-----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, IwBYyKfZ5ZC0KSWL4MVK46dVBb+WLetuax/bU0ahx6bnTpJkig8DAf1bJu2FTzq4 ocTEUkrxds02X6ReVJ+ZxQ== 0001132716-09-000041.txt : 20090813 0001132716-09-000041.hdr.sgml : 20090813 20090813162705 ACCESSION NUMBER: 0001132716-09-000041 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090813 DATE AS OF CHANGE: 20090813 EFFECTIVENESS DATE: 20090813 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: 091010817 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 ocq209.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 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: 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 August 13, 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: 729 Form 13F Information Table Value Total: $4475652 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 1097 1500000 SH DEFINED 1500000 0 0 AGCO CORP COM 001084102 15145 521000 SH DEFINED 521000 0 0 AMB PROPERTY CORP COM 00163T109 9657 513391 SH DEFINED 513391 0 0 AT&T INC COM 00206R102 2484 100000 SH DEFINED 100000 0 0 ATMI INC COM 00207R101 4302 277000 SH DEFINED 277000 0 0 ATS MED INC NOTE6.000%10/1 002083AB9 4712 5000000 SH DEFINED 5000000 0 0 AU OPTRONICS CORP SPONSOREDADR 002255107 445 46000 SH DEFINED 46000 0 0 AARONS INC COM 002535201 256 8580 SH DEFINED 8580 0 0 ABBOTT LABS COM 002824100 14324 304513 SH DEFINED 304513 0 0 ACORDA THERAPEUTICS INC COM 00484M106 9306 330124 SH DEFINED 330124 0 0 ACTIVISION BLIZZARD INC COM 00507V109 4389 347505 SH DEFINED 347505 0 0 ACTUANT CORP CLANEW 00508X203 9075 743859 SH DEFINED 743859 0 0 ACUITY BRANDS INC COM 00508Y102 1740 62016 SH DEFINED 62016 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 456 11000 SH DEFINED 11000 0 0 AEROPOSTALE COM 007865108 10548 307800 SH DEFINED 307800 0 0 ADVANCED MICRO DEVICES INC NOTE6.000%5/0 007903AL1 21375 45000000 SH DEFINED 45000000 0 0 ADVANCED MICRO DEVICES INC NOTE5.750%8/1 007903AN7 34062 54500000 SH DEFINED 54500000 0 0 AFFILIATED COMPUTER SERVICE CLA 008190100 7387 166300 SH DEFINED 166300 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 11719 577000 SH DEFINED 577000 0 0 AIR PRODS & CHEMS INC COM 009158106 14533 225000 SH DEFINED 225000 0 0 ALBERTO CULVER CO NEW COM 013078100 15131 595000 SH DEFINED 595000 0 0 ALCOA INC NOTE5.250%3/1 013817AT8 788 450000 SH DEFINED 450000 0 0 ALEXANDRIA REAL ESTATE EQ I COM 015271109 12584 351610 SH DEFINED 351610 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 343 8342 SH DEFINED 8342 0 0 ALIGN TECHNOLOGY INC COM 016255101 594 56000 SH DEFINED 56000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE4.250%6/0 01741RAD4 2760 2500000 SH DEFINED 2500000 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 11396 138364 SH DEFINED 138364 0 0 ALLOS THERAPEUTICS INC COM 019777101 366 44109 SH DEFINED 44109 0 0 ALLSCRIPT MISYS HEALTCAR SO COM 01988P108 303 19080 SH DEFINED 19080 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 263 278000 SH DEFINED 278000 0 0 ALTERA CORP COM 021441100 12482 766700 SH DEFINED 766700 0 0 AMERICAN ELEC PWR INC COM 025537101 18880 653502 SH DEFINED 653502 0 0 AMERICAN EAGLE OUTFITTERS N COM 02553E106 4251 300000 SH DEFINED 300000 0 0 AMERICAN EXPRESS CO COM 025816109 581 25000 SH DEFINED 25000 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 531 33600 SH DEFINED 33600 0 0 AMERICAN MED SYS HLDGS INC NOTE3.250%7/0 02744MAA6 12163 12550000 SH DEFINED 12550000 0 0 AMERICAN PUBLIC EDUCATION I COM 02913V103 5584 140962 SH DEFINED 140962 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 3607 433569 SH DEFINED 433569 0 0 AMERICAN STRATEGIC INCOME I COM 03009T101 166 18758 SH DEFINED 18758 0 0 AMERON INTL INC COM 030710107 623 9300 SH DEFINED 9300 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1553 87552 SH DEFINED 87552 0 0 AMERIPRISE FINL INC COM 03076C106 17990 741235 SH DEFINED 741235 0 0 AMETEK INC NEW COM 031100100 2939 85000 SH DEFINED 85000 0 0 AMGEN INC COM 031162100 18724 353680 SH DEFINED 353680 0 0 AMGEN INC NOTE0.125%2/0 031162AN0 18051 19000000 SH DEFINED 19000000 0 0 AMGEN INC NOTE0.375%2/0 031162AQ3 9020 10000000 SH DEFINED 10000000 0 0 AMICUS THERAPEUTICS INC COM 03152W109 298 26063 SH DEFINED 26063 0 0 AMYLIN PHARMACEUTICALS INC NOTE2.500%4/1 032346AD0 7110 8080000 SH DEFINED 8080000 0 0 AMYLIN PHARMACEUTICALS INC NOTE3.000%6/1 032346AF5 8418 13000000 SH DEFINED 13000000 0 0 ANADARKO PETE CORP COM 032511107 5628 124000 SH DEFINED 124000 0 0 ANADIGICS INC COM 032515108 1676 400000 SH DEFINED 400000 0 0 ANADYS PHARMACEUTICALS INC COM 03252Q408 36 19300 SH DEFINED 19300 0 0 ANALOG DEVICES INC COM 032654105 1365 55100 SH DEFINED 55100 0 0 ANGLO AMERN PLC ADRNEW 03485P201 426 29100 SH DEFINED 29100 0 0 ANNALY CAP MGMT INC COM 035710409 15213 1004803 SH DEFINED 1004803 0 0 ANSYS INC COM 03662Q105 4674 150000 SH DEFINED 150000 0 0 APACHE CORP COM 037411105 7867 109041 SH DEFINED 109041 0 0 APARTMENT INVT & MGMT CO CLA 03748R101 11651 1316550 SH DEFINED 1316550 0 0 APPLIED INDL TECHNOLOGIES I COM 03820C105 272 13800 SH DEFINED 13800 0 0 ARM HLDGS PLC SPONSOREDADR 042068106 8031 1345200 SH DEFINED 1345200 0 0 ARQULE INC COM 04269E107 246 40000 SH DEFINED 40000 0 0 ARRIS GROUP INC COM 04269Q100 287 23600 SH DEFINED 23600 0 0 ARUBA NETWORKS INC COM 043176106 3027 346300 SH DEFINED 346300 0 0 ASHLAND INC NEW COM 044209104 295 10500 SH DEFINED 10500 0 0 ASSURANT INC COM 04621X108 4854 201476 SH DEFINED 201476 0 0 ASTRAZENECA PLC SPONSOREDADR 046353108 878 19900 SH DEFINED 19900 0 0 ATLAS AIR WORLDWIDE HLDGS I COMNEW 049164205 355 15300 SH DEFINED 15300 0 0 ATLAS AMER INC COM 049167109 1837 102823 SH DEFINED 102823 0 0 AUTOLIV INC UNIT99/99/9999 052800208 41267 1008750 SH DEFINED 1008750 0 0 AUTONATION INC COM 05329W102 1319 76000 SH DEFINED 76000 0 0 AUXILIUM PHARMACEUTICALS IN COM 05334D107 408 13000 SH DEFINED 13000 0 0 BJS WHOLESALE CLUB INC COM 05548J106 10049 311800 SH DEFINED 311800 0 0 BP PLC SPONSOREDADR 055622104 3392 71140 SH DEFINED 71140 0 0 BPZ RESOURCES INC COM 055639108 155 31600 SH DEFINED 31600 0 0 BAKER HUGHES INC COM 057224107 4390 120459 SH DEFINED 120459 0 0 BALL CORP COM 058498106 9104 201600 SH DEFINED 201600 0 0 BALLY TECHNOLOGIES INC COM 05874B107 598 20000 SH DEFINED 20000 0 0 BANK OF AMERICA CORPORATION COM 060505104 34505 2614000 SH DEFINED 2614000 0 0 BANKFINANCIAL CORP COM 06643P104 152 17129 SH DEFINED 17129 0 0 BARE ESCENTUALS INC COM 067511105 439 49500 SH DEFINED 49500 0 0 BARNES & NOBLE INC COM 067774109 736 35700 SH DEFINED 35700 0 0 BARRETT BILL CORP COM 06846N104 706 25700 SH DEFINED 25700 0 0 BEMIS INC COM 081437105 869 34500 SH DEFINED 34500 0 0 BEST BUY INC COM 086516101 24498 731500 SH DEFINED 731500 0 0 BHP BILLITON LTD SPONSOREDADR 088606108 919 16800 SH DEFINED 16800 0 0 BIO RAD LABS INC CLA 090572207 11692 154900 SH DEFINED 154900 0 0 BIOMARIN PHARMACEUTICAL INC NOTE1.875%4/2 09061GAD3 4496 5000000 SH DEFINED 5000000 0 0 BLACK & DECKER CORP COM 091797100 14747 514554 SH DEFINED 514554 0 0 BLACKSTONE GROUP L P COMUNITLTD 09253U108 264 25000 SH DEFINED 25000 0 0 BLACKROCK FLOAT RATE OME ST COM 09255X100 360 33000 SH DEFINED 33000 0 0 BLUE COAT SYSTEMS INC COMNEW 09534T508 3308 200000 SH DEFINED 200000 0 0 BOB EVANS FARMS INC COM 096761101 833 29000 SH DEFINED 29000 0 0 BOSTON PROPERTIES INC COM 101121101 13846 290272 SH DEFINED 290272 0 0 BOSTON PPTYS LTD PARTNERSHI NOTE2.875%2/1 10112RAK0 1095 1250000 SH DEFINED 1250000 0 0 BRADY CORP CLA 104674106 731 29100 SH DEFINED 29100 0 0 BRIGHAM EXPLORATION CO COM 109178103 2204 631450 SH DEFINED 631450 0 0 BRINKER INTL INC COM 109641100 523 30700 SH DEFINED 30700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 14955 736347 SH DEFINED 736347 0 0 BROADCOM CORP CLA 111320107 583 23500 SH DEFINED 23500 0 0 BROCADE COMMUNICATIONS SYS COMNEW 111621306 369 47200 SH DEFINED 47200 0 0 BUCYRUS INTL INC NEW COM 118759109 2414 84516 SH DEFINED 84516 0 0 CBS CORP NEW CLB 124857202 3979 575000 SH DEFINED 575000 0 0 CIGNA CORP COM 125509109 6121 254100 SH DEFINED 254100 0 0 CIT GROUP INC 8.75%PFDSERC 125581603 2581 150000 SH DEFINED 150000 0 0 CMS ENERGY CORP COM 125896100 422 34900 SH DEFINED 34900 0 0 CMS ENERGY CORP NOTE2.875%12/0 125896AW0 12210 12000000 SH DEFINED 12000000 0 0 CNOOC LTD SPONSOREDADR 126132109 1021 8300 SH DEFINED 8300 0 0 CSX CORP COM 126408103 21556 622453 SH DEFINED 622453 0 0 CVS CAREMARK CORPORATION COM 126650100 74055 2323647 SH DEFINED 2323647 0 0 CA INC COM 12673P105 795 45600 SH DEFINED 45600 0 0 CABLEVISION SYS CORP CLANYCABLVS 12686C109 3253 167600 SH DEFINED 167600 0 0 CADBURY PLC SPONSADR 12721E102 3073 89342 SH DEFINED 89342 0 0 CAL DIVE INTL INC DEL COM 12802T101 480 55600 SH DEFINED 55600 0 0 CALLAWAY GOLF CO COM 131193104 760 150000 SH DEFINED 150000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 439 15500 SH DEFINED 15500 0 0 CAMPBELL SOUP CO COM 134429109 612 20800 SH DEFINED 20800 0 0 CAPITALSOURCE INC COM 14055X102 724 148300 SH DEFINED 148300 0 0 CAPSTONE TURBINE CORP COM 14067D102 145 175000 SH DEFINED 175000 0 0 CASEYS GEN STORES INC COM 147528103 331 12900 SH DEFINED 12900 0 0 CELL THERAPEUTICS INC NOTE4.000%7/0 150934AF4 1500 2000000 SH DEFINED 2000000 0 0 CELESTICA INC SUBVTGSHS 15101Q108 406 59500 SH DEFINED 59500 0 0 CELGENE CORP COM 151020104 440 9200 SH DEFINED 9200 0 0 CEPHALON INC COM 156708109 14304 252500 SH DEFINED 252500 0 0 CHART INDS INC COMPAR$0.01 16115Q308 220 12100 SH DEFINED 12100 0 0 CHEESECAKE FACTORY INC COM 163072101 279 16100 SH DEFINED 16100 0 0 CHESAPEAKE ENERGY CORP COM 165167107 5948 299969 SH DEFINED 299969 0 0 CHEVRON CORP NEW COM 166764100 5546 83716 SH DEFINED 83716 0 0 CHICOS FAS INC COM 168615102 267 27400 SH DEFINED 27400 0 0 CHIMERA INVT CORP COM 16934Q109 292 83540 SH DEFINED 83540 0 0 CHINACAST EDU CORP COM 16946T109 3842 539632 SH DEFINED 539632 0 0 CHIPOTLE MEXICAN GRILL INC CLA 169656105 272 3400 SH DEFINED 3400 0 0 CHURCH & DWIGHT INC COM 171340102 1526 28100 SH DEFINED 28100 0 0 CIMAREX ENERGY CO COM 171798101 5038 177769 SH DEFINED 177769 0 0 CISCO SYS INC COM 17275R102 28193 1512500 SH DEFINED 1512500 0 0 COCA COLA ENTERPRISES INC COM 191219104 9482 569500 SH DEFINED 569500 0 0 COGDELL SPENCER INC COM 19238U107 3700 862372 SH DEFINED 862372 0 0 COGNIZANT TECHNOLOGY SOLUTI CLA 192446102 18413 689616 SH DEFINED 689616 0 0 COLGATE PALMOLIVE CO COM 194162103 1217 17200 SH DEFINED 17200 0 0 COMCAST CORP NEW CLA 20030N101 6671 460400 SH DEFINED 460400 0 0 COMPANHIA SIDERURGICA NACIO SPONSOREDADR 20440W105 261 11700 SH DEFINED 11700 0 0 COMPANIA DE MINAS BUENAVENT SPONSOREDADR 204448104 382 15900 SH DEFINED 15900 0 0 COMPASS MINERALS INTL INC COM 20451N101 264 4800 SH DEFINED 4800 0 0 COMPUTER SCIENCES CORP COM 205363104 1032 23300 SH DEFINED 23300 0 0 COMPUWARE CORP COM 205638109 456 66500 SH DEFINED 66500 0 0 COMSTOCK RES INC COMNEW 205768203 311 9410 SH DEFINED 9410 0 0 CONAGRA FOODS INC COM 205887102 648 34000 SH DEFINED 34000 0 0 CONCHO RES INC COM 20605P101 333 11590 SH DEFINED 11590 0 0 CONOCOPHILLIPS COM 20825C104 16988 403900 SH DEFINED 403900 0 0 COOPER COS INC COMNEW 216648402 524 21200 SH DEFINED 21200 0 0 COPART INC COM 217204106 4334 125000 SH DEFINED 125000 0 0 CORINTHIAN COLLEGES INC COM 218868107 335 19800 SH DEFINED 19800 0 0 CORNING INC COM 219350105 2211 137700 SH DEFINED 137700 0 0 CORPORATE OFFICE PPTYS TR SHBENINT 22002T108 6146 209537 SH DEFINED 209537 0 0 COUGAR BIOTECHNOLOGY INC COM 222083107 9399 218775 SH DEFINED 218775 0 0 CRANE CO COM 224399105 785 35200 SH DEFINED 35200 0 0 CRAY INC COMNEW 225223304 4334 549939 SH DEFINED 549939 0 0 CRESUD S A C I F Y A SPONSOREDADR 226406106 292 31000 SH DEFINED 31000 0 0 CROWN CASTLE INTL CORP COM 228227104 8760 364700 SH DEFINED 364700 0 0 CROWN HOLDINGS INC COM 228368106 24393 1010500 SH DEFINED 1010500 0 0 CURRENCYSHARES AUSTRALIAN D AUSTRALIANDOL 23129U101 727 9000 SH DEFINED 9000 0 0 CURRENCYSHARES CDN DLR TR CDNDOLLARSHS 23129X105 1992 23200 SH DEFINED 23200 0 0 CYPRESS SHARPRIDGE INVTS IN COM 23281A307 5760 484020 SH DEFINED 484020 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 7782 1907354 SH DEFINED 1907354 0 0 DTS INC COM 23335C101 12792 472558 SH DEFINED 472558 0 0 DARDEN RESTAURANTS INC COM 237194105 1570 47600 SH DEFINED 47600 0 0 DARLING INTL INC COM 237266101 258 39100 SH DEFINED 39100 0 0 DEAN FOODS CO NEW COM 242370104 13454 701100 SH DEFINED 701100 0 0 DEERE & CO COM 244199105 17778 445000 SH DEFINED 445000 0 0 DEL MONTE FOODS CO COM 24522P103 1035 110300 SH DEFINED 110300 0 0 DELUXE CORP COM 248019101 450 35100 SH DEFINED 35100 0 0 DENDREON CORP COM 24823Q107 265 10650 SH DEFINED 10650 0 0 DENTSPLY INTL INC NEW COM 249030107 12368 405244 SH DEFINED 405244 0 0 DEVON ENERGY CORP NEW COM 25179M103 905 16600 SH DEFINED 16600 0 0 DEXCOM INC COM 252131107 93 15000 SH DEFINED 15000 0 0 DIGITAL RLTY TR INC COM 253868103 4005 111705 SH DEFINED 111705 0 0 DIRECTV GROUP INC COM 25459L106 6107 247157 SH DEFINED 247157 0 0 DISCOVER FINL SVCS COM 254709108 3588 349400 SH DEFINED 349400 0 0 DISCOVERY COMMUNICATNS NEW COMSERA 25470F104 4936 218900 SH DEFINED 218900 0 0 DISH NETWORK CORP CLA 25470M109 1052 64900 SH DEFINED 64900 0 0 DONNELLEY R R & SONS CO COM 257867101 364 31300 SH DEFINED 31300 0 0 DOW CHEM CO COM 260543103 584 36200 SH DEFINED 36200 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 4660 219903 SH DEFINED 219903 0 0 DRESS BARN INC COM 261570105 754 52700 SH DEFINED 52700 0 0 DUPONT FABROS TECHNOLOGY IN COM 26613Q106 8985 953812 SH DEFINED 953812 0 0 ENSCO INTL INC COM 26874Q100 3419 98061 SH DEFINED 98061 0 0 ENI S P A SPONSOREDADR 26874R108 1015 21400 SH DEFINED 21400 0 0 EQT CORP COM 26884L109 3983 114102 SH DEFINED 114102 0 0 E TRADE FINANCIAL CORP COM 269246104 2176 1700100 SH DEFINED 1700100 0 0 EXCO RESOURCES INC COM 269279402 298 23060 SH DEFINED 23060 0 0 EARTHLINK INC COM 270321102 371 50100 SH DEFINED 50100 0 0 EARTHLINK INC NOTE3.250%11/1 270321AA0 15008 15000000 SH DEFINED 15000000 0 0 EASTMAN CHEM CO COM 277432100 1508 39800 SH DEFINED 39800 0 0 EASTMAN KODAK CO NOTE3.375%10/1 277461BE8 3240 4000000 SH DEFINED 4000000 0 0 EBAY INC COM 278642103 33466 1953662 SH DEFINED 1953662 0 0 ECLIPSYS CORP COM 278856109 279 15700 SH DEFINED 15700 0 0 EDISON INTL COM 281020107 1022 32500 SH DEFINED 32500 0 0 EHEALTH INC COM 28238P109 3532 200000 SH DEFINED 200000 0 0 EL PASO CORP COM 28336L109 583 63200 SH DEFINED 63200 0 0 EMCOR GROUP INC COM 29084Q100 427 21200 SH DEFINED 21200 0 0 ENCORE ACQUISITION CO COM 29255W100 379 12300 SH DEFINED 12300 0 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 400 22300 SH DEFINED 22300 0 0 ENDO PHARMACEUTICALS HLDGS NOTE1.750%4/1 29264FAA4 4039 5000000 SH DEFINED 5000000 0 0 ENERGEN CORP COM 29265N108 1037 26000 SH DEFINED 26000 0 0 ENERGIZER HLDGS INC COM 29266R108 35304 675800 SH DEFINED 675800 0 0 ENERGY TRANSFER EQUITY L P COMUTLTDPTN 29273V100 611 24100 SH DEFINED 24100 0 0 ENERPLUS RES FD UNITTRGNEW 29274D604 505 23500 SH DEFINED 23500 0 0 ENZON PHARMACEUTICALS INC NOTE4.000%6/0 293904AE8 11263 11920000 SH DEFINED 11920000 0 0 EQUIFAX INC COM 294429105 1506 57700 SH DEFINED 57700 0 0 EQUINIX INC COMNEW 29444U502 10845 149097 SH DEFINED 149097 0 0 EQUINIX INC NOTE3.000%10/1 29444UAG1 14174 17500000 SH DEFINED 17500000 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 18750 504311 SH DEFINED 504311 0 0 EVERGREEN SOLAR INC COM 30033R108 87 40000 SH DEFINED 40000 0 0 EXELON CORP COM 30161N101 1070 20900 SH DEFINED 20900 0 0 EXPEDIA INC DEL COM 30212P105 559 37000 SH DEFINED 37000 0 0 EXPRESS SCRIPTS INC COM 302182100 21163 307819 SH DEFINED 307819 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3828 458400 SH DEFINED 458400 0 0 FPL GROUP INC COM 302571104 978 17200 SH DEFINED 17200 0 0 FTI CONSULTING INC COM 302941109 15739 310312 SH DEFINED 310312 0 0 FTI CONSULTING INC NOTE3.750%7/1 302941AB5 6776 4000000 SH DEFINED 4000000 0 0 FAIR ISAAC CORP COM 303250104 275 17800 SH DEFINED 17800 0 0 FAIRCHILD SEMICONDUCTOR INT COM 303726103 551 78800 SH DEFINED 78800 0 0 FAMILY DLR STORES INC COM 307000109 3770 133200 SH DEFINED 133200 0 0 FEDERAL REALTY INVT TR SHBENINTNEW 313747206 4347 84383 SH DEFINED 84383 0 0 FEDERATED INVS INC PA CLB 314211103 14564 604582 SH DEFINED 604582 0 0 FERRO CORP NOTE6.500%8/1 315405AL4 5025 10000000 SH DEFINED 10000000 0 0 FIDELITY NATIONAL FINANCIAL CLA 31620R105 16518 1220811 SH DEFINED 1220811 0 0 FINISAR NOTE2.500%10/1 31787AAF8 12750 17000000 SH DEFINED 17000000 0 0 FIRST HORIZON NATL CORP COM 320517105 11063 921887 SH DEFINED 921887 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 263 23070 SH DEFINED 23070 0 0 FIRSTENERGY CORP COM 337932107 1027 26500 SH DEFINED 26500 0 0 FISHER SCIENTIFIC INTL INC NOTE2.500%10/0 338032AW5 21655 12500000 SH DEFINED 12500000 0 0 FLAHERTY & CRMN/CLYMR PFD S COMSHS 338478100 129 12294 SH DEFINED 12294 0 0 FLOWERS FOODS INC COM 343498101 280 12800 SH DEFINED 12800 0 0 FORD MTR CO DEL NOTE4.250%12/1 345370CF5 13581 16000000 SH DEFINED 16000000 0 0 FOREST LABS INC COM 345838106 846 33700 SH DEFINED 33700 0 0 FOREST OIL CORP COMPAR$0.01 346091705 866 58053 SH DEFINED 58053 0 0 FORTUNE BRANDS INC COM 349631101 1171 33700 SH DEFINED 33700 0 0 FRANKLIN RES INC COM 354613101 8007 111196 SH DEFINED 111196 0 0 FREEPORT-MCMORAN COPPER & G COM 35671D857 822 16400 SH DEFINED 16400 0 0 FRONTIER OIL CORP COM 35914P105 1835 140000 SH DEFINED 140000 0 0 FUELCELL ENERGY INC COM 35952H106 104 25000 SH DEFINED 25000 0 0 GEO GROUP INC COM 36159R103 349 18800 SH DEFINED 18800 0 0 GAP INC DEL COM 364760108 1025 62500 SH DEFINED 62500 0 0 GARDNER DENVER INC COM 365558105 468 18600 SH DEFINED 18600 0 0 GEN-PROBE INC NEW COM 36866T103 26065 606456 SH DEFINED 606456 0 0 GENCORP INC SDCV2.250%11/1 368682AL4 10481 21000000 SH DEFINED 21000000 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 391 10400 SH DEFINED 10400 0 0 GENERAL DYNAMICS CORP COM 369550108 814 14700 SH DEFINED 14700 0 0 GENERAL MLS INC COM 370334104 11204 200000 SH DEFINED 200000 0 0 GENWORTH FINL INC COMCLA 37247D106 2097 300000 SH DEFINED 300000 0 0 GERDAU S A SPONSOREDADR 373737105 461 44000 SH DEFINED 44000 0 0 GIANT INTERACTIVE GROUP INC ADR 374511103 228 28100 SH DEFINED 28100 0 0 GILEAD SCIENCES INC COM 375558103 11969 255524 SH DEFINED 255524 0 0 GLAXOSMITHKLINE PLC SPONSOREDADR 37733W105 17891 506240 SH DEFINED 506240 0 0 GMX RES INC COM 38011M108 106 10000 SH DEFINED 10000 0 0 GOLD FIELDS LTD NEW SPONSOREDADR 38059T106 1044 86600 SH DEFINED 86600 0 0 GOODRICH CORP COM 382388106 9599 192100 SH DEFINED 192100 0 0 GOOGLE INC CLA 38259P508 6146 14577 SH DEFINED 14577 0 0 GOVERNMENT PPTYS INCOME TR COMSHSBENINT 38376A103 1026 50000 SH DEFINED 50000 0 0 GRAINGER W W INC COM 384802104 15122 184689 SH DEFINED 184689 0 0 GRAND CANYON ED INC COM 38526M106 5034 300000 SH DEFINED 300000 0 0 GREAT ATLANTIC & PAC TEA IN NOTE5.125%6/1 390064AJ2 23403 31995000 SH DEFINED 31995000 0 0 GREAT ATLANTIC & PAC TEA IN NOTE6.750%12/1 390064AK9 6523 10500000 SH DEFINED 10500000 0 0 GREEN MTN COFFEE ROASTERS I COM 393122106 274 4630 SH DEFINED 4630 0 0 GREENHILL & CO INC COM 395259104 278 3850 SH DEFINED 3850 0 0 GUESS INC COM 401617105 366 14200 SH DEFINED 14200 0 0 GYMBOREE CORP COM 403777105 323 9100 SH DEFINED 9100 0 0 HAEMONETICS CORP COM 405024100 593 10400 SH DEFINED 10400 0 0 HALLIBURTON CO COM 406216101 11261 544000 SH DEFINED 544000 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 981 140675 SH DEFINED 140675 0 0 HANSEN MEDICAL INC COM 411307101 2393 484500 SH DEFINED 484500 0 0 HARLEY DAVIDSON INC COM 412822108 903 55700 SH DEFINED 55700 0 0 HARMAN INTL INDS INC COM 413086109 1880 100000 SH DEFINED 100000 0 0 HASBRO INC COM 418056107 3062 126300 SH DEFINED 126300 0 0 HATTERAS FINL CORP COM 41902R103 5290 185028 SH DEFINED 185028 0 0 HEARTLAND EXPRESS INC COM 422347104 367 24900 SH DEFINED 24900 0 0 HEINZ H J CO COM 423074103 3570 100000 SH DEFINED 100000 0 0 HERSHA HOSPITALITY TR SHBENINTA 427825104 948 382111 SH DEFINED 382111 0 0 HERSHEY CO COM 427866108 1757 48800 SH DEFINED 48800 0 0 HESS CORP COM 42809H107 3698 68800 SH DEFINED 68800 0 0 HEWLETT PACKARD CO COM 428236103 6002 155300 SH DEFINED 155300 0 0 HIGHWOODS PPTYS INC COM 431284108 7786 348040 SH DEFINED 348040 0 0 HILL ROM HLDGS INC COM 431475102 795 49000 SH DEFINED 49000 0 0 HILLENBRAND INC COM 431571108 326 19600 SH DEFINED 19600 0 0 HOLOGIC INC COM 436440101 7282 511740 SH DEFINED 511740 0 0 HOLOGIC INC FRNT2.000%12/1 436440AA9 16374 23000000 SH DEFINED 23000000 0 0 HOME DEPOT INC COM 437076102 1933 81800 SH DEFINED 81800 0 0 HOME PROPERTIES INC COM 437306103 3069 90000 SH DEFINED 90000 0 0 HONDA MOTOR LTD AMERNSHS 438128308 1043 38100 SH DEFINED 38100 0 0 HONEYWELL INTL INC COM 438516106 43851 1396540 SH DEFINED 1396540 0 0 HORNBECK OFFSHORE SVCS INC COM 440543106 492 23000 SH DEFINED 23000 0 0 HUB GROUP INC CLA 443320106 4355 211008 SH DEFINED 211008 0 0 HUBBELL INC CLB 443510201 558 17400 SH DEFINED 17400 0 0 HUTCHINSON TECHNOLOGY INC NOTE2.250%3/1 448407AE6 5610 6000000 SH DEFINED 6000000 0 0 HUTCHINSON TECHNOLOGY INC NOTE3.250%1/1 448407AF3 8800 20000000 SH DEFINED 20000000 0 0 IESI BFC LTD COM 44951D108 4273 366800 SH DEFINED 366800 0 0 IBERIABANK CORP COM 450828108 1970 50000 SH DEFINED 50000 0 0 IAMGOLD CORP COM 450913108 293 29000 SH DEFINED 29000 0 0 ICONIX BRAND GROUP INC COM 451055107 154 10000 SH DEFINED 10000 0 0 ILLINOIS TOOL WKS INC COM 452308109 568 15200 SH DEFINED 15200 0 0 IMMUNOGEN INC COM 45253H101 499 58000 SH DEFINED 58000 0 0 INGRAM MICRO INC CLA 457153104 943 53900 SH DEFINED 53900 0 0 INLAND REAL ESTATE CORP COMNEW 457461200 2497 356700 SH DEFINED 356700 0 0 INTEGRATED DEVICE TECHNOLOG COM 458118106 324 53600 SH DEFINED 53600 0 0 INTEL CORP COM 458140100 4412 266600 SH DEFINED 266600 0 0 INTERACTIVE DATA CORP COM 45840J107 269 11610 SH DEFINED 11610 0 0 INTERACTIVE BROKERS GROUP I COM 45841N107 288 18520 SH DEFINED 18520 0 0 INTERNATIONAL BUSINESS MACH COM 459200101 2840 27200 SH DEFINED 27200 0 0 INTL PAPER CO COM 460146103 755 49900 SH DEFINED 49900 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2432 481600 SH DEFINED 481600 0 0 INTERSIL CORP CLA 46069S109 611 48600 SH DEFINED 48600 0 0 ION GEOPHYSICAL CORP COM 462044108 2570 1000000 SH DEFINED 1000000 0 0 ISHARES INC MSCITAIWAN 464286731 605 60000 SH DEFINED 60000 0 0 ISHARES INC MSCIJAPAN 464286848 37720 4000000 SH DEFINED 4000000 0 0 ISHARES TR BARCLYSTIPSBD 464287176 305 3000 SH DEFINED 3000 0 0 ISHARES TR BARCLYSUSAGGB 464287226 1788 17500 SH DEFINED 17500 0 0 ISHARES TR MSCIEMERGMKT 464287234 10185 316000 SH DEFINED 316000 0 0 ISHARES TR IBOXXINVCPBD 464287242 2362 23555 SH DEFINED 23555 0 0 ISHARES TR BARCLYS20+YR 464287432 5258 55600 SH DEFINED 55600 0 0 ISHARES TR RUSSELL3000 464287689 539 10000 SH DEFINED 10000 0 0 ISHARES TR DJHOMECONSTN 464288752 226 23000 SH DEFINED 23000 0 0 ISIS PHARMACEUTICALS INC DE NOTE2.625%2/1 464337AE4 2425 2000000 SH DEFINED 2000000 0 0 ITC HLDGS CORP COM 465685105 279 6150 SH DEFINED 6150 0 0 JPMORGAN CHASE & CO COM 46625H100 9179 269100 SH DEFINED 269100 0 0 J2 GLOBAL COMMUNICATIONS IN COMNEW 46626E205 248 11000 SH DEFINED 11000 0 0 JABIL CIRCUIT INC COM 466313103 246 33200 SH DEFINED 33200 0 0 JACK IN THE BOX INC COM 466367109 335 14900 SH DEFINED 14900 0 0 JETBLUE AIRWAYS CORP COM 477143101 1087 254522 SH DEFINED 254522 0 0 JETBLUE AIRWAYS CORP DBCV6.750%10/1 477143AF8 4206 4000000 SH DEFINED 4000000 0 0 JOHNSON CTLS INC UNIT99/99/9999 478366602 77315 714640 SH DEFINED 714640 0 0 JOS A BANK CLOTHIERS INC COM 480838101 2412 70000 SH DEFINED 70000 0 0 JOY GLOBAL INC COM 481165108 354 9900 SH DEFINED 9900 0 0 KANSAS CITY SOUTHERN COMNEW 485170302 1458 90500 SH DEFINED 90500 0 0 KENDLE INTERNATIONAL INC NOTE3.375%7/1 48880LAA5 10875 14500000 SH DEFINED 14500000 0 0 KIMBERLY CLARK CORP COM 494368103 3943 75200 SH DEFINED 75200 0 0 KINETIC CONCEPTS INC COMNEW 49460W208 978 35900 SH DEFINED 35900 0 0 KING PHARMACEUTICALS INC COM 495582108 438 45500 SH DEFINED 45500 0 0 KITE RLTY GROUP TR COM 49803T102 3353 1148324 SH DEFINED 1148324 0 0 KNIGHT TRANSN INC COM 499064103 442 26700 SH DEFINED 26700 0 0 KOHLS CORP COM 500255104 1112 26000 SH DEFINED 26000 0 0 KONINKLIJKE PHILIPS ELECTRS NYREGSHNEW 500472303 437 23700 SH DEFINED 23700 0 0 KRAFT FOODS INC CLA 50075N104 2319 91500 SH DEFINED 91500 0 0 KROGER CO COM 501044101 56552 2564695 SH DEFINED 2564695 0 0 LG DISPLAY CO LTD SPONSADRREP 50186V102 1083 86700 SH DEFINED 86700 0 0 LSI CORPORATION COM 502161102 2964 650000 SH DEFINED 650000 0 0 LTC PPTYS INC COM 502175102 511 25000 SH DEFINED 25000 0 0 L-3 COMMUNICATIONS CORP DEBT3.000%8/0 502413AW7 961 1000000 SH DEFINED 1000000 0 0 LAS VEGAS SANDS CORP COM 517834107 786 100000 SH DEFINED 100000 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1880 1000000 SH DEFINED 1000000 0 0 LEAP WIRELESS INTL INC COMNEW 521863308 6507 197600 SH DEFINED 197600 0 0 LEGG MASON INC UNIT99/99/9999 524901303 21123 836225 SH DEFINED 836225 0 0 LENDER PROCESSING SVCS INC COM 52602E102 2087 75169 SH DEFINED 75169 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3093 2048330 SH DEFINED 2048330 0 0 LEVEL 3 COMMUNICATIONS INC NOTE5.250%12/1 52729NBF6 10595 13000000 SH DEFINED 13000000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE3.500%6/1 52729NBK5 2341 3296000 SH DEFINED 3296000 0 0 LEXINGTON REALTY TRUST COM 529043101 746 219390 SH DEFINED 219390 0 0 LEXMARK INTL NEW CLA 529771107 456 28800 SH DEFINED 28800 0 0 LIBERTY ALL STAR EQUITY FD SHBENINT 530158104 172 50000 SH DEFINED 50000 0 0 LIBERTY GLOBAL INC COMSERA 530555101 2384 150000 SH DEFINED 150000 0 0 LIBERTY MEDIA CORP NEW CAPCOMSERA 53071M302 2062 152100 SH DEFINED 152100 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 22415 537264 SH DEFINED 537264 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 606 23100 SH DEFINED 23100 0 0 LIHIR GOLD LTD SPONSOREDADR 532349107 618 26600 SH DEFINED 26600 0 0 LILLY ELI & CO COM 532457108 2030 58600 SH DEFINED 58600 0 0 LINCARE HLDGS INC COM 532791100 602 25600 SH DEFINED 25600 0 0 LINEAR TECHNOLOGY CORP NOTE3.125%5/0 535678AD8 25416 26000000 SH DEFINED 26000000 0 0 LIVE NATION INC COM 538034109 1489 306311 SH DEFINED 306311 0 0 LOCKHEED MARTIN CORP COM 539830109 1000 12400 SH DEFINED 12400 0 0 LORILLARD INC COM 544147101 9837 145156 SH DEFINED 145156 0 0 LOWES COS INC COM 548661107 7446 383600 SH DEFINED 383600 0 0 LUBRIZOL CORP COM 549271104 5095 107700 SH DEFINED 107700 0 0 LUCENT TECHNOLOGIES INC DBCV2.875%6/1 549463AH0 27028 38000000 SH DEFINED 38000000 0 0 LUNA INNOVATIONS COM 550351100 20 38290 SH DEFINED 38290 0 0 M D C HLDGS INC COM 552676108 3788 125800 SH DEFINED 125800 0 0 MDU RES GROUP INC COM 552690109 1036 54600 SH DEFINED 54600 0 0 MEMC ELECTR MATLS INC COM 552715104 7389 414884 SH DEFINED 414884 0 0 MGM MIRAGE COM 552953101 958 150000 SH DEFINED 150000 0 0 MKS INSTRUMENT INC COM 55306N104 278 21100 SH DEFINED 21100 0 0 MACERICH CO COM 554382101 4085 231978 SH DEFINED 231978 0 0 MACK CALI RLTY CORP COM 554489104 3250 142547 SH DEFINED 142547 0 0 MACYS INC COM 55616P104 2742 233200 SH DEFINED 233200 0 0 MAGELLAN HEALTH SVCS INC COMNEW 559079207 8290 252600 SH DEFINED 252600 0 0 MAGMA DESIGN AUTOMATION NOTE2.000%5/1 559181AC6 1785 2100000 SH DEFINED 2100000 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 1144 32150 SH DEFINED 32150 0 0 MASTERCARD INC CLA 57636Q104 39176 234151 SH DEFINED 234151 0 0 MAXTOR CORP NOTE2.375%8/1 577729AE6 17312 20000000 SH DEFINED 20000000 0 0 MCAFEE INC COM 579064106 304 7200 SH DEFINED 7200 0 0 MCDONALDS CORP COM 580135101 3507 61000 SH DEFINED 61000 0 0 MCMORAN EXPLORATION CO COM 582411104 3487 585000 SH DEFINED 585000 0 0 MEDAREX INC COM 583916101 2965 355040 SH DEFINED 355040 0 0 MEDICIS PHARMACEUTICAL CORP NOTE2.500%6/0 58470KAA2 17969 21000000 SH DEFINED 21000000 0 0 MEDTRONIC INC NOTE1.500%4/1 585055AL0 9674 10000000 SH DEFINED 10000000 0 0 MEDTRONIC INC NOTE1.625%4/1 585055AM8 7823 8500000 SH DEFINED 8500000 0 0 MENS WEARHOUSE INC COM 587118100 247 12900 SH DEFINED 12900 0 0 MENTOR GRAPHICS CORP SDCV6.250%3/0 587200AF3 14838 19000000 SH DEFINED 19000000 0 0 MERCK & CO INC COM 589331107 7039 251768 SH DEFINED 251768 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 4516 200000 SH DEFINED 200000 0 0 METHANEX CORP COM 59151K108 271 22100 SH DEFINED 22100 0 0 METROPCS COMMUNICATIONS INC COM 591708102 1331 100000 SH DEFINED 100000 0 0 MICROS SYS INC COM 594901100 254 10050 SH DEFINED 10050 0 0 MICROSOFT CORP COM 594918104 2757 116000 SH DEFINED 116000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1168 51800 SH DEFINED 51800 0 0 MICRON TECHNOLOGY INC COM 595112103 652 128873 SH DEFINED 128873 0 0 MICRON TECHNOLOGY INC NOTE1.875%6/0 595112AH6 34724 59000000 SH DEFINED 59000000 0 0 MILLIPORE CORP COM 601073109 1959 27900 SH DEFINED 27900 0 0 MIRANT CORP NEW COM 60467R100 875 55600 SH DEFINED 55600 0 0 MOLINA HEALTHCARE INC COM 60855R100 6064 253528 SH DEFINED 253528 0 0 MOLINA HEALTHCARE INC NOTE3.750%10/0 60855RAA8 9724 12000000 SH DEFINED 12000000 0 0 MOODYS CORP COM 615369105 22081 838000 SH DEFINED 838000 0 0 MORGAN STANLEY COMNEW 617446448 4419 155000 SH DEFINED 155000 0 0 MURPHY OIL CORP COM 626717102 1130 20800 SH DEFINED 20800 0 0 MYLAN INC COM 628530107 13194 1011064 SH DEFINED 1011064 0 0 MYLAN INC NOTE1.250%3/1 628530AG2 6375 7250000 SH DEFINED 7250000 0 0 MYRIAD GENETICS INC COM 62855J104 261 7320 SH DEFINED 7320 0 0 NII HLDGS INC CLBNEW 62913F201 294 15400 SH DEFINED 15400 0 0 NRG ENERGY INC COMNEW 629377508 19531 752350 SH DEFINED 752350 0 0 NVR INC COM 62944T105 7813 15552 SH DEFINED 15552 0 0 NYSE EURONEXT COM 629491101 245 9000 SH DEFINED 9000 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1043 28900 SH DEFINED 28900 0 0 NATIONAL OILWELL VARCO INC COM 637071101 3781 115759 SH DEFINED 115759 0 0 NATIONAL RETAIL PROPERTIES COM 637417106 4209 242600 SH DEFINED 242600 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 138 11000 SH DEFINED 11000 0 0 NEOGEN CORP COM 640491106 580 20000 SH DEFINED 20000 0 0 NET 1 UEPS TECHNOLOGIES INC COMNEW 64107N206 243 17900 SH DEFINED 17900 0 0 NET SERVICOS DE COMUNICACAO SPONSDADRNEW 64109T201 4655 477913 SH DEFINED 477913 0 0 NETFLIX INC COM 64110L106 683 16530 SH DEFINED 16530 0 0 NEUSTAR INC CLA 64126X201 319 14400 SH DEFINED 14400 0 0 NEW JERSEY RES COM 646025106 1019 27500 SH DEFINED 27500 0 0 NEWELL RUBBERMAID INC COM 651229106 13065 1255039 SH DEFINED 1255039 0 0 NEWELL RUBBERMAID INC NOTE5.500%3/1 651229AH9 1410 1000000 SH DEFINED 1000000 0 0 NEWFIELD EXPL CO COM 651290108 1928 59000 SH DEFINED 59000 0 0 NEWMARKET CORP COM 651587107 741 11000 SH DEFINED 11000 0 0 NEWMONT MINING CORP COM 651639106 1524 37300 SH DEFINED 37300 0 0 NEWMONT MINING CORP NOTE3.000%2/1 651639AK2 1694 1500000 SH DEFINED 1500000 0 0 NEWPORT CORP NOTE2.500%2/1 651824AB0 7800 10000000 SH DEFINED 10000000 0 0 NEWS CORP CLA 65248E104 3686 404600 SH DEFINED 404600 0 0 NEXEN INC COM 65334H102 468 21600 SH DEFINED 21600 0 0 NICHOLAS APPLEGATE EQT CONV COM 65370K100 249 17500 SH DEFINED 17500 0 0 NICOR INC COM 654086107 1014 29300 SH DEFINED 29300 0 0 NIKE INC CLB 654106103 11373 219640 SH DEFINED 219640 0 0 NISSAN MOTORS SPONSOREDADR 654744408 546 45200 SH DEFINED 45200 0 0 NORDSON CORP COM 655663102 653 16900 SH DEFINED 16900 0 0 NORTHERN TR CORP COM 665859104 30399 566300 SH DEFINED 566300 0 0 NORTHROP GRUMMAN CORP COM 666807102 5020 109900 SH DEFINED 109900 0 0 NORTHWEST NAT GAS CO COM 667655104 638 14400 SH DEFINED 14400 0 0 NORTHWESTERN CORP COMNEW 668074305 564 24800 SH DEFINED 24800 0 0 NOVATEL WIRELESS INC COMNEW 66987M604 2256 250100 SH DEFINED 250100 0 0 NOVARTIS A G SPONSOREDADR 66987V109 494 12100 SH DEFINED 12100 0 0 NOVELLUS SYS INC COM 670008101 658 39400 SH DEFINED 39400 0 0 NSTAR COM 67019E107 1066 33200 SH DEFINED 33200 0 0 NVIDIA CORP COM 67066G104 3465 306900 SH DEFINED 306900 0 0 NUVEEN QUALITY PFD INCOME F COM 67071S101 64 11600 SH DEFINED 11600 0 0 NUVEEN MULTI STRAT INC & GR COM 67073B106 319 56960 SH DEFINED 56960 0 0 OM GROUP INC COM 670872100 775 26700 SH DEFINED 26700 0 0 OSI PHARMACEUTICALS INC COM 671040103 7368 261010 SH DEFINED 261010 0 0 OSI PHARMACEUTICALS INC NOTE3.250%9/0 671040AD5 10285 12500000 SH DEFINED 12500000 0 0 OSI PHARMACEUTICALS INC SDCV3.000%1/1 671040AH6 16223 20500000 SH DEFINED 20500000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 4801 72952 SH DEFINED 72952 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 270 6760 SH DEFINED 6760 0 0 OLD REP INTL CORP NOTE8.000%5/1 680223AF1 29473 28845000 SH DEFINED 28845000 0 0 OMNICARE INC COM 681904108 327 12700 SH DEFINED 12700 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 4921 317105 SH DEFINED 317105 0 0 ON SEMICONDUCTOR CORP COM 682189105 7505 1094000 SH DEFINED 1094000 0 0 ON SEMICONDUCTOR CORP NOTE2.625%12/1 682189AG0 1339 1500000 SH DEFINED 1500000 0 0 ORACLE CORP COM 68389X105 465 21700 SH DEFINED 21700 0 0 ORMAT TECHNOLOGIES INC COM 686688102 272 6750 SH DEFINED 6750 0 0 OWENS ILL INC COMNEW 690768403 457 16300 SH DEFINED 16300 0 0 PG&E CORP COM 69331C108 1049 27300 SH DEFINED 27300 0 0 PICO HLDGS INC COMNEW 693366205 3387 118000 SH DEFINED 118000 0 0 PMC-SIERRA INC COM 69344F106 273 34340 SH DEFINED 34340 0 0 PACTIV CORP COM 695257105 1135 52300 SH DEFINED 52300 0 0 PALL CORP COM 696429307 9376 353000 SH DEFINED 353000 0 0 PANASONIC CORP ADR 69832A205 398 29700 SH DEFINED 29700 0 0 PAPA JOHNS INTL INC COM 698813102 431 17400 SH DEFINED 17400 0 0 PARKER HANNIFIN CORP COM 701094104 17330 403400 SH DEFINED 403400 0 0 PATRIOT COAL CORP COM 70336T104 332 52000 SH DEFINED 52000 0 0 PATTERSON UTI ENERGY INC COM 703481101 1789 139110 SH DEFINED 139110 0 0 PENN NATL GAMING INC COM 707569109 1223 42000 SH DEFINED 42000 0 0 PENTAIR INC COM 709631105 2306 90000 SH DEFINED 90000 0 0 PEPSICO INC COM 713448108 85538 1556375 SH DEFINED 1556375 0 0 PERKINELMER INC COM 714046109 10548 606200 SH DEFINED 606200 0 0 PETRO-CDA COM 71644E102 15353 399607 SH DEFINED 399607 0 0 PETROHAWK ENERGY CORP COM 716495106 266 11938 SH DEFINED 11938 0 0 PETROLEO BRASILEIRO SA PETR SPONSOREDADR 71654V408 533 13000 SH DEFINED 13000 0 0 PETSMART INC COM 716768106 9181 427800 SH DEFINED 427800 0 0 PFIZER INC COM 717081103 15155 1010319 SH DEFINED 1010319 0 0 PHILIP MORRIS INTL INC COM 718172109 61658 1413534 SH DEFINED 1413534 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 416 14500 SH DEFINED 14500 0 0 PIMCO FLOATING RATE INCOME COM 72201H108 469 55190 SH DEFINED 55190 0 0 PIMCO FLOATING RATE STRTGY COM 72201J104 529 70600 SH DEFINED 70600 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 4769 358000 SH DEFINED 358000 0 0 PLAYBOY ENTERPRISES INC NOTE3.000%3/1 728117AB8 7300 10000000 SH DEFINED 10000000 0 0 POLARIS INDS INC COM 731068102 3796 118191 SH DEFINED 118191 0 0 POWERSHS DB MULTI SECT COMM DBAGRICULTFD 73936B408 585 23000 SH DEFINED 23000 0 0 PRAXAIR INC COM 74005P104 5330 75000 SH DEFINED 75000 0 0 PRICELINE COM INC COMNEW 741503403 1696 15205 SH DEFINED 15205 0 0 PRIDE INTL INC DEL COM 74153Q102 4659 185900 SH DEFINED 185900 0 0 PRINCIPAL FINANCIAL GROUP I COM 74251V102 3806 202000 SH DEFINED 202000 0 0 PROCTER & GAMBLE CO COM 742718109 75053 1468747 SH DEFINED 1468747 0 0 PROGRESS ENERGY INC COM 743263105 1755 46400 SH DEFINED 46400 0 0 PROLOGIS NOTE2.250%4/0 743410AQ5 16640 20671000 SH DEFINED 20671000 0 0 PROLOGIS NOTE2.625%5/1 743410AS1 15910 21500000 SH DEFINED 21500000 0 0 PROSHARES TR PSHSULTSH20YRS 74347R297 703 13800 SH DEFINED 13800 0 0 PROSHARES TR PSHSULSHTSP500 74347R883 1079 19500 SH DEFINED 19500 0 0 PROTECTIVE LIFE CORP COM 743674103 4576 400000 SH DEFINED 400000 0 0 PROTEIN DESIGN LABS INC NOTE2.000%2/1 74369LAF0 35490 41500000 SH DEFINED 41500000 0 0 PRUDENTIAL FINL INC COM 744320102 31938 858100 SH DEFINED 858100 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1057 32400 SH DEFINED 32400 0 0 PUBLIC STORAGE COM 74460D109 8455 129117 SH DEFINED 129117 0 0 PULTE HOMES INC COM 745867101 796 90121 SH DEFINED 90121 0 0 QUALCOMM INC COM 747525103 5606 124029 SH DEFINED 124029 0 0 QWEST COMMUNICATIONS INTL I COM 749121109 4193 1010436 SH DEFINED 1010436 0 0 QWEST COMMUNICATIONS INTL I NOTE3.500%11/1 749121BY4 40334 41000000 SH DEFINED 41000000 0 0 RLI CORP COM 749607107 7919 176764 SH DEFINED 176764 0 0 RADISYS CORP NOTE2.750%2/1 750459AE9 14124 16126000 SH DEFINED 16126000 0 0 RALCORP HLDGS INC NEW COM 751028101 272 4470 SH DEFINED 4470 0 0 RANGE RES CORP COM 75281A109 6769 163459 SH DEFINED 163459 0 0 RAYTHEON CO COMNEW 755111507 1004 22600 SH DEFINED 22600 0 0 REALTY INCOME CORP COM 756109104 1913 87280 SH DEFINED 87280 0 0 RED ROBIN GOURMET BURGERS I COM 75689M101 938 50000 SH DEFINED 50000 0 0 REDWOOD TR INC COM 758075402 5621 380860 SH DEFINED 380860 0 0 REGAL BELOIT CORP COM 758750103 6995 176111 SH DEFINED 176111 0 0 REGIS CORP MINN COM 758932107 653 37500 SH DEFINED 37500 0 0 RENT A CTR INC NEW COM 76009N100 571 32000 SH DEFINED 32000 0 0 RETAIL HOLDRS TR DEPRCPT 76127U101 19561 252500 SH DEFINED 252500 0 0 REYNOLDS AMERICAN INC COM 761713106 1066 27600 SH DEFINED 27600 0 0 RITE AID CORP COM 767754104 755 500000 SH DEFINED 500000 0 0 RITE AID CORP NOTE8.500%5/1 767754BU7 2078 2500000 SH DEFINED 2500000 0 0 RIVUS BOND FUND COM 769667106 479 30042 SH DEFINED 30042 0 0 ROCK-TENN CO CLA 772739207 717 18800 SH DEFINED 18800 0 0 ROPER INDS INC NEW COM 776696106 11433 252339 SH DEFINED 252339 0 0 ROSETTA RESOURCES INC COM 777779307 408 46600 SH DEFINED 46600 0 0 ROSS STORES INC COM 778296103 448 11600 SH DEFINED 11600 0 0 ROYAL DUTCH SHELL PLC SPONSADRA 780259206 637 12700 SH DEFINED 12700 0 0 ROYAL GOLD INC COM 780287108 577 13830 SH DEFINED 13830 0 0 RUDDICK CORP COM 781258108 776 33100 SH DEFINED 33100 0 0 SAIC INC COM 78390X101 807 43500 SH DEFINED 43500 0 0 SPDR TR UNITSER1 78462F103 1272 13839 SH DEFINED 13839 0 0 SPX CORP COM 784635104 2976 60762 SH DEFINED 60762 0 0 SPDR GOLD TRUST GOLDSHS 78463V107 1824 20000 SH DEFINED 20000 0 0 SPDR SERIES TRUST BARCLYCNVETF 78464A359 273 8513 SH DEFINED 8513 0 0 SPDR SERIES TRUST BARCLCAPTIPS 78464A656 224 4500 SH DEFINED 4500 0 0 SPDR SERIES TRUST S&PHOMEBUILD 78464A888 352 30000 SH DEFINED 30000 0 0 SRA INTL INC CLA 78464R105 18498 1053409 SH DEFINED 1053409 0 0 SAKS INC NOTE2.000%3/1 79377WAL2 999 1500000 SH DEFINED 1500000 0 0 SANDERSON FARMS INC COM 800013104 16172 359371 SH DEFINED 359371 0 0 SANDISK CORP NOTE1.000%5/1 80004CAC5 4410 7000000 SH DEFINED 7000000 0 0 SANDRIDGE ENERGY INC COM 80007P307 6390 749965 SH DEFINED 749965 0 0 SARA LEE CORP COM 803111103 1005 103000 SH DEFINED 103000 0 0 SASOL LTD SPONSOREDADR 803866300 714 20500 SH DEFINED 20500 0 0 SATCON TECHNOLOGY CORP COM 803893106 73 40400 SH DEFINED 40400 0 0 SAVVIS INC NOTE3.000%5/1 805423AA8 9030 12000000 SH DEFINED 12000000 0 0 SCHEIN HENRY INC NOTE3.000%8/1 806407AB8 10648 9500000 SH DEFINED 9500000 0 0 SCHLUMBERGER LTD COM 806857108 6457 119336 SH DEFINED 119336 0 0 SCHOLASTIC CORP COM 807066105 564 28500 SH DEFINED 28500 0 0 SCIENTIFIC GAMES CORP CLA 80874P109 4731 300000 SH DEFINED 300000 0 0 SCRIPPS NETWORKS INTERACT I CLACOM 811065101 420 15100 SH DEFINED 15100 0 0 SEACOR HOLDINGS INC COM 811904101 1038 13800 SH DEFINED 13800 0 0 SEALED AIR CORP NEW COM 81211K100 991 53700 SH DEFINED 53700 0 0 SEATTLE GENETICS INC COM 812578102 5452 560904 SH DEFINED 560904 0 0 SELECT SECTOR SPDR TR SBICONSSTPLS 81369Y308 5865 255100 SH DEFINED 255100 0 0 SELECT COMFORT CORP COM 81616X103 307 365638 SH DEFINED 365638 0 0 SELECTIVE INS GROUP INC COM 816300107 3225 252519 SH DEFINED 252519 0 0 SEMTECH CORP COM 816850101 248 15600 SH DEFINED 15600 0 0 SENIOR HSG PPTYS TR SHBENINT 81721M109 3359 205850 SH DEFINED 205850 0 0 SEPRACOR INC COM 817315104 426 24600 SH DEFINED 24600 0 0 SERVICE CORP INTL COM 817565104 384 70000 SH DEFINED 70000 0 0 SHAW GROUP INC COM 820280105 5756 210000 SH DEFINED 210000 0 0 SILICONWARE PRECISION INDS SPONSDADRSPL 827084864 820 132300 SH DEFINED 132300 0 0 SIMON PPTY GROUP INC NEW COM 828806109 11405 221763 SH DEFINED 221763 0 0 SINCLAIR BROADCAST GROUP IN CLA 829226109 545 281024 SH DEFINED 281024 0 0 SKYWEST INC COM 830879102 466 45700 SH DEFINED 45700 0 0 SMITH & WESSON HLDG CORP COM 831756101 568 100000 SH DEFINED 100000 0 0 SMITH INTL INC COM 832110100 10481 407040 SH DEFINED 407040 0 0 SMITHFIELD FOODS INC NOTE4.000%6/3 832248AR9 11087 12500000 SH DEFINED 12500000 0 0 SMUCKER J M CO COMNEW 832696405 4424 90908 SH DEFINED 90908 0 0 SOLUTIA INC COMNEW 834376501 115 20000 SH DEFINED 20000 0 0 SONY CORP ADRNEW 835699307 393 15200 SH DEFINED 15200 0 0 SPRINT NEXTEL CORP COMSER1 852061100 3450 717300 SH DEFINED 717300 0 0 STAPLES INC COM 855030102 15733 780000 SH DEFINED 780000 0 0 STEEL DYNAMICS INC COM 858119100 8985 610000 SH DEFINED 610000 0 0 STERICYCLE INC COM 858912108 526 10200 SH DEFINED 10200 0 0 STERIS CORP COM 859152100 587 22500 SH DEFINED 22500 0 0 STERLITE INDS INDIA LTD ADS 859737207 321 25800 SH DEFINED 25800 0 0 SUNPOWER CORP COMCLA 867652109 4289 161000 SH DEFINED 161000 0 0 SUNPOWER CORP DBCV1.250%2/1 867652AA7 13532 17500000 SH DEFINED 17500000 0 0 SUNTRUST BKS INC COM 867914103 10373 630600 SH DEFINED 630600 0 0 SUPERVALU INC COM 868536103 545 42100 SH DEFINED 42100 0 0 SYBASE INC COM 871130100 902 28790 SH DEFINED 28790 0 0 SYMANTEC CORP COM 871503108 3619 232600 SH DEFINED 232600 0 0 SYNAPTICS INC COM 87157D109 7730 200000 SH DEFINED 200000 0 0 SYNOPSYS INC COM 871607107 806 41300 SH DEFINED 41300 0 0 THQ INC COMNEW 872443403 379 52900 SH DEFINED 52900 0 0 TJX COS INC NEW COM 872540109 6960 221219 SH DEFINED 221219 0 0 TLC VISION CORP COM 872549100 228 916046 SH DEFINED 916046 0 0 TW TELECOM INC COM 87311L104 245 23880 SH DEFINED 23880 0 0 TAIWAN SEMICONDUCTOR MFG LT SPONSOREDADR 874039100 2697 286600 SH DEFINED 286600 0 0 TAKE-TWO INTERACTIVE SOFTWA COM 874054109 2323 245250 SH DEFINED 245250 0 0 TAKE-TWO INTERACTIVE SOFTWA NOTE4.375%6/0 874054AA7 5468 5000000 SH DEFINED 5000000 0 0 TALEO CORP CLA 87424N104 4568 250000 SH DEFINED 250000 0 0 TALISMAN ENERGY INC COM 87425E103 583 40800 SH DEFINED 40800 0 0 TANGER FACTORY OUTLET CTRS COM 875465106 6383 196820 SH DEFINED 196820 0 0 TARGET CORP COM 87612E106 18429 466900 SH DEFINED 466900 0 0 TASER INTL INC COM 87651B104 912 200000 SH DEFINED 200000 0 0 TECH DATA CORP COM 878237106 1093 33400 SH DEFINED 33400 0 0 TECH DATA CORP DBCV2.750%12/1 878237AE6 6984 7500000 SH DEFINED 7500000 0 0 TELLABS INC COM 879664100 1121 195600 SH DEFINED 195600 0 0 TERADYNE INC NOTE4.500%3/1 880770AE2 7204 5000000 SH DEFINED 5000000 0 0 TERNIUM SA SPONADR 880890108 371 21500 SH DEFINED 21500 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 579 22900 SH DEFINED 22900 0 0 TEXAS INSTRS INC COM 882508104 3485 163600 SH DEFINED 163600 0 0 TEXTRON INC COM 883203101 19012 1968108 SH DEFINED 1968108 0 0 THERAVANCE INC NOTE3.000%1/1 88338TAA2 7126 9500000 SH DEFINED 9500000 0 0 THERMO FISHER SCIENTIFIC IN COM 883556102 1219 29900 SH DEFINED 29900 0 0 THOMAS & BETTS CORP COM 884315102 222 7700 SH DEFINED 7700 0 0 THOMAS PPTYS GROUP INC COM 884453101 751 478042 SH DEFINED 478042 0 0 3M CO COM 88579Y101 31908 530919 SH DEFINED 530919 0 0 TIDEWATER INC COM 886423102 677 15800 SH DEFINED 15800 0 0 TIME WARNER INC COMNEW 887317303 21635 858882 SH DEFINED 858882 0 0 TIME WARNER TELECOM INC DBCV2.375%4/0 887319AC5 3739 4500000 SH DEFINED 4500000 0 0 TIME WARNER CABLE INC COM 88732J207 11110 350813 SH DEFINED 350813 0 0 TIVO INC COM 888706108 12576 1200000 SH DEFINED 1200000 0 0 TOTAL S A SPONSOREDADR 89151E109 1079 19900 SH DEFINED 19900 0 0 TRACTOR SUPPLY CO COM 892356106 4132 100000 SH DEFINED 100000 0 0 TRANSATLANTIC HLDGS INC COM 893521104 8744 201800 SH DEFINED 201800 0 0 TRANSDIGM GROUP INC COM 893641100 266 7360 SH DEFINED 7360 0 0 TRAVELERS COMPANIES INC COM 89417E109 10364 252535 SH DEFINED 252535 0 0 TRICO MARINE SERVICES INC NOTE3.000%1/1 896106AQ4 552 2000000 SH DEFINED 2000000 0 0 TRINITY INDS INC COM 896522109 631 46300 SH DEFINED 46300 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 4248 800000 SH DEFINED 800000 0 0 TUTOR PERINI CORP COM 901109108 536 30900 SH DEFINED 30900 0 0 2020 CHINACAP ACQUIRCO INC COM 90212G109 117 15000 SH DEFINED 15000 0 0 TYSON FOODS INC CLA 902494103 9371 743123 SH DEFINED 743123 0 0 TYSON FOODS INC NOTE3.250%10/1 902494AP8 15232 15000000 SH DEFINED 15000000 0 0 UGI CORP NEW COM 902681105 918 36000 SH DEFINED 36000 0 0 US BANCORP DEL COMNEW 902973304 8605 480200 SH DEFINED 480200 0 0 URS CORP NEW COM 903236107 421 8500 SH DEFINED 8500 0 0 UNION PAC CORP COM 907818108 27181 522103 SH DEFINED 522103 0 0 UNITED STATES STL CORP NEW NOTE4.000%5/1 912909AE8 13945 10647000 SH DEFINED 10647000 0 0 UNITED STATIONERS INC COM 913004107 551 15800 SH DEFINED 15800 0 0 UNITED TECHNOLOGIES CORP COM 913017109 25773 496019 SH DEFINED 496019 0 0 UNITED THERAPEUTICS CORP DE COM 91307C102 269 3230 SH DEFINED 3230 0 0 UNITEDHEALTH GROUP INC COM 91324P102 8028 321360 SH DEFINED 321360 0 0 UNIVERSAL HLTH SVCS INC CLB 913903100 332 6800 SH DEFINED 6800 0 0 UNUM GROUP COM 91529Y106 9606 605700 SH DEFINED 605700 0 0 URBAN OUTFITTERS INC COM 917047102 4174 200000 SH DEFINED 200000 0 0 UTSTARCOM INC COM 918076100 16 10000 SH DEFINED 10000 0 0 V F CORP COM 918204108 2806 50700 SH DEFINED 50700 0 0 VAIL RESORTS INC COM 91879Q109 684 25500 SH DEFINED 25500 0 0 VALEANT PHARMACEUTICALS INT COM 91911X104 306 11890 SH DEFINED 11890 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1922 113800 SH DEFINED 113800 0 0 VALUECLICK INC COM 92046N102 3682 350000 SH DEFINED 350000 0 0 VAN KAMPEN BD FD COM 920955101 241 14090 SH DEFINED 14090 0 0 VAN KAMPEN SENIOR INCOME TR COM 920961109 128 40000 SH DEFINED 40000 0 0 VANGUARD BD INDEX FD INC TOTALBNDMRKT 921937835 777 10000 SH DEFINED 10000 0 0 VARIAN SEMICONDUCTOR EQUIPM COM 922207105 1005 41873 SH DEFINED 41873 0 0 VECTOR GROUP LTD COM 92240M108 722 50504 SH DEFINED 50504 0 0 VENTAS INC COM 92276F100 10568 353905 SH DEFINED 353905 0 0 VERIFONE HLDGS INC NOTE1.375%6/1 92342YAB5 7300 10000000 SH DEFINED 10000000 0 0 VERISIGN INC COM 92343E102 42740 2312782 SH DEFINED 2312782 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 9754 317400 SH DEFINED 317400 0 0 VIACOM INC NEW CLB 92553P201 3582 157800 SH DEFINED 157800 0 0 VIRGIN MEDIA INC COM 92769L101 1404 150200 SH DEFINED 150200 0 0 VISA INC COMCLA 92826C839 15565 250000 SH DEFINED 250000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 489 72000 SH DEFINED 72000 0 0 VORNADO RLTY TR SHBENINT 929042109 13111 291151 SH DEFINED 291151 0 0 VORNADO RLTY TR DBCV2.850%4/0 929042AC3 26714 30750000 SH DEFINED 30750000 0 0 WGL HLDGS INC COM 92924F106 554 17300 SH DEFINED 17300 0 0 WABCO HLDGS INC COM 92927K102 476 26900 SH DEFINED 26900 0 0 WMS INDS INC COM 929297109 11139 353500 SH DEFINED 353500 0 0 WABTEC CORP COM 929740108 250 7780 SH DEFINED 7780 0 0 WAL MART STORES INC COM 931142103 115088 2375895 SH DEFINED 2375895 0 0 WALGREEN CO COM 931422109 18199 619000 SH DEFINED 619000 0 0 WASTE CONNECTIONS INC COM 941053100 269 10370 SH DEFINED 10370 0 0 WASTE MGMT INC DEL COM 94106L109 803 28500 SH DEFINED 28500 0 0 WATSON PHARMACEUTICALS INC COM 942683103 573 17000 SH DEFINED 17000 0 0 WATSON PHARMACEUTICALS INC DBCV1.750%3/1 942683AC7 6904 7000000 SH DEFINED 7000000 0 0 WEBMD CORP NOTE1.750%6/1 94769MAE5 994 1000000 SH DEFINED 1000000 0 0 WEBMD CORP NOTE3.125%9/0 94769MAG0 12228 12600000 SH DEFINED 12600000 0 0 WEINGARTEN RLTY INVS NOTE3.950%8/0 948741AF0 5171 5500000 SH DEFINED 5500000 0 0 WELLPOINT INC COM 94973V107 1461 28700 SH DEFINED 28700 0 0 WELLS FARGO & CO NEW COM 949746101 12736 525000 SH DEFINED 525000 0 0 WENDYS ARBYS GROUP INC COM 950587105 275 68820 SH DEFINED 68820 0 0 WERNER ENTERPRISES INC COM 950755108 370 20400 SH DEFINED 20400 0 0 WESTAR ENERGY INC COM 95709T100 279 14840 SH DEFINED 14840 0 0 WESTERN DIGITAL CORP COM 958102105 1245 47000 SH DEFINED 47000 0 0 WESTERN REFNG INC NOTE5.750%6/1 959319AC8 4488 5000000 SH DEFINED 5000000 0 0 WHITING PETE CORP NEW COM 966387102 4609 131097 SH DEFINED 131097 0 0 WILLIAMS COS INC DEL COM 969457100 5901 377996 SH DEFINED 377996 0 0 WILLIAMS SONOMA INC COM 969904101 417 35100 SH DEFINED 35100 0 0 WIND RIVER SYSTEMS INC COM 973149107 2308 201382 SH DEFINED 201382 0 0 WINDSTREAM CORP COM 97381W104 5068 606273 SH DEFINED 606273 0 0 WINN DIXIE STORES INC COMNEW 974280307 1099 87659 SH DEFINED 87659 0 0 WRIGHT EXPRESS CORP COM 98233Q105 937 36800 SH DEFINED 36800 0 0 WYNN RESORTS LTD COM 983134107 3530 100000 SH DEFINED 100000 0 0 XTO ENERGY INC COM 98385X106 16332 428201 SH DEFINED 428201 0 0 XCEL ENERGY INC COM 98389B100 624 33900 SH DEFINED 33900 0 0 XILINX INC COM 983919101 1352 66100 SH DEFINED 66100 0 0 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 8130 600000 SH DEFINED 600000 0 0 ZBB ENERGY CORPORATION COM 98876R204 92 74200 SH DEFINED 74200 0 0 ZIMMER HLDGS INC COM 98956P102 571 13400 SH DEFINED 13400 0 0 ARCH CAP GROUP LTD ORD G0450A105 23691 404424 SH DEFINED 404424 0 0 ASPEN INSURANCE HOLDINGS LT SHS G05384105 16070 719318 SH DEFINED 719318 0 0 ACCENTURE LTD BERMUDA CLA G1150G111 10540 315000 SH DEFINED 315000 0 0 CDC CORP SHSA G2022L106 23 15000 SH DEFINED 15000 0 0 COOPER INDS LTD CLA G24182100 6468 208300 SH DEFINED 208300 0 0 COVIDIEN PLC SHS G2554F105 66939 1787900 SH DEFINED 1787900 0 0 HERBALIFE LTD COMUSDSHS G4412G101 495 15700 SH DEFINED 15700 0 0 INVESCO LTD SHS G491BT108 11102 623003 SH DEFINED 623003 0 0 LAZARD LTD SHSA G54050102 6041 224400 SH DEFINED 224400 0 0 MARVELL TECHNOLOGY GROUP LT ORD G5876H105 1519 130500 SH DEFINED 130500 0 0 NABORS INDUSTRIES LTD SHS G6359F103 11662 748500 SH DEFINED 748500 0 0 NORDIC AMERICAN TANKER SHIP COM G65773106 933 29334 SH DEFINED 29334 0 0 PARTNERRE LTD COM G6852T105 16380 252200 SH DEFINED 252200 0 0 SEAGATE TECHNOLOGY SHS G7945J104 457 43700 SH DEFINED 43700 0 0 UTI WORLDWIDE INC ORD G87210103 4616 404943 SH DEFINED 404943 0 0 VALIDUS HOLDINGS LTD COMSHS G9319H102 9135 415596 SH DEFINED 415596 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 679 79399 SH DEFINED 79399 0 0 XL CAP LTD CLA G98255105 2865 250000 SH DEFINED 250000 0 0 ALCON INC COMSHS H01301102 5342 46000 SH DEFINED 46000 0 0 WEATHERFORD INTERNATIONAL L REG H27013103 7511 384018 SH DEFINED 384018 0 0 FOSTER WHEELER AG COM H27178104 4275 180000 SH DEFINED 180000 0 0 NOBLE CORPORATION BAAR NAMEN-AKT H5833N103 20772 686670 SH DEFINED 686670 0 0 TRANSOCEAN LTD REGSHS H8817H100 23726 319372 SH DEFINED 319372 0 0 TYCO INTERNATIONAL LTD SHS H89128104 40654 1564800 SH DEFINED 1564800 0 0 UBS AG SHSNEW H89231338 122 10000 SH DEFINED 10000 0 0 CHECK POINT SOFTWARE TECH L ORD M22465104 4232 180295 SH DEFINED 180295 0 0 COPA HOLDINGS SA CLA P31076105 269 6600 SH DEFINED 6600 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 501 121800 SH DEFINED 121800 0 0
-----END PRIVACY-ENHANCED MESSAGE-----