-----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, DqSJZwZLKlW/TBsAu98MVTTiqfov94U4ov8s+kni4P4vzab82l/8kw8MQcTrM9gW L2lrR2fT0NB60bVnEDM9xA== 0001056973-09-000007.txt : 20090811 0001056973-09-000007.hdr.sgml : 20090811 20090811153759 ACCESSION NUMBER: 0001056973-09-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090811 DATE AS OF CHANGE: 20090811 EFFECTIVENESS DATE: 20090811 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: 091003723 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 f13hr2q09.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: June 30, 2009 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 August 7, 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: 268 Form 13F Information Table Value Total: $3,057,659 (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 12020 200000 SH SOLE 200000 0 0 ABBOTT LABS COM 002824100 9455 201000 SH SOLE 201000 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 8864 264900 SH SOLE 264900 0 0 ACTIVISION BLIZZARD INC COM 00507V109 10011 792669 SH SOLE 792669 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 15129 340600 SH SOLE 340600 0 0 AIR PRODS & CHEMS INC COM 009158106 13447 208188 SH SOLE 208188 0 0 ALASKA AIR GROUP INC COM 011659109 3926 215000 SH SOLE 215000 0 0 ALBERTO CULVER CO NEW COM 013078100 7893 310400 SH SOLE 310400 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 15832 9000000 PRN SOLE 9000000 0 0 ALCON INC COM SHS H01301102 4970 42800 SH SOLE 42800 0 0 ALLEGHENY ENERGY INC COM 017361106 9747 380000 SH SOLE 380000 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4664 329125 SH SOLE 329125 0 0 AMERICAN ELEC PWR INC COM 025537101 2953 102200 SH SOLE 102200 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 4770 120600 SH SOLE 120600 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 21706 24000000 PRN SOLE 24000000 0 0 AMR CORP COM 001765106 1608 400000 SH SOLE 400000 0 0 APPLE INC COM 037833100 31050 218000 SH SOLE 218000 0 0 ARCH CAP GROUP LTD ORD G0450A105 2326 39700 SH SOLE 39700 0 0 ARKANSAS BEST CORP DEL COM 040790107 9096 345214 SH SOLE 345214 0 0 ARROW ELECTRS INC COM 042735100 7561 356000 SH SOLE 356000 0 0 ASML HOLDING N V NY REG SHS N07059186 11234 518900 SH SOLE 518900 0 0 ATMEL CORP COM 049513104 8940 2396834 SH SOLE 2396834 0 0 AUTODESK INC COM 052769106 8790 463100 SH SOLE 463100 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 18074 510000 SH SOLE 510000 0 0 AXSYS TECHNOLOGIES INC COM 054615109 5364 100000 SH SOLE 100000 0 0 BAKER HUGHES INC COM 057224107 13461 369400 SH SOLE 369400 0 0 BALDOR ELEC CO COM 057741100 3569 150000 SH SOLE 150000 0 0 BALL CORP COM 058498106 8779 194400 SH SOLE 194400 0 0 BANK OF AMERICA CORPORATION COM 060505104 3560 269700 SH SOLE 269700 0 0 BARRICK GOLD CORP COM 067901108 7935 236500 SH SOLE 236500 0 0 BAXTER INTL INC COM 071813109 9967 188200 SH SOLE 188200 0 0 BB&T CORP COM 054937107 9802 445970 SH SOLE 445970 0 0 BED BATH & BEYOND INC COM 075896100 5029 163533 SH SOLE 163533 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 2509 55200 SH SOLE 55200 0 0 BLACK & DECKER CORP COM 091797100 8036 280400 SH SOLE 280400 0 0 BMC SOFTWARE INC COM 055921100 18118 536202 SH SOLE 536202 0 0 BORLAND SOFTWARE CORP COM 099849101 3447 2672326 SH SOLE 2672326 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 16000 18182000 PRN SOLE 18182000 0 0 BROACADE COMMUNICATIONS SYS I COM NEW 111621306 11072 1412300 SH SOLE 1412300 0 0 BROWN FORMAN CORP CL B 115637209 3842 89400 SH SOLE 89400 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 20591 280000 SH SOLE 280000 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 15456 796300 SH SOLE 796300 0 0 CACI INTL INC NOTE 2.125% 5/0 127190AD8 7594 8000000 PRN SOLE 8000000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 22674 801200 SH SOLE 801200 0 0 CAMPBELL SOUP CO COM 134429109 13642 463700 SH SOLE 463700 0 0 CANO PETE INC COM 137801106 5326 5605818 SH SOLE 5605818 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 21322 1024600 SH SOLE 1024600 0 0 CENTENNIAL COMMUNICTNS CORP N CL A NEW 15133V208 22762 2716230 SH SOLE 2716230 0 0 CENTEX CORP COM 152312104 37445 4426181 SH SOLE 4426181 0 0 CEPHALON INC COM 156708109 9461 167000 SH SOLE 167000 0 0 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 3654 4000000 PRN SOLE 4000000 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 10327 440000 SH SOLE 440000 0 0 CHEVRON CORP NEW COM 166764100 26202 395500 SH SOLE 395500 0 0 CHIQUITA BRANDS INTL INC COM 170032809 3314 323000 SH SOLE 323000 0 0 CHUBB CORP COM 171232101 21370 535860 SH SOLE 535860 0 0 CITIGROUP INC COM 172967101 30 20000 SH CALL SOLE 20000 0 0 CITY NATL CORP COM 178566105 14145 384056 SH SOLE 384056 0 0 CLOROX CO DEL COM 189054109 6035 108100 SH SOLE 108100 0 0 COACH INC COM 189754104 3143 116932 SH SOLE 116932 0 0 COCA COLA CO COM 191216100 13798 287516 SH SOLE 287516 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 22861 856200 SH SOLE 856200 0 0 COMERICA INC COM 200340107 4124 195000 SH SOLE 195000 0 0 COMMERCIAL METALS CO COM 201723103 4772 297700 SH SOLE 297700 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 4583 190700 SH SOLE 190700 0 0 CONOCOPHILLIPS COM 20825C104 28323 673400 SH SOLE 673400 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 7442 280000 SH SOLE 280000 0 0 CONSTELLATION ENERGY PRTNR L COM UNIT LLC B 21038E101 275 114195 SH SOLE 114195 0 0 CON-WAY INC COM 205944101 11829 335000 SH SOLE 335000 0 0 CORN PRODS INTL INC COM 219023108 4179 156000 SH SOLE 156000 0 0 COVIDIEN PLC SHS G2554F105 7709 205900 SH SOLE 205900 0 0 CROWN CASTLE INTL CORP COM 228227104 10040 418000 SH SOLE 418000 0 0 CSX CORP COM 126408103 49278 1423000 SH SOLE 1423000 0 0 CVS CAREMARK CORPORATION COM 126650100 32441 1017911 SH SOLE 1017911 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 6081 660983 SH SOLE 660983 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 10601 11000000 PRN SOLE 11000000 0 0 DANAHER CORP DEL COM 235851102 6174 100000 SH SOLE 100000 0 0 DATA DOMAIN INC COM 23767P109 26300 787894 SH SOLE 787894 0 0 DEAN FOODS CO NEW COM 242370104 2142 111600 SH SOLE 111600 0 0 DELL INC COM 24702R101 5868 427400 SH SOLE 427400 0 0 DIGITALGLOBE INC COM NEW 25389M877 8533 444444 SH SOLE 444444 0 0 DIRECTV GROUP INC COM 25459L106 4952 200400 SH SOLE 200400 0 0 DOLLAR TREE INC COM 256746108 6305 149762 SH SOLE 149762 0 0 DOVER CORP COM 260003108 15466 467400 SH SOLE 467400 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 5840 275600 SH SOLE 275600 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 7767 281500 SH SOLE 281500 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 14135 551700 SH SOLE 551700 0 0 E M C CORP MASS COM 268648102 12349 942700 SH SOLE 942700 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 24480 24000000 PRN SOLE 24000000 0 0 EARTHLINK INC COM 270321102 6085 821231 SH SOLE 821231 0 0 ECHOSTAR CORP CL A 278768106 9923 622501 SH SOLE 622501 0 0 EMBARQ CORP COM 29078E105 30426 723398 SH SOLE 723398 0 0 EMERSON ELEC CO COM 291011104 30848 952100 SH SOLE 952100 0 0 EQUINIX INC COM NEW 29444U502 7274 100000 SH SOLE 100000 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 5540 566500 SH SOLE 566500 0 0 EVEREST RE GROUP LTD COM G3223R108 3371 47100 SH SOLE 47100 0 0 EXPRESS SCRIPTS INC COM 302182100 10959 159400 SH SOLE 159400 0 0 F5 NETWORKS INC COM 315616102 6832 197400 SH SOLE 197400 0 0 FIBERNET TELECOM GRP INC COM PAR $0.001 315653402 9616 774200 SH SOLE 774200 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 5618 281469 SH SOLE 281469 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 11098 971775 SH SOLE 971775 0 0 FLIR SYS INC COM 302445101 5067 224600 SH SOLE 224600 0 0 FORWARD AIR CORP COM 349853101 7100 333000 SH SOLE 333000 0 0 FRANKLIN RES INC COM 354613101 15304 212520 SH SOLE 212520 0 0 FTI CONSULTING INC COM 302941109 18026 355400 SH SOLE 355400 0 0 GAP INC DEL COM 364760108 11834 721600 SH SOLE 721600 0 0 GILEAD SCIENCES INC COM 375558103 5944 126900 SH SOLE 126900 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 12864 10000000 PRN SOLE 10000000 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 8531 241400 SH SOLE 241400 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 11313 24860000 PRN SOLE 24860000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 9200 62400 SH SOLE 62400 0 0 GOOGLE INC CL A 38259P508 8052 19100 SH SOLE 19100 0 0 GRAND CANYON ED INC COM 38526M106 3102 184878 SH SOLE 184878 0 0 GUESS INC COM 401617105 7268 281930 SH SOLE 281930 0 0 HALLIBURTON CO COM 406216101 23952 1157100 SH SOLE 1157100 0 0 HARRIS STRATEX NTWRKS INC CL A 41457P106 4144 639560 SH SOLE 639560 0 0 HEARTLAND EXPRESS INC COM 422347104 1842 125138 SH SOLE 125138 0 0 HESS CORP COM 42809H107 21226 394900 SH SOLE 394900 0 0 HEWITT ASSOCS INC COM 42822Q100 8851 297200 SH SOLE 297200 0 0 HEWLETT PACKARD CO COM 428236103 43025 1113200 SH SOLE 1113200 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 5695 8000000 PRN SOLE 8000000 0 0 HONEYWELL INTL INC COM 438516106 10990 350000 SH SOLE 350000 0 0 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 835 1000000 PRN SOLE 1000000 0 0 HUB GROUP INC CL A 443320106 7393 358200 SH SOLE 358200 0 0 HURON CONSULTING GROUP INC COM 447462102 5058 109400 SH SOLE 109400 0 0 IBERIABANK CORP COM 450828108 2730 70000 SH SOLE 70000 0 0 IDEX CORP COM 45167R104 246 10000 SH SOLE 10000 0 0 INFORMATION SERVICES GROUP I COM 45675Y104 5547 1843000 SH SOLE 1843000 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 5809 961800 SH SOLE 961800 0 0 INTERPUBLIC GROUPS COS INC COM 460690100 9035 1789100 SH SOLE 1789100 0 0 ISHARES TR TRANSP AVE IDX 464287192 1990 34200 SH SOLE 34200 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 29509 701100 SH SOLE 701100 0 0 JANUS CAP GROUP INC COM 47102X105 6912 606325 SH SOLE 606325 0 0 JETBLUE AIRWAYS CORP COM 477143101 2585 605300 SH SOLE 605300 0 0 JOHNSON & JOHNSON COM 478160104 3459 60900 SH SOLE 60900 0 0 JPMORGAN CHASE & CO COM 46625H100 18870 553200 SH SOLE 553200 0 0 JUNIPER NETWORKS INC COM 48203R104 7606 322300 SH SOLE 322300 0 0 KELLOGG CO COM 487836108 7251 155700 SH SOLE 155700 0 0 KEYCORP NEW COM 493267108 13232 2525100 SH SOLE 2525100 0 0 KIMBERLY CLARK CORP COM 494368103 7062 134700 SH SOLE 134700 0 0 KINROSS GOLD CORP COM NO PAR 496902404 8331 459000 SH SOLE 459000 0 0 KOHLS CORP COM 500255104 11135 260474 SH SOLE 260474 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 10407 150000 SH SOLE 150000 0 0 LANDSTAR SYS INC COM 515098101 14301 397468 SH SOLE 397468 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 13982 424600 SH SOLE 424600 0 0 LEGG MASON INC COM 524901105 4401 180500 SH SOLE 180500 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 5493 205713 SH SOLE 205713 0 0 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 5954 439049 SH SOLE 439049 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 6321 151500 SH SOLE 151500 0 0 LINCOLN NATL CORP IND COM 534187109 5406 314100 SH SOLE 314100 0 0 LOEWS CORP COM 540424108 14712 536941 SH SOLE 536941 0 0 LOWES COS INC COM 548661107 20911 1077330 SH SOLE 1077330 0 0 LSI CORPORATION COM 502161102 10088 2212200 SH SOLE 2212200 0 0 MACROVISION SOLUTIONS CORP COM 55611C108 5439 249400 SH SOLE 249400 0 0 MAGNA INTL INC CL A 559222401 4224 100000 SH SOLE 100000 0 0 MANTECH INTL CORP CL A 564563104 10497 243900 SH SOLE 243900 0 0 MASTEC INC COM 576323109 3803 324500 SH SOLE 324500 0 0 MATERCARD INC CL A 57636Q104 16898 101000 SH SOLE 101000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 7884 502500 SH SOLE 502500 0 0 MCKESSON CORP COM 58155Q103 7867 178800 SH SOLE 178800 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 11831 259400 SH SOLE 259400 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 7379 8000000 PRN SOLE 8000000 0 0 MERCK & CO INC COM 589331107 5785 206900 SH SOLE 206900 0 0 METLIFE INC COM 59156R108 6926 230800 SH SOLE 230800 0 0 MICROSOFT CORP COM 594918104 35115 1477300 SH SOLE 1477300 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 3202 466781 SH SOLE 466781 0 0 MOODYS CORP COM 615369105 9228 350200 SH SOLE 350200 0 0 MORGAN STANLEY COM NEW 617446448 9976 349900 SH SOLE 349900 0 0 MSCI INC CL A 55354G100 2344 95900 SH SOLE 95900 0 0 NASDAQ OMX GROUP INC COM 631103108 9143 429049 SH SOLE 429049 0 0 NATIONAL FUEL GAS CO N J COM 636180101 7118 197279 SH SOLE 197279 0 0 NETAPP INC COM 64110D104 14847 752900 SH SOLE 752900 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 16132 11397000 PRN SOLE 11397000 0 0 NEWS CORP CL A 65248E104 13346 1465000 SH SOLE 1465000 0 0 NIKE INC CL B 654106103 8311 160500 SH SOLE 160500 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 16773 554466 SH SOLE 554466 0 0 NORTHEAST UTILS COM 664397106 5354 240000 SH SOLE 240000 0 0 NORTHERN TR CORP COM 665859104 18607 346630 SH SOLE 346630 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 7268 600700 SH SOLE 600700 0 0 NV ENERGY INC COM 67073Y106 6474 600000 SH SOLE 600000 0 0 OLD DOMINION FGHT LINES INC COM 679580100 10830 322600 SH SOLE 322600 0 0 OMNICARE INC COM 681904108 9534 370124 SH SOLE 370124 0 0 OMNICOM GROUP INC NOTE 7/3 681919AV8 5000 5000000 PRN SOLE 5000000 0 0 ON SEMICONDUCTOR CORP COM 682189105 8079 1177700 SH SOLE 1177700 0 0 OWENS & MINOR INC NEW COM 690732102 6158 140520 SH SOLE 140520 0 0 PACCAR INC COM 693718108 3243 100000 SH SOLE 100000 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 4862 415900 SH SOLE 415900 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 10780 715300 SH SOLE 715300 0 0 PEPSI BOTTLING GROUP INC COM 713409100 20226 597689 SH SOLE 597689 0 0 PEPSIAMERICAS INC COM 71343P200 15402 574499 SH SOLE 574499 0 0 PETROHAWK ENERGY CORP COM 716495106 2710 121520 SH SOLE 121520 0 0 PFIZER INC COM 717081103 234 13016 SH PUT SOLE 13016 0 0 PHARMERICA CORP COM 71714F104 4369 222574 SH SOLE 222574 0 0 PIONEER NAT RES CO COM 723787107 13908 545401 SH SOLE 545401 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1794 60254 SH SOLE 60254 0 0 PRAXAIR INC COM 74005P104 7662 107813 SH SOLE 107813 0 0 PROCTER & GAMBLE CO COM 742718109 9096 178000 SH SOLE 178000 0 0 PROLOGIS NOTE 1.875%11/1 743410AR3 14750 20000000 PRN SOLE 20000000 0 0 PROSHARES TR PSHS ULTSHT FINL 74347R628 1672 40000 SH SOLE 40000 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 12555 3025400 SH SOLE 3025400 0 0 RALCORP HOLDGS INC NEW COM 751028101 23704 389097 SH SOLE 389097 0 0 RAYTHEON CO COM NEW 755111507 15773 355018 SH SOLE 355018 0 0 RCN CORP COM NEW 749361200 3886 651000 SH SOLE 651000 0 0 RED HAT INC COM 756577102 9145 454300 SH SOLE 454300 0 0 REGAL BELOIT CORP COM 758750103 1192 30000 SH SOLE 30000 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 3391 839320 SH SOLE 839320 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 963 20700 SH SOLE 20700 0 0 RESEARCH IN MOTION LTD COM 760975102 10301 144900 SH SOLE 144900 0 0 RIO TINTO PLC SPONSORED ADR 767204100 9947 60700 SH SOLE 60700 0 0 RIVERBED TECHNOLOGY INC COM 768573107 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TYSON FOODS INC CL A 902494103 1908 151300 SH SOLE 151300 0 0 U S AIRWAYS GROUP INC COM 90341W108 3110 1280000 SH SOLE 1280000 0 0 UAL CORP COM NEW 902549807 2278 714000 SH SOLE 714000 0 0 UNITED STATES STL CORP NEW COM 912909108 8921 249600 SH SOLE 249600 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 10495 8000000 PRN SOLE 8000000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 6355 130100 SH SOLE 130100 0 0 URBAN OUTFITTERS INC COM 917047102 4364 208902 SH SOLE 208902 0 0 US BANCORP DEL COM NEW 902973304 27168 1516050 SH SOLE 1516050 0 0 V F CORP COM 918204108 2961 53500 SH SOLE 53500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 23350 1382500 SH SOLE 1382500 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 8449 352177 SH SOLE 352177 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 21874 711800 SH SOLE 711800 0 0 VIGNETTE CORP COM NEW 926734401 6647 505504 SH SOLE 505504 0 0 VMWARE INC CL A COM 928563402 9899 363000 SH SOLE 363000 0 0 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 4350 5000000 PRN SOLE 5000000 0 0 WAL MART STORES INC COM 931142103 12435 256702 SH SOLE 256702 0 0 WASTE CONNECTIONS INC COM 941053100 15168 585400 SH SOLE 585400 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 2038 54300 SH SOLE 54300 0 0 WELLPOINT INC COM 94973V107 1985 39000 SH SOLE 39000 0 0 WERNER ENTERPRISES INC COM 950755108 13771 760000 SH SOLE 760000 0 0 WESTERN DIGITAL CORP COM 958102105 7627 287800 SH SOLE 287800 0 0 WESTERN UN CO COM 959802109 14447 880900 SH SOLE 880900 0 0 WYETH COM 983024100 132820 2926200 SH SOLE 2926200 0 0 XEROX CORP COM 984121103 7418 1144800 SH SOLE 1144800 0 0 XILINX INC COM 983919101 15026 734400 SH SOLE 734400 0 0 XL CAP LTD CL A G98255105 5581 487000 SH SOLE 487000 0 0 XTO ENERGY INC COM 98385X106 15016 393700 SH SOLE 393700 0 0 YAHOO INC COM 984332106 34959 2232400 SH SOLE 2232400 0 0 YAMANA GOLD INC COM 98462Y100 1709 193300 SH SOLE 193300 0 0 YRC WORLDWIDE INC COM 984249102 779 450000 SH SOLE 450000 0 0
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