-----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, AUJvbpG5VpC7HFQWGSH8Sw5KPGBRFFYBXMtEB3LZL02W3p5Ub8YyJjhJVf5n91+b vqzqAcUNhEM52ohFo9KvQA== 0001132716-09-000007.txt : 20090212 0001132716-09-000007.hdr.sgml : 20090212 20090212161754 ACCESSION NUMBER: 0001132716-09-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090212 DATE AS OF CHANGE: 20090212 EFFECTIVENESS DATE: 20090212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS OCONNOR LLC CENTRAL INDEX KEY: 0001132716 IRS NUMBER: 061569842 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06327 FILM NUMBER: 09595081 BUSINESS ADDRESS: STREET 1: ONE NORTH WACKER DRIVE 32ND FLOOR CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3125256000 MAIL ADDRESS: STREET 1: ONE NORTH WACKER DRIVE 32ND FLOOR CITY: CHICAGO STATE: IL ZIP: 60606 13F-HR 1 ocq408.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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: UBS O'Connor LLC Address: One North Wacker Drive, 32nd Floor Chicago, IL 60606 13F File Number: 28-06327 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: JEFFREY B. PICKERING Title: COMPLIANCE OFFICER Phone: (312)525-5951 Signature, Place, and Date of Signing: /s/ JEFFREY B. PICKERING, CHICAGO, IL February 12, 2009 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: 675 Form 13F Information Table Value Total: $3845209 INFORMATION FOR WHICH CONFIDENTIAL TREATMENT WAS REQUESTED HAS BEEN FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: NONE Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Invest Oth Voting Sh ment er Market Shares or or Discre Mana Sha Authority Name of Issuer Title of Class CUSIP Value Prn amount Pr Opt tion gers Sole red None A D C TELECOMMUNICATIONS FRNT6/1 000886AB7 7358 16500000 SH DEFINED 16500000 0 0 A D C TELECOMMUNICATIONS NOTE3.500%7/1 000886AE1 6450 15000000 SH DEFINED 15000000 0 0 AGCO CORP COM 001084102 229 9700 SH DEFINED 9700 0 0 AES CORP COM 00130H105 692 84000 SH DEFINED 84000 0 0 AMR CORP COM 001765106 201 18800 SH DEFINED 18800 0 0 AT&T INC COM 00206R102 7054 247501 SH DEFINED 247501 0 0 ATS MED INC NOTE6.000%10/1 002083AB9 3660 5000000 SH DEFINED 5000000 0 0 AU OPTRONICS CORP SPONSOREDADR 002255107 238 31000 SH DEFINED 31000 0 0 ABERCROMBIE & FITCH CO CLA 002896207 411 17813 SH DEFINED 17813 0 0 ACADIA RLTY TR COMSHBENINT 004239109 2736 191725 SH DEFINED 191725 0 0 ACORDA THERAPEUTICS INC COM 00484M106 7696 375230 SH DEFINED 375230 0 0 ACTEL CORP COM 004934105 1084 92474 SH DEFINED 92474 0 0 ACTIVISION BLIZZARD INC COM 00507V109 3045 352456 SH DEFINED 352456 0 0 ACTUANT CORP CLANEW 00508X203 1902 100000 SH DEFINED 100000 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 4879 145000 SH DEFINED 145000 0 0 ADVANTAGE ENERGY INCOME FD TRUNIT 00762L101 541 128600 SH DEFINED 128600 0 0 ADVANCED MEDICAL OPTICS INC NOTE2.500%7/1 00763MAG3 21407 26106000 SH DEFINED 26106000 0 0 ADVANCED MEDICAL OPTICS INC NOTE3.250%8/0 00763MAK4 3500 10000000 SH DEFINED 10000000 0 0 ADVANCED MICRO DEVICES INC NOTE6.000%5/0 007903AL1 12825 45000000 SH DEFINED 45000000 0 0 ADVANCED MICRO DEVICES INC NOTE5.750%8/1 007903AN7 38571 111800000 SH DEFINED 111800000 0 0 AETNA INC NEW COM 00817Y108 6875 241221 SH DEFINED 241221 0 0 AFFILIATED COMPUTER SERVICE CLA 008190100 2978 64800 SH DEFINED 64800 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 860 55000 SH DEFINED 55000 0 0 AIRGAS INC COM 009363102 6157 157900 SH DEFINED 157900 0 0 ALBERTO CULVER CO NEW COM 013078100 12868 525000 SH DEFINED 525000 0 0 ALCOA INC COM 013817101 552 49000 SH DEFINED 49000 0 0 ALEXANDRIA REAL ESTATE EQ I COM 015271109 2427 40217 SH DEFINED 40217 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 9193 254024 SH DEFINED 254024 0 0 ALLERGAN INC NOTE1.500%4/0 018490AL6 1001 1000000 SH DEFINED 1000000 0 0 ALLIANT ENERGY CORP COM 018802108 709 24300 SH DEFINED 24300 0 0 ALLOS THERAPEUTICS INC COM 019777101 61 10000 SH DEFINED 10000 0 0 ALTRIA GROUP INC COM 02209S103 343 22800 SH DEFINED 22800 0 0 AMERICAN EAGLE OUTFITTERS N COM 02553E106 10465 1118078 SH DEFINED 1118078 0 0 AMERICAN LD LEASE INC COM 027118108 1036 74944 SH DEFINED 74944 0 0 AMERICAN MED SYS HLDGS INC NOTE3.250%7/0 02744MAA6 9520 14000000 SH DEFINED 14000000 0 0 AMERICAN PUBLIC EDUCATION I COM 02913V103 11180 300616 SH DEFINED 300616 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 372 17800 SH DEFINED 17800 0 0 AMERISOURCEBERGEN CORP COM 03073E105 9054 253900 SH DEFINED 253900 0 0 AMGEN INC NOTE0.125%2/0 031162AN0 17829 18500000 SH DEFINED 18500000 0 0 AMGEN INC NOTE0.375%2/0 031162AQ3 18175 19031000 SH DEFINED 19031000 0 0 AMICUS THERAPEUTICS INC COM 03152W109 299 37440 SH DEFINED 37440 0 0 AMKOR TECHNOLOGY INC NOTE2.500%5/1 031652AX8 18625 33000000 SH DEFINED 33000000 0 0 AMPHENOL CORP NEW CLA 032095101 17505 730000 SH DEFINED 730000 0 0 AMYLIN PHARMACEUTICALS INC NOTE2.500%4/1 032346AD0 7459 10080000 SH DEFINED 10080000 0 0 ANIXTER INTL INC COM 035290105 262 8700 SH DEFINED 8700 0 0 ANNALY CAP MGMT INC COM 035710409 8161 514232 SH DEFINED 514232 0 0 ANSYS INC COM 03662Q105 3021 108325 SH DEFINED 108325 0 0 APOLLO GROUP INC CLA 037604105 35350 461373 SH DEFINED 461373 0 0 APPLIED MATLS INC COM 038222105 354 34900 SH DEFINED 34900 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 748 25933 SH DEFINED 25933 0 0 ARCHER DANIELS MIDLAND CO UNIT99/99/9999 039483201 12699 340000 SH DEFINED 340000 0 0 ARMSTRONG WORLD INDS INC NE COM 04247X102 443 20500 SH DEFINED 20500 0 0 ARQULE INC COM 04269E107 353 83600 SH DEFINED 83600 0 0 ARRIS GROUP INC COM 04269Q100 402 50600 SH DEFINED 50600 0 0 ARUBA NETWORKS INC COM 043176106 1785 700000 SH DEFINED 700000 0 0 ASTRAZENECA PLC SPONSOREDADR 046353108 217 5300 SH DEFINED 5300 0 0 ATLAS ENERGY RESOURCES LLC COM 049303100 299 23400 SH DEFINED 23400 0 0 ATMOS ENERGY CORP COM 049560105 557 23500 SH DEFINED 23500 0 0 ATWOOD OCEANICS INC COM 050095108 3531 231100 SH DEFINED 231100 0 0 AUTHENTEC INC COM 052660107 791 473624 SH DEFINED 473624 0 0 AUTOLIV INC COM 052800109 279 13000 SH DEFINED 13000 0 0 AUTOZONE INC COM 053332102 279 2000 SH DEFINED 2000 0 0 AVERY DENNISON CORP COM 053611109 2147 65600 SH DEFINED 65600 0 0 AVOCENT CORP COM 053893103 405 22600 SH DEFINED 22600 0 0 AVON PRODS INC COM 054303102 25012 1040877 SH DEFINED 1040877 0 0 BB&T CORP COM 054937107 12214 444801 SH DEFINED 444801 0 0 BP PLC SPONSOREDADR 055622104 14503 310287 SH DEFINED 310287 0 0 BAKER HUGHES INC COM 057224107 706 22014 SH DEFINED 22014 0 0 BANCORP RHODE ISLAND INC COM 059690107 375 17700 SH DEFINED 17700 0 0 BANK OF AMERICA CORPORATION COM 060505104 7494 532216 SH DEFINED 532216 0 0 BANK OF NEW YORK MELLON COR COM 064058100 11941 421500 SH DEFINED 421500 0 0 BANKFINANCIAL CORP COM 06643P104 211 20680 SH DEFINED 20680 0 0 BARD C R INC COM 067383109 522 6200 SH DEFINED 6200 0 0 BAXTER INTL INC COM 071813109 10869 202817 SH DEFINED 202817 0 0 BAYTEX ENERGY TR TRUSTUNIT 073176109 721 60300 SH DEFINED 60300 0 0 BE AEROSPACE INC COM 073302101 2040 265271 SH DEFINED 265271 0 0 BECKMAN COULTER INC COM 075811109 576 13100 SH DEFINED 13100 0 0 BECTON DICKINSON & CO COM 075887109 20838 304700 SH DEFINED 304700 0 0 BELO CORP COMSERA 080555105 489 313402 SH DEFINED 313402 0 0 BHP BILLITON LTD SPONSOREDADR 088606108 356 8300 SH DEFINED 8300 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4974 279426 SH DEFINED 279426 0 0 BIOMARIN PHARMACEUTICAL INC NOTE1.875%4/2 09061GAD3 5662 6000000 SH DEFINED 6000000 0 0 BIODEL INC COM 09064M105 1250 259438 SH DEFINED 259438 0 0 BIOVAIL CORP COM 09067J109 273 28900 SH DEFINED 28900 0 0 BLACKBOARD INC NOTE3.250%7/0 091935AA4 2000 2500000 SH DEFINED 2500000 0 0 BLACKROCK LTD DURATION INC COMSHS 09249W101 751 70000 SH DEFINED 70000 0 0 BLACKSTONE GROUP L P COMUNITLTD 09253U108 163 25000 SH DEFINED 25000 0 0 BLACKROCK FLOAT RATE OME ST COM 09255X100 315 36000 SH DEFINED 36000 0 0 BOB EVANS FARMS INC COM 096761101 437 21400 SH DEFINED 21400 0 0 BORLAND SOFTWARE CORP NOTE2.750%2/1 099849AB7 3480 6000000 SH DEFINED 6000000 0 0 BOSTON PROPERTIES INC COM 101121101 7329 133255 SH DEFINED 133255 0 0 BOSTON PPTYS LTD PARTNERSHI NOTE2.875%2/1 10112RAK0 988 1250000 SH DEFINED 1250000 0 0 BRANDYWINE RLTY TR SHBENINTNEW 105368203 1980 256791 SH DEFINED 256791 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 14193 610461 SH DEFINED 610461 0 0 BRISTOW GROUP INC COM 110394103 362 13500 SH DEFINED 13500 0 0 BROADRIDGE FINL SOLUTIONS I COM 11133T103 413 32900 SH DEFINED 32900 0 0 BUCKLE INC COM 118440106 338 15500 SH DEFINED 15500 0 0 BUCYRUS INTL INC NEW COM 118759109 1706 92100 SH DEFINED 92100 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 326 4300 SH DEFINED 4300 0 0 CB RICHARD ELLIS GROUP INC CLA 12497T101 16852 3900974 SH DEFINED 3900974 0 0 C H ROBINSON WORLDWIDE INC COMNEW 12541W209 5592 101610 SH DEFINED 101610 0 0 CIGNA CORP COM 125509109 5055 300000 SH DEFINED 300000 0 0 CIT GROUP INC COM 125581108 2088 460000 SH DEFINED 460000 0 0 CIT GROUP INC 8.75%PFDSERC 125581603 1088 40300 SH DEFINED 40300 0 0 CVS CAREMARK CORPORATION COM 126650100 89072 3099229 SH DEFINED 3099229 0 0 CA INC COM 12673P105 6332 341700 SH DEFINED 341700 0 0 CABLEVISION SYS CORP CLANYCABLVS 12686C109 2192 130164 SH DEFINED 130164 0 0 CACI INTL INC NOTE2.125%5/0 127190AD8 8449 9000000 SH DEFINED 9000000 0 0 CADBURY PLC SPONSADR 12721E102 13610 381551 SH DEFINED 381551 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 209 10174 SH DEFINED 10174 0 0 CAMERON INTERNATIONAL CORP NOTE2.500%6/1 13342BAB1 15852 16000000 SH DEFINED 16000000 0 0 CAMPBELL SOUP CO COM 134429109 7803 260000 SH DEFINED 260000 0 0 CANADIAN PAC RY LTD COM 13645T100 427 12700 SH DEFINED 12700 0 0 CANADIAN SUPERIOR ENERGY IN COM 136644101 279 287287 SH DEFINED 287287 0 0 CAPLEASE INC COM 140288101 198 114500 SH DEFINED 114500 0 0 CAPITAL ONE FINL CORP COM 14040H105 6378 200000 SH DEFINED 200000 0 0 CAPSTONE TURBINE CORP COM 14067D102 923 1099168 SH DEFINED 1099168 0 0 CARNIVAL CORP PAIREDCTF 143658300 5280 217100 SH DEFINED 217100 0 0 CASEYS GEN STORES INC COM 147528103 412 18100 SH DEFINED 18100 0 0 CAVIUM NETWORKS INC COM 14965A101 526 50000 SH DEFINED 50000 0 0 CELL THERAPEUTICS INC NOTE4.000%7/0 150934AF4 200 2000000 SH DEFINED 2000000 0 0 CELESTICA INC SUBVTGSHS 15101Q108 229 49600 SH DEFINED 49600 0 0 CELGENE CORP COM 151020104 15944 288428 SH DEFINED 288428 0 0 CENTEX CORP COM 152312104 315 29600 SH DEFINED 29600 0 0 CENTURY ALUM CO NOTE1.750%8/0 156431AE8 10328 18360000 SH DEFINED 18360000 0 0 CEPHALON INC NOTE2.000%6/0 156708AP4 6650 4000000 SH DEFINED 4000000 0 0 CERADYNE INC COM 156710105 294 14500 SH DEFINED 14500 0 0 CHEMED CORP NEW COM 16359R103 426 10700 SH DEFINED 10700 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2813 173995 SH DEFINED 173995 0 0 CHESAPEAKE ENERGY CORP NOTE2.750%11/1 165167BW6 31754 50000000 SH DEFINED 50000000 0 0 CHESAPEAKE ENERGY CORP NOTE2.500%5/1 165167CA3 2320 4000000 SH DEFINED 4000000 0 0 CHINACAST EDU CORP COM 16946T109 1286 502208 SH DEFINED 502208 0 0 CHURCH & DWIGHT INC COM 171340102 4389 78200 SH DEFINED 78200 0 0 CISCO SYS INC COM 17275R102 16708 1025000 SH DEFINED 1025000 0 0 COACH INC COM 189754104 7409 356725 SH DEFINED 356725 0 0 COCA COLA CO COM 191216100 9054 200000 SH DEFINED 200000 0 0 COCA COLA ENTERPRISES INC COM 191219104 1783 148226 SH DEFINED 148226 0 0 COGDELL SPENCER INC COM 19238U107 1043 111438 SH DEFINED 111438 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 10850 600759 SH DEFINED 600759 0 0 COLFAX CORP COM 194014106 339 32628 SH DEFINED 32628 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 577 16300 SH DEFINED 16300 0 0 COMCAST CORP NEW CLA 20030N101 5016 297165 SH DEFINED 297165 0 0 COMMERCIAL METALS CO COM 201723103 219 18452 SH DEFINED 18452 0 0 COMMSCOPE INC COM 203372107 4376 281574 SH DEFINED 281574 0 0 CGG VERITAS SPONSOREDADR 204386106 288 19200 SH DEFINED 19200 0 0 COMPANHIA VALE DO RIO DOCE SPONSOREDADR 204412209 333 27516 SH DEFINED 27516 0 0 COMPUTER SCIENCES CORP COM 205363104 380 10800 SH DEFINED 10800 0 0 COMPUWARE CORP COM 205638109 445 65900 SH DEFINED 65900 0 0 CONOCOPHILLIPS COM 20825C104 482 9300 SH DEFINED 9300 0 0 CONSTANT CONTACT INC COM 210313102 6029 455000 SH DEFINED 455000 0 0 CONTINENTAL AIRLS INC CLB 210795308 3670 203219 SH DEFINED 203219 0 0 CORNING INC COM 219350105 953 100000 SH DEFINED 100000 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 417 18900 SH DEFINED 18900 0 0 CORRECTIONS CORP AMER NEW COMNEW 22025Y407 3635 222217 SH DEFINED 222217 0 0 COSTAR GROUP INC COM 22160N109 478 14500 SH DEFINED 14500 0 0 COUGAR BIOTECHNOLOGY INC COM 222083107 289 11100 SH DEFINED 11100 0 0 COWLITZ BANCORP LONGVIEW WA COM 223767104 131 22400 SH DEFINED 22400 0 0 CRANE CO COM 224399105 310 18000 SH DEFINED 18000 0 0 CUTERA INC COM 232109108 4377 493457 SH DEFINED 493457 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1229 275000 SH DEFINED 275000 0 0 CYTEC INDS INC COM 232820100 399 18800 SH DEFINED 18800 0 0 CYTORI THERAPEUTICS INC COM 23283K105 101 28000 SH DEFINED 28000 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 1575 311253 SH DEFINED 311253 0 0 DPL INC COM 233293109 610 26700 SH DEFINED 26700 0 0 DTS INC COM 23335C101 9634 525000 SH DEFINED 525000 0 0 DAKTRONICS INC COM 234264109 196 20900 SH DEFINED 20900 0 0 DANAHER CORP DEL COM 235851102 12540 221523 SH DEFINED 221523 0 0 DARDEN RESTAURANTS INC COM 237194105 200 7100 SH DEFINED 7100 0 0 DATA DOMAIN INC COM 23767P109 7238 385000 SH DEFINED 385000 0 0 DAVITA INC COM 23918K108 5077 102414 SH DEFINED 102414 0 0 DEAN FOODS CO NEW COM 242370104 19795 1101564 SH DEFINED 1101564 0 0 DECKERS OUTDOOR CORP COM 243537107 1997 25000 SH DEFINED 25000 0 0 DEL MONTE FOODS CO COM 24522P103 538 75300 SH DEFINED 75300 0 0 DENDREON CORP NOTE4.750%6/1 24823QAB3 2240 4000000 SH DEFINED 4000000 0 0 DEVRY INC DEL COM 251893103 39490 687860 SH DEFINED 687860 0 0 DIAGEO P L C SPONADRNEW 25243Q205 27717 488497 SH DEFINED 488497 0 0 DIAMOND OFFSHORE DRILLING I COM 25271C102 643 10913 SH DEFINED 10913 0 0 DICE HLDGS INC COM 253017107 62 15203 SH DEFINED 15203 0 0 DICKS SPORTING GOODS INC NOTE1.606%2/1 253393AB8 6712 10000000 SH DEFINED 10000000 0 0 DIODES INC NOTE2.250%10/0 254543AA9 1512 2500000 SH DEFINED 2500000 0 0 DIRECTV GROUP INC COM 25459L106 2949 128702 SH DEFINED 128702 0 0 DONNELLEY R R & SONS CO COM 257867101 543 40000 SH DEFINED 40000 0 0 DOUGLAS EMMETT INC COM 25960P109 424 32500 SH DEFINED 32500 0 0 DOVER CORP COM 260003108 602 18300 SH DEFINED 18300 0 0 DREAMWORKS ANIMATION SKG IN CLA 26153C103 3355 132814 SH DEFINED 132814 0 0 DUPONT FABROS TECHNOLOGY IN COM 26613Q106 2313 1117539 SH DEFINED 1117539 0 0 ENSCO INTL INC COM 26874Q100 2277 80200 SH DEFINED 80200 0 0 ENI S P A SPONSOREDADR 26874R108 717 15000 SH DEFINED 15000 0 0 EPIQ SYS INC COM 26882D109 301 18000 SH DEFINED 18000 0 0 EARTHLINK INC COM 270321102 587 86800 SH DEFINED 86800 0 0 EARTHLINK INC NOTE3.250%11/1 270321AA0 22105 24500000 SH DEFINED 24500000 0 0 EASTGROUP PPTY INC COM 277276101 3761 105702 SH DEFINED 105702 0 0 EASTMAN CHEM CO COM 277432100 285 9000 SH DEFINED 9000 0 0 EASTMAN KODAK CO NOTE3.375%10/1 277461BE8 4025 5000000 SH DEFINED 5000000 0 0 EATON CORP COM 278058102 4971 100000 SH DEFINED 100000 0 0 EBAY INC COM 278642103 955 68400 SH DEFINED 68400 0 0 ECOLAB INC COM 278865100 43970 1250918 SH DEFINED 1250918 0 0 EDUCATION RLTY TR INC COM 28140H104 829 158745 SH DEFINED 158745 0 0 ELECTRONIC ARTS INC COM 285512109 895 55800 SH DEFINED 55800 0 0 ENCANA CORP COM 292505104 223 4800 SH DEFINED 4800 0 0 ENBRIDGE INC COM 29250N105 594 18300 SH DEFINED 18300 0 0 ENCORE ACQUISITION CO COM 29255W100 393 15400 SH DEFINED 15400 0 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 6595 254828 SH DEFINED 254828 0 0 ENERGEN CORP COM 29265N108 328 11200 SH DEFINED 11200 0 0 ENERGIZER HLDGS INC COM 29266R108 27434 506718 SH DEFINED 506718 0 0 ENERPLUS RES FD UNITTRGNEW 29274D604 394 20100 SH DEFINED 20100 0 0 ENTERGY CORP NEW EQUITYUNIT 29364G202 4280 85000 SH DEFINED 85000 0 0 ENTERTAINMENT PPTYS TR COMSHBENINT 29380T105 2324 77990 SH DEFINED 77990 0 0 EQUIFAX INC COM 294429105 472 17800 SH DEFINED 17800 0 0 EQUINIX INC NOTE3.000%10/1 29444UAG1 12181 20000000 SH DEFINED 20000000 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 2000 52134 SH DEFINED 52134 0 0 ERICSSON L M TEL CO ADRBSEK10 294821608 458 58700 SH DEFINED 58700 0 0 ESSEX PPTY TR INC COM 297178105 3813 49679 SH DEFINED 49679 0 0 EXXON MOBIL CORP COM 30231G102 407 5100 SH DEFINED 5100 0 0 FEI CO NOTE2.875%6/0 30241LAF6 6277 8000000 SH DEFINED 8000000 0 0 F M C CORP COMNEW 302491303 340 7600 SH DEFINED 7600 0 0 FACET BIOTECH CORP SHS 30303Q103 1630 170000 SH DEFINED 170000 0 0 FACTSET RESH SYS INC COM 303075105 411 9300 SH DEFINED 9300 0 0 FAIR ISAAC CORP COM 303250104 342 20300 SH DEFINED 20300 0 0 FAMILY DLR STORES INC COM 307000109 394 15100 SH DEFINED 15100 0 0 FEDERAL NATL MTG ASSN COM 313586109 8 10000 SH DEFINED 10000 0 0 FEDERATED INVS INC PA CLB 314211103 10597 624847 SH DEFINED 624847 0 0 FEDEX CORP COM 31428X106 8981 140000 SH DEFINED 140000 0 0 FERRO CORP NOTE6.500%8/1 315405AL4 4875 10000000 SH DEFINED 10000000 0 0 FIDELITY NATL INFORMATION S COM 31620M106 16918 1039800 SH DEFINED 1039800 0 0 FIFTH THIRD BANCORP COM 316773100 5544 671200 SH DEFINED 671200 0 0 FIFTH THIRD BANCORP CNVPFDDEP1/250 316773209 34002 406600 SH DEFINED 406600 0 0 FINISAR NOTE2.500%10/1 31787AAF8 11417 17250000 SH DEFINED 17250000 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 899 45000 SH DEFINED 45000 0 0 FIRST SOLAR INC COM 336433107 577 4179 SH DEFINED 4179 0 0 FIRSTENERGY CORP COM 337932107 622 12800 SH DEFINED 12800 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 161 105402 SH DEFINED 105402 0 0 FLOWERS FOODS INC COM 343498101 614 25200 SH DEFINED 25200 0 0 FLOWSERVE CORP COM 34354P105 4795 93100 SH DEFINED 93100 0 0 FOOT LOCKER INC COM 344849104 7457 1016000 SH DEFINED 1016000 0 0 FORD MTR CO DEL NOTE4.250%12/1 345370CF5 5830 22000000 SH DEFINED 22000000 0 0 FOREST LABS INC COM 345838106 2886 113310 SH DEFINED 113310 0 0 FOREST OIL CORP COMPAR$0.01 346091705 2144 130000 SH DEFINED 130000 0 0 FREEPORT-MCMORAN COPPER & G COM 35671D857 244 10000 SH DEFINED 10000 0 0 GATX CORP COM 361448103 387 12500 SH DEFINED 12500 0 0 GEO GROUP INC COM 36159R103 288 16000 SH DEFINED 16000 0 0 GSI GROUP INC CDA COM 36229U102 239 418463 SH DEFINED 418463 0 0 GAP INC DEL COM 364760108 20066 1498600 SH DEFINED 1498600 0 0 GEN-PROBE INC NEW COM 36866T103 6526 152332 SH DEFINED 152332 0 0 GENCORP INC SDCV2.250%11/1 368682AL4 9467 21000000 SH DEFINED 21000000 0 0 GENENTECH INC COMNEW 368710406 1792 21609 SH DEFINED 21609 0 0 GENERAL DYNAMICS CORP COM 369550108 783 13600 SH DEFINED 13600 0 0 GENERAL ELECTRIC CO COM 369604103 8885 548477 SH DEFINED 548477 0 0 GENERAL MLS INC COM 370334104 1914 31500 SH DEFINED 31500 0 0 GENERAL MTRS CORP SENIORDEBEND 370442691 2723 340400 SH DEFINED 340400 0 0 GENERAL MTRS CORP DEBSRCVC33 370442717 825 250000 SH DEFINED 250000 0 0 GENUINE PARTS CO COM 372460105 753 19900 SH DEFINED 19900 0 0 GERDAU S A SPONSOREDADR 373737105 275 41700 SH DEFINED 41700 0 0 GILEAD SCIENCES INC COM 375558103 21297 416437 SH DEFINED 416437 0 0 GLOBAL PMTS INC COM 37940X102 715 21800 SH DEFINED 21800 0 0 GMX RES INC COM 38011M108 296 11700 SH DEFINED 11700 0 0 GOLD FIELDS LTD NEW SPONSOREDADR 38059T106 294 29600 SH DEFINED 29600 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 8650 102500 SH DEFINED 102500 0 0 GOODRICH CORP COM 382388106 1898 51261 SH DEFINED 51261 0 0 GOOGLE INC CLA 38259P508 308 1000 SH DEFINED 1000 0 0 GRANITE CONSTR INC COM 387328107 426 9700 SH DEFINED 9700 0 0 GREAT ATLANTIC & PAC TEA IN NOTE5.125%6/1 390064AJ2 5300 10000000 SH DEFINED 10000000 0 0 GREAT ATLANTIC & PAC TEA IN NOTE6.750%12/1 390064AK9 5355 10500000 SH DEFINED 10500000 0 0 GULFMARK OFFSHORE INC COM 402629109 407 17100 SH DEFINED 17100 0 0 HRPT PPTYS TR COMSHBENINT 40426W101 1478 438580 SH DEFINED 438580 0 0 HALLIBURTON CO COM 406216101 3654 200993 SH DEFINED 200993 0 0 HANSEN MEDICAL INC COM 411307101 1922 266171 SH DEFINED 266171 0 0 HARMONIC INC COM 413160102 292 52100 SH DEFINED 52100 0 0 HARRIS CORP DEL COM 413875105 5628 147900 SH DEFINED 147900 0 0 HARSCO CORP COM 415864107 255 9200 SH DEFINED 9200 0 0 HATTERAS FINL CORP COM 41902R103 17249 648453 SH DEFINED 648453 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 586 26483 SH DEFINED 26483 0 0 HEALTHSOUTH CORP COMNEW 421924309 221 20200 SH DEFINED 20200 0 0 HELMERICH & PAYNE INC COM 423452101 17319 761259 SH DEFINED 761259 0 0 HENRY JACK & ASSOC INC COM 426281101 301 15500 SH DEFINED 15500 0 0 HERCULES OFFSHORE INC COM 427093109 2520 530440 SH DEFINED 530440 0 0 HEWITT ASSOCS INC COM 42822Q100 505 17800 SH DEFINED 17800 0 0 HEWLETT PACKARD CO COM 428236103 748 20600 SH DEFINED 20600 0 0 HEXCEL CORP NEW COM 428291108 2628 355581 SH DEFINED 355581 0 0 HIGHWOODS PPTYS INC COM 431284108 1505 55002 SH DEFINED 55002 0 0 HILL ROM HLDGS INC COM 431475102 372 22600 SH DEFINED 22600 0 0 HILLENBRAND INC COM 431571108 347 20800 SH DEFINED 20800 0 0 HOLOGIC INC COM 436440101 4975 380625 SH DEFINED 380625 0 0 HOLOGIC INC FRNT2.000%12/1 436440AA9 18251 30000000 SH DEFINED 30000000 0 0 HOME DEPOT INC COM 437076102 4604 200000 SH DEFINED 200000 0 0 HONEYWELL INTL INC COM 438516106 8864 270000 SH DEFINED 270000 0 0 HORNBECK OFFSHORE SVCS INC COM 440543106 265 16200 SH DEFINED 16200 0 0 HOSPIRA INC COM 441060100 252 9400 SH DEFINED 9400 0 0 HUBBELL INC CLB 443510201 533 16300 SH DEFINED 16300 0 0 HUMANA INC COM 444859102 5685 152500 SH DEFINED 152500 0 0 HUNT J B TRANS SVCS INC COM 445658107 13901 529152 SH DEFINED 529152 0 0 HUNTINGTON BANCSHARES INC PFDCONVSERA 446150401 13465 18500 SH DEFINED 18500 0 0 HUTCHINSON TECHNOLOGY INC NOTE2.250%3/1 448407AE6 22720 32000000 SH DEFINED 32000000 0 0 IAC INTERACTIVECORP COMPAR$.001 44919P508 3478 221119 SH DEFINED 221119 0 0 ITT EDUCATIONAL SERVICES IN COM 45068B109 39027 410900 SH DEFINED 410900 0 0 ITT CORP NEW COM 450911102 1150 25000 SH DEFINED 25000 0 0 IAMGOLD CORP COM 450913108 271 44300 SH DEFINED 44300 0 0 ICONIX BRAND GROUP INC NOTE1.875%6/3 451055AB3 8766 16500000 SH DEFINED 16500000 0 0 IDACORP INC COM 451107106 454 15400 SH DEFINED 15400 0 0 ILLUMINA INC NOTE0.625%2/1 452327AB5 18375 15000000 SH DEFINED 15000000 0 0 IMMERSION CORP COM 452521107 386 65471 SH DEFINED 65471 0 0 IMMUCOR INC COM 452526106 453 17051 SH DEFINED 17051 0 0 INGRAM MICRO INC CLA 457153104 222 16600 SH DEFINED 16600 0 0 INTEL CORP COM 458140100 472 32200 SH DEFINED 32200 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 4818 112100 SH DEFINED 112100 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 6727 79928 SH DEFINED 79928 0 0 INTL PAPER CO COM 460146103 405 34300 SH DEFINED 34300 0 0 INTERPUBLIC GROUP COS INC COM 460690100 3602 909662 SH DEFINED 909662 0 0 INTERSIL CORP CLA 46069S109 340 37000 SH DEFINED 37000 0 0 INVERNESS MED INNOVATIONS I COM 46126P106 221 11700 SH DEFINED 11700 0 0 INVITROGEN CORP NOTE1.500%2/1 46185RAK6 4875 6500000 SH DEFINED 6500000 0 0 INVITROGEN CORP NOTE3.250%6/1 46185RAM2 4275 5000000 SH DEFINED 5000000 0 0 ISHARES INC MSCITAIWAN 464286731 721 95000 SH DEFINED 95000 0 0 ISHARES TR FTSEXNHUAIDX 464287184 1047 36000 SH DEFINED 36000 0 0 ISHARES TR MSCIEMERGMKT 464287234 9988 400000 SH DEFINED 400000 0 0 ISHARES TR DJUSREALEST 464287739 5794 155634 SH DEFINED 155634 0 0 ITC HLDGS CORP COM 465685105 764 17500 SH DEFINED 17500 0 0 J CREW GROUP INC COM 46612H402 4270 350000 SH DEFINED 350000 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 16446 1048215 SH DEFINED 1048215 0 0 KLA-TENCOR CORP COM 482480100 431 19800 SH DEFINED 19800 0 0 KB HOME COM 48666K109 304 22300 SH DEFINED 22300 0 0 KEYCORP NEW COM 493267108 452 53073 SH DEFINED 53073 0 0 KEYCORP NEW PFD7.75%SRA 493267405 7225 100000 SH DEFINED 100000 0 0 KILROY RLTY CORP COM 49427F108 2533 75707 SH DEFINED 75707 0 0 KIMBERLY CLARK CORP COM 494368103 36767 697140 SH DEFINED 697140 0 0 KINETIC CONCEPTS INC COMNEW 49460W208 240 12500 SH DEFINED 12500 0 0 KING PHARMACEUTICALS INC NOTE1.250%4/0 495582AJ7 8140 11000000 SH DEFINED 11000000 0 0 KROGER CO COM 501044101 211 8000 SH DEFINED 8000 0 0 LG DISPLAY CO LTD SPONSADRREP 50186V102 363 43800 SH DEFINED 43800 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1888 1250000 SH DEFINED 1250000 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 691 145708 SH DEFINED 145708 0 0 LEAP WIRELESS INTL INC COMNEW 521863308 2713 100901 SH DEFINED 100901 0 0 LEGG MASON INC COM 524901105 9482 432772 SH DEFINED 432772 0 0 LEGG MASON INC UNIT99/99/9999 524901303 26291 1179500 SH DEFINED 1179500 0 0 LENDER PROCESSING SVCS INC COM 52602E102 5257 178500 SH DEFINED 178500 0 0 LENNOX INTL INC COM 526107107 352 10900 SH DEFINED 10900 0 0 LEUCADIA NATL CORP NOTE3.750%4/1 527288AX2 9875 10000000 SH DEFINED 10000000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE5.250%12/1 52729NBF6 5806 13500000 SH DEFINED 13500000 0 0 LEXMARK INTL NEW CLA 529771107 592 22000 SH DEFINED 22000 0 0 LIBERTY GLOBAL INC COMSERA 530555101 2070 130000 SH DEFINED 130000 0 0 LIBERTY MEDIA CORP NEW INTCOMSERA 53071M104 1872 600000 SH DEFINED 600000 0 0 LIBERTY MEDIA CORP NEW ENTCOMSERA 53071M500 2678 153219 SH DEFINED 153219 0 0 LIFE TIME FITNESS INC COM 53217R207 276 21300 SH DEFINED 21300 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 24040 1031300 SH DEFINED 1031300 0 0 LIMITED BRANDS INC COM 532716107 4994 497400 SH DEFINED 497400 0 0 LINCARE HLDGS INC COM 532791100 566 21000 SH DEFINED 21000 0 0 LINCOLN NATL CORP IND COM 534187109 8510 451723 SH DEFINED 451723 0 0 LINEAR TECHNOLOGY CORP NOTE3.125%5/0 535678AD8 42315 46500000 SH DEFINED 46500000 0 0 LINN ENERGY LLC UNITLTDLIAB 536020100 238 15900 SH DEFINED 15900 0 0 LIVE NATION INC COM 538034109 344 60000 SH DEFINED 60000 0 0 LOCKHEED MARTIN CORP COM 539830109 13873 165000 SH DEFINED 165000 0 0 LORILLARD INC COM 544147101 43134 765472 SH DEFINED 765472 0 0 LUBRIZOL CORP COM 549271104 571 15700 SH DEFINED 15700 0 0 LUCENT TECHNOLOGIES INC DBCV2.750%6/1 549463AG2 10521 12753000 SH DEFINED 12753000 0 0 LUCENT TECHNOLOGIES INC DBCV2.875%6/1 549463AH0 28772 60000000 SH DEFINED 60000000 0 0 LULULEMON ATHLETICA INC COM 550021109 134 16851 SH DEFINED 16851 0 0 LUNA INNOVATIONS COM 550351100 74 38290 SH DEFINED 38290 0 0 M D C HLDGS INC COM 552676108 3537 116746 SH DEFINED 116746 0 0 MEMC ELECTR MATLS INC COM 552715104 820 57401 SH DEFINED 57401 0 0 MGIC INVT CORP WIS COM 552848103 1860 534603 SH DEFINED 534603 0 0 MSC INDL DIRECT INC CLA 553530106 1215 33000 SH DEFINED 33000 0 0 MACERICH CO COM 554382101 2315 127500 SH DEFINED 127500 0 0 MACK CALI RLTY CORP COM 554489104 1772 72341 SH DEFINED 72341 0 0 MACYS INC COM 55616P104 5674 548209 SH DEFINED 548209 0 0 MAGELLAN HEALTH SVCS INC COMNEW 559079207 17907 457274 SH DEFINED 457274 0 0 MAGMA DESIGN AUTOMATION NOTE2.000%5/1 559181AC6 1239 2100000 SH DEFINED 2100000 0 0 MANTECH INTL CORP CLA 564563104 385 7100 SH DEFINED 7100 0 0 MARKETAXESS HLDGS INC COM 57060D108 415 50817 SH DEFINED 50817 0 0 MARSH & MCLENNAN COS INC COM 571748102 16135 664828 SH DEFINED 664828 0 0 MARRIOTT INTL INC NEW CLA 571903202 720 37000 SH DEFINED 37000 0 0 MASIMO CORP COM 574795100 236 7900 SH DEFINED 7900 0 0 MASSEY ENERGY CO NOTE3.250%8/0 576203AJ2 9362 17500000 SH DEFINED 17500000 0 0 MAXTOR CORP NOTE6.800%4/3 577729AC0 20130 22000000 SH DEFINED 22000000 0 0 MAXTOR CORP NOTE2.375%8/1 577729AE6 8540 14000000 SH DEFINED 14000000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 353 30900 SH DEFINED 30900 0 0 MCAFEE INC COM 579064106 3644 105400 SH DEFINED 105400 0 0 MCDONALDS CORP COM 580135101 759 12200 SH DEFINED 12200 0 0 MEDAREX INC COM 583916101 3404 610058 SH DEFINED 610058 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8483 202414 SH DEFINED 202414 0 0 MEDICIS PHARMACEUTICAL CORP NOTE2.500%6/0 58470KAA2 14175 20000000 SH DEFINED 20000000 0 0 MEDIVATION INC COM 58501N101 146 10000 SH DEFINED 10000 0 0 MEDTRONIC INC NOTE1.500%4/1 585055AL0 19065 20500000 SH DEFINED 20500000 0 0 MEDTRONIC INC NOTE1.625%4/1 585055AM8 20680 23500000 SH DEFINED 23500000 0 0 MENTOR CORP MINN COM 587188103 6186 200000 SH DEFINED 200000 0 0 MENTOR GRAPHICS CORP SDCV6.250%3/0 587200AF3 12650 22000000 SH DEFINED 22000000 0 0 MERCK & CO INC COM 589331107 23292 766170 SH DEFINED 766170 0 0 MERRILL LYNCH & CO INC COM 590188108 16781 1441637 SH DEFINED 1441637 0 0 METLIFE INC UNIT02/15/2010 59156R702 9920 1000000 SH DEFINED 1000000 0 0 METROPCS COMMUNICATIONS INC COM 591708102 3341 225000 SH DEFINED 225000 0 0 METTLER TOLEDO INTERNATIONA COM 592688105 438 6500 SH DEFINED 6500 0 0 MICROSOFT CORP COM 594918104 1023 52600 SH DEFINED 52600 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 3756 192300 SH DEFINED 192300 0 0 MICRON TECHNOLOGY INC COM 595112103 483 183000 SH DEFINED 183000 0 0 MICRON TECHNOLOGY INC NOTE1.875%6/0 595112AH6 25740 78000000 SH DEFINED 78000000 0 0 MIDWAY GAMES INC NOTE6.000%9/3 598148AB0 600 4000000 SH DEFINED 4000000 0 0 MIRANT CORP NEW COM 60467R100 326 17300 SH DEFINED 17300 0 0 MOBILE TELESYSTEMS OJSC SPONSOREDADR 607409109 4536 170000 SH DEFINED 170000 0 0 MOLINA HEALTHCARE INC NOTE3.750%10/0 60855RAA8 2925 5000000 SH DEFINED 5000000 0 0 MOLSON COORS BREWING CO CLB 60871R209 11447 234000 SH DEFINED 234000 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 935 80628 SH DEFINED 80628 0 0 MONSTER WORLDWIDE INC COM 611742107 506 41813 SH DEFINED 41813 0 0 MUELLER INDS INC COM 624756102 336 13400 SH DEFINED 13400 0 0 MYLAN INC COM 628530107 9044 914484 SH DEFINED 914484 0 0 MYLAN INC NOTE1.250%3/1 628530AG2 11025 15000000 SH DEFINED 15000000 0 0 NVR INC COM 62944T105 2791 6118 SH DEFINED 6118 0 0 NYSE EURONEXT COM 629491101 411 15000 SH DEFINED 15000 0 0 NABORS INDS INC NOTE0.940%5/1 629568AP1 26066 31500000 SH DEFINED 31500000 0 0 NATIONAL CITY CORP COM 635405103 5644 3118100 SH DEFINED 3118100 0 0 NATIONAL HEALTH INVS INC COM 63633D104 702 25577 SH DEFINED 25577 0 0 NATIONAL OILWELL VARCO INC COM 637071101 244 10000 SH DEFINED 10000 0 0 NATIONWIDE FINL SVCS INC CLA 638612101 17474 334685 SH DEFINED 334685 0 0 NEOGEN CORP COM 640491106 250 10000 SH DEFINED 10000 0 0 NET SERVICOS DE COMUNICACAO SPONSDADRNEW 64109T201 237 40673 SH DEFINED 40673 0 0 NETFLIX INC COM 64110L106 523 17500 SH DEFINED 17500 0 0 NEW JERSEY RES COM 646025106 657 16700 SH DEFINED 16700 0 0 NEWELL RUBBERMAID INC COM 651229106 29589 3025438 SH DEFINED 3025438 0 0 NEWMONT MINING CORP COM 651639106 228 5600 SH DEFINED 5600 0 0 NEWPORT CORP NOTE2.500%2/1 651824AB0 14846 24000000 SH DEFINED 24000000 0 0 NICOR INC COM 654086107 459 13200 SH DEFINED 13200 0 0 NIKE INC CLB 654106103 18173 356327 SH DEFINED 356327 0 0 NISOURCE INC COM 65473P105 2219 202300 SH DEFINED 202300 0 0 NISSAN MOTORS SPONSOREDADR 654744408 576 79100 SH DEFINED 79100 0 0 NORFOLK SOUTHERN CORP COM 655844108 5223 111000 SH DEFINED 111000 0 0 NORTHEAST UTILS COM 664397106 736 30600 SH DEFINED 30600 0 0 NORTHROP GRUMMAN CORP COM 666807102 734 16300 SH DEFINED 16300 0 0 NORTHWESTERN CORP COMNEW 668074305 796 33900 SH DEFINED 33900 0 0 NOVARTIS A G SPONSOREDADR 66987V109 12680 254828 SH DEFINED 254828 0 0 NSTAR COM 67019E107 726 19900 SH DEFINED 19900 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 7304 705000 SH DEFINED 705000 0 0 NUSTAR ENERGY LP UNITCOM 67058H102 406 9900 SH DEFINED 9900 0 0 NUTRITION 21 INC COM 67069V108 42 244200 SH DEFINED 244200 0 0 OGE ENERGY CORP COM 670837103 763 29600 SH DEFINED 29600 0 0 OSI PHARMACEUTICALS INC SDCV3.000%1/1 671040AH6 775 1000000 SH DEFINED 1000000 0 0 OIL STS INTL INC COM 678026105 303 16200 SH DEFINED 16200 0 0 OLIN CORP COMPAR$1 680665205 369 20400 SH DEFINED 20400 0 0 OMNICARE INC COM 681904108 5574 200800 SH DEFINED 200800 0 0 OMNICOM GROUP INC NOTE2/0 681919AK2 1481 1500000 SH DEFINED 1500000 0 0 ON SEMICONDUCTOR CORP NOTE4/1 682189AE5 5010 6000000 SH DEFINED 6000000 0 0 ON SEMICONDUCTOR CORP NOTE2.625%12/1 682189AG0 814 1500000 SH DEFINED 1500000 0 0 ORBITAL SCIENCES CORP COM 685564106 976 50000 SH DEFINED 50000 0 0 ORBITAL SCIENCES CORP NOTE2.438%1/1 685564AN6 23680 25326000 SH DEFINED 25326000 0 0 OSHKOSH CORP COM 688239201 156 17500 SH DEFINED 17500 0 0 OVERSEAS SHIPHOLDING GROUP COM 690368105 202 4800 SH DEFINED 4800 0 0 OWENS ILL INC COMNEW 690768403 2674 97849 SH DEFINED 97849 0 0 PG&E CORP COM 69331C108 766 19800 SH DEFINED 19800 0 0 PNC FINL SVCS GROUP INC COM 693475105 20276 413805 SH DEFINED 413805 0 0 PACTIV CORP COM 695257105 11942 480000 SH DEFINED 480000 0 0 PANASONIC CORP ADR 69832A205 407 32700 SH DEFINED 32700 0 0 PENN VA CORP COM 707882106 210 8100 SH DEFINED 8100 0 0 PEPSI BOTTLING GROUP INC COM 713409100 5241 232822 SH DEFINED 232822 0 0 PEPSIAMERICAS INC COM 71343P200 2107 103486 SH DEFINED 103486 0 0 PEPSICO INC COM 713448108 22254 406324 SH DEFINED 406324 0 0 PERFECT WORLD CO LTD SPONADRREPB 71372U104 8194 475000 SH DEFINED 475000 0 0 PERMIAN BASIN RTY TR UNITBENINT 714236106 551 40200 SH DEFINED 40200 0 0 PERRIGO CO COM 714290103 9862 305230 SH DEFINED 305230 0 0 PETROHAWK ENERGY CORP COM 716495106 5364 343166 SH DEFINED 343166 0 0 PETROLEO BRASILEIRO SA PETR SPONSOREDADR 71654V408 269 11004 SH DEFINED 11004 0 0 PFIZER INC COM 717081103 20102 1135072 SH DEFINED 1135072 0 0 PHILIP MORRIS INTL INC COM 718172109 56431 1296976 SH DEFINED 1296976 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 12759 633851 SH DEFINED 633851 0 0 PIMCO FLOATING RATE INCOME COM 72201H108 456 64000 SH DEFINED 64000 0 0 PIMCO FLOATING RATE STRTGY COM 72201J104 421 68400 SH DEFINED 68400 0 0 PINNACLE WEST CAP CORP COM 723484101 2294 71400 SH DEFINED 71400 0 0 PITNEY BOWES INC COM 724479100 2069 81200 SH DEFINED 81200 0 0 PLAINS EXPL& PRODTN CO COM 726505100 13550 583066 SH DEFINED 583066 0 0 PLAYBOY ENTERPRISES INC NOTE3.000%3/1 728117AB8 7064 11465000 SH DEFINED 11465000 0 0 POLARIS INDS INC COM 731068102 481 16800 SH DEFINED 16800 0 0 POLO RALPH LAUREN CORP CLA 731572103 18001 396420 SH DEFINED 396420 0 0 PRECISION CASTPARTS CORP COM 740189105 2173 36533 SH DEFINED 36533 0 0 PROCTER & GAMBLE CO COM 742718109 37630 608695 SH DEFINED 608695 0 0 PRIVATEBANCORP INC NOTE3.625%3/1 742962AD5 4812 5000000 SH DEFINED 5000000 0 0 PROLOGIS NOTE2.625%5/1 743410AS1 12690 30000000 SH DEFINED 30000000 0 0 PROSHARES TR PSHSULTSH20YRS 74347R297 906 24000 SH DEFINED 24000 0 0 PROSHARES TR PSHSUTSHTMSCI 74347R354 210 4000 SH DEFINED 4000 0 0 PROTEIN DESIGN LABS INC NOTE2.000%2/1 74369LAF0 36000 50000000 SH DEFINED 50000000 0 0 PRUDENTIAL FINL INC COM 744320102 23234 767800 SH DEFINED 767800 0 0 PRUDENTIAL FINL INC FRNT12/1 744320AJ1 16691 17500000 SH DEFINED 17500000 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 4245 152414 SH DEFINED 152414 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 700 24000 SH DEFINED 24000 0 0 QIMONDA AG SPONSOREDADR 746904101 891 2344267 SH DEFINED 2344267 0 0 QIMONDA FIN LLC NOTE6.750%3/2 74732WAA7 5724 35000000 SH DEFINED 35000000 0 0 QUALCOMM INC COM 747525103 16668 465192 SH DEFINED 465192 0 0 QUEST SOFTWARE INC COM 74834T103 465 36900 SH DEFINED 36900 0 0 QWEST COMMUNICATIONS INTL I COM 749121109 6006 1650000 SH DEFINED 1650000 0 0 QWEST COMMUNICATIONS INTL I NOTE3.500%11/1 749121BY4 75284 89500000 SH DEFINED 89500000 0 0 RLI CORP COM 749607107 12429 203218 SH DEFINED 203218 0 0 RF MICRODEVICES INC COM 749941100 780 1000000 SH DEFINED 1000000 0 0 RADIO ONE INC CLDNONVTG 75040P405 229 997770 SH DEFINED 997770 0 0 RADISYS CORP COM 750459109 1770 320000 SH DEFINED 320000 0 0 RADISYS CORP NOTE2.750%2/1 750459AE9 5500 10000000 SH DEFINED 10000000 0 0 RALCORP HLDGS INC NEW COM 751028101 2733 46800 SH DEFINED 46800 0 0 RAMCO-GERSHENSON PPTYS TR COMSHBENINT 751452202 1081 174949 SH DEFINED 174949 0 0 RANGE RES CORP COM 75281A109 241 7000 SH DEFINED 7000 0 0 RED HAT INC COM 756577102 213 16100 SH DEFINED 16100 0 0 REGAL ENTMT GROUP CLA 758766109 2083 204024 SH DEFINED 204024 0 0 REGIONAL BK HOLDRS TR DEPOSITRYRCPT 75902E100 7563 100000 SH DEFINED 100000 0 0 REINSURANCE GROUP AMER INC COMNEW 759351604 17404 406437 SH DEFINED 406437 0 0 RELIANCE STEEL & ALUMINUM C COM 759509102 1296 65000 SH DEFINED 65000 0 0 REPSOL YPF S A SPONSOREDADR 76026T205 402 18700 SH DEFINED 18700 0 0 RESEARCH IN MOTION LTD COM 760975102 974 24000 SH DEFINED 24000 0 0 RESMED INC COM 761152107 382 10200 SH DEFINED 10200 0 0 REYNOLDS AMERICAN INC COM 761713106 1612 40000 SH DEFINED 40000 0 0 RIO TINTO PLC SPONSOREDADR 767204100 347 3900 SH DEFINED 3900 0 0 ROCK-TENN CO CLA 772739207 393 11500 SH DEFINED 11500 0 0 ROPER INDS INC NEW COM 776696106 6512 150000 SH DEFINED 150000 0 0 ROYAL DUTCH SHELL PLC SPONSADRA 780259206 662 12500 SH DEFINED 12500 0 0 RUDDICK CORP COM 781258108 324 11700 SH DEFINED 11700 0 0 RYDER SYS INC COM 783549108 365 9400 SH DEFINED 9400 0 0 SBA COMMUNICATIONS CORP COM 78388J106 4114 252096 SH DEFINED 252096 0 0 SBA COMMUNICATIONS CORP NOTE0.375%12/0 78388JAJ5 17600 22000000 SH DEFINED 22000000 0 0 SAIC INC COM 78390X101 36503 1873884 SH DEFINED 1873884 0 0 SPDR TR UNITSER1 78462F103 3158 35000 SH DEFINED 35000 0 0 SPX CORP COM 784635104 239 5900 SH DEFINED 5900 0 0 SPDR GOLD TRUST GOLDSHS 78463V107 952 11006 SH DEFINED 11006 0 0 SPDR SERIES TRUST KBWREGNBKETF 78464A698 6561 225000 SH DEFINED 225000 0 0 SPDR SERIES TRUST S&PRETAILETF 78464A714 5193 255000 SH DEFINED 255000 0 0 SPDR SERIES TRUST S&PHOMEBUILD 78464A888 479 40000 SH DEFINED 40000 0 0 SAFEWAY INC COMNEW 786514208 651 27400 SH DEFINED 27400 0 0 SAKS INC COM 79377W108 4380 1000000 SH DEFINED 1000000 0 0 SALESFORCE COM INC COM 79466L302 806 25188 SH DEFINED 25188 0 0 SANDERSON FARMS INC COM 800013104 895 25897 SH DEFINED 25897 0 0 SANDISK CORP NOTE1.000%5/1 80004CAC5 2870 7000000 SH DEFINED 7000000 0 0 SANDRIDGE ENERGY INC COM 80007P307 625 101654 SH DEFINED 101654 0 0 SANOFI AVENTIS SPONSOREDADR 80105N105 267 8300 SH DEFINED 8300 0 0 SATYAM COMPUTER SERVICES LT ADR 804098101 385 42600 SH DEFINED 42600 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2500 431840 SH DEFINED 431840 0 0 SAVVIS INC NOTE3.000%5/1 805423AA8 12900 30000000 SH DEFINED 30000000 0 0 SCANA CORP NEW COM 80589M102 427 12000 SH DEFINED 12000 0 0 SCHERING PLOUGH CORP PFDCONVMAN07 806605705 868 5000 SH DEFINED 5000 0 0 SCHLUMBERGER LTD COM 806857108 847 20000 SH DEFINED 20000 0 0 SCIENTIFIC GAMES CORP CLA 80874P109 5700 325000 SH DEFINED 325000 0 0 SCOTTS MIRACLE GRO CO CLA 810186106 3715 125000 SH DEFINED 125000 0 0 SCRIPPS NETWORKS INTERACT I CLACOM 811065101 2262 102816 SH DEFINED 102816 0 0 SEACOR HOLDINGS INC COM 811904101 693 10400 SH DEFINED 10400 0 0 SEATTLE GENETICS INC COM 812578102 3857 431437 SH DEFINED 431437 0 0 SELECT SECTOR SPDR TR SBIMATERIALS 81369Y100 4912 216000 SH DEFINED 216000 0 0 SELECT SECTOR SPDR TR SBIINT-FINL 81369Y605 1647 131527 SH DEFINED 131527 0 0 SELECT COMFORT CORP COM 81616X103 91 365638 SH DEFINED 365638 0 0 SEPRACOR INC COM 817315104 193 17600 SH DEFINED 17600 0 0 SEPRACOR INC NOTE10/1 817315AW4 25042 27000000 SH DEFINED 27000000 0 0 SHERWIN WILLIAMS CO COM 824348106 532 8900 SH DEFINED 8900 0 0 SILICONWARE PRECISION INDS SPONSDADRSPL 827084864 710 159200 SH DEFINED 159200 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1812 34110 SH DEFINED 34110 0 0 SIMPSON MANUFACTURING CO IN COM 829073105 364 13100 SH DEFINED 13100 0 0 SINCLAIR BROADCAST GROUP IN CLA 829226109 1491 481024 SH DEFINED 481024 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 4017 725100 SH DEFINED 725100 0 0 SMITH & WESSON HLDG CORP COM 831756101 1560 687340 SH DEFINED 687340 0 0 SMITH INTL INC COM 832110100 694 30300 SH DEFINED 30300 0 0 SMITHFIELD FOODS INC COM 832248108 14291 1015736 SH DEFINED 1015736 0 0 SMUCKER J M CO COMNEW 832696405 5351 123400 SH DEFINED 123400 0 0 SNAP ON INC COM 833034101 622 15800 SH DEFINED 15800 0 0 SOHU COM INC COM 83408W103 213 4500 SH DEFINED 4500 0 0 SONY CORP ADRNEW 835699307 494 22600 SH DEFINED 22600 0 0 SOUTHWEST AIRLS CO COM 844741108 299 34700 SH DEFINED 34700 0 0 SOUTHWEST GAS CORP COM 844895102 393 15600 SH DEFINED 15600 0 0 STARBUCKS CORP COM 855244109 3466 366399 SH DEFINED 366399 0 0 STARENT NETWORKS CORP COM 85528P108 193 16200 SH DEFINED 16200 0 0 STEEL DYNAMICS INC COM 858119100 1430 127863 SH DEFINED 127863 0 0 STERIS CORP COM 859152100 229 9600 SH DEFINED 9600 0 0 STRATEGIC HOTELS & RESORTS COM 86272T106 624 371180 SH DEFINED 371180 0 0 STRAYER ED INC COM 863236105 343 1600 SH DEFINED 1600 0 0 SUNOCO INC COM 86764P109 5033 115800 SH DEFINED 115800 0 0 SUNPOWER CORP COMCLA 867652109 1598 43200 SH DEFINED 43200 0 0 SUNPOWER CORP DBCV1.250%2/1 867652AA7 15426 21000000 SH DEFINED 21000000 0 0 SUNPOWER CORP DBCV0.750%8/0 867652AB5 4620 6000000 SH DEFINED 6000000 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 293 18400 SH DEFINED 18400 0 0 SUPERVALU INC COM 868536103 219 15000 SH DEFINED 15000 0 0 SYBASE INC COM 871130100 577 23300 SH DEFINED 23300 0 0 SYMANTEC CORP COM 871503108 7028 519830 SH DEFINED 519830 0 0 SYMANTEC CORP NOTE0.750%6/1 871503AD0 945 1000000 SH DEFINED 1000000 0 0 SYNTEL INC COM 87162H103 289 12500 SH DEFINED 12500 0 0 TJX COS INC NEW COM 872540109 5225 254000 SH DEFINED 254000 0 0 TLC VISION CORP COM 872549100 165 916046 SH DEFINED 916046 0 0 TXCO RES INC COM 87311M102 119 79866 SH DEFINED 79866 0 0 TAIWAN SEMICONDUCTOR MFG LT SPONSOREDADR 874039100 2080 263353 SH DEFINED 263353 0 0 TALEO CORP CLA 87424N104 3524 450000 SH DEFINED 450000 0 0 TALISMAN ENERGY INC COM 87425E103 388 38800 SH DEFINED 38800 0 0 TECH DATA CORP DBCV2.750%12/1 878237AE6 11250 15000000 SH DEFINED 15000000 0 0 TEKELEC COM 879101103 334 25000 SH DEFINED 25000 0 0 TELEPHONE & DATA SYS INC COM 879433100 473 14900 SH DEFINED 14900 0 0 TELLABS INC COM 879664100 2431 590000 SH DEFINED 590000 0 0 TERNIUM SA SPONADR 880890108 293 34200 SH DEFINED 34200 0 0 TERRA NITROGEN CO L P COMUNIT 881005201 313 3300 SH DEFINED 3300 0 0 TEVA PHARMACEUTICAL INDS LT ADR 881624209 3193 75000 SH DEFINED 75000 0 0 TEXAS INSTRS INC COM 882508104 340 21900 SH DEFINED 21900 0 0 TEXTRON INC COM 883203101 1617 116600 SH DEFINED 116600 0 0 THERMO FISHER SCIENTIFIC IN COM 883556102 3894 114300 SH DEFINED 114300 0 0 THOMAS & BETTS CORP COM 884315102 2976 123900 SH DEFINED 123900 0 0 TIBCO SOFTWARE INC COM 88632Q103 778 150000 SH DEFINED 150000 0 0 TIDEWATER INC COM 886423102 447 11100 SH DEFINED 11100 0 0 TIME WARNER INC COM 887317105 3176 315700 SH DEFINED 315700 0 0 TIME WARNER TELECOM INC DBCV2.375%4/0 887319AC5 8156 12500000 SH DEFINED 12500000 0 0 TIME WARNER CABLE INC CLA 88732J108 3232 150698 SH DEFINED 150698 0 0 TIMKEN CO COM 887389104 642 32700 SH DEFINED 32700 0 0 TITAN MACHY INC COM 88830R101 828 58860 SH DEFINED 58860 0 0 TIVO INC COM 888706108 14699 2052934 SH DEFINED 2052934 0 0 TRANSCANADA CORP COM 89353D107 635 23400 SH DEFINED 23400 0 0 TRAVELERS COMPANIES INC COM 89417E109 7910 175000 SH DEFINED 175000 0 0 TRIMBLE NAVIGATION LTD COM 896239100 9595 443989 SH DEFINED 443989 0 0 TRINITY INDS INC COM 896522109 314 19900 SH DEFINED 19900 0 0 TYSON FOODS INC CLA 902494103 9717 1109278 SH DEFINED 1109278 0 0 TYSON FOODS INC NOTE3.250%10/1 902494AP8 8216 10400000 SH DEFINED 10400000 0 0 UGI CORP NEW COM 902681105 742 30400 SH DEFINED 30400 0 0 UST INC COM 902911106 76422 1101500 SH DEFINED 1101500 0 0 US BANCORP DEL COMNEW 902973304 26414 1056151 SH DEFINED 1056151 0 0 URS CORP NEW COM 903236107 432 10600 SH DEFINED 10600 0 0 U S AIRWAYS GROUP INC COM 90341W108 4688 606437 SH DEFINED 606437 0 0 ULTRA PETROLEUM CORP COM 903914109 569 16500 SH DEFINED 16500 0 0 UNION PAC CORP COM 907818108 6274 131265 SH DEFINED 131265 0 0 U STORE IT TR COM 91274F104 668 150000 SH DEFINED 150000 0 0 UNITED STATES STL CORP NEW COM 912909108 2418 65011 SH DEFINED 65011 0 0 UNITED THERAPEUTICS CORP DE COM 91307C102 12705 203123 SH DEFINED 203123 0 0 UNUM GROUP COM 91529Y106 5677 305230 SH DEFINED 305230 0 0 URBAN OUTFITTERS INC COM 917047102 4494 300000 SH DEFINED 300000 0 0 V F CORP COM 918204108 367 6700 SH DEFINED 6700 0 0 VAIL RESORTS INC COM 91879Q109 215 8100 SH DEFINED 8100 0 0 VALE CAP LTD NTRIOCVVALE 91912C208 11445 420000 SH DEFINED 420000 0 0 VALE CAP LTD NTRIOPVALE 91912C307 5380 200000 SH DEFINED 200000 0 0 VALUECLICK INC COM 92046N102 8131 1188720 SH DEFINED 1188720 0 0 VARIAN MED SYS INC COM 92220P105 512 14600 SH DEFINED 14600 0 0 VECTREN CORP COM 92240G101 633 25300 SH DEFINED 25300 0 0 VECTOR GROUP LTD COM 92240M108 2559 187870 SH DEFINED 187870 0 0 VENTAS INC COM 92276F100 7432 221391 SH DEFINED 221391 0 0 VERAZ NETWORKS INC COM 923359103 5 13000 SH DEFINED 13000 0 0 VERISIGN INC SDCV3.250%8/1 92343EAD4 8697 13750000 SH DEFINED 13750000 0 0 VIRGIN MEDIA INC COM 92769L101 434 86900 SH DEFINED 86900 0 0 VORNADO RLTY TR DBCV2.850%4/0 929042AC3 27063 36250000 SH DEFINED 36250000 0 0 WABCO HLDGS INC COM 92927K102 276 17500 SH DEFINED 17500 0 0 WMS INDS INC COM 929297109 417 15500 SH DEFINED 15500 0 0 WACHOVIA CORP NEW COM 929903102 11217 2024796 SH DEFINED 2024796 0 0 WACHOVIA CORP NEW CONV7.5%PFDCLA 929903219 3700 5000 SH DEFINED 5000 0 0 WAL MART STORES INC COM 931142103 57746 1030067 SH DEFINED 1030067 0 0 WALGREEN CO COM 931422109 8751 354717 SH DEFINED 354717 0 0 WARNACO GROUP INC COMNEW 934390402 3993 203400 SH DEFINED 203400 0 0 WASHINGTON REAL ESTATE INVT NOTE3.875%9/1 939653AJ0 8242 10500000 SH DEFINED 10500000 0 0 WASTE MGMT INC DEL COM 94106L109 6297 190000 SH DEFINED 190000 0 0 WATSON PHARMACEUTICALS INC DBCV1.750%3/1 942683AC7 19762 21250000 SH DEFINED 21250000 0 0 WEBSTER FINL CORP CONN COM 947890109 2338 169660 SH DEFINED 169660 0 0 WEINGARTEN RLTY INVS NOTE3.950%8/0 948741AF0 5250 7500000 SH DEFINED 7500000 0 0 WELLPOINT INC COM 94973V107 6472 153621 SH DEFINED 153621 0 0 WELLS FARGO & CO NEW COM 949746101 7849 266240 SH DEFINED 266240 0 0 WESTAR ENERGY INC COM 95709T100 390 19000 SH DEFINED 19000 0 0 WESTERN DIGITAL CORP COM 958102105 2137 186600 SH DEFINED 186600 0 0 WINDSTREAM CORP COM 97381W104 3464 376504 SH DEFINED 376504 0 0 WOLVERINE WORLD WIDE INC COM 978097103 276 13100 SH DEFINED 13100 0 0 WYETH COM 983024100 413 11000 SH DEFINED 11000 0 0 XTO ENERGY INC COM 98385X106 14375 407560 SH DEFINED 407560 0 0 XILINX INC COM 983919101 431 24200 SH DEFINED 24200 0 0 ZBB ENERGY CORPORATION COM 98876R204 56 41300 SH DEFINED 41300 0 0 DAIMLER AG REGSHS D1668R123 681 17800 SH DEFINED 17800 0 0 DEUTSCHE BANK AG NAMENAKT D18190898 499 12269 SH DEFINED 12269 0 0 ALLIED WRLD ASSUR COM HLDG SHS G0219G203 9282 228621 SH DEFINED 228621 0 0 ASPEN INSURANCE HOLDINGS LT SHS G05384105 7392 304828 SH DEFINED 304828 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 9616 330230 SH DEFINED 330230 0 0 ACCENTURE LTD BERMUDA CLA G1150G111 7870 240000 SH DEFINED 240000 0 0 COOPER INDS LTD CLA G24182100 2004 68559 SH DEFINED 68559 0 0 ENDURANCE SPECIALTY HLDGS L SHS G30397106 7792 255230 SH DEFINED 255230 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 413 18400 SH DEFINED 18400 0 0 INGERSOLL-RAND COMPANY LTD CLA G4776G101 2726 157100 SH DEFINED 157100 0 0 LAZARD LTD SHSA G54050102 5250 176543 SH DEFINED 176543 0 0 MARVELL TECHNOLOGY GROUP LT ORD G5876H105 1254 188000 SH DEFINED 188000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 2405 200900 SH DEFINED 200900 0 0 ORIENT-EXPRESS HOTELS LTD CLA G67743107 153 20000 SH DEFINED 20000 0 0 PARTNERRE LTD COM G6852T105 6771 95000 SH DEFINED 95000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 24977 484425 SH DEFINED 484425 0 0 UTI WORLDWIDE INC ORD G87210103 7308 509654 SH DEFINED 509654 0 0 TYCO INTL LTD BERMUDA SHS G9143X208 3737 173000 SH DEFINED 173000 0 0 TYCO ELECTRONICS LTD COMNEW G9144P105 357 22000 SH DEFINED 22000 0 0 VALIDUS HOLDINGS LTD COMSHS G9319H102 13291 508047 SH DEFINED 508047 0 0 WARNER CHILCOTT LIMITED COMCLA G9435N108 290 20000 SH DEFINED 20000 0 0 WEATHERFORD INTERNATIONAL L COM G95089101 502 46360 SH DEFINED 46360 0 0 CHECK POINT SOFTWARE TECH L ORD M22465104 5253 276632 SH DEFINED 276632 0 0 ASML HOLDING N V NYREGSHS N07059186 661 36564 SH DEFINED 36564 0 0 CNH GLOBAL N V SHSNEW N20935206 193 12400 SH DEFINED 12400 0 0 COPA HOLDINGS SA CLA P31076105 233 7700 SH DEFINED 7700 0 0
-----END PRIVACY-ENHANCED MESSAGE-----