UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2008
Check here if Amendment [ X]; Amendment Number: 1
This Amendment (Check only one.): [ X] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Value Line Inc
Address: 220 East 42nd Street
New York, NY 10017
13F File Number: 28-00401
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: Mitchell E. Appel
Title: Chief Financial Officer
Phone: 212-907-1500
Signature, Place, and Date of Signing:
/s/ Mitchell E. Appel New York, NY May 15, 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: 1
Form13F Information Table Entry Total: 927
Form13F Information Table Value Total: $1,771,714 (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.
No. 13F File Number Name
01 028-13540 EULAV Asset Management, LLC
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 68 150000 PRN DEFINED 01 0 150000 0
AAR CORP COM 000361105 810 44000 SH DEFINED 01 0 44000 0
AAR CORP NOTE 1.750% 2/0 000361AH8 963 1250000 PRN DEFINED 01 0 1250000 0
AARON RENTS INC COM 002535201 1014 38100 SH DEFINED 01 0 38100 0
ABB LTD SPONSORED ADR 000375204 1276 85000 SH DEFINED 01 0 85000 0
ABBOTT LABS COM 002824100 1921 36000 SH DEFINED 01 0 36000 0
ABERCROMBIE & FITCH CO CL A 002896207 577 25000 SH DEFINED 01 0 25000 0
ACCENTURE LTD BERMUDA CL A G1150G111 7191 219300 SH DEFINED 01 0 219300 0
ACE LTD SHS H0023R105 2037 38500 SH DEFINED 01 0 38500 0
ACTIVISION BLIZZARD INC COM 00507V109 138 16000 SH DEFINED 01 0 16000 0
ACTUANT CORP CL A NEW 00508X203 514 27000 SH DEFINED 01 0 27000 0
ACUITY BRANDS INC COM 00508Y102 4751 136100 SH DEFINED 01 0 136100 0
ADVENT SOFTWARE INC COM 007974108 1402 70200 SH DEFINED 01 0 70200 0
AEROPOSTALE COM 007865108 3542 220000 SH DEFINED 01 0 220000 0
AFFILIATED COMPUTER SERVICES CL A 008190100 689 15000 SH DEFINED 01 0 15000 0
AFFILIATED MANAGERS GROUP COM 008252108 2333 55650 SH DEFINED 01 0 55650 0
AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 425 1100000 PRN DEFINED 01 0 1100000 0
AFLAC INC COM 001055102 4900 106900 SH DEFINED 01 0 106900 0
AGCO CORP NOTE 1.250%12/1 001084AM4 36 50000 PRN DEFINED 01 0 50000 0
AGERE SYS INC NOTE 6.500%12/1 00845VAA8 393 400000 PRN DEFINED 01 0 400000 0
AGL RES INC COM 001204106 1868 59600 SH DEFINED 01 0 59600 0
AGRIUM INC COM 008916108 2201 64500 SH DEFINED 01 0 64500 0
AIR PRODS & CHEMS INC COM 009158106 1810 36000 SH DEFINED 01 0 36000 0
AIRGAS INC COM 009363102 5018 128700 SH DEFINED 01 0 128700 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 872 93000 SH DEFINED 01 0 93000 0
ALBEMARLE CORP COM 012653101 4344 194800 SH DEFINED 01 0 194800 0
ALCOA INC COM 013817101 282 25000 SH DEFINED 01 0 25000 0
ALCON INC COM SHS H01301102 856 9600 SH DEFINED 01 0 9600 0
ALEXION PHARMACEUTICALS INC COM 015351109 7871 217500 SH DEFINED 01 0 217500 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 970 38000 SH DEFINED 01 0 38000 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 300 300000 PRN DEFINED 01 0 300000 0
ALLERGAN INC COM 018490102 3806 94400 SH DEFINED 01 0 94400 0
ALLETE INC COM NEW 018522300 968 30000 SH DEFINED 01 0 30000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 7021 150900 SH DEFINED 01 0 150900 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 403 15000 SH DEFINED 01 0 15000 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 312 15000 SH DEFINED 01 0 15000 0
ALLIANT TECHSYSTEMS INC COM 018804104 7032 82000 SH DEFINED 01 0 82000 0
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 400 350000 PRN DEFINED 01 0 350000 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 767 31000 SH DEFINED 01 0 31000 0
ALTRIA GROUP INC COM 02209S103 241 16000 SH DEFINED 01 0 16000 0
ALZA CORP SDCV 7/2 02261WAB5 268 300000 PRN DEFINED 01 0 300000 0
AMAG PHARMACEUTICALS INC COM 00163U106 1344 37500 SH DEFINED 01 0 37500 0
AMAZON COM INC COM 023135106 1600 31200 SH DEFINED 01 0 31200 0
AMCOL INTL CORP COM 02341W103 1487 71000 SH DEFINED 01 0 71000 0
AMDOCS LTD ORD G02602103 366 20000 SH DEFINED 01 0 20000 0
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 346 350000 PRN DEFINED 01 0 350000 0
AMEDISYS INC COM 023436108 7124 172333 SH DEFINED 01 0 172333 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 94 10000 SH DEFINED 01 0 10000 0
AMERICAN ECOLOGY CORP COM NEW 025533407 405 20000 SH DEFINED 01 0 20000 0
AMERICAN ELEC PWR INC COM 025537101 666 20000 SH DEFINED 01 0 20000 0
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 157 250000 PRN DEFINED 01 0 250000 0
AMERICAN EXPRESS CO COM 025816109 334 18000 SH DEFINED 01 0 18000 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2597 113500 SH DEFINED 01 0 113500 0
AMERICAN STS WTR CO COM 029899101 1131 34300 SH DEFINED 01 0 34300 0
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 73 50000 PRN DEFINED 01 0 50000 0
AMERICAN TOWER CORP CL A 029912201 6279 214167 SH DEFINED 01 0 214167 0
AMERIPRISE FINL INC COM 03076C106 712 30500 SH DEFINED 01 0 30500 0
AMERON INTL INC COM 030710107 2850 45300 SH DEFINED 01 0 45300 0
AMETEK INC NEW COM 031100100 6547 216700 SH DEFINED 01 0 216700 0
AMGEN INC COM 031162100 3985 69000 SH DEFINED 01 0 69000 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 1712 1800000 PRN DEFINED 01 0 1800000 0
AMPCO-PITTSBURGH CORP COM 032037103 629 29000 SH DEFINED 01 0 29000 0
AMPHENOL CORP NEW CL A 032095101 4336 180800 SH DEFINED 01 0 180800 0
ANADARKO PETE CORP COM 032511107 386 10000 SH DEFINED 01 0 10000 0
ANALOG DEVICES INC COM 032654105 285 15000 SH DEFINED 01 0 15000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 499 18000 SH DEFINED 01 0 18000 0
ANIXTER INTL INC COM 035290105 1346 44700 SH DEFINED 01 0 44700 0
ANIXTER INTL INC NOTE 7/0 035290AG0 77 150000 PRN DEFINED 01 0 150000 0
ANNTAYLOR STORES CORP COM 036115103 87 15000 SH DEFINED 01 0 15000 0
ANSYS INC COM 03662Q105 5738 205726 SH DEFINED 01 0 205726 0
AON CORP COM 037389103 2056 45000 SH DEFINED 01 0 45000 0
APACHE CORP COM 037411105 2340 31400 SH DEFINED 01 0 31400 0
APOLLO GROUP INC CL A 037604105 4061 53000 SH DEFINED 01 0 53000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1433 75750 SH DEFINED 01 0 75750 0
APTARGROUP INC COM 038336103 5882 166900 SH DEFINED 01 0 166900 0
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 271 24000 SH DEFINED 01 0 24000 0
ARBITRON INC COM 03875Q108 1134 85400 SH DEFINED 01 0 85400 0
ARCH CAP GROUP LTD ORD G0450A105 5412 77200 SH DEFINED 01 0 77200 0
ARCH CHEMICALS INC COM 03937R102 261 10000 SH DEFINED 01 0 10000 0
ARCHER DANIELS MIDLAND CO COM 039483102 865 30000 SH DEFINED 01 0 30000 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 244 250000 PRN DEFINED 01 0 250000 0
ARENA RESOURCES INC COM 040049108 2865 102000 SH DEFINED 01 0 102000 0
ARIBA INC COM NEW 04033V203 921 60000 SH DEFINED 01 0 60000 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 64 100000 PRN DEFINED 01 0 100000 0
ARROW ELECTRS INC COM 042735100 283 15000 SH DEFINED 01 0 15000 0
ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 45 150000 PRN DEFINED 01 0 150000 0
ASHLAND INC NEW COM 044209104 126 12000 SH DEFINED 01 0 12000 0
ASSURANT INC COM 04621X108 1758 58600 SH DEFINED 01 0 58600 0
AT&T INC COM 00206R102 627 22000 SH DEFINED 01 0 22000 0
ATHEROS COMMUNICATIONS INC COM 04743P108 2547 178000 SH DEFINED 01 0 178000 0
ATLAS AMER INC COM 049167109 719 48425 SH DEFINED 01 0 48425 0
ATWOOD OCEANICS INC COM 050095108 244 16000 SH DEFINED 01 0 16000 0
AUTOLIV INC COM 052800109 1373 64000 SH DEFINED 01 0 64000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2596 66000 SH DEFINED 01 0 66000 0
AUTOZONE INC COM 053332102 7057 50600 SH DEFINED 01 0 50600 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 3413 120000 SH DEFINED 01 0 120000 0
AVALONBAY CMNTYS INC COM 053484101 557 9200 SH DEFINED 01 0 9200 0
AVID TECHNOLOGY INC COM 05367P100 327 30000 SH DEFINED 01 0 30000 0
AVNET INC COM 053807103 437 24000 SH DEFINED 01 0 24000 0
AVNET INC DBCV 2.000% 3/1 053807AL7 148 150000 PRN DEFINED 01 0 150000 0
AVON PRODS INC COM 054303102 1394 58000 SH DEFINED 01 0 58000 0
AVX CORP NEW COM 002444107 159 20000 SH DEFINED 01 0 20000 0
AXIS CAPITAL HOLDINGS SHS G0692U109 379 13000 SH DEFINED 01 0 13000 0
AXSYS TECHNOLOGIES INC COM 054615109 2194 40000 SH DEFINED 01 0 40000 0
AZZ INC COM 002474104 3373 134400 SH DEFINED 01 0 134400 0
BADGER METER INC COM 056525108 1065 36700 SH DEFINED 01 0 36700 0
BAKER MICHAEL CORP COM 057149106 399 10800 SH DEFINED 01 0 10800 0
BALDOR ELEC CO COM 057741100 321 18000 SH DEFINED 01 0 18000 0
BALL CORP COM 058498106 873 21000 SH DEFINED 01 0 21000 0
BALLY TECHNOLOGIES INC COM 05874B107 1898 79000 SH DEFINED 01 0 79000 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1948 156000 SH DEFINED 01 0 156000 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 1900 163750 SH DEFINED 01 0 163750 0
BANCO SANTANDER SA ADR 05964H105 569 60000 SH DEFINED 01 0 60000 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1051 45000 SH DEFINED 01 0 45000 0
BANK HAWAII CORP COM 062540109 6143 136000 SH DEFINED 01 0 136000 0
BANK MONTREAL QUE COM 063671101 342 13300 SH DEFINED 01 0 13300 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1132 41600 SH DEFINED 01 0 41600 0
BANK OF AMERICA CORPORATION COM 060505104 422 30000 SH DEFINED 01 0 30000 0
BANK OF NEW YORK MELLON CORP COM 064058100 425 15000 SH DEFINED 01 0 15000 0
BARD C R INC COM 067383109 9505 112800 SH DEFINED 01 0 112800 0
BARNES GROUP INC COM 067806109 2839 195800 SH DEFINED 01 0 195800 0
BARR PHARMACEUTICALS INC COM 068306109 395 6000 SH DEFINED 01 0 6000 0
BARRICK GOLD CORP COM 067901108 735 20000 SH DEFINED 01 0 20000 0
BAXTER INTL INC COM 071813109 7519 140300 SH DEFINED 01 0 140300 0
BE AEROSPACE INC COM 073302101 1423 185000 SH DEFINED 01 0 185000 0
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 328 350000 PRN DEFINED 01 0 350000 0
BECTON DICKINSON & CO COM 075887109 7523 110000 SH DEFINED 01 0 110000 0
BELDEN INC COM 077454106 647 31000 SH DEFINED 01 0 31000 0
BERKLEY W R CORP COM 084423102 620 20000 SH DEFINED 01 0 20000 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 483 5 SH DEFINED 01 0 5 0
BEST BUY INC COM 086516101 562 20000 SH DEFINED 01 0 20000 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 179 200000 PRN DEFINED 01 0 200000 0
BHP BILLITON LTD SPONSORED ADR 088606108 515 12000 SH DEFINED 01 0 12000 0
BIO RAD LABS INC CL A 090572207 4519 60000 SH DEFINED 01 0 60000 0
BIOGEN IDEC INC COM 09062X103 2524 53000 SH DEFINED 01 0 53000 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2239 125800 SH DEFINED 01 0 125800 0
BJS WHOLESALE CLUB INC COM 05548J106 1953 57000 SH DEFINED 01 0 57000 0
BLACK & DECKER CORP COM 091797100 209 5000 SH DEFINED 01 0 5000 0
BLACKBAUD INC COM 09227Q100 1399 103600 SH DEFINED 01 0 103600 0
BLACKBOARD INC COM 091935502 2282 87000 SH DEFINED 01 0 87000 0
BLACKBOARD INC NOTE 3.250% 7/0 091935AA4 198 250000 PRN DEFINED 01 0 250000 0
BLACKROCK INC COM 09247X101 5353 39900 SH DEFINED 01 0 39900 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 78 12000 SH DEFINED 01 0 12000 0
BLOCK H & R INC COM 093671105 4340 191000 SH DEFINED 01 0 191000 0
BMC SOFTWARE INC COM 055921100 538 20000 SH DEFINED 01 0 20000 0
BORGWARNER INC COM 099724106 3300 151600 SH DEFINED 01 0 151600 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 157 200000 PRN DEFINED 01 0 200000 0
BOSTON SCIENTIFIC CORP COM 101137107 232 30000 SH DEFINED 01 0 30000 0
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1622 42000 SH DEFINED 01 0 42000 0
BRASIL TELECOM SA SPONS ADR PFD 10553M101 591 33000 SH DEFINED 01 0 33000 0
BRE PROPERTIES INC CL A 05564E106 448 16000 SH DEFINED 01 0 16000 0
BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH8 74 100000 PRN DEFINED 01 0 100000 0
BRIGGS & STRATTON CORP COM 109043109 176 10000 SH DEFINED 01 0 10000 0
BRINKS CO COM 109696104 2984 111000 SH DEFINED 01 0 111000 0
BRINKS HOME SEC HLDGS INC COM 109699108 2422 110500 SH DEFINED 01 0 110500 0
BRISTOL MYERS SQUIBB CO COM 110122108 4650 200000 SH DEFINED 01 0 200000 0
BRISTOW GROUP INC COM 110394103 2577 96200 SH DEFINED 01 0 96200 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3835 72200 SH DEFINED 01 0 72200 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 533 34875 SH DEFINED 01 0 34875 0
BROWN FORMAN CORP CL B 115637209 1995 38750 SH DEFINED 01 0 38750 0
BROWN SHOE INC NEW COM 115736100 169 20000 SH DEFINED 01 0 20000 0
BRUNSWICK CORP COM 117043109 84 20000 SH DEFINED 01 0 20000 0
BT GROUP PLC ADR 05577E101 360 18000 SH DEFINED 01 0 18000 0
BUCKLE INC COM 118440106 3797 174000 SH DEFINED 01 0 174000 0
BUCYRUS INTL INC NEW COM 118759109 1952 105400 SH DEFINED 01 0 105400 0
BUNGE LIMITED COM G16962105 1859 35900 SH DEFINED 01 0 35900 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 7859 103800 SH DEFINED 01 0 103800 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10874 197600 SH DEFINED 01 0 197600 0
CA INC COM 12673P105 2316 125000 SH DEFINED 01 0 125000 0
CABELAS INC COM 126804301 117 20000 SH DEFINED 01 0 20000 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 337 20000 SH DEFINED 01 0 20000 0
CABOT OIL & GAS CORP COM 127097103 390 15000 SH DEFINED 01 0 15000 0
CACI INTL INC CL A 127190304 2300 51000 SH DEFINED 01 0 51000 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 47 50000 PRN DEFINED 01 0 50000 0
CADBURY PLC SPONS ADR 12721E102 485 13600 SH DEFINED 01 0 13600 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 530 1200000 PRN DEFINED 01 0 1200000 0
CALGON CARBON CORP COM 129603106 968 63000 SH DEFINED 01 0 63000 0
CALIFORNIA WTR SVC GROUP COM 130788102 650 14000 SH DEFINED 01 0 14000 0
CAMECO CORP COM 13321L108 345 20000 SH DEFINED 01 0 20000 0
CAMERON INTERNATIONAL CORP COM 13342B105 410 20000 SH DEFINED 01 0 20000 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 346 350000 PRN DEFINED 01 0 350000 0
CAMPBELL SOUP CO COM 134429109 2161 72000 SH DEFINED 01 0 72000 0
CANADIAN NAT RES LTD COM 136385101 2439 61000 SH DEFINED 01 0 61000 0
CANADIAN NATL RY CO COM 136375102 4533 123300 SH DEFINED 01 0 123300 0
CANADIAN PAC RY LTD COM 13645T100 1150 34200 SH DEFINED 01 0 34200 0
CANON INC ADR 138006309 659 21000 SH DEFINED 01 0 21000 0
CARLISLE COS INC COM 142339100 580 28000 SH DEFINED 01 0 28000 0
CARNIVAL CORP PAIRED CTF 143658300 389 16000 SH DEFINED 01 0 16000 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 316 350000 PRN DEFINED 01 0 350000 0
CASCADE CORP COM 147195101 511 17100 SH DEFINED 01 0 17100 0
CASH AMER INTL INC COM 14754D100 301 11000 SH DEFINED 01 0 11000 0
CATALYST HEALTH SOLUTIONS IN COM 14888B103 1332 54700 SH DEFINED 01 0 54700 0
CATERPILLAR INC DEL COM 149123101 1546 34600 SH DEFINED 01 0 34600 0
CBS CORP NEW CL B 124857202 164 20000 SH DEFINED 01 0 20000 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 342 8200 SH DEFINED 01 0 8200 0
CELANESE CORP DEL COM SER A 150870103 783 63000 SH DEFINED 01 0 63000 0
CELESTICA INC SUB VTG SHS 15101Q108 115 25000 SH DEFINED 01 0 25000 0
CELGENE CORP COM 151020104 10782 195049 SH DEFINED 01 0 195049 0
CEMEX SAB DE CV SPON ADR NEW 151290889 183 20000 SH DEFINED 01 0 20000 0
CENTERPOINT ENERGY INC COM 15189T107 252 20000 SH DEFINED 01 0 20000 0
CENTRAL EUROPEAN DIST CORP COM 153435102 1261 64025 SH DEFINED 01 0 64025 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 960 44200 SH DEFINED 01 0 44200 0
CENTURYTEL INC COM 156700106 574 21000 SH DEFINED 01 0 21000 0
CERADYNE INC COM 156710105 1063 52350 SH DEFINED 01 0 52350 0
CERNER CORP COM 156782104 3134 81500 SH DEFINED 01 0 81500 0
CF INDS HLDGS INC COM 125269100 560 11400 SH DEFINED 01 0 11400 0
CHARLES RIV LABS INTL INC COM 159864107 2044 78000 SH DEFINED 01 0 78000 0
CHATTEM INC COM 162456107 5901 82500 SH DEFINED 01 0 82500 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 380 20000 SH DEFINED 01 0 20000 0
CHEMED CORP NEW COM 16359R103 2426 61000 SH DEFINED 01 0 61000 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 90 200000 PRN DEFINED 01 0 200000 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 95 150000 PRN DEFINED 01 0 150000 0
CHEVRON CORP NEW COM 166764100 2863 38700 SH DEFINED 01 0 38700 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 372 37000 SH DEFINED 01 0 37000 0
CHIPOTLE MEXICAN GRILL INC CL A 169656105 756 12200 SH DEFINED 01 0 12200 0
CHURCH & DWIGHT INC COM 171340102 9418 167826 SH DEFINED 01 0 167826 0
CIRCOR INTL INC COM 17273K109 2373 86300 SH DEFINED 01 0 86300 0
CISCO SYS INC COM 17275R102 815 50000 SH DEFINED 01 0 50000 0
CITIGROUP INC COM 172967101 201 30000 SH DEFINED 01 0 30000 0
CLARCOR INC COM 179895107 4313 130000 SH DEFINED 01 0 130000 0
CLEAN HARBORS INC COM 184496107 6078 95800 SH DEFINED 01 0 95800 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 2684 104800 SH DEFINED 01 0 104800 0
CLOROX CO DEL COM 189054109 1778 32000 SH DEFINED 01 0 32000 0
CNH GLOBAL N V SHS NEW N20935206 417 26700 SH DEFINED 01 0 26700 0
CNOOC LTD SPONSORED ADR 126132109 819 8600 SH DEFINED 01 0 8600 0
COACH INC COM 189754104 5649 272000 SH DEFINED 01 0 272000 0
COCA COLA CO COM 191216100 2580 57000 SH DEFINED 01 0 57000 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 731 16800 SH DEFINED 01 0 16800 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3579 198200 SH DEFINED 01 0 198200 0
COLGATE PALMOLIVE CO COM 194162103 2056 30000 SH DEFINED 01 0 30000 0
COLUMBUS MCKINNON CORP N Y COM 199333105 164 12000 SH DEFINED 01 0 12000 0
COMCAST CORP NEW CL A SPL 20030N200 4215 261000 SH DEFINED 01 0 261000 0
COMMERCE BANCSHARES INC COM 200525103 1605 36528 SH DEFINED 01 0 36528 0
COMMSCOPE INC COM 203372107 2145 138000 SH DEFINED 01 0 138000 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1285 29000 SH DEFINED 01 0 29000 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 2072 85600 SH DEFINED 01 0 85600 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 303 25000 SH DEFINED 01 0 25000 0
COMPASS MINERALS INTL INC COM 20451N101 2170 37000 SH DEFINED 01 0 37000 0
COMPUTER PROGRAMS & SYS INC COM 205306103 2251 84000 SH DEFINED 01 0 84000 0
COMPUTER SCIENCES CORP COM 205363104 879 25000 SH DEFINED 01 0 25000 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 4632 101100 SH DEFINED 01 0 101100 0
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 146 100000 PRN DEFINED 01 0 100000 0
CONAGRA FOODS INC COM 205887102 330 20000 SH DEFINED 01 0 20000 0
CONCUR TECHNOLOGIES INC COM 206708109 5809 177000 SH DEFINED 01 0 177000 0
CONMED CORP NOTE 2.500%11/1 207410AD3 194 250000 PRN DEFINED 01 0 250000 0
CONOCOPHILLIPS COM 20825C104 958 18500 SH DEFINED 01 0 18500 0
CONSTELLATION BRANDS INC CL A 21036P108 300 19000 SH DEFINED 01 0 19000 0
COOPER INDS LTD CL A G24182100 1818 62200 SH DEFINED 01 0 62200 0
COPART INC COM 217204106 2773 102000 SH DEFINED 01 0 102000 0
CORE LABORATORIES N V COM N22717107 1826 30500 SH DEFINED 01 0 30500 0
CORINTHIAN COLLEGES INC COM 218868107 2144 131000 SH DEFINED 01 0 131000 0
CORNING INC COM 219350105 238 25000 SH DEFINED 01 0 25000 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 4793 293000 SH DEFINED 01 0 293000 0
COSTCO WHSL CORP NEW COM 22160K105 2189 41700 SH DEFINED 01 0 41700 0
COVANCE INC COM 222816100 4354 94600 SH DEFINED 01 0 94600 0
COVANTA HLDG CORP COM 22282E102 4660 212200 SH DEFINED 01 0 212200 0
COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 319 350000 PRN DEFINED 01 0 350000 0
COVENTRY HEALTH CARE INC COM 222862104 521 35000 SH DEFINED 01 0 35000 0
COVIDIEN LTD COM G2552X108 1247 34400 SH DEFINED 01 0 34400 0
CP HOLDRS DEP RCPTS CP 12616K106 547 6800 SH DEFINED 01 0 6800 0
CRANE CO COM 224399105 276 16000 SH DEFINED 01 0 16000 0
CRAWFORD & CO CL B 224633107 2632 181000 SH DEFINED 01 0 181000 0
CREDICORP LTD COM G2519Y108 749 15000 SH DEFINED 01 0 15000 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 593 21000 SH DEFINED 01 0 21000 0
CROWN CASTLE INTL CORP COM 228227104 2934 166885 SH DEFINED 01 0 166885 0
CRYOLIFE INC COM 228903100 2301 237000 SH DEFINED 01 0 237000 0
CSG SYS INTL INC COM 126349109 262 15000 SH DEFINED 01 0 15000 0
CSX CORP COM 126408103 1981 61000 SH DEFINED 01 0 61000 0
CTRIP COM INTL LTD ADR 22943F100 2180 91600 SH DEFINED 01 0 91600 0
CTS CORP NOTE 2.125% 5/0 126501AC9 276 300000 PRN DEFINED 01 0 300000 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1354 1450000 PRN DEFINED 01 0 1450000 0
CUMMINS INC COM 231021106 1203 45000 SH DEFINED 01 0 45000 0
CURTISS WRIGHT CORP COM 231561101 5554 166350 SH DEFINED 01 0 166350 0
CVS CAREMARK CORPORATION COM 126650100 4685 163000 SH DEFINED 01 0 163000 0
CYBERONICS INC COM 23251P102 2320 140000 SH DEFINED 01 0 140000 0
CYBERSOURCE CORP COM 23251J106 2626 219000 SH DEFINED 01 0 219000 0
CYTEC INDS INC COM 232820100 212 10000 SH DEFINED 01 0 10000 0
DANAHER CORP DEL NOTE 1/2 235851AF9 263 300000 PRN DEFINED 01 0 300000 0
DANAHER CORP DEL COM 235851102 3810 67300 SH DEFINED 01 0 67300 0
DARDEN RESTAURANTS INC COM 237194105 1775 63000 SH DEFINED 01 0 63000 0
DAVITA INC COM 23918K108 1983 40000 SH DEFINED 01 0 40000 0
DECKERS OUTDOOR CORP COM 243537107 5767 72200 SH DEFINED 01 0 72200 0
DEERE & CO COM 244199105 1801 47000 SH DEFINED 01 0 47000 0
DELL INC COM 24702R101 307 30000 SH DEFINED 01 0 30000 0
DELPHI FINL GROUP INC CL A 247131105 516 28000 SH DEFINED 01 0 28000 0
DENBURY RES INC COM NEW 247916208 1297 118800 SH DEFINED 01 0 118800 0
DENTSPLY INTL INC NEW COM 249030107 4914 174000 SH DEFINED 01 0 174000 0
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 459 30000 SH DEFINED 01 0 30000 0
DEVON ENERGY CORP NEW COM 25179M103 2596 39500 SH DEFINED 01 0 39500 0
DEVRY INC DEL COM 251893103 4076 71000 SH DEFINED 01 0 71000 0
DIAGEO P L C SPON ADR NEW 25243Q205 1305 23000 SH DEFINED 01 0 23000 0
DIAMOND FOODS INC COM 252603105 1753 87000 SH DEFINED 01 0 87000 0
DICKS SPORTING GOODS INC COM 253393102 1803 127800 SH DEFINED 01 0 127800 0
DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 299 300000 PRN DEFINED 01 0 300000 0
DIODES INC COM 254543101 827 136500 SH DEFINED 01 0 136500 0
DIONEX CORP COM 254546104 915 20400 SH DEFINED 01 0 20400 0
DIRECTV GROUP INC COM 25459L106 5475 239000 SH DEFINED 01 0 239000 0
DISH NETWORK CORP CL A 25470M109 333 30000 SH DEFINED 01 0 30000 0
DISNEY WALT CO COM DISNEY 254687106 613 27000 SH DEFINED 01 0 27000 0
DOLBY LABORATORIES INC COM 25659T107 2667 81400 SH DEFINED 01 0 81400 0
DOLLAR TREE INC COM 256746108 1959 47000 SH DEFINED 01 0 47000 0
DOMINION RES INC VA NEW COM 25746U109 3046 85000 SH DEFINED 01 0 85000 0
DONALDSON INC COM 257651109 2820 83800 SH DEFINED 01 0 83800 0
DOVER CORP COM 260003108 494 15000 SH DEFINED 01 0 15000 0
DOW CHEM CO COM 260543103 302 20000 SH DEFINED 01 0 20000 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 166 10200 SH DEFINED 01 0 10200 0
DST SYS INC DEL COM 233326107 494 13000 SH DEFINED 01 0 13000 0
DU PONT E I DE NEMOURS & CO COM 263534109 506 20000 SH DEFINED 01 0 20000 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 6369 82500 SH DEFINED 01 0 82500 0
DYCOM INDS INC COM 267475101 82 10000 SH DEFINED 01 0 10000 0
DYNAMIC MATLS CORP COM 267888105 541 28000 SH DEFINED 01 0 28000 0
E M C CORP MASS COM 268648102 314 30000 SH DEFINED 01 0 30000 0
E M C CORP MASS NOTE 1.750%12/0 268648AK8 244 250000 PRN DEFINED 01 0 250000 0
EATON CORP COM 278058102 1869 37600 SH DEFINED 01 0 37600 0
EATON VANCE CORP COM NON VTG 278265103 2179 103700 SH DEFINED 01 0 103700 0
ECOLAB INC COM 278865100 5603 159400 SH DEFINED 01 0 159400 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6539 119000 SH DEFINED 01 0 119000 0
EL PASO CORP COM 28336L109 274 35000 SH DEFINED 01 0 35000 0
EMBARQ CORP COM 29078E105 432 12000 SH DEFINED 01 0 12000 0
EMCOR GROUP INC COM 29084Q100 4652 207400 SH DEFINED 01 0 207400 0
EMERSON ELEC CO COM 291011104 2508 68500 SH DEFINED 01 0 68500 0
ENCANA CORP COM 292505104 930 20000 SH DEFINED 01 0 20000 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2355 91000 SH DEFINED 01 0 91000 0
ENERGEN CORP COM 29265N108 3402 116000 SH DEFINED 01 0 116000 0
ENERGIZER HLDGS INC COM 29266R108 3032 56000 SH DEFINED 01 0 56000 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 324 20000 SH DEFINED 01 0 20000 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 340 10000 SH DEFINED 01 0 10000 0
ENERSYS COM 29275Y102 1089 99000 SH DEFINED 01 0 99000 0
ENPRO INDS INC COM 29355X107 407 18900 SH DEFINED 01 0 18900 0
ENSCO INTL INC COM 26874Q100 681 24000 SH DEFINED 01 0 24000 0
ENTERGY CORP NEW COM 29364G103 2885 34700 SH DEFINED 01 0 34700 0
ENTERPRISE PRODS PARTNERS L COM 293792107 415 20000 SH DEFINED 01 0 20000 0
EOG RES INC COM 26875P101 1671 25100 SH DEFINED 01 0 25100 0
EQUIFAX INC COM 294429105 1087 41000 SH DEFINED 01 0 41000 0
EQUINIX INC COM NEW 29444U502 4681 88000 SH DEFINED 01 0 88000 0
EQUINIX INC NOTE 2.500% 4/1 29444UAF3 260 350000 PRN DEFINED 01 0 350000 0
EQUITABLE RES INC COM 294549100 2751 82000 SH DEFINED 01 0 82000 0
ESCO TECHNOLOGIES INC COM 296315104 2162 52800 SH DEFINED 01 0 52800 0
ESSEX PPTY TR INC COM 297178105 721 9400 SH DEFINED 01 0 9400 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 4850 128000 SH DEFINED 01 0 128000 0
EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 803 1250000 PRN DEFINED 01 0 1250000 0
EXELON CORP COM 30161N101 3726 67000 SH DEFINED 01 0 67000 0
EXPEDITORS INTL WASH INC COM 302130109 2262 68000 SH DEFINED 01 0 68000 0
EXPRESS SCRIPTS INC COM 302182100 9281 168800 SH DEFINED 01 0 168800 0
EXTERRAN HLDGS INC COM 30225X103 1600 75100 SH DEFINED 01 0 75100 0
EXXON MOBIL CORP COM 30231G102 3273 41000 SH DEFINED 01 0 41000 0
EZCORP INC CL A NON VTG 302301106 1202 79000 SH DEFINED 01 0 79000 0
F M C CORP COM NEW 302491303 2773 62000 SH DEFINED 01 0 62000 0
FACTSET RESH SYS INC COM 303075105 3718 84050 SH DEFINED 01 0 84050 0
FAMILY DLR STORES INC COM 307000109 2086 80000 SH DEFINED 01 0 80000 0
FASTENAL CO COM 311900104 4022 115400 SH DEFINED 01 0 115400 0
FEDEX CORP COM 31428X106 449 7000 SH DEFINED 01 0 7000 0
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 308 21000 SH DEFINED 01 0 21000 0
FIDELITY NATL INFORMATION SV COM 31620M106 408 25096 SH DEFINED 01 0 25096 0
FINANCIAL FED CORP COM 317492106 1239 53250 SH DEFINED 01 0 53250 0
FIRST CASH FINL SVCS INC COM 31942D107 625 32800 SH DEFINED 01 0 32800 0
FIRST FINL BANKSHARES COM 32020R109 437 7916 SH DEFINED 01 0 7916 0
FIRSTENERGY CORP COM 337932107 2793 57500 SH DEFINED 01 0 57500 0
FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 280 250000 PRN DEFINED 01 0 250000 0
FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 1031 1250000 PRN DEFINED 01 0 1250000 0
FLIR SYS INC COM 302445101 8753 285300 SH DEFINED 01 0 285300 0
FLOWERS FOODS INC COM 343498101 9606 394350 SH DEFINED 01 0 394350 0
FLOWSERVE CORP COM 34354P105 3785 73500 SH DEFINED 01 0 73500 0
FLUOR CORP NEW COM 343412102 1817 40500 SH DEFINED 01 0 40500 0
FMC TECHNOLOGIES INC COM 30249U101 4261 178800 SH DEFINED 01 0 178800 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 633 21000 SH DEFINED 01 0 21000 0
FOREST LABS INC COM 345838106 764 30000 SH DEFINED 01 0 30000 0
FOREST OIL CORP COM PAR $0.01 346091705 1125 68200 SH DEFINED 01 0 68200 0
FOSSIL INC COM 349882100 668 40000 SH DEFINED 01 0 40000 0
FOSTER WHEELER LTD SHS NEW G36535139 4512 193000 SH DEFINED 01 0 193000 0
FPL GROUP INC COM 302571104 1812 36000 SH DEFINED 01 0 36000 0
FRANKLIN RES INC COM 354613101 2207 34600 SH DEFINED 01 0 34600 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 342 14000 SH DEFINED 01 0 14000 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 1203 25500 SH DEFINED 01 0 25500 0
FRONTIER OIL CORP COM 35914P105 1172 92800 SH DEFINED 01 0 92800 0
FTI CONSULTING INC COM 302941109 6349 142100 SH DEFINED 01 0 142100 0
FUEL TECH INC COM 359523107 307 29000 SH DEFINED 01 0 29000 0
FULLER H B CO COM 359694106 242 15000 SH DEFINED 01 0 15000 0
G & K SVCS INC CL A 361268105 404 20000 SH DEFINED 01 0 20000 0
GAMESTOP CORP NEW CL A 36467W109 4938 228000 SH DEFINED 01 0 228000 0
GANNETT INC COM 364730101 160 20000 SH DEFINED 01 0 20000 0
GARDNER DENVER INC COM 365558105 4089 175200 SH DEFINED 01 0 175200 0
GEN-PROBE INC NEW COM 36866T103 1499 35000 SH DEFINED 01 0 35000 0
GENERAL CABLE CORP DEL NEW COM 369300108 2298 129900 SH DEFINED 01 0 129900 0
GENERAL DYNAMICS CORP COM 369550108 3801 66000 SH DEFINED 01 0 66000 0
GENERAL ELECTRIC CO COM 369604103 1296 80000 SH DEFINED 01 0 80000 0
GENERAL MLS INC COM 370334104 5097 83900 SH DEFINED 01 0 83900 0
GENESEE & WYO INC CL A 371559105 4993 163700 SH DEFINED 01 0 163700 0
GENTIVA HEALTH SERVICES INC COM 37247A102 825 28200 SH DEFINED 01 0 28200 0
GENZYME CORP COM 372917104 3302 49750 SH DEFINED 01 0 49750 0
GEO GROUP INC COM 36159R103 4657 258300 SH DEFINED 01 0 258300 0
GEOEYE INC COM 37250W108 204 10600 SH DEFINED 01 0 10600 0
GILDAN ACTIVEWEAR INC COM 375916103 282 24000 SH DEFINED 01 0 24000 0
GILEAD SCIENCES INC COM 375558103 10617 207600 SH DEFINED 01 0 207600 0
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 340 250000 PRN DEFINED 01 0 250000 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 373 10000 SH DEFINED 01 0 10000 0
GLOBAL PMTS INC COM 37940X102 3836 117000 SH DEFINED 01 0 117000 0
GOLDMAN SACHS GROUP INC COM 38141G104 1662 19700 SH DEFINED 01 0 19700 0
GOODRICH CORP COM 382388106 1847 49900 SH DEFINED 01 0 49900 0
GOOGLE INC CL A 38259P508 5199 16900 SH DEFINED 01 0 16900 0
GRACO INC COM 384109104 2135 89975 SH DEFINED 01 0 89975 0
GRAINGER W W INC COM 384802104 4399 55800 SH DEFINED 01 0 55800 0
GREATBATCH INC COM 39153L106 2223 84000 SH DEFINED 01 0 84000 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 5960 154000 SH DEFINED 01 0 154000 0
GREENHILL & CO INC COM 395259104 1047 15000 SH DEFINED 01 0 15000 0
GREIF INC CL A 397624107 3467 103700 SH DEFINED 01 0 103700 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 949 25400 SH DEFINED 01 0 25400 0
GUESS INC COM 401617105 3819 248800 SH DEFINED 01 0 248800 0
GYMBOREE CORP COM 403777105 3235 124000 SH DEFINED 01 0 124000 0
HAEMONETICS CORP COM 405024100 7967 141000 SH DEFINED 01 0 141000 0
HANSEN NAT CORP COM 411310105 4694 140000 SH DEFINED 01 0 140000 0
HARMONIC INC COM 413160102 112 20000 SH DEFINED 01 0 20000 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 329 30000 SH DEFINED 01 0 30000 0
HARRIS CORP DEL COM 413875105 2736 71900 SH DEFINED 01 0 71900 0
HARSCO CORP COM 415864107 2519 91000 SH DEFINED 01 0 91000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 246 15000 SH DEFINED 01 0 15000 0
HASBRO INC DBCV 2.750%12/0 418056AN7 204 150000 PRN DEFINED 01 0 150000 0
HAYNES INTERNATIONAL INC COM NEW 420877201 246 10000 SH DEFINED 01 0 10000 0
HCC INS HLDGS INC COM 404132102 535 20000 SH DEFINED 01 0 20000 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1324 18550 SH DEFINED 01 0 18550 0
HEALTH NET INC COM 42222G108 218 20000 SH DEFINED 01 0 20000 0
HEICO CORP NEW COM 422806109 4796 123500 SH DEFINED 01 0 123500 0
HEINZ H J CO COM 423074103 3437 91400 SH DEFINED 01 0 91400 0
HELMERICH & PAYNE INC COM 423452101 228 10000 SH DEFINED 01 0 10000 0
HEWITT ASSOCS INC COM 42822Q100 3235 114000 SH DEFINED 01 0 114000 0
HEWLETT PACKARD CO COM 428236103 2468 68000 SH DEFINED 01 0 68000 0
HOLLY CORP COM PAR $0.01 435758305 365 20000 SH DEFINED 01 0 20000 0
HOLOGIC INC FRNT 2.000%12/1 436440aa9 100 100000 PRN DEFINED 01 0 100000 0
HOLOGIC INC COM 436440101 345 26384 SH DEFINED 01 0 26384 0
HOME DEPOT INC COM 437076102 460 20000 SH DEFINED 01 0 20000 0
HONDA MOTOR LTD AMERN SHS 438128308 427 20000 SH DEFINED 01 0 20000 0
HONEYWELL INTL INC COM 438516106 2008 61150 SH DEFINED 01 0 61150 0
HORMEL FOODS CORP COM 440452100 2493 80200 SH DEFINED 01 0 80200 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 82 150000 PRN DEFINED 01 0 150000 0
HOST HOTELS & RESORTS INC COM 44107P104 114 15000 SH DEFINED 01 0 15000 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 598 32200 SH DEFINED 01 0 32200 0
HSBC HLDGS PLC SPON ADR NEW 404280406 590 12125 SH DEFINED 01 0 12125 0
HUB GROUP INC CL A 443320106 3353 126400 SH DEFINED 01 0 126400 0
HUDSON CITY BANCORP COM 443683107 6746 422673 SH DEFINED 01 0 422673 0
HUNT J B TRANS SVCS INC COM 445658107 5212 198400 SH DEFINED 01 0 198400 0
HUNTSMAN CORP COM 447011107 103 30000 SH DEFINED 01 0 30000 0
HURON CONSULTING GROUP INC COM 447462102 361 6300 SH DEFINED 01 0 6300 0
IBERIABANK CORP COM 450828108 204 4250 SH DEFINED 01 0 4250 0
ICICI BK LTD ADR 45104G104 308 16000 SH DEFINED 01 0 16000 0
ICON PUB LTD CO SPONSORED ADR 45103T107 925 47000 SH DEFINED 01 0 47000 0
ICONIX BRAND GROUP INC COM 451055107 743 76000 SH DEFINED 01 0 76000 0
ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 77 150000 PRN DEFINED 01 0 150000 0
IDACORP INC COM 451107106 884 30000 SH DEFINED 01 0 30000 0
IDEX CORP COM 45167R104 3321 137500 SH DEFINED 01 0 137500 0
IDEXX LABS INC COM 45168D104 4467 123800 SH DEFINED 01 0 123800 0
IHS INC CL A 451734107 2930 78300 SH DEFINED 01 0 78300 0
ILLUMINA INC COM 452327109 7377 283200 SH DEFINED 01 0 283200 0
ILLUMINA INC NOTE 0.625% 2/1 452327AB5 122 100000 PRN DEFINED 01 0 100000 0
IMMUCOR INC COM 452526106 4492 168987 SH DEFINED 01 0 168987 0
IMS HEALTH INC COM 449934108 455 30000 SH DEFINED 01 0 30000 0
INCYTE CORP NOTE 3.500% 2/1 45337CAE2 106 200000 PRN DEFINED 01 0 200000 0
INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 138 150000 PRN DEFINED 01 0 150000 0
INFORMATICA CORP COM 45666Q102 2471 180000 SH DEFINED 01 0 180000 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3853 156800 SH DEFINED 01 0 156800 0
ING GROEP N V SPONSORED ADR 456837103 222 20000 SH DEFINED 01 0 20000 0
INGERSOLL-RAND COMPANY LTD CL A G4776G101 347 20000 SH DEFINED 01 0 20000 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1377 38700 SH DEFINED 01 0 38700 0
INTEL CORP SDCV 2.950%12/1 458140AD2 260 300000 PRN DEFINED 01 0 300000 0
INTEL CORP COM 458140100 440 30000 SH DEFINED 01 0 30000 0
INTERACTIVE DATA CORP COM 45840J107 666 27000 SH DEFINED 01 0 27000 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1484 18000 SH DEFINED 01 0 18000 0
INTERFACE INC CL A 458665106 552 119000 SH DEFINED 01 0 119000 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2988 35500 SH DEFINED 01 0 35500 0
INTERWOVEN INC COM NEW 46114T508 2394 190000 SH DEFINED 01 0 190000 0
INTL PAPER CO COM 460146103 283 24000 SH DEFINED 01 0 24000 0
INTUIT COM 461202103 3735 157000 SH DEFINED 01 0 157000 0
INTUITIVE SURGICAL INC COM NEW 46120E602 7137 56200 SH DEFINED 01 0 56200 0
INVENTIV HEALTH INC COM 46122E105 397 34400 SH DEFINED 01 0 34400 0
INVERNESS MED INNOVATIONS IN COM 46126P106 303 16000 SH DEFINED 01 0 16000 0
INVESCO LTD SHS G491BT108 433 30000 SH DEFINED 01 0 30000 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 804 35400 SH DEFINED 01 0 35400 0
INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 188 250000 PRN DEFINED 01 0 250000 0
IRON MTN INC COM 462846106 1951 78900 SH DEFINED 01 0 78900 0
ITC HLDGS CORP COM 465685105 5386 123300 SH DEFINED 01 0 123300 0
ITRON INC COM 465741106 4398 69000 SH DEFINED 01 0 69000 0
ITRON INC NOTE 2.500% 8/0 465741AJ5 161 150000 PRN DEFINED 01 0 150000 0
ITT CORP NEW COM 450911102 6126 133200 SH DEFINED 01 0 133200 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 10704 112700 SH DEFINED 01 0 112700 0
JACOBS ENGR GROUP INC DEL COM 469814107 4627 96200 SH DEFINED 01 0 96200 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 181 22201 SH DEFINED 01 0 22201 0
JOHNSON & JOHNSON COM 478160104 5744 96000 SH DEFINED 01 0 96000 0
JOHNSON CTLS INC COM 478366107 3995 220000 SH DEFINED 01 0 220000 0
JOS A BANK CLOTHIERS INC COM 480838101 1909 73000 SH DEFINED 01 0 73000 0
JPMORGAN & CHASE & CO COM 46625H100 552 17500 SH DEFINED 01 0 17500 0
JUNIPER NETWORKS INC COM 48203R104 2014 115000 SH DEFINED 01 0 115000 0
KANSAS CITY SOUTHERN COM NEW 485170302 3627 190400 SH DEFINED 01 0 190400 0
KAYDON CORP COM 486587108 3487 101500 SH DEFINED 01 0 101500 0
KELLOGG CO COM 487836108 1579 36000 SH DEFINED 01 0 36000 0
KENDLE INTERNATIONAL INC COM 48880L107 862 33500 SH DEFINED 01 0 33500 0
KENNAMETAL INC COM 489170100 1407 63400 SH DEFINED 01 0 63400 0
KHD HUMBOLDT WEDAG INTL LTD COM 482462108 279 25000 SH DEFINED 01 0 25000 0
KINETIC CONCEPTS INC COM NEW 49460W208 288 15000 SH DEFINED 01 0 15000 0
KING PHARMACEUTICALS INC COM 495582108 340 32000 SH DEFINED 01 0 32000 0
KIRBY CORP COM 497266106 4016 146800 SH DEFINED 01 0 146800 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 695 35000 SH DEFINED 01 0 35000 0
KOPPERS HOLDINGS INC COM 50060P106 1730 80000 SH DEFINED 01 0 80000 0
KRAFT FOODS INC CL A 50075N104 2363 88000 SH DEFINED 01 0 88000 0
KROGER CO COM 501044101 2034 77000 SH DEFINED 01 0 77000 0
L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 53 100000 PRN DEFINED 01 0 100000 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 348 350000 PRN DEFINED 01 0 350000 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4427 60000 SH DEFINED 01 0 60000 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5133 79700 SH DEFINED 01 0 79700 0
LADISH INC COM NEW 505754200 170 12300 SH DEFINED 01 0 12300 0
LAN AIRLINES S A SPONSORED ADR 501723100 857 106500 SH DEFINED 01 0 106500 0
LANDSTAR SYS INC COM 515098101 5007 130300 SH DEFINED 01 0 130300 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 711 64300 SH DEFINED 01 0 64300 0
LASERCARD CORP COM 51807U101 73 20000 SH DEFINED 01 0 20000 0
LAWSON SOFTWARE INC NEW COM 52078P102 1612 340000 SH DEFINED 01 0 340000 0
LEGG MASON INC COM 524901105 548 25000 SH DEFINED 01 0 25000 0
LENDER PROCESSING SVCS INC COM 52602E102 959 32548 SH DEFINED 01 0 32548 0
LENNOX INTL INC COM 526107107 5622 174100 SH DEFINED 01 0 174100 0
LEUCADIA NATL CORP COM 527288104 2079 105000 SH DEFINED 01 0 105000 0
LEXMARK INTL NEW CL A 529771107 538 20000 SH DEFINED 01 0 20000 0
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 108 150000 PRN DEFINED 01 0 150000 0
LIFE TECHNOLOGIES CORP COM 53217V109 2472 106068 SH DEFINED 01 0 106068 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 372 550000 PRN DEFINED 01 0 550000 0
LIFETIME BRANDS INC NOTE 4.750% 7/1 53222QAB9 160 250000 PRN DEFINED 01 0 250000 0
LILLY ELI & CO COM 532457108 2537 63000 SH DEFINED 01 0 63000 0
LINCARE HLDGS INC COM 532791100 539 20000 SH DEFINED 01 0 20000 0
LINCOLN ELEC HLDGS INC COM 533900106 2771 54400 SH DEFINED 01 0 54400 0
LINDSAY CORP COM 535555106 1752 55100 SH DEFINED 01 0 55100 0
LINEAR TECHNOLOGY CORP COM 535678106 553 25000 SH DEFINED 01 0 25000 0
LINN ENERGY LLC UNIT LTD LIAB 536020100 299 20000 SH DEFINED 01 0 20000 0
LKQ CORP COM 501889208 4116 353000 SH DEFINED 01 0 353000 0
LOCKHEED MARTIN CORP COM 539830109 4435 52750 SH DEFINED 01 0 52750 0
LOEWS CORP COM 540424108 1095 38765 SH DEFINED 01 0 38765 0
LOGITECH INTL S A SHS H50430232 1028 66000 SH DEFINED 01 0 66000 0
LORILLARD INC COM 544147101 564 10000 SH DEFINED 01 0 10000 0
LSB INDS INC COM 502160104 742 89200 SH DEFINED 01 0 89200 0
LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 934 1000000 PRN DEFINED 01 0 1000000 0
LUBRIZOL CORP COM 549271104 3544 97400 SH DEFINED 01 0 97400 0
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 955 1150000 PRN DEFINED 01 0 1150000 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 721 39800 SH DEFINED 01 0 39800 0
MACYS INC COM 55616P104 104 10000 SH DEFINED 01 0 10000 0
MANITOWOC INC COM 563571108 1569 181200 SH DEFINED 01 0 181200 0
MANTECH INTL CORP CL A 564563104 4893 90300 SH DEFINED 01 0 90300 0
MANULIFE FINL CORP COM 56501R106 2061 121000 SH DEFINED 01 0 121000 0
MARATHON OIL CORP COM 565849106 602 22000 SH DEFINED 01 0 22000 0
MARKEL CORP COM 570535104 1226 4100 SH DEFINED 01 0 4100 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 120 15000 SH DEFINED 01 0 15000 0
MARRIOTT INTL INC NEW CL A 571903202 477 24500 SH DEFINED 01 0 24500 0
MARTEK BIOSCIENCES CORP COM 572901106 2243 74000 SH DEFINED 01 0 74000 0
MARVEL ENTERTAINMENT INC COM 57383T103 5935 193000 SH DEFINED 01 0 193000 0
MASIMO CORP COM 574795100 2357 79000 SH DEFINED 01 0 79000 0
MASTERCARD INC CL A 57636Q104 1329 9300 SH DEFINED 01 0 9300 0
MATTHEWS INTL CORP CL A 577128101 1596 43500 SH DEFINED 01 0 43500 0
MAXTOR CORP NOTE 2.375% 8/1 577729AE6 970 1600000 PRN DEFINED 01 0 1600000 0
MAXWELL TECHNOLOGIES INC COM 577767106 127 25000 SH DEFINED 01 0 25000 0
MCCORMICK & CO INC COM NON VTG 579780206 5751 180500 SH DEFINED 01 0 180500 0
MCDERMOTT INTL INC COM 580037109 435 44000 SH DEFINED 01 0 44000 0
MCDONALDS CORP COM 580135101 7015 112800 SH DEFINED 01 0 112800 0
MCKESSON CORP COM 58155Q103 1665 43000 SH DEFINED 01 0 43000 0
MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AE4 88 100000 PRN DEFINED 01 0 100000 0
MDU RES GROUP INC COM 552690109 1705 79000 SH DEFINED 01 0 79000 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 7317 174600 SH DEFINED 01 0 174600 0
MEDTRONIC INC COM 585055106 2074 66000 SH DEFINED 01 0 66000 0
MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 233 250000 PRN DEFINED 01 0 250000 0
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 88 100000 PRN DEFINED 01 0 100000 0
MEMC ELECTR MATLS INC COM 552715104 1452 101700 SH DEFINED 01 0 101700 0
MENS WEARHOUSE INC COM 587118100 199 14700 SH DEFINED 01 0 14700 0
MENTOR CORP MINN COM 587188103 742 24000 SH DEFINED 01 0 24000 0
MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 88 150000 PRN DEFINED 01 0 150000 0
MERCK & CO INC COM 589331107 608 20000 SH DEFINED 01 0 20000 0
MERIDIAN BIOSCIENCE INC COM 589584101 5191 203800 SH DEFINED 01 0 203800 0
METLIFE INC UNIT 02/15/2010 59156R702 258 25000 SH DEFINED 01 0 25000 0
METLIFE INC COM 59156R108 2285 65548 SH DEFINED 01 0 65548 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4880 72400 SH DEFINED 01 0 72400 0
MICROS SYS INC COM 594901100 2321 142200 SH DEFINED 01 0 142200 0
MICROSOFT CORP COM 594918104 3149 162000 SH DEFINED 01 0 162000 0
MIDDLEBY CORP COM 596278101 1309 48000 SH DEFINED 01 0 48000 0
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1729 38500 SH DEFINED 01 0 38500 0
MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 218 250000 PRN DEFINED 01 0 250000 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1227 46000 SH DEFINED 01 0 46000 0
MOHAWK INDS INC COM 608190104 344 8000 SH DEFINED 01 0 8000 0
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 417 350000 PRN DEFINED 01 0 350000 0
MOLSON COORS BREWING CO CL B 60871R209 978 20000 SH DEFINED 01 0 20000 0
MONSANTO CO NEW COM 61166W101 5136 73000 SH DEFINED 01 0 73000 0
MONSTER WORLDWIDE INC COM 611742107 193 16000 SH DEFINED 01 0 16000 0
MOOG INC CL A 615394202 2442 66775 SH DEFINED 01 0 66775 0
MORGAN STANLEY COM NEW 617446448 273 17000 SH DEFINED 01 0 17000 0
MOSAIC CO COM 61945A107 1526 44100 SH DEFINED 01 0 44100 0
MOTOROLA INC COM 620076109 44 10000 SH DEFINED 01 0 10000 0
MSC INDL DIRECT INC CL A 553530106 2265 61500 SH DEFINED 01 0 61500 0
MTS SYS CORP COM 553777103 2344 88000 SH DEFINED 01 0 88000 0
MUELLER WTR PRODS INC COM SER A 624758108 252 30000 SH DEFINED 01 0 30000 0
MURPHY OIL CORP COM 626717102 683 15400 SH DEFINED 01 0 15400 0
MYRIAD GENETICS INC COM 62855J104 3677 55500 SH DEFINED 01 0 55500 0
NABORS INDS INC NOTE 0.940% 5/1 629568AP1 165 200000 PRN DEFINED 01 0 200000 0
NABORS INDUSTRIES LTD SHS G6359F103 120 10000 SH DEFINED 01 0 10000 0
NASH FINCH CO COM 631158102 2424 54000 SH DEFINED 01 0 54000 0
NATIONAL FUEL GAS CO N J COM 636180101 1379 44000 SH DEFINED 01 0 44000 0
NATIONAL OILWELL VARCO INC COM 637071101 550 22500 SH DEFINED 01 0 22500 0
NATUS MEDICAL INC DEL COM 639050103 803 62000 SH DEFINED 01 0 62000 0
NBTY INC COM 628782104 391 25000 SH DEFINED 01 0 25000 0
NCI BUILDING SYS INC COM 628852105 174 10700 SH DEFINED 01 0 10700 0
NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG0 189 250000 PRN DEFINED 01 0 250000 0
NCR CORP NEW COM 62886E108 2408 170300 SH DEFINED 01 0 170300 0
NETAPP INC COM 64110D104 279 20000 SH DEFINED 01 0 20000 0
NETFLIX INC COM 64110L106 1853 62000 SH DEFINED 01 0 62000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1537 28000 SH DEFINED 01 0 28000 0
NEW YORK TIMES CO CL A 650111107 147 20000 SH DEFINED 01 0 20000 0
NEWELL RUBBERMAID INC COM 651229106 196 20000 SH DEFINED 01 0 20000 0
NEWFIELD EXPL CO COM 651290108 691 35000 SH DEFINED 01 0 35000 0
NEWMARKET CORP COM 651587107 559 16000 SH DEFINED 01 0 16000 0
NEWMONT MINING CORP COM 651639106 611 15000 SH DEFINED 01 0 15000 0
NEWS CORP CL B 65248E203 335 35000 SH DEFINED 01 0 35000 0
NEXEN INC COM 65334H102 352 20000 SH DEFINED 01 0 20000 0
NICE SYS LTD SPONSORED ADR 653656108 1825 81200 SH DEFINED 01 0 81200 0
NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 87 100000 PRN DEFINED 01 0 100000 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 849 1400000 PRN DEFINED 01 0 1400000 0
NIKE INC CL B 654106103 6421 125900 SH DEFINED 01 0 125900 0
NOBLE CORPORATION SHS G65422100 552 25000 SH DEFINED 01 0 25000 0
NOKIA CORP SPONSORED ADR 654902204 780 50000 SH DEFINED 01 0 50000 0
NORDSON CORP COM 655663102 1421 44000 SH DEFINED 01 0 44000 0
NORDSTROM INC COM 655664100 852 64000 SH DEFINED 01 0 64000 0
NORFOLK SOUTHERN CORP COM 655844108 7076 150400 SH DEFINED 01 0 150400 0
NORTHERN TR CORP COM 665859104 2445 46900 SH DEFINED 01 0 46900 0
NORTHROP GRUMMAN CORP COM 666807102 2522 56000 SH DEFINED 01 0 56000 0
NORTHWEST NAT GAS CO COM 667655104 3450 78000 SH DEFINED 01 0 78000 0
NOVARTIS A G SPONSORED ADR 66987V109 2836 57000 SH DEFINED 01 0 57000 0
NOVO-NORDISK A S ADR 670100205 5196 101100 SH DEFINED 01 0 101100 0
NSTAR COM 67019E107 876 24000 SH DEFINED 01 0 24000 0
NTELOS HLDGS CORP COM 67020Q107 1874 76000 SH DEFINED 01 0 76000 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3454 333400 SH DEFINED 01 0 333400 0
NUCOR CORP COM 670346105 462 10000 SH DEFINED 01 0 10000 0
NUVASIVE INC COM 670704105 4258 122900 SH DEFINED 01 0 122900 0
NVIDIA CORP COM 67066G104 242 30000 SH DEFINED 01 0 30000 0
NYSE EURONEXT COM 629491101 504 18400 SH DEFINED 01 0 18400 0
O REILLY AUTOMOTIVE INC COM 686091109 1396 45400 SH DEFINED 01 0 45400 0
OCCIDENTAL PETE CORP DEL COM 674599105 1830 30500 SH DEFINED 01 0 30500 0
OCEANEERING INTL INC COM 675232102 1370 47000 SH DEFINED 01 0 47000 0
ODYSSEY RE HLDGS CORP COM 67612W108 1399 27000 SH DEFINED 01 0 27000 0
OGE ENERGY CORP COM 670837103 645 25000 SH DEFINED 01 0 25000 0
OM GROUP INC COM 670872100 464 22000 SH DEFINED 01 0 22000 0
OMNICELL INC COM 68213N109 891 73000 SH DEFINED 01 0 73000 0
OMNICOM GROUP INC COM 681919106 1615 60000 SH DEFINED 01 0 60000 0
OMNITURE INC COM 68212S109 947 89000 SH DEFINED 01 0 89000 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 81 150000 PRN DEFINED 01 0 150000 0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1529 213500 SH DEFINED 01 0 213500 0
ORACLE CORP COM 68389X105 4716 266000 SH DEFINED 01 0 266000 0
ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 273 300000 PRN DEFINED 01 0 300000 0
ORBITAL SCIENCES CORP COM 685564106 4711 241200 SH DEFINED 01 0 241200 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 153 20000 SH DEFINED 01 0 20000 0
OSI PHARMACEUTICALS INC COM 671040103 2421 62000 SH DEFINED 01 0 62000 0
OSI SYSTEMS INC COM 671044105 277 20000 SH DEFINED 01 0 20000 0
OWENS & MINOR INC NEW COM 690732102 8114 215500 SH DEFINED 01 0 215500 0
OWENS CORNING NEW COM 690742101 355 20500 SH DEFINED 01 0 20500 0
OWENS ILL INC COM NEW 690768403 1066 39001 SH DEFINED 01 0 39001 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 415 16600 SH DEFINED 01 0 16600 0
PALL CORP COM 696429307 1669 58700 SH DEFINED 01 0 58700 0
PANERA BREAD CO CL A 69840W108 1933 37000 SH DEFINED 01 0 37000 0
PAREXEL INTL CORP COM 699462107 1284 132200 SH DEFINED 01 0 132200 0
PARKER HANNIFIN CORP COM 701094104 1319 31000 SH DEFINED 01 0 31000 0
PAYCHEX INC COM 704326107 1761 67000 SH DEFINED 01 0 67000 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 120 200000 PRN DEFINED 01 0 200000 0
PEDIATRIX MED GROUP COM 705324101 571 18000 SH DEFINED 01 0 18000 0
PEETS COFFEE & TEA INC COM 705560100 2046 88000 SH DEFINED 01 0 88000 0
PENGROWTH ENERGY TR TR UNIT NEW 706902509 457 60000 SH DEFINED 01 0 60000 0
PENN NATL GAMING INC COM 707569109 2506 117200 SH DEFINED 01 0 117200 0
PENN VA CORP NOTE 4.500%11/1 707882AA4 36 50000 PRN DEFINED 01 0 50000 0
PENN VA CORP COM 707882106 4084 157200 SH DEFINED 01 0 157200 0
PENNEY J C INC COM 708160106 296 15000 SH DEFINED 01 0 15000 0
PENTAIR INC COM 709631105 355 15000 SH DEFINED 01 0 15000 0
PEPCO HOLDINGS INC COM 713291102 799 45000 SH DEFINED 01 0 45000 0
PEPSICO INC COM 713448108 2163 39500 SH DEFINED 01 0 39500 0
PERDIGAO S A SPONSORED ADR 71361V303 448 17000 SH DEFINED 01 0 17000 0
PERKINELMER INC COM 714046109 556 40000 SH DEFINED 01 0 40000 0
PERRIGO CO COM 714290103 7027 217500 SH DEFINED 01 0 217500 0
PETRO-CDA COM 71644E102 438 20000 SH DEFINED 01 0 20000 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2125 86750 SH DEFINED 01 0 86750 0
PETSMART INC COM 716768106 369 20000 SH DEFINED 01 0 20000 0
PFIZER INC COM 717081103 2568 145000 SH DEFINED 01 0 145000 0
PG&E CORP COM 69331C108 387 10000 SH DEFINED 01 0 10000 0
PHARMACEUTICAL PROD DEV INC COM 717124101 4439 153000 SH DEFINED 01 0 153000 0
PHILIP MORRIS INTL INC COM 718172109 696 16000 SH DEFINED 01 0 16000 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 916 19500 SH DEFINED 01 0 19500 0
PHILLIPS VAN HEUSEN CORP COM 718592108 2677 133000 SH DEFINED 01 0 133000 0
PINNACLE WEST CAP CORP COM 723484101 643 20000 SH DEFINED 01 0 20000 0
PLAINS EXPL& PRODTN CO COM 726505100 651 28000 SH DEFINED 01 0 28000 0
PLANTRONICS INC NEW COM 727493108 264 20000 SH DEFINED 01 0 20000 0
PLEXUS CORP COM 729132100 339 20000 SH DEFINED 01 0 20000 0
PNC FINL SVCS GROUP INC COM 693475105 873 17822 SH DEFINED 01 0 17822 0
POLYCOM INC COM 73172K104 135 10000 SH DEFINED 01 0 10000 0
POTASH CORP SASK INC COM 73755L107 879 12000 SH DEFINED 01 0 12000 0
POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 250 1250000 PRN DEFINED 01 0 1250000 0
PPL CORP COM 69351T106 804 26200 SH DEFINED 01 0 26200 0
PRAXAIR INC COM 74005P104 8186 137900 SH DEFINED 01 0 137900 0
PRECISION CASTPARTS CORP COM 740189105 5199 87400 SH DEFINED 01 0 87400 0
PREMIERE GLOBAL SVCS INC COM 740585104 594 69000 SH DEFINED 01 0 69000 0
PRICE T ROWE GROUP INC COM 74144T108 2040 57550 SH DEFINED 01 0 57550 0
PRIDE INTL INC DEL COM 74153Q102 320 20000 SH DEFINED 01 0 20000 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1760 78000 SH DEFINED 01 0 78000 0
PROASSURANCE CORP COM 74267C106 4982 94400 SH DEFINED 01 0 94400 0
PROCTER & GAMBLE CO COM 742718109 3660 59200 SH DEFINED 01 0 59200 0
PROGRESS ENERGY INC COM 743263105 598 15000 SH DEFINED 01 0 15000 0
PROLOGIS SH BEN INT 743410102 938 67500 SH DEFINED 01 0 67500 0
PRUDENTIAL FINL INC COM 744320102 212 7000 SH DEFINED 01 0 7000 0
PS BUSINESS PKS INC CALIF COM 69360J107 536 12000 SH DEFINED 01 0 12000 0
PSS WORLD MED INC COM 69366A100 2258 120000 SH DEFINED 01 0 120000 0
PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 112 100000 PRN DEFINED 01 0 100000 0
PSYCHIATRIC SOLUTIONS INC COM 74439H108 7291 261800 SH DEFINED 01 0 261800 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2129 73000 SH DEFINED 01 0 73000 0
QUALCOMM INC COM 747525103 301 8400 SH DEFINED 01 0 8400 0
QUALITY SYS INC COM 747582104 1134 26000 SH DEFINED 01 0 26000 0
QUANTA SVCS INC COM 74762E102 5374 271409 SH DEFINED 01 0 271409 0
QUEST DIAGNOSTICS INC COM 74834L100 3063 59000 SH DEFINED 01 0 59000 0
QUESTAR CORP COM 748356102 654 20000 SH DEFINED 01 0 20000 0
QUICKSILVER RESOURCES INC COM 74837R104 524 94000 SH DEFINED 01 0 94000 0
RADIOSHACK CORP COM 750438103 191 16000 SH DEFINED 01 0 16000 0
RALCORP HLDGS INC NEW COM 751028101 3790 64900 SH DEFINED 01 0 64900 0
RANGE RES CORP COM 75281A109 8422 244900 SH DEFINED 01 0 244900 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1781 103950 SH DEFINED 01 0 103950 0
RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 89 100000 PRN DEFINED 01 0 100000 0
RAYTHEON CO COM NEW 755111507 6564 128600 SH DEFINED 01 0 128600 0
RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 83 100000 PRN DEFINED 01 0 100000 0
REGAL BELOIT CORP COM 758750103 2450 64500 SH DEFINED 01 0 64500 0
RELIANT ENERGY INC COM 75952B105 381 66000 SH DEFINED 01 0 66000 0
REPUBLIC SVCS INC COM 760759100 3805 153500 SH DEFINED 01 0 153500 0
RESEARCH IN MOTION LTD COM 760975102 1051 25900 SH DEFINED 01 0 25900 0
RESMED INC COM 761152107 2099 56000 SH DEFINED 01 0 56000 0
RITCHIE BROS AUCTIONEERS COM 767744105 2390 111600 SH DEFINED 01 0 111600 0
RLI CORP COM 749607107 3865 63200 SH DEFINED 01 0 63200 0
ROBBINS & MYERS INC COM 770196103 2746 169800 SH DEFINED 01 0 169800 0
ROCK-TENN CO CL A 772739207 2017 59000 SH DEFINED 01 0 59000 0
ROCKWELL COLLINS INC COM 774341101 3112 79600 SH DEFINED 01 0 79600 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 1321 64200 SH DEFINED 01 0 64200 0
ROGERS COMMUNICATIONS INC CL B 775109200 2626 87300 SH DEFINED 01 0 87300 0
ROLLINS INC COM 775711104 307 17000 SH DEFINED 01 0 17000 0
ROPER INDS INC NEW COM 776696106 5244 120800 SH DEFINED 01 0 120800 0
ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA4 161 300000 PRN DEFINED 01 0 300000 0
ROWAN COS INC COM 779382100 477 30000 SH DEFINED 01 0 30000 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1519 51200 SH DEFINED 01 0 51200 0
RUDDICK CORP COM 781258108 5190 187700 SH DEFINED 01 0 187700 0
RUSH ENTERPRISES INC CL A 781846209 417 48700 SH DEFINED 01 0 48700 0
RYDER SYS INC COM 783549108 465 12000 SH DEFINED 01 0 12000 0
SADIA S A SPON ADR PFD 786326108 722 147333 SH DEFINED 01 0 147333 0
SAFEWAY INC COM NEW 786514208 713 30000 SH DEFINED 01 0 30000 0
SAIC INC COM 78390X101 2045 105000 SH DEFINED 01 0 105000 0
SALESFORCE COM INC COM 79466L302 3614 112900 SH DEFINED 01 0 112900 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 620 1550000 PRN DEFINED 01 0 1550000 0
SANOFI AVENTIS SPONSORED ADR 80105N105 4824 150000 SH DEFINED 01 0 150000 0
SARA LEE CORP COM 803111103 343 35000 SH DEFINED 01 0 35000 0
SATYAM COMPUTER SERVICES LTD ADR 804098101 380 42000 SH DEFINED 01 0 42000 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 168 29000 SH DEFINED 01 0 29000 0
SBA COMMUNICATIONS CORP COM 78388J106 3411 209000 SH DEFINED 01 0 209000 0
SCHEIN HENRY INC COM 806407102 5437 148200 SH DEFINED 01 0 148200 0
SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 49 50000 PRN DEFINED 01 0 50000 0
SCHERING PLOUGH CORP COM 806605101 2512 147500 SH DEFINED 01 0 147500 0
SCHWAB CHARLES CORP NEW COM 808513105 2086 129000 SH DEFINED 01 0 129000 0
SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 172 200000 PRN DEFINED 01 0 200000 0
SEAGATE TECHNOLOGY SHS G7945J104 89 20000 SH DEFINED 01 0 20000 0
SEI INVESTMENTS CO COM 784117103 408 26000 SH DEFINED 01 0 26000 0
SEMPRA ENERGY COM 816851109 2835 66500 SH DEFINED 01 0 66500 0
SESI L L C NOTE 1.500%12/1 78412FAH7 168 250000 PRN DEFINED 01 0 250000 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 5163 292000 SH DEFINED 01 0 292000 0
SHAW GROUP INC COM 820280105 348 17000 SH DEFINED 01 0 17000 0
SHERWIN WILLIAMS CO COM 824348106 2450 41000 SH DEFINED 01 0 41000 0
SIEMENS A G SPONSORED ADR 826197501 780 10300 SH DEFINED 01 0 10300 0
SIGMA ALDRICH CORP COM 826552101 6116 144800 SH DEFINED 01 0 144800 0
SILGAN HOLDINGS INC COM 827048109 2687 56200 SH DEFINED 01 0 56200 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 306 68680 SH DEFINED 01 0 68680 0
SMITHFIELD FOODS INC COM 832248108 281 20000 SH DEFINED 01 0 20000 0
SNAP ON INC COM 833034101 4470 113500 SH DEFINED 01 0 113500 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1707 70000 SH DEFINED 01 0 70000 0
SONIC CORP COM 835451105 2632 216249 SH DEFINED 01 0 216249 0
SONOSITE INC NOTE 3.750% 7/1 83568GAA2 103 145000 PRN DEFINED 01 0 145000 0
SOUTH JERSEY INDS INC COM 838518108 4065 102000 SH DEFINED 01 0 102000 0
SOUTHERN CO COM 842587107 2479 67000 SH DEFINED 01 0 67000 0
SOUTHERN UN CO NEW COM 844030106 972 74550 SH DEFINED 01 0 74550 0
SOUTHWEST AIRLS CO COM 844741108 216 25000 SH DEFINED 01 0 25000 0
SOUTHWESTERN ENERGY CO COM 845467109 6721 232000 SH DEFINED 01 0 232000 0
SPARTAN STORES INC COM 846822104 2046 88000 SH DEFINED 01 0 88000 0
SPX CORP COM 784635104 961 23700 SH DEFINED 01 0 23700 0
ST JUDE MED INC COM 790849103 4054 123000 SH DEFINED 01 0 123000 0
ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 138 200000 PRN DEFINED 01 0 200000 0
ST MARY LD & EXPL CO COM 792228108 609 30000 SH DEFINED 01 0 30000 0
STANLEY INC COM 854532108 3716 102600 SH DEFINED 01 0 102600 0
STANTEC INC COM 85472N109 1410 57100 SH DEFINED 01 0 57100 0
STARBUCKS CORP COM 855244109 142 15000 SH DEFINED 01 0 15000 0
STATE STR CORP COM 857477103 334 8500 SH DEFINED 01 0 8500 0
STERICYCLE INC COM 858912108 10093 193800 SH DEFINED 01 0 193800 0
STERIS CORP COM 859152100 2341 98000 SH DEFINED 01 0 98000 0
STIFEL FINL CORP COM 860630102 4512 98400 SH DEFINED 01 0 98400 0
STRAYER ED INC COM 863236105 9434 44000 SH DEFINED 01 0 44000 0
STRYKER CORP COM 863667101 2597 65000 SH DEFINED 01 0 65000 0
SUN HEALTHCARE GROUP INC COM NEW 866933401 673 76000 SH DEFINED 01 0 76000 0
SUN LIFE FINL INC COM 866796105 1460 63100 SH DEFINED 01 0 63100 0
SUNCOR ENERGY INC COM 867229106 1716 88000 SH DEFINED 01 0 88000 0
SUNPOWER CORP COM CL A 867652109 453 12250 SH DEFINED 01 0 12250 0
SUNTRUST BKS INC COM 867914103 236 8000 SH DEFINED 01 0 8000 0
SUPERIOR ENERGY SVCS INC COM 868157108 1147 72000 SH DEFINED 01 0 72000 0
SVB FINL GROUP COM 78486Q101 703 26800 SH DEFINED 01 0 26800 0
SWIFT ENERGY CO COM 870738101 420 25000 SH DEFINED 01 0 25000 0
SYBASE INC NOTE 1.750% 2/2 871130AB6 273 250000 PRN DEFINED 01 0 250000 0
SYBASE INC COM 871130100 3691 149000 SH DEFINED 01 0 149000 0
SYMANTEC CORP COM 871503108 270 20000 SH DEFINED 01 0 20000 0
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 183 200000 PRN DEFINED 01 0 200000 0
SYNAPTICS INC COM 87157D109 3603 217600 SH DEFINED 01 0 217600 0
SYNGENTA AG SPONSORED ADR 87160A100 1714 43800 SH DEFINED 01 0 43800 0
SYNIVERSE HLDGS INC COM 87163F106 525 44000 SH DEFINED 01 0 44000 0
SYSCO CORP COM 871829107 2133 93000 SH DEFINED 01 0 93000 0
TALISMAN ENERGY INC COM 87425E103 170 17000 SH DEFINED 01 0 17000 0
TAUBMAN CTRS INC COM 876664103 1876 73700 SH DEFINED 01 0 73700 0
TBS INTERNATIONAL LIMITED COM CL A G86975151 150 15000 SH DEFINED 01 0 15000 0
TECH DATA CORP DBCV 2.750%12/1 878237AE6 1241 1700000 PRN DEFINED 01 0 1700000 0
TECHNE CORP COM 878377100 6465 100200 SH DEFINED 01 0 100200 0
TECO ENERGY INC COM 872375100 556 45000 SH DEFINED 01 0 45000 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 571 41000 SH DEFINED 01 0 41000 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 67 10000 SH DEFINED 01 0 10000 0
TELEDYNE TECHNOLOGIES INC COM 879360105 5841 131100 SH DEFINED 01 0 131100 0
TELEFLEX INC COM 879369106 701 14000 SH DEFINED 01 0 14000 0
TELEFONICA S A SPONSORED ADR 879382208 2628 39000 SH DEFINED 01 0 39000 0
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 712 34000 SH DEFINED 01 0 34000 0
TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 386 34000 SH DEFINED 01 0 34000 0
TEMPUR PEDIC INTL INC COM 88023U101 248 35000 SH DEFINED 01 0 35000 0
TENARIS S A SPONSORED ADR 88031M109 2790 133000 SH DEFINED 01 0 133000 0
TENNANT CO COM 880345103 979 63600 SH DEFINED 01 0 63600 0
TEREX CORP NEW COM 880779103 1458 84200 SH DEFINED 01 0 84200 0
TESORO CORP COM 881609101 685 52000 SH DEFINED 01 0 52000 0
TETRA TECH INC NEW COM 88162G103 362 15000 SH DEFINED 01 0 15000 0
TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 110 100000 PRN DEFINED 01 0 100000 0
TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 283 250000 PRN DEFINED 01 0 250000 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7620 179000 SH DEFINED 01 0 179000 0
TEXAS INSTRS INC COM 882508104 233 15000 SH DEFINED 01 0 15000 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6409 188100 SH DEFINED 01 0 188100 0
THOMAS & BETTS CORP COM 884315102 3048 126900 SH DEFINED 01 0 126900 0
THORATEC CORP COM NEW 885175307 2177 67000 SH DEFINED 01 0 67000 0
TIME WARNER INC COM 887317105 503 50000 SH DEFINED 01 0 50000 0
TITANIUM METALS CORP COM NEW 888339207 264 30000 SH DEFINED 01 0 30000 0
TJX COS INC NEW COM 872540109 1796 87300 SH DEFINED 01 0 87300 0
TORCHMARK CORP COM 891027104 268 6000 SH DEFINED 01 0 6000 0
TORO CO COM 891092108 3323 100700 SH DEFINED 01 0 100700 0
TORONTO DOMINION BK ONT COM NEW 891160509 957 26684 SH DEFINED 01 0 26684 0
TOTAL S A SPONSORED ADR 89151E109 2312 41800 SH DEFINED 01 0 41800 0
TOWER GROUP INC COM 891777104 282 10000 SH DEFINED 01 0 10000 0
TRACTOR SUPPLY CO COM 892356106 1879 52000 SH DEFINED 01 0 52000 0
TRANSCANADA CORP COM 89353D107 706 26000 SH DEFINED 01 0 26000 0
TREEHOUSE FOODS INC COM 89469A104 2724 100000 SH DEFINED 01 0 100000 0
TRIMBLE NAVIGATION LTD COM 896239100 3233 149600 SH DEFINED 01 0 149600 0
TRINITY INDS INC NOTE 3.875% 6/0 896522af6 198 200000 PRN DEFINED 01 0 200000 0
TRIUMPH GROUP INC NEW COM 896818101 2208 52000 SH DEFINED 01 0 52000 0
TUPPERWARE BRANDS CORP COM 899896104 5051 222500 SH DEFINED 01 0 222500 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 292 20000 SH DEFINED 01 0 20000 0
TW TELECOM INC COM 87311L104 2391 282300 SH DEFINED 01 0 282300 0
TYCO ELECTRONICS LTD COM NEW G9144P105 486 30000 SH DEFINED 01 0 30000 0
TYCO INTL LTD BERMUDA SHS G9143X208 324 15000 SH DEFINED 01 0 15000 0
UGI CORP NEW COM 902681105 2291 93800 SH DEFINED 01 0 93800 0
ULTRALIFE CORP COM 903899102 268 20000 SH DEFINED 01 0 20000 0
UNIBANCO-UNIAO DE BANCOS BRA ADR 90458E107 4588 71000 SH DEFINED 01 0 71000 0
UNILEVER PLC SPON ADR NEW 904767704 2210 96000 SH DEFINED 01 0 96000 0
UNION PAC CORP COM 907818108 3872 81000 SH DEFINED 01 0 81000 0
UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 112 200000 PRN DEFINED 01 0 200000 0
UNITED STATES STL CORP NEW COM 912909108 383 10300 SH DEFINED 01 0 10300 0
UNITED TECHNOLOGIES CORP COM 913017109 5395 100650 SH DEFINED 01 0 100650 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3522 56300 SH DEFINED 01 0 56300 0
UNITEDHEALTH GROUP INC COM 91324P102 399 15000 SH DEFINED 01 0 15000 0
UNUM GROUP COM 91529Y106 1953 105000 SH DEFINED 01 0 105000 0
URBAN OUTFITTERS INC COM 917047102 2177 145300 SH DEFINED 01 0 145300 0
URS CORP NEW COM 903236107 6451 158234 SH DEFINED 01 0 158234 0
US BANCORP DEL COM NEW 902973304 1901 76000 SH DEFINED 01 0 76000 0
V F CORP COM 918204108 2065 37700 SH DEFINED 01 0 37700 0
VAIL RESORTS INC COM 91879Q109 798 30000 SH DEFINED 01 0 30000 0
VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD6 649 750000 PRN DEFINED 01 0 750000 0
VALERO ENERGY CORP NEW COM 91913Y100 433 20000 SH DEFINED 01 0 20000 0
VALMONT INDS INC COM 920253101 4565 74400 SH DEFINED 01 0 74400 0
VARIAN INC COM 922206107 1923 57400 SH DEFINED 01 0 57400 0
VARIAN MED SYS INC COM 92220P105 3620 103300 SH DEFINED 01 0 103300 0
VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 761 24000 SH DEFINED 01 0 24000 0
VERIZON COMMUNICATIONS INC COM 92343V104 2441 72000 SH DEFINED 01 0 72000 0
VIASAT INC COM 92552V100 2384 99000 SH DEFINED 01 0 99000 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 307 15000 SH DEFINED 01 0 15000 0
VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 79 100000 PRN DEFINED 01 0 100000 0
VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 111 150000 PRN DEFINED 01 0 150000 0
VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 1253 158000 SH DEFINED 01 0 158000 0
WABTEC CORP COM 929740108 5883 148000 SH DEFINED 01 0 148000 0
WAL MART STORES INC COM 931142103 5382 96000 SH DEFINED 01 0 96000 0
WARNACO GROUP INC COM NEW 934390402 2994 152500 SH DEFINED 01 0 152500 0
WASTE CONNECTIONS INC COM 941053100 6734 213300 SH DEFINED 01 0 213300 0
WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 268 250000 PRN DEFINED 01 0 250000 0
WASTE MGMT INC DEL COM 94106L109 3016 91000 SH DEFINED 01 0 91000 0
WATERS CORP COM 941848103 1627 44400 SH DEFINED 01 0 44400 0
WATSON PHARMACEUTICALS INC COM 942683103 797 30000 SH DEFINED 01 0 30000 0
WATSON WYATT WORLDWIDE INC CL A 942712100 7082 148100 SH DEFINED 01 0 148100 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 624 25000 SH DEFINED 01 0 25000 0
WEATHERFORD INTERNATIONAL LT COM G95089101 454 42000 SH DEFINED 01 0 42000 0
WEBSTER FINL CORP CONN COM 947890109 276 20000 SH DEFINED 01 0 20000 0
WELLCARE HEALTH PLANS INC COM 94946T106 129 10000 SH DEFINED 01 0 10000 0
WELLPOINT INC COM 94973V107 337 8000 SH DEFINED 01 0 8000 0
WELLS FARGO & CO NEW COM 949746101 5410 183500 SH DEFINED 01 0 183500 0
WESCO INTL INC COM 95082P105 192 10000 SH DEFINED 01 0 10000 0
WESCO INTL INC NOTE 1.750%11/1 95082PAG0 1020 1850000 PRN DEFINED 01 0 1850000 0
WESCO INTL INC DBCV 2.625%10/1 95082PAE5 78 100000 PRN DEFINED 01 0 100000 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4967 131500 SH DEFINED 01 0 131500 0
WESTAR ENERGY INC COM 95709T100 718 35000 SH DEFINED 01 0 35000 0
WESTERN DIGITAL CORP COM 958102105 286 25000 SH DEFINED 01 0 25000 0
WESTERN UN CO COM 959802109 645 45000 SH DEFINED 01 0 45000 0
WEYERHAEUSER CO COM 962166104 245 8000 SH DEFINED 01 0 8000 0
WHIRLPOOL CORP COM 963320106 207 5000 SH DEFINED 01 0 5000 0
WHOLE FOODS MKT INC COM 966837106 283 30000 SH DEFINED 01 0 30000 0
WILEY JOHN & SONS INC CL A 968223206 463 13000 SH DEFINED 01 0 13000 0
WILLBROS GROUP INC COM 969199108 1122 132500 SH DEFINED 01 0 132500 0
WISCONSIN ENERGY CORP COM 976657106 1050 25000 SH DEFINED 01 0 25000 0
WMS INDS INC COM 929297109 5393 200500 SH DEFINED 01 0 200500 0
WOLVERINE WORLD WIDE INC COM 978097103 3109 147750 SH DEFINED 01 0 147750 0
WOODWARD GOVERNOR CO COM 980745103 3653 158700 SH DEFINED 01 0 158700 0
WRIGHT EXPRESS CORP COM 98233Q105 567 45000 SH DEFINED 01 0 45000 0
WYETH DBCV 1/1 983024AD2 297 300000 PRN DEFINED 01 0 300000 0
WYETH COM 983024100 525 14000 SH DEFINED 01 0 14000 0
WYNDHAM WORLDWIDE CORP COM 98310W108 66 10000 SH DEFINED 01 0 10000 0
XCEL ENERGY INC COM 98389B100 835 45000 SH DEFINED 01 0 45000 0
XEROX CORP COM 984121103 159 20000 SH DEFINED 01 0 20000 0
XILINX INC DBCV 3.125% 3/1 983919AD3 815 1200000 PRN DEFINED 01 0 1200000 0
XTO ENERGY INC COM 98385X106 7209 204382 SH DEFINED 01 0 204382 0
YAHOO INC COM 984332106 244 20000 SH DEFINED 01 0 20000 0
YAMANA GOLD INC COM 98462Y100 193 25000 SH DEFINED 01 0 25000 0
YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 1133 2200000 PRN DEFINED 01 0 2200000 0
YUM BRANDS INC COM 988498101 3068 97400 SH DEFINED 01 0 97400 0
ZENITH NATL INS CORP COM 989390109 1077 34100 SH DEFINED 01 0 34100 0
ZIMMER HLDGS INC COM 98956P102 606 15000 SH DEFINED 01 0 15000 0
ZOLL MED CORP COM 989922109 550 29100 SH DEFINED 01 0 29100 0
ZOLTEK COS INC COM 98975W104 1164 129500 SH DEFINED 01 0 129500 0
ZORAN CORP COM 98975F101 171 25000 SH DEFINED 01 0 25000 0