-----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, IXFgH3HGXfX5vNQnXrTFjdb04AAWo8wit5PNXxj3UGgrxIE8Cn2fZ75gh5pDpeO0 Jm/n+RMQYzKpEqjYwQz92g== 0001056973-08-000012.txt : 20081114 0001056973-08-000012.hdr.sgml : 20081114 20081114102834 ACCESSION NUMBER: 0001056973-08-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CARLSON CAPITAL L P CENTRAL INDEX KEY: 0001056973 IRS NUMBER: 752494317 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-07044 FILM NUMBER: 081187707 BUSINESS ADDRESS: STREET 1: 2100 MCKINNEY AVE STREET 2: STE 1600 CITY: DALLAS STATE: TX ZIP: 75201 BUSINESS PHONE: 2149329600 MAIL ADDRESS: STREET 1: 2100 MCKINNEY AVE STREET 2: STE 1600 CITY: DALLAS STATE: TX ZIP: 75201 13F-HR 1 f13hr3q08.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: September 30, 2008 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: Carlson Capital, L.P. Address: 2100 McKinney Avenue Suite 1600 Dallas, TX 75201 13F File Number: 28-99999 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Lynne Alpar Title: Chief Financial Officer Phone: 214-932-9600 Signature, Place, and Date of Signing: Lynne Alpar Dallas, TX November 13, 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 279 Form 13F Information Table Value Total: $4,010,804 (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. NONE FORM 13F INFORMATION TABLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRTN MANAGERS SOLE SHARED NONE 3M CO COM 88579Y101 77764 1138400 SH SOLE 1138400 0 0 ABBOTT LABS COM 002824100 7629 132500 SH SOLE 132500 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 3025 79600 SH SOLE 79600 0 0 ACERGY S A SPONSORED ADR 00443E104 6426 638800 SH SOLE 638800 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 7317 865900 SH SOLE 865900 0 0 AETNA INC NEW COM 00817Y108 30084 833114 SH SOLE 833114 0 0 AGL RES INC COM 001204106 4079 130000 SH SOLE 130000 0 0 ALBERTO CULVER CO NEW COM 013078100 7554 277304 SH SOLE 277304 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 19047 1714400 SH SOLE 1714400 0 0 ALPHARMA INC CL A 020813101 4604 124800 SH SOLE 124800 0 0 AMDOCS LTD ORD G02602103 17430 636600 SH SOLE 636600 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4952 324700 SH SOLE 324700 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 16399 18129000 PRN SOLE 18129000 0 0 AMGEN INC COM 031162100 9649 162800 SH SOLE 162800 0 0 AMR CORP NOTE 4.500% 2/1 001765BB1 4923 5500000 PRN SOLE 5500000 0 0 AMERICAN EXPRESS CO COM 025816109 1371 38700 SH SOLE 38700 0 0 ANADARKO PETE CORP COM 032511107 16979 350000 SH SOLE 350000 0 0 ANALOG DEVICES INC COM 032654105 4785 181600 SH SOLE 181600 0 0 ANGLO AMERN PLC ADR NEW 03485P201 9946 594500 SH SOLE 594500 0 0 ANHEUSER BUSCH COS INC COM 035229103 188564 2906349 SH SOLE 2906349 0 0 ANNTAYLOR STORES CORP COM 036115103 8537 413597 SH SOLE 413597 0 0 ANNALY CAP MGMT INC COM 035710409 2133 158600 SH SOLE 158600 0 0 APOLLO GROUP INC CL A 037604105 1718 28967 SH SOLE 28967 0 0 ATMEL CORP COM 049513104 6794 2004200 SH SOLE 2004200 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 19035 445258 SH SOLE 445258 0 0 AVALONBAY CMNTYS INC COM 053484101 12450 126500 SH SOLE 126500 0 0 AVNET INC COM 053807103 6140 249300 SH SOLE 249300 0 0 AVON PRODS INC COM 054303102 4296 103349 SH SOLE 103349 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 2174 1278660 SH SOLE 1278660 0 0 BJ SVCS CO COM 055482103 7300 381600 SH SOLE 381600 0 0 BABCOCK & BROWN AIR LTD SPONSORED ADR 05614P101 1404 150113 SH SOLE 150113 0 0 BARR PHARMACEUTICALS INC COM 068306109 71697 1097958 SH SOLE 1097958 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 5797 111500 SH SOLE 111500 0 0 BMC SOFTWARE INC COM 055921100 17172 599800 SH SOLE 599800 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 56320 65790000 PRN SOLE 65790000 0 0 BP PLC SPONSORED ADR 055622104 11288 225000 SH SOLE 225000 0 0 BRE PROPERTIES INC CL A 05564E106 6142 125341 SH SOLE 125341 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 4950 237400 SH SOLE 237400 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 8467 550150 SH SOLE 550150 0 0 CACI INTL INC NOTE 2.125% 5/0 127190AD8 8282 8000000 PRN SOLE 8000000 0 0 CAL DIVE INTL INC DEL COM 12802T101 11536 1088331 SH SOLE 1088331 0 0 CALPINE CORP COM NEW 131347304 19256 1481200 SH SOLE 1481200 0 0 CAMDEN PPTY TR SH BEN INT 133131102 3027 66000 SH SOLE 66000 0 0 CANO PETE INC COM 137801106 9736 4214518 SH SOLE 4214518 0 0 CARDINAL HEALTH INC COM 14149Y108 10679 216700 SH SOLE 216700 0 0 CENTURYTEL INC COM 156700106 32715 892640 SH SOLE 892640 0 0 CHARLES RIV LABS INTL INC COM 159864107 4509 81200 SH SOLE 81200 0 0 CHATTEM INC COM 162456107 3748 47946 SH SOLE 47946 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 11571 601400 SH SOLE 601400 0 0 CHIPOTLE MEXICAN GRILL INC CL B 169656204 6288 134500 SH SOLE 134500 0 0 CIENA CORP COM NEW 171779309 4828 479000 SH SOLE 479000 0 0 CISCO SYS INC COM 17275R102 5852 259400 SH SOLE 259400 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 7670 560700 SH SOLE 560700 0 0 COACH INC COM 189754104 12543 500900 SH SOLE 500900 0 0 COCA COLA CO COM 191216100 59461 1124460 SH SOLE 1124460 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 31696 1388335 SH SOLE 1388335 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 16185 552217 SH SOLE 552217 0 0 CA INC COM 12673P105 6387 320000 SH SOLE 320000 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 4253 175000 SH SOLE 175000 0 0 CONSTELLATION ENERGY PRTNR L COM UNIT LLC B 21038E101 3491 304095 SH SOLE 304095 0 0 CONTINENTAL AIRLS INC CL B 210795308 5926 355300 SH SOLE 355300 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 10322 9000000 PRN SOLE 9000000 0 0 CORN PRODS INTL INC COM 219023108 76097 2357391 SH SOLE 2357391 0 0 COVIDIEN TLD COM G2552X108 9596 178500 SH SOLE 178500 0 0 CUMMINS INC COM 231021106 13160 301000 SH SOLE 301000 0 0 CVR ENERGY INC COM 12662P108 2895 339800 SH SOLE 339800 0 0 CVS CAREMARK CORPORATION COM 126650100 34387 1021611 SH SOLE 1021611 0 0 DANA HOLDING CORP COM 235825205 1936 400000 SH SOLE 400000 0 0 DARDEN RESTAURANTS INC COM 237194105 5677 198300 SH SOLE 198300 0 0 DEALERTRACK HLDGS INC COM 242309102 4705 279382 SH SOLE 279382 0 0 DEERE & CO COM 244199105 8182 165300 SH SOLE 165300 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 8847 11500000 PRN SOLE 11500000 0 0 DIEBOLD INC COM 253651103 34200 1032911 SH SOLE 1032911 0 0 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 4441 4500000 PRN SOLE 4500000 0 0 DIRECTV GROUP INC COM 25459L106 9458 361253 SH SOLE 361253 0 0 DOLAN MEDIA CO COM 25659P402 7941 787000 SH SOLE 787000 0 0 DOLLAR TREE INC COM 256746108 12061 331700 SH SOLE 331700 0 0 DOMTAR CORP COM 257559104 8565 1861900 SH SOLE 1861900 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 19004 717659 SH SOLE 717659 0 0 DRS TECHNOLOGIES INC COM 23330X100 78552 1023483 SH SOLE 1023483 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 9143 96900 SH SOLE 96900 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 15274 379000 SH SOLE 379000 0 0 EAGLE MATERIALS INC COM 26969P108 8465 378400 SH SOLE 378400 0 0 EARTHLINK INC COM 270321102 5253 618031 SH SOLE 618031 0 0 EASTMAN CHEM CO COM 277432100 17168 311800 SH SOLE 311800 0 0 ECHOSTAR CORP CL A 278768106 11732 486800 SH SOLE 486800 0 0 EMBARQ CORP COM 29078E105 11289 278400 SH SOLE 278400 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 26149 27000000 PRN SOLE 27000000 0 0 EMERSON ELEC CO COM 291011104 4079 100000 SH SOLE 100000 0 0 ENCORE ACQUISITION CO COM 29255W100 7771 186000 SH SOLE 186000 0 0 ENERGIZER HLDGS INC COM 29266R108 7088 88000 SH SOLE 88000 0 0 ENERGY PARTNERS LTD COM 29270U105 25966 2994968 SH SOLE 2994968 0 0 ENTERGY CORP NEW COM 29364G103 11126 125000 SH SOLE 125000 0 0 EQUITABLE RES INC COM 294549100 22052 601200 SH SOLE 601200 0 0 ESSEX PPTY TR INC COM 297178105 11934 100850 SH SOLE 100850 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2696 31500 SH SOLE 31500 0 0 FEDERATED INVS INC PA CL B 314211103 9518 329900 SH SOLE 329900 0 0 FIBERNET TELECOM GRP INC COM PAR $0.001 315653402 5336 592900 SH SOLE 592900 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 12898 698700 SH SOLE 698700 0 0 FISERV INC COM 337738108 4122 87100 SH SOLE 87100 0 0 F M C CORP COM NEW 302491303 4157 80900 SH SOLE 80900 0 0 FMC TECHNOLOGIES INC COM 30249U101 24397 524099 SH SOLE 524099 0 0 FORTUNE BRANDS INC COM 349631101 17219 300200 SH SOLE 300200 0 0 FOUNDATION COAL HLDGS INC COM 35039W100 11610 326300 SH SOLE 326300 0 0 FOUNDRY NETWORKS INC COM 35063R100 28184 1547722 SH SOLE 1547722 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 34474 606400 SH SOLE 606400 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 3424 154242 SH SOLE 154242 0 0 FRONTIER OIL CORP COM 35914P105 8473 460000 SH SOLE 460000 0 0 FTI CONSULTING INC COM 302941109 17381 240600 SH SOLE 240600 0 0 GAMESTOP CORP NEW CL A 36467W109 3944 115300 SH SOLE 115300 0 0 GENENTECH INC COM NEW 368710406 62202 701424 SH SOLE 701424 0 0 GENERAL DYNAMICS CORP COM 369550108 4388 59600 SH SOLE 59600 0 0 GENERAL MLS INC COM 370334104 15318 222906 SH SOLE 222906 0 0 GENERAL MTRS CORP DEB SR CV C 33 370442717 6516 750000 SH SOLE 750000 0 0 GILEAD SCIENCES INC COM 375558103 8195 179600 SH SOLE 179600 0 0 GLOBAL INDS LTD COM 379336100 22180 3195900 SH SOLE 3195900 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 5339 10500000 PRN SOLE 10500000 0 0 GOLDCORP INC NEW COM 380956409 18616 588552 SH SOLE 588552 0 0 GOODRICH CORP COM 382388106 11839 284600 SH SOLE 284600 0 0 GOOGLE INC CL A 38259P508 38382 95830 SH SOLE 95830 0 0 GREENFIELD ONLINE INC COM 395150105 6098 350453 SH SOLE 350453 0 0 GREY WOLF INC COM 397888108 36852 4736740 SH SOLE 4736740 0 0 GRUBB & ELLIS CO COM PAR $0.01 400095204 1250 462800 SH SOLE 462800 0 0 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 17009 15000000 PRN SOLE 15000000 0 0 HEALTHCARE RLTY TR COM 421946104 11004 377500 SH SOLE 377500 0 0 HEARTLAND EXPRESS INC COM 422347104 16938 1091397 SH SOLE 1091397 0 0 HECLA MNG CO COM 422704106 2517 537800 SH SOLE 537800 0 0 HERCULES INC COM 427056106 45233 2285672 SH SOLE 2285672 0 0 HERCULES OFFSHORE INC COM 427093109 10491 692000 SH SOLE 692000 0 0 HEXCEL CORP NEW COM 428291108 19889 1452800 SH SOLE 1452800 0 0 HLTH CORPORATION COM 40422Y101 31117 2722436 SH SOLE 2722436 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 11051 15000000 PRN SOLE 15000000 0 0 HONDA MOTOR LTD AMERN SHS 438128308 20658 686100 SH SOLE 686100 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 16425 425300 SH SOLE 425300 0 0 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 8223 11000000 PRN SOLE 11000000 0 0 HURON CONSULTING GROUP INC COM 447462102 6531 114619 SH SOLE 114619 0 0 IMCLONE SYS INC COM 45245W109 23521 376941 SH SOLE 376941 0 0 INFOGROUP INC COM 45670G108 4141 626482 SH SOLE 626482 0 0 INFORMATION SERVICES GROUP COM 45675Y104 11803 2408800 SH SOLE 2408800 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 6234 200000 SH SOLE 200000 0 0 INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB7 5176 5831000 PRN SOLE 5831000 0 0 INTEL CORP COM 458140100 45437 2425900 SH SOLE 2425900 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 3797 32462 SH SOLE 32462 0 0 INTERNATIONAL GAME TECHNOLOGY DBCV 2.600$12/1 459902AP7 7050 7500000 PRN SOLE 7500000 0 0 INVESCO LTD SHS G491BT108 4634 220900 SH SOLE 220900 0 0 ISHARETR TRANSP AVE IDX 464287192 4147 50000 SH SOLE 50000 0 0 J CREW GROUP INC COM 46612H402 13288 465100 SH SOLE 465100 0 0 K12 INC COM 48273U102 5277 199122 SH SOLE 199122 0 0 KELLOGG CO COM 487836108 18953 337843 SH SOLE 337843 0 0 KEY ENERGY SVCS INC COM 492914106 12765 1100400 SH SOLE 1100400 0 0 KIMBERLY CLARK CORP COM 494368103 5040 77727 SH SOLE 77727 0 0 KLA-TENCOR CORP COM 482480100 2171 68603 SH SOLE 68603 0 0 KOHLS CORP COM 500255104 10096 219100 SH SOLE 219100 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 6873 69900 SH SOLE 69900 0 0 LAM RESEARCH CORP COM 512807108 4094 130000 SH SOLE 130000 0 0 LANDAMERICA FINL GROUP INC DBCV 3.250% 5/1 514936AD5 2565 3950000 PRN SOLE 3950000 0 0 LANDSTAR SYS INC COM 515098101 21285 483100 SH SOLE 483100 0 0 LENDER PROCESSING SVCS INC COM 52602E102 5495 180048 SH SOLE 180048 0 0 LENNOX INTL INC COM 526107107 1664 50000 SH SOLE 50000 0 0 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 4219 315349 SH SOLE 315349 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 33448 1339534 SH SOLE 1339534 0 0 LOEWS CORP COM 540424108 18354 464769 SH SOLE 464769 0 0 LOEWS CORP INC COM 548661107 6230 263000 SH SOLE 263000 0 0 LUBRIZOL CORP COM 549271104 11393 264100 SH SOLE 264100 0 0 MACROVISION SOLUTIONS CORP COM 55611C108 6560 426500 SH SOLE 426500 0 0 MACYS INC COM 55616P104 12039 669600 SH SOLE 669600 0 0 MARATHON OIL CORP COM 565849106 16761 420400 SH SOLE 420400 0 0 MARINER ENERGY INC COM 56845T305 16129 786800 SH SOLE 786800 0 0 MARRIOTT INTL INC NEW CL A 571903202 4127 158165 SH SOLE 158165 0 0 MATERCARD INC CL A 57636Q104 1933 10900 SH SOLE 10900 0 0 MCKESSON CORP COM 58155Q103 10952 203539 SH SOLE 203539 0 0 M D C HLDGS INC COM 552676108 10263 280500 SH SOLE 280500 0 0 MEADWESTVACO CORP COM 583334107 10695 458800 SH SOLE 458800 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 14130 314000 SH SOLE 314000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 28423 28354000 PRN SOLE 28354000 0 0 MERRILL LYNCH & CO INC COM 590188108 9741 385000 SH SOLE 385000 0 0 METROPCS COMMUNICATIONS INC COM 591708102 26674 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458570 SH SOLE 458570 0 0 NEWMONT MINING CORP COM 651639106 6981 180100 SH SOLE 180100 0 0 NEXEN INC COM 65334H102 17423 750000 SH SOLE 750000 0 0 NOBLE CORPORATION SHS G65422100 7085 161400 SH SOLE 161400 0 0 NOBLE ENERGY INC COM 655044105 22792 410000 SH SOLE 410000 0 0 NORDSTROM INC COM 655664100 5764 200000 SH SOLE 200000 0 0 NORFOLD COUTHERN CORP COM 655844108 34172 516113 SH SOLE 516113 0 0 NORTHWEST AIRLS CORP COM 667280408 9413 1042383 SH SOLE 1042383 0 0 NOVELL INC DBCV .500% 7/1 670006AC9 8595 9000000 PRN SOLE 9000000 0 0 NOVELLUS SYS INC COM 670008101 4154 211500 SH SOLE 211500 0 0 NOCUR CORP COM 670346105 4558 115400 SH SOLE 115400 0 0 NVR INC COM 62944T105 4404 7700 SH SOLE 7700 0 0 OMNICARE INC COM 681904108 8944 310871 SH SOLE 310871 0 0 ONLINE RES CORP COM 68273G101 2592 333648 SH SOLE 333648 0 0 ORACLE CORP COM 68389X105 6002 295500 SH SOLE 295500 0 0 PDL BIOPHARMA INC COM 69329Y104 4550 488750 SH SOLE 488750 0 0 PEPSI BOTTLING GROUP INC COM 713409100 5860 200900 SH SOLE 200900 0 0 PEPSICO INC COM 713448108 39156 549400 SH SOLE 549400 0 0 PHARMERICA CORP COM 71714F104 6099 271200 SH SOLE 271200 0 0 PHILADELPHIA CONS HLDG CORP COM 717528103 55876 953998 SH SOLE 953998 0 0 PHILIP MORRIS INTL INC COM 718172109 9182 190900 SH SOLE 190900 0 0 PRECISION CASTPARTS CORP COM 740189105 2915 37000 SH SOLE 37000 0 0 PROLOGIS NOTE 1.875%11/1 743410AR3 19496 27500000 PRN SOLE 27500000 0 0 PROLOGIS NOTE 2.250% 4/0 743410AQ5 21578 28250000 PRN SOLE 28250000 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 8163 215110 SH SOLE 215110 0 0 QUALCOMM INC COM 747525103 8353 194400 SH SOLE 194400 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 11927 3692600 SH SOLE 3692600 0 0 RALCORP HOLDGS INC NEW COM 751028101 3647 54100 SH SOLE 54100 0 0 RCN CORP COM NEW 749361200 6064 494600 SH SOLE 494600 0 0 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 8004 9500000 PRN SOLE 9500000 0 0 REGAL BELOIT CORP COM 758750103 2126 50000 SH SOLE 50000 0 0 RESEARCH IN MOTION LTD COM 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INC COM 887317105 6303 480815 SH SOLE 480815 0 0 TJX COS INC NEW COM 872540109 7963 260900 SH SOLE 260900 0 0 TOLL BROTHERS INC COM 889478103 9509 376898 SH SOLE 376898 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 32297 35000000 PRN SOLE 35000000 0 0 TRANSOCEAN INC NEW SHS G90073100 33941 309000 SH SOLE 309000 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 1341 470700 SH SOLE 470700 0 0 TREEHOUSE FOODS INC COM 89469A104 5327 179360 SH SOLE 179360 0 0 TW TELECOM INC COM 87311L104 15534 1495135 SH SOLE 1495135 0 0 TYSON FOODS INC CL A 902494103 1555 130200 SH SOLE 130200 0 0 UNION PAC CORP COM 907818108 32805 461000 SH SOLE 461000 0 0 UST INC COM 902911106 32578 489600 SH SOLE 489600 0 0 VERISIGN INC COM 92343E102 2624 100600 SH SOLE 100600 0 0 VF CORP COM 918204108 8867 114700 SH SOLE 114700 0 0 VIACOM INC NEW CL B 92553P201 11998 483000 SH SOLE 483000 0 0 VISTAPRINT LIMITED SHS G93762204 4823 146872 SH SOLE 146872 0 0 VITAL SIGNS INC COM 928469105 7390 100000 SH SOLE 100000 0 0 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 24131 30000000 PRN SOLE 30000000 0 0 WAL MART STORES INC COM 931142103 25974 433700 SH SOLE 433700 0 0 WATSCO INC COM 942622200 1508 30000 SH SOLE 30000 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 2735 100000 SH SOLE 100000 0 0 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 880 1000000 PRN SOLE 1000000 0 0 WELLPOINT INC COM 94973V107 4677 100000 SH SOLE 100000 0 0 WESTFIELD FINANCIAL INC NEW COM 96008P104 516 50078 SH SOLE 50078 0 0 WILLIS GROUP HOLDINGS LTD SHS G96655108 16095 498906 SH SOLE 498906 0 0 WRIGLEY WM JR CO COM 982526105 152231 1917268 SH SOLE 1917268 0 0 XTO ENERGY INC COM 98385X106 5894 126700 SH SOLE 126700 0 0 GENENTECH INC COM NEW 368710406 398 500 SH PUT SOLE 500 0 0
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