-----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, GRU0eL/RxWA4HcHwegLSMlQZAC5ErJW8KzQ9pEziJICxlVFpmkCcR62QKmsHV2QG clL5VkPOyl/ZUt8jrxlUxw== 0001056973-10-000004.txt : 20100514 0001056973-10-000004.hdr.sgml : 20100514 20100514171108 ACCESSION NUMBER: 0001056973-10-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100514 DATE AS OF CHANGE: 20100514 EFFECTIVENESS DATE: 20100514 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: 10834662 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 f13hr1q10.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: March 31, 2010 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 May 13, 2010 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: 258 Form 13F Information Table Value Total: $4,353,394 (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 3COM CORP COM 885535104 25663 3345871 SH SOLE 3345871 0 0 3M CO COM 88579Y101 41785 500000 SH SOLE 500000 0 0 ABOVENET INC COM 00374N107 15868 312800 SH SOLE 312800 0 0 ACE LTD SHS H0023R105 5669 108400 SH SOLE 108400 0 0 ACTIVISION BLIZZARD INC COM 00507V109 8337 691900 SH SOLE 691900 0 0 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 4831 5000000 PRN SOLE 5000000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 16731 1804900 SH SOLE 1804900 0 0 AIR PRODS & CHEMS INC COM 009158106 21372 289000 SH SOLE 289000 0 0 AIRGAS INC COM 009363102 15517 243900 SH SOLE 243900 0 0 AIRTRAN HLDGS INC COM 00949P108 8128 1600000 SH SOLE 1600000 0 0 AIRVANA INC COM 00950V101 12568 1640700 SH SOLE 1640700 0 0 ALASKA AIR GROUP INC COM 011659109 5154 125000 SH SOLE 125000 0 0 ALBERTO CULVER CO NEW COM 013078100 24819 949088 SH SOLE 949088 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 28834 12500000 PRN SOLE 12500000 0 0 ALCON INC COM SHS H01301102 62479 386726 SH SOLE 386726 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10506 155416 SH SOLE 155416 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 5669 105000 SH SOLE 105000 0 0 ALLSTATE CORP COM 020002101 16293 504280 SH SOLE 504280 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 7308 394600 SH SOLE 394600 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 9923 10000000 PRN SOLE 10000000 0 0 AMGEN INC COM 031162100 15300 255700 SH SOLE 255700 0 0 AMICAS INC COM 001712108 6271 1041700 SH SOLE 1041700 0 0 ANADARKO PETE CORP COM 032511107 20327 279100 SH SOLE 279100 0 0 AOL INC COM 00184X105 27604 1091911 SH SOLE 1091911 0 0 APPLE INC COM 037833100 25850 110000 SH SOLE 110000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 5972 136000 SH SOLE 136000 0 0 ARGON ST INC COM 040149106 1464 55000 SH SOLE 55000 0 0 ASSOCIATED BANC CORP COM 045487105 12249 890166 SH SOLE 890166 0 0 AT&T INC COM 00206R102 19421 751600 SH SOLE 751600 0 0 ATHENAHEALTH INC COM 04685W103 3407 93200 SH SOLE 93200 0 0 ATMEL CORP COM 049513104 14326 2842476 SH SOLE 2842476 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 36683 824900 SH SOLE 824900 0 0 AVIAT NETWORKS INC COM 05366Y102 6306 951160 SH SOLE 951160 0 0 BAKER HUGHES INC COM 057224107 9836 210000 SH SOLE 210000 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 3978 320000 SH SOLE 320000 0 0 BANK OF AMERICA CORPORATION COM 060505104 60636 3397000 SH SOLE 3397000 0 0 BARD C R INC COM 067383109 8757 101100 SH SOLE 101100 0 0 BARRETT BILL CORP COM 06846N104 7192 234200 SH SOLE 234200 0 0 BELO CORP COM SER A 080555105 2077 304583 SH SOLE 304583 0 0 BERRY PETE CO CL A 085789105 10397 369200 SH SOLE 369200 0 0 BJ SVCS CO COM 055482103 55452 2591200 SH SOLE 2591200 0 0 BMC SOFTWARE INC COM 055921100 9956 262000 SH SOLE 262000 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 15703 12000000 PRN SOLE 12000000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 10078 1395800 SH SOLE 1395800 0 0 BPW ACQUISITION CORP COM 055637102 8215 659800 SH SOLE 659800 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 53332 1253400 SH SOLE 1253400 0 0 CABOT OIL & GAS CORP COM 127097103 1998 54300 SH SOLE 54300 0 0 CACI INTL INC NOTE 2.125% 5/0 127190AD8 6882 6500000 PRN SOLE 6500000 0 0 CALPINE CORP COM NEW 131347304 5351 450000 SH SOLE 450000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 18858 440000 SH SOLE 440000 0 0 CAMPBELL SOUP CO COM 134429109 21846 618000 SH SOLE 618000 0 0 CANO PETE INC COM 137801106 6559 5605818 SH SOLE 5605818 0 0 CARDINAL HEALTH INC COM 14149Y108 7646 212200 SH SOLE 212200 0 0 CATERPILLAR INC DEL COM 149123101 10056 160000 SH SOLE 160000 0 0 CAVIUM NETWORKS INC COM 14965A101 5347 214900 SH SOLE 214900 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 6202 391297 SH SOLE 391297 0 0 CENTERPOINT ENERGY INC COM 15189T107 43540 3032000 SH SOLE 3032000 0 0 CENTURYTEL INC COM 156700106 5897 166300 SH SOLE 166300 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 15029 10000000 PRN SOLE 10000000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 102 33047 SH SOLE 33047 0 0 CIMAREX ENERGY CO COM 171798101 6740 113500 SH SOLE 113500 0 0 CIT GROUP INC COM NEW 125581801 12740 327000 SH SOLE 327000 0 0 CLOROX CO DEL COM 189054109 2992 46647 SH SOLE 46647 0 0 CME GROUP INC COM 12572Q105 28229 89300 SH SOLE 89300 0 0 CMS ENERGY CORP COM 125896100 10049 650000 SH SOLE 650000 0 0 CNX GAS CORP COM 12618H309 13318 350000 SH SOLE 350000 0 0 COCA COLA ENTERPRISES INC COM 191219104 38779 1402000 SH SOLE 1402000 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 11610 775000 SH SOLE 775000 0 0 COGENT COMM GROUP INC COM NEW 19239V302 10655 1023500 SH SOLE 1023500 0 0 COMMERCIAL METALS CO COM 201723103 1506 100000 SH SOLE 100000 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 11937 340000 SH SOLE 340000 0 0 CORNING INC COM 219350105 19907 985000 SH SOLE 985000 0 0 CVS CAREMARK CORPORATION COM 126650100 4106 112311 SH SOLE 112311 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 15257 13000000 PRN SOLE 13000000 0 0 DANA HOLDING CORP COM 235825205 2376 200000 SH SOLE 200000 0 0 DEAN FOODS CO NEW COM 242370104 11264 717900 SH SOLE 717900 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 4501 308500 SH SOLE 308500 0 0 DENBURY RES INC COM NEW 247916208 9447 560000 SH SOLE 560000 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 10417 117300 SH SOLE 117300 0 0 DIRECTV COM CL A 25490A101 8432 249400 SH SOLE 249400 0 0 DISCOVER FINL SVCS COM 254709108 25241 1694050 SH SOLE 1694050 0 0 DOLLAR GEN CORP NEW COM 256677105 7575 300000 SH SOLE 300000 0 0 DPL INC COM 233293109 20262 745200 SH SOLE 745200 0 0 DUKE REALTY CORP COM NEW 264411505 7584 611607 SH SOLE 611607 0 0 DYNEGY INC DEL CL A 26817G102 6414 5090500 SH SOLE 5090500 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 21919 17500000 PRN SOLE 17500000 0 0 EATON VANCE CORP COM NON VTG 278265103 11238 335067 SH SOLE 335067 0 0 ECHOSTAR CORP CL A 278768106 13616 671401 SH SOLE 671401 0 0 EL PASO CORP COM 28336L109 7354 678400 SH SOLE 678400 0 0 ENERGIZER HLDGS INC COM 29266R108 5805 92500 SH SOLE 92500 0 0 ENERGY PARTNERS LTD COM NEW 29270U303 49186 4038224 SH SOLE 4038224 0 0 ENSCO INTL PLC SPONSORED ADR 29358Q109 41090 917600 SH SOLE 917600 0 0 EQUINIX INC COM NEW 29444U502 13754 141300 SH SOLE 141300 0 0 EVEREST RE GROUP LTD COM G3223R108 15011 185483 SH SOLE 185483 0 0 EXCO RESOURCES INC COM 269279402 16038 872600 SH SOLE 872600 0 0 EXPEDITORS INTL WASH INC COM 302130109 34930 946100 SH SOLE 946100 0 0 EXXON MOBIL CORP COM 30231G102 47060 702600 SH SOLE 702600 0 0 FAMILY DLR STORES INC COM 307000109 8102 221300 SH SOLE 221300 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 36974 1577380 SH SOLE 1577380 0 0 FIRSTENERGY CORP COM 337932107 19545 500000 SH SOLE 500000 0 0 FISERV INC COM 337738108 15279 301000 SH SOLE 301000 0 0 FLUOR CORP NEW COM 343412102 10139 218000 SH SOLE 218000 0 0 FOREST LABS INC COM 345838106 5187 165400 SH SOLE 165400 0 0 FOSTER WHEELER AG COM H27178104 9852 363000 SH SOLE 363000 0 0 GANNETT INC COM 364730101 8964 542600 SH SOLE 542600 0 0 GAP INC DEL COM 364760108 35153 1521100 SH SOLE 1521100 0 0 GENERAL GROWTH PPTYS INC COM 370021107 7771 482988 SH SOLE 482988 0 0 GEO GROUP INC COM 36159R103 11186 564400 SH SOLE 564400 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 15165 12000000 PRN SOLE 12000000 0 0 GILEAD SCIENCES INC COM 375558103 9094 200000 SH SOLE 200000 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 6494 10000000 PRN SOLE 10000000 0 0 GLOBAL PMTS INC COM 37940X102 10636 233500 SH SOLE 233500 0 0 GOLDCORP INC NEW COM 380956409 15160 407300 SH SOLE 407300 0 0 GOOGLE INC CL A 38259P508 17921 31600 SH SOLE 31600 0 0 GUESS INC COM 401617105 4994 106300 SH SOLE 106300 0 0 HALLIBURTON CO COM 406216101 13559 450000 SH SOLE 450000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 10032 353000 SH SOLE 353000 0 0 HEARTLAND EXPRESS INC COM 422347104 8039 487200 SH SOLE 487200 0 0 HEWITT ASSOCS INC COM 42822Q100 26020 654100 SH SOLE 654100 0 0 HEWLETT PACKARD CO COM 428236103 32097 603900 SH SOLE 603900 0 0 HOME PROPERTIES INC COM 437306103 8288 177100 SH SOLE 177100 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 7335 395000 SH SOLE 395000 0 0 INFORMATION SERVICES GROUP I COM 45675Y104 6036 1770000 SH SOLE 1770000 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 5405 91900 SH SOLE 91900 0 0 INTEL CORP COM 458140100 9108 408600 SH SOLE 408600 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 4566 35600 SH SOLE 35600 0 0 INVESCO LTD SHS G491BT108 32623 1488933 SH SOLE 1488933 0 0 ITT CORP NEW COM 450911102 10186 190000 SH SOLE 190000 0 0 JAMES RIVER COAL CO COM NEW 470355207 11265 708500 SH SOLE 708500 0 0 JETBLUE AIRWAYS CORP COM 477143101 2511 450000 SH SOLE 450000 0 0 JOY GLOBAL INC COM 481165108 16977 300000 SH SOLE 300000 0 0 JPMORGAN CHASE & CO COM 46625H100 67935 1518107 SH SOLE 1518107 0 0 KEYCORP NEW COM 493267108 16301 2103417 SH SOLE 2103417 0 0 KIMCO REALTY CORP COM 49446R109 5970 381700 SH SOLE 381700 0 0 KINROSS GOLD CORP COM NO PAR 496902404 24223 1417400 SH SOLE 1417400 0 0 KLA-TENCOR CORP COM 482480100 10765 348100 SH SOLE 348100 0 0 KOHLS CORP COM 500255104 21156 386200 SH SOLE 386200 0 0 LANDSTAR SYS INC COM 515098101 15683 373584 SH SOLE 373584 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5797 248800 SH SOLE 248800 0 0 LEAR CORP COM NEW 521865204 16338 205900 SH SOLE 205900 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 10.000% 5/0 52729NBE9 10288 10000000 PRN SOLE 10000000 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 15067 275602 SH SOLE 275602 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 18390 505649 SH SOLE 505649 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 8063 556100 SH SOLE 556100 0 0 LOEWS CORP COM 540424108 11197 300341 SH SOLE 300341 0 0 LOWES COS INC COM 548661107 30339 1251600 SH SOLE 1251600 0 0 MACERICH CO COM 554382101 3551 92700 SH SOLE 92700 0 0 MACK CALI RLTY CORP COM 554489104 8964 254300 SH SOLE 254300 0 0 MARATHON OIL CORP COM 565849106 11267 356100 SH SOLE 356100 0 0 MARRIOTT INTL INC NEW CL A 571903202 28746 912000 SH SOLE 912000 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7903 387000 SH SOLE 387000 0 0 MASCO CORP COM 574599106 10864 700000 SH SOLE 700000 0 0 MASTERCARD INC CL A 57636Q104 55651 219100 SH SOLE 219100 0 0 MCKESSON CORP COM 58155Q103 11626 176900 SH SOLE 176900 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 7346 141185 SH SOLE 141185 0 0 MGM MIRAGE COM 552953101 4726 393800 SH SOLE 393800 0 0 MICRON TECHNOLOGY INC COM 595112103 7328 706700 SH SOLE 706700 0 0 MICROSOFT CORP COM 594918104 15517 529800 SH SOLE 529800 0 0 MILLIPORE CORP COM 601073109 93044 881100 SH SOLE 881100 0 0 MIRANT CORP NEW COM 60467R100 4996 460000 SH SOLE 460000 0 0 MORGAN STANLEY COM NEW 617446448 10070 343800 SH SOLE 343800 0 0 MURPHY OIL CORP COM 626717102 6181 110000 SH SOLE 110000 0 0 NASDAQ OMX GROUP INC COM 631103108 11263 533300 SH SOLE 533300 0 0 NETAPP INC COM 64110D104 7260 223100 SH SOLE 223100 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 11283 6000000 PRN SOLE 6000000 0 0 NEWMARKET CORP COM 651587107 9166 89000 SH SOLE 89000 0 0 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 10121 8000000 PRN SOLE 8000000 0 0 NEWS CORP CL A 65248E104 81412 5649700 SH SOLE 5649700 0 0 NORFOLK SOUTHERN CORP COM 655844108 83499 1493989 SH SOLE 1493989 0 0 NOVELLUS SYS INC COM 670008101 4998 200000 SH SOLE 200000 0 0 O REILLY AUTOMOTIVE INC COM 686091109 10886 261000 SH SOLE 261000 0 0 OFFICEMAX INC DEL COM 67622P101 7845 477800 SH SOLE 477800 0 0 OMNICARE INC COM 681904108 2442 86333 SH SOLE 86333 0 0 ORACLE CORP COM 68389X105 8474 329600 SH SOLE 329600 0 0 OSI PHARMACEUTICALS INC COM 671040103 20926 351400 SH SOLE 351400 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 8597 194800 SH SOLE 194800 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 10384 664800 SH SOLE 664800 0 0 PEPSICO INC COM 713448108 19034 287699 SH SOLE 287699 0 0 PETROHAWK ENERGY CORP COM 716495106 2028 100000 SH SOLE 100000 0 0 PFIZER INC COM 717081103 12559 732300 SH SOLE 732300 0 0 PG&E CORP COM 69331C108 25452 600000 SH SOLE 600000 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 12433 523700 SH SOLE 523700 0 0 PHARMERICA CORP COM 71714F104 11394 625347 SH SOLE 625347 0 0 PNC FINL SVCS GROUP INC COM 693475105 14958 250551 SH SOLE 250551 0 0 POTASH CORP SASK INC COM 73755L107 10169 85200 SH SOLE 85200 0 0 PPL CORP COM 69351T106 49878 1800000 SH SOLE 1800000 0 0 PRESIDENTIAL LIFE CORP COM 740884101 606 60800 SH SOLE 60800 0 0 PRIDE INTL INC DEL COM 74153Q102 20264 673000 SH SOLE 673000 0 0 PROCTER & GAMBLE CO COM 742718109 19253 304300 SH SOLE 304300 0 0 PROSHARES TR PSHS ULTSHT FINL 74347R628 769 40000 SH SOLE 40000 0 0 PSS WORLD MED INC COM 69366A100 3677 156400 SH SOLE 156400 0 0 PUBLIC STORAGE COM 74460D109 10036 109100 SH SOLE 109100 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 13988 473850 SH SOLE 473850 0 0 QUEST DIAGNOSTICS INC COM 74834L100 9291 159400 SH SOLE 159400 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 8044 1541000 SH SOLE 1541000 0 0 RACKSPACE HOSTING INC COM 750086100 11328 604800 SH SOLE 604800 0 0 RALCORP HLDGS INC NEW COM 751028101 30784 454182 SH SOLE 454182 0 0 RAYTHEON CO COM NEW 755111507 4992 87400 SH SOLE 87400 0 0 RCN CORP COM NEW 749361200 3342 221644 SH SOLE 221644 0 0 RED HAT INC COM 756577102 7493 256000 SH SOLE 256000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 18725 329900 SH SOLE 329900 0 0 REPSOL YPF S A SPONSORED ADR 76026T205 20929 880100 SH SOLE 880100 0 0 RESEARCH IN MOTION LTD COM 760975102 6147 83100 SH SOLE 83100 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 40849 706000 SH SOLE 706000 0 0 RRI ENERGY INC COM 74971X107 32004 8673200 SH SOLE 8673200 0 0 RTI INTL METALS INC COM 74973W107 5705 188100 SH SOLE 188100 0 0 SANDERSON FARMS INC COM 800013104 6095 115000 SH SOLE 115000 0 0 SAVVIS INC COM NEW 805423308 4934 299000 SH SOLE 299000 0 0 SBA COMMUNICATIONS CORP COM 78388J106 12845 356100 SH SOLE 356100 0 0 SCHWAB CHARLES CORP NEW COM 808513105 15586 833900 SH SOLE 833900 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 8138 183500 SH SOLE 183500 0 0 SEAGATE TECHNOLOGY SHS G7945J104 4382 240000 SH SOLE 240000 0 0 SEMPRA ENERGY COM 816851109 52645 1055000 SH SOLE 1055000 0 0 SHAW GROUP INC COM 820280105 3442 100000 SH SOLE 100000 0 0 SKILLSOFT PLC SPONSORED ADR 830928107 18611 1803408 SH SOLE 1803408 0 0 SMITH INTL INC COM 832110100 28544 666600 SH SOLE 666600 0 0 SMITHFIELD FOODS INC COM 832248108 3598 173500 SH SOLE 173500 0 0 SMUCKER J M CO COM NEW 832696405 30033 498397 SH SOLE 498397 0 0 SOUTHERN CO COM 842587107 39792 1200000 SH SOLE 1200000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 9261 85000 SH SOLE 85000 0 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 2106 18000 SH SOLE 18000 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5845 250000 SH SOLE 250000 0 0 SPORT SUPPLY GROUP INC DEL COM 84916A104 36417 2709600 SH SOLE 2709600 0 0 SPX CORP COM 784635104 9205 138800 SH SOLE 138800 0 0 ST MARY LD & EXPL CO COM 792228108 9051 260000 SH SOLE 260000 0 0 STEEL DYNAMICS INC COM 858119100 9696 555000 SH SOLE 555000 0 0 STONE ENERGY CORP COM 861642106 4438 250000 SH SOLE 250000 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 10654 10000000 PRN SOLE 10000000 0 0 TARGET CORP COM 87612E106 13134 249700 SH SOLE 249700 0 0 TECO ENERGY INC COM 872375100 20260 1275000 SH SOLE 1275000 0 0 TERRA INDS INC COM 880915103 75687 1654000 SH SOLE 1654000 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 24385 14000000 PRN SOLE 14000000 0 0 THOMPSON CREEK METALS CO INC COM 884768102 14596 1078800 SH SOLE 1078800 0 0 TIFFANY & CO NEW COM 886547108 12898 271600 SH SOLE 271600 0 0 TOLL BROTHERS INC COM 889478103 13053 627549 SH SOLE 627549 0 0 TRANSOCEAN LTD REG SHS H8817H100 33153 383800 SH SOLE 383800 0 0 UAL CORP COM NEW 902549807 11145 570000 SH SOLE 570000 0 0 UDR INC COM 902653104 6416 363699 SH SOLE 363699 0 0 UNITED PARCEL SERVICE INC CL B 911312106 30917 480000 SH SOLE 480000 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 25190 12000000 PRN SOLE 12000000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 50688 688600 SH SOLE 688600 0 0 UNITEDHEALTH GROUP INC COM 91324P102 6348 194300 SH SOLE 194300 0 0 US BANCORP DEL COM NEW 902973304 36783 1421300 SH SOLE 1421300 0 0 VALE S A ADR 91912E105 8466 263000 SH SOLE 263000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 22977 1166363 SH SOLE 1166363 0 0 VARIAN INC COM 922206107 1062 20514 SH SOLE 20514 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 11609 350500 SH SOLE 350500 0 0 VERISK ANALYTICS INC CL A 92345Y106 21509 762736 SH SOLE 762736 0 0 VIACOM INC NEW CL B 92553P201 11734 341300 SH SOLE 341300 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 5211 204200 SH SOLE 204200 0 0 WATSON PHARMACEUTICALS INC COM 942683103 12084 289300 SH SOLE 289300 0 0 WELLS FARGO & CO NEW COM 949746101 57060 1833550 SH SOLE 1833550 0 0 WERNER ENTERPRISES INC COM 950755108 6393 275900 SH SOLE 275900 0 0 WHITING PETE CORP NEW COM 966387102 3201 39600 SH SOLE 39600 0 0 WILLIAMS COS INC DEL COM 969457100 17080 739400 SH SOLE 739400 0 0 XL CAP LTD CL A G98255105 53461 2828602 SH SOLE 2828602 0 0 XTO ENERGY INC COM 98385X106 127046 2692800 SH SOLE 2692800 0 0 YAHOO INC COM 984332106 30992 1874900 SH SOLE 1874900 0 0
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