-----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, VqLkYdCoqiDRLQtENO0vfin94JZJWmeGRcvVoiTS5W6VV3hbUoVzmMvt9PSlLwcb IjKnnAx4Pe9DoYj/cJgbdw== 0000905148-08-004638.txt : 20081114 0000905148-08-004638.hdr.sgml : 20081114 20081114121331 ACCESSION NUMBER: 0000905148-08-004638 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DIVERSIFIED GLOBAL ASSET MANAGEMENT CORP CENTRAL INDEX KEY: 0001425779 IRS NUMBER: 331133518 STATE OF INCORPORATION: A6 FISCAL YEAR END: 0131 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12840 FILM NUMBER: 081188544 BUSINESS ADDRESS: STREET 1: ROYAL BANK PLAZA, SOUTH TOWER STREET 2: 200 BAY STREET, SUITE 3201 CITY: TORONTO STATE: A6 ZIP: M5J 2J4 BUSINESS PHONE: 416-644-7587 MAIL ADDRESS: STREET 1: ROYAL BANK PLAZA, SOUTH TOWER STREET 2: 200 BAY STREET, SUITE 3201 CITY: TORONTO STATE: A6 ZIP: M5J 2J4 13F-HR 1 efc8-1430_emailform13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 ------------------ Check here if Amendment [ ]: Amendment Number: ----------------- This Amendment (Check only one): | | is a restatement | | adds new holdings entries Institutional Investment Manager Filing this Report: Name: Diversified Global Asset Management Corporation Address: Toronto-Dominion Care Royal Trust Tower 77 King Street West, Suite 4310 P.O. Box 259 Toronto, Ontario M5J 1J5 Form 13F File Number: 028-12840 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: Jeff Lucassen Title: Chief Financial and Operating Officer of Diversified Global Asset Management Corporation Phone: 416-644-7587 Signature, Place and Date of Signing: /s/ Jeff Lucassen Toronto, Canada November 14, 2008 - ---------------------- --------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one): |X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) | | 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) | | 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 --------------------------- Form 13F Information Table Entry Total: 150 --------------------------- Form 13F Information Table Value Total: $110,497 --------------------------- (in thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. None
DIVERSIFIED GLOBAL ASSET MANAGEMENT CORPORATION FORM 13F QUARTER ENDED SEPTEMBER 30, 2008 - ------------------------------------------------------------------------------------------------------------------------------------ CLASS VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ABERDEEN ASIA PACIFIC INCOM COM 003009107 697 138,800 SH SOLE 138,800 - ------------------------------------------------------------------------------------------------------------------------------------ AK STL HLDG CORP COM 001547108 244 9,422 SH SOLE 9,422 - ------------------------------------------------------------------------------------------------------------------------------------ ALLEGHENY ENERGY INC COM 017361106 420 11,425 SH SOLE 11,425 - ------------------------------------------------------------------------------------------------------------------------------------ ALLERGAN INC NOTE 1.500% 4/0 018490AL6 725 700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 618 55,660 SH SOLE 55,660 - ------------------------------------------------------------------------------------------------------------------------------------ ALPHA NATURAL RESOURCES INC COM 02076X102 309 6,000 SH SOLE 6,000 - ------------------------------------------------------------------------------------------------------------------------------------ AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 97 100,000 PNR SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN STRATEGIC INCOME II COM 03009T101 718 84,700 SH SOLE 84,700 - ------------------------------------------------------------------------------------------------------------------------------------ AMGEN INC NOTE 0.125% 2/0 031162AN0 367 400,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ ANADARKO PETE CORP COM 032511107 413 8,518 SH SOLE 8,518 - ------------------------------------------------------------------------------------------------------------------------------------ ANHEUSER BUSCH COS INC COM 035229103 720 11,100 SH SOLE 11,100 - ------------------------------------------------------------------------------------------------------------------------------------ APRIA HEALTHCARE GROUP INC COM 037933108 635 34,800 SH SOLE 34,800 - ------------------------------------------------------------------------------------------------------------------------------------ ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 162 200,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ AUTOZONE INC COM 053332102 461 3,738 SH SOLE 3,738 - ------------------------------------------------------------------------------------------------------------------------------------ BARR PHARMACEUTICALS INC COM 068306109 539 8,250 SH SOLE 8,250 - ------------------------------------------------------------------------------------------------------------------------------------ BAXTER INTL INC COM 071813109 482 7,340 SH SOLE 7,340 - ------------------------------------------------------------------------------------------------------------------------------------ BCE INC COM NEW 05534B760 705 20,300 SH SOLE 20,300 - ------------------------------------------------------------------------------------------------------------------------------------ BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 219 200,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ BLACKROCK CORPOR HI YLD FD V COM 09255P107 553 68,900 SH SOLE 68,900 - ------------------------------------------------------------------------------------------------------------------------------------ BLACKROCK FLOAT RATE OME STR COM 09255X100 635 57,700 SH SOLE 57,700 - ------------------------------------------------------------------------------------------------------------------------------------ BLACKROCK LTD DURATION INC T COM SHS 09249W101 705 56,300 SH SOLE 56,300 - ------------------------------------------------------------------------------------------------------------------------------------ BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 507 500,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ BURLINGTON NORTHN SANTA FE C COM 12189T104 476 5,148 SH SOLE 5,148 - ------------------------------------------------------------------------------------------------------------------------------------ CALPINE CORP COM NEW 131347304 366 28,148 SH SOLE 28,148 - ------------------------------------------------------------------------------------------------------------------------------------ CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 1,489 1,200,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ CARNIVAL CORP DBCV 4/2 143658AV4 314 500,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 322 300,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHEVRON CORP NEW COM 166764100 372 4,515 SH SOLE 4,515 - ------------------------------------------------------------------------------------------------------------------------------------ COCA COLA CO COM 191216100 494 9,338 SH SOLE 9,338 - ------------------------------------------------------------------------------------------------------------------------------------ CONOCOPHILLIPS COM 20825C104 355 4,847 SH SOLE 4,847 - ------------------------------------------------------------------------------------------------------------------------------------ CORN PRODS INTL INC COM 219023108 465 14,400 SH SOLE 14,400 - ------------------------------------------------------------------------------------------------------------------------------------ CSX CORP COM 126408103 536 9,821 SH SOLE 9,821 - ------------------------------------------------------------------------------------------------------------------------------------ DR PEPPER SNAPPLE GROUP INC COM 26138E109 557 21,040 SH SOLE 21,040 - ------------------------------------------------------------------------------------------------------------------------------------ DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 637 213,600 SH SOLE 213,600 - ------------------------------------------------------------------------------------------------------------------------------------ DRS TECHNOLOGIES INC COM 23330X100 664 8,650 SH SOLE 8,650 - ------------------------------------------------------------------------------------------------------------------------------------ E M C CORP MASS NOTE 1.750%12/0 268648AK8 694 700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ EATON VANCE SH TM DR DIVR IN COM 27828V104 585 47,100 SH SOLE 47,100 - ------------------------------------------------------------------------------------------------------------------------------------ EATON VANCE SR FLTNG RTE TR COM 27828Q105 659 60,500 SH SOLE 60,500 - ------------------------------------------------------------------------------------------------------------------------------------ ELDORADO GOLD CORP NEW COM 284902103 104 16,680 SH SOLE 16,680 - ------------------------------------------------------------------------------------------------------------------------------------ ENER1 INC COM NEW 29267A203 99 12,675 SH SOLE 12,675 - ------------------------------------------------------------------------------------------------------------------------------------ EVERGREEN MULTI SECT INC FUN COM SHS 30024Y104 601 48,700 SH SOLE 48,700 - ------------------------------------------------------------------------------------------------------------------------------------ FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 587 49,400 SH SOLE 49,400 - ------------------------------------------------------------------------------------------------------------------------------------ FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 557 53,300 SH SOLE 53,300 - ------------------------------------------------------------------------------------------------------------------------------------ FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 272 311,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ FLIR SYS INC COM 302445101 208 5,410 SH SOLE 5,410 - ------------------------------------------------------------------------------------------------------------------------------------ FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 381 600,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ FOUNDRY NETWORKS INC COM 35063R100 533 29,250 SH SOLE 29,250 - ------------------------------------------------------------------------------------------------------------------------------------ FREEPORT-MCMORAN COPPER & GO COM 35671D857 322 5,656 SH SOLE 5,656 - ------------------------------------------------------------------------------------------------------------------------------------ GENERAL MTRS CORP DEB SR CV C 33 370442717 126 15,800 SH SOLE 15,800 - ------------------------------------------------------------------------------------------------------------------------------------ GFI GROUP INC COM 361652209 89 18,800 SH SOLE 18,800 - ------------------------------------------------------------------------------------------------------------------------------------ GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 738 600,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ GOOGLE INC CL A 38259P508 521 1,302 SH SOLE 1,302 - ------------------------------------------------------------------------------------------------------------------------------------ HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 1,652 1,500,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ HEINZ H J CO COM 423074103 489 9,781 SH SOLE 9,781 - ------------------------------------------------------------------------------------------------------------------------------------ HERCULES INC COM 427056106 666 33,670 SH SOLE 33,670 - ------------------------------------------------------------------------------------------------------------------------------------ HLTH CORPORATION COM 40422Y101 600 52,500 SH SOLE 52,500 - ------------------------------------------------------------------------------------------------------------------------------------ HOME DEPOT INC COM 437076102 505 19,501 SH SOLE 19,501 - ------------------------------------------------------------------------------------------------------------------------------------ HUNTSMAN CORP COM 447011107 238 18,891 SH SOLE 18,891 - ------------------------------------------------------------------------------------------------------------------------------------ IKON OFFICE SOLUTIONS INC COM 451713101 427 25,075 SH SOLE 25,075 - ------------------------------------------------------------------------------------------------------------------------------------ IMCLONE SYS INC COM 45245W109 515 8,250 SH SOLE 8,250 - ------------------------------------------------------------------------------------------------------------------------------------ INTEL CORP SDCV 2.950%12/1 458140AD2 699 800,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL COAL GRP INC N COM 45928H106 64 10,300 SH SOLE 10,300 - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 374 400,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL RECTIFIER CORP COM 460254105 483 25,400 SH SOLE 25,400 - ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR NASDQ BIO INDX 464287556 2,229 27,400 SH SOLE 27,400 - ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR S&P LTN AM 40 464287390 5,024 129,650 SH SOLE 129,650 - ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR RSSL MCRCP IDX 464288869 1,610 36,179 SH SOLE 36,179 - ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR MSCI EAFE IDX 464287465 2,944 52,300 SH SOLE 52,300 - ------------------------------------------------------------------------------------------------------------------------------------ KRAFT FOODS INC CL A 50075N104 1,024 31,281 SH SOLE 31,281 - ------------------------------------------------------------------------------------------------------------------------------------ LANDRYS RESTAURANTS INC COM 51508L103 427 27,444 SH SOLE 27,444 - ------------------------------------------------------------------------------------------------------------------------------------ LONGS DRUG STORES CORP COM 543162101 594 7,850 SH SOLE 7,850 - ------------------------------------------------------------------------------------------------------------------------------------ LORILLARD INC COM 544147101 498 7,000 SH SOLE 7,000 - ------------------------------------------------------------------------------------------------------------------------------------ LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 69 100,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ MASTERCARD INC CL A 57636Q104 528 2,979 SH SOLE 2,979 - ------------------------------------------------------------------------------------------------------------------------------------ MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 1,692 1,700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ MERRILL LYNCH & CO INC NOTE 3/1 590188W46 662 700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ MERRILL LYNCH & CO INC COM 590188108 649 25,665 SH SOLE 25,665 - ------------------------------------------------------------------------------------------------------------------------------------ MFS INTER INCOME TR SH BEN INT 55273C107 705 119,300 SH SOLE 119,300 - ------------------------------------------------------------------------------------------------------------------------------------ MFS MULTIMARKET INCOME TR SH BEN INT 552737108 628 125,600 SH SOLE 125,600 - ------------------------------------------------------------------------------------------------------------------------------------ MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 345 700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM 594918104 494 18,527 SH SOLE 18,527 - ------------------------------------------------------------------------------------------------------------------------------------ MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 662 700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 757 700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ MOTOROLA INC COM 620076109 288 40,400 SH SOLE 40,400 - ------------------------------------------------------------------------------------------------------------------------------------ MSC SOFTWARE CORP COM 553531104 411 38,390 SH SOLE 38,390 - ------------------------------------------------------------------------------------------------------------------------------------ NABORS INDS INC NOTE 0.940% 5/1 629568AP1 359 400,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 349 750,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ NATIONAL SEMICONDUCTOR CORP COM 637640103 395 22,950 SH SOLE 22,950 - ------------------------------------------------------------------------------------------------------------------------------------ NATIONWIDE FINL SVCS INC CL A 638612101 503 10,200 SH SOLE 10,200 - ------------------------------------------------------------------------------------------------------------------------------------ NORTHWEST AIRLS CORP COM 667280408 745 82,500 SH SOLE 82,500 - ------------------------------------------------------------------------------------------------------------------------------------ NUVEEN FLOATING RATE INCOME COM 67072T108 630 82,200 SH SOLE 82,200 - ------------------------------------------------------------------------------------------------------------------------------------ NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 533 70,600 SH SOLE 70,600 - ------------------------------------------------------------------------------------------------------------------------------------ NUVEEN MULTI STRAT INC GR FD COM SHS 67073D102 654 109,800 SH SOLE 109,800 - ------------------------------------------------------------------------------------------------------------------------------------ OCCIDENTAL PETE CORP DEL COM 674599105 442 6,281 SH SOLE 6,281 - ------------------------------------------------------------------------------------------------------------------------------------ OLD MUTUAL CLAYMORE LNG SHT COM 68003N103 680 67,300 SH SOLE 67,300 - ------------------------------------------------------------------------------------------------------------------------------------ OMNICARE INC DBCV 3.250%12/1 681904AL2 131 200,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ PDL BIOPHARMA INC COM 69329Y104 107 11,495 SH SOLE 11,495 - ------------------------------------------------------------------------------------------------------------------------------------ PERRIGO CO COM 714290103 205 5,325 SH SOLE 5,325 - ------------------------------------------------------------------------------------------------------------------------------------ PHILADELPHIA CONS HLDG CORP COM 717528103 512 8,750 SH SOLE 8,750 - ------------------------------------------------------------------------------------------------------------------------------------ PIONEER FLOATING RATE TR COM 72369J102 543 54,200 SH SOLE 54,200 - ------------------------------------------------------------------------------------------------------------------------------------ POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,434 42,311 SH SOLE 42,311 - ------------------------------------------------------------------------------------------------------------------------------------ PPL CORP COM 69351T106 422 11,400 SH SOLE 11,400 - ------------------------------------------------------------------------------------------------------------------------------------ PUGET ENERGY INC NEW COM 745310102 517 19,348 SH SOLE 19,348 - ------------------------------------------------------------------------------------------------------------------------------------ PUTNAM PREMIER INCOME TR SH BEN INT 746853100 785 144,500 SH SOLE 144,500 - ------------------------------------------------------------------------------------------------------------------------------------ QUALCOMM INC COM 747525103 498 11,578 SH SOLE 11,578 - ------------------------------------------------------------------------------------------------------------------------------------ QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 509 600,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ RACKSPACE HOSTING INC COM 750086100 109 11,200 SH SOLE 11,200 - ------------------------------------------------------------------------------------------------------------------------------------ RED HAT INC DBCV 0.500% 1/1 756577AB8 97 100,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ ROHM & HAAS CO COM 775371107 634 9,050 SH SOLE 9,050 - ------------------------------------------------------------------------------------------------------------------------------------ ROWAN COS INC COM 779382100 416 13,615 SH SOLE 13,615 - ------------------------------------------------------------------------------------------------------------------------------------ SANDISK CORP NOTE 1.000% 5/1 80004CAC5 318 400,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ SAPIENT CORP COM 803062108 103 13,895 SH SOLE 13,895 - ------------------------------------------------------------------------------------------------------------------------------------ SCIELE PHARMA INC COM 808627103 563 18,300 SH SOLE 18,300 - ------------------------------------------------------------------------------------------------------------------------------------ SEARS HLDGS CORP COM 812350106 392 4,192 SH SOLE 4,192 - ------------------------------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,883 45,550 SH SOLE 45,550 - ------------------------------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 7,206 215,750 SH SOLE 215,750 - ------------------------------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,185 106,000 SH SOLE 106,000 - ------------------------------------------------------------------------------------------------------------------------------------ SKILLSOFT PLC SPONSORED ADR 830928107 117 11,180 SH SOLE 11,180 - ------------------------------------------------------------------------------------------------------------------------------------ SPDR INDEX SHS FDS MIDEAST AFRICA 78463X806 1,646 30,050 SH SOLE 30,050 - ------------------------------------------------------------------------------------------------------------------------------------ SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 7,318 133,450 SH SOLE 133,450 - ------------------------------------------------------------------------------------------------------------------------------------ SPDR INDEX SHS FDS EUROPE ETF 78463X608 5,050 114,900 SH SOLE 114,900 - ------------------------------------------------------------------------------------------------------------------------------------ SPRINT NEXTEL CORP COM SER 1 852061100 277 45,375 SH SOLE 45,375 - ------------------------------------------------------------------------------------------------------------------------------------ STERIS CORP COM 859152100 509 13,539 SH SOLE 13,539 - ------------------------------------------------------------------------------------------------------------------------------------ SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 1,896 1,700,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ TARGET CORP COM 87612E106 496 10,120 SH SOLE 10,120 - ------------------------------------------------------------------------------------------------------------------------------------ TENET HEALTHCARE CORP COM 88033G100 73 13,215 SH SOLE 13,215 - ------------------------------------------------------------------------------------------------------------------------------------ TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 447 400,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ THOMSON REUTERS CORP COM 884903105 425 15,580 SH SOLE 15,580 - ------------------------------------------------------------------------------------------------------------------------------------ TIFFANY & CO NEW COM 886547108 463 13,029 SH SOLE 13,029 - ------------------------------------------------------------------------------------------------------------------------------------ TRANSALTA CORP COM 89346D107 513 18,653 SH SOLE 18,653 - ------------------------------------------------------------------------------------------------------------------------------------ TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 1,414 1,500,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ UAL CORP COM NEW 902549807 287 32,646 SH SOLE 32,646 - ------------------------------------------------------------------------------------------------------------------------------------ UNION PAC CORP COM 907818108 647 9,094 SH SOLE 9,094 - ------------------------------------------------------------------------------------------------------------------------------------ UNITEDHEALTH GROUP INC COM 91324P102 333 13,110 SH SOLE 13,110 - ------------------------------------------------------------------------------------------------------------------------------------ UNUM GROUP COM 91529Y106 534 21,285 SH SOLE 21,285 - ------------------------------------------------------------------------------------------------------------------------------------ VERISIGN INC COM 92343E102 525 20,149 SH SOLE 20,149 - ------------------------------------------------------------------------------------------------------------------------------------ VIRGIN MEDIA INC COM 92769L101 286 36,193 SH SOLE 36,193 - ------------------------------------------------------------------------------------------------------------------------------------ VISTEON CORP COM 92839U107 356 153,556 SH SOLE 153,556 - ------------------------------------------------------------------------------------------------------------------------------------ VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 322 400,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ WELLPOINT INC COM 94973V107 347 7,427 SH SOLE 7,427 - ------------------------------------------------------------------------------------------------------------------------------------ WELLS FARGO & CO NEW COM 949746101 673 17,930 SH SOLE 17,930 - ------------------------------------------------------------------------------------------------------------------------------------ WESTERN ASSET EMRG MKT DEBT COM 95766A101 555 43,300 SH SOLE 43,300 - ------------------------------------------------------------------------------------------------------------------------------------ WESTERN ASSET EMRG MKT INCM COM 95766E103 569 62,000 SH SOLE 62,000 - ------------------------------------------------------------------------------------------------------------------------------------ WESTERN ASSET GLB HI INCOME COM 95766B109 556 66,400 SH SOLE 66,400 - ------------------------------------------------------------------------------------------------------------------------------------ WESTERN ASSET HIGH INCM FD I COM 95766J102 696 98,500 SH SOLE 98,500 - ------------------------------------------------------------------------------------------------------------------------------------ WIPRO LTD SPON ADR 1 SH 97651M109 98 10,045 SH SOLE 10,045 - ------------------------------------------------------------------------------------------------------------------------------------ WRIGLEY WM JR CO COM 982526105 695 8,750 SH SOLE 8,750 - ------------------------------------------------------------------------------------------------------------------------------------ WYETH DBCV 1/1 983024AD2 486 500,000 PRN SOLE NONE - ------------------------------------------------------------------------------------------------------------------------------------ XTO ENERGY INC COM 98385X106 472 10,140 SH SOLE 10,140 - ------------------------------------------------------------------------------------------------------------------------------------ ZALE CORP NEW COM 988858106 551 22,047 SH SOLE 22,047 - ------------------------------------------------------------------------------------------------------------------------------------
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