-----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, KZ6UECo+cWAgTnKOTpn1ajvXzxAEx3RYpW99lFFxqkbHNdZgHBNTWTbxTKcDhKtM Bg1cpEsReN7VchWN1NKSxw== 0001132716-06-000006.txt : 20060213 0001132716-06-000006.hdr.sgml : 20060213 20060213140120 ACCESSION NUMBER: 0001132716-06-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060213 DATE AS OF CHANGE: 20060213 EFFECTIVENESS DATE: 20060213 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: 06602506 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 ocdsiq405.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, 2005 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: UBS O'Connor LLC Address: One North Wacker Drive, 32nd Floor Chicago, IL 60606 13F File Number: 28-06327 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: JEFFREY B. PICKERING Title: COMPLIANCE OFFICER Phone: (312)525-5951 Signature, Place, and Date of Signing: /s/ JEFFREY B. PICKERING, CHICAGO, IL FEBRUARY 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: 1 Form 13F Information Table Entry Total: 1733 Form 13F Information Table Value Total: $9,073,223 INFORMATION FOR WHICH CONFIDENTIAL TREATMENT WAS REQUESTED HAS BEEN FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: No. 13F File Number Name 02 DSI International Management, Inc. 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SH DEFINED 02 70488 0 0 CIGNA CORP COM 125509109 5373 48100 SH DEFINED 01 48100 0 0 CIT GROUP INC COM 125581108 1391 26868 SH DEFINED 02 0 0 26868 CIT GROUP INC COM 125581108 1966 37969 SH DEFINED 02 37969 0 0 CIT GROUP INC COM 125581108 6245 120600 SH DEFINED 01 120600 0 0 CKE RESTAURANTS INC COM 12561E105 781 57800 SH DEFINED 01 57800 0 0 CMGI INC COM 125750109 31 20400 SH DEFINED 01 20400 0 0 CMS ENERGY CORP COM 125896100 769 53000 SH DEFINED 02 0 0 53000 CMS ENERGY CORP COM 125896100 1275 87900 SH DEFINED 02 87900 0 0 CMS ENERGY CORP COM 125896100 5308 365793 SH DEFINED 01 365793 0 0 CSK AUTO CORP COM 125965103 452 30000 SH DEFINED 01 30000 0 0 CNF INC COM 12612W104 201 3600 SH DEFINED 01 3600 0 0 CRA INTL INC COM 12618T105 4769 100000 SH DEFINED 01 100000 0 0 CSX CORP COM 126408103 3190 62827 SH DEFINED 02 0 0 62827 CSX CORP COM 126408103 4899 96490 SH DEFINED 02 96490 0 0 CSX CORP COM 126408103 630 12400 SH DEFINED 01 12400 0 0 CVS CORP COM 126650100 4509 170672 SH DEFINED 02 0 0 170672 CVS CORP COM 126650100 6572 248753 SH DEFINED 02 248753 0 0 CVS CORP COM 126650100 19815 750000 SH DEFINED 01 750000 0 0 CV THERAPEUTICS INC NOTE3.250%8/1 126667AG9 557 500000 SH DEFINED 01 500000 0 0 CABLEVISION SYS CORP CLANYCABLVS 12686C109 242 10300 SH DEFINED 01 10300 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 294 17400 SH DEFINED 02 17400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 959 56700 SH DEFINED 01 56700 0 0 CAL DIVE INTL INC COM 127914109 736 20500 SH DEFINED 01 20500 0 0 CALIFORNIA PIZZA KITCHEN IN COM 13054D109 320 10000 SH DEFINED 01 10000 0 0 CAMPBELL SOUP CO COM 134429109 569 19100 SH DEFINED 02 19100 0 0 CAMPBELL SOUP CO COM 134429109 4537 152400 SH DEFINED 01 152400 0 0 CANON INC ADR 138006309 2647 45000 SH DEFINED 01 45000 0 0 CAPITAL ONE FINL CORP COM 14040H105 5504 63698 SH DEFINED 02 0 0 63698 CAPITAL ONE FINL CORP COM 14040H105 8313 96217 SH DEFINED 02 96217 0 0 CAPITAL ONE FINL CORP COM 14040H105 8640 100000 SH DEFINED 01 100000 0 0 CARDINAL HEALTH INC COM 14149Y108 4866 70773 SH DEFINED 02 0 0 70773 CARDINAL HEALTH INC COM 14149Y108 7465 108581 SH DEFINED 02 108581 0 0 CARDINAL HEALTH INC COM 14149Y108 3231 47000 SH DEFINED 01 47000 0 0 CAREER EDUCATION CORP COM 141665109 382 11329 SH DEFINED 02 0 0 11329 CAREER EDUCATION CORP COM 141665109 1174 34826 SH DEFINED 02 34826 0 0 CAREMARK RX INC COM 141705103 4586 88548 SH DEFINED 02 0 0 88548 CAREMARK RX INC COM 141705103 6717 129701 SH DEFINED 02 129701 0 0 CARIBOU COFFEE INC COM 142042209 638 63500 SH DEFINED 01 63500 0 0 CARMAX INC COM 143130102 584 21100 SH DEFINED 01 21100 0 0 CARNIVAL CORP PAIREDCTF 143658300 782 14627 SH DEFINED 02 0 0 14627 CARNIVAL CORP PAIREDCTF 143658300 866 16205 SH DEFINED 02 16205 0 0 CATERPILLAR INC DEL COM 149123101 6203 107376 SH DEFINED 02 0 0 107376 CATERPILLAR INC DEL COM 149123101 9071 157013 SH DEFINED 02 157013 0 0 CCE SPINCO INC COM 14985W109 239 18237 SH DEFINED 01 18237 0 0 CELANESE CORP DEL COMSERA 150870103 11472 600000 SH DEFINED 01 600000 0 0 CELESTICA INC SUBVTGSHS 15101Q108 308 29200 SH DEFINED 01 29200 0 0 CELGENE CORP COM 151020104 946 14600 SH DEFINED 02 14600 0 0 CELGENE CORP COM 151020104 376 5800 SH DEFINED 01 5800 0 0 CENDANT CORP COM 151313103 4159 241088 SH DEFINED 02 0 0 241088 CENDANT CORP COM 151313103 7552 437809 SH DEFINED 02 437809 0 0 CENDANT CORP COM 151313103 307 17800 SH DEFINED 01 17800 0 0 CENTENE CORP DEL COM 15135B101 6034 229500 SH DEFINED 01 229500 0 0 CENTERPOINT ENERGY INC COM 15189T107 1281 99725 SH DEFINED 02 0 0 99725 CENTERPOINT ENERGY INC COM 15189T107 2701 210209 SH DEFINED 02 210209 0 0 CENTERPOINT ENERGY INC COM 15189T107 294 22900 SH DEFINED 01 22900 0 0 CENTERPOINT ENERGY INC NOTE2.875%1/1 15189TAL1 9104 8500000 SH DEFINED 01 8500000 0 0 CENTERPLATE INC UNIT99/99/9999 15200E204 168 13000 SH DEFINED 01 13000 0 0 CENTEX CORP COM 152312104 4270 59725 SH DEFINED 02 0 0 59725 CENTEX CORP COM 152312104 6606 92405 SH DEFINED 02 92405 0 0 CENTEX CORP COM 152312104 1337 18700 SH DEFINED 01 18700 0 0 CENTURY ALUM CO COM 156431108 5363 204600 SH DEFINED 01 204600 0 0 CENTURY ALUM CO NOTE1.750%8/0 156431AE8 507 500000 SH DEFINED 01 500000 0 0 CENTURYTEL INC COM 156700106 1459 44000 SH DEFINED 02 0 0 44000 CENTURYTEL INC COM 156700106 3866 116600 SH DEFINED 02 116600 0 0 CEPHALON INC COM 156708109 246 3800 SH DEFINED 02 3800 0 0 CERADYNE INC COM 156710105 1314 30000 SH DEFINED 01 30000 0 0 CERIDIAN CORP NEW COM 156779100 248 10000 SH DEFINED 02 10000 0 0 CERTEGY INC COM 156880106 221 5450 SH DEFINED 02 5450 0 0 CERTEGY INC COM 156880106 7297 179900 SH DEFINED 01 179900 0 0 CHARLES RIVER ASSOCIATES DBCV2.875%6/1 159852AB8 7115 5250000 SH DEFINED 01 5250000 0 0 CHARMING SHOPPES INC COM 161133103 957 72500 SH DEFINED 01 72500 0 0 CHARTER COMMUNICATIONS INC CLA 16117M107 2369 1941800 SH DEFINED 01 1941800 0 0 CHEMTURA CORP COM 163893100 6013 473500 SH DEFINED 01 473500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 6671 210250 SH DEFINED 01 210250 0 0 CHEVRON CORP NEW COM 166764100 21610 380652 SH DEFINED 02 0 0 380652 CHEVRON CORP NEW COM 166764100 56214 990211 SH DEFINED 02 990211 0 0 CHEVRON CORP NEW COM 166764100 30088 530000 SH DEFINED 01 530000 0 0 CHIRON CORP DBCV2.750%6/3 170040AJ8 7425 7500000 SH DEFINED 01 7500000 0 0 CHOICEPOINT INC COM 170388102 551 12386 SH DEFINED 02 12386 0 0 CHOICEPOINT INC COM 170388102 37896 851396 SH DEFINED 01 851396 0 0 CHUBB CORP COM 171232101 4153 42529 SH DEFINED 02 0 0 42529 CHUBB CORP COM 171232101 6240 63902 SH DEFINED 02 63902 0 0 CHUBB CORP COM 171232101 2441 25000 SH DEFINED 01 25000 0 0 CHURCH & DWIGHT INC COM 171340102 637 19300 SH DEFINED 01 19300 0 0 CIENA CORP COM 171779101 125 42000 SH DEFINED 02 0 0 42000 CIENA CORP COM 171779101 130 43770 SH DEFINED 02 43770 0 0 CINCINNATI FINL CORP COM 172062101 1865 41743 SH DEFINED 02 0 0 41743 CINCINNATI FINL CORP COM 172062101 3084 69024 SH DEFINED 02 69024 0 0 CINERGY CORP COM 172474108 421 9925 SH DEFINED 02 0 0 9925 CINERGY CORP COM 172474108 851 20050 SH DEFINED 02 20050 0 0 CIRCUIT CITY STORE INC COM 172737108 844 37368 SH DEFINED 02 0 0 37368 CIRCUIT CITY STORE INC COM 172737108 1572 69600 SH DEFINED 02 69600 0 0 CIRRUS LOGIC INC COM 172755100 575 86069 SH DEFINED 01 86069 0 0 CISCO SYS INC COM 17275R102 18457 1078083 SH DEFINED 02 0 0 1078083 CISCO SYS INC COM 17275R102 48847 2853200 SH DEFINED 02 2853200 0 0 CISCO SYS INC COM 17275R102 3167 185000 SH DEFINED 01 185000 0 0 CINTAS CORP COM 172908105 1009 24500 SH DEFINED 02 0 0 24500 CINTAS CORP COM 172908105 1765 42870 SH DEFINED 02 42870 0 0 CITIGROUP INC COM 172967101 40057 825409 SH DEFINED 02 0 0 825409 CITIGROUP INC COM 172967101 102676 2115716 SH DEFINED 02 2115716 0 0 CITRIX SYS INC COM 177376100 296 10300 SH DEFINED 02 0 0 10300 CITRIX SYS INC COM 177376100 684 23770 SH DEFINED 02 23770 0 0 CITY NATL CORP COM 178566105 268 3700 SH DEFINED 02 3700 0 0 CLEAR CHANNEL COMMUNICATION COM 184502102 4589 145900 SH DEFINED 01 145900 0 0 CLEVELAND CLIFFS INC COM 185896107 230 2600 SH DEFINED 01 2600 0 0 COACH INC COM 189754104 560 16800 SH DEFINED 02 0 0 16800 COACH INC COM 189754104 1107 33200 SH DEFINED 02 33200 0 0 COACH INC COM 189754104 8335 250000 SH DEFINED 01 250000 0 0 COCA COLA CO COM 191216100 11031 273658 SH DEFINED 02 0 0 273658 COCA COLA CO COM 191216100 29188 724079 SH DEFINED 02 724079 0 0 COCA COLA CO COM 191216100 31039 770000 SH DEFINED 01 770000 0 0 COCA COLA ENTERPRISES INC COM 191219104 2353 122729 SH DEFINED 02 0 0 122729 COCA COLA ENTERPRISES INC COM 191219104 5352 279170 SH DEFINED 02 279170 0 0 COCA COLA ENTERPRISES INC COM 191219104 15484 807700 SH DEFINED 01 807700 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 836 16600 SH DEFINED 02 16600 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 36585 726619 SH DEFINED 01 726619 0 0 COGNOS INC COM 19244C109 1017 29300 SH DEFINED 01 29300 0 0 COLDWATER CREEK INC COM 193068103 305 10000 SH DEFINED 01 10000 0 0 COLGATE PALMOLIVE CO COM 194162103 1496 27266 SH DEFINED 02 0 0 27266 COLGATE PALMOLIVE CO COM 194162103 6196 112956 SH DEFINED 02 112956 0 0 COLGATE PALMOLIVE CO COM 194162103 12341 225000 SH DEFINED 01 225000 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 286 6000 SH DEFINED 02 6000 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 2803 58721 SH DEFINED 01 58721 0 0 COMCAST CORP NEW CLA 20030N101 6822 262777 SH DEFINED 02 0 0 262777 COMCAST CORP NEW CLA 20030N101 10070 387905 SH DEFINED 02 387905 0 0 COMCAST CORP NEW CLA 20030N101 322 12400 SH DEFINED 01 12400 0 0 COMCAST CORP NEW CLASPL 20030N200 552 21473 SH DEFINED 02 0 0 21473 COMERICA INC COM 200340107 993 17500 SH DEFINED 02 0 0 17500 COMERICA INC COM 200340107 1629 28700 SH DEFINED 02 28700 0 0 COMMERCE BANCORP INC NJ COM 200519106 535 15550 SH DEFINED 02 15550 0 0 COMMERCE BANCSHARES INC COM 200525103 345 6621 SH DEFINED 02 6621 0 0 COMMERCIAL VEH GROUP INC COM 202608105 4204 223874 SH DEFINED 01 223874 0 0 COMMSCOPE INC COM 203372107 207 10300 SH DEFINED 01 10300 0 0 COMMUNITY HEALTH SYS INC NE COM 203668108 242 6300 SH DEFINED 01 6300 0 0 COMPASS BANCSHARES INC COM 20449H109 16660 345000 SH DEFINED 01 345000 0 0 COMPUTER SCIENCES CORP COM 205363104 4681 92436 SH DEFINED 02 0 0 92436 COMPUTER SCIENCES CORP COM 205363104 8296 163827 SH DEFINED 02 163827 0 0 COMPUTER SCIENCES CORP COM 205363104 3844 75900 SH DEFINED 01 75900 0 0 COMTECH TELECOMMUNICATIONS COMNEW 205826209 458 15000 SH DEFINED 01 15000 0 0 COMVERSE TECHNOLOGY INC COMPAR$0.10 205862402 12805 481565 SH DEFINED 01 481565 0 0 CONAGRA FOODS INC COM 205887102 1503 74105 SH DEFINED 02 0 0 74105 CONAGRA FOODS INC COM 205887102 4155 204883 SH DEFINED 02 204883 0 0 CONAGRA FOODS INC COM 205887102 677 33400 SH DEFINED 01 33400 0 0 CONCORD CAMERA CORP COM 206156101 432 362876 SH DEFINED 01 362876 0 0 CONNS INC COM 208242107 2212 60000 SH DEFINED 01 60000 0 0 CONOCOPHILLIPS COM 20825C104 12504 214926 SH DEFINED 02 0 0 214926 CONOCOPHILLIPS COM 20825C104 22087 379624 SH DEFINED 02 379624 0 0 CONOCOPHILLIPS COM 20825C104 4852 83400 SH DEFINED 01 83400 0 0 CONSECO INC PFDBCV5.50% 208464867 18362 650000 SH DEFINED 01 650000 0 0 CONSECO INC COMNEW 208464883 364 15700 SH DEFINED 01 15700 0 0 CONSTELLATION BRANDS INC CLA 21036P108 1762 67162 SH DEFINED 02 0 0 67162 CONSTELLATION BRANDS INC CLA 21036P108 4191 159765 SH DEFINED 02 159765 0 0 CONSTELLATION ENERGY GROUP COM 210371100 3669 63702 SH DEFINED 02 0 0 63702 CONSTELLATION ENERGY GROUP COM 210371100 6462 112189 SH DEFINED 02 112189 0 0 CONTINENTAL AIRLS INC NOTE4.500%2/0 210795PD6 1399 1500000 SH DEFINED 01 1500000 0 0 CONTINENTAL AIRLS INC NOTE5.000%6/1 210795PJ3 1272 1000000 SH DEFINED 01 1000000 0 0 CONVERGYS CORP COM 212485106 2160 136285 SH DEFINED 02 0 0 136285 CONVERGYS CORP COM 212485106 4590 289609 SH DEFINED 02 289609 0 0 CONVERGYS CORP COM 212485106 1247 78700 SH DEFINED 01 78700 0 0 COOPER TIRE & RUBR CO COM 216831107 1017 66400 SH DEFINED 01 66400 0 0 COPART INC COM 217204106 221 9600 SH DEFINED 01 9600 0 0 CORNING INC COM 219350105 1984 100902 SH DEFINED 02 0 0 100902 CORNING INC COM 219350105 2833 144085 SH DEFINED 02 144085 0 0 CORNING INC COM 219350105 484 24600 SH DEFINED 01 24600 0 0 COSTCO WHSL CORP NEW COM 22160K105 4128 83435 SH DEFINED 02 0 0 83435 COSTCO WHSL CORP NEW COM 22160K105 7000 141496 SH DEFINED 02 141496 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 2928 85627 SH DEFINED 02 0 0 85627 COUNTRYWIDE FINANCIAL CORP COM 222372104 5107 149362 SH DEFINED 02 149362 0 0 COVENTRY HEALTH CARE INC COM 222862104 2291 40223 SH DEFINED 02 0 0 40223 COVENTRY HEALTH CARE INC COM 222862104 4022 70607 SH DEFINED 02 70607 0 0 COVENTRY HEALTH CARE INC COM 222862104 12816 225000 SH DEFINED 01 225000 0 0 CREDENCE SYS CORP COM 225302108 961 138044 SH DEFINED 01 138044 0 0 CREE INC COM 225447101 581 23000 SH DEFINED 01 23000 0 0 CRESCENT REAL ESTATE EQUITI PFDCVA6.75% 225756204 1656 77400 SH DEFINED 01 77400 0 0 CROWN HOLDINGS INC COM 228368106 582 29800 SH DEFINED 01 29800 0 0 CRYOLIFE INC PFDCV6% 228903209 218 9200 SH DEFINED 01 9200 0 0 CTRIP COM INTL LTD ADR 22943F100 375 6500 SH DEFINED 01 6500 0 0 CULLEN FROST BANKERS INC COM 229899109 231 4300 SH DEFINED 02 4300 0 0 CUMMINS INC COM 231021106 4137 46100 SH DEFINED 02 0 0 46100 CUMMINS INC COM 231021106 8623 96100 SH DEFINED 02 96100 0 0 CUMMINS INC COM 231021106 6721 74900 SH DEFINED 01 74900 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1131 79400 SH DEFINED 01 79400 0 0 CYPRESS SEMICONDUCTOR CORP NOTE1.250%6/1 232806AH2 28174 24850000 SH DEFINED 01 24850000 0 0 DCP MIDSTREAM PARTNERS LP COMUTLTDPTN 23311P100 350 14300 SH DEFINED 01 14300 0 0 DPL INC COM 233293109 4325 166300 SH DEFINED 01 166300 0 0 D R HORTON INC COM 23331A109 1105 30920 SH DEFINED 02 0 0 30920 D R HORTON INC COM 23331A109 3097 86682 SH DEFINED 02 86682 0 0 D R HORTON INC COM 23331A109 2294 64200 SH DEFINED 01 64200 0 0 DST SYS INC DEL COM 233326107 479 8000 SH DEFINED 02 8000 0 0 DTS INC COM 23335C101 4958 335000 SH DEFINED 01 335000 0 0 DADE BEHRING HLDGS INC COM 23342J206 368 9000 SH DEFINED 01 9000 0 0 DANA CORP COM 235811106 429 59800 SH DEFINED 01 59800 0 0 DANAHER CORP DEL COM 235851102 2293 41100 SH DEFINED 02 0 0 41100 DANAHER CORP DEL COM 235851102 3637 65200 SH DEFINED 02 65200 0 0 DANAHER CORP DEL COM 235851102 1394 25000 SH DEFINED 01 25000 0 0 DARDEN RESTAURANTS INC COM 237194105 3370 86666 SH DEFINED 02 0 0 86666 DARDEN RESTAURANTS INC COM 237194105 5288 136015 SH DEFINED 02 136015 0 0 DARDEN RESTAURANTS INC COM 237194105 2053 52800 SH DEFINED 01 52800 0 0 DEALERTRACK HLDGS INC COM 242309102 2763 131700 SH DEFINED 01 131700 0 0 DEAN FOODS CO NEW COM 242370104 627 16650 SH DEFINED 02 16650 0 0 DEERE & CO COM 244199105 3310 48599 SH DEFINED 02 0 0 48599 DEERE & CO COM 244199105 5026 73796 SH DEFINED 02 73796 0 0 DEERFIELD TRIARC CAP CORP COM 244572301 3022 220600 SH DEFINED 01 220600 0 0 DEL MONTE FOODS CO COM 24522P103 650 62300 SH DEFINED 01 62300 0 0 DELL INC COM 24702R101 13452 448543 SH DEFINED 02 0 0 448543 DELL INC COM 24702R101 21526 717779 SH DEFINED 02 717779 0 0 DELL INC COM 24702R101 2399 80000 SH DEFINED 01 80000 0 0 DELUXE CORP COM 248019101 558 18500 SH DEFINED 02 18500 0 0 DEVON ENERGY CORP NEW COM 25179M103 5838 93352 SH DEFINED 02 0 0 93352 DEVON ENERGY CORP NEW COM 25179M103 8904 142366 SH DEFINED 02 142366 0 0 DEVON ENERGY CORP NEW COM 25179M103 4428 70800 SH DEFINED 01 70800 0 0 DEVON ENERGY CORP NEW DEB4.900%8/1 25179MAA1 39689 34400000 SH DEFINED 01 34400000 0 0 DEVON ENERGY CORP NEW DEB4.950%8/1 25179MAB9 33036 28630000 SH DEFINED 01 28630000 0 0 DIAMONDCLUSTER INTL INC COM 25278P106 209 26300 SH DEFINED 01 26300 0 0 DICKS SPORTING GOODS INC COM 253393102 6648 200000 SH DEFINED 01 200000 0 0 DIEBOLD INC COM 253651103 205 5400 SH DEFINED 01 5400 0 0 DIGITAS INC COM 25388K104 366 29200 SH DEFINED 01 29200 0 0 DILLARDS INC CLA 254067101 6545 263700 SH DEFINED 01 263700 0 0 DIRECTV GROUP INC COM 25459L106 493 34921 SH DEFINED 02 34921 0 0 DISCOVERY LABORATORIES INC COM 254668106 2392 358100 SH DEFINED 01 358100 0 0 DISNEY WALT CO COMDISNEY 254687106 9585 399868 SH DEFINED 02 0 0 399868 DISNEY WALT CO COMDISNEY 254687106 24975 1041939 SH DEFINED 02 1041939 0 0 DISNEY WALT CO COMDISNEY 254687106 4820 201100 SH DEFINED 01 201100 0 0 DISNEY WALT CO NOTE2.125%4/1 254687AU0 6528 6500000 SH DEFINED 01 6500000 0 0 DISCOVERY HOLDING CO CLACOM 25468Y107 217 14330 SH DEFINED 02 14330 0 0 DOLLAR GEN CORP COM 256669102 2310 121125 SH DEFINED 02 0 0 121125 DOLLAR GEN CORP COM 256669102 4503 236105 SH DEFINED 02 236105 0 0 DOLLAR GEN CORP COM 256669102 17813 934100 SH DEFINED 01 934100 0 0 DOLLAR TREE STORES INC COM 256747106 275 11500 SH DEFINED 02 11500 0 0 DOMINION RES INC VA NEW COM 25746U109 2795 36211 SH DEFINED 02 0 0 36211 DOMINION RES INC VA NEW COM 25746U109 4297 55656 SH DEFINED 02 55656 0 0 DOMINOS PIZZA INC COM 25754A201 1275 52700 SH DEFINED 01 52700 0 0 DONALDSON INC COM 257651109 420 13200 SH DEFINED 01 13200 0 0 DONNELLEY R R & SONS CO COM 257867101 889 26000 SH DEFINED 02 0 0 26000 DONNELLEY R R & SONS CO COM 257867101 1563 45700 SH DEFINED 02 45700 0 0 DONNELLEY R R & SONS CO COM 257867101 6312 184500 SH DEFINED 01 184500 0 0 DORAL FINL CORP COM 25811P100 318 30000 SH DEFINED 01 30000 0 0 DOVER CORP COM 260003108 9110 225000 SH DEFINED 01 225000 0 0 DOW CHEM CO COM 260543103 9914 226251 SH DEFINED 02 0 0 226251 DOW CHEM CO COM 260543103 15743 359260 SH DEFINED 02 359260 0 0 DOW CHEM CO COM 260543103 12002 273889 SH DEFINED 01 273889 0 0 DOW JONES & CO INC COM 260561105 231 6500 SH DEFINED 01 6500 0 0 DRIL-QUIP INC COM 262037104 472 10000 SH DEFINED 01 10000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4085 96119 SH DEFINED 02 0 0 96119 DU PONT E I DE NEMOURS & CO COM 263534109 12141 285668 SH DEFINED 02 285668 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 5040 118600 SH DEFINED 01 118600 0 0 DUKE ENERGY CORP COM 264399106 4412 160713 SH DEFINED 02 0 0 160713 DUKE ENERGY CORP COM 264399106 7776 283274 SH DEFINED 02 283274 0 0 DUKE ENERGY CORP COM 264399106 384 14000 SH DEFINED 01 14000 0 0 DUKE REALTY CORP COMNEW 264411505 247 7400 SH DEFINED 02 7400 0 0 DUN & BRADSTREET CORP DEL N COM 26483E100 335 5000 SH DEFINED 02 5000 0 0 DUN & BRADSTREET CORP DEL N COM 26483E100 221 3300 SH DEFINED 01 3300 0 0 DYNEGY INC NEW CLA 26816Q101 142 29400 SH DEFINED 01 29400 0 0 E M C CORP MASS COM 268648102 6950 510251 SH DEFINED 02 0 0 510251 E M C CORP MASS COM 268648102 11607 852194 SH DEFINED 02 852194 0 0 ENSCO INTL INC COM 26874Q100 15301 345000 SH DEFINED 01 345000 0 0 EOG RES INC COM 26875P101 1771 24140 SH DEFINED 02 0 0 24140 EOG RES INC COM 26875P101 2936 40015 SH DEFINED 02 40015 0 0 E TRADE FINANCIAL CORP COM 269246104 755 36200 SH DEFINED 02 0 0 36200 E TRADE FINANCIAL CORP COM 269246104 1408 67500 SH DEFINED 02 67500 0 0 E TRADE FINANCIAL CORP COM 269246104 269 12900 SH DEFINED 01 12900 0 0 EASTMAN CHEM CO COM 277432100 1042 20200 SH DEFINED 02 0 0 20200 EASTMAN CHEM CO COM 277432100 1780 34500 SH DEFINED 02 34500 0 0 EASTMAN KODAK CO COM 277461109 707 30200 SH DEFINED 02 30200 0 0 EATON CORP COM 278058102 4132 61590 SH DEFINED 02 0 0 61590 EATON CORP COM 278058102 7081 105539 SH DEFINED 02 105539 0 0 EATON CORP COM 278058102 1724 25700 SH DEFINED 01 25700 0 0 EATON VANCE CORP COMNONVTG 278265103 263 9600 SH DEFINED 02 9600 0 0 EBAY INC COM 278642103 5990 138504 SH DEFINED 02 0 0 138504 EBAY INC COM 278642103 9172 212060 SH DEFINED 02 212060 0 0 EBAY INC COM 278642103 4386 101400 SH DEFINED 01 101400 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 443 16300 SH DEFINED 02 16300 0 0 ECHOSTAR COMMUNICATIONS NEW NOTE5.750%5/1 278762AG4 15580 15898000 SH DEFINED 01 15898000 0 0 EDISON INTL COM 281020107 3610 82773 SH DEFINED 02 0 0 82773 EDISON INTL COM 281020107 6138 140742 SH DEFINED 02 140742 0 0 EDISON INTL COM 281020107 14021 321500 SH DEFINED 01 321500 0 0 EDO CORP COM 281347104 717 26500 SH DEFINED 01 26500 0 0 EDO CORP NOTE4.000%11/1 281347AE4 2028 2000000 SH DEFINED 01 2000000 0 0 EDWARDS AG INC COM 281760108 1954 41700 SH DEFINED 01 41700 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 329 7900 SH DEFINED 01 7900 0 0 8X8 INC NEW COM 282914100 121 65000 SH DEFINED 01 65000 0 0 EL PASO CORP COM 28336L109 212 17400 SH DEFINED 01 17400 0 0 EL PASO ELEC CO COMNEW 283677854 383 18200 SH DEFINED 01 18200 0 0 ELAN PLC ADR 284131208 1222 87700 SH DEFINED 01 87700 0 0 ELECTRONIC ARTS INC COM 285512109 806 15400 SH DEFINED 02 0 0 15400 ELECTRONIC ARTS INC COM 285512109 1365 26100 SH DEFINED 02 26100 0 0 ELECTRONIC DATA SYS NEW COM 285661104 673 27979 SH DEFINED 02 0 0 27979 ELECTRONIC DATA SYS NEW COM 285661104 2762 114906 SH DEFINED 02 114906 0 0 EMBRAER-EMPRESA BRASILEIRA SPADRPFDSHS 29081M102 11050 282599 SH DEFINED 01 282599 0 0 EMDEON CORP COM 290849108 163 19300 SH DEFINED 02 19300 0 0 EMDEON CORP COM 290849108 19406 2293819 SH DEFINED 01 2293819 0 0 EMERSON ELEC CO COM 291011104 1325 17738 SH DEFINED 02 0 0 17738 EMERSON ELEC CO COM 291011104 2086 27928 SH DEFINED 02 27928 0 0 ENCANA CORP COM 292505104 348 7700 SH DEFINED 01 7700 0 0 ENBRIDGE ENERGY PARTNERS L COM 29250R106 399 9100 SH DEFINED 01 9100 0 0 ENERGEN CORP COM 29265N108 508 14000 SH DEFINED 01 14000 0 0 ENERGY EAST CORP COM 29266M109 207 9067 SH DEFINED 02 0 0 9067 ENERGY EAST CORP COM 29266M109 777 34084 SH DEFINED 02 34084 0 0 ENERGIZER HLDGS INC COM 29266R108 1185 23800 SH DEFINED 01 23800 0 0 ENDOLOGIX INC COM 29266S106 193 28000 SH DEFINED 01 28000 0 0 ENGELHARD CORP COM 292845104 1649 54700 SH DEFINED 02 0 0 54700 ENGELHARD CORP COM 292845104 3006 99700 SH DEFINED 02 99700 0 0 ENGELHARD CORP COM 292845104 8747 290100 SH DEFINED 01 290100 0 0 ENGINEERED SUPPORT SYS INC COM 292866100 33451 803346 SH DEFINED 01 803346 0 0 ENGLOBAL CORP COM 293306106 2063 245000 SH DEFINED 01 245000 0 0 ENTERGY CORP NEW COM 29364G103 2725 39687 SH DEFINED 02 0 0 39687 ENTERGY CORP NEW COM 29364G103 5188 75569 SH DEFINED 02 75569 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 435 18100 SH DEFINED 01 18100 0 0 ENTERRA ENERGY TR TRUNIT 29381P102 179 10900 SH DEFINED 01 10900 0 0 EQUITY RESIDENTIAL SHBENINT 29476L107 501 12800 SH DEFINED 02 0 0 12800 EQUITY RESIDENTIAL SHBENINT 29476L107 833 21300 SH DEFINED 02 21300 0 0 ESCHELON TELECOM INC COM 296290109 4512 321170 SH DEFINED 01 321170 0 0 ESCO TECHNOLOGIES INC COM 296315104 245 5500 SH DEFINED 01 5500 0 0 EURONET WORLDWIDE INC COM 298736109 1234 44400 SH DEFINED 01 44400 0 0 EVERGREEN SOLAR INC COM 30033R108 532 50000 SH DEFINED 01 50000 0 0 EXELON CORP COM 30161N101 6272 118034 SH DEFINED 02 0 0 118034 EXELON CORP COM 30161N101 9205 173218 SH DEFINED 02 173218 0 0 EXELON CORP COM 30161N101 14056 264500 SH DEFINED 01 264500 0 0 EXPEDIA INC DEL COM 30212P105 234 9750 SH DEFINED 02 9750 0 0 EXPEDITORS INTL WASH INC COM 302130109 608 9000 SH DEFINED 02 9000 0 0 EXPRESS SCRIPTS INC COM 302182100 4705 56149 SH DEFINED 02 0 0 56149 EXPRESS SCRIPTS INC COM 302182100 7168 85538 SH DEFINED 02 85538 0 0 EXPRESSJET HOLDINGS INC CLA 30218U108 324 40000 SH DEFINED 01 40000 0 0 EXXON MOBIL CORP COM 30231G102 55822 993806 SH DEFINED 02 0 0 993806 EXXON MOBIL CORP COM 30231G102 144695 2576023 SH DEFINED 02 2576023 0 0 EXXON MOBIL CORP COM 30231G102 23030 410000 SH DEFINED 01 410000 0 0 FLIR SYS INC COM 302445101 913 40900 SH DEFINED 01 40900 0 0 FLIR SYS INC NOTE3.000%6/0 302445AB7 1174 1000000 SH DEFINED 01 1000000 0 0 F M C CORP COMNEW 302491303 585 11000 SH DEFINED 01 11000 0 0 FPL GROUP INC COM 302571104 1649 39668 SH DEFINED 02 0 0 39668 FPL GROUP INC COM 302571104 2972 71500 SH DEFINED 02 71500 0 0 FTD GROUP INC COM 30267U108 1869 179902 SH DEFINED 01 179902 0 0 FACTSET RESH SYS INC COM 303075105 642 15600 SH DEFINED 01 15600 0 0 FAMILY DLR STORES INC COM 307000109 535 21600 SH DEFINED 02 0 0 21600 FAMILY DLR STORES INC COM 307000109 843 34000 SH DEFINED 02 34000 0 0 FAMILY DLR STORES INC COM 307000109 7149 288400 SH DEFINED 01 288400 0 0 FEDERAL HOME LN MTG CORP COM 313400301 5675 86836 SH DEFINED 02 0 0 86836 FEDERAL HOME LN MTG CORP COM 313400301 8326 127406 SH DEFINED 02 127406 0 0 FEDERAL NATL MTG ASSN COM 313586109 6845 140241 SH DEFINED 02 0 0 140241 FEDERAL NATL MTG ASSN COM 313586109 10026 205402 SH DEFINED 02 205402 0 0 FEDERAL NATL MTG ASSN COM 313586109 8015 164200 SH DEFINED 01 164200 0 0 FEDERATED DEPT STORES INC D COM 31410H101 3597 54232 SH DEFINED 02 0 0 54232 FEDERATED DEPT STORES INC D COM 31410H101 5176 78028 SH DEFINED 02 78028 0 0 FEDERATED DEPT STORES INC D COM 31410H101 2176 32800 SH DEFINED 01 32800 0 0 FEDERATED INVS INC PA CLB 314211103 463 12500 SH DEFINED 02 0 0 12500 FEDERATED INVS INC PA CLB 314211103 900 24300 SH DEFINED 02 24300 0 0 FEDERATED INVS INC PA CLB 314211103 256 6900 SH DEFINED 01 6900 0 0 FEDEX CORP COM 31428X106 7206 69702 SH DEFINED 02 0 0 69702 FEDEX CORP COM 31428X106 11919 115286 SH DEFINED 02 115286 0 0 FIDELITY NATL FINL INC COM 316326107 338 9190 SH DEFINED 02 0 0 9190 FIDELITY NATL FINL INC COM 316326107 1289 35048 SH DEFINED 02 35048 0 0 FIFTH THIRD BANCORP COM 316773100 1375 36462 SH DEFINED 02 0 0 36462 FIFTH THIRD BANCORP COM 316773100 1701 45085 SH DEFINED 02 45085 0 0 FILENET CORP COM 316869106 236 9121 SH DEFINED 01 9121 0 0 FINISH LINE INC CLA 317923100 495 28400 SH DEFINED 01 28400 0 0 FIRST AMERN CORP CALIF COM 318522307 331 7300 SH DEFINED 01 7300 0 0 FIRST BANCORP P R COM 318672102 124 10000 SH DEFINED 01 10000 0 0 FIRST DATA CORP COM 319963104 6255 145438 SH DEFINED 02 0 0 145438 FIRST DATA CORP COM 319963104 9534 221680 SH DEFINED 02 221680 0 0 FIRST HORIZON NATL CORP COM 320517105 1303 33900 SH DEFINED 02 0 0 33900 FIRST HORIZON NATL CORP COM 320517105 2176 56600 SH DEFINED 02 56600 0 0 FISERV INC COM 337738108 3167 73192 SH DEFINED 02 0 0 73192 FISERV INC COM 337738108 6145 142010 SH DEFINED 02 142010 0 0 FISERV INC COM 337738108 4041 93400 SH DEFINED 01 93400 0 0 FLAGSTAR BANCORP INC COM 337930101 468 32500 SH DEFINED 01 32500 0 0 FIRSTENERGY CORP COM 337932107 4199 85707 SH DEFINED 02 0 0 85707 FIRSTENERGY CORP COM 337932107 7609 155315 SH DEFINED 02 155315 0 0 FISHER SCIENTIFIC INTL INC COMNEW 338032204 1573 25432 SH DEFINED 02 0 0 25432 FISHER SCIENTIFIC INTL INC COMNEW 338032204 2210 35721 SH DEFINED 02 35721 0 0 FISHER SCIENTIFIC INTL INC COMNEW 338032204 847 13700 SH DEFINED 01 13700 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 926 75000 SH DEFINED 01 75000 0 0 FLOWSERVE CORP COM 34354P105 225 5700 SH DEFINED 01 5700 0 0 FOMENTO ECONOMICO MEXICANO SPONADRUNITS 344419106 6386 88066 SH DEFINED 01 88066 0 0 FOOT LOCKER INC COM 344849104 518 21938 SH DEFINED 02 0 0 21938 FOOT LOCKER INC COM 344849104 1057 44798 SH DEFINED 02 44798 0 0 FOOT LOCKER INC COM 344849104 6192 262500 SH DEFINED 01 262500 0 0 FORD MTR CO DEL COMPAR$0.01 345370860 2415 312796 SH DEFINED 02 0 0 312796 FORD MTR CO DEL COMPAR$0.01 345370860 3862 500260 SH DEFINED 02 500260 0 0 FORD MTR CO CAP TR II PFDTRCV6.5% 345395206 417 15000 SH DEFINED 01 15000 0 0 FOREST LABS INC COM 345838106 3755 92300 SH DEFINED 02 0 0 92300 FOREST LABS INC COM 345838106 7659 188270 SH DEFINED 02 188270 0 0 FOREST LABS INC COM 345838106 2034 50000 SH DEFINED 01 50000 0 0 FORMFACTOR INC COM 346375108 362 14807 SH DEFINED 01 14807 0 0 FORTUNE BRANDS INC COM 349631101 3901 50000 SH DEFINED 01 50000 0 0 FOUNDATION COAL HLDGS INC COM 35039W100 4655 122500 SH DEFINED 01 122500 0 0 FOUR SEASONS HOTEL INC LTDVTGSH 35100E104 4010 80600 SH DEFINED 01 80600 0 0 FRANKLIN RES INC COM 354613101 2570 27336 SH DEFINED 02 0 0 27336 FRANKLIN RES INC COM 354613101 3738 39763 SH DEFINED 02 39763 0 0 FREDS INC CLA 356108100 508 31200 SH DEFINED 01 31200 0 0 FREEPORT-MCMORAN COPPER & G CLB 35671D857 847 15737 SH DEFINED 02 0 0 15737 FREEPORT-MCMORAN COPPER & G CLB 35671D857 833 15482 SH DEFINED 02 15482 0 0 FREEPORT-MCMORAN COPPER & G CLB 35671D857 613 11400 SH DEFINED 01 11400 0 0 FREESCALE SEMICONDUCTOR INC COMCLA 35687M107 416 16500 SH DEFINED 01 16500 0 0 FREMONT GEN CORP COM 357288109 1038 44700 SH DEFINED 01 44700 0 0 FRIEDMAN BILLINGS RAMSEY GR CLA 358434108 594 60000 SH DEFINED 01 60000 0 0 FRONTIER AIRLINES INC NEW DBCV5.000%12/1 359065AA7 1084 1000000 SH DEFINED 01 1000000 0 0 GTC BIOTHERAPEUTICS INC COM 36238T104 789 481000 SH DEFINED 01 481000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 525 17000 SH DEFINED 02 17000 0 0 GAMESTOP CORP NEW CLA 36467W109 2386 75000 SH DEFINED 01 75000 0 0 GANNETT INC COM 364730101 362 5975 SH DEFINED 02 0 0 5975 GANNETT INC COM 364730101 606 10000 SH DEFINED 02 10000 0 0 GANNETT INC COM 364730101 2926 48300 SH DEFINED 01 48300 0 0 GAP INC DEL COM 364760108 4476 253756 SH DEFINED 02 0 0 253756 GAP INC DEL COM 364760108 7626 432320 SH DEFINED 02 432320 0 0 GAP INC DEL COM 364760108 28960 1641700 SH DEFINED 01 1641700 0 0 GARTNER INC COM 366651107 3142 243600 SH DEFINED 01 243600 0 0 GASCO ENERGY INC NOTE5.500%10/0 367220AB6 892 500000 SH DEFINED 01 500000 0 0 GATEWAY INC COM 367626108 208 82900 SH DEFINED 02 0 0 82900 GATEWAY INC COM 367626108 236 93970 SH DEFINED 02 93970 0 0 GATEWAY INC COM 367626108 257 102200 SH DEFINED 01 102200 0 0 GEN-PROBE INC NEW COM 36866T103 4879 100000 SH DEFINED 01 100000 0 0 GENENTECH INC COMNEW 368710406 549 5937 SH DEFINED 02 0 0 5937 GENENTECH INC COMNEW 368710406 3291 35582 SH DEFINED 02 35582 0 0 GENERAL DYNAMICS CORP COM 369550108 2928 25671 SH DEFINED 02 0 0 25671 GENERAL DYNAMICS CORP COM 369550108 4642 40703 SH DEFINED 02 40703 0 0 GENERAL DYNAMICS CORP COM 369550108 8907 78100 SH DEFINED 01 78100 0 0 GENERAL ELECTRIC CO COM 369604103 54173 1545580 SH DEFINED 02 0 0 1545580 GENERAL ELECTRIC CO COM 369604103 142082 4053691 SH DEFINED 02 4053691 0 0 GENERAL ELECTRIC CO COM 369604103 1577 45000 SH DEFINED 01 45000 0 0 GENERAL MLS INC COM 370334104 2137 43337 SH DEFINED 02 0 0 43337 GENERAL MLS INC COM 370334104 6042 122514 SH DEFINED 02 122514 0 0 GENERAL MLS INC COM 370334104 13741 278600 SH DEFINED 01 278600 0 0 GENERAL MTRS CORP COM 370442105 848 43673 SH DEFINED 02 0 0 43673 GENERAL MTRS CORP COM 370442105 1242 63970 SH DEFINED 02 63970 0 0 GENERAL MTRS CORP COM 370442105 4127 212500 SH DEFINED 01 212500 0 0 GENERAL MTRS CORP DEBSRCVC33 370442717 13080 837100 SH DEFINED 01 837100 0 0 GENERAL MTRS CORP DEBSRCONVA 370442741 26628 1277100 SH DEFINED 01 1277100 0 0 GENOMIC HEALTH INC COM 37244C101 405 44511 SH DEFINED 01 44511 0 0 GENUINE PARTS CO COM 372460105 3379 76926 SH DEFINED 01 76926 0 0 GENVEC INC COM 37246C109 124 75000 SH DEFINED 01 75000 0 0 GENWORTH FINL INC COMCLA 37247D106 338 9774 SH DEFINED 02 0 0 9774 GENZYME CORP COM 372917104 9121 128858 SH DEFINED 01 128858 0 0 GENZYME CORP NOTE1.250%12/0 372917AN4 2823 2500000 SH DEFINED 01 2500000 0 0 GLOBAL PMTS INC COM 37940X102 634 13600 SH DEFINED 01 13600 0 0 GOL LINHAS AEREAS INTLG S A SPADRREPPFD 38045R107 2076 73608 SH DEFINED 01 73608 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 9302 72833 SH DEFINED 02 0 0 72833 GOLDMAN SACHS GROUP INC COM 38141G104 14419 112907 SH DEFINED 02 112907 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 18939 148300 SH DEFINED 01 148300 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1681 96700 SH DEFINED 02 0 0 96700 GOODYEAR TIRE & RUBR CO COM 382550101 2793 160700 SH DEFINED 02 160700 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 881 50700 SH DEFINED 01 50700 0 0 GOOGLE INC CLA 38259P508 1124 2709 SH DEFINED 02 0 0 2709 GOOGLE INC CLA 38259P508 3888 9372 SH DEFINED 02 9372 0 0 GOOGLE INC CLA 38259P508 2904 7000 SH DEFINED 01 7000 0 0 GRACO INC COM 384109104 7442 204009 SH DEFINED 01 204009 0 0 GRAINGER W W INC COM 384802104 1117 15716 SH DEFINED 02 0 0 15716 GRAINGER W W INC COM 384802104 1741 24493 SH DEFINED 02 24493 0 0 GRAINGER W W INC COM 384802104 15390 216451 SH DEFINED 01 216451 0 0 GREATER BAY BANCORP NOTE3/2 391648AP7 9000 10000000 SH DEFINED 01 10000000 0 0 GREY WOLF INC NOTE3.750%5/0 397888AD0 19608 15200000 SH DEFINED 01 15200000 0 0 GTECH HLDGS CORP COM 400518106 717 22600 SH DEFINED 02 22600 0 0 GUESS INC COM 401617105 2670 75000 SH DEFINED 01 75000 0 0 GUIDANT CORP COM 401698105 1411 21787 SH DEFINED 02 0 0 21787 GUIDANT CORP COM 401698105 2390 36910 SH DEFINED 02 36910 0 0 GUITAR CTR MGMT INC COM 402040109 310 6200 SH DEFINED 01 6200 0 0 HCA INC COM 404119109 5423 107396 SH DEFINED 02 0 0 107396 HCA INC COM 404119109 9389 185921 SH DEFINED 02 185921 0 0 HCA INC COM 404119109 252 5000 SH DEFINED 01 5000 0 0 HCC INS HLDGS INC COM 404132102 234 7900 SH DEFINED 02 7900 0 0 HAEMONETICS CORP COM 405024100 254 5200 SH DEFINED 01 5200 0 0 HALLIBURTON CO COM 406216101 4655 75124 SH DEFINED 02 0 0 75124 HALLIBURTON CO COM 406216101 6479 104562 SH DEFINED 02 104562 0 0 HALLIBURTON CO COM 406216101 28935 467000 SH DEFINED 01 467000 0 0 HALLIBURTON CO NOTE3.125%7/1 406216AM3 100055 58464000 SH DEFINED 01 58464000 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 537 295300 SH DEFINED 01 295300 0 0 HANOVER COMPRESSOR CO COM 410768105 145 10300 SH DEFINED 01 10300 0 0 HARLAND JOHN H CO COM 412693103 635 16900 SH DEFINED 01 16900 0 0 HARLEY DAVIDSON INC COM 412822108 4311 83718 SH DEFINED 02 0 0 83718 HARLEY DAVIDSON INC COM 412822108 7534 146321 SH DEFINED 02 146321 0 0 HARRAHS ENTMT INC COM 413619107 670 9400 SH DEFINED 02 0 0 9400 HARRAHS ENTMT INC COM 413619107 1376 19300 SH DEFINED 02 19300 0 0 HARRAHS ENTMT INC COM 413619107 2595 36400 SH DEFINED 01 36400 0 0 HARRIS CORP DEL COM 413875105 237 5500 SH DEFINED 02 5500 0 0 HARRIS CORP DEL DBCV3.500%8/1 413875AH8 38456 20000000 SH DEFINED 01 20000000 0 0 HARTE-HANKS INC COM 416196103 257 9750 SH DEFINED 02 9750 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 3913 45556 SH DEFINED 02 0 0 45556 HARTFORD FINL SVCS GROUP IN COM 416515104 6646 77375 SH DEFINED 02 77375 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 5772 67200 SH DEFINED 01 67200 0 0 HASBRO INC COM 418056107 1264 62615 SH DEFINED 02 0 0 62615 HASBRO INC COM 418056107 2379 117910 SH DEFINED 02 117910 0 0 HEALTH MGMT ASSOC INC NEW CLA 421933102 3794 172773 SH DEFINED 02 0 0 172773 HEALTH MGMT ASSOC INC NEW CLA 421933102 7132 324772 SH DEFINED 02 324772 0 0 HEALTH MGMT ASSOC INC NEW NOTE1.500%8/0 421933AF9 35567 35500000 SH DEFINED 01 35500000 0 0 HEALTH MGMT ASSOC INC NEW NOTE1/2 421933AG7 34168 39500000 SH DEFINED 01 39500000 0 0 HEALTH NET INC COM 42222G108 279 5415 SH DEFINED 02 0 0 5415 HEALTH NET INC COM 42222G108 1205 23366 SH DEFINED 02 23366 0 0 HEALTH NET INC COM 42222G108 237 4600 SH DEFINED 01 4600 0 0 HEARTLAND EXPRESS INC COM 422347104 406 20000 SH DEFINED 01 20000 0 0 HEINZ H J CO COM 423074103 1184 35100 SH DEFINED 02 35100 0 0 HEINZ H J CO COM 423074103 435 12900 SH DEFINED 01 12900 0 0 HEMOSENSE INC COM 423691104 119 20300 SH DEFINED 01 20300 0 0 HERCULES OFFSHORE INC COM 427093109 733 25800 SH DEFINED 01 25800 0 0 HEWITT ASSOCS INC COM 42822Q100 359 12800 SH DEFINED 01 12800 0 0 HEWLETT PACKARD CO COM 428236103 12299 429569 SH DEFINED 02 0 0 429569 HEWLETT PACKARD CO COM 428236103 32425 1132538 SH DEFINED 02 1132538 0 0 HEWLETT PACKARD CO COM 428236103 4581 160000 SH DEFINED 01 160000 0 0 HILLENBRAND INDS INC COM 431573104 642 13000 SH DEFINED 02 13000 0 0 HILTON HOTELS CORP COM 432848109 1178 48874 SH DEFINED 02 48874 0 0 HILTON HOTELS CORP COM 432848109 3195 132500 SH DEFINED 01 132500 0 0 HITTITE MICROWAVE CORP COM 43365Y104 289 12500 SH DEFINED 01 12500 0 0 HOLLINGER INTL INC CLA 435569108 318 35500 SH DEFINED 01 35500 0 0 HOME DEPOT INC COM 437076102 16187 399866 SH DEFINED 02 0 0 399866 HOME DEPOT INC COM 437076102 25409 627700 SH DEFINED 02 627700 0 0 HOME DEPOT INC COM 437076102 22349 552100 SH DEFINED 01 552100 0 0 HONEYWELL INTL INC COM 438516106 4493 120619 SH DEFINED 02 0 0 120619 HONEYWELL INTL INC COM 438516106 6759 181439 SH DEFINED 02 181439 0 0 HONEYWELL INTL INC COM 438516106 17656 474000 SH DEFINED 01 474000 0 0 HORIZON HEALTH CORP COM 44041Y104 566 25000 SH DEFINED 01 25000 0 0 HORMEL FOODS CORP COM 440452100 245 7500 SH DEFINED 02 7500 0 0 HORNBECK OFFSHORE SVCS INC COM 440543106 1530 46800 SH DEFINED 01 46800 0 0 HOST MARRIOTT CORP NEW COM 44107P104 455 24033 SH DEFINED 02 24033 0 0 HOT TOPIC INC COM 441339108 529 37100 SH DEFINED 01 37100 0 0 HOUSTON EXPL CO COM 442120101 238 4500 SH DEFINED 01 4500 0 0 HUDSON CITY BANCORP COM 443683107 9716 801624 SH DEFINED 01 801624 0 0 HUMANA INC COM 444859102 4232 77900 SH DEFINED 02 0 0 77900 HUMANA INC COM 444859102 8843 162770 SH DEFINED 02 162770 0 0 HUMANA INC COM 444859102 5433 100000 SH DEFINED 01 100000 0 0 HUMAN GENOME SCIENCES INC NOTE2.250%10/1 444903AK4 1570 2000000 SH DEFINED 01 2000000 0 0 HUNT J B TRANS SVCS INC COM 445658107 477 21082 SH DEFINED 01 21082 0 0 HUNTINGTON BANCSHARES INC COM 446150104 14416 606971 SH DEFINED 01 606971 0 0 HUNTSMAN CORP COM 447011107 740 43000 SH DEFINED 01 43000 0 0 IAC INTERACTIVECORP COMNEW 44919P300 522 18424 SH DEFINED 02 0 0 18424 IAC INTERACTIVECORP COMNEW 44919P300 434 15345 SH DEFINED 02 15345 0 0 IMS HEALTH INC COM 449934108 1038 41637 SH DEFINED 02 0 0 41637 IMS HEALTH INC COM 449934108 2142 85963 SH DEFINED 02 85963 0 0 ITT EDUCATIONAL SERVICES IN COM 45068B109 1773 30000 SH DEFINED 01 30000 0 0 ITT INDS INC IND COM 450911102 1738 16900 SH DEFINED 02 0 0 16900 ITT INDS INC IND COM 450911102 2644 25718 SH DEFINED 02 25718 0 0 IDEX CORP COM 45167R104 592 14400 SH DEFINED 01 14400 0 0 ILLINOIS TOOL WKS INC COM 452308109 3165 35975 SH DEFINED 02 0 0 35975 ILLINOIS TOOL WKS INC COM 452308109 4838 54982 SH DEFINED 02 54982 0 0 ILLINOIS TOOL WKS INC COM 452308109 10559 120000 SH DEFINED 01 120000 0 0 IMCLONE SYS INC COM 45245W109 216 6300 SH DEFINED 01 6300 0 0 IMMUNICON CORP DEL COM 45260A107 84 24500 SH DEFINED 01 24500 0 0 INAMED CORP COM 453235103 18312 208855 SH DEFINED 01 208855 0 0 INFINEON TECHNOLOGIES AG SPONSOREDADR 45662N103 123 13500 SH DEFINED 01 13500 0 0 INFOSYS TECHNOLOGIES LTD SPONSOREDADR 456788108 4447 55000 SH DEFINED 01 55000 0 0 INFOSPACE INC COMNEW 45678T201 612 23700 SH DEFINED 01 23700 0 0 INGRAM MICRO INC CLA 457153104 2063 103500 SH DEFINED 01 103500 0 0 INTEL CORP COM 458140100 26020 1042448 SH DEFINED 02 0 0 1042448 INTEL CORP COM 458140100 67206 2692532 SH DEFINED 02 2692532 0 0 INTEL CORP COM 458140100 2633 105500 SH DEFINED 01 105500 0 0 INTELLISYNC CORP COM 458176104 774 150000 SH DEFINED 01 150000 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 21715 264175 SH DEFINED 02 0 0 264175 INTERNATIONAL BUSINESS MACH COM 459200101 55334 673166 SH DEFINED 02 673166 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 2663 32400 SH DEFINED 01 32400 0 0 INTERNATIONAL COAL GRP INC COM 45928H106 285 30000 SH DEFINED 01 30000 0 0 INTERNATIONAL GAME TECHNOLO COM 459902102 674 21891 SH DEFINED 02 0 0 21891 INTERNATIONAL GAME TECHNOLO COM 459902102 1203 39070 SH DEFINED 02 39070 0 0 INTL PAPER CO COM 460146103 1970 58600 SH DEFINED 02 0 0 58600 INTL PAPER CO COM 460146103 3122 92900 SH DEFINED 02 92900 0 0 INTERNATIONAL RECTIFIER COR COM 460254105 829 26000 SH DEFINED 01 26000 0 0 INTERNATIONAL SECS EXCH INC CLA 46031W204 413 15000 SH DEFINED 01 15000 0 0 INTERNATIONAL SPEEDWAY CORP CLA 460335201 474 9900 SH DEFINED 02 9900 0 0 INTERNATIONAL SPEEDWAY CORP CLA 460335201 632 13200 SH DEFINED 01 13200 0 0 INTERNET SEC SYS INC COM 46060X107 482 23000 SH DEFINED 01 23000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 152 15800 SH DEFINED 01 15800 0 0 INTUIT COM 461202103 778 14600 SH DEFINED 02 0 0 14600 INTUIT COM 461202103 1434 26900 SH DEFINED 02 26900 0 0 INTUITIVE SURGICAL INC COMNEW 46120E602 2345 20000 SH DEFINED 01 20000 0 0 INVITROGEN CORP COM 46185R100 646 9700 SH DEFINED 02 9700 0 0 IPAYMENT INC COM 46262E105 8595 207002 SH DEFINED 01 207002 0 0 ISHARES INC MSCITAIWAN 464286731 1939 155400 SH DEFINED 01 155400 0 0 ISHARES INC MSCIJAPAN 464286848 4897 362501 SH DEFINED 01 362501 0 0 ISHARES TR FTSEXNHUAIDX 464287184 1048 17000 SH DEFINED 01 17000 0 0 ISHARES TR MSCIEMERGMKT 464287234 2868 32500 SH DEFINED 01 32500 0 0 ISHARES TR NASDQBIOINDX 464287556 4828 62500 SH DEFINED 01 62500 0 0 ISHARES TR RUSSELL2000 464287655 8843 132600 SH DEFINED 01 132600 0 0 IVAX CORP COM 465823102 36915 1178260 SH DEFINED 01 1178260 0 0 JDS UNIPHASE CORP COM 46612J101 150 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SH DEFINED 01 40200 0 0 KING PHARMACEUTICALS INC DBCV2.750%11/1 495582AG3 1118 1151000 SH DEFINED 01 1151000 0 0 KNIGHT CAPITAL GROUP INC CLA 499005106 437 44200 SH DEFINED 01 44200 0 0 KOHLS CORP COM 500255104 2204 45355 SH DEFINED 02 0 0 45355 KOHLS CORP COM 500255104 3430 70570 SH DEFINED 02 70570 0 0 KOHLS CORP COM 500255104 56376 1160000 SH DEFINED 01 1160000 0 0 KRAFT FOODS INC CLA 50075N104 625 22200 SH DEFINED 02 22200 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 3444 600000 SH DEFINED 01 600000 0 0 KROGER CO COM 501044101 2222 117669 SH DEFINED 02 0 0 117669 KROGER CO COM 501044101 3161 167438 SH DEFINED 02 167438 0 0 KROGER CO COM 501044101 291 15400 SH DEFINED 01 15400 0 0 LSI LOGIC CORP COM 502161102 203 25400 SH DEFINED 02 0 0 25400 LSI LOGIC CORP COM 502161102 412 51500 SH DEFINED 02 51500 0 0 LSI LOGIC CORP COM 502161102 1316 164500 SH DEFINED 01 164500 0 0 LSI LOGIC CORP NOTE4.000%5/1 502161AJ1 24880 25950000 SH DEFINED 01 25950000 0 0 LTX CORP COM 502392103 223 49600 SH DEFINED 01 49600 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 572 7700 SH DEFINED 02 0 0 7700 L-3 COMMUNICATIONS HLDGS IN COM 502424104 1115 15000 SH DEFINED 02 15000 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 3941 53000 SH DEFINED 01 53000 0 0 LABORATORY CORP AMER HLDGS COMNEW 50540R409 1080 20056 SH DEFINED 02 0 0 20056 LABORATORY CORP AMER HLDGS COMNEW 50540R409 2762 51298 SH DEFINED 02 51298 0 0 LAFARGE NORTH AMERICA INC COM 505862102 253 4600 SH DEFINED 02 4600 0 0 LAIDLAW INTL INC COM 50730R102 223 9600 SH DEFINED 01 9600 0 0 LAM RESEARCH CORP COM 512807108 401 11231 SH DEFINED 02 0 0 11231 LAM RESEARCH CORP COM 512807108 786 22042 SH DEFINED 02 22042 0 0 LAM RESEARCH CORP COM 512807108 1006 28200 SH DEFINED 01 28200 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 140 32460 SH DEFINED 01 32460 0 0 LAUDER ESTEE COS INC CLA 518439104 573 17100 SH DEFINED 02 17100 0 0 LEAP WIRELESS INTL INC COMNEW 521863308 409 10800 SH DEFINED 01 10800 0 0 LEAR CORP COM 521865105 464 16300 SH DEFINED 02 16300 0 0 LEAR CORP COM 521865105 3964 139300 SH DEFINED 01 139300 0 0 LEGGETT & PLATT INC COM 524660107 810 35300 SH DEFINED 02 0 0 35300 LEGGETT & PLATT INC COM 524660107 1355 59000 SH DEFINED 02 59000 0 0 LEGG MASON INC COM 524901105 251 2093 SH DEFINED 02 0 0 2093 LEGG MASON INC COM 524901105 1520 12701 SH DEFINED 02 12701 0 0 LEGG MASON INC COM 524901105 1185 9900 SH DEFINED 01 9900 0 0 LEHMAN BROS HLDGS INC COM 524908100 7333 57213 SH DEFINED 02 0 0 57213 LEHMAN BROS HLDGS INC COM 524908100 12427 96956 SH DEFINED 02 96956 0 0 LEHMAN BROS HLDGS INC COM 524908100 2397 18700 SH DEFINED 01 18700 0 0 LENNAR CORP CLA 526057104 440 7210 SH DEFINED 02 0 0 7210 LENNAR CORP CLA 526057104 1525 24997 SH DEFINED 02 24997 0 0 LENNOX INTL INC COM 526107107 1128 40000 SH DEFINED 01 40000 0 0 LEUCADIA NATL CORP NOTE3.750%4/1 527288AX2 9320 8000000 SH DEFINED 01 8000000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 34 11900 SH DEFINED 01 11900 0 0 LEXMARK INTL NEW CLA 529771107 2304 51403 SH DEFINED 02 0 0 51403 LEXMARK INTL NEW CLA 529771107 4549 101466 SH DEFINED 02 101466 0 0 LEXMARK INTL NEW CLA 529771107 735 16400 SH DEFINED 01 16400 0 0 LIBERTY MEDIA CORP DEB3.750%2/1 530715AL5 2220 4000000 SH DEFINED 01 4000000 0 0 LIBERTY MEDIA CORP NEW COMSERA 530718105 195 24781 SH DEFINED 02 0 0 24781 LIBERTY MEDIA CORP NEW COMSERA 530718105 1192 151410 SH DEFINED 02 151410 0 0 LIFE TIME FITNESS INC COM 53217R207 1905 50000 SH DEFINED 01 50000 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 266 7100 SH DEFINED 01 7100 0 0 LILLY ELI & CO COM 532457108 7029 124201 SH DEFINED 02 0 0 124201 LILLY ELI & CO COM 532457108 19616 346636 SH DEFINED 02 346636 0 0 LIMITED BRANDS INC COM 532716107 2721 121766 SH DEFINED 02 0 0 121766 LIMITED BRANDS INC COM 532716107 4209 188337 SH DEFINED 02 188337 0 0 LIMITED BRANDS INC COM 532716107 559 25000 SH DEFINED 01 25000 0 0 LINCARE HLDGS INC COM 532791100 427 10200 SH DEFINED 02 0 0 10200 LINCARE HLDGS INC COM 532791100 781 18628 SH DEFINED 02 18628 0 0 LINCOLN NATL CORP IND COM 534187109 3859 72764 SH DEFINED 02 0 0 72764 LINCOLN NATL CORP IND COM 534187109 6961 131259 SH DEFINED 02 131259 0 0 LINCOLN NATL CORP IND COM 534187109 5918 111600 SH DEFINED 01 111600 0 0 LINEAR TECHNOLOGY CORP COM 535678106 570 15800 SH DEFINED 01 15800 0 0 LIONS GATE ENTMNT CORP COMNEW 535919203 768 100000 SH DEFINED 01 100000 0 0 LIZ CLAIBORNE INC COM 539320101 3325 92827 SH DEFINED 02 0 0 92827 LIZ CLAIBORNE INC COM 539320101 6310 176166 SH DEFINED 02 176166 0 0 LOCKHEED MARTIN CORP COM 539830109 4455 70011 SH DEFINED 02 0 0 70011 LOCKHEED MARTIN CORP COM 539830109 6852 107685 SH DEFINED 02 107685 0 0 LOCKHEED MARTIN CORP COM 539830109 6999 110000 SH DEFINED 01 110000 0 0 LOEWS CORP COM 540424108 313 3300 SH DEFINED 02 0 0 3300 LOEWS CORP COM 540424108 4088 43100 SH DEFINED 02 43100 0 0 LOEWS CORP COM 540424108 977 10300 SH DEFINED 01 10300 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 517 10000 SH DEFINED 01 10000 0 0 LORAL SPACE & 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DEFINED 01 488440 0 0 MEMC ELECTR MATLS INC COM 552715104 729 32900 SH DEFINED 02 32900 0 0 MEMC ELECTR MATLS INC COM 552715104 1219 55000 SH DEFINED 01 55000 0 0 MGIC INVT CORP WIS COM 552848103 1826 27743 SH DEFINED 02 0 0 27743 MGIC INVT CORP WIS COM 552848103 2689 40859 SH DEFINED 02 40859 0 0 MGIC INVT CORP WIS COM 552848103 14810 225003 SH DEFINED 01 225003 0 0 MGM MIRAGE COM 552953101 8045 219400 SH DEFINED 01 219400 0 0 MAGELLAN HEALTH SVCS INC COMNEW 559079207 604 19200 SH DEFINED 01 19200 0 0 MAGMA DESIGN AUTOMATION COM 559181102 149 17700 SH DEFINED 01 17700 0 0 MAGNA INTL INC CLA 559222401 7284 101200 SH DEFINED 01 101200 0 0 MAIDENFORM BRANDS INC COM 560305104 1669 131800 SH DEFINED 01 131800 0 0 MANOR CARE INC NEW COM 564055101 859 21600 SH DEFINED 02 0 0 21600 MANOR CARE INC NEW COM 564055101 2859 71900 SH DEFINED 02 71900 0 0 MANOR CARE INC NEW COM 564055101 1110 27900 SH DEFINED 01 27900 0 0 MANPOWER INC COM 56418H100 449 9653 SH DEFINED 02 0 0 9653 MANPOWER INC COM 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77150 0 0 MATTEL INC COM 577081102 844 53353 SH DEFINED 02 0 0 53353 MATTEL INC COM 577081102 1393 88070 SH DEFINED 02 88070 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 7254 7000000 SH DEFINED 01 7000000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 986 27200 SH DEFINED 01 27200 0 0 MCAFEE INC COM 579064106 279 10300 SH DEFINED 02 10300 0 0 MCAFEE INC COM 579064106 7124 262600 SH DEFINED 01 262600 0 0 MCCORMICK & CO INC COMNONVTG 579780206 436 14100 SH DEFINED 02 0 0 14100 MCCORMICK & CO INC COMNONVTG 579780206 717 23200 SH DEFINED 02 23200 0 0 MCCORMICK & CO INC COMNONVTG 579780206 461 14900 SH DEFINED 01 14900 0 0 MCDATA CORP CLA 580031201 566 149040 SH DEFINED 01 149040 0 0 MCDERMOTT INTL INC COM 580037109 281 6300 SH DEFINED 01 6300 0 0 MCDONALDS CORP COM 580135101 4711 139697 SH DEFINED 02 0 0 139697 MCDONALDS CORP COM 580135101 13519 400918 SH DEFINED 02 400918 0 0 MCDONALDS CORP COM 580135101 5012 148650 SH DEFINED 01 148650 0 0 MCGRAW HILL COS INC COM 580645109 586 11354 SH DEFINED 02 0 0 11354 MCGRAW HILL COS INC COM 580645109 585 11335 SH DEFINED 02 11335 0 0 MCKESSON CORP COM 58155Q103 1136 22027 SH DEFINED 02 0 0 22027 MCKESSON CORP COM 58155Q103 1343 26028 SH DEFINED 02 26028 0 0 MCKESSON CORP COM 58155Q103 382 7400 SH DEFINED 01 7400 0 0 MEADWESTVACO CORP COM 583334107 1191 42500 SH DEFINED 01 42500 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4911 88011 SH DEFINED 02 0 0 88011 MEDCO HEALTH SOLUTIONS INC COM 58405U102 7140 127963 SH DEFINED 02 127963 0 0 MEDTRONIC INC COM 585055106 7681 133418 SH DEFINED 02 0 0 133418 MEDTRONIC INC COM 585055106 21832 379221 SH DEFINED 02 379221 0 0 MEDTRONIC INC COM 585055106 20150 350000 SH DEFINED 01 350000 0 0 MELLON FINL CORP COM 58551A108 1193 34827 SH DEFINED 02 0 0 34827 MELLON FINL CORP COM 58551A108 1945 56800 SH DEFINED 02 56800 0 0 MENS WEARHOUSE INC COM 587118100 601 20400 SH DEFINED 01 20400 0 0 MENTOR CORP MINN NOTE2.750%1/0 587188AC7 4038 2500000 SH DEFINED 01 2500000 0 0 MERCK & CO INC COM 589331107 11047 347290 SH DEFINED 02 0 0 347290 MERCK & CO INC COM 589331107 28761 904158 SH DEFINED 02 904158 0 0 MERCK & CO INC COM 589331107 29424 925000 SH DEFINED 01 925000 0 0 MEREDITH CORP COM 589433101 408 7800 SH DEFINED 02 0 0 7800 MEREDITH CORP COM 589433101 864 16500 SH DEFINED 02 16500 0 0 MERITAGE HOMES CORP COM 59001A102 566 9000 SH DEFINED 01 9000 0 0 MERRILL LYNCH & CO INC COM 590188108 10189 150431 SH DEFINED 02 0 0 150431 MERRILL LYNCH & CO INC COM 590188108 16005 236306 SH DEFINED 02 236306 0 0 MERRILL LYNCH & CO INC COM 590188108 5418 80000 SH DEFINED 01 80000 0 0 MERRILL LYNCH & CO INC NOTE3/1 590188W46 38661 36560000 SH DEFINED 01 36560000 0 0 METLIFE INC COM 59156R108 7446 151955 SH DEFINED 02 0 0 151955 METLIFE INC COM 59156R108 9834 200698 SH DEFINED 02 200698 0 0 METLIFE INC COM 59156R108 4900 100000 SH DEFINED 01 100000 0 0 MICHAELS STORES INC COM 594087108 471 13310 SH DEFINED 02 13310 0 0 MICHAELS STORES INC COM 594087108 11018 311500 SH DEFINED 01 311500 0 0 MICROSOFT CORP COM 594918104 37101 1418765 SH DEFINED 02 0 0 1418765 MICROSOFT CORP COM 594918104 96616 3694673 SH DEFINED 02 3694673 0 0 MICROSOFT CORP COM 594918104 5724 218900 SH DEFINED 01 218900 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 216 6721 SH DEFINED 02 0 0 6721 MICROCHIP TECHNOLOGY INC COM 595017104 322 10000 SH DEFINED 01 10000 0 0 MICRON TECHNOLOGY INC COM 595112103 1958 147117 SH DEFINED 02 0 0 147117 MICRON TECHNOLOGY INC COM 595112103 4727 355151 SH DEFINED 02 355151 0 0 MICRON TECHNOLOGY INC COM 595112103 5791 435100 SH DEFINED 01 435100 0 0 MICRON TECHNOLOGY INC NOTE2.500%2/0 595112AG8 5209 4500000 SH DEFINED 01 4500000 0 0 MINERALS TECHNOLOGIES INC COM 603158106 671 12000 SH DEFINED 01 12000 0 0 MITTAL STEEL CO N V NYREGSHCLA 60684P101 4592 174400 SH DEFINED 01 174400 0 0 MODINE MFG CO COM 607828100 222 6800 SH DEFINED 01 6800 0 0 MOHAWK INDS INC COM 608190104 348 3996 SH DEFINED 02 0 0 3996 MOHAWK INDS INC COM 608190104 927 10659 SH DEFINED 02 10659 0 0 MOLEX INC COM 608554101 1381 53200 SH DEFINED 01 53200 0 0 MONEYGRAM INTL INC COM 60935Y109 245 9400 SH DEFINED 01 9400 0 0 MONSTER WORLDWIDE INC COM 611742107 359 8800 SH DEFINED 01 8800 0 0 MORGAN STANLEY COMNEW 617446448 10510 185224 SH DEFINED 02 0 0 185224 MORGAN STANLEY COMNEW 617446448 15448 272258 SH DEFINED 02 272258 0 0 MORGAN STANLEY COMNEW 617446448 8267 145700 SH DEFINED 01 145700 0 0 MOTOROLA INC COM 620076109 11286 499590 SH DEFINED 02 0 0 499590 MOTOROLA INC COM 620076109 28812 1275429 SH DEFINED 02 1275429 0 0 MOTOROLA INC COM 620076109 1640 72600 SH DEFINED 01 72600 0 0 MOVIE GALLERY INC COM 624581104 371 66100 SH DEFINED 01 66100 0 0 MURPHY OIL CORP COM 626717102 1652 30600 SH DEFINED 02 0 0 30600 MURPHY OIL CORP COM 626717102 4017 74400 SH DEFINED 02 74400 0 0 MYLAN LABS INC COM 628530107 423 21200 SH DEFINED 02 0 0 21200 MYLAN LABS INC COM 628530107 875 43850 SH DEFINED 02 43850 0 0 MYOGEN INC COM 62856E104 633 21000 SH DEFINED 01 21000 0 0 NCR CORP NEW COM 62886E108 1683 49600 SH DEFINED 02 0 0 49600 NCR CORP NEW COM 62886E108 4242 125000 SH DEFINED 02 125000 0 0 NII HLDGS INC CLBNEW 62913F201 5093 116600 SH DEFINED 01 116600 0 0 NMT MED INC COM 629294109 400 25000 SH DEFINED 01 25000 0 0 NTL INC DEL COM 62940M104 415 6100 SH DEFINED 01 6100 0 0 NVR INC COM 62944T105 254 362 SH DEFINED 02 0 0 362 NVR INC COM 62944T105 731 1041 SH DEFINED 02 1041 0 0 NABORS INDS INC DBCV2/0 629568AF3 6862 10000000 SH DEFINED 01 10000000 0 0 NABORS INDS INC NOTE6/1 629568AL0 9016 7660000 SH DEFINED 01 7660000 0 0 NASDAQ 100 TR UNITSER1 631100104 3537 87500 SH DEFINED 01 87500 0 0 NATIONAL CITY CORP COM 635405103 1596 47554 SH DEFINED 02 0 0 47554 NATIONAL CITY CORP COM 635405103 2510 74770 SH DEFINED 02 74770 0 0 NATIONAL OILWELL VARCO INC COM 637071101 11963 190800 SH DEFINED 01 190800 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 2034 78280 SH DEFINED 02 0 0 78280 NATIONAL SEMICONDUCTOR CORP COM 637640103 3090 118947 SH DEFINED 02 118947 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 559 21500 SH DEFINED 01 21500 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 304 6900 SH DEFINED 02 6900 0 0 NATURAL RESOURCE PARTNERS L COMUNITLP 63900P103 211 4200 SH DEFINED 01 4200 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2748 96000 SH DEFINED 02 0 0 96000 NAVISTAR INTL CORP NEW COM 63934E108 6116 213700 SH DEFINED 02 213700 0 0 NAVISTAR INTL CORP NEW COM 63934E108 1208 42200 SH DEFINED 01 42200 0 0 NEOMAGIC CORP COMNEW 640497202 428 50000 SH DEFINED 01 50000 0 0 NETWORK APPLIANCE INC COM 64120L104 736 27254 SH DEFINED 02 0 0 27254 NETWORK APPLIANCE INC COM 64120L104 1276 47270 SH DEFINED 02 47270 0 0 NETWORK APPLIANCE INC COM 64120L104 540 20000 SH DEFINED 01 20000 0 0 NEUSTAR INC CLA 64126X201 5644 185100 SH DEFINED 01 185100 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 329 19908 SH DEFINED 02 19908 0 0 NEW YORK TIMES CO CLA 650111107 1267 47900 SH DEFINED 01 47900 0 0 NEWCASTLE INVT CORP COM 65105M108 248 10000 SH DEFINED 01 10000 0 0 NEWELL RUBBERMAID INC COM 651229106 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DEFINED 02 0 0 52900 RYDER SYS INC COM 783549108 4303 104900 SH DEFINED 02 104900 0 0 RYLAND GROUP INC COM 783764103 447 6200 SH DEFINED 02 6200 0 0 RYLAND GROUP INC COM 783764103 584 8100 SH DEFINED 01 8100 0 0 SEI INVESTMENTS CO COM 784117103 259 7000 SH DEFINED 02 7000 0 0 SEI INVESTMENTS CO COM 784117103 222 6000 SH DEFINED 01 6000 0 0 SEMCO ENERGY INC COM 78412D109 137 24300 SH DEFINED 01 24300 0 0 SPDR TR UNITSER1 78462F103 9961 80000 SH DEFINED 01 80000 0 0 SPX CORP COM 784635104 233 5100 SH DEFINED 02 5100 0 0 SABRE HLDGS CORP CLA 785905100 3231 133997 SH DEFINED 02 0 0 133997 SABRE HLDGS CORP CLA 785905100 5097 211419 SH DEFINED 02 211419 0 0 SAFECO CORP COM 786429100 2756 48782 SH DEFINED 02 0 0 48782 SAFECO CORP COM 786429100 4936 87368 SH DEFINED 02 87368 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 405 210000 SH DEFINED 01 210000 0 0 SAFEWAY INC COMNEW 786514208 2278 96286 SH DEFINED 02 0 0 96286 SAFEWAY INC COMNEW 786514208 3654 154434 SH DEFINED 02 154434 0 0 SAFEWAY INC 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SAPIENT CORP COM 803062108 9958 1750000 SH DEFINED 01 1750000 0 0 SARA LEE CORP COM 803111103 2393 126589 SH DEFINED 02 0 0 126589 SARA LEE CORP COM 803111103 6821 360890 SH DEFINED 02 360890 0 0 SATYAM COMPUTER SERVICES LT ADR 804098101 435 11900 SH DEFINED 01 11900 0 0 SCHEIN HENRY INC COM 806407102 240 5500 SH DEFINED 02 5500 0 0 SCHERING PLOUGH CORP COM 806605101 1691 81110 SH DEFINED 02 0 0 81110 SCHERING PLOUGH CORP COM 806605101 6662 319508 SH DEFINED 02 319508 0 0 SCHERING PLOUGH CORP COM 806605101 15638 750000 SH DEFINED 01 750000 0 0 SCHLUMBERGER LTD COM 806857108 5256 54104 SH DEFINED 02 0 0 54104 SCHLUMBERGER LTD COM 806857108 5292 54473 SH DEFINED 02 54473 0 0 SCHLUMBERGER LTD COM 806857108 3225 33200 SH DEFINED 01 33200 0 0 SCHLUMBERGER LTD DBCV1.500%6/0 806857AC2 40586 29500000 SH DEFINED 01 29500000 0 0 SCHNITZER STL INDS CLA 806882106 490 16021 SH DEFINED 01 16021 0 0 SCHOLASTIC CORP COM 807066105 291 10196 SH DEFINED 01 10196 0 0 SCHOOL SPECIALTY INC COM 807863105 579 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8984 179000 SH DEFINED 01 179000 0 0 TAIWAN SEMICONDUCTOR MFG LT SPONSOREDADR 874039100 10274 1041390 SH DEFINED 01 1041390 0 0 TAKE-TWO INTERACTIVE SOFTWA COM 874054109 1319 74500 SH DEFINED 01 74500 0 0 TAL INTL GROUP INC COM 874083108 527 25500 SH DEFINED 01 25500 0 0 TALBOTS INC COM 874161102 267 9600 SH DEFINED 01 9600 0 0 TALEO CORP CLA 87424N104 742 55907 SH DEFINED 01 55907 0 0 TARGET CORP COM 87612E106 8179 148790 SH DEFINED 02 0 0 148790 TARGET CORP COM 87612E106 12051 219232 SH DEFINED 02 219232 0 0 TECH DATA CORP COM 878237106 702 17700 SH DEFINED 01 17700 0 0 TECHNICAL OLYMPIC USA INC COM 878483106 211 10000 SH DEFINED 01 10000 0 0 TEKTRONIX INC COM 879131100 745 26400 SH DEFINED 02 0 0 26400 TEKTRONIX INC COM 879131100 1495 53000 SH DEFINED 02 53000 0 0 TELEFLEX INC COM 879369106 286 4400 SH DEFINED 02 4400 0 0 TELEFONOS DE MEXICO S A SPONADRORDL 879403780 2873 116400 SH DEFINED 01 116400 0 0 TELEPHONE & DATA SYS INC COM 879433100 346 9611 SH DEFINED 02 0 0 9611 TELEPHONE 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G87210103 5338 57500 SH DEFINED 01 57500 0 0 HILFIGER TOMMY CORP ORD G8915Z102 2779 171100 SH DEFINED 01 171100 0 0 TRANSOCEAN INC ORD G90078109 333 4773 SH DEFINED 02 0 0 4773 WEATHERFORD INTERNATIONAL L COM G95089101 1405 38800 SH DEFINED 01 38800 0 0 XL CAP LTD CLA G98255105 2740 40658 SH DEFINED 02 0 0 40658 XL CAP LTD CLA G98255105 3025 44900 SH DEFINED 02 44900 0 0 XL CAP LTD CLA G98255105 14925 221500 SH DEFINED 01 221500 0 0 ALCON INC COMSHS H01301102 544 4200 SH DEFINED 01 4200 0 0 UBS AG NAMENAKT H8920M855 6908 72600 SH DEFINED 01 72600 0 0 ALVARION LTD SHS M0861T100 88 10086 SH DEFINED 01 10086 0 0 CHECK POINT SOFTWARE TECH L ORD M22465104 764 38000 SH DEFINED 01 38000 0 0 LIPMAN ELECTRONIC ENGINEERI ORD M6772H101 233 10000 SH DEFINED 01 10000 0 0 TARO PHARMACEUTICAL INDS LT ORD M8737E108 145 10400 SH DEFINED 01 10400 0 0 COPA HOLDINGS SA CLA P31076105 4614 169000 SH DEFINED 01 169000 0 0 KERZNER INTERNATIONAL LTD SHS P6065Y107 344 5000 SH DEFINED 01 5000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2298 51000 SH DEFINED 01 51000 0 0 DIANA SHIPPING INC COM Y2066G104 159 12400 SH DEFINED 01 12400 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 311 29800 SH DEFINED 01 29800 0 0 QUINTANA MARITIME LTD SHS Y7169G109 3054 300000 SH DEFINED 01 300000 0 0
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