-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VfuudS9kmhstSsAogN6tQyV8+GGZE+QDxkOEQJZo2GvQ12Oc4RbB64r9ohOGxzCO Xk+IlRmuGqXl+GV0BJ3dag== 0001097241-06-000001.txt : 20060210 0001097241-06-000001.hdr.sgml : 20060210 20060210125652 ACCESSION NUMBER: 0001097241-06-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060210 DATE AS OF CHANGE: 20060210 EFFECTIVENESS DATE: 20060210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE OF WISCONSIN INVESTMENT BOARD CENTRAL INDEX KEY: 0000854157 IRS NUMBER: 396006423 STATE OF INCORPORATION: WI FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02519 FILM NUMBER: 06596769 BUSINESS ADDRESS: STREET 1: 121 EAST WILSON STREET CITY: MADISON STATE: WI ZIP: 53707 BUSINESS PHONE: 6082662381 MAIL ADDRESS: STREET 1: P.O. BOX 7842 STREET 2: 121 EAST WILSON STREET CITY: MADISON STATE: WI ZIP: 53707 13F-HR 1 swib4q05.txt 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, 2005 Check here if Amendment: Not an Amendment. Amendment Number: Not an Amendment. This Amendment is a restatement(Check only one.): Not an Amendment. Or This Amendment adds new holding entries: Not an Amendment. Institutional Investment Manager Filing this Report: Name: State of Wisconsin Investment Board Address: 121 East Wilson Street Madison, WI 53702 Form 13F File Number: 028-02519 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: Jean Ledford Title: Chief Investment Officer--Public Equities Phone: 608-261-9349 Signature, Place, and Date of Signing: /s/ Jean Ledford Madison, WI January 30, 2006 Report Type (Check only one.): (X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 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).) Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 904 Form 13F Information Table Value Total: $11,828,215(x1000) 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.) NONE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D ACE LTD ORD G0070K103 24048 450000 SH SOLE 450000 0 0 D ASSURED GUARANTY LTD COM G0585R106 254 10000 SH SOLE 10000 0 0 D IPC HLDGS LTD ORD G4933P101 2053 75000 SH SOLE 75000 0 0 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 242 10000 SH SOLE 10000 0 0 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2732 74500 SH SOLE 74500 0 0 D VISTAPRINT LIMITED SHS G93762204 853 37500 SH SOLE 37500 0 0 D XOMA LTD ORD G9825R107 152 95000 SH SOLE 95000 0 0 D XL CAP LTD CL A G98255105 18529 275000 SH SOLE 275000 0 0 D ALCON INC COM SHS H01301102 8424 65000 SH SOLE 65000 0 0 D QIAGEN N V ORD N72482107 1175 100000 SH SOLE 100000 0 0 D FLEXTRONICS INTL LTD ORD Y2573F102 9394 899800 SH SOLE 899800 0 0 D AFLAC INC COM 001055102 11094 239000 SH SOLE 239000 0 0 D AES CORP COM 00130H105 1458 92100 SH SOLE 92100 0 0 D AMB PROPERTY CORP COM 00163T109 1913 38900 SH SOLE 38900 0 0 D AMR CORP NOTE 4.250% 9 001765BA3 1904 1354000 SH SOLE 1354000 0 0 D AMR CORP NOTE 4.500% 2 001765BB1 1106 940000 SH SOLE 940000 0 0 D AMR CORP COM 001765106 10226 460000 SH SOLE 460000 0 0 D ATI TECHNOLOGIES INC COM 001941103 1106 65100 SH SOLE 65100 0 0 D AT&T INC COM 00206R102 57271 2338541 SH SOLE 2338541 0 0 D ATMI INC COM 00207R101 2440 87233 SH SOLE 87233 0 0 D AXT INC COM 00246W103 6901 3225000 SH SOLE 3225000 0 0 D ABBOTT LABS COM 002824100 147512 3741100 SH SOLE 3741100 0 0 D ABGENIX INC COM 00339B107 3011 140000 SH SOLE 140000 0 0 D ABIOMED INC COM 003654100 119 12900 SH SOLE 12900 0 0 D ACADIA RLTY TR COM SH BEN INT 004239109 724 36100 SH SOLE 36100 0 0 D ACETO CORP COM 004446100 5524 839549 SH SOLE 839549 0 0 D ACTEL CORP COM 004934105 850 66735 SH SOLE 66735 0 0 D ACUITY BRANDS INC COM 00508Y102 3130 98426 SH SOLE 98426 0 0 D ADAPTEC INC COM 00651F108 1355 232741 SH SOLE 232741 0 0 D ADEPT TECHNOLOGY INC COM NEW 006854202 4677 370000 SH SOLE 370000 0 0 D ADEZA BIOMEDICAL CORP COM 006864102 292 13869 SH SOLE 13869 0 0 D ADOBE SYS INC COM 00724F101 15989 432600 SH SOLE 432600 0 0 D ADVO INC COM 007585102 2440 86575 SH SOLE 86575 0 0 D AEHR TEST SYSTEMS COM 00760J108 4841 1184400 SH SOLE 1184400 0 0 D AEROPOSTALE COM 007865108 4997 190000 SH SOLE 190000 0 0 D AETNA INC NEW COM 00817Y108 10393 110200 SH SOLE 110200 0 0 D AFFILIATED COMPUTER SERVICES CL A 008190100 2716 45900 SH SOLE 45900 0 0 D AFFYMETRIX INC COM 00826T108 3104 65000 SH SOLE 65000 0 0 D AGILENT TECHNOLOGIES INC COM 00846U101 1575 47300 SH SOLE 47300 0 0 D AGRIUM INC COM 008916108 550 25000 SH SOLE 25000 0 0 D AIR PRODS & CHEMS INC COM 009158106 10045 169700 SH SOLE 169700 0 0 D AIRTRAN HLDGS INC COM 00949P108 2278 142100 SH SOLE 142100 0 0 D ALBANY INTL CORP CL A 012348108 2719 75188 SH SOLE 75188 0 0 D ALBERTSONS INC COM 013104104 4491 210352 SH SOLE 210352 0 0 D ALCOA INC COM 013817101 9315 315000 SH SOLE 315000 0 0 D ALEXANDRIA REAL ESTATE EQ IN COM 015271109 853 10600 SH SOLE 10600 0 0 D ALIGN TECHNOLOGY INC COM 016255101 8861 1369500 SH SOLE 1369500 0 0 D ALLIANCE GAMING CORP COM NEW 01859P609 130 10000 SH SOLE 10000 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 5239 68779 SH SOLE 68779 0 0 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3278 375000 SH SOLE 375000 0 0 D ALTRIA GROUP INC COM 02209S103 111123 1487199 SH SOLE 1487199 0 0 D AMBAC FINL GROUP INC COM 023139108 15420 200100 SH SOLE 200100 0 0 D AMERADA HESS CORP COM 023551104 469 3700 SH SOLE 3700 0 0 D AMERICAN AXLE & MFG HLDGS IN COM 024061103 458 25000 SH SOLE 25000 0 0 D AMERICAN ELEC PWR INC COM 025537101 2867 77300 SH SOLE 77300 0 0 D AMERICAN EXPRESS CO COM 025816109 54290 1055000 SH SOLE 1055000 0 0 D AMERICAN INTL GROUP INC COM 026874107 223092 3269700 SH SOLE 3269700 0 0 D AMERICAN ITALIAN PASTA CO CL A 027070101 142 20844 SH SOLE 20844 0 0 D AMERICAN MED SYS HLDGS INC COM 02744M108 3369 188974 SH SOLE 188974 0 0 D AMERICAN PWR CONVERSION CORP COM 029066107 17134 778800 SH SOLE 778800 0 0 D AMERICAN WOODMARK CORP COM 030506109 372 15000 SH SOLE 15000 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 20733 500800 SH SOLE 500800 0 0 D AMGEN INC COM 031162100 160480 2035000 SH SOLE 2035000 0 0 D AMKOR TECHNOLOGY INC NOTE 5.000% 3 031652AH3 330 350000 SH SOLE 350000 0 0 D AMSURG CORP COM 03232P405 764 33425 SH SOLE 33425 0 0 D AMYLIN PHARMACEUTICALS INC COM 032346108 6188 155000 SH SOLE 155000 0 0 D ANADARKO PETE CORP COM 032511107 12318 130000 SH SOLE 130000 0 0 D ANALOG DEVICES INC COM 032654105 7174 200000 SH SOLE 200000 0 0 D ANALOGIC CORP COM PAR $0.05 032657207 1494 31222 SH SOLE 31222 0 0 D ANCHOR BANCORP WIS INC COM 032839102 1454 47938 SH SOLE 47938 0 0 D ANGIOTECH PHARMACEUTICALS IN COM 034918102 131 10000 SH SOLE 10000 0 0 D ANHEUSER BUSCH COS INC COM 035229103 21480 500000 SH SOLE 500000 0 0 D ANIXTER INTL INC COM 035290105 3142 80317 SH SOLE 80317 0 0 D ANNTAYLOR STORES CORP COM 036115103 7463 216204 SH SOLE 216204 0 0 D ANSYS INC COM 03662Q105 3533 82751 SH SOLE 82751 0 0 D ANTIGENICS INC DEL COM 037032109 95 20000 SH SOLE 20000 0 0 D AO TATNEFT SPON ADR REG S 03737P306 238 3600 SH SOLE 3600 0 0 D AON CORP COM 037389103 7183 199800 SH SOLE 199800 0 0 D APACHE CORP COM 037411105 6886 100500 SH SOLE 100500 0 0 D APARTMENT INVT & MGMT CO CL A 03748R101 606 16000 SH SOLE 16000 0 0 D APPLEBEES INTL INC COM 037899101 1373 60790 SH SOLE 60790 0 0 D APPLIED MATLS INC COM 038222105 35162 1960000 SH SOLE 1960000 0 0 D APPLIED SIGNAL TECHNOLOGY IN COM 038237103 5206 229357 SH SOLE 229357 0 0 D APTARGROUP INC COM 038336103 2134 40874 SH SOLE 40874 0 0 D ARBITRON INC COM 03875Q108 2495 65693 SH SOLE 65693 0 0 D ARCH CHEMICALS INC COM 03937R102 2211 73954 SH SOLE 73954 0 0 D ARCHER DANIELS MIDLAND CO COM 039483102 12120 491500 SH SOLE 491500 0 0 D ARCHSTONE SMITH TR COM 039583109 3603 86000 SH SOLE 86000 0 0 D ARCTIC CAT INC COM 039670104 339 16905 SH SOLE 16905 0 0 D ARKANSAS BEST CORP DEL COM 040790107 3358 76884 SH SOLE 76884 0 0 D ARRIS GROUP INC COM 04269Q100 95 10000 SH SOLE 10000 0 0 D ARRAY BIOPHARMA INC COM 04269X105 140 20000 SH SOLE 20000 0 0 D ASSET ACCEP CAP CORP COM 04543P100 890 39641 SH SOLE 39641 0 0 D ASSURANT INC COM 04621X108 2279 52414 SH SOLE 52414 0 0 D ASYST TECHNOLOGY CORP COM 04648X107 859 150197 SH SOLE 150197 0 0 D ATHEROS COMMUNICATIONS INC COM 04743P108 1060 81552 SH SOLE 81552 0 0 D ATMOS ENERGY CORP COM 049560105 3027 115714 SH SOLE 115714 0 0 D AUTODESK INC COM 052769106 1477 34400 SH SOLE 34400 0 0 D AUTOMATIC DATA PROCESSING IN COM 053015103 12620 275000 SH SOLE 275000 0 0 D AUTONATION INC COM 05329W102 2006 92300 SH SOLE 92300 0 0 D AUTOZONE INC COM 053332102 11469 125000 SH SOLE 125000 0 0 D AVALONBAY CMNTYS INC COM 053484101 3963 44400 SH SOLE 44400 0 0 D AVAYA INC COM 053499109 4268 400000 SH SOLE 400000 0 0 D AVID TECHNOLOGY INC COM 05367P100 659 12030 SH SOLE 12030 0 0 D AVON PRODS INC COM 054303102 5710 200000 SH SOLE 200000 0 0 D AWARE INC MASS COM 05453N100 5614 1264470 SH SOLE 1264470 0 0 D BB&T CORP COM 054937107 532 12700 SH SOLE 12700 0 0 D BP PLC SPONSORED ADR 055622104 13358 208000 SH SOLE 208000 0 0 D BAKER HUGHES INC COM 057224107 8205 135000 SH SOLE 135000 0 0 D BALDOR ELEC CO COM 057741100 1291 50331 SH SOLE 50331 0 0 D BANK OF AMERICA CORPORATION COM 060505104 155946 3379108 SH SOLE 3379108 0 0 D BANK NEW YORK INC COM 064057102 10351 325000 SH SOLE 325000 0 0 D BANKUNITED FINL CORP CL A 06652B103 5463 205617 SH SOLE 205617 0 0 D BANNER CORP COM 06652V109 853 27326 SH SOLE 27326 0 0 D BASIC ENERGY SVCS INC NEW COM 06985P100 299 15000 SH SOLE 15000 0 0 D BAXTER INTL INC COM 071813109 34966 928700 SH SOLE 928700 0 0 D BEAR STEARNS COS INC COM 073902108 1244 10767 SH SOLE 10767 0 0 D BEBE STORES INC COM 075571109 9693 690899 SH SOLE 690899 0 0 D BED BATH & BEYOND INC COM 075896100 13401 370700 SH SOLE 370700 0 0 D BELDEN CDT INC COM 077454106 1487 60868 SH SOLE 60868 0 0 D BELL MICROPRODUCTS INC COM 078137106 446 58280 SH SOLE 58280 0 0 D BELLSOUTH CORP COM 079860102 17450 643900 SH SOLE 643900 0 0 D BEST BUY INC COM 086516101 4348 100000 SH SOLE 100000 0 0 D BIOMET INC COM 090613100 8228 225000 SH SOLE 225000 0 0 D BIOGEN IDEC INC COM 09062X103 12126 267500 SH SOLE 267500 0 0 D BIOMED REALTY TRUST INC COM 09063H107 1200 49200 SH SOLE 49200 0 0 D BLACK & DECKER CORP COM 091797100 1148 13200 SH SOLE 13200 0 0 D BLACK BOX CORP DEL COM 091826107 1878 39641 SH SOLE 39641 0 0 D BLOCK H & R INC COM 093671105 7365 300000 SH SOLE 300000 0 0 D BOEING CO COM 097023105 3512 50000 SH SOLE 50000 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 304 10000 SH SOLE 10000 0 0 D BOSTON PROPERTIES INC COM 101121101 4440 59900 SH SOLE 59900 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 36123 1475000 SH SOLE 1475000 0 0 D BOYD GAMING CORP COM 103304101 477 10000 SH SOLE 10000 0 0 D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 600 21500 SH SOLE 21500 0 0 D BRIGGS & STRATTON CORP COM 109043109 6828 176037 SH SOLE 176037 0 0 D BRISTOL MYERS SQUIBB CO COM 110122108 29656 1290500 SH SOLE 1290500 0 0 D BROADCOM CORP CL A 111320107 24518 520000 SH SOLE 520000 0 0 D BROOKFIELD PPTYS CORP COM 112900105 3010 102300 SH SOLE 102300 0 0 D BROWN FORMAN CORP CL B 115637209 5546 80000 SH SOLE 80000 0 0 D BROWN SHOE INC NEW COM 115736100 2100 49483 SH SOLE 49483 0 0 D BRUKER BIOSCIENCES CORP COM 116794108 242 49800 SH SOLE 49800 0 0 D BUCA INC COM 117769109 16444 3017200 SH SOLE 3017200 0 0 D BUCKEYE TECHNOLOGIES INC COM 118255108 2448 304100 SH SOLE 304100 0 0 D BUCYRUS INTL INC NEW CL A 118759109 4141 78578 SH SOLE 78578 0 0 D BUFFALO WILD WINGS INC COM 119848109 3321 100000 SH SOLE 100000 0 0 D BUILDING MATLS HLDG CORP COM 120113105 587 8600 SH SOLE 8600 0 0 D BURLINGTON NORTHN SANTA FE C COM 12189T104 14481 204473 SH SOLE 204473 0 0 D BURLINGTON RES INC COM 122014103 7603 88200 SH SOLE 88200 0 0 D C&D TECHNOLOGIES INC COM 124661109 13597 1784400 SH SOLE 1784400 0 0 D CBL & ASSOC PPTYS INC COM 124830100 549 13900 SH SOLE 13900 0 0 D CEC ENTMT INC COM 125137109 3278 96300 SH SOLE 96300 0 0 D CH ENERGY GROUP INC COM 12541M102 934 20340 SH SOLE 20340 0 0 D C H ROBINSON WORLDWIDE INC COM NEW 12541W209 966 26100 SH SOLE 26100 0 0 D CIGNA CORP COM 125509109 7975 71400 SH SOLE 71400 0 0 D CIT GROUP INC COM 125581108 5178 100000 SH SOLE 100000 0 0 D CACI INTL INC CL A 127190304 3829 66735 SH SOLE 66735 0 0 D CAL DIVE INTL INC COM 127914109 2042 56892 SH SOLE 56892 0 0 D CALAMP CORP COM 128126109 105 10000 SH SOLE 10000 0 0 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 1193 37325 SH SOLE 37325 0 0 D CAMDEN PPTY TR SH BEN INT 133131102 2653 45800 SH SOLE 45800 0 0 D CAMPBELL SOUP CO COM 134429109 5954 200000 SH SOLE 200000 0 0 D CANADIAN NATL RY CO COM 136375102 1944 24300 SH SOLE 24300 0 0 D CANADIAN NAT RES LTD COM 136385101 789 15900 SH SOLE 15900 0 0 D CAPITAL ONE FINL CORP COM 14040H105 12960 150000 SH SOLE 150000 0 0 D CAPITOL BANCORP LTD COM 14056D105 423 11300 SH SOLE 11300 0 0 D CARDIAC SCIENCE CORP COM 14141A108 2046 226073 SH SOLE 226073 0 0 D CARDINAL FINL CORP COM 14149F109 1875 170500 SH SOLE 170500 0 0 D CARDINAL HEALTH INC COM 14149Y108 44488 647100 SH SOLE 647100 0 0 D CAREMARK RX INC COM 141705103 48737 941055 SH SOLE 941055 0 0 D CARRAMERICA RLTY CORP COM 144418100 312 9000 SH SOLE 9000 0 0 D CASCADE MICROTECH INC COM 147322101 2701 214400 SH SOLE 214400 0 0 D CASEYS GEN STORES INC COM 147528103 2895 116721 SH SOLE 116721 0 0 D CATERPILLAR INC DEL COM 149123101 36840 637700 SH SOLE 637700 0 0 D CELL GENESYS INC COM 150921104 356 60000 SH SOLE 60000 0 0 D CENDANT CORP COM 151313103 5606 325000 SH SOLE 325000 0 0 D CENTERPOINT ENERGY INC COM 15189T107 1226 95400 SH SOLE 95400 0 0 D CENTEX CORP COM 152312104 6291 88000 SH SOLE 88000 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 690 38286 SH SOLE 38286 0 0 D CENTURYTEL INC COM 156700106 9948 300000 SH SOLE 300000 0 0 D CEPHALON INC COM 156708109 17603 271896 SH SOLE 271896 0 0 D CERNER CORP COM 156782104 7414 81552 SH SOLE 81552 0 0 D CHANNELL COML CORP COM 159186105 3233 651300 SH SOLE 651300 0 0 D CHARLES RIV LABS INTL INC COM 159864107 4025 95000 SH SOLE 95000 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 7811 375000 SH SOLE 375000 0 0 D CHEVRON CORP NEW COM 166764100 174568 3075000 SH SOLE 3075000 0 0 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 1436 56961 SH SOLE 56961 0 0 D CHICOS FAS INC COM 168615102 5060 115175 SH SOLE 115175 0 0 D CHIQUITA BRANDS INTL INC COM 170032809 1055 52700 SH SOLE 52700 0 0 D CHITTENDEN CORP COM 170228100 1793 64459 SH SOLE 64459 0 0 D CHUBB CORP COM 171232101 12128 124200 SH SOLE 124200 0 0 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 5574 303755 SH SOLE 303755 0 0 D CIBER INC COM 17163B102 1228 186040 SH SOLE 186040 0 0 D CIENA CORP COM 171779101 7425 2500000 SH SOLE 2500000 0 0 D CIMAREX ENERGY CO COM 171798101 7195 167296 SH SOLE 167296 0 0 D CISCO SYS INC COM 17275R102 172145 10055200 SH SOLE 10055200 0 0 D CITIGROUP INC COM 172967101 321089 6616300 SH SOLE 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SOLE 109662 0 0 D COMPUCREDIT CORP COM 20478N100 931 24200 SH SOLE 24200 0 0 D COMPUTER SCIENCES CORP COM 205363104 6836 135000 SH SOLE 135000 0 0 D COMPUWARE CORP COM 205638109 90 10000 SH SOLE 10000 0 0 D CONAGRA FOODS INC COM 205887102 9734 480000 SH SOLE 480000 0 0 D CONCEPTUS INC COM 206016107 19608 1553730 SH SOLE 1553730 0 0 D CONCORD CAMERA CORP COM 206156101 158 133084 SH SOLE 133084 0 0 D CONMED CORP COM 207410101 1570 66356 SH SOLE 66356 0 0 D CONOCOPHILLIPS COM 20825C104 40383 694104 SH SOLE 694104 0 0 D CONSOLIDATED EDISON INC COM 209115104 533 11500 SH SOLE 11500 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 2668 56353 SH SOLE 56353 0 0 D CONSTELLATION ENERGY GROUP I COM 210371100 2413 41890 SH SOLE 41890 0 0 D CONTINENTAL AIRLS INC NOTE 5.000% 6 210795PJ3 254 200000 SH SOLE 200000 0 0 D COOPER COS INC COM NEW 216648402 11940 232757 SH SOLE 232757 0 0 D CORN PRODS INTL INC COM 219023108 4044 169291 SH SOLE 169291 0 0 D CORNING INC COM 219350105 3904 198600 SH SOLE 198600 0 0 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 426 12000 SH SOLE 12000 0 0 D COST PLUS INC CALIF COM 221485105 6684 389734 SH SOLE 389734 0 0 D COSTCO WHSL CORP NEW COM 22160K105 8835 178600 SH SOLE 178600 0 0 D COUNTRYWIDE FINANCIAL CORP COM 222372104 1039 30400 SH SOLE 30400 0 0 D COVANCE INC COM 222816100 5020 103400 SH SOLE 103400 0 0 D CUBIC CORP COM 229669106 3273 163969 SH SOLE 163969 0 0 D CULLEN FROST BANKERS INC COM 229899109 5350 99656 SH SOLE 99656 0 0 D CURTISS WRIGHT CORP COM 231561101 2400 43963 SH SOLE 43963 0 0 D CYBERONICS INC COM 23251P102 2261 70000 SH SOLE 70000 0 0 D CYMER INC COM 232572107 1561 43963 SH SOLE 43963 0 0 D CYTEC INDS INC COM 232820100 8002 168000 SH SOLE 168000 0 0 D CYTYC CORP COM 232946103 3388 120000 SH SOLE 120000 0 0 D D R HORTON INC COM 23331A109 12149 340032 SH SOLE 340032 0 0 D DSW INC CL A 23334L102 1316 50200 SH SOLE 50200 0 0 D DARDEN RESTAURANTS INC COM 237194105 3795 97600 SH SOLE 97600 0 0 D DEAN FOODS CO NEW COM 242370104 994 26400 SH SOLE 26400 0 0 D DEERE & CO COM 244199105 9535 140000 SH SOLE 140000 0 0 D DELL INC COM 24702R101 102476 3417000 SH SOLE 3417000 0 0 D DELPHI FINL GROUP INC CL A 247131105 2811 61099 SH SOLE 61099 0 0 D DENDRITE INTL INC COM 248239105 1441 100000 SH SOLE 100000 0 0 D DENTSPLY INTL INC NEW COM 249030107 741 13800 SH SOLE 13800 0 0 D DEVELOPERS DIVERSIFIED RLTY COM 251591103 1693 36000 SH SOLE 36000 0 0 D DEVON ENERGY CORP NEW COM 25179M103 26267 420000 SH SOLE 420000 0 0 D DIAGNOSTIC PRODS CORP COM 252450101 2091 43078 SH SOLE 43078 0 0 D DIGI INTL INC COM 253798102 1225 116800 SH SOLE 116800 0 0 D DIGIRAD CORP COM 253827109 99 24700 SH SOLE 24700 0 0 D DIGITAL RLTY TR INC COM 253868103 826 36500 SH SOLE 36500 0 0 D DIME CMNTY BANCSHARES COM 253922108 1720 117762 SH SOLE 117762 0 0 D DILLARDS INC CL A 254067101 5709 230000 SH SOLE 230000 0 0 D DISNEY WALT CO COM DISNEY 254687106 86292 3600000 SH SOLE 3600000 0 0 D DOLBY LABORATORIES INC COM 25659T107 1781 104457 SH SOLE 104457 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CORP COM 909218109 4411 80162 SH SOLE 80162 0 0 D UNITED BANKSHARES INC WEST V COM 909907107 2273 64496 SH SOLE 64496 0 0 D UNITED DOMINION REALTY TR IN COM 910197102 917 39100 SH SOLE 39100 0 0 D UNITED NAT FOODS INC COM 911163103 1657 62762 SH SOLE 62762 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 27430 365000 SH SOLE 365000 0 0 D U STORE IT TR COM 91274F104 537 25500 SH SOLE 25500 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 65616 1173600 SH SOLE 1173600 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 121571 1956400 SH SOLE 1956400 0 0 D UNIVISION COMMUNICATIONS INC CL A 914906102 7641 260000 SH SOLE 260000 0 0 D UNUMPROVIDENT CORP COM 91529Y106 13197 580100 SH SOLE 580100 0 0 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8 91911XAB0 1370 1600000 SH SOLE 1600000 0 0 D VALEANT PHARMACEUTICALS INTL NOTE 4.000%11 91911XAD6 1867 2190000 SH SOLE 2190000 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 11868 230000 SH SOLE 230000 0 0 D VALMONT INDS INC COM 920253101 1869 55850 SH SOLE 55850 0 0 D 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2ND NEW COM 929903102 32250 610100 SH SOLE 610100 0 0 D WAL MART STORES INC COM 931142103 206833 4419500 SH SOLE 4419500 0 0 D WALGREEN CO COM 931422109 41432 936100 SH SOLE 936100 0 0 D WASHINGTON FED INC COM 938824109 350 15246 SH SOLE 15246 0 0 D WASHINGTON MUT INC COM 939322103 32337 743383 SH SOLE 743383 0 0 D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 492 16200 SH SOLE 16200 0 0 D WASTE CONNECTIONS INC COM 941053100 2491 72294 SH SOLE 72294 0 0 D WASTE MGMT INC DEL COM 94106L109 11836 390000 SH SOLE 390000 0 0 D WATERS CORP COM 941848103 3780 100000 SH SOLE 100000 0 0 D WATSCO INC COM 942622200 3506 58626 SH SOLE 58626 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 6502 200000 SH SOLE 200000 0 0 D WATSON WYATT & CO HLDGS CL A 942712100 6976 250052 SH SOLE 250052 0 0 D WATTS WATER TECHNOLOGIES INC CL A 942749102 2308 76191 SH SOLE 76191 0 0 D WELLPOINT INC COM 94973V107 26377 330577 SH SOLE 330577 0 0 D WELLS FARGO & CO NEW COM 949746101 115607 1840000 SH SOLE 1840000 0 0 D WENDYS INTL INC COM 950590109 2592 46900 SH SOLE 46900 0 0 D WESTELL TECHNOLOGIES INC CL A 957541105 450 100000 SH SOLE 100000 0 0 D WEYERHAEUSER CO COM 962166104 6634 100000 SH SOLE 100000 0 0 D WHIRLPOOL CORP COM 963320106 8033 95900 SH SOLE 95900 0 0 D WHITE ELECTR DESIGNS CORP COM 963801105 1867 365300 SH SOLE 365300 0 0 D WHITNEY HLDG CORP COM 966612103 1532 55579 SH SOLE 55579 0 0 D WINNEBAGO INDS INC COM 974637100 2800 84133 SH SOLE 84133 0 0 D WINTRUST FINANCIAL CORP COM 97650W108 823 15000 SH SOLE 15000 0 0 D WIRELESS FACILITIES INC COM 97653A103 1124 220400 SH SOLE 220400 0 0 D WOLVERINE TUBE INC COM 978093102 3758 742700 SH SOLE 742700 0 0 D WOODWARD GOVERNOR CO COM 980745103 2609 30338 SH SOLE 30338 0 0 D WRIGLEY WM JR CO COM 982526105 5319 80000 SH SOLE 80000 0 0 D WYETH COM 983024100 78319 1700000 SH SOLE 1700000 0 0 D XCEL ENERGY INC COM 98389B100 639 34600 SH SOLE 34600 0 0 D YAHOO INC COM 984332106 10187 260000 SH SOLE 260000 0 0 D YELLOW ROADWAY CORP COM 985577105 3024 67777 SH SOLE 67777 0 0 D YUM BRANDS INC COM 988498101 3872 82600 SH SOLE 82600 0 0 D ZALE CORP NEW COM 988858106 1505 59825 SH SOLE 59825 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 4727 110310 SH SOLE 110310 0 0 D ZHONE TECHNOLOGIES INC NEW COM 98950P108 58 27430 SH SOLE 27430 0 0 D ZIMMER HLDGS INC COM 98956P102 20906 310000 SH SOLE 310000 0 0 D ZOLL MED CORP COM 989922109 4768 189300 SH SOLE 189300 0 0 S REPORT SUMMARY 904 DATA RECORDS 11828215 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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