13F-HR 1 b415573_13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2006 Check here if Amendment [ ]; Amendment Number: ---------------- This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: S.A.C. Capital Advisors, LLC Address: 72 Cummings Point Road Stamford, Connecticut 06902 Form 13F File Number: 28-4043 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: Peter Nussbaum Title: General Counsel Phone: 203-890-2094 Signature, Place, and Date of Signing: /s/ Peter Nussbaum Stamford, Connecticut November 14, 2006 ------------------ ------------------------------ -------------------------- [Signature] [City, State] [Date] Report type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this report manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holding are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section] Form 13F File Number: 28-10113 ------------------------- Name Sigma Capital Management, LLC --------------------------------------------------------------- Form 13F File Number: 28-11740 ------------------------ Name CR Intrinsic Investors, LLC --------------------------------------------------------------- Form 13F File Number: 28-11739 ------------------------- Name Canvas Capital Management, L.P. ------------------------------------------------------------------- Form 13F File Number: 28-11288 ----------------------- Name Walter Capital Management, LLP. ------------------------------------------------------------------ FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 --------- Form 13F Information Table Entry Total: 1,620 * --------- Form 13F Information Table Value Total: $9,647,538 ---------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-5608 S.A.C. Capital Management, LLC --- ------------- * Positions that are exempt from reporting under Special Instruction 9 to the Form 13F are excluded. However, positions that would not be exempt when aggregated with positions of the same security held by (i) the Other Included Managers or (ii) certain affiliates of the Reporting Manager which include the Reporting Manager as an Other Included Manager on their own Forms 13F, are listed herein.
Shares or Voting Name of issuer Title of Value Principle Shrs/ Put / Investment Other Authorized Class CUSIP (x$1000) Amount Prn Call Discretion Manager Shares 24/7 REAL MEDIA INC Common 901314203 1,605 187,889 Shrs Shared-Defined 1 187,889 3COM CORP Common 885535104 6,447 1,461,915 Shrs Shared-Defined 1 1,461,915 3M CO Common 88579Y101 1,183 15,900 Shrs Shared-Defined 1 15,900 99 CENTS ONLY STORES Common 65440K106 2,881 243,500 Shrs Shared-Defined 1 243,500 A C MOORE ARTS & CRAFTS INC Common 00086T103 23,484 1,234,068 Shrs Shared-Defined 1 1,234,068 A D C TELECOMMUNICATIONS Common 000886309 248 16,500 Shrs Shared-Defined 1 16,500 A S V INC Common 001963107 167 11,200 Shrs Shared-Defined 1 11,200 ABAXIS INC Common 002567105 229 9,793 Shrs Shared-Defined 1 9,793 ABBOTT LABS Common 002824100 8,746 180,100 Shrs Shared-Defined 1 180,100 ABERCROMBIE & FITCH CO Common 002896207 24,679 355,200 Shrs Shared-Defined 1 355,200 ABX AIR INC Common 00080S101 2,986 531,300 Shrs Shared-Defined 1 531,300 ACCENTURE LTD BERMUDA Common G1150G111 15,956 503,200 Shrs Shared-Defined 1 503,200 ACCENTURE LTD BERMUDA Option G1150G901 7,934 250,200 Call Shared-Defined 1 250,200 ACCREDITED HOME LENDRS HLDG Common 00437P107 2,462 68,500 Shrs Shared-Defined 1 68,500 ACCURIDE CORP Common 004398103 357 32,400 Shrs Shared-Defined 1 32,400 ACE CASH EXPRESS INC Common 004403101 19,429 650,000 Shrs Shared-Defined 1 650,000 ACE LTD Common G0070K103 2,009 36,700 Shrs Shared-Defined 1 36,700 ACERGY S A Common 00443E104 4,268 250,000 Shrs Shared-Defined 1 250,000 ACTIONS SEMICONDUCTOR CO LTD Common 00507E107 10,850 1,275,000 Shrs Shared-Defined 1 1,275,000 ACTIVISION INC NEW Common 004930202 1,145 75,845 Shrs Shared-Defined 1 75,845 ACTUANT CORP Common 00508X203 3,257 65,000 Shrs Shared-Defined 1 65,000 ACUITY BRANDS INC Common 00508Y102 536 11,800 Shrs Shared-Defined 1 11,800 ADAMS RESPIRATORY THERAPEUTI Common 00635P107 26,102 713,372 Shrs Shared-Defined 1 713,372 ADAPTEC INC Debt 00651FAG3 13,849 15,550,000 Prn Shared-Defined 1 15,550,000 ADOBE SYS INC Common 00724F101 13,100 349,794 Shrs Shared-Defined 1 349,794 ADOLOR CORP Common 00724X102 7,173 517,129 Shrs Shared-Defined 1 517,129 ADTRAN INC Common 00738A106 1,013 42,497 Shrs Shared-Defined 1 42,497 ADVANCE AUTO PARTS INC Common 00751Y106 2,210 67,079 Shrs Shared-Defined 1 67,079 ADVANCED LIFE SCIENCES HLDGS Common 00765H107 1,050 352,376 Shrs Shared-Defined 1 352,376 ADVANCED MAGNETICS INC Common 00753P103 7,928 232,500 Shrs Shared-Defined 1 232,500 ADVANCED MAGNETICS INC Option 00753P903 2,561 75,100 Call Shared-Defined 1 75,100 ADVANCED MAGNETICS INC Option 00753P953 6,977 204,600 Put Shared-Defined 1 204,600 ADVANCED MEDICAL OPTICS INC Common 00763M108 621 15,700 Shrs Shared-Defined 1 15,700 ADVANCED MICRO DEVICES INC Common 007903107 14,493 583,200 Shrs Shared-Defined 1 583,200 ADVANCED MICRO DEVICES INC Option 007903957 3,728 150,000 Put Shared-Defined 1 150,000 ADVENT SOFTWARE INC Common 007974108 425 11,740 Shrs Shared-Defined 1 11,740 ADVISORY BRD CO Common 00762W107 257 5,096 Shrs Shared-Defined 1 5,096 AEROFLEX INC Common 007768104 173 16,856 Shrs Shared-Defined 1 16,856 AEROPOSTALE Common 007865108 11,230 384,200 Shrs Shared-Defined 1 384,200 AES CORP Common 00130H105 924 45,300 Shrs Shared-Defined 1 45,300 AETNA INC NEW Common 00817Y108 8,701 220,000 Shrs Shared-Defined 1 220,000 AFFILIATED COMPUTER SERVICES Common 008190100 1,883 36,300 Shrs Shared-Defined 1 36,300 AFFILIATED MANAGERS GROUP Common 008252108 851 8,500 Shrs Shared-Defined 1 8,500 AFFILIATED MANAGERS GROUP Debt 008252AE8 88,455 36,000,000 Prn Shared-Defined 1 36,000,000 AFFYMETRIX INC Common 00826T108 1,757 81,500 Shrs Shared-Defined 1 81,500 AFLAC INC Common 001055102 1,785 39,000 Shrs Shared-Defined 1 39,000 AGERE SYS INC Common 00845V308 818 54,800 Shrs Shared-Defined 1 54,800 AGILENT TECHNOLOGIES INC Common 00846U101 1,582 48,380 Shrs Shared-Defined 1 48,380 AGNICO EAGLE MINES LTD Common 008474108 10,128 325,600 Shrs Shared-Defined 1 325,600 AIR PRODS & CHEMS INC Common 009158106 1,527 23,000 Shrs Shared-Defined 1 23,000 AIRCASTLE LTD Common G0129K104 2,911 100,170 Shrs Shared-Defined 1 100,170 AIRGAS INC Common 009363102 6,915 191,194 Shrs Shared-Defined 1 191,194 AIRTRAN HLDGS INC Common 00949P108 436 44,000 Shrs Shared-Defined 1 44,000 AK STL HLDG CORP Common 001547108 7,944 654,400 Shrs Shared-Defined 1 654,400 AKAMAI TECHNOLOGIES INC Common 00971T101 3,493 69,864 Shrs Shared-Defined 1 69,864 AKORN INC Common 009728106 1,173 325,000 Shrs Shared-Defined 1 325,000 ALABAMA NATL BANCORP DELA Common 010317105 239 3,500 Shrs Shared-Defined 1 3,500 ALASKA AIR GROUP INC Common 011659109 5,626 147,900 Shrs Shared-Defined 1 147,900 ALASKA COMMUNICATIONS SYS GR Common 01167P101 705 53,100 Shrs Shared-Defined 1 53,100 ALBANY INTL CORP Common 012348108 213 6,700 Shrs Shared-Defined 1 6,700 ALCAN INC Common 013716105 8,005 200,800 Shrs Shared-Defined 1 200,800 ALCOA INC Common 013817101 105,871 3,775,700 Shrs Shared-Defined 1 3,775,700 ALCON INC Common H01301102 481 4,200 Shrs Shared-Defined 1 4,200 ALEXION PHARMACEUTICALS INC Common 015351109 3,378 99,400 Shrs Shared-Defined 1 99,400 ALEXION PHARMACEUTICALS INC Debt 015351AF6 4,394 3,500,000 Prn Shared-Defined 1 3,500,000 ALIGN TECHNOLOGY INC Common 016255101 2,856 250,960 Shrs Shared-Defined 1 250,960 ALLEGHENY ENERGY INC Common 017361106 1,226 30,512 Shrs Shared-Defined 1 30,512 ALLEGHENY TECHNOLOGIES INC Common 01741R102 13,451 216,281 Shrs Shared-Defined 1 216,281 ALLERGAN INC Common 018490102 56 500 Shrs Shared-Defined 1 500 ALLETE INC Common 018522300 2,390 55,000 Shrs Shared-Defined 1 55,000 ALLIANT ENERGY CORP Common 018802108 1,304 36,500 Shrs Shared-Defined 1 36,500 ALLIANT TECHSYSTEMS INC Common 018804104 1,637 20,200 Shrs Shared-Defined 1 20,200 ALLIED CAP CORP NEW Common 01903Q108 1,157 38,300 Shrs Shared-Defined 1 38,300 ALLIED WRLD ASSUR COM HLDG L Common G0219G203 4,848 120,000 Shrs Shared-Defined 1 120,000 ALLOS THERAPEUTICS INC Common 019777101 46 12,200 Shrs Shared-Defined 1 12,200 ALLSCRIPTS HEALTHCARE SOLUTI Common 01988P108 357 15,900 Shrs Shared-Defined 1 15,900 ALLSTATE CORP Common 020002101 1,411 22,500 Shrs Shared-Defined 1 22,500 ALLTEL CORP Common 020039103 10,556 190,200 Shrs Shared-Defined 1 190,200 ALLTEL CORP Option 020039903 7,215 130,000 Call Shared-Defined 1 130,000 ALPHARMA INC Option 020813951 472 20,200 Put Shared-Defined 1 20,200 ALTERA CORP Common 021441100 6,070 330,240 Shrs Shared-Defined 1 330,240 ALTIRIS INC Common 02148M100 798 37,827 Shrs Shared-Defined 1 37,827 ALTRIA GROUP INC Common 02209S103 13,970 182,489 Shrs Shared-Defined 1 182,489 ALTUS PHARMACEUTICALS INC Common 02216N105 1,198 75,000 Shrs Shared-Defined 1 75,000 AMAZON COM INC Debt 023135AF3 20,413 21,000,000 Prn Shared-Defined 1 21,000,000 AMAZON COM INC Option 023135956 1,445 45,000 Put Shared-Defined 1 45,000 AMBAC FINL GROUP INC Common 023139108 15,905 192,200 Shrs Shared-Defined 1 192,200 AMDOCS LTD Common G02602103 5,168 130,500 Shrs Shared-Defined 1 130,500 AMEDISYS INC Common 023436108 492 12,404 Shrs Shared-Defined 1 12,404 AMEREN CORP Common 023608102 19,126 362,300 Shrs Shared-Defined 1 362,300 AMERICA MOVIL S A DE C V Common 02364W105 15,914 404,208 Shrs Shared-Defined 1 404,208 AMERICAN AXLE & MFG HLDGS IN Common 024061103 5,014 300,400 Shrs Shared-Defined 1 300,400 AMERICAN COMMERCIAL LINES Common 025195207 856 14,394 Shrs Shared-Defined 1 14,394 AMERICAN EAGLE OUTFITTERS NE Common 02553E106 8,385 191,300 Shrs Shared-Defined 1 191,300 AMERICAN ELEC PWR INC Common 025537101 7,205 198,100 Shrs Shared-Defined 1 198,100 AMERICAN EQTY INVT LIFE HLD Common 025676206 448 36,500 Shrs Shared-Defined 1 36,500 AMERICAN EXPRESS CO Common 025816109 6,098 108,740 Shrs Shared-Defined 1 108,740 AMERICAN EXPRESS CO Debt 025816AS8 15,201 15,000,000 Prn Shared-Defined 1 15,000,000 AMERICAN FINL GROUP INC OHIO Common 025932104 812 17,300 Shrs Shared-Defined 1 17,300 AMERICAN HOME MTG INVT CORP Common 02660R107 1,168 33,500 Shrs Shared-Defined 1 33,500 AMERICAN INTL GROUP INC Common 026874107 258 3,900 Shrs Shared-Defined 1 3,900 AMERICAN MED SYS HLDGS INC Common 02744M108 194 10,552 Shrs Shared-Defined 1 10,552 AMERICAN MED SYS HLDGS INC Debt 02744MAA6 4,689 4,000,000 Prn Shared-Defined 1 4,000,000 AMERICAN ORIENTAL BIOENGR IN Common 028731107 75 12,300 Shrs Shared-Defined 1 12,300 AMERICAN PHYSICIANS CAPITAL Common 028884104 242 5,000 Shrs Shared-Defined 1 5,000 AMERICAN STD COS INC DEL Common 029712106 4,260 101,500 Shrs Shared-Defined 1 101,500 AMERICAN TOWER CORP Common 029912201 12,258 335,824 Shrs Shared-Defined 1 335,824 AMERICAN TOWER CORP Debt 029912AF9 5,234 5,248,000 Prn Shared-Defined 1 5,248,000 AMERICREDIT CORP Common 03060R101 14,554 582,400 Shrs Shared-Defined 1 582,400 AMERIGROUP CORP Common 03073T102 1,457 49,300 Shrs Shared-Defined 1 49,300 AMERIPRISE FINL INC Common 03076C106 5,628 120,000 Shrs Shared-Defined 1 120,000 AMERISTAR CASINOS INC Common 03070Q101 610 28,100 Shrs Shared-Defined 1 28,100 AMETEK INC NEW Common 031100100 2,160 49,600 Shrs Shared-Defined 1 49,600 AMGEN INC Common 031162100 12,868 179,900 Shrs Shared-Defined 1 179,900 AMGEN INC Debt 031162AL4 22,401 30,000,000 Prn Shared-Defined 1 30,000,000 AMIS HLDGS INC Common 031538101 126 13,225 Shrs Shared-Defined 1 13,225 AMKOR TECHNOLOGY INC Common 031652100 2,570 498,100 Shrs Shared-Defined 1 498,100 AMR CORP Common 001765106 14,712 635,800 Shrs Shared-Defined 1 635,800 AMYLIN PHARMACEUTICALS INC Common 032346108 573 13,000 Shrs Shared-Defined 1 13,000 ANADARKO PETE CORP Common 032511107 4,067 92,800 Shrs Shared-Defined 1 92,800 ANADIGICS INC Common 032515108 225 31,435 Shrs Shared-Defined 1 31,435 ANALOG DEVICES INC Common 032654105 1,320 44,900 Shrs Shared-Defined 1 44,900 ANAREN INC Common 032744104 223 10,600 Shrs Shared-Defined 1 10,600 ANDERSONS INC Common 034164103 1,803 52,800 Shrs Shared-Defined 1 52,800 ANDREW CORP Common 034425108 8,511 922,108 Shrs Shared-Defined 1 922,108 ANGIOTECH PHARMACEUTICALS IN Common 034918102 316 36,000 Shrs Shared-Defined 1 36,000 ANHEUSER BUSCH COS INC Common 035229103 233 4,900 Shrs Shared-Defined 1 4,900 ANIXTER INTL INC Common 035290105 1,158 20,500 Shrs Shared-Defined 1 20,500 ANNALY CAP MGMT INC Common 035710409 36,644 2,788,700 Shrs Shared-Defined 1 2,788,700 ANNTAYLOR STORES CORP Common 036115103 11,135 266,000 Shrs Shared-Defined 1 266,000 ANSYS INC Common 03662Q105 2,033 46,021 Shrs Shared-Defined 1 46,021 AON CORP Common 037389103 1,431 42,264 Shrs Shared-Defined 1 42,264 AON CORP Debt 037389AT0 49,255 31,000,000 Prn Shared-Defined 1 31,000,000 APACHE CORP Common 037411105 588 9,300 Shrs Shared-Defined 1 9,300 APOLLO GROUP INC Common 037604105 552 11,220 Shrs Shared-Defined 1 11,220 APPLE COMPUTER INC Common 037833100 8,818 114,478 Shrs Shared-Defined 1 114,478 APPLEBEES INTL INC Common 037899101 344 16,000 Shrs Shared-Defined 1 16,000 APPLERA CORP Common 038020103 4,357 131,600 Shrs Shared-Defined 1 131,600 APPLERA CORP Common 038020202 10,440 750,000 Shrs Shared-Defined 1 750,000 APPLIED MATLS INC Common 038222105 12,468 703,200 Shrs Shared-Defined 1 703,200 APPLIED MICRO CIRCUITS CORP Common 03822W109 24,602 8,512,955 Shrs Shared-Defined 1 8,512,955 APRIA HEALTHCARE GROUP INC Common 037933108 4,214 213,500 Shrs Shared-Defined 1 213,500 APTARGROUP INC Common 038336103 524 10,300 Shrs Shared-Defined 1 10,300 AQUA AMERICA INC Common 03836W103 307 14,000 Shrs Shared-Defined 1 14,000 AQUANTIVE INC Common 03839G105 3,810 161,307 Shrs Shared-Defined 1 161,307 ARCH CAP GROUP LTD Common G0450A105 3,769 59,370 Shrs Shared-Defined 1 59,370 ARCH COAL INC Common 039380100 7,540 260,800 Shrs Shared-Defined 1 260,800 ARCHER DANIELS MIDLAND CO Common 039483102 3,996 105,500 Shrs Shared-Defined 1 105,500 ARCHSTONE SMITH OPER TR Debt 039584AC1 10,389 10,000,000 Prn Shared-Defined 1 10,000,000 ARCHSTONE SMITH TR Common 039583109 8,166 150,000 Shrs Shared-Defined 1 150,000 ARCTIC CAT INC Common 039670104 1,846 111,200 Shrs Shared-Defined 1 111,200 ARGONAUT GROUP INC Common 040157109 3,739 120,500 Shrs Shared-Defined 1 120,500 ARKANSAS BEST CORP DEL Common 040790107 835 19,408 Shrs Shared-Defined 1 19,408 ARMOR HOLDINGS INC Common 042260109 5,160 90,000 Shrs Shared-Defined 1 90,000 ARROW ELECTRS INC Common 042735100 4,323 157,600 Shrs Shared-Defined 1 157,600 ARTHROCARE CORP Common 043136100 226 4,827 Shrs Shared-Defined 1 4,827 ARVINMERITOR INC Common 043353101 1,253 88,000 Shrs Shared-Defined 1 88,000 ASML HLDG NV Common N07059111 3,566 153,178 Shrs Shared-Defined 1 153,178 ASPEN INSURANCE HOLDINGS LTD Common G05384105 1,614 62,500 Shrs Shared-Defined 1 62,500 ASPEN TECHNOLOGY INC Common 045327103 2,721 249,200 Shrs Shared-Defined 1 249,200 ASPREVA PHARMACEUTICALS CORP Common 04538T109 1,679 64,700 Shrs Shared-Defined 1 64,700 ASSOCIATED BANC CORP Common 045487105 764 23,500 Shrs Shared-Defined 1 23,500 ASTEC INDS INC Common 046224101 11,615 460,000 Shrs Shared-Defined 1 460,000 ASTORIA FINL CORP Common 046265104 24,166 784,100 Shrs Shared-Defined 1 784,100 ASYST TECHNOLOGY CORP Common 04648X107 2,290 338,800 Shrs Shared-Defined 1 338,800 AT&T INC Common 00206R102 12,819 393,700 Shrs Shared-Defined 1 393,700 ATHEROGENICS INC Common 047439104 461 35,000 Shrs Shared-Defined 1 35,000 ATMEL CORP Common 049513104 865 143,158 Shrs Shared-Defined 1 143,158 ATMI INC Common 00207R101 1,298 44,646 Shrs Shared-Defined 1 44,646 ATP OIL & GAS CORP Common 00208J108 9,313 252,100 Shrs Shared-Defined 1 252,100 AUTODESK INC Common 052769106 5,374 154,512 Shrs Shared-Defined 1 154,512 AUTOMATIC DATA PROCESSING IN Common 053015103 1,628 34,400 Shrs Shared-Defined 1 34,400 AUTOZONE INC Common 053332102 15,784 152,800 Shrs Shared-Defined 1 152,800 AVALONBAY CMNTYS INC Common 053484101 999 8,300 Shrs Shared-Defined 1 8,300 AVAYA INC Common 053499109 7,050 616,218 Shrs Shared-Defined 1 616,218 AVICI SYS INC Common 05367L802 173 19,979 Shrs Shared-Defined 1 19,979 AVIS BUDGET GROUP Common 053774105 1,736 94,920 Shrs Shared-Defined 1 94,920 AVOCENT CORP Common 053893103 2,747 91,200 Shrs Shared-Defined 1 91,200 AXCAN PHARMA INC Common 054923107 1,200 88,338 Shrs Shared-Defined 1 88,338 AXCELIS TECHNOLOGIES INC Common 054540109 79 11,200 Shrs Shared-Defined 1 11,200 AZTAR CORP Common 054802103 254 4,800 Shrs Shared-Defined 1 4,800 BAIDU COM INC Common 056752108 6,811 77,800 Shrs Shared-Defined 1 77,800 BAKER HUGHES INC Common 057224107 9,030 132,400 Shrs Shared-Defined 1 132,400 BALL CORP Common 058498106 275 6,800 Shrs Shared-Defined 1 6,800 BALLY TECHNOLOGIES INC Common 05874B107 7,040 400,000 Shrs Shared-Defined 1 400,000 BALLY TOTAL FITNESS HLDG COR Common 05873K108 4,198 2,780,000 Shrs Shared-Defined 1 2,780,000 BANCSHARES FLA INC Common 05976U102 1,054 50,000 Shrs Shared-Defined 1 50,000 BANK HAWAII CORP Common 062540109 1,570 32,600 Shrs Shared-Defined 1 32,600 BANK MONTREAL QUE Common 063671101 2,365 39,100 Shrs Shared-Defined 1 39,100 BANK NEW YORK INC Common 064057102 5,419 153,700 Shrs Shared-Defined 1 153,700 BANK OF AMERICA CORPORATION Common 060505104 11,287 210,700 Shrs Shared-Defined 1 210,700 BANKATLANTIC BANCORP Common 065908501 1,422 100,000 Shrs Shared-Defined 1 100,000 BANKUNITED FINL CORP Common 06652B103 9,596 368,078 Shrs Shared-Defined 1 368,078 BARD C R INC Common 067383109 585 7,800 Shrs Shared-Defined 1 7,800 BARNES & NOBLE INC Common 067774109 1,055 27,800 Shrs Shared-Defined 1 27,800 BARNES GROUP INC Common 067806109 263 15,000 Shrs Shared-Defined 1 15,000 BARR PHARMACEUTICALS INC Common 068306109 14,824 285,400 Shrs Shared-Defined 1 285,400 BARRICK GOLD CORP Common 067901108 36,697 1,194,600 Shrs Shared-Defined 1 1,194,600 BARRIER THERAPEUTICS INC Common 06850R108 28 4,400 Shrs Shared-Defined 1 4,400 BASIC ENERGY SVCS INC NEW Common 06985P100 439 18,000 Shrs Shared-Defined 1 18,000 BAXTER INTL INC Common 071813109 1,932 42,500 Shrs Shared-Defined 1 42,500 BAYTEX ENERGY TR Common 073176109 758 36,300 Shrs Shared-Defined 1 36,300 BCE INC Common 05534B760 2,061 76,000 Shrs Shared-Defined 1 76,000 BE AEROSPACE INC Common 073302101 3,161 149,902 Shrs Shared-Defined 1 149,902 BEA SYS INC Common 073325102 16,509 1,086,096 Shrs Shared-Defined 1 1,086,096 BEAR STEARNS COS INC Common 073902108 13,450 96,000 Shrs Shared-Defined 1 96,000 BEARINGPOINT INC Common 074002106 387 49,300 Shrs Shared-Defined 1 49,300 BEAZER HOMES USA INC Common 07556Q105 1,729 44,300 Shrs Shared-Defined 1 44,300 BEBE STORES INC Common 075571109 6,501 262,352 Shrs Shared-Defined 1 262,352 BECTON DICKINSON & CO Common 075887109 2,530 35,800 Shrs Shared-Defined 1 35,800 BED BATH & BEYOND INC Common 075896100 4,323 113,000 Shrs Shared-Defined 1 113,000 BELDEN CDT INC Common 077454106 3,250 85,000 Shrs Shared-Defined 1 85,000 BELLSOUTH CORP Common 079860102 522 12,200 Shrs Shared-Defined 1 12,200 BEMA GOLD CORP Common 08135F107 1,084 246,200 Shrs Shared-Defined 1 246,200 BENCHMARK ELECTRS INC Common 08160H101 468 17,400 Shrs Shared-Defined 1 17,400 BERKLEY W R CORP Common 084423102 2,279 64,399 Shrs Shared-Defined 1 64,399 BERKSHIRE HATHAWAY INC DEL Common 084670207 3,174 1,000 Shrs Shared-Defined 1 1,000 BERRY PETE CO Common 085789105 1,126 40,000 Shrs Shared-Defined 1 40,000 BEST BUY INC Common 086516101 589 11,000 Shrs Shared-Defined 1 11,000 BEST BUY INC Debt 086516AF8 30,263 25,000,000 Prn Shared-Defined 1 25,000,000 BHP BILLITON LTD Common 088606108 1,470 38,800 Shrs Shared-Defined 1 38,800 BIG LOTS INC Common 089302103 1,727 87,200 Shrs Shared-Defined 1 87,200 BIO RAD LABS INC Common 090572207 424 6,000 Shrs Shared-Defined 1 6,000 BIOLASE TECHNOLOGY INC Common 090911108 188 30,000 Shrs Shared-Defined 1 30,000 BIOMARIN PHARMACEUTICAL INC Common 09061G101 517 36,300 Shrs Shared-Defined 1 36,300 BIOMARIN PHARMACEUTICAL INC Debt 09061GAB7 2,202 2,000,000 Prn Shared-Defined 1 2,000,000 BIOMARIN PHARMACEUTICAL INC Debt 09061GAC5 2,230 2,000,000 Prn Shared-Defined 1 2,000,000 BIOMET INC Common 090613100 1,976 61,400 Shrs Shared-Defined 1 61,400 BIOSITE INC Common 090945106 398 8,600 Shrs Shared-Defined 1 8,600 BJ SVCS CO Common 055482103 14,697 487,800 Shrs Shared-Defined 1 487,800 BJS WHOLESALE CLUB INC Common 05548J106 496 17,000 Shrs Shared-Defined 1 17,000 BLACK & DECKER CORP Common 091797100 1,397 17,600 Shrs Shared-Defined 1 17,600 BLOCK H & R INC Common 093671105 328 15,100 Shrs Shared-Defined 1 15,100 BLUE COAT SYSTEMS INC Common 09534T508 1,042 57,840 Shrs Shared-Defined 1 57,840 BLUE NILE INC Common 09578R103 652 17,929 Shrs Shared-Defined 1 17,929 BMC SOFTWARE INC Common 055921100 1,312 48,200 Shrs Shared-Defined 1 48,200 BOEING CO Common 097023105 11,749 149,000 Shrs Shared-Defined 1 149,000 BOEING CO Option 097023905 3,943 50,000 Call Shared-Defined 1 50,000 BON-TON STORES INC Common 09776J101 1,430 48,100 Shrs Shared-Defined 1 48,100 BOOKHAM INC Common 09856E105 1,852 575,000 Shrs Shared-Defined 1 575,000 BORDERS GROUP INC Common 099709107 312 15,300 Shrs Shared-Defined 1 15,300 BORG WARNER INC Common 099724106 572 10,000 Shrs Shared-Defined 1 10,000 BORLAND SOFTWARE CORP Common 099849101 860 150,000 Shrs Shared-Defined 1 150,000 BOSTON SCIENTIFIC CORP Common 101137107 237 16,000 Shrs Shared-Defined 1 16,000 BOYD GAMING CORP Common 103304101 2,326 60,500 Shrs Shared-Defined 1 60,500 BP PLC Common 055622104 649 9,900 Shrs Shared-Defined 1 9,900 BRIGGS & STRATTON CORP Common 109043109 683 24,800 Shrs Shared-Defined 1 24,800 BRIGHAM EXPLORATION CO Common 109178103 222 32,725 Shrs Shared-Defined 1 32,725 BRIGHTPOINT INC Common 109473405 975 68,593 Shrs Shared-Defined 1 68,593 BRINKER INTL INC Common 109641100 11,153 278,200 Shrs Shared-Defined 1 278,200 BRINKS CO Common 109696104 2,064 38,900 Shrs Shared-Defined 1 38,900 BRISTOL MYERS SQUIBB CO Option 110122958 2,492 100,000 Put Shared-Defined 1 100,000 BRISTOW GROUP INC Common 110394103 3,091 89,866 Shrs Shared-Defined 1 89,866 BROADCOM CORP Common 111320107 1,512 49,840 Shrs Shared-Defined 1 49,840 BROCADE COMMUNICATIONS SYS I Common 111621108 5,426 768,613 Shrs Shared-Defined 1 768,613 BROOKS AUTOMATION INC Common 114340102 200 15,343 Shrs Shared-Defined 1 15,343 BROWN & BROWN INC Common 115236101 2,344 76,700 Shrs Shared-Defined 1 76,700 BRUNSWICK CORP Common 117043109 605 19,400 Shrs Shared-Defined 1 19,400 BUCYRUS INTL INC NEW Common 118759109 465 10,956 Shrs Shared-Defined 1 10,956 BUILDERS FIRSTSOURCE INC Common 12008R107 2,281 149,800 Shrs Shared-Defined 1 149,800 BURLINGTON NORTHN SANTA FE C Common 12189T104 20,165 274,584 Shrs Shared-Defined 1 274,584 BUSINESS OBJECTS S A Common 12328X107 97,120 2,848,915 Shrs Shared-Defined 1 2,848,915 BUSINESS OBJECTS S A Option 12328X907 1,023 30,000 Call Shared-Defined 1 30,000 C COR INC Common 125010108 90 10,466 Shrs Shared-Defined 1 10,466 C D W CORP Common 12512N105 2,368 38,385 Shrs Shared-Defined 1 38,385 C H ROBINSON WORLDWIDE INC Common 12541W209 3,450 77,400 Shrs Shared-Defined 1 77,400 CABOT CORP Common 127055101 156,240 4,200,000 Shrs Shared-Defined 1 4,200,000 CABOT MICROELECTRONICS CORP Common 12709P103 1,340 46,501 Shrs Shared-Defined 1 46,501 CACHE INC Common 127150308 1,465 81,900 Shrs Shared-Defined 1 81,900 CADBURY SCHWEPPES PLC Common 127209302 580 13,553 Shrs Shared-Defined 1 13,553 CADENCE DESIGN SYSTEM INC Common 127387108 2,865 168,934 Shrs Shared-Defined 1 168,934 CAE INC Common 124765108 1,704 199,900 Shrs Shared-Defined 1 199,900 CAL DIVE INTL INC Debt 127914AB5 2,670 2,000,000 Prn Shared-Defined 1 2,000,000 CALIFORNIA MICRO DEVICES COR Common 130439102 97 19,100 Shrs Shared-Defined 1 19,100 CALIFORNIA PIZZA KITCHEN INC Common 13054D109 748 25,000 Shrs Shared-Defined 1 25,000 CALLON PETE CO DEL Common 13123X102 2,536 187,000 Shrs Shared-Defined 1 187,000 CAMBREX CORP Common 132011107 10 500 Shrs Shared-Defined 1 500 CAMDEN PPTY TR Common 133131102 1,292 17,000 Shrs Shared-Defined 1 17,000 CAMECO CORP Common 13321L108 16,191 443,913 Shrs Shared-Defined 1 443,913 CAMERON INTERNATIONAL CORP Common 13342B105 15,739 325,800 Shrs Shared-Defined 1 325,800 CAMERON INTERNATIONAL CORP Debt 13342BAB1 4,167 4,000,000 Prn Shared-Defined 1 4,000,000 CAMPBELL SOUP CO Common 134429109 1,402 38,400 Shrs Shared-Defined 1 38,400 CANADIAN NAT RES LTD Common 136385101 1,435 31,500 Shrs Shared-Defined 1 31,500 CANADIAN NATL RY CO Common 136375102 602 14,400 Shrs Shared-Defined 1 14,400 CANADIAN PAC RY LTD Option 13645T900 4,974 100,000 Call Shared-Defined 1 100,000 CANO PETE INC Common 137801106 1,669 414,079 Shrs Shared-Defined 1 414,079 CAPITAL LEASE FDG INC Common 140288101 218 19,617 Shrs Shared-Defined 1 19,617 CAPITAL ONE FINL CORP Common 14040H105 12,192 155,000 Shrs Shared-Defined 1 155,000 CAPITALSOURCE INC Common 14055X102 3,153 122,100 Shrs Shared-Defined 1 122,100 CARACO PHARMACEUTICAL LABS L Common 14075T107 1,788 176,000 Shrs Shared-Defined 1 176,000 CARDINAL HEALTH INC Common 14149Y108 2,985 45,400 Shrs Shared-Defined 1 45,400 CARDIOME PHARMA CORP Common 14159U202 245 21,300 Shrs Shared-Defined 1 21,300 CAREMARK RX INC Common 141705103 2,357 41,600 Shrs Shared-Defined 1 41,600 CARLISLE COS INC Common 142339100 1,076 12,800 Shrs Shared-Defined 1 12,800 CARMAX INC Common 143130102 8,826 211,600 Shrs Shared-Defined 1 211,600 CARMIKE CINEMAS INC Common 143436400 2,516 146,447 Shrs Shared-Defined 1 146,447 CARNIVAL CORP Common 143658300 1,157 24,600 Shrs Shared-Defined 1 24,600 CARNIVAL CORP Debt 143658AN2 18,660 15,000,000 Prn Shared-Defined 1 15,000,000 CARNIVAL CORP Debt 143658AV4 50,537 70,760,000 Prn Shared-Defined 1 70,760,000 CARPENTER TECHNOLOGY CORP Common 144285103 2,238 20,818 Shrs Shared-Defined 1 20,818 CARTER INC Common 146229109 259 9,812 Shrs Shared-Defined 1 9,812 CASCADE CORP Common 147195101 904 19,800 Shrs Shared-Defined 1 19,800 CASH AMER INTL INC Common 14754D100 4,244 108,600 Shrs Shared-Defined 1 108,600 CASUAL MALE RETAIL GRP INC Common 148711104 12,157 885,420 Shrs Shared-Defined 1 885,420 CASUAL MALE RETAIL GRP INC Debt 148711AB0 8,332 6,300,000 Prn Shared-Defined 1 6,300,000 CATERPILLAR INC DEL Common 149123101 6,212 94,400 Shrs Shared-Defined 1 94,400 CB RICHARD ELLIS GROUP INC Common 12497T101 861 35,000 Shrs Shared-Defined 1 35,000 CBEYOND INC Common 149847105 414 15,100 Shrs Shared-Defined 1 15,100 CBOT HLDGS INC Common 14984K106 544 4,500 Shrs Shared-Defined 1 4,500 CBRL GROUP INC Common 12489V106 9,376 231,900 Shrs Shared-Defined 1 231,900 CBS CORP NEW Common 124857202 1,631 57,900 Shrs Shared-Defined 1 57,900 CDN IMPERIAL BK OF COMMERCE Common 136069101 2,336 31,000 Shrs Shared-Defined 1 31,000 CEC ENTMT INC Common 125137109 315 10,000 Shrs Shared-Defined 1 10,000 CELADON GROUP INC Common 150838100 1,632 98,104 Shrs Shared-Defined 1 98,104 CELANESE CORP DEL Common 150870103 877 49,000 Shrs Shared-Defined 1 49,000 CELESTICA INC Common 15101Q108 173 16,100 Shrs Shared-Defined 1 16,100 CENTENNIAL BK HLDGS INC DEL Common 151345303 2,178 225,000 Shrs Shared-Defined 1 225,000 CENTEX CORP Common 152312104 1,316 25,000 Shrs Shared-Defined 1 25,000 CENTRAL EUROPEAN MEDIA ENTRP Common G20045202 335 5,000 Shrs Shared-Defined 1 5,000 CENTURY ALUM CO Common 156431108 931 27,671 Shrs Shared-Defined 1 27,671 CENTURYTEL INC Common 156700106 1,503 37,900 Shrs Shared-Defined 1 37,900 CENTURYTEL INC Debt 156700AH9 24,876 23,500,000 Prn Shared-Defined 1 23,500,000 CEPHALON INC Common 156708109 12,170 197,087 Shrs Shared-Defined 1 197,087 CEPHALON INC Debt 156708AK5 5,737 5,000,000 Prn Shared-Defined 1 5,000,000 CEPHALON INC Debt 156708AL3 2,397 2,000,000 Prn Shared-Defined 1 2,000,000 CERADYNE INC Common 156710105 3,123 76,005 Shrs Shared-Defined 1 76,005 CERADYNE INC Debt 156710AA3 2,572 2,500,000 Prn Shared-Defined 1 2,500,000 CERIDIAN CORP NEW Common 156779100 6,491 290,300 Shrs Shared-Defined 1 290,300 CERNER CORP Common 156782104 2,545 56,065 Shrs Shared-Defined 1 56,065 CF INDS HLDGS INC Common 125269100 2,233 130,800 Shrs Shared-Defined 1 130,800 CHAPARRAL STL CO DEL Common 159423102 8,369 245,706 Shrs Shared-Defined 1 245,706 CHARLOTTE RUSSE HLDG INC Common 161048103 37,727 1,369,906 Shrs Shared-Defined 1 1,369,906 CHARMING SHOPPES INC Common 161133103 1,860 130,257 Shrs Shared-Defined 1 130,257 CHATTEM INC Common 162456107 321 9,141 Shrs Shared-Defined 1 9,141 CHECK POINT SOFTWARE TECH LT Common M22465104 11,749 616,766 Shrs Shared-Defined 1 616,766 CHECKFREE CORP NEW Common 162813109 1,218 29,481 Shrs Shared-Defined 1 29,481 CHEESECAKE FACTORY INC Common 163072101 1,913 70,345 Shrs Shared-Defined 1 70,345 CHEMTURA CORP Common 163893100 5,482 632,300 Shrs Shared-Defined 1 632,300 CHENIERE ENERGY INC Common 16411R208 1,619 54,500 Shrs Shared-Defined 1 54,500 CHESAPEAKE ENERGY CORP Common 165167107 10,983 379,000 Shrs Shared-Defined 1 379,000 CHESAPEAKE ENERGY CORP Debt 165167BW6 2,046 2,000,000 Prn Shared-Defined 1 2,000,000 CHEVRON CORP NEW Common 166764100 12,972 200,000 Shrs Shared-Defined 1 200,000 CHICAGO BRIDGE & IRON CO N V Common 167250109 835 34,700 Shrs Shared-Defined 1 34,700 CHICAGO MERCANTILE HLDGS INC Common 167760107 9,565 20,000 Shrs Shared-Defined 1 20,000 CHILDRENS PL RETAIL STORES I Common 168905107 36,218 565,636 Shrs Shared-Defined 1 565,636 CHILDRENS PL RETAIL STORES I Option 168905907 1,985 31,000 Call Shared-Defined 1 31,000 CHINA MED TECHNOLOGIES INC Common 169483104 4,638 200,421 Shrs Shared-Defined 1 200,421 CHINA PETE & CHEM CORP Common 16941R108 11,758 189,896 Shrs Shared-Defined 1 189,896 CHINA YUCHAI INTL LTD Common G21082105 122 21,494 Shrs Shared-Defined 1 21,494 CHIPMOS TECH BERMUDA LTD Common G2110R106 1,976 330,979 Shrs Shared-Defined 1 330,979 CHITTENDEN CORP Common 170228100 207 7,200 Shrs Shared-Defined 1 7,200 CHOICEPOINT INC Common 170388102 4,498 125,646 Shrs Shared-Defined 1 125,646 CHRISTOPHER & BANKS CORP Common 171046105 3,213 109,000 Shrs Shared-Defined 1 109,000 CHUBB CORP Common 171232101 6,027 116,000 Shrs Shared-Defined 1 116,000 CHUNGHWA TELECOM CO LTD Common 17133Q205 10,386 600,000 Shrs Shared-Defined 1 600,000 CIBER INC Debt 17163BAB8 8,494 9,200,000 Prn Shared-Defined 1 9,200,000 CIENA CORP Common 171779101 6,006 220,413 Shrs Shared-Defined 1 220,413 CIGNA CORP Common 125509109 8,259 71,000 Shrs Shared-Defined 1 71,000 CIMAREX ENERGY CO Common 171798101 4,128 117,300 Shrs Shared-Defined 1 117,300 CINCINNATI BELL INC NEW Common 171871106 3,819 792,400 Shrs Shared-Defined 1 792,400 CINCINNATI FINL CORP Common 172062101 1,558 32,415 Shrs Shared-Defined 1 32,415 CINTAS CORP Common 172908105 4,320 105,793 Shrs Shared-Defined 1 105,793 CIRCUIT CITY STORE INC Common 172737108 8,060 321,000 Shrs Shared-Defined 1 321,000 CISCO SYS INC Common 17275R102 7,197 312,917 Shrs Shared-Defined 1 312,917 CISCO SYS INC Option 17275R952 1,380 60,000 Put Shared-Defined 1 60,000 CIT GROUP INC Common 125581108 608 12,500 Shrs Shared-Defined 1 12,500 CITADEL BROADCASTING CORP Debt 17285TAB2 825 1,000,000 Prn Shared-Defined 1 1,000,000 CITI TRENDS INC Common 17306X102 677 19,622 Shrs Shared-Defined 1 19,622 CITIGROUP INC Common 172967101 1,766 35,560 Shrs Shared-Defined 1 35,560 CITRIX SYS INC Common 177376100 5,097 140,761 Shrs Shared-Defined 1 140,761 CKE RESTAURANTS INC Common 12561E105 2,135 127,700 Shrs Shared-Defined 1 127,700 CLAIRES STORES INC Common 179584107 318 10,900 Shrs Shared-Defined 1 10,900 CLEAN HARBORS INC Common 184496107 1,520 34,903 Shrs Shared-Defined 1 34,903 CLOROX CO DEL Common 189054109 2,911 46,200 Shrs Shared-Defined 1 46,200 CNET NETWORKS INC Debt 12613RAD6 4,947 5,000,000 Prn Shared-Defined 1 5,000,000 COACH INC Common 189754104 4,858 141,212 Shrs Shared-Defined 1 141,212 COCA COLA CO Common 191216100 241 5,400 Shrs Shared-Defined 1 5,400 COCA COLA ENTERPRISES INC Common 191219104 208 10,000 Shrs Shared-Defined 1 10,000 COEUR D ALENE MINES CORP IDA Common 192108108 415 88,187 Shrs Shared-Defined 1 88,187 COGNIZANT TECHNOLOGY SOLUTIO Common 192446102 8,097 109,331 Shrs Shared-Defined 1 109,331 COGNOS INC Common 19244C109 4,018 110,591 Shrs Shared-Defined 1 110,591 COHERENT INC Common 192479103 343 9,900 Shrs Shared-Defined 1 9,900 COLDWATER CREEK INC Common 193068103 2,461 85,583 Shrs Shared-Defined 1 85,583 COLGATE PALMOLIVE CO Common 194162103 1,466 23,600 Shrs Shared-Defined 1 23,600 COLONIAL BANCGROUP INC Common 195493309 2,102 85,800 Shrs Shared-Defined 1 85,800 COLOR KINETICS INC Common 19624P100 21,669 1,276,168 Shrs Shared-Defined 1 1,276,168 COLUMBUS MCKINNON CORP N Y Common 199333105 189 10,500 Shrs Shared-Defined 1 10,500 COMCAST CORP NEW Common 20030N101 2,812 76,300 Shrs Shared-Defined 1 76,300 COMERICA INC Common 200340107 848 14,900 Shrs Shared-Defined 1 14,900 COMMERCE BANCORP INC NJ Common 200519106 1,468 40,000 Shrs Shared-Defined 1 40,000 COMMERCE BANCSHARES INC Common 200525103 713 14,100 Shrs Shared-Defined 1 14,100 COMMERCE GROUP INC MASS Common 200641108 800 26,634 Shrs Shared-Defined 1 26,634 COMMERCIAL METALS CO Common 201723103 559 27,500 Shrs Shared-Defined 1 27,500 COMMONWEALTH TEL ENTERPRISES Debt 203349AB1 34,222 32,250,000 Prn Shared-Defined 1 32,250,000 COMMSCOPE INC Common 203372107 739 22,500 Shrs Shared-Defined 1 22,500 COMMUNITY HEALTH SYS INC NEW Common 203668108 519 13,900 Shrs Shared-Defined 1 13,900 COMPANHIA VALE DO RIO DOCE Common 204412209 5,101 236,600 Shrs Shared-Defined 1 236,600 COMPASS BANCSHARES INC Common 20449H109 1,624 28,500 Shrs Shared-Defined 1 28,500 COMPTON PETE CORP Common 204940100 1,234 123,700 Shrs Shared-Defined 1 123,700 COMPUCREDIT CORP Common 20478N100 45,239 1,497,498 Shrs Shared-Defined 1 1,497,498 COMPUTER SCIENCES CORP Common 205363104 10,939 222,700 Shrs Shared-Defined 1 222,700 COMPUWARE CORP Common 205638109 71 9,100 Shrs Shared-Defined 1 9,100 COMSYS IT PARTNERS INC Common 20581E104 187 10,900 Shrs Shared-Defined 1 10,900 COMTECH TELECOMMUNICATIONS C Common 205826209 960 28,661 Shrs Shared-Defined 1 28,661 COMVERSE TECHNOLOGY INC Common 205862402 2,217 103,406 Shrs Shared-Defined 1 103,406 CON-WAY INC Common 205944101 2,281 50,900 Shrs Shared-Defined 1 50,900 CONCURRENT COMPUTER CORP NEW Common 206710204 10,886 6,150,000 Shrs Shared-Defined 1 6,150,000 CONEXANT SYSTEMS INC Debt 207142AF7 4,925 5,000,000 Prn Shared-Defined 1 5,000,000 CONOCOPHILLIPS Common 20825C104 7,215 121,200 Shrs Shared-Defined 1 121,200 CONOR MEDSYSTEMS INC Common 208264101 12,259 520,100 Shrs Shared-Defined 1 520,100 CONSECO INC Common 208464883 5,098 242,900 Shrs Shared-Defined 1 242,900 CONSOLIDATED COMM HLDGS INC Common 209034107 614 32,800 Shrs Shared-Defined 1 32,800 CONSOLIDATED EDISON INC Common 209115104 231 5,000 Shrs Shared-Defined 1 5,000 CONSOLIDATED GRAPHICS INC Common 209341106 373 6,200 Shrs Shared-Defined 1 6,200 CONSTELLATION BRANDS INC Common 21036P108 351 12,200 Shrs Shared-Defined 1 12,200 CONTINENTAL AIRLS INC Common 210795308 9,611 339,500 Shrs Shared-Defined 1 339,500 COOPER CAMERON CORP Debt 216640AE2 2,249 1,500,000 Prn Shared-Defined 1 1,500,000 COOPER COS INC Common 216648402 1,289 24,100 Shrs Shared-Defined 1 24,100 COOPER INDS LTD Common G24182100 55,185 647,559 Shrs Shared-Defined 1 647,559 COOPER TIRE & RUBR CO Common 216831107 205 20,400 Shrs Shared-Defined 1 20,400 COPART INC Common 217204106 1,527 54,178 Shrs Shared-Defined 1 54,178 CORINTHIAN COLLEGES INC Common 218868107 521 48,200 Shrs Shared-Defined 1 48,200 CORN PRODS INTL INC Common 219023108 475 14,600 Shrs Shared-Defined 1 14,600 CORNING INC Common 219350105 8,502 348,300 Shrs Shared-Defined 1 348,300 CORNING INC Option 219350905 244 10,000 Call Shared-Defined 1 10,000 CORPORATE EXECUTIVE BRD CO Common 21988R102 3,187 35,450 Shrs Shared-Defined 1 35,450 CORRECTIONS CORP AMER NEW Common 22025Y407 3,127 72,300 Shrs Shared-Defined 1 72,300 CORUS BANKSHARES INC Common 220873103 894 40,000 Shrs Shared-Defined 1 40,000 CORUS ENTERTAINMENT INC Common 220874101 1,148 30,100 Shrs Shared-Defined 1 30,100 COSTCO WHSL CORP NEW Common 22160K105 5,672 114,176 Shrs Shared-Defined 1 114,176 COTT CORP QUE Common 22163N106 425 24,900 Shrs Shared-Defined 1 24,900 COUNTRYWIDE FINANCIAL CORP Common 222372104 7,169 204,600 Shrs Shared-Defined 1 204,600 COURTSIDE ACQUISITION CORP Warrant 22274N110 62 167,000 Shrs Shared-Defined 1 167,000 COVANSYS CORP Common 22281W103 221 12,918 Shrs Shared-Defined 1 12,918 COVENTRY HEALTH CARE INC Common 222862104 5,276 102,400 Shrs Shared-Defined 1 102,400 CREE INC Common 225447101 1,056 52,500 Shrs Shared-Defined 1 52,500 CRESCENT REAL ESTATE EQUITIE Common 225756105 8,833 405,000 Shrs Shared-Defined 1 405,000 CROCS INC Common 227046109 4,119 121,332 Shrs Shared-Defined 1 121,332 CROWN CASTLE INTL CORP Common 228227104 1,762 49,996 Shrs Shared-Defined 1 49,996 CROWN HOLDINGS INC Common 228368106 3,956 212,706 Shrs Shared-Defined 1 212,706 CRYPTOLOGIC INC Common 228906103 1,370 62,200 Shrs Shared-Defined 1 62,200 CSK AUTO CORP Common 125965103 6,052 429,223 Shrs Shared-Defined 1 429,223 CSX CORP Common 126408103 1,921 58,500 Shrs Shared-Defined 1 58,500 CSX CORP Debt 126408GA5 11,878 10,000,000 Prn Shared-Defined 1 10,000,000 CUBIST PHARMACEUTICALS INC Common 229678107 6,249 287,452 Shrs Shared-Defined 1 287,452 CUBIST PHARMACEUTICALS INC Debt 229678AC1 4,956 5,000,000 Prn Shared-Defined 1 5,000,000 CULLEN FROST BANKERS INC Common 229899109 717 12,400 Shrs Shared-Defined 1 12,400 CUMMINS INC Common 231021106 13,044 109,400 Shrs Shared-Defined 1 109,400 CURAGEN CORP Debt 23126RAC5 14,750 14,778,000 Prn Shared-Defined 1 14,778,000 CUTERA INC Common 232109108 347 13,039 Shrs Shared-Defined 1 13,039 CV THERAPEUTICS INC Common 126667104 127 11,417 Shrs Shared-Defined 1 11,417 CVS CORP Common 126650100 38,459 1,197,350 Shrs Shared-Defined 1 1,197,350 CYMER INC Common 232572107 1,986 45,236 Shrs Shared-Defined 1 45,236 CYMER INC Debt 232572AE7 41,368 39,945,000 Prn Shared-Defined 1 39,945,000 CYPRESS SEMICONDUCTOR CORP Common 232806109 50,721 2,854,300 Shrs Shared-Defined 1 2,854,300 CYPRESS SEMICONDUCTOR CORP Debt 232806AH2 45,132 35,000,000 Prn Shared-Defined 1 35,000,000 CYTYC CORP Common 232946103 4,103 167,596 Shrs Shared-Defined 1 167,596 DADE BEHRING HLDGS INC Common 23342J206 2,018 50,242 Shrs Shared-Defined 1 50,242 DAKTRONICS INC Common 234264109 609 29,450 Shrs Shared-Defined 1 29,450 DANAHER CORP DEL Common 235851102 1,031 15,020 Shrs Shared-Defined 1 15,020 DANAHER CORP DEL Debt 235851AF9 115,932 114,712,000 Prn Shared-Defined 1 114,712,000 DARDEN RESTAURANTS INC Common 237194105 12,941 304,700 Shrs Shared-Defined 1 304,700 DAVITA INC Common 23918K108 3,796 65,600 Shrs Shared-Defined 1 65,600 DEALERTRACK HLDGS INC Common 242309102 3,277 148,208 Shrs Shared-Defined 1 148,208 DEAN FOODS CO NEW Common 242370104 2,034 48,400 Shrs Shared-Defined 1 48,400 DECKERS OUTDOOR CORP Common 243537107 2,593 54,804 Shrs Shared-Defined 1 54,804 DEL MONTE FOODS CO Common 24522P103 115 11,000 Shrs Shared-Defined 1 11,000 DELL INC Common 24702R101 14,846 650,000 Shrs Shared-Defined 1 650,000 DELTA PETE CORP Common 247907207 282 12,500 Shrs Shared-Defined 1 12,500 DENDREON CORP Common 24823Q107 69 15,326 Shrs Shared-Defined 1 15,326 DENNYS CORP Common 24869P104 139 40,849 Shrs Shared-Defined 1 40,849 DENTSPLY INTL INC NEW Common 249030107 2,565 85,200 Shrs Shared-Defined 1 85,200 DEVON ENERGY CORP NEW Common 25179M103 40,420 640,059 Shrs Shared-Defined 1 640,059 DEVON ENERGY CORP NEW Debt 25179MAA1 12,369 9,840,000 Prn Shared-Defined 1 9,840,000 DEVON ENERGY CORP NEW Debt 25179MAB9 40,144 31,919,000 Prn Shared-Defined 1 31,919,000 DIAMOND OFFSHORE DRILLING IN Common 25271C102 25,956 358,655 Shrs Shared-Defined 1 358,655 DIAMONDS TR Common 252787106 245 2,100 Shrs Shared-Defined 1 2,100 DIEBOLD INC Common 253651103 483 11,107 Shrs Shared-Defined 1 11,107 DIGENE CORP Common 253752109 2,906 67,351 Shrs Shared-Defined 1 67,351 DIGITAL RIV INC Common 25388B104 4,828 94,442 Shrs Shared-Defined 1 94,442 DILLARDS INC Common 254067101 6,094 186,203 Shrs Shared-Defined 1 186,203 DIME BANCORP INC NEW Warrant 25429Q110 22 200,000 Shrs Shared-Defined 1 200,000 DIODES INC Common 254543101 3,323 76,970 Shrs Shared-Defined 1 76,970 DIRECTV GROUP INC Common 25459L106 1,195 60,700 Shrs Shared-Defined 1 60,700 DISCOVERY HOLDING CO Common 25468Y107 283 19,550 Shrs Shared-Defined 1 19,550 DISNEY WALT CO Common 254687106 15,757 509,770 Shrs Shared-Defined 1 509,770 DOBSON COMMUNICATIONS CORP Common 256069105 318 45,365 Shrs Shared-Defined 1 45,365 DOLLAR FINL CORP Common 256664103 2,661 121,945 Shrs Shared-Defined 1 121,945 DOLLAR TREE STORES INC Common 256747106 2,564 82,809 Shrs Shared-Defined 1 82,809 DOMINION RES INC VA NEW Common 25746U109 2,690 35,167 Shrs Shared-Defined 1 35,167 DOMINION RES INC VA NEW Debt 25746UAT6 31,921 30,000,000 Prn Shared-Defined 1 30,000,000 DOMINOS PIZZA INC Common 25754A201 3,800 148,150 Shrs Shared-Defined 1 148,150 DOMTAR INC Common 257561100 329 56,100 Shrs Shared-Defined 1 56,100 DONALDSON INC Common 257651109 203 5,500 Shrs Shared-Defined 1 5,500 DONNELLEY R R & SONS CO Common 257867101 1,496 45,400 Shrs Shared-Defined 1 45,400 DOV PHARMACEUTICAL INC Common 259858108 405 450,000 Shrs Shared-Defined 1 450,000 DOVER CORP Common 260003108 3,240 68,300 Shrs Shared-Defined 1 68,300 DOW JONES & CO INC Common 260561105 228 6,800 Shrs Shared-Defined 1 6,800 DOWNEY FINL CORP Common 261018105 665 10,000 Shrs Shared-Defined 1 10,000 DPL INC Common 233293109 10,704 394,675 Shrs Shared-Defined 1 394,675 DRAXIS HEALTH INC Common 26150J101 358 80,100 Shrs Shared-Defined 1 80,100 DREAMWORKS ANIMATION SKG INC Common 26153C103 82 3,300 Shrs Shared-Defined 1 3,300 DRESS BARN INC Common 261570105 3,773 172,900 Shrs Shared-Defined 1 172,900 DRESSER-RAND GROUP INC Common 261608103 1,118 54,800 Shrs Shared-Defined 1 54,800 DRIL-QUIP INC Common 262037104 3,167 46,800 Shrs Shared-Defined 1 46,800 DRS TECHNOLOGIES INC Common 23330X100 218 5,000 Shrs Shared-Defined 1 5,000 DRYSHIPS INC Common Y2109Q101 2,948 220,000 Shrs Shared-Defined 1 220,000 DSP GROUP INC Common 23332B106 744 32,545 Shrs Shared-Defined 1 32,545 DST SYS INC DEL Common 233326107 1,320 21,400 Shrs Shared-Defined 1 21,400 DSW INC Common 23334L102 315 10,000 Shrs Shared-Defined 1 10,000 DTS INC Common 23335C101 13 594 Shrs Shared-Defined 1 594 DUKE ENERGY CORP NEW Common 26441C105 8,025 265,737 Shrs Shared-Defined 1 265,737 DUKE REALTY CORP Common 264411505 403 10,800 Shrs Shared-Defined 1 10,800 DURECT CORP Common 266605104 42 10,207 Shrs Shared-Defined 1 10,207 DYNAMIC MATLS CORP Common 267888105 879 27,118 Shrs Shared-Defined 1 27,118 DYNEGY INC NEW Common 26816Q101 214 38,600 Shrs Shared-Defined 1 38,600 E M C CORP MASS Common 268648102 351 29,300 Shrs Shared-Defined 1 29,300 E TRADE FINANCIAL CORP Common 269246104 3,172 132,600 Shrs Shared-Defined 1 132,600 EAGLE MATERIALS INC Common 26969P108 3,658 108,600 Shrs Shared-Defined 1 108,600 EAGLE TEST SYS INC Common 270006109 1,891 114,490 Shrs Shared-Defined 1 114,490 EAST WEST BANCORP INC Common 27579R104 563 14,217 Shrs Shared-Defined 1 14,217 EATON CORP Common 278058102 709 10,300 Shrs Shared-Defined 1 10,300 EBAY INC Common 278642103 1,622 57,200 Shrs Shared-Defined 1 57,200 ECHOSTAR COMMUNICATIONS NEW Debt 278762AG4 17,109 17,000,000 Prn Shared-Defined 1 17,000,000 ECTEL LTD Common M29925100 2,464 555,000 Shrs Shared-Defined 1 555,000 EDGE PETE CORP DEL Common 279862106 1,917 116,400 Shrs Shared-Defined 1 116,400 EDISON INTL Common 281020107 17,780 427,000 Shrs Shared-Defined 1 427,000 EDWARDS AG INC Common 281760108 4,726 88,700 Shrs Shared-Defined 1 88,700 EDWARDS LIFESCIENCES CORP Common 28176E108 554 11,900 Shrs Shared-Defined 1 11,900 EL PASO CORP Common 28336L109 1,222 89,600 Shrs Shared-Defined 1 89,600 ELAN PLC Common 284131208 13,081 850,500 Shrs Shared-Defined 1 850,500 ELECTRONIC ARTS INC Common 285512109 5,080 91,230 Shrs Shared-Defined 1 91,230 ELECTRONIC DATA SYS NEW Common 285661104 3,092 126,100 Shrs Shared-Defined 1 126,100 ELECTRONIC DATA SYS NEW Debt 285661AF1 10,075 10,000,000 Prn Shared-Defined 1 10,000,000 ELECTRONICS FOR IMAGING INC Common 286082102 884 38,638 Shrs Shared-Defined 1 38,638 ELTEK LTD Common M40184109 391 95,000 Shrs Shared-Defined 1 95,000 EMBARQ CORP Common 29078E105 4,233 87,511 Shrs Shared-Defined 1 87,511 EMCOR GROUP INC Common 29084Q100 203 3,700 Shrs Shared-Defined 1 3,700 EMDEON CORP Common 290849108 1,300 111,000 Shrs Shared-Defined 1 111,000 EMERSON ELEC CO Common 291011104 6,709 80,000 Shrs Shared-Defined 1 80,000 ENCANA CORP Common 292505104 1,647 35,400 Shrs Shared-Defined 1 35,400 ENCYSIVE PHARMACEUTICALS INC Common 29256X107 4,128 960,000 Shrs Shared-Defined 1 960,000 ENERGEN CORP Common 29265N108 670 16,000 Shrs Shared-Defined 1 16,000 ENERGY CONVERSION DEVICES IN Common 292659109 9,393 253,600 Shrs Shared-Defined 1 253,600 ENERGY EAST CORP Common 29266M109 2,538 107,000 Shrs Shared-Defined 1 107,000 ENPRO INDS INC Common 29355X107 301 10,000 Shrs Shared-Defined 1 10,000 ENSCO INTL INC Common 26874Q100 7,030 160,400 Shrs Shared-Defined 1 160,400 ENTERGY CORP NEW Common 29364G103 5,335 68,200 Shrs Shared-Defined 1 68,200 ENTRUST INC Common 293848107 830 239,800 Shrs Shared-Defined 1 239,800 ENZON PHARMACEUTICALS INC Common 293904108 99 12,000 Shrs Shared-Defined 1 12,000 EP MEDSYSTEMS INC Common 26881P103 3,379 2,208,709 Shrs Shared-Defined 1 2,208,709 EQUIFAX INC Common 294429105 4,857 132,300 Shrs Shared-Defined 1 132,300 EQUINIX INC Common 29444U502 981 16,328 Shrs Shared-Defined 1 16,328 EQUITABLE RES INC Common 294549100 17,109 489,100 Shrs Shared-Defined 1 489,100 ERICSSON L M TEL CO Common 294821608 193 5,600 Shrs Shared-Defined 1 5,600 ESCO TECHNOLOGIES INC Common 296315104 599 13,000 Shrs Shared-Defined 1 13,000 ESS TECHNOLOGY INC Common 269151106 910 978,895 Shrs Shared-Defined 1 978,895 ESSEX PPTY TR INC Common 297178105 1,086 8,942 Shrs Shared-Defined 1 8,942 EUROZINC MNG CORP Common 298804105 1,625 682,800 Shrs Shared-Defined 1 682,800 EVEREST RE GROUP LTD Common G3223R108 7,042 72,200 Shrs Shared-Defined 1 72,200 EXCEL MARITIME CARRIERS LTD Common V3267N107 1,185 100,000 Shrs Shared-Defined 1 100,000 EXCO RESOURCES INC Common 269279402 408 32,860 Shrs Shared-Defined 1 32,860 EXELON CORP Common 30161N101 8,246 136,200 Shrs Shared-Defined 1 136,200 EXIDE TECHNOLOGIES Common 302051206 188 50,515 Shrs Shared-Defined 1 50,515 EXPEDIA INC DEL Common 30212P105 2,862 182,500 Shrs Shared-Defined 1 182,500 EXPEDITORS INTL WASH INC Common 302130109 241 5,400 Shrs Shared-Defined 1 5,400 EXPRESS SCRIPTS INC Common 302182100 36,223 479,836 Shrs Shared-Defined 1 479,836 EXPRESSJET HOLDINGS INC Common 30218U108 1,219 184,400 Shrs Shared-Defined 1 184,400 EXTENDICARE INC CDA Common 30224T871 7,333 361,900 Shrs Shared-Defined 1 361,900 EXXON MOBIL CORP Common 30231G102 21,271 317,000 Shrs Shared-Defined 1 317,000 EZCORP INC Common 302301106 1,044 27,000 Shrs Shared-Defined 1 27,000 F M C CORP Common 302491303 4,267 66,600 Shrs Shared-Defined 1 66,600 F5 NETWORKS INC Common 315616102 4,020 74,840 Shrs Shared-Defined 1 74,840 FACTSET RESH SYS INC Common 303075105 670 13,800 Shrs Shared-Defined 1 13,800 FAIR ISAAC CORP Common 303250104 1,540 42,100 Shrs Shared-Defined 1 42,100 FAIR ISAAC CORP Debt 303250AD6 14,229 14,000,000 Prn Shared-Defined 1 14,000,000 FAIRCHILD SEMICONDUCTOR INTL Common 303726103 3,465 185,300 Shrs Shared-Defined 1 185,300 FAIRFAX FINL HLDGS LTD Common 303901102 1,751 13,500 Shrs Shared-Defined 1 13,500 FAMILY DLR STORES INC Common 307000109 10,336 353,500 Shrs Shared-Defined 1 353,500 FASTENAL CO Common 311900104 15,463 400,900 Shrs Shared-Defined 1 400,900 FEDERATED DEPT STORES INC DE Common 31410H101 16,826 389,407 Shrs Shared-Defined 1 389,407 FELCOR LODGING TR INC Common 31430F101 3,410 170,066 Shrs Shared-Defined 1 170,066 FIDELITY NATL INFORMATION SV Common 31620M106 6,771 183,000 Shrs Shared-Defined 1 183,000 FIFTH THIRD BANCORP Common 316773100 595 15,615 Shrs Shared-Defined 1 15,615 FILENET CORP Common 316869106 223 6,400 Shrs Shared-Defined 1 6,400 FIRST BANCORP P R Common 318672102 312 28,200 Shrs Shared-Defined 1 28,200 FIRST CASH FINL SVCS INC Common 31942D107 1,310 63,632 Shrs Shared-Defined 1 63,632 FIRST DATA CORP Common 319963104 3,360 80,000 Shrs Shared-Defined 1 80,000 FIRST HORIZON NATL CORP Common 320517105 1,277 33,600 Shrs Shared-Defined 1 33,600 FIRST MARBLEHEAD CORP Common 320771108 12,598 181,900 Shrs Shared-Defined 1 181,900 FIRSTENERGY CORP Common 337932107 45,805 820,000 Shrs Shared-Defined 1 820,000 FIRSTFED FINL CORP Common 337907109 5,451 96,100 Shrs Shared-Defined 1 96,100 FISERV INC Common 337738108 18,113 384,643 Shrs Shared-Defined 1 384,643 FIVE STAR QUALITY CARE INC Common 33832D106 323 30,000 Shrs Shared-Defined 1 30,000 FLEETWOOD ENTERPRISES INC Common 339099103 722 107,300 Shrs Shared-Defined 1 107,300 FLEXTRONICS INTL LTD Common Y2573F102 4,046 320,107 Shrs Shared-Defined 1 320,107 FLIR SYS INC Common 302445101 1,888 69,504 Shrs Shared-Defined 1 69,504 FLOW INTL CORP Common 343468104 148 11,402 Shrs Shared-Defined 1 11,402 FLOWSERVE CORP Common 34354P105 693 13,700 Shrs Shared-Defined 1 13,700 FLUOR CORP NEW Common 343412102 16,078 209,100 Shrs Shared-Defined 1 209,100 FMC TECHNOLOGIES INC Common 30249U101 3,501 65,200 Shrs Shared-Defined 1 65,200 FOCUS MEDIA HLDG LTD Common 34415V109 1,738 30,000 Shrs Shared-Defined 1 30,000 FOOT LOCKER INC Common 344849104 10,279 407,100 Shrs Shared-Defined 1 407,100 FORD MTR CO DEL Common 345370860 12,510 1,546,400 Shrs Shared-Defined 1 1,546,400 FOREST LABS INC Common 345838106 8,877 175,400 Shrs Shared-Defined 1 175,400 FOREST OIL CORP Common 346091705 316 10,000 Shrs Shared-Defined 1 10,000 FORMFACTOR INC Common 346375108 4,677 111,024 Shrs Shared-Defined 1 111,024 FORTUNE BRANDS INC Common 349631101 626 8,340 Shrs Shared-Defined 1 8,340 FORTUNET INC Common 34969Q100 338 33,110 Shrs Shared-Defined 1 33,110 FOSSIL INC Common 349882100 870 40,407 Shrs Shared-Defined 1 40,407 FOSTER WHEELER LTD Common G36535139 2,894 75,000 Shrs Shared-Defined 1 75,000 FOUNDRY NETWORKS INC Common 35063R100 256 19,500 Shrs Shared-Defined 1 19,500 FOXHOLLOW TECHNOLOGIES INC Common 35166A103 1,084 31,700 Shrs Shared-Defined 1 31,700 FRANKLIN ELEC INC Common 353514102 223 4,200 Shrs Shared-Defined 1 4,200 FRANKLIN RES INC Common 354613101 20,664 195,400 Shrs Shared-Defined 1 195,400 FREDS INC Common 356108100 667 52,855 Shrs Shared-Defined 1 52,855 FREEPORT-MCMORAN COPPER & GO Common 35671D857 11,776 221,100 Shrs Shared-Defined 1 221,100 FREIGHTCAR AMER INC Common 357023100 4,828 91,092 Shrs Shared-Defined 1 91,092 FREMONT GEN CORP Common 357288109 617 44,100 Shrs Shared-Defined 1 44,100 FRONTIER AIRLINES HOLDINGS I Common 359059102 182 22,116 Shrs Shared-Defined 1 22,116 FRONTIER OIL CORP Common 35914P105 3,740 140,700 Shrs Shared-Defined 1 140,700 FRONTLINE LTD Common G3682E127 12,416 322,400 Shrs Shared-Defined 1 322,400 FULLER H B CO Common 359694106 1,957 83,500 Shrs Shared-Defined 1 83,500 FURNITURE BRANDS INTL INC Common 360921100 305 16,000 Shrs Shared-Defined 1 16,000 GALLAGHER ARTHUR J & CO Common 363576109 3,699 138,700 Shrs Shared-Defined 1 138,700 GAMESTOP CORP NEW Common 36467W109 2,170 46,880 Shrs Shared-Defined 1 46,880 GAMESTOP CORP NEW Common 36467W208 201 4,500 Shrs Shared-Defined 1 4,500 GAMMON LAKE RES INC Common 364915108 5,715 500,000 Shrs Shared-Defined 1 500,000 GAP INC DEL Common 364760108 665 35,100 Shrs Shared-Defined 1 35,100 GARDNER DENVER INC Common 365558105 12,215 369,256 Shrs Shared-Defined 1 369,256 GATX CORP Common 361448103 8,737 211,200 Shrs Shared-Defined 1 211,200 GEN-PROBE INC NEW Common 36866T103 2,462 52,509 Shrs Shared-Defined 1 52,509 GENENTECH INC Common 368710406 8,402 101,600 Shrs Shared-Defined 1 101,600 GENERAL DYNAMICS CORP Common 369550108 1,806 25,200 Shrs Shared-Defined 1 25,200 GENERAL ELECTRIC CO Common 369604103 5,295 150,000 Shrs Shared-Defined 1 150,000 GENERAL MLS INC Common 370334104 741 13,100 Shrs Shared-Defined 1 13,100 GENERAL MTRS CORP Common 370442105 8,342 250,800 Shrs Shared-Defined 1 250,800 GENERAL MTRS CORP Option 370442905 11,225 337,500 Call Shared-Defined 1 337,500 GENESCO INC Common 371532102 793 23,000 Shrs Shared-Defined 1 23,000 GENESIS HEALTHCARE CORP Common 37184D101 714 15,000 Shrs Shared-Defined 1 15,000 GENESIS MICROCHIP INC DEL Common 37184C103 918 78,012 Shrs Shared-Defined 1 78,012 GENLYTE GROUP INC Common 372302109 890 12,500 Shrs Shared-Defined 1 12,500 GENTEX CORP Common 371901109 249 17,500 Shrs Shared-Defined 1 17,500 GENUINE PARTS CO Common 372460105 298 6,900 Shrs Shared-Defined 1 6,900 GENWORTH FINL INC Common 37247D106 3,841 109,700 Shrs Shared-Defined 1 109,700 GENZYME CORP Common 372917104 5,614 83,200 Shrs Shared-Defined 1 83,200 GEO GROUP INC Common 36159R103 2,755 65,200 Shrs Shared-Defined 1 65,200 GEORGIA GULF CORP Common 373200203 447 16,300 Shrs Shared-Defined 1 16,300 GERDAU AMERISTEEL CORP Common 37373P105 1,849 203,500 Shrs Shared-Defined 1 203,500 GETTY IMAGES INC Common 374276103 313 6,300 Shrs Shared-Defined 1 6,300 GFI GROUP INC Common 361652209 736 13,309 Shrs Shared-Defined 1 13,309 GIGAMEDIA LTD Common Y2711Y104 901 80,408 Shrs Shared-Defined 1 80,408 GILDAN ACTIVEWEAR INC Common 375916103 1,140 23,492 Shrs Shared-Defined 1 23,492 GILEAD SCIENCES INC Common 375558103 3,051 44,410 Shrs Shared-Defined 1 44,410 GLAMIS GOLD LTD Common 376775102 27,601 700,000 Shrs Shared-Defined 1 700,000 GLAXOSMITHKLINE PLC Common 37733W105 325 6,100 Shrs Shared-Defined 1 6,100 GLOBAL CROSSING LTD Common G3921A175 5,541 270,300 Shrs Shared-Defined 1 270,300 GLOBAL CROSSING LTD Option G3921A905 1,025 50,000 Call Shared-Defined 1 50,000 GLOBAL IMAGING SYSTEMS Common 37934A100 493 22,357 Shrs Shared-Defined 1 22,357 GLOBAL INDS LTD Common 379336100 217 13,941 Shrs Shared-Defined 1 13,941 GLOBAL PMTS INC Common 37940X102 9,374 213,000 Shrs Shared-Defined 1 213,000 GLOBALSANTAFE CORP Common G3930E101 16,747 335,000 Shrs Shared-Defined 1 335,000 GMARKET INC Common 38012G100 6,455 433,566 Shrs Shared-Defined 1 433,566 GOLDCORP INC NEW Common 380956409 38,284 1,622,200 Shrs Shared-Defined 1 1,622,200 GOLDEN STAR RES LTD CDA Common 38119T104 40 14,800 Shrs Shared-Defined 1 14,800 GOLDMAN SACHS GROUP INC Common 38141G104 4,843 28,630 Shrs Shared-Defined 1 28,630 GOODMAN GLOBAL INC Common 38239A100 4 307 Shrs Shared-Defined 1 307 GOODRICH CORP Common 382388106 4,195 103,532 Shrs Shared-Defined 1 103,532 GOODYEAR TIRE & RUBR CO Common 382550101 2,356 162,500 Shrs Shared-Defined 1 162,500 GOOGLE INC Common 38259P508 12,431 30,930 Shrs Shared-Defined 1 30,930 GRACE W R & CO DEL NEW Common 38388F108 410 30,900 Shrs Shared-Defined 1 30,900 GRACO INC Common 384109104 2,187 56,000 Shrs Shared-Defined 1 56,000 GRANITE CONSTR INC Common 387328107 4,129 77,400 Shrs Shared-Defined 1 77,400 GRANT PRIDECO INC Common 38821G101 4,199 110,400 Shrs Shared-Defined 1 110,400 GREAT WOLF RESORTS INC Common 391523107 1,794 150,000 Shrs Shared-Defined 1 150,000 GREATER BAY BANCORP Common 391648102 680 24,100 Shrs Shared-Defined 1 24,100 GREENBRIER COS INC Common 393657101 13,224 455,855 Shrs Shared-Defined 1 455,855 GREY WOLF INC Common 397888108 8,562 1,281,800 Shrs Shared-Defined 1 1,281,800 GREY WOLF INC Debt 397888AF5 5,800 4,500,000 Prn Shared-Defined 1 4,500,000 GRIFFON CORP Common 398433102 74 3,100 Shrs Shared-Defined 1 3,100 GROUP 1 AUTOMOTIVE INC Common 398905109 18,558 371,900 Shrs Shared-Defined 1 371,900 GRUBB & ELLIS CO Common 400095204 1,200 124,100 Shrs Shared-Defined 1 124,100 GRUBB&ELLIS RLTY ADVISORS IN Common 400096103 1,116 200,000 Shrs Shared-Defined 1 200,000 GRUBB&ELLIS RLTY ADVISORS IN Warrant 400096111 152 400,000 Shrs Shared-Defined 1 400,000 GSI COMMERCE INC Common 36238G102 1,410 95,000 Shrs Shared-Defined 1 95,000 GUESS INC Common 401617105 728 15,000 Shrs Shared-Defined 1 15,000 GUITAR CTR MGMT INC Common 402040109 1,953 43,701 Shrs Shared-Defined 1 43,701 GULF ISLAND FABRICATION INC Common 402307102 391 15,000 Shrs Shared-Defined 1 15,000 GYMBOREE CORP Common 403777105 9,744 231,005 Shrs Shared-Defined 1 231,005 HAIN CELESTIAL GROUP INC Common 405217100 360 14,100 Shrs Shared-Defined 1 14,100 HALLIBURTON CO Common 406216101 14,551 511,452 Shrs Shared-Defined 1 511,452 HALLIBURTON CO Debt 406216AM3 78,818 50,000,000 Prn Shared-Defined 1 50,000,000 HANCOCK HLDG CO Common 410120109 487 9,100 Shrs Shared-Defined 1 9,100 HANOVER COMPRESSOR CO Common 410768105 241 13,230 Shrs Shared-Defined 1 13,230 HANOVER INS GROUP INC Common 410867105 3,887 87,100 Shrs Shared-Defined 1 87,100 HANSEN NAT CORP Common 411310105 2,381 73,300 Shrs Shared-Defined 1 73,300 HARLEY DAVIDSON INC Common 412822108 232 3,700 Shrs Shared-Defined 1 3,700 HARMONIC INC Common 413160102 912 124,062 Shrs Shared-Defined 1 124,062 HARRAHS ENTMT INC Common 413619107 8,855 133,300 Shrs Shared-Defined 1 133,300 HARRIS & HARRIS GROUP INC Common 413833104 344 28,010 Shrs Shared-Defined 1 28,010 HARRIS CORP DEL Common 413875105 10,727 241,100 Shrs Shared-Defined 1 241,100 HARRIS INTERACTIVE INC Common 414549105 63 10,300 Shrs Shared-Defined 1 10,300 HARSCO CORP Common 415864107 287 3,700 Shrs Shared-Defined 1 3,700 HARTFORD FINL SVCS GROUP INC Common 416515104 10,722 123,600 Shrs Shared-Defined 1 123,600 HARVEST NATURAL RESOURCES IN Common 41754V103 2,150 207,700 Shrs Shared-Defined 1 207,700 HAWAIIAN ELEC INDUSTRIES Common 419870100 1,399 51,700 Shrs Shared-Defined 1 51,700 HCA INC Common 404119109 369 7,400 Shrs Shared-Defined 1 7,400 HCC INS HLDGS INC Common 404132102 2,058 62,600 Shrs Shared-Defined 1 62,600 HEADWATERS INC Debt 42210PAB8 2,069 2,000,000 Prn Shared-Defined 1 2,000,000 HEALTH CARE REIT INC Common 42217K106 988 24,700 Shrs Shared-Defined 1 24,700 HEALTH MGMT ASSOC INC NEW Common 421933102 1,344 64,300 Shrs Shared-Defined 1 64,300 HEALTH NET INC Common 42222G108 48,619 1,117,173 Shrs Shared-Defined 1 1,117,173 HEALTHTRONICS INC Common 42222L107 191 30,900 Shrs Shared-Defined 1 30,900 HEALTHWAYS INC Common 422245100 4,023 90,200 Shrs Shared-Defined 1 90,200 HEARTLAND EXPRESS INC Common 422347104 250 15,962 Shrs Shared-Defined 1 15,962 HEARTLAND PMT SYS INC Common 42235N108 1,940 74,610 Shrs Shared-Defined 1 74,610 HEIDRICK & STRUGGLES INTL IN Common 422819102 209 5,800 Shrs Shared-Defined 1 5,800 HEINZ H J CO Common 423074103 298 7,100 Shrs Shared-Defined 1 7,100 HELIX ENERGY SOLUTIONS GRP I Common 42330P107 277 8,300 Shrs Shared-Defined 1 8,300 HELMERICH & PAYNE INC Common 423452101 3,005 130,500 Shrs Shared-Defined 1 130,500 HERBALIFE LTD Common G4412G101 284 7,500 Shrs Shared-Defined 1 7,500 HERCULES OFFSHORE INC Common 427093109 685 22,072 Shrs Shared-Defined 1 22,072 HESS CORP Common 42809H107 2,257 54,500 Shrs Shared-Defined 1 54,500 HEWLETT PACKARD CO Common 428236103 10,237 279,000 Shrs Shared-Defined 1 279,000 HI-TECH PHARMACAL INC Common 42840B101 164 13,000 Shrs Shared-Defined 1 13,000 HIGHWOODS PPTYS INC Common 431284108 216 5,800 Shrs Shared-Defined 1 5,800 HILLENBRAND INDS INC Common 431573104 1,208 21,200 Shrs Shared-Defined 1 21,200 HILTON HOTELS CORP Common 432848109 7,102 255,000 Shrs Shared-Defined 1 255,000 HILTON HOTELS CORP Debt 432848AZ2 6,548 5,000,000 Prn Shared-Defined 1 5,000,000 HITTITE MICROWAVE CORP Common 43365Y104 4,981 111,935 Shrs Shared-Defined 1 111,935 HMS HLDGS CORP Common 40425J101 186 14,700 Shrs Shared-Defined 1 14,700 HOLLYWOOD MEDIA CORP Common 436233100 11,844 3,029,198 Shrs Shared-Defined 1 3,029,198 HOLOGIC INC Common 436440101 3,297 75,768 Shrs Shared-Defined 1 75,768 HOME DEPOT INC Common 437076102 3,379 93,159 Shrs Shared-Defined 1 93,159 HONEYWELL INTL INC Common 438516106 1,227 30,000 Shrs Shared-Defined 1 30,000 HORACE MANN EDUCATORS CORP N Common 440327104 192 10,000 Shrs Shared-Defined 1 10,000 HORIZON OFFSHORE INC Common 44043J204 770 45,000 Shrs Shared-Defined 1 45,000 HOSPIRA INC Common 441060100 4,524 118,200 Shrs Shared-Defined 1 118,200 HUB GROUP INC Common 443320106 745 32,695 Shrs Shared-Defined 1 32,695 HUBBELL INC Common 443510201 2,395 50,000 Shrs Shared-Defined 1 50,000 HUDSON CITY BANCORP Common 443683107 2,525 190,600 Shrs Shared-Defined 1 190,600 HUMAN GENOME SCIENCES INC Common 444903108 555 48,119 Shrs Shared-Defined 1 48,119 HUNT J B TRANS SVCS INC Common 445658107 10,690 514,691 Shrs Shared-Defined 1 514,691 HYDRIL Common 448774109 2,668 47,600 Shrs Shared-Defined 1 47,600 HYPERION SOLUTIONS CORP Common 44914M104 1,840 53,375 Shrs Shared-Defined 1 53,375 IAC INTERACTIVECORP Common 44919P300 4,593 159,709 Shrs Shared-Defined 1 159,709 IAMGOLD CORP Common 450913108 1,508 178,400 Shrs Shared-Defined 1 178,400 ICU MED INC Common 44930G107 364 8,000 Shrs Shared-Defined 1 8,000 IDEX CORP Common 45167R104 9,510 220,900 Shrs Shared-Defined 1 220,900 IDEXX LABS INC Common 45168D104 3,893 42,715 Shrs Shared-Defined 1 42,715 IDT CORP Common 448947309 202 14,000 Shrs Shared-Defined 1 14,000 II VI INC Common 902104108 433 17,384 Shrs Shared-Defined 1 17,384 ILLUMINA INC Common 452327109 1,396 42,244 Shrs Shared-Defined 1 42,244 ILLUMINA INC Option 452327959 4,791 145,000 Put Shared-Defined 1 145,000 IMAX CORP Common 45245E109 2,201 450,000 Shrs Shared-Defined 1 450,000 IMMERSION CORP Common 452521107 741 103,691 Shrs Shared-Defined 1 103,691 IMMUCOR INC Common 452526106 278 12,413 Shrs Shared-Defined 1 12,413 IMPERIAL OIL LTD Common 453038408 5,648 168,494 Shrs Shared-Defined 1 168,494 IMS HEALTH INC Common 449934108 3,996 150,000 Shrs Shared-Defined 1 150,000 INCO LTD Common 453258402 7,398 97,007 Shrs Shared-Defined 1 97,007 INDYMAC BANCORP INC Common 456607100 17,328 421,000 Shrs Shared-Defined 1 421,000 INFINITY PPTY & CAS CORP Common 45665Q103 768 18,668 Shrs Shared-Defined 1 18,668 INFORMATICA CORP Common 45666Q102 2,115 155,600 Shrs Shared-Defined 1 155,600 INGERSOLL-RAND COMPANY LTD Common G4776G101 968 25,500 Shrs Shared-Defined 1 25,500 INSIGHT ENTERPRISES INC Common 45765U103 1,530 74,217 Shrs Shared-Defined 1 74,217 INSITE VISION INC Common 457660108 738 466,900 Shrs Shared-Defined 1 466,900 INSMED INC Common 457669208 - 100 Shrs Shared-Defined 1 100 INSPIRE PHARMACEUTICALS INC Common 457733103 2,036 400,000 Shrs Shared-Defined 1 400,000 INTEGRAL SYS INC MD Common 45810H107 1,238 39,616 Shrs Shared-Defined 1 39,616 INTEGRATED DEVICE TECHNOLOGY Common 458118106 20,151 1,254,751 Shrs Shared-Defined 1 1,254,751 INTEGRATED DEVICE TECHNOLOGY Option 458118956 4,015 250,000 Put Shared-Defined 1 250,000 INTEL CORP Common 458140100 5,143 250,000 Shrs Shared-Defined 1 250,000 INTEL CORP Debt 458140AD2 896 1,000,000 Prn Shared-Defined 1 1,000,000 INTERCONTINENTALEXCHANGE INC Common 45865V100 15,562 207,300 Shrs Shared-Defined 1 207,300 INTERDIGITAL COMMUNICATIONS Common 45866A105 3,796 111,331 Shrs Shared-Defined 1 111,331 INTERGRAPH CORP Common 458683109 1,765 41,154 Shrs Shared-Defined 1 41,154 INTERLINE BRANDS INC Common 458743101 6,037 244,600 Shrs Shared-Defined 1 244,600 INTERMEC INC Common 458786100 999 37,900 Shrs Shared-Defined 1 37,900 INTERNAP NETWORK SVCS CORP Common 45885A300 2,432 159,760 Shrs Shared-Defined 1 159,760 INTERNATIONAL BUSINESS MACHS Common 459200101 10,054 122,700 Shrs Shared-Defined 1 122,700 INTERNATIONAL COAL GRP INC N Common 45928H106 633 150,000 Shrs Shared-Defined 1 150,000 INTERNATIONAL GAME TECHNOLOG Debt 459902AM4 33,621 38,133,000 Prn Shared-Defined 1 38,133,000 INTERNATIONAL RECTIFIER CORP Common 460254105 8,724 250,400 Shrs Shared-Defined 1 250,400 INTERNATIONAL RECTIFIER CORP Debt 460254AE5 4,938 5,000,000 Prn Shared-Defined 1 5,000,000 INTERNET SEC SYS INC Option 46060X907 1,388 50,000 Call Shared-Defined 1 50,000 INTERPUBLIC GROUP COS INC Common 460690100 34 3,400 Shrs Shared-Defined 1 3,400 INTERPUBLIC GROUP COS INC Debt 460690AT7 6,338 6,000,000 Prn Shared-Defined 1 6,000,000 INTERSIL CORP Common 46069S109 4,910 200,000 Shrs Shared-Defined 1 200,000 INTL PAPER CO Common 460146103 2,521 72,800 Shrs Shared-Defined 1 72,800 INTL SECS EXCHANGE HLDGS INC Common 46031W204 1,024 21,840 Shrs Shared-Defined 1 21,840 INTUIT Common 461202103 2,420 75,400 Shrs Shared-Defined 1 75,400 INTUITIVE SURGICAL INC Common 46120E602 1,001 9,489 Shrs Shared-Defined 1 9,489 INVENTIV HEALTH INC Common 46122E105 240 7,500 Shrs Shared-Defined 1 7,500 INVESTMENT TECHNOLOGY GRP NE Common 46145F105 9,307 207,972 Shrs Shared-Defined 1 207,972 INVESTORS FINL SERVICES CORP Common 461915100 625 14,500 Shrs Shared-Defined 1 14,500 INVITROGEN CORP Common 46185R100 2,701 42,600 Shrs Shared-Defined 1 42,600 INVITROGEN CORP Debt 46185RAD2 16,346 16,500,000 Prn Shared-Defined 1 16,500,000 INVITROGEN CORP Debt 46185RAK6 10,482 12,000,000 Prn Shared-Defined 1 12,000,000 IONATRON INC Common 462070103 30,306 6,300,622 Shrs Shared-Defined 1 6,300,622 IPC HLDGS LTD Common G4933P101 1,445 47,500 Shrs Shared-Defined 1 47,500 IPSCO INC Common 462622101 7,775 89,700 Shrs Shared-Defined 1 89,700 ISHARES INC Common 464286400 385 10,000 Shrs Shared-Defined 1 10,000 ISHARES TR Common 464287739 810 10,500 Shrs Shared-Defined 1 10,500 ISHARES TR Option 464287955 93,600 1,300,000 Put Shared-Defined 1 1,300,000 ITRON INC Common 465741106 1,280 22,941 Shrs Shared-Defined 1 22,941 ITRON INC Debt 465741AJ5 6,793 6,000,000 Prn Shared-Defined 1 6,000,000 ITT CORP NEW Common 450911102 3,162 61,680 Shrs Shared-Defined 1 61,680 ITT EDUCATIONAL SERVICES INC Common 45068B109 272 4,100 Shrs Shared-Defined 1 4,100 J CREW GROUP INC Common 46612H402 2,271 75,520 Shrs Shared-Defined 1 75,520 J2 GLOBAL COMMUNICATIONS INC Common 46626E205 395 14,543 Shrs Shared-Defined 1 14,543 JABIL CIRCUIT INC Common 466313103 8,494 297,300 Shrs Shared-Defined 1 297,300 JACK IN THE BOX INC Common 466367109 5,046 96,700 Shrs Shared-Defined 1 96,700 JACKSON HEWITT TAX SVCS INC Common 468202106 354 11,800 Shrs Shared-Defined 1 11,800 JACOBS ENGR GROUP INC DEL Common 469814107 14,580 195,100 Shrs Shared-Defined 1 195,100 JAKKS PAC INC Common 47012E106 333 18,658 Shrs Shared-Defined 1 18,658 JDS UNIPHASE CORP Common 46612J101 14,061 6,420,700 Shrs Shared-Defined 1 6,420,700 JDS UNIPHASE CORP Debt 46612JAB7 9,130 10,000,000 Prn Shared-Defined 1 10,000,000 JEFFERIES GROUP INC NEW Common 472319102 1,100 38,600 Shrs Shared-Defined 1 38,600 JETBLUE AWYS CORP Common 477143101 2,225 240,000 Shrs Shared-Defined 1 240,000 JLG INDS INC Common 466210101 4,077 205,800 Shrs Shared-Defined 1 205,800 JOHNSON & JOHNSON Common 478160104 253 3,900 Shrs Shared-Defined 1 3,900 JOHNSON & JOHNSON Option 478160954 13,248 204,000 Put Shared-Defined 1 204,000 JONES APPAREL GROUP INC Common 480074103 1,109 34,200 Shrs Shared-Defined 1 34,200 JONES LANG LASALLE INC Common 48020Q107 376 4,400 Shrs Shared-Defined 1 4,400 JOURNAL REGISTER CO Common 481138105 418 73,800 Shrs Shared-Defined 1 73,800 JOY GLOBAL INC Common 481165108 918 24,400 Shrs Shared-Defined 1 24,400 JP MORGAN CHASE & CO Common 46625H100 540 11,500 Shrs Shared-Defined 1 11,500 JUNIPER NETWORKS INC Debt 48203RAC8 5,200 5,000,000 Prn Shared-Defined 1 5,000,000 JUPITERMEDIA CORP Common 48207D101 6,227 719,000 Shrs Shared-Defined 1 719,000 K V PHARMACEUTICAL CO Common 482740206 17,856 753,400 Shrs Shared-Defined 1 753,400 K V PHARMACEUTICAL CO Debt 482740AC1 18,535 17,000,000 Prn Shared-Defined 1 17,000,000 K-SWISS INC Common 482686102 731 24,322 Shrs Shared-Defined 1 24,322 KANSAS CITY SOUTHERN Common 485170302 3,639 133,248 Shrs Shared-Defined 1 133,248 KB HOME Common 48666K109 561 12,800 Shrs Shared-Defined 1 12,800 KEANE INC Debt 486665AB8 3,026 3,000,000 Prn Shared-Defined 1 3,000,000 KELLOGG CO Common 487836108 2,748 55,500 Shrs Shared-Defined 1 55,500 KELLWOOD CO Common 488044108 4,281 148,500 Shrs Shared-Defined 1 148,500 KENEXA CORP Common 488879107 1,839 72,920 Shrs Shared-Defined 1 72,920 KIMBERLY CLARK CORP Common 494368103 1,320 20,200 Shrs Shared-Defined 1 20,200 KINDER MORGAN INC KANS Common 49455P101 6,291 60,000 Shrs Shared-Defined 1 60,000 KINDER MORGAN MANAGEMENT LLC Common 49455U100 498 11,800 Shrs Shared-Defined 1 11,800 KING PHARMACEUTICALS INC Common 495582108 7,919 465,000 Shrs Shared-Defined 1 465,000 KING PHARMACEUTICALS INC Option 495582908 1,703 100,000 Call Shared-Defined 1 100,000 KINGSWAY FINL SVCS INC Common 496904103 1,134 49,900 Shrs Shared-Defined 1 49,900 KINROSS GOLD CORP Common 496902404 4,694 375,100 Shrs Shared-Defined 1 375,100 KIRBY CORP Common 497266106 1,927 61,500 Shrs Shared-Defined 1 61,500 KLA-TENCOR CORP Common 482480100 439 9,867 Shrs Shared-Defined 1 9,867 KNIGHT CAPITAL GROUP INC Common 499005106 3,036 166,818 Shrs Shared-Defined 1 166,818 KNIGHT TRANSN INC Common 499064103 2,543 150,000 Shrs Shared-Defined 1 150,000 KODIAK OIL & GAS CORP Common 50015Q100 10,948 3,195,500 Shrs Shared-Defined 1 3,195,500 KOHLS CORP Common 500255104 52,910 815,000 Shrs Shared-Defined 1 815,000 KOHLS CORP Option 500255904 9,738 150,000 Call Shared-Defined 1 150,000 KOMAG INC Common 500453204 5,583 174,700 Shrs Shared-Defined 1 174,700 KONGZHONG CORP Common 50047P104 173 23,800 Shrs Shared-Defined 1 23,800 KORN FERRY INTL Common 500643200 2,976 142,100 Shrs Shared-Defined 1 142,100 KOS PHARMACEUTICALS INC Common 500648100 1,013 20,495 Shrs Shared-Defined 1 20,495 KOS PHARMACEUTICALS INC Option 500648900 1,730 35,000 Call Shared-Defined 1 35,000 KROGER CO Common 501044101 659 28,500 Shrs Shared-Defined 1 28,500 KULICKE & SOFFA INDS INC Common 501242101 3,280 371,009 Shrs Shared-Defined 1 371,009 LABOR READY INC Common 505401208 1,912 120,000 Shrs Shared-Defined 1 120,000 LABORATORY CORP AMER HLDGS Common 50540R409 846 12,900 Shrs Shared-Defined 1 12,900 LABORATORY CORP AMER HLDGS Debt 50540RAC6 56,375 63,500,000 Prn Shared-Defined 1 63,500,000 LABRANCHE & CO INC Common 505447102 1,777 171,350 Shrs Shared-Defined 1 171,350 LAM RESEARCH CORP Common 512807108 11,169 246,404 Shrs Shared-Defined 1 246,404 LAMAR ADVERTISING CO Common 512815101 1,780 33,333 Shrs Shared-Defined 1 33,333 LAMSON & SESSIONS CO Common 513696104 476 20,000 Shrs Shared-Defined 1 20,000 LANDSTAR SYS INC Common 515098101 1,794 42,003 Shrs Shared-Defined 1 42,003 LAS VEGAS SANDS CORP Common 517834107 43,491 636,300 Shrs Shared-Defined 1 636,300 LASALLE HOTEL PPTYS Common 517942108 1,010 23,300 Shrs Shared-Defined 1 23,300 LATTICE SEMICONDUCTOR CORP Common 518415104 3,432 503,185 Shrs Shared-Defined 1 503,185 LAWSON SOFTWARE INC NEW Common 52078P102 779 107,501 Shrs Shared-Defined 1 107,501 LEAP WIRELESS INTL INC Common 521863308 12,123 250,000 Shrs Shared-Defined 1 250,000 LEAR CORP Common 521865105 414 20,000 Shrs Shared-Defined 1 20,000 LEGG MASON INC Common 524901105 2,622 26,000 Shrs Shared-Defined 1 26,000 LEHMAN BROS HLDGS INC Common 524908100 5,207 70,500 Shrs Shared-Defined 1 70,500 LENNAR CORP Common 526057104 1,362 30,100 Shrs Shared-Defined 1 30,100 LEVEL 3 COMMUNICATIONS INC Debt 52729NBE9 3,550 2,000,000 Prn Shared-Defined 1 2,000,000 LEVEL 3 COMMUNICATIONS INC Debt 52729NBF6 3,006 2,000,000 Prn Shared-Defined 1 2,000,000 LEVEL 3 COMMUNICATIONS INC Debt 52729NBK5 2,363 2,000,000 Prn Shared-Defined 1 2,000,000 LEXMARK INTL NEW Common 529771107 577 10,000 Shrs Shared-Defined 1 10,000 LIBERTY MEDIA HLDG CORP Common 53071M104 1,408 69,100 Shrs Shared-Defined 1 69,100 LIBERTY MEDIA HLDG CORP Common 53071M302 214 2,561 Shrs Shared-Defined 1 2,561 LIBERTY PPTY TR Common 531172104 387 8,100 Shrs Shared-Defined 1 8,100 LIFEPOINT HOSPITALS INC Common 53219L109 1,936 54,819 Shrs Shared-Defined 1 54,819 LIGAND PHARMACEUTICALS INC Common 53220K207 207 20,624 Shrs Shared-Defined 1 20,624 LILLY ELI & CO Common 532457108 884 15,500 Shrs Shared-Defined 1 15,500 LIMITED BRANDS INC Common 532716107 4,714 177,940 Shrs Shared-Defined 1 177,940 LINCARE HLDGS INC Common 532791100 6,152 177,600 Shrs Shared-Defined 1 177,600 LINCARE HLDGS INC Debt 532791AB6 24,802 25,500,000 Prn Shared-Defined 1 25,500,000 LINCOLN ELEC HLDGS INC Common 533900106 387 7,100 Shrs Shared-Defined 1 7,100 LINCOLN NATL CORP IND Common 534187109 397 6,400 Shrs Shared-Defined 1 6,400 LINEAR TECHNOLOGY CORP Common 535678106 3,928 126,227 Shrs Shared-Defined 1 126,227 LITTELFUSE INC Common 537008104 2,707 78,000 Shrs Shared-Defined 1 78,000 LIZ CLAIBORNE INC Common 539320101 10,668 270,000 Shrs Shared-Defined 1 270,000 LKQ CORP Common 501889208 226 10,268 Shrs Shared-Defined 1 10,268 LMI AEROSPACE INC Common 502079106 185 10,000 Shrs Shared-Defined 1 10,000 LOCKHEED MARTIN CORP Common 539830109 5,319 61,800 Shrs Shared-Defined 1 61,800 LOCKHEED MARTIN CORP Debt 539830AP4 38,156 30,000,000 Prn Shared-Defined 1 30,000,000 LODGENET ENTMT CORP Common 540211109 2,329 123,347 Shrs Shared-Defined 1 123,347 LOEWS CORP Common 540424108 7,815 206,200 Shrs Shared-Defined 1 206,200 LOEWS CORP Common 540424207 4,769 86,100 Shrs Shared-Defined 1 86,100 LOGITECH INTERNATIONAL S A Common 541419107 255 11,700 Shrs Shared-Defined 1 11,700 LONE STAR TECHNOLOGIES INC Common 542312103 663 13,700 Shrs Shared-Defined 1 13,700 LONGS DRUG STORES CORP Common 543162101 3,000 65,200 Shrs Shared-Defined 1 65,200 LOUISIANA PAC CORP Common 546347105 589 31,400 Shrs Shared-Defined 1 31,400 LOWES COS INC Debt 548661CG0 7,423 7,500,000 Prn Shared-Defined 1 7,500,000 LSI LOGIC CORP Common 502161102 1,938 235,795 Shrs Shared-Defined 1 235,795 LSI LOGIC CORP Debt 502161AG7 5,990 6,000,000 Prn Shared-Defined 1 6,000,000 LTX CORP Common 502392103 84 16,700 Shrs Shared-Defined 1 16,700 LUBRIZOL CORP Common 549271104 1,171 25,600 Shrs Shared-Defined 1 25,600 LUBYS INC Common 549282101 240 24,300 Shrs Shared-Defined 1 24,300 LYONDELL CHEMICAL CO Common 552078107 11,756 463,400 Shrs Shared-Defined 1 463,400 M D C HLDGS INC Common 552676108 664 14,300 Shrs Shared-Defined 1 14,300 MACERICH CO Common 554382101 1,168 15,300 Shrs Shared-Defined 1 15,300 MACROVISION CORP Common 555904101 5,375 226,886 Shrs Shared-Defined 1 226,886 MADDEN STEVEN LTD Common 556269108 987 25,147 Shrs Shared-Defined 1 25,147 MAGELLAN HEALTH SVCS INC Common 559079207 417 9,800 Shrs Shared-Defined 1 9,800 MAGMA DESIGN AUTOMATION Common 559181102 36 4,000 Shrs Shared-Defined 1 4,000 MAGNA ENTMT CORP Common 559211107 78 16,660 Shrs Shared-Defined 1 16,660 MAJESCO ENTERTAINMENT CO Common 560690208 135 100,000 Shrs Shared-Defined 1 100,000 MANHATTAN ASSOCS INC Common 562750109 437 18,093 Shrs Shared-Defined 1 18,093 MANITOWOC INC Common 563571108 1,454 32,466 Shrs Shared-Defined 1 32,466 MANNKIND CORP Common 56400P201 5,236 275,600 Shrs Shared-Defined 1 275,600 MANNKIND CORP Option 56400P951 2,375 125,000 Put Shared-Defined 1 125,000 MANOR CARE INC NEW Common 564055101 674 12,900 Shrs Shared-Defined 1 12,900 MANPOWER INC Common 56418H100 625 10,200 Shrs Shared-Defined 1 10,200 MARATHON OIL CORP Common 565849106 2,120 27,573 Shrs Shared-Defined 1 27,573 MARCUS CORP Common 566330106 2,495 108,600 Shrs Shared-Defined 1 108,600 MARINEMAX INC Common 567908108 2,545 100,000 Shrs Shared-Defined 1 100,000 MARITRANS INC Common 570363101 1,277 34,900 Shrs Shared-Defined 1 34,900 MARRIOTT INTL INC NEW Common 571903202 386 10,000 Shrs Shared-Defined 1 10,000 MARSH & MCLENNAN COS INC Common 571748102 2,525 89,700 Shrs Shared-Defined 1 89,700 MARVELL TECHNOLOGY GROUP LTD Common G5876H105 5,195 268,200 Shrs Shared-Defined 1 268,200 MARVELL TECHNOLOGY GROUP LTD Option G5876H905 1,937 100,000 Call Shared-Defined 1 100,000 MASCO CORP Debt 574599BB1 6,971 15,000,000 Prn Shared-Defined 1 15,000,000 MASSEY ENERGY CORP Common 576206106 214 10,200 Shrs Shared-Defined 1 10,200 MATRIA HEALTHCARE INC Common 576817209 1,641 59,047 Shrs Shared-Defined 1 59,047 MATRIX SVC CO Common 576853105 284 21,700 Shrs Shared-Defined 1 21,700 MATRIXX INITIATIVES INC Common 57685L105 98 5,125 Shrs Shared-Defined 1 5,125 MATTEL INC Common 577081102 1,411 71,600 Shrs Shared-Defined 1 71,600 MAVERICK TUBE CORP Common 577914104 2,185 33,700 Shrs Shared-Defined 1 33,700 MAX RE CAPITAL LTD HAMILTON Common G6052F103 1,885 82,100 Shrs Shared-Defined 1 82,100 MAXIM INTEGRATED PRODS INC Common 57772K101 14,070 501,241 Shrs Shared-Defined 1 501,241 MBIA INC Common 55262C100 4,903 79,800 Shrs Shared-Defined 1 79,800 MCCORMICK & CO INC Common 579780206 2,040 53,700 Shrs Shared-Defined 1 53,700 MCCORMICK & SCHMICKS SEAFD R Common 579793100 1,565 69,600 Shrs Shared-Defined 1 69,600 MCDONALDS CORP Common 580135101 28,155 719,700 Shrs Shared-Defined 1 719,700 MCKESSON CORP Common 58155Q103 1,576 29,900 Shrs Shared-Defined 1 29,900 MDU RES GROUP INC Common 552690109 2,786 124,700 Shrs Shared-Defined 1 124,700 MEDAREX INC Debt 583916AG6 1,045 1,000,000 Prn Shared-Defined 1 1,000,000 MEDCATH CORP Common 58404W109 800 26,573 Shrs Shared-Defined 1 26,573 MEDCO HEALTH SOLUTIONS INC Common 58405U102 385 6,400 Shrs Shared-Defined 1 6,400 MEDICIS PHARMACEUTICAL CORP Common 584690309 14,153 437,500 Shrs Shared-Defined 1 437,500 MEDIMMUNE INC Common 584699102 1,594 54,573 Shrs Shared-Defined 1 54,573 MEDTRONIC INC Common 585055106 515 11,100 Shrs Shared-Defined 1 11,100 MEDTRONIC INC Debt 585055AL0 4,894 5,000,000 Prn Shared-Defined 1 5,000,000 MELLON FINL CORP Common 58551A108 1,552 39,700 Shrs Shared-Defined 1 39,700 MEMC ELECTR MATLS INC Common 552715104 3,861 105,400 Shrs Shared-Defined 1 105,400 MENS WEARHOUSE INC Common 587118100 2,054 55,200 Shrs Shared-Defined 1 55,200 MENTOR GRAPHICS CORP Common 587200106 8,155 579,200 Shrs Shared-Defined 1 579,200 MENTOR GRAPHICS CORP Debt 587200AD8 3,062 3,000,000 Prn Shared-Defined 1 3,000,000 MENTOR GRAPHICS CORP Option 587200906 352 25,000 Call Shared-Defined 1 25,000 MERCER INTL INC Common 588056101 13,497 1,429,800 Shrs Shared-Defined 1 1,429,800 MERCK & CO INC Common 589331107 880 21,000 Shrs Shared-Defined 1 21,000 MERCURY COMPUTER SYS Debt 589378AB4 877 1,000,000 Prn Shared-Defined 1 1,000,000 MERCURY GENL CORP NEW Common 589400100 2,426 48,900 Shrs Shared-Defined 1 48,900 MEREDITH CORP Common 589433101 2,018 40,900 Shrs Shared-Defined 1 40,900 MERIDIAN BIOSCIENCE INC Common 589584101 317 13,500 Shrs Shared-Defined 1 13,500 MERIDIAN GOLD INC Common 589975101 359 14,500 Shrs Shared-Defined 1 14,500 MERRILL LYNCH & CO INC Common 590188108 2,448 31,300 Shrs Shared-Defined 1 31,300 MERRILL LYNCH & CO INC Debt 590188W46 17,418 15,000,000 Prn Shared-Defined 1 15,000,000 METAL MGMT INC Common 591097209 278 10,000 Shrs Shared-Defined 1 10,000 METHANEX CORP Common 59151K108 2,576 106,200 Shrs Shared-Defined 1 106,200 MGIC INVT CORP WIS Common 552848103 2,231 37,200 Shrs Shared-Defined 1 37,200 MGM MIRAGE Common 552953101 6,713 170,000 Shrs Shared-Defined 1 170,000 MGP INGREDIENTS INC Common 55302G103 359 16,886 Shrs Shared-Defined 1 16,886 MICHAELS STORES INC Common 594087108 366 8,400 Shrs Shared-Defined 1 8,400 MICROCHIP TECHNOLOGY INC Common 595017104 292 9,000 Shrs Shared-Defined 1 9,000 MICRON TECHNOLOGY INC Common 595112103 15,300 879,317 Shrs Shared-Defined 1 879,317 MICROS SYS INC Common 594901100 2,299 46,997 Shrs Shared-Defined 1 46,997 MICROSEMI CORP Common 595137100 1,423 75,500 Shrs Shared-Defined 1 75,500 MICROSOFT CORP Common 594918104 2,050 75,000 Shrs Shared-Defined 1 75,000 MICROSTRATEGY INC Common 594972408 3,483 34,200 Shrs Shared-Defined 1 34,200 MIDCAP SPDR TR Common 595635103 3,971 28,839 Shrs Shared-Defined 1 28,839 MILLENNIUM PHARMACEUTICALS I Common 599902103 678 68,100 Shrs Shared-Defined 1 68,100 MILLER HERMAN INC Common 600544100 828 24,200 Shrs Shared-Defined 1 24,200 MILLICOM INTL CELLULAR S A Common L6388F110 2,582 63,103 Shrs Shared-Defined 1 63,103 MIRAMAR MINING CORP Common 60466E100 620 149,339 Shrs Shared-Defined 1 149,339 MIRANT CORP NEW Common 60467R100 51,001 1,867,500 Shrs Shared-Defined 1 1,867,500 MIVA INC Common 55311R108 37 11,300 Shrs Shared-Defined 1 11,300 MKS INSTRUMENT INC Common 55306N104 562 27,656 Shrs Shared-Defined 1 27,656 MOBILE MINI INC Common 60740F105 1,076 37,882 Shrs Shared-Defined 1 37,882 MOBILE TELESYSTEMS OJSC Common 607409109 4,910 130,000 Shrs Shared-Defined 1 130,000 MOHAWK INDS INC Common 608190104 7,289 97,900 Shrs Shared-Defined 1 97,900 MOLEX INC Common 608554101 1,596 40,943 Shrs Shared-Defined 1 40,943 MOLINA HEALTHCARE INC Common 60855R100 1,733 49,000 Shrs Shared-Defined 1 49,000 MONEYGRAM INTL INC Common 60935Y109 3,853 132,600 Shrs Shared-Defined 1 132,600 MONSANTO CO NEW Common 61166W101 296 6,300 Shrs Shared-Defined 1 6,300 MONSTER WORLDWIDE INC Common 611742107 1,694 46,800 Shrs Shared-Defined 1 46,800 MONTPELIER RE HOLDINGS LTD Common G62185106 502 25,900 Shrs Shared-Defined 1 25,900 MORGAN STANLEY Common 617446448 15,061 206,566 Shrs Shared-Defined 1 206,566 MORGAN STANLEY INDIA INVS FD Common 61745C105 1,852 40,000 Shrs Shared-Defined 1 40,000 MORGANS HOTEL GROUP CO Common 61748W108 625 50,000 Shrs Shared-Defined 1 50,000 MORTONS RESTAURANT GRP INC N Common 619430101 3,550 230,400 Shrs Shared-Defined 1 230,400 MOSAIC CO Common 61945A107 380 22,500 Shrs Shared-Defined 1 22,500 MOTHERS WK INC Common 619903107 789 16,400 Shrs Shared-Defined 1 16,400 MOTOROLA INC Common 620076109 1,695 67,800 Shrs Shared-Defined 1 67,800 MRV COMMUNICATIONS INC Common 553477100 1 300 Shrs Shared-Defined 1 300 MSC INDL DIRECT INC Common 553530106 2,037 50,000 Shrs Shared-Defined 1 50,000 MUELLER INDS INC Common 624756102 352 10,000 Shrs Shared-Defined 1 10,000 MYLAN LABS INC Common 628530107 4,068 202,100 Shrs Shared-Defined 1 202,100 MYOGEN INC Common 62856E104 3,508 100,000 Shrs Shared-Defined 1 100,000 NABORS INDUSTRIES LTD Common G6359F103 10,008 336,400 Shrs Shared-Defined 1 336,400 NASDAQ STOCK MARKET INC Common 631103108 6,522 215,671 Shrs Shared-Defined 1 215,671 NASH FINCH CO Common 631158102 226 9,600 Shrs Shared-Defined 1 9,600 NATIONAL FUEL GAS CO N J Common 636180101 3,675 101,100 Shrs Shared-Defined 1 101,100 NATIONAL INSTRS CORP Common 636518102 2,163 79,120 Shrs Shared-Defined 1 79,120 NATIONAL OILWELL VARCO INC Common 637071101 2,502 42,725 Shrs Shared-Defined 1 42,725 NATIONAL RETAIL PROPERTIES I Debt 637417AA4 2,763 2,750,000 Prn Shared-Defined 1 2,750,000 NATIONAL SEMICONDUCTOR CORP Common 637640103 3,657 155,400 Shrs Shared-Defined 1 155,400 NATIONWIDE FINL SVCS INC Common 638612101 722 15,000 Shrs Shared-Defined 1 15,000 NAVTEQ CORP Common 63936L100 2,298 88,000 Shrs Shared-Defined 1 88,000 NBTY INC Common 628782104 4,098 140,000 Shrs Shared-Defined 1 140,000 NCR CORP NEW Common 62886E108 6,818 172,700 Shrs Shared-Defined 1 172,700 NEKTAR THERAPEUTICS Option 640268908 721 50,000 Call Shared-Defined 1 50,000 NELNET INC Common 64031N108 593 19,300 Shrs Shared-Defined 1 19,300 NET 1 UEPS TECHNOLOGIES INC Common 64107N206 2,851 124,708 Shrs Shared-Defined 1 124,708 NETGEAR INC Common 64111Q104 705 34,258 Shrs Shared-Defined 1 34,258 NETRATINGS INC Common 64116M108 21,049 1,479,222 Shrs Shared-Defined 1 1,479,222 NETWORK APPLIANCE INC Common 64120L104 2,112 57,067 Shrs Shared-Defined 1 57,067 NEUROCRINE BIOSCIENCES INC Common 64125C109 5,913 550,000 Shrs Shared-Defined 1 550,000 NEUROMETRIX INC Common 641255104 913 48,039 Shrs Shared-Defined 1 48,039 NEW CENTURY FINANCIAL CORP M Common 6435EV108 747 19,002 Shrs Shared-Defined 1 19,002 NEW ORIENTAL ED & TECH GRP I Common 647581107 364 15,000 Shrs Shared-Defined 1 15,000 NEW RIV PHARMACEUTICALS INC Common 648468205 35,149 1,366,053 Shrs Shared-Defined 1 1,366,053 NEW RIV PHARMACEUTICALS INC Option 648468955 3,860 150,000 Put Shared-Defined 1 150,000 NEW YORK & CO INC Common 649295102 6,855 524,100 Shrs Shared-Defined 1 524,100 NEWELL RUBBERMAID INC Common 651229106 932 32,900 Shrs Shared-Defined 1 32,900 NEWFIELD EXPL CO Common 651290108 1,318 34,200 Shrs Shared-Defined 1 34,200 NEWPORT CORP Common 651824104 197 12,100 Shrs Shared-Defined 1 12,100 NEWS CORP Common 65248E104 637 32,400 Shrs Shared-Defined 1 32,400 NEXEN INC Common 65334H102 6,714 125,600 Shrs Shared-Defined 1 125,600 NEXTEST SYS CORP Common 653339101 500 38,000 Shrs Shared-Defined 1 38,000 NIGHTHAWK RADIOLOGY HLDGS IN Common 65411N105 973 50,870 Shrs Shared-Defined 1 50,870 NII HLDGS INC Common 62913F201 74,387 1,196,700 Shrs Shared-Defined 1 1,196,700 NIKE INC Common 654106103 5,792 66,100 Shrs Shared-Defined 1 66,100 NISOURCE INC Common 65473P105 1,533 70,500 Shrs Shared-Defined 1 70,500 NMS COMMUNICATIONS CORP Common 629248105 290 100,000 Shrs Shared-Defined 1 100,000 NOBLE CORPORATION Common G65422100 1,046 16,300 Shrs Shared-Defined 1 16,300 NOBLE ENERGY INC Common 655044105 6,620 145,200 Shrs Shared-Defined 1 145,200 NOKIA CORP Common 654902204 10,749 545,900 Shrs Shared-Defined 1 545,900 NORDSTROM INC Common 655664100 2,170 51,300 Shrs Shared-Defined 1 51,300 NORTEL NETWORKS CORP NEW Common 656568102 288 125,000 Shrs Shared-Defined 1 125,000 NORTH FORK BANCORPORATION NY Common 659424105 395 13,800 Shrs Shared-Defined 1 13,800 NORTHERN ORION RES INC Common 665575106 1,713 435,300 Shrs Shared-Defined 1 435,300 NORTHERN TR CORP Common 665859104 6,404 109,600 Shrs Shared-Defined 1 109,600 NORTHGATE MINERALS CORP Common 666416102 1,696 528,000 Shrs Shared-Defined 1 528,000 NORTHROP GRUMMAN CORP Common 666807102 7,440 109,300 Shrs Shared-Defined 1 109,300 NOVA CHEMICALS CORP Option 66977W959 1,536 50,000 Put Shared-Defined 1 50,000 NOVARTIS A G Option 66987V909 2,922 50,000 Call Shared-Defined 1 50,000 NOVATEL INC Common 669954109 778 16,943 Shrs Shared-Defined 1 16,943 NOVELL INC Common 670006105 3,576 584,361 Shrs Shared-Defined 1 584,361 NOVELL INC Debt 670006AC9 3,171 3,375,000 Prn Shared-Defined 1 3,375,000 NOVELLUS SYS INC Common 670008101 2,205 79,709 Shrs Shared-Defined 1 79,709 NOVEN PHARMACEUTICALS INC Common 670009109 2,152 89,219 Shrs Shared-Defined 1 89,219 NRG ENERGY INC Common 629377508 26,677 588,900 Shrs Shared-Defined 1 588,900 NRG ENERGY INC Preferred 629377870 5,695 24,000 Shrs Shared-Defined 1 24,000 NTL INC DEL Common 62941W101 63,677 2,504,011 Shrs Shared-Defined 1 2,504,011 NUANCE COMMUNICATIONS INC Common 67020Y100 652 79,798 Shrs Shared-Defined 1 79,798 NUCOR CORP Common 670346105 14,822 299,500 Shrs Shared-Defined 1 299,500 NUVEEN INVTS INC Common 67090F106 3,325 64,900 Shrs Shared-Defined 1 64,900 NUVELO INC Common 67072M301 7,380 404,583 Shrs Shared-Defined 1 404,583 NVIDIA CORP Common 67066G104 487 16,470 Shrs Shared-Defined 1 16,470 NVR INC Common 62944T105 749 1,400 Shrs Shared-Defined 1 1,400 NYSE GROUP INC Common 62949W103 3,269 43,730 Shrs Shared-Defined 1 43,730 OCCIDENTAL PETE CORP DEL Common 674599105 4,811 100,000 Shrs Shared-Defined 1 100,000 OCEANEERING INTL INC Common 675232102 4,845 157,300 Shrs Shared-Defined 1 157,300 OFFICE DEPOT INC Common 676220106 504 12,700 Shrs Shared-Defined 1 12,700 OFFICEMAX INC DEL Common 67622P101 4,233 103,904 Shrs Shared-Defined 1 103,904 OGE ENERGY CORP Common 670837103 2,235 61,900 Shrs Shared-Defined 1 61,900 OHIO CAS CORP Common 677240103 2,426 93,782 Shrs Shared-Defined 1 93,782 OIL STS INTL INC Common 678026105 415 15,100 Shrs Shared-Defined 1 15,100 OIL SVC HOLDRS TR Common 678002106 649 5,000 Shrs Shared-Defined 1 5,000 OLD DOMINION FGHT LINES INC Common 679580100 393 13,100 Shrs Shared-Defined 1 13,100 OLIN CORP Common 680665205 909 59,200 Shrs Shared-Defined 1 59,200 OM GROUP INC Common 670872100 5,449 124,000 Shrs Shared-Defined 1 124,000 OMI CORP NEW Common Y6476W104 3,788 174,500 Shrs Shared-Defined 1 174,500 OMNI ENERGY SERVICES Common 68210T208 263 34,703 Shrs Shared-Defined 1 34,703 OMNICARE INC Common 681904108 2,952 68,500 Shrs Shared-Defined 1 68,500 OMNICOM GROUP INC Common 681919106 1,498 16,000 Shrs Shared-Defined 1 16,000 OMNITURE INC Common 68212S109 1,026 130,040 Shrs Shared-Defined 1 130,040 OMNIVISION TECHNOLOGIES INC Common 682128103 1,438 100,741 Shrs Shared-Defined 1 100,741 ON SEMICONDUCTOR CORP Common 682189105 4,856 825,847 Shrs Shared-Defined 1 825,847 ONEOK INC NEW Common 682680103 2,589 68,500 Shrs Shared-Defined 1 68,500 OPEN TEXT CORP Common 683715106 267 14,925 Shrs Shared-Defined 1 14,925 OPTIMAL GROUP INC Option 68388R908 836 71,100 Call Shared-Defined 1 71,100 OPTION CARE INC Common 683948103 3,484 260,163 Shrs Shared-Defined 1 260,163 OPTIONSXPRESS HLDGS INC Common 684010101 4,017 144,064 Shrs Shared-Defined 1 144,064 ORACLE CORP Common 68389X105 36,084 2,034,064 Shrs Shared-Defined 1 2,034,064 ORBITAL SCIENCES CORP Common 685564106 4,407 234,800 Shrs Shared-Defined 1 234,800 OREGON STL MLS INC Common 686079104 3,514 71,900 Shrs Shared-Defined 1 71,900 ORIENT-EXPRESS HOTELS LTD Common G67743107 2,893 77,400 Shrs Shared-Defined 1 77,400 OSI RESTAURANT PARTNERS INC Common 67104A101 3,827 120,700 Shrs Shared-Defined 1 120,700 OSIRIS THERAPEUTICS INC Common 68827R108 171 17,100 Shrs Shared-Defined 1 17,100 OVERSEAS SHIPHOLDING GROUP I Common 690368105 20,450 331,060 Shrs Shared-Defined 1 331,060 OWENS ILL INC Common 690768403 370 24,000 Shrs Shared-Defined 1 24,000 P F CHANGS CHINA BISTRO INC Common 69333Y108 2,468 71,100 Shrs Shared-Defined 1 71,100 PACCAR INC Common 693718108 6,554 114,947 Shrs Shared-Defined 1 114,947 PACER INTL INC TENN Common 69373H106 416 15,000 Shrs Shared-Defined 1 15,000 PACIFIC CAP BANCORP NEW Common 69404P101 1,456 54,000 Shrs Shared-Defined 1 54,000 PACIFIC ETHANOL INC Common 69423U107 3,038 216,413 Shrs Shared-Defined 1 216,413 PACIFIC SUNWEAR CALIF INC Common 694873100 7,941 526,600 Shrs Shared-Defined 1 526,600 PACIFIC SUNWEAR CALIF INC Option 694873900 6,032 400,000 Call Shared-Defined 1 400,000 PACKAGING CORP AMER Common 695156109 2,213 95,400 Shrs Shared-Defined 1 95,400 PAIN THERAPEUTICS INC Common 69562K100 2,087 242,108 Shrs Shared-Defined 1 242,108 PALL CORP Common 696429307 662 21,500 Shrs Shared-Defined 1 21,500 PALM INC NEW Common 696643105 6,171 423,800 Shrs Shared-Defined 1 423,800 PALOMAR MED TECHNOLOGIES INC Common 697529303 296 7,017 Shrs Shared-Defined 1 7,017 PAN AMERICAN SILVER CORP Common 697900108 710 36,526 Shrs Shared-Defined 1 36,526 PANERA BREAD CO Common 69840W108 9,320 160,000 Shrs Shared-Defined 1 160,000 PANTRY INC Common 698657103 9,341 165,700 Shrs Shared-Defined 1 165,700 PANTRY INC Option 698657903 282 5,000 Call Shared-Defined 1 5,000 PAPA JOHNS INTL INC Common 698813102 674 18,659 Shrs Shared-Defined 1 18,659 PAR PHARMACEUTICAL COS INC Common 69888P106 2,165 118,700 Shrs Shared-Defined 1 118,700 PARALLEL PETE CORP DEL Common 699157103 602 30,000 Shrs Shared-Defined 1 30,000 PARAMETRIC TECHNOLOGY CORP Common 699173209 7,494 429,199 Shrs Shared-Defined 1 429,199 PAREXEL INTL CORP Common 699462107 806 24,371 Shrs Shared-Defined 1 24,371 PARK ELECTROCHEMICAL CORP Common 700416209 741 23,400 Shrs Shared-Defined 1 23,400 PARKER DRILLING CO Common 701081101 2,147 303,300 Shrs Shared-Defined 1 303,300 PARKER HANNIFIN CORP Common 701094104 233 3,000 Shrs Shared-Defined 1 3,000 PARTNERRE LTD Common G6852T105 4,061 60,100 Shrs Shared-Defined 1 60,100 PATTERSON COMPANIES INC Common 703395103 1,733 51,570 Shrs Shared-Defined 1 51,570 PATTERSON UTI ENERGY INC Common 703481101 11,669 491,100 Shrs Shared-Defined 1 491,100 PAYCHEX INC Common 704326107 9,001 244,250 Shrs Shared-Defined 1 244,250 PAYLESS SHOESOURCE INC Common 704379106 5,973 239,868 Shrs Shared-Defined 1 239,868 PEABODY ENERGY CORP Common 704549104 42,836 1,164,668 Shrs Shared-Defined 1 1,164,668 PEDIATRIX MED GROUP Common 705324101 6,699 146,900 Shrs Shared-Defined 1 146,900 PENGROWTH ENERGY TR Common 706902509 3,056 155,700 Shrs Shared-Defined 1 155,700 PENN NATL GAMING INC Common 707569109 13,752 376,564 Shrs Shared-Defined 1 376,564 PENN VA CORP Common 707882106 2,676 42,200 Shrs Shared-Defined 1 42,200 PENNEY J C INC Common 708160106 6,388 93,400 Shrs Shared-Defined 1 93,400 PENTAIR INC Common 709631105 33,990 1,297,832 Shrs Shared-Defined 1 1,297,832 PENWEST PHARMACEUTICALS CO Common 709754105 7,502 450,581 Shrs Shared-Defined 1 450,581 PEOPLES BK BRIDGEPORT CONN Common 710198102 4,191 105,800 Shrs Shared-Defined 1 105,800 PEOPLES ENERGY CORP Common 711030106 1,571 38,635 Shrs Shared-Defined 1 38,635 PEPCO HOLDINGS INC Common 713291102 582 24,100 Shrs Shared-Defined 1 24,100 PEPSI BOTTLING GROUP INC Common 713409100 518 14,600 Shrs Shared-Defined 1 14,600 PEPSICO INC Common 713448108 11,980 183,576 Shrs Shared-Defined 1 183,576 PERKINELMER INC Common 714046109 3,924 207,300 Shrs Shared-Defined 1 207,300 PEROT SYS CORP Common 714265105 405 29,400 Shrs Shared-Defined 1 29,400 PETROCHINA CO LTD Common 71646E100 3,811 35,400 Shrs Shared-Defined 1 35,400 PETROHAWK ENERGY CORP Common 716495106 126 12,100 Shrs Shared-Defined 1 12,100 PETROLEUM DEV CORP Common 716578109 7,312 183,300 Shrs Shared-Defined 1 183,300 PETROQUEST ENERGY INC Common 716748108 3,129 300,000 Shrs Shared-Defined 1 300,000 PETSMART INC Common 716768106 2,888 104,068 Shrs Shared-Defined 1 104,068 PFIZER INC Common 717081103 9,827 346,500 Shrs Shared-Defined 1 346,500 PG&E CORP Common 69331C108 417 10,000 Shrs Shared-Defined 1 10,000 PGT INC Common 69336V101 3,644 259,208 Shrs Shared-Defined 1 259,208 PHARMACEUTICAL PROD DEV INC Common 717124101 2,867 80,331 Shrs Shared-Defined 1 80,331 PHARMION CORP Common 71715B409 3,023 140,293 Shrs Shared-Defined 1 140,293 PHASE FORWARD INC Common 71721R406 129 10,794 Shrs Shared-Defined 1 10,794 PHELPS DODGE CORP Common 717265102 143,882 1,698,729 Shrs Shared-Defined 1 1,698,729 PHELPS DODGE CORP Option 717265902 424 5,000 Call Shared-Defined 1 5,000 PHI INC Common 69336T205 22,607 741,939 Shrs Shared-Defined 1 741,939 PHILADELPHIA CONS HLDG CORP Common 717528103 681 17,108 Shrs Shared-Defined 1 17,108 PHILLIPS VAN HEUSEN CORP Common 718592108 2,034 48,700 Shrs Shared-Defined 1 48,700 PHOENIX COS INC NEW Common 71902E109 2,628 187,700 Shrs Shared-Defined 1 187,700 PIER 1 IMPORTS INC Common 720279108 15 2,000 Shrs Shared-Defined 1 2,000 PILGRIMS PRIDE CORP Common 721467108 6,922 253,100 Shrs Shared-Defined 1 253,100 PINNACLE WEST CAP CORP Common 723484101 554 12,300 Shrs Shared-Defined 1 12,300 PIONEER COS INC Common 723643300 1,739 70,965 Shrs Shared-Defined 1 70,965 PIONEER DRILLING CO Common 723655106 4,093 318,800 Shrs Shared-Defined 1 318,800 PLEXUS CORP Common 729132100 1,399 72,878 Shrs Shared-Defined 1 72,878 PMI GROUP INC Common 69344M101 3,903 89,100 Shrs Shared-Defined 1 89,100 PMI GROUP INC Debt 69344MAE1 9,047 9,000,000 Prn Shared-Defined 1 9,000,000 PNC FINL SVCS GROUP INC Common 693475105 1,181 16,300 Shrs Shared-Defined 1 16,300 POGO PRODUCING CO Common 730448107 803 19,600 Shrs Shared-Defined 1 19,600 POINT THERAPEUTICS INC Common 730694106 1,107 737,700 Shrs Shared-Defined 1 737,700 POLARIS INDS INC Common 731068102 2,058 50,000 Shrs Shared-Defined 1 50,000 POLO RALPH LAUREN CORP Common 731572103 14,445 223,300 Shrs Shared-Defined 1 223,300 POLYCOM INC Common 73172K104 560 22,841 Shrs Shared-Defined 1 22,841 POLYMEDICA CORP Common 731738100 856 20,000 Shrs Shared-Defined 1 20,000 POLYONE CORP Common 73179P106 227 27,200 Shrs Shared-Defined 1 27,200 POOL CORPORATION Common 73278L105 243 6,300 Shrs Shared-Defined 1 6,300 POPULAR INC Common 733174106 876 45,062 Shrs Shared-Defined 1 45,062 PORTALPLAYER INC Common 736187204 125 11,114 Shrs Shared-Defined 1 11,114 PORTFOLIO RECOVERY ASSOCS IN Common 73640Q105 202 4,605 Shrs Shared-Defined 1 4,605 POSCO Common 693483109 4,545 70,000 Shrs Shared-Defined 1 70,000 POST PPTYS INC Common 737464107 661 13,900 Shrs Shared-Defined 1 13,900 POTASH CORP SASK INC Common 73755L107 302 2,905 Shrs Shared-Defined 1 2,905 POWERDSINE LTD Common M41415106 291 30,590 Shrs Shared-Defined 1 30,590 PPG INDS INC Common 693506107 302 4,500 Shrs Shared-Defined 1 4,500 PPL CORP Common 69351T106 10,706 325,400 Shrs Shared-Defined 1 325,400 PRAXAIR INC Common 74005P104 1,544 26,100 Shrs Shared-Defined 1 26,100 PRECISION CASTPARTS CORP Common 740189105 3,392 53,700 Shrs Shared-Defined 1 53,700 PRESSTEK INC Common 741113104 197 36,500 Shrs Shared-Defined 1 36,500 PRESTIGE BRANDS HLDGS INC Common 74112D101 525 47,100 Shrs Shared-Defined 1 47,100 PRICE T ROWE GROUP INC Common 74144T108 6,262 130,868 Shrs Shared-Defined 1 130,868 PRICELINE COM INC Common 741503403 3,455 93,911 Shrs Shared-Defined 1 93,911 PRIDE INTL INC DEL Common 74153Q102 2,394 87,312 Shrs Shared-Defined 1 87,312 PRIDE INTL INC DEL Debt 74153QAD4 2,421 2,000,000 Prn Shared-Defined 1 2,000,000 PRINCIPAL FINANCIAL GROUP IN Common 74251V102 4,476 82,468 Shrs Shared-Defined 1 82,468 PROASSURANCE CORP Common 74267C106 1,715 34,800 Shrs Shared-Defined 1 34,800 PROCTER & GAMBLE CO Common 742718109 837 13,500 Shrs Shared-Defined 1 13,500 PROGEN INDS LTD Common Q7759R100 1,041 520,355 Shrs Shared-Defined 1 520,355 PROGRESS ENERGY INC Common 743263105 3,735 82,297 Shrs Shared-Defined 1 82,297 PROGRESSIVE CORP OHIO Common 743315103 7,801 317,900 Shrs Shared-Defined 1 317,900 PROSPERITY BANCSHARES INC Common 743606105 1,702 50,000 Shrs Shared-Defined 1 50,000 PRUDENTIAL FINL INC Common 744320102 16,394 215,000 Shrs Shared-Defined 1 215,000 PSYCHIATRIC SOLUTIONS INC Common 74439H108 7,229 212,053 Shrs Shared-Defined 1 212,053 PUBLIC SVC ENTERPRISE GROUP Common 744573106 9,087 148,500 Shrs Shared-Defined 1 148,500 PUGET ENERGY INC NEW Common 745310102 318 14,000 Shrs Shared-Defined 1 14,000 PULTE HOMES INC Common 745867101 2,609 81,900 Shrs Shared-Defined 1 81,900 QLOGIC CORP Common 747277101 7,900 418,001 Shrs Shared-Defined 1 418,001 QLT INC Common 746927102 121 16,077 Shrs Shared-Defined 1 16,077 QUALCOMM INC Common 747525103 19,957 549,016 Shrs Shared-Defined 1 549,016 QUALCOMM INC Option 747525903 545 15,000 Call Shared-Defined 1 15,000 QUANEX CORP Common 747620102 789 26,000 Shrs Shared-Defined 1 26,000 QUANTUM FUEL SYS TECH WORLDW Common 74765E109 49 24,806 Shrs Shared-Defined 1 24,806 QUEBECOR WORLD INC Common 748203106 169 16,300 Shrs Shared-Defined 1 16,300 QUEST DIAGNOSTICS INC Common 74834L100 5,345 87,400 Shrs Shared-Defined 1 87,400 QUEST SOFTWARE INC Common 74834T103 3,631 254,253 Shrs Shared-Defined 1 254,253 QUESTAR CORP Common 748356102 35,856 438,500 Shrs Shared-Defined 1 438,500 QUICKSILVER RESOURCES INC Common 74837R104 11,006 345,000 Shrs Shared-Defined 1 345,000 QUICKSILVER RESOURCES INC Debt 74837RAB0 2,572 2,000,000 Prn Shared-Defined 1 2,000,000 QUIDEL CORP Common 74838J101 2,395 169,600 Shrs Shared-Defined 1 169,600 QUIKSILVER INC Common 74838C106 4,979 409,800 Shrs Shared-Defined 1 409,800 QWEST COMMUNICATIONS INTL IN Common 749121109 142 16,300 Shrs Shared-Defined 1 16,300 QWEST COMMUNICATIONS INTL IN Debt 749121BY4 48,893 30,000,000 Prn Shared-Defined 1 30,000,000 R & G FINANCIAL CORP Common 749136107 224 30,000 Shrs Shared-Defined 1 30,000 R H DONNELLEY CORP Common 74955W307 1,524 28,800 Shrs Shared-Defined 1 28,800 RADIAN GROUP INC Common 750236101 6,162 102,700 Shrs Shared-Defined 1 102,700 RADWARE LTD Common M81873107 2,117 156,000 Shrs Shared-Defined 1 156,000 RAMBUS INC DEL Common 750917106 1,306 74,863 Shrs Shared-Defined 1 74,863 RANGE RES CORP Common 75281A109 4,306 170,600 Shrs Shared-Defined 1 170,600 RAYTHEON CO Common 755111507 1,301 27,100 Shrs Shared-Defined 1 27,100 REALNETWORKS INC Debt 75605LAB0 26,135 21,100,000 Prn Shared-Defined 1 21,100,000 RED HAT INC Debt 756577AB8 15,431 14,742,000 Prn Shared-Defined 1 14,742,000 RED ROBIN GOURMET BURGERS IN Common 75689M101 2,859 62,000 Shrs Shared-Defined 1 62,000 REDBACK NETWORKS INC Common 757209507 1,180 85,000 Shrs Shared-Defined 1 85,000 REGAL BELOIT CORP Common 758750103 1,836 42,200 Shrs Shared-Defined 1 42,200 REGAL ENTMT GROUP Common 758766109 6,937 350,000 Shrs Shared-Defined 1 350,000 REGIONS FINANCIAL CORP NEW Common 7591EP100 1,652 44,900 Shrs Shared-Defined 1 44,900 REGIS CORP MINN Common 758932107 1,753 48,900 Shrs Shared-Defined 1 48,900 REINSURANCE GROUP AMER INC Common 759351109 717 13,800 Shrs Shared-Defined 1 13,800 RELIANCE STEEL & ALUMINUM CO Common 759509102 12,306 382,900 Shrs Shared-Defined 1 382,900 RELIANT ENERGY INC Common 75952B105 4,432 360,000 Shrs Shared-Defined 1 360,000 RENAISSANCERE HOLDINGS LTD Common G7496G103 261 4,700 Shrs Shared-Defined 1 4,700 RENT A CTR INC NEW Common 76009N100 1,188 40,552 Shrs Shared-Defined 1 40,552 REPUBLIC AWYS HLDGS INC Common 760276105 498 32,100 Shrs Shared-Defined 1 32,100 REPUBLIC SVCS INC Common 760759100 885 22,000 Shrs Shared-Defined 1 22,000 RES-CARE INC Common 760943100 1,306 65,000 Shrs Shared-Defined 1 65,000 RESEARCH IN MOTION LTD Common 760975102 29,952 291,815 Shrs Shared-Defined 1 291,815 RESMED INC Common 761152107 1,228 30,500 Shrs Shared-Defined 1 30,500 RESOURCES CONNECTION INC Common 76122Q105 1,208 45,089 Shrs Shared-Defined 1 45,089 RESPIRONICS INC Common 761230101 323 8,375 Shrs Shared-Defined 1 8,375 RESTORATION HARDWARE INC DEL Common 760981100 284 32,760 Shrs Shared-Defined 1 32,760 REYNOLDS & REYNOLDS CO Common 761695105 387 9,800 Shrs Shared-Defined 1 9,800 REYNOLDS AMERICAN INC Common 761713106 787 12,700 Shrs Shared-Defined 1 12,700 RIGHTNOW TECHNOLOGIES INC Common 76657R106 1,171 75,000 Shrs Shared-Defined 1 75,000 RIO NARCEA GOLD MINES INC Common 766909105 1,175 525,300 Shrs Shared-Defined 1 525,300 RITE AID CORP Common 767754104 10,834 2,386,400 Shrs Shared-Defined 1 2,386,400 ROBERT HALF INTL INC Common 770323103 4,318 127,125 Shrs Shared-Defined 1 127,125 ROCKWELL AUTOMATION INC Common 773903109 1,516 26,100 Shrs Shared-Defined 1 26,100 ROCKWELL COLLINS INC Common 774341101 2,983 54,400 Shrs Shared-Defined 1 54,400 ROCKWOOD HLDGS INC Common 774415103 256 12,800 Shrs Shared-Defined 1 12,800 ROFIN SINAR TECHNOLOGIES INC Common 775043102 249 4,100 Shrs Shared-Defined 1 4,100 ROGERS COMMUNICATIONS INC Common 775109200 990 18,077 Shrs Shared-Defined 1 18,077 ROSS STORES INC Common 778296103 2,696 106,090 Shrs Shared-Defined 1 106,090 ROWAN COS INC Common 779382100 1,822 57,600 Shrs Shared-Defined 1 57,600 ROYAL CARIBBEAN CRUISES LTD Common V7780T103 33,700 868,330 Shrs Shared-Defined 1 868,330 ROYAL GOLD INC Common 780287108 233 8,604 Shrs Shared-Defined 1 8,604 RPM INTL INC Common 749685103 3,342 176,000 Shrs Shared-Defined 1 176,000 RTI INTL METALS INC Common 74973W107 2,256 51,768 Shrs Shared-Defined 1 51,768 RUBY TUESDAY INC Common 781182100 846 30,000 Shrs Shared-Defined 1 30,000 RUDOLPH TECHNOLOGIES INC Common 781270103 192 10,481 Shrs Shared-Defined 1 10,481 RUTHS CHRIS STEAK HSE INC Common 783332109 4,478 237,937 Shrs Shared-Defined 1 237,937 RYDER SYS INC Common 783549108 362 7,000 Shrs Shared-Defined 1 7,000 RYERSON INC Common 78375P107 4,050 185,000 Shrs Shared-Defined 1 185,000 RYLAND GROUP INC Common 783764103 1,759 40,700 Shrs Shared-Defined 1 40,700 SAFECO CORP Common 786429100 7,098 120,444 Shrs Shared-Defined 1 120,444 SAFEWAY INC Common 786514208 649 21,400 Shrs Shared-Defined 1 21,400 SAIA INC Common 78709Y105 4,045 124,090 Shrs Shared-Defined 1 124,090 SALESFORCE COM INC Common 79466L302 2,498 69,610 Shrs Shared-Defined 1 69,610 SANDERSON FARMS INC Common 800013104 405 12,500 Shrs Shared-Defined 1 12,500 SANDISK CORP Common 80004C101 4,447 83,066 Shrs Shared-Defined 1 83,066 SANDISK CORP Debt 80004CAC5 4,765 5,000,000 Prn Shared-Defined 1 5,000,000 SANOFI AVENTIS Common 80105N105 1,112 25,000 Shrs Shared-Defined 1 25,000 SANOFI AVENTIS Option 80105N905 2,224 50,000 Call Shared-Defined 1 50,000 SAPIENT CORP Common 803062108 4,641 851,500 Shrs Shared-Defined 1 851,500 SBA COMMUNICATIONS CORP Common 78388J106 6,491 266,771 Shrs Shared-Defined 1 266,771 SCANA CORP NEW Common 80589M102 411 10,200 Shrs Shared-Defined 1 10,200 SCHEIN HENRY INC Common 806407102 1,103 22,006 Shrs Shared-Defined 1 22,006 SCHERING PLOUGH CORP Common 806605101 5,156 233,400 Shrs Shared-Defined 1 233,400 SCHLUMBERGER LTD Common 806857108 11,724 189,000 Shrs Shared-Defined 1 189,000 SCHLUMBERGER LTD Debt 806857AC2 42,770 24,575,000 Prn Shared-Defined 1 24,575,000 SCHLUMBERGER LTD Debt 806857AD0 8,148 5,000,000 Prn Shared-Defined 1 5,000,000 SCHLUMBERGER LTD Option 806857908 6,203 100,000 Call Shared-Defined 1 100,000 SCHOLASTIC CORP Common 807066105 2,648 84,999 Shrs Shared-Defined 1 84,999 SCHWAB CHARLES CORP NEW Common 808513105 235 13,146 Shrs Shared-Defined 1 13,146 SCI SYS INC 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Put Shared-Defined 1 680,000 SELECTIVE INS GROUP INC Common 816300107 1,221 23,200 Shrs Shared-Defined 1 23,200 SEMICONDUCTOR HLDRS TR Option 816636953 17,145 500,000 Put Shared-Defined 1 500,000 SEMTECH CORP Common 816850101 388 30,400 Shrs Shared-Defined 1 30,400 SENIOR HSG PPTYS TR Common 81721M109 286 13,400 Shrs Shared-Defined 1 13,400 SEPRACOR INC Common 817315104 59,896 1,236,500 Shrs Shared-Defined 1 1,236,500 SEPRACOR INC Debt 817315AL8 11,956 12,000,000 Prn Shared-Defined 1 12,000,000 SEPRACOR INC Debt 817315AW4 11,746 12,000,000 Prn Shared-Defined 1 12,000,000 SERVICE CORP INTL Common 817565104 9,340 1,000,000 Shrs Shared-Defined 1 1,000,000 SHAW COMMUNICATIONS INC Common 82028K200 9,635 321,800 Shrs Shared-Defined 1 321,800 SHERWIN WILLIAMS CO Common 824348106 5,723 102,600 Shrs Shared-Defined 1 102,600 SHIP FINANCE INTERNATIONAL L Common G81075106 460 23,100 Shrs Shared-Defined 1 23,100 SHIRE PLC Common 82481R106 21,139 428,000 Shrs Shared-Defined 1 428,000 SHIRE PLC Option 82481R906 46,338 938,200 Call Shared-Defined 1 938,200 SHIRE PLC Option 82481R956 94,458 1,912,500 Put Shared-Defined 1 1,912,500 SHUFFLE MASTER INC Common 825549108 3,117 115,397 Shrs Shared-Defined 1 115,397 SIERRA HEALTH SVCS INC Common 826322109 10,463 276,500 Shrs Shared-Defined 1 276,500 SIGMA DESIGNS INC Common 826565103 478 31,994 Shrs Shared-Defined 1 31,994 SIGMATEL INC Common 82661W107 118 25,138 Shrs Shared-Defined 1 25,138 SILGAN HOLDINGS INC Common 827048109 845 22,500 Shrs Shared-Defined 1 22,500 SILICON IMAGE INC Common 82705T102 1,583 124,440 Shrs Shared-Defined 1 124,440 SILICON LABORATORIES INC Common 826919102 4,095 132,000 Shrs Shared-Defined 1 132,000 SILICON MOTION TECHNOLOGY CO Common 82706C108 960 57,720 Shrs Shared-Defined 1 57,720 SINA CORP Common G81477104 1,471 58,479 Shrs Shared-Defined 1 58,479 SIRENZA MICRODEVICES INC Common 82966T106 262 33,130 Shrs Shared-Defined 1 33,130 SIRF TECHNOLOGY HLDGS INC Common 82967H101 1,960 81,716 Shrs Shared-Defined 1 81,716 SIRIUS SATELLITE RADIO INC Common 82966U103 4,908 1,255,210 Shrs Shared-Defined 1 1,255,210 SIRIUS SATELLITE RADIO INC Option 82966U953 2,737 700,000 Put Shared-Defined 1 700,000 SIRONA DENTAL SYSTEMS INC Common 82966C103 431 13,094 Shrs Shared-Defined 1 13,094 SKECHERS U S A INC Common 830566105 5,386 229,100 Shrs Shared-Defined 1 229,100 SKYWORKS SOLUTIONS INC Common 83088M102 127 24,438 Shrs Shared-Defined 1 24,438 SKYWORKS SOLUTIONS INC Debt 83088MAB8 17,374 17,500,000 Prn Shared-Defined 1 17,500,000 SLM CORP Common 78442P106 1,185 22,800 Shrs Shared-Defined 1 22,800 SLM CORP Debt 78442PAC0 35,223 35,000,000 Prn Shared-Defined 1 35,000,000 SMITH & WESSON HLDG CORP Common 831756101 1,192 85,900 Shrs Shared-Defined 1 85,900 SMITH INTL INC Common 832110100 9,386 241,900 Shrs Shared-Defined 1 241,900 SMITH MICRO SOFTWARE INC Common 832154108 530 36,865 Shrs Shared-Defined 1 36,865 SMITHFIELD FOODS INC Common 832248108 3,175 117,500 Shrs Shared-Defined 1 117,500 SMURFIT-STONE CONTAINER CORP Common 832727101 996 88,935 Shrs Shared-Defined 1 88,935 SOHU COM INC Common 83408W103 394 17,882 Shrs Shared-Defined 1 17,882 SOLECTRON CORP Common 834182107 266 81,600 Shrs Shared-Defined 1 81,600 SONIC AUTOMOTIVE INC Common 83545G102 346 15,000 Shrs Shared-Defined 1 15,000 SONICWALL INC Common 835470105 276 25,293 Shrs Shared-Defined 1 25,293 SONOCO PRODS CO Common 835495102 794 23,600 Shrs Shared-Defined 1 23,600 SONUS NETWORKS INC Common 835916107 324 61,600 Shrs Shared-Defined 1 61,600 SOTHEBYS Common 835898107 806 25,000 Shrs Shared-Defined 1 25,000 SOUTH FINL GROUP INC Common 837841105 372 14,300 Shrs Shared-Defined 1 14,300 SOUTHERN CO Common 842587107 1,216 35,300 Shrs Shared-Defined 1 35,300 SOUTHERN COPPER CORP Common 84265V105 823 8,900 Shrs Shared-Defined 1 8,900 SOUTHERN UN CO NEW Common 844030106 1,709 64,700 Shrs Shared-Defined 1 64,700 SOUTHWEST AIRLS CO Common 844741108 678 40,688 Shrs Shared-Defined 1 40,688 SOUTHWESTERN ENERGY CO Common 845467109 5,855 196,000 Shrs Shared-Defined 1 196,000 SPARTECH CORP Common 847220209 1,759 65,700 Shrs Shared-Defined 1 65,700 SPDR TR Common 78462F103 21,641 162,010 Shrs Shared-Defined 1 162,010 SPDR TR Option 78462F953 13,358 100,000 Put Shared-Defined 1 100,000 SPECTRUM BRANDS INC Common 84762L105 169 20,000 Shrs Shared-Defined 1 20,000 SPEEDWAY MOTORSPORTS INC Common 847788106 364 10,000 Shrs Shared-Defined 1 10,000 SPRINT NEXTEL CORP Common 852061100 13,828 806,300 Shrs Shared-Defined 1 806,300 SPSS INC Common 78462K102 448 17,984 Shrs Shared-Defined 1 17,984 SPX CORP Common 784635104 518 9,700 Shrs Shared-Defined 1 9,700 ST JUDE MED INC Debt 790849AB9 70,897 71,218,000 Prn Shared-Defined 1 71,218,000 ST MARY LD & EXPL CO Common 792228108 999 27,200 Shrs Shared-Defined 1 27,200 ST PAUL TRAVELERS INC Common 792860108 1,055 22,500 Shrs Shared-Defined 1 22,500 STAGE STORES INC Common 85254C305 1,780 60,684 Shrs Shared-Defined 1 60,684 STANDARD MICROSYSTEMS CORP Common 853626109 246 8,657 Shrs Shared-Defined 1 8,657 STANDARD PAC CORP NEW Common 85375C101 451 19,200 Shrs Shared-Defined 1 19,200 STANLEY WKS Common 854616109 309 6,200 Shrs Shared-Defined 1 6,200 STANTEC INC Common 85472N109 1,540 84,200 Shrs Shared-Defined 1 84,200 STAPLES INC Common 855030102 1,585 65,150 Shrs Shared-Defined 1 65,150 STARBUCKS CORP Common 855244109 8,565 251,538 Shrs Shared-Defined 1 251,538 STARWOOD HOTELS&RESORTS WRLD Common 85590A401 14,149 247,400 Shrs Shared-Defined 1 247,400 STATE STR CORP Common 857477103 10,458 167,600 Shrs Shared-Defined 1 167,600 STATION CASINOS INC Common 857689103 1,319 22,800 Shrs Shared-Defined 1 22,800 STEEL DYNAMICS INC Common 858119100 8,270 163,922 Shrs Shared-Defined 1 163,922 STELLENT INC Common 85856W105 1,871 172,618 Shrs Shared-Defined 1 172,618 STERICYCLE INC Common 858912108 538 7,713 Shrs Shared-Defined 1 7,713 STERLING FINL CORP WASH Common 859319105 1,334 41,140 Shrs Shared-Defined 1 41,140 STRATEGIC HOTELS & RESORTS I Common 86272T106 3,166 159,243 Shrs Shared-Defined 1 159,243 STRYKER CORP Common 863667101 833 16,800 Shrs Shared-Defined 1 16,800 SUN HYDRAULICS CORP Common 866942105 312 15,200 Shrs Shared-Defined 1 15,200 SUN MICROSYSTEMS INC Common 866810104 2,570 517,052 Shrs Shared-Defined 1 517,052 SUNCOR ENERGY INC Common 867229106 2,152 30,000 Shrs Shared-Defined 1 30,000 SUNOCO INC Common 86764P109 927 14,900 Shrs Shared-Defined 1 14,900 SUNOPTA INC Common 8676EP108 148 14,015 Shrs Shared-Defined 1 14,015 SUNPOWER CORP Common 867652109 801 28,862 Shrs Shared-Defined 1 28,862 SUNRISE SENIOR LIVING INC Common 86768K106 869 29,100 Shrs Shared-Defined 1 29,100 SUNSTONE HOTEL INVS INC NEW Common 867892101 2,232 75,113 Shrs Shared-Defined 1 75,113 SUPERGEN INC Common 868059106 196 42,102 Shrs Shared-Defined 1 42,102 SUPERIOR ENERGY SVCS INC Common 868157108 4,834 184,100 Shrs Shared-Defined 1 184,100 SUPERIOR ESSEX INC Common 86815V105 176 5,131 Shrs Shared-Defined 1 5,131 SUPERIOR WELL SVCS INC Common 86837X105 302 15,268 Shrs Shared-Defined 1 15,268 SUPERVALU INC Common 868536103 1,059 35,700 Shrs Shared-Defined 1 35,700 SUPERVALU INC Debt 868536AP8 1,634 5,000,000 Prn Shared-Defined 1 5,000,000 SURMODICS INC Common 868873100 594 16,900 Shrs Shared-Defined 1 16,900 SVB FINL GROUP Common 78486Q101 1,617 36,230 Shrs Shared-Defined 1 36,230 SWIFT ENERGY CO Common 870738101 4,345 103,900 Shrs Shared-Defined 1 103,900 SWIFT TRANSN CO Common 870756103 1,134 47,800 Shrs Shared-Defined 1 47,800 SYKES ENTERPRISES INC Common 871237103 3,437 168,900 Shrs Shared-Defined 1 168,900 SYMANTEC CORP Common 871503108 10,640 500,000 Shrs Shared-Defined 1 500,000 SYMMETRICOM INC Common 871543104 107 13,233 Shrs Shared-Defined 1 13,233 SYNAPTICS INC Common 87157D109 10,740 440,686 Shrs Shared-Defined 1 440,686 SYNNEX CORP Common 87162W100 230 10,000 Shrs Shared-Defined 1 10,000 TAKE-TWO INTERACTIVE SOFTWAR Common 874054109 1,070 75,000 Shrs Shared-Defined 1 75,000 TALBOTS INC Common 874161102 1,226 45,000 Shrs Shared-Defined 1 45,000 TALISMAN ENERGY INC Common 87425E103 1,503 92,087 Shrs Shared-Defined 1 92,087 TALX CORP Common 874918105 651 26,562 Shrs Shared-Defined 1 26,562 TASER INTL INC Option 87651B904 2,298 300,000 Call Shared-Defined 1 300,000 TATA MTRS LTD Common 876568502 1,037 55,800 Shrs Shared-Defined 1 55,800 TCF FINL CORP Common 872275102 489 18,600 Shrs Shared-Defined 1 18,600 TECH DATA CORP Common 878237106 1,147 31,400 Shrs Shared-Defined 1 31,400 TECHNE CORP Common 878377100 790 15,528 Shrs Shared-Defined 1 15,528 TECHWELL INC Common 87874D101 1,106 73,830 Shrs Shared-Defined 1 73,830 TECK COMINCO LTD Common 878742204 4,102 65,500 Shrs Shared-Defined 1 65,500 TECO ENERGY INC Common 872375100 1,330 85,000 Shrs Shared-Defined 1 85,000 TEEKAY SHIPPING MARSHALL ISL Common Y8564W103 8,341 202,900 Shrs Shared-Defined 1 202,900 TEKELEC Common 879101103 180 13,898 Shrs Shared-Defined 1 13,898 TEKELEC Debt 879101AE3 5,871 6,000,000 Prn Shared-Defined 1 6,000,000 TEKTRONIX INC Common 879131100 1,299 44,900 Shrs Shared-Defined 1 44,900 TELEFLEX INC Common 879369106 1,847 33,200 Shrs Shared-Defined 1 33,200 TELEPHONE & DATA SYS INC Common 879433100 594 14,100 Shrs Shared-Defined 1 14,100 TELLABS INC Common 879664100 8,193 747,574 Shrs Shared-Defined 1 747,574 TEMPLE INLAND INC Common 879868107 3,505 87,400 Shrs Shared-Defined 1 87,400 TEMPUR PEDIC INTL INC Common 88023U101 220 12,800 Shrs Shared-Defined 1 12,800 TENARIS S A Common 88031M109 6,192 175,000 Shrs Shared-Defined 1 175,000 TENET HEALTHCARE CORP Common 88033G100 448 55,000 Shrs Shared-Defined 1 55,000 TENNECO INC Common 880349105 3,740 159,900 Shrs Shared-Defined 1 159,900 TERADYNE INC Common 880770102 832 63,200 Shrs Shared-Defined 1 63,200 TERRA INDS INC Common 880915103 655 85,000 Shrs Shared-Defined 1 85,000 TESSERA TECHNOLOGIES INC Common 88164L100 3,483 100,141 Shrs Shared-Defined 1 100,141 TETRA TECH INC NEW Common 88162G103 184 10,560 Shrs Shared-Defined 1 10,560 TETRA TECHNOLOGIES INC DEL Common 88162F105 396 16,400 Shrs Shared-Defined 1 16,400 TEVA PHARMACEUTICAL FIN CO B Debt 88165FAA0 6,649 7,000,000 Prn Shared-Defined 1 7,000,000 TEVA PHARMACEUTICAL FIN II L Debt 88164RAB3 32,479 30,000,000 Prn Shared-Defined 1 30,000,000 TEVA PHARMACEUTICAL FIN LLC Debt 88163VAE9 24,121 25,000,000 Prn Shared-Defined 1 25,000,000 TEXAS INDS INC Common 882491103 30,929 594,100 Shrs Shared-Defined 1 594,100 TEXAS ROADHOUSE INC Common 882681109 7,110 579,000 Shrs Shared-Defined 1 579,000 TEXTRON INC Common 883203101 3,316 37,900 Shrs Shared-Defined 1 37,900 THE9 LTD Common 88337K104 1,146 53,540 Shrs Shared-Defined 1 53,540 THERMO ELECTRON CORP Common 883556102 19,555 497,200 Shrs Shared-Defined 1 497,200 THORATEC CORP Common 885175307 318 20,402 Shrs Shared-Defined 1 20,402 THQ INC Common 872443403 3,578 122,671 Shrs Shared-Defined 1 122,671 TIBCO SOFTWARE INC Common 88632Q103 3,259 362,900 Shrs Shared-Defined 1 362,900 TIDEWATER INC Common 886423102 5,780 130,800 Shrs Shared-Defined 1 130,800 TIM PARTICIPACOES S A Common 88706P106 2,089 75,000 Shrs Shared-Defined 1 75,000 TIMBERLAND CO Common 887100105 296 10,300 Shrs Shared-Defined 1 10,300 TIME WARNER INC Common 887317105 429,753 23,573,970 Shrs Shared-Defined 1 23,573,970 TIME WARNER TELECOM INC Common 887319101 15,596 820,410 Shrs Shared-Defined 1 820,410 TIMKEN CO Common 887389104 402 13,500 Shrs Shared-Defined 1 13,500 TITANIUM METALS CORP Common 888339207 2,460 97,300 Shrs Shared-Defined 1 97,300 TIVO INC Common 888706108 1,859 244,913 Shrs Shared-Defined 1 244,913 TJX COS INC NEW Common 872540109 3,277 116,900 Shrs Shared-Defined 1 116,900 TJX COS INC NEW Debt 872540AL3 50,418 54,000,000 Prn Shared-Defined 1 54,000,000 TLC VISION CORP Common 872549100 167 32,091 Shrs Shared-Defined 1 32,091 TODCO Common 88889T107 8,269 239,000 Shrs Shared-Defined 1 239,000 TOM ONLINE INC Common 889728200 178 14,800 Shrs Shared-Defined 1 14,800 TOREADOR RES CORP Common 891050106 3,592 195,000 Shrs Shared-Defined 1 195,000 TORO CO Common 891092108 2,838 67,300 Shrs Shared-Defined 1 67,300 TORONTO DOMINION BK ONT Common 891160509 2,335 39,300 Shrs Shared-Defined 1 39,300 TOWER GROUP INC Common 891777104 702 21,042 Shrs Shared-Defined 1 21,042 TRANSACTION SYS ARCHITECTS Common 893416107 1,890 55,074 Shrs Shared-Defined 1 55,074 TRANSATLANTIC HLDGS INC Common 893521104 942 15,600 Shrs Shared-Defined 1 15,600 TRANSGLOBE ENERGY CORP Common 893662106 128 26,800 Shrs Shared-Defined 1 26,800 TRANSOCEAN INC Common G90078109 5,126 70,000 Shrs Shared-Defined 1 70,000 TRANSOCEAN SEDCO FOREX INC Debt 893830AD1 5,398 5,000,000 Prn Shared-Defined 1 5,000,000 TRAVELZOO INC Common 89421Q106 256 8,900 Shrs Shared-Defined 1 8,900 TRIAD HOSPITALS INC Common 89579K109 1,308 29,700 Shrs Shared-Defined 1 29,700 TRIBUNE CO NEW Common 896047107 12,712 388,500 Shrs Shared-Defined 1 388,500 TRICO MARINE SERVICES INC Common 896106200 358 10,601 Shrs Shared-Defined 1 10,601 TRIDENT MICROSYSTEMS INC Common 895919108 4,350 187,000 Shrs Shared-Defined 1 187,000 TRIMBLE NAVIGATION LTD Common 896239100 2,307 49,010 Shrs Shared-Defined 1 49,010 TRINITY INDS INC Common 896522109 2,683 83,400 Shrs Shared-Defined 1 83,400 TRW AUTOMOTIVE HLDGS CORP Common 87264S106 546 22,700 Shrs Shared-Defined 1 22,700 TWEEN BRANDS INC Common 901166108 37,623 1,000,600 Shrs Shared-Defined 1 1,000,600 TWEEN BRANDS INC Option 901166908 11,355 302,000 Call Shared-Defined 1 302,000 TXU CORP Common 873168108 70,206 1,122,943 Shrs Shared-Defined 1 1,122,943 TYCO INTL LTD NEW Common 902124106 40,586 1,450,000 Shrs Shared-Defined 1 1,450,000 TYSON FOODS INC Common 902494103 326 20,500 Shrs Shared-Defined 1 20,500 U S AIRWAYS GROUP INC Common 90341W108 2,097 47,300 Shrs Shared-Defined 1 47,300 U S CONCRETE INC Common 90333L102 977 150,000 Shrs Shared-Defined 1 150,000 U S G CORP Common 903293405 376 8,000 Shrs Shared-Defined 1 8,000 UAL CORP Common 902549807 5,048 190,000 Shrs Shared-Defined 1 190,000 ULTIMATE SOFTWARE GROUP INC Common 90385D107 209 8,892 Shrs Shared-Defined 1 8,892 UNDER ARMOUR INC Common 904311107 2,833 70,781 Shrs Shared-Defined 1 70,781 UNIBANCO-UNIAO DE BANCOS BRA Common 90458E107 740 10,000 Shrs Shared-Defined 1 10,000 UNION PAC CORP Common 907818108 6,838 77,700 Shrs Shared-Defined 1 77,700 UNIONBANCAL CORP Common 908906100 487 8,000 Shrs Shared-Defined 1 8,000 UNISYS CORP Common 909214108 66 11,600 Shrs Shared-Defined 1 11,600 UNIT CORP Common 909218109 3,301 71,800 Shrs Shared-Defined 1 71,800 UNITED AUTO GROUP INC Common 909440109 1,603 68,500 Shrs Shared-Defined 1 68,500 UNITED CMNTY BKS BLAIRSVLE G Common 90984P105 225 7,500 Shrs Shared-Defined 1 7,500 UNITED PARCEL SERVICE INC Common 911312106 2,453 34,100 Shrs Shared-Defined 1 34,100 UNITED STATES CELLULAR CORP Common 911684108 436 7,300 Shrs Shared-Defined 1 7,300 UNITED STATES STL CORP NEW Common 912909108 877 15,200 Shrs Shared-Defined 1 15,200 UNITED STATIONERS INC Common 913004107 1,177 25,300 Shrs Shared-Defined 1 25,300 UNITED TECHNOLOGIES CORP Common 913017109 13,720 216,580 Shrs Shared-Defined 1 216,580 UNITED THERAPEUTICS CORP DEL Common 91307C102 9,055 172,345 Shrs Shared-Defined 1 172,345 UNITEDHEALTH GROUP INC Common 91324P102 9,605 195,230 Shrs Shared-Defined 1 195,230 UNIVERSAL AMERN FINL CORP Common 913377107 3,880 241,446 Shrs Shared-Defined 1 241,446 UNIVERSAL COMPRESSION HLDGS Common 913431102 23,818 445,620 Shrs Shared-Defined 1 445,620 UNIVERSAL FST PRODS INC Common 913543104 549 11,200 Shrs Shared-Defined 1 11,200 UNIVERSAL STAINLESS & ALLOY Common 913837100 450 20,000 Shrs Shared-Defined 1 20,000 UNIVISION COMMUNICATIONS INC Common 914906102 3,980 115,900 Shrs Shared-Defined 1 115,900 UNUMPROVIDENT CORP Common 91529Y106 1,315 67,800 Shrs Shared-Defined 1 67,800 URS CORP NEW Common 903236107 2,438 62,700 Shrs Shared-Defined 1 62,700 US BANCORP DEL Option 902973904 6,644 200,000 Call Shared-Defined 1 200,000 US LEC CORP Common 90331S109 86 12,500 Shrs Shared-Defined 1 12,500 USA MOBILITY INC Common 90341G103 208 9,100 Shrs Shared-Defined 1 9,100 USF&G CORP Debt 903290AD6 43,300 48,665,000 Prn Shared-Defined 1 48,665,000 UTILITIES HOLDRS TR Common 918019100 2,461 20,000 Shrs Shared-Defined 1 20,000 V F CORP Common 918204108 2,706 37,100 Shrs Shared-Defined 1 37,100 VAIL RESORTS INC Common 91879Q109 240 6,000 Shrs Shared-Defined 1 6,000 VALASSIS COMMUNICATIONS INC Debt 918866AK0 3,113 5,000,000 Prn Shared-Defined 1 5,000,000 VALEANT PHARMACEUTICALS INTL Debt 91911XAB0 2,847 3,000,000 Prn Shared-Defined 1 3,000,000 VALEANT PHARMACEUTICALS INTL Debt 91911XAD6 4,714 5,000,000 Prn Shared-Defined 1 5,000,000 VALERO ENERGY CORP NEW Common 91913Y100 5,250 102,000 Shrs Shared-Defined 1 102,000 VALSPAR CORP Common 920355104 2,248 84,500 Shrs Shared-Defined 1 84,500 VALUECLICK INC Common 92046N102 2,728 147,159 Shrs Shared-Defined 1 147,159 VARIAN INC Common 922206107 560 12,200 Shrs Shared-Defined 1 12,200 VARIAN SEMICONDUCTOR EQUIPMN Common 922207105 9,812 267,350 Shrs Shared-Defined 1 267,350 VASCO DATA SEC INTL INC Common 92230Y104 152 14,658 Shrs Shared-Defined 1 14,658 VCA ANTECH INC Common 918194101 913 25,311 Shrs Shared-Defined 1 25,311 VENTANA MED SYS INC Common 92276H106 3,812 93,357 Shrs Shared-Defined 1 93,357 VERIFONE HLDGS INC Common 92342Y109 286 10,000 Shrs Shared-Defined 1 10,000 VERIGY LTD Common Y93691106 1,373 84,440 Shrs Shared-Defined 1 84,440 VERINT SYS INC Common 92343X100 239 7,953 Shrs Shared-Defined 1 7,953 VERISIGN INC Common 92343E102 3,452 170,892 Shrs Shared-Defined 1 170,892 VERITAS DGC INC Common 92343P107 553 8,400 Shrs Shared-Defined 1 8,400 VERIZON COMMUNICATIONS Common 92343V104 6,513 175,400 Shrs Shared-Defined 1 175,400 VERTEX PHARMACEUTICALS INC Common 92532F100 1,489 44,236 Shrs Shared-Defined 1 44,236 VIAD CORP Common 92552R406 712 20,100 Shrs Shared-Defined 1 20,100 VIASAT INC Common 92552V100 2,699 107,600 Shrs Shared-Defined 1 107,600 VISHAY INTERTECHNOLOGY INC Common 928298108 3,698 263,400 Shrs Shared-Defined 1 263,400 VISTACARE INC Common 92839Y109 365 35,100 Shrs Shared-Defined 1 35,100 VISTAPRINT LIMITED Common G93762204 218 8,400 Shrs Shared-Defined 1 8,400 VISTEON CORP Common 92839U107 125 15,300 Shrs Shared-Defined 1 15,300 VIVO PARTICIPACOES S A Common 92855S101 6,240 2,000,000 Shrs Shared-Defined 1 2,000,000 VOLTERRA SEMICONDUCTOR CORP Common 928708106 493 30,320 Shrs Shared-Defined 1 30,320 VONAGE HLDGS CORP Common 92886T201 2,065 300,090 Shrs Shared-Defined 1 300,090 W-H ENERGY SVCS INC Common 92925E108 763 18,400 Shrs Shared-Defined 1 18,400 WACHOVIA CORP 2ND NEW Common 929903102 33,692 603,800 Shrs Shared-Defined 1 603,800 WALGREEN CO Common 931422109 10,449 235,400 Shrs Shared-Defined 1 235,400 WALTER INDS INC Common 93317Q105 4,268 100,000 Shrs Shared-Defined 1 100,000 WASHINGTON GROUP INTL INC Common 938862208 1,198 20,345 Shrs Shared-Defined 1 20,345 WASHINGTON MUT INC Common 939322103 8,398 193,200 Shrs Shared-Defined 1 193,200 WATERS CORP Common 941848103 5,805 128,200 Shrs Shared-Defined 1 128,200 WATSON PHARMACEUTICALS INC Common 942683103 379 14,500 Shrs Shared-Defined 1 14,500 WATSON WYATT WORLDWIDE INC Common 942712100 1,395 34,100 Shrs Shared-Defined 1 34,100 WATTS WATER TECHNOLOGIES INC Common 942749102 1,061 33,400 Shrs Shared-Defined 1 33,400 WCI CMNTYS INC Debt 92923CAK0 13,817 14,000,000 Prn Shared-Defined 1 14,000,000 WEATHERFORD INTERNATIONAL LT Common G95089101 5,290 126,800 Shrs Shared-Defined 1 126,800 WEBEX COMMUNICATIONS INC Common 94767L109 1,692 43,360 Shrs Shared-Defined 1 43,360 WEBMETHODS INC Common 94768C108 259 33,799 Shrs Shared-Defined 1 33,799 WEBMETHODS INC Option 94768C958 574 75,000 Put Shared-Defined 1 75,000 WEBSENSE INC Common 947684106 2,365 109,420 Shrs Shared-Defined 1 109,420 WEBSIDESTORY INC Common 947685103 991 75,000 Shrs Shared-Defined 1 75,000 WEBSTER FINL CORP CONN Common 947890109 2,417 51,300 Shrs Shared-Defined 1 51,300 WEBSTER FINL CORP CONN Option 947890909 2,356 50,000 Call Shared-Defined 1 50,000 WELLCARE HEALTH PLANS INC Common 94946T106 4,479 79,100 Shrs Shared-Defined 1 79,100 WELLPOINT INC Common 94973V107 16,188 210,100 Shrs Shared-Defined 1 210,100 WELLS FARGO & CO NEW Common 949746101 9,273 256,300 Shrs Shared-Defined 1 256,300 WELLS FARGO & CO NEW Debt 949746FA4 20,296 20,000,000 Prn Shared-Defined 1 20,000,000 WESCO INTL INC Common 95082P105 4,091 70,500 Shrs Shared-Defined 1 70,500 WEST PHARMACEUTICAL SVSC INC Common 955306105 805 20,500 Shrs Shared-Defined 1 20,500 WESTERN DIGITAL CORP Common 958102105 3,168 175,000 Shrs Shared-Defined 1 175,000 WESTLAKE CHEM CORP Common 960413102 355 11,100 Shrs Shared-Defined 1 11,100 WHEELING PITTSBURGH CORP Common 963142302 139 8,130 Shrs Shared-Defined 1 8,130 WHIRLPOOL CORP Common 963320106 585 6,950 Shrs Shared-Defined 1 6,950 WHITING PETE CORP NEW Common 966387102 493 12,300 Shrs Shared-Defined 1 12,300 WHITNEY HLDG CORP Common 966612103 909 25,400 Shrs Shared-Defined 1 25,400 WHOLE FOODS MKT INC Common 966837106 9,090 152,958 Shrs Shared-Defined 1 152,958 WILD OATS MARKETS INC Common 96808B107 1,381 85,393 Shrs Shared-Defined 1 85,393 WILLBROS GROUP INC Option 969199958 937 60,000 Put Shared-Defined 1 60,000 WILLIAMS CLAYTON ENERGY INC Common 969490101 351 11,600 Shrs Shared-Defined 1 11,600 WILLIAMS COS INC DEL Common 969457100 8,696 364,300 Shrs Shared-Defined 1 364,300 WILLIAMS SCOTSMAN INTL INC Common 96950G102 308 14,441 Shrs Shared-Defined 1 14,441 WILLIAMS SONOMA INC Common 969904101 405 12,500 Shrs Shared-Defined 1 12,500 WILMINGTON TRUST CORP Common 971807102 223 5,000 Shrs Shared-Defined 1 5,000 WILSHIRE BANCORP INC Common 97186T108 190 10,000 Shrs Shared-Defined 1 10,000 WILSON GREATBATCH TECHNOLOGI Debt 972232AB8 6,973 7,800,000 Prn Shared-Defined 1 7,800,000 WIND RIVER SYSTEMS INC Common 973149107 283 26,400 Shrs Shared-Defined 1 26,400 WINDSTREAM CORP Common 97381W104 505 38,301 Shrs Shared-Defined 1 38,301 WMS INDS INC Common 929297109 508 17,400 Shrs Shared-Defined 1 17,400 WORLD WRESTLING ENTMT INC Common 98156Q108 246 15,000 Shrs Shared-Defined 1 15,000 WORTHINGTON INDS INC Common 981811102 420 24,600 Shrs Shared-Defined 1 24,600 WPCS INTL INC Common 92931L203 471 47,390 Shrs Shared-Defined 1 47,390 WPS RESOURCES CORP Common 92931B106 9,539 192,200 Shrs Shared-Defined 1 192,200 WRIGLEY WM JR CO Common 982526105 4,095 88,900 Shrs Shared-Defined 1 88,900 WYETH Common 983024100 3,610 71,000 Shrs Shared-Defined 1 71,000 WYETH Option 983024900 1,907 37,500 Call Shared-Defined 1 37,500 XEROX CORP Common 984121103 319 20,500 Shrs Shared-Defined 1 20,500 XILINX INC Common 983919101 856 39,018 Shrs Shared-Defined 1 39,018 XL CAP LTD Common G98255105 5,324 77,500 Shrs Shared-Defined 1 77,500 XM SATELLITE RADIO HLDGS INC Common 983759101 14,318 1,110,777 Shrs Shared-Defined 1 1,110,777 XTO ENERGY INC Common 98385X106 843 20,000 Shrs Shared-Defined 1 20,000 YAHOO INC Common 984332106 1,375 54,400 Shrs Shared-Defined 1 54,400 YAHOO INC Debt 984332AB2 25,266 19,500,000 Prn Shared-Defined 1 19,500,000 YAMANA GOLD INC Common 98462Y100 2,304 250,000 Shrs Shared-Defined 1 250,000 YRC WORLDWIDE INC Common 984249102 2,063 55,709 Shrs Shared-Defined 1 55,709 ZALE CORP NEW Common 988858106 44 1,600 Shrs Shared-Defined 1 1,600 ZARLINK SEMICONDUCTOR INC Common 989139100 985 451,100 Shrs Shared-Defined 1 451,100 ZEBRA TECHNOLOGIES CORP Common 989207105 407 11,400 Shrs Shared-Defined 1 11,400 ZENITH NATL INS CORP Common 989390109 1,197 30,000 Shrs Shared-Defined 1 30,000 ZIMMER HLDGS INC Common 98956P102 2,099 31,100 Shrs Shared-Defined 1 31,100 ZIONS BANCORPORATION Common 989701107 239 3,000 Shrs Shared-Defined 1 3,000 ZOLL MED CORP Common 989922109 359 10,000 Shrs Shared-Defined 1 10,000 ZORAN CORP Common 98975F101 2,984 185,600 Shrs Shared-Defined 1 185,600 ZYGO CORP Common 989855101 1,334 104,600 Shrs Shared-Defined 1 104,600 ZYMOGENETICS INC Common 98985T109 511 30,300 Shrs Shared-Defined 1 30,300