMMERCE GROUP INC MASS COM 200641108 255 8500 SH DEFINED 8500 0 0 COMMERCIAL METALS CO COM 201723103 1785 87800 SH DEFINED 87800 0 0 COMMERCIAL VEH GROUP INC COM 202608105 1617 83978 SH DEFINED 83978 0 0 COMMSCOPE INC SDCV1.000%3/1 203372AD9 7906 5000000 SH DEFINED 5000000 0 0 COMPANHIA BRASILEIRA DE DIS SPONADRPFD 20440T201 315 12100 SH DEFINED 12100 0 0 COMPANHIA VALE DO RIO DOCE SPONSOREDADR 204412209 789 36600 SH DEFINED 36600 0 0 COMPASS BANCSHARES INC COM 20449H109 14858 260750 SH DEFINED 260750 0 0 COMPUTER ASSOC INTL INC NOTE1.625%12/1 204912AQ2 31170 25000000 SH DEFINED 25000000 0 0 COMPUTER SCIENCES CORP COM 205363104 5909 120300 SH DEFINED 120300 0 0 COMPUWARE CORP COM 205638109 2211 283800 SH DEFINED 283800 0 0 COMVERSE TECHNOLOGY INC COMPAR$0.10 205862402 6817 317973 SH DEFINED 317973 0 0 CONAGRA FOODS INC COM 205887102 2815 115000 SH DEFINED 115000 0 0 CONCORD CAMERA CORP COM 206156101 249 498551 SH DEFINED 498551 0 0 CONMED CORP NOTE2.500%11/1 207410AD3 133 154000 SH DEFINED 154000 0 0 CONOCOPHILLIPS COM 20825C104 14448 242700 SH DEFINED 242700 0 0 CONSECO INC PFDBCV5.50% 208464867 18224 710500 SH DEFINED 710500 0 0 CONSECO INC COMNEW 208464883 14112 672300 SH DEFINED 672300 0 0 CONSOLIDATED EDISON INC COM 209115104 1160 25100 SH DEFINED 25100 0 0 CONSTELLATION ENERGY GROUP COM 210371100 48408 817700 SH DEFINED 817700 0 0 CONTINENTAL AIRLS INC CLB 210795308 427 15100 SH DEFINED 15100 0 0 CONTINENTAL AIRLS INC NOTE4.500%2/0 210795PD6 2944 3000000 SH DEFINED 3000000 0 0 COOPER TIRE & RUBR CO COM 216831107 503 50000 SH DEFINED 50000 0 0 COPART INC COM 217204106 293 10400 SH DEFINED 10400 0 0 COREL CORP NEW COM 21869X103 470 36500 SH DEFINED 36500 0 0 CORINTHIAN COLLEGES INC COM 218868107 432 40000 SH DEFINED 40000 0 0 CORN PRODS INTL INC COM 219023108 335 10300 SH DEFINED 10300 0 0 CORNING INC COM 219350105 10914 447127 SH DEFINED 447127 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 41086 456965 SH DEFINED 456965 0 0 COST PLUS INC CALIF COM 221485105 120 10000 SH DEFINED 10000 0 0 COSTCO WHSL CORP NEW COM 22160K105 16409 330300 SH DEFINED 330300 0 0 COSTAR GROUP INC COM 22160N109 413 10000 SH DEFINED 10000 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 1139 32500 SH DEFINED 32500 0 0 COVANTA HLDG CORP COM 22282E102 215 10000 SH DEFINED 10000 0 0 COVENTRY HEALTH CARE INC COM 222862104 5770 112000 SH DEFINED 112000 0 0 COX RADIO INC CLA 224051102 635 41400 SH DEFINED 41400 0 0 CREDENCE SYS CORP COM 225302108 117 41000 SH DEFINED 41000 0 0 CREE INC COM 225447101 794 39500 SH DEFINED 39500 0 0 CROWN HOLDINGS INC COM 228368106 210 11300 SH DEFINED 11300 0 0 CUBIST PHARMACEUTICALS INC NOTE2.250%6/1 229678AC1 988 1000000 SH DEFINED 1000000 0 0 CUMMINS INC COM 231021106 203 1700 SH DEFINED 1700 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 345 19400 SH DEFINED 19400 0 0 CYPRESS SEMICONDUCTOR CORP NOTE1.250%6/1 232806AH2 28186 21850000 SH DEFINED 21850000 0 0 CYTORI THERAPEUTICS INC COM 23283K105 460 95700 SH DEFINED 95700 0 0 DRS TECHNOLOGIES INC COM 23330X100 8772 200871 SH DEFINED 200871 0 0 D R HORTON INC COM 23331A109 10267 428700 SH DEFINED 428700 0 0 DTE ENERGY CO COM 233331107 14528 350000 SH DEFINED 350000 0 0 DTS INC COM 23335C101 12936 610765 SH DEFINED 610765 0 0 DADE BEHRING HLDGS INC COM 23342J206 462 11500 SH DEFINED 11500 0 0 DAVITA INC COM 23918K108 203 3500 SH DEFINED 3500 0 0 DEALERTRACK HLDGS INC COM 242309102 2041 92317 SH DEFINED 92317 0 0 DEAN FOODS CO NEW COM 242370104 7022 167100 SH DEFINED 167100 0 0 DECODE GENETICS INC COM 243586104 165 30000 SH DEFINED 30000 0 0 DEERE & CO COM 244199105 453 5400 SH DEFINED 5400 0 0 DEL MONTE FOODS CO COM 24522P103 556 53200 SH DEFINED 53200 0 0 DELL INC COM 24702R101 1686 73800 SH DEFINED 73800 0 0 DELUXE CORP COM 248019101 487 28500 SH DEFINED 28500 0 0 DENTSPLY INTL INC NEW COM 249030107 250 8300 SH DEFINED 8300 0 0 DEVON ENERGY CORP NEW COM 25179M103 1048 16600 SH DEFINED 16600 0 0 DEVON ENERGY CORP NEW DEB4.900%8/1 25179MAA1 31671 25150000 SH DEFINED 25150000 0 0 DEVON ENERGY CORP NEW DEB4.950%8/1 25179MAB9 24104 19130000 SH DEFINED 19130000 0 0 DEVRY INC DEL COM 251893103 317 14900 SH DEFINED 14900 0 0 DIAGEO P L C SPONADRNEW 25243Q205 433 6100 SH DEFINED 6100 0 0 DIAMOND OFFSHORE DRILLING I COM 25271C102 11724 162000 SH DEFINED 162000 0 0 DICKS SPORTING GOODS INC COM 253393102 7686 168850 SH DEFINED 168850 0 0 DIGITAL INSIGHT CORP COM 25385P106 3698 126114 SH DEFINED 126114 0 0 DIGITAL RLTY TR INC COM 253868103 1253 40000 SH DEFINED 40000 0 0 DIGITAS INC COM 25388K104 140 14600 SH DEFINED 14600 0 0 DIGITAL MUSIC GROUP INC COM 25388X106 254 40447 SH DEFINED 40447 0 0 DILLARDS INC CLA 254067101 2821 86200 SH DEFINED 86200 0 0 DIRECTED ELECTRONICS INC COM 254575103 1050 69504 SH DEFINED 69504 0 0 DIRECTV GROUP INC COM 25459L106 789 40100 SH DEFINED 40100 0 0 DISNEY WALT CO COMDISNEY 254687106 3502 113306 SH DEFINED 113306 0 0 DISNEY WALT CO NOTE2.125%4/1 254687AU0 3963 3500000 SH DEFINED 3500000 0 0 DOLLAR GEN CORP COM 256669102 8586 629942 SH DEFINED 629942 0 0 DOLLAR THRIFTY AUTOMOTIVE G COM 256743105 490 11000 SH DEFINED 11000 0 0 DOMINION RES INC VA NEW COM 25746U109 2593 33900 SH DEFINED 33900 0 0 DOMINOS PIZZA INC COM 25754A201 6064 236400 SH DEFINED 236400 0 0 DONNELLEY R R & SONS CO COM 257867101 2343 71100 SH DEFINED 71100 0 0 DORAL FINL CORP COM 25811P100 254 38600 SH DEFINED 38600 0 0 DOVER CORP COM 260003108 21090 444572 SH DEFINED 444572 0 0 DOW CHEM CO COM 260543103 5691 146000 SH DEFINED 146000 0 0 DREAMWORKS ANIMATION SKG IN CLA 26153C103 219 8800 SH DEFINED 8800 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 30672 715975 SH DEFINED 715975 0 0 DUKE ENERGY CORP NEW COM 26441C105 16223 537200 SH DEFINED 537200 0 0 DURA AUTOMOTIVE SYSTEMS COR CLA 265903104 26 100000 SH DEFINED 100000 0 0 DYAX CORP COM 26746E103 40 12000 SH DEFINED 12000 0 0 EGL INC COM 268484102 233 6400 SH DEFINED 6400 0 0 E M C CORP MASS COM 268648102 574 47900 SH DEFINED 47900 0 0 ENSCO INTL INC COM 26874Q100 657 15000 SH DEFINED 15000 0 0 EOG RES INC COM 26875P101 852 13100 SH DEFINED 13100 0 0 E TRADE FINANCIAL CORP COM 269246104 414 17300 SH DEFINED 17300 0 0 EAGLE MATERIALS INC COM 26969P108 674 20000 SH DEFINED 20000 0 0 EARTHLINK INC COM 270321102 401 55200 SH DEFINED 55200 0 0 EASTMAN CHEM CO COM 277432100 864 16000 SH DEFINED 16000 0 0 EASTMAN KODAK CO COM 277461109 672 30000 SH DEFINED 30000 0 0 EATON CORP COM 278058102 351 5100 SH DEFINED 5100 0 0 EBAY INC COM 278642103 5775 203636 SH DEFINED 203636 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 680 20775 SH DEFINED 20775 0 0 EDISON INTL COM 281020107 1158 27800 SH DEFINED 27800 0 0 EDWARDS AG INC COM 281760108 602 11300 SH DEFINED 11300 0 0 EL PASO CORP COM 28336L109 229 16800 SH DEFINED 16800 0 0 ELAN PLC ADR 284131208 1213 78900 SH DEFINED 78900 0 0 ELECTRONIC ARTS INC COM 285512109 17045 306127 SH DEFINED 306127 0 0 ELIZABETH ARDEN INC COM 28660G106 1807 111800 SH DEFINED 111800 0 0 EMBRAER-EMPRESA BRASILEIRA SPADRCOMSHS 29081M102 7717 196500 SH DEFINED 196500 0 0 EMERSON ELEC CO COM 291011104 8387 100015 SH DEFINED 100015 0 0 ENCANA CORP COM 292505104 719 15400 SH DEFINED 15400 0 0 ENCORE MED CORP COM 29256E109 8834 1402239 SH DEFINED 1402239 0 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 439 13500 SH DEFINED 13500 0 0 ENERGY CONVERSION DEVICES I COM 292659109 1852 50000 SH DEFINED 50000 0 0 ENERGEN CORP COM 29265N108 796 19000 SH DEFINED 19000 0 0 ENERGIZER HLDGS INC COM 29266R108 2412 33500 SH DEFINED 33500 0 0 ENERPLUS RES FD UNITTRGNEW 29274D604 267 5300 SH DEFINED 5300 0 0 ENPRO INDS INC COM 29355X107 301 10000 SH DEFINED 10000 0 0 ENTERGY CORP NEW COM 29364G103 8144 104100 SH DEFINED 104100 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 240 7100 SH DEFINED 7100 0 0 EVERGREEN SOLAR INC NOTE4.375%7/0 30033RAB4 290 230000 SH DEFINED 230000 0 0 EXELON CORP COM 30161N101 7489 123700 SH DEFINED 123700 0 0 EXPEDIA INC DEL COM 30212P105 314 20000 SH DEFINED 20000 0 0 EXPLORATION CO COMNEW 302133202 2998 313300 SH DEFINED 313300 0 0 EXPRESS SCRIPTS INC COM 302182100 4348 57600 SH DEFINED 57600 0 0 EXPRESSJET HOLDINGS INC CLA 30218U108 172 26000 SH DEFINED 26000 0 0 FLIR SYS INC NOTE3.000%6/0 302445AB7 1359 1000000 SH DEFINED 1000000 0 0 F M C CORP COMNEW 302491303 256 4000 SH DEFINED 4000 0 0 FMC TECHNOLOGIES INC COM 30249U101 1074 20000 SH DEFINED 20000 0 0 FPL GROUP INC COM 302571104 64049 1423305 SH DEFINED 1423305 0 0 FACTSET RESH SYS INC COM 303075105 1103 22700 SH DEFINED 22700 0 0 FAIRCHILD SEMICONDUCTOR INT COM 303726103 935 50000 SH DEFINED 50000 0 0 FAMILY DLR STORES INC COM 307000109 2985 102100 SH DEFINED 102100 0 0 FASTENAL CO COM 311900104 420 10900 SH DEFINED 10900 0 0 FEDERAL HOME LN MTG CORP COM 313400301 15780 237900 SH DEFINED 237900 0 0 FEDERAL NATL MTG ASSN COM 313586109 671 12000 SH DEFINED 12000 0 0 FEDERATED DEPT STORES INC D COM 31410H101 3111 72000 SH DEFINED 72000 0 0 FEDEX CORP COM 31428X106 967 8900 SH DEFINED 8900 0 0 FIDELITY NATL INFORMATION S COM 31620M106 35298 954000 SH DEFINED 954000 0 0 FIDELITY NATL FINL INC COM 316326107 700 16800 SH DEFINED 16800 0 0 51JOB INC SPADRREPCOM 316827104 134 10000 SH DEFINED 10000 0 0 FILENET CORP COM 316869106 17415 500000 SH DEFINED 500000 0 0 FIRST AMERN CORP CALIF COM 318522307 711 16800 SH DEFINED 16800 0 0 FIRST BANCORP P R COM 318672102 234 21200 SH DEFINED 21200 0 0 FIRST DATA CORP COM 319963104 2108 50200 SH DEFINED 50200 0 0 FIRST HORIZON NATL CORP COM 320517105 395 10400 SH DEFINED 10400 0 0 FIRST INDUSTRIAL REALTY TRU COM 32054K103 893 20300 SH DEFINED 20300 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 9690 255747 SH DEFINED 255747 0 0 FISERV INC COM 337738108 320 6800 SH DEFINED 6800 0 0 FLAGSTAR BANCORP INC COM 337930101 509 35000 SH DEFINED 35000 0 0 FISHER SCIENTIFIC INTL INC COMNEW 338032204 642 8200 SH DEFINED 8200 0 0 FOCUS MEDIA HLDG LTD SPONSOREDADR 34415V109 434 7500 SH DEFINED 7500 0 0 FOMENTO ECONOMICO MEXICANO SPONADRUNITS 344419106 2617 27000 SH DEFINED 27000 0 0 FOOT LOCKER INC COM 344849104 12875 509900 SH DEFINED 509900 0 0 FORD MTR CO DEL COMPAR$0.01 345370860 6375 788000 SH DEFINED 788000 0 0 FORD MTR CO CAP TR II PFDTRCV6.5% 345395206 1010 30000 SH DEFINED 30000 0 0 FORDING CDN COAL TR TRUNIT 345425102 247 9300 SH DEFINED 9300 0 0 FOREST OIL CORP COMPAR$0.01 346091705 632 20000 SH DEFINED 20000 0 0 FORMFACTOR INC COM 346375108 843 20000 SH DEFINED 20000 0 0 FORTUNE BRANDS INC COM 349631101 37555 500000 SH DEFINED 500000 0 0 FOSSIL INC COM 349882100 635 29500 SH DEFINED 29500 0 0 FOUNDATION COAL HLDGS INC COM 35039W100 2970 91745 SH DEFINED 91745 0 0 FOUR SEASONS HOTEL INC LTDVTGSH 35100E104 255 4000 SH DEFINED 4000 0 0 FRANKLIN RES INC COM 354613101 10461 98920 SH DEFINED 98920 0 0 FREDS INC CLA 356108100 5314 421100 SH DEFINED 421100 0 0 FREEPORT-MCMORAN COPPER & G CLB 35671D857 7989 150000 SH DEFINED 150000 0 0 FREMONT GEN CORP COM 357288109 1083 77400 SH DEFINED 77400 0 0 FRIEDMAN BILLINGS RAMSEY GR CLA 358434108 138 17200 SH DEFINED 17200 0 0 FRONTIER AIRLINES INC NEW DBCV5.000%12/1 359065AA7 1031 1000000 SH DEFINED 1000000 0 0 FULLER H B CO COM 359694106 691 29500 SH DEFINED 29500 0 0 FULTON FINL CORP PA COM 360271100 248 15300 SH DEFINED 15300 0 0 FURNITURE BRANDS INTL INC COM 360921100 2856 150000 SH DEFINED 150000 0 0 GATX CORP COM 361448103 7389 178600 SH DEFINED 178600 0 0 GAMESTOP CORP NEW CLA 36467W109 301 6500 SH DEFINED 6500 0 0 GANNETT INC COM 364730101 5376 94600 SH DEFINED 94600 0 0 GAP INC DEL COM 364760108 36384 1920000 SH DEFINED 1920000 0 0 GEN-PROBE INC NEW COM 36866T103 3592 76600 SH DEFINED 76600 0 0 GENENTECH INC COMNEW 368710406 240 2900 SH DEFINED 2900 0 0 GENERAL ELECTRIC CO COM 369604103 575 16300 SH DEFINED 16300 0 0 GENERAL MLS INC COM 370334104 12441 219800 SH DEFINED 219800 0 0 GENERAL MTRS CORP COM 370442105 2591 77909 SH DEFINED 77909 0 0 GENERAL MTRS CORP DEBSRCVC33 370442717 22605 987100 SH DEFINED 987100 0 0 GENERAL MTRS CORP DEBSRCONVA 370442741 10395 420000 SH DEFINED 420000 0 0 GENESCO INC COM 371532102 355 10300 SH DEFINED 10300 0 0 GENESEE & WYO INC CLA 371559105 232 10000 SH DEFINED 10000 0 0 GENESIS HEALTHCARE CORP COM 37184D101 267 5600 SH DEFINED 5600 0 0 GENWORTH FINL INC COMCLA 37247D106 396 11300 SH DEFINED 11300 0 0 GEOMET INC DEL COM 37250U201 3139 333974 SH DEFINED 333974 0 0 GENZYME CORP COM 372917104 2959 43858 SH DEFINED 43858 0 0 GETTY IMAGES INC COM 374276103 4392 88400 SH DEFINED 88400 0 0 GILEAD SCIENCES INC COM 375558103 213 3100 SH DEFINED 3100 0 0 GLAXOSMITHKLINE PLC SPONSOREDADR 37733W105 436 8200 SH DEFINED 8200 0 0 GLOBAL CROSSING LTD NOTE5.000%5/1 37932JAA1 3800 3585000 SH DEFINED 3585000 0 0 GLOBAL PMTS INC COM 37940X102 1245 28300 SH DEFINED 28300 0 0 GMARKET INC SPONADR 38012G100 508 34900 SH DEFINED 34900 0 0 GOL LINHAS AEREAS INTLG S A SPADRREPPFD 38045R107 519 15100 SH DEFINED 15100 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 71703 928200 SH DEFINED 928200 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2791 16500 SH DEFINED 16500 0 0 GOODRICH CORP COM 382388106 39892 984504 SH DEFINED 984504 0 0 GOODMAN GLOBAL INC COM 38239A100 6658 498733 SH DEFINED 498733 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1554 107200 SH DEFINED 107200 0 0 GOODYEAR TIRE & RUBR CO NOTE4.000%6/1 382550AR2 176 132000 SH DEFINED 132000 0 0 GOOGLE INC CLA 38259P508 643 1600 SH DEFINED 1600 0 0 GRACE W R & CO DEL NEW COM 38388F108 6078 458366 SH DEFINED 458366 0 0 GRACO INC COM 384109104 891 22800 SH DEFINED 22800 0 0 GRANT PRIDECO INC COM 38821G101 380 10000 SH DEFINED 10000 0 0 GREAT PLAINS ENERGY INC COM 391164100 372 12000 SH DEFINED 12000 0 0 GREY WOLF INC NOTE3.750%5/0 397888AD0 16671 14200000 SH DEFINED 14200000 0 0 GUESS INC COM 401617105 2426 50000 SH DEFINED 50000 0 0 GYMBOREE CORP COM 403777105 844 20000 SH DEFINED 20000 0 0 HCC INS HLDGS INC COM 404132102 598 18200 SH DEFINED 18200 0 0 HDFC BANK LTD ADRREPS3SHS 40415F101 275 4500 SH DEFINED 4500 0 0 HNI CORP COM 404251100 844 20300 SH DEFINED 20300 0 0 HAEMONETICS CORP COM 405024100 3178 67900 SH DEFINED 67900 0 0 HAIN CELESTIAL GROUP INC COM 405217100 279 10900 SH DEFINED 10900 0 0 HALLIBURTON CO COM 406216101 14879 523000 SH DEFINED 523000 0 0 HALLIBURTON CO NOTE3.125%7/1 406216AM3 84206 53464000 SH DEFINED 53464000 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 26 10000 SH DEFINED 10000 0 0 HANA BIOSCIENCES INC COM 40963P105 591 86100 SH DEFINED 86100 0 0 HANOVER COMPRESSOR CO COM 410768105 676 37100 SH DEFINED 37100 0 0 HANOVER INS GROUP INC COM 410867105 263 5900 SH DEFINED 5900 0 0 HANSEN NAT CORP COM 411310105 2404 74000 SH DEFINED 74000 0 0 HARMAN INTL INDS INC COM 413086109 8836 105900 SH DEFINED 105900 0 0 HARRAHS ENTMT INC COM 413619107 6557 98700 SH DEFINED 98700 0 0 HARRIS & HARRIS GROUP INC COM 413833104 517 42107 SH DEFINED 42107 0 0 HARRIS CORP DEL COM 413875105 2469 55500 SH DEFINED 55500 0 0 HARRIS CORP DEL DBCV3.500%8/1 413875AH8 24762 12500000 SH DEFINED 12500000 0 0 HARTE-HANKS INC COM 416196103 264 10000 SH DEFINED 10000 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 1640 18900 SH DEFINED 18900 0 0 HASBRO INC COM 418056107 682 30000 SH DEFINED 30000 0 0 HEALTH MGMT ASSOC INC NEW NOTE1.500%8/0 421933AF9 7126 7000000 SH DEFINED 7000000 0 0 HEALTH GRADES INC COM 42218Q102 74 17000 SH DEFINED 17000 0 0 HEALTH NET INC COM 42222G108 3399 78100 SH DEFINED 78100 0 0 HEARTLAND EXPRESS INC COM 422347104 157 10000 SH DEFINED 10000 0 0 HEINZ H J CO COM 423074103 742 17700 SH DEFINED 17700 0 0 HELIX ENERGY SOLUTIONS GRP COM 42330P107 3270 97900 SH DEFINED 97900 0 0 HELMERICH & PAYNE INC COM 423452101 4173 181200 SH DEFINED 181200 0 0 HEMOSENSE INC COM 423691104 50 21600 SH DEFINED 21600 0 0 HERSHEY CO COM 427866108 246 4600 SH DEFINED 4600 0 0 HESS CORP COM 42809H107 15868 383100 SH DEFINED 383100 0 0 HESS CORP PFDCVACES7% 42809H206 14522 139700 SH DEFINED 139700 0 0 HEWITT ASSOCS INC COM 42822Q100 1179 48600 SH DEFINED 48600 0 0 HEWLETT PACKARD CO COM 428236103 932 25400 SH DEFINED 25400 0 0 HILLENBRAND INDS INC COM 431573104 712 12500 SH DEFINED 12500 0 0 HILTON HOTELS CORP COM 432848109 4640 166618 SH DEFINED 166618 0 0 HOLLY CORP COMPAR$0.01 435758305 264 6100 SH DEFINED 6100 0 0 HOME DEPOT INC COM 437076102 16554 456400 SH DEFINED 456400 0 0 HONEYWELL INTL INC COM 438516106 44870 1097065 SH DEFINED 1097065 0 0 HORMEL FOODS CORP COM 440452100 252 7000 SH DEFINED 7000 0 0 HOSPIRA INC COM 441060100 387 10100 SH DEFINED 10100 0 0 HOUSTON EXPL CO COM 442120101 2531 45887 SH DEFINED 45887 0 0 HOUSTON WIRE & CABLE CO COM 44244K109 601 31950 SH DEFINED 31950 0 0 HOVNANIAN ENTERPRISES INC CLA 442487203 4108 140000 SH DEFINED 140000 0 0 HUBBELL INC CLA 443510102 2632 59020 SH DEFINED 59020 0 0 HUBBELL INC CLB 443510201 43335 904706 SH DEFINED 904706 0 0 HUDSON CITY BANCORP COM 443683107 21775 1643395 SH DEFINED 1643395 0 0 HUMANA INC COM 444859102 1097 16600 SH DEFINED 16600 0 0 HUMAN GENOME SCIENCES INC NOTE2.250%10/1 444903AK4 2018 2000000 SH DEFINED 2000000 0 0 HUNT J B TRANS SVCS INC COM 445658107 2096 100900 SH DEFINED 100900 0 0 HUNTINGTON BANCSHARES INC COM 446150104 16169 675697 SH DEFINED 675697 0 0 HURON CONSULTING GROUP INC COM 447462102 4116 105000 SH DEFINED 105000 0 0 HYDROGENICS CORP COM 448882100 141 100000 SH DEFINED 100000 0 0 IDT CORP CLB 448947309 248 17200 SH DEFINED 17200 0 0 IRSA INVERSIONES Y REP S A GLOBLDEPRCPT 450047204 227 17900 SH DEFINED 17900 0 0 ITT CORP NEW COM 450911102 513 10000 SH DEFINED 10000 0 0 ICICI BK LTD ADR 45104G104 292 9500 SH DEFINED 9500 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 241 17900 SH DEFINED 17900 0 0 ILLINOIS TOOL WKS INC COM 452308109 3197 71200 SH DEFINED 71200 0 0 IMPERIAL OIL LTD COMNEW 453038408 242 7200 SH DEFINED 7200 0 0 INDIA FD INC COM 454089103 5987 135600 SH DEFINED 135600 0 0 INDYMAC BANCORP INC COM 456607100 251 6100 SH DEFINED 6100 0 0 INFINITY PPTY & CAS CORP COM 45665Q103 616 14972 SH DEFINED 14972 0 0 INFORMATICA CORP COM 45666Q102 544 40000 SH DEFINED 40000 0 0 INFOSONICS CORP COM 456784107 91 15000 SH DEFINED 15000 0 0 INFOSPACE INC COMNEW 45678T201 249 13500 SH DEFINED 13500 0 0 INFRASOURCE SVCS INC COM 45684P102 3052 173900 SH DEFINED 173900 0 0 INGRAM MICRO INC CLA 457153104 671 35000 SH DEFINED 35000 0 0 INPUT/OUTPUT INC NOTE5.500%12/1 457652AB1 1045 439000 SH DEFINED 439000 0 0 INSIGHT ENTERPRISES INC COM 45765U103 556 27000 SH DEFINED 27000 0 0 INSMED INC COMNEW 457669208 82 60000 SH DEFINED 60000 0 0 INNERWORKINGS INC COM 45773Y105 413 35165 SH DEFINED 35165 0 0 INTEGRATED DEVICE TECHNOLOG COM 458118106 2822 175700 SH DEFINED 175700 0 0 INTEL CORP COM 458140100 306 14900 SH DEFINED 14900 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 7014 85600 SH DEFINED 85600 0 0 INTERNATIONAL COAL GRP INC COM 45928H106 60 14100 SH DEFINED 14100 0 0 INTERNATIONAL FLAVORS&FRAGR COM 459506101 894 22600 SH DEFINED 22600 0 0 INTERNATIONAL GAME TECHNOLO COM 459902102 212 5100 SH DEFINED 5100 0 0 INTERNATIONAL RECTIFIER COR COM 460254105 348 10000 SH DEFINED 10000 0 0 INTRAWEST CORPORATION COMNEW 460915200 1381 39980 SH DEFINED 39980 0 0 INVACARE CORP COM 461203101 259 11000 SH DEFINED 11000 0 0 INVESTMENT TECHNOLOGY GRP N COM 46145F105 242 5400 SH DEFINED 5400 0 0 INVITROGEN CORP COM 46185R100 3876 61130 SH DEFINED 61130 0 0 INVESTORS FINL SERVICES COR COM 461915100 250 5800 SH DEFINED 5800 0 0 IOMEGA CORP COMNEW 462030305 723 248600 SH DEFINED 248600 0 0 IRON MTN INC COM 462846106 648 15100 SH DEFINED 15100 0 0 ISHARES INC MSCIJAPAN 464286848 6794 501757 SH DEFINED 501757 0 0 ISHARES TR 20+YRTRSBD 464287432 2190 24500 SH DEFINED 24500 0 0 ISHARES TR RUSSELL2000 464287655 6235 86600 SH DEFINED 86600 0 0 IVANHOE MINES LTD COM 46579N103 149 23800 SH DEFINED 23800 0 0 JDS UNIPHASE CORP COM 46612J101 3361 1534550 SH DEFINED 1534550 0 0 JLG INDS INC COM 466210101 810 40900 SH DEFINED 40900 0 0 JP MORGAN CHASE & CO COM 46625H100 9874 210264 SH DEFINED 210264 0 0 JABIL CIRCUIT INC COM 466313103 2231 78100 SH DEFINED 78100 0 0 JEFFERIES GROUP INC NEW COM 472319102 570 20000 SH DEFINED 20000 0 0 JOHNSON CTLS INC COM 478366107 11098 154700 SH DEFINED 154700 0 0 JONES APPAREL GROUP INC COM 480074103 285 8800 SH DEFINED 8800 0 0 JONES SODA CO COM 48023P106 2324 259700 SH DEFINED 259700 0 0 JOS A BANK CLOTHIERS INC COM 480838101 644 21491 SH DEFINED 21491 0 0 JOY GLOBAL INC COM 481165108 1685 44800 SH DEFINED 44800 0 0 JUNIPER NETWORKS INC COM 48203R104 1728 100000 SH DEFINED 100000 0 0 KKR FINL CORP COM 482476306 356 14500 SH DEFINED 14500 0 0 KEANE INC COM 486665102 641 44500 SH DEFINED 44500 0 0 KELLWOOD CO COM 488044108 628 21800 SH DEFINED 21800 0 0 KEMET CORP COM 488360108 1151 142600 SH DEFINED 142600 0 0 KEYCORP NEW COM 493267108 352 9400 SH DEFINED 9400 0 0 KEYSTONE AUTOMOTIVE INDS IN COM 49338N109 308 8100 SH DEFINED 8100 0 0 KING PHARMACEUTICALS INC COM 495582108 1454 85400 SH DEFINED 85400 0 0 KNOLL INC COMNEW 498904200 9549 472700 SH DEFINED 472700 0 0 KOMAG INC COMNEW 500453204 639 20000 SH DEFINED 20000 0 0 KOOKMIN BK NEW SPONSOREDADR 50049M109 367 4700 SH DEFINED 4700 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 4414 545000 SH DEFINED 545000 0 0 KROGER CO COM 501044101 518 22400 SH DEFINED 22400 0 0 LSI LOGIC CORP COM 502161102 411 50000 SH DEFINED 50000 0 0 LSI LOGIC CORP NOTE4.000%5/1 502161AJ1 11957 11950000 SH DEFINED 11950000 0 0 LTX CORP COM 502392103 350 69900 SH DEFINED 69900 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 6289 80288 SH DEFINED 80288 0 0 LAIDLAW INTL INC COM 50730R102 339 12400 SH DEFINED 12400 0 0 LAM RESEARCH CORP COM 512807108 5965 131600 SH DEFINED 131600 0 0 LAMAR ADVERTISING CO CLA 512815101 203 3800 SH DEFINED 3800 0 0 LANDAMERICA FINL GROUP INC COM 514936103 914 13900 SH DEFINED 13900 0 0 LAS VEGAS SANDS CORP COM 517834107 807 11800 SH DEFINED 11800 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 243 35700 SH DEFINED 35700 0 0 LAUDER ESTEE COS INC CLA 518439104 327 8100 SH DEFINED 8100 0 0 LAUREATE EDUCATION INC COM 518613104 617 12900 SH DEFINED 12900 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 144 19800 SH DEFINED 19800 0 0 LEAP WIRELESS INTL INC COMNEW 521863308 868 17900 SH DEFINED 17900 0 0 LEAR CORP COM 521865105 2395 115700 SH DEFINED 115700 0 0 LEGGETT & PLATT INC COM 524660107 275 11000 SH DEFINED 11000 0 0 LEGG MASON INC COM 524901105 6465 64100 SH DEFINED 64100 0 0 LEHMAN BROS HLDGS INC COM 524908100 1522 20600 SH DEFINED 20600 0 0 LENNAR CORP CLA 526057104 982 21700 SH DEFINED 21700 0 0 LENNOX INTL INC COM 526107107 3450 150650 SH DEFINED 150650 0 0 LEUCADIA NATL CORP COM 527288104 251 9600 SH DEFINED 9600 0 0 LEUCADIA NATL CORP NOTE3.750%4/1 527288AX2 9708 7475000 SH DEFINED 7475000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE10.000%5/0 52729NBE9 53400 30000000 SH DEFINED 30000000 0 0 LEXMARK INTL NEW CLA 529771107 1845 32000 SH DEFINED 32000 0 0 LIBERTY GLOBAL INC COMSERC 530555309 313 12500 SH DEFINED 12500 0 0 LIBERTY MEDIA HLDG CORP INTCOMSERA 53071M104 344 16900 SH DEFINED 16900 0 0 LIBERTY MEDIA HLDG CORP CAPCOMSERA 53071M302 217 2600 SH DEFINED 2600 0 0 LIBERTY PPTY TR SHBENINT 531172104 564 11800 SH DEFINED 11800 0 0 LIFE TIME FITNESS INC COM 53217R207 4322 93374 SH DEFINED 93374 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 353 10000 SH DEFINED 10000 0 0 LIGAND PHARMACEUTICALS INC CLB 53220K207 129 12800 SH DEFINED 12800 0 0 LILLY ELI & CO COM 532457108 285 5000 SH DEFINED 5000 0 0 LIMITED BRANDS INC COM 532716107 758 28600 SH DEFINED 28600 0 0 LINCARE HLDGS INC COM 532791100 513 14800 SH DEFINED 14800 0 0 LIONS GATE ENTMNT CORP COMNEW 535919203 3003 300000 SH DEFINED 300000 0 0 LIZ CLAIBORNE INC COM 539320101 2244 56800 SH DEFINED 56800 0 0 LLOYDS TSB GROUP PLC SPONSOREDADR 539439109 348 8600 SH DEFINED 8600 0 0 LOCKHEED MARTIN CORP COM 539830109 430 5000 SH DEFINED 5000 0 0 LOCKHEED MARTIN CORP DBCV8/1 539830AP4 279 220000 SH DEFINED 220000 0 0 LOEWS CORP COM 540424108 781 20600 SH DEFINED 20600 0 0 LOEWS CORP CAROLNAGPSTK 540424207 8680 156700 SH DEFINED 156700 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 1103 22800 SH DEFINED 22800 0 0 LORAL SPACE & COMMUNICATNS COM 543881106 1074 40788 SH DEFINED 40788 0 0 LOUISIANA PAC CORP COM 546347105 2327 124000 SH DEFINED 124000 0 0 LOWES COS INC COM 548661107 11224 400000 SH DEFINED 400000 0 0 LUBRIZOL CORP COM 549271104 777 17000 SH DEFINED 17000 0 0 LUCENT TECHNOLOGIES INC SDCV8.000%8/0 549463AK3 2008 2000000 SH DEFINED 2000000 0 0 LUNA INNOVATIONS COM 550351100 385 104675 SH DEFINED 104675 0 0 MBIA INC COM 55262C100 12288 200000 SH DEFINED 200000 0 0 M D C HLDGS INC COM 552676108 701 15100 SH DEFINED 15100 0 0 MEMC ELECTR MATLS INC COM 552715104 864 23600 SH DEFINED 23600 0 0 MGIC INVT CORP WIS COM 552848103 600 10000 SH DEFINED 10000 0 0 MGM MIRAGE COM 552953101 11274 285500 SH DEFINED 285500 0 0 M/I HOMES INC COM 55305B101 1043 29500 SH DEFINED 29500 0 0 MRV COMMUNICATIONS INC COM 553477100 399 144500 SH DEFINED 144500 0 0 MACROVISION CORP COM 555904101 2137 90200 SH DEFINED 90200 0 0 MANHATTAN ASSOCS INC COM 562750109 719 29800 SH DEFINED 29800 0 0 MANITOWOC INC COM 563571108 12912 288281 SH DEFINED 288281 0 0 MANPOWER INC COM 56418H100 1366 22300 SH DEFINED 22300 0 0 MANULIFE FINL CORP COM 56501R106 323 10000 SH DEFINED 10000 0 0 MARATHON OIL CORP COM 565849106 18279 237700 SH DEFINED 237700 0 0 MARINEMAX INC COM 567908108 5090 200000 SH DEFINED 200000 0 0 MARSH & MCLENNAN COS INC COM 571748102 1886 67000 SH DEFINED 67000 0 0 MARSHALL & ILSLEY CORP COM 571834100 12736 264350 SH DEFINED 264350 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1591 18800 SH DEFINED 18800 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 698 28900 SH DEFINED 28900 0 0 MASSEY ENERGY CORP COM 576206106 4676 223300 SH DEFINED 223300 0 0 MATSUSHITA ELEC INDL ADR 576879209 245 11600 SH DEFINED 11600 0 0 MATTEL INC COM 577081102 719 36500 SH DEFINED 36500 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 22150 20000000 SH DEFINED 20000000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 561 20000 SH DEFINED 20000 0 0 MCDERMOTT INTL INC COM 580037109 222 5300 SH DEFINED 5300 0 0 MCDONALDS CORP COM 580135101 16438 420200 SH DEFINED 420200 0 0 MCGRAW HILL COS INC COM 580645109 37110 639500 SH DEFINED 639500 0 0 MCKESSON CORP COM 58155Q103 374 7100 SH DEFINED 7100 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1407 23400 SH DEFINED 23400 0 0 MEDICURE INC COM 58469E101 848 498700 SH DEFINED 498700 0 0 MEDTRONIC INC COM 585055106 4824 103885 SH DEFINED 103885 0 0 MELLON FINL CORP COM 58551A108 34212 875000 SH DEFINED 875000 0 0 MENS WEARHOUSE INC COM 587118100 863 23200 SH DEFINED 23200 0 0 MENTOR CORP MINN COM 587188103 3433 68136 SH DEFINED 68136 0 0 MENTOR GRAPHICS CORP COM 587200106 248 17600 SH DEFINED 17600 0 0 MERCK & CO INC COM 589331107 21067 502800 SH DEFINED 502800 0 0 MERCURY GENL CORP NEW COM 589400100 243 4900 SH DEFINED 4900 0 0 MERITAGE HOMES CORP COM 59001A102 295 7100 SH DEFINED 7100 0 0 MERRILL LYNCH & CO INC COM 590188108 24291 310543 SH DEFINED 310543 0 0 MERRILL LYNCH & CO INC NOTE3/1 590188W46 55932 48202000 SH DEFINED 48202000 0 0 METABASIS THERAPEUTICS INC COM 59101M105 140 25000 SH DEFINED 25000 0 0 METAL MGMT INC COMNEW 591097209 2088 75000 SH DEFINED 75000 0 0 METLIFE INC COM 59156R108 25750 454300 SH DEFINED 454300 0 0 MICHAELS STORES INC COM 594087108 47517 1091350 SH DEFINED 1091350 0 0 MICREL INC COM 594793101 578 60300 SH DEFINED 60300 0 0 MICROSOFT CORP COM 594918104 12044 440700 SH DEFINED 440700 0 0 MICROSEMI CORP COM 595137100 573 30400 SH DEFINED 30400 0 0 MIRANT CORP NEW COM 60467R100 2525 92455 SH DEFINED 92455 0 0 MITSUBISHI UFJ FINL GROUP I SPONSOREDADR 606822104 236 18400 SH DEFINED 18400 0 0 MITTAL STEEL CO N V NYREGSHCLA 60684P101 3589 103300 SH DEFINED 103300 0 0 MOBILE MINI INC COM 60740F105 15443 543565 SH DEFINED 543565 0 0 MOHAWK INDS INC COM 608190104 447 6000 SH DEFINED 6000 0 0 MOLINA HEALTHCARE INC COM 60855R100 233 6600 SH DEFINED 6600 0 0 MOLSON COORS BREWING CO CLB 60871R209 344 5000 SH DEFINED 5000 0 0 MONEYGRAM INTL INC COM 60935Y109 253 8700 SH DEFINED 8700 0 0 MONSANTO CO NEW COM 61166W101 4837 102900 SH DEFINED 102900 0 0 MONSTER WORLDWIDE INC COM 611742107 253 7000 SH DEFINED 7000 0 0 MOOG INC CLA 615394202 347 10000 SH DEFINED 10000 0 0 MORGAN STANLEY COMNEW 617446448 27713 380102 SH DEFINED 380102 0 0 MORTONS RESTAURANT GRP INC COM 619430101 616 40000 SH DEFINED 40000 0 0 MOSAIC CO COM 61945A107 21085 1247658 SH DEFINED 1247658 0 0 MOTOROLA INC COM 620076109 7177 287093 SH DEFINED 287093 0 0 MUELLER WTR PRODS INC COMSERA 624758108 1847 126400 SH DEFINED 126400 0 0 MURPHY OIL CORP COM 626717102 238 5000 SH DEFINED 5000 0 0 NII HLDGS INC CLBNEW 62913F201 5917 95182 SH DEFINED 95182 0 0 NRG ENERGY INC COMNEW 629377508 5465 120643 SH DEFINED 120643 0 0 NTL INC DEL COM 62941W101 254 10000 SH DEFINED 10000 0 0 NYSE GROUP INC COM 62949W103 284 3800 SH DEFINED 3800 0 0 NALCO HOLDING COMPANY COM 62985Q101 4282 231203 SH DEFINED 231203 0 0 NAM TAI ELECTRS INC COMPAR$0.02 629865205 252 20500 SH DEFINED 20500 0 0 NASDAQ 100 TR UNITSER1 631100104 610 15000 SH DEFINED 15000 0 0 NASDAQ STOCK MARKET INC COM 631103108 402 13300 SH DEFINED 13300 0 0 NATIONAL AUSTRALIA BK LTD SPONSOREDADR 632525408 450 3300 SH DEFINED 3300 0 0 NATIONAL BK GREECE S A SPONSOREDADR 633643408 289 33200 SH DEFINED 33200 0 0 NATIONAL CITY CORP COM 635405103 659 18000 SH DEFINED 18000 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 275 6700 SH DEFINED 6700 0 0 NATIONAL INSTRS CORP COM 636518102 749 27400 SH DEFINED 27400 0 0 NATIONAL OILWELL VARCO INC COM 637071101 10715 183000 SH DEFINED 183000 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 259 11000 SH DEFINED 11000 0 0 NAVISTAR INTL CORP NEW COM 63934E108 258 10000 SH DEFINED 10000 0 0 NAVTEQ CORP COM 63936L100 256 9800 SH DEFINED 9800 0 0 NEKTAR THERAPEUTICS COM 640268108 8202 569200 SH DEFINED 569200 0 0 NELNET INC CLA 64031N108 719 23400 SH DEFINED 23400 0 0 NEOGEN CORP COM 640491106 401 18534 SH DEFINED 18534 0 0 NEOMAGIC CORP COMNEW 640497202 175 62500 SH DEFINED 62500 0 0 NETEASE COM INC SPONSOREDADR 64110W102 1158 70800 SH DEFINED 70800 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 803 49000 SH DEFINED 49000 0 0 NEWELL RUBBERMAID INC COM 651229106 6372 225000 SH DEFINED 225000 0 0 NEWFIELD EXPL CO COM 651290108 1199 31100 SH DEFINED 31100 0 0 NEWMONT MINING CORP COM 651639106 428 10000 SH DEFINED 10000 0 0 NEWPORT CORP COM 651824104 716 43900 SH DEFINED 43900 0 0 NEWS CORP CLA 65248E104 3702 188400 SH DEFINED 188400 0 0 NEWS CORP CLB 65248E203 338 16400 SH DEFINED 16400 0 0 NEXTEST SYS CORP COM 653339101 596 45273 SH DEFINED 45273 0 0 NIKE INC CLB 654106103 13932 159000 SH DEFINED 159000 0 0 NOKIA CORP SPONSOREDADR 654902204 8100 411400 SH DEFINED 411400 0 0 NORDSTROM INC COM 655664100 436 10300 SH DEFINED 10300 0 0 NORSK HYDRO A S SPONSOREDADR 656531605 4052 180000 SH DEFINED 180000 0 0 NORTEL NETWORKS CORP NEW COM 656568102 259 112400 SH DEFINED 112400 0 0 NORTH FORK BANCORPORATION N COM 659424105 6435 224700 SH DEFINED 224700 0 0 NORTHEAST UTILS COM 664397106 272 11700 SH DEFINED 11700 0 0 NORTHERN TR CORP COM 665859104 263 4500 SH DEFINED 4500 0 0 NORTHROP GRUMMAN CORP COM 666807102 3009 44200 SH DEFINED 44200 0 0 NORTHSTAR NEUROSCIENCE INC COM 66704V101 1038 78674 SH DEFINED 78674 0 0 NOVATEL INC COM 669954109 317 6900 SH DEFINED 6900 0 0 NOVELL INC COM 670006105 2241 366100 SH DEFINED 366100 0 0 NOVELLUS SYS INC COM 670008101 4163 150500 SH DEFINED 150500 0 0 NOVELIS INC COM 67000X106 709 27700 SH DEFINED 27700 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 179 21900 SH DEFINED 21900 0 0 NVIDIA CORP COM 67066G104 2136 72200 SH DEFINED 72200 0 0 OM GROUP INC COM 670872100 4864 110700 SH DEFINED 110700 0 0 NUVEEN INVTS INC CLA 67090F106 261 5100 SH DEFINED 5100 0 0 OSI RESTAURANT PARTNERS INC COM 67104A101 5603 176700 SH DEFINED 176700 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 9872 205200 SH DEFINED 205200 0 0 OCEANEERING INTL INC COM 675232102 521 16900 SH DEFINED 16900 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 525 37000 SH DEFINED 37000 0 0 OFFICEMAX INC DEL COM 67622P101 12010 294800 SH DEFINED 294800 0 0 OIL STS INTL INC COM 678026105 649 23600 SH DEFINED 23600 0 0 OLD REP INTL CORP COM 680223104 248 11200 SH DEFINED 11200 0 0 OLIN CORP COMPAR$1 680665205 13050 849600 SH DEFINED 849600 0 0 OMNICARE INC COM 681904108 935 21700 SH DEFINED 21700 0 0 OMNICOM GROUP INC NOTE2/0 681919AK2 45434 45800000 SH DEFINED 45800000 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 835 58500 SH DEFINED 58500 0 0 OMNICARE CAP TR II PFDBTR4.00% 68214Q200 12961 222500 SH DEFINED 222500 0 0 ON SEMICONDUCTOR CORP COM 682189105 323 55000 SH DEFINED 55000 0 0 ORACLE CORP COM 68389X105 3811 214800 SH DEFINED 214800 0 0 ORBITAL SCIENCES CORP COM 685564106 351 18700 SH DEFINED 18700 0 0 OSCIENT PHARMACEUTICALS COR COM 68812R105 62 60000 SH DEFINED 60000 0 0 OSHKOSH TRUCK CORP COM 688239201 257 5100 SH DEFINED 5100 0 0 OWENS ILL INC COMNEW 690768403 950 61600 SH DEFINED 61600 0 0 PG&E CORP COM 69331C108 9309 223500 SH DEFINED 223500 0 0 PHH CORP COMNEW 693320202 334 12200 SH DEFINED 12200 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 347 10000 SH DEFINED 10000 0 0 PICO HLDGS INC COMNEW 693366205 1227 37690 SH DEFINED 37690 0 0 PMC-SIERRA INC COM 69344F106 119 20000 SH DEFINED 20000 0 0 PMI GROUP INC COM 69344M101 837 19100 SH DEFINED 19100 0 0 PNC FINL SVCS GROUP INC COM 693475105 26452 365164 SH DEFINED 365164 0 0 PPL CORP COM 69351T106 11080 336763 SH DEFINED 336763 0 0 PACCAR INC COM 693718108 211 3700 SH DEFINED 3700 0 0 PACER INTL INC TENN COM 69373H106 315 11335 SH DEFINED 11335 0 0 PACIFIC ETHANOL INC COM 69423U107 4582 326386 SH DEFINED 326386 0 0 PALL CORP COM 696429307 462 15000 SH DEFINED 15000 0 0 PALM INC NEW COM 696643105 1819 124900 SH DEFINED 124900 0 0 PAPA JOHNS INTL INC COM 698813102 361 10000 SH DEFINED 10000 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 365 20000 SH DEFINED 20000 0 0 PARAMETRIC TECHNOLOGY CORP COMNEW 699173209 517 29600 SH DEFINED 29600 0 0 PARKER DRILLING CO COM 701081101 554 78300 SH DEFINED 78300 0 0 PARKER HANNIFIN CORP COM 701094104 22065 283873 SH DEFINED 283873 0 0 PATTERSON COMPANIES INC COM 703395103 252 7500 SH DEFINED 7500 0 0 PAYCHEX INC COM 704326107 24374 661440 SH DEFINED 661440 0 0 PAYLESS SHOESOURCE INC COM 704379106 316 12700 SH DEFINED 12700 0 0 PEABODY ENERGY CORP COM 704549104 574 15600 SH DEFINED 15600 0 0 PEDIATRIX MED GROUP COM 705324101 4371 95850 SH DEFINED 95850 0 0 PENN NATL GAMING INC COM 707569109 427 11700 SH DEFINED 11700 0 0 PENNEY J C INC COM 708160106 438 6400 SH DEFINED 6400 0 0 PENSON WORLDWIDE INC COM 709600100 707 39400 SH DEFINED 39400 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 193 15000 SH DEFINED 15000 0 0 PEPSI BOTTLING GROUP INC COM 713409100 628 17700 SH DEFINED 17700 0 0 PEPSIAMERICAS INC COM 71343P200 252 11800 SH DEFINED 11800 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 4214 150000 SH DEFINED 150000 0 0 PERINI CORP COM 713839108 1880 90023 SH DEFINED 90023 0 0 PERKINELMER INC COM 714046109 261 13800 SH DEFINED 13800 0 0 PERRIGO CO COM 714290103 258 15200 SH DEFINED 15200 0 0 PETCO ANIMAL SUPPLIES COMNEW 716016209 14039 490206 SH DEFINED 490206 0 0 PETMED EXPRESS INC COM 716382106 185 17700 SH DEFINED 17700 0 0 PETRO-CDA COM 71644E102 460 11400 SH DEFINED 11400 0 0 PETSMART INC COM 716768106 302 10900 SH DEFINED 10900 0 0 PFIZER INC COM 717081103 207 7300 SH DEFINED 7300 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 250 7000 SH DEFINED 7000 0 0 PHARMION CORP COM 71715B409 256 11900 SH DEFINED 11900 0 0 PHELPS DODGE CORP COM 717265102 9749 115100 SH DEFINED 115100 0 0 PHOENIX COS INC NEW COM 71902E109 476 34000 SH DEFINED 34000 0 0 PHOTRONICS INC COM 719405102 625 44232 SH DEFINED 44232 0 0 PHOTRONICS INC NOTE2.250%4/1 719405AE2 5609 5176000 SH DEFINED 5176000 0 0 PIER 1 IMPORTS INC COM 720279108 928 125000 SH DEFINED 125000 0 0 PILGRIMS PRIDE CORP COM 721467108 377 13800 SH DEFINED 13800 0 0 PIPER JAFFRAY COS COM 724078100 655 10800 SH DEFINED 10800 0 0 PLAINS EXPL& PRODTN CO COM 726505100 202 4700 SH DEFINED 4700 0 0 PLEXUS CORP COM 729132100 192 10000 SH DEFINED 10000 0 0 POGO PRODUCING CO COM 730448107 696 17000 SH DEFINED 17000 0 0 POWERWAVE TECHNOLOGIES INC NOTE1.250%7/1 739363AB5 9181 9250000 SH DEFINED 9250000 0 0 PRECISION CASTPARTS CORP COM 740189105 758 12000 SH DEFINED 12000 0 0 PREMIUM STD FARMS INC COM 74060C105 381 20000 SH DEFINED 20000 0 0 PRICE T ROWE GROUP INC COM 74144T108 1436 30000 SH DEFINED 30000 0 0 PRICELINE COM INC COMNEW 741503403 717 19500 SH DEFINED 19500 0 0 PRIDE INTL INC DEL COM 74153Q102 951 34700 SH DEFINED 34700 0 0 PRIMEWEST ENERGY TR TRUNITNEW 741930309 241 9800 SH DEFINED 9800 0 0 PRINCIPAL FINANCIAL GROUP I COM 74251V102 13831 254800 SH DEFINED 254800 0 0 PROCTER & GAMBLE CO COM 742718109 35731 576500 SH DEFINED 576500 0 0 PROTECTIVE LIFE CORP COM 743674103 878 19200 SH DEFINED 19200 0 0 PRUDENTIAL FINL INC COM 744320102 13595 178300 SH DEFINED 178300 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 9282 151690 SH DEFINED 151690 0 0 PULTE HOMES INC COM 745867101 354 11100 SH DEFINED 11100 0 0 QIMONDA AG SPONSOREDADR 746904101 1609 94660 SH DEFINED 94660 0 0 QLOGIC CORP COM 747277101 919 48600 SH DEFINED 48600 0 0 QUALCOMM INC COM 747525103 2374 65300 SH DEFINED 65300 0 0 QUANEX CORP COM 747620102 310 10200 SH DEFINED 10200 0 0 QUEST SOFTWARE INC COM 74834T103 294 20600 SH DEFINED 20600 0 0 QUICKSILVER RESOURCES INC COM 74837R104 638 20000 SH DEFINED 20000 0 0 QUIKSILVER INC COM 74838C106 181 14900 SH DEFINED 14900 0 0 QWEST COMMUNICATIONS INTL I COM 749121109 1177 135000 SH DEFINED 135000 0 0 QWEST COMMUNICATIONS INTL I NOTE3.500%11/1 749121BY4 53774 33000000 SH DEFINED 33000000 0 0 RPM INTL INC COM 749685103 348 18300 SH DEFINED 18300 0 0 RTI INTL METALS INC COM 74973W107 8899 204200 SH DEFINED 204200 0 0 RACKABLE SYS INC COM 750077109 7116 260000 SH DEFINED 260000 0 0 RADIAN GROUP INC COM 750236101 11351 189181 SH DEFINED 189181 0 0 RAMBUS INC DEL COM 750917106 349 20000 SH DEFINED 20000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 266 9100 SH DEFINED 9100 0 0 RED HAT INC COM 756577102 2559 121413 SH DEFINED 121413 0 0 REDBACK NETWORKS INC COMNEW 757209507 278 20000 SH DEFINED 20000 0 0 REGAL ENTMT GROUP CLA 758766109 3817 192572 SH DEFINED 192572 0 0 REGIS CORP MINN COM 758932107 276 7700 SH DEFINED 7700 0 0 RELIANCE STEEL & ALUMINUM C COM 759509102 13942 433800 SH DEFINED 433800 0 0 RENT A CTR INC NEW COM 76009N100 952 32500 SH DEFINED 32500 0 0 RESEARCH IN MOTION LTD COM 760975102 719 7000 SH DEFINED 7000 0 0 RESOURCES CONNECTION INC COM 76122Q105 342 12783 SH DEFINED 12783 0 0 RESPIRONICS INC COM 761230101 764 19800 SH DEFINED 19800 0 0 REVLON INC CLA 761525500 989 875000 SH DEFINED 875000 0 0 REYNOLDS AMERICAN INC COM 761713106 4524 73000 SH DEFINED 73000 0 0 RINKER GROUP LTD SPONSOREDADR 76687M101 309 6000 SH DEFINED 6000 0 0 RIO TINTO PLC SPONSOREDADR 767204100 645 3400 SH DEFINED 3400 0 0 RITE AID CORP COM 767754104 74 16400 SH DEFINED 16400 0 0 ROBERT HALF INTL INC COM 770323103 1155 34000 SH DEFINED 34000 0 0 ROCKWELL AUTOMATION INC COM 773903109 436 7500 SH DEFINED 7500 0 0 ROHM & HAAS CO COM 775371107 407 8600 SH DEFINED 8600 0 0 ROPER INDS INC NEW COM 776696106 1230 27500 SH DEFINED 27500 0 0 ROSS STORES INC COM 778296103 9671 380600 SH DEFINED 380600 0 0 ROWAN COS INC COM 779382100 1382 43700 SH DEFINED 43700 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 542 12200 SH DEFINED 12200 0 0 RUBY TUESDAY INC COM 781182100 6661 236300 SH DEFINED 236300 0 0 RYDER SYS INC COM 783549108 848 16400 SH DEFINED 16400 0 0 SEMCO ENERGY INC COM 78412D109 578 102434 SH DEFINED 102434 0 0 SLM CORP COM 78442P106 6922 133162 SH DEFINED 133162 0 0 SPDR TR UNITSER1 78462F103 4942 37000 SH DEFINED 37000 0 0 SVB FINL GROUP COM 78486Q101 335 7500 SH DEFINED 7500 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 641 327200 SH DEFINED 327200 0 0 SAFENET INC COM 78645R107 1508 82900 SH DEFINED 82900 0 0 SAFEWAY INC COMNEW 786514208 4322 142400 SH DEFINED 142400 0 0 ST JUDE MED INC COM 790849103 12546 355500 SH DEFINED 355500 0 0 ST MARY LD & EXPL CO COM 792228108 308 8400 SH DEFINED 8400 0 0 ST PAUL TRAVELERS INC COM 792860108 18006 384000 SH DEFINED 384000 0 0 SAKS INC COM 79377W108 2592 150000 SH DEFINED 150000 0 0 SANDISK CORP COM 80004C101 1874 35000 SH DEFINED 35000 0 0 SANDISK CORP NOTE1.000%5/1 80004CAC5 13328 14000000 SH DEFINED 14000000 0 0 SANGAMO BIOSCIENCES INC COM 800677106 178 32000 SH DEFINED 32000 0 0 SANOFI AVENTIS SPONSOREDADR 80105N105 285 6400 SH DEFINED 6400 0 0 SANTARUS INC COM 802817304 2487 335111 SH DEFINED 335111 0 0 SAP AKTIENGESELLSCHAFT SPONSOREDADR 803054204 406 8200 SH DEFINED 8200 0 0 SAPIENT CORP COM 803062108 18117 3324276 SH DEFINED 3324276 0 0 SCHERING PLOUGH CORP COM 806605101 12691 574500 SH DEFINED 574500 0 0 SCHLUMBERGER LTD COM 806857108 8366 134873 SH DEFINED 134873 0 0 SCHLUMBERGER LTD DBCV1.500%6/0 806857AC2 111379 63996000 SH DEFINED 63996000 0 0 SCHOLASTIC CORP COM 807066105 888 28500 SH DEFINED 28500 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1502 83900 SH DEFINED 83900 0 0 SCRIPPS E W CO OHIO CLA 811054204 3283 68500 SH DEFINED 68500 0 0 SEACOR HOLDINGS INC COM 811904101 338 4100 SH DEFINED 4100 0 0 SEARS HLDGS CORP COM 812350106 364 2300 SH DEFINED 2300 0 0 SELECT SECTOR SPDR TR SBIMATERIALS 81369Y100 633 20000 SH DEFINED 20000 0 0 SELECT SECTOR SPDR TR SBIHEALTHCARE 81369Y209 664 20000 SH DEFINED 20000 0 0 SELECT SECTOR SPDR TR SBICONSDISCR 81369Y407 2097 60000 SH DEFINED 60000 0 0 SELECT SECTOR SPDR TR SBIINT-ENERGY 81369Y506 2836 53000 SH DEFINED 53000 0 0 SECURE COMPUTING CORP COM 813705100 78 12400 SH DEFINED 12400 0 0 SERVICEMASTER CO COM 81760N109 388 34600 SH DEFINED 34600 0 0 SHANDA INTERACTIVE ENTMT LT SPONSOREDADR 81941Q203 670 44681 SH DEFINED 44681 0 0 SHARPER IMAGE CORP COM 820013100 762 73981 SH DEFINED 73981 0 0 SIERRA HEALTH SVCS INC COM 826322109 3784 100000 SH DEFINED 100000 0 0 SIERRA PAC RES NEW COM 826428104 262 18300 SH DEFINED 18300 0 0 SIGMA ALDRICH CORP COM 826552101 2309 30517 SH DEFINED 30517 0 0 SILICON LABORATORIES INC COM 826919102 931 30000 SH DEFINED 30000 0 0 SILGAN HOLDINGS INC COM 827048109 811 21600 SH DEFINED 21600 0 0 SILVERLEAF RESORTS INC COM 828395103 921 241200 SH DEFINED 241200 0 0 SKY FINL GROUP INC COM 83080P103 256 10300 SH DEFINED 10300 0 0 SKYWORKS SOLUTIONS INC NOTE4.750%11/1 83088MAB8 7295 7350000 SH DEFINED 7350000 0 0 SMITH INTL INC COM 832110100 3911 100800 SH DEFINED 100800 0 0 SMITHFIELD FOODS INC COM 832248108 2514 93038 SH DEFINED 93038 0 0 SMUCKER J M CO COMNEW 832696405 619 12900 SH DEFINED 12900 0 0 SMURFIT-STONE CONTAINER COR COM 832727101 560 50000 SH DEFINED 50000 0 0 SOHU COM INC COM 83408W103 661 30000 SH DEFINED 30000 0 0 SOLECTRON CORP COM 834182107 1603 491600 SH DEFINED 491600 0 0 SONIC INNOVATIONS INC COM 83545M109 547 133333 SH DEFINED 133333 0 0 SONOCO PRODS CO COM 835495102 262 7800 SH DEFINED 7800 0 0 SOUTHWEST AIRLS CO COM 844741108 426 25600 SH DEFINED 25600 0 0 SOVEREIGN BANCORP INC COM 845905108 215 10000 SH DEFINED 10000 0 0 SPANSION INC COMCLA 84649R101 237 14200 SH DEFINED 14200 0 0 SPARTECH CORP COMNEW 847220209 311 11600 SH DEFINED 11600 0 0 SPECTRUM BRANDS INC COM 84762L105 2110 250000 SH DEFINED 250000 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 251 6900 SH DEFINED 6900 0 0 SPRINT NEXTEL CORP COMFON 852061100 9938 579500 SH DEFINED 579500 0 0 STAGE STORES INC COMNEW 85254C305 431 14700 SH DEFINED 14700 0 0 STAMPS COM INC COMNEW 852857200 280 14700 SH DEFINED 14700 0 0 STANCORP FINL GROUP INC COM 852891100 6686 149800 SH DEFINED 149800 0 0 STANDARD PAC CORP NEW COM 85375C101 5626 239400 SH DEFINED 239400 0 0 STAPLES INC COM 855030102 15002 616600 SH DEFINED 616600 0 0 STARBUCKS CORP COM 855244109 5250 154175 SH DEFINED 154175 0 0 STARWOOD HOTELS&RESORTS WRL COM 85590A401 1767 30900 SH DEFINED 30900 0 0 STATE STR CORP COM 857477103 20214 323940 SH DEFINED 323940 0 0 STATS CHIPPAC LTD SPONSOREDADR 85771T104 290 48200 SH DEFINED 48200 0 0 STEEL DYNAMICS INC COM 858119100 1009 20000 SH DEFINED 20000 0 0 STERICYCLE INC COM 858912108 370 5300 SH DEFINED 5300 0 0 STEWART INFORMATION SVCS CO COM 860372101 264 7600 SH DEFINED 7600 0 0 STRATEX NETWORKS INC COM 86279T109 266 60000 SH DEFINED 60000 0 0 STRAYER ED INC COM 863236105 606 5600 SH DEFINED 5600 0 0 STREETTRACKS SER TR SPDRRETAIL 86330E588 9855 250000 SH DEFINED 250000 0 0 STREETTRACKS SER TR SPDRHOMEBUILD 86330E745 7362 225000 SH DEFINED 225000 0 0 STUDENT LN CORP COM 863902102 231 1200 SH DEFINED 1200 0 0 SUN LIFE FINL INC COM 866796105 279 6800 SH DEFINED 6800 0 0 SUN MICROSYSTEMS INC COM 866810104 209 42000 SH DEFINED 42000 0 0 SUNCOR ENERGY INC COM 867229106 9105 126365 SH DEFINED 126365 0 0 SUNOCO INC COM 86764P109 1468 23600 SH DEFINED 23600 0 0 SUNOPTA INC COM 8676EP108 3999 378351 SH DEFINED 378351 0 0 SUNTRUST BKS INC COM 867914103 247 3200 SH DEFINED 3200 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 5121 195000 SH DEFINED 195000 0 0 SUPERIOR INDS INTL INC COM 868168105 504 30000 SH DEFINED 30000 0 0 SUPERVALU INC COM 868536103 6467 218100 SH DEFINED 218100 0 0 SYBASE INC COM 871130100 1871 77200 SH DEFINED 77200 0 0 SYMANTEC CORP COM 871503108 7933 372809 SH DEFINED 372809 0 0 SYNOVUS FINL CORP COM 87161C105 5712 194470 SH DEFINED 194470 0 0 SYSCO CORP COM 871829107 321 9600 SH DEFINED 9600 0 0 TCF FINL CORP COM 872275102 16201 616237 SH DEFINED 616237 0 0 TD BANKNORTH INC COM 87235A101 254 8800 SH DEFINED 8800 0 0 TJX COS INC NEW COM 872540109 345 12300 SH DEFINED 12300 0 0 TJX COS INC NEW NOTE2/1 872540AL3 11183 12000000 SH DEFINED 12000000 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 6285 261100 SH DEFINED 261100 0 0 TXU CORP COM 873168108 5507 88084 SH DEFINED 88084 0 0 TAIWAN SEMICONDUCTOR MFG LT SPONSOREDADR 874039100 10538 1112821 SH DEFINED 1112821 0 0 TAKE-TWO INTERACTIVE SOFTWA COM 874054109 5423 380296 SH DEFINED 380296 0 0 TALBOTS INC COM 874161102 545 20000 SH DEFINED 20000 0 0 TALEO CORP CLA 87424N104 436 43100 SH DEFINED 43100 0 0 TALISMAN ENERGY INC COM 87425E103 6210 379151 SH DEFINED 379151 0 0 TARGET CORP COM 87612E106 829 15000 SH DEFINED 15000 0 0 TECHNICAL OLYMPIC USA INC COM 878483106 171 17400 SH DEFINED 17400 0 0 TEKTRONIX INC COM 879131100 1125 38900 SH DEFINED 38900 0 0 TELECOM HLDRS TR DEPOSITRYRCPT 87927P200 3337 101000 SH DEFINED 101000 0 0 TELLABS INC COM 879664100 818 74600 SH DEFINED 74600 0 0 TEMPLE INLAND INC COM 879868107 4627 115399 SH DEFINED 115399 0 0 TENET HEALTHCARE CORP COM 88033G100 214 26300 SH DEFINED 26300 0 0 TENNECO INC COM 880349105 3064 131000 SH DEFINED 131000 0 0 TEREX CORP NEW COM 880779103 213 4700 SH DEFINED 4700 0 0 TERRA INDS INC COM 880915103 19656 2549402 SH DEFINED 2549402 0 0 TESORO CORP COM 881609101 794 13700 SH DEFINED 13700 0 0 TEVA PHARMACEUTICAL INDS LT ADR 881624209 378 11100 SH DEFINED 11100 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV0.250%2/0 88163VAE9 4812 5000000 SH DEFINED 5000000 0 0 THAI FD INC COM 882904105 198 20000 SH DEFINED 20000 0 0 TEXTRON INC COM 883203101 32619 372785 SH DEFINED 372785 0 0 THERMOGENESIS CORP COMNEW 883623209 271 70000 SH DEFINED 70000 0 0 THOMAS & BETTS CORP COM 884315102 16273 341090 SH DEFINED 341090 0 0 THORATEC CORP COMNEW 885175307 1171 75000 SH DEFINED 75000 0 0 THORNBURG MTG INC COM 885218107 456 17900 SH DEFINED 17900 0 0 3COM CORP COM 885535104 551 125000 SH DEFINED 125000 0 0 3M CO COM 88579Y101 19234 258451 SH DEFINED 258451 0 0 TIBCO SOFTWARE INC COM 88632Q103 539 60000 SH DEFINED 60000 0 0 TIDEWATER INC COM 886423102 2338 52900 SH DEFINED 52900 0 0 TIERONE CORP COM 88650R108 224 6600 SH DEFINED 6600 0 0 TIFFANY & CO NEW COM 886547108 2490 75000 SH DEFINED 75000 0 0 TIMBERLAND CO CLA 887100105 7441 258625 SH DEFINED 258625 0 0 TIME WARNER INC COM 887317105 17820 977500 SH DEFINED 977500 0 0 TIME WARNER TELECOM INC CLA 887319101 279 14700 SH DEFINED 14700 0 0 TIMKEN CO COM 887389104 1215 40800 SH DEFINED 40800 0 0 TITANIUM METALS CORP COMNEW 888339207 973 38500 SH DEFINED 38500 0 0 TIVO INC COM 888706108 6376 840100 SH DEFINED 840100 0 0 TORO CO COM 891092108 401 9500 SH DEFINED 9500 0 0 TORONTO DOMINION BK ONT COMNEW 891160509 319 5400 SH DEFINED 5400 0 0 TOYOTA MOTOR CORP SPADRREP2COM 892331307 2091 19200 SH DEFINED 19200 0 0 TRANSOCEAN SEDCO FOREX INC DBCV1.500%5/1 893830AD1 19610 18200000 SH DEFINED 18200000 0 0 TRANSWITCH CORP COM 894065101 191 135494 SH DEFINED 135494 0 0 TRIAD HOSPITALS INC COM 89579K109 621 14100 SH DEFINED 14100 0 0 TRIBUNE CO NEW COM 896047107 654 20000 SH DEFINED 20000 0 0 TRIBUNE CO NEW SBDBEXCH2%29 896047305 1920 29650 SH DEFINED 29650 0 0 TRINITY INDS INC COM 896522109 2001 62200 SH DEFINED 62200 0 0 TRIUMPH GROUP INC NEW COM 896818101 424 10000 SH DEFINED 10000 0 0 TRONOX INC CLA 897051108 6481 508309 SH DEFINED 508309 0 0 TRONOX INC COMCLB 897051207 935 73190 SH DEFINED 73190 0 0 TYCO INTL LTD NEW COM 902124106 2737 97800 SH DEFINED 97800 0 0 UAL CORP COMNEW 902549807 531 20000 SH DEFINED 20000 0 0 UST INC COM 902911106 14530 265000 SH DEFINED 265000 0 0 US BANCORP DEL COMNEW 902973304 39305 1183162 SH DEFINED 1183162 0 0 USANA HEALTH SCIENCES INC COM 90328M107 669 15000 SH DEFINED 15000 0 0 USF&G CORP NOTE3/0 903290AD6 2072 2358000 SH DEFINED 2358000 0 0 U S G CORP COMNEW 903293405 527 11200 SH DEFINED 11200 0 0 USEC INC COM 90333E108 240 24900 SH DEFINED 24900 0 0 U S AIRWAYS GROUP INC COM 90341W108 7860 177300 SH DEFINED 177300 0 0 ULTRA PETROLEUM CORP COM 903914109 241 5000 SH DEFINED 5000 0 0 UNION PAC CORP COM 907818108 3502 39800 SH DEFINED 39800 0 0 UNIONBANCAL CORP COM 908906100 859 14100 SH DEFINED 14100 0 0 UNISYS CORP COM 909214108 884 156200 SH DEFINED 156200 0 0 UNIT CORP COM 909218109 253 5500 SH DEFINED 5500 0 0 UNITED MICROELECTRONICS COR SPONSOREDADR 910873207 1588 519999 SH DEFINED 519999 0 0 UNITED RENTALS INC COM 911363109 707 30400 SH DEFINED 30400 0 0 UNITED STATES CELLULAR CORP COM 911684108 257 4300 SH DEFINED 4300 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 9791 172350 SH DEFINED 172350 0 0 UNITED STATES STL CORP NEW COM 912909108 11669 202300 SH DEFINED 202300 0 0 UNITED STATIONERS INC COM 913004107 581 12500 SH DEFINED 12500 0 0 UNITED SURGICAL PARTNERS IN COM 913016309 293 11800 SH DEFINED 11800 0 0 UNITED TECHNOLOGIES CORP COM 913017109 24243 382683 SH DEFINED 382683 0 0 UNITEDHEALTH GROUP INC COM 91324P102 576 11700 SH DEFINED 11700 0 0 UNIVERSAL CORP VA COM 913456109 245 6700 SH DEFINED 6700 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 599 10000 SH DEFINED 10000 0 0 UNUMPROVIDENT CORP COM 91529Y106 828 42700 SH DEFINED 42700 0 0 URBAN OUTFITTERS INC COM 917047102 10234 578500 SH DEFINED 578500 0 0 VA SOFTWARE CORP COM 91819B105 804 200000 SH DEFINED 200000 0 0 V F CORP COM 918204108 1153 15800 SH DEFINED 15800 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 627 35500 SH DEFINED 35500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2157 41900 SH DEFINED 41900 0 0 VALSPAR CORP COM 920355104 277 10400 SH DEFINED 10400 0 0 VALUECLICK INC COM 92046N102 834 45000 SH DEFINED 45000 0 0 VARIAN SEMICONDUCTOR EQUIPM COM 922207105 405 11040 SH DEFINED 11040 0 0 VECTOR GROUP LTD COM 92240M108 3747 230999 SH DEFINED 230999 0 0 VENTANA MED SYS INC COM 92276H106 265 6500 SH DEFINED 6500 0 0 VERITAS DGC INC FRNT3/1 92343PAE7 2774 1000000 SH DEFINED 1000000 0 0 VERIZON COMMUNICATIONS COM 92343V104 2005 54000 SH DEFINED 54000 0 0 VERINT SYS INC COM 92343X100 307 10200 SH DEFINED 10200 0 0 VIACOM INC NEW CLA 92553P102 272 7300 SH DEFINED 7300 0 0 VIACOM INC NEW CLB 92553P201 10968 295000 SH DEFINED 295000 0 0 VIMICRO INTL CORP ADR 92718N109 716 65000 SH DEFINED 65000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 7038 501300 SH DEFINED 501300 0 0 VISHAY INTERTECHNOLOGY INC NOTE3.625%8/0 928298AF5 14548 14361000 SH DEFINED 14361000 0 0 VISICU INC COM 92831L204 218 24315 SH DEFINED 24315 0 0 VISTEON CORP COM 92839U107 815 100000 SH DEFINED 100000 0 0 VITALSTREAM HLDGS INC COMNEW 92847T209 1142 129296 SH DEFINED 129296 0 0 VIVO PARTICIPACOES S A SPONADRPFD 92855S101 840 269201 SH DEFINED 269201 0 0 VODAFONE GROUP PLC NEW SPONSADRNEW 92857W209 473 20700 SH DEFINED 20700 0 0 VONAGE HLDGS CORP COM 92886T201 1191 173100 SH DEFINED 173100 0 0 W & T OFFSHORE INC COM 92922P106 5352 183222 SH DEFINED 183222 0 0 WCI CMNTYS INC COM 92923C104 1046 60000 SH DEFINED 60000 0 0 WPP GROUP PLC SPONADR0905 929309409 253 4100 SH DEFINED 4100 0 0 WPS RESOURCES CORP COM 92931B106 695 14000 SH DEFINED 14000 0 0 WNS HOLDINGS LTD SPONADR 92932M101 460 16100 SH DEFINED 16100 0 0 WACHOVIA CORP 2ND NEW COM 929903102 608 10900 SH DEFINED 10900 0 0 WAL MART STORES INC COM 931142103 9138 185274 SH DEFINED 185274 0 0 WALGREEN CO COM 931422109 27779 625800 SH DEFINED 625800 0 0 WALTER INDS INC COM 93317Q105 265 6200 SH DEFINED 6200 0 0 WASHINGTON MUT INC COM 939322103 3686 84800 SH DEFINED 84800 0 0 WASHINGTON REAL ESTATE INVT NOTE3.875%9/1 939653AJ0 2002 2000000 SH DEFINED 2000000 0 0 WASTE MGMT INC DEL COM 94106L109 3770 102780 SH DEFINED 102780 0 0 WATSON PHARMACEUTICALS INC COM 942683103 900 34400 SH DEFINED 34400 0 0 WEBSENSE INC COM 947684106 216 10000 SH DEFINED 10000 0 0 WEBSTER FINL CORP CONN COM 947890109 250 5300 SH DEFINED 5300 0 0 WEINGARTEN RLTY INVS SHBENINT 948741103 3936 91500 SH DEFINED 91500 0 0 WELLPOINT INC COM 94973V107 6688 86800 SH DEFINED 86800 0 0 WELLS FARGO & CO NEW COM 949746101 14484 400339 SH DEFINED 400339 0 0 WELLS FARGO & CO NEW DBCV5/0 949746FA4 934 922000 SH DEFINED 922000 0 0 WENDYS INTL INC COM 950590109 415 6200 SH DEFINED 6200 0 0 WERNER ENTERPRISES INC COM 950755108 374 20000 SH DEFINED 20000 0 0 WEST CORP COM 952355105 266 5500 SH DEFINED 5500 0 0 WEST PHARMACEUTICAL SVSC IN COM 955306105 393 10000 SH DEFINED 10000 0 0 WESTAR ENERGY INC COM 95709T100 1004 42700 SH DEFINED 42700 0 0 WESTERN DIGITAL CORP COM 958102105 529 29200 SH DEFINED 29200 0 0 WESTLAKE CHEM CORP COM 960413102 519 16200 SH DEFINED 16200 0 0 WEYERHAEUSER CO COM 962166104 5998 97476 SH DEFINED 97476 0 0 WHIRLPOOL CORP COM 963320106 606 7200 SH DEFINED 7200 0 0 WHITING PETE CORP NEW COM 966387102 517 12900 SH DEFINED 12900 0 0 WHITNEY HLDG CORP COM 966612103 258 7200 SH DEFINED 7200 0 0 WILLIAMS COS INC DEL COM 969457100 618 25900 SH DEFINED 25900 0 0 WILLIAMS SCOTSMAN INTL INC COM 96950G102 5736 268520 SH DEFINED 268520 0 0 WIND RIVER SYSTEMS INC COM 973149107 401 37400 SH DEFINED 37400 0 0 WORLDSPACE INC CLA 981579105 869 253400 SH DEFINED 253400 0 0 WRIGLEY WM JR CO COM 982526105 14283 310100 SH DEFINED 310100 0 0 WYETH COM 983024100 3935 77400 SH DEFINED 77400 0 0 WYETH DBCV1/1 983024AD2 12771 11737000 SH DEFINED 11737000 0 0 WYNN RESORTS LTD COM 983134107 469 6900 SH DEFINED 6900 0 0 XTO ENERGY INC COM 98385X106 9159 217399 SH DEFINED 217399 0 0 XEROX CORP COM 984121103 977 62800 SH DEFINED 62800 0 0 YRC WORLDWIDE INC COM 984249102 2741 74000 SH DEFINED 74000 0 0 YAHOO INC FRNT4/0 984332AB2 21702 16750000 SH DEFINED 16750000 0 0 YELLOW ROADWAY CORP NOTE5.000%8/0 985577AA3 4985 4000000 SH DEFINED 4000000 0 0 YUM BRANDS INC COM 988498101 3727 71600 SH DEFINED 71600 0 0 ZEBRA TECHNOLOGIES CORP CLA 989207105 1980 55400 SH DEFINED 55400 0 0 ZIMMER HLDGS INC COM 98956P102 3679 54500 SH DEFINED 54500 0 0 ZIONS BANCORPORATION COM 989701107 239 3000 SH DEFINED 3000 0 0 ZORAN CORP COM 98975F101 322 20000 SH DEFINED 20000 0 0 ACE LTD ORD G0070K103 4105 75000 SH DEFINED 75000 0 0 AMDOCS LTD ORD G02602103 214 5400 SH DEFINED 5400 0 0 ARCH CAP GROUP LTD ORD G0450A105 3079 48500 SH DEFINED 48500 0 0 ASPEN INSURANCE HOLDINGS LT SHS G05384105 9040 350000 SH DEFINED 350000 0 0 ASSURED GUARANTY LTD COM G0585R106 228 8800 SH DEFINED 8800 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 6071 175000 SH DEFINED 175000 0 0 ACCENTURE LTD BERMUDA CLA G1150G111 951 30000 SH DEFINED 30000 0 0 BUNGE LIMITED COM G16962105 10767 185800 SH DEFINED 185800 0 0 CENTRAL EUROPEAN MEDIA ENTR CLANEW G20045202 312 4650 SH DEFINED 4650 0 0 COOPER INDS LTD CLA G24182100 810 9500 SH DEFINED 9500 0 0 EVEREST RE GROUP LTD COM G3223R108 3520 36089 SH DEFINED 36089 0 0 GARMIN LTD ORD G37260109 234 4800 SH DEFINED 4800 0 0 GLOBALSANTAFE CORP SHS G3930E101 12755 255159 SH DEFINED 255159 0 0 HELEN OF TROY CORP LTD COM G4388N106 234 13300 SH DEFINED 13300 0 0 HERBALIFE LTD COMUSDSHS G4412G101 432 11400 SH DEFINED 11400 0 0 INGERSOLL-RAND COMPANY LTD CLA G4776G101 1401 36900 SH DEFINED 36900 0 0 IPC HLDGS LTD ORD G4933P101 1521 50000 SH DEFINED 50000 0 0 LAZARD LTD SHSA G54050102 7815 195482 SH DEFINED 195482 0 0 MARVELL TECHNOLOGY GROUP LT ORD G5876H105 819 42300 SH DEFINED 42300 0 0 NABORS INDUSTRIES LTD SHS G6359F103 4329 145500 SH DEFINED 145500 0 0 NOBLE CORPORATION SHS G65422100 22985 358140 SH DEFINED 358140 0 0 PARTNERRE LTD COM G6852T105 2925 43289 SH DEFINED 43289 0 0 PLATINUM UNDERWRITER HLDGS COM G7127P100 4624 150000 SH DEFINED 150000 0 0 SCOTTISH RE GROUP LIMITED SHS G73537410 109 10000 SH DEFINED 10000 0 0 RAM HOLDINGS LTD SHS G7368R104 1565 120399 SH DEFINED 120399 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 6950 125000 SH DEFINED 125000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 2708 117300 SH DEFINED 117300 0 0 SECURITY CAPITAL ASSURANCE COM G8018D107 8382 350000 SH DEFINED 350000 0 0 SINA CORP ORD G81477104 1084 43100 SH DEFINED 43100 0 0 VISTAPRINT LIMITED SHS G93762204 446 17200 SH DEFINED 17200 0 0 WEATHERFORD INTERNATIONAL L COM G95089101 12791 306600 SH DEFINED 306600 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 447 900 SH DEFINED 900 0 0 XL CAP LTD CLA G98255105 4259 62000 SH DEFINED 62000 0 0 UBS AG SHSNEW H89231338 593 10000 SH DEFINED 10000 0 0 CHECK POINT SOFTWARE TECH L ORD M22465104 192 10100 SH DEFINED 10100 0 0 LIPMAN ELECTRONIC ENGINEERI ORD M6772H101 480 17000 SH DEFINED 17000 0 0 ASML HLDG NV NYSHS N07059111 466 20000 SH DEFINED 20000 0 0 ORTHOFIX INTL N V COM N6748L102 1865 41014 SH DEFINED 41014 0 0 COPA HOLDINGS SA CLA P31076105 2689 78331 SH DEFINED 78331 0 0 STEINER LEISURE LTD ORD P8744Y102 278 6600 SH DEFINED 6600 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2717 70000 SH DEFINED 70000 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 1214 75500 SH DEFINED 75500 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 6474 512200 SH DEFINED 512200 0 0 QUINTANA MARITIME LTD SHS Y7169G109 9591 935721 SH DEFINED 935721 0 0
-----END PRIVACY-ENHANCED MESSAGE-----