13F-HR 1 b414422_13f-hr.txt COMBINATION REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2006 Check here if Amendment [ ]; Amendment Number: _________________ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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 August 14, 2006 ----------------------- ----------------------- --------------- [Signature] [City, State] [Date] Report type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this report manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holding are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section] Form 13F File Number: 28-10113 -------------------------- Name Sigma Capital Advisors, LLC ------------------------------------------- Form 13F File Number: 28-11740 -------------------------- Name CR Intrinsic Investors, LLC ------------------------------------------- Form 13F File Number: 28-11739 -------------------------- Name Canvas Capital Management, L.P. ------------------------------------------- Form 13F File Number: 28-11288 -------------------------- Name Walter Capital Management, LLP. ------------------------------------------- FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 -------------- Form 13F Information Table Entry Total: 1,752 * -------------- Form 13F Information Table Value Total: $ 10,088,237 -------------- (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 the Other Included Managers are listed herein.
2. TITLE OF 4. VALUE 5.SHRS OR SH/ PUT/ 6. INVESTMENT 7. OTHER 8. VOTING AUTHORITY 1. NAME OF ISSUER CLASS 3. CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SHARED ------------------ ------------ -------- -------- --------- --- ---- ------------- -------- ----------------- 24/7 REAL MEDIA INC Common 901314203 2,652 302,100 SHRS Shared-Defined 1 302,100 3COM CORP Common 885535104 2,631 513,830 SHRS Shared-Defined 1 513,830 3M CO Common 88579Y101 21,299 263,700 SHRS Shared-Defined 1 263,700 99 CENTS ONLY STORES Common 65440K106 2,694 257,600 SHRS Shared-Defined 1 257,600 A C MOORE ARTS & CRAFTS INC Common 00086T103 845 51,819 SHRS Shared-Defined 1 51,819 A D C TELECOMMUNICATIONS Common 000886309 741 43,978 SHRS Shared-Defined 1 43,978 A S V INC Common 001963107 1,487 64,537 SHRS Shared-Defined 1 64,537 AAR CORP Common 000361105 734 33,000 SHRS Shared-Defined 1 33,000 AARON RENTS INC Common 002535201 43 1,600 SHRS Shared-Defined 1 1,600 ABERCROMBIE & FITCH CO Common 002896207 2,450 44,200 SHRS Shared-Defined 1 44,200 ABERCROMBIE & FITCH CO Option 002896907 277 5,000 Call Shared-Defined 1 5,000 ABRAXIS BIOSCIENCE INC Common 00383E106 1,924 80,712 SHRS Shared-Defined 1 80,712 ABX AIR INC Common 00080S101 3,544 586,699 SHRS Shared-Defined 1 586,699 ACCENTURE LTD BERMUDA Common G1150G111 1,204 42,500 SHRS Shared-Defined 1 42,500 ACCREDITED HOME LENDRS HLDG Common 00437P107 2,617 54,729 SHRS Shared-Defined 1 54,729 ACCURIDE CORP Common 004398103 1,082 86,800 SHRS Shared-Defined 1 86,800 ACE CASH EXPRESS INC Common 004403101 19,026 650,000 SHRS Shared-Defined 1 650,000 ACE LTD Common G0070K103 17,808 352,000 SHRS Shared-Defined 1 352,000 ACORDA THERAPEUTICS INC Common 00484M106 647 155,092 SHRS Shared-Defined 1 155,092 ACTEL CORP Common 004934105 149 10,359 SHRS Shared-Defined 1 10,359 ACTIVISION INC NEW Common 004930202 4,182 367,530 SHRS Shared-Defined 1 367,530 ACTUANT CORP Common 00508X203 594 11,900 SHRS Shared-Defined 1 11,900 ACUITY BRANDS INC Common 00508Y102 603 15,500 SHRS Shared-Defined 1 15,500 ADAMS RESPIRATORY THERAPEUTI Common 00635P107 2,460 55,136 SHRS Shared-Defined 1 55,136 ADAPTEC INC Debt 00651FAG3 13,573 15,550,000 PRN Shared-Defined 1 15,550,000 ADOBE SYS INC Common 00724F101 1,439 47,382 SHRS Shared-Defined 1 47,382 ADOLOR CORP Common 00724X102 30,370 1,214,300 SHRS Shared-Defined 1 1,214,300 ADTRAN INC Common 00738A106 2,140 95,400 SHRS Shared-Defined 1 95,400 ADVANCE AMER CASH ADVANCE CT Common 00739W107 281 16,000 SHRS Shared-Defined 1 16,000 ADVANCE AUTO PARTS INC Common 00751Y106 980 33,900 SHRS Shared-Defined 1 33,900 ADVANCED ANALOGIC TECHNOLOGI Common 00752J108 170 16,234 SHRS Shared-Defined 1 16,234 ADVANCED ENERGY INDS Common 007973100 155 11,690 SHRS Shared-Defined 1 11,690 ADVANCED LIFE SCIENCES HLDGS Common 00765H107 1,022 352,376 SHRS Shared-Defined 1 352,376 ADVANCED MEDICAL OPTICS INC Common 00763M108 11,235 221,600 SHRS Shared-Defined 1 221,600 ADVANCED MICRO DEVICES INC Common 007903107 4,850 198,600 SHRS Shared-Defined 1 198,600 ADVANCED MICRO DEVICES INC Option 007903957 4,884 200,000 Put Shared-Defined 1 200,000 ADVANCIS PHARMACEUTICALS COR Common 00764L109 175 58,900 SHRS Shared-Defined 1 58,900 ADVANTA CORP Common 007942204 345 9,600 SHRS Shared-Defined 1 9,600 ADVENT SOFTWARE INC Common 007974108 546 15,130 SHRS Shared-Defined 1 15,130 AEP INDS INC Common 001031103 735 22,000 SHRS Shared-Defined 1 22,000 AEROFLEX INC Common 007768104 347 29,700 SHRS Shared-Defined 1 29,700 AEROPOSTALE Common 007865108 4,911 170,000 SHRS Shared-Defined 1 170,000 AES CORP Common 00130H105 1,011 54,800 SHRS Shared-Defined 1 54,800 AETNA INC NEW Common 00817Y108 13,576 340,000 SHRS Shared-Defined 1 340,000 AFFILIATED MANAGERS GROUP Common 008252108 678 7,800 SHRS Shared-Defined 1 7,800 AFFILIATED MANAGERS GROUP Debt 008252AE8 75,004 36,000,000 PRN Shared-Defined 1 36,000,000 AFFORDABLE RESIDENTIAL CMTYS Common 008273104 2,075 193,000 SHRS Shared-Defined 1 193,000 AFFYMETRIX INC Common 00826T108 3,465 135,368 SHRS Shared-Defined 1 135,368 AFLAC INC Common 001055102 565 12,200 SHRS Shared-Defined 1 12,200 AGERE SYS INC Common 00845V308 294 20,000 SHRS Shared-Defined 1 20,000 AGILENT TECHNOLOGIES INC Common 00846U101 2,257 71,500 SHRS Shared-Defined 1 71,500 AGILYSYS INC Common 00847J105 1,840 102,200 SHRS Shared-Defined 1 102,200 AGNICO EAGLE MINES LTD Common 008474108 3,830 115,590 SHRS Shared-Defined 1 115,590 AGRIUM INC Common 008916108 1,142 49,230 SHRS Shared-Defined 1 49,230 AIR METHODS CORP Common 009128307 223 8,500 SHRS Shared-Defined 1 8,500 AIR PRODS & CHEMS INC Common 009158106 908 14,200 SHRS Shared-Defined 1 14,200 AIRGAS INC Common 009363102 1,419 38,100 SHRS Shared-Defined 1 38,100 AK STL HLDG CORP Common 001547108 40,561 2,932,800 SHRS Shared-Defined 1 2,932,800 ALASKA AIR GROUP INC Common 011659109 1,451 36,800 SHRS Shared-Defined 1 36,800 ALASKA COMMUNICATIONS SYS GR Common 01167P101 636 50,300 SHRS Shared-Defined 1 50,300 ALBANY MOLECULAR RESH INC Common 012423109 146 13,700 SHRS Shared-Defined 1 13,700 ALBEMARLE CORP Common 012653101 1,034 21,600 SHRS Shared-Defined 1 21,600 ALCAN INC Common 013716105 3,380 72,100 SHRS Shared-Defined 1 72,100 ALCOA INC Common 013817101 38,104 1,177,500 SHRS Shared-Defined 1 1,177,500 ALCON INC Common H01301102 3,262 33,100 SHRS Shared-Defined 1 33,100 ALERIS INTL INC Common 014477103 1,238 27,000 SHRS Shared-Defined 1 27,000 ALEXANDER & BALDWIN INC Common 014482103 2,705 61,100 SHRS Shared-Defined 1 61,100 ALEXION PHARMACEUTICALS INC Common 015351109 3,045 84,304 SHRS Shared-Defined 1 84,304 ALKERMES INC Common 01642T108 3,152 166,600 SHRS Shared-Defined 1 166,600 ALLEGHENY ENERGY INC Common 017361106 9,909 267,300 SHRS Shared-Defined 1 267,300 ALLEGHENY TECHNOLOGIES INC Common 01741R102 7,358 106,273 SHRS Shared-Defined 1 106,273 ALLERGAN INC Common 018490102 5,363 50,000 SHRS Shared-Defined 1 50,000 ALLIANCE DATA SYSTEMS CORP Common 018581108 882 15,000 SHRS Shared-Defined 1 15,000 ALLIANT TECHSYSTEMS INC Common 018804104 832 10,900 SHRS Shared-Defined 1 10,900 ALLIED WASTE INDS INC Common 019589308 1,068 94,000 SHRS Shared-Defined 1 94,000 ALLSTATE CORP Common 020002101 1,341 24,500 SHRS Shared-Defined 1 24,500 ALLTEL CORP Common 020039103 13,404 210,000 SHRS Shared-Defined 1 210,000 ALLTEL CORP Option 020039903 8,298 130,000 Call Shared-Defined 1 130,000 ALON USA ENERGY INC Common 020520102 428 13,600 SHRS Shared-Defined 1 13,600 ALPHA NATURAL RESOURCES INC Common 02076X102 500 25,500 SHRS Shared-Defined 1 25,500 ALTERA CORP Common 021441100 2,966 169,000 SHRS Shared-Defined 1 169,000 ALTIRIS INC Common 02148M100 1,952 108,196 SHRS Shared-Defined 1 108,196 ALTRIA GROUP INC Common 02209S103 5,874 80,000 SHRS Shared-Defined 1 80,000 ALTUS PHARMACEUTICALS INC Common 02216N105 3,690 200,000 SHRS Shared-Defined 1 200,000 AMAZON COM INC Common 023135106 1,934 50,000 SHRS Shared-Defined 1 50,000 AMAZON COM INC Debt 023135AF3 16,945 17,550,000 PRN Shared-Defined 1 17,550,000 AMB PROPERTY CORP Common 00163T109 359 7,100 SHRS Shared-Defined 1 7,100 AMDOCS LTD Common G02602103 4,191 114,500 SHRS Shared-Defined 1 114,500 AMEDISYS INC Common 023436108 990 26,117 SHRS Shared-Defined 1 26,117 AMERCO Common 023586100 1,209 12,006 SHRS Shared-Defined 1 12,006 AMEREN CORP Common 023608102 30,512 604,200 SHRS Shared-Defined 1 604,200 AMERICA MOVIL S A DE C V Common 02364W105 6,098 183,344 SHRS Shared-Defined 1 183,344 AMERICAN AXLE & MFG HLDGS IN Common 024061103 1,070 62,520 SHRS Shared-Defined 1 62,520 AMERICAN COMMERCIAL LINES Common 025195207 6,251 103,747 SHRS Shared-Defined 1 103,747 AMERICAN EAGLE OUTFITTERS NE Common 02553E106 662 19,460 SHRS Shared-Defined 1 19,460 AMERICAN ELEC PWR INC Common 025537101 11,546 337,100 SHRS Shared-Defined 1 337,100 AMERICAN EXPRESS CO Common 025816109 19,082 358,550 SHRS Shared-Defined 1 358,550 AMERICAN FINL GROUP INC OHIO Common 025932104 1,115 26,000 SHRS Shared-Defined 1 26,000 AMERICAN HOME MTG INVT CORP Common 02660R107 358 9,700 SHRS Shared-Defined 1 9,700 AMERICAN INTL GROUP INC Common 026874107 11,497 194,700 SHRS Shared-Defined 1 194,700 AMERICAN MED SYS HLDGS INC Common 02744M108 1,998 120,026 SHRS Shared-Defined 1 120,026 AMERICAN ORIENTAL BIOENGR IN Common 028731107 231 41,700 SHRS Shared-Defined 1 41,700 AMERICAN PWR CONVERSION CORP Common 029066107 622 31,900 SHRS Shared-Defined 1 31,900 AMERICAN RAILCAR INDS INC Common 02916P103 409 12,343 SHRS Shared-Defined 1 12,343 AMERICAN TOWER CORP Common 029912201 17,360 557,852 SHRS Shared-Defined 1 557,852 AMERICAN TOWER CORP Debt 029912AF9 17,149 17,248,000 PRN Shared-Defined 1 17,248,000 AMERICAN WOODMARK CORP Common 030506109 2,425 69,200 SHRS Shared-Defined 1 69,200 AMERICREDIT CORP Common 03060R101 1,954 70,000 SHRS Shared-Defined 1 70,000 AMERIPRISE FINL INC Common 03076C106 4,077 91,275 SHRS Shared-Defined 1 91,275 AMERISOURCEBERGEN CORP Common 03073E105 365 8,700 SHRS Shared-Defined 1 8,700 AMERISTAR CASINOS INC Common 03070Q101 11,670 600,000 SHRS Shared-Defined 1 600,000 AMERUS GROUP CO Common 03072M108 509 8,700 SHRS Shared-Defined 1 8,700 AMETEK INC NEW Common 031100100 1,658 35,000 SHRS Shared-Defined 1 35,000 AMGEN INC Common 031162100 4,413 67,646 SHRS Shared-Defined 1 67,646 AMGEN INC Debt 031162AL4 66,320 90,000,000 PRN Shared-Defined 1 90,000,000 AMIS HLDGS INC Common 031538101 3,000 300,000 SHRS Shared-Defined 1 300,000 AMKOR TECHNOLOGY INC Common 031652100 4,045 427,636 SHRS Shared-Defined 1 427,636 AMR CORP Common 001765106 3,816 150,100 SHRS Shared-Defined 1 150,100 AMSOUTH BANCORPORATION Common 032165102 510 19,300 SHRS Shared-Defined 1 19,300 AMSURG CORP Common 03232P405 494 21,711 SHRS Shared-Defined 1 21,711 ANADARKO PETE CORP Common 032511107 10,449 219,100 SHRS Shared-Defined 1 219,100 ANADARKO PETE CORP Option 032511957 32,191 675,000 Put Shared-Defined 1 675,000 ANADIGICS INC Common 032515108 163 24,310 SHRS Shared-Defined 1 24,310 ANALOG DEVICES INC Common 032654105 2,301 71,600 SHRS Shared-Defined 1 71,600 ANDERSONS INC Common 034164103 6,629 159,315 SHRS Shared-Defined 1 159,315 ANDRX CORP DEL Common 034553107 22,348 963,700 SHRS Shared-Defined 1 963,700 ANGIOTECH PHARMACEUTICALS IN Common 034918102 2,238 192,014 SHRS Shared-Defined 1 192,014 ANHEUSER BUSCH COS INC Common 035229103 10,709 234,900 SHRS Shared-Defined 1 234,900 ANIXTER INTL INC Common 035290105 1,315 27,700 SHRS Shared-Defined 1 27,700 ANNALY MTG MGMT INC Common 035710409 5,226 408,000 SHRS Shared-Defined 1 408,000 ANNTAYLOR STORES CORP Common 036115103 7,071 163,000 SHRS Shared-Defined 1 163,000 ANSYS INC Common 03662Q105 1,219 25,499 SHRS Shared-Defined 1 25,499 AON CORP Common 037389103 4,551 130,700 SHRS Shared-Defined 1 130,700 AON CORP Debt 037389AT0 50,470 31,000,000 PRN Shared-Defined 1 31,000,000 APACHE CORP Common 037411105 3,064 44,900 SHRS Shared-Defined 1 44,900 APARTMENT INVT & MGMT CO Common 03748R101 356 8,200 SHRS Shared-Defined 1 8,200 APOLLO GROUP INC Common 037604105 2,136 41,348 SHRS Shared-Defined 1 41,348 APOLLO INVT CORP Common 03761U106 514 27,800 SHRS Shared-Defined 1 27,800 APPLE COMPUTER INC Common 037833100 6,894 120,698 SHRS Shared-Defined 1 120,698 APPLEBEES INTL INC Common 037899101 1,476 76,791 SHRS Shared-Defined 1 76,791 APPLERA CORP Common 038020202 15,540 1,200,000 SHRS Shared-Defined 1 1,200,000 APPLIED INDL TECHNOLOGIES IN Common 03820C105 2,494 102,600 SHRS Shared-Defined 1 102,600 APPLIED MATLS INC Common 038222105 2,199 135,100 SHRS Shared-Defined 1 135,100 APPLIED MICRO CIRCUITS CORP Common 03822W109 28,865 10,573,203 SHRS Shared-Defined 1 10,573,203 APRIA HEALTHCARE GROUP INC Common 037933108 782 41,400 SHRS Shared-Defined 1 41,400 AQUA AMERICA INC Common 03836W103 205 9,000 SHRS Shared-Defined 1 9,000 AQUANTIVE INC Common 03839G105 961 37,938 SHRS Shared-Defined 1 37,938 ARACRUZ CELULOSE S A Common 038496204 10,164 193,900 SHRS Shared-Defined 1 193,900 ARBITRON INC Common 03875Q108 211 5,500 SHRS Shared-Defined 1 5,500 ARCH CAP GROUP LTD Common G0450A105 892 15,000 SHRS Shared-Defined 1 15,000 ARCH COAL INC Common 039380100 2,678 63,200 SHRS Shared-Defined 1 63,200 ARCHER DANIELS MIDLAND CO Common 039483102 3,203 77,600 SHRS Shared-Defined 1 77,600 ARENA PHARMACEUTICALS INC Common 040047102 155 13,401 SHRS Shared-Defined 1 13,401 ARES CAP CORP Common 04010L103 185 10,900 SHRS Shared-Defined 1 10,900 ARGON ST INC Common 040149106 208 7,807 SHRS Shared-Defined 1 7,807 ARGONAUT GROUP INC Common 040157109 1,150 38,292 SHRS Shared-Defined 1 38,292 ARIAD PHARMACEUTICALS INC Common 04033A100 781 173,255 SHRS Shared-Defined 1 173,255 ARM HLDGS PLC Common 042068106 68 10,900 SHRS Shared-Defined 1 10,900 ARMOR HOLDINGS INC Common 042260109 2,846 51,900 SHRS Shared-Defined 1 51,900 ARROW ELECTRS INC Common 042735100 1,468 45,600 SHRS Shared-Defined 1 45,600 ART TECHNOLOGY GROUP INC Common 04289L107 222 74,523 SHRS Shared-Defined 1 74,523 ARTHROCARE CORP Common 043136100 875 20,827 SHRS Shared-Defined 1 20,827 ARVINMERITOR INC Common 043353101 3,794 220,700 SHRS Shared-Defined 1 220,700 ASHLAND INC NEW Common 044209104 55,454 831,400 SHRS Shared-Defined 1 831,400 ASM INTL N V Common N07045102 181 11,553 SHRS Shared-Defined 1 11,553 ASPEN TECHNOLOGY INC Common 045327103 3,469 264,380 SHRS Shared-Defined 1 264,380 ASPREVA PHARMACEUTICALS CORP Common 04538T109 1,653 60,924 SHRS Shared-Defined 1 60,924 ASSET ACCEP CAP CORP Common 04543P100 79 4,011 SHRS Shared-Defined 1 4,011 ASTA FDG INC Common 046220109 468 12,500 SHRS Shared-Defined 1 12,500 ASTEC INDS INC Common 046224101 999 29,266 SHRS Shared-Defined 1 29,266 ASTORIA FINL CORP Common 046265104 5,091 167,200 SHRS Shared-Defined 1 167,200 ASYST TECHNOLOGY CORP Common 04648X107 2,074 275,390 SHRS Shared-Defined 1 275,390 AT ROAD INC Common 04648K105 851 154,094 SHRS Shared-Defined 1 154,094 AT&T INC Common 00206R102 2,092 75,000 SHRS Shared-Defined 1 75,000 ATHEROGENICS INC Common 047439104 527 40,391 SHRS Shared-Defined 1 40,391 ATHEROS COMMUNICATIONS INC Common 04743P108 3,495 184,323 SHRS Shared-Defined 1 184,323 ATI TECHNOLOGIES INC Common 001941103 6,997 479,261 SHRS Shared-Defined 1 479,261 ATLAS AIR WORLDWIDE HLDGS IN Common 049164205 2,261 46,100 SHRS Shared-Defined 1 46,100 ATLAS AMER INC Common 049167109 17,396 388,223 SHRS Shared-Defined 1 388,223 ATP OIL & GAS CORP Common 00208J108 14,248 339,800 SHRS Shared-Defined 1 339,800 AUDIOCODES LTD Common M15342104 157 14,376 SHRS Shared-Defined 1 14,376 AUTODESK INC Common 052769106 13,048 378,628 SHRS Shared-Defined 1 378,628 AUTOMATIC DATA PROCESSING IN Common 053015103 417 9,200 SHRS Shared-Defined 1 9,200 AUTONATION INC Common 05329W102 643 30,000 SHRS Shared-Defined 1 30,000 AUTOZONE INC Option 053332902 829 9,400 Call Shared-Defined 1 9,400 AVALONBAY CMNTYS INC Common 053484101 886 8,008 SHRS Shared-Defined 1 8,008 AVANEX CORP Common 05348W109 1,672 950,000 SHRS Shared-Defined 1 950,000 AVERY DENNISON CORP Common 053611109 859 14,800 SHRS Shared-Defined 1 14,800 AVID TECHNOLOGY INC Common 05367P100 2,689 80,669 SHRS Shared-Defined 1 80,669 AVISTA CORP Common 05379B107 735 32,200 SHRS Shared-Defined 1 32,200 AVNET INC Common 053807103 4,525 226,000 SHRS Shared-Defined 1 226,000 AVOCENT CORP Common 053893103 313 11,916 SHRS Shared-Defined 1 11,916 AVON PRODS INC Common 054303102 5,417 174,730 SHRS Shared-Defined 1 174,730 AXCAN PHARMA INC Common 054923107 1,816 138,465 SHRS Shared-Defined 1 138,465 AXCELIS TECHNOLOGIES INC Common 054540109 136 23,000 SHRS Shared-Defined 1 23,000 AXIS CAPITAL HOLDINGS Common G0692U109 858 30,000 SHRS Shared-Defined 1 30,000 AZTAR CORP Common 054802103 301 5,800 SHRS Shared-Defined 1 5,800 BAIDU COM INC Common 056752108 26,797 324,700 SHRS Shared-Defined 1 324,700 BAKER HUGHES INC Common 057224107 6,270 76,600 SHRS Shared-Defined 1 76,600 BALLARD PWR SYS INC Common 05858H104 570 98,189 SHRS Shared-Defined 1 98,189 BALLY TECHNOLOGIES INC Common 05874B107 9,059 550,000 SHRS Shared-Defined 1 550,000 BALLY TOTAL FITNESS HLDG COR Common 05873K108 19,203 2,832,300 SHRS Shared-Defined 1 2,832,300 BANCO MACRO BANSUD S A Common 05961W105 2,545 125,000 SHRS Shared-Defined 1 125,000 BANCSHARES FLA INC Common 05976U102 1,100 50,000 SHRS Shared-Defined 1 50,000 BANK HAWAII CORP Common 062540109 1,805 36,400 SHRS Shared-Defined 1 36,400 BANK NEW YORK INC Common 064057102 20,257 629,100 SHRS Shared-Defined 1 629,100 BANK OF AMERICA CORPORATION Common 060505104 54,021 1,123,100 SHRS Shared-Defined 1 1,123,100 BANKATLANTIC BANCORP Common 065908501 4,719 318,000 SHRS Shared-Defined 1 318,000 BANKRATE INC Common 06646V108 423 11,200 SHRS Shared-Defined 1 11,200 BANKUNITED FINL CORP Common 06652B103 2,049 67,137 SHRS Shared-Defined 1 67,137 BARNES & NOBLE INC Common 067774109 1,354 37,100 SHRS Shared-Defined 1 37,100 BARNES GROUP INC Common 067806109 3,397 170,300 SHRS Shared-Defined 1 170,300 BARNES GROUP INC Debt 067806AB5 2,213 2,000,000 PRN Shared-Defined 1 2,000,000 BARR PHARMACEUTICALS INC Common 068306109 1,249 26,200 SHRS Shared-Defined 1 26,200 BARRETT BUSINESS SERVICES IN Common 068463108 202 11,000 SHRS Shared-Defined 1 11,000 BARRICK GOLD CORP Common 067901108 4,181 141,665 SHRS Shared-Defined 1 141,665 BAUSCH & LOMB INC Debt 071707AM5 2,324 2,000,000 PRN Shared-Defined 1 2,000,000 BAUSCH & LOMB INC Option 071707953 7,111 145,000 Put Shared-Defined 1 145,000 BAXTER INTL INC Common 071813109 2,606 70,900 SHRS Shared-Defined 1 70,900 BAYTEX ENERGY TR Common 073176109 303 14,000 SHRS Shared-Defined 1 14,000 BE AEROSPACE INC Common 073302101 2,498 109,284 SHRS Shared-Defined 1 109,284 BEA SYS INC Common 073325102 8,004 611,471 SHRS Shared-Defined 1 611,471 BEACON ROOFING SUPPLY INC Common 073685109 4,755 216,060 SHRS Shared-Defined 1 216,060 BEAR STEARNS COS INC Common 073902108 280 2,000 SHRS Shared-Defined 1 2,000 BEARINGPOINT INC Common 074002106 879 105,000 SHRS Shared-Defined 1 105,000 BEAZER HOMES USA INC Common 07556Q105 206 4,500 SHRS Shared-Defined 1 4,500 BEBE STORES INC Common 075571109 1,773 115,000 SHRS Shared-Defined 1 115,000 BECKMAN COULTER INC Common 075811109 1,233 22,200 SHRS Shared-Defined 1 22,200 BECTON DICKINSON & CO Common 075887109 1,223 20,000 SHRS Shared-Defined 1 20,000 BED BATH & BEYOND INC Common 075896100 5,251 158,300 SHRS Shared-Defined 1 158,300 BELDEN CDT INC Common 077454106 496 15,000 SHRS Shared-Defined 1 15,000 BELO CORP Common 080555105 179 11,500 SHRS Shared-Defined 1 11,500 BEMA GOLD CORP Common 08135F107 3,661 730,100 SHRS Shared-Defined 1 730,100 BENCHMARK ELECTRS INC Common 08160H101 649 26,900 SHRS Shared-Defined 1 26,900 BERKLEY W R CORP Common 084423102 4,427 129,700 SHRS Shared-Defined 1 129,700 BEST BUY INC Common 086516101 6,712 122,400 SHRS Shared-Defined 1 122,400 BEST BUY INC Debt 086516AF8 33,893 27,500,000 PRN Shared-Defined 1 27,500,000 BIO RAD LABS INC Common 090572207 818 12,600 SHRS Shared-Defined 1 12,600 BIOGEN IDEC INC Common 09062X103 8,940 192,957 SHRS Shared-Defined 1 192,957 BIOMARIN PHARMACEUTICAL INC Common 09061G101 1,350 93,952 SHRS Shared-Defined 1 93,952 BIOMET INC Common 090613100 354 11,312 SHRS Shared-Defined 1 11,312 BIOMIMETIC THERAPEUTICS INC Common 09064X101 332 50,000 SHRS Shared-Defined 1 50,000 BIOSITE INC Common 090945106 2,721 59,600 SHRS Shared-Defined 1 59,600 BISYS GROUP INC Common 055472104 2,351 171,600 SHRS Shared-Defined 1 171,600 BJS WHOLESALE CLUB INC Common 05548J106 1,480 52,200 SHRS Shared-Defined 1 52,200 BLACK & DECKER CORP Common 091797100 684 8,100 SHRS Shared-Defined 1 8,100 BLACK BOX CORP DEL Common 091826107 290 7,555 SHRS Shared-Defined 1 7,555 BLACKBOARD INC Common 091935502 1,694 58,484 SHRS Shared-Defined 1 58,484 BLUE NILE INC Common 09578R103 322 10,000 SHRS Shared-Defined 1 10,000 BMC SOFTWARE INC Common 055921100 9,883 413,500 SHRS Shared-Defined 1 413,500 BOB EVANS FARMS INC Common 096761101 4,625 154,100 SHRS Shared-Defined 1 154,100 BOEING CO Common 097023105 5,157 62,961 SHRS Shared-Defined 1 62,961 BON-TON STORES INC Common 09776J101 1,772 81,000 SHRS Shared-Defined 1 81,000 BOOKHAM INC Common 09856E105 421 125,206 SHRS Shared-Defined 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Shared-Defined 1 5,400 DIGITAS INC Common 25388K104 116 10,000 SHRS Shared-Defined 1 10,000 DILLARDS INC Common 254067101 860 27,000 SHRS Shared-Defined 1 27,000 DIME BANCORP INC NEW Warrant 25429Q110 44 200,000 SHRS Shared-Defined 1 200,000 DIODES INC Common 254543101 2,797 67,494 SHRS Shared-Defined 1 67,494 DIRECTV GROUP INC Common 25459L106 11,491 696,400 SHRS Shared-Defined 1 696,400 DISNEY WALT CO Debt 254687AU0 26,643 24,000,000 PRN Shared-Defined 1 24,000,000 DISTRIBUTED ENERGY SYS CORP Common 25475V104 65 12,477 SHRS Shared-Defined 1 12,477 DITECH NETWORKS INC Common 25500T108 334 38,264 SHRS Shared-Defined 1 38,264 DOBSON COMMUNICATIONS CORP Common 256069105 17,257 2,232,425 SHRS Shared-Defined 1 2,232,425 DOLLAR FINL CORP Common 256664103 6,210 345,000 SHRS Shared-Defined 1 345,000 DOLLAR GEN CORP Common 256669102 2,649 189,500 SHRS Shared-Defined 1 189,500 DOLLAR TREE STORES INC Common 256747106 480 18,117 SHRS Shared-Defined 1 18,117 DOMINION RES INC VA NEW Common 25746U109 344 4,600 SHRS Shared-Defined 1 4,600 DOMINION RES INC VA NEW Debt 25746UAT6 22,781 21,500,000 PRN Shared-Defined 1 21,500,000 DOMINOS PIZZA INC Common 25754A201 1,237 50,000 SHRS Shared-Defined 1 50,000 DOMTAR INC Common 257561100 184 29,800 SHRS Shared-Defined 1 29,800 DORAL FINL CORP Common 25811P100 385 60,000 SHRS Shared-Defined 1 60,000 DOV PHARMACEUTICAL INC Common 259858108 742 350,000 SHRS Shared-Defined 1 350,000 DOVER CORP Common 260003108 23,598 477,400 SHRS Shared-Defined 1 477,400 DOW CHEM CO Common 260543103 683 17,500 SHRS Shared-Defined 1 17,500 DOW JONES & CO INC Common 260561105 952 27,200 SHRS Shared-Defined 1 27,200 DOWNEY FINL CORP Common 261018105 163 2,400 SHRS Shared-Defined 1 2,400 DPL INC Common 233293109 4,901 182,875 SHRS Shared-Defined 1 182,875 DRAXIS HEALTH INC Common 26150J101 385 86,500 SHRS Shared-Defined 1 86,500 DREAMWORKS ANIMATION SKG INC Common 26153C103 1,134 49,500 SHRS Shared-Defined 1 49,500 DRESS BARN INC Common 261570105 8,844 348,869 SHRS Shared-Defined 1 348,869 DRESSER-RAND GROUP INC Common 261608103 704 30,000 SHRS Shared-Defined 1 30,000 DRIL-QUIP INC Common 262037104 5,771 70,000 SHRS Shared-Defined 1 70,000 DRS TECHNOLOGIES INC Common 23330X100 3,378 69,300 SHRS Shared-Defined 1 69,300 DSP GROUP INC Common 23332B106 409 16,454 SHRS Shared-Defined 1 16,454 DST SYS INC DEL Common 233326107 1,529 25,700 SHRS Shared-Defined 1 25,700 DTE ENERGY CO Common 233331107 2,135 52,400 SHRS Shared-Defined 1 52,400 DTS INC Common 23335C101 25 1,294 SHRS Shared-Defined 1 1,294 DU PONT E I DE NEMOURS & CO Common 263534109 7,950 191,100 SHRS Shared-Defined 1 191,100 DUKE ENERGY CORP NEW Common 26441C105 47,788 1,627,117 SHRS Shared-Defined 1 1,627,117 DUKE REALTY CORP Common 264411505 239 6,800 SHRS Shared-Defined 1 6,800 DUN & BRADSTREET CORP DEL NE Common 26483E100 955 13,700 SHRS Shared-Defined 1 13,700 DXP ENTERPRISES INC NEW Common 233377407 854 27,500 SHRS Shared-Defined 1 27,500 DYNAMIC MATLS CORP Common 267888105 1,060 31,418 SHRS Shared-Defined 1 31,418 DYNCORP INTL INC Common 26817C101 348 33,500 SHRS Shared-Defined 1 33,500 DYNEGY INC NEW Common 26816Q101 771 140,900 SHRS Shared-Defined 1 140,900 E M C CORP MASS Common 268648102 9,001 820,500 SHRS Shared-Defined 1 820,500 E TRADE FINANCIAL CORP Common 269246104 1,810 79,300 SHRS Shared-Defined 1 79,300 EAGLE MATERIALS INC Common 26969P108 7,985 168,100 SHRS Shared-Defined 1 168,100 EAGLE MATERIALS INC Option 26969P908 713 15,000 Call Shared-Defined 1 15,000 EAGLE TEST SYS INC Common 270006109 140 10,000 SHRS Shared-Defined 1 10,000 EAST WEST BANCORP INC Common 27579R104 1,024 27,000 SHRS Shared-Defined 1 27,000 EATON CORP Common 278058102 1,629 21,600 SHRS Shared-Defined 1 21,600 EATON VANCE CORP Common 278265103 402 16,100 SHRS Shared-Defined 1 16,100 EBAY INC Common 278642103 5,851 199,752 SHRS Shared-Defined 1 199,752 ECHOSTAR COMMUNICATIONS NEW Debt 278762AG4 18,268 18,500,000 PRN Shared-Defined 1 18,500,000 ECLIPSYS CORP Common 278856109 310 17,087 SHRS Shared-Defined 1 17,087 ECTEL LTD Common M29925100 616 140,000 SHRS Shared-Defined 1 140,000 EDGE PETE CORP DEL Common 279862106 200 10,000 SHRS Shared-Defined 1 10,000 EDISON INTL Common 281020107 19,828 508,400 SHRS Shared-Defined 1 508,400 EDO CORP Common 281347104 1,217 50,000 SHRS Shared-Defined 1 50,000 EDWARDS AG INC Common 281760108 5,156 93,200 SHRS Shared-Defined 1 93,200 EGL INC Common 268484102 657 13,089 SHRS Shared-Defined 1 13,089 EL PASO CORP Common 28336L109 470 31,300 SHRS Shared-Defined 1 31,300 ELDORADO GOLD CORP NEW Common 284902103 725 149,466 SHRS Shared-Defined 1 149,466 ELECTRONIC ARTS INC Common 285512109 3,251 75,536 SHRS Shared-Defined 1 75,536 ELECTRONIC DATA SYS NEW Common 285661104 965 40,100 SHRS Shared-Defined 1 40,100 ELECTRONIC DATA SYS NEW Debt 285661AF1 9,971 10,000,000 PRN Shared-Defined 1 10,000,000 ELECTRONICS FOR IMAGING INC Common 286082102 909 43,524 SHRS Shared-Defined 1 43,524 ELTEK LTD Common M40184109 433 111,593 SHRS Shared-Defined 1 111,593 EMCOR GROUP INC Common 29084Q100 1,937 39,800 SHRS Shared-Defined 1 39,800 EMDEON CORP Common 290849108 2,801 225,701 SHRS Shared-Defined 1 225,701 EMERGENCY MEDICAL SVCS CORP Common 29100P102 253 19,600 SHRS Shared-Defined 1 19,600 EMERSON ELEC CO Common 291011104 7,760 92,590 SHRS Shared-Defined 1 92,590 EMS TECHNOLOGIES INC Common 26873N108 525 29,200 SHRS Shared-Defined 1 29,200 EMULEX CORP Common 292475209 37,047 2,277,000 SHRS Shared-Defined 1 2,277,000 EMULEX CORP Option 292475909 814 50,000 Call Shared-Defined 1 50,000 ENCANA CORP Common 292505104 3,073 58,400 SHRS Shared-Defined 1 58,400 ENCYSIVE PHARMACEUTICALS INC Common 29256X107 4,490 647,975 SHRS Shared-Defined 1 647,975 ENDO PHARMACEUTICALS HLDGS I Common 29264F205 412 12,500 SHRS Shared-Defined 1 12,500 ENDURANCE SPECIALTY HLDGS LT Common G30397106 320 10,000 SHRS Shared-Defined 1 10,000 ENERGEN CORP Common 29265N108 2,493 64,900 SHRS Shared-Defined 1 64,900 ENERGY CONVERSION 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PROPERTIES TRU Common 294741103 376 10,300 SHRS Shared-Defined 1 10,300 ERESEARCHTECHNOLOGY INC Common 29481V108 230 25,229 SHRS Shared-Defined 1 25,229 ESS TECHNOLOGY INC Common 269151106 1,995 923,600 SHRS Shared-Defined 1 923,600 ESSEX PPTY TR INC Common 297178105 599 5,368 SHRS Shared-Defined 1 5,368 EUROZINC MNG CORP Common 298804105 1,815 753,700 SHRS Shared-Defined 1 753,700 EVEREST RE GROUP LTD Common G3223R108 1,705 19,700 SHRS Shared-Defined 1 19,700 EVERGREEN SOLAR INC Common 30033R108 380 29,270 SHRS Shared-Defined 1 29,270 EXAR CORP Common 300645108 135 10,154 SHRS Shared-Defined 1 10,154 EXCO RESOURCES INC Common 269279402 211 18,500 SHRS Shared-Defined 1 18,500 EXELON CORP Common 30161N101 73,990 1,301,956 SHRS Shared-Defined 1 1,301,956 EXFO ELECTRO OPTICAL ENGR IN Common 302043104 570 92,400 SHRS Shared-Defined 1 92,400 EXIDE TECHNOLOGIES Common 302051206 214 50,000 SHRS Shared-Defined 1 50,000 EXPEDITORS INTL WASH INC Common 302130109 6,626 118,308 SHRS Shared-Defined 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18,800 SHRS Shared-Defined 1 18,800 FALCONBRIDGE LTD NEW 2005 Common 306104100 27,634 525,000 SHRS Shared-Defined 1 525,000 FAMILY DLR STORES INC Common 307000109 12,310 503,907 SHRS Shared-Defined 1 503,907 FASTENAL CO Common 311900104 2,752 68,295 SHRS Shared-Defined 1 68,295 FEDERAL HOME LN MTG CORP Common 313400301 5,615 98,500 SHRS Shared-Defined 1 98,500 FEDERAL NATL MTG ASSN Common 313586109 1,029 21,400 SHRS Shared-Defined 1 21,400 FEDERAL REALTY INVT TR Common 313747206 375 5,362 SHRS Shared-Defined 1 5,362 FEDERATED INVS INC PA Common 314211103 2,290 72,700 SHRS Shared-Defined 1 72,700 FEDEX CORP Common 31428X106 1,917 16,400 SHRS Shared-Defined 1 16,400 FEI CO Common 30241L109 1,471 64,842 SHRS Shared-Defined 1 64,842 FELCOR LODGING TR INC Common 31430F101 12,573 578,350 SHRS Shared-Defined 1 578,350 FIDELITY BANKSHARES INC NEW Common 31604Q107 862 27,100 SHRS Shared-Defined 1 27,100 FIDELITY NATL FINL INC Common 316326107 3,073 78,900 SHRS Shared-Defined 1 78,900 FIDELITY NATL INFORMATION SV Common 31620M106 489 13,800 SHRS Shared-Defined 1 13,800 FILENET CORP Common 316869106 2,179 80,920 SHRS Shared-Defined 1 80,920 FINANCIAL FED CORP Common 317492106 273 9,800 SHRS Shared-Defined 1 9,800 FINISAR Common 31787A101 1,712 523,644 SHRS Shared-Defined 1 523,644 FIRST AVE NETWORKS INC Common 31865X106 344 31,600 SHRS Shared-Defined 1 31,600 FIRST BANCORP P R Common 318672102 261 28,100 SHRS Shared-Defined 1 28,100 FIRST CASH FINL SVCS INC Common 31942D107 1,440 72,932 SHRS Shared-Defined 1 72,932 FIRST DATA CORP Common 319963104 37,307 828,300 SHRS Shared-Defined 1 828,300 FIRST DEFIANCE FINL CORP Common 32006W106 274 10,400 SHRS Shared-Defined 1 10,400 FIRST MARBLEHEAD CORP Common 320771108 5,182 91,000 SHRS Shared-Defined 1 91,000 FIRST MIDWEST BANCORP DEL Common 320867104 122 3,300 SHRS Shared-Defined 1 3,300 FIRST REP BK SAN FRANCISCO Common 336158100 504 11,000 SHRS Shared-Defined 1 11,000 FIRSTENERGY CORP Common 337932107 24,600 453,800 SHRS Shared-Defined 1 453,800 FIRSTFED FINL CORP Common 337907109 2,140 37,100 SHRS Shared-Defined 1 37,100 FISERV INC Common 337738108 764 16,841 SHRS Shared-Defined 1 16,841 FIVE STAR QUALITY CARE INC Common 33832D106 55 5,000 SHRS Shared-Defined 1 5,000 FLEXTRONICS INTL LTD Common Y2573F102 617 58,067 SHRS Shared-Defined 1 58,067 FLIR SYS INC Common 302445101 2,846 129,004 SHRS Shared-Defined 1 129,004 FLORIDA ROCK INDS INC Common 341140101 805 16,200 SHRS Shared-Defined 1 16,200 FLORIDA ROCK INDS INC Option 341140901 2,484 50,000 Call Shared-Defined 1 50,000 FLOWERS FOODS INC Common 343498101 412 14,400 SHRS Shared-Defined 1 14,400 FMC TECHNOLOGIES INC Common 30249U101 756 11,200 SHRS Shared-Defined 1 11,200 FOMENTO ECONOMICO MEXICANO S Common 344419106 8,062 96,300 SHRS Shared-Defined 1 96,300 FOOT LOCKER INC Common 344849104 2,123 86,700 SHRS Shared-Defined 1 86,700 FOOT LOCKER INC Option 344849904 3,429 140,000 Call Shared-Defined 1 140,000 FORD MTR CO DEL Common 345370860 2,170 313,100 SHRS Shared-Defined 1 313,100 FOREST LABS INC Common 345838106 33,405 863,400 SHRS Shared-Defined 1 863,400 FOREST LABS INC Option 345838956 14,509 375,000 Put Shared-Defined 1 375,000 FOREST OIL CORP Common 346091705 892 26,900 SHRS Shared-Defined 1 26,900 FORMFACTOR INC Common 346375108 4,679 104,840 SHRS Shared-Defined 1 104,840 FORTUNE BRANDS INC Common 349631101 8,347 117,540 SHRS Shared-Defined 1 117,540 FOSSIL INC Common 349882100 1,091 60,586 SHRS Shared-Defined 1 60,586 FOSTER WHEELER LTD Common G36535139 1,855 42,937 SHRS Shared-Defined 1 42,937 FOUNDATION COAL HLDGS INC Common 35039W100 751 16,000 SHRS Shared-Defined 1 16,000 FOUNDRY NETWORKS INC Common 35063R100 2,160 202,630 SHRS Shared-Defined 1 202,630 FOUR SEASONS HOTEL INC Common 35100E104 298 4,900 SHRS Shared-Defined 1 4,900 FPIC INS GROUP INC Common 302563101 527 13,600 SHRS Shared-Defined 1 13,600 FPL GROUP INC Common 302571104 79,251 1,915,200 SHRS Shared-Defined 1 1,915,200 FRANKLIN RES INC Common 354613101 373 4,300 SHRS Shared-Defined 1 4,300 FREEPORT- MCMORAN COPPER & GO Common 35671D857 7,048 127,200 SHRS Shared-Defined 1 127,200 FREEPORT-MCMORAN COPPER & GO Option 35671D957 2,771 50,000 Put Shared-Defined 1 50,000 FREIGHTCAR AMER INC Common 357023100 4,582 82,543 SHRS Shared-Defined 1 82,543 FRONTIER OIL CORP Common 35914P105 15,588 481,100 SHRS Shared-Defined 1 481,100 FRONTLINE LTD Common G3682E127 7,570 200,000 SHRS Shared-Defined 1 200,000 FSI INTL INC Common 302633102 380 55,107 SHRS Shared-Defined 1 55,107 FUEL-TECH N V Common 359523107 156 12,920 SHRS Shared-Defined 1 12,920 FULLER H B CO Common 359694106 780 17,900 SHRS Shared-Defined 1 17,900 FULTON FINL CORP PA Common 360271100 490 30,750 SHRS Shared-Defined 1 30,750 GALLAGHER ARTHUR J & CO Common 363576109 2,134 84,200 SHRS Shared-Defined 1 84,200 GAMESTOP CORP NEW Common 36467W109 4,509 107,355 SHRS Shared-Defined 1 107,355 GAMESTOP CORP NEW Common 36467W208 295 8,600 SHRS Shared-Defined 1 8,600 GAMMON LAKE RES INC Common 364915108 25,054 1,825,000 SHRS Shared-Defined 1 1,825,000 GAP INC DEL Common 364760108 17,316 995,200 SHRS Shared-Defined 1 995,200 GAP INC DEL Option 364760908 6,090 350,000 Call Shared-Defined 1 350,000 GARDNER DENVER INC Common 365558105 15,963 414,612 SHRS Shared-Defined 1 414,612 GARMIN LTD Common G37260109 4,355 41,300 SHRS Shared-Defined 1 41,300 GARTNER INC Common 366651107 454 32,000 SHRS Shared-Defined 1 32,000 GATEWAY INC Common 367626108 190 100,000 SHRS Shared-Defined 1 100,000 GATX CORP Common 361448103 12,657 297,800 SHRS Shared-Defined 1 297,800 GAYLORD ENTMT CO NEW Common 367905106 205 4,700 SHRS Shared-Defined 1 4,700 GEMSTAR-TV GUIDE INTL INC Common 36866W106 380 108,058 SHRS Shared-Defined 1 108,058 GENENTECH INC Common 368710406 1,595 19,500 SHRS Shared-Defined 1 19,500 GENERAL DYNAMICS CORP Common 369550108 5,623 85,900 SHRS Shared-Defined 1 85,900 GENERAL ELECTRIC CO Common 369604103 38,530 1,169,000 SHRS Shared-Defined 1 1,169,000 GENERAL GROWTH PPTYS INC Common 370021107 1,978 43,900 SHRS Shared-Defined 1 43,900 GENERAL MLS INC Common 370334104 1,168 22,600 SHRS Shared-Defined 1 22,600 GENERAL MTRS CORP Common 370442105 6,384 214,300 SHRS Shared-Defined 1 214,300 GENERAL MTRS CORP Preferred 370442741 949 38,900 SHRS Shared-Defined 1 38,900 GENESCO INC Common 371532102 3,394 100,200 SHRS Shared-Defined 1 100,200 GENESIS HEALTHCARE CORP Common 37184D101 837 17,667 SHRS Shared-Defined 1 17,667 GENESIS MICROCHIP INC DEL Common 37184C103 1,156 100,000 SHRS Shared-Defined 1 100,000 GENLYTE GROUP INC Common 372302109 1,105 15,262 SHRS Shared-Defined 1 15,262 GEN-PROBE INC NEW Common 36866T103 7,545 139,771 SHRS Shared-Defined 1 139,771 GENTA INC Common 37245M207 137 83,600 SHRS Shared-Defined 1 83,600 GENTEK INC Common 37245X203 258 9,600 SHRS Shared-Defined 1 9,600 GENTEX CORP Common 371901109 717 51,200 SHRS Shared-Defined 1 51,200 GENUINE PARTS CO Common 372460105 333 8,000 SHRS Shared-Defined 1 8,000 GENZYME CORP Common 372917104 11,059 181,149 SHRS Shared-Defined 1 181,149 GEO GROUP INC Common 36159R103 1,230 35,100 SHRS Shared-Defined 1 35,100 GEORGIA GULF CORP Common 373200203 3,803 152,000 SHRS Shared-Defined 1 152,000 GERDAU AMERISTEEL CORP Common 37373P105 1,839 183,800 SHRS Shared-Defined 1 183,800 GETTY IMAGES INC Common 374276103 2,807 44,200 SHRS Shared-Defined 1 44,200 GFI GROUP INC Common 361652209 1,141 21,154 SHRS Shared-Defined 1 21,154 GIANT INDS INC Common 374508109 2,110 31,700 SHRS Shared-Defined 1 31,700 GIGAMEDIA LTD Common Y2711Y104 216 24,308 SHRS Shared-Defined 1 24,308 GILDAN ACTIVEWEAR INC Common 375916103 1,343 28,500 SHRS Shared-Defined 1 28,500 GILEAD SCIENCES INC Common 375558103 4,992 84,386 SHRS Shared-Defined 1 84,386 GIVEN IMAGING Common M52020100 209 13,655 SHRS Shared-Defined 1 13,655 GLAMIS GOLD LTD Common 376775102 244 6,428 SHRS Shared-Defined 1 6,428 GLATFELTER Common 377316104 281 17,700 SHRS Shared-Defined 1 17,700 GLOBAL CASH ACCESS HLDGS INC Common 378967103 1,563 100,000 SHRS Shared-Defined 1 100,000 GLOBAL CROSSING LTD Common G3921A175 3,853 216,843 SHRS Shared-Defined 1 216,843 GLOBAL IMAGING SYSTEMS Common 37934A100 262 6,335 SHRS Shared-Defined 1 6,335 GLOBAL INDS LTD Common 379336100 4,247 254,300 SHRS Shared-Defined 1 254,300 GMX RES INC Common 38011M108 232 7,500 SHRS Shared-Defined 1 7,500 GOLDCORP INC NEW Common 380956409 1,230 40,845 SHRS Shared-Defined 1 40,845 GOLDEN STAR RES LTD CDA Common 38119T104 182 62,326 SHRS Shared-Defined 1 62,326 GOLDMAN SACHS GROUP INC Common 38141G104 42,033 279,420 SHRS Shared-Defined 1 279,420 GOODRICH CORP Common 382388106 3,251 80,700 SHRS Shared-Defined 1 80,700 GOODYEAR TIRE & RUBR CO Common 382550101 1,965 177,000 SHRS Shared-Defined 1 177,000 GOOGLE INC Common 38259P508 11,758 28,040 SHRS Shared-Defined 1 28,040 GOOGLE INC Option 38259P908 839 2,000 Call Shared-Defined 1 2,000 GRANITE CONSTR INC Common 387328107 358 7,900 SHRS Shared-Defined 1 7,900 GRANT PRIDECO INC Common 38821G101 2,023 45,200 SHRS Shared-Defined 1 45,200 GREAT ATLANTIC & PAC TEA INC Common 390064103 236 10,400 SHRS Shared-Defined 1 10,400 GREAT PLAINS ENERGY INC Common 391164100 449 16,100 SHRS Shared-Defined 1 16,100 GREAT WOLF RESORTS INC Common 391523107 6,005 500,000 SHRS Shared-Defined 1 500,000 GREENBRIER COS INC Common 393657101 21,280 649,973 SHRS Shared-Defined 1 649,973 GREENFIELD ONLINE INC Common 395150105 445 60,000 SHRS Shared-Defined 1 60,000 GREENHILL & CO INC Common 395259104 917 15,100 SHRS Shared-Defined 1 15,100 GREIF INC Common 397624107 7,009 93,500 SHRS Shared-Defined 1 93,500 GREY WOLF INC Common 397888108 2,188 284,200 SHRS Shared-Defined 1 284,200 GREY WOLF INC Debt 397888AF5 6,399 4,500,000 PRN Shared-Defined 1 4,500,000 GRIFFON CORP Common 398433102 7,569 290,000 SHRS Shared-Defined 1 290,000 GROUP 1 AUTOMOTIVE INC Common 398905109 8,823 156,600 SHRS Shared-Defined 1 156,600 GROUPE CGI INC Common 39945C109 1,992 319,680 SHRS Shared-Defined 1 319,680 GRUBB&ELLIS RLTY ADVISORS IN Common 400096202 1,286 200,000 SHRS Shared-Defined 1 200,000 GRUPO AEROPORTUARIO DEL PAC Common 400506101 1,991 62,500 SHRS Shared-Defined 1 62,500 GSI COMMERCE INC Common 36238G102 2,753 203,490 SHRS Shared-Defined 1 203,490 GUESS INC Common 401617105 4,275 102,400 SHRS Shared-Defined 1 102,400 GULF ISLAND FABRICATION INC Common 402307102 451 22,500 SHRS Shared-Defined 1 22,500 GULFPORT ENERGY CORP Common 402635304 306 27,700 SHRS Shared-Defined 1 27,700 GYMBOREE CORP Common 403777105 6,421 184,730 SHRS Shared-Defined 1 184,730 HAIN CELESTIAL GROUP INC Common 405217100 222 8,600 SHRS Shared-Defined 1 8,600 HALLIBURTON CO Common 406216101 10,330 139,200 SHRS Shared-Defined 1 139,200 HALLIBURTON CO Debt 406216AM3 53,528 26,700,000 PRN Shared-Defined 1 26,700,000 HANMI FINL CORP Common 410495105 321 16,500 SHRS Shared-Defined 1 16,500 HANOVER COMPRESSOR CO Common 410768105 4,908 261,330 SHRS Shared-Defined 1 261,330 HANOVER INS GROUP INC Common 410867105 1,291 27,200 SHRS Shared-Defined 1 27,200 HANSEN NAT CORP Common 411310105 5,521 29,000 SHRS Shared-Defined 1 29,000 HARMONIC INC Common 413160102 13 2,800 SHRS Shared-Defined 1 2,800 HARRAHS ENTMT INC Common 413619107 20,706 290,900 SHRS Shared-Defined 1 290,900 HARRIS CORP DEL Common 413875105 6,426 154,800 SHRS Shared-Defined 1 154,800 HARRIS INTERACTIVE INC Common 414549105 80 14,000 SHRS Shared-Defined 1 14,000 HARSCO CORP Common 415864107 374 4,800 SHRS Shared-Defined 1 4,800 HARTE-HANKS INC Common 416196103 979 38,200 SHRS Shared-Defined 1 38,200 HARTFORD FINL SVCS GROUP INC Common 416515104 3,519 41,600 SHRS Shared-Defined 1 41,600 HARVEST NATURAL RESOURCES IN Common 41754V103 1,980 146,200 SHRS Shared-Defined 1 146,200 HASBRO INC Common 418056107 4,922 271,800 SHRS Shared-Defined 1 271,800 HCA INC Common 404119109 388 9,000 SHRS Shared-Defined 1 9,000 HCC INS HLDGS INC Common 404132102 8,467 287,588 SHRS Shared-Defined 1 287,588 HEALTH CARE REIT INC Common 42217K106 675 19,300 SHRS 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Shared-Defined 1 14,389 INVESTMENT TECHNOLOGY GRP NE Common 46145F105 2,792 54,900 SHRS Shared-Defined 1 54,900 INVESTORS FINL SERVICES CORP Common 461915100 1,278 28,460 SHRS Shared-Defined 1 28,460 INVITROGEN CORP Common 46185R100 1,473 22,300 SHRS Shared-Defined 1 22,300 IONA TECHNOLOGIES PLC Common 46206P109 1,085 250,000 SHRS Shared-Defined 1 250,000 IONATRON INC Common 462070103 42,472 6,688,547 SHRS Shared-Defined 1 6,688,547 IPC HLDGS LTD Common G4933P101 782 31,700 SHRS Shared-Defined 1 31,700 IPCS INC Common 44980Y305 2,338 48,400 SHRS Shared-Defined 1 48,400 IPSCO INC Common 462622101 5,893 61,600 SHRS Shared-Defined 1 61,600 IRIS INTL INC Common 46270W105 132 10,000 SHRS Shared-Defined 1 10,000 IRWIN FINL CORP Common 464119106 202 10,400 SHRS Shared-Defined 1 10,400 ISHARES INC Common 464286400 782 20,000 SHRS Shared-Defined 1 20,000 ISHARES TR Common 464287655 2,869 40,000 SHRS Shared-Defined 1 40,000 ISHARES TR Common 464287739 3,577 50,200 SHRS Shared-Defined 1 50,200 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KNIGHT CAPITAL GROUP INC Common 499005106 2,396 157,344 SHRS Shared-Defined 1 157,344 KOHLS CORP Common 500255104 2,761 46,700 SHRS Shared-Defined 1 46,700 KOMAG INC Common 500453204 4,578 99,128 SHRS Shared-Defined 1 99,128 KONGZHONG CORP Common 50047P104 157 17,800 SHRS Shared-Defined 1 17,800 KOOKMIN BK NEW Common 50049M109 4,153 50,000 SHRS Shared-Defined 1 50,000 KOPIN CORP Common 500600101 93 25,659 SHRS Shared-Defined 1 25,659 KOS PHARMACEUTICALS INC Common 500648100 4,150 110,321 SHRS Shared-Defined 1 110,321 KRAFT FOODS INC Common 50075N104 2,577 83,400 SHRS Shared-Defined 1 83,400 KROGER CO Common 501044101 10,058 460,100 SHRS Shared-Defined 1 460,100 KRONOS INC Common 501052104 313 8,643 SHRS Shared-Defined 1 8,643 KULICKE & SOFFA INDS INC Common 501242101 2,672 360,561 SHRS Shared-Defined 1 360,561 KYPHON INC Common 501577100 704 18,348 SHRS Shared-Defined 1 18,348 L-3 COMMUNICATIONS HLDGS INC Common 502424104 2,225 29,500 SHRS Shared-Defined 1 29,500 LABORATORY CORP AMER 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1,300 MARVELL TECHNOLOGY GROUP LTD Common G5876H105 3,170 71,613 SHRS Shared-Defined 1 71,613 MASCO CORP Debt 574599BB1 11,479 25,000,000 PRN Shared-Defined 1 25,000,000 MASSEY ENERGY CORP Common 576206106 1,170 32,500 SHRS Shared-Defined 1 32,500 MATTEL INC Common 577081102 358 21,700 SHRS Shared-Defined 1 21,700 MAVERICK TUBE CORP Common 577914104 1,201 19,000 SHRS Shared-Defined 1 19,000 MAX RE CAPITAL LTD HAMILTON Common G6052F103 523 23,955 SHRS Shared-Defined 1 23,955 MCAFEE INC Common 579064106 849 35,000 SHRS Shared-Defined 1 35,000 MCCLATCHY CO Common 579489105 651 16,223 SHRS Shared-Defined 1 16,223 MCCORMICK & CO INC Common 579780206 9,904 295,200 SHRS Shared-Defined 1 295,200 MCCORMICK & SCHMICKS SEAFD R Common 579793100 1,221 51,300 SHRS Shared-Defined 1 51,300 MCDATA CORP Common 580031201 153 37,404 SHRS Shared-Defined 1 37,404 MCDERMOTT INTL INC Common 580037109 7,584 166,800 SHRS Shared-Defined 1 166,800 MCDONALDS CORP Common 580135101 18,994 565,300 SHRS Shared-Defined 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Common 552715104 9,428 251,400 SHRS Shared-Defined 1 251,400 MENS WEARHOUSE INC Common 587118100 361 11,900 SHRS Shared-Defined 1 11,900 MENTOR GRAPHICS CORP Common 587200106 9,109 701,804 SHRS Shared-Defined 1 701,804 MENTOR GRAPHICS CORP Debt 587200AD8 2,953 3,000,000 PRN Shared-Defined 1 3,000,000 MERCANTILE BANKSHARES CORP Common 587405101 367 10,300 SHRS Shared-Defined 1 10,300 MERCER INTL INC Common 588056101 12,418 1,430,600 SHRS Shared-Defined 1 1,430,600 MERCK & CO INC Common 589331107 11,082 304,200 SHRS Shared-Defined 1 304,200 MERGE TECHNOLOGIES INC Common 589981109 6,303 512,000 SHRS Shared-Defined 1 512,000 MERIDIAN GOLD INC Common 589975101 534 16,944 SHRS Shared-Defined 1 16,944 MERIX CORP Common 590049102 284 25,873 SHRS Shared-Defined 1 25,873 MERRILL LYNCH & CO INC Common 590188108 1,795 25,800 SHRS Shared-Defined 1 25,800 MERRILL LYNCH & CO INC Debt 590188W46 32,693 30,000,000 PRN Shared-Defined 1 30,000,000 METABASIS THERAPEUTICS INC Common 59101M105 433 56,727 SHRS Shared-Defined 1 56,727 METAL MGMT INC Common 591097209 747 24,400 SHRS Shared-Defined 1 24,400 METHANEX CORP Common 59151K108 1,600 75,980 SHRS Shared-Defined 1 75,980 METLIFE INC Common 59156R108 8,434 164,700 SHRS Shared-Defined 1 164,700 METTLER TOLEDO INTERNATIONAL Common 592688105 3,138 51,800 SHRS Shared-Defined 1 51,800 MGI PHARMA INC Common 552880106 3,064 142,514 SHRS Shared-Defined 1 142,514 MGIC INVT CORP WIS Common 552848103 5,233 80,500 SHRS Shared-Defined 1 80,500 MGM MIRAGE Common 552953101 28,686 703,100 SHRS Shared-Defined 1 703,100 MGP INGREDIENTS INC Common 55302G103 1,168 50,313 SHRS Shared-Defined 1 50,313 MICHAELS STORES INC Common 594087108 1,062 25,750 SHRS Shared-Defined 1 25,750 MICREL INC Common 594793101 198 19,733 SHRS Shared-Defined 1 19,733 MICRON TECHNOLOGY INC Common 595112103 3,321 220,500 SHRS Shared-Defined 1 220,500 MICROS SYS INC Common 594901100 961 21,997 SHRS Shared-Defined 1 21,997 MICROSEMI CORP Common 595137100 526 21,558 SHRS Shared-Defined 1 21,558 MICROSTRATEGY INC Common 594972408 4,408 45,199 SHRS Shared-Defined 1 45,199 MILLER HERMAN INC Common 600544100 420 16,300 SHRS Shared-Defined 1 16,300 MILLICOM INTL CELLULAR S A Common L6388F110 945 20,800 SHRS Shared-Defined 1 20,800 MILLIPORE CORP Common 601073109 3,622 57,500 SHRS Shared-Defined 1 57,500 MINDSPEED TECHNOLOGIES INC Common 602682106 83 34,400 SHRS Shared-Defined 1 34,400 MIRANT CORP NEW Common 60467R100 42,036 1,568,500 SHRS Shared-Defined 1 1,568,500 MIRANT CORP NEW Option 60467R900 18,090 675,000 Call Shared-Defined 1 675,000 MITCHAM INDS INC Common 606501104 383 30,000 SHRS Shared-Defined 1 30,000 MITTAL STEEL CO N V Common 60684P101 2,850 93,400 SHRS Shared-Defined 1 93,400 MOBILE MINI INC Common 60740F105 1,019 34,836 SHRS Shared-Defined 1 34,836 MOBILE TELESYSTEMS OJSC Common 607409109 5,888 200,000 SHRS Shared-Defined 1 200,000 MOLEX INC Common 608554101 2,665 79,383 SHRS Shared-Defined 1 79,383 MOLINA HEALTHCARE INC Common 60855R100 3,322 87,300 SHRS Shared-Defined 1 87,300 MONEYGRAM INTL INC Common 60935Y109 811 23,900 SHRS Shared-Defined 1 23,900 MONSANTO CO NEW Common 61166W101 269 3,200 SHRS Shared-Defined 1 3,200 MONSTER WORLDWIDE INC Common 611742107 630 14,775 SHRS Shared-Defined 1 14,775 MORGAN STANLEY Common 617446448 21,559 341,065 SHRS Shared-Defined 1 341,065 MORNINGSTAR INC Common 617700109 483 11,634 SHRS Shared-Defined 1 11,634 MORTONS RESTAURANT GRP INC N Common 619430101 6,013 392,500 SHRS Shared-Defined 1 392,500 MOSYS INC Common 619718109 241 30,800 SHRS Shared-Defined 1 30,800 MOTOROLA INC Common 620076109 8,477 420,700 SHRS Shared-Defined 1 420,700 MOVIE GALLERY INC Common 624581104 78 12,500 SHRS Shared-Defined 1 12,500 MPS GROUP INC Common 553409103 279 18,500 SHRS Shared-Defined 1 18,500 MSC INDL DIRECT INC Common 553530106 14,761 310,300 SHRS Shared-Defined 1 310,300 MUELLER INDS INC Common 624756102 710 21,500 SHRS Shared-Defined 1 21,500 MULTI FINELINE ELECTRONIX IN Common 62541B101 308 9,286 SHRS Shared-Defined 1 9,286 MURPHY OIL CORP Common 626717102 263 4,700 SHRS Shared-Defined 1 4,700 MVC CAPITAL INC Common 553829102 333 24,800 SHRS Shared-Defined 1 24,800 MYOGEN INC Common 62856E104 5,222 180,065 SHRS Shared-Defined 1 180,065 NABI BIOPHARMACEUTICALS Common 629519109 265 46,159 SHRS Shared-Defined 1 46,159 NABORS INDS INC Debt 629568AL0 27,430 25,000,000 PRN Shared-Defined 1 25,000,000 NABORS INDUSTRIES LTD Common G6359F103 7,092 209,870 SHRS Shared-Defined 1 209,870 NASDAQ 100 TR Common 631100104 2,392 61,700 SHRS Shared-Defined 1 61,700 NASDAQ STOCK MARKET INC Common 631103108 1,089 36,420 SHRS Shared-Defined 1 36,420 NASH FINCH CO Common 631158102 2,227 104,600 SHRS Shared-Defined 1 104,600 NATIONAL INSTRS CORP Common 636518102 888 32,420 SHRS Shared-Defined 1 32,420 NATIONAL OILWELL VARCO INC Common 637071101 2,204 34,800 SHRS Shared-Defined 1 34,800 NATIONAL SEMICONDUCTOR CORP Common 637640103 1,851 77,600 SHRS Shared-Defined 1 77,600 NATIONWIDE FINL SVCS INC Common 638612101 1,543 35,000 SHRS Shared-Defined 1 35,000 NATUS MEDICAL INC DEL Common 639050103 906 91,600 SHRS Shared-Defined 1 91,600 NAVIGANT CONSULTING INC Common 63935N107 510 22,500 SHRS Shared-Defined 1 22,500 NAVIGATORS GROUP INC Common 638904102 372 8,500 SHRS Shared-Defined 1 8,500 NAVISTAR INTL CORP NEW Common 63934E108 797 32,400 SHRS Shared-Defined 1 32,400 NAVTEQ CORP Common 63936L100 1,951 43,660 SHRS Shared-Defined 1 43,660 NBC CAP CORP Common 628729105 1,370 61,500 SHRS Shared-Defined 1 61,500 NBTY INC Common 628782104 3,104 129,800 SHRS Shared-Defined 1 129,800 NCI BUILDING SYS INC Common 628852105 1,510 28,400 SHRS Shared-Defined 1 28,400 NCR CORP NEW Common 62886E108 2,283 62,300 SHRS Shared-Defined 1 62,300 NET 1 UEPS TECHNOLOGIES INC Common 64107N206 5,572 203,741 SHRS Shared-Defined 1 203,741 NET SERVICOS DE COMUNICACAO Common 64109T102 76 14,000 SHRS Shared-Defined 1 14,000 NETFLIX COM INC Common 64110L106 1,404 51,600 SHRS Shared-Defined 1 51,600 NETLOGIC MICROSYSTEMS INC Common 64118B100 5,367 166,431 SHRS Shared-Defined 1 166,431 NETRATINGS INC Common 64116M108 21,496 1,547,553 SHRS Shared-Defined 1 1,547,553 NETWORK APPLIANCE INC Common 64120L104 526 14,905 SHRS Shared-Defined 1 14,905 NEUROCRINE BIOSCIENCES INC Option 64125C909 1,060 100,000 Call Shared-Defined 1 100,000 NEUROMETRIX INC Common 641255104 274 8,986 SHRS Shared-Defined 1 8,986 NEW CENTURY FINANCIAL CORP M Common 6435EV108 1,869 40,851 SHRS Shared-Defined 1 40,851 NEW RIV PHARMACEUTICALS INC Common 648468205 40,119 1,407,700 SHRS Shared-Defined 1 1,407,700 NEW YORK & CO INC Common 649295102 616 63,100 SHRS Shared-Defined 1 63,100 NEW YORK CMNTY BANCORP INC Common 649445103 509 30,800 SHRS Shared-Defined 1 30,800 NEW YORK TIMES CO Common 650111107 1,004 40,900 SHRS Shared-Defined 1 40,900 NEWELL RUBBERMAID INC Common 651229106 266 10,300 SHRS Shared-Defined 1 10,300 NEWFIELD EXPL CO Common 651290108 245 5,000 SHRS Shared-Defined 1 5,000 NEWMONT MINING CORP Common 651639106 429 8,100 SHRS Shared-Defined 1 8,100 NEXEN INC Common 65334H102 15,655 277,515 SHRS Shared-Defined 1 277,515 NGAS RESOURCES INC Common 62912T103 214 27,120 SHRS Shared-Defined 1 27,120 NICE SYS LTD Common 653656108 1,233 43,818 SHRS Shared-Defined 1 43,818 NICOR INC Common 654086107 730 17,600 SHRS Shared-Defined 1 17,600 NIGHTHAWK RADIOLOGY HLDGS IN Common 65411N105 295 16,449 SHRS Shared-Defined 1 16,449 NII HLDGS INC Common 62913F201 40,509 718,500 SHRS Shared-Defined 1 718,500 NIKE INC Common 654106103 10,263 126,700 SHRS Shared-Defined 1 126,700 NMS COMMUNICATIONS CORP Common 629248105 60 16,500 SHRS Shared-Defined 1 16,500 NMT MED INC Common 629294109 4,855 485,000 SHRS Shared-Defined 1 485,000 NOBLE CORPORATION Common G65422100 2,605 35,000 SHRS Shared-Defined 1 35,000 NOBLE ENERGY INC Common 655044105 10,895 232,500 SHRS Shared-Defined 1 232,500 NOKIA CORP Common 654902204 468 23,100 SHRS Shared-Defined 1 23,100 NORDSON CORP Common 655663102 202 4,100 SHRS Shared-Defined 1 4,100 NORDSTROM INC Common 655664100 1,095 30,000 SHRS Shared-Defined 1 30,000 NORFOLK SOUTHERN CORP Common 655844108 1,786 33,564 SHRS Shared-Defined 1 33,564 NORTHERN ORION RES INC Common 665575106 1,731 352,800 SHRS Shared-Defined 1 352,800 NORTHGATE MINERALS CORP Common 666416102 3,138 859,140 SHRS Shared-Defined 1 859,140 NORTHROP GRUMMAN CORP Common 666807102 1,698 26,500 SHRS Shared-Defined 1 26,500 NORTHSTAR RLTY FIN CORP Common 66704R100 1,201 100,000 SHRS Shared-Defined 1 100,000 NOVATEL WIRELESS INC Common 66987M604 4,793 461,772 SHRS Shared-Defined 1 461,772 NOVAVAX INC Common 670002104 559 110,943 SHRS Shared-Defined 1 110,943 NOVELL INC Common 670006105 3,408 514,080 SHRS Shared-Defined 1 514,080 NOVELL INC Debt 670006AC9 15,033 16,875,000 PRN Shared-Defined 1 16,875,000 NOVELLUS SYS INC Common 670008101 11,704 473,840 SHRS Shared-Defined 1 473,840 NRG ENERGY INC Common 629377508 47,693 989,900 SHRS Shared-Defined 1 989,900 NRG ENERGY INC Preferred 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Shared-Defined 1 615,847 ONEOK INC NEW Common 682680103 218 6,400 SHRS Shared-Defined 1 6,400 ONYX PHARMACEUTICALS INC Common 683399109 3,270 194,285 SHRS Shared-Defined 1 194,285 OPEN TEXT CORP Common 683715106 530 36,996 SHRS Shared-Defined 1 36,996 OPENWAVE SYS INC Common 683718308 2,438 211,240 SHRS Shared-Defined 1 211,240 OPSWARE INC Common 68383A101 206 25,015 SHRS Shared-Defined 1 25,015 OPTIMAL GROUP INC Common 68388R208 708 52,400 SHRS Shared-Defined 1 52,400 OPTION CARE INC Common 683948103 3,518 293,688 SHRS Shared-Defined 1 293,688 OPTIONSXPRESS HLDGS INC Common 684010101 1,028 44,090 SHRS Shared-Defined 1 44,090 ORACLE CORP Common 68389X105 29,239 2,017,847 SHRS Shared-Defined 1 2,017,847 ORASURE TECHNOLOGIES INC Common 68554V108 439 46,100 SHRS Shared-Defined 1 46,100 OREGON STL MLS INC Common 686079104 3,181 62,800 SHRS Shared-Defined 1 62,800 ORIGIN AGRITECH LIMITED Common G67828106 1,341 93,500 SHRS Shared-Defined 1 93,500 OSHKOSH TRUCK CORP Common 688239201 2,124 44,700 SHRS Shared-Defined 1 44,700 OSI PHARMACEUTICALS INC Common 671040103 5,050 153,222 SHRS Shared-Defined 1 153,222 OSI RESTAURANT PARTNERS INC Common 67104A101 820 23,700 SHRS Shared-Defined 1 23,700 OVERSEAS SHIPHOLDING GROUP I Common 690368105 6,104 103,200 SHRS Shared-Defined 1 103,200 OWENS ILL INC Common 690768403 260 15,500 SHRS Shared-Defined 1 15,500 P F CHANGS CHINA BISTRO INC Common 69333Y108 947 24,919 SHRS Shared-Defined 1 24,919 P T TELEKOMUNIKASI INDONESIA Common 715684106 4,805 149,700 SHRS Shared-Defined 1 149,700 PACCAR INC Common 693718108 11,550 140,200 SHRS Shared-Defined 1 140,200 PACIFIC CAP BANCORP NEW Common 69404P101 811 26,050 SHRS Shared-Defined 1 26,050 PACIFIC SUNWEAR CALIF INC Common 694873100 1,081 60,300 SHRS Shared-Defined 1 60,300 PAIN THERAPEUTICS INC Common 69562K100 2,012 240,967 SHRS Shared-Defined 1 240,967 PALL CORP Common 696429307 1,960 70,000 SHRS Shared-Defined 1 70,000 PALM INC NEW Common 696643105 2,112 131,171 SHRS Shared-Defined 1 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1,212 84,900 SHRS Shared-Defined 1 84,900 PATRIOT TRANSN HLDG INC Common 70337B102 364 4,200 SHRS Shared-Defined 1 4,200 PATTERSON UTI ENERGY INC Common 703481101 9,286 328,000 SHRS Shared-Defined 1 328,000 PAYLESS SHOESOURCE INC Common 704379106 446 16,410 SHRS Shared-Defined 1 16,410 PDL BIOPHARMA INC Common 69329Y104 2,680 145,565 SHRS Shared-Defined 1 145,565 PEABODY ENERGY CORP Common 704549104 3,128 56,100 SHRS Shared-Defined 1 56,100 PEDIATRIX MED GROUP Common 705324101 6,772 149,500 SHRS Shared-Defined 1 149,500 PENN NATL GAMING INC Common 707569109 2,977 76,766 SHRS Shared-Defined 1 76,766 PENNEY J C INC Common 708160106 9,451 140,000 SHRS Shared-Defined 1 140,000 PENSON WORLDWIDE INC Common 709600100 1,627 94,514 SHRS Shared-Defined 1 94,514 PENWEST PHARMACEUTICALS CO Common 709754105 5,534 253,512 SHRS Shared-Defined 1 253,512 PEOPLES BK BRIDGEPORT CONN Common 710198102 47 1,425 SHRS Shared-Defined 1 1,425 PEOPLES ENERGY CORP Common 711030106 589 16,400 SHRS Shared-Defined 1 16,400 PEOPLESUPPORT INC Common 712714302 159 11,800 SHRS Shared-Defined 1 11,800 PEPSI BOTTLING GROUP INC Common 713409100 2,816 87,600 SHRS Shared-Defined 1 87,600 PEPSIAMERICAS INC Common 71343P200 310 14,000 SHRS Shared-Defined 1 14,000 PEPSICO INC Common 713448108 6,508 108,400 SHRS Shared-Defined 1 108,400 PEREGRINE PHARMACEUTICALS IN Common 713661106 432 272,000 SHRS Shared-Defined 1 272,000 PERFICIENT INC Common 71375U101 150 12,100 SHRS Shared-Defined 1 12,100 PERFORMANCE FOOD GROUP CO Common 713755106 281 9,248 SHRS Shared-Defined 1 9,248 PETCO ANIMAL SUPPLIES Common 716016209 357 17,480 SHRS Shared-Defined 1 17,480 PETRO-CDA Common 71644E102 1,109 23,400 SHRS Shared-Defined 1 23,400 PETROFUND ENERGY TRUST Common 71648W108 987 41,200 SHRS Shared-Defined 1 41,200 PETROHAWK ENERGY CORP Common 716495106 428 34,000 SHRS Shared-Defined 1 34,000 PETROLEO BRASILEIRO SA PETRO Common 71654V101 15,968 200,000 SHRS Shared-Defined 1 200,000 PETROQUEST ENERGY INC Common 716748108 6,034 491,400 SHRS Shared-Defined 1 491,400 PFIZER INC Common 717081103 2,255 96,100 SHRS Shared-Defined 1 96,100 PG&E CORP Common 69331C108 4,384 111,600 SHRS Shared-Defined 1 111,600 PHARMACEUTICAL PROD DEV INC Common 717124101 1,141 32,500 SHRS Shared-Defined 1 32,500 PHARMION CORP Common 71715B409 339 19,888 SHRS Shared-Defined 1 19,888 PHELPS DODGE CORP Common 717265102 99,981 1,216,900 SHRS Shared-Defined 1 1,216,900 PHI INC Common 69336T205 27,023 813,958 SHRS Shared-Defined 1 813,958 PHILADELPHIA CONS HLDG CORP Common 717528103 545 17,952 SHRS Shared-Defined 1 17,952 PHILLIPS VAN HEUSEN CORP Common 718592108 4,835 126,700 SHRS Shared-Defined 1 126,700 PHOENIX COS INC NEW Common 71902E109 3,054 216,900 SHRS Shared-Defined 1 216,900 PHOTRONICS INC Common 719405102 2,551 172,363 SHRS Shared-Defined 1 172,363 PIER 1 IMPORTS INC Common 720279108 57 8,100 SHRS Shared-Defined 1 8,100 PINNACLE ENTMT INC Common 723456109 352 11,500 SHRS Shared-Defined 1 11,500 PIONEER COS INC Common 723643300 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