0001085146-11-000926.txt : 20110815
0001085146-11-000926.hdr.sgml : 20110815
20110815111646
ACCESSION NUMBER: 0001085146-11-000926
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: EULAV ASSET MANAGEMENT, LLC
CENTRAL INDEX KEY: 0001432083
IRS NUMBER: 133139843
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13540
FILM NUMBER: 111034109
BUSINESS ADDRESS:
STREET 1: 220 E. 42ND STREET - 6TH FLOOR
STREET 2: C/O HOWARD BRECHER
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 212-907-1883
MAIL ADDRESS:
STREET 1: 220 E. 42ND STREET - 6TH FLOOR
STREET 2: C/O HOWARD BRECHER
CITY: NEW YORK
STATE: NY
ZIP: 10017
13F-HR
1
eulav2q2011r.txt
EULAV ASSET MANAGEMENT LLC
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2011
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: EULAV Asset Management
Address: 7 Times Square
New York, NY 10036
13F File Number: 028-13540
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 Executive Officer
Phone: 212-907-1827
Signature, Place, and Date of Signing:
/s/ Mitchell E. Appel New York, NY August 15, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 711
Form 13F Information Table Value Total: $1,640,070 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 1992 21000 SH DEFINED 0 21000 0
AAR CORP NOTE 1.750% 2/0 000361AH8 165 150000 PRN DEFINED 0 150000 0
ABB LTD SPONSORED ADR 000375204 2206 85000 SH DEFINED 0 85000 0
ABOVENET INC COM 00374N107 282 4000 SH DEFINED 0 4000 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1504 41000 SH DEFINED 0 41000 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8894 147200 SH DEFINED 0 147200 0
ACE LTD SHS H0023R105 329 5000 SH DEFINED 0 5000 0
ACME PACKET INC COM 004764106 5190 74000 SH DEFINED 0 74000 0
ACTUANT CORP CL A NEW 00508X203 590 22000 SH DEFINED 0 22000 0
ACUITY BRANDS INC COM 00508Y102 5918 106100 SH DEFINED 0 106100 0
ADOBE SYS INC COM 00724F101 236 7500 SH DEFINED 0 7500 0
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 1025 1000000 PRN DEFINED 0 1000000 0
ADVENT SOFTWARE INC COM 007974108 3482 123600 SH DEFINED 0 123600 0
AETNA INC NEW COM 00817Y108 2866 65000 SH DEFINED 0 65000 0
AFFILIATED MANAGERS GROUP COM 008252108 3033 29900 SH DEFINED 0 29900 0
AFLAC INC COM 001055102 6661 142700 SH DEFINED 0 142700 0
AGCO CORP COM 001084102 494 10000 SH DEFINED 0 10000 0
AGCO CORP NOTE 1.250%12/1 001084AM4 134 100000 PRN DEFINED 0 100000 0
AGILENT TECHNOLOGIES INC COM 00846U101 2607 51000 SH DEFINED 0 51000 0
AGL RES INC COM 001204106 2573 63200 SH DEFINED 0 63200 0
AGRIUM INC COM 008916108 1843 21000 SH DEFINED 0 21000 0
AIR PRODS & CHEMS INC COM 009158106 5544 58000 SH DEFINED 0 58000 0
AIRGAS INC COM 009363102 1051 15000 SH DEFINED 0 15000 0
AK STL HLDG CORP COM 001547108 189 12000 SH DEFINED 0 12000 0
AKORN INC COM 009728106 196 28000 SH DEFINED 0 28000 0
ALBEMARLE CORP COM 012653101 8076 116700 SH DEFINED 0 116700 0
ALERE INC COM 01449J105 439 12000 SH DEFINED 0 12000 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 1252 1150000 PRN DEFINED 0 1150000 0
ALEXION PHARMACEUTICALS INC COM 015351109 16630 353600 SH DEFINED 0 353600 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 166 100000 PRN DEFINED 0 100000 0
ALLERGAN INC COM 018490102 7293 87600 SH DEFINED 0 87600 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1533 16300 SH DEFINED 0 16300 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 317 250000 PRN DEFINED 0 250000 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 167 150000 PRN DEFINED 0 150000 0
ALLSTATE CORP COM 020002101 824 27000 SH DEFINED 0 27000 0
ALPHA NATURAL RESOURCES INC COM 02076X102 818 18000 SH DEFINED 0 18000 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 176 150000 PRN DEFINED 0 150000 0
ALTERA CORP COM 021441100 2410 52000 SH DEFINED 0 52000 0
AMDOCS LTD ORD G02602103 608 20000 SH DEFINED 0 20000 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 319 25000 SH DEFINED 0 25000 0
AMERICAN ELEC PWR INC COM 025537101 980 26000 SH DEFINED 0 26000 0
AMERICAN EXPRESS CO COM 025816109 620 12000 SH DEFINED 0 12000 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 42 27000 PRN DEFINED 0 27000 0
AMERICAN STS WTR CO COM 029899101 555 16000 SH DEFINED 0 16000 0
AMERICAN TOWER CORP CL A 029912201 2407 46000 SH DEFINED 0 46000 0
AMERIPRISE FINL INC COM 03076C106 865 15000 SH DEFINED 0 15000 0
AMETEK INC NEW COM 031100100 13719 305550 SH DEFINED 0 305550 0
AMGEN INC COM 031162100 2509 43000 SH DEFINED 0 43000 0
AMPHENOL CORP NEW CL A 032095101 8125 150500 SH DEFINED 0 150500 0
AMR CORP NOTE 6.250%10/1 001765BC9 1310 1350000 PRN DEFINED 0 1350000 0
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 181 200000 PRN DEFINED 0 200000 0
ANALOG DEVICES INC COM 032654105 3053 78000 SH DEFINED 0 78000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 505 12000 SH DEFINED 0 12000 0
ANIXTER INTL INC COM 035290105 2267 34700 SH DEFINED 0 34700 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 1008 850000 PRN DEFINED 0 850000 0
ANSYS INC COM 03662Q105 11690 213826 SH DEFINED 0 213826 0
APACHE CORP COM 037411105 617 5000 SH DEFINED 0 5000 0
APACHE CORP PFD CONV SER D 037411808 2044 31000 SH DEFINED 0 31000 0
APPLE INC COM 037833100 3726 11100 SH DEFINED 0 11100 0
APTARGROUP INC COM 038336103 8526 162900 SH DEFINED 0 162900 0
ARBITRON INC COM 03875Q108 579 14000 SH DEFINED 0 14000 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 138 100000 PRN DEFINED 0 100000 0
ARCH CAP GROUP LTD ORD G0450A105 6339 198600 SH DEFINED 0 198600 0
ARCH COAL INC COM 039380100 720 27000 SH DEFINED 0 27000 0
ARCHER DANIELS MIDLAND CO COM 039483102 241 8000 SH DEFINED 0 8000 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 106 100000 PRN DEFINED 0 100000 0
ARIBA INC COM NEW 04033V203 3040 88200 SH DEFINED 0 88200 0
ARROW ELECTRS INC COM 042735100 830 20000 SH DEFINED 0 20000 0
ARUBA NETWORKS INC COM 043176106 2970 100500 SH DEFINED 0 100500 0
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 96 100000 PRN DEFINED 0 100000 0
AT&T INC COM 00206R102 1194 38000 SH DEFINED 0 38000 0
ATWOOD OCEANICS INC COM 050095108 441 10000 SH DEFINED 0 10000 0
AUTOLIV INC COM 052800109 314 4000 SH DEFINED 0 4000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 790 15000 SH DEFINED 0 15000 0
AUTOZONE INC COM 053332102 12266 41600 SH DEFINED 0 41600 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2067 54400 SH DEFINED 0 54400 0
AVALONBAY CMNTYS INC COM 053484101 1219 9490 SH DEFINED 0 9490 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 445 350000 PRN DEFINED 0 350000 0
AVNET INC COM 053807103 478 15000 SH DEFINED 0 15000 0
AVON PRODS INC COM 054303102 700 25000 SH DEFINED 0 25000 0
AVX CORP NEW COM 002444107 305 20000 SH DEFINED 0 20000 0
AZZ INC COM 002474104 2464 53800 SH DEFINED 0 53800 0
BABCOCK & WILCOX CO NEW COM 05615F102 333 12000 SH DEFINED 0 12000 0
BAKER HUGHES INC COM 057224107 1887 26000 SH DEFINED 0 26000 0
BALCHEM CORP COM 057665200 228 5200 SH DEFINED 0 5200 0
BALL CORP COM 058498106 3727 96900 SH DEFINED 0 96900 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 2522 37800 SH DEFINED 0 37800 0
BANK HAWAII CORP COM 062540109 1228 26400 SH DEFINED 0 26400 0
BANK MONTREAL QUE COM 063671101 2586 40700 SH DEFINED 0 40700 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1661 27600 SH DEFINED 0 27600 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 602 600 SH DEFINED 0 600 0
BANK OF NEW YORK MELLON CORP COM 064058100 307 12000 SH DEFINED 0 12000 0
BARD C R INC COM 067383109 4592 41800 SH DEFINED 0 41800 0
BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 257 250000 PRN DEFINED 0 250000 0
BARRICK GOLD CORP COM 067901108 2355 52000 SH DEFINED 0 52000 0
BAXTER INTL INC COM 071813109 597 10000 SH DEFINED 0 10000 0
BCE INC COM NEW 05534B760 2318 59000 SH DEFINED 0 59000 0
BE AEROSPACE INC COM 073302101 2424 59400 SH DEFINED 0 59400 0
BECTON DICKINSON & CO COM 075887109 2111 24500 SH DEFINED 0 24500 0
BED BATH & BEYOND INC COM 075896100 2994 51300 SH DEFINED 0 51300 0
BERKLEY W R CORP COM 084423102 389 12000 SH DEFINED 0 12000 0
BEST BUY INC COM 086516101 377 12000 SH DEFINED 0 12000 0
BHP BILLITON LTD SPONSORED ADR 088606108 2650 28000 SH DEFINED 0 28000 0
BIO RAD LABS INC CL A 090572207 1802 15100 SH DEFINED 0 15100 0
BIOGEN IDEC INC COM 09062X103 3528 33000 SH DEFINED 0 33000 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 439 21000 SH DEFINED 0 21000 0
BJS RESTAURANTS INC COM 09180C106 209 4000 SH DEFINED 0 4000 0
BLACKBOARD INC COM 091935502 2052 47300 SH DEFINED 0 47300 0
BLACKROCK INC COM 09247X101 8382 43700 SH DEFINED 0 43700 0
BMC SOFTWARE INC COM 055921100 875 16000 SH DEFINED 0 16000 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 290 10000 SH DEFINED 0 10000 0
BOEING CO COM 097023105 3031 41000 SH DEFINED 0 41000 0
BORGWARNER INC COM 099724106 6213 76900 SH DEFINED 0 76900 0
BOSTON BEER INC CL A 100557107 287 3200 SH DEFINED 0 3200 0
BRE PROPERTIES INC CL A 05564E106 798 16000 SH DEFINED 0 16000 0
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 1178 68000 SH DEFINED 0 68000 0
BRINKER INTL INC COM 109641100 4139 169200 SH DEFINED 0 169200 0
BRISTOL MYERS SQUIBB CO COM 110122108 2491 86000 SH DEFINED 0 86000 0
BRISTOW GROUP INC COM 110394103 510 10000 SH DEFINED 0 10000 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3854 43800 SH DEFINED 0 43800 0
BROADCOM CORP CL A 111320107 1615 48000 SH DEFINED 0 48000 0
BT GROUP PLC ADR 05577E101 327 10000 SH DEFINED 0 10000 0
BUCKLE INC COM 118440106 4676 109500 SH DEFINED 0 109500 0
BUCYRUS INTL INC NEW COM 118759109 2878 31400 SH DEFINED 0 31400 0
BUFFALO WILD WINGS INC COM 119848109 961 14500 SH DEFINED 0 14500 0
BUNGE LIMITED COM G16962105 2137 31000 SH DEFINED 0 31000 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6591 83600 SH DEFINED 0 83600 0
CA INC COM 12673P105 343 15000 SH DEFINED 0 15000 0
CABELAS INC COM 126804301 679 25000 SH DEFINED 0 25000 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 315 250000 PRN DEFINED 0 250000 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 1590 1600000 PRN DEFINED 0 1600000 0
CALIFORNIA WTR SVC GROUP COM 130788102 524 28000 SH DEFINED 0 28000 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 143 100000 PRN DEFINED 0 100000 0
CAMPBELL SOUP CO COM 134429109 2211 64000 SH DEFINED 0 64000 0
CANADIAN NAT RES LTD COM 136385101 670 16000 SH DEFINED 0 16000 0
CANADIAN NATL RY CO COM 136375102 9860 123400 SH DEFINED 0 123400 0
CANADIAN PAC RY LTD COM 13645T100 374 6000 SH DEFINED 0 6000 0
CANON INC ADR 138006309 999 21000 SH DEFINED 0 21000 0
CAPITAL ONE FINL CORP COM 14040H105 2222 43000 SH DEFINED 0 43000 0
CARDTRONICS INC COM 14161H108 492 21000 SH DEFINED 0 21000 0
CARLISLE COS INC COM 142339100 950 19300 SH DEFINED 0 19300 0
CASEYS GEN STORES INC COM 147528103 1144 26000 SH DEFINED 0 26000 0
CATALYST HEALTH SOLUTIONS IN COM 14888B103 3639 65200 SH DEFINED 0 65200 0
CBS CORP NEW CL B 124857202 712 25000 SH DEFINED 0 25000 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 648 8200 SH DEFINED 0 8200 0
CELANESE CORP DEL COM SER A 150870103 3332 62500 SH DEFINED 0 62500 0
CELESTICA INC SUB VTG SHS 15101Q108 131 15000 SH DEFINED 0 15000 0
CENTERPOINT ENERGY INC COM 15189T107 387 20000 SH DEFINED 0 20000 0
CENTURYLINK INC COM 156700106 930 23000 SH DEFINED 0 23000 0
CERADYNE INC COM 156710105 565 14500 SH DEFINED 0 14500 0
CERNER CORP COM 156782104 5512 90200 SH DEFINED 0 90200 0
CF INDS HLDGS INC COM 125269100 3358 23700 SH DEFINED 0 23700 0
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 1311 1250000 PRN DEFINED 0 1250000 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6782 119300 SH DEFINED 0 119300 0
CHESAPEAKE ENERGY CORP COM 165167107 534 18000 SH DEFINED 0 18000 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 421 400000 PRN DEFINED 0 400000 0
CHEVRON CORP NEW COM 166764100 4422 43000 SH DEFINED 0 43000 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1634 42000 SH DEFINED 0 42000 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 8229 26700 SH DEFINED 0 26700 0
CHURCH & DWIGHT INC COM 171340102 11513 284000 SH DEFINED 0 284000 0
CIGNA CORP COM 125509109 2674 52000 SH DEFINED 0 52000 0
CISCO SYS INC COM 17275R102 437 28000 SH DEFINED 0 28000 0
CITIGROUP INC UNIT 99/99/9999 172967416 2343 19500 SH DEFINED 0 19500 0
CLARCOR INC COM 179895107 6728 142300 SH DEFINED 0 142300 0
CLEAN HARBORS INC COM 184496107 671 6500 SH DEFINED 0 6500 0
CLEARWATER PAPER CORP COM 18538R103 860 12600 SH DEFINED 0 12600 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 2173 23500 SH DEFINED 0 23500 0
CMS ENERGY CORP COM 125896100 788 40000 SH DEFINED 0 40000 0
CNOOC LTD SPONSORED ADR 126132109 2029 8600 SH DEFINED 0 8600 0
COACH INC COM 189754104 5530 86500 SH DEFINED 0 86500 0
COCA COLA CO COM 191216100 1077 16000 SH DEFINED 0 16000 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 2307 24800 SH DEFINED 0 24800 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 16311 222400 SH DEFINED 0 222400 0
COINSTAR INC COM 19259P300 736 13500 SH DEFINED 0 13500 0
COLLECTIVE BRANDS INC COM 19421W100 264 18000 SH DEFINED 0 18000 0
COMCAST CORP NEW CL A SPL 20030N200 3392 140000 SH DEFINED 0 140000 0
COMERICA INC COM 200340107 1141 33000 SH DEFINED 0 33000 0
COMMVAULT SYSTEMS INC COM 204166102 533 12000 SH DEFINED 0 12000 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 4385 130000 SH DEFINED 0 130000 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 3306 55400 SH DEFINED 0 55400 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 206 10000 SH DEFINED 0 10000 0
COMPUTER PROGRAMS & SYS INC COM 205306103 3428 54000 SH DEFINED 0 54000 0
CONAGRA FOODS INC COM 205887102 516 20000 SH DEFINED 0 20000 0
CONCHO RES INC COM 20605P101 3031 33000 SH DEFINED 0 33000 0
CONCUR TECHNOLOGIES INC COM 206708109 5152 102900 SH DEFINED 0 102900 0
CONOCOPHILLIPS COM 20825C104 3384 45000 SH DEFINED 0 45000 0
CONSOL ENERGY INC COM 20854P109 485 10000 SH DEFINED 0 10000 0
CONSTELLATION BRANDS INC CL A 21036P108 521 25000 SH DEFINED 0 25000 0
CORE LABORATORIES N V COM N22717107 6447 57800 SH DEFINED 0 57800 0
CORN PRODS INTL INC COM 219023108 2261 40900 SH DEFINED 0 40900 0
CORNING INC COM 219350105 3412 188000 SH DEFINED 0 188000 0
COSAN LTD SHS A G25343107 246 20000 SH DEFINED 0 20000 0
COSTCO WHSL CORP NEW COM 22160K105 1487 18300 SH DEFINED 0 18300 0
COVENTRY HEALTH CARE INC COM 222862104 1094 30000 SH DEFINED 0 30000 0
COVIDIEN PLC SHS G2554F113 798 15000 SH DEFINED 0 15000 0
CREDICORP LTD COM G2519Y108 517 6000 SH DEFINED 0 6000 0
CROWN CASTLE INTL CORP COM 228227104 3952 96885 SH DEFINED 0 96885 0
CROWN HOLDINGS INC COM 228368106 5039 129800 SH DEFINED 0 129800 0
CSX CORP COM 126408103 2989 114000 SH DEFINED 0 114000 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 5695 132200 SH DEFINED 0 132200 0
CUBIC CORP COM 229669106 515 10100 SH DEFINED 0 10100 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1597 1250000 PRN DEFINED 0 1250000 0
CURTISS WRIGHT CORP COM 231561101 822 25400 SH DEFINED 0 25400 0
CVS CAREMARK CORPORATION COM 126650100 650 17300 SH DEFINED 0 17300 0
CYTEC INDS INC COM 232820100 2122 37100 SH DEFINED 0 37100 0
DANAHER CORP DEL COM 235851102 6518 123000 SH DEFINED 0 123000 0
DARDEN RESTAURANTS INC COM 237194105 3130 62900 SH DEFINED 0 62900 0
DAVITA INC COM 23918K108 546 6300 SH DEFINED 0 6300 0
DECKERS OUTDOOR CORP COM 243537107 4671 53000 SH DEFINED 0 53000 0
DELTA AIR LINES INC DEL COM NEW 247361702 1146 125000 SH DEFINED 0 125000 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 165 150000 PRN DEFINED 0 150000 0
DENTSPLY INTL INC NEW COM 249030107 2323 61000 SH DEFINED 0 61000 0
DEVON ENERGY CORP NEW COM 25179M103 985 12500 SH DEFINED 0 12500 0
DIAGEO P L C SPON ADR NEW 25243Q205 491 6000 SH DEFINED 0 6000 0
DIAMOND FOODS INC COM 252603105 3680 48200 SH DEFINED 0 48200 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1479 21000 SH DEFINED 0 21000 0
DICKS SPORTING GOODS INC COM 253393102 700 18200 SH DEFINED 0 18200 0
DIGITALGLOBE INC COM NEW 25389M877 399 15700 SH DEFINED 0 15700 0
DIRECTV COM CL A 25490A101 6200 122000 SH DEFINED 0 122000 0
DISCOVER FINL SVCS COM 254709108 3371 126000 SH DEFINED 0 126000 0
DISH NETWORK CORP CL A 25470M109 460 15000 SH DEFINED 0 15000 0
DISNEY WALT CO COM DISNEY 254687106 2538 65000 SH DEFINED 0 65000 0
DOLBY LABORATORIES INC COM 25659T107 3061 72100 SH DEFINED 0 72100 0
DOLLAR TREE INC COM 256746108 1632 24500 SH DEFINED 0 24500 0
DOMINION RES INC VA NEW COM 25746U109 1014 21000 SH DEFINED 0 21000 0
DOMINOS PIZZA INC COM 25754A201 1969 78000 SH DEFINED 0 78000 0
DONALDSON INC COM 257651109 4672 77000 SH DEFINED 0 77000 0
DOW CHEM CO COM 260543103 360 10000 SH DEFINED 0 10000 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 629 15000 SH DEFINED 0 15000 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 180 200000 PRN DEFINED 0 200000 0
DST SYS INC DEL COM 233326107 792 15000 SH DEFINED 0 15000 0
DST SYS INC DEL DBCV 8/1 233326AE7 238 200000 PRN DEFINED 0 200000 0
DU PONT E I DE NEMOURS & CO COM 263534109 2811 52000 SH DEFINED 0 52000 0
DUKE ENERGY CORP NEW COM 26441C105 2052 109000 SH DEFINED 0 109000 0
E M C CORP MASS COM 268648102 2893 105000 SH DEFINED 0 105000 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 175 100000 PRN DEFINED 0 100000 0
EATON CORP COM 278058102 3612 70200 SH DEFINED 0 70200 0
EATON VANCE CORP COM NON VTG 278265103 1956 64700 SH DEFINED 0 64700 0
ECOLAB INC COM 278865100 5694 101000 SH DEFINED 0 101000 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10148 116400 SH DEFINED 0 116400 0
EL PASO CORP COM 28336L109 202 10000 SH DEFINED 0 10000 0
ELBIT SYS LTD ORD M3760D101 934 19500 SH DEFINED 0 19500 0
EMBRAER S A SP ADR REP 4 COM 29082A107 369 12000 SH DEFINED 0 12000 0
EMERSON ELEC CO COM 291011104 506 9000 SH DEFINED 0 9000 0
ENBRIDGE INC COM 29250N105 575 17700 SH DEFINED 0 17700 0
ENCANA CORP COM 292505104 308 10000 SH DEFINED 0 10000 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2241 55800 SH DEFINED 0 55800 0
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 146 100000 PRN DEFINED 0 100000 0
ENERGIZER HLDGS INC COM 29266R108 941 13000 SH DEFINED 0 13000 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 450 10000 SH DEFINED 0 10000 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 244 5000 SH DEFINED 0 5000 0
ENERSYS COM 29275Y102 5507 160000 SH DEFINED 0 160000 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 224 200000 PRN DEFINED 0 200000 0
ENPRO INDS INC COM 29355X107 644 13400 SH DEFINED 0 13400 0
ENSCO PLC SPONSORED ADR 29358Q109 850 15956 SH DEFINED 0 15956 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2593 60000 SH DEFINED 0 60000 0
EQT CORP COM 26884L109 3886 74000 SH DEFINED 0 74000 0
EQUINIX INC COM NEW 29444U502 6849 67800 SH DEFINED 0 67800 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 424 300000 PRN DEFINED 0 300000 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 712 11400 SH DEFINED 0 11400 0
ESSEX PPTY TR INC COM 297178105 1272 9400 SH DEFINED 0 9400 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 9076 118800 SH DEFINED 0 118800 0
EXPEDITORS INTL WASH INC COM 302130109 2048 40000 SH DEFINED 0 40000 0
EXPRESS SCRIPTS INC COM 302182100 12027 222800 SH DEFINED 0 222800 0
EXXON MOBIL CORP COM 30231G102 4313 53000 SH DEFINED 0 53000 0
EZCORP INC CL A NON VTG 302301106 2384 67000 SH DEFINED 0 67000 0
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