-----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, WKny8sBbnZRm4AOMiJeAvAxMkqQgidjWhk/ghCSHmtnpUDCa0NRdR5nGsMZ0dPUa 8zM0AHEtdXUUyKlvDbQV6Q== 0001056973-08-000004.txt : 20080514 0001056973-08-000004.hdr.sgml : 20080514 20080514103702 ACCESSION NUMBER: 0001056973-08-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 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: 08829969 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 f13hr1q08.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, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.):[ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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, 2008 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: 296 Form 13F Information Table Value Total: $4,450,028 (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 A D C TELECOMMUNICATIONS COM NEW 000886309 6081 503400 SH SOLE 503400 0 0 AEROPOSTALE COM 007865108 550 20300 SH SOLE 20300 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 19708 393300 SH SOLE 393300 0 0 AIR PRODS & CHEMS INC COM 009158106 15484 168300 SH SOLE 168300 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 19858 968700 SH SOLE 968700 0 0 ANADARKO PETE CORP COM 032511107 35297 560000 SH SOLE 560000 0 0 ANALOG DEVICES INC COM 032654105 8629 292300 SH SOLE 292300 0 0 ANHEUSER BUSCH COS INC COM 035229103 47608 1003320 SH SOLE 1003320 0 0 ANNTAYLOR STORES CORP COM 036115103 7133 295000 SH SOLE 295000 0 0 AON CORP COM 037389103 25053 623200 SH SOLE 623200 0 0 APPLE INC COM 037833100 4779 33300 SH SOLE 33300 0 0 APPLIED MATLS INC COM 038222105 7687 394000 SH SOLE 394000 0 0 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 7993 117100 SH SOLE 117100 0 0 ARROW ELECTRS INC COM 042735100 7063 209900 SH SOLE 209900 0 0 ASHLAND INC NEW COM 044209104 11740 248200 SH SOLE 248200 0 0 ASTORIA FINL CORP COM 046265104 14634 538800 SH SOLE 538800 0 0 ATMEL CORP COM 049513104 6680 1919600 SH SOLE 1919600 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 25832 609400 SH SOLE 609400 0 0 AVERY DENNISON CORP COM 053611109 12278 249300 SH SOLE 249300 0 0 AVON PRODS INC COM 054303102 28844 729500 SH SOLE 729500 0 0 BJ SVCS CO COM 055482103 31361 1100000 SH SOLE 1100000 0 0 BMC SOFTWARE INC COM 055921100 18752 576620 SH SOLE 576620 0 0 BANK OF AMERICA CORPORATION COM 060505104 15471 408090 SH SOLE 408090 0 0 BANK HAWAII CORP COM 062540109 13986 282200 SH SOLE 282200 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 14305 342800 SH SOLE 342800 0 0 BARRICK GOLD CORP COM 067901108 7856 180800 SH SOLE 180800 0 0 BAXTER INTL INC COM 071813109 5077 87800 SH SOLE 87800 0 0 BE AEROSPACE INC COM 073302101 5634 161200 SH SOLE 161200 0 0 BEA SYS INC COM 073325102 127708 6668828 SH SOLE 6668828 0 0 BENTLEY PHARMACEUTICALS INC COM 082657107 2139 131600 SH SOLE 131600 0 0 BIGBAND NETWORKS INC COM 089750509 2464 430000 SH SOLE 430000 0 0 BORGWARNER INC COM 099724106 17109 397600 SH SOLE 397600 0 0 BRINKER INTL INC COM 109641100 6609 356300 SH SOLE 356300 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 7012 960500 SH SOLE 960500 0 0 CMGI INC COM NEW 125750307 8535 643700 SH SOLE 643700 0 0 CVS CAREMARK CORPORATION COM 126650100 5343 131900 SH SOLE 131900 0 0 CABOT OIL & GAS CORP COM 127097103 6360 125100 SH SOLE 125100 0 0 CAMPBELL SOUP CO COM 134429109 10740 316338 SH SOLE 316338 0 0 CENTURYTEL INC COM 156700106 38871 1169400 SH SOLE 1169400 0 0 CHARLES RIV LABS INTL INC COM 159864107 3837 65100 SH SOLE 65100 0 0 CHESAPEAKE ENERGY CORP COM 165167107 19845 430000 SH SOLE 430000 0 0 CHIPOTLE MEXICAN GRILL INC CL B 169656204 4952 51000 SH SOLE 51000 0 0 CHIOICE HOTELS INTL INC COM 169905106 11969 350900 SH SOLE 350900 0 0 CHIQUITA BRANDS INTL INC COM 170032809 7733 334599 SH SOLE 334599 0 0 CIENA CORP COM NEW 171779309 18116 587600 SH SOLE 587600 0 0 CLOROX CO DEL COM 189054109 20470 361400 SH SOLE 361400 0 0 COCA COLA CO COM 191216100 4803 78900 SH SOLE 78900 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 28928 1003400 SH SOLE 1003400 0 0 COMMERCE GROUP INC MASS COM 200641108 62848 1742867 SH SOLE 1742867 0 0 COMMERCIAL METALS CO COM 201723103 8101 270300 SH SOLE 270300 0 0 CONTINENTAL AIRLS INC CL B 210795308 2885 150000 SH SOLE 150000 0 0 CONVERGYS CORP COM 212485106 12423 824900 SH SOLE 824900 0 0 CULLEN FROST BANKERS INC COM 229899109 8269 155900 SH SOLE 155900 0 0 CYTEC INDS INC COM 232820100 12025 223302 SH SOLE 223302 0 0 DIEBOLD INC COM 253651103 9388 250000 SH SOLE 250000 0 0 DRIL-QUIP INC COM 262037104 18137 390300 SH SOLE 390300 0 0 EMC CORP MASS COM 268648102 7758 541000 SH SOLE 541000 0 0 EARTHLINK INC COM 270321102 8101 1072931 SH SOLE 1072931 0 0 EATON CORP COM 278058102 20029 251400 SH SOLE 251400 0 0 ECHOSTAR CORP CL A 278768106 5932 200800 SH SOLE 200800 0 0 ELECTRONIC ARTS INC COM 285512109 9984 200000 SH SOLE 200000 0 0 ENCANA CORP COM 292505104 15908 210000 SH SOLE 210000 0 0 ESSEX PPTY TR INC COM 297178105 6884 60400 SH SOLE 60400 0 0 EXPEDITORS INTL WASH INC COM 302130109 37332 826288 SH SOLE 826288 0 0 F5 NETWORKS INC COM 315616102 16353 900000 SH SOLE 900000 0 0 FIBERNET TELECOM GRP INC COM PAR $0.001 315653402 4141 576800 SH SOLE 576800 0 0 FIRST CHARTER CORP COM 319439105 47878 1792511 SH SOLE 1792511 0 0 FISERV INC COM 337738108 32427 674300 SH SOLE 674300 0 0 GAP IN DEL COM 364760108 7240 367900 SH SOLE 367900 0 0 GENENTECH INC COM NEW 368710406 3085 38000 SH SOLE 38000 0 0 GENERAL ELECTRIC CO COM 369604103 28287 764300 SH SOLE 764300 0 0 GENERAL MTRS CORP DEB SR CV C 33 370442717 13678 825000 SH SOLE 825000 0 0 GLOBAL INDS LTD COM 379336100 16383 1018222 SH SOLE 1018222 0 0 GREY WOLF INC COM 397888108 28388 4186960 SH SOLE 4186960 0 0 GRUBB & ELLIS CO COM PAR $0.01 400095204 4923 716600 SH SOLE 716600 0 0 HALLIBURTON CO COM 406216101 22851 581000 SH SOLE 581000 0 0 HANSEN NAT CORP COM 411310105 7854 222500 SH SOLE 222500 0 0 HARRIS CORP DEL COM 413875105 6891 142000 SH SOLE 142000 0 0 HASBRO INC COM 418056107 12920 463100 SH SOLE 463100 0 0 HEARTLAND EXPRESS INC COM 422347104 12924 906300 SH SOLE 906300 0 0 HEIINZ H J CO COM 423074103 29784 634106 SH SOLE 634106 0 0 HERCULES OFFSHORE INC COM 427093109 17584 700000 SH SOLE 700000 0 0 HEWLETT PACKARD CO COM 428236103 11438 250500 SH SOLE 250500 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 7307 160000 SH SOLE 160000 0 0 HUMANA I NC COM 444859102 37795 842500 SH SOLE 842500 0 0 HURON CONSULTING GROUP INC COM 447462102 13005 313000 SH SOLE 313000 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 5626 630000 SH SOLE 630000 0 0 INTEL CORP COM 458140100 35874 1693760 SH SOLE 1693760 0 0 JOY GLOBAL INC COM 481165108 12884 197729 SH SOLE 197729 0 0 KEY ENERGY SVCS INC COM 492914106 16464 1226800 SH SOLE 1226800 0 0 KIMBERLY CLARK CORP COM 494368103 24890 385600 SH SOLE 385600 0 0 KOHLS CORP COM 500255104 6386 148900 SH SOLE 148900 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 10661 97500 SH SOLE 97500 0 0 LANDSTAR SYS INC COM 515098101 11042 211700 SH SOLE 211700 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5473 190500 SH SOLE 190500 0 0 LEHMAN BROS HLDGS INC COM 524908100 1882 50000 SH SOLE 50000 0 0 LENNAR CORP CL A 526057104 4821 256300 SH SOLE 256300 0 0 LINCARE HLDGS INC COM 532791100 9594 341300 SH SOLE 341300 0 0 LINCOLN NATL CORP IND COM 534187109 21325 410100 SH SOLE 410100 0 0 LOEWS CORP COM 540424108 17578 437057 SH SOLE 437057 0 0 LOEWS CORP INC COM 548661107 9717 423600 SH SOLE 423600 0 0 M D C HLDGS INC COM 552676108 13973 319100 SH SOLE 319100 0 0 MARATHON OIL CORP COM 565849106 14364 315000 SH SOLE 315000 0 0 MCAFEE INC COM 579064106 7955 240400 SH SOLE 240400 0 0 MERCK & CO INC COM 589331107 8717 229700 SH SOLE 229700 0 0 METROPCS COMMUNICATIONS INC COM 591708102 3420 201201 SH SOLE 201201 0 0 MIDLAND CO COM 597486109 53431 822909 SH SOLE 822909 0 0 MORGAN STANLEY COM NEW 617446448 8642 189100 SH SOLE 189100 0 0 MYLAN INC COM 628530107 7525 648700 SH SOLE 648700 0 0 NATIONAL CITY CORP COM 635405103 6448 648000 SH SOLE 648000 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 18893 399600 SH SOLE 399600 0 0 NORFOLD COUTHERN CORP COM 655844108 54027 994600 SH SOLE 994600 0 0 NORTHROP GRUMMAN CORP COM 666807102 13656 175500 SH SOLE 175500 0 0 NORTHWEST AIRLS CORP COM 667280408 6320 703000 SH SOLE 703000 0 0 OCEANEERING INTL INC COM 675232102 20097 319000 SH SOLE 319000 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 17680 100000 SH SOLE 100000 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3527 110800 SH SOLE 110800 0 0 OSHKOSH TRUCK CORP COM 688239201 22454 618900 SH SOLE 618900 0 0 PNC FINL SVCS GROUP INC COM 693475105 16084 245300 SH SOLE 245300 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 7736 613500 SH SOLE 613500 0 0 PARALLEL PETE CORP DEL COM 699157103 16112 823300 SH SOLE 823300 0 0 PEABODY ENERGY CORP COM 704549104 3070 60200 SH SOLE 60200 0 0 PEOPLE UNITED FINANCIAL INC COM 712704105 25429 1469018 SH SOLE 1469018 0 0 PEPSICO INC COM 713448108 10397 144000 SH SOLE 144000 0 0 PETROHAWK ENERGY CORP COM 716495106 6481 321300 SH SOLE 321300 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 12836 338500 SH SOLE 338500 0 0 PILGRIMS PRIDE CORP COM 721467108 690 34100 SH SOLE 34100 0 0 PIONEER NAT RES CO COM 723787107 26761 544800 SH SOLE 544800 0 0 PRECISION CASTPARTS CORP COM 740189105 12586 123300 SH SOLE 123300 0 0 PRUDENTIAL FINL INC COM 744320102 24320 310800 SH SOLE 310800 0 0 PULTE HOMES INC COM 745867101 11009 756600 SH SOLE 756600 0 0 PUTNAM PREMIER INCOM TR SH BEN INT 746853100 3288 541654 SH SOLE 541654 0 0 PUTNAM MASTER INTER INCOM T SH BEN INT 746909100 232 37541 SH SOLE 37541 0 0 RCN CORP COM NEW 749361200 4263 381300 SH SOLE 381300 0 0 RALCORP HLDGS INC NEW COM 751028101 2971 51100 SH SOLE 51100 0 0 RAYONIER INC COM 754907103 9040 208100 SH SOLE 208100 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 1601 73900 SH SOLE 73900 0 0 REBULIC SVCS INC COM 760759100 9883 338000 SH SOLE 338000 0 0 RESEARCH IN MOTION LTD COM 760975102 7093 63200 SH SOLE 63200 0 0 ROCKWELL COLLINS INC COM 774341101 2052 35900 SH SOLE 35900 0 0 ROSS STORES INCE COM 778296103 8697 290300 SH SOLE 290300 0 0 RURAL CELLULAR CORP CL A 781904107 25965 587039 SH SOLE 587039 0 0 SAVVIS INC COM NEW 805423308 5015 308257 SH SOLE 308257 0 0 SCHERING PLOUGH CORP COM 806605101 8097 561900 SH SOLE 561900 0 0 SCHLUMBERGER LTD COM 806857108 5220 60000 SH SOLE 60000 0 0 SCRIPPS EW CO OHIO CL A 811054204 16392 390200 SH SOLE 390200 0 0 SHAW GROUP INC COM 820280105 19926 422700 SH SOLE 422700 0 0 SHERWIN WILLIAMS CO COM 824348106 16317 319700 SH SOLE 319700 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 23555 1062000 SH SOLE 1062000 0 0 SPRINT NEXTEL CORP COM SER I 852061100 10370 1550000 SH SOLE 1550000 0 0 SUNCOR ENERGY INC COM 867229106 14626 151800 SH SOLE 151800 0 0 SUNTRUST BKS INC COM 867914103 33090 600100 SH SOLE 600100 0 0 SYKES ENTERPRISES INC COM 871237103 5032 286100 SH SOLE 286100 0 0 TCF FINL CORP COM 872275102 13255 739700 SH SOLE 739700 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 13908 545000 SH SOLE 545000 0 0 TEXTRON INC COM 883203101 7371 133000 SH SOLE 133000 0 0 TIDEWATER INC COM 886423102 12675 230000 SH SOLE 230000 0 0 TIME WARNER INC COM 887317105 8622 615000 SH SOLE 615000 0 0 TIME WARNER TELECOM INC CL A 887319101 15882 1025300 SH SOLE 1025300 0 0 TOLL BROTHERS INC COM 889478103 19596 834600 SH SOLE 834600 0 0 TOTAL SYS SVCS INC COM 891906109 4678 197700 SH SOLE 197700 0 0 TRANE INC COM 892893108 153722 3349065 SH SOLE 3349065 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 2735 448326 SH SOLE 448326 0 0 TYSON FOODS INC CL A 902494103 2058 129000 SH SOLE 129000 0 0 UAP HLDG CORP COM 903441103 40367 1052859 SH SOLE 1052859 0 0 UNION PAC CORP COM 907818108 51682 412200 SH SOLE 412200 0 0 UNION BANCAL CORP COM 908906100 15406 313900 SH SOLE 313900 0 0 UNITED STATES STL CORP NEW COM 912909108 13283 104700 SH SOLE 104700 0 0 UNITED STCHNOLOGIES CORP COM 913017109 11520 167400 SH SOLE 167400 0 0 URBAN OUTFITTERS INC COM 917047102 4590 146400 SH SOLE 146400 0 0 WAL MART STORES INC COM 931142103 29680 563400 SH SOLE 563400 0 0 WASHINTON POST CO CL B 939640108 14222 21500 SH SOLE 21500 0 0 WERNER ENTERPRISES INC COM 950755108 7266 391500 SH SOLE 391500 0 0 WESTERN REFNG INC COM 959319104 7139 530000 SH SOLE 530000 0 0 WEYERHAEUSER CO COM 962166104 10979 168800 SH SOLE 168800 0 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 3509 302000 SH SOLE 302000 0 0 YAHOO INC COM 984332106 64311 2223000 SH SOLE 2223000 0 0 YUM BRANDS INC COM 988498101 8815 236900 SH SOLE 236900 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 12069 148300 SH SOLE 148300 0 0 CONSTELLATION ENERGY PRTNR L COM UNIT LLC B 21038E101 4178 228695 SH SOLE 228695 0 0 TALISMAN ENERGY INC COM 87425E103 29957 1692500 SH SOLE 1692500 0 0 NEWS CORP CL A 65248E104 23839 1271400 SH SOLE 1271400 0 0 BRE PROPERTIES INC CL A 05564E106 4075 89441 SH SOLE 89441 0 0 TARGET CORP COM 87612E106 10648 210100 SH SOLE 210100 0 0 TOTAL S A SPONSORED ADR 89151E109 35599 481000 SH SOLE 481000 0 0 TRAVELERS COMPANIES INC COM 89417E109 26097 545400 SH SOLE 545400 0 0 AMR CORP NOTE 4.500% 2/1 001765BB1 9092 9500000 PRN SOLE 9500000 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 1652 134984 SH SOLE 134984 0 0 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 6745 15000000 PRN SOLE 15000000 0 0 AMERICAN FINL RLTY TR COM 02607P305 23370 2943351 SH SOLE 2943351 0 0 AMGEN INC NOTE 0.125% 2/0 031162AQ3 9216 10629000 PRN SOLE 10629000 0 0 BLADELOGIC INC COM 09265M102 11465 408726 SH SOLE 408726 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 31759 33500000 PRN SOLE 33500000 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 37022 2103500 SH SOLE 2103500 0 0 CNX GAS CORP COM 12618H309 5254 162769 SH SOLE 162769 0 0 CVR ENERGY INC COM 12662P108 5695 247300 SH SOLE 247300 0 0 CACI INTL INC NOTE 2.125% 5/0 127190AD8 7805 7500000 PRN SOLE 7500000 0 0 CAMECO CORP COM 13321L108 10396 315600 SH SOLE 315600 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 20195 485000 SH SOLE 485000 0 0 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 4897 6000000 PRN SOLE 6000000 0 0 CISCO SYS INC COM 17275R102 27549 1143600 SH SOLE 1143600 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 1241 65300 SH SOLE 65300 0 0 COMCAST CORP NEW CL A 20030N101 11451 592100 SH SOLE 592100 0 0 CONOCOPHILLIPS COM 20825C104 20196 265000 SH SOLE 265000 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 14914 11000000 PRN SOLE 11000000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 10266 11500000 PRN SOLE 11500000 0 0 DEVON ENERGY CORP NEW COM 25179M103 10057 96400 SH SOLE 96400 0 0 DIRECTV GROUP INC COM 25459L106 10506 423800 SH SOLE 423800 0 0 DOLAN MEDIA CO COM 25659P402 5144 255800 SH SOLE 255800 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 18757 16000000 PRN SOLE 16000000 0 0 EL PASO CORP COM 28336L109 15134 909500 SH SOLE 909500 0 0 ENERGIZER HLDGS INC COM 29266R108 15508 171400 SH SOLE 171400 0 0 ENERGY PARTNERS LTD COM 29270U105 28362 2994968 SH SOLE 2994968 0 0 FIBERTOWER CORP COM 31567R100 863 490575 SH SOLE 490575 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 37568 985000 SH SOLE 985000 0 0 FIFTH THIRD BANCORP COM 316773100 693 4545 SH PUT SOLE 4545 0 0 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 5744 163400 SH SOLE 163400 0 0 FOUNDRY NETWORKS INC COM 35063R100 4662 402600 SH SOLE 402600 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 32340 336100 SH SOLE 336100 0 0 GLG PARTNERS INC *W EXP 12/28/201 37929X115 440 96800 SH SOLE 96800 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 6634 8500000 PRN SOLE 8500000 0 0 GLOBAL PMTS INC COM 37940X102 1568 37900 SH SOLE 37900 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 7405 535400 SH SOLE 535400 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4267 25800 SH SOLE 25800 0 0 GOOGLE INC CL A 38259P508 8809 20000 SH SOLE 20000 0 0 GRANT PRIDECO INC COM 38821G101 151082 3069515 SH SOLE 3069515 0 0 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 11426 10500000 PRN SOLE 10500000 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 14400 15000000 PRN SOLE 15000000 0 0 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 9678 11000000 PRN SOLE 11000000 0 0 HOST HOTELS & RESORTS INC COM 44107P104 5094 320000 SH SOLE 320000 0 0 I-TRAX INC COM NEW 45069D203 837 156496 SH SOLE 156496 0 0 INFORMATION SERVICES GROUP COM 45675Y104 8370 1622000 SH SOLE 1622000 0 0 INFORMATION SERVICES GROUP I *W EXP 1/31/201 45675Y112 300 600000 SH SOLE 600000 0 0 INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB7 5239 5831000 PRN SOLE 5831000 0 0 ION MEDIA NETWORKS INC NOTE 11.000% 7/3 46205AAB9 750 2500000 PRN SOLE 2500000 0 0 JP MORGAN CHASE & CO COM 46625H100 34034 792400 SH SOLE 792400 0 0 JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB7 9298 9500000 PRN SOLE 9500000 0 0 KRAFT FOODS INC CL A 50075N104 15195 490000 SH SOLE 490000 0 0 LANDAMERICA FINL GROUP INC DBCV 3.250% 5/1 514936AD5 3708 3950000 PRN SOLE 3950000 0 0 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 5276 335198 SH SOLE 335198 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 42765 1888892 SH SOLE 1888892 0 0 M & T BK CORP COM 55261F104 12845 159600 SH SOLE 159600 0 0 MTC TECHNOLOGIES INC COM 55377A106 26792 1126667 SH SOLE 1126667 0 0 MANPOWER INC COM 56418H100 4096 72800 SH SOLE 72800 0 0 MASTERCARD INC CL A 57636Q104 7559 33900 SH SOLE 33900 0 0 MCKESSON CORP COM 58155Q103 5001 95500 SH SOLE 95500 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 23493 22354000 PRN SOLE 22354000 0 0 MOLSON COORS BREWING CO CL B 60871R209 10209 194200 SH SOLE 194200 0 0 NVR INC COM 62944T105 5840 9774 SH SOLE 9774 0 0 NYMEX HOLDINGS INC COM 62948N104 12298 135700 SH SOLE 135700 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 27592 27000000 PRN SOLE 27000000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 14116 20000000 PRN SOLE 20000000 0 0 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 7639 7500000 PRN SOLE 7500000 0 0 NOVA CHEMICALS CORP COM 66977W109 7844 328900 SH SOLE 328900 0 0 NVIDIA CORP COM 67066G104 5316 268600 SH SOLE 268600 0 0 ONLINE RES CORP COM 68273G101 4721 490700 SH SOLE 490700 0 0 ORACLE CORP COM 68389X105 4424 226200 SH SOLE 226200 0 0 ORBITZ WORLDWIDE INC COM 68557K109 3593 521500 SH SOLE 521500 0 0 PMC-SIERRA INC COM 69344F106 4077 715206 SH SOLE 715206 0 0 PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 34926 412400 SH SOLE 412400 0 0 PHARMERICA CORP COM 71714F104 5160 311400 SH SOLE 311400 0 0 PRIDE INTL INC DEL COM 74153Q102 8738 250000 SH SOLE 250000 0 0 PROLOGIS NOTE 1.875%11/1 743410AR3 10849 12000000 PRN SOLE 12000000 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 4783 141000 SH SOLE 141000 0 0 QUANEX CORP COM 747620102 5521 106700 SH SOLE 106700 0 0 QUEST DIAGNOSTICS INC COM 74834L100 11118 245600 SH SOLE 245600 0 0 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 12028 13000000 PRN SOLE 13000000 0 0 SBA COMMUNICATIONS CORP COM 78388J106 12698 425668 SH SOLE 425668 0 0 SPDR TR UNIT SER I 78462F103 5622 42600 SH SOLE 42600 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 5562 5500000 PRN SOLE 5500000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1858 68900 SH SOLE 68900 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 16239 5677820 SH SOLE 5677820 0 0 SPORT SUPPLY GROUP INC DEL COM 84916A104 32380 2709600 SH SOLE 2709600 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 12902 12000000 PRN SOLE 12000000 0 0 TERADATA CORP DEL COM 88076W103 13699 621000 SH SOLE 621000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 18969 309188 SH SOLE 309188 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 26159 24000000 PRN SOLE 24000000 0 0 TREEHOUSE FOODS INC COM 89469A104 7279 318400 SH SOLE 318400 0 0 U S AIRWAYS GROUP INC COM 90341W108 6139 689000 SH SOLE 689000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 31425 639900 SH SOLE 639900 0 0 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 28161 33000000 PRN SOLE 33000000 0 0 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 2818 3000000 PRN SOLE 3000000 0 0 WESTFIELD FINANCIAL INC NEW COM 96008P104 489 50078 SH SOLE 50078 0 0 XTO ENERGY INC COM 98385X106 25827 417500 SH SOLE 417500 0 0 AIRCASTLE LTD COM G0129K104 6585 585300 SH SOLE 585300 0 0 AMDOCS LTD ORD G02602103 17441 615000 SH SOLE 615000 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 2617 74400 SH SOLE 74400 0 0 COVIDIEN TLD COM G2552X108 13071 295400 SH SOLE 295400 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3958 363800 SH SOLE 363800 0 0 NABORS INDUSTRIES LTD SHS G6359F103 9294 275200 SH SOLE 275200 0 0 NOBLE CORPORATION SHS G65422100 44355 893000 SH SOLE 893000 0 0 RENI\AISSANCERE HOLDINGS LTD COM G7496G103 15615 300800 SH SOLE 300800 0 0 TRANSOCEAN INC NEW SHS G90073100 9843 72800 SH SOLE 72800 0 0 CNH GLOBAL N V SHS NEW N20935206 8164 156900 SH SOLE 156900 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8834 268500 SH SOLE 268500 0 0 DRYSHIPS INC SHS Y2109Q101 5991 100000 SH SOLE 100000 0 0
-----END PRIVACY-ENHANCED MESSAGE-----