-----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, T8fY9uCkZPg1xLAg7HpY594EVt0s95bozOZcHh8wzYNLBCfleRMIINwcPQ6v2mF1 AX7P1C0I551bqbBi94DxYQ== 0001132716-06-000016.txt : 20060811 0001132716-06-000016.hdr.sgml : 20060811 20060811152049 ACCESSION NUMBER: 0001132716-06-000016 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060811 DATE AS OF CHANGE: 20060811 EFFECTIVENESS DATE: 20060811 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: 061024720 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 ocdsiq206.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: JUNE 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: JEFFREY B. PICKERING Title: COMPLIANCE OFFICER Phone: (312)525-5951 Signature, Place, and Date of Signing: /s/ JEFFREY B. PICKERING, CHICAGO, IL AUGUST 11, 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: 1807 Form 13F Information Table Value Total: $8,969,206 INFORMATION FOR WHICH CONFIDENTIAL TREATMENT WAS REQUESTED HAS BEEN FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: No. 13F File Number Name 02 DSI International Management, Inc. Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Invest Oth Voting Sh ment er Market Shares or or Discre Mana Sha Authority Name of Issuer Title of Class CUSIP Value Prn amount Pr Opt tion gers Sole red None AFLAC INC COM 001055102 6223 134251 SH DEFINED 02 0 0 134251 AFLAC INC COM 001055102 7911 170673 SH DEFINED 02 170673 0 0 AGCO CORP COM 001084102 1671 63500 SH DEFINED 01 63500 0 0 AES CORP COM 00130H105 3629 196699 SH DEFINED 02 0 0 196699 AES CORP COM 00130H105 4555 246885 SH DEFINED 02 246885 0 0 AK STL HLDG CORP COM 001547108 227 16400 SH DEFINED 01 16400 0 0 AT&T INC COM 00206R102 16293 584178 SH DEFINED 02 0 0 584178 AT&T INC COM 00206R102 40164 1440095 SH DEFINED 02 1440095 0 0 AASTROM BIOSCIENCES INC COM 00253U107 160 120000 SH DEFINED 01 120000 0 0 ABBOTT LABS COM 002824100 11241 257764 SH DEFINED 02 0 0 257764 ABBOTT LABS COM 002824100 26522 608153 SH DEFINED 02 608153 0 0 ABBOTT LABS COM 002824100 34888 800000 SH DEFINED 01 800000 0 0 ABERCROMBIE & 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DEFINED 02 0 0 150688 BRISTOL MYERS SQUIBB CO COM 110122108 11718 453130 SH DEFINED 02 453130 0 0 BRISTOL MYERS SQUIBB CO DBCV9/1 110122AN8 13682 13597000 SH DEFINED 01 13597000 0 0 BROADCOM CORP CLA 111320107 685 22800 SH DEFINED 02 22800 0 0 BROADCOM CORP CLA 111320107 667 22200 SH DEFINED 01 22200 0 0 BROCADE COMMUNICATIONS SYS COM 111621108 309 50300 SH DEFINED 01 50300 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 423 30700 SH DEFINED 01 30700 0 0 BROOKS AUTOMATION INC COM 114340102 1261 106900 SH DEFINED 01 106900 0 0 BRUNSWICK CORP COM 117043109 3134 94267 SH DEFINED 02 0 0 94267 BRUNSWICK CORP COM 117043109 4781 143791 SH DEFINED 02 143791 0 0 BSQUARE CORP COMNEW 11776U300 120 54647 SH DEFINED 01 54647 0 0 BUFFALO WILD WINGS INC COM 119848109 383 10000 SH DEFINED 01 10000 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 3653 46099 SH DEFINED 02 0 0 46099 BURLINGTON NORTHN SANTA FE COM 12189T104 5445 68702 SH DEFINED 02 68702 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 2187 27600 SH 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126117100 778 23600 SH DEFINED 01 23600 0 0 CNOOC LTD SPONSOREDADR 126132109 402 5000 SH DEFINED 01 5000 0 0 CNET NETWORKS INC COM 12613R104 160 20000 SH DEFINED 01 20000 0 0 CPI INTERNATIONAL INC COM 12618M100 725 50000 SH DEFINED 01 50000 0 0 CRA INTL INC COM 12618T105 4523 100200 SH DEFINED 01 100200 0 0 CSX CORP COM 126408103 4751 67444 SH DEFINED 02 0 0 67444 CSX CORP COM 126408103 6843 97149 SH DEFINED 02 97149 0 0 CVS CORP COM 126650100 6980 227377 SH DEFINED 02 0 0 227377 CVS CORP COM 126650100 9651 314377 SH DEFINED 02 314377 0 0 CVS CORP COM 126650100 9646 314200 SH DEFINED 01 314200 0 0 CA INC COM 12673P105 411 20000 SH DEFINED 01 20000 0 0 CABELAS INC COM 126804301 352 18300 SH DEFINED 01 18300 0 0 CABOT CORP COM 127055101 211 6100 SH DEFINED 01 6100 0 0 CABOT OIL & GAS CORP COM 127097103 490 10000 SH DEFINED 01 10000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 298 17400 SH DEFINED 02 17400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 5721 333600 SH DEFINED 01 333600 0 0 CAESARS ENTMT INC FRNT4/1 127687AB7 27135 21600000 SH DEFINED 01 21600000 0 0 CAL DIVE INTL INC NOTE3.250%12/1 127914AB5 197 132000 SH DEFINED 01 132000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 11503 240800 SH DEFINED 01 240800 0 0 CAMPBELL SOUP CO COM 134429109 731 19700 SH DEFINED 02 19700 0 0 CANADIAN NATL RY CO COM 136375102 306 7000 SH DEFINED 01 7000 0 0 CANADIAN PAC RY LTD COM 13645T100 307 6000 SH DEFINED 01 6000 0 0 CAPITAL ONE FINL CORP COM 14040H105 4650 54418 SH DEFINED 02 0 0 54418 CAPITAL ONE FINL CORP COM 14040H105 7318 85641 SH DEFINED 02 85641 0 0 CAPITALSOURCE INC COM 14055X102 6742 287400 SH DEFINED 01 287400 0 0 CARDINAL HEALTH INC COM 14149Y108 3774 58674 SH DEFINED 02 0 0 58674 CARDINAL HEALTH INC COM 14149Y108 5660 87980 SH DEFINED 02 87980 0 0 CARDIOME PHARMA CORP COMNEW 14159U202 260 29400 SH DEFINED 01 29400 0 0 CAREER EDUCATION CORP COM 141665109 417 13958 SH DEFINED 02 0 0 13958 CAREER EDUCATION CORP COM 141665109 1053 35221 SH DEFINED 02 35221 0 0 CAREMARK RX INC COM 141705103 4520 90639 SH DEFINED 02 0 0 90639 CAREMARK RX INC COM 141705103 5697 114236 SH DEFINED 02 114236 0 0 CAREMARK RX INC COM 141705103 1706 34200 SH DEFINED 01 34200 0 0 CARMIKE CINEMAS INC COM 143436400 4023 190843 SH DEFINED 01 190843 0 0 CATALINA MARKETING CORP COM 148867104 228 8000 SH DEFINED 01 8000 0 0 CATERPILLAR INC DEL COM 149123101 8595 115401 SH DEFINED 02 0 0 115401 CATERPILLAR INC DEL COM 149123101 11331 152139 SH DEFINED 02 152139 0 0 CATERPILLAR INC DEL COM 149123101 1073 14400 SH DEFINED 01 14400 0 0 CATO CORP NEW CLA 149205106 339 13100 SH DEFINED 01 13100 0 0 CELANESE CORP DEL COMSERA 150870103 347 17000 SH DEFINED 01 17000 0 0 CELESTICA INC SUBVTGSHS 15101Q108 469 49200 SH DEFINED 01 49200 0 0 CELGENE CORP COM 151020104 1380 29100 SH DEFINED 02 29100 0 0 CENDANT CORP COM 151313103 3067 188276 SH DEFINED 02 0 0 188276 CENDANT CORP COM 151313103 4705 288858 SH DEFINED 02 288858 0 0 CENDANT CORP COM 151313103 178 10900 SH DEFINED 01 10900 0 0 CENTERPOINT ENERGY INC COM 15189T107 1806 144471 SH DEFINED 02 0 0 144471 CENTERPOINT ENERGY INC COM 15189T107 2791 223295 SH DEFINED 02 223295 0 0 CENTERPOINT ENERGY INC COM 15189T107 8562 685000 SH DEFINED 01 685000 0 0 CENTEX CORP COM 152312104 3234 64303 SH DEFINED 02 0 0 64303 CENTEX CORP COM 152312104 5190 103176 SH DEFINED 02 103176 0 0 CENTEX CORP COM 152312104 5387 107100 SH DEFINED 01 107100 0 0 CENTRAL PAC FINL CORP COM 154760102 310 8000 SH DEFINED 01 8000 0 0 CENTURYTEL INC COM 156700106 1746 47000 SH DEFINED 02 0 0 47000 CENTURYTEL INC COM 156700106 2786 75000 SH DEFINED 02 75000 0 0 CEPHALON INC COM 156708109 222 3700 SH DEFINED 02 3700 0 0 CEPHALON INC COM 156708109 4826 80300 SH DEFINED 01 80300 0 0 CERIDIAN CORP NEW COM 156779100 313 12827 SH DEFINED 02 0 0 12827 CERIDIAN CORP NEW COM 156779100 342 14010 SH DEFINED 02 14010 0 0 CHAMPION ENTERPRISES INC COM 158496109 259 23500 SH DEFINED 01 23500 0 0 CHARLES RIVER ASSOCIATES DBCV2.875%6/1 159852AB8 6817 5250000 SH DEFINED 01 5250000 0 0 CHARTER COMMUNICATIONS INC CLA 16117M107 399 353282 SH DEFINED 01 353282 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 348 40000 SH DEFINED 01 40000 0 0 CHECKFREE CORP NEW COM 162813109 233 4700 SH DEFINED 01 4700 0 0 CHEESECAKE FACTORY INC COM 163072101 2695 100000 SH DEFINED 01 100000 0 0 CHEMTURA CORP COM 163893100 420 45000 SH DEFINED 01 45000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2471 81675 SH DEFINED 02 0 0 81675 CHESAPEAKE ENERGY CORP COM 165167107 3964 131048 SH DEFINED 02 131048 0 0 CHEVRON CORP NEW COM 166764100 21698 349630 SH DEFINED 02 0 0 349630 CHEVRON CORP NEW COM 166764100 54078 871375 SH DEFINED 02 871375 0 0 CHEVRON CORP NEW COM 166764100 776 12500 SH DEFINED 01 12500 0 0 CHICOS FAS INC COM 168615102 890 33000 SH DEFINED 01 33000 0 0 CHINA GRENTECH CORP LTD ADR 16938P107 550 51746 SH DEFINED 01 51746 0 0 CHINA PETE & CHEM CORP SPONADRHSHS 16941R108 1002 17500 SH DEFINED 01 17500 0 0 CHOICEPOINT INC COM 170388102 459 11000 SH DEFINED 02 11000 0 0 CHUBB CORP COM 171232101 5220 104603 SH DEFINED 02 0 0 104603 CHUBB CORP COM 171232101 6894 138158 SH DEFINED 02 138158 0 0 CHUBB CORP COM 171232101 12475 250000 SH DEFINED 01 250000 0 0 CIENA CORP COM 171779101 161 33500 SH DEFINED 02 0 0 33500 CIENA CORP COM 171779101 162 33600 SH DEFINED 02 33600 0 0 CIENA CORP COM 171779101 192 40000 SH DEFINED 01 40000 0 0 CIENA CORP NOTE0.250%5/0 171779AB7 925 1000000 SH DEFINED 01 1000000 0 0 CIMAREX ENERGY CO COM 171798101 254 5900 SH DEFINED 01 5900 0 0 CINCINNATI BELL INC NEW COM 171871106 306 74600 SH DEFINED 01 74600 0 0 CINCINNATI FINL CORP COM 172062101 2431 51723 SH DEFINED 02 0 0 51723 CINCINNATI FINL CORP COM 172062101 2913 61976 SH DEFINED 02 61976 0 0 CIRCUIT CITY STORE INC COM 172737108 1416 52030 SH DEFINED 02 52030 0 0 CISCO SYS INC COM 17275R102 17872 915107 SH DEFINED 02 0 0 915107 CISCO SYS INC COM 17275R102 45356 2322362 SH DEFINED 02 2322362 0 0 CISCO SYS INC COM 17275R102 1375 70400 SH DEFINED 01 70400 0 0 CINTAS CORP COM 172908105 588 14800 SH DEFINED 02 14800 0 0 CITIGROUP INC COM 172967101 37680 781104 SH DEFINED 02 0 0 781104 CITIGROUP INC COM 172967101 94640 1961854 SH DEFINED 02 1961854 0 0 CITIGROUP INC COM 172967101 32562 675000 SH DEFINED 01 675000 0 0 CITRIX SYS INC COM 177376100 478 11900 SH DEFINED 02 11900 0 0 CITY NATL CORP COM 178566105 241 3700 SH DEFINED 02 3700 0 0 CLAYTON HLDGS INC COM 18418N107 679 52000 SH DEFINED 01 52000 0 0 CLEAR CHANNEL COMMUNICATION COM 184502102 4580 147975 SH DEFINED 01 147975 0 0 CLEVELAND CLIFFS INC COM 185896107 6169 77800 SH DEFINED 01 77800 0 0 COACH INC COM 189754104 1394 46619 SH DEFINED 02 0 0 46619 COACH INC COM 189754104 1785 59700 SH DEFINED 02 59700 0 0 COACH INC COM 189754104 37474 1253300 SH DEFINED 01 1253300 0 0 COCA COLA CO COM 191216100 9810 228031 SH DEFINED 02 0 0 228031 COCA COLA CO COM 191216100 26848 624080 SH DEFINED 02 624080 0 0 COCA COLA CO COM 191216100 23584 548200 SH DEFINED 01 548200 0 0 COCA COLA ENTERPRISES INC COM 191219104 701 34429 SH DEFINED 02 0 0 34429 COCA COLA ENTERPRISES INC COM 191219104 1051 51600 SH DEFINED 02 51600 0 0 COCA COLA ENTERPRISES INC COM 191219104 9370 460000 SH DEFINED 01 460000 0 0 COCA-COLA FEMSA S A DE C V SPONADRREPL 191241108 266 9000 SH DEFINED 01 9000 0 0 COGENT COMM GROUP INC COMNEW 19239V302 201 21408 SH DEFINED 01 21408 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 1105 16400 SH DEFINED 02 16400 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 627 9300 SH DEFINED 01 9300 0 0 COLGATE PALMOLIVE CO COM 194162103 282 4700 SH DEFINED 02 0 0 4700 COLGATE PALMOLIVE CO COM 194162103 4666 77900 SH DEFINED 02 77900 0 0 COLGATE PALMOLIVE CO COM 194162103 2995 50000 SH DEFINED 01 50000 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 272 6000 SH DEFINED 02 6000 0 0 COMBINATORX INC COM 20010A103 638 72600 SH DEFINED 01 72600 0 0 COMCAST CORP NEW CLA 20030N101 8421 257213 SH DEFINED 02 0 0 257213 COMCAST CORP NEW CLA 20030N101 11239 343295 SH DEFINED 02 343295 0 0 COMCAST CORP NEW CLASPL 20030N200 660 20122 SH DEFINED 02 0 0 20122 COMCAST CORP NEW CLASPL 20030N200 209 6386 SH DEFINED 02 6386 0 0 COMERICA INC COM 200340107 1062 20432 SH DEFINED 02 0 0 20432 COMERICA INC COM 200340107 1344 25860 SH DEFINED 02 25860 0 0 COMMERCE BANCORP INC NJ COM 200519106 517 14500 SH DEFINED 02 14500 0 0 COMMERCE BANCSHARES INC COM 200525103 331 6621 SH DEFINED 02 6621 0 0 COMMERCIAL VEH GROUP INC COM 202608105 2337 113007 SH DEFINED 01 113007 0 0 COMMSCOPE INC COM 203372107 7327 233200 SH DEFINED 01 233200 0 0 COMMSCOPE INC SDCV1.000%3/1 203372AD9 7450 5000000 SH DEFINED 01 5000000 0 0 COMMUNITY HEALTH SYS INC NE COM 203668108 350 9511 SH DEFINED 02 0 0 9511 COMPANHIA PARANAENSE ENERG SPONADRPFD 20441B407 155 16700 SH DEFINED 01 16700 0 0 COMPASS BANCSHARES INC COM 20449H109 7639 137400 SH DEFINED 01 137400 0 0 COMPLETE PRODUCTION SERVICE COM 20453E109 1610 68100 SH DEFINED 01 68100 0 0 COMPUTER SCIENCES CORP COM 205363104 4176 86219 SH DEFINED 02 0 0 86219 COMPUTER SCIENCES CORP COM 205363104 6619 136634 SH DEFINED 02 136634 0 0 COMPUTER SCIENCES CORP COM 205363104 1453 30000 SH DEFINED 01 30000 0 0 COMVERSE TECHNOLOGY INC COMPAR$0.10 205862402 585 29600 SH DEFINED 01 29600 0 0 CONAGRA FOODS INC COM 205887102 1985 89800 SH DEFINED 02 89800 0 0 CONCORD CAMERA CORP COM 206156101 319 498551 SH DEFINED 01 498551 0 0 CONMED CORP NOTE2.500%11/1 207410AD3 129 154000 SH DEFINED 01 154000 0 0 CONNETICS CORP COM 208192104 176 15000 SH DEFINED 01 15000 0 0 CONNS INC COM 208242107 3186 120000 SH DEFINED 01 120000 0 0 CONOCOPHILLIPS COM 20825C104 15942 243282 SH DEFINED 02 0 0 243282 CONOCOPHILLIPS COM 20825C104 24985 381282 SH DEFINED 02 381282 0 0 CONOCOPHILLIPS COM 20825C104 19187 292800 SH DEFINED 01 292800 0 0 CONSECO INC PFDBCV5.50% 208464867 19628 710500 SH DEFINED 01 710500 0 0 CONSECO INC COMNEW 208464883 14304 619200 SH DEFINED 01 619200 0 0 CONSOL ENERGY INC COM 20854P109 474 10150 SH DEFINED 02 0 0 10150 CONSOL ENERGY INC COM 20854P109 1098 23500 SH DEFINED 01 23500 0 0 CONSTELLATION BRANDS INC CLA 21036P108 3852 154085 SH DEFINED 02 0 0 154085 CONSTELLATION BRANDS INC CLA 21036P108 6337 253462 SH DEFINED 02 253462 0 0 CONSTELLATION ENERGY GROUP COM 210371100 4131 75770 SH DEFINED 02 0 0 75770 CONSTELLATION ENERGY GROUP COM 210371100 4936 90528 SH DEFINED 02 90528 0 0 CONTINENTAL AIRLS INC CLB 210795308 3260 109400 SH DEFINED 01 109400 0 0 CONTINENTAL AIRLS INC NOTE4.500%2/0 210795PD6 1980 2000000 SH DEFINED 01 2000000 0 0 CONVERGYS CORP COM 212485106 2956 151593 SH DEFINED 02 0 0 151593 CONVERGYS CORP COM 212485106 4736 242881 SH DEFINED 02 242881 0 0 COOPER TIRE & RUBR CO COM 216831107 1370 122950 SH DEFINED 01 122950 0 0 COREL CORP NEW COM 21869X103 507 42000 SH DEFINED 01 42000 0 0 CORNING INC COM 219350105 4250 175691 SH DEFINED 02 0 0 175691 CORNING INC COM 219350105 5663 234105 SH DEFINED 02 234105 0 0 CORNING INC COM 219350105 6048 250000 SH DEFINED 01 250000 0 0 CORRECTIONS CORP AMER NEW COMNEW 22025Y407 318 6000 SH DEFINED 01 6000 0 0 COST PLUS INC CALIF COM 221485105 293 20000 SH DEFINED 01 20000 0 0 COSTCO WHSL CORP NEW COM 22160K105 5710 99946 SH DEFINED 02 0 0 99946 COSTCO WHSL CORP NEW COM 22160K105 7436 130168 SH DEFINED 02 130168 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 5197 136486 SH DEFINED 02 0 0 136486 COUNTRYWIDE FINANCIAL CORP COM 222372104 7863 206486 SH DEFINED 02 206486 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 9600 252100 SH DEFINED 01 252100 0 0 COVENTRY HEALTH CARE INC COM 222862104 3764 68508 SH DEFINED 02 0 0 68508 COVENTRY HEALTH CARE INC COM 222862104 5957 108427 SH DEFINED 02 108427 0 0 COX RADIO INC CLA 224051102 596 41300 SH DEFINED 01 41300 0 0 CRANE CO COM 224399105 379 9100 SH DEFINED 01 9100 0 0 CREDENCE SYS CORP COM 225302108 970 277200 SH DEFINED 01 277200 0 0 CRESCENT REAL ESTATE EQUITI COM 225756105 447 24100 SH DEFINED 01 24100 0 0 CRESCENT REAL ESTATE EQUITI PFDCVA6.75% 225756204 1632 77400 SH DEFINED 01 77400 0 0 CTRIP COM INTL LTD ADR 22943F100 306 6000 SH DEFINED 01 6000 0 0 CUBIST PHARMACEUTICALS INC NOTE2.250%6/1 229678AC1 1042 1000000 SH DEFINED 01 1000000 0 0 CULLEN FROST BANKERS INC COM 229899109 241 4200 SH DEFINED 02 4200 0 0 CUMMINS INC COM 231021106 4696 38414 SH DEFINED 02 0 0 38414 CUMMINS INC COM 231021106 8015 65559 SH DEFINED 02 65559 0 0 CUMULUS MEDIA INC CLA 231082108 459 43004 SH DEFINED 01 43004 0 0 CYPRESS SEMICONDUCTOR CORP NOTE1.250%6/1 232806AH2 24690 21850000 SH DEFINED 01 21850000 0 0 DPL INC COM 233293109 1340 50000 SH DEFINED 01 50000 0 0 DRS TECHNOLOGIES INC COM 23330X100 4826 99000 SH DEFINED 01 99000 0 0 D R HORTON INC COM 23331A109 2743 115143 SH DEFINED 02 0 0 115143 D R HORTON INC COM 23331A109 4456 187075 SH DEFINED 02 187075 0 0 DST SYS INC DEL COM 233326107 470 7900 SH DEFINED 02 7900 0 0 DTE ENERGY CO COM 233331107 2574 63171 SH DEFINED 02 0 0 63171 DTE ENERGY CO COM 233331107 4154 101971 SH DEFINED 02 101971 0 0 DTS INC COM 23335C101 8766 450000 SH DEFINED 01 450000 0 0 DADE BEHRING HLDGS INC COM 23342J206 7599 182500 SH DEFINED 01 182500 0 0 DANAHER CORP DEL COM 235851102 257 4000 SH DEFINED 02 0 0 4000 DANAHER CORP DEL COM 235851102 1183 18400 SH DEFINED 02 18400 0 0 DARDEN RESTAURANTS INC COM 237194105 2626 66654 SH DEFINED 02 0 0 66654 DARDEN RESTAURANTS INC COM 237194105 5020 127404 SH DEFINED 02 127404 0 0 DARDEN RESTAURANTS INC COM 237194105 5272 133800 SH DEFINED 01 133800 0 0 DEALERTRACK HLDGS INC COM 242309102 3538 160000 SH DEFINED 01 160000 0 0 DEAN FOODS CO NEW COM 242370104 733 19700 SH DEFINED 02 0 0 19700 DEAN FOODS CO NEW COM 242370104 1330 35750 SH DEFINED 02 35750 0 0 DEAN FOODS CO NEW COM 242370104 3719 100000 SH DEFINED 01 100000 0 0 DEERE & CO COM 244199105 2004 24000 SH DEFINED 02 24000 0 0 DEERFIELD TRIARC CAP CORP COM 244572301 2356 181500 SH DEFINED 01 181500 0 0 DEL MONTE FOODS CO COM 24522P103 290 25800 SH DEFINED 01 25800 0 0 DELL INC COM 24702R101 11543 472870 SH DEFINED 02 0 0 472870 DELL INC COM 24702R101 15960 653823 SH DEFINED 02 653823 0 0 DELL INC COM 24702R101 747 30600 SH DEFINED 01 30600 0 0 DELUXE CORP COM 248019101 323 18500 SH DEFINED 02 18500 0 0 DELUXE CORP COM 248019101 451 25820 SH DEFINED 01 25820 0 0 DENDRITE INTL INC COM 248239105 164 17800 SH DEFINED 01 17800 0 0 DEVON ENERGY CORP NEW COM 25179M103 2562 42405 SH DEFINED 02 0 0 42405 DEVON ENERGY CORP NEW COM 25179M103 3019 49977 SH DEFINED 02 49977 0 0 DEVON ENERGY CORP NEW COM 25179M103 10300 170500 SH DEFINED 01 170500 0 0 DEVON ENERGY CORP NEW DEB4.900%8/1 25179MAA1 37602 31150000 SH DEFINED 01 31150000 0 0 DEVON ENERGY CORP NEW DEB4.950%8/1 25179MAB9 27541 22630000 SH DEFINED 01 22630000 0 0 DEVRY INC DEL COM 251893103 308 14000 SH DEFINED 01 14000 0 0 DICKS SPORTING GOODS INC COM 253393102 7635 192800 SH DEFINED 01 192800 0 0 DIGITAS INC COM 25388K104 232 20000 SH DEFINED 01 20000 0 0 DIGITAL MUSIC GROUP INC COM 25388X106 222 40447 SH DEFINED 01 40447 0 0 DILLARDS INC CLA 254067101 987 31000 SH DEFINED 02 0 0 31000 DILLARDS INC CLA 254067101 968 30400 SH DEFINED 02 30400 0 0 DILLARDS INC CLA 254067101 3281 103000 SH DEFINED 01 103000 0 0 DIRECTED ELECTRONICS INC COM 254575103 1623 123700 SH DEFINED 01 123700 0 0 DIRECTV GROUP INC COM 25459L106 391 23722 SH DEFINED 02 0 0 23722 DIRECTV GROUP INC COM 25459L106 700 42394 SH DEFINED 02 42394 0 0 DIRECTV GROUP INC COM 25459L106 2622 158900 SH DEFINED 01 158900 0 0 DISNEY WALT CO COMDISNEY 254687106 9526 317547 SH DEFINED 02 0 0 317547 DISNEY WALT CO COMDISNEY 254687106 24892 829729 SH DEFINED 02 829729 0 0 DISNEY WALT CO NOTE2.125%4/1 254687AU0 3892 3500000 SH DEFINED 01 3500000 0 0 DISCOVERY HOLDING CO CLACOM 25468Y107 210 14330 SH DEFINED 02 14330 0 0 DOLBY LABORATORIES INC COM 25659T107 231 9900 SH DEFINED 01 9900 0 0 DOLLAR GEN CORP COM 256669102 2701 193187 SH DEFINED 02 0 0 193187 DOLLAR GEN CORP COM 256669102 3872 276934 SH DEFINED 02 276934 0 0 DOLLAR GEN CORP COM 256669102 3821 273325 SH DEFINED 01 273325 0 0 DOLLAR TREE STORES INC COM 256747106 305 11500 SH DEFINED 02 11500 0 0 DOMINION RES INC VA NEW COM 25746U109 2019 27000 SH DEFINED 02 0 0 27000 DOMINION RES INC VA NEW COM 25746U109 3194 42700 SH DEFINED 02 42700 0 0 DONNELLEY R R & SONS CO COM 257867101 8911 278900 SH DEFINED 01 278900 0 0 DORAL FINL CORP COM 25811P100 128 20000 SH DEFINED 01 20000 0 0 DOVER CORP COM 260003108 22023 445536 SH DEFINED 01 445536 0 0 DOW CHEM CO COM 260543103 9086 232783 SH DEFINED 02 0 0 232783 DOW CHEM CO COM 260543103 12997 333002 SH DEFINED 02 333002 0 0 DOWNEY FINL CORP COM 261018105 204 3000 SH DEFINED 01 3000 0 0 DRESSER-RAND GROUP INC COM 261608103 878 37400 SH DEFINED 01 37400 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4420 106258 SH DEFINED 02 0 0 106258 DU PONT E I DE NEMOURS & CO COM 263534109 12771 306986 SH DEFINED 02 306986 0 0 DUKE REALTY CORP COMNEW 264411505 260 7400 SH DEFINED 02 7400 0 0 DUKE ENERGY CORP NEW COM 26441C105 4201 143047 SH DEFINED 02 0 0 143047 DUKE ENERGY CORP NEW COM 26441C105 5611 191045 SH DEFINED 02 191045 0 0 DUN & BRADSTREET CORP DEL N COM 26483E100 341 4900 SH DEFINED 02 4900 0 0 DUQUESNE LT HLDGS INC COM 266233105 3288 200000 SH DEFINED 01 200000 0 0 DYAX CORP COM 26746E103 88 30000 SH DEFINED 01 30000 0 0 DYNAMIC MATLS CORP COM 267888105 337 10000 SH DEFINED 01 10000 0 0 DYNEGY INC NEW CLA 26816Q101 263 48100 SH DEFINED 01 48100 0 0 E M C CORP MASS COM 268648102 4909 447499 SH DEFINED 02 0 0 447499 E M C CORP MASS COM 268648102 6718 612425 SH DEFINED 02 612425 0 0 E M C CORP MASS COM 268648102 332 30300 SH DEFINED 01 30300 0 0 ENSCO INTL INC COM 26874Q100 8021 174300 SH DEFINED 01 174300 0 0 EOG RES INC COM 26875P101 2876 41477 SH DEFINED 02 0 0 41477 EOG RES INC COM 26875P101 2901 41839 SH DEFINED 02 41839 0 0 EOG RES INC COM 26875P101 458 6600 SH DEFINED 01 6600 0 0 E TRADE FINANCIAL CORP COM 269246104 596 26100 SH DEFINED 02 26100 0 0 E TRADE FINANCIAL CORP COM 269246104 591 25900 SH DEFINED 01 25900 0 0 EARTHLINK INC COM 270321102 90 10400 SH DEFINED 01 10400 0 0 EASTMAN CHEM CO COM 277432100 2738 50700 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COM 285512109 1067 24800 SH DEFINED 02 0 0 24800 ELECTRONIC ARTS INC COM 285512109 1834 42600 SH DEFINED 02 42600 0 0 ELECTRONIC ARTS INC COM 285512109 17156 398600 SH DEFINED 01 398600 0 0 ELECTRONIC DATA SYS NEW COM 285661104 2997 124573 SH DEFINED 02 0 0 124573 ELECTRONIC DATA SYS NEW COM 285661104 7959 330778 SH DEFINED 02 330778 0 0 ELECTRONIC DATA SYS NEW COM 285661104 2197 91300 SH DEFINED 01 91300 0 0 EMBARQ CORP COM 29078E105 989 24137 SH DEFINED 02 0 0 24137 EMBARQ CORP COM 29078E105 1233 30092 SH DEFINED 02 30092 0 0 EMDEON CORP COM 290849108 240 19300 SH DEFINED 02 19300 0 0 EMERSON ELEC CO COM 291011104 2272 27105 SH DEFINED 02 0 0 27105 EMERSON ELEC CO COM 291011104 2667 31827 SH DEFINED 02 31827 0 0 EMERSON ELEC CO COM 291011104 2933 35000 SH DEFINED 01 35000 0 0 ENCANA CORP COM 292505104 558 10600 SH DEFINED 01 10600 0 0 ENCORE ACQUISITION CO COM 29255W100 325 12100 SH DEFINED 01 12100 0 0 ENERGEN CORP COM 29265N108 538 14000 SH DEFINED 01 14000 0 0 ENERGY EAST CORP COM 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EXELON CORP COM 30161N101 2548 44840 SH DEFINED 02 44840 0 0 EXELON CORP COM 30161N101 8524 150000 SH DEFINED 01 150000 0 0 EXPEDITORS INTL WASH INC COM 302130109 997 17800 SH DEFINED 02 17800 0 0 EXPLORATION CO COMNEW 302133202 4737 444400 SH DEFINED 01 444400 0 0 EXPRESS SCRIPTS INC COM 302182100 2844 39639 SH DEFINED 02 0 0 39639 EXPRESS SCRIPTS INC COM 302182100 4537 63240 SH DEFINED 02 63240 0 0 EXPRESS SCRIPTS INC COM 302182100 1263 17600 SH DEFINED 01 17600 0 0 EXPRESSJET HOLDINGS INC CLA 30218U108 289 41800 SH DEFINED 01 41800 0 0 EXXON MOBIL CORP COM 30231G102 56511 921126 SH DEFINED 02 0 0 921126 EXXON MOBIL CORP COM 30231G102 142490 2322582 SH DEFINED 02 2322582 0 0 FLIR SYS INC NOTE3.000%6/0 302445AB7 1201 1000000 SH DEFINED 01 1000000 0 0 F M C CORP COMNEW 302491303 586 9100 SH DEFINED 01 9100 0 0 FMC TECHNOLOGIES INC COM 30249U101 648 9604 SH DEFINED 01 9604 0 0 FPL GROUP INC COM 302571104 2312 55868 SH DEFINED 02 0 0 55868 FPL GROUP INC COM 302571104 3294 79600 SH 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100606 SH DEFINED 02 100606 0 0 FEDEX CORP COM 31428X106 316 2700 SH DEFINED 01 2700 0 0 FIDELITY NATL FINL INC COM 316326107 1311 33656 SH DEFINED 02 33656 0 0 FIFTH THIRD BANCORP COM 316773100 967 26182 SH DEFINED 02 0 0 26182 FIFTH THIRD BANCORP COM 316773100 1325 35849 SH DEFINED 02 35849 0 0 FIRST AMERN CORP CALIF COM 318522307 215 5088 SH DEFINED 02 0 0 5088 FIRST AMERN CORP CALIF COM 318522307 993 23500 SH DEFINED 01 23500 0 0 FIRST BANCORP P R COM 318672102 186 20000 SH DEFINED 01 20000 0 0 FIRST DATA CORP COM 319963104 3208 71220 SH DEFINED 02 0 0 71220 FIRST DATA CORP COM 319963104 4261 94602 SH DEFINED 02 94602 0 0 FIRST DATA CORP COM 319963104 29276 650000 SH DEFINED 01 650000 0 0 FIRST HORIZON NATL CORP COM 320517105 720 17900 SH DEFINED 02 17900 0 0 FIRST INDUSTRIAL REALTY TRU COM 32054K103 425 11200 SH DEFINED 01 11200 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 9676 260952 SH DEFINED 01 260952 0 0 FIRST REP BK SAN FRANCISCO COM 336158100 307 6700 SH DEFINED 01 6700 0 0 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35671D857 2938 53019 SH DEFINED 02 0 0 53019 FREEPORT-MCMORAN COPPER & G CLB 35671D857 2773 50051 SH DEFINED 02 50051 0 0 FREEPORT-MCMORAN COPPER & G CLB 35671D857 13575 245000 SH DEFINED 01 245000 0 0 FREESCALE SEMICONDUCTOR INC CLB 35687M206 4047 137642 SH DEFINED 02 0 0 137642 FREESCALE SEMICONDUCTOR INC CLB 35687M206 4521 153779 SH DEFINED 02 153779 0 0 FREIGHTCAR AMER INC COM 357023100 971 17500 SH DEFINED 01 17500 0 0 FREMONT GEN CORP COM 357288109 1457 78500 SH DEFINED 01 78500 0 0 FRIEDMAN BILLINGS RAMSEY GR CLA 358434108 145 13200 SH DEFINED 01 13200 0 0 FRONTIER AIRLINES INC NEW DBCV5.000%12/1 359065AA7 940 1000000 SH DEFINED 01 1000000 0 0 FRONTIER OIL CORP COM 35914P105 324 10000 SH DEFINED 01 10000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 426 16800 SH DEFINED 02 16800 0 0 GAMESTOP CORP NEW CLA 36467W109 575 13700 SH DEFINED 01 13700 0 0 GANDER MOUNTAIN CO COM 36471P108 116 20000 SH DEFINED 01 20000 0 0 GANNETT INC COM 364730101 1029 18400 SH DEFINED 01 18400 0 0 GAP INC DEL COM 364760108 3610 207490 SH DEFINED 02 0 0 207490 GAP INC DEL COM 364760108 6082 349540 SH DEFINED 02 349540 0 0 GAP INC DEL COM 364760108 24646 1416450 SH DEFINED 01 1416450 0 0 GASCO ENERGY INC NOTE5.500%10/0 367220AB6 3647 2763000 SH DEFINED 01 2763000 0 0 GATEWAY INC COM 367626108 735 387000 SH DEFINED 02 0 0 387000 GATEWAY INC COM 367626108 723 380400 SH DEFINED 02 380400 0 0 GEN-PROBE INC NEW COM 36866T103 4048 75000 SH DEFINED 01 75000 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 73 20700 SH DEFINED 01 20700 0 0 GENCORP INC COM 368682100 263 16400 SH DEFINED 01 16400 0 0 GENENTECH INC COMNEW 368710406 756 9238 SH DEFINED 02 0 0 9238 GENENTECH INC COMNEW 368710406 2891 35345 SH DEFINED 02 35345 0 0 GENENTECH INC COMNEW 368710406 368 4500 SH DEFINED 01 4500 0 0 GENERAL DYNAMICS CORP COM 369550108 4420 67517 SH DEFINED 02 0 0 67517 GENERAL DYNAMICS CORP COM 369550108 6092 93058 SH DEFINED 02 93058 0 0 GENERAL ELECTRIC CO COM 369604103 47034 1426990 SH DEFINED 02 0 0 1426990 GENERAL ELECTRIC CO COM 369604103 120739 3663212 SH DEFINED 02 3663212 0 0 GENERAL ELECTRIC CO COM 369604103 4911 149000 SH DEFINED 01 149000 0 0 GENERAL MLS INC COM 370334104 914 17700 SH DEFINED 02 0 0 17700 GENERAL MLS INC COM 370334104 3368 65200 SH DEFINED 02 65200 0 0 GENERAL MLS INC COM 370334104 15498 300000 SH DEFINED 01 300000 0 0 GENERAL MTRS CORP COM 370442105 1189 39903 SH DEFINED 02 0 0 39903 GENERAL MTRS CORP COM 370442105 1600 53700 SH DEFINED 02 53700 0 0 GENERAL MTRS CORP COM 370442105 12068 405109 SH DEFINED 01 405109 0 0 GENERAL MTRS CORP DEBSRCVC33 370442717 19989 987100 SH DEFINED 01 987100 0 0 GENERAL MTRS CORP DEBSRCONVA 370442741 10248 420000 SH DEFINED 01 420000 0 0 GENESCO INC COM 371532102 329 9700 SH DEFINED 01 9700 0 0 GENLYTE GROUP INC COM 372302109 304 4200 SH DEFINED 01 4200 0 0 GENTA INC COMNEW 37245M207 300 183000 SH DEFINED 01 183000 0 0 GENUINE PARTS CO COM 372460105 5832 140000 SH DEFINED 01 140000 0 0 GENWORTH FINL INC COMCLA 37247D106 4662 133816 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501600 0 0 GOODMAN GLOBAL INC COM 38239A100 5362 353200 SH DEFINED 01 353200 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 390 35100 SH DEFINED 02 0 0 35100 GOODYEAR TIRE & RUBR CO COM 382550101 1351 121700 SH DEFINED 02 121700 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 878 79100 SH DEFINED 01 79100 0 0 GOODYEAR TIRE & RUBR CO NOTE4.000%6/1 382550AR2 145 132000 SH DEFINED 01 132000 0 0 GOOGLE INC CLA 38259P508 9957 23745 SH DEFINED 02 0 0 23745 GOOGLE INC CLA 38259P508 12070 28783 SH DEFINED 02 28783 0 0 GOOGLE INC CLA 38259P508 1593 3800 SH DEFINED 01 3800 0 0 GRACE W R & CO DEL NEW COM 38388F108 4625 395300 SH DEFINED 01 395300 0 0 GRAINGER W W INC COM 384802104 1285 17078 SH DEFINED 02 0 0 17078 GRAINGER W W INC COM 384802104 1685 22403 SH DEFINED 02 22403 0 0 GRAINGER W W INC COM 384802104 1241 16500 SH DEFINED 01 16500 0 0 GRANT PRIDECO INC COM 38821G101 200 4472 SH DEFINED 02 0 0 4472 GRANT PRIDECO INC COM 38821G101 233 5205 SH DEFINED 02 5205 0 0 GRANT PRIDECO INC COM 38821G101 671 15000 SH DEFINED 01 15000 0 0 GREAT PLAINS ENERGY INC COM 391164100 504 18100 SH DEFINED 01 18100 0 0 GREATBATCH INC COM 39153L106 592 25100 SH DEFINED 01 25100 0 0 GREENHILL & CO INC COM 395259104 608 10000 SH DEFINED 01 10000 0 0 GREY WOLF INC NOTE3.750%5/0 397888AD0 19590 15200000 SH DEFINED 01 15200000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 986 17500 SH DEFINED 01 17500 0 0 GRUPO TELEVISA SA DE CV SPADRREPORD 40049J206 257 13300 SH DEFINED 01 13300 0 0 GTECH HLDGS CORP COM 400518106 779 22400 SH DEFINED 02 22400 0 0 GUESS INC COM 401617105 2609 62500 SH DEFINED 01 62500 0 0 GUITAR CTR MGMT INC COM 402040109 8894 200000 SH DEFINED 01 200000 0 0 HCA INC COM 404119109 5959 138104 SH DEFINED 02 0 0 138104 HCA INC COM 404119109 9019 209013 SH DEFINED 02 209013 0 0 HCC INS HLDGS INC COM 404132102 233 7900 SH DEFINED 02 7900 0 0 HCC INS HLDGS INC COM 404132102 4416 150000 SH DEFINED 01 150000 0 0 HSBC HLDGS PLC SPONADRNEW 404280406 353 4000 SH DEFINED 01 4000 0 0 HAEMONETICS CORP COM 405024100 1163 25000 SH DEFINED 01 25000 0 0 HALLIBURTON CO COM 406216101 6905 93046 SH DEFINED 02 0 0 93046 HALLIBURTON CO COM 406216101 7862 105949 SH DEFINED 02 105949 0 0 HALLIBURTON CO COM 406216101 15666 211100 SH DEFINED 01 211100 0 0 HALLIBURTON CO NOTE3.125%7/1 406216AM3 107249 53464000 SH DEFINED 01 53464000 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 27 10000 SH DEFINED 01 10000 0 0 HANA BIOSCIENCES INC COM 40963P105 717 79100 SH DEFINED 01 79100 0 0 HARLEY DAVIDSON INC COM 412822108 4244 77324 SH DEFINED 02 0 0 77324 HARLEY DAVIDSON INC COM 412822108 6648 121116 SH DEFINED 02 121116 0 0 HARMAN INTL INDS INC COM 413086109 717 8400 SH DEFINED 02 0 0 8400 HARMAN INTL INDS INC COM 413086109 1110 13000 SH DEFINED 02 13000 0 0 HARMAN INTL INDS INC COM 413086109 8511 99700 SH DEFINED 01 99700 0 0 HARRAHS ENTMT INC COM 413619107 434 6100 SH DEFINED 02 6100 0 0 HARRAHS ENTMT INC COM 413619107 14834 208400 SH DEFINED 01 208400 0 0 HARRIS CORP DEL COM 413875105 228 5500 SH DEFINED 02 5500 0 0 HARRIS CORP DEL COM 413875105 1474 35500 SH DEFINED 01 35500 0 0 HARRIS CORP DEL DBCV3.500%8/1 413875AH8 36990 20000000 SH DEFINED 01 20000000 0 0 HARTE-HANKS INC COM 416196103 250 9750 SH DEFINED 02 9750 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 6309 74569 SH DEFINED 02 0 0 74569 HARTFORD FINL SVCS GROUP IN COM 416515104 7608 89929 SH DEFINED 02 89929 0 0 HARTFORD FINL SVCS GROUP IN COM 416515104 3925 46400 SH DEFINED 01 46400 0 0 HASBRO INC COM 418056107 922 50900 SH DEFINED 02 0 0 50900 HASBRO INC COM 418056107 1286 71000 SH DEFINED 02 71000 0 0 HASBRO INC COM 418056107 906 50000 SH DEFINED 01 50000 0 0 HEALTH MGMT ASSOC INC NEW CLA 421933102 2961 150230 SH DEFINED 02 0 0 150230 HEALTH MGMT ASSOC INC NEW CLA 421933102 4960 251639 SH DEFINED 02 251639 0 0 HEALTH MGMT ASSOC INC NEW NOTE1.500%8/0 421933AF9 12625 12500000 SH DEFINED 01 12500000 0 0 HEALTH GRADES INC COM 42218Q102 76 17000 SH DEFINED 01 17000 0 0 HEALTH NET INC COM 42222G108 466 10309 SH DEFINED 02 0 0 10309 HEALTH NET INC COM 42222G108 1104 24438 SH DEFINED 02 24438 0 0 HEALTH NET INC COM 42222G108 6617 146500 SH DEFINED 01 146500 0 0 HEARTLAND EXPRESS INC COM 422347104 392 21898 SH DEFINED 01 21898 0 0 HEINZ H J CO COM 423074103 1476 35800 SH DEFINED 02 35800 0 0 HELIX ENERGY SOLUTIONS GRP COM 42330P107 7224 179000 SH DEFINED 01 179000 0 0 HELMERICH & PAYNE INC COM 423452101 5725 95000 SH DEFINED 01 95000 0 0 HEMOSENSE INC COM 423691104 114 21600 SH DEFINED 01 21600 0 0 HERSHEY CO COM 427866108 1228 22296 SH DEFINED 02 0 0 22296 HERSHEY CO COM 427866108 828 15028 SH DEFINED 02 15028 0 0 HESS CORP COM 42809H107 2944 55700 SH DEFINED 02 0 0 55700 HESS CORP COM 42809H107 5243 99200 SH DEFINED 02 99200 0 0 HESS CORP COM 42809H107 12381 234267 SH DEFINED 01 234267 0 0 HEWLETT PACKARD CO COM 428236103 14967 472436 SH DEFINED 02 0 0 472436 HEWLETT PACKARD CO COM 428236103 36724 1159215 SH DEFINED 02 1159215 0 0 HEWLETT PACKARD CO COM 428236103 2389 75400 SH DEFINED 01 75400 0 0 HILLENBRAND INDS 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DEFINED 01 33811 0 0 HUBBELL INC CLB 443510201 32121 674100 SH DEFINED 01 674100 0 0 HUMANA INC COM 444859102 2862 53300 SH DEFINED 02 0 0 53300 HUMANA INC COM 444859102 5252 97800 SH DEFINED 02 97800 0 0 HUMANA INC COM 444859102 4543 84600 SH DEFINED 01 84600 0 0 HUMAN GENOME SCIENCES INC NOTE2.250%10/1 444903AK4 1895 2000000 SH DEFINED 01 2000000 0 0 HUNTSMAN CORP COM 447011107 230 13300 SH DEFINED 01 13300 0 0 HURON CONSULTING GROUP INC COM 447462102 9795 279135 SH DEFINED 01 279135 0 0 IAC INTERACTIVECORP COMNEW 44919P300 258 9750 SH DEFINED 02 9750 0 0 IAC INTERACTIVECORP COMNEW 44919P300 207 7800 SH DEFINED 01 7800 0 0 IMS HEALTH INC COM 449934108 663 24700 SH DEFINED 02 0 0 24700 IMS HEALTH INC COM 449934108 1109 41300 SH DEFINED 02 41300 0 0 ITT INDS INC IND COM 450911102 733 14800 SH DEFINED 02 14800 0 0 ICICI BK LTD ADR 45104G104 225 9500 SH DEFINED 01 9500 0 0 ILLINOIS TOOL WKS INC COM 452308109 1529 32192 SH DEFINED 02 0 0 32192 ILLINOIS TOOL WKS INC COM 452308109 2334 49136 SH DEFINED 02 49136 0 0 IMCLONE SYS INC COM 45245W109 278 7200 SH DEFINED 01 7200 0 0 INCO LTD COM 453258402 988 15000 SH DEFINED 01 15000 0 0 INDEVUS PHARMACEUTICALS INC COM 454072109 274 50000 SH DEFINED 01 50000 0 0 INFOSONICS CORP COM 456784107 231 38300 SH DEFINED 01 38300 0 0 INFOSYS TECHNOLOGIES LTD SPONSOREDADR 456788108 237 3100 SH DEFINED 01 3100 0 0 INPUT/OUTPUT INC COM 457652105 129 13700 SH DEFINED 01 13700 0 0 INPUT/OUTPUT INC NOTE5.500%12/1 457652AB1 988 439000 SH DEFINED 01 439000 0 0 INSIGHT ENTERPRISES INC COM 45765U103 330 17300 SH DEFINED 01 17300 0 0 INSMED INC COMNEW 457669208 120 75000 SH DEFINED 01 75000 0 0 INTEL CORP COM 458140100 19079 1006803 SH DEFINED 02 0 0 1006803 INTEL CORP COM 458140100 46993 2479825 SH DEFINED 02 2479825 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 499 14300 SH DEFINED 01 14300 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 20094 261571 SH DEFINED 02 0 0 261571 INTERNATIONAL BUSINESS MACH COM 459200101 49463 643884 SH DEFINED 02 643884 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 384 5000 SH DEFINED 01 5000 0 0 INTERNATIONAL SPEEDWAY CORP CLA 460335201 459 9900 SH DEFINED 02 9900 0 0 INTRAWEST CORPORATION COMNEW 460915200 236 7400 SH DEFINED 01 7400 0 0 INTRALASE CORP COM 461169104 418 25000 SH DEFINED 01 25000 0 0 INTUIT COM 461202103 2730 45209 SH DEFINED 02 0 0 45209 INTUIT COM 461202103 4082 67596 SH DEFINED 02 67596 0 0 INVITROGEN CORP COM 46185R100 641 9700 SH DEFINED 02 9700 0 0 IPSCO INC COM 462622101 392 4100 SH DEFINED 01 4100 0 0 ISHARES INC MSCITAIWAN 464286731 128 10000 SH DEFINED 01 10000 0 0 ISHARES INC MSCIGERMAN 464286806 459 20000 SH DEFINED 01 20000 0 0 ISHARES INC MSCIJAPAN 464286848 5797 425000 SH DEFINED 02 0 0 425000 ISHARES INC MSCIJAPAN 464286848 4297 315000 SH DEFINED 01 315000 0 0 ISHARES INC MSCIHONGKONG 464286871 284 21000 SH DEFINED 01 21000 0 0 ISHARES TR FTSEXNHUAIDX 464287184 1152 15000 SH DEFINED 01 15000 0 0 ITC HLDGS CORP COM 465685105 1329 50000 SH DEFINED 01 50000 0 0 JDS UNIPHASE CORP COM 46612J101 146 57800 SH DEFINED 02 0 0 57800 JDS UNIPHASE CORP COM 46612J101 423 167000 SH DEFINED 02 167000 0 0 JDS UNIPHASE CORP COM 46612J101 3817 1508800 SH DEFINED 01 1508800 0 0 JLG INDS INC COM 466210101 1334 59300 SH DEFINED 01 59300 0 0 JP MORGAN CHASE & CO COM 46625H100 21281 506700 SH DEFINED 02 0 0 506700 JP MORGAN CHASE & CO COM 46625H100 28433 676967 SH DEFINED 02 676967 0 0 JABIL CIRCUIT INC COM 466313103 2681 104734 SH DEFINED 02 0 0 104734 JABIL CIRCUIT INC COM 466313103 4288 167505 SH DEFINED 02 167505 0 0 JABIL CIRCUIT INC COM 466313103 955 37300 SH DEFINED 01 37300 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1951 24500 SH DEFINED 01 24500 0 0 JEFFERIES GROUP INC NEW COM 472319102 296 10000 SH DEFINED 01 10000 0 0 JOHNSON & JOHNSON COM 478160104 27514 459180 SH DEFINED 02 0 0 459180 JOHNSON & JOHNSON COM 478160104 68961 1150890 SH DEFINED 02 1150890 0 0 JOHNSON CTLS INC COM 478366107 774 9408 SH DEFINED 02 0 0 9408 JOHNSON CTLS INC COM 478366107 962 11700 SH DEFINED 02 11700 0 0 JONES APPAREL GROUP INC COM 480074103 1198 37700 SH DEFINED 02 37700 0 0 JONES APPAREL GROUP INC COM 480074103 11486 361316 SH DEFINED 01 361316 0 0 JOS A BANK CLOTHIERS INC COM 480838101 479 20000 SH DEFINED 01 20000 0 0 JOY GLOBAL INC COM 481165108 771 14800 SH DEFINED 01 14800 0 0 JUNIPER NETWORKS INC COM 48203R104 325 20300 SH DEFINED 02 20300 0 0 JUNIPER NETWORKS INC COM 48203R104 2040 127600 SH DEFINED 01 127600 0 0 JUNIPER NETWORKS INC NOTE6/1 48203RAC8 25175 25000000 SH DEFINED 01 25000000 0 0 JUPITERMEDIA CORP COM 48207D101 234 18000 SH DEFINED 01 18000 0 0 KFX INC COM 48245L107 189 12400 SH DEFINED 01 12400 0 0 KLA-TENCOR CORP COM 482480100 416 10000 SH DEFINED 01 10000 0 0 K V PHARMACEUTICAL CO CLA 482740206 310 16600 SH DEFINED 01 16600 0 0 KANSAS CITY SOUTHERN COMNEW 485170302 831 30000 SH DEFINED 01 30000 0 0 KB HOME COM 48666K109 2820 61504 SH DEFINED 02 0 0 61504 KB HOME COM 48666K109 4239 92448 SH DEFINED 02 92448 0 0 KELLOGG CO COM 487836108 2131 44000 SH DEFINED 02 44000 0 0 KELLOGG CO COM 487836108 4843 100000 SH DEFINED 01 100000 0 0 KEMET CORP COM 488360108 668 72500 SH DEFINED 01 72500 0 0 KEYCORP NEW COM 493267108 1056 29593 SH DEFINED 02 0 0 29593 KEYCORP NEW COM 493267108 1363 38208 SH DEFINED 02 38208 0 0 KEYSPAN CORP COM 49337W100 549 13600 SH DEFINED 02 13600 0 0 KIMBERLY CLARK CORP COM 494368103 1832 29691 SH DEFINED 02 0 0 29691 KIMBERLY CLARK CORP COM 494368103 2284 37025 SH DEFINED 02 37025 0 0 KIMCO REALTY CORP COM 49446R109 438 12000 SH DEFINED 02 12000 0 0 KINDER MORGAN INC KANS COM 49455P101 12486 125000 SH DEFINED 01 125000 0 0 KING PHARMACEUTICALS INC COM 495582108 2059 121098 SH DEFINED 02 0 0 121098 KING PHARMACEUTICALS INC COM 495582108 3216 189199 SH DEFINED 02 189199 0 0 KING PHARMACEUTICALS INC COM 495582108 552 32500 SH DEFINED 01 32500 0 0 KOHLS CORP COM 500255104 4117 69638 SH DEFINED 02 0 0 69638 KOHLS CORP COM 500255104 5132 86800 SH DEFINED 02 86800 0 0 KOMAG INC COMNEW 500453204 300 6500 SH DEFINED 01 6500 0 0 KRAFT FOODS INC CLA 50075N104 393 12726 SH DEFINED 02 0 0 12726 KRAFT FOODS INC CLA 50075N104 779 25220 SH DEFINED 02 25220 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 1628 200000 SH DEFINED 01 200000 0 0 KROGER CO COM 501044101 5571 254846 SH DEFINED 02 0 0 254846 KROGER CO COM 501044101 6734 308059 SH DEFINED 02 308059 0 0 KULICKE & SOFFA INDS INC COM 501242101 1411 190400 SH DEFINED 01 190400 0 0 LSI LOGIC CORP COM 502161102 411 45868 SH DEFINED 02 0 0 45868 LSI LOGIC CORP COM 502161102 469 52413 SH DEFINED 02 52413 0 0 LSI LOGIC CORP COM 502161102 448 50000 SH DEFINED 01 50000 0 0 LSI LOGIC CORP NOTE4.000%5/1 502161AJ1 12144 11950000 SH DEFINED 01 11950000 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 543 7200 SH DEFINED 02 0 0 7200 L-3 COMMUNICATIONS HLDGS IN COM 502424104 890 11800 SH DEFINED 02 11800 0 0 L-3 COMMUNICATIONS HLDGS IN COM 502424104 1667 22100 SH DEFINED 01 22100 0 0 LABOR READY INC COMNEW 505401208 317 14000 SH DEFINED 01 14000 0 0 LABORATORY CORP AMER HLDGS COMNEW 50540R409 3335 53587 SH DEFINED 02 0 0 53587 LABORATORY CORP AMER HLDGS COMNEW 50540R409 3691 59310 SH DEFINED 02 59310 0 0 LAIDLAW INTL INC COM 50730R102 378 15000 SH DEFINED 01 15000 0 0 LAM RESEARCH CORP COM 512807108 862 18500 SH DEFINED 02 18500 0 0 LAM RESEARCH CORP COM 512807108 793 17000 SH DEFINED 01 17000 0 0 LAUDER ESTEE COS INC CLA 518439104 2297 59388 SH DEFINED 02 0 0 59388 LAUDER ESTEE COS INC CLA 518439104 3257 84238 SH DEFINED 02 84238 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 529 78900 SH DEFINED 01 78900 0 0 LEAP WIRELESS INTL INC COMNEW 521863308 323 6800 SH DEFINED 01 6800 0 0 LEAR CORP COM 521865105 362 16300 SH DEFINED 02 16300 0 0 LEGGETT & PLATT INC COM 524660107 1964 78628 SH DEFINED 02 0 0 78628 LEGGETT & PLATT INC COM 524660107 3286 131553 SH DEFINED 02 131553 0 0 LEGG MASON INC COM 524901105 1209 12150 SH DEFINED 02 12150 0 0 LEGG MASON INC COM 524901105 1990 20000 SH DEFINED 01 20000 0 0 LEHMAN BROS HLDGS INC COM 524908100 7788 119541 SH DEFINED 02 0 0 119541 LEHMAN BROS HLDGS INC COM 524908100 11371 174536 SH DEFINED 02 174536 0 0 LEHMAN BROS HLDGS INC COM 524908100 10274 157700 SH DEFINED 01 157700 0 0 LENNAR CORP CLA 526057104 793 17879 SH DEFINED 02 0 0 17879 LENNAR CORP CLA 526057104 561 12641 SH DEFINED 02 12641 0 0 LENNAR CORP CLA 526057104 524 11800 SH DEFINED 01 11800 0 0 LENNOX INTL INC COM 526107107 1245 47000 SH DEFINED 01 47000 0 0 LEUCADIA NATL CORP NOTE3.750%4/1 527288AX2 11754 8351000 SH DEFINED 01 8351000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 513 115500 SH DEFINED 01 115500 0 0 LEVEL 3 COMMUNICATIONS INC NOTE10.000%5/0 52729NBE9 45689 30000000 SH DEFINED 01 30000000 0 0 LEXMARK INTL NEW CLA 529771107 489 8755 SH DEFINED 02 0 0 8755 LIBERTY MEDIA HLDG CORP INTCOMSERA 53071M104 612 35450 SH DEFINED 02 35450 0 0 LIBERTY MEDIA HLDG CORP CAPCOMSERA 53071M302 635 7577 SH DEFINED 02 7577 0 0 LIFE TIME FITNESS INC COM 53217R207 3470 75000 SH DEFINED 01 75000 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 482 15000 SH DEFINED 01 15000 0 0 LIGAND PHARMACEUTICALS INC CLB 53220K207 132 15600 SH DEFINED 01 15600 0 0 LILLY ELI & CO COM 532457108 5467 98912 SH DEFINED 02 0 0 98912 LILLY ELI & CO COM 532457108 15681 283722 SH DEFINED 02 283722 0 0 LIMITED BRANDS INC COM 532716107 1703 66548 SH DEFINED 02 0 0 66548 LIMITED BRANDS INC COM 532716107 2611 102044 SH DEFINED 02 102044 0 0 LIMITED BRANDS INC COM 532716107 1564 61100 SH DEFINED 01 61100 0 0 LINCARE HLDGS INC COM 532791100 374 9896 SH DEFINED 02 0 0 9896 LINCARE HLDGS INC COM 532791100 689 18212 SH DEFINED 02 18212 0 0 LINCOLN ELEC HLDGS INC COM 533900106 363 5800 SH DEFINED 01 5800 0 0 LINCOLN NATL CORP IND COM 534187109 4695 83188 SH DEFINED 02 0 0 83188 LINCOLN NATL CORP IND COM 534187109 6498 115129 SH DEFINED 02 115129 0 0 LIONS GATE ENTMNT CORP COMNEW 535919203 2992 350000 SH DEFINED 01 350000 0 0 LINN ENERGY LLC UNIT99/99/9999 536020100 1239 59143 SH DEFINED 01 59143 0 0 LIZ CLAIBORNE INC COM 539320101 2575 69471 SH DEFINED 02 0 0 69471 LIZ CLAIBORNE INC COM 539320101 3542 95581 SH DEFINED 02 95581 0 0 LIZ CLAIBORNE INC COM 539320101 2105 56800 SH DEFINED 01 56800 0 0 LLOYDS TSB GROUP PLC SPONSOREDADR 539439109 308 7800 SH DEFINED 01 7800 0 0 LOCKHEED MARTIN CORP COM 539830109 7354 102515 SH DEFINED 02 0 0 102515 LOCKHEED MARTIN CORP COM 539830109 7781 108465 SH DEFINED 02 108465 0 0 LOCKHEED MARTIN CORP DBCV8/1 539830AP4 250 220000 SH DEFINED 01 220000 0 0 LOEWS CORP COM 540424108 858 24200 SH DEFINED 02 0 0 24200 LOEWS CORP COM 540424108 5069 143000 SH DEFINED 02 143000 0 0 LOOPNET INC COM 543524300 1225 65822 SH DEFINED 01 65822 0 0 LORAL SPACE & COMMUNICATNS COM 543881106 1156 40775 SH DEFINED 01 40775 0 0 LOUISIANA PAC CORP COM 546347105 913 41700 SH DEFINED 02 0 0 41700 LOUISIANA PAC CORP COM 546347105 1430 65300 SH DEFINED 02 65300 0 0 LOUISIANA PAC CORP COM 546347105 438 20000 SH DEFINED 01 20000 0 0 LOWES COS INC COM 548661107 8078 133140 SH DEFINED 02 0 0 133140 LOWES COS INC COM 548661107 10602 174745 SH DEFINED 02 174745 0 0 LOWES COS INC COM 548661107 607 10000 SH DEFINED 01 10000 0 0 LUCENT TECHNOLOGIES INC COM 549463107 852 352000 SH DEFINED 02 0 0 352000 LUCENT TECHNOLOGIES INC COM 549463107 3208 1325665 SH DEFINED 02 1325665 0 0 LUCENT TECHNOLOGIES INC SDCV8.000%8/0 549463AK3 2010 2000000 SH DEFINED 01 2000000 0 0 LUNA INNOVATIONS COM 550351100 630 105000 SH DEFINED 01 105000 0 0 LYONDELL CHEMICAL CO COM 552078107 367 16195 SH DEFINED 02 0 0 16195 LYONDELL CHEMICAL CO COM 552078107 1189 52450 SH DEFINED 01 52450 0 0 MBIA INC COM 55262C100 2928 50000 SH DEFINED 01 50000 0 0 M D C HLDGS INC COM 552676108 296 5700 SH DEFINED 01 5700 0 0 MEMC ELECTR MATLS INC COM 552715104 1222 32600 SH DEFINED 02 32600 0 0 MEMC ELECTR MATLS INC COM 552715104 9638 257000 SH DEFINED 01 257000 0 0 MGIC INVT CORP WIS COM 552848103 962 14794 SH DEFINED 02 0 0 14794 MGIC INVT CORP WIS COM 552848103 1603 24665 SH DEFINED 02 24665 0 0 MGIC INVT CORP WIS COM 552848103 4307 66266 SH DEFINED 01 66266 0 0 MGM MIRAGE COM 552953101 206 5046 SH DEFINED 02 0 0 5046 MGM MIRAGE COM 552953101 10004 245200 SH DEFINED 01 245200 0 0 MI DEVS INC CLASUBVTG 55304X104 237 7000 SH DEFINED 01 7000 0 0 M/I HOMES INC COM 55305B101 316 9000 SH DEFINED 01 9000 0 0 MRV COMMUNICATIONS INC COM 553477100 1088 350000 SH DEFINED 01 350000 0 0 MSC INDL DIRECT INC CLA 553530106 285 6000 SH DEFINED 01 6000 0 0 MACROVISION CORP COM 555904101 492 22880 SH DEFINED 01 22880 0 0 MAGMA DESIGN AUTOMATION COM 559181102 109 14800 SH DEFINED 01 14800 0 0 MAGNA INTL INC CLA 559222401 10867 151000 SH DEFINED 01 151000 0 0 MANHATTAN ASSOCS INC COM 562750109 528 26000 SH DEFINED 01 26000 0 0 MANOR CARE INC NEW COM 564055101 666 14200 SH DEFINED 02 0 0 14200 MANOR CARE INC NEW COM 564055101 1004 21400 SH DEFINED 02 21400 0 0 MANOR CARE INC NEW COM 564055101 1018 21700 SH DEFINED 01 21700 0 0 MANPOWER INC COM 56418H100 481 7452 SH DEFINED 02 0 0 7452 MANPOWER INC COM 56418H100 1582 24486 SH DEFINED 02 24486 0 0 MANPOWER INC COM 56418H100 25511 394900 SH DEFINED 01 394900 0 0 MARATHON OIL CORP COM 565849106 6986 83866 SH DEFINED 02 0 0 83866 MARATHON OIL CORP COM 565849106 10198 122426 SH DEFINED 02 122426 0 0 MARATHON OIL CORP COM 565849106 1125 13500 SH DEFINED 01 13500 0 0 MARSH & MCLENNAN COS INC COM 571748102 829 30816 SH DEFINED 02 0 0 30816 MARSH & MCLENNAN COS INC COM 571748102 1705 63400 SH DEFINED 02 63400 0 0 MARSHALL & ILSLEY CORP COM 571834100 864 18900 SH DEFINED 02 0 0 18900 MARSHALL & ILSLEY CORP COM 571834100 1363 29800 SH DEFINED 02 29800 0 0 MARRIOTT INTL INC NEW CLA 571903202 430 11271 SH DEFINED 02 0 0 11271 MASCO CORP COM 574599106 3751 126556 SH DEFINED 02 0 0 126556 MASCO CORP COM 574599106 5545 187081 SH DEFINED 02 187081 0 0 MASCO CORP COM 574599106 1251 42200 SH DEFINED 01 42200 0 0 MASSEY ENERGY CORP COM 576206106 230 6400 SH DEFINED 01 6400 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 7420 7000000 SH DEFINED 01 7000000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 446 13900 SH DEFINED 02 0 0 13900 MAXIM INTEGRATED PRODS INC COM 57772K101 642 20000 SH DEFINED 02 20000 0 0 MCAFEE INC COM 579064106 250 10300 SH DEFINED 02 10300 0 0 MCAFEE INC COM 579064106 1505 62000 SH DEFINED 01 62000 0 0 MCCORMICK & CO INC COMNONVTG 579780206 336 10000 SH DEFINED 01 10000 0 0 MCDONALDS CORP COM 580135101 3943 117341 SH DEFINED 02 0 0 117341 MCDONALDS CORP COM 580135101 11500 342267 SH DEFINED 02 342267 0 0 MCDONALDS CORP COM 580135101 20647 614500 SH DEFINED 01 614500 0 0 MCGRAW HILL COS INC COM 580645109 1246 24800 SH DEFINED 02 0 0 24800 MCGRAW HILL COS INC COM 580645109 1231 24500 SH DEFINED 02 24500 0 0 MCGRAW HILL COS INC COM 580645109 201 4000 SH DEFINED 01 4000 0 0 MCKESSON CORP COM 58155Q103 3910 82689 SH DEFINED 02 0 0 82689 MCKESSON CORP COM 58155Q103 5734 121282 SH DEFINED 02 121282 0 0 MCKESSON CORP COM 58155Q103 709 15000 SH DEFINED 01 15000 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4527 79040 SH DEFINED 02 0 0 79040 MEDCO HEALTH SOLUTIONS INC COM 58405U102 6973 121728 SH DEFINED 02 121728 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 15093 263500 SH DEFINED 01 263500 0 0 MEDICURE INC COM 58469E101 1089 837900 SH DEFINED 01 837900 0 0 MEDTRONIC INC COM 585055106 5960 127032 SH DEFINED 02 0 0 127032 MEDTRONIC INC COM 585055106 16517 352015 SH DEFINED 02 352015 0 0 MEDTRONIC INC COM 585055106 2229 47500 SH DEFINED 01 47500 0 0 MELLON FINL CORP COM 58551A108 658 19100 SH DEFINED 02 19100 0 0 MELLON FINL CORP COM 58551A108 6886 200000 SH DEFINED 01 200000 0 0 MENTOR CORP MINN COM 587188103 1740 40000 SH DEFINED 01 40000 0 0 MENTOR GRAPHICS CORP COM 587200106 728 56100 SH DEFINED 01 56100 0 0 MERCK & CO INC COM 589331107 9690 265998 SH DEFINED 02 0 0 265998 MERCK & CO INC COM 589331107 26979 740564 SH DEFINED 02 740564 0 0 MERCK & CO INC COM 589331107 48401 1328600 SH DEFINED 01 1328600 0 0 MEREDITH CORP COM 589433101 347 7000 SH DEFINED 02 0 0 7000 MEREDITH CORP COM 589433101 713 14400 SH DEFINED 02 14400 0 0 MERRILL LYNCH & CO INC COM 590188108 10505 151016 SH DEFINED 02 0 0 151016 MERRILL LYNCH & CO INC COM 590188108 14123 203034 SH DEFINED 02 203034 0 0 MERRILL LYNCH & CO INC NOTE3/1 590188W46 51298 47060000 SH DEFINED 01 47060000 0 0 METABASIS THERAPEUTICS INC COM 59101M105 242 31758 SH DEFINED 01 31758 0 0 METLIFE INC COM 59156R108 7386 144223 SH DEFINED 02 0 0 144223 METLIFE INC COM 59156R108 9069 177095 SH DEFINED 02 177095 0 0 METLIFE INC COM 59156R108 512 10000 SH DEFINED 01 10000 0 0 MICHAELS STORES INC COM 594087108 507 12300 SH DEFINED 02 12300 0 0 MICROSOFT CORP COM 594918104 30950 1328331 SH DEFINED 02 0 0 1328331 MICROSOFT CORP COM 594918104 77182 3312541 SH DEFINED 02 3312541 0 0 MICROSOFT CORP COM 594918104 6757 290000 SH DEFINED 01 290000 0 0 MICRON TECHNOLOGY INC COM 595112103 3924 260531 SH DEFINED 02 0 0 260531 MICRON TECHNOLOGY INC COM 595112103 5979 397041 SH DEFINED 02 397041 0 0 MICRON TECHNOLOGY INC COM 595112103 2410 160029 SH DEFINED 01 160029 0 0 MIRANT CORP NEW COM 60467R100 2905 108400 SH DEFINED 01 108400 0 0 MITTAL STEEL CO N V NYREGSHCLA 60684P101 7554 247600 SH DEFINED 01 247600 0 0 MOBILE TELESYSTEMS OJSC SPONSOREDADR 607409109 294 10000 SH DEFINED 01 10000 0 0 MOBILE MINI INC COM 60740F105 12791 437165 SH DEFINED 01 437165 0 0 MOHAWK INDS INC COM 608190104 661 9400 SH DEFINED 02 9400 0 0 MOLSON COORS BREWING CO CLB 60871R209 448 6600 SH DEFINED 02 0 0 6600 MOLSON COORS BREWING CO CLB 60871R209 441 6500 SH DEFINED 02 6500 0 0 MONEYGRAM INTL INC COM 60935Y109 309 9100 SH DEFINED 01 9100 0 0 MONSTER WORLDWIDE INC COM 611742107 1233 28900 SH DEFINED 01 28900 0 0 MOODYS CORP COM 615369105 8567 157301 SH DEFINED 01 157301 0 0 MOOG INC CLA 615394202 10622 310400 SH DEFINED 01 310400 0 0 MORGAN STANLEY COMNEW 617446448 13717 217008 SH DEFINED 02 0 0 217008 MORGAN STANLEY COMNEW 617446448 19001 300602 SH DEFINED 02 300602 0 0 MORGAN STANLEY COMNEW 617446448 28761 455000 SH DEFINED 01 455000 0 0 MORTONS RESTAURANT GRP INC COM 619430101 1072 70000 SH DEFINED 01 70000 0 0 MOTOROLA INC COM 620076109 10764 534208 SH DEFINED 02 0 0 534208 MOTOROLA INC COM 620076109 25368 1258952 SH DEFINED 02 1258952 0 0 MOTOROLA INC COM 620076109 3993 198170 SH DEFINED 01 198170 0 0 MUELLER INDS INC COM 624756102 218 6600 SH DEFINED 01 6600 0 0 MUELLER WTR PRODS INC COMSERA 624758108 783 45000 SH DEFINED 01 45000 0 0 MURPHY OIL CORP COM 626717102 871 15600 SH DEFINED 02 15600 0 0 MYLAN LABS INC COM 628530107 1340 67000 SH DEFINED 02 0 0 67000 MYLAN LABS INC COM 628530107 2093 104650 SH DEFINED 02 104650 0 0 MYOGEN INC COM 62856E104 487 16777 SH DEFINED 01 16777 0 0 NCI BUILDING SYS INC NOTE2.125%11/1 628852AG0 7100 5000000 SH DEFINED 01 5000000 0 0 NCR CORP NEW COM 62886E108 645 17600 SH DEFINED 02 0 0 17600 NCR CORP NEW COM 62886E108 978 26700 SH DEFINED 02 26700 0 0 NCR CORP NEW COM 62886E108 282 7700 SH DEFINED 01 7700 0 0 NII HLDGS INC CLBNEW 62913F201 4313 76500 SH DEFINED 01 76500 0 0 NRG ENERGY INC COMNEW 629377508 6526 135443 SH DEFINED 01 135443 0 0 NTL INC DEL COM 62941W101 869 34900 SH DEFINED 01 34900 0 0 NVR INC COM 62944T105 275 560 SH DEFINED 02 0 0 560 NVR INC COM 62944T105 528 1075 SH DEFINED 02 1075 0 0 NALCO HOLDING COMPANY COM 62985Q101 8764 497100 SH DEFINED 01 497100 0 0 NASDAQ 100 TR UNITSER1 631100104 3101 80000 SH DEFINED 01 80000 0 0 NASDAQ STOCK MARKET INC COM 631103108 598 20000 SH DEFINED 01 20000 0 0 NATIONAL AUSTRALIA BK LTD SPONSOREDADR 632525408 222 1700 SH DEFINED 01 1700 0 0 NATIONAL BK GREECE S A SPONSOREDADR 633643408 266 33200 SH DEFINED 01 33200 0 0 NATIONAL CITY CORP COM 635405103 738 20400 SH DEFINED 02 20400 0 0 NATIONAL OILWELL VARCO INC COM 637071101 10847 171300 SH DEFINED 01 171300 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 3484 146079 SH DEFINED 02 0 0 146079 NATIONAL SEMICONDUCTOR CORP COM 637640103 5518 231373 SH DEFINED 02 231373 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 477 20000 SH DEFINED 01 20000 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 304 6900 SH DEFINED 02 6900 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 361 8200 SH DEFINED 01 8200 0 0 NAVISTAR INTL CORP NEW COM 63934E108 455 18500 SH DEFINED 02 0 0 18500 NAVISTAR INTL CORP NEW COM 63934E108 679 27600 SH DEFINED 02 27600 0 0 NAVISTAR INTL CORP NEW COM 63934E108 492 20000 SH DEFINED 01 20000 0 0 NEKTAR THERAPEUTICS COM 640268108 14672 800000 SH DEFINED 01 800000 0 0 NEOGEN CORP COM 640491106 664 34731 SH DEFINED 01 34731 0 0 NEOMAGIC CORP COMNEW 640497202 197 62500 SH DEFINED 01 62500 0 0 NETFLIX COM INC COM 64110L106 264 9700 SH DEFINED 01 9700 0 0 NETEASE COM INC SPONSOREDADR 64110W102 406 18200 SH DEFINED 01 18200 0 0 NETWORK APPLIANCE INC COM 64120L104 568 16100 SH DEFINED 02 16100 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 329 19908 SH DEFINED 02 19908 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 248 15000 SH DEFINED 01 15000 0 0 NEW YORK TIMES CO CLA 650111107 491 20000 SH DEFINED 01 20000 0 0 NEWELL RUBBERMAID INC COM 651229106 7643 295900 SH DEFINED 01 295900 0 0 NEWFIELD EXPL CO COM 651290108 348 7118 SH DEFINED 02 0 0 7118 NEWFIELD EXPL CO COM 651290108 2780 56800 SH DEFINED 01 56800 0 0 NEWMONT MINING CORP COM 651639106 1223 23104 SH DEFINED 02 0 0 23104 NEWMONT MINING CORP COM 651639106 801 15139 SH DEFINED 02 15139 0 0 NEWS CORP CLA 65248E104 5805 302664 SH DEFINED 02 0 0 302664 NEWS CORP CLA 65248E104 7558 394055 SH DEFINED 02 394055 0 0 NEWS CORP CLA 65248E104 7302 380700 SH DEFINED 01 380700 0 0 NEXTEST SYS CORP COM 653339101 944 58216 SH DEFINED 01 58216 0 0 NICOR INC COM 654086107 710 17100 SH DEFINED 02 0 0 17100 NICOR INC COM 654086107 1345 32400 SH DEFINED 02 32400 0 0 NIKE INC CLB 654106103 4370 53948 SH DEFINED 02 0 0 53948 NIKE INC CLB 654106103 10221 126190 SH DEFINED 02 126190 0 0 NIKE INC CLB 654106103 43157 532802 SH DEFINED 01 532802 0 0 NISOURCE INC COM 65473P105 561 25667 SH DEFINED 02 25667 0 0 NOKIA CORP SPONSOREDADR 654902204 709 35000 SH DEFINED 01 35000 0 0 NOBLE ENERGY INC COM 655044105 582 12413 SH DEFINED 02 0 0 12413 NOBLE ENERGY INC COM 655044105 869 18544 SH DEFINED 02 18544 0 0 NOBLE ENERGY INC COM 655044105 5623 120000 SH DEFINED 01 120000 0 0 NORDSTROM INC COM 655664100 3329 91200 SH DEFINED 02 0 0 91200 NORDSTROM INC COM 655664100 5796 158800 SH DEFINED 02 158800 0 0 NORDSTROM INC COM 655664100 1281 35100 SH DEFINED 01 35100 0 0 NORFOLK SOUTHERN CORP COM 655844108 3161 59387 SH DEFINED 02 0 0 59387 NORFOLK SOUTHERN CORP COM 655844108 4710 88500 SH DEFINED 02 88500 0 0 NORFOLK SOUTHERN CORP COM 655844108 926 17400 SH DEFINED 01 17400 0 0 NORTEL NETWORKS CORP NEW COM 656568102 690 308100 SH DEFINED 01 308100 0 0 NORTH FORK BANCORPORATION N COM 659424105 985 32635 SH DEFINED 02 32635 0 0 NORTHERN TR CORP COM 665859104 2096 37909 SH DEFINED 02 0 0 37909 NORTHERN TR CORP COM 665859104 2969 53686 SH DEFINED 02 53686 0 0 NORTHROP GRUMMAN CORP COM 666807102 4724 73742 SH DEFINED 02 0 0 73742 NORTHROP GRUMMAN CORP COM 666807102 7304 114024 SH DEFINED 02 114024 0 0 NORTHSTAR NEUROSCIENCE INC COM 66704V101 1038 100000 SH DEFINED 01 100000 0 0 NOVATEL WIRELESS INC COMNEW 66987M604 208 20000 SH DEFINED 01 20000 0 0 NOVATEL INC COM 669954109 236 6900 SH DEFINED 01 6900 0 0 NOVELLUS SYS INC COM 670008101 655 26500 SH DEFINED 01 26500 0 0 NUCOR CORP COM 670346105 6125 112900 SH DEFINED 02 0 0 112900 NUCOR CORP COM 670346105 9827 181134 SH DEFINED 02 181134 0 0 NUCOR CORP COM 670346105 1448 26700 SH DEFINED 01 26700 0 0 NVIDIA CORP COM 67066G104 2033 95500 SH DEFINED 02 0 0 95500 NVIDIA CORP COM 67066G104 2905 136464 SH DEFINED 02 136464 0 0 NUVASIVE INC COM 670704105 456 25000 SH DEFINED 01 25000 0 0 OM GROUP INC COM 670872100 26241 850600 SH DEFINED 01 850600 0 0 NUVEEN INVTS INC CLA 67090F106 400 9300 SH DEFINED 01 9300 0 0 OSI RESTAURANT PARTNERS INC COM 67104A101 3681 106400 SH DEFINED 01 106400 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 5752 56091 SH DEFINED 02 0 0 56091 OCCIDENTAL PETE CORP DEL COM 674599105 7199 70200 SH DEFINED 02 70200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 8204 80000 SH DEFINED 01 80000 0 0 OFFICE DEPOT INC COM 676220106 2003 52700 SH DEFINED 01 52700 0 0 OFFICEMAX INC DEL COM 67622P101 880 21600 SH DEFINED 02 21600 0 0 OIL SVC HOLDRS TR DEPOSTRYRCPT 678002106 4199 28100 SH DEFINED 01 28100 0 0 OLD DOMINION FGHT LINES INC COM 679580100 282 7500 SH DEFINED 01 7500 0 0 OLD REP INTL CORP COM 680223104 481 22499 SH DEFINED 02 22499 0 0 OMNICARE INC COM 681904108 650 13700 SH DEFINED 02 13700 0 0 OMNICARE INC COM 681904108 868 18300 SH DEFINED 01 18300 0 0 OMNICOM GROUP INC COM 681919106 552 6200 SH DEFINED 02 6200 0 0 OMNICOM GROUP INC NOTE2/0 681919AK2 49657 50800000 SH DEFINED 01 50800000 0 0 OMNICOM GROUP INC NOTE7/3 681919AM8 7481 7500000 SH DEFINED 01 7500000 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 317 15000 SH DEFINED 01 15000 0 0 OMNICARE CAP TR II PFDBTR4.00% 68214Q200 14062 222500 SH DEFINED 01 222500 0 0 ON SEMICONDUCTOR CORP COM 682189105 353 60000 SH DEFINED 01 60000 0 0 ONEOK INC NEW COM 682680103 419 12300 SH DEFINED 02 12300 0 0 OPEN TEXT CORP COM 683715106 144 10000 SH DEFINED 01 10000 0 0 ORACLE CORP COM 68389X105 6837 471869 SH DEFINED 02 0 0 471869 ORACLE CORP COM 68389X105 17898 1235174 SH DEFINED 02 1235174 0 0 ORACLE CORP COM 68389X105 2045 141100 SH DEFINED 01 141100 0 0 OSCIENT PHARMACEUTICALS COR COM 68812R105 236 273868 SH DEFINED 01 273868 0 0 OSHKOSH TRUCK CORP COM 688239201 368 7736 SH DEFINED 02 0 0 7736 OSHKOSH TRUCK CORP COM 688239201 456 9600 SH DEFINED 01 9600 0 0 OVERSEAS SHIPHOLDING GROUP COM 690368105 538 9100 SH DEFINED 01 9100 0 0 OWENS ILL INC COMNEW 690768403 243 14500 SH DEFINED 01 14500 0 0 PG&E CORP COM 69331C108 421 10715 SH DEFINED 02 0 0 10715 PG&E CORP COM 69331C108 1035 26361 SH DEFINED 02 26361 0 0 PHH CORP COMNEW 693320202 262 9500 SH DEFINED 01 9500 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 380 10000 SH DEFINED 01 10000 0 0 PICO HLDGS INC COMNEW 693366205 733 22722 SH DEFINED 01 22722 0 0 PMI GROUP INC COM 69344M101 507 11378 SH DEFINED 02 0 0 11378 PMI GROUP INC COM 69344M101 741 16625 SH DEFINED 02 16625 0 0 PNC FINL SVCS GROUP INC COM 693475105 1593 22700 SH DEFINED 02 0 0 22700 PNC FINL SVCS GROUP INC COM 693475105 2021 28800 SH DEFINED 02 28800 0 0 PNC FINL SVCS GROUP INC COM 693475105 22805 325000 SH DEFINED 01 325000 0 0 PPG INDS INC COM 693506107 573 8686 SH DEFINED 02 0 0 8686 PPG INDS INC COM 693506107 1716 26000 SH DEFINED 02 26000 0 0 PPG INDS INC COM 693506107 15840 240000 SH DEFINED 01 240000 0 0 PPL CORP COM 69351T106 1551 48011 SH DEFINED 02 0 0 48011 PPL CORP COM 69351T106 2510 77707 SH DEFINED 02 77707 0 0 PPL CORP COM 69351T106 13372 413997 SH DEFINED 01 413997 0 0 PACCAR INC COM 693718108 5906 71692 SH DEFINED 02 0 0 71692 PACCAR INC COM 693718108 8582 104176 SH DEFINED 02 104176 0 0 PACIFIC ETHANOL INC COM 69423U107 439 19000 SH DEFINED 01 19000 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 256 14300 SH DEFINED 01 14300 0 0 PACTIV CORP COM 695257105 329 13302 SH DEFINED 02 0 0 13302 PACTIV CORP COM 695257105 865 34961 SH DEFINED 02 34961 0 0 PAN AMERICAN SILVER CORP COM 697900108 757 42100 SH DEFINED 01 42100 0 0 PANTRY INC COM 698657103 363 6300 SH DEFINED 01 6300 0 0 PAPA JOHNS INTL INC COM 698813102 458 13790 SH DEFINED 01 13790 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 585 31700 SH DEFINED 01 31700 0 0 PARKER HANNIFIN CORP COM 701094104 3980 51283 SH DEFINED 02 0 0 51283 PARKER HANNIFIN CORP COM 701094104 6085 78416 SH DEFINED 02 78416 0 0 PARKER HANNIFIN CORP COM 701094104 15830 204000 SH DEFINED 01 204000 0 0 PATTERSON COMPANIES INC COM 703395103 1925 55096 SH DEFINED 02 0 0 55096 PATTERSON COMPANIES INC COM 703395103 3225 92338 SH DEFINED 02 92338 0 0 PATTERSON UTI ENERGY INC COM 703481101 461 16287 SH DEFINED 02 0 0 16287 PATTERSON UTI ENERGY INC COM 703481101 4082 144200 SH DEFINED 01 144200 0 0 PAYCHEX INC COM 704326107 908 23300 SH DEFINED 01 23300 0 0 PEABODY ENERGY CORP COM 704549104 375 6725 SH DEFINED 02 0 0 6725 PENN NATL GAMING INC COM 707569109 291 7500 SH DEFINED 01 7500 0 0 PENNEY J C INC COM 708160106 6211 92007 SH DEFINED 02 0 0 92007 PENNEY J C INC COM 708160106 8740 129466 SH DEFINED 02 129466 0 0 PENNEY J C INC COM 708160106 3328 49300 SH DEFINED 01 49300 0 0 PENTAIR INC COM 709631105 277 8100 SH DEFINED 02 8100 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 201 17100 SH DEFINED 01 17100 0 0 PEPCO HOLDINGS INC COM 713291102 476 20207 SH DEFINED 02 0 0 20207 PEPSI BOTTLING GROUP INC COM 713409100 2112 65700 SH DEFINED 02 0 0 65700 PEPSI BOTTLING GROUP INC COM 713409100 3315 103100 SH DEFINED 02 103100 0 0 PEPSICO INC COM 713448108 12644 210597 SH DEFINED 02 0 0 210597 PEPSICO INC COM 713448108 32837 546920 SH DEFINED 02 546920 0 0 PERKINELMER INC COM 714046109 1250 59800 SH DEFINED 02 59800 0 0 PETCO ANIMAL SUPPLIES COMNEW 716016209 2556 125100 SH DEFINED 01 125100 0 0 PETMED EXPRESS INC COM 716382106 233 21200 SH DEFINED 01 21200 0 0 PETRO-CDA COM 71644E102 493 10400 SH DEFINED 01 10400 0 0 PETROLEO BRASILEIRO SA PETR SPONSOREDADR 71654V408 5805 65000 SH DEFINED 01 65000 0 0 PETSMART INC COM 716768106 437 17063 SH DEFINED 02 0 0 17063 PETSMART INC COM 716768106 473 18496 SH DEFINED 02 18496 0 0 PFIZER INC COM 717081103 25504 1086659 SH DEFINED 02 0 0 1086659 PFIZER INC COM 717081103 63967 2725490 SH DEFINED 02 2725490 0 0 PFIZER INC COM 717081103 2816 120000 SH DEFINED 01 120000 0 0 PHELPS DODGE CORP COM 717265102 2608 31738 SH DEFINED 02 0 0 31738 PHELPS DODGE CORP COM 717265102 3307 40251 SH DEFINED 02 40251 0 0 PHELPS DODGE CORP COM 717265102 5532 67335 SH DEFINED 01 67335 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 363 9500 SH DEFINED 01 9500 0 0 PHOENIX COS INC NEW COM 71902E109 507 36000 SH DEFINED 01 36000 0 0 PHOTRONICS INC NOTE2.250%4/1 719405AE2 5713 5176000 SH DEFINED 01 5176000 0 0 PIER 1 IMPORTS INC COM 720279108 872 125000 SH DEFINED 01 125000 0 0 PILGRIMS PRIDE CORP COM 721467108 516 20000 SH DEFINED 01 20000 0 0 PIONEER NAT RES CO COM 723787107 1132 24400 SH DEFINED 02 24400 0 0 PIONEER NAT RES CO COM 723787107 659 14200 SH DEFINED 01 14200 0 0 PIXELWORKS INC COM 72581M107 124 45600 SH DEFINED 01 45600 0 0 PLAINS EXPL& PRODTN CO COM 726505100 5846 144200 SH DEFINED 01 144200 0 0 PLEXUS CORP COM 729132100 684 20000 SH DEFINED 01 20000 0 0 PLUM CREEK TIMBER CO INC COM 729251108 390 11000 SH DEFINED 02 0 0 11000 PLUM CREEK TIMBER CO INC COM 729251108 394 11100 SH DEFINED 02 11100 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1011 28466 SH DEFINED 01 28466 0 0 POGO PRODUCING CO COM 730448107 650 14100 SH DEFINED 02 14100 0 0 POGO PRODUCING CO COM 730448107 277 6000 SH DEFINED 01 6000 0 0 POLO RALPH LAUREN CORP CLA 731572103 308 5619 SH DEFINED 02 0 0 5619 POLO RALPH LAUREN CORP CLA 731572103 414 7545 SH DEFINED 02 7545 0 0 POPULAR INC COM 733174106 434 22600 SH DEFINED 02 22600 0 0 POWER INTEGRATIONS INC COM 739276103 323 18485 SH DEFINED 01 18485 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 137 15000 SH DEFINED 01 15000 0 0 POWERWAVE TECHNOLOGIES INC NOTE1.250%7/1 739363AB5 17269 16425000 SH DEFINED 01 16425000 0 0 PRECISION CASTPARTS CORP COM 740189105 837 14000 SH DEFINED 01 14000 0 0 PRICELINE COM INC COMNEW 741503403 642 21500 SH DEFINED 01 21500 0 0 PRINCIPAL FINANCIAL GROUP I COM 74251V102 3265 58675 SH DEFINED 02 0 0 58675 PRINCIPAL FINANCIAL GROUP I COM 74251V102 4620 83027 SH DEFINED 02 83027 0 0 PRINCIPAL FINANCIAL GROUP I COM 74251V102 373 6700 SH DEFINED 01 6700 0 0 PROCTER & GAMBLE CO COM 742718109 25168 452664 SH DEFINED 02 0 0 452664 PROCTER & GAMBLE CO COM 742718109 63917 1149592 SH DEFINED 02 1149592 0 0 PROCTER & GAMBLE CO COM 742718109 55606 1000100 SH DEFINED 01 1000100 0 0 PROGRESS ENERGY INC COM 743263105 1065 24851 SH DEFINED 02 0 0 24851 PROGRESS ENERGY INC COM 743263105 1428 33300 SH DEFINED 02 33300 0 0 PROGRESSIVE CORP OHIO COM 743315103 5737 223153 SH DEFINED 02 0 0 223153 PROGRESSIVE CORP OHIO COM 743315103 8574 333508 SH DEFINED 02 333508 0 0 PROLOGIS SHBENINT 743410102 891 17100 SH DEFINED 02 0 0 17100 PROLOGIS SHBENINT 743410102 1313 25200 SH DEFINED 02 25200 0 0 PROTECTIVE LIFE CORP COM 743674103 401 8600 SH DEFINED 02 8600 0 0 PROTECTIVE LIFE CORP COM 743674103 620 13300 SH DEFINED 01 13300 0 0 PRUDENTIAL FINL INC COM 744320102 7658 98564 SH DEFINED 02 0 0 98564 PRUDENTIAL FINL INC COM 744320102 9975 128382 SH DEFINED 02 128382 0 0 PRUDENTIAL FINL INC COM 744320102 19425 250000 SH DEFINED 01 250000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 694 10500 SH DEFINED 02 10500 0 0 PULTE HOMES INC COM 745867101 3571 124025 SH DEFINED 02 0 0 124025 PULTE HOMES INC COM 745867101 5786 200957 SH DEFINED 02 200957 0 0 PULTE HOMES INC COM 745867101 294 10200 SH DEFINED 01 10200 0 0 QLT INC COM 746927102 269 38000 SH DEFINED 01 38000 0 0 QLOGIC CORP COM 747277101 547 31700 SH DEFINED 02 0 0 31700 QLOGIC CORP COM 747277101 867 50300 SH DEFINED 02 50300 0 0 QLOGIC CORP COM 747277101 517 30000 SH DEFINED 01 30000 0 0 QUALCOMM INC COM 747525103 8256 206029 SH DEFINED 02 0 0 206029 QUALCOMM INC COM 747525103 11156 278425 SH DEFINED 02 278425 0 0 QUALCOMM INC COM 747525103 4404 109900 SH DEFINED 01 109900 0 0 QUEST DIAGNOSTICS INC COM 74834L100 3649 60892 SH DEFINED 02 0 0 60892 QUEST DIAGNOSTICS INC COM 74834L100 5041 84135 SH DEFINED 02 84135 0 0 QUEST SOFTWARE INC COM 74834T103 289 20600 SH DEFINED 01 20600 0 0 QUESTAR CORP COM 748356102 557 6921 SH DEFINED 02 0 0 6921 QUESTAR CORP COM 748356102 929 11548 SH DEFINED 02 11548 0 0 QUESTAR CORP COM 748356102 636 7900 SH DEFINED 01 7900 0 0 QWEST COMMUNICATIONS INTL I COM 749121109 723 89400 SH DEFINED 02 0 0 89400 QWEST COMMUNICATIONS INTL I COM 749121109 917 113300 SH DEFINED 02 113300 0 0 QWEST COMMUNICATIONS INTL I NOTE3.500%11/1 749121BY4 11400 7500000 SH DEFINED 01 7500000 0 0 RCN CORP COMNEW 749361200 292 11700 SH DEFINED 01 11700 0 0 R H DONNELLEY CORP COMNEW 74955W307 579 10700 SH DEFINED 01 10700 0 0 RPM INTL INC COM 749685103 421 23400 SH DEFINED 02 23400 0 0 RSA SEC INC COM 749719100 794 29200 SH DEFINED 01 29200 0 0 RTI INTL METALS INC COM 74973W107 9772 175000 SH DEFINED 01 175000 0 0 RADIAN GROUP INC COM 750236101 481 7780 SH DEFINED 02 0 0 7780 RADIAN GROUP INC COM 750236101 1473 23848 SH DEFINED 02 23848 0 0 RADIAN GROUP INC COM 750236101 9329 150999 SH DEFINED 01 150999 0 0 RADIOSHACK CORP COM 750438103 856 61138 SH DEFINED 02 0 0 61138 RADIOSHACK CORP COM 750438103 1291 92200 SH DEFINED 02 92200 0 0 RADIOSHACK CORP COM 750438103 420 30000 SH DEFINED 01 30000 0 0 RAMBUS INC DEL COM 750917106 684 30000 SH DEFINED 01 30000 0 0 RARE HOSPITALITY INTL INC COM 753820109 1582 55000 SH DEFINED 01 55000 0 0 RAYTHEON CO COMNEW 755111507 5156 115673 SH DEFINED 02 0 0 115673 RAYTHEON CO COMNEW 755111507 7844 175989 SH DEFINED 02 175989 0 0 RAYTHEON CO COMNEW 755111507 709 15900 SH DEFINED 01 15900 0 0 RED HAT INC COM 756577102 234 10000 SH DEFINED 01 10000 0 0 REDBACK NETWORKS INC COMNEW 757209507 2568 140000 SH DEFINED 01 140000 0 0 REGAL ENTMT GROUP CLA 758766109 2816 138600 SH DEFINED 01 138600 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 834 25175 SH DEFINED 02 25175 0 0 REINSURANCE GROUP AMER INC COM 759351109 978 19900 SH DEFINED 01 19900 0 0 RELIANCE STEEL & ALUMINUM C COM 759509102 6221 75000 SH DEFINED 01 75000 0 0 RELIANT ENERGY INC COM 75952B105 136 11376 SH DEFINED 02 11376 0 0 RELIANT ENERGY INC COM 75952B105 3247 271000 SH DEFINED 01 271000 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 220 12900 SH DEFINED 01 12900 0 0 REPUBLIC SVCS INC COM 760759100 343 8500 SH DEFINED 02 8500 0 0 RESEARCH IN MOTION LTD COM 760975102 621 8900 SH DEFINED 01 8900 0 0 RESMED INC COM 761152107 615 13100 SH DEFINED 01 13100 0 0 RESPIRONICS INC COM 761230101 431 12600 SH DEFINED 01 12600 0 0 RETAIL VENTURES INC COM 76128Y102 451 25300 SH DEFINED 01 25300 0 0 REVLON INC CLA 761525500 693 550000 SH DEFINED 01 550000 0 0 REYNOLDS AMERICAN INC COM 761713106 600 5200 SH DEFINED 02 0 0 5200 REYNOLDS AMERICAN INC COM 761713106 4727 41000 SH DEFINED 02 41000 0 0 REYNOLDS AMERICAN INC COM 761713106 8255 71600 SH DEFINED 01 71600 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 351 6600 SH DEFINED 01 6600 0 0 RITE AID CORP COM 767754104 1101 259625 SH DEFINED 01 259625 0 0 ROBERT HALF INTL INC COM 770323103 2016 48002 SH DEFINED 02 0 0 48002 ROBERT HALF INTL INC COM 770323103 2687 63968 SH DEFINED 02 63968 0 0 ROBERT HALF INTL INC COM 770323103 315 7500 SH DEFINED 01 7500 0 0 ROCKWELL COLLINS INC COM 774341101 687 12300 SH DEFINED 02 12300 0 0 ROCKWELL COLLINS INC COM 774341101 5587 100000 SH DEFINED 01 100000 0 0 ROCKWOOD HLDGS INC COM 774415103 205 8900 SH DEFINED 01 8900 0 0 ROGERS CORP COM 775133101 276 4900 SH DEFINED 01 4900 0 0 ROHM & HAAS CO COM 775371107 2639 52647 SH DEFINED 02 0 0 52647 ROHM & HAAS CO COM 775371107 4353 86855 SH DEFINED 02 86855 0 0 ROPER INDS INC NEW COM 776696106 351 7500 SH DEFINED 01 7500 0 0 ROSS STORES INC COM 778296103 207 7391 SH DEFINED 02 0 0 7391 ROWAN COS INC COM 779382100 569 16000 SH DEFINED 01 16000 0 0 RUBY TUESDAY INC COM 781182100 244 10000 SH DEFINED 01 10000 0 0 RYDER SYS INC COM 783549108 2670 45700 SH DEFINED 02 0 0 45700 RYDER SYS INC COM 783549108 5019 85900 SH DEFINED 02 85900 0 0 RYDER SYS INC COM 783549108 380 6500 SH DEFINED 01 6500 0 0 RYERSON INC COM 78375P107 1620 60000 SH DEFINED 01 60000 0 0 RYLAND GROUP INC COM 783764103 270 6200 SH DEFINED 02 6200 0 0 RYLAND GROUP INC COM 783764103 436 10000 SH DEFINED 01 10000 0 0 SEI INVESTMENTS CO COM 784117103 342 7000 SH DEFINED 02 7000 0 0 SEMCO ENERGY INC COM 78412D109 378 68000 SH DEFINED 01 68000 0 0 SLM CORP COM 78442P106 11923 225300 SH DEFINED 01 225300 0 0 SPDR TR UNITSER1 78462F103 226 1778 SH DEFINED 02 1778 0 0 SPDR TR UNITSER1 78462F103 9546 75000 SH DEFINED 01 75000 0 0 SPX CORP COM 784635104 285 5100 SH DEFINED 02 5100 0 0 SVB FINL GROUP COM 78486Q101 736 16200 SH DEFINED 01 16200 0 0 SABRE HLDGS CORP CLA 785905100 1478 67200 SH DEFINED 02 67200 0 0 SAFECO CORP COM 786429100 3534 62723 SH DEFINED 02 0 0 62723 SAFECO CORP COM 786429100 5100 90512 SH DEFINED 02 90512 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 709 328200 SH DEFINED 01 328200 0 0 SAFENET INC COM 78645R107 1425 80400 SH DEFINED 01 80400 0 0 SAFEWAY INC COMNEW 786514208 4224 162464 SH DEFINED 02 0 0 162464 SAFEWAY INC COMNEW 786514208 6578 253000 SH DEFINED 02 253000 0 0 SAFEWAY INC COMNEW 786514208 2964 114000 SH DEFINED 01 114000 0 0 ST JUDE MED INC COM 790849103 733 22600 SH DEFINED 02 0 0 22600 ST JUDE MED INC COM 790849103 1005 31000 SH DEFINED 02 31000 0 0 ST JUDE MED INC COM 790849103 334 10300 SH DEFINED 01 10300 0 0 ST MARY LD & EXPL CO COM 792228108 330 8200 SH DEFINED 01 8200 0 0 ST PAUL TRAVELERS INC COM 792860108 5028 112781 SH DEFINED 02 0 0 112781 ST PAUL TRAVELERS INC COM 792860108 7363 165159 SH DEFINED 02 165159 0 0 ST PAUL TRAVELERS INC COM 792860108 8568 192200 SH DEFINED 01 192200 0 0 SAKS INC COM 79377W108 1564 96700 SH DEFINED 01 96700 0 0 SALESFORCE COM INC COM 79466L302 533 20000 SH DEFINED 01 20000 0 0 SANDISK CORP COM 80004C101 1142 22400 SH DEFINED 02 22400 0 0 SANDISK CORP COM 80004C101 510 10000 SH DEFINED 01 10000 0 0 SANDISK CORP NOTE1.000%5/1 80004CAC5 19595 22000000 SH DEFINED 01 22000000 0 0 SANGAMO BIOSCIENCES INC COM 800677106 336 57000 SH DEFINED 01 57000 0 0 SANMINA SCI CORP COM 800907107 372 80800 SH DEFINED 02 0 0 80800 SANMINA SCI CORP COM 800907107 496 107920 SH DEFINED 02 107920 0 0 SANMINA SCI CORP COM 800907107 542 117900 SH DEFINED 01 117900 0 0 SANOFI AVENTIS SPONSOREDADR 80105N105 3652 75000 SH DEFINED 01 75000 0 0 SANTARUS INC COM 802817304 1995 300000 SH DEFINED 01 300000 0 0 SAPIENT CORP COM 803062108 13095 2470800 SH DEFINED 01 2470800 0 0 SARA LEE CORP COM 803111103 1297 80950 SH DEFINED 02 80950 0 0 SCHEIN HENRY INC COM 806407102 257 5500 SH DEFINED 02 5500 0 0 SCHERING PLOUGH CORP COM 806605101 3100 162900 SH DEFINED 02 0 0 162900 SCHERING PLOUGH CORP COM 806605101 9603 504608 SH DEFINED 02 504608 0 0 SCHERING PLOUGH CORP COM 806605101 4761 250200 SH DEFINED 01 250200 0 0 SCHLUMBERGER LTD COM 806857108 8739 134225 SH DEFINED 02 0 0 134225 SCHLUMBERGER LTD COM 806857108 7444 114323 SH DEFINED 02 114323 0 0 SCHLUMBERGER LTD COM 806857108 5534 85000 SH DEFINED 01 85000 0 0 SCHLUMBERGER LTD DBCV1.500%6/0 806857AC2 66156 36500000 SH DEFINED 01 36500000 0 0 SCHOOL SPECIALTY INC COM 807863105 455 14300 SH DEFINED 01 14300 0 0 SCHWAB CHARLES CORP NEW COM 808513105 6422 401847 SH DEFINED 02 0 0 401847 SCHWAB CHARLES CORP NEW COM 808513105 9214 576598 SH DEFINED 02 576598 0 0 SCHWAB CHARLES CORP NEW COM 808513105 276 17300 SH DEFINED 01 17300 0 0 SCOTTS MIRACLE GRO CO CLA 810186106 635 15000 SH DEFINED 01 15000 0 0 SCRIPPS E W CO OHIO CLA 811054204 5392 125000 SH DEFINED 01 125000 0 0 SEACOR HOLDINGS INC DBCV2.875%12/1 811904AH4 4126 3315000 SH DEFINED 01 3315000 0 0 SEACOR HOLDINGS INC DBCV2.875%12/1 811904AJ0 853 685000 SH DEFINED 01 685000 0 0 SEALED AIR CORP NEW COM 81211K100 227 4360 SH DEFINED 02 0 0 4360 SEALY CORP COM 812139301 876 66000 SH DEFINED 01 66000 0 0 SEARS HLDGS CORP COM 812350106 3200 20668 SH DEFINED 02 0 0 20668 SEARS HLDGS CORP COM 812350106 3333 21523 SH DEFINED 02 21523 0 0 SEARS HLDGS CORP COM 812350106 2230 14400 SH DEFINED 01 14400 0 0 SELECT SECTOR SPDR TR SBICONSSTPLS 81369Y308 11490 475000 SH DEFINED 01 475000 0 0 SELECT SECTOR SPDR TR SBIINT-ENERGY 81369Y506 12904 227500 SH DEFINED 01 227500 0 0 SECURE COMPUTING CORP COM 813705100 148 17200 SH DEFINED 01 17200 0 0 SEMPRA ENERGY COM 816851109 3591 78953 SH DEFINED 02 0 0 78953 SEMPRA ENERGY COM 816851109 5521 121386 SH DEFINED 02 121386 0 0 SEMPRA ENERGY COM 816851109 4548 100000 SH DEFINED 01 100000 0 0 SEROLOGICALS CORP SDCV4.750%8/1 817523AB9 4242 2000000 SH DEFINED 01 2000000 0 0 SHANDA INTERACTIVE ENTMT LT SPONSOREDADR 81941Q203 337 26000 SH DEFINED 01 26000 0 0 SHARPER IMAGE CORP COM 820013100 1194 107481 SH DEFINED 01 107481 0 0 SHERWIN WILLIAMS CO COM 824348106 840 17700 SH DEFINED 02 17700 0 0 SHERWIN WILLIAMS CO COM 824348106 612 12900 SH DEFINED 01 12900 0 0 SHIRE PLC SPONSOREDADR 82481R106 588 13300 SH DEFINED 01 13300 0 0 SIERRA PAC RES NEW COM 826428104 998 71300 SH DEFINED 01 71300 0 0 SIERRA WIRELESS INC COM 826516106 180 10000 SH DEFINED 01 10000 0 0 SIGMA ALDRICH CORP COM 826552101 3429 47200 SH DEFINED 01 47200 0 0 SILICON LABORATORIES INC COM 826919102 598 17000 SH DEFINED 01 17000 0 0 SILICON STORAGE TECHNOLOGY COM 827057100 165 40536 SH DEFINED 01 40536 0 0 SILICONWARE PRECISION INDS SPONSDADRSPL 827084864 231 38700 SH DEFINED 01 38700 0 0 SIX FLAGS INC COM 83001P109 87 15400 SH DEFINED 01 15400 0 0 SKYWEST INC COM 830879102 5382 217000 SH DEFINED 01 217000 0 0 SKYWORKS SOLUTIONS INC NOTE4.750%11/1 83088MAB8 7258 7350000 SH DEFINED 01 7350000 0 0 SMITH & NEPHEW PLC SPDNADRNEW 83175M205 301 7800 SH DEFINED 01 7800 0 0 SMITH INTL INC COM 832110100 550 12358 SH DEFINED 02 0 0 12358 SMITH INTL INC COM 832110100 923 20755 SH DEFINED 02 20755 0 0 SMITH INTL INC COM 832110100 374 8400 SH DEFINED 01 8400 0 0 SMITHFIELD FOODS INC COM 832248108 1509 52338 SH DEFINED 01 52338 0 0 SMURFIT-STONE CONTAINER COR COM 832727101 1498 136900 SH DEFINED 01 136900 0 0 SOHU COM INC COM 83408W103 1359 52700 SH DEFINED 01 52700 0 0 SOLECTRON CORP COM 834182107 1503 439500 SH DEFINED 02 0 0 439500 SOLECTRON CORP COM 834182107 1634 477700 SH DEFINED 02 477700 0 0 SOLECTRON CORP COM 834182107 1411 412500 SH DEFINED 01 412500 0 0 SOTHEBYS HLDGS INC CLA 835898107 205 7800 SH DEFINED 01 7800 0 0 SOUTHERN CO COM 842587107 1045 32600 SH DEFINED 02 32600 0 0 SOUTHERN CO COM 842587107 15192 474000 SH DEFINED 01 474000 0 0 SOUTHERN COPPER CORP COM 84265V105 713 8000 SH DEFINED 02 8000 0 0 SOUTHERN COPPER CORP COM 84265V105 6088 68300 SH DEFINED 01 68300 0 0 SOUTHWEST GAS CORP COM 844895102 1567 50000 SH DEFINED 01 50000 0 0 SOVEREIGN BANCORP INC COM 845905108 473 23310 SH DEFINED 02 23310 0 0 SPECTRUM BRANDS INC COM 84762L105 4522 350000 SH DEFINED 01 350000 0 0 SPRINT NEXTEL CORP COMFON 852061100 10615 531004 SH DEFINED 02 0 0 531004 SPRINT NEXTEL CORP COMFON 852061100 14614 731044 SH DEFINED 02 731044 0 0 SPRINT NEXTEL CORP COMFON 852061100 1281 64100 SH DEFINED 01 64100 0 0 STANCORP FINL GROUP INC COM 852891100 219 4300 SH DEFINED 02 4300 0 0 STANDARD PAC CORP NEW COM 85375C101 2629 102300 SH DEFINED 01 102300 0 0 STAPLES INC COM 855030102 6401 263211 SH DEFINED 02 0 0 263211 STAPLES INC COM 855030102 9008 370405 SH DEFINED 02 370405 0 0 STAPLES INC COM 855030102 11075 455400 SH DEFINED 01 455400 0 0 STARBUCKS CORP COM 855244109 1646 43597 SH DEFINED 02 0 0 43597 STARBUCKS CORP COM 855244109 1978 52394 SH DEFINED 02 52394 0 0 STATE STR CORP COM 857477103 2441 42023 SH DEFINED 02 0 0 42023 STATE STR CORP COM 857477103 2843 48936 SH DEFINED 02 48936 0 0 STATE STR CORP COM 857477103 4631 79726 SH DEFINED 01 79726 0 0 STATOIL ASA SPONSOREDADR 85771P102 1426 50000 SH DEFINED 01 50000 0 0 STEMCELLS INC COM 85857R105 76 37000 SH DEFINED 01 37000 0 0 STERICYCLE INC COM 858912108 345 5300 SH DEFINED 01 5300 0 0 STERIS CORP COM 859152100 258 11300 SH DEFINED 01 11300 0 0 STEREOTAXIS INC COM 85916J102 108 10000 SH DEFINED 01 10000 0 0 STERLING FINL CORP WASH COM 859319105 326 10700 SH DEFINED 01 10700 0 0 STONE ENERGY CORP COM 861642106 559 12000 SH DEFINED 01 12000 0 0 STREETTRACKS SER TR SPDRHOMEBUILD 86330E745 5946 175000 SH DEFINED 01 175000 0 0 STRYKER CORP COM 863667101 3382 80302 SH DEFINED 02 0 0 80302 STRYKER CORP COM 863667101 5320 126344 SH DEFINED 02 126344 0 0 SUN LIFE FINL INC COM 866796105 303 7600 SH DEFINED 01 7600 0 0 SUN MICROSYSTEMS INC COM 866810104 128 30800 SH DEFINED 02 0 0 30800 SUN MICROSYSTEMS INC COM 866810104 747 179900 SH DEFINED 02 179900 0 0 SUN MICROSYSTEMS INC COM 866810104 1241 299000 SH DEFINED 01 299000 0 0 SUNCOR ENERGY INC COM 867229106 8798 108600 SH DEFINED 01 108600 0 0 SUNOCO INC COM 86764P109 2138 30850 SH DEFINED 02 0 0 30850 SUNOCO INC COM 86764P109 2717 39207 SH DEFINED 02 39207 0 0 SUNOCO INC COM 86764P109 8908 128567 SH DEFINED 01 128567 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 326 11800 SH DEFINED 01 11800 0 0 SUNOPTA INC COM 8676EP108 2320 250000 SH DEFINED 01 250000 0 0 SUNTERRA CORP COMNEW 86787D208 512 50000 SH DEFINED 01 50000 0 0 SUNTRUST BKS INC COM 867914103 3532 46312 SH DEFINED 02 0 0 46312 SUNTRUST BKS INC COM 867914103 4514 59196 SH DEFINED 02 59196 0 0 SUNTRUST BKS INC COM 867914103 22032 288900 SH DEFINED 01 288900 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 339 10000 SH DEFINED 01 10000 0 0 SUPERIOR INDS INTL INC COM 868168105 732 40000 SH DEFINED 01 40000 0 0 SUPERVALU INC COM 868536103 872 28401 SH DEFINED 02 0 0 28401 SUPERVALU INC COM 868536103 2322 75619 SH DEFINED 02 75619 0 0 SUPERVALU INC COM 868536103 6140 200000 SH DEFINED 01 200000 0 0 SYBASE INC COM 871130100 2528 130300 SH DEFINED 01 130300 0 0 SYMANTEC CORP COM 871503108 1083 69700 SH DEFINED 02 69700 0 0 SYMANTEC CORP COM 871503108 6005 386409 SH DEFINED 01 386409 0 0 SYNCHRONOSS TECHNOLOGIES IN COM 87157B103 87 10000 SH DEFINED 01 10000 0 0 SYNAPTICS INC COM 87157D109 261 12200 SH DEFINED 01 12200 0 0 SYNOVUS FINL CORP COM 87161C105 771 28793 SH DEFINED 02 0 0 28793 SYNOVUS FINL CORP COM 87161C105 1395 52100 SH DEFINED 02 52100 0 0 SYSCO CORP COM 871829107 4073 133275 SH DEFINED 02 0 0 133275 SYSCO CORP COM 871829107 5847 191331 SH DEFINED 02 191331 0 0 SYSCO CORP COM 871829107 9168 300000 SH DEFINED 01 300000 0 0 TCF FINL CORP COM 872275102 246 9300 SH DEFINED 02 9300 0 0 TCF FINL CORP COM 872275102 7787 294407 SH DEFINED 01 294407 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 650 43900 SH DEFINED 02 43900 0 0 TJX COS INC NEW COM 872540109 3896 170434 SH DEFINED 02 0 0 170434 TJX COS INC NEW COM 872540109 5764 252140 SH DEFINED 02 252140 0 0 TJX COS INC NEW COM 872540109 2286 100000 SH DEFINED 01 100000 0 0 TJX COS INC NEW NOTE2/1 872540AL3 7121 9000000 SH DEFINED 01 9000000 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 5710 209300 SH DEFINED 01 209300 0 0 TXU CORP COM 873168108 5373 89860 SH DEFINED 02 0 0 89860 TXU CORP COM 873168108 7560 126438 SH DEFINED 02 126438 0 0 TXU CORP COM 873168108 735 12300 SH DEFINED 01 12300 0 0 TAIWAN SEMICONDUCTOR MFG LT SPONSOREDADR 874039100 9442 1041721 SH DEFINED 01 1041721 0 0 TAKE-TWO INTERACTIVE SOFTWA COM 874054109 2309 216600 SH DEFINED 01 216600 0 0 TALBOTS INC COM 874161102 369 20000 SH DEFINED 01 20000 0 0 TALEO CORP CLA 87424N104 509 43207 SH DEFINED 01 43207 0 0 TALISMAN ENERGY INC COM 87425E103 582 33300 SH DEFINED 01 33300 0 0 TALX CORP COM 874918105 1640 75000 SH DEFINED 01 75000 0 0 TARGET CORP COM 87612E106 6841 139974 SH DEFINED 02 0 0 139974 TARGET CORP COM 87612E106 9148 187196 SH DEFINED 02 187196 0 0 TARGET CORP COM 87612E106 46573 953000 SH DEFINED 01 953000 0 0 TEKELEC COM 879101103 247 20000 SH DEFINED 01 20000 0 0 TEKTRONIX INC COM 879131100 668 22700 SH DEFINED 02 22700 0 0 TEKTRONIX INC COM 879131100 441 15000 SH DEFINED 01 15000 0 0 TELE NORTE LESTE PART S A SPONADRPFD 879246106 436 34200 SH DEFINED 01 34200 0 0 TELEFLEX INC COM 879369106 232 4300 SH DEFINED 02 4300 0 0 TELEFONOS DE MEXICO S A SPONADRORDL 879403780 277 13300 SH DEFINED 01 13300 0 0 TELEPHONE & DATA SYS INC COM 879433100 638 15400 SH DEFINED 02 15400 0 0 TELLABS INC COM 879664100 696 52300 SH DEFINED 01 52300 0 0 TEMPLE INLAND INC COM 879868107 2841 66270 SH DEFINED 01 66270 0 0 TEMPUR PEDIC INTL INC COM 88023U101 866 64100 SH DEFINED 01 64100 0 0 TENET HEALTHCARE CORP COM 88033G100 184 26300 SH DEFINED 01 26300 0 0 TENNECO INC COM 880349105 3510 135000 SH DEFINED 01 135000 0 0 TERADYNE INC COM 880770102 396 28400 SH DEFINED 02 0 0 28400 TERADYNE INC COM 880770102 635 45600 SH DEFINED 02 45600 0 0 TERADYNE INC COM 880770102 557 40000 SH DEFINED 01 40000 0 0 TEREX CORP NEW COM 880779103 375 3800 SH DEFINED 01 3800 0 0 TESORO CORP COM 881609101 3175 42700 SH DEFINED 01 42700 0 0 TEXAS INSTRS INC COM 882508104 9727 321141 SH DEFINED 02 0 0 321141 TEXAS INSTRS INC COM 882508104 22805 752881 SH DEFINED 02 752881 0 0 TEXAS INSTRS INC COM 882508104 9923 327600 SH DEFINED 01 327600 0 0 TEXTRON INC COM 883203101 10785 117000 SH DEFINED 01 117000 0 0 THERMOGENESIS CORP COMNEW 883623209 300 72900 SH DEFINED 01 72900 0 0 THOR INDS INC COM 885160101 673 13900 SH DEFINED 01 13900 0 0 3COM CORP COM 885535104 177 34600 SH DEFINED 01 34600 0 0 3M CO COM 88579Y101 7015 86855 SH DEFINED 02 0 0 86855 3M CO COM 88579Y101 19173 237376 SH DEFINED 02 237376 0 0 TIBCO SOFTWARE INC COM 88632Q103 721 102200 SH DEFINED 01 102200 0 0 TIDEWATER INC COM 886423102 290 5900 SH DEFINED 02 5900 0 0 TIDEWATER INC COM 886423102 11562 235000 SH DEFINED 01 235000 0 0 TIERONE CORP COM 88650R108 220 6500 SH DEFINED 01 6500 0 0 TIMBERLAND CO CLA 887100105 4333 166025 SH DEFINED 01 166025 0 0 TIME WARNER INC COM 887317105 13989 808590 SH DEFINED 02 0 0 808590 TIME WARNER INC COM 887317105 34163 1974750 SH DEFINED 02 1974750 0 0 TIME WARNER INC COM 887317105 1903 110000 SH DEFINED 01 110000 0 0 TIMKEN CO COM 887389104 469 14000 SH DEFINED 01 14000 0 0 TITANIUM METALS CORP COMNEW 888339207 2063 60000 SH DEFINED 01 60000 0 0 TIVO INC COM 888706108 4949 692100 SH DEFINED 01 692100 0 0 TOLL BROTHERS INC COM 889478103 331 12946 SH DEFINED 02 0 0 12946 TOLL BROTHERS INC COM 889478103 464 18142 SH DEFINED 02 18142 0 0 TOM ONLINE INC ADRREGS 889728200 193 10000 SH DEFINED 01 10000 0 0 TOO INC COM 890333107 269 7000 SH DEFINED 01 7000 0 0 TORCHMARK CORP COM 891027104 499 8213 SH DEFINED 02 0 0 8213 TORCHMARK CORP COM 891027104 1130 18614 SH DEFINED 02 18614 0 0 TORO CO COM 891092108 1322 28300 SH DEFINED 01 28300 0 0 TORONTO DOMINION BK ONT COMNEW 891160509 300 5900 SH DEFINED 01 5900 0 0 TOTAL S A SPONSOREDADR 89151E109 21032 321000 SH DEFINED 01 321000 0 0 TOYOTA MOTOR CORP SPADRREP2COM 892331307 2092 20000 SH DEFINED 01 20000 0 0 TRAMMELL CROW CO COM 89288R106 735 20900 SH DEFINED 01 20900 0 0 TRANSCANADA CORP COM 89353D107 338 11800 SH DEFINED 01 11800 0 0 TRANSDIGM GROUP INC COM 893641100 240 10000 SH DEFINED 01 10000 0 0 TRANSOCEAN SEDCO FOREX INC DBCV1.500%5/1 893830AD1 24992 22000000 SH DEFINED 01 22000000 0 0 TRANSWITCH CORP COM 894065101 211 100000 SH DEFINED 01 100000 0 0 TRIAD HOSPITALS INC COM 89579K109 434 10956 SH DEFINED 02 0 0 10956 TRIAD HOSPITALS INC COM 89579K109 618 15623 SH DEFINED 02 15623 0 0 TRIAD HOSPITALS INC COM 89579K109 396 10000 SH DEFINED 01 10000 0 0 TRIBUNE CO NEW COM 896047107 603 18600 SH DEFINED 02 18600 0 0 TRIBUNE CO NEW SBDBEXCH2%29 896047305 1957 29650 SH DEFINED 01 29650 0 0 TRINITY INDS INC COM 896522109 808 20000 SH DEFINED 01 20000 0 0 TRUE RELIGION APPAREL INC COM 89784N104 177 10000 SH DEFINED 01 10000 0 0 TYCO INTL LTD NEW COM 902124106 8673 315379 SH DEFINED 02 0 0 315379 TYCO INTL LTD NEW COM 902124106 17417 633336 SH DEFINED 02 633336 0 0 TYCO INTL LTD NEW COM 902124106 2888 105000 SH DEFINED 01 105000 0 0 TYSON FOODS INC CLA 902494103 223 15000 SH DEFINED 01 15000 0 0 UAL CORP COMNEW 902549807 310 10000 SH DEFINED 01 10000 0 0 UST INC COM 902911106 203 4500 SH DEFINED 02 0 0 4500 UST INC COM 902911106 1541 34100 SH DEFINED 02 34100 0 0 US BANCORP DEL COMNEW 902973304 7391 239341 SH DEFINED 02 0 0 239341 US BANCORP DEL COMNEW 902973304 9971 322886 SH DEFINED 02 322886 0 0 US BANCORP DEL COMNEW 902973304 30919 1001250 SH DEFINED 01 1001250 0 0 USF&G CORP NOTE3/0 903290AD6 2075 2358000 SH DEFINED 01 2358000 0 0 U S G CORP COMNEW 903293405 379 5200 SH DEFINED 01 5200 0 0 U S AIRWAYS GROUP INC COM 90341W108 3755 74300 SH DEFINED 01 74300 0 0 UNDER ARMOUR INC CLA 904311107 3196 75000 SH DEFINED 01 75000 0 0 UNION PAC CORP COM 907818108 669 7200 SH DEFINED 02 0 0 7200 UNION PAC CORP COM 907818108 669 7200 SH DEFINED 02 7200 0 0 UNION PAC CORP COM 907818108 4574 49200 SH DEFINED 01 49200 0 0 UNIONBANCAL CORP COM 908906100 226 3500 SH DEFINED 02 3500 0 0 UNISYS CORP COM 909214108 521 83000 SH DEFINED 02 83000 0 0 UNISYS CORP COM 909214108 75 11900 SH DEFINED 01 11900 0 0 UNITED MICROELECTRONICS COR SPONSOREDADR 910873207 2160 686600 SH DEFINED 01 686600 0 0 UNITED NAT FOODS INC COM 911163103 3632 110000 SH DEFINED 01 110000 0 0 UNITED PARCEL SERVICE INC CLB 911312106 10549 128131 SH DEFINED 02 0 0 128131 UNITED PARCEL SERVICE INC CLB 911312106 12119 147204 SH DEFINED 02 147204 0 0 UNITED STATES STL CORP NEW COM 912909108 3146 44865 SH DEFINED 02 0 0 44865 UNITED STATES STL CORP NEW COM 912909108 5352 76333 SH DEFINED 02 76333 0 0 UNITED STATES STL CORP NEW COM 912909108 5133 73200 SH DEFINED 01 73200 0 0 UNITED TECHNOLOGIES CORP COM 913017109 8849 139531 SH DEFINED 02 0 0 139531 UNITED TECHNOLOGIES CORP COM 913017109 12644 199362 SH DEFINED 02 199362 0 0 UNITED TECHNOLOGIES CORP COM 913017109 33930 535000 SH DEFINED 01 535000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 10444 233218 SH DEFINED 02 0 0 233218 UNITEDHEALTH GROUP INC COM 91324P102 13780 307725 SH DEFINED 02 307725 0 0 UNITEDHEALTH GROUP INC COM 91324P102 30482 680700 SH DEFINED 01 680700 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 367 7300 SH DEFINED 02 7300 0 0 UNUMPROVIDENT CORP COM 91529Y106 2825 155824 SH DEFINED 02 0 0 155824 UNUMPROVIDENT CORP COM 91529Y106 4578 252495 SH DEFINED 02 252495 0 0 UNUMPROVIDENT CORP COM 91529Y106 604 33300 SH DEFINED 01 33300 0 0 URBAN OUTFITTERS INC COM 917047102 10844 620000 SH DEFINED 01 620000 0 0 V F CORP COM 918204108 1026 15100 SH DEFINED 02 0 0 15100 V F CORP COM 918204108 1012 14900 SH DEFINED 02 14900 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 533 22600 SH DEFINED 01 22600 0 0 VALERO ENERGY CORP NEW COM 91913Y100 7488 112575 SH DEFINED 02 0 0 112575 VALERO ENERGY CORP NEW COM 91913Y100 10406 156433 SH DEFINED 02 156433 0 0 VALERO ENERGY CORP NEW COM 91913Y100 4855 72988 SH DEFINED 01 72988 0 0 VALLEY NATL BANCORP COM 919794107 230 8960 SH DEFINED 02 8960 0 0 VALSPAR CORP COM 920355104 15125 572700 SH DEFINED 01 572700 0 0 VALUECLICK INC COM 92046N102 4221 275000 SH DEFINED 01 275000 0 0 VARIAN MED SYS INC COM 92220P105 554 11700 SH DEFINED 02 11700 0 0 VECTOR GROUP LTD COM 92240M108 2600 160000 SH DEFINED 01 160000 0 0 VENTAS INC COM 92276F100 881 26000 SH DEFINED 01 26000 0 0 VERASUN ENERGY CORP COM 92336G106 1050 40000 SH DEFINED 01 40000 0 0 VERIFONE HLDGS INC COM 92342Y109 293 9600 SH DEFINED 01 9600 0 0 VERISIGN INC COM 92343E102 256 11050 SH DEFINED 02 11050 0 0 VERITAS DGC INC FRNT3/1 92343PAE7 2211 1000000 SH DEFINED 01 1000000 0 0 VERIZON COMMUNICATIONS COM 92343V104 16112 481087 SH DEFINED 02 0 0 481087 VERIZON COMMUNICATIONS COM 92343V104 22787 680406 SH DEFINED 02 680406 0 0 VIACOM INC NEW CLB 92553P201 1889 52700 SH DEFINED 02 0 0 52700 VIACOM INC NEW CLB 92553P201 1828 51012 SH DEFINED 02 51012 0 0 VIACOM INC NEW CLB 92553P201 8064 225000 SH DEFINED 01 225000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 7311 464800 SH DEFINED 01 464800 0 0 VISHAY INTERTECHNOLOGY INC NOTE3.625%8/0 928298AF5 14864 14361000 SH DEFINED 01 14361000 0 0 VISICU INC COM 92831L204 569 32260 SH DEFINED 01 32260 0 0 VONAGE HLDGS CORP COM 92886T201 1691 196800 SH DEFINED 01 196800 0 0 VULCAN MATLS CO COM 929160109 206 2641 SH DEFINED 02 0 0 2641 WCI CMNTYS INC COM 92923C104 705 35000 SH DEFINED 01 35000 0 0 WMS INDS INC COM 929297109 1008 36800 SH DEFINED 01 36800 0 0 WABTEC CORP COM 929740108 262 7000 SH DEFINED 01 7000 0 0 WACHOVIA CORP 2ND NEW COM 929903102 11209 207259 SH DEFINED 02 0 0 207259 WACHOVIA CORP 2ND NEW COM 929903102 15074 278735 SH DEFINED 02 278735 0 0 WACHOVIA CORP 2ND NEW COM 929903102 7728 142900 SH DEFINED 01 142900 0 0 WADDELL & REED FINL INC CLA 930059100 350 17000 SH DEFINED 01 17000 0 0 WAL MART STORES INC COM 931142103 20624 428149 SH DEFINED 02 0 0 428149 WAL MART STORES INC COM 931142103 28047 582257 SH DEFINED 02 582257 0 0 WAL MART STORES INC COM 931142103 4022 83500 SH DEFINED 01 83500 0 0 WALGREEN CO COM 931422109 8807 196404 SH DEFINED 02 0 0 196404 WALGREEN CO COM 931422109 11957 266667 SH DEFINED 02 266667 0 0 WALGREEN CO COM 931422109 18124 404200 SH DEFINED 01 404200 0 0 WALTER INDS INC COM 93317Q105 496 8600 SH DEFINED 01 8600 0 0 WARNER MUSIC GROUP CORP COM 934550104 3069 104100 SH DEFINED 01 104100 0 0 WARRIOR ENERGY SVC CRP COM 936258102 672 27600 SH DEFINED 01 27600 0 0 WASHINGTON MUT INC COM 939322103 3641 79885 SH DEFINED 02 0 0 79885 WASHINGTON MUT INC COM 939322103 6636 145581 SH DEFINED 02 145581 0 0 WASTE MGMT INC DEL COM 94106L109 1514 42200 SH DEFINED 01 42200 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1271 54600 SH DEFINED 02 0 0 54600 WATSON PHARMACEUTICALS INC COM 942683103 2819 121100 SH DEFINED 02 121100 0 0 WATSON PHARMACEUTICALS INC COM 942683103 468 20100 SH DEFINED 01 20100 0 0 WATSON WYATT WORLDWIDE INC CLA 942712100 355 10100 SH DEFINED 01 10100 0 0 WEBSENSE INC COM 947684106 906 44100 SH DEFINED 01 44100 0 0 WEBSTER FINL CORP CONN COM 947890109 242 5100 SH DEFINED 02 5100 0 0 WEIGHT WATCHERS INTL INC NE COM 948626106 6134 150000 SH DEFINED 01 150000 0 0 WEINGARTEN RLTY INVS SHBENINT 948741103 1654 43200 SH DEFINED 01 43200 0 0 WELLPOINT INC COM 94973V107 8951 123003 SH DEFINED 02 0 0 123003 WELLPOINT INC COM 94973V107 11003 151206 SH DEFINED 02 151206 0 0 WELLPOINT INC COM 94973V107 4861 66800 SH DEFINED 01 66800 0 0 WELLS FARGO & CO NEW COM 949746101 16031 238986 SH DEFINED 02 0 0 238986 WELLS FARGO & CO NEW COM 949746101 21301 317541 SH DEFINED 02 317541 0 0 WELLS FARGO & CO NEW DBCV5/0 949746FA4 923 922000 SH DEFINED 01 922000 0 0 WERNER ENTERPRISES INC COM 950755108 983 48500 SH DEFINED 01 48500 0 0 WESCO INTL INC COM 95082P105 552 8000 SH DEFINED 01 8000 0 0 WEST CORP COM 952355105 685 14300 SH DEFINED 02 14300 0 0 WEST PHARMACEUTICAL SVSC IN COM 955306105 316 8700 SH DEFINED 01 8700 0 0 WESTERN DIGITAL CORP COM 958102105 390 19672 SH DEFINED 02 0 0 19672 WESTERN DIGITAL CORP COM 958102105 873 44089 SH DEFINED 02 44089 0 0 WESTERN DIGITAL CORP COM 958102105 592 29900 SH DEFINED 01 29900 0 0 WESTLAKE CHEM CORP COM 960413102 381 12800 SH DEFINED 01 12800 0 0 WEYERHAEUSER CO COM 962166104 6579 105694 SH DEFINED 01 105694 0 0 WHEELING PITTSBURGH CORP COMNEW 963142302 2339 117600 SH DEFINED 01 117600 0 0 WHIRLPOOL CORP COM 963320106 661 8000 SH DEFINED 02 8000 0 0 WHIRLPOOL CORP COM 963320106 1355 16400 SH DEFINED 01 16400 0 0 WHOLE FOODS MKT INC COM 966837106 213 3300 SH DEFINED 02 0 0 3300 WHOLE FOODS MKT INC COM 966837106 582 9000 SH DEFINED 01 9000 0 0 WILLIAMS COS INC DEL COM 969457100 798 34154 SH DEFINED 01 34154 0 0 WILLIAMS PARTNERS L P COMUNITLP 96950F104 1422 45200 SH DEFINED 01 45200 0 0 WILLIAMS SONOMA INC COM 969904101 426 12501 SH DEFINED 02 0 0 12501 WILLIAMS SONOMA INC COM 969904101 340 9972 SH DEFINED 02 9972 0 0 WILLIAMS SONOMA INC COM 969904101 8512 250000 SH DEFINED 01 250000 0 0 WIND RIVER SYSTEMS INC COM 973149107 178 20000 SH DEFINED 01 20000 0 0 WISCONSIN ENERGY CORP COM 976657106 486 12051 SH DEFINED 02 0 0 12051 WORLDSPACE INC CLA 981579105 925 258400 SH DEFINED 01 258400 0 0 WORTHINGTON INDS INC COM 981811102 300 14325 SH DEFINED 01 14325 0 0 WRIGLEY WM JR CO COM 982526105 599 13200 SH DEFINED 01 13200 0 0 WYETH COM 983024100 7851 176777 SH DEFINED 02 0 0 176777 WYETH COM 983024100 21025 473421 SH DEFINED 02 473421 0 0 WYETH 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