-----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, RLDHUIEEQznyZd7DYEPQ0Ai9kAV8p/5ziil6iEpoDlvf8aMrIt4f1tsS0Wdo/nm9 yGjrgeBVC4Xe71reOzAx/g== 0001085146-09-002133.txt : 20090512 0001085146-09-002133.hdr.sgml : 20090512 20090511213055 ACCESSION NUMBER: 0001085146-09-002133 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090512 DATE AS OF CHANGE: 20090511 EFFECTIVENESS DATE: 20090512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 09816959 BUSINESS ADDRESS: STREET 1: 9 WEST 57TH STREET STREET 2: 33RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-758-5400 MAIL ADDRESS: STREET 1: 9 WEST 57TH STREET STREET 2: 33RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 mack1q09.txt MACKAY SHIELDS LLC 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, 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: MacKay Shields LLC Address: 9 West 57th Street, 34th Floor New York, NY 10019 13F File Number: 28-00046 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: Rene A. Bustamante Title: Chief Compliance Officer Phone: (212) 230-3811 Signature, Place, and Date of Signing: /s/ Rene A. Bustamante New York, NY May 11, 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 Form13F Information Table Entry Total: 526 Form13F Information Table Value Total: $4,413,646 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 2822 913383 SH SOLE 913383 0 0 3M CO COM 88579Y101 9438 189823 SH SOLE 189823 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 2743 624847 SH SOLE 624847 0 0 A H BELO CORP COM CL A 001282102 163 166340 SH SOLE 166340 0 0 ABBOTT LABS COM 002824100 24232 508000 SH SOLE 508000 0 0 ACTUANT CORP CL A NEW 00508X203 2991 289500 SH SOLE 289500 0 0 ACUITY BRANDS INC COM 00508Y102 1252 55559 SH SOLE 55559 0 0 ACXIOM CORP COM 005125109 2143 289611 SH SOLE 289611 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1339 32600 SH SOLE 32600 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 636 176762 SH SOLE 176762 0 0 AERCAP HOLDINGS NV SHS N00985106 914 281146 SH SOLE 281146 0 0 AEROPOSTALE COM 007865108 1756 66100 SH SOLE 66100 0 0 AFC ENTERPRISES INC COM 00104Q107 1310 290500 SH SOLE 290500 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 6679 139466 SH SOLE 139466 0 0 AFFILIATED MANAGERS GROUP COM 008252108 6486 155500 SH SOLE 155500 0 0 AFLAC INC COM 001055102 92 230000 SH CALL SOLE 0 0 0 AGL RES INC COM 001204106 6252 235647 SH SOLE 235647 0 0 AIRGAS INC COM 009363102 3124 92400 SH SOLE 92400 0 0 AIRTRAN HLDGS INC COM 00949P108 2066 454000 SH SOLE 454000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 23007 1185950 SH SOLE 1185950 0 0 ALCON INC COM SHS H01301102 47878 526650 SH SOLE 526650 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 6349 168600 SH SOLE 168600 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 7981 216000 SH SOLE 216000 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 9742 145450 SH SOLE 145450 0 0 ALZA CORP SDCV 7/2 02261WAB5 15057 17595000 PRN SOLE 17595000 0 0 AMBAC FINL GROUP INC COM 023139108 12 14773 SH SOLE 14773 0 0 AMEDISYS INC COM 023436108 577 21000 SH SOLE 21000 0 0 AMEREN CORP COM 023608102 6076 261999 SH SOLE 261999 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8513 695490 SH SOLE 695490 0 0 AMERICAN ELEC PWR INC COM 025537101 4703 186164 SH SOLE 186164 0 0 AMERICAN TOWER CORP CL A 029912201 16335 536800 SH SOLE 536800 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 4317 11360000 PRN SOLE 11360000 0 0 AMERIPRISE FINL INC COM 03076C106 5275 257462 SH SOLE 257462 0 0 AMGEN INC COM 031162100 7354 148505 SH SOLE 148505 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 36048 38532000 PRN SOLE 38532000 0 0 AMPHENOL CORP NEW CL A 032095101 37131 1303300 SH SOLE 1303300 0 0 ANIXTER INTL INC COM 035290105 9840 310600 SH SOLE 310600 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 11424 14999000 PRN SOLE 14999000 0 0 ANNTAYLOR STORES CORP COM 036115103 2301 442454 SH SOLE 442454 0 0 ANSYS INC COM 03662Q105 2477 98700 SH SOLE 98700 0 0 APACHE CORP COM 037411105 3755 58599 SH SOLE 58599 0 0 APOLLO GROUP INC CL A 037604105 2695 34400 SH SOLE 34400 0 0 APPLE INC COM 037833100 32624 310350 SH SOLE 310350 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1130 67000 SH SOLE 67000 0 0 ARCH CHEMICALS INC COM 03937R102 2162 114030 SH SOLE 114030 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 3713 3976000 PRN SOLE 3976000 0 0 ARENA RESOURCES INC COM 040049108 950 37300 SH SOLE 37300 0 0 ARIBA INC COM NEW 04033V203 1031 118100 SH SOLE 118100 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 2184 198400 SH SOLE 198400 0 0 ARRIS GROUP INC COM 04269Q100 936 127000 SH SOLE 127000 0 0 ARVINMERITOR INC NOTE 4.000% 2/1 043353AH4 989 4822000 PRN SOLE 4822000 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 14259 634867 SH SOLE 630175 0 0 AT&T INC COM 00206R102 21825 866053 SH SOLE 866053 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 346 23600 SH SOLE 23600 0 0 ATWOOD OCEANICS INC COM 050095108 5292 319000 SH SOLE 319000 0 0 AUTOZONE INC COM 053332102 31361 192851 SH SOLE 192851 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 973 35100 SH SOLE 35100 0 0 AVNET INC COM 053807103 14601 833855 SH SOLE 833855 0 0 AVOCENT CORP COM 053893103 1547 127390 SH SOLE 127390 0 0 AVON PRODS INC COM 054303102 6232 324100 SH SOLE 324100 0 0 BAKER HUGHES INC COM 057224107 15577 545620 SH SOLE 545620 0 0 BALL CORP COM 058498106 8241 189865 SH SOLE 189865 0 0 BALLY TECHNOLOGIES INC COM 05874B107 803 43600 SH SOLE 43600 0 0 BANK MUTUAL CORP NEW COM 063750103 2449 270274 SH SOLE 270274 0 0 BANK OF AMERICA CORPORATION COM 060505104 10228 1499703 SH SOLE 1499703 0 0 BANK OF AMERICA CORPORATION COM 060505104 52 370000 SH CALL SOLE 0 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 8734 309154 SH SOLE 309154 0 0 BANKRATE INC COM 06646V108 766 30700 SH SOLE 30700 0 0 BARD C R INC COM 067383109 11368 142600 SH SOLE 142600 0 0 BAXTER INTL INC COM 071813109 18511 361400 SH SOLE 361400 0 0 BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL9 500 2000000 PRN SOLE 2000000 0 0 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 857 897000 PRN SOLE 897000 0 0 BECTON DICKINSON & CO COM 075887109 27790 413300 SH SOLE 413300 0 0 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1455 69600 SH SOLE 69600 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 1477 1896000 PRN SOLE 1896000 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5051 409000 SH SOLE 409000 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 10138 13060000 PRN SOLE 13060000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3986 501400 SH SOLE 501400 0 0 BP PLC SPONSORED ADR 055622104 60261 1502776 SH SOLE 1502776 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 1914 84701 SH SOLE 84701 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 16311 744100 SH SOLE 744100 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 2345 246810 SH SOLE 246810 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 1963 141524 SH SOLE 141524 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 996 467753 SH SOLE 467753 0 0 BUCYRUS INTL INC NEW COM 118759109 686 45200 SH SOLE 45200 0 0 C D I CORP COM 125071100 2433 250296 SH SOLE 250296 0 0 C&D TECHNOLOGIES INC COM 124661109 497 268863 SH SOLE 268863 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 11089 856996 SH SOLE 856996 0 0 CABOT CORP COM 127055101 2557 243293 SH SOLE 243293 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 15219 694000 SH SOLE 694000 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 20665 19996000 PRN SOLE 19996000 0 0 CANON INC ADR 138006309 795 27400 SH SOLE 27400 0 0 CAPELLA EDUCATION COMPANY COM 139594105 8729 164700 SH SOLE 164700 0 0 CAPITAL ONE FINL CORP COM 14040H105 694 56700 SH SOLE 56700 0 0 CARDINAL HEALTH INC COM 14149Y108 12570 399297 SH SOLE 399297 0 0 CARDIONET INC COM 14159L103 1170 41700 SH SOLE 41700 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 3314 3573000 PRN SOLE 3573000 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 1247 62900 SH SOLE 62900 0 0 CATERPILLAR INC DEL COM 149123101 3705 132500 SH SOLE 132500 0 0 CELANESE CORP DEL PFD 4.25% CONV 150870202 2420 118609 PRN SOLE 118609 0 0 CELANESE CORP DEL PFD 4.25% CONV 150870202 9684 474710 SH SOLE 474710 0 0 CELERA CORP COM 15100E106 2496 327125 SH SOLE 327125 0 0 CELGENE CORP COM 151020104 21712 489000 SH SOLE 489000 0 0 CENTERPOINT ENERGY INC COM 15189T107 5640 540686 SH SOLE 540686 0 0 CEPHALON INC COM 156708109 7981 117200 SH SOLE 117200 0 0 CHATTEM INC COM 162456107 12437 221900 SH SOLE 221900 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 30825 46529000 PRN SOLE 46529000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 3740 4953000 PRN SOLE 4953000 0 0 CHEVRON CORP NEW COM 166764100 19507 290105 SH SOLE 290105 0 0 CHICOS FAS INC COM 168615102 1882 350389 SH SOLE 350389 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 1230 56200 SH SOLE 56200 0 0 CHUNGHWA TELECOM CO LTD SPONS ADR NEW 09 17133Q403 11010 604941 SH SOLE 604941 0 0 CHURCH & DWIGHT INC COM 171340102 9448 180900 SH SOLE 180900 0 0 CISCO SYS INC COM 17275R102 5930 353600 SH SOLE 353600 0 0 CIT GROUP INC COM 125581108 1075 377125 SH SOLE 377125 0 0 CITIGROUP INC COM 172967101 35 13733 SH SOLE 13733 0 0 CITIGROUP INC COM 172967101 106 660000 SH CALL SOLE 0 0 0 CLEAN HARBORS INC COM 184496107 1853 38600 SH SOLE 38600 0 0 CLECO CORP NEW COM 12561W105 1849 85261 SH SOLE 85261 0 0 COACH INC COM 189754104 12238 732800 SH SOLE 732800 0 0 COCA COLA CO COM 191216100 25825 587600 SH SOLE 587600 0 0 COLGATE PALMOLIVE CO COM 194162103 19870 336900 SH SOLE 336900 0 0 COLLECTIVE BRANDS INC COM 19421W100 2395 245857 SH SOLE 245857 0 0 COMCAST CORP NEW CL A 20030N101 7928 581235 SH SOLE 581235 0 0 COMERICA INC COM 200340107 1988 108594 SH SOLE 108594 0 0 COMMERCIAL VEH GROUP INC COM 202608105 183 333050 SH SOLE 333050 0 0 COMPASS MINERALS INTL INC COM 20451N101 860 15263 SH SOLE 15263 0 0 COMPUTER SCIENCES CORP COM 205363104 10003 271519 SH SOLE 271519 0 0 COMSTOCK RES INC COM NEW 205768203 1815 60900 SH SOLE 60900 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2105 84966 SH SOLE 84966 0 0 CONAGRA FOODS INC COM 205887102 12911 765337 SH SOLE 765337 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 9125 11494000 PRN SOLE 11494000 0 0 CONOCOPHILLIPS COM 20825C104 9471 241865 SH SOLE 241865 0 0 CONSOLIDATED EDISON INC COM 209115104 4049 102243 SH SOLE 102243 0 0 CONSTELLATION BRANDS INC CL A 21036P108 8639 725956 SH SOLE 725956 0 0 COOPER TIRE & RUBR CO COM 216831107 1762 436157 SH SOLE 436157 0 0 COPART INC COM 217204106 6193 208800 SH SOLE 208800 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 9475 9666000 PRN SOLE 9666000 0 0 CORN PRODS INTL INC COM 219023108 9412 443965 SH SOLE 443965 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2285 92013 SH SOLE 92013 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 4524 4283000 PRN SOLE 4283000 0 0 COSTCO WHSL CORP NEW COM 22160K105 6248 134895 SH SOLE 134895 0 0 COVANCE INC COM 222816100 1796 50400 SH SOLE 50400 0 0 COVANTA HLDG CORP COM 22282E102 2246 171600 SH SOLE 171600 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 39460 50003000 PRN SOLE 50003000 0 0 COVENTRY HEALTH CARE INC COM 222862104 5239 404835 SH SOLE 404835 0 0 CROWN HOLDINGS INC COM 228368106 14672 645500 SH SOLE 645500 0 0 CVS CAREMARK CORPORATION COM 126650100 11095 403596 SH SOLE 403596 0 0 CYBERSOURCE CORP COM 23251J106 3273 221000 SH SOLE 221000 0 0 DANAHER CORP DEL COM 235851102 20701 381800 SH SOLE 381800 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 850 986000 PRN SOLE 986000 0 0 DAVITA INC COM 23918K108 2721 61900 SH SOLE 61900 0 0 DAWSON GEOPHYSICAL CO COM 239359102 402 29800 SH SOLE 29800 0 0 DECKERS OUTDOOR CORP COM 243537107 1469 27700 SH SOLE 27700 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1580 280660 SH SOLE 280660 0 0 DENTSPLY INTL INC NEW COM 249030107 905 33700 SH SOLE 33700 0 0 DEVON ENERGY CORP NEW COM 25179M103 3937 88105 SH SOLE 88105 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4004 63697 SH SOLE 63697 0 0 DIGITAL RLTY TR INC COM 253868103 5113 154100 SH SOLE 154100 0 0 DIRECTV GROUP INC COM 25459L106 32234 1414400 SH SOLE 1414400 0 0 DISNEY WALT CO COM DISNEY 254687106 10109 556689 SH SOLE 556689 0 0 DOLLAR TREE INC COM 256746108 5529 124100 SH SOLE 124100 0 0 DOMINION RES INC VA NEW COM 25746U109 2110 68091 SH SOLE 68091 0 0 DPL INC COM 233293109 4511 200139 SH SOLE 200139 0 0 DRESSER-RAND GROUP INC COM 261608103 3419 154700 SH SOLE 154700 0 0 DRIL-QUIP INC COM 262037104 1234 40200 SH SOLE 40200 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 6933 310479 SH SOLE 310479 0 0 DUKE ENERGY CORP NEW COM 26441C105 6851 478452 SH SOLE 478452 0 0 E M C CORP MASS COM 268648102 20140 1766697 SH SOLE 1766697 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 41083 40820000 PRN SOLE 40820000 0 0 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 8195 10574000 PRN SOLE 10574000 0 0 EDISON INTL COM 281020107 8142 282603 SH SOLE 282603 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1340 22100 SH SOLE 22100 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 2402 245143 SH SOLE 245143 0 0 EMBARQ CORP COM 29078E105 10853 286738 SH SOLE 286738 0 0 EMCOR GROUP INC COM 29084Q100 1590 92586 SH SOLE 92586 0 0 EMULEX CORP COM NEW 292475209 5887 1170438 SH SOLE 1170438 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 632 1189000 PRN SOLE 1189000 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 9187 14244000 PRN SOLE 14244000 0 0 ENI S P A SPONSORED ADR 26874R108 4849 126550 SH SOLE 126550 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 10504 13488000 PRN SOLE 13488000 0 0 EQUINIX INC COM NEW 29444U502 15194 270600 SH SOLE 270600 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1260 68671 SH SOLE 68671 0 0 EXTREME NETWORKS INC COM 30226D106 1004 660496 SH SOLE 660496 0 0 EXXON MOBIL CORP COM 30231G102 12731 186949 SH SOLE 186949 0 0 FACTSET RESH SYS INC COM 303075105 5986 119750 SH SOLE 119750 0 0 FEDEX CORP COM 31428X106 6250 140484 SH SOLE 140484 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 2761 141528 SH SOLE 141528 0 0 FIRST HORIZON NATL CORP COM 320517105 2253 209759 SH SOLE 209759 0 0 FIRSTENERGY CORP COM 337932107 1866 48342 SH SOLE 48342 0 0 FISERV INC COM 337738108 8357 229200 SH SOLE 229200 0 0 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 36115 30331000 PRN SOLE 30331000 0 0 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 496 83438 SH SOLE 83438 0 0 FLIR SYS INC COM 302445101 1741 85000 SH SOLE 85000 0 0 FLOWSERVE CORP COM 34354P105 836 14900 SH SOLE 14900 0 0 FLUOR CORP NEW COM 343412102 5777 167200 SH SOLE 167200 0 0 FMC TECHNOLOGIES INC COM 30249U101 354 11300 SH SOLE 11300 0 0 FOOT LOCKER INC COM 344849104 2269 216544 SH SOLE 216544 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 6517 18495000 PRN SOLE 18495000 0 0 FOREST LABS INC COM 345838106 5436 247532 SH SOLE 247532 0 0 FORMFACTOR INC COM 346375108 2906 161253 SH SOLE 161253 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 9257 242913 SH SOLE 242913 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1067 16625 PRN SOLE 16625 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 7848 121540 SH SOLE 121540 0 0 FRONTIER OIL CORP COM 35914P105 10794 843939 SH SOLE 843939 0 0 FTI CONSULTING INC COM 302941109 1069 21600 SH SOLE 21600 0 0 GAMESTOP CORP NEW CL A 36467W109 10903 389100 SH SOLE 389100 0 0 GAP INC DEL COM 364760108 9742 749971 SH SOLE 749971 0 0 GARDNER DENVER INC COM 365558105 974 44800 SH SOLE 44800 0 0 GEN-PROBE INC NEW COM 36866T103 2480 54400 SH SOLE 54400 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 12583 17880000 PRN SOLE 17880000 0 0 GENERAL ELECTRIC CO COM 369604103 6386 631617 SH SOLE 631617 0 0 GENERAL MLS INC COM 370334104 21795 436938 SH SOLE 436938 0 0 GENESEE & WYO INC CL A 371559105 2000 94100 SH SOLE 94100 0 0 GENOMIC HEALTH INC COM 37244C101 458 18800 SH SOLE 18800 0 0 GENOPTIX INC COM 37243V100 955 35000 SH SOLE 35000 0 0 GENWORTH FINL INC COM CL A 37247D106 1278 672781 SH SOLE 672781 0 0 GILEAD SCIENCES INC COM 375558103 26101 563500 SH SOLE 563500 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 12973 10103000 PRN SOLE 10103000 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 12049 387800 SH SOLE 387800 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 11214 105770 SH SOLE 105770 0 0 GOOGLE INC CL A 38259P508 24747 71100 SH SOLE 71100 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 9192 17805000 PRN SOLE 17805000 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 5.125% 6/1 390064AJ2 1359 2405000 PRN SOLE 2405000 0 0 GUESS INC COM 401617105 13906 659700 SH SOLE 659700 0 0 GULF ISLAND FABRICATION INC COM 402307102 240 30000 SH SOLE 30000 0 0 GULFMARK OFFSHORE INC COM 402629109 1281 53700 SH SOLE 53700 0 0 GYMBOREE CORP COM 403777105 1702 79700 SH SOLE 79700 0 0 HAEMONETICS CORP COM 405024100 1316 23900 SH SOLE 23900 0 0 HALLIBURTON CO COM 406216101 17192 1111342 SH SOLE 1111342 0 0 HANSEN NAT CORP COM 411310105 3193 88700 SH SOLE 88700 0 0 HARRIS CORP DEL COM 413875105 8665 299400 SH SOLE 299400 0 0 HCC INS HLDGS INC COM 404132102 10193 404622 SH SOLE 404622 0 0 HCP INC COM 40414L109 1821 102018 SH SOLE 102018 0 0 HEALTH CARE REIT INC COM 42217K106 1140 37262 SH SOLE 37262 0 0 HEALTHSPRING INC COM 42224N101 797 95200 SH SOLE 95200 0 0 HESS CORP COM 42809H107 15302 282318 SH SOLE 282318 0 0 HEWLETT PACKARD CO COM 428236103 27287 851133 SH SOLE 851133 0 0 HIGHWOODS PPTYS INC COM 431284108 6515 304186 SH SOLE 304186 0 0 HITTITE MICROWAVE CORP COM 43365Y104 1398 44800 SH SOLE 44800 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 18043 26284000 PRN SOLE 26284000 0 0 HOME DEPOT INC COM 437076102 9364 397445 SH SOLE 397445 0 0 HOME DIAGNOSTICS INC DEL COM 437080104 286 50406 SH SOLE 50406 0 0 HONEYWELL INTL INC COM 438516106 11251 403810 SH SOLE 403810 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 826 54200 SH SOLE 54200 0 0 HOSPIRA INC COM 441060100 5971 193500 SH SOLE 193500 0 0 HUB GROUP INC CL A 443320106 1506 88600 SH SOLE 88600 0 0 ICON PUB LTD CO SPONSORED ADR 45103T107 1929 120400 SH SOLE 120400 0 0 IDACORP INC COM 451107106 1830 78351 SH SOLE 78351 0 0 II VI INC COM 902104108 692 40300 SH SOLE 40300 0 0 ILLINOIS TOOL WKS INC COM 452308109 11556 374600 SH SOLE 374600 0 0 IMMUCOR INC COM 452526106 4156 165250 SH SOLE 165250 0 0 INFORMATICA CORP COM 45666Q102 2163 163100 SH SOLE 163100 0 0 INGRAM MICRO INC CL A 457153104 5282 417869 SH SOLE 417869 0 0 INTEL CORP COM 458140100 30220 2007995 SH SOLE 2007995 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 11334 13839000 PRN SOLE 13839000 0 0 INTERLINE BRANDS INC COM 458743101 705 83600 SH SOLE 83600 0 0 INTERMUNE INC COM 45884X103 384 23330 SH SOLE 23330 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 58293 601645 SH SOLE 601645 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 716 444936 SH SOLE 444936 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 12328 483047 SH SOLE 483047 0 0 INVESTORS BANCORP INC COM 46146P102 2440 288100 SH SOLE 288100 0 0 ION GEOPHYSICAL CORP COM 462044108 532 341000 SH SOLE 341000 0 0 IPC HLDGS LTD ORD G4933P101 2099 77616 SH SOLE 77616 0 0 IRON MTN INC COM 462846106 8294 374100 SH SOLE 374100 0 0 ISHARES TR RUSSELL1000VAL 464287598 10562 260200 SH SOLE 260200 0 0 ISHARES TR S&P EURO PLUS 464287861 49974 1953630 SH SOLE 1953630 0 0 ISHARES TR RUSSELL1000GRW 464287614 17297 493200 SH SOLE 493200 0 0 ISHARES TR RUSSELL MCP VL 464287473 205 8600 SH SOLE 8600 0 0 ISHARES TR RUSSELL MCP GR 464287481 8515 282900 SH SOLE 282900 0 0 ISHARES TR RUSL 2000 GROW 464287648 6764 147100 SH SOLE 147100 0 0 ISHARES TR MSCI EAFE IDX 464287465 21825 580600 SH SOLE 580600 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 12423 12449000 PRN SOLE 12449000 0 0 ITRON INC COM 465741106 2988 63100 SH SOLE 63100 0 0 JACK IN THE BOX INC COM 466367109 3651 156764 SH SOLE 156764 0 0 JEFFERIES GROUP INC NEW COM 472319102 2042 147984 SH SOLE 147984 0 0 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 11316 12932000 PRN SOLE 12932000 0 0 JOHNSON & JOHNSON COM 478160104 26045 495141 SH SOLE 495141 0 0 JOY GLOBAL INC COM 481165108 4069 191056 SH SOLE 191056 0 0 JPMORGAN CHASE & CO COM 46625H100 17965 675877 SH SOLE 675877 0 0 JUNIPER NETWORKS INC COM 48203R104 10766 714900 SH SOLE 714900 0 0 KAYDON CORP COM 486587108 790 28900 SH SOLE 28900 0 0 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 2745 3600000 PRN SOLE 3600000 0 0 KENNAMETAL INC COM 489170100 2349 144889 SH SOLE 144889 0 0 KEY ENERGY SVCS INC COM 492914106 1673 580919 SH SOLE 580919 0 0 KEYCORP NEW COM 493267108 6426 816485 SH SOLE 816485 0 0 KIMBERLY CLARK CORP COM 494368103 6885 149314 SH SOLE 149314 0 0 KOHLS CORP COM 500255104 38782 916396 SH SOLE 916396 0 0 KROGER CO COM 501044101 37527 1768469 SH SOLE 1768469 0 0 L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 1152 1745000 PRN SOLE 1745000 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 23023 23790000 PRN SOLE 23790000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 9634 142100 SH SOLE 142100 0 0 LINCOLN NATL CORP IND COM 534187109 1809 270318 SH SOLE 270318 0 0 LIONS GATE ENTMNT CORP NOTE 3.625% 3/1 535919AG9 11689 16320000 PRN SOLE 16320000 0 0 LIONS GATE ENTMNT CORP NOTE 2.938%10/1 535919AF1 8675 11704000 PRN SOLE 11704000 0 0 LKQ CORP COM 501889208 9432 661000 SH SOLE 661000 0 0 LOGITECH INTL S A SHS H50430232 2590 251900 SH SOLE 251900 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 10645 498347 SH SOLE 498347 0 0 LOWES COS INC COM 548661107 21509 1178562 SH SOLE 1178562 0 0 LSI INDS INC COM 50216C108 543 105100 SH SOLE 105100 0 0 LUFKIN INDS INC COM 549764108 803 21200 SH SOLE 21200 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1976 54236 SH SOLE 54236 0 0 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 2304 81400 SH SOLE 81400 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 4590 815334 SH SOLE 815334 0 0 MASIMO CORP COM 574795100 385 13300 SH SOLE 13300 0 0 MCAFEE INC COM 579064106 5270 157300 SH SOLE 157300 0 0 MCDERMOTT INTL INC COM 580037109 4176 311900 SH SOLE 311900 0 0 MCDONALDS CORP COM 580135101 20911 383200 SH SOLE 383200 0 0 MCMORAN EXPLORATION CO COM 582411104 1412 300457 SH SOLE 300457 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 32998 798200 SH SOLE 798200 0 0 MEDICINES CO COM 584688105 1024 94497 SH SOLE 94497 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 52228 58823000 PRN SOLE 58823000 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 331 350000 PRN SOLE 350000 0 0 MERCK & CO INC COM 589331107 241 9000 SH SOLE 9000 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1852 102200 SH SOLE 102200 0 0 MERIX CORP NOTE 4.000% 5/1 590049AB8 2152 8875000 PRN SOLE 8875000 0 0 METHODE ELECTRS INC COM 591520200 657 183644 SH SOLE 183644 0 0 METLIFE INC COM 59156R108 14768 648564 SH SOLE 648564 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1175 22900 SH SOLE 22900 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 10670 14788000 PRN SOLE 14788000 0 0 MICROS SYS INC COM 594901100 7513 400700 SH SOLE 400700 0 0 MICROSOFT CORP COM 594918104 73371 3994050 SH SOLE 3994050 0 0 MIDDLEBY CORP COM 596278101 986 30400 SH SOLE 30400 0 0 MILLIPORE CORP COM 601073109 6327 110200 SH SOLE 110200 0 0 MKS INSTRUMENT INC COM 55306N104 1940 132229 SH SOLE 132229 0 0 MOBILE MINI INC COM 60740F105 306 26600 SH SOLE 26600 0 0 MOLEX INC CL A 608554200 3889 307717 SH SOLE 307717 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 16408 16069000 PRN SOLE 16069000 0 0 MONOLITHIC PWR SYS INC COM 609839105 1172 75600 SH SOLE 75600 0 0 MONSANTO CO NEW COM 61166W101 21814 262500 SH SOLE 262500 0 0 MYERS INDS INC COM 628464109 469 76420 SH SOLE 76420 0 0 MYRIAD GENETICS INC COM 62855J104 2064 45400 SH SOLE 45400 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 963 1082000 PRN SOLE 1082000 0 0 NATCO GROUP INC CL A 63227W203 1071 56600 SH SOLE 56600 0 0 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 6781 7401000 PRN SOLE 7401000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 23333 812700 SH SOLE 812700 0 0 NCR CORP NEW COM 62886E108 1410 177331 SH SOLE 177331 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 387 14100 SH SOLE 14100 0 0 NEUTRAL TANDEM INC COM 64128B108 957 38900 SH SOLE 38900 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3326 297800 SH SOLE 297800 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 12356 1052478 SH SOLE 1052478 0 0 NEWFIELD EXPL CO COM 651290108 5214 229700 SH SOLE 229700 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 10374 14845000 PRN SOLE 14845000 0 0 NIKE INC CL B 654106103 7066 150700 SH SOLE 150700 0 0 NOKIA CORP SPONSORED ADR 654902204 15781 1352254 SH SOLE 1352254 0 0 NORFOLK SOUTHERN CORP COM 655844108 16073 476250 SH SOLE 476250 0 0 NORTHERN TR CORP COM 665859104 2252 37645 SH SOLE 37645 0 0 NORTHROP GRUMMAN CORP COM 666807102 8365 191663 SH SOLE 191663 0 0 NOVARTIS A G SPONSORED ADR 66987V109 26494 700726 SH SOLE 700726 0 0 NRG ENERGY INC COM NEW 629377508 18750 1065329 SH SOLE 1065329 0 0 NTELOS HLDGS CORP COM 67020Q107 7622 420200 SH SOLE 420200 0 0 NTT DOCOMO INC SPONS ADR 62942M201 1620 118700 SH SOLE 118700 0 0 NUCOR CORP COM 670346105 10777 282339 SH SOLE 282339 0 0 NUVASIVE INC COM 670704105 1487 47400 SH SOLE 47400 0 0 OCEANEERING INTL INC COM 675232102 948 25700 SH SOLE 25700 0 0 OLD REP INTL CORP COM 680223104 1890 174690 SH SOLE 174690 0 0 OLIN CORP COM PAR $1 680665205 3223 225868 SH SOLE 225868 0 0 OLYMPIC STEEL INC COM 68162K106 1858 122454 SH SOLE 122454 0 0 OM GROUP INC COM 670872100 1333 68990 SH SOLE 68990 0 0 OMNITURE INC COM 68212S109 1017 77100 SH SOLE 77100 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 8733 12295000 PRN SOLE 12295000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2353 82400 SH SOLE 82400 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 2454 215800 SH SOLE 215800 0 0 ORACLE CORP COM 68389X105 24902 1378100 SH SOLE 1378100 0 0 OSI PHARMACEUTICALS INC SDCV 3.000% 1/1 671040AH6 4748 5320000 PRN SOLE 5320000 0 0 PACER INTL INC TENN COM 69373H106 1762 503448 SH SOLE 503448 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 422 254467 SH SOLE 254467 0 0 PANERA BREAD CO CL A 69840W108 3253 58200 SH SOLE 58200 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 1659 175200 SH SOLE 175200 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 727 72800 SH SOLE 72800 0 0 PAREXEL INTL CORP COM 699462107 600 61700 SH SOLE 61700 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 6040 399500 SH SOLE 399500 0 0 PARTNERRE LTD COM G6852T105 9244 148937 SH SOLE 148937 0 0 PEABODY ENERGY CORP COM 704549104 2812 112300 SH SOLE 112300 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 13428 19036000 PRN SOLE 19036000 0 0 PENTAIR INC COM 709631105 1953 90122 SH SOLE 90122 0 0 PEPCO HOLDINGS INC COM 713291102 7120 570541 SH SOLE 570541 0 0 PEPSICO INC COM 713448108 29477 572600 SH SOLE 572600 0 0 PETSMART INC COM 716768106 6619 315800 SH SOLE 315800 0 0 PFIZER INC COM 717081103 5948 436710 SH SOLE 436710 0 0 PG&E CORP COM 69331C108 8373 219068 SH SOLE 219068 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1651 69600 SH SOLE 69600 0 0 PHILIP MORRIS INTL INC COM 718172109 17727 498240 SH SOLE 498240 0 0 PHILIP MORRIS INTL INC COM 718172109 471 218900 SH PUT SOLE 218900 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 5350 235900 SH SOLE 235900 0 0 PHOENIX COS INC NEW COM 71902E109 1144 977635 SH SOLE 977635 0 0 PIKE ELEC CORP COM 721283109 1534 165813 SH SOLE 165813 0 0 PIPER JAFFRAY COS COM 724078100 1554 60253 SH SOLE 60253 0 0 PITNEY BOWES INC COM 724479100 7069 302724 SH SOLE 302724 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 1485 52348 SH SOLE 52348 0 0 PNC FINL SVCS GROUP INC COM 693475105 7008 239261 SH SOLE 239261 0 0 POLO RALPH LAUREN CORP CL A 731572103 8104 191800 SH SOLE 191800 0 0 PRAXAIR INC COM 74005P104 27347 406400 SH SOLE 406400 0 0 PRECISION CASTPARTS CORP COM 740189105 30339 506500 SH SOLE 506500 0 0 PRICELINE COM INC COM NEW 741503403 1229 15600 SH SOLE 15600 0 0 PROCTER & GAMBLE CO COM 742718109 16232 344700 SH SOLE 344700 0 0 PROSHARES TR PSHS ULT S&P 500 74347R107 3747 189900 SH SOLE 189900 0 0 PROTECTIVE LIFE CORP COM 743674103 1315 250536 SH SOLE 250536 0 0 PRUDENTIAL FINL INC COM 744320102 2989 157160 SH SOLE 157160 0 0 PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 19938 20139000 PRN SOLE 20139000 0 0 PUBLIC STORAGE COM 74460D109 3322 60136 SH SOLE 60136 0 0 QUADRAMED CORP COM NEW 74730W507 4865 805444 SH SOLE 805444 0 0 QUALCOMM INC COM 747525103 26459 680000 SH SOLE 680000 0 0 QUALITY SYS INC COM 747582104 2534 56000 SH SOLE 56000 0 0 QUANTA SVCS INC COM 74762E102 15017 700100 SH SOLE 700100 0 0 QUEST DIAGNOSTICS INC COM 74834L100 6518 137265 SH SOLE 137265 0 0 RADIAN GROUP INC COM 750236101 903 496318 SH SOLE 496318 0 0 RAYTHEON CO COM NEW 755111507 7770 199535 SH SOLE 199535 0 0 RBC BEARINGS INC COM 75524B104 788 51600 SH SOLE 51600 0 0 REALTY INCOME CORP COM 756109104 1199 63751 SH SOLE 63751 0 0 RELIANT ENERGY INC COM 75952B105 2006 628702 SH SOLE 628702 0 0 RESEARCH IN MOTION LTD COM 760975102 24649 572290 SH SOLE 572290 0 0 RF MICRODEVICES INC COM 749941100 1454 1093600 SH SOLE 1093600 0 0 ROCKWELL AUTOMATION INC COM 773903109 4652 212988 SH SOLE 212988 0 0 ROPER INDS INC NEW COM 776696106 12064 284200 SH SOLE 284200 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 33365 753493 SH SOLE 753493 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 825 35700 SH SOLE 35700 0 0 SBA COMMUNICATIONS CORP COM 78388J106 14143 607000 SH SOLE 607000 0 0 SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 4928 5254000 PRN SOLE 5254000 0 0 SCHEIN HENRY INC COM 806407102 4289 107200 SH SOLE 107200 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 8897 42268 PRN SOLE 42268 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 42042 199725 SH SOLE 199725 0 0 SCHLUMBERGER LTD COM 806857108 6192 152427 SH SOLE 152427 0 0 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 40963 32796000 PRN SOLE 32796000 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 8502 245000 SH SOLE 245000 0 0 SEPRACOR INC COM 817315104 1959 133635 SH SOLE 133635 0 0 SHERWIN WILLIAMS CO COM 824348106 2432 46800 SH SOLE 46800 0 0 SHIRE PLC SPONSORED ADR 82481R106 7651 212830 SH SOLE 212830 0 0 SIEMENS A G SPONSORED ADR 826197501 2588 45420 SH SOLE 45420 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 785 27800 SH SOLE 27800 0 0 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 29401 50910000 PRN SOLE 50910000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 374 46400 SH SOLE 46400 0 0 SMITH INTL INC COM 832110100 8474 394500 SH SOLE 394500 0 0 SMUCKER J M CO COM NEW 832696405 7968 213793 SH SOLE 213793 0 0 SOLERA HOLDINGS INC COM 83421A104 6133 247500 SH SOLE 247500 0 0 SONUS NETWORKS INC COM 835916107 319 203100 SH SOLE 203100 0 0 SOUTHERN CO COM 842587107 3652 119263 SH SOLE 119263 0 0 SOUTHWEST AIRLS CO COM 844741108 2973 469774 SH SOLE 469774 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 7437 12370000 PRN SOLE 12370000 0 0 SPDR SERIES TRUST KBW REGN BK ETF 78464A698 1236 64300 SH SOLE 64300 0 0 SPECTRA ENERGY CORP COM 847560109 7987 564808 SH SOLE 564808 0 0 SPHERION CORP COM 848420105 422 202684 SH SOLE 202684 0 0 ST JUDE MED INC COM 790849103 31851 876700 SH SOLE 876700 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 14589 20481000 PRN SOLE 20481000 0 0 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 11601 4461798 SH SOLE 4461798 0 0 STEAK N SHAKE CO COM 857873103 420 55488 SH SOLE 55488 0 0 STEC INC COM 784774101 2420 328301 SH SOLE 328301 0 0 STEELCASE INC CL A 858155203 2589 516840 SH SOLE 516840 0 0 STERICYCLE INC COM 858912108 3441 72100 SH SOLE 72100 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 772 1250000 PRN SOLE 1250000 0 0 STIFEL FINL CORP COM 860630102 836 19300 SH SOLE 19300 0 0 STILLWATER MNG CO COM 86074Q102 51 13863 SH SOLE 13863 0 0 STONE ENERGY CORP COM 861642106 1452 436061 SH SOLE 436061 0 0 SUNCOR ENERGY INC COM 867229106 4001 180170 SH SOLE 180170 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 944 73200 SH SOLE 73200 0 0 SVB FINL GROUP COM 78486Q101 1873 93600 SH SOLE 93600 0 0 SYBASE INC COM 871130100 3844 126900 SH SOLE 126900 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 19986 15721000 PRN SOLE 15721000 0 0 SYKES ENTERPRISES INC COM 871237103 2337 140500 SH SOLE 140500 0 0 TARGET CORP COM 87612E106 6424 186811 SH SOLE 186811 0 0 TECH DATA CORP COM 878237106 1999 91800 SH SOLE 91800 0 0 TERADYNE INC COM 880770102 2961 676104 SH SOLE 676104 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 44189 40540000 PRN SOLE 40540000 0 0 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 11199 9342000 PRN SOLE 9342000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 38089 845661 SH SOLE 845661 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 40428 1133400 SH SOLE 1133400 0 0 THOMAS WEISEL PARTNERS GRP I COM 884481102 235 65548 SH SOLE 65548 0 0 TIDEWATER INC COM 886423102 11112 299278 SH SOLE 299278 0 0 TIMKEN CO COM 887389104 2124 152166 SH SOLE 152166 0 0 TJX COS INC NEW NOTE 2/1 872540AL3 8246 9062000 PRN SOLE 9062000 0 0 TJX COS INC NEW COM 872540109 35086 1368420 SH SOLE 1368420 0 0 TRACTOR SUPPLY CO COM 892356106 7688 213198 SH SOLE 213198 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 138 160000 PRN SOLE 160000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 50972 61944000 PRN SOLE 61944000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 5193 5622000 PRN SOLE 5622000 0 0 TRANSOCEAN LTD REG SHS H8817H100 12814 217781 SH SOLE 217781 0 0 TRIMBLE NAVIGATION LTD COM 896239100 486 31800 SH SOLE 31800 0 0 TRINITY INDS INC COM 896522109 1684 184227 SH SOLE 184227 0 0 TRIUMPH GROUP INC NEW COM 896818101 3140 82200 SH SOLE 82200 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 11578 12171000 PRN SOLE 12171000 0 0 TTM TECHNOLOGIES INC COM 87305R109 1634 281700 SH SOLE 281700 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 11047 17363000 PRN SOLE 17363000 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 8520 9600000 PRN SOLE 9600000 0 0 UAL CORP NOTE 4.500% 6/3 902549AH7 5165 15634000 PRN SOLE 15634000 0 0 UNION PAC CORP COM 907818108 8522 207300 SH SOLE 207300 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 12469 15514000 PRN SOLE 15514000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 5183 105300 SH SOLE 105300 0 0 UNITED RENTALS INC COM 911363109 1864 442787 SH SOLE 442787 0 0 UNITED TECHNOLOGIES CORP COM 913017109 34906 812140 SH SOLE 812140 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 5049 76400 SH SOLE 76400 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2271 108508 SH SOLE 108508 0 0 US BANCORP DEL DBCV 12/1 902973AM8 396 445000 PRN SOLE 445000 0 0 US BANCORP DEL COM NEW 902973304 4625 316593 SH SOLE 316593 0 0 VANGUARD TAX-MANAGED FD EUROPE PAC ETF 921943858 33373 1450375 SH SOLE 1450375 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 1641 2481000 PRN SOLE 2481000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 12192 403704 SH SOLE 403704 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 131 20197 SH SOLE 20197 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 2932 842632 SH SOLE 842632 0 0 VMWARE INC CL A COM 928563402 3510 148600 SH SOLE 148600 0 0 VOCUS INC COM 92858J108 617 46400 SH SOLE 46400 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 32378 1858682 SH SOLE 1858682 0 0 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 18279 23319000 PRN SOLE 23319000 0 0 W & T OFFSHORE INC COM 92922P106 1596 259489 SH SOLE 259489 0 0 WABTEC CORP COM 929740108 1860 70500 SH SOLE 70500 0 0 WAL MART STORES INC COM 931142103 45190 867375 SH SOLE 867375 0 0 WARNACO GROUP INC COM NEW 934390402 2971 123800 SH SOLE 123800 0 0 WASTE CONNECTIONS INC COM 941053100 1820 70800 SH SOLE 70800 0 0 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 19582 18944000 PRN SOLE 18944000 0 0 WATSON PHARMACEUTICALS INC COM 942683103 4607 148096 SH SOLE 148096 0 0 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 5200 5396000 PRN SOLE 5396000 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 4059 366700 SH SOLE 366700 0 0 WELLS FARGO & CO NEW COM 949746101 7902 554934 SH SOLE 554934 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 8890 18560 SH SOLE 18560 0 0 WENDYS ARBYS GROUP INC COM 950587105 3558 707293 SH SOLE 707293 0 0 WERNER ENTERPRISES INC COM 950755108 2787 184335 SH SOLE 184335 0 0 WESCO INTL INC NOTE 1.750%11/1 95082PAG0 12678 17920000 PRN SOLE 17920000 0 0 WESCO INTL INC COM 95082P105 4512 248998 SH SOLE 248998 0 0 WILLIAMS COS INC DEL COM 969457100 11034 969600 SH SOLE 969600 0 0 WILMINGTON TRUST CORP COM 971807102 5081 524371 SH SOLE 524371 0 0 WRIGHT MED GROUP INC COM 98235T107 375 28800 SH SOLE 28800 0 0 WYETH COM 983024100 13162 305804 SH SOLE 305804 0 0 XCEL ENERGY INC COM 98389B100 3039 163155 SH SOLE 163155 0 0 XEROX CORP COM 984121103 5451 1198040 SH SOLE 1198040 0 0 XTO ENERGY INC COM 98385X106 13687 447000 SH SOLE 447000 0 0 YAMANA GOLD INC COM 98462Y100 9771 1056378 SH SOLE 1056378 0 0 YUM BRANDS INC COM 988498101 3721 135400 SH SOLE 135400 0 0
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