-----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, OJZm//1+w2YMMtHjb12Eu4NM5YDRlD7pYTjRrySbChTVWZyweLpe/INdomZ8oCCe CwDKjjph74Z+TB20tL5ZnQ== 0001132716-10-000026.txt : 20101112 0001132716-10-000026.hdr.sgml : 20101111 20101112111037 ACCESSION NUMBER: 0001132716-10-000026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 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: 101184127 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 ubsocq310.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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: 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: CHARLES R. MATHYS Title: CHIEF COMPLIANCE OFFICER Phone: (312)525-6452 Signature, Place, and Date of Signing: /s/ CHARLES R. MATHYS, CHICAGO, IL November 12, 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: 585 Form 13F Information Table Value Total: $5274418 (thousands) INFORMATION FOR WHICH CONFIDENTIAL TREATMENT WAS REQUESTED HAS BEEN FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: NONE Market Sh or SH or Inv Sole Issue Clas CUS Val Pr amt Pr Op Dis Vot ABB LTD SPADR 375204 4205 199100 SH DEFINED 199100 A D C TELECOM NOTE 000886AF8 2453 2500000 SH DEFINED 2500000 AFLAC INC COM 1055102 28947 559800 SH DEFINED 559800 AGCO CORP COM 1084102 1010 25900 SH DEFINED 25900 AMB PROPERTY COM 00163T109 11362 429228 SH DEFINED 429228 AMAG PHARMACE COM 00163U106 5473 318000 SH DEFINED 318000 AOL INC COM 00184X105 3532 142700 SH DEFINED 142700 AT&T INC COM 00206R102 489 17100 SH DEFINED 17100 ABBOTT LABS COM 002824100 15672 300000 SH DEFINED 300000 ACADIA RLTY TR COMSHB 4239109 6836 359777 SH DEFINED 359777 ACHILLION PHARM COM 00448Q201 2026 670900 SH DEFINED 670900 ACTIVISION BLIZ COM 00507V109 15670 1448199 SH DEFINED 1448199 ACUITY BRANDS COM 00508Y102 7428 167899 SH DEFINED 167899 ADOBE SYS INC COM 00724F101 12225 467500 SH DEFINED 467500 ADVANCE AUTO PAR COM 00751Y106 205 3500 SH DEFINED 3500 AGILENT TECHNOL COM 00846U101 22845 684600 SH 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24835100 14941 490844 SH DEFINED 490844 AMERICAN EQTY INV COM 25676206 3974 388133 SH DEFINED 388133 AMERICAN EXPRESS COM 25816109 8515 202600 SH DEFINED 202600 AMERICAN MED SYS NOTE 02744MAB4 12468 10000000 SH DEFINED 10000000 AMERICAN TOWER CLA 29912201 55620 1085065 SH DEFINED 1085065 AMERICAN STRATEG COM 03009T101 255 31223 SH DEFINED 31223 AMERICREDIT CORP COM 03060R101 38084 1557000 SH DEFINED 1557000 AMERISOURCEBERGEN COM 03073E105 13027 424900 SH DEFINED 424900 AMGEN INC COM 31162100 14874 269900 SH DEFINED 269900 AMGEN INC NOTE 031162AN0 1001 1000000 SH DEFINED 1000000 AMGEN INC NOTE 031162AQ3 4960 5000000 SH DEFINED 5000000 AMPHENOL CORP CLA 32095101 1175 23985 SH DEFINED 23985 AMYLIN PHARMACE COM 32346108 4937 236800 SH DEFINED 236800 AMYLIN PHARMACE NOTE 032346AF5 2741 3000000 SH DEFINED 3000000 ANGLOGOLD ASHANTI SPADR 35128206 1370 29625 SH DEFINED 29625 ANNALY CAP MGMT COM 35710409 445 25300 SH DEFINED 25300 ANNALY CAP MGMT NOTE 035710AA0 1108 1000000 SH DEFINED 1000000 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208500 SH DEFINED 208500 CLIFFS NATURAL RE COM 18683K101 751 11749 SH DEFINED 11749 COCA COLA CO COM 191216100 69103 1180850 SH DEFINED 1180850 COGDELL SPENCER COM 19238U107 3563 563744 SH DEFINED 563744 COGENT COMM GROUP COM 19239V302 99 10500 SH DEFINED 10500 COGNIZANT TECHNO CLA 192446102 19341 300000 SH DEFINED 300000 COGO GROUP INC COM 192448108 618 100000 SH DEFINED 100000 COHEN & STEERS COM 19247A100 1869 86122 SH DEFINED 86122 COLGATE PALMOLIVE COM 194162103 3965 51591 SH DEFINED 51591 COLONIAL PPTYS TR COMB 195872106 8086 499424 SH DEFINED 499424 COLONY FINL INC COM 19624R106 314 17000 SH DEFINED 17000 COMCAST CORP NEW CLA 20030N101 9658 534200 SH DEFINED 534200 COMSTOCK RES INC COM 205768203 2326 103445 SH DEFINED 103445 CONCEPTUS INC NOTE 206016AA5 942 1000000 SH DEFINED 1000000 CONSOL ENERGY INC COM 20854P109 9979 270000 SH DEFINED 270000 CONSOLIDATED EDIS COM 209115104 2917 60500 SH DEFINED 60500 CORN PRODS INTL COM 219023108 608 16200 SH DEFINED 16200 COUSINS PPTYS COM 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DISNEY WALT CO COM 254687106 7003 211500 SH DEFINED 211500 DISCOVERY COMM COMSA 25470F104 1379 31671 SH DEFINED 31671 DISCOVERY COMM COMSC 25470F302 4037 105700 SH DEFINED 105700 DISH NETWORK CLA 25470M109 17721 924875 SH DEFINED 924875 DOMTAR CORP COM 257559203 471 7300 SH DEFINED 7300 DONNELLEY R R & S COM 257867101 841 49600 SH DEFINED 49600 DORAL FINL CORP COM 25811P886 118 71300 SH DEFINED 71300 DOUGLAS EMMETT COM 25960P109 8772 500949 SH DEFINED 500949 DREAMWORKS ANIMA CLA 26153C103 3341 104700 SH DEFINED 104700 DUKE ENERGY CORP COM 26441C105 1442 81400 SH DEFINED 81400 DUPONT FABROS TEC COM 26613Q106 6749 268355 SH DEFINED 268355 DYAX CORP COM 26746E103 284 120000 SH DEFINED 120000 E M C CORP MASS COM 268648102 5536 272576 SH DEFINED 272576 E M C CORP MASS NOTE 268648AK8 11141 8500000 SH DEFINED 8500000 E M C CORP MASS NOTE 268648AM4 6894 5000000 SH DEFINED 5000000 EOG RES INC COM 26875P101 240 2578 SH DEFINED 2578 EARTHLINK INC FRNT 270321AA0 12870 11000000 SH DEFINED 11000000 EASTMAN CHEM CO COM 277432100 19388 262000 SH DEFINED 262000 ECOLAB INC COM 278865100 28641 564461 SH DEFINED 564461 EDUCATION RLTY T COM 28140H104 2596 363080 SH DEFINED 363080 ENDO PHARMACEU COM 29264F205 213 6400 SH DEFINED 6400 ENERGIZER HLDGS COM 29266R108 62133 924182 SH DEFINED 924182 ENDOLOGIX INC COM 29266S106 378 83000 SH DEFINED 83000 ENSCO PLC SPADR 29358Q109 2907 65000 SH DEFINED 65000 ENTERTAINMENT PP COMSB 29380T105 17112 396300 SH DEFINED 396300 ENTROPIC COMMUN COM 29384R105 6839 712436 SH DEFINED 712436 ENZON PHARMACE NOTE 293904AE8 10061 8000000 SH DEFINED 8000000 EQUINIX INC COM 29444U502 16144 157733 SH DEFINED 157733 EQUINIX INC NOTE 29444UAH9 28469 20000000 SH DEFINED 20000000 EQUITY LIFESTYLE COM 29472R108 22733 417275 SH DEFINED 417275 ESSEX PPTY TR COM 297178105 10856 99200 SH DEFINED 99200 EXACT SCIENCES COM 30063P105 181 25000 SH DEFINED 25000 EXCEL TR INC COM 30068C109 2825 250667 SH DEFINED 250667 EXXON MOBIL COR COM 30231G102 17551 284039 SH DEFINED 284039 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SH DEFINED 267743 LOWES COS INC COM 548661107 59268 2658967 SH DEFINED 2658967 LUCENT TECHNO DBCV 549463AH0 23205 25500000 SH DEFINED 25500000 LUNA INNOVATIO COM 550351100 26 13031 SH DEFINED 13031 MFA FINANCIAL COM 55272X102 6809 892382 SH DEFINED 892382 MPG OFFICE TR COM 553274101 1594 637555 SH DEFINED 637555 MAGELLAN HEALTH COM 559079207 12452 263594 SH DEFINED 263594 MAP PHARMACEUTI COM 56509R108 2601 170000 SH DEFINED 170000 MARKET VECTORS ETF 57060U506 553 17000 SH DEFINED 17000 MARKET VECTORS ETF 57060U761 638 26100 SH DEFINED 26100 MARSH & MCLENNAN COM 571748102 10311 427500 SH DEFINED 427500 MARSHALL & ILSLEY COM 571837103 5893 837100 SH DEFINED 837100 MARTIN MARIETTA COM 573284106 4395 57095 SH DEFINED 57095 MASCO CORP COM 574599106 2932 266300 SH DEFINED 266300 MASSEY ENERGY NOTE 576203AJ2 892 1000000 SH DEFINED 1000000 MASSEY ENERGY COM 576206106 3294 106200 SH DEFINED 106200 MASTERCARD INC CLA 57636Q104 218 971 SH DEFINED 971 MAXIM INTEGRATED COM 57772K101 555 30000 SH DEFINED 30000 MCCLATCHY CO CLA 579489105 1670 425000 SH DEFINED 425000 MCDONALDS CORP COM 580135101 723 9700 SH DEFINED 9700 MEAD JOHNSON NUT COM 582839106 4689 82391 SH DEFINED 82391 MEADWESTVACO COM 583334107 21647 887882 SH DEFINED 887882 MEDCO HEALTH SOL COM 58405U102 30706 589829 SH DEFINED 589829 MEDICIS PHARMA NOTE 58470KAA2 1089 1000000 SH DEFINED 1000000 MEDNAX INC COM 58502B106 11348 212900 SH DEFINED 212900 MEDTRONIC INC NOTE 585055AM8 21032 21000000 SH DEFINED 21000000 MERITAGE HOMES COM 59001A102 7422 378277 SH DEFINED 378277 METALS USA HLDGS COM 59132A104 4987 384188 SH DEFINED 384188 METLIFE INC COM 59156R108 1423 37000 SH DEFINED 37000 MICROS SYS INC COM 594901100 339 8000 SH DEFINED 8000 MICROSOFT CORP COM 594918104 15000 612500 SH DEFINED 612500 MICRON TECHN NOTE 595112AJ2 31788 20000000 SH DEFINED 20000000 MISTRAS GROUP COM 60649T107 2548 220000 SH DEFINED 220000 MITEL NETWORKS COM 60671Q104 896 145000 SH DEFINED 145000 MOLINA HEALTH NOTE 60855RAA8 975 1000000 SH DEFINED 1000000 MOMENTA PHARM COM 60877T100 4018 267000 SH DEFINED 267000 MONRO MUFFLER BR COM 610236101 6980 151377 SH DEFINED 151377 MONSTER WORLDWIDE COM 611742107 993 76629 SH DEFINED 76629 MORGAN STANLEY COM 617446448 17495 708882 SH DEFINED 708882 MORGAN STANLEY COM 617468103 894 32392 SH DEFINED 32392 MORGANS HOTEL COM 61748W108 2353 321512 SH DEFINED 321512 MYLAN INC NOTE 628530AJ6 47201 30000000 SH DEFINED 30000000 MYRIAD GENETICS COM 62855J104 5425 330618 SH DEFINED 330618 NBTY INC COM 628782104 15120 275000 SH DEFINED 275000 NII HLDGS INC CLB 62913F201 16715 406681 SH DEFINED 406681 NPS PHARMACEUT COM 62936P103 1368 200000 SH DEFINED 200000 NVR INC COM 62944T105 9072 14010 SH DEFINED 14010 NALCO HOLDING COM 62985Q101 3151 125000 SH DEFINED 125000 NATIONAL CINEME COM 635309107 5129 286511 SH DEFINED 286511 NATIONAL OILWELL COM 637071101 19572 440124 SH DEFINED 440124 NATIONWIDE HEALTH COM 638620104 16915 437418 SH DEFINED 437418 NAVISTAR INTL COM 63934E108 9195 210700 SH DEFINED 210700 NAVISTAR INTL NOTE 63934EAL2 11241 10000000 SH DEFINED 10000000 NETFLIX INC COM 64110L106 3243 20000 SH DEFINED 20000 NEWELL RUBBERMAID COM 651229106 6766 379900 SH DEFINED 379900 NEWFIELD EXPL CO COM 651290108 8047 140100 SH DEFINED 140100 NEWMONT MINING COM 651639106 251 4000 SH DEFINED 4000 NEWMONT MINING NOTE 651639AK2 14288 10000000 SH DEFINED 10000000 NEWS CORP CLA 65248E108 2586 198000 SH DEFINED 198000 NIKE INC CLB 654106103 1202 15000 SH DEFINED 15000 NISOURCE INC COM 65473P105 4621 265600 SH DEFINED 265600 NORDSTROM INC COM 655664100 16048 431400 SH DEFINED 431400 NORFOLK SOUTHERN COM 655844108 500 8400 SH DEFINED 8400 NORTHEAST UTILS COM 664397106 3282 111000 SH DEFINED 111000 NORTHWESTERN COM 668074305 570 20000 SH DEFINED 20000 NUCOR CORP COM 670346105 15532 406584 SH DEFINED 406584 NUVEEN MULTI COM 67073B106 279 33327 SH DEFINED 33327 NV ENERGY INC COM 67073Y106 552 42000 SH DEFINED 42000 OGE ENERGY COM 670837103 1236 31000 SH DEFINED 31000 OASIS PETE COM 674215108 3441 177641 SH DEFINED 177641 OCCIDENTAL PETE COM 674599105 352 4500 SH DEFINED 4500 OFFICE DEPOT COM 676220106 9845 2140195 SH DEFINED 2140195 OFFICEMAX INC COM 67622P101 10332 789300 SH DEFINED 789300 OLIN CORP COM 680665205 6183 306700 SH DEFINED 306700 OMNICOM GROUP COM 681919106 14027 355300 SH DEFINED 355300 ON SEMICONDUC NOTE 682189AE5 10850 11000000 SH DEFINED 11000000 ORACLE CORP COM 68389X105 6096 227032 SH DEFINED 227032 OREXIGEN THERA COM 686164104 119 20000 SH DEFINED 20000 OWENS ILL INC COM 690768403 2268 80840 SH DEFINED 80840 PG&E CORP COM 69331C108 954 21000 SH DEFINED 21000 PNC FINL SVCS COM 693475105 10091 194400 SH DEFINED 194400 PS BUSINESS PKS COM 69360J107 7320 129400 SH DEFINED 129400 PACKAGING CORP COM 695156109 6793 293200 SH DEFINED 293200 PAETEC HOLDING COM 695459107 1788 435000 SH DEFINED 435000 PARK STERLING COM 70086W109 1512 250000 SH DEFINED 250000 PATRIOT COAL COM 70336T104 2282 200000 SH DEFINED 200000 PATTERSON UTI COM 703481101 620 36300 SH DEFINED 36300 PENNEY J C COM 708160106 951 35000 SH DEFINED 35000 PENNSYLVANIA RL SHB 709102107 1052 88700 SH DEFINED 88700 PENNYMAC MTG IN COM 70931T103 2106 117722 SH DEFINED 117722 PENTAIR INC COM 709631105 4170 124010 SH DEFINED 124010 PEOPLES UNITED COM 712704105 588 44900 SH DEFINED 44900 PEPSICO INC COM 713448108 46297 696818 SH DEFINED 696818 PERKINELMER COM 714046109 553 23900 SH DEFINED 23900 PETROHAWK ENER COM 716495106 17827 1104507 SH DEFINED 1104507 PETROLEO BRASI SPADR 71654V408 4184 115364 SH DEFINED 115364 PETSMART INC COM 716768106 1351 38600 SH DEFINED 38600 PFIZER INC COM 717081103 21952 1278506 SH DEFINED 1278506 PHARMACEUTICAL COM 717124101 1478 59623 SH DEFINED 59623 PHARMASSET INC COM 71715N106 9451 320378 SH DEFINED 320378 PHOTRONICS INC NOTE 719405AF9 6369 5000000 SH DEFINED 5000000 PIER 1 IMPORTS COM 720279108 3505 428000 SH DEFINED 428000 PINNACLE FINL COM 72346Q104 360 39202 SH DEFINED 39202 PINNACLE WEST COM 723484101 3405 82500 SH DEFINED 82500 PIONEER NAT RES COM 723787107 780 12000 SH DEFINED 12000 PLAINS EXPL& PRO COM 726505100 1533 57491 SH DEFINED 57491 PLAYBOY ENTERPR NOTE 728117AB8 25952 26824000 SH DEFINED 26824000 PLUM CREEK TIM COM 729251108 547 15500 SH DEFINED 15500 PORTLAND GEN ELE COM 736508847 1115 55000 SH DEFINED 55000 POTASH CORP COM 73755L107 24775 172000 SH DEFINED 172000 POWERSHARES QQQ UNIT 73935A104 3314 67528 SH DEFINED 67528 PRICELINE COM COM 741503403 7977 22900 SH DEFINED 22900 PRIDE INTL INC COM 74153Q102 17022 578392 SH DEFINED 578392 PROCTER & GAMBLE COM 742718109 105571 1760400 SH DEFINED 1760400 PROGRESS ENERGY COM 743263105 489 11000 SH DEFINED 11000 PROGRESSIVE CORP COM 743315103 12171 583200 SH DEFINED 583200 PROLOGIS SHB 743410102 10008 849600 SH DEFINED 849600 PROLOGIS NOTE 743410AQ5 15762 16333600 SH DEFINED 16333600 PROSHARES TR PSHS 74347R883 1657 56000 SH DEFINED 56000 PROTEIN DESIGN NOTE 74369LAF0 12610 13000000 SH DEFINED 13000000 PRUDENTIAL FINL COM 744320102 28661 529000 SH DEFINED 529000 PUBLIC STORAGE COM 74460D109 13833 142548 SH DEFINED 142548 QUALCOMM INC COM 747525103 1218 27000 SH DEFINED 27000 RSC HOLDINGS COM 74972L102 1370 183688 SH DEFINED 183688 RADIOSHACK COR COM 750438103 10782 505500 SH DEFINED 505500 RADISYS CORP NOTE 750459AE9 11259 11500000 SH DEFINED 11500000 RALCORP HLDGS COM 751028101 719 12300 SH DEFINED 12300 RAYTHEON CO COM 755111507 7423 162390 SH DEFINED 162390 REDWOOD TR INC COM 758075402 3475 240343 SH DEFINED 240343 REGAL BELOIT COM 758750103 3146 53600 SH DEFINED 53600 REGAL ENTMT GR CLA 758766109 4789 365021 SH DEFINED 365021 REPUBLIC SVCS COM 760759100 3320 108900 SH DEFINED 108900 RESOLUTE ENERGY COM 76116A108 1669 150892 SH DEFINED 150892 RIO TINTO PLC SPADR 767204100 9167 156088 SH DEFINED 156088 RITE AID CORP COM 767754104 1650 1750000 SH DEFINED 1750000 ROVI CORP COM 779376102 10082 200000 SH DEFINED 200000 ROWAN COS INC COM 779382100 310 10199 SH DEFINED 10199 ROYAL GOLD INC COM 780287108 249 5000 SH DEFINED 5000 RUBICON TECHN COM 78112T107 4198 185000 SH DEFINED 185000 SBA COMMUN COM 78388J106 1543 38300 SH DEFINED 38300 SBA COMMUN NOTE 78388JAM8 29390 20000000 SH DEFINED 20000000 SAIC INC COM 78390X101 7990 500000 SH DEFINED 500000 SPDR S&P 500 UNIT 78462F103 1027 9000 SH DEFINED 9000 SPDR GOLD TR GLDS 78463V107 8289 64800 SH DEFINED 64800 SAFEWAY INC COM 786514208 6348 300000 SH DEFINED 300000 SAKS INC NOTE 79377WAL2 9728 10500000 SH DEFINED 10500000 SANDISK CORP COM 80004C101 674 18386 SH DEFINED 18386 SANDRIDGE ENER COM 80007P307 438 77170 SH DEFINED 77170 SANOFI AVENTIS SPADR 80105N105 8832 265623 SH DEFINED 265623 SCANA CORP NEW COM 80589M102 3508 87000 SH DEFINED 87000 SCHLUMBERGER COM 806857108 30411 493600 SH DEFINED 493600 SCHNITZER STL CLA 806882106 6101 126366 SH DEFINED 126366 SCHWAB CHARLES COM 808513105 14923 1073600 SH DEFINED 1073600 SEACOAST BKG COM 811707306 84 68456 SH DEFINED 68456 SEATTLE GENETICS COM 812578102 6789 437124 SH DEFINED 437124 SELECT COMFORT COM 81616X103 2176 320999 SH DEFINED 320999 SELECTIVE INS COM 816300107 9151 561741 SH DEFINED 561741 SEMICONDUCTOR RCPT 816636203 9145 330000 SH DEFINED 330000 SEMPRA ENERGY COM 816851109 2545 47300 SH DEFINED 47300 SENIOR HSG PPT SHBE 81721M109 4897 208400 SH DEFINED 208400 SILGAN HOLD COM 827048109 3390 106950 SH DEFINED 106950 SIMON PPTY GR COM 828806109 29513 318236 SH DEFINED 318236 SKYWORKS SOL COM 83088M102 482 23300 SH DEFINED 23300 SMITHFIELD FOODS COM 832248108 1249 74200 SH DEFINED 74200 SMITHFIELD FOODS NOTE 832248AR9 8948 8500000 SH DEFINED 8500000 SMURFIT-STONE COM 83272A104 8481 461700 SH DEFINED 461700 SOLUTIA INC COM 834376501 17287 1079100 SH DEFINED 1079100 SONIC SOLUTIONS COM 835460106 6088 534999 SH DEFINED 534999 SOUTHERN UN CO COM 844030106 606 25200 SH DEFINED 25200 SOUTHWESTERN COM 845467109 9189 274800 SH DEFINED 274800 SOVRAN SELF ST COM 84610H108 7020 185231 SH DEFINED 185231 SPIRIT AEROSYST COMC 848574109 4151 208300 SH DEFINED 208300 SPRINT NEXTEL COM 852061100 6513 1406600 SH DEFINED 1406600 STAPLES INC COM 855030102 44714 2137360 SH DEFINED 2137360 STARWOOD PPTY COM 85571B105 4953 249275 SH DEFINED 249275 STARWOOD HOTEL COM 85590A401 18253 347347 SH DEFINED 347347 STEEL DYNAMICS COM 858119100 5374 380857 SH DEFINED 380857 STRATEGIC HOTEL COM 86272T106 5008 1181228 SH DEFINED 1181228 STRAYER ED INC COM 863236105 10173 58300 SH DEFINED 58300 SUN COMMUNITIE COM 866674104 1020 33211 SH DEFINED 33211 SUN HEALTHCARE COM 866933401 5124 605000 SH DEFINED 605000 SUNESIS PHARMACE COM 867328502 1128 2691428 SH DEFINED 2691428 SUNSTONE HOTEL COM 867892101 2974 327900 SH DEFINED 327900 SUNTRUST BKS COM 867914103 11200 433600 SH DEFINED 433600 SYMANTEC CORP NOTE 871503AF5 5400 5000000 SH DEFINED 5000000 TANGER FACTORY COM 875465106 10561 224025 SH DEFINED 224025 TAUBMAN CTRS COM 876664103 2401 53812 SH DEFINED 53812 TERADYNE INC NOTE 880770AE2 43241 20000000 SH DEFINED 20000000 TEXAS INSTRS COM 882508104 678 25000 SH DEFINED 25000 TEXTRON INC NOTE 883203BN0 8496 5000000 SH DEFINED 5000000 THERAVANCE IN NOTE 88338TAA2 10132 10000000 SH DEFINED 10000000 THERMO FISHER COM 883556102 12798 267300 SH DEFINED 267300 THOMAS & BETTS COM 884315102 8753 213381 SH DEFINED 213381 TIM PARTICIPAC SPADR 88706P106 2842 86139 SH DEFINED 86139 TITAN INTL INC COM 88830M102 4211 310329 SH DEFINED 310329 TIVO INC COM 888706108 1359 150000 SH DEFINED 150000 TOWER GROUP COM 891777104 9744 417291 SH DEFINED 417291 TOTAL SYS SVCS COM 891906109 457 30000 SH DEFINED 30000 TRANSDIGM GROUP COM 893641100 11991 193253 SH DEFINED 193253 TRIMBLE NAVIGA COM 896239100 7008 200000 SH DEFINED 200000 TRIUMPH GROUP COM 896818101 10064 134923 SH DEFINED 134923 TWO HBRS INVT COM 90187B101 839 93031 SH DEFINED 93031 TYSON FOODS NOTE 902494AP8 23680 20000000 SH DEFINED 20000000 UIL HLDG CORP COM 902748102 1549 55000 SH DEFINED 55000 ULTRA PETROLEUM COM 903914109 2708 64500 SH DEFINED 64500 UNION PAC CORP COM 907818108 270 3300 SH DEFINED 3300 UNITED RENTALS COM 911363109 2229 150200 SH DEFINED 150200 US AIRWAYS GROUP NOTE 911905AC1 43170 19500000 SH DEFINED 19500000 UNITED STATES NOTE 912909AE8 23227 15047000 SH DEFINED 15047000 UNITED TECHN COM 913017109 5898 82800 SH DEFINED 82800 UNITED THERAPE COM 91307C102 16614 296629 SH DEFINED 296629 UNITEDHEALTH GR COM 91324P102 14983 426758 SH DEFINED 426758 UNIVERSAL DISP COM 91347P105 261 11105 SH DEFINED 11105 UNIVERSAL HLTH CLB 913903100 13392 344630 SH DEFINED 344630 UNUM GROUP COM 91529Y106 14158 639188 SH DEFINED 639188 URBAN OUTFITTE COM 917047102 3930 125000 SH DEFINED 125000 VAIL RESORTS COM 91879Q109 3901 103981 SH DEFINED 103981 VALSPAR CORP COM 920355104 3504 110021 SH DEFINED 110021 VALUECLICK INC COM 92046N102 5886 450000 SH DEFINED 450000 VARIAN SEMICOND COM 922207105 934 32444 SH DEFINED 32444 VECTREN CORP COM 92240G101 1915 74013 SH DEFINED 74013 VECTOR GROUP COM 92240M108 1105 59083 SH DEFINED 59083 VERIZON COMMUN COM 92343V104 10686 327900 SH DEFINED 327900 VIACOM INC CLB 92553P201 13427 371005 SH DEFINED 371005 VICAL INC COM 925602104 3159 1416679 SH DEFINED 1416679 VIROPHARMA INC COM 928241108 1566 105000 SH DEFINED 105000 VIVO PARTICIPA SPADR 92855S200 8610 316892 SH DEFINED 316892 VOCUS INC COM 92858J108 5544 300000 SH DEFINED 300000 VOLCANO CORPOR COM 928645100 611 23500 SH DEFINED 23500 VORNADO RLTY SHBE 929042109 15199 177700 SH DEFINED 177700 WABCO HLDGS INC COM 92927K102 1917 45719 SH DEFINED 45719 WMS INDS INC COM 929297109 1629 42800 SH DEFINED 42800 WABASH NATL COR COM 929566107 6017 743800 SH DEFINED 743800 WADDELL & REED CLA 930059100 7409 270800 SH DEFINED 270800 WAL MART STORES COM 931142103 80553 1505108 SH DEFINED 1505108 WASTE CONNECTI COM 941053100 480 12100 SH DEFINED 12100 WATERS CORP COM 941848103 319 4500 SH DEFINED 4500 WATSON PHARMAC COM 942683103 20127 475700 SH DEFINED 475700 WAUSAU PAPER COM 943315101 829 100000 SH DEFINED 100000 WELLS FARGO & CO COM 949746101 28231 1123418 SH DEFINED 1123418 WESCO INTL INC COM 95082P105 7409 188575 SH DEFINED 188575 WESTAR ENERGY COM 95709T100 630 26000 SH DEFINED 26000 WESTERN REFNG COM 959319104 2016 384700 SH DEFINED 384700 WHITING PETE COM 966387102 8691 91000 SH DEFINED 91000 WILLIAMS SONOMA COM 969904101 285 9000 SH DEFINED 9000 WINTHROP RLTY SHBE 976391300 1545 125000 SH DEFINED 125000 WISCONSIN ENERGY COM 976657106 2988 51700 SH DEFINED 51700 WISDOMTREE TRUST ETF 97717W182 635 25000 SH DEFINED 25000 WORTHINGTON IND COM 981811102 3957 263282 SH DEFINED 263282 XCEL ENERGY INC COM 98389B100 3361 146300 SH DEFINED 146300 XILINX INC COM 983919101 1136 42683 SH DEFINED 42683 XEROX CORP COM 984121103 473 45700 SH DEFINED 45700 ZBB ENERGY CORP COM 98876R204 5 10000 SH DEFINED 10000 ZIMMER HLDGS COM 98956P102 30572 584224 SH DEFINED 584224 AIRCASTLE LTD COM G0129K104 2120 250000 SH DEFINED 250000 ARCH CAP GROUP ORD G0450A105 13345 159252 SH DEFINED 159252 ASPEN INSURANCE SHS G05384105 12976 428523 SH DEFINED 428523 AXIS CAPITAL SHS G0692U109 15785 479200 SH DEFINED 479200 COOPER INDUSTR SHS G24140108 10426 213073 SH DEFINED 213073 COVIDIEN PLC SHS G2554F105 36884 917729 SH DEFINED 917729 EXCEED COMPANY SHS G32335104 520 69364 SH DEFINED 69364 HERBALIFE LTD COM G4412G101 634 10500 SH DEFINED 10500 LAZARD LTD SHSA G54050102 1296 36939 SH DEFINED 36939 NABORS INDUST SHS G6359F103 4143 229427 SH DEFINED 229427 NORDIC AMERIC COM G65773106 351 13100 SH DEFINED 13100 PARTNERRE LTD COM G6852T105 10700 133447 SH DEFINED 133447 SEADRILL LIMI SHS G7945E105 5142 177367 SH DEFINED 177367 TRANSATLANTIC SHS G89982105 847 286000 SH DEFINED 286000 VALIDUS HOLDI COM G9319H102 19636 744906 SH DEFINED 744906 WARNER CHILCOTT SHSA G94368100 13796 614788 SH DEFINED 614788 ACE LTD SHS H0023R105 31175 535189 SH DEFINED 535189 WEATHERFORD INTE REG H27013103 13284 776822 SH DEFINED 776822 GARMIN LTD SHS H2906T109 9095 299671 SH DEFINED 299671 TRANSOCEAN LTD REG H8817H100 8284 128858 SH DEFINED 128858 UBS AG SHS H89231338 426 25000 SH DEFINED 25000 FLAGSTONE REINSU COM L3466T104 3708 349494 SH DEFINED 349494 CELLCOM ISRAEL SHS M2196U109 273 9000 SH DEFINED 9000 CHECK POINT SOFT ORD M22465104 1153 31216 SH DEFINED 31216 ASML HOLDING N REG N07059186 3253 109432 SH DEFINED 109432 ORTHOFIX INTL N COM N6748L102 4930 156911 SH DEFINED 156911 SENSATA TECHNOL SHS N7902X106 7883 398959 SH DEFINED 398959 BALTIC TRADING COM Y0553W103 3211 291688 SH DEFINED 291688 -----END PRIVACY-ENHANCED MESSAGE-----