-----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, QHHnrm0K9x6ogQ/GBt9y+ViEdoqoTGJA7i8CvDt/uFI7EsgLhosfK8z1XmwwLYox C8zUvUItjC+puF18rzceeA== 0001132716-04-000014.txt : 20041115 0001132716-04-000014.hdr.sgml : 20041115 20041115162123 ACCESSION NUMBER: 0001132716-04-000014 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041115 DATE AS OF CHANGE: 20041115 EFFECTIVENESS DATE: 20041115 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: 041145540 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 ocdsiq304.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, 2004 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: UBS O'Connor LLC Address: One North Wacker Drive, 32nd Floor Chicago, IL 60606 13F File Number: 28-06327 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: JEFFREY B. PICKERING Title: COMPLIANCE OFFICER Phone: (312)525-5951 Signature, Place, and Date of Signing: /s/ JEFFREY B. PICKERING, CHICAGO, IL November 15, 2004 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: 1620 Form 13F Information Table Value Total: $7,779,834 INFORMATION FOR WHICH CONFIDENTIAL TREATMENT WAS REQUESTED HAS BEEN FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: No. 13F File Number Name 02 DSI International Management, Inc. Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Voting Authority Name of Issuer Title of CUSIP Market Shares Shr Investment Other Sole Shared None Class Value or Prn. or Discretion Mana (x1000) amount Pr Opt gers A D C TELECOMMUNICATIONS COM 000886101 185 102198 SH DEFINED 02 0 0 102198 A D C TELECOMMUNICATIONS COM 000886101 281 155046 SH DEFINED 02 155046 0 0 A D C TELECOMMUNICATIONS COM 000886101 499 275600 SH DEFINED 01 275600 0 0 AFLAC INC COM 001055102 3691 94134 SH DEFINED 02 0 0 94134 AFLAC INC COM 001055102 7854 200314 SH DEFINED 02 200314 0 0 AFLAC INC COM 001055102 439 11200 SH DEFINED 01 11200 0 0 AES CORP COM 00130H105 1984 198586 SH DEFINED 02 0 0 198586 AES CORP COM 00130H105 4124 412770 SH DEFINED 02 412770 0 0 AT&T CORP COMNEW 001957505 1464 102214 SH DEFINED 02 0 0 102214 AT&T CORP COMNEW 001957505 3511 245195 SH DEFINED 02 245195 0 0 AT&T CORP COMNEW 001957505 332 23200 SH DEFINED 01 23200 0 0 AT&T WIRELESS SVCS INC COM 00209A106 5786 391487 SH 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808 20800 SH DEFINED 01 20800 0 0 DOW CHEM CO COM 260543103 6380 141210 SH DEFINED 02 0 0 141210 DOW CHEM CO COM 260543103 14171 313646 SH DEFINED 02 313646 0 0 DOW JONES & CO INC COM 260561105 203 5000 SH DEFINED 01 5000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4941 115443 SH DEFINED 02 0 0 115443 DU PONT E I DE NEMOURS & CO COM 263534109 11385 265998 SH DEFINED 02 265998 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 342 8000 SH DEFINED 01 8000 0 0 DUKE ENERGY CORP COM 264399106 2651 115817 SH DEFINED 02 0 0 115817 DUKE ENERGY CORP COM 264399106 5844 255315 SH DEFINED 02 255315 0 0 DUKE ENERGY CORP COM 264399106 6485 283300 SH DEFINED 01 283300 0 0 DUKE ENERGY CORP NOTE1.750%5/1 264399EJ1 26299 24700000 SH DEFINED 01 24700000 0 0 DUKE REALTY CORP COMNEW 264411505 249 7500 SH DEFINED 02 7500 0 0 DUN & BRADSTREET CORP DEL N COM 26483E100 294 5000 SH DEFINED 02 5000 0 0 DYNEGY INC NEW CLA 26816Q101 1054 211174 SH DEFINED 01 211174 0 0 E M C CORP MASS COM 268648102 4472 387537 SH DEFINED 02 0 0 387537 E M C CORP MASS COM 268648102 9001 779986 SH DEFINED 02 779986 0 0 EOG RES INC COM 26875P101 1135 17241 SH DEFINED 02 0 0 17241 EOG RES INC COM 26875P101 2610 39636 SH DEFINED 02 39636 0 0 E TRADE FINANCIAL CORP COM 269246104 1126 98600 SH DEFINED 02 0 0 98600 E TRADE FINANCIAL CORP COM 269246104 2064 180700 SH DEFINED 02 180700 0 0 EASTMAN CHEM CO COM 277432100 571 12000 SH DEFINED 02 0 0 12000 EASTMAN CHEM CO COM 277432100 1265 26600 SH DEFINED 02 26600 0 0 EASTMAN CHEM CO COM 277432100 1969 41400 SH DEFINED 01 41400 0 0 EASTMAN KODAK CO COM 277461109 686 21300 SH DEFINED 02 21300 0 0 EASTMAN KODAK CO NOTE3.375%10/1 277461BE8 35910 28500000 SH DEFINED 01 28500000 0 0 EATON CORP COM 278058102 16881 266222 SH DEFINED 01 266222 0 0 EBAY INC COM 278642103 8584 93360 SH DEFINED 02 0 0 93360 EBAY INC COM 278642103 16838 183144 SH DEFINED 02 183144 0 0 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 217 6978 SH DEFINED 02 0 0 6978 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 650 20874 SH DEFINED 02 20874 0 0 ECHOSTAR COMMUNICATIONS NEW NOTE5.750%5/1 278762AG4 9661 9500000 SH DEFINED 01 9500000 0 0 ECLIPSYS CORP COM 278856109 156 10000 SH DEFINED 01 10000 0 0 ECOLAB INC COM 278865100 413 13143 SH DEFINED 02 0 0 13143 ECOLAB INC COM 278865100 1176 37401 SH DEFINED 02 37401 0 0 EDISON INTL COM 281020107 577 21771 SH DEFINED 02 0 0 21771 EDISON INTL COM 281020107 1291 48704 SH DEFINED 02 48704 0 0 EL PASO CORP COM 28336L109 379 41244 SH DEFINED 02 0 0 41244 EL PASO CORP COM 28336L109 1006 109431 SH DEFINED 02 109431 0 0 EL PASO CORP COM 28336L109 113 12300 SH DEFINED 01 12300 0 0 EL PASO CORP DBCV2/2 28336LAC3 2368 4650000 SH DEFINED 01 4650000 0 0 EL PASO ENERGY CAP TR I PFDCVTRSECS 283678209 3185 91800 SH DEFINED 01 91800 0 0 ELECTRONIC ARTS INC COM 285512109 2833 61609 SH DEFINED 02 0 0 61609 ELECTRONIC ARTS INC COM 285512109 5431 118085 SH DEFINED 02 118085 0 0 ELECTRONIC ARTS INC COM 285512109 8448 183700 SH DEFINED 01 183700 0 0 ELECTRONIC DATA SYS NEW 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DEFINED 01 4600 0 0 THOMAS & BETTS CORP COM 884315102 8685 323812 SH DEFINED 01 323812 0 0 3COM CORP COM 885535104 319 75500 SH DEFINED 01 75500 0 0 3M CO COM 88579Y101 8541 106802 SH DEFINED 02 0 0 106802 3M CO COM 88579Y101 18650 233214 SH DEFINED 02 233214 0 0 3M CO COM 88579Y101 464 5800 SH DEFINED 01 5800 0 0 3M CO NOTE11/2 88579YAB7 1790 2000000 SH DEFINED 01 2000000 0 0 TIFFANY & CO NEW COM 886547108 275 8938 SH DEFINED 02 8938 0 0 TIME WARNER INC COM 887317105 10833 671178 SH DEFINED 02 0 0 671178 TIME WARNER INC COM 887317105 23377 1448415 SH DEFINED 02 1448415 0 0 TIMKEN CO COM 887389104 714 29000 SH DEFINED 01 29000 0 0 TITAN CORP COM 888266103 305 21800 SH DEFINED 01 21800 0 0 TIVO INC COM 888706108 1521 229800 SH DEFINED 01 229800 0 0 TODCO CLA 88889T107 9542 550000 SH DEFINED 01 550000 0 0 TORCHMARK CORP COM 891027104 337 6340 SH DEFINED 02 6340 0 0 TORCHMARK CORP COM 891027104 5345 100500 SH DEFINED 01 100500 0 0 TOTAL S A SPONSOREDADR 89151E109 766 7500 SH DEFINED 01 7500 0 0 TOTAL SYS SVCS INC COM 891906109 225 8900 SH DEFINED 02 8900 0 0 TOYOTA MOTOR CORP SPADRREP2COM 892331307 1986 26000 SH DEFINED 01 26000 0 0 TOYS R US INC COM 892335100 447 25200 SH DEFINED 02 0 0 25200 TOYS R US INC COM 892335100 1002 56500 SH DEFINED 02 56500 0 0 TRIAD HOSPITALS INC COM 89579K109 437 12700 SH DEFINED 02 12700 0 0 TRIBUNE CO NEW COM 896047107 635 15433 SH DEFINED 02 0 0 15433 TRIBUNE CO NEW COM 896047107 1356 32963 SH DEFINED 02 32963 0 0 TRIBUNE CO NEW COM 896047107 412 10000 SH DEFINED 01 10000 0 0 TRIBUNE CO NEW SBDBEXCH2%29 896047305 2661 29650 SH DEFINED 01 29650 0 0 TRINITY INDS INC COM 896522109 203 6500 SH DEFINED 01 6500 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 156 40005 SH DEFINED 01 40005 0 0 TUESDAY MORNING CORP COMNEW 899035505 458 14800 SH DEFINED 01 14800 0 0 TYCO INTL LTD NEW COM 902124106 8798 286941 SH DEFINED 02 0 0 286941 TYCO INTL LTD NEW COM 902124106 13860 452049 SH DEFINED 02 452049 0 0 TYCO INTL LTD NEW COM 902124106 20194 658632 SH DEFINED 01 658632 0 0 TYSON FOODS INC CLA 902494103 218 13600 SH DEFINED 02 13600 0 0 TYSON FOODS INC CLA 902494103 396 24700 SH DEFINED 01 24700 0 0 UST INC COM 902911106 278 6900 SH DEFINED 02 6900 0 0 UST INC COM 902911106 1574 39100 SH DEFINED 01 39100 0 0 US BANCORP DEL COMNEW 902973304 7656 264930 SH DEFINED 02 0 0 264930 US BANCORP DEL COMNEW 902973304 15744 544779 SH DEFINED 02 544779 0 0 US BANCORP DEL COMNEW 902973304 2917 100946 SH DEFINED 01 100946 0 0 USF&G CORP NOTE3/0 903290AD6 1942 2358000 SH DEFINED 01 2358000 0 0 ULTRALIFE BATTERIES INC COM 903899102 508 50000 SH DEFINED 01 50000 0 0 UNION PAC CORP COM 907818108 1036 17680 SH DEFINED 02 0 0 17680 UNION PAC CORP COM 907818108 2521 43019 SH DEFINED 02 43019 0 0 UNION PAC CORP COM 907818108 592 10100 SH DEFINED 01 10100 0 0 UNIONBANCAL CORP COM 908906100 219 3700 SH DEFINED 02 3700 0 0 UNISYS CORP COM 909214108 252 24391 SH DEFINED 02 0 0 24391 UNISYS CORP COM 909214108 622 60319 SH DEFINED 02 60319 0 0 UNISYS CORP COM 909214108 455 44100 SH DEFINED 01 44100 0 0 UNITED AUTO GROUP INC COM 909440109 324 12900 SH DEFINED 01 12900 0 0 UNITED MICROELECTRONICS COR SPONSOREDADR 910873207 195 57600 SH DEFINED 01 57600 0 0 UNITED PARCEL SERVICE INC CLB 911312106 12684 167075 SH DEFINED 02 0 0 167075 UNITED PARCEL SERVICE INC CLB 911312106 25020 329557 SH DEFINED 02 329557 0 0 UNITED STATES STL CORP NEW COM 912909108 1450 38536 SH DEFINED 02 0 0 38536 UNITED STATES STL CORP NEW COM 912909108 4036 107292 SH DEFINED 02 107292 0 0 UNITED STATES STL CORP NEW COM 912909108 6632 176300 SH DEFINED 01 176300 0 0 UNITED SURGICAL PARTNERS IN COM 913016309 1718 50000 SH DEFINED 01 50000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7841 83972 SH DEFINED 02 0 0 83972 UNITED TECHNOLOGIES CORP COM 913017109 16596 177728 SH DEFINED 02 177728 0 0 UNITEDHEALTH GROUP INC COM 91324P102 9164 124274 SH DEFINED 02 0 0 124274 UNITEDHEALTH GROUP INC COM 91324P102 20187 273762 SH DEFINED 02 273762 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 322 7400 SH DEFINED 02 7400 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 326 7500 SH DEFINED 01 7500 0 0 UNIVERSAL HLTH SVCS INC DBCV0.426%6/2 913903AL4 12369 21300000 SH DEFINED 01 21300000 0 0 UNIVISION COMMUNICATIONS IN CLA 914906102 2370 74989 SH DEFINED 02 0 0 74989 UNIVISION COMMUNICATIONS IN CLA 914906102 4458 141038 SH DEFINED 02 141038 0 0 UNOCAL CORP COM 915289102 584 13576 SH DEFINED 02 0 0 13576 UNOCAL CORP COM 915289102 1782 41440 SH DEFINED 02 41440 0 0 UNOCAL CORP COM 915289102 624 14500 SH DEFINED 01 14500 0 0 UNUMPROVIDENT CORP COM 91529Y106 206 13100 SH DEFINED 02 13100 0 0 UNUMPROVIDENT CORP COM 91529Y106 497 31700 SH DEFINED 01 31700 0 0 USF CORP COM 91729Q101 449 12500 SH DEFINED 01 12500 0 0 UTSTARCOM INC NOTE0.875%3/0 918076AB6 25190 25250000 SH DEFINED 01 25250000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3042 37924 SH DEFINED 02 0 0 37924 VALERO ENERGY CORP NEW COM 91913Y100 5889 73418 SH DEFINED 02 73418 0 0 VALLEY NATL BANCORP COM 919794107 210 8233 SH DEFINED 02 8233 0 0 VARIAN MED SYS INC COM 92220P105 449 12995 SH DEFINED 02 12995 0 0 VEECO INSTRS INC DEL COM 922417100 209 9968 SH DEFINED 01 9968 0 0 VENTAS INC COM 92276F100 754 29100 SH DEFINED 01 29100 0 0 VERITAS SOFTWARE CO COM 923436109 2688 151018 SH DEFINED 02 0 0 151018 VERITAS SOFTWARE CO COM 923436109 5247 294799 SH DEFINED 02 294799 0 0 VERITAS SOFTWARE CO COM 923436109 431 24200 SH DEFINED 01 24200 0 0 VERISIGN INC COM 92343E102 226 11350 SH DEFINED 02 11350 0 0 VERIZON COMMUNICATIONS COM 92343V104 16236 412294 SH DEFINED 02 0 0 412294 VERIZON COMMUNICATIONS COM 92343V104 33804 858415 SH DEFINED 02 858415 0 0 VIACOM INC CLB 925524308 9130 272047 SH DEFINED 02 0 0 272047 VIACOM INC CLB 925524308 18712 557578 SH DEFINED 02 557578 0 0 VIACOM INC CLB 925524308 133240 3970200 SH DEFINED 01 3970200 0 0 VIAD CORP COMNEW 92552R406 1308 55101 SH DEFINED 01 55101 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 373 28900 SH DEFINED 01 28900 0 0 VISTEON CORP COM 92839U107 648 81100 SH DEFINED 01 81100 0 0 VIVENDI UNIVERSAL SPONADRNEW 92851S204 283 11000 SH DEFINED 01 11000 0 0 VORNADO RLTY TR SHBENINT 929042109 332 5300 SH DEFINED 02 5300 0 0 VULCAN MATLS CO COM 929160109 265 5200 SH DEFINED 02 5200 0 0 WCI CMNTYS INC COM 92923C104 713 30600 SH DEFINED 01 30600 0 0 WMS INDS INC COM 929297109 1927 75000 SH DEFINED 01 75000 0 0 WPP GROUP PLC SPONADRNEW 929309300 252 5400 SH DEFINED 01 5400 0 0 WACHOVIA CORP 2ND NEW COM 929903102 9172 195360 SH DEFINED 02 0 0 195360 WACHOVIA CORP 2ND NEW COM 929903102 18868 401876 SH DEFINED 02 401876 0 0 WACHOVIA CORP 2ND NEW COM 929903102 235 5000 SH DEFINED 01 5000 0 0 WAL MART STORES INC COM 931142103 34000 639091 SH DEFINED 02 0 0 639091 WAL MART STORES INC COM 931142103 67844 1275263 SH DEFINED 02 1275263 0 0 WAL MART STORES INC COM 931142103 25802 485000 SH DEFINED 01 485000 0 0 WALGREEN CO COM 931422109 6465 180428 SH DEFINED 02 0 0 180428 WALGREEN CO COM 931422109 14515 405109 SH DEFINED 02 405109 0 0 WALGREEN CO COM 931422109 17962 501300 SH DEFINED 01 501300 0 0 WASHINGTON MUT INC COM 939322103 4267 109195 SH DEFINED 02 0 0 109195 WASHINGTON MUT INC COM 939322103 9604 245761 SH DEFINED 02 245761 0 0 WASHINGTON MUT INC COM 939322103 567 14500 SH DEFINED 01 14500 0 0 WASTE MGMT INC DEL COM 94106L109 2459 89935 SH DEFINED 02 0 0 89935 WASTE MGMT INC DEL COM 94106L109 4856 177633 SH DEFINED 02 177633 0 0 WATERS CORP COM 941848103 902 20460 SH DEFINED 02 20460 0 0 WATSON PHARMACEUTICALS INC COM 942683103 303 10300 SH DEFINED 02 10300 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1473 50000 SH DEFINED 01 50000 0 0 WATSON PHARMACEUTICALS INC DBCV1.750%3/1 942683AC7 249 250000 SH DEFINED 01 250000 0 0 WEATHERFORD INTL INC DBCV6/3 947074AB6 24352 38110000 SH DEFINED 01 38110000 0 0 WEBMD CORP COM 94769M105 133 19100 SH DEFINED 02 19100 0 0 WEBMD CORP COM 94769M105 713 102400 SH DEFINED 01 102400 0 0 WEBSTER FINL CORP CONN COM 947890109 252 5100 SH DEFINED 02 5100 0 0 WELLCHOICE INC COM 949475107 7914 212000 SH DEFINED 01 212000 0 0 WELLPOINT HEALTH NETWORK NE COM 94973H108 3573 33998 SH DEFINED 02 0 0 33998 WELLPOINT HEALTH NETWORK NE COM 94973H108 7349 69928 SH DEFINED 02 69928 0 0 WELLS FARGO & CO NEW COM 949746101 15077 252847 SH DEFINED 02 0 0 252847 WELLS FARGO & CO NEW COM 949746101 31599 529926 SH DEFINED 02 529926 0 0 WENDYS INTL INC COM 950590109 751 22352 SH DEFINED 02 0 0 22352 WENDYS INTL INC COM 950590109 1543 45932 SH DEFINED 02 45932 0 0 WENDYS INTL INC COM 950590109 531 15800 SH DEFINED 01 15800 0 0 WEST CORP COM 952355105 431 14800 SH DEFINED 02 14800 0 0 WESTAR ENERGY INC COM 95709T100 380 18800 SH DEFINED 01 18800 0 0 WESTERN DIGITAL CORP COM 958102105 346 39400 SH DEFINED 02 39400 0 0 WESTERN WIRELESS CORP NOTE4.625%6/1 95988EAF2 6650 3500000 SH DEFINED 01 3500000 0 0 WESTWOOD ONE INC COM 961815107 502 25400 SH DEFINED 01 25400 0 0 WEYERHAEUSER CO COM 962166104 2532 38084 SH DEFINED 02 0 0 38084 WEYERHAEUSER CO COM 962166104 5521 83048 SH DEFINED 02 83048 0 0 WEYERHAEUSER CO COM 962166104 977 14700 SH DEFINED 01 14700 0 0 WHIRLPOOL CORP COM 963320106 620 10315 SH DEFINED 02 0 0 10315 WHIRLPOOL CORP COM 963320106 1365 22716 SH DEFINED 02 22716 0 0 WILLIAMS COS INC DEL COM 969457100 384 31737 SH DEFINED 02 0 0 31737 WILLIAMS COS INC DEL COM 969457100 615 50827 SH DEFINED 02 50827 0 0 WILLIAMS SONOMA INC COM 969904101 237 6300 SH DEFINED 02 6300 0 0 WINN DIXIE STORES INC COM 974280109 96 31100 SH DEFINED 02 0 0 31100 WINN DIXIE STORES INC COM 974280109 143 46400 SH DEFINED 02 46400 0 0 WORTHINGTON INDS INC COM 981811102 263 12300 SH DEFINED 02 0 0 12300 WORTHINGTON INDS INC COM 981811102 344 16100 SH DEFINED 02 16100 0 0 WORTHINGTON INDS INC COM 981811102 207 9700 SH DEFINED 01 9700 0 0 WRIGLEY WM JR CO COM 982526105 1485 23457 SH DEFINED 02 0 0 23457 WRIGLEY WM JR CO COM 982526105 3438 54307 SH DEFINED 02 54307 0 0 WYETH COM 983024100 7758 207445 SH DEFINED 02 0 0 207445 WYETH COM 983024100 17105 457344 SH DEFINED 02 457344 0 0 WYETH COM 983024100 1982 53000 SH DEFINED 01 53000 0 0 WYETH DBCV1/1 983024AD2 5914 6000000 SH DEFINED 01 6000000 0 0 XTO ENERGY INC COM 98385X106 1041 32062 SH DEFINED 02 32062 0 0 XTO ENERGY INC COM 98385X106 208 6400 SH DEFINED 01 6400 0 0 XCEL ENERGY INC COM 98389B100 243 14045 SH DEFINED 02 14045 0 0 XILINX INC COM 983919101 3035 112415 SH DEFINED 02 0 0 112415 XILINX INC COM 983919101 5627 208416 SH DEFINED 02 208416 0 0 XILINX INC COM 983919101 270 10000 SH DEFINED 01 10000 0 0 XEROX CORP COM 984121103 476 33835 SH DEFINED 02 0 0 33835 XEROX CORP COM 984121103 1471 104503 SH DEFINED 02 104503 0 0 XEROX CORP COM 984121103 1081 76800 SH DEFINED 01 76800 0 0 YAHOO INC COM 984332106 7576 223420 SH DEFINED 02 0 0 223420 YAHOO INC COM 984332106 15149 446752 SH DEFINED 02 446752 0 0 YELLOW CORP NOTE3.375%11/2 985509AQ1 8645 6500000 SH DEFINED 01 6500000 0 0 YORK INTL CORP NEW COM 986670107 404 12800 SH DEFINED 01 12800 0 0 YOUBET COM INC COM 987413101 497 180000 SH DEFINED 01 180000 0 0 YUM BRANDS INC COM 988498101 1710 42067 SH DEFINED 02 0 0 42067 YUM BRANDS INC COM 988498101 3644 89621 SH DEFINED 02 89621 0 0 ZIMMER HLDGS INC COM 98956P102 2831 35823 SH DEFINED 02 0 0 35823 ZIMMER HLDGS INC COM 98956P102 6157 77892 SH DEFINED 02 77892 0 0 ZIMMER HLDGS INC COM 98956P102 5952 75300 SH DEFINED 01 75300 0 0 ZIONS BANCORPORATION COM 989701107 809 13257 SH DEFINED 02 0 0 13257 ZIONS BANCORPORATION COM 989701107 1989 32582 SH DEFINED 02 32582 0 0 ACE LTD ORD G0070K103 2070 51665 SH DEFINED 02 0 0 51665 ACE LTD ORD G0070K103 3471 86650 SH DEFINED 02 86650 0 0 ACE LTD ORD G0070K103 1190 29700 SH DEFINED 01 29700 0 0 BUNGE LIMITED COM G16962105 816 20400 SH DEFINED 01 20400 0 0 COOPER INDS LTD CLA G24182100 10106 171294 SH DEFINED 01 171294 0 0 ENDURANCE SPECIALTY HLDGS L SHS G30397106 293 9100 SH DEFINED 01 9100 0 0 EVEREST RE GROUP LTD COM G3223R108 9306 125200 SH DEFINED 01 125200 0 0 INGERSOLL-RAND COMPANY LTD CLA G4776G101 931 13700 SH DEFINED 01 13700 0 0 NABORS INDUSTRIES 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