-----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, IA8J2qyLot+orJeGugq6WN5Ozs0C9+bKXgsmPehBjpNLzZoxLlIjdDPtsVk5H0uP iErrKzqLwNIqPB4Jm1vkNA== 0001140223-08-000007.txt : 20080514 0001140223-08-000007.hdr.sgml : 20080514 20080514153016 ACCESSION NUMBER: 0001140223-08-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEEPHAVEN CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001140223 IRS NUMBER: 411908497 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06461 FILM NUMBER: 08831558 BUSINESS ADDRESS: STREET 1: 130 CHESHIRE LANE SUITE 102 CITY: MINNETONKA STATE: MN ZIP: 55305 BUSINESS PHONE: 9522495700 MAIL ADDRESS: STREET 1: 130 CHESHIRE LANE SUITE 102 CITY: MINNETONKA STATE: MN ZIP: 55305 13F-HR 1 form13fq12008.txt ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13f Cover Page Report for the Calendar Year or Quarter Ended March 31, 2008 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. - -------------------------------------------------------------------------------- Name of Institutional Investment Manager Deephaven Capital Management LLC - -------------------------------------------------------------------------------- Business Address: 130 Cheshire Lane, Suite 102, Minnetonka, MN 55305 13F File Number: 28-06461 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Thomas Wagner Chief Compliance Officer 952-249-5657 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Thomas Wagner ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) Minnetonka, MN 55305 May 14, 2008 ------------------------------------------ (Place and Date of Signing) Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: ______0______ Form 13F Information Table Entry Total: ______198______ Form 13F Information Table Value Total: $______1,828,968_____ (thousands) List of Other Included Managers: N/A Information for which Deephaven Capital Management LLC is requesting confidential treatment has been omitted and filed separately with the Securities and Exchange Commission. FORM 13F INFORMATION TABLE
- ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------ -------------- ------ ------ ------------------- ---------- -------- ----------------------- VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ABB LTD SPONSORED ADR 000375204 2934 109000 SH SOLE NONE 109000 0 0 AT&T INC COM 00206R102 3830 100000 SH PUT SOLE NONE 100000 0 0 AT&T INC COM 00206R102 2432 63500 SH SOLE NONE 63500 0 0 ATP OIL & GAS CORP COM 00208J108 818 25000 SH SOLE NONE 25000 0 0 ABERDEEN ASIA PACIFIC COM 003009107 1240 200000 SH SOLE NONE 200000 0 0 ADAPTEC INC NOTE 0.750%12/ 00651FAG3 66320 68489000 PRN SOLE NONE N/A N/A N/A ADTRAN INC COM 00738A106 665 35957 SH SOLE NONE 35957 0 0 ADVISORY BRD CO COM 00762W107 1858 33823 SH SOLE NONE 33823 0 0 ADVANCED MICRO DEVICE NOTE 6.000% 5/ 007903AL1 20268 32000000 PRN SOLE NONE N/A N/A N/A AFFILIATED COMPUTER S CL A 008190100 2254 45000 SH SOLE NONE 45000 0 0 AGERE SYS INC NOTE 6.500%12/ 00845VAA8 41194 40660000 PRN SOLE NONE N/A N/A N/A AGRIA CORP SPONSORED ADR 00850H103 835 100000 SH SOLE NONE 100000 0 0 ALLIANT TECHSYSTEMS I NOTE 2.750% 2/ 018804AH7 10394 7636000 PRN SOLE NONE N/A N/A N/A ALTERA CORP COM 021441100 1105 60000 SH SOLE NONE 60000 0 0 AMAZON COM INC NOTE 4.750% 2/ 023135AF3 30196 28629000 PRN SOLE NONE N/A N/A N/A AMGEN INC COM 031162100 2089 50000 SH CALL SOLE NONE 50000 0 0 AMGEN INC NOTE 0.375% 2/ 031162AQ3 6516 7500000 PRN SOLE NONE N/A N/A N/A ANALOG DEVICES INC COM 032654105 1180 40000 SH SOLE NONE 40000 0 0 ANHEUSER BUSCH COS IN COM 035229103 3321 70000 SH SOLE NONE 70000 0 0 APRIA HEALTHCARE GROU NOTE 3.375% 9/ 037933AB4 22175 22000000 PRN SOLE NONE N/A N/A N/A ARTS WAY MFG INC COM 043168103 1099 57024 SH SOLE NONE 57024 0 0 ASTA FDG INC COM 046220109 204 14673 SH SOLE NONE 14673 0 0 ASTORIA FINL CORP COM 046265104 814 30000 SH SOLE NONE 30000 0 0 ASYST TECHNOLOGY CORP COM 04648X107 201 57704 SH SOLE NONE 57704 0 0 AUTOLIV INC COM 052800109 900 17940 SH SOLE NONE 17940 0 0 AVNET INC DBCV 2.000% 3/ 053807AL7 20895 18494000 PRN SOLE NONE N/A N/A N/A BRE PROPERTIES INC NOTE 4.125% 8/ 05564EBH8 9297 10000000 PRN SOLE NONE N/A N/A N/A BANK OF NEW YORK MELL COM 064058100 2320 55600 SH SOLE NONE 55600 0 0 BEASLEY BROADCAST GRO CL A 074014101 6144 1726090 SH SOLE NONE 1726090 0 0 BELO CORP COM SER A 080555105 1500 142000 SH SOLE NONE 142000 0 0 BEST BUY INC SDCV 2.250% 1/ 086516AF8 11235 10445000 PRN SOLE NONE N/A N/A N/A BOSTON PPTYS LTD PART NOTE 2.875% 2/ 10112RAK0 4734 5000000 PRN SOLE NONE N/A N/A N/A BRISTOL MYERS SQUIBB COM 110122108 1718 80700 SH SOLE NONE 80700 0 0 CLECO CORP NEW COM 12561W105 243 11000 SH SOLE NONE 11000 0 0 CRA INTL INC COM 12618T105 803 25000 SH SOLE NONE 25000 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2400 112000 SH SOLE NONE 112000 0 0 CADENCE DESIGN SYSTEM COM 127387108 3101 290400 SH SOLE NONE 290400 0 0 CALPINE CORP COM NEW 131347304 2357 128000 SH SOLE NONE 128000 0 0 CAMERON INTERNATIONAL COM 13342B105 416 10000 SH SOLE NONE 10000 0 0 CARNIVAL CORP NOTE 10/2 143658AS1 7305 10000000 PRN SOLE NONE N/A N/A N/A CARRIZO OIL & CO INC COM 144577103 5959 100551 SH SOLE NONE 100551 0 0 CENTERPOINT ENERGY IN COM 15189T107 483 33900 SH SOLE NONE 33900 0 0 CHESAPEAKE ENERGY COR COM 165167107 807 17500 SH SOLE NONE 17500 0 0 CHINA TELECOM CORP LT SPON ADR H SHS 169426103 22321 35600000 SH CALL SOLE NONE 35600000 0 0 CHIPOTLE MEXICAN GRIL CL A 169656105 9252 81568 SH SOLE NONE 81568 0 0 CISCO SYS INC COM 17275R102 6641 275700 SH SOLE NONE 275700 0 0 CITIGROUP INC COM 172967101 21420 1000000 SH PUT SOLE NONE 1000000 0 0 CITRIX SYS INC COM 177376100 2569 87600 SH SOLE NONE 87600 0 0 COCA COLA CO COM 191216100 7913 130000 SH SOLE NONE 130000 0 0 COMMUNITY HEALTH SYS COM 203668108 671 20000 SH SOLE NONE 20000 0 0 CORUS BANKSHARES INC COM 220873103 908 93374 SH SOLE NONE 93374 0 0 CREDENCE SYS CORP NOTE 1.500% 5/ 225302AF5 1975 2000000 PRN SOLE NONE N/A N/A N/A CREDIT SUISSE GROUP SPONSORED ADR 225401108 18913 371575 SH SOLE NONE 371575 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 40720 800000 SH PUT SOLE NONE 800000 0 0 DPL INC COM 233293109 458 17900 SH SOLE NONE 17900 0 0 DRS TECHNOLOGIES INC COM 23330X100 21500 368910 SH SOLE NONE 368910 0 0 DTE ENERGY CO COM 233331107 777 20000 SH SOLE NONE 20000 0 0 DELL INC COM 24702R101 3890 195300 SH SOLE NONE 195300 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 6466 390000 SH SOLE NONE 390000 0 0 DIRECTV GROUP INC COM 25459L106 6871 277178 SH SOLE NONE 277178 0 0 E M C CORP MASS COM 268648102 11993 836400 SH SOLE NONE 836400 0 0 ELECTRONIC DATA SYS N NOTE 3.875% 7/ 285661AF1 26326 27000000 PRN SOLE NONE N/A N/A N/A EQUIFAX INC COM 294429105 6513 188900 SH SOLE NONE 188900 0 0 FEI CO NOTE 6/1 30241LAD1 8689 8700000 PRN SOLE NONE N/A N/A N/A FTI CONSULTING INC COM 302941109 2891 40700 SH SOLE NONE 40700 0 0 FAIRCHILD SEMICONDUCT NOTE 5.000%11/ 303727AJ0 31186 31273000 PRN SOLE NONE N/A N/A N/A FIRSTENERGY CORP COM 337932107 1132 16500 SH SOLE NONE 16500 0 0 FOMENTO ECONOMICO MEX SPON ADR UNITS 344419106 2069 49542 SH SOLE NONE 49542 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 286 50000 SH SOLE NONE 50000 0 0 FRONTIER FINL CORP WA COM 35907K105 637 36071 SH SOLE NONE 36071 0 0 GENERAL ELECTRIC CO COM 369604103 5655 152797 SH SOLE NONE 152797 0 0 GENERAL ELECTRIC CO COM 369604103 13878 375000 SH CALL SOLE NONE 375000 0 0 GENERAL MLS INC COM 370334104 10898 182000 SH SOLE NONE 182000 0 0 GM.OM20-10 COM 370442105 14287 750000 SH PUT SOLE NONE 750000 0 0 GENERAL MTRS CORP COM 370442105 952 50000 SH SOLE NONE 50000 0 0 GENERAL MTRS CORP DEB SR CV C 33 370442717 330 20000 SH SOLE NONE 20000 0 0 GENTEX CORP COM 371901109 2390 139401 SH SOLE NONE 139401 0 0 GENWORTH FINL INC COM CL A 37247D106 3837 169500 SH SOLE NONE 169500 0 0 GEOEYE INC COM 37250W108 13796 530848 SH SOLE NONE 530848 0 0 GENZYME CORP COM 372917104 9490 127323 SH SOLE NONE 127323 0 0 GETTY IMAGES INC SDCV 0.500% 6/ 374276AH6 26565 26879000 PRN SOLE NONE N/A N/A N/A GLOBAL INDS LTD COM 379336100 241 15000 SH SOLE NONE 15000 0 0 GRAFTECH INTL LTD DBCV 1.625% 1/ 384313AB8 14074 12500000 PRN SOLE NONE N/A N/A N/A GRAINGER W W INC COM 384802104 855 11200 SH SOLE NONE 11200 0 0 HCC INS HLDGS INC COM 404132102 2766 121942 SH SOLE NONE 121942 0 0 HALLIBURTON CO COM 406216101 7602 193306 SH SOLE NONE 193306 0 0 HEALTH MGMT ASSOC INC NOTE 4.375% 8/ 421933AF9 5324 5358000 PRN SOLE NONE N/A N/A N/A HEALTH CARE REIT INC NOTE 4.750%12/ 42217KAP1 13050 12000000 PRN SOLE NONE N/A N/A N/A HEALTH CARE REIT INC NOTE 4.750% 7/ 42217KAQ9 11232 10500000 PRN SOLE NONE N/A N/A N/A HERTZ GLOBAL HOLDINGS COM 42805T105 470 39000 SH SOLE NONE 39000 0 0 HEWLETT PACKARD CO COM 428236103 5329 116730 SH SOLE NONE 116730 0 0 HONDA MOTOR LTD AMERN SHS 438128308 5041 175000 SH SOLE NONE 175000 0 0 HUTCHINSON TECHNOLOGY NOTE 2.250% 3/ 448407AE6 5545 6000000 PRN SOLE NONE N/A N/A N/A ICO GLOBAL COMM HLDGS CL A 44930K108 3711 1201260 SH SOLE NONE 1201260 0 0 ITT CORP NEW COM 450911102 3885 75000 SH SOLE NONE 75000 0 0 IMCLONE SYS INC NOTE 1.375% 5/ 45245WAF6 32537 34294000 PRN SOLE NONE N/A N/A N/A INTERACTIVE BROKERS G COM 45841N107 770 30000 SH SOLE NONE 30000 0 0 INTERMEC INC COM 458786100 887 40000 SH SOLE NONE 40000 0 0 INTERNATIONAL GAME TE COM 459902102 1085 27000 SH SOLE NONE 27000 0 0 ISHARES TR DJ US REAL EST 464287739 2063 31700 SH SOLE NONE 31700 0 0 JOHNSON & JOHNSON COM 478160104 6499 100200 SH SOLE NONE 100200 0 0 KELLOGG CO COM 487836108 4610 87713 SH SOLE NONE 87713 0 0 KEMET CORP COM 488360108 808 200000 SH SOLE NONE 200000 0 0 KROGER CO COM 501044101 6120 240950 SH SOLE NONE 240950 0 0 LSI CORPORATION NOTE 4.000% 5/ 502161AJ1 36441 38030000 PRN SOLE NONE N/A N/A N/A LIN TELEVISION CORP SDEB 2.500% 5/ 532776AL5 7879 8010000 SH SOLE NONE 8010000 0 0 LINEAR TECHNOLOGY COR NOTE 3.125% 5/ 535678AD8 46139 47800000 PRN SOLE NONE N/A N/A N/A MGM MIRAGE COM 552953101 1939 33000 SH SOLE NONE 33000 0 0 M-SYSTEMS FIN INC NOTE 1.000% 3/ 55375VAB8 9965 10300000 PRN SOLE NONE N/A N/A N/A MCCLATCHY CO CL A 579489105 739 69111 SH SOLE NONE 69111 0 0 MCDATA CORP NOTE 2.250% 2/ 580031AD4 44572 46500000 PRN SOLE NONE N/A N/A N/A MEDICINES CO COM 584688105 363 17999 SH SOLE NONE 17999 0 0 MEDTRONIC INC COM 585055106 4837 100000 SH CALL SOLE NONE 100000 0 0 MEDTRONIC INC COM 585055106 8591 177626 SH SOLE NONE 177626 0 0 MEDTRONIC INC COM 585055106 12092 250000 SH PUT SOLE NONE 250000 0 0 MEDTRONIC INC DBCV 1.250% 9/ 585055AD8 3687 3750000 PRN SOLE NONE N/A N/A N/A MID-AMER APT CMNTYS I COM 59522J103 5515 110669 SH SOLE NONE 110669 0 0 MIRANT CORP NEW COM 60467R100 22925 630000 SH SOLE NONE 630000 0 0 NABORS INDS INC NOTE 0.940% 5/ 629568AP1 17389 17000000 PRN SOLE NONE N/A N/A N/A NATIONAL CITY CORP COM 635405103 497 50000 SH SOLE NONE 50000 0 0 NATIONAL FINL PARTNER COM 63607P208 3595 160000 SH SOLE NONE 160000 0 0 NATIONAL RETAIL PROPE NOTE 5.125% 6/ 637417AC0 4551 4544000 PRN SOLE NONE N/A N/A N/A NEW YORK CMNTY BANCOR COM 649445103 3002 164800 SH SOLE NONE 164800 0 0 NEW YORK TIMES CO CL A 650111107 1172 62100 SH PUT SOLE NONE 62100 0 0 NEWS CORP CL A 65248E104 6468 345000 SH SOLE NONE 345000 0 0 NORTEL NETWORKS CORP NOTE 4.250% 9/ 656568AB8 68004 68682000 PRN SOLE NONE N/A N/A N/A NORTHEAST UTILS COM 664397106 1084 44200 SH SOLE NONE 44200 0 0 NOVELL INC DBCV 0.500% 7/ 670006AC9 51324 54349000 PRN SOLE NONE N/A N/A N/A OLD REP INTL CORP COM 680223104 1032 80000 SH SOLE NONE 80000 0 0 OPENWAVE SYS INC NOTE 2.750% 9/ 683718AC4 6339 6500000 PRN SOLE NONE N/A N/A N/A OWENS CORNING NEW COM 690742101 6485 357724 SH SOLE NONE 357724 0 0 PG&E CORP COM 69331C108 920 25000 SH SOLE NONE 25000 0 0 PALL CORP COM 696429307 2064 58878 SH SOLE NONE 58878 0 0 PEABODY ENERGY CORP SDCV 4.750%12/ 704549AG9 7358 6500000 PRN SOLE NONE N/A N/A N/A PEOPLES UNITED FINANC COM 712704105 344 19900 SH SOLE NONE 19900 0 0 PETROHAWK ENERGY CORP COM 716495106 390 19375 SH SOLE NONE 19375 0 0 PHARMACEUTICAL HLDRS DEPOSITRY RCPT 71712A206 5342 76600 SH SOLE NONE 76600 0 0 PILGRIMS PRIDE CORP COM 721467108 1517 75000 SH SOLE NONE 75000 0 0 PINNACLE GAS RESOURCE COM 723464301 1316 516728 SH SOLE NONE 236805 0 0 POLYMET MINING CORP COM 731916102 1770 560199 SH SOLE NONE 560199 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 383 17000 SH SOLE NONE 17000 0 0 PROLOGIS NOTE 1.875%11/ 743410AR3 6326 7000000 PRN SOLE NONE N/A N/A N/A PRUDENTIAL FINL INC FRNT 12/1 744320AG7 131076 135230000 PRN SOLE NONE N/A N/A N/A QUALCOMM INC COM 747525103 2401 58583 SH SOLE NONE 58583 0 0 RF MICRODEVICES INC NOTE 1.500% 7/ 749941AE0 47576 53000000 PRN SOLE NONE N/A N/A N/A RAMBUS INC DEL NOTE 2/0 750917AB2 30241 26500000 PRN SOLE NONE N/A N/A N/A RED HAT INC DBCV 0.500% 1/ 756577AB8 38078 38500000 PRN SOLE NONE N/A N/A N/A RETAIL HOLDRS TR DEP RCPT 76127U101 13802 150600 SH PUT SOLE NONE 150600 0 0 ROSETTA RESOURCES INC COM 777779307 5479 278560 SH SOLE NONE 278560 0 0 ST MARY LD & EXPL CO COM 792228108 519 13500 SH SOLE NONE 13500 0 0 SAVVIS INC COM NEW 805423308 231 14200 SH SOLE NONE 14200 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 3832 25000 SH SOLE NONE 25000 0 0 SCRIPPS E W CO OHIO CL A 811054204 4268 101600 SH SOLE NONE 101600 0 0 SEPRACOR INC NOTE 12/1 817315AT1 20225 21000000 PRN SOLE NONE N/A N/A N/A SEPRACOR INC NOTE 10/1 817315AW4 21159 23500000 PRN SOLE NONE N/A N/A N/A SHUFFLE MASTER INC NOTE 1.250% 4/ 825549AB4 11242 12354000 PRN SOLE NONE N/A N/A N/A SINCLAIR BROADCAST GR CL A 829226109 3728 418450 SH SOLE NONE 418450 0 0 SONY CORP ADR NEW 835699307 1602 40000 SH SOLE NONE 40000 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 1207 13358 SH SOLE NONE 13358 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 605 39009 SH SOLE NONE 39009 0 0 SUNCOR ENERGY INC COM 867229106 963 10000 SH SOLE NONE 10000 0 0 SUPERVALU INC NOTE 11/0 868536AP8 5764 16236000 PRN SOLE NONE N/A N/A N/A SYNAPTICS INC NOTE 0.750%12/ 87157DAB5 13442 14500000 PRN SOLE NONE N/A N/A N/A TECO ENERGY INC COM 872375100 358 22500 SH SOLE NONE 22500 0 0 TJX COS INC NEW NOTE 2/1 872540AL3 76490 68300000 PRN SOLE NONE N/A N/A N/A TEKELEC NOTE 2.250% 6/ 879101AE3 9878 10005000 PRN SOLE NONE N/A N/A N/A TENET HEALTHCARE CORP COM 88033G100 226 40000 SH SOLE NONE 40000 0 0 TENNECO INC COM 880349105 2098 75100 SH SOLE NONE 75100 0 0 TEVA PHARMACEUTICAL F DBCV 0.250% 2/ 88163VAE9 10416 10000000 PRN SOLE NONE N/A N/A N/A TXN.OM35-09 COM 882508104 11308 400000 SH PUT SOLE NONE 400000 0 0 TEXAS INSTRS INC COM 882508104 1272 45000 SH SOLE NONE 45000 0 0 THOMAS WEISEL PARTNER COM 884481102 1315 198724 SH SOLE NONE 198724 0 0 TIME WARNER CABLE INC CL A 88732J108 3347 134001 SH SOLE NONE 134001 0 0 TRANS-INDIA ACQUISITI UNIT 02/08/201 893237206 309 40000 SH SOLE NONE 40000 0 0 TRANSOCEAN SEDCO FORE NOTE 1.500%12/ 893830AV1 35471 32500000 PRN SOLE NONE N/A N/A N/A TRIAD GTY INC COM 895925105 318 63674 SH SOLE NONE 63674 0 0 TUPPERWARE BRANDS COR COM 899896104 9050 233983 SH SOLE NONE 233983 0 0 TYSON FOODS INC CL A 902494103 677 42500 SH SOLE NONE 42500 0 0 UAL CORP COM NEW 902549807 1022 47500 SH PUT SOLE NONE 47500 0 0 UAL CORP COM NEW 902549807 1937 90000 SH CALL SOLE NONE 90000 0 0 VALE CAP LTD NT RIO P VALE 91912C307 3368 50900 SH SOLE NONE 50900 0 0 VERIZON COMMUNICATION COM 92343V104 2376 65500 SH SOLE NONE 65500 0 0 VMWARE INC CL A COM 928563402 24600 574502 SH SOLE NONE 574502 0 0 WMS INDS INC COM 929297109 1978 55000 SH SOLE NONE 55000 0 0 WAL MART STORES INC COM 931142103 7636 144951 SH SOLE NONE 144951 0 0 WASHINGTON REAL ESTAT NOTE 3.875% 9/ 939653AK7 9250 10000000 PRN SOLE NONE N/A N/A N/A WATSON WYATT WORLDWID CL A 942712100 2570 45300 SH SOLE NONE 45300 0 0 WELLPOINT INC COM 94973V107 4192 95000 SH SOLE NONE 95000 0 0 WEST PHARMACEUTICAL S SDCV 4.000% 3/ 955306AA3 6825 7000000 PRN SOLE NONE N/A N/A N/A WILLIAMS COS INC DEL COM 969457100 4452 135000 SH SOLE NONE 135000 0 0 WINDSTREAM CORP COM 97381W104 3071 257000 SH SOLE NONE 257000 0 0 YELLOW ROADWAY CORP NOTE 5.000% 8/ 985577AA3 7323 8220000 PRN SOLE NONE N/A N/A N/A DAIMLER AG REG SHS D1668R123 1539 18000 SH SOLE NONE 18000 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 6675 58970 SH SOLE NONE 58970 0 0 ASSURED GUARANTY LTD COM G0585R106 2374 100000 SH SOLE NONE 100000 0 0 COVIDIEN LTD COM G2552X108 4152 93850 SH SOLE NONE 93850 0 0 IPC HLDGS LTD ORD G4933P101 600 21460 SH SOLE NONE 21460 0 0 RENAISSANCERE HOLDING COM G7496G103 571 11000 SH SOLE NONE 11000 0 0
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