13F-HR 1 y30350e13fvhr.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: December 31, 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 February 14, 2007 ------------------------------------ --------------------- ----------------- [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: Name 28-10113 Sigma Capital Management, LLC 28-11740 CR Intrinsic Investors, LLC 28-11739 Canvas Capital Management, L.P. 28-11288 Walter Capital Management, LLP. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1673* Form 13F Information Table Value Total: $12,388,208 (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. FORM 13F
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------------------------------------------------------------------------------------------------------------ TITLE OF VALUE SHRS OR PRN INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP [X$1000] AMT SH/PRN PUT/CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ ABX AIR INC Common 00080S101 2,667 384,800 SHRS Shared-Defined 1 384,800 A C MOORE ARTS & CRAFTS INC Common 00086T103 36,274 1,673,910 SHRS Shared-Defined 1 1,673,910 A D C TELECOMMUNICATIONS Common 000886309 174 12,000 SHRS Shared-Defined 1 12,000 A D C TELECOMMUNICATIONS Debt 000886AB7 4,727 5,000,000 PRN Shared-Defined 1 5,000,000 A D C TELECOMMUNICATIONS Debt 000886AD3 13,137 14,000,000 PRN Shared-Defined 1 14,000,000 AGL RES INC Common 001204106 1,973 50,700 SHRS Shared-Defined 1 50,700 AES CORP Common 00130H105 8,488 385,100 SHRS Shared-Defined 1 385,100 AMB PROPERTY CORP Common 00163T109 551 9,400 SHRS Shared-Defined 1 9,400 AMR CORP Common 001765106 29,777 985,004 SHRS Shared-Defined 1 985,004 AT&T INC Common 00206R102 5,037 140,900 SHRS Shared-Defined 1 140,900 ATMI INC Common 00207R101 385 12,600 SHRS Shared-Defined 1 12,600 ATP OIL & GAS CORP Common 00208J108 1,401 35,411 SHRS Shared-Defined 1 35,411 AVX CORP NEW Common 002444107 657 44,400 SHRS Shared-Defined 1 44,400 AARON RENTS INC Common 002535201 360 12,500 SHRS Shared-Defined 1 12,500 ABBOTT LABS Common 002824100 365 7,500 SHRS Shared-Defined 1 7,500 ABERCROMBIE & FITCH CO Common 002896207 5,919 85,000 SHRS Shared-Defined 1 85,000 ABERCROMBIE & FITCH CO Option 002896907 2,576 37,000 CALL Shared-Defined 1 37,000 ABRAXIS BIOSCIENCE INC Common 00383E106 235 8,600 SHRS Shared-Defined 1 8,600 ACACIA RESH CORP Common 003881307 1,069 79,911 SHRS Shared-Defined 1 79,911 ABITIBI-CONSOLIDATED INC Common 003924107 490 191,200 SHRS Shared-Defined 1 191,200 ACCREDITED HOME LENDRS HLDG Common 00437P107 4,939 181,055 SHRS Shared-Defined 1 181,055 ACCURIDE CORP Common 004398103 133 11,800 SHRS Shared-Defined 1 11,800 ACQUICOR TECHNOLOGY INC Warrant 00489A115 83 100,000 SHRS Shared-Defined 1 100,000 ACTIVISION INC NEW Common 004930202 5,652 327,835 SHRS Shared-Defined 1 327,835 ACTIVIDENTITY CORP Common 00506P103 56 11,001 SHRS Shared-Defined 1 11,001 ACTIONS SEMICONDUCTOR CO LTD Common 00507E107 51 6,174 SHRS Shared-Defined 1 6,174 ACTUANT CORP Common 00508X203 1,572 33,000 SHRS Shared-Defined 1 33,000 ACUITY BRANDS INC Common 00508Y102 484 9,300 SHRS Shared-Defined 1 9,300 ADAMS RESPIRATORY THERAPEUTI Common 00635P107 7,781 190,661 SHRS Shared-Defined 1 190,661 ADAPTEC INC Debt 00651FAG3 14,121 15,550,000 PRN Shared-Defined 1 15,550,000 ADOBE SYS INC Common 00724F101 9,891 240,545 SHRS Shared-Defined 1 240,545 ADTRAN INC Option 00738A956 4,540 200,000 PUT Shared-Defined 1 200,000 ADVANCE AUTO PARTS INC Common 00751Y106 309 8,700 SHRS Shared-Defined 1 8,700 ADVANCED ANALOGIC TECHNOLOGI Common 00752J108 67 12,415 SHRS Shared-Defined 1 12,415 ADVANCED MAGNETICS INC Common 00753P103 4,749 79,519 SHRS Shared-Defined 1 79,519 ADVANCED LIFE SCIENCES HLDGS Common 00765H107 884 325,000 SHRS Shared-Defined 1 325,000 AEROFLEX INC Common 007768104 193 16,472 SHRS Shared-Defined 1 16,472 AEROPOSTALE Common 007865108 9,542 309,100 SHRS Shared-Defined 1 309,100 ADVANCED MICRO DEVICES INC Common 007903107 3,333 163,800 SHRS Shared-Defined 1 163,800 ADVANTA CORP Common 007942204 2,164 49,600 SHRS Shared-Defined 1 49,600 AETNA INC NEW Common 00817Y108 3,385 78,400 SHRS Shared-Defined 1 78,400 AFFILIATED COMPUTER SERVICES Common 008190100 7,370 150,900 SHRS Shared-Defined 1 150,900 AFFILIATED MANAGERS GROUP Debt 008252AE8 93,828 36,000,000 PRN Shared-Defined 1 36,000,000 AFFYMETRIX INC Common 00826T108 2,076 90,022 SHRS Shared-Defined 1 90,022 AGILENT TECHNOLOGIES INC Common 00846U101 436 12,500 SHRS Shared-Defined 1 12,500 AGILE SOFTWARE CORP DEL Common 00846X105 16 2,628 SHRS Shared-Defined 1 2,628
AGNICO EAGLE MINES LTD Common 008474108 3,509 84,990 SHRS Shared-Defined 1 84,990 AIR PRODS & CHEMS INC Common 009158106 1,715 24,400 SHRS Shared-Defined 1 24,400 AIRGAS INC Common 009363102 7,148 176,400 SHRS Shared-Defined 1 176,400 AIRTRAN HLDGS INC Common 00949P108 2,826 240,700 SHRS Shared-Defined 1 240,700 AKAMAI TECHNOLOGIES INC Common 00971T101 722 13,600 SHRS Shared-Defined 1 13,600 AKORN INC Common 009728106 1,563 250,000 SHRS Shared-Defined 1 250,000 ALASKA AIR GROUP INC Common 011659109 3,701 93,700 SHRS Shared-Defined 1 93,700 ALASKA COMMUNICATIONS SYS GR Common 01167P101 2,780 183,000 SHRS Shared-Defined 1 183,000 ALBEMARLE CORP Common 012653101 2,319 32,300 SHRS Shared-Defined 1 32,300 ALCAN INC Common 013716105 45,889 941,500 SHRS Shared-Defined 1 941,500 ALCAN INC Option 013716955 2,437 50,000 PUT Shared-Defined 1 50,000 ALCOA INC Common 013817101 23,567 785,300 SHRS Shared-Defined 1 785,300 ALCATEL-LUCENT Common 013904305 14,718 1,035,000 SHRS Shared-Defined 1 1,035,000 ALEXANDER & BALDWIN INC Common 014482103 217 4,900 SHRS Shared-Defined 1 4,900 ALEXION PHARMACEUTICALS INC Common 015351109 14,864 368,000 SHRS Shared-Defined 1 368,000 ALEXION PHARMACEUTICALS INC Debt 015351AF6 5,022 3,500,000 PRN Shared-Defined 1 3,500,000 ALKERMES INC Common 01642T108 3,814 285,288 SHRS Shared-Defined 1 285,288 ALLEGHENY TECHNOLOGIES INC Common 01741R102 8,424 92,900 SHRS Shared-Defined 1 92,900 ALLERGAN INC Common 018490102 5,412 45,200 SHRS Shared-Defined 1 45,200 ALLETE INC Common 018522300 959 20,600 SHRS Shared-Defined 1 20,600 ALLIANCE DATA SYSTEMS CORP Common 018581108 2,037 32,600 SHRS Shared-Defined 1 32,600 ALLIANT ENERGY CORP Common 018802108 18,402 487,200 SHRS Shared-Defined 1 487,200 ALLIANT TECHSYSTEMS INC Common 018804104 10,647 136,165 SHRS Shared-Defined 1 136,165 ALLIED WASTE INDS INC Common 019589308 8,179 665,500 SHRS Shared-Defined 1 665,500 ALLOS THERAPEUTICS INC Common 019777101 159 27,210 SHRS Shared-Defined 1 27,210 ALLSCRIPTS HEALTHCARE SOLUTI Common 01988P108 455 16,863 SHRS Shared-Defined 1 16,863 ALLSTATE CORP Common 020002101 612 9,400 SHRS Shared-Defined 1 9,400 ALLTEL CORP Common 020039103 13,662 225,900 SHRS Shared-Defined 1 225,900 ALPHA NATURAL RESOURCES INC Common 02076X102 7,115 500,000 SHRS Shared-Defined 1 500,000 ALPHARMA INC Common 020813101 1,338 55,500 SHRS Shared-Defined 1 55,500 ALTERA CORP Common 021441100 947 48,111 SHRS Shared-Defined 1 48,111 ALTIRIS INC Common 02148M100 454 17,872 SHRS Shared-Defined 1 17,872 ALTRIA GROUP INC Common 02209S103 11,923 138,927 SHRS Shared-Defined 1 138,927 ALTUS PHARMACEUTICALS INC Common 02216N105 3,219 170,756 SHRS Shared-Defined 1 170,756 AMAZON COM INC Common 023135106 663 16,812 SHRS Shared-Defined 1 16,812 AMAZON COM INC Debt 023135AF3 28,418 29,000,000 PRN Shared-Defined 1 29,000,000 AMBAC FINL GROUP INC Common 023139108 472 5,300 SHRS Shared-Defined 1 5,300 AMEDISYS INC Common 023436108 1,331 40,483 SHRS Shared-Defined 1 40,483 AMEREN CORP Common 023608102 3,073 57,200 SHRS Shared-Defined 1 57,200 AMERICA MOVIL S A DE C V Common 02364W105 19,006 420,300 SHRS Shared-Defined 1 420,300 AMERICAN AXLE & MFG HLDGS IN Common 024061103 794 41,800 SHRS Shared-Defined 1 41,800 AMERICAN COMMERCIAL LINES Common 025195207 1,468 22,413 SHRS Shared-Defined 1 22,413 AMERICAN ELEC PWR INC Common 025537101 473 11,100 SHRS Shared-Defined 1 11,100 AMERICAN EAGLE OUTFITTERS NE Common 02553E106 6,699 214,637 SHRS Shared-Defined 1 214,637 AMERICAN EQTY INVT LIFE HLD Common 025676206 261 20,000 SHRS Shared-Defined 1 20,000 AMERICAN EXPRESS CO Common 025816109 1,808 29,800 SHRS Shared-Defined 1 29,800 AMERICAN GREETINGS CORP Common 026375105 430 18,000 SHRS Shared-Defined 1 18,000 AMERICAN INTL GROUP INC Common 026874107 5,926 82,700 SHRS Shared-Defined 1 82,700 AMERICAN INTL GROUP INC Option 026874957 10,749 150,000 PUT Shared-Defined 1 150,000 AMERICAN ITALIAN PASTA CO Common 027070101 2,464 276,900 SHRS Shared-Defined 1 276,900 AMERICAN MED SYS HLDGS INC Debt 02744MAA6 4,662 4,000,000 PRN Shared-Defined 1 4,000,000 AMERICAN ORIENTAL BIOENGR IN Common 028731107 1,047 89,739 SHRS Shared-Defined 1 89,739 AMERICAN SCIENCE & ENGR INC Common 029429107 840 14,118 SHRS Shared-Defined 1 14,118 AMERICAN STD COS INC DEL Common 029712106 59,353 1,294,500 SHRS Shared-Defined 1 1,294,500
AMERICAN TOWER CORP Common 029912201 18,933 507,857 SHRS Shared-Defined 1 507,857 AMERICAN TOWER CORP Debt 029912AF9 5,247 5,248,000 PRN Shared-Defined 1 5,248,000 AMERICAN WOODMARK CORP Common 030506109 431 10,300 SHRS Shared-Defined 1 10,300 AMERICREDIT CORP Common 03060R101 12,947 514,400 SHRS Shared-Defined 1 514,400 AMERISTAR CASINOS INC Common 03070Q101 5,668 184,400 SHRS Shared-Defined 1 184,400 AMERISTAR CASINOS INC Option 03070Q901 2,306 75,000 CALL Shared-Defined 1 75,000 AMERISOURCEBERGEN CORP Common 03073E105 7,144 158,900 SHRS Shared-Defined 1 158,900 AMERIGROUP CORP Common 03073T102 2,462 68,600 SHRS Shared-Defined 1 68,600 AMETEK INC NEW Common 031100100 1,570 49,300 SHRS Shared-Defined 1 49,300 AMGEN INC Common 031162100 22,822 334,096 SHRS Shared-Defined 1 334,096 AMGEN INC Debt 031162AL4 2,250 3,000,000 PRN Shared-Defined 1 3,000,000 AMGEN INC Debt 031162AQ3 1,963 2,000,000 PRN Shared-Defined 1 2,000,000 AMKOR TECHNOLOGY INC Common 031652100 2,840 304,070 SHRS Shared-Defined 1 304,070 AMPHENOL CORP NEW Common 032095101 813 13,100 SHRS Shared-Defined 1 13,100 AMYLIN PHARMACEUTICALS INC Common 032346108 1,915 53,100 SHRS Shared-Defined 1 53,100 AMYLIN PHARMACEUTICALS INC Option 032346908 9,018 250,000 CALL Shared-Defined 1 250,000 ANADARKO PETE CORP Common 032511107 3,712 85,300 SHRS Shared-Defined 1 85,300 ANALOG DEVICES INC Common 032654105 404 12,300 SHRS Shared-Defined 1 12,300 ANDERSONS INC Common 034164103 2,450 57,800 SHRS Shared-Defined 1 57,800 ANDREW CORP Common 034425108 1,525 149,113 SHRS Shared-Defined 1 149,113 ANESIVA INC COM Common 03460L100 1 150 SHRS Shared-Defined 1 150 ANHEUSER BUSCH COS INC Common 035229103 18,637 378,800 SHRS Shared-Defined 1 378,800 ANIXTER INTL INC Common 035290105 1,754 32,300 SHRS Shared-Defined 1 32,300 ANNALY CAP MGMT INC Common 035710409 6,955 500,000 SHRS Shared-Defined 1 500,000 ANNTAYLOR STORES CORP Common 036115103 2,190 66,700 SHRS Shared-Defined 1 66,700 ANNTAYLOR STORES CORP Option 036115903 3,284 100,000 CALL Shared-Defined 1 100,000 ANSYS INC Common 03662Q105 3,658 84,110 SHRS Shared-Defined 1 84,110 AON CORP Common 037389103 3,995 113,043 SHRS Shared-Defined 1 113,043 AON CORP Debt 037389AT0 46,993 28,500,000 PRN Shared-Defined 1 28,500,000 APACHE CORP Common 037411105 2,762 41,528 SHRS Shared-Defined 1 41,528 APARTMENT INVT & MGMT CO Common 03748R101 857 15,300 SHRS Shared-Defined 1 15,300 APPLE COMPUTER INC Common 037833100 42,863 505,219 SHRS Shared-Defined 1 505,219 APPLEBEES INTL INC Common 037899101 249 10,100 SHRS Shared-Defined 1 10,100 APRIA HEALTHCARE GROUP INC Common 037933108 4,344 163,000 SHRS Shared-Defined 1 163,000 APPLERA CORP Common 038020103 1,159 31,600 SHRS Shared-Defined 1 31,600 APPLERA CORP Common 038020202 2,798 200,000 SHRS Shared-Defined 1 200,000 APPLIED MATLS INC Common 038222105 13,358 724,000 SHRS Shared-Defined 1 724,000 APPLIED MICRO CIRCUITS CORP Common 03822W109 24,119 6,774,900 SHRS Shared-Defined 1 6,774,900 APTARGROUP INC Common 038336103 768 13,000 SHRS Shared-Defined 1 13,000 AQUANTIVE INC Common 03839G105 1,141 46,257 SHRS Shared-Defined 1 46,257 ARCH CHEMICALS INC Common 03937R102 7,078 212,500 SHRS Shared-Defined 1 212,500 ARCH COAL INC Common 039380100 2,730 90,900 SHRS Shared-Defined 1 90,900 ARCHER DANIELS MIDLAND CO Common 039483102 8,834 276,400 SHRS Shared-Defined 1 276,400 ARCHSTONE SMITH OPER TR Debt 039584AC1 5,331 5,000,000 PRN Shared-Defined 1 5,000,000 ARENA PHARMACEUTICALS INC Common 040047102 342 26,471 SHRS Shared-Defined 1 26,471 ARES CAP CORP Common 04010L103 522 27,300 SHRS Shared-Defined 1 27,300 ARGONAUT GROUP INC Common 040157109 3,866 110,900 SHRS Shared-Defined 1 110,900 ARKANSAS BEST CORP DEL Common 040790107 443 12,300 SHRS Shared-Defined 1 12,300 ARMOR HOLDINGS INC Common 042260109 17,322 315,800 SHRS Shared-Defined 1 315,800 ARRIS GROUP INC Common 04269Q100 3,065 244,981 SHRS Shared-Defined 1 244,981 ARROW ELECTRS INC Common 042735100 947 30,000 SHRS Shared-Defined 1 30,000 ARVINMERITOR INC Common 043353101 4,009 219,900 SHRS Shared-Defined 1 219,900 ASPEN TECHNOLOGY INC Common 045327103 3,005 272,642 SHRS Shared-Defined 1 272,642 ASPREVA PHARMACEUTICALS CORP Common 04538T109 1,731 84,369 SHRS Shared-Defined 1 84,369
ASSURANT INC Common 04621X108 757 13,700 SHRS Shared-Defined 1 13,700 ASTORIA FINL CORP Common 046265104 7,842 260,000 SHRS Shared-Defined 1 260,000 ASYST TECHNOLOGY CORP Common 04648X107 2,707 370,300 SHRS Shared-Defined 1 370,300 ATHEROGENICS INC Common 047439104 180 18,200 SHRS Shared-Defined 1 18,200 ATHEROGENICS INC Option 047439904 3,964 400,000 CALL Shared-Defined 1 400,000 ATHEROS COMMUNICATIONS INC Common 04743P108 2,849 133,621 SHRS Shared-Defined 1 133,621 ATLANTIC TELE NETWORK INC Common 049079205 2,930 100,000 SHRS Shared-Defined 1 100,000 ATLAS AMER INC Common 049167109 19,888 390,181 SHRS Shared-Defined 1 390,181 ATMEL CORP Common 049513104 1,163 192,246 SHRS Shared-Defined 1 192,246 ATRICURE INC Common 04963C209 900 100,000 SHRS Shared-Defined 1 100,000 AUTODESK INC Common 052769106 225 5,573 SHRS Shared-Defined 1 5,573 AUTOMATIC DATA PROCESSING IN Common 053015103 1,670 33,900 SHRS Shared-Defined 1 33,900 AUTOMATIC DATA PROCESSING IN Option 053015953 493 10,000 PUT Shared-Defined 1 10,000 AUTOZONE INC Common 053332102 8,436 73,000 SHRS Shared-Defined 1 73,000 AVALONBAY CMNTYS INC Common 053484101 1,350 10,384 SHRS Shared-Defined 1 10,384 AVANEX CORP Common 05348W109 9,025 4,775,000 SHRS Shared-Defined 1 4,775,000 AVERY DENNISON CORP Common 053611109 598 8,800 SHRS Shared-Defined 1 8,800 AVID TECHNOLOGY INC Common 05367P100 790 21,200 SHRS Shared-Defined 1 21,200 AVIS BUDGET GROUP Common 053774105 1,651 76,120 SHRS Shared-Defined 1 76,120 AVNET INC Common 053807103 8,555 335,100 SHRS Shared-Defined 1 335,100 AVOCENT CORP Common 053893103 1,358 40,126 SHRS Shared-Defined 1 40,126 AVON PRODS INC Common 054303102 1,391 42,100 SHRS Shared-Defined 1 42,100 AXCELIS TECHNOLOGIES INC Common 054540109 76 13,085 SHRS Shared-Defined 1 13,085 AXCAN PHARMA INC Common 054923107 1,702 119,569 SHRS Shared-Defined 1 119,569 AXCAN PHARMA INC Debt 054923AB3 2,190 2,000,000 PRN Shared-Defined 1 2,000,000 BB&T CORP Common 054937107 5,460 124,300 SHRS Shared-Defined 1 124,300 BCE INC Common 05534B760 2,135 79,200 SHRS Shared-Defined 1 79,200 BISYS GROUP INC Common 055472104 4,615 357,500 SHRS Shared-Defined 1 357,500 BJ SVCS CO Common 055482103 5,858 199,800 SHRS Shared-Defined 1 199,800 BJS WHOLESALE CLUB INC Common 05548J106 8,941 287,400 SHRS Shared-Defined 1 287,400 BMC SOFTWARE INC Common 055921100 609 18,900 SHRS Shared-Defined 1 18,900 BAIDU COM INC Common 056752108 2,016 17,892 SHRS Shared-Defined 1 17,892 BAKER HUGHES INC Common 057224107 8,318 111,408 SHRS Shared-Defined 1 111,408 BALDOR ELEC CO Common 057741100 13,435 402,000 SHRS Shared-Defined 1 402,000 BALLARD PWR SYS INC Common 05858H104 108 18,900 SHRS Shared-Defined 1 18,900 BALLY TOTAL FITNESS HLDG COR Common 05873K108 6,801 2,776,000 SHRS Shared-Defined 1 2,776,000 BALLY TECHNOLOGIES INC Common 05874B107 5,834 312,300 SHRS Shared-Defined 1 312,300 BANCO BRADESCO S A Common 059460303 2,421 60,000 SHRS Shared-Defined 1 60,000 BANCSHARES FLA INC Common 05976U102 1,126 55,000 SHRS Shared-Defined 1 55,000 BANK OF AMERICA CORPORATION Common 060505104 33,951 635,900 SHRS Shared-Defined 1 635,900 BANK HAWAII CORP Common 062540109 545 10,100 SHRS Shared-Defined 1 10,100 BANK MONTREAL QUE Common 063671101 563 9,500 SHRS Shared-Defined 1 9,500 BANK NEW YORK INC Common 064057102 689 17,500 SHRS Shared-Defined 1 17,500 BANKATLANTIC BANCORP Common 065908501 2,009 145,500 SHRS Shared-Defined 1 145,500 BANKRATE INC Common 06646V108 775 20,413 SHRS Shared-Defined 1 20,413 BANKUNITED FINL CORP Common 06652B103 8,637 308,918 SHRS Shared-Defined 1 308,918 BARD C R INC Common 067383109 3,020 36,400 SHRS Shared-Defined 1 36,400 BARE ESCENTUALS INC Common 067511105 1,554 50,000 SHRS Shared-Defined 1 50,000 BARNES & NOBLE INC Common 067774109 2,923 73,600 SHRS Shared-Defined 1 73,600 BAXTER INTL INC Common 071813109 1,531 33,000 SHRS Shared-Defined 1 33,000 BAYTEX ENERGY TR Common 073176109 893 46,700 SHRS Shared-Defined 1 46,700 BEA SYS INC Common 073325102 22,058 1,753,406 SHRS Shared-Defined 1 1,753,406 BEAR STEARNS COS INC Common 073902108 10,174 62,500 SHRS Shared-Defined 1 62,500 BEARINGPOINT INC Common 074002106 6,978 886,600 SHRS Shared-Defined 1 886,600
BEAZER HOMES USA INC Common 07556Q105 729 15,500 SHRS Shared-Defined 1 15,500 BEBE STORES INC Common 075571109 1,512 76,400 SHRS Shared-Defined 1 76,400 BECKMAN COULTER INC Common 075811109 759 12,700 SHRS Shared-Defined 1 12,700 BECTON DICKINSON & CO Common 075887109 7,752 110,500 SHRS Shared-Defined 1 110,500 BELO CORP Common 080555105 606 33,000 SHRS Shared-Defined 1 33,000 BEMIS INC Common 081437105 2,321 68,300 SHRS Shared-Defined 1 68,300 BENCHMARK ELECTRS INC Common 08160H101 1,530 62,800 SHRS Shared-Defined 1 62,800 BERKLEY W R CORP Common 084423102 6,312 182,900 SHRS Shared-Defined 1 182,900 BEST BUY INC Debt 086516AF8 55,621 50,000,000 PRN Shared-Defined 1 50,000,000 BIG LOTS INC Common 089302103 206 9,000 SHRS Shared-Defined 1 9,000 BIOMET INC Common 090613100 6,448 156,230 SHRS Shared-Defined 1 156,230 BIOMARIN PHARMACEUTICAL INC Common 09061G101 651 39,745 SHRS Shared-Defined 1 39,745 BIOMARIN PHARMACEUTICAL INC Debt 09061GAB7 2,353 2,000,000 PRN Shared-Defined 1 2,000,000 BIOMARIN PHARMACEUTICAL INC Debt 09061GAC5 2,417 2,000,000 PRN Shared-Defined 1 2,000,000 BIOGEN IDEC INC Common 09062X103 2,698 54,853 SHRS Shared-Defined 1 54,853 BIOLASE TECHNOLOGY INC Common 090911108 423 48,371 SHRS Shared-Defined 1 48,371 BIOSITE INC Common 090945106 523 10,704 SHRS Shared-Defined 1 10,704 BLACKBOARD INC Common 091935502 389 12,962 SHRS Shared-Defined 1 12,962 BLACKBAUD INC Common 09227Q100 465 17,900 SHRS Shared-Defined 1 17,900 BLOCK H & R INC Common 093671105 4,507 195,600 SHRS Shared-Defined 1 195,600 BMB MUNAI INC Common 09656A105 2,192 442,729 SHRS Shared-Defined 1 442,729 BOEING CO Common 097023105 3,216 36,200 SHRS Shared-Defined 1 36,200 BOEING CO Option 097023955 6,663 75,000 PUT Shared-Defined 1 75,000 BON-TON STORES INC Common 09776J101 2,807 81,000 SHRS Shared-Defined 1 81,000 BORDERS GROUP INC Common 099709107 295 13,200 SHRS Shared-Defined 1 13,200 BORG WARNER INC Common 099724106 1,641 27,800 SHRS Shared-Defined 1 27,800 BOSTON SCIENTIFIC CORP Common 101137107 4,982 290,000 SHRS Shared-Defined 1 290,000 BOSTON SCIENTIFIC CORP Option 101137907 4,295 250,000 CALL Shared-Defined 1 250,000 BOYD GAMING CORP Common 103304101 6,797 150,000 SHRS Shared-Defined 1 150,000 BOYD GAMING CORP Option 103304901 2,266 50,000 CALL Shared-Defined 1 50,000 BRIGHTPOINT INC Common 109473405 1,440 107,034 SHRS Shared-Defined 1 107,034 BRINKER INTL INC Common 109641100 947 31,400 SHRS Shared-Defined 1 31,400 BRISTOL MYERS SQUIBB CO Common 110122108 28,320 1,076,000 SHRS Shared-Defined 1 1,076,000 BROADCOM CORP Common 111320107 1,709 52,900 SHRS Shared-Defined 1 52,900 BROCADE COMMUNICATIONS SYS I Common 111621108 7,903 962,653 SHRS Shared-Defined 1 962,653 BROWN & BROWN INC Common 115236101 6,895 244,424 SHRS Shared-Defined 1 244,424 BROWN FORMAN CORP Common 115637209 397 6,000 SHRS Shared-Defined 1 6,000 BROWN SHOE INC NEW Common 115736100 2,530 53,000 SHRS Shared-Defined 1 53,000 BRUNSWICK CORP Common 117043109 855 26,800 SHRS Shared-Defined 1 26,800 BRUSH ENGINEERED MATLS INC Common 117421107 263 7,800 SHRS Shared-Defined 1 7,800 BUCKLE INC Common 118440106 1,444 28,400 SHRS Shared-Defined 1 28,400 BUCYRUS INTL INC NEW Common 118759109 295 5,705 SHRS Shared-Defined 1 5,705 BUFFALO WILD WINGS INC Common 119848109 576 10,823 SHRS Shared-Defined 1 10,823 BUILD A BEAR WORKSHOP Common 120076104 25,218 900,000 SHRS Shared-Defined 1 900,000 BUILDING MATLS HLDG CORP Common 120113105 2,943 119,200 SHRS Shared-Defined 1 119,200 BURLINGTON NORTHN SANTA FE C Common 12189T104 6,827 92,500 SHRS Shared-Defined 1 92,500 BUSINESS OBJECTS S A Common 12328X107 111,455 2,825,225 SHRS Shared-Defined 1 2,825,225 CAE INC Common 124765108 1,069 115,800 SHRS Shared-Defined 1 115,800 CBS CORP NEW Common 124857202 655 21,000 SHRS Shared-Defined 1 21,000 CBRL GROUP INC Common 12489V106 999 22,310 SHRS Shared-Defined 1 22,310 CB RICHARD ELLIS GROUP INC Common 12497T101 581 17,500 SHRS Shared-Defined 1 17,500 C COR INC Common 125010108 1,561 140,146 SHRS Shared-Defined 1 140,146 C D W CORP Common 12512N105 1,849 26,300 SHRS Shared-Defined 1 26,300 CF INDS HLDGS INC Common 125269100 8,598 335,350 SHRS Shared-Defined 1 335,350
C H ROBINSON WORLDWIDE INC Common 12541W209 818 20,000 SHRS Shared-Defined 1 20,000 CIGNA CORP Common 125509109 1,881 14,300 SHRS Shared-Defined 1 14,300 CIT GROUP INC Common 125581108 4,344 77,900 SHRS Shared-Defined 1 77,900 CIT GROUP INC Option 125581908 5,577 100,000 CALL Shared-Defined 1 100,000 CLECO CORP NEW Common 12561W105 1,529 60,600 SHRS Shared-Defined 1 60,600 CMS ENERGY CORP Common 125896100 919 55,000 SHRS Shared-Defined 1 55,000 CSK AUTO CORP Common 125965103 1,550 90,403 SHRS Shared-Defined 1 90,403 CNOOC LTD Common 126132109 5,394 57,000 SHRS Shared-Defined 1 57,000 CNET NETWORKS INC Common 12613R104 504 55,500 SHRS Shared-Defined 1 55,500 CSG SYS INTL INC Common 126349109 302 11,292 SHRS Shared-Defined 1 11,292 CSX CORP Common 126408103 344 10,000 SHRS Shared-Defined 1 10,000 CSX CORP Debt 126408GA5 12,372 10,000,000 PRN Shared-Defined 1 10,000,000 CVS CORP Common 126650100 2,439 78,900 SHRS Shared-Defined 1 78,900 CABOT CORP Common 127055101 191,871 4,403,748 SHRS Shared-Defined 1 4,403,748 CACHE INC Common 127150308 11,182 443,019 SHRS Shared-Defined 1 443,019 CACI INTL INC Common 127190304 898 15,900 SHRS Shared-Defined 1 15,900 CADBURY SCHWEPPES PLC Common 127209302 372 8,666 SHRS Shared-Defined 1 8,666 CADENCE DESIGN SYSTEM INC Common 127387108 17,780 992,734 SHRS Shared-Defined 1 992,734 CALIFORNIA PIZZA KITCHEN INC Common 13054D109 643 19,300 SHRS Shared-Defined 1 19,300 CALLON PETE CO DEL Common 13123X102 1,805 120,100 SHRS Shared-Defined 1 120,100 CAMBREX CORP Common 132011107 12,803 563,500 SHRS Shared-Defined 1 563,500 CAMDEN PPTY TR Common 133131102 9,756 132,100 SHRS Shared-Defined 1 132,100 CAMERON INTERNATIONAL CORP Common 13342B105 17,851 336,500 SHRS Shared-Defined 1 336,500 CAMERON INTERNATIONAL CORP Debt 13342BAB1 5,366 5,000,000 PRN Shared-Defined 1 5,000,000 CDN IMPERIAL BK OF COMMERCE Common 136069101 2,397 28,400 SHRS Shared-Defined 1 28,400 CANADIAN PAC RY LTD Common 13645T100 2,003 38,000 SHRS Shared-Defined 1 38,000 CANADIAN SOLAR INC Common 136635109 6 600 SHRS Shared-Defined 1 600 CANDELA CORP Common 136907102 319 25,763 SHRS Shared-Defined 1 25,763 CANO PETE INC Common 137801106 2,264 414,079 SHRS Shared-Defined 1 414,079 CAPITALSOURCE INC Common 14055X102 1,592 58,300 SHRS Shared-Defined 1 58,300 CAPTARIS INC Common 14071N104 89 11,500 SHRS Shared-Defined 1 11,500 CARACO PHARMACEUTICAL LABS L Common 14075T107 2,100 150,000 SHRS Shared-Defined 1 150,000 CARDINAL HEALTH INC Common 14149Y108 2,481 38,500 SHRS Shared-Defined 1 38,500 CARDIOME PHARMA CORP Common 14159U202 5,636 505,500 SHRS Shared-Defined 1 505,500 CAREER EDUCATION CORP Common 141665109 614 24,786 SHRS Shared-Defined 1 24,786 CAREMARK RX INC Common 141705103 84,531 1,480,150 SHRS Shared-Defined 1 1,480,150 CARLISLE COS INC Common 142339100 981 12,500 SHRS Shared-Defined 1 12,500 CARMAX INC Common 143130102 11,429 213,100 SHRS Shared-Defined 1 213,100 CARNIVAL CORP Common 143658300 1,261 25,700 SHRS Shared-Defined 1 25,700 CARNIVAL CORP Debt 143658AN2 9,594 7,500,000 PRN Shared-Defined 1 7,500,000 CARNIVAL CORP Debt 143658AV4 74,655 102,260,000 PRN Shared-Defined 1 102,260,000 CARPENTER TECHNOLOGY CORP Common 144285103 4,962 48,400 SHRS Shared-Defined 1 48,400 CARRIZO OIL & CO INC Common 144577103 580 20,000 SHRS Shared-Defined 1 20,000 CARTER INC Common 146229109 2,216 86,900 SHRS Shared-Defined 1 86,900 CASCADE CORP Common 147195101 381 7,200 SHRS Shared-Defined 1 7,200 CASEYS GEN STORES INC Common 147528103 763 32,400 SHRS Shared-Defined 1 32,400 CASH AMER INTL INC Common 14754D100 3,461 73,800 SHRS Shared-Defined 1 73,800 CASUAL MALE RETAIL GRP INC Common 148711104 18,203 1,394,897 SHRS Shared-Defined 1 1,394,897 CASUAL MALE RETAIL GRP INC Debt 148711AB0 7,799 6,300,000 PRN Shared-Defined 1 6,300,000 CATALINA MARKETING CORP Common 148867104 542 19,700 SHRS Shared-Defined 1 19,700 CATERPILLAR INC DEL Common 149123101 2,067 33,700 SHRS Shared-Defined 1 33,700 CELADON GROUP INC Common 150838100 419 25,000 SHRS Shared-Defined 1 25,000 CELANESE CORP DEL Common 150870103 24,653 952,597 SHRS Shared-Defined 1 952,597 CELL GENESYS INC Common 150921104 48 14,067 SHRS Shared-Defined 1 14,067
CELESTICA INC Common 15101Q108 192 24,600 SHRS Shared-Defined 1 24,600 CELGENE CORP Common 151020104 942 16,371 SHRS Shared-Defined 1 16,371 CENTENNIAL BK HLDGS INC DEL Common 151345303 1,419 150,000 SHRS Shared-Defined 1 150,000 CENTENE CORP DEL Common 15135B101 2,730 111,100 SHRS Shared-Defined 1 111,100 CENTEX CORP Common 152312104 10,809 192,100 SHRS Shared-Defined 1 192,100 CENTRAL EUROPEAN DIST CORP Common 153435102 255 8,597 SHRS Shared-Defined 1 8,597 CENTRAL GARDEN & PET CO Common 153527106 408 8,431 SHRS Shared-Defined 1 8,431 CENTURY ALUM CO Common 156431108 5,336 119,500 SHRS Shared-Defined 1 119,500 CENTURYTEL INC Common 156700106 2,406 55,100 SHRS Shared-Defined 1 55,100 CENTURYTEL INC Debt 156700AH9 30,426 27,550,000 PRN Shared-Defined 1 27,550,000 CEPHALON INC Common 156708109 2,095 29,755 SHRS Shared-Defined 1 29,755 CEPHALON INC Option 156708909 2,112 30,000 CALL Shared-Defined 1 30,000 CEPHALON INC Debt 156708AK5 9,491 7,500,000 PRN Shared-Defined 1 7,500,000 CEPHALON INC Debt 156708AL3 2,654 2,000,000 PRN Shared-Defined 1 2,000,000 CEPHEID Common 15670R107 3,074 361,596 SHRS Shared-Defined 1 361,596 CERADYNE INC Common 156710105 2,557 45,254 SHRS Shared-Defined 1 45,254 CERADYNE INC Debt 156710AA3 2,996 2,500,000 PRN Shared-Defined 1 2,500,000 CERNER CORP Common 156782104 3,854 84,705 SHRS Shared-Defined 1 84,705 CHAPARRAL STL CO DEL Common 159423102 3,358 75,842 SHRS Shared-Defined 1 75,842 CHARLES RIV LABS INTL INC Common 159864107 9,290 214,800 SHRS Shared-Defined 1 214,800 CHARLOTTE RUSSE HLDG INC Common 161048103 27,726 901,671 SHRS Shared-Defined 1 901,671 CHARMING SHOPPES INC Common 161133103 7,627 563,675 SHRS Shared-Defined 1 563,675 CHARTER COMMUNICATIONS INC D Common 16117M107 23,268 7,604,011 SHRS Shared-Defined 1 7,604,011 CHATTEM INC Common 162456107 1,766 35,260 SHRS Shared-Defined 1 35,260 CHECKFREE CORP NEW Common 162813109 1,161 28,913 SHRS Shared-Defined 1 28,913 CHEESECAKE FACTORY INC Common 163072101 6,753 274,500 SHRS Shared-Defined 1 274,500 CHEMED CORP NEW Common 16359R103 203 5,500 SHRS Shared-Defined 1 5,500 CHENIERE ENERGY INC Common 16411R208 2,465 85,400 SHRS Shared-Defined 1 85,400 CHESAPEAKE ENERGY CORP Common 165167107 13,488 464,300 SHRS Shared-Defined 1 464,300 CHESAPEAKE ENERGY CORP Preferred 165167818 4,291 17,000 SHRS Shared-Defined 1 17,000 CHESAPEAKE ENERGY CORP Debt 165167BW6 2,020 2,000,000 PRN Shared-Defined 1 2,000,000 CHICAGO BRIDGE & IRON CO N V Common 167250109 1,610 58,900 SHRS Shared-Defined 1 58,900 CHICAGO MERCANTILE HLDGS INC Common 167760107 20,543 40,300 SHRS Shared-Defined 1 40,300 CHICOS FAS INC Common 168615102 2,926 141,400 SHRS Shared-Defined 1 141,400 CHILDRENS PL RETAIL STORES I Common 168905107 7,301 114,945 SHRS Shared-Defined 1 114,945 CHILDRENS PL RETAIL STORES I Option 168905907 5,082 80,000 CALL Shared-Defined 1 80,000 CHINA AUTOMOTIVE SYS INC Common 16936R105 160 12,900 SHRS Shared-Defined 1 12,900 CHINA PETE & CHEM CORP Common 16941R108 31,311 337,988 SHRS Shared-Defined 1 337,988 CHINA MED TECHNOLOGIES INC Common 169483104 5,526 204,154 SHRS Shared-Defined 1 204,154 CHIPOTLE MEXICAN GRILL INC Common 169656105 10,335 181,315 SHRS Shared-Defined 1 181,315 CHIPOTLE MEXICAN GRILL INC Common 169656204 2,524 48,536 SHRS Shared-Defined 1 48,536 CHOICE HOTELS INTL INC Common 169905106 5,204 123,600 SHRS Shared-Defined 1 123,600 CHOLESTECH CORP Common 170393102 210 11,377 SHRS Shared-Defined 1 11,377 CHUBB CORP Common 171232101 8,593 162,400 SHRS Shared-Defined 1 162,400 CIBER INC Debt 17163BAB8 8,500 9,200,000 PRN Shared-Defined 1 9,200,000 CIENA CORP Common 171779309 9,070 327,330 SHRS Shared-Defined 1 327,330 CIENA CORP Debt 171779AA9 12,141 12,500,000 PRN Shared-Defined 1 12,500,000 CIMAREX ENERGY CO Common 171798101 931 25,500 SHRS Shared-Defined 1 25,500 CINCINNATI BELL INC NEW Common 171871106 1,090 238,600 SHRS Shared-Defined 1 238,600 CINCINNATI FINL CORP Common 172062101 5,779 127,540 SHRS Shared-Defined 1 127,540 CIRCUIT CITY STORE INC Common 172737108 976 51,400 SHRS Shared-Defined 1 51,400 CIRRUS LOGIC INC Common 172755100 119 17,226 SHRS Shared-Defined 1 17,226 CISCO SYS INC Common 17275R102 10,069 368,405 SHRS Shared-Defined 1 368,405 CITADEL BROADCASTING CORP Debt 17285TAB2 820 1,000,000 PRN Shared-Defined 1 1,000,000
CINTAS CORP Common 172908105 272 6,862 SHRS Shared-Defined 1 6,862 CITRIX SYS INC Common 177376100 3,943 145,761 SHRS Shared-Defined 1 145,761 CITRIX SYS INC Option 177376900 3,381 125,000 CALL Shared-Defined 1 125,000 CLAIRES STORES INC Common 179584107 45,200 1,363,900 SHRS Shared-Defined 1 1,363,900 CLEAN HARBORS INC Common 184496107 210 4,337 SHRS Shared-Defined 1 4,337 CLEAR CHANNEL COMMUNICATIONS Common 184502102 949 26,700 SHRS Shared-Defined 1 26,700 CLEVELAND CLIFFS INC Common 185896107 3,275 67,600 SHRS Shared-Defined 1 67,600 CLOROX CO DEL Common 189054109 763 11,900 SHRS Shared-Defined 1 11,900 COACH INC Common 189754104 8,227 191,500 SHRS Shared-Defined 1 191,500 COCA COLA ENTERPRISES INC Common 191219104 294 14,400 SHRS Shared-Defined 1 14,400 COEUR D ALENE MINES CORP IDA Common 192108108 260 52,500 SHRS Shared-Defined 1 52,500 COGENT COMM GROUP INC Common 19239V302 183 11,299 SHRS Shared-Defined 1 11,299 COGNIZANT TECHNOLOGY SOLUTIO Common 192446102 12,516 162,211 SHRS Shared-Defined 1 162,211 COGNOS INC Common 19244C109 83,786 1,973,151 SHRS Shared-Defined 1 1,973,151 COHERENT INC Debt 192479AB9 1,605 1,500,000 PRN Shared-Defined 1 1,500,000 COLGATE PALMOLIVE CO Common 194162103 1,938 29,700 SHRS Shared-Defined 1 29,700 COLONIAL BANCGROUP INC Common 195493309 8,965 348,300 SHRS Shared-Defined 1 348,300 COLOR KINETICS INC Common 19624P100 25,533 1,195,941 SHRS Shared-Defined 1 1,195,941 COLUMBIA SPORTSWEAR CO Common 198516106 2,432 43,660 SHRS Shared-Defined 1 43,660 COMCAST CORP NEW Common 20030N101 12,252 289,431 SHRS Shared-Defined 1 289,431 COMCAST CORP NEW Common 20030N200 733 17,500 SHRS Shared-Defined 1 17,500 COMERICA INC Common 200340107 827 14,100 SHRS Shared-Defined 1 14,100 COMMERCE BANCORP INC NJ Common 200519106 4,130 117,100 SHRS Shared-Defined 1 117,100 COMMERCE GROUP INC MASS Common 200641108 428 14,400 SHRS Shared-Defined 1 14,400 COMMERCIAL METALS CO Common 201723103 5,041 195,400 SHRS Shared-Defined 1 195,400 COMMONWEALTH TEL ENTERPRISES Debt 203349AB1 34,474 32,250,000 PRN Shared-Defined 1 32,250,000 COMMSCOPE INC Common 203372107 1,829 60,000 SHRS Shared-Defined 1 60,000 COMMUNITY HEALTH SYS INC NEW Common 203668108 8,217 225,000 SHRS Shared-Defined 1 225,000 COMPANHIA VALE DO RIO DOCE Common 204412209 8,922 300,000 SHRS Shared-Defined 1 300,000 COMPLETE PRODUCTION SERVICES Common 20453E109 278 13,100 SHRS Shared-Defined 1 13,100 COMPUCREDIT CORP Common 20478N100 3,631 91,200 SHRS Shared-Defined 1 91,200 COMPTON PETE CORP Common 204940100 110 12,000 SHRS Shared-Defined 1 12,000 COMPUTER SCIENCES CORP Common 205363104 897 16,800 SHRS Shared-Defined 1 16,800 COMPUWARE CORP Common 205638109 1,384 166,120 SHRS Shared-Defined 1 166,120 COMTECH TELECOMMUNICATIONS C Common 205826209 3,290 86,422 SHRS Shared-Defined 1 86,422 CONAGRA FOODS INC Common 205887102 4,034 149,393 SHRS Shared-Defined 1 149,393 CONCURRENT COMPUTER CORP NEW Common 206710204 11,541 6,376,500 SHRS Shared-Defined 1 6,376,500 CONOCOPHILLIPS Common 20825C104 22,556 313,500 SHRS Shared-Defined 1 313,500 CONOR MEDSYSTEMS INC Common 208264101 11,937 381,000 SHRS Shared-Defined 1 381,000 CONSECO INC Common 208464883 803 40,200 SHRS Shared-Defined 1 40,200 CONSOL ENERGY INC Common 20854P109 5,922 184,300 SHRS Shared-Defined 1 184,300 CONSOLIDATED EDISON INC Common 209115104 9,763 203,108 SHRS Shared-Defined 1 203,108 CONSTELLATION BRANDS INC Common 21036P108 409 14,100 SHRS Shared-Defined 1 14,100 CONSTELLATION ENERGY GROUP I Common 210371100 65,957 957,700 SHRS Shared-Defined 1 957,700 CONTINENTAL AIRLS INC Common 210795308 9,488 230,000 SHRS Shared-Defined 1 230,000 CONVERGYS CORP Common 212485106 309 13,000 SHRS Shared-Defined 1 13,000 COOPER CAMERON CORP Debt 216640AE2 2,411 1,500,000 PRN Shared-Defined 1 1,500,000 COOPER COS INC Common 216648402 592 13,300 SHRS Shared-Defined 1 13,300 COOPER TIRE & RUBR CO Common 216831107 257 18,000 SHRS Shared-Defined 1 18,000 COPART INC Common 217204106 2,271 75,705 SHRS Shared-Defined 1 75,705 CORN PRODS INTL INC Common 219023108 822 23,800 SHRS Shared-Defined 1 23,800 CORNING INC Common 219350105 10,790 576,700 SHRS Shared-Defined 1 576,700 CORNING INC Option 219350905 187 10,000 CALL Shared-Defined 1 10,000 CORPORATE EXECUTIVE BRD CO Common 21988R102 6,288 71,700 SHRS Shared-Defined 1 71,700
CORRECTIONS CORP AMER NEW Common 22025Y407 5,012 110,806 SHRS Shared-Defined 1 110,806 CORUS BANKSHARES INC Common 220873103 1,015 44,000 SHRS Shared-Defined 1 44,000 CORVEL CORP Common 221006109 1,983 41,693 SHRS Shared-Defined 1 41,693 COSTCO WHSL CORP NEW Common 22160K105 6,542 123,730 SHRS Shared-Defined 1 123,730 COTT CORP QUE Common 22163N106 905 63,200 SHRS Shared-Defined 1 63,200 COURTSIDE ACQUISITION CORP Warrant 22274N110 63 167,000 SHRS Shared-Defined 1 167,000 COVANCE INC Common 222816100 6,068 103,000 SHRS Shared-Defined 1 103,000 COVANSYS CORP Common 22281W103 652 28,417 SHRS Shared-Defined 1 28,417 COVENTRY HEALTH CARE INC Common 222862104 2,618 52,300 SHRS Shared-Defined 1 52,300 CRANE CO Common 224399105 744 20,300 SHRS Shared-Defined 1 20,300 CREDENCE SYS CORP Common 225302108 2,128 409,154 SHRS Shared-Defined 1 409,154 CREE INC Common 225447101 569 32,875 SHRS Shared-Defined 1 32,875 CROCS INC Common 227046109 11,904 275,562 SHRS Shared-Defined 1 275,562 CROSS CTRY HEALTHCARE INC Common 227483104 4,094 187,637 SHRS Shared-Defined 1 187,637 CROWN CASTLE INTL CORP Common 228227104 252 7,800 SHRS Shared-Defined 1 7,800 CRYSTALLEX INTL CORP Common 22942F101 3,637 1,004,600 SHRS Shared-Defined 1 1,004,600 CUBIST PHARMACEUTICALS INC Debt 229678AC1 4,522 5,000,000 PRN Shared-Defined 1 5,000,000 CULLEN FROST BANKERS INC Common 229899109 1,195 21,400 SHRS Shared-Defined 1 21,400 CUMBERLAND RES LTD Common 23077R100 2,527 457,187 SHRS Shared-Defined 1 457,187 CUMMINS INC Common 231021106 1,135 9,600 SHRS Shared-Defined 1 9,600 CURAGEN CORP Debt 23126RAC5 18,756 18,778,000 PRN Shared-Defined 1 18,778,000 CUTERA INC Common 232109108 1,072 39,689 SHRS Shared-Defined 1 39,689 CYMER INC Common 232572107 2,224 50,601 SHRS Shared-Defined 1 50,601 CYMER INC Debt 232572AE7 54,931 52,600,000 PRN Shared-Defined 1 52,600,000 CYPRESS SEMICONDUCTOR CORP Debt 232806AH2 66,960 54,000,000 PRN Shared-Defined 1 54,000,000 CYTEC INDS INC Common 232820100 949 16,800 SHRS Shared-Defined 1 16,800 CYTYC CORP Common 232946103 2,012 71,091 SHRS Shared-Defined 1 71,091 DCT INDUSTRIAL TRUST INC Common 233153105 4,838 410,000 SHRS Shared-Defined 1 410,000 DPL INC Common 233293109 23,612 849,975 SHRS Shared-Defined 1 849,975 DRS TECHNOLOGIES INC Common 23330X100 838 15,900 SHRS Shared-Defined 1 15,900 D R HORTON INC Common 23331A109 514 19,400 SHRS Shared-Defined 1 19,400 DTE ENERGY CO Common 233331107 460 9,500 SHRS Shared-Defined 1 9,500 DTS INC Common 23335C101 44 1,800 SHRS Shared-Defined 1 1,800 DAKTRONICS INC Common 234264109 2,797 75,889 SHRS Shared-Defined 1 75,889 DANAHER CORP DEL Common 235851102 4,196 57,920 SHRS Shared-Defined 1 57,920 DANAHER CORP DEL Debt 235851AF9 129,842 122,212,000 PRN Shared-Defined 1 122,212,000 DARDEN RESTAURANTS INC Common 237194105 1,040 25,900 SHRS Shared-Defined 1 25,900 DAVITA INC Common 23918K108 6,809 119,700 SHRS Shared-Defined 1 119,700 DECKERS OUTDOOR CORP Common 243537107 1,505 25,108 SHRS Shared-Defined 1 25,108 DEERE & CO Common 244199105 266 2,800 SHRS Shared-Defined 1 2,800 DEL MONTE FOODS CO Common 24522P103 315 28,600 SHRS Shared-Defined 1 28,600 DELIA'S INC NEW Common 246911101 1,000 95,368 SHRS Shared-Defined 1 95,368 DELL INC Common 24702R101 12,670 504,990 SHRS Shared-Defined 1 504,990 DELPHI FINL GROUP INC Common 247131105 1,012 25,000 SHRS Shared-Defined 1 25,000 DENBURY RES INC Common 247916208 2,093 75,300 SHRS Shared-Defined 1 75,300 DELUXE CORP Common 248019101 9,203 365,200 SHRS Shared-Defined 1 365,200 DENNYS CORP Common 24869P104 83 17,700 SHRS Shared-Defined 1 17,700 DENTSPLY INTL INC NEW Common 249030107 10,522 352,500 SHRS Shared-Defined 1 352,500 DEVON ENERGY CORP NEW Common 25179M103 2,475 36,900 SHRS Shared-Defined 1 36,900 DEVON ENERGY CORP NEW Debt 25179MAA1 13,681 9,840,000 PRN Shared-Defined 1 9,840,000 DEVON ENERGY CORP NEW Debt 25179MAB9 52,035 37,419,000 PRN Shared-Defined 1 37,419,000 DIAMOND FOODS INC Common 252603105 234 12,300 SHRS Shared-Defined 1 12,300 DIAMOND OFFSHORE DRILLING IN Common 25271C102 31,125 389,359 SHRS Shared-Defined 1 389,359 DIAMOND OFFSHORE DRILLING IN Option 25271C952 5,596 70,000 PUT Shared-Defined 1 70,000
DIAMONDS TR Common 252787106 2,488 20,000 SHRS Shared-Defined 1 20,000 DICKS SPORTING GOODS INC Common 253393102 7,638 155,900 SHRS Shared-Defined 1 155,900 DICKS SPORTING GOODS INC Debt 253393AB8 1,808 2,000,000 PRN Shared-Defined 1 2,000,000 DIGENE CORP Common 253752109 1,375 28,704 SHRS Shared-Defined 1 28,704 DIGITAL RIV INC Common 25388B104 980 17,567 SHRS Shared-Defined 1 17,567 DILLARDS INC Common 254067101 252 7,200 SHRS Shared-Defined 1 7,200 DIME BANCORP INC NEW Warrant 25429Q110 29 200,000 SHRS Shared-Defined 1 200,000 DIODES INC Common 254543101 343 9,675 SHRS Shared-Defined 1 9,675 DIRECTV GROUP INC Common 25459L106 2,746 110,100 SHRS Shared-Defined 1 110,100 DIVX INC Common 255413106 235 10,200 SHRS Shared-Defined 1 10,200 DOBSON COMMUNICATIONS CORP Common 256069105 414 47,494 SHRS Shared-Defined 1 47,494 DR REDDYS LABS LTD Common 256135203 186 10,200 SHRS Shared-Defined 1 10,200 DOLLAR TREE STORES INC Common 256747106 12,672 421,006 SHRS Shared-Defined 1 421,006 DOMINION RES INC VA NEW Debt 25746UAT6 36,262 31,500,000 PRN Shared-Defined 1 31,500,000 DOMINOS PIZZA INC Common 25754A201 1,366 48,800 SHRS Shared-Defined 1 48,800 DOMTAR INC Common 257561100 1,823 215,600 SHRS Shared-Defined 1 215,600 DONALDSON INC Common 257651109 975 28,100 SHRS Shared-Defined 1 28,100 DOREL INDS INC Common 25822C205 355 13,100 SHRS Shared-Defined 1 13,100 DOUBLE-TAKE SOFTWARE INC Common 258598101 213 16,500 SHRS Shared-Defined 1 16,500 DOVER CORP Common 260003108 3,593 73,300 SHRS Shared-Defined 1 73,300 DOW JONES & CO INC Common 260561105 393 10,340 SHRS Shared-Defined 1 10,340 DOWNEY FINL CORP Common 261018105 269 3,700 SHRS Shared-Defined 1 3,700 DRAXIS HEALTH INC Common 26150J101 341 70,700 SHRS Shared-Defined 1 70,700 DREAMWORKS ANIMATION SKG INC Common 26153C103 35 1,200 SHRS Shared-Defined 1 1,200 DRESS BARN INC Common 261570105 11,639 498,890 SHRS Shared-Defined 1 498,890 DRESSER-RAND GROUP INC Common 261608103 2,447 100,000 SHRS Shared-Defined 1 100,000 DRIL-QUIP INC Common 262037104 756 19,300 SHRS Shared-Defined 1 19,300 DUKE REALTY CORP Common 264411505 11,035 269,800 SHRS Shared-Defined 1 269,800 DUKE ENERGY CORP NEW Common 26441C105 5,551 167,137 SHRS Shared-Defined 1 167,137 DUN & BRADSTREET CORP DEL NE Common 26483E100 770 9,300 SHRS Shared-Defined 1 9,300 DURECT CORP Common 266605104 188 42,230 SHRS Shared-Defined 1 42,230 DYNAMIC MATLS CORP Common 267888105 665 23,670 SHRS Shared-Defined 1 23,670 DYNAVAX TECHNOLOGIES CORP Common 268158102 265 28,859 SHRS Shared-Defined 1 28,859 EGL INC Common 268484102 419 14,086 SHRS Shared-Defined 1 14,086 E M C CORP MASS Common 268648102 1,126 85,300 SHRS Shared-Defined 1 85,300 ENSCO INTL INC Common 26874Q100 9,859 196,941 SHRS Shared-Defined 1 196,941 EOG RES INC Common 26875P101 7,176 114,900 SHRS Shared-Defined 1 114,900 EP MEDSYSTEMS INC Common 26881P103 2,960 2,208,709 SHRS Shared-Defined 1 2,208,709 EPIX PHARMACEUTICALS INC Common 26881Q309 85 12,306 SHRS Shared-Defined 1 12,306 ESS TECHNOLOGY INC Common 269151106 775 752,300 SHRS Shared-Defined 1 752,300 E TRADE FINANCIAL CORP Common 269246104 3,766 167,960 SHRS Shared-Defined 1 167,960 EXCO RESOURCES INC Common 269279402 16,633 983,628 SHRS Shared-Defined 1 983,628 EAGLE MATERIALS INC Common 26969P108 497 11,500 SHRS Shared-Defined 1 11,500 EAST WEST BANCORP INC Common 27579R104 1,459 41,200 SHRS Shared-Defined 1 41,200 EASTMAN CHEM CO Common 277432100 320 5,400 SHRS Shared-Defined 1 5,400 EATON CORP Common 278058102 1,721 22,900 SHRS Shared-Defined 1 22,900 EBAY INC Common 278642103 7,078 235,400 SHRS Shared-Defined 1 235,400 ECHOSTAR COMMUNICATIONS NEW Debt 278762AG4 27,521 27,000,000 PRN Shared-Defined 1 27,000,000 ECOLAB INC Common 278865100 931 20,600 SHRS Shared-Defined 1 20,600 EDGE PETE CORP DEL Common 279862106 3,150 172,720 SHRS Shared-Defined 1 172,720 EDISON INTL Common 281020107 6,185 136,000 SHRS Shared-Defined 1 136,000 EDWARDS AG INC Common 281760108 1,392 22,000 SHRS Shared-Defined 1 22,000 EL PASO CORP Common 28336L109 309 20,200 SHRS Shared-Defined 1 20,200 ELAN PLC Common 284131208 70,448 4,776,150 SHRS Shared-Defined 1 4,776,150
ELAN PLC Option 284131908 18,420 1,248,800 CALL Shared-Defined 1 1,248,800 ELECTRONIC ARTS INC Common 285512109 13,054 259,208 SHRS Shared-Defined 1 259,208 ELECTRONIC DATA SYS NEW Common 285661104 2,165 78,600 SHRS Shared-Defined 1 78,600 ELECTRONICS FOR IMAGING INC Common 286082102 13,983 526,056 SHRS Shared-Defined 1 526,056 ELIZABETH ARDEN INC Common 28660G106 318 16,679 SHRS Shared-Defined 1 16,679 ELKCORP Common 287456107 201 4,900 SHRS Shared-Defined 1 4,900 ELLIS PERRY INTL INC Common 288853104 477 11,629 SHRS Shared-Defined 1 11,629 EMBARCADERO TECHNOLOGIES INC Common 290787100 62 10,200 SHRS Shared-Defined 1 10,200 EMBARQ CORP Common 29078E105 1,051 20,000 SHRS Shared-Defined 1 20,000 EMCOR GROUP INC Common 29084Q100 932 16,400 SHRS Shared-Defined 1 16,400 EMERSON ELEC CO Common 291011104 17,195 390,000 SHRS Shared-Defined 1 390,000 EMMIS COMMUNICATIONS CORP Common 291525103 97 11,750 SHRS Shared-Defined 1 11,750 EMPIRE RESORTS INC Common 292052107 152 17,500 SHRS Shared-Defined 1 17,500 EMULEX CORP Common 292475209 1,042 53,400 SHRS Shared-Defined 1 53,400 ENCANA CORP Common 292505104 3,825 83,100 SHRS Shared-Defined 1 83,100 ENCORE ACQUISITION CO Common 29255W100 608 24,800 SHRS Shared-Defined 1 24,800 ENCORE WIRE CORP Common 292562105 830 37,700 SHRS Shared-Defined 1 37,700 ENCYSIVE PHARMACEUTICALS INC Common 29256X107 7,325 1,740,000 SHRS Shared-Defined 1 1,740,000 ENDEAVOR ACQUISITION CORP Common 292577103 10,577 1,150,950 SHRS Shared-Defined 1 1,150,950 ENDEAVOR ACQUISITION CORP Warrant 292577111 299 100,000 SHRS Shared-Defined 1 100,000 ENDO PHARMACEUTICALS HLDGS I Common 29264F205 441 16,000 SHRS Shared-Defined 1 16,000 ENERGY CONVERSION DEVICES IN Common 292659109 4,884 143,718 SHRS Shared-Defined 1 143,718 ENERGY EAST CORP Common 29266M109 905 36,500 SHRS Shared-Defined 1 36,500 ENERPLUS RES FD Common 29274D604 1,327 30,500 SHRS Shared-Defined 1 30,500 ENPRO INDS INC Common 29355X107 767 23,100 SHRS Shared-Defined 1 23,100 ENTEGRIS INC Common 29362U104 215 19,899 SHRS Shared-Defined 1 19,899 ENTERGY CORP NEW Common 29364G103 1,099 11,900 SHRS Shared-Defined 1 11,900 ENTRUST INC Common 293848107 1,388 325,000 SHRS Shared-Defined 1 325,000 EQUITABLE RES INC Common 294549100 51,873 1,242,477 SHRS Shared-Defined 1 1,242,477 EQUITY OFFICE PROPERTIES TRU Common 294741103 1,233 25,600 SHRS Shared-Defined 1 25,600 EQUITY ONE Common 294752100 251 9,400 SHRS Shared-Defined 1 9,400 EQUITY RESIDENTIAL Common 29476L107 11,997 236,400 SHRS Shared-Defined 1 236,400 ERESEARCHTECHNOLOGY INC Common 29481V108 114 16,974 SHRS Shared-Defined 1 16,974 ESCO TECHNOLOGIES INC Common 296315104 77 1,700 SHRS Shared-Defined 1 1,700 ESSEX PPTY TR INC Common 297178105 918 7,106 SHRS Shared-Defined 1 7,106 ESTERLINE TECHNOLOGIES CORP Common 297425100 515 12,800 SHRS Shared-Defined 1 12,800 EURONET WORLDWIDE INC Common 298736109 639 21,534 SHRS Shared-Defined 1 21,534 EVERGREEN ENERGY INC Common 30024B104 133 13,440 SHRS Shared-Defined 1 13,440 EVERGREEN ENERGY INC Option 30024B904 1,978 200,000 CALL Shared-Defined 1 200,000 EXELON CORP Common 30161N101 514 8,300 SHRS Shared-Defined 1 8,300 EXIDE TECHNOLOGIES Common 302051206 218 50,100 SHRS Shared-Defined 1 50,100 EXPEDIA INC DEL Common 30212P105 409 19,498 SHRS Shared-Defined 1 19,498 EXPEDITORS INTL WASH INC Common 302130109 5,237 129,300 SHRS Shared-Defined 1 129,300 EXPRESS SCRIPTS INC Common 302182100 8,830 123,328 SHRS Shared-Defined 1 123,328 EXULT INC DEL Debt 302284AB0 2,824 3,000,000 PRN Shared-Defined 1 3,000,000 EZCORP INC Common 302301106 1,874 115,300 SHRS Shared-Defined 1 115,300 EXXON MOBIL CORP Common 30231G102 17,242 225,000 SHRS Shared-Defined 1 225,000 FLIR SYS INC Common 302445101 1,227 38,547 SHRS Shared-Defined 1 38,547 FMC TECHNOLOGIES INC Common 30249U101 1,282 20,800 SHRS Shared-Defined 1 20,800 FPIC INS GROUP INC Common 302563101 240 6,162 SHRS Shared-Defined 1 6,162 FPL GROUP INC Common 302571104 582 10,700 SHRS Shared-Defined 1 10,700 FAIR ISAAC CORP Common 303250104 1,085 26,700 SHRS Shared-Defined 1 26,700 FAIR ISAAC CORP Debt 303250AD6 18,027 17,000,000 PRN Shared-Defined 1 17,000,000 FAIRCHILD SEMICONDUCTOR INTL Common 303726103 815 48,500 SHRS Shared-Defined 1 48,500
FAMILY DLR STORES INC Common 307000109 4,411 150,400 SHRS Shared-Defined 1 150,400 FARO TECHNOLOGIES INC Common 311642102 286 11,900 SHRS Shared-Defined 1 11,900 FASTENAL CO Common 311900104 2,027 56,500 SHRS Shared-Defined 1 56,500 FEDERAL HOME LN MTG CORP Common 313400301 3,578 52,700 SHRS Shared-Defined 1 52,700 FEDERAL NATL MTG ASSN Common 313586109 6,468 108,900 SHRS Shared-Defined 1 108,900 FEDERAL REALTY INVT TR Common 313747206 621 7,300 SHRS Shared-Defined 1 7,300 FEDERATED DEPT STORES INC DE Common 31410H101 4,150 108,850 SHRS Shared-Defined 1 108,850 FEDERATED INVS INC PA Common 314211103 3,168 93,777 SHRS Shared-Defined 1 93,777 FEDEX CORP Common 31428X106 6,028 55,500 SHRS Shared-Defined 1 55,500 FELCOR LODGING TR INC Common 31430F101 8,975 410,966 SHRS Shared-Defined 1 410,966 F5 NETWORKS INC Common 315616102 1,260 16,983 SHRS Shared-Defined 1 16,983 FIBERTOWER CORP Common 31567R100 7,350 1,250,000 SHRS Shared-Defined 1 1,250,000 FIDELITY NATL INFORMATION SV Common 31620M106 8,141 203,057 SHRS Shared-Defined 1 203,057 FIDELITY NATIONAL FINANCIAL Common 31620R105 244 10,200 SHRS Shared-Defined 1 10,200 FIFTH THIRD BANCORP Option 316773900 4,093 100,000 CALL Shared-Defined 1 100,000 FINISAR Common 31787A101 1,210 374,693 SHRS Shared-Defined 1 374,693 FINISH LINE INC Common 317923100 1,392 97,496 SHRS Shared-Defined 1 97,496 FIRST AMERN CORP CALIF Common 318522307 814 20,000 SHRS Shared-Defined 1 20,000 FIRST CMNTY BANCORP CALIF Common 31983B101 2,540 48,600 SHRS Shared-Defined 1 48,600 FIRST HORIZON PHARMACEUTICAL Debt 32051KAC0 6,829 6,000,000 PRN Shared-Defined 1 6,000,000 FIRST INDUSTRIAL REALTY TRUS Common 32054K103 703 14,985 SHRS Shared-Defined 1 14,985 FIRSTFED FINL CORP Common 337907109 2,679 40,000 SHRS Shared-Defined 1 40,000 FIRSTENERGY CORP Common 337932107 14,249 236,300 SHRS Shared-Defined 1 236,300 FIVE STAR QUALITY CARE INC Common 33832D106 558 50,000 SHRS Shared-Defined 1 50,000 FLORIDA ROCK INDS INC Common 341140101 646 15,000 SHRS Shared-Defined 1 15,000 FLUOR CORP NEW Common 343412102 10,492 128,500 SHRS Shared-Defined 1 128,500 FLOWSERVE CORP Common 34354P105 10,917 216,300 SHRS Shared-Defined 1 216,300 FOCUS MEDIA HLDG LTD Common 34415V109 2,124 32,000 SHRS Shared-Defined 1 32,000 FORD MTR CO DEL Common 345370860 2,980 396,842 SHRS Shared-Defined 1 396,842 FORD MTR CO DEL Debt 345370CF5 56,754 53,000,000 PRN Shared-Defined 1 53,000,000 FORD MTR CO CAP TR II Preferred 345395206 855 25,000 SHRS Shared-Defined 1 25,000 FOREST OIL CORP Common 346091705 2,663 81,500 SHRS Shared-Defined 1 81,500 FOUNDRY NETWORKS INC Common 35063R100 749 50,000 SHRS Shared-Defined 1 50,000 FOUR SEASONS HOTEL INC Common 35100E104 653 8,000 SHRS Shared-Defined 1 8,000 FRANKLIN RES INC Common 354613101 9,794 88,898 SHRS Shared-Defined 1 88,898 FREDS INC Common 356108100 510 42,399 SHRS Shared-Defined 1 42,399 FREEPORT-MCMORAN COPPER & GO Common 35671D857 28,439 510,300 SHRS Shared-Defined 1 510,300 FREIGHTCAR AMER INC Common 357023100 3,364 60,675 SHRS Shared-Defined 1 60,675 FREMONT GEN CORP Common 357288109 648 40,000 SHRS Shared-Defined 1 40,000 FRIEDMAN BILLINGS RAMSEY GRO Common 358434108 1,120 140,000 SHRS Shared-Defined 1 140,000 FRONTIER OIL CORP Common 35914P105 14,738 512,800 SHRS Shared-Defined 1 512,800 FULLER H B CO Common 359694106 1,784 69,100 SHRS Shared-Defined 1 69,100 FURNITURE BRANDS INTL INC Common 360921100 279 17,200 SHRS Shared-Defined 1 17,200 GATX CORP Common 361448103 15,963 368,400 SHRS Shared-Defined 1 368,400 GAMESTOP CORP NEW Common 36467W109 1,024 18,583 SHRS Shared-Defined 1 18,583 GAP INC DEL Common 364760108 466 23,900 SHRS Shared-Defined 1 23,900 GAMMON LAKE RES INC Common 364915108 32,109 1,970,000 SHRS Shared-Defined 1 1,970,000 GARDNER DENVER INC Common 365558105 56 1,500 SHRS Shared-Defined 1 1,500 GATEHOUSE MEDIA INC Common 367348109 3,712 200,000 SHRS Shared-Defined 1 200,000 GAYLORD ENTMT CO NEW Common 367905106 1,620 31,800 SHRS Shared-Defined 1 31,800 GEMSTAR-TV GUIDE INTL INC Common 36866W106 69 17,109 SHRS Shared-Defined 1 17,109 GENERAL CABLE CORP DEL NEW Common 369300108 5,009 114,600 SHRS Shared-Defined 1 114,600 GENERAL DYNAMICS CORP Common 369550108 7,257 97,600 SHRS Shared-Defined 1 97,600 GENERAL ELECTRIC CO Common 369604103 14,988 402,800 SHRS Shared-Defined 1 402,800
GENERAL MLS INC Common 370334104 16,364 284,100 SHRS Shared-Defined 1 284,100 GENERAL MTRS CORP Common 370442105 4,334 141,085 SHRS Shared-Defined 1 141,085 GENERAL MTRS CORP Preferred 370442717 570 25,000 SHRS Shared-Defined 1 25,000 GENERAL MTRS CORP Preferred 370442733 530 25,000 SHRS Shared-Defined 1 25,000 GENESCO INC Common 371532102 500 13,400 SHRS Shared-Defined 1 13,400 GENESIS LEASE LTD Common 37183T107 15,275 650,000 SHRS Shared-Defined 1 650,000 GENESIS HEALTHCARE CORP Common 37184D101 1,608 34,043 SHRS Shared-Defined 1 34,043 GENTEX CORP Common 371901109 999 64,200 SHRS Shared-Defined 1 64,200 GENLYTE GROUP INC Common 372302109 1,668 21,356 SHRS Shared-Defined 1 21,356 GENTIVA HEALTH SERVICES INC Common 37247A102 939 49,282 SHRS Shared-Defined 1 49,282 GENWORTH FINL INC Common 37247D106 18,774 548,800 SHRS Shared-Defined 1 548,800 GENZYME CORP Common 372917104 13,873 225,277 SHRS Shared-Defined 1 225,277 GEORGIA GULF CORP Common 373200203 1,574 81,500 SHRS Shared-Defined 1 81,500 GERDAU AMERISTEEL CORP Common 37373P105 902 100,900 SHRS Shared-Defined 1 100,900 GETTY IMAGES INC Common 374276103 7,138 166,700 SHRS Shared-Defined 1 166,700 GETTY IMAGES INC Debt 374276AH6 5,011 5,000,000 PRN Shared-Defined 1 5,000,000 GILEAD SCIENCES INC Common 375558103 9,089 139,984 SHRS Shared-Defined 1 139,984 GILEAD SCIENCES INC Debt 375558AG8 14,328 14,000,000 PRN Shared-Defined 1 14,000,000 GILEAD SCIENCES INC Debt 375558AH6 15,402 15,000,000 PRN Shared-Defined 1 15,000,000 GILDAN ACTIVEWEAR INC Common 375916103 2,873 61,600 SHRS Shared-Defined 1 61,600 GLOBAL INDS LTD Common 379336100 2,043 156,700 SHRS Shared-Defined 1 156,700 GOAMERICA INC Common 38020R304 171 20,900 SHRS Shared-Defined 1 20,900 GOLD FIELDS LTD NEW Common 38059T106 5,664 300,000 SHRS Shared-Defined 1 300,000 GOLDCORP INC NEW Common 380956409 25,596 900,000 SHRS Shared-Defined 1 900,000 GOLDEN STAR RES LTD CDA Common 38119T104 679 231,900 SHRS Shared-Defined 1 231,900 GOLDMAN SACHS GROUP INC Common 38141G104 20,471 102,690 SHRS Shared-Defined 1 102,690 GOODRICH CORP Common 382388106 1,049 23,032 SHRS Shared-Defined 1 23,032 GOODRICH CORP Option 382388906 2,191 48,100 CALL Shared-Defined 1 48,100 GOODRICH PETE CORP Common 382410405 289 8,000 SHRS Shared-Defined 1 8,000 GOODYEAR TIRE & RUBR CO Common 382550101 33,741 1,607,500 SHRS Shared-Defined 1 1,607,500 GOOGLE INC Common 38259P508 11,125 24,160 SHRS Shared-Defined 1 24,160 GRACO INC Common 384109104 226 5,700 SHRS Shared-Defined 1 5,700 GRAFTECH INTL LTD Debt 384313AB8 2,074 2,500,000 PRN Shared-Defined 1 2,500,000 GRAINGER W W INC Common 384802104 389 5,560 SHRS Shared-Defined 1 5,560 GRANITE CONSTR INC Common 387328107 65,067 1,293,056 SHRS Shared-Defined 1 1,293,056 GRANT PRIDECO INC Common 38821G101 8,646 217,400 SHRS Shared-Defined 1 217,400 GREAT ATLANTIC & PAC TEA INC Common 390064103 430 16,700 SHRS Shared-Defined 1 16,700 GREAT PLAINS ENERGY INC Common 391164100 7,556 237,600 SHRS Shared-Defined 1 237,600 GREATER BAY BANCORP Common 391648102 1,975 75,000 SHRS Shared-Defined 1 75,000 GREENBRIER COS INC Common 393657101 1,110 37,000 SHRS Shared-Defined 1 37,000 GREY WOLF INC Common 397888108 763 111,200 SHRS Shared-Defined 1 111,200 GREY WOLF INC Debt 397888AF5 1,921 1,500,000 PRN Shared-Defined 1 1,500,000 GROUP 1 AUTOMOTIVE INC Common 398905109 5,560 107,500 SHRS Shared-Defined 1 107,500 GROUPE CGI INC Common 39945C109 900 128,900 SHRS Shared-Defined 1 128,900 GRUBB & ELLIS CO Common 400095204 58 5,000 SHRS Shared-Defined 1 5,000 GRUBB&ELLIS RLTY ADVISORS IN Common 400096202 627 100,000 SHRS Shared-Defined 1 100,000 GRUPO TELEVISA SA DE CV Common 40049J206 2,380 88,100 SHRS Shared-Defined 1 88,100 GRUPO AEROPORTUARIO CTR NORT Common 400501102 2,226 100,000 SHRS Shared-Defined 1 100,000 GUESS INC Common 401617105 1,928 30,400 SHRS Shared-Defined 1 30,400 GULF ISLAND FABRICATION INC Common 402307102 913 24,749 SHRS Shared-Defined 1 24,749 GULFMARK OFFSHORE INC Common 402629109 2,043 54,600 SHRS Shared-Defined 1 54,600 GYMBOREE CORP Common 403777105 6,656 174,421 SHRS Shared-Defined 1 174,421 H & E EQUIPMENT SERVICES INC Common 404030108 5,202 210,000 SHRS Shared-Defined 1 210,000 HCC INS HLDGS INC Common 404132102 882 27,500 SHRS Shared-Defined 1 27,500
HNI CORP Common 404251100 577 13,000 SHRS Shared-Defined 1 13,000 HALLIBURTON CO Common 406216101 7,309 235,400 SHRS Shared-Defined 1 235,400 HALLIBURTON CO Debt 406216AM3 84,504 50,000,000 PRN Shared-Defined 1 50,000,000 HANCOCK HLDG CO Common 410120109 248 4,700 SHRS Shared-Defined 1 4,700 HANMI FINL CORP Common 410495105 327 14,500 SHRS Shared-Defined 1 14,500 HANOVER COMPRESSOR CO Common 410768105 1,459 77,230 SHRS Shared-Defined 1 77,230 HANSEN NAT CORP Common 411310105 1,152 34,190 SHRS Shared-Defined 1 34,190 HARLEY DAVIDSON INC Common 412822108 3,305 46,900 SHRS Shared-Defined 1 46,900 HARMONIC INC Common 413160102 2,165 297,810 SHRS Shared-Defined 1 297,810 HARRAHS ENTMT INC Common 413619107 84,201 1,017,900 SHRS Shared-Defined 1 1,017,900 HARRIS CORP DEL Common 413875105 917 20,000 SHRS Shared-Defined 1 20,000 HARSCO CORP Common 415864107 26,665 350,400 SHRS Shared-Defined 1 350,400 HARTFORD FINL SVCS GROUP INC Common 416515104 1,633 17,500 SHRS Shared-Defined 1 17,500 HASBRO INC Common 418056107 387 14,200 SHRS Shared-Defined 1 14,200 HAWAIIAN ELEC INDUSTRIES Common 419870100 557 20,500 SHRS Shared-Defined 1 20,500 HAYES LEMMERZ INTL INC Common 420781304 5 1,400 SHRS Shared-Defined 1 1,400 HEALTH MGMT ASSOC INC NEW Common 421933102 7,916 375,000 SHRS Shared-Defined 1 375,000 HEADWATERS INC Debt 42210PAB8 2,047 2,000,000 PRN Shared-Defined 1 2,000,000 HEALTH CARE REIT INC Common 42217K106 856 19,900 SHRS Shared-Defined 1 19,900 HEALTH NET INC Common 42222G108 28,130 578,100 SHRS Shared-Defined 1 578,100 HEALTHTRONICS INC Common 42222L107 311 46,696 SHRS Shared-Defined 1 46,696 HEALTHWAYS INC Common 422245100 2,060 43,186 SHRS Shared-Defined 1 43,186 HEALTHSPRING INC Common 42224N101 560 27,500 SHRS Shared-Defined 1 27,500 HEARTLAND EXPRESS INC Common 422347104 213 14,204 SHRS Shared-Defined 1 14,204 HEELYS INC Common 42279M107 8,204 255,500 SHRS Shared-Defined 1 255,500 HEINZ H J CO Common 423074103 3,947 87,700 SHRS Shared-Defined 1 87,700 HELIX ENERGY SOLUTIONS GRP I Common 42330P107 12,768 407,000 SHRS Shared-Defined 1 407,000 HELMERICH & PAYNE INC Common 423452101 551 22,500 SHRS Shared-Defined 1 22,500 HENRY JACK & ASSOC INC Common 426281101 289 13,500 SHRS Shared-Defined 1 13,500 HERCULES INC Common 427056106 714 37,000 SHRS Shared-Defined 1 37,000 HERCULES OFFSHORE INC Common 427093109 486 16,800 SHRS Shared-Defined 1 16,800 HERSHEY CO Common 427866108 4,736 95,100 SHRS Shared-Defined 1 95,100 HERTZ GLOBAL HOLDINGS INC Common 42805T105 27,824 1,600,000 SHRS Shared-Defined 1 1,600,000 HESS CORP Common 42809H107 25,680 518,060 SHRS Shared-Defined 1 518,060 HEWLETT PACKARD CO Common 428236103 11,142 270,500 SHRS Shared-Defined 1 270,500 HEXCEL CORP NEW Common 428291108 16,540 950,000 SHRS Shared-Defined 1 950,000 HIBBETT SPORTING GOODS INC Common 428565105 998 32,703 SHRS Shared-Defined 1 32,703 HIGHLAND HOSPITALITY CORP Common 430141101 1,327 93,100 SHRS Shared-Defined 1 93,100 HILB ROGAL & HOBBS CO Common 431294107 307 7,300 SHRS Shared-Defined 1 7,300 HILLENBRAND INDS INC Common 431573104 1,514 26,600 SHRS Shared-Defined 1 26,600 HILTON HOTELS CORP Common 432848109 13,611 390,000 SHRS Shared-Defined 1 390,000 HILTON HOTELS CORP Debt 432848AZ2 15,765 10,000,000 PRN Shared-Defined 1 10,000,000 HOLLYWOOD MEDIA CORP Common 436233100 10,823 2,570,800 SHRS Shared-Defined 1 2,570,800 HOLOGIC INC Common 436440101 33,669 712,118 SHRS Shared-Defined 1 712,118 HOME DEPOT INC Common 437076102 13,851 344,900 SHRS Shared-Defined 1 344,900 HONEYWELL INTL INC Common 438516106 271 6,000 SHRS Shared-Defined 1 6,000 HORIZON OFFSHORE INC Common 44043J204 174 10,681 SHRS Shared-Defined 1 10,681 HORIZON LINES INC Common 44044K101 809 30,000 SHRS Shared-Defined 1 30,000 HORMEL FOODS CORP Common 440452100 321 8,600 SHRS Shared-Defined 1 8,600 HORNBECK OFFSHORE SVCS INC N Common 440543106 882 24,700 SHRS Shared-Defined 1 24,700 HOSPITALITY PPTYS TR Common 44106M102 1,155 24,300 SHRS Shared-Defined 1 24,300 HOST HOTELS & RESORTS INC Common 44107P104 8,797 358,341 SHRS Shared-Defined 1 358,341 HOT TOPIC INC Common 441339108 7,690 576,443 SHRS Shared-Defined 1 576,443 HOT TOPIC INC Option 441339908 400 30,000 CALL Shared-Defined 1 30,000
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KNOLL INC Common 498904200 330 15,000 SHRS Shared-Defined 1 15,000 KNIGHT CAPITAL GROUP INC Common 499005106 365 19,048 SHRS Shared-Defined 1 19,048 KNOT INC Common 499184109 472 17,992 SHRS Shared-Defined 1 17,992 KODIAK OIL & GAS CORP Common 50015Q100 12,277 3,011,000 SHRS Shared-Defined 1 3,011,000 KOHLS CORP Common 500255104 3,011 44,000 SHRS Shared-Defined 1 44,000 KOMAG INC Common 500453204 4,678 123,499 SHRS Shared-Defined 1 123,499 KROGER CO Common 501044101 12,003 520,300 SHRS Shared-Defined 1 520,300 KRONOS INC Common 501052104 2,572 70,000 SHRS Shared-Defined 1 70,000 KYPHON INC Common 501577100 1,762 43,624 SHRS Shared-Defined 1 43,624 LCA-VISION INC Common 501803308 1,739 50,600 SHRS Shared-Defined 1 50,600 LKQ CORP Common 501889208 209 9,100 SHRS Shared-Defined 1 9,100 LSI LOGIC CORP Common 502161102 13,126 1,458,485 SHRS Shared-Defined 1 1,458,485 LTX CORP Common 502392103 231 41,336 SHRS Shared-Defined 1 41,336 LABOR READY INC Common 505401208 18 1,000 SHRS Shared-Defined 1 1,000 LABORATORY CORP AMER HLDGS Common 50540R409 522 7,100 SHRS Shared-Defined 1 7,100 LABORATORY CORP AMER HLDGS Debt 50540RAG7 89,250 90,500,000 PRN Shared-Defined 1 90,500,000 LAIDLAW INTL INC Common 50730R102 1,190 39,100 SHRS Shared-Defined 1 39,100 LAM RESEARCH CORP Common 512807108 2,668 52,700 SHRS Shared-Defined 1 52,700 LANDAMERICA FINL GROUP INC Common 514936103 726 11,500 SHRS Shared-Defined 1 11,500 LANDSTAR SYS INC Common 515098101 2,123 55,600 SHRS Shared-Defined 1 55,600 LAS VEGAS SANDS CORP Common 517834107 5,118 57,200 SHRS Shared-Defined 1 57,200 LATTICE SEMICONDUCTOR CORP Debt 518415AE4 9,493 10,000,000 PRN Shared-Defined 1 10,000,000 LAUDER ESTEE COS INC Common 518439104 535 13,100 SHRS Shared-Defined 1 13,100 LAWSON SOFTWARE INC NEW Common 52078P102 487 65,877 SHRS Shared-Defined 1 65,877 LEADIS TECHNOLOGY INC Common 52171N103 54 11,570 SHRS Shared-Defined 1 11,570 LEAP WIRELESS INTL INC Common 521863308 8,950 150,500 SHRS Shared-Defined 1 150,500 LEAR CORP Common 521865105 682 23,100 SHRS Shared-Defined 1 23,100 LEAPFROG ENTERPRISES INC Common 52186N106 1,562 164,789 SHRS Shared-Defined 1 164,789 LEGG MASON INC Common 524901105 17,413 183,200 SHRS Shared-Defined 1 183,200 LEHMAN BROS HLDGS INC Common 524908100 1,445 18,500 SHRS Shared-Defined 1 18,500 LENNAR CORP Common 526057104 5,188 98,900 SHRS Shared-Defined 1 98,900 LEVEL 3 COMMUNICATIONS INC Common 52729N100 95 16,900 SHRS Shared-Defined 1 16,900 LEVEL 3 COMMUNICATIONS INC Debt 52729NBE9 3,614 2,000,000 PRN Shared-Defined 1 2,000,000 LEVEL 3 COMMUNICATIONS INC Debt 52729NBF6 3,116 2,000,000 PRN Shared-Defined 1 2,000,000 LEVEL 3 COMMUNICATIONS INC Debt 52729NBK5 2,486 2,000,000 PRN Shared-Defined 1 2,000,000 LIBERTY MEDIA HLDG CORP Common 53071M302 2,171 22,154 SHRS Shared-Defined 1 22,154 LIBERTY PPTY TR Common 531172104 1,180 24,006 SHRS Shared-Defined 1 24,006 LIFECELL CORP Common 531927101 8,816 365,198 SHRS Shared-Defined 1 365,198 LIFE TIME FITNESS INC Common 53217R207 2,411 49,700 SHRS Shared-Defined 1 49,700 LIFEPOINT HOSPITALS INC Common 53219L109 6,074 180,226 SHRS Shared-Defined 1 180,226 LIGAND PHARMACEUTICALS INC Common 53220K207 294 26,848 SHRS Shared-Defined 1 26,848 LILLY ELI & CO Common 532457108 13,999 268,700 SHRS Shared-Defined 1 268,700 LIMITED BRANDS INC Common 532716107 16,163 558,500 SHRS Shared-Defined 1 558,500 LINCARE HLDGS INC Common 532791100 1,252 31,414 SHRS Shared-Defined 1 31,414 LINCARE HLDGS INC Debt 532791AB6 25,133 25,500,000 PRN Shared-Defined 1 25,500,000 LINCOLN ELEC HLDGS INC Common 533900106 387 6,400 SHRS Shared-Defined 1 6,400 LINCOLN NATL CORP IND Common 534187109 2,563 38,600 SHRS Shared-Defined 1 38,600 LINEAR TECHNOLOGY CORP Common 535678106 1,380 45,527 SHRS Shared-Defined 1 45,527 LINKTONE LTD Common 535925101 57 10,900 SHRS Shared-Defined 1 10,900 LIZ CLAIBORNE INC Common 539320101 255 5,863 SHRS Shared-Defined 1 5,863 LOCKHEED MARTIN CORP Common 539830109 1,694 18,400 SHRS Shared-Defined 1 18,400 LOCKHEED MARTIN CORP Debt 539830AP4 43,066 32,500,000 PRN Shared-Defined 1 32,500,000 LODGENET ENTMT CORP Common 540211109 2,528 101,000 SHRS Shared-Defined 1 101,000 LOEWS CORP Common 540424207 1,819 28,100 SHRS Shared-Defined 1 28,100
LONE STAR TECHNOLOGIES INC Common 542312103 1,050 21,700 SHRS Shared-Defined 1 21,700 LONGS DRUG STORES CORP Common 543162101 1,810 42,700 SHRS Shared-Defined 1 42,700 LOWES COS INC Debt 548661CG0 92,041 85,000,000 PRN Shared-Defined 1 85,000,000 LUNDIN MINING CORP Common 550372106 951 25,754 SHRS Shared-Defined 1 25,754 LYONDELL CHEMICAL CO Common 552078107 8,182 320,000 SHRS Shared-Defined 1 320,000 MAF BANCORP INC Common 55261R108 250 5,600 SHRS Shared-Defined 1 5,600 MDU RES GROUP INC Common 552690109 646 25,200 SHRS Shared-Defined 1 25,200 MEMC ELECTR MATLS INC Common 552715104 11,394 291,100 SHRS Shared-Defined 1 291,100 MEMC ELECTR MATLS INC Option 552715904 7,828 200,000 CALL Shared-Defined 1 200,000 MGIC INVT CORP WIS Common 552848103 1,564 25,000 SHRS Shared-Defined 1 25,000 MGM MIRAGE Common 552953101 3,714 64,760 SHRS Shared-Defined 1 64,760 MPS GROUP INC Common 553409103 267 18,800 SHRS Shared-Defined 1 18,800 MRV COMMUNICATIONS INC Common 553477100 24 6,834 SHRS Shared-Defined 1 6,834 MACK CALI RLTY CORP Common 554489104 1,632 32,000 SHRS Shared-Defined 1 32,000 MACROVISION CORP Common 555904101 1,785 63,170 SHRS Shared-Defined 1 63,170 MAGELLAN HEALTH SVCS INC Common 559079207 823 19,041 SHRS Shared-Defined 1 19,041 MAGMA DESIGN AUTOMATION Common 559181102 4 401 SHRS Shared-Defined 1 401 MAJESCO ENTERTAINMENT CO Common 560690208 336 252,500 SHRS Shared-Defined 1 252,500 MANITOWOC INC Common 563571108 20,268 341,046 SHRS Shared-Defined 1 341,046 MANNKIND CORP Common 56400P201 4,417 267,864 SHRS Shared-Defined 1 267,864 MANOR CARE INC NEW Common 564055101 2,013 42,900 SHRS Shared-Defined 1 42,900 MANPOWER INC Common 56418H100 3,799 50,700 SHRS Shared-Defined 1 50,700 MARCUS CORP Common 566330106 496 19,400 SHRS Shared-Defined 1 19,400 MARINEMAX INC Common 567908108 908 35,000 SHRS Shared-Defined 1 35,000 MARSH & MCLENNAN COS INC Common 571748102 4,811 156,900 SHRS Shared-Defined 1 156,900 MARRIOTT INTL INC NEW Common 571903202 10,274 215,300 SHRS Shared-Defined 1 215,300 MARTEK BIOSCIENCES CORP Common 572901106 2,205 94,477 SHRS Shared-Defined 1 94,477 MARVEL ENTERTAINMENT INC Common 57383T103 740 27,500 SHRS Shared-Defined 1 27,500 MASCO CORP Debt 574599BB1 6,963 15,000,000 PRN Shared-Defined 1 15,000,000 MASSEY ENERGY CORP Common 576206106 1,728 74,400 SHRS Shared-Defined 1 74,400 MASTERCARD INC Common 57636Q104 295 3,000 SHRS Shared-Defined 1 3,000 MATTEL INC Common 577081102 616 27,200 SHRS Shared-Defined 1 27,200 MAXIM INTEGRATED PRODS INC Common 57772K101 7,479 244,241 SHRS Shared-Defined 1 244,241 MCAFEE INC Common 579064106 3,406 120,000 SHRS Shared-Defined 1 120,000 MCCORMICK & CO INC Common 579780206 413 10,700 SHRS Shared-Defined 1 10,700 MCDERMOTT INTL INC Common 580037109 17,610 346,240 SHRS Shared-Defined 1 346,240 MCDONALDS CORP Common 580135101 10,856 244,900 SHRS Shared-Defined 1 244,900 MCG CAPITAL CORP Common 58047P107 910 44,800 SHRS Shared-Defined 1 44,800 MCKESSON CORP Common 58155Q103 15,438 304,500 SHRS Shared-Defined 1 304,500 MEADWESTVACO CORP Common 583334107 1,070 35,600 SHRS Shared-Defined 1 35,600 MEDAREX INC Common 583916101 1,391 94,048 SHRS Shared-Defined 1 94,048 MEDCATH CORP Common 58404W109 735 26,873 SHRS Shared-Defined 1 26,873 MEDCO HEALTH SOLUTIONS INC Common 58405U102 11,890 222,500 SHRS Shared-Defined 1 222,500 MEDICINES CO Common 584688105 2,487 78,416 SHRS Shared-Defined 1 78,416 MEDICIS PHARMACEUTICAL CORP Common 584690309 4,381 124,700 SHRS Shared-Defined 1 124,700 MEDIMMUNE INC Common 584699102 4,905 151,524 SHRS Shared-Defined 1 151,524 MEDIMMUNE INC Debt 584699AG7 11,864 10,500,000 PRN Shared-Defined 1 10,500,000 MEDIMMUNE INC Debt 584699AJ1 22,960 20,000,000 PRN Shared-Defined 1 20,000,000 MEDTRONIC INC Common 585055106 348 6,500 SHRS Shared-Defined 1 6,500 MEDTRONIC INC Debt 585055AL0 6,365 6,000,000 PRN Shared-Defined 1 6,000,000 MELLON FINL CORP Common 58551A108 2,255 53,500 SHRS Shared-Defined 1 53,500 MENS WEARHOUSE INC Common 587118100 7,311 191,100 SHRS Shared-Defined 1 191,100 MENTOR CORP MINN Common 587188103 562 11,500 SHRS Shared-Defined 1 11,500 MENTOR GRAPHICS CORP Common 587200106 4,587 254,400 SHRS Shared-Defined 1 254,400
MENTOR GRAPHICS CORP Debt 587200AD8 3,144 3,000,000 PRN Shared-Defined 1 3,000,000 MERCER INTL INC Common 588056101 17,065 1,437,662 SHRS Shared-Defined 1 1,437,662 MERCK & CO INC Common 589331107 4,805 110,200 SHRS Shared-Defined 1 110,200 MERCURY COMPUTER SYS Debt 589378AB4 7,217 8,000,000 PRN Shared-Defined 1 8,000,000 MERCURY GENL CORP NEW Common 589400100 1,313 24,900 SHRS Shared-Defined 1 24,900 MEREDITH CORP Common 589433101 2,908 51,600 SHRS Shared-Defined 1 51,600 MERGE TECHNOLOGIES INC Common 589981109 6,068 925,000 SHRS Shared-Defined 1 925,000 MERRILL LYNCH & CO INC Debt 590188W46 66,129 50,000,000 PRN Shared-Defined 1 50,000,000 METHANEX CORP Common 59151K108 1,670 61,000 SHRS Shared-Defined 1 61,000 METLIFE INC Common 59156R108 3,777 64,000 SHRS Shared-Defined 1 64,000 MICROS SYS INC Common 594901100 208 3,940 SHRS Shared-Defined 1 3,940 MICROSOFT CORP Common 594918104 1,571 52,600 SHRS Shared-Defined 1 52,600 MICROSTRATEGY INC Common 594972408 3,914 34,334 SHRS Shared-Defined 1 34,334 MICROCHIP TECHNOLOGY INC Common 595017104 1,716 52,477 SHRS Shared-Defined 1 52,477 MICRON TECHNOLOGY INC Common 595112103 3,618 259,200 SHRS Shared-Defined 1 259,200 MIDDLEBY CORP Common 596278101 387 3,700 SHRS Shared-Defined 1 3,700 MILLENNIUM PHARMACEUTICALS I Common 599902103 180 16,500 SHRS Shared-Defined 1 16,500 MILLER HERMAN INC Common 600544100 9,541 262,407 SHRS Shared-Defined 1 262,407 MILLIPORE CORP Common 601073109 3,363 50,500 SHRS Shared-Defined 1 50,500 MINDSPEED TECHNOLOGIES INC Common 602682106 3,878 2,030,235 SHRS Shared-Defined 1 2,030,235 MIRAMAR MINING CORP Common 60466E100 580 127,200 SHRS Shared-Defined 1 127,200 MIRANT CORP NEW Common 60467R100 163,283 5,172,107 SHRS Shared-Defined 1 5,172,107 MIRANT CORP NEW Option 60467R900 2,368 75,000 CALL Shared-Defined 1 75,000 MOBILE TELESYSTEMS OJSC Common 607409109 17,958 357,800 SHRS Shared-Defined 1 357,800 MOBILE MINI INC Common 60740F105 304 11,300 SHRS Shared-Defined 1 11,300 MOLEX INC Common 608554101 3,648 115,329 SHRS Shared-Defined 1 115,329 MOLINA HEALTHCARE INC Common 60855R100 377 11,600 SHRS Shared-Defined 1 11,600 MONEYGRAM INTL INC Common 60935Y109 5,902 188,200 SHRS Shared-Defined 1 188,200 MONOGRAM BIOSCIENCES INC Common 60975U108 445 250,000 SHRS Shared-Defined 1 250,000 MONSTER WORLDWIDE INC Common 611742107 1,065 22,824 SHRS Shared-Defined 1 22,824 MOODYS CORP Common 615369105 1,310 18,969 SHRS Shared-Defined 1 18,969 MORGAN STANLEY Common 617446448 7,328 89,992 SHRS Shared-Defined 1 89,992 MORGANS HOTEL GROUP CO Common 61748W108 1,321 78,005 SHRS Shared-Defined 1 78,005 MORNINGSTAR INC Common 617700109 234 5,200 SHRS Shared-Defined 1 5,200 MORTONS RESTAURANT GRP INC N Common 619430101 1,006 60,400 SHRS Shared-Defined 1 60,400 MOSAIC CO Common 61945A107 1,754 82,100 SHRS Shared-Defined 1 82,100 MOTOROLA INC Common 620076109 2,679 130,300 SHRS Shared-Defined 1 130,300 MOTOROLA INC Option 620076959 9,252 450,000 PUT Shared-Defined 1 450,000 MOVIE GALLERY INC Common 624581104 391 110,984 SHRS Shared-Defined 1 110,984 MOVE INC COM Common 62458M108 206 37,397 SHRS Shared-Defined 1 37,397 MURPHY OIL CORP Common 626717102 778 15,300 SHRS Shared-Defined 1 15,300 MYLAN LABS INC Common 628530107 1,501 75,200 SHRS Shared-Defined 1 75,200 NBTY INC Common 628782104 3,521 84,700 SHRS Shared-Defined 1 84,700 NII HLDGS INC Common 62913F201 71,487 1,109,363 SHRS Shared-Defined 1 1,109,363 NIC INC Common 62914B100 120 24,161 SHRS Shared-Defined 1 24,161 NMT MED INC Common 629294109 8,118 600,000 SHRS Shared-Defined 1 600,000 NRG ENERGY INC Common 629377508 93,884 1,676,200 SHRS Shared-Defined 1 1,676,200 NRG ENERGY INC Preferred 629377870 8,635 32,000 SHRS Shared-Defined 1 32,000 NTL INC DEL Common 62941W101 25,240 1,000,000 SHRS Shared-Defined 1 1,000,000 NVE CORP Common 629445206 330 10,744 SHRS Shared-Defined 1 10,744 NVR INC Common 62944T105 452 700 SHRS Shared-Defined 1 700 NABORS INDS INC Debt 629568AL0 12,558 12,000,000 PRN Shared-Defined 1 12,000,000 NARA BANCORP INC Common 63080P105 349 16,700 SHRS Shared-Defined 1 16,700 NASDAQ 100 TR Common 631100104 16,548 383,400 SHRS Shared-Defined 1 383,400
NASDAQ 100 TR Option 631100904 16,401 380,000 CALL Shared-Defined 1 380,000 NASDAQ 100 TR Option 631100954 8,632 200,000 PUT Shared-Defined 1 200,000 NASDAQ STOCK MARKET INC Common 631103108 2,621 85,111 SHRS Shared-Defined 1 85,111 NATIONAL CITY CORP Common 635405103 3,031 82,900 SHRS Shared-Defined 1 82,900 NATIONAL FUEL GAS CO N J Common 636180101 1,555 40,344 SHRS Shared-Defined 1 40,344 NATIONAL INSTRS CORP Common 636518102 3,718 136,477 SHRS Shared-Defined 1 136,477 NATIONAL OILWELL VARCO INC Common 637071101 15,064 246,224 SHRS Shared-Defined 1 246,224 NATIONAL SEMICONDUCTOR CORP Common 637640103 1,378 60,700 SHRS Shared-Defined 1 60,700 NATIONWIDE FINL SVCS INC Common 638612101 623 11,500 SHRS Shared-Defined 1 11,500 NEKTAR THERAPEUTICS Common 640268108 11,027 725,000 SHRS Shared-Defined 1 725,000 NEKTAR THERAPEUTICS Option 640268908 761 50,000 CALL Shared-Defined 1 50,000 NET 1 UEPS TECHNOLOGIES INC Common 64107N206 6,338 214,406 SHRS Shared-Defined 1 214,406 NETFLIX COM INC Common 64110L106 4,606 178,104 SHRS Shared-Defined 1 178,104 NETEASE COM INC Common 64110W102 6,039 323,115 SHRS Shared-Defined 1 323,115 NETGEAR INC Common 64111Q104 372 14,187 SHRS Shared-Defined 1 14,187 NETRATINGS INC Common 64116M108 28,892 1,650,000 SHRS Shared-Defined 1 1,650,000 NETWORK APPLIANCE INC Common 64120L104 3,273 83,332 SHRS Shared-Defined 1 83,332 NEUROCRINE BIOSCIENCES INC Common 64125C109 433 41,544 SHRS Shared-Defined 1 41,544 NEUROCHEM INC Common 64125K101 447 20,800 SHRS Shared-Defined 1 20,800 NEUSTAR INC Common 64126X201 32 1,000 SHRS Shared-Defined 1 1,000 NEW CENTURY FINANCIAL CORP M Common 6435EV108 4,053 128,300 SHRS Shared-Defined 1 128,300 NEW JERSEY RES Common 646025106 2,618 53,900 SHRS Shared-Defined 1 53,900 NEW PLAN EXCEL RLTY TR INC Debt 648053AH9 10,003 10,000,000 PRN Shared-Defined 1 10,000,000 NEW RIV PHARMACEUTICALS INC Common 648468205 175,741 3,212,231 SHRS Shared-Defined 1 3,212,231 NEW YORK & CO INC Common 649295102 2,522 192,800 SHRS Shared-Defined 1 192,800 NEW YORK CMNTY BANCORP INC Common 649445103 1,460 90,700 SHRS Shared-Defined 1 90,700 NEW YORK TIMES CO Common 650111107 760 31,200 SHRS Shared-Defined 1 31,200 NEWELL RUBBERMAID INC Common 651229106 455 15,700 SHRS Shared-Defined 1 15,700 NEWFIELD EXPL CO Common 651290108 17,626 383,600 SHRS Shared-Defined 1 383,600 NEWMONT MINING CORP Common 651639106 650 14,400 SHRS Shared-Defined 1 14,400 NEWPORT CORP Common 651824104 268 12,805 SHRS Shared-Defined 1 12,805 NEWS CORP Common 65248E104 647 30,100 SHRS Shared-Defined 1 30,100 NEWS CORP Common 65248E203 2,173 97,600 SHRS Shared-Defined 1 97,600 NEXEN INC Common 65334H102 20,499 372,500 SHRS Shared-Defined 1 372,500 NICOR INC Common 654086107 1,928 41,200 SHRS Shared-Defined 1 41,200 NIKE INC Common 654106103 28,570 288,500 SHRS Shared-Defined 1 288,500 NIGHTHAWK RADIOLOGY HLDGS IN Common 65411N105 850 33,330 SHRS Shared-Defined 1 33,330 99 CENTS ONLY STORES Common 65440K106 10,621 872,700 SHRS Shared-Defined 1 872,700 NISOURCE INC Common 65473P105 5,884 244,129 SHRS Shared-Defined 1 244,129 NOKIA CORP Option 654902954 4,064 200,000 PUT Shared-Defined 1 200,000 NORDSON CORP Common 655663102 1,973 39,600 SHRS Shared-Defined 1 39,600 NORDSTROM INC Common 655664100 1,530 31,000 SHRS Shared-Defined 1 31,000 NORFOLK SOUTHERN CORP Common 655844108 1,509 30,000 SHRS Shared-Defined 1 30,000 NORTH AMERN ENERGY PARTNERS Common 656844107 3 200 SHRS Shared-Defined 1 200 NORTHERN ORION RES INC Common 665575106 212 58,200 SHRS Shared-Defined 1 58,200 NORTHERN TR CORP Common 665859104 7,161 118,000 SHRS Shared-Defined 1 118,000 NORTHFIELD LABS INC Common 666135108 122 30,000 SHRS Shared-Defined 1 30,000 NORTHFIELD LABS INC Option 666135958 204 50,000 PUT Shared-Defined 1 50,000 NORTHGATE MINERALS CORP Common 666416102 2,400 685,293 SHRS Shared-Defined 1 685,293 NORTHROP GRUMMAN CORP Common 666807102 1,720 25,400 SHRS Shared-Defined 1 25,400 NOVELL INC Debt 670006AC9 59,974 61,875,000 PRN Shared-Defined 1 61,875,000 NOVELLUS SYS INC Common 670008101 6,353 184,574 SHRS Shared-Defined 1 184,574 NOVEN PHARMACEUTICALS INC Common 670009109 882 34,666 SHRS Shared-Defined 1 34,666 NSTAR Common 67019E107 5,130 149,302 SHRS Shared-Defined 1 149,302
NTELOS HLDGS CORP Common 67020Q107 2,239 125,242 SHRS Shared-Defined 1 125,242 NUANCE COMMUNICATIONS INC Common 67020Y100 353 30,766 SHRS Shared-Defined 1 30,766 NUCOR CORP Common 670346105 5,258 96,200 SHRS Shared-Defined 1 96,200 NVIDIA CORP Common 67066G104 8,938 241,500 SHRS Shared-Defined 1 241,500 NUTRI SYS INC NEW Common 67069D108 1,851 29,196 SHRS Shared-Defined 1 29,196 NUVELO INC Common 67072M301 126 31,563 SHRS Shared-Defined 1 31,563 NXSTAGE MEDICAL INC Common 67072V103 13 1,511 SHRS Shared-Defined 1 1,511 OM GROUP INC Common 670872100 3,360 74,200 SHRS Shared-Defined 1 74,200 NUVEEN INVTS INC Common 67090F106 1,069 20,600 SHRS Shared-Defined 1 20,600 OSI PHARMACEUTICALS INC Common 671040103 49,080 1,403,100 SHRS Shared-Defined 1 1,403,100 OSI RESTAURANT PARTNERS INC Common 67104A101 416 10,600 SHRS Shared-Defined 1 10,600 OBAGI MEDICAL PRODUCTS INC Common 67423R108 2,578 250,000 SHRS Shared-Defined 1 250,000 OCCIDENTAL PETE CORP DEL Common 674599105 4,780 97,900 SHRS Shared-Defined 1 97,900 OCEANEERING INTL INC Common 675232102 2,001 50,400 SHRS Shared-Defined 1 50,400 ODYSSEY RE HLDGS CORP Common 67612W108 1,996 53,500 SHRS Shared-Defined 1 53,500 OFFICE DEPOT INC Common 676220106 4,157 108,900 SHRS Shared-Defined 1 108,900 OFFICEMAX INC DEL Common 67622P101 3,183 64,100 SHRS Shared-Defined 1 64,100 OIL SVC HOLDRS TR Common 678002106 109,717 785,600 SHRS Shared-Defined 1 785,600 OIL SVC HOLDRS TR Option 678002906 34,915 250,000 CALL Shared-Defined 1 250,000 OIL SVC HOLDRS TR Option 678002956 37,708 270,000 PUT Shared-Defined 1 270,000 OIL STS INTL INC Common 678026105 3,120 96,800 SHRS Shared-Defined 1 96,800 OLD DOMINION FGHT LINES INC Common 679580100 508 21,112 SHRS Shared-Defined 1 21,112 OLYMPIC STEEL INC Common 68162K106 545 24,500 SHRS Shared-Defined 1 24,500 OMNICARE INC Common 681904108 6,926 179,300 SHRS Shared-Defined 1 179,300 OMNICOM GROUP INC Common 681919106 25,037 239,500 SHRS Shared-Defined 1 239,500 OMNICOM GROUP INC Option 681919906 6,795 65,000 CALL Shared-Defined 1 65,000 OMNI ENERGY SERVICES Common 68210T208 132 13,453 SHRS Shared-Defined 1 13,453 OMNIVISION TECHNOLOGIES INC Common 682128103 2,052 150,300 SHRS Shared-Defined 1 150,300 ON SEMICONDUCTOR CORP Common 682189105 5,557 734,097 SHRS Shared-Defined 1 734,097 ONEOK INC NEW Common 682680103 4,290 99,500 SHRS Shared-Defined 1 99,500 OPEN TEXT CORP Common 683715106 1,519 74,000 SHRS Shared-Defined 1 74,000 OPSWARE INC Common 68383A101 320 36,256 SHRS Shared-Defined 1 36,256 OPTIMAL GROUP INC Common 68388R208 486 51,000 SHRS Shared-Defined 1 51,000 ORACLE CORP Common 68389X105 15,172 885,181 SHRS Shared-Defined 1 885,181 ORACLE CORP Option 68389X905 3,428 200,000 CALL Shared-Defined 1 200,000 ORASURE TECHNOLOGIES INC Common 68554V108 162 19,639 SHRS Shared-Defined 1 19,639 O REILLY AUTOMOTIVE INC Common 686091109 289 9,000 SHRS Shared-Defined 1 9,000 OSHKOSH TRUCK CORP Common 688239201 7,234 149,400 SHRS Shared-Defined 1 149,400 OVERSEAS SHIPHOLDING GROUP I Common 690368105 3,446 61,200 SHRS Shared-Defined 1 61,200 OWENS ILL INC Common 690768403 895 48,500 SHRS Shared-Defined 1 48,500 PDL BIOPHARMA INC Common 69329Y104 1,794 89,100 SHRS Shared-Defined 1 89,100 P F CHANGS CHINA BISTRO INC Common 69333Y108 967 25,183 SHRS Shared-Defined 1 25,183 PHI INC Common 69336T205 24,017 733,800 SHRS Shared-Defined 1 733,800 PMC-SIERRA INC Common 69344F106 1,141 170,046 SHRS Shared-Defined 1 170,046 PMI GROUP INC Common 69344M101 406 8,600 SHRS Shared-Defined 1 8,600 PNC FINL SVCS GROUP INC Common 693475105 935 12,627 SHRS Shared-Defined 1 12,627 PNM RES INC Common 69349H107 3,001 96,500 SHRS Shared-Defined 1 96,500 PPG INDS INC Common 693506107 5,342 83,200 SHRS Shared-Defined 1 83,200 PPL CORP Common 69351T106 69,232 1,931,706 SHRS Shared-Defined 1 1,931,706 PSS WORLD MED INC Common 69366A100 756 38,710 SHRS Shared-Defined 1 38,710 PW EAGLE INC Common 69366Y108 300 8,700 SHRS Shared-Defined 1 8,700 PACCAR INC Common 693718108 1,754 27,023 SHRS Shared-Defined 1 27,023 PACIFIC CAP BANCORP NEW Common 69404P101 557 16,600 SHRS Shared-Defined 1 16,600 PACIFIC SUNWEAR CALIF INC Common 694873100 39,398 2,012,147 SHRS Shared-Defined 1 2,012,147
PACKAGING CORP AMER Common 695156109 8,710 394,103 SHRS Shared-Defined 1 394,103 PACKETEER INC Common 695210104 352 25,903 SHRS Shared-Defined 1 25,903 PAIN THERAPEUTICS INC Common 69562K100 1,708 191,901 SHRS Shared-Defined 1 191,901 PALL CORP Common 696429307 477 13,800 SHRS Shared-Defined 1 13,800 PALM INC NEW Common 696643105 705 50,000 SHRS Shared-Defined 1 50,000 PALOMAR MED TECHNOLOGIES INC Common 697529303 1,226 24,192 SHRS Shared-Defined 1 24,192 PANERA BREAD CO Common 69840W108 6,502 116,300 SHRS Shared-Defined 1 116,300 PANTRY INC Common 698657103 677 14,452 SHRS Shared-Defined 1 14,452 PAPA JOHNS INTL INC Common 698813102 2,014 69,420 SHRS Shared-Defined 1 69,420 PAR PHARMACEUTICAL COS INC Common 69888P106 20,972 937,500 SHRS Shared-Defined 1 937,500 PARAMETRIC TECHNOLOGY CORP Common 699173209 4,960 275,226 SHRS Shared-Defined 1 275,226 PAREXEL INTL CORP Common 699462107 11,001 379,749 SHRS Shared-Defined 1 379,749 PARK ELECTROCHEMICAL CORP Common 700416209 1,075 41,900 SHRS Shared-Defined 1 41,900 PARKER DRILLING CO Common 701081101 3,052 373,600 SHRS Shared-Defined 1 373,600 PARKER HANNIFIN CORP Common 701094104 8,949 116,400 SHRS Shared-Defined 1 116,400 PATHMARK STORES INC NEW Common 70322A101 11,714 1,050,556 SHRS Shared-Defined 1 1,050,556 PATTERSON COMPANIES INC Common 703395103 4,293 120,892 SHRS Shared-Defined 1 120,892 PATTERSON UTI ENERGY INC Common 703481101 9,304 400,500 SHRS Shared-Defined 1 400,500 PAYCHEX INC Common 704326107 6,899 174,484 SHRS Shared-Defined 1 174,484 PAYLESS SHOESOURCE INC Common 704379106 2,521 76,800 SHRS Shared-Defined 1 76,800 PEABODY ENERGY CORP Common 704549104 14,713 364,100 SHRS Shared-Defined 1 364,100 PEDIATRIX MED GROUP Common 705324101 230 4,700 SHRS Shared-Defined 1 4,700 PENGROWTH ENERGY TR Common 706902509 1,975 115,300 SHRS Shared-Defined 1 115,300 PENN NATL GAMING INC Common 707569109 13,188 316,871 SHRS Shared-Defined 1 316,871 PENN NATL GAMING INC Option 707569909 8,324 200,000 CALL Shared-Defined 1 200,000 PENN WEST ENERGY TR Common 707885109 3,105 101,700 SHRS Shared-Defined 1 101,700 PENNEY J C INC Common 708160106 5,725 74,000 SHRS Shared-Defined 1 74,000 PENTAIR INC Common 709631105 377 12,000 SHRS Shared-Defined 1 12,000 PENWEST PHARMACEUTICALS CO Common 709754105 7,895 475,000 SHRS Shared-Defined 1 475,000 PEOPLESUPPORT INC Common 712714302 205 9,746 SHRS Shared-Defined 1 9,746 PEPCO HOLDINGS INC Common 713291102 981 37,700 SHRS Shared-Defined 1 37,700 PEPSI BOTTLING GROUP INC Common 713409100 3,178 102,800 SHRS Shared-Defined 1 102,800 PEPSICO INC Common 713448108 2,577 41,200 SHRS Shared-Defined 1 41,200 PERFORMANCE FOOD GROUP CO Common 713755106 1,617 58,500 SHRS Shared-Defined 1 58,500 PERFICIENT INC Common 71375U101 181 11,000 SHRS Shared-Defined 1 11,000 PERINI CORP Common 713839108 1,093 35,500 SHRS Shared-Defined 1 35,500 PERKINELMER INC Common 714046109 1,627 73,200 SHRS Shared-Defined 1 73,200 PERRIGO CO Common 714290103 908 52,500 SHRS Shared-Defined 1 52,500 PETRO-CDA Common 71644E102 1,633 39,800 SHRS Shared-Defined 1 39,800 PETROHAWK ENERGY CORP Common 716495106 197 17,100 SHRS Shared-Defined 1 17,100 PETROQUEST ENERGY INC Common 716748108 5,032 395,000 SHRS Shared-Defined 1 395,000 PETSMART INC Common 716768106 1,351 46,825 SHRS Shared-Defined 1 46,825 PFIZER INC Common 717081103 11,712 452,200 SHRS Shared-Defined 1 452,200 PHARMACEUTICAL PROD DEV INC Common 717124101 1,046 32,469 SHRS Shared-Defined 1 32,469 PHARMANET DEV GROUP INC Common 717148100 438 19,858 SHRS Shared-Defined 1 19,858 PHARMION CORP Common 71715B409 16,680 648,033 SHRS Shared-Defined 1 648,033 PHELPS DODGE CORP Common 717265102 320,718 2,678,900 SHRS Shared-Defined 1 2,678,900 PHELPS DODGE CORP Option 717265902 798,832 6,672,500 CALL Shared-Defined 1 6,672,500 PHILADELPHIA CONS HLDG CORP Common 717528103 534 11,985 SHRS Shared-Defined 1 11,985 PHILLIPS VAN HEUSEN CORP Common 718592108 1,003 20,000 SHRS Shared-Defined 1 20,000 PHOENIX COS INC NEW Common 71902E109 311 19,600 SHRS Shared-Defined 1 19,600 PHOTRONICS INC Common 719405102 358 21,900 SHRS Shared-Defined 1 21,900 PIER 1 IMPORTS INC Common 720279108 234 39,394 SHRS Shared-Defined 1 39,394 PILGRIMS PRIDE CORP Common 721467108 71 2,400 SHRS Shared-Defined 1 2,400
PINNACLE AIRL CORP Common 723443107 4,163 247,077 SHRS Shared-Defined 1 247,077 PIONEER COS INC Common 723643300 1,442 50,300 SHRS Shared-Defined 1 50,300 PIONEER DRILLING CO Common 723655106 2,995 225,500 SHRS Shared-Defined 1 225,500 PIONEER NAT RES CO Common 723787107 4,096 103,200 SHRS Shared-Defined 1 103,200 PLEXUS CORP Common 729132100 1,843 77,165 SHRS Shared-Defined 1 77,165 POGO PRODUCING CO Common 730448107 291 6,000 SHRS Shared-Defined 1 6,000 POINT THERAPEUTICS INC Common 730694106 760 737,700 SHRS Shared-Defined 1 737,700 POLARIS INDS INC Common 731068102 5,929 126,600 SHRS Shared-Defined 1 126,600 POLO RALPH LAUREN CORP Common 731572103 2,959 38,100 SHRS Shared-Defined 1 38,100 POLYCOM INC Common 73172K104 4,218 136,461 SHRS Shared-Defined 1 136,461 POOL CORPORATION Common 73278L105 392 10,000 SHRS Shared-Defined 1 10,000 POPULAR INC Common 733174106 180 10,000 SHRS Shared-Defined 1 10,000 PORTALPLAYER INC Common 736187204 239 17,775 SHRS Shared-Defined 1 17,775 PORTLAND GEN ELEC CO Common 736508847 341 12,500 SHRS Shared-Defined 1 12,500 POST PPTYS INC Common 737464107 896 19,600 SHRS Shared-Defined 1 19,600 POTASH CORP SASK INC Common 73755L107 674 4,700 SHRS Shared-Defined 1 4,700 POWERWAVE TECHNOLOGIES INC Common 739363109 3,419 530,000 SHRS Shared-Defined 1 530,000 PRAXAIR INC Common 74005P104 18,465 311,219 SHRS Shared-Defined 1 311,219 PRECISION CASTPARTS CORP Common 740189105 4,689 59,900 SHRS Shared-Defined 1 59,900 PRICE T ROWE GROUP INC Common 74144T108 20,579 470,168 SHRS Shared-Defined 1 470,168 PRICE T ROWE GROUP INC Option 74144T908 2,189 50,000 CALL Shared-Defined 1 50,000 PRICELINE COM INC Common 741503403 1,744 40,000 SHRS Shared-Defined 1 40,000 PRIDE INTL INC DEL Common 74153Q102 5,477 182,500 SHRS Shared-Defined 1 182,500 PRIDE INTL INC DEL Option 74153Q902 1,501 50,000 CALL Shared-Defined 1 50,000 PRIMEDIA INC Common 74157K101 363 214,609 SHRS Shared-Defined 1 214,609 PRINCIPAL FINANCIAL GROUP IN Common 74251V102 587 10,000 SHRS Shared-Defined 1 10,000 PROASSURANCE CORP Common 74267C106 1,942 38,900 SHRS Shared-Defined 1 38,900 PROCTER & GAMBLE CO Common 742718109 1,086 16,900 SHRS Shared-Defined 1 16,900 PRIVATEBANCORP INC Common 742962103 204 4,900 SHRS Shared-Defined 1 4,900 PROGRESS ENERGY INC Common 743263105 260 5,300 SHRS Shared-Defined 1 5,300 PROGRESS SOFTWARE CORP Common 743312100 711 25,441 SHRS Shared-Defined 1 25,441 PROGRESSIVE CORP OHIO Common 743315103 4,624 190,900 SHRS Shared-Defined 1 190,900 PROGRESSIVE GAMING INTL CORP Common 74332S102 680 75,000 SHRS Shared-Defined 1 75,000 PROLOGIS Common 743410102 2,036 33,500 SHRS Shared-Defined 1 33,500 PROSPECT ENERGY CORP Common 74348T102 5,910 345,000 SHRS Shared-Defined 1 345,000 PROSPERITY BANCSHARES INC Common 743606105 2,115 61,300 SHRS Shared-Defined 1 61,300 PRUDENTIAL FINL INC Common 744320102 1,254 14,600 SHRS Shared-Defined 1 14,600 PSYCHIATRIC SOLUTIONS INC Common 74439H108 5,015 133,672 SHRS Shared-Defined 1 133,672 PUBLIC SVC ENTERPRISE GROUP Common 744573106 1,434 21,600 SHRS Shared-Defined 1 21,600 PULTE HOMES INC Common 745867101 3,007 90,802 SHRS Shared-Defined 1 90,802 QLT INC Common 746927102 203 24,074 SHRS Shared-Defined 1 24,074 QLOGIC CORP Common 747277101 6,081 277,396 SHRS Shared-Defined 1 277,396 QUALCOMM INC Common 747525103 56,349 1,491,102 SHRS Shared-Defined 1 1,491,102 QUALITY SYS INC Common 747582104 970 26,039 SHRS Shared-Defined 1 26,039 QUANTA SVCS INC Common 74762E102 8,852 450,000 SHRS Shared-Defined 1 450,000 QUEST DIAGNOSTICS INC Common 74834L100 6,339 119,600 SHRS Shared-Defined 1 119,600 QUEST SOFTWARE INC Common 74834T103 4,029 275,000 SHRS Shared-Defined 1 275,000 QUESTAR CORP Common 748356102 5,058 60,900 SHRS Shared-Defined 1 60,900 QUICKSILVER RESOURCES INC Common 74837R104 5,807 158,700 SHRS Shared-Defined 1 158,700 QUICKSILVER RESOURCES INC Debt 74837RAB0 2,773 2,000,000 PRN Shared-Defined 1 2,000,000 QUIKSILVER INC Common 74838C106 3,741 237,540 SHRS Shared-Defined 1 237,540 QUIDEL CORP Common 74838J101 259 19,013 SHRS Shared-Defined 1 19,013 QWEST COMMUNICATIONS INTL IN Common 749121109 864 103,200 SHRS Shared-Defined 1 103,200 QWEST COMMUNICATIONS INTL IN Debt 749121BY4 47,038 30,000,000 PRN Shared-Defined 1 30,000,000
RC2 CORP Common 749388104 632 14,358 SHRS Shared-Defined 1 14,358 RPC INC Common 749660106 1,089 64,500 SHRS Shared-Defined 1 64,500 RPM INTL INC Common 749685103 984 47,100 SHRS Shared-Defined 1 47,100 RF MICRODEVICES INC Common 749941100 4,086 601,710 SHRS Shared-Defined 1 601,710 RACKABLE SYS INC Common 750077109 682 22,017 SHRS Shared-Defined 1 22,017 RACKABLE SYS INC Option 750077959 929 30,000 PUT Shared-Defined 1 30,000 RADIAN GROUP INC Common 750236101 12,814 237,700 SHRS Shared-Defined 1 237,700 RADIATION THERAPY SVCS INC Common 750323206 8,671 275,097 SHRS Shared-Defined 1 275,097 RADIOSHACK CORP Common 750438103 13,885 827,500 SHRS Shared-Defined 1 827,500 RAMBUS INC DEL Common 750917106 593 31,342 SHRS Shared-Defined 1 31,342 RAMBUS INC DEL Option 750917906 1,893 100,000 CALL Shared-Defined 1 100,000 RANGE RES CORP Common 75281A109 2,845 103,600 SHRS Shared-Defined 1 103,600 RAYONIER INC Common 754907103 423 10,300 SHRS Shared-Defined 1 10,300 REALOGY CORP Common 75605E100 7,701 254,000 SHRS Shared-Defined 1 254,000 REALNETWORKS INC Common 75605L104 2,675 244,533 SHRS Shared-Defined 1 244,533 REALNETWORKS INC Debt 75605LAB0 26,578 21,100,000 PRN Shared-Defined 1 21,100,000 RED HAT INC Common 756577102 1,513 65,800 SHRS Shared-Defined 1 65,800 RED HAT INC Debt 756577AB8 23,951 22,242,000 PRN Shared-Defined 1 22,242,000 RED ROBIN GOURMET BURGERS IN Common 75689M101 304 8,480 SHRS Shared-Defined 1 8,480 REDBACK NETWORKS INC Option 757209907 3,741 150,000 CALL Shared-Defined 1 150,000 REGAL BELOIT CORP Common 758750103 1,455 27,700 SHRS Shared-Defined 1 27,700 REGAL ENTMT GROUP Common 758766109 17,301 811,500 SHRS Shared-Defined 1 811,500 REGENCY CTRS CORP Common 758849103 745 9,528 SHRS Shared-Defined 1 9,528 REGENERON PHARMACEUTICALS Common 75886F107 675 33,631 SHRS Shared-Defined 1 33,631 REGIONAL BK HOLDRS TR Option 75902E900 8,084 50,000 CALL Shared-Defined 1 50,000 REHABCARE GROUP INC Common 759148109 462 31,100 SHRS Shared-Defined 1 31,100 REGIONS FINANCIAL CORP NEW Common 7591EP100 4,222 112,900 SHRS Shared-Defined 1 112,900 REINSURANCE GROUP AMER INC Common 759351109 1,565 28,100 SHRS Shared-Defined 1 28,100 RENOVIS INC Common 759885106 35 11,213 SHRS Shared-Defined 1 11,213 REPUBLIC AWYS HLDGS INC Common 760276105 3,613 215,300 SHRS Shared-Defined 1 215,300 REPUBLIC SVCS INC Common 760759100 3,945 97,000 SHRS Shared-Defined 1 97,000 RESEARCH IN MOTION LTD Common 760975102 8,450 66,115 SHRS Shared-Defined 1 66,115 RESTORATION HARDWARE INC DEL Common 760981100 173 20,360 SHRS Shared-Defined 1 20,360 RESOURCES CONNECTION INC Common 76122Q105 1,360 42,711 SHRS Shared-Defined 1 42,711 RIO NARCEA GOLD MINES INC Common 766909105 2,485 1,008,600 SHRS Shared-Defined 1 1,008,600 RITCHIE BROS AUCTIONEERS Common 767744105 278 5,200 SHRS Shared-Defined 1 5,200 RITE AID CORP Common 767754104 1,306 240,100 SHRS Shared-Defined 1 240,100 ROBERT HALF INTL INC Common 770323103 850 22,900 SHRS Shared-Defined 1 22,900 ROCKWELL AUTOMATION INC Common 773903109 1,472 24,100 SHRS Shared-Defined 1 24,100 ROCKWOOD HLDGS INC Common 774415103 5 200 SHRS Shared-Defined 1 200 ROGERS COMMUNICATIONS INC Common 775109200 14,726 479,558 SHRS Shared-Defined 1 479,558 ROGERS CORP Common 775133101 799 13,500 SHRS Shared-Defined 1 13,500 ROHM & HAAS CO Common 775371107 1,048 20,500 SHRS Shared-Defined 1 20,500 ROPER INDS INC NEW Common 776696106 16,328 325,000 SHRS Shared-Defined 1 325,000 ROSS STORES INC Common 778296103 1,415 48,300 SHRS Shared-Defined 1 48,300 ROWAN COS INC Common 779382100 2,812 84,700 SHRS Shared-Defined 1 84,700 ROYAL GOLD INC Common 780287108 462 12,845 SHRS Shared-Defined 1 12,845 RUBY TUESDAY INC Common 781182100 1,098 40,000 SHRS Shared-Defined 1 40,000 RUTHS CHRIS STEAK HSE INC Common 783332109 5,217 285,374 SHRS Shared-Defined 1 285,374 RYDER SYS INC Common 783549108 786 15,400 SHRS Shared-Defined 1 15,400 RYERSON INC Common 78375P107 13,421 534,900 SHRS Shared-Defined 1 534,900 RYLAND GROUP INC Common 783764103 2,185 40,000 SHRS Shared-Defined 1 40,000 SBA COMMUNICATIONS CORP Common 78388J106 351 12,781 SHRS Shared-Defined 1 12,781 SCI SYS INC Debt 783890AF3 10,805 10,898,000 PRN Shared-Defined 1 10,898,000
SAIC INC Common 78390X101 190 10,700 SHRS Shared-Defined 1 10,700 SEI INVESTMENTS CO Common 784117103 993 16,668 SHRS Shared-Defined 1 16,668 SLM CORP Debt 78442PAC0 35,034 35,000,000 PRN Shared-Defined 1 35,000,000 SPDR TR Common 78462F103 2,530 17,865 SHRS Shared-Defined 1 17,865 SPDR TR Option 78462F903 31,893 225,200 CALL Shared-Defined 1 225,200 SPDR TR Option 78462F953 14,162 100,000 PUT Shared-Defined 1 100,000 S1 CORPORATION Common 78463B101 170 30,822 SHRS Shared-Defined 1 30,822 SRS LABS INC Common 78464M106 130 12,000 SHRS Shared-Defined 1 12,000 SVB FINL GROUP Common 78486Q101 598 12,833 SHRS Shared-Defined 1 12,833 SAFECO CORP Common 786429100 444 7,100 SHRS Shared-Defined 1 7,100 SAFENET INC Common 78645R107 1,077 45,000 SHRS Shared-Defined 1 45,000 SAFEWAY INC Common 786514208 11,968 346,300 SHRS Shared-Defined 1 346,300 ST JUDE MED INC Common 790849103 1,331 36,400 SHRS Shared-Defined 1 36,400 ST MARY LD & EXPL CO Common 792228108 1,650 44,800 SHRS Shared-Defined 1 44,800 SALESFORCE COM INC Common 79466L302 2,756 75,600 SHRS Shared-Defined 1 75,600 SALIX PHARMACEUTICALS INC Common 795435106 669 55,006 SHRS Shared-Defined 1 55,006 SANDERSON FARMS INC Common 800013104 1,127 37,200 SHRS Shared-Defined 1 37,200 SANDISK CORP Common 80004C101 3,550 82,500 SHRS Shared-Defined 1 82,500 SANDISK CORP Debt 80004CAC5 30,949 35,000,000 PRN Shared-Defined 1 35,000,000 SANMINA SCI CORP Common 800907107 319 92,515 SHRS Shared-Defined 1 92,515 SAPIENT CORP Common 803062108 906 165,000 SHRS Shared-Defined 1 165,000 SASOL LTD Common 803866300 3,690 100,000 SHRS Shared-Defined 1 100,000 SAVIENT PHARMACEUTICALS INC Common 80517Q100 266 23,764 SHRS Shared-Defined 1 23,764 SAVVIS INC Common 805423308 11,106 311,000 SHRS Shared-Defined 1 311,000 SCANA CORP NEW Common 80589M102 1,946 47,900 SHRS Shared-Defined 1 47,900 SCHEIN HENRY INC Common 806407102 2,758 56,300 SHRS Shared-Defined 1 56,300 SCHERING PLOUGH CORP Common 806605101 1,771 74,900 SHRS Shared-Defined 1 74,900 SCHLUMBERGER LTD Common 806857108 22,422 355,000 SHRS Shared-Defined 1 355,000 SCHLUMBERGER LTD Debt 806857AC2 43,375 24,575,000 PRN Shared-Defined 1 24,575,000 SCHLUMBERGER LTD Debt 806857AD0 8,220 5,000,000 PRN Shared-Defined 1 5,000,000 SCHNITZER STL INDS Common 806882106 458 11,536 SHRS Shared-Defined 1 11,536 SCHOLASTIC CORP Common 807066105 2,992 83,486 SHRS Shared-Defined 1 83,486 SCHWAB CHARLES CORP NEW Common 808513105 1,071 55,400 SHRS Shared-Defined 1 55,400 SCIELE PHARMA INC Common 808627103 2,469 102,861 SHRS Shared-Defined 1 102,861 SCIENTIFIC GAMES CORP Common 80874P109 9,798 324,100 SHRS Shared-Defined 1 324,100 SEACOR HOLDINGS INC Debt 811904AJ0 2,905 2,000,000 PRN Shared-Defined 1 2,000,000 SEARS HLDGS CORP Common 812350106 195,269 1,162,800 SHRS Shared-Defined 1 1,162,800 SELECT SECTOR SPDR TR Common 81369Y506 1,173 20,000 SHRS Shared-Defined 1 20,000 SELECT SECTOR SPDR TR Option 81369Y906 17,589 300,000 CALL Shared-Defined 1 300,000 SELECT SECTOR SPDR TR Option 81369Y956 18,507 325,000 PUT Shared-Defined 1 325,000 SEMICONDUCTOR HLDRS TR Option 816636953 8,413 250,000 PUT Shared-Defined 1 250,000 SEMTECH CORP Common 816850101 1,623 124,200 SHRS Shared-Defined 1 124,200 SEMPRA ENERGY Common 816851109 2,858 51,000 SHRS Shared-Defined 1 51,000 SEPRACOR INC Common 817315104 28,246 458,684 SHRS Shared-Defined 1 458,684 SEPRACOR INC Debt 817315AL8 11,966 12,000,000 PRN Shared-Defined 1 12,000,000 SEPRACOR INC Debt 817315AW4 23,821 22,000,000 PRN Shared-Defined 1 22,000,000 SERVICE CORP INTL Common 817565104 5,125 500,000 SHRS Shared-Defined 1 500,000 SHERWIN WILLIAMS CO Common 824348106 1,272 20,000 SHRS Shared-Defined 1 20,000 SHIRE PLC Common 82481R106 44,844 726,097 SHRS Shared-Defined 1 726,097 SHOE CARNIVAL INC Common 824889109 281 8,890 SHRS Shared-Defined 1 8,890 SHUFFLE MASTER INC Common 825549108 2,929 111,800 SHRS Shared-Defined 1 111,800 SIERRA HEALTH SVCS INC Common 826322109 14,257 395,600 SHRS Shared-Defined 1 395,600 SIERRA WIRELESS INC Common 826516106 177 12,541 SHRS Shared-Defined 1 12,541 SIGMA ALDRICH CORP Common 826552101 5,495 70,700 SHRS Shared-Defined 1 70,700
SILICON LABORATORIES INC Common 826919102 727 20,984 SHRS Shared-Defined 1 20,984 SILICON STORAGE TECHNOLOGY I Common 827057100 202 44,793 SHRS Shared-Defined 1 44,793 SILICON IMAGE INC Common 82705T102 1,509 118,615 SHRS Shared-Defined 1 118,615 SILVER STD RES INC Common 82823L106 435 14,144 SHRS Shared-Defined 1 14,144 SILVER WHEATON CORP Common 828336107 745 71,000 SHRS Shared-Defined 1 71,000 SIMON PPTY GROUP INC NEW Common 828806109 385 3,800 SHRS Shared-Defined 1 3,800 SIMPLETECH INC Common 828823104 655 51,681 SHRS Shared-Defined 1 51,681 SIRIUS SATELLITE RADIO INC Common 82966U103 3,260 920,810 SHRS Shared-Defined 1 920,810 SIRIUS SATELLITE RADIO INC Option 82966U953 2,478 700,000 PUT Shared-Defined 1 700,000 SIRF TECHNOLOGY HLDGS INC Common 82967H101 14,761 578,390 SHRS Shared-Defined 1 578,390 SKECHERS U S A INC Common 830566105 4,497 135,000 SHRS Shared-Defined 1 135,000 SKYWEST INC Common 830879102 652 25,578 SHRS Shared-Defined 1 25,578 SKYWORKS SOLUTIONS INC Common 83088M102 453 64,000 SHRS Shared-Defined 1 64,000 SKYWORKS SOLUTIONS INC Option 83088M902 1,416 200,000 CALL Shared-Defined 1 200,000 SKYWORKS SOLUTIONS INC Debt 83088MAB8 3,031 3,000,000 PRN Shared-Defined 1 3,000,000 SMITH & NEPHEW PLC Common 83175M205 1,465 28,000 SHRS Shared-Defined 1 28,000 SMITH INTL INC Common 832110100 920 22,400 SHRS Shared-Defined 1 22,400 SMITH MICRO SOFTWARE INC Common 832154108 608 42,864 SHRS Shared-Defined 1 42,864 SMITHFIELD FOODS INC Common 832248108 1,627 63,400 SHRS Shared-Defined 1 63,400 SMURFIT-STONE CONTAINER CORP Common 832727101 1,225 116,000 SHRS Shared-Defined 1 116,000 SOHU COM INC Common 83408W103 681 28,380 SHRS Shared-Defined 1 28,380 SOLECTRON CORP Common 834182107 66 20,400 SHRS Shared-Defined 1 20,400 SONIC AUTOMOTIVE INC Common 83545G102 436 15,000 SHRS Shared-Defined 1 15,000 SONUS NETWORKS INC Common 835916107 967 146,734 SHRS Shared-Defined 1 146,734 SOUTHERN COPPER CORP Common 84265V105 388 7,200 SHRS Shared-Defined 1 7,200 SOUTHERN UN CO NEW Common 844030106 1,526 54,600 SHRS Shared-Defined 1 54,600 SOUTHWEST AIRLS CO Common 844741108 388 25,317 SHRS Shared-Defined 1 25,317 SOUTHWESTERN ENERGY CO Common 845467109 20,024 571,300 SHRS Shared-Defined 1 571,300 SOVEREIGN BANCORP INC Common 845905108 1,859 73,200 SHRS Shared-Defined 1 73,200 SPANSION INC Common 84649R101 7,244 487,500 SHRS Shared-Defined 1 487,500 SPECTRA ENERGY CORP Common 847560109 2,775 100,000 SHRS Shared-Defined 1 100,000 SPECTRUM BRANDS INC Common 84762L105 273 25,000 SHRS Shared-Defined 1 25,000 SPHERION CORP Common 848420105 1,115 150,000 SHRS Shared-Defined 1 150,000 SPRINT NEXTEL CORP Common 852061100 977 51,700 SHRS Shared-Defined 1 51,700 STAMPS COM INC Common 852857200 1,418 90,000 SHRS Shared-Defined 1 90,000 STANCORP FINL GROUP INC Common 852891100 1,252 27,800 SHRS Shared-Defined 1 27,800 STANDARD MICROSYSTEMS CORP Common 853626109 1,216 43,458 SHRS Shared-Defined 1 43,458 STANDARD PAC CORP NEW Common 85375C101 472 17,600 SHRS Shared-Defined 1 17,600 STANTEC INC Common 85472N109 1,452 67,000 SHRS Shared-Defined 1 67,000 STAPLES INC Common 855030102 739 27,693 SHRS Shared-Defined 1 27,693 STARBUCKS CORP Common 855244109 10,246 289,263 SHRS Shared-Defined 1 289,263 STARWOOD HOTELS&RESORTS WRLD Common 85590A401 13,356 213,700 SHRS Shared-Defined 1 213,700 STATE STR CORP Common 857477103 13,151 195,000 SHRS Shared-Defined 1 195,000 STATION CASINOS INC Option 857689903 2,450 30,000 CALL Shared-Defined 1 30,000 STATS CHIPPAC LTD Common 85771T104 95 12,400 SHRS Shared-Defined 1 12,400 STEEL DYNAMICS INC Common 858119100 409 12,600 SHRS Shared-Defined 1 12,600 STEELCASE INC Common 858155203 272 15,000 SHRS Shared-Defined 1 15,000 STEIN MART INC Common 858375108 492 37,100 SHRS Shared-Defined 1 37,100 STERIS CORP Common 859152100 257 10,200 SHRS Shared-Defined 1 10,200 STRAYER ED INC Common 863236105 795 7,500 SHRS Shared-Defined 1 7,500 SUN LIFE FINL INC Common 866796105 2,227 52,600 SHRS Shared-Defined 1 52,600 SUN MICROSYSTEMS INC Common 866810104 521 96,100 SHRS Shared-Defined 1 96,100 SUN HEALTHCARE GROUP INC Common 866933401 5,368 425,000 SHRS Shared-Defined 1 425,000 SUN HYDRAULICS CORP Common 866942105 312 15,200 SHRS Shared-Defined 1 15,200
SUNOCO INC Common 86764P109 7,022 112,600 SHRS Shared-Defined 1 112,600 SUNRISE SENIOR LIVING INC Common 86768K106 9,105 296,400 SHRS Shared-Defined 1 296,400 SUNSTONE HOTEL INVS INC NEW Common 867892101 5,558 207,913 SHRS Shared-Defined 1 207,913 SUNTRUST BKS INC Option 867914903 29,558 350,000 CALL Shared-Defined 1 350,000 SUPERIOR ENERGY SVCS INC Common 868157108 1,088 33,300 SHRS Shared-Defined 1 33,300 SUPERIOR ESSEX INC Common 86815V105 307 9,234 SHRS Shared-Defined 1 9,234 SUPERTEX INC Common 868532102 2,371 60,417 SHRS Shared-Defined 1 60,417 SUPERVALU INC Common 868536103 265 7,400 SHRS Shared-Defined 1 7,400 SUPERVALU INC Debt 868536AP8 2,802 8,000,000 PRN Shared-Defined 1 8,000,000 SURMODICS INC Common 868873100 293 9,424 SHRS Shared-Defined 1 9,424 SWIFT ENERGY CO Common 870738101 6,251 139,500 SHRS Shared-Defined 1 139,500 SYMANTEC CORP Common 871503108 514 24,640 SHRS Shared-Defined 1 24,640 SYNAPTICS INC Common 87157D109 1,790 60,276 SHRS Shared-Defined 1 60,276 SYNOPSYS INC Common 871607107 4,823 180,420 SHRS Shared-Defined 1 180,420 SYNNEX CORP Common 87162W100 219 10,000 SHRS Shared-Defined 1 10,000 SYNTAX BRILLIAN CORP Common 87163L103 1,350 157,172 SHRS Shared-Defined 1 157,172 SYSCO CORP Common 871829107 1,570 42,700 SHRS Shared-Defined 1 42,700 TCF FINL CORP Common 872275102 6,584 240,100 SHRS Shared-Defined 1 240,100 TD BANKNORTH INC Common 87235A101 207 6,400 SHRS Shared-Defined 1 6,400 TD AMERITRADE HLDG CORP Common 87236Y108 3,233 199,836 SHRS Shared-Defined 1 199,836 THQ INC Common 872443403 537 16,500 SHRS Shared-Defined 1 16,500 TJX COS INC NEW Common 872540109 5,296 185,700 SHRS Shared-Defined 1 185,700 TJX COS INC NEW Debt 872540AL3 34,444 36,500,000 PRN Shared-Defined 1 36,500,000 TTM TECHNOLOGIES INC Common 87305R109 835 73,700 SHRS Shared-Defined 1 73,700 T-3 ENERGY SRVCS INC Common 87306E107 3,094 140,300 SHRS Shared-Defined 1 140,300 TXU CORP Common 873168108 14,433 266,243 SHRS Shared-Defined 1 266,243 TAKE-TWO INTERACTIVE SOFTWAR Common 874054109 22,628 1,274,071 SHRS Shared-Defined 1 1,274,071 TARGET CORP Common 87612E106 5,271 92,400 SHRS Shared-Defined 1 92,400 TASER INTL INC Option 87651B904 750 100,000 CALL Shared-Defined 1 100,000 TAYLOR CAP GROUP INC Common 876851106 205 5,600 SHRS Shared-Defined 1 5,600 TECH DATA CORP Common 878237106 12,232 322,992 SHRS Shared-Defined 1 322,992 TECHNITROL INC Common 878555101 678 28,400 SHRS Shared-Defined 1 28,400 TECK COMINCO LTD Common 878742204 1,554 20,600 SHRS Shared-Defined 1 20,600 TECHWELL INC Common 87874D101 356 22,165 SHRS Shared-Defined 1 22,165 TEKELEC Common 879101103 346 23,300 SHRS Shared-Defined 1 23,300 TEKELEC Debt 879101AE3 5,071 5,000,000 PRN Shared-Defined 1 5,000,000 TELECOM CORP NEW ZEALAND LTD Common 879278208 258 9,600 SHRS Shared-Defined 1 9,600 TELEDYNE TECHNOLOGIES INC Common 879360105 863 21,500 SHRS Shared-Defined 1 21,500 TELEFLEX INC Common 879369106 613 9,500 SHRS Shared-Defined 1 9,500 TELLABS INC Common 879664100 561 54,674 SHRS Shared-Defined 1 54,674 TEMPLE INLAND INC Common 879868107 14,039 305,000 SHRS Shared-Defined 1 305,000 TELETECH HOLDINGS INC Common 879939106 678 28,390 SHRS Shared-Defined 1 28,390 TEMPUR PEDIC INTL INC Common 88023U101 8,121 396,900 SHRS Shared-Defined 1 396,900 TENET HEALTHCARE CORP Common 88033G100 138 19,800 SHRS Shared-Defined 1 19,800 TENNECO INC Common 880349105 3,233 130,800 SHRS Shared-Defined 1 130,800 TERADYNE INC Common 880770102 494 33,000 SHRS Shared-Defined 1 33,000 TEREX CORP NEW Common 880779103 969 15,000 SHRS Shared-Defined 1 15,000 TERRA INDS INC Common 880915103 3,318 276,951 SHRS Shared-Defined 1 276,951 TESORO CORP Common 881609101 6,978 106,100 SHRS Shared-Defined 1 106,100 TEVA PHARMACEUTICAL INDS LTD Common 881624209 1,147 36,900 SHRS Shared-Defined 1 36,900 TESSERA TECHNOLOGIES INC Common 88164L100 1,247 30,912 SHRS Shared-Defined 1 30,912 TEVA PHARMACEUTICAL FIN II L Debt 88164RAB3 30,728 30,000,000 PRN Shared-Defined 1 30,000,000 TEVA PHARMACEUTICAL FIN CO B Debt 88165FAA0 6,485 7,000,000 PRN Shared-Defined 1 7,000,000 TEXAS INDS INC Common 882491103 11,330 176,400 SHRS Shared-Defined 1 176,400
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U S AIRWAYS GROUP INC Common 90341W108 11,864 220,320 SHRS Shared-Defined 1 220,320 US BIOENERGY CORP Common 90342V109 388 22,801 SHRS Shared-Defined 1 22,801 ULTRA CLEAN HLDGS INC Common 90385V107 280 22,694 SHRS Shared-Defined 1 22,694 ULTRA PETROLEUM CORP Common 903914109 1,017 21,300 SHRS Shared-Defined 1 21,300 UNIBANCO-UNIAO DE BANCOS BRA Common 90458E107 4,834 52,000 SHRS Shared-Defined 1 52,000 UNION PAC CORP Common 907818108 4,619 50,200 SHRS Shared-Defined 1 50,200 UNIT CORP Common 909218109 5,581 115,200 SHRS Shared-Defined 1 115,200 UNITED DOMINION REALTY TR IN Common 910197102 693 21,800 SHRS Shared-Defined 1 21,800 UNITED PARCEL SERVICE INC Common 911312106 2,227 29,700 SHRS Shared-Defined 1 29,700 UNITED RENTALS INC Common 911363109 10 400 SHRS Shared-Defined 1 400 UNITED STATES CELLULAR CORP Common 911684108 1,134 16,300 SHRS Shared-Defined 1 16,300 UNITED STATES STL CORP NEW Common 912909108 3,108 42,500 SHRS Shared-Defined 1 42,500 UNITED STATIONERS INC Common 913004107 476 10,205 SHRS Shared-Defined 1 10,205 UNITED TECHNOLOGIES CORP Common 913017109 7,121 113,900 SHRS Shared-Defined 1 113,900 UNITED THERAPEUTICS CORP DEL Common 91307C102 4,040 74,299 SHRS Shared-Defined 1 74,299 UNITEDHEALTH GROUP INC Common 91324P102 4,298 80,000 SHRS Shared-Defined 1 80,000 UNIVERSAL AMERN FINL CORP Common 913377107 6,330 339,587 SHRS Shared-Defined 1 339,587 UNIVERSAL COMPRESSION HLDGS Common 913431102 2,869 46,200 SHRS Shared-Defined 1 46,200 UNUMPROVIDENT CORP Common 91529Y106 1,864 89,700 SHRS Shared-Defined 1 89,700 URBAN OUTFITTERS INC Common 917047102 24,741 1,074,300 SHRS Shared-Defined 1 1,074,300 UTILITIES HOLDRS TR Common 918019100 3,292 25,000 SHRS Shared-Defined 1 25,000 VCA ANTECH INC Common 918194101 945 29,343 SHRS Shared-Defined 1 29,343 VA SOFTWARE CORP Common 91819B105 467 92,893 SHRS Shared-Defined 1 92,893 VAIL RESORTS INC Common 91879Q109 735 16,400 SHRS Shared-Defined 1 16,400 VALASSIS COMMUNICATIONS INC Common 918866104 4,135 285,200 SHRS Shared-Defined 1 285,200 VALASSIS COMMUNICATIONS INC Debt 918866AK0 6,249 10,000,000 PRN Shared-Defined 1 10,000,000 VALEANT PHARMACEUTICALS INTL Common 91911X104 349 20,227 SHRS Shared-Defined 1 20,227 VALEANT PHARMACEUTICALS INTL Debt 91911XAB0 2,877 3,000,000 PRN Shared-Defined 1 3,000,000 VALEANT PHARMACEUTICALS INTL Debt 91911XAD6 4,779 5,000,000 PRN Shared-Defined 1 5,000,000 VALERO ENERGY CORP NEW Common 91913Y100 11,915 232,900 SHRS Shared-Defined 1 232,900 VALMONT INDS INC Common 920253101 239 4,300 SHRS Shared-Defined 1 4,300 VALSPAR CORP Common 920355104 569 20,600 SHRS Shared-Defined 1 20,600 VALUECLICK INC Common 92046N102 2,925 123,766 SHRS Shared-Defined 1 123,766 VANDA PHARMACEUTICALS INC Common 921659108 37,031 1,502,274 SHRS Shared-Defined 1 1,502,274 VARIAN INC Common 922206107 193 4,300 SHRS Shared-Defined 1 4,300 VARIAN SEMICONDUCTOR EQUIPMN Common 922207105 5,381 118,212 SHRS Shared-Defined 1 118,212 VARIAN MED SYS INC Common 92220P105 7,207 151,500 SHRS Shared-Defined 1 151,500 VENTANA MED SYS INC Common 92276H106 2,307 53,621 SHRS Shared-Defined 1 53,621 VERIFONE HLDGS INC Common 92342Y109 1,361 38,440 SHRS Shared-Defined 1 38,440 VERISIGN INC Common 92343E102 1,193 49,600 SHRS Shared-Defined 1 49,600 VERTEX PHARMACEUTICALS INC Common 92532F100 1,512 40,400 SHRS Shared-Defined 1 40,400 VIACOM INC NEW Common 92553P201 484 11,800 SHRS Shared-Defined 1 11,800 VICAL INC Common 925602104 74 11,546 SHRS Shared-Defined 1 11,546 VIEWPOINT FINL GROUP Common 926727108 1,355 80,000 SHRS Shared-Defined 1 80,000 VIGNETTE CORP Common 926734401 239 14,014 SHRS Shared-Defined 1 14,014 VINEYARD NATL BANCORP Common 927426106 205 8,900 SHRS Shared-Defined 1 8,900 VITAL IMAGES INC Common 92846N104 6,985 200,729 SHRS Shared-Defined 1 200,729 VIVO PARTICIPACOES S A Common 92855S101 2,460 600,000 SHRS Shared-Defined 1 600,000 VOLCOM INC Common 92864N101 319 10,780 SHRS Shared-Defined 1 10,780 VOLTERRA SEMICONDUCTOR CORP Common 928708106 305 20,326 SHRS Shared-Defined 1 20,326 VORNADO RLTY L P Debt 929043AE7 25,011 25,000,000 PRN Shared-Defined 1 25,000,000 VULCAN MATLS CO Common 929160109 8,511 94,700 SHRS Shared-Defined 1 94,700 W & T OFFSHORE INC Common 92922P106 768 25,000 SHRS Shared-Defined 1 25,000 WCI CMNTYS INC Common 92923C104 62,337 3,250,100 SHRS Shared-Defined 1 3,250,100
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