UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/2010
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: Nomura Holdings Inc.
Address: 1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
Form 13F File Number: 001-15270
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.
Persons Signing this Report on Behalf of Reporting Manager:
Name: Brendan G. Daly
Title: Head of Compliance and Surveillance
Phone: 212-667-1246
Signature, Place, and Date of Signing:
/s/ Brendan G. Daly New York, NY 10/29/2010
--------------------------------- --------------------------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one):
[ ] 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).)
[X] 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).)
List of Other Managers Reporting for this Manager:
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 8
Form 13F Information Table Entry Total: 531
Form 13F Information Table Value Total: $ 1,739,301
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
1 28-04983 Nomura Securities International, Inc.
---- -------------------- ----------------------------------------------------
2 28-04985 Nomura International plc
---- -------------------- ----------------------------------------------------
4 28-04993 Nomura Securities (Bermuda)
---- -------------------- ----------------------------------------------------
6 28-05739 Global Funds Management, S.A.
---- -------------------- ----------------------------------------------------
3 28-04979 Nomura Securities Company, Ltd
---- -------------------- ----------------------------------------------------
5 028-13982 Nomura Corporate Research & Asset Management Inc.
---- -------------------- ----------------------------------------------------
7 028-10594 NOMURA HOLDINGS INC
---- -------------------- ----------------------------------------------------
8 Nomura Funds Research and Technologies America Inc.
---- -------------------- ----------------------------------------------------
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
3M CO 88579Y101 238 2751 SH DEFINED 02 2751 0 0
A D C TELECOMMUNICATIONS 000886AE1 941 950000 PRN DEFINED 01 950000 0 0
A D C TELECOMMUNICATIONS 000886AF8 2,048 2070000 PRN DEFINED 01 2070000 0 0
ABBOTT LABS 002824100 3,656 70000 SH DEFINED 01 70000 0 0
ACTUANT CORP 00508XAB0 189 161000 PRN DEFINED 01 161000 0 0
ADOBE SYS INC 00724F101 3,883 148500 SH DEFINED 01 148500 0 0
ADOBE SYS INC 00724F101 284 10950 SH DEFINED 02 10950 0 0
ADVANCED BATTERY TECHNOLOG I 00752H102 156 43600 SH DEFINED 01 43600 0 0
ADVANCED MICRO DEVICES INC 007903AN7 990 971000 PRN DEFINED 01 971000 0 0
AETNA INC NEW 00817Y108 275 8704 SH DEFINED 02 8704 0 0
AFFILIATED MANAGERS GROUP 008252AL2 168 166000 PRN DEFINED 01 166000 0 0
AIRTRAN HLDGS INC 00949P108 1,037 141190 SH DEFINED 01 141190 0 0
ALCOA INC 013817AT8 11,552 5762000 PRN DEFINED 01 5762000 0 0
ALCOA INC 013817101 4,446 367201 SH DEFINED 01 367201 0 0
ALERE INC 01449J105 516 16700 SH DEFINED 01 16700 0 0
ALEXANDRIA REAL ESTATE EQ IN 015271109 457 6540 SH DEFINED 01 6540 0 0
ALEXION PHARMACEUTICALS INC 015351109 2,201 34200 SH DEFINED 01 34200 0 0
ALLEGHENY TECHNOLOGIES INC 01741RAD4 1,186 877000 PRN DEFINED 01 877000 0 0
ALLEGHENY TECHNOLOGIES INC 01741R102 214 4639 SH DEFINED 02 4639 0 0
ALLERGAN INC 018490AL6 1,406 1227000 PRN DEFINED 01 1227000 0 0
ALLIANCE DATA SYSTEMS CORP 018581AD0 3,805 3696000 PRN DEFINED 01 3696000 0 0
ALLIANT TECHSYSTEMS INC 018804AH7 3,066 3057000 PRN DEFINED 01 3057000 0 0
ALLIS CHALMERS ENERGY INC 019645506 80 19400 SH DEFINED 01 19400 0 0
ALTRIA GROUP INC 02209S103 1,287 53600 SH DEFINED 01 53600 0 0
AMBOW ED HLDG LTD 02322P101 105 10600 SH DEFINED 01 10600 0 0
AMERICA MOVIL SAB DE CV 02364W105 223 4184 SH DEFINED 01 4184 0 0
AMERICAN EAGLE OUTFITTERS NE 02553E106 152 10167 SH DEFINED 02 10167 0 0
AMERICAN ELEC PWR INC 025537101 568 15627 SH DEFINED 02 15627 0 0
AMERICAN EXPRESS CO 025816109 218 5196 SH DEFINED 01 5196 0 0
AMERICAN EXPRESS CO 025816109 1,140 26746 SH DEFINED 02 26746 0 0
AMERICAN MED SYS HLDGS INC 02744MAB4 1,467 1179000 PRN DEFINED 01 1179000 0 0
AMERICREDIT CORP 03060R101 2,730 111617 SH DEFINED 01 111617 0 0
AMERIGON INC 03070L300 836 81200 SH DEFINED 01 81200 0 0
AMERISOURCEBERGEN CORP 03073E105 366 11975 SH DEFINED 02 11975 0 0
AMGEN INC 031162AQ3 6,491 6550000 PRN DEFINED 01 6550000 0 0
ANADARKO PETE CORP 032511107 211 3705 SH DEFINED 01 3705 0 0
ANGIOTECH PHARMACEUTICALS IN 034918102 120 208517 SH DEFINED 01 208517 0 0
ANIXTER INTL INC 035290AJ4 347 335000 PRN DEFINED 01 335000 0 0
ANNALY CAP MGMT INC 035710AA0 8,086 7345000 PRN DEFINED 01 7345000 0 0
AON CORP 037389103 1,304 33356 SH DEFINED 01 33356 0 0
APACHE CORP 037411105 807 8261 SH DEFINED 01 8261 0 0
APPLE INC 037833100 4,042 14245 SH DEFINED 01 14245 0 0
APPLE INC 037833100 737 2607 SH DEFINED 02 2607 0 0
APPLIED MICRO CIRCUITS CORP 03822W406 409 40900 SH DEFINED 01 40900 0 0
ARCELORMITTAL SA LUXEMBOURG 03938LAK0 14,451 10911000 SH DEFINED 01 10911000 0 0
ARCELORMITTAL SA LUXEMBOURG 03938L104 19,382 589221 SH DEFINED 02 589221 0 0
ARCHER DANIELS MIDLAND CO 039483102 2,180 68300 SH DEFINED 01 68300 0 0
ARENA PHARMACEUTICALS INC 040047102 313 199955 SH DEFINED 01 199955 0 0
ARMSTRONG WORLD INDS INC NEW 04247X102 264 6381 SH DEFINED 01 6381 0 0
ARRIS GROUP INC 04269Q100 167 17113 SH DEFINED 01 17113 0 0
ARVINMERITOR INC 043353AF8 1,983 1879000 PRN DEFINED 01 1879000 0 0
ATP OIL & GAS CORP 00208J108 281 20600 SH DEFINED 02 20600 0 0
AU OPTRONICS CORP 002255107 129 12348 SH DEFINED 01 12348 0 0
BALDOR ELEC CO 057741100 205 5090 SH DEFINED 01 5090 0 0
BALLARD PWR SYS INC NEW 058586108 17 10400 SH DEFINED 01 10400 0 0
BANCO BRADESCO S A 059460303 365 17955 SH DEFINED 01 17955 0 0
BANK OF AMERICA CORPORATION 060505104 2,626 200467 SH DEFINED 01 200467 0 0
BANK OF AMERICA CORPORATION 060505104 764 58223 SH DEFINED 02 58223 0 0
BANK OF AMERICA CORPORATION 060505104 368 28131 SH DEFINED 04 28131 0 0
BANK OF NEW YORK MELLON CORP 064058100 1,914 73282 SH DEFINED 01 73282 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
BARCLAYS BK PLC 06740C519 3,467 40000 SH DEFINED 01 40000 0 0
BARCLAYS BK PLC 06740C527 186 10800 SH DEFINED 02 10800 0 0
BARNES & NOBLE INC 067774109 162 10000 SH DEFINED 01 10000 0 0
BARNES & NOBLE INC 067774109 365 22557 SH DEFINED 02 22557 0 0
BARRICK GOLD CORP 067901108 462 10133 SH DEFINED 02 10133 0 0
BECKMAN COULTER INC 075811AD1 2,493 2439000 PRN DEFINED 01 2439000 0 0
BERKSHIRE HATHAWAY INC DEL 084670702 672 8135 SH DEFINED 01 8135 0 0
BEST BUY INC 086516101 2,635 64557 SH DEFINED 01 64557 0 0
BEST BUY INC 086516101 557 13635 SH DEFINED 02 13635 0 0
BHP BILLITON LTD 088606108 2,365 30993 SH DEFINED 01 30993 0 0
BIOMED REALTY TRUST INC 09063H107 1,051 58660 SH DEFINED 01 58660 0 0
BIOVAIL CORP 09067J109 2,229 89000 SH DEFINED 01 89000 0 0
BOEING CO 097023105 1,159 17337 SH DEFINED 02 17337 0 0
BORGWARNER INC 099724106 1,821 34624 SH DEFINED 01 34624 0 0
BOSTON PPTYS LTD PARTNERSHIP 10112RAG9 482 437000 PRN DEFINED 01 437000 0 0
BOSTON PPTYS LTD PARTNERSHIP 10112RAK0 649 644000 PRN DEFINED 01 644000 0 0
BP PLC 055622104 2,670 64874 SH DEFINED 01 64874 0 0
BRIGHAM EXPLORATION CO 109178103 344 18350 SH DEFINED 02 18350 0 0
BROCADE COMMUNICATIONS SYS I 111621306 360 61500 SH DEFINED 02 61500 0 0
BURGER KING HLDGS INC 121208201 236 9900 SH DEFINED 01 9900 0 0
CACI INTL INC 127190AD8 746 709000 PRN DEFINED 01 709000 0 0
CAMERON INTERNATIONAL CORP 13342BAB1 2,901 2250000 PRN DEFINED 01 2250000 0 0
CAREFUSION CORP 14170T101 1,701 68500 SH DEFINED 01 68500 0 0
CARMAX INC 143130102 1,141 40988 SH DEFINED 02 40988 0 0
CARNIVAL CORP 143658300 769 20189 SH DEFINED 02 20189 0 0
CASH AMER INTL INC 14754D100 1,167 33364 SH DEFINED 01 33364 0 0
CATERPILLAR INC DEL 149123101 5,815 73912 SH DEFINED 01 73912 0 0
CATERPILLAR INC DEL 149123101 788 10006 SH DEFINED 02 10006 0 0
CBOE HLDGS INC 12503M108 379 18800 SH DEFINED 01 18800 0 0
CEPHALON INC 156708AP4 6,378 4500000 PRN DEFINED 01 4500000 0 0
CEPHALON INC 156708AR0 76 68000 PRN DEFINED 01 68000 0 0
CF INDS HLDGS INC 125269100 988 10356 SH DEFINED 02 10356 0 0
CHARLES RIV LABS INTL INC 159864AB3 19 20000 PRN DEFINED 01 20000 0 0
CHARMING SHOPPES INC 161133AE3 16 21000 PRN DEFINED 01 21000 0 0
CHARTER COMMUNICATIONS INC D 16117M305 11,314 349205 SH DEFINED 01 305120 0 44085
CHENIERE ENERGY INC 16411RAE9 1,620 4000000 PRN DEFINED 01 4000000 0 0
CHESAPEAKE ENERGY CORP 165167BW6 936 976000 PRN DEFINED 01 976000 0 0
CHESAPEAKE ENERGY CORP 165167BZ9 5,930 6844000 PRN DEFINED 01 6844000 0 0
CHESAPEAKE ENERGY CORP 165167CA3 885 1040000 PRN DEFINED 01 1040000 0 0
CHESAPEAKE ENERGY CORP 165167CB1 34 45000 PRN DEFINED 01 45000 0 0
CHEVRON CORP NEW 166764100 18,793 231870 SH DEFINED 01 231870 0 0
CHICOS FAS INC 168615102 335 31942 SH DEFINED 02 31942 0 0
CHIMERA INVT CORP 16934Q109 3,573 904745 SH DEFINED 01 904745 0 0
CHINA BAK BATTERY INC 16936Y100 29 15900 SH DEFINED 01 15900 0 0
CHINA LIFE INS CO LTD 16939P106 718 12078 SH DEFINED 01 12078 0 0
CHINA LODGING GROUP LTD 16949N109 279 11900 SH DEFINED 01 11900 0 0
CHINA MOBILE LIMITED 16941M109 924 18081 SH DEFINED 01 18081 0 0
CHUNGHWA TELECOM CO LTD 17133Q106 320 14274 SH DEFINED 01 14274 0 0
CIENA CORP 171779AB7 177 198000 PRN DEFINED 01 198000 0 0
CIENA CORP 171779AE1 1,200 1625000 PRN DEFINED 01 1625000 0 0
CISCO SYS INC 17275R102 8,380 382649 SH DEFINED 01 382649 0 0
CISCO SYS INC 17275R102 1,569 71575 SH DEFINED 02 71575 0 0
CIT GROUP INC 125581801 865 21195 SH DEFINED 01 21195 0 0
CIT GROUP INC 125581801 204 5024 SH DEFINED 01 5024 0 0
CITIGROUP INC 172967101 8,084 2067586 SH DEFINED 01 2067586 0 0
CITIGROUP INC 172967101 75,836 1405558 SH DEFINED 02 1405558 0 0
CITRIX SYS INC 177376100 2,055 30122 SH DEFINED 01 30122 0 0
CMS ENERGY CORP 125896AW0 9,074 6500000 PRN DEFINED 01 6500000 0 0
COCA COLA CO 191216100 1,794 30634 SH DEFINED 02 30634 0 0
COCA COLA ENTERPRISES INC 191219104 267 8553 SH DEFINED 02 8553 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
COGNIZANT TECHNOLOGY SOLUTIO 192446102 1,689 26199 SH DEFINED 01 26199 0 0
COINSTAR INC 19259PAF9 3,880 3000000 PRN DEFINED 01 3000000 0 0
COMMONWEALTH REIT 203233101 286 11180 SH DEFINED 01 11180 0 0
COMMUNITY HEALTH SYS INC NEW 203668108 1,548 50000 SH DEFINED 01 50000 0 0
COMPLETE PRODUCTION SERVICES 20453E109 409 20000 SH DEFINED 02 20000 0 0
CONCEPTUS INC 206016AA5 47 50000 PRN DEFINED 01 50000 0 0
CONOCOPHILLIPS 20825C104 620 10809 SH DEFINED 01 10809 0 0
CONSTELLATION ENERGY GROUP I 210371100 423 13099 SH DEFINED 02 13099 0 0
CON-WAY INC 205944101 219 7091 SH DEFINED 01 7091 0 0
CORE MARK HOLDING 218681104 60 1966 SH DEFINED 01 1966 0 0
COVANTA HLDG CORP 22282EAA0 2,081 2157000 PRN DEFINED 01 2157000 0 0
CSX CORP 126408103 272 4933 SH DEFINED 02 4933 0 0
CUMMINS INC 231021106 297 3295 SH DEFINED 02 3295 0 0
CYPRESS SHARPRIDGE INVTS INC 23281A307 647 48500 SH DEFINED 01 48500 0 0
D R HORTON INC 23331ABB4 3,306 3000000 PRN DEFINED 01 3000000 0 0
D R HORTON INC 23331A109 895 81260 SH DEFINED 02 81260 0 0
DANA HLDG CORP 235825205 535 43481 SH DEFINED 01 43481 0 0
DANAHER CORP DEL 235851AF9 14,954 12673000 SH DEFINED 01 12673000 0 0
DEALERTRACK HLDGS INC 242309102 301 17668 SH DEFINED 01 17668 0 0
DEAN FOODS CO NEW 242370104 107 10616 SH DEFINED 02 10616 0 0
DEERE & CO 244199105 315 4501 SH DEFINED 02 4501 0 0
DELTA AIR LINES INC DEL 247361702 272 23431 SH DEFINED 01 23431 0 0
DELTA AIR LINES INC DEL 247361702 946 81290 SH DEFINED 01 81290 0 0
DEVON ENERGY CORP NEW 25179M103 208 3223 SH DEFINED 01 3223 0 0
DEX ONE CORP 25212W100 5839 475518 SH DEFINED 01 359173 0 116345
DIAMOND OFFSHORE DRILLING IN 25271C102 529 7881 SH DEFINED 02 7881 0 0
DIRECTV 25490A101 513 12327 SH DEFINED 02 12327 0 0
DOW CHEM CO 260543103 3,065 111641 SH DEFINED 01 111641 0 0
DR REDDYS LABS LTD 256135203 1,847 57522 SH DEFINED 02 57522 0 0
DRYSHIPS INC Y2109Q101 1,916 398400 SH DEFINED 01 398400 0 0
DST SYS INC DEL 233326AE7 241 219000 PRN DEFINED 01 219000 0 0
E M C CORP MASS 268648102 964 47471 SH DEFINED 01 47471 0 0
E M C CORP MASS 268648AM4 12,420 9000000 PRN DEFINED 01 9000000 0 0
E TRADE FINANCIAL CORP 269246401 1,237 84949 SH DEFINED 02 84949 0 0
EARTHLINK INC 270321AA0 4,884 4175000 PRN DEFINED 01 4175000 0 0
EDWARDS LIFESCIENCES CORP 28176E108 5,032 75050 SH DEFINED 01 75050 0 0
EMCORE CORP 290846104 15 18800 SH DEFINED 01 18800 0 0
ENER1 INC 29267A203 471 128000 SH DEFINED 01 128000 0 0
ENERGY CONVERSION DEVICES IN 292659109 53 10700 SH DEFINED 01 10700 0 0
ENERGY XXI (BERMUDA) LTD G10082140 1,264 54700 SH DEFINED 01 54700 0 0
ENTERGY CORP NEW 29364G103 210 2738 SH DEFINED 02 2738 0 0
EQUINIX INC 29444UAG1 2,755 2500000 PRN DEFINED 01 2500000 0 0
EQUINIX INC 29444UAH9 3,553 2500000 PRN DEFINED 01 2500000 0 0
ERICSSON L M TEL CO 294821608 109 10000 SH DEFINED 01 10000 0 0
ERP OPER LTD PARTNERSHIP 26884AAV5 258 250000 PRN DEFINED 01 250000 0 0
EXELON CORP 30161N101 1,020 23904 SH DEFINED 02 23904 0 0
EXPRESS SCRIPTS INC 302182100 261 5373 SH DEFINED 02 5373 0 0
EXTERRAN HLDGS INC 30225XAA1 6,878 5730000 PRN DEFINED 01 5730000 0 0
EXXON MOBIL CORP 30231G102 2,931 47438 SH DEFINED 01 47438 0 0
EXXON MOBIL CORP 30231G102 271 4396 SH DEFINED 02 4396 0 0
FAMILY DLR STORES INC 307000109 370 8462 SH DEFINED 02 8462 0 0
FEDERAL MOGUL CORP 313549404 1,552 82190 SH DEFINED 01 82190 0 0
FLUOR CORP NEW 343412102 305 6131 SH DEFINED 02 6131 0 0
FORD MTR CO DEL 345370CF5 1,616 1088000 PRN DEFINED 01 1088000 0 0
FORD MTR CO DEL 345370CN8 7,270 4876000 PRN DEFINED 01 4876000 0 0
FORD MTR CO DEL 345370134 226 52720 SH DEFINED 01 52720 0 0
FOREST LABS INC 345838106 2,080 67265 SH DEFINED 01 67265 0 0
FORTRESS INVESTMENT GROUP LLC 34958B106 217150.72 60487666 SH DEFINED 01 60487666 0 0
FREEPORT-MCMORAN COPPER & GO 35671D857 1,443 16900 SH DEFINED 01 16900 0 0
FREEPORT-MCMORAN COPPER & GO 35671D857 614 7268 SH DEFINED 02 7268 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
FTI CONSULTING INC 302941AB5 17 14000 PRN DEFINED 01 14000 0 0
FUELCELL ENERGY INC 35952H106 45 37300 SH DEFINED 01 37300 0 0
FURNITURE BRANDS INTL INC 360921100 73 13600 SH DEFINED 01 13600 0 0
GAP INC DEL 364760108 4,210 225970 SH DEFINED 02 225970 0 0
GENERAL ELECTRIC CO 369604103 2,052 125804 SH DEFINED 02 125804 0 0
GENERAL GROWTH PPTYS INC 370021107 3,572 229032 SH DEFINED 01 229032 0 0
GENERAL MLS INC 370334104 684 18779 SH DEFINED 02 18779 0 0
GENTIVA HEALTH SERVICES INC 37247A102 388 17800 SH DEFINED 02 17800 0 0
GENZYME CORP 372917104 773 10927 SH DEFINED 01 10927 0 0
GEORGIA GULF CORP 373200302 2,253 137908 SH DEFINED 01 125754 0 12154
GILEAD SCIENCES INC 375558AG8 4,736 4596000 PRN DEFINED 01 4596000 0 0
GILEAD SCIENCES INC 375558AH6 2,647 2412000 PRN DEFINED 01 2412000 0 0
GOL LINHAS AEREAS INTLG S A 38045R107 3,554 226125 SH DEFINED 02 226125 0 0
GOLDCORP INC NEW 380956409 785 18058 SH DEFINED 02 18058 0 0
GOLDEN STAR RES LTD CDA 38119TAC8 3,652 3093000 SH DEFINED 01 3093000 0 0
GOLDMAN SACHS GROUP INC 38141G104 17,077 118119 SH DEFINED 01 118119 0 0
GREAT ATLANTIC & PAC TEA INC 390064103 513 129690 SH DEFINED 01 129690 0 0
GREEN DOT CORP 39304D102 353 7300 SH DEFINED 01 7300 0 0
GSI COMMERCE INC 36238G102 592 24000 SH DEFINED 01 24000 0 0
GUSHAN ENVIRONMENTAL ENRGY L 40330W106 7 11800 SH DEFINED 01 11800 0 0
GYMBOREE CORP 403777105 1,038 25000 SH DEFINED 02 25000 0 0
HARTFORD FINL SVCS GROUP INC 416515104 273 11913 SH DEFINED 01 11913 0 0
HARTFORD FINL SVCS GROUP INC 416515104 2,350 101581 SH DEFINED 02 101581 0 0
HATTERAS FINL CORP 41902R103 930 32700 SH DEFINED 01 32700 0 0
HDFC BANK LTD 40415F101 433 2353 SH DEFINED 01 2353 0 0
HEALTH CARE REIT INC 42217K106 577 12190 SH DEFINED 01 12190 0 0
HEALTH CARE REIT INC 42217KAQ9 756 681000 PRN DEFINED 01 681000 0 0
HELICOS BIOSCIENCES CORP 42326R109 71 149500 SH DEFINED 01 149500 0 0
HERTZ GLOBAL HOLDINGS INC 42805TAA3 368 250000 PRN DEFINED 01 250000 0 0
HOLOGIC INC 436440AA9 948 1025000 PRN DEFINED 01 1025000 0 0
HONEYWELL INTL INC 438516106 941 21381 SH DEFINED 02 21381 0 0
HORNBECK OFFSHORE SVCS 440543106 179 9218 SH DEFINED 01 9218 0 0
HOST HOTELS & RESORTS INC 44107P104 234 16126 SH DEFINED 02 16126 0 0
HUDSON PAC PPTYS INC 444097109 184 11300 SH DEFINED 01 11300 0 0
HUDSON PAC PPTYS INC 444097109 192 11900 SH DEFINED 02 11900 0 0
HUMAN GENOME SCIENCES INC 444903108 202 6800 SH DEFINED 01 6800 0 0
HUMAN GENOME SCIENCES INC 444903AK4 4,987 2500000 PRN DEFINED 01 2500000 0 0
ICICI BK LTD 45104G104 284 5717 SH DEFINED 01 5717 0 0
ICICI BK LTD 45104G104 988 19835 SH DEFINED 02 19835 0 0
IDENIX PHARMACEUTICALS INC 45166R204 936 301476 SH DEFINED 02 301476 0 0
IMAX CORP 45245E109 337 20000 SH DEFINED 01 20000 0 0
INFORMATICA CORP 45666QAB8 21,296 11020000 PRN DEFINED 01 11020000 0 0
INFOSYS TECHNOLOGIES LTD 456788108 284 4225 SH DEFINED 01 4225 0 0
INGERSOLL-RAND GLOBAL HLDG C 45687AAD4 5,014 2457000 SH DEFINED 01 2457000 0 0
INNOPHOS HOLDINGS INC 45774N108 342 10360 SH DEFINED 01 10360 0 0
INTEL CORP 458140100 1,176 61184 SH DEFINED 02 61184 0 0
INTEL CORP 458140AD2 1,730 1752000 PRN DEFINED 01 1752000 0 0
INTERNATIONAL BUSINESS MACHS 459200101 231 1729 SH DEFINED 01 1729 0 0
INTERNATIONAL BUSINESS MACHS 459200101 260 1939 SH DEFINED 02 1939 0 0
INTERNATIONAL COAL GRP INC N 45928HAG1 496 431000 PRN DEFINED 01 431000 0 0
INTERNATIONAL GAME TECHNOLOG 459902AQ5 4,335 4003000 PRN DEFINED 01 4003000 0 0
INTERPUBLIC GROUP COS INC 460690BA7 1,178 1083000 PRN DEFINED 01 1083000 0 0
INTERSIL CORP 46069S109 3,607 308601 SH DEFINED 01 308601 0 0
INTUIT 461202103 1,022 23350 SH DEFINED 01 23350 0 0
INTUITIVE SURGICAL INC 46120E602 230 813 SH DEFINED 02 813 0 0
INVITROGEN CORP 46185RAK6 63 56000 PRN DEFINED 01 56000 0 0
ISHARES INC 464286400 3,941 51569 SH DEFINED 02 51569 0 0
ISHARES INC 464286673 196 14868 SH DEFINED 02 14868 0 0
ISHARES INC 464286848 121 12247 SH DEFINED 02 12247 0 0
ISHARES INC 464286871 1,305 71965 SH DEFINED 02 71965 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
ISHARES SILVER TRUST 46428Q109 4,168 195600 SH DEFINED 01 195600 0 0
ISHARES TR 464287101 629 12215 SH DEFINED 02 12215 0 0
ISHARES TR 464287242 1,236 10932 SH DEFINED 02 10932 0 0
ISHARES TR 464287473 231 5727 SH DEFINED 02 5727 0 0
ISHARES TR 464287598 273 4629 SH DEFINED 02 4629 0 0
ISHARES TR 464287622 315 4991 SH DEFINED 02 4991 0 0
ISHARES TR 464287739 268 5076 SH DEFINED 02 5076 0 0
ISHARES TR 464287846 19,144 334 SH DEFINED 02 334 0 0
ISHARES TR 464288182 1,131 18700 SH DEFINED 02 18700 0 0
ISHARES TR 464288372 748 21775 SH DEFINED 01 21775 0 0
ISIS PHARMACEUTICALS INC 464330109 433 51600 SH DEFINED 01 51600 0 0
ITAU UNIBANCO HLDG SA 465562106 519 21483 SH DEFINED 01 21483 0 0
JABIL CIRCUIT INC 466313103 492 34267 SH DEFINED 02 34267 0 0
JEFFERIES GROUP INC NEW 472319AG7 927 918000 PRN DEFINED 01 918000 0 0
JOHNSON & JOHNSON 478160104 1,010 16246 SH DEFINED 02 16246 0 0
JPMORGAN CHASE & CO 46625H100 2,689 70673 SH DEFINED 01 70673 0 0
JPMORGAN CHASE & CO 46625H100 9,087 238287 SH DEFINED 02 238287 0 0
K V PHARMACEUTICAL CO 482740AC1 2,340 4000000 PRN DEFINED 01 4000000 0 0
KB FINANCIAL GROUP INC 48241A105 251 5875 SH DEFINED 01 5875 0 0
KELLOGG CO 487836108 216 4300 SH DEFINED 02 4300 0 0
KIMBERLY CLARK CORP 494368103 212 3257 SH DEFINED 02 3257 0 0
KINROSS GOLD CORP 496902404 959 51078 SH DEFINED 02 51078 0 0
KLA-TENCOR CORP 482480100 501 14378 SH DEFINED 02 14378 0 0
KOREA ELECTRIC PWR 500631106 153 11868 SH DEFINED 01 11868 0 0
KRAFT FOODS INC 50075N104 878 28313 SH DEFINED 02 28313 0 0
KRATON PERFORMANCE POLYMERS 50077C106 304 11200 SH DEFINED 01 11200 0 0
KROGER CO 501044101 494 22824 SH DEFINED 01 22824 0 0
L-3 COMMUNICATIONS CORP 502413AW7 5,522 5484000 PRN DEFINED 01 5484000 0 0
LABORATORY CORP AMER HLDGS 50540RAG7 5,099 4836000 SH DEFINED 01 4836000 0 0
LAS VEGAS SANDS CORP 517834107 2,578 74000 SH DEFINED 01 74000 0 0
LEAR CORP 521865204 1,586 20104 SH DEFINED 01 17284 0 2820
LEVEL 3 COMMUNICATIONS INC 52729N100 1,213 1295600 SH DEFINED 01 1295600 0 0
LEVEL 3 COMMUNICATIONS INC 52729NBF6 119 120000 PRN DEFINED 01 120000 0 0
LEVEL 3 COMMUNICATIONS INC 52729NBK5 47 50000 PRN DEFINED 01 50000 0 0
LIBERTY MEDIA CORP 530715AR2 19 30000 PRN DEFINED 01 30000 0 0
LIBERTY MEDIA CORP NEW 530718AF2 141 129000 PRN DEFINED 01 129000 0 0
LIFEPOINT HOSPITALS INC 53219LAG4 2,788 2850000 PRN DEFINED 01 2850000 0 0
LINCARE HLDGS INC 532791AE0 5,317 5000000 PRN DEFINED 01 5000000 0 0
LINCOLN NATL CORP IND 534187109 2,859 119524 SH DEFINED 01 119524 0 0
LINEAR TECHNOLOGY CORP 535678106 949 30940 SH DEFINED 02 30940 0 0
LIQUIDITY SERVICES INC 53635B107 377 23600 SH DEFINED 01 23600 0 0
LOCKHEED MARTIN CORP 539830109 295 4117 SH DEFINED 02 4117 0 0
LORILLARD INC 544147101 863 10754 SH DEFINED 01 10754 0 0
LOUISIANA PAC CORP 546347105 333 44000 SH DEFINED 01 44000 0 0
LUCENT TECHNOLOGIES INC 549463AH0 1,154 1255000 PRN DEFINED 01 1255000 0 0
M & T BK CORP 55261F104 583 7106 SH DEFINED 02 7106 0 0
MAGMA DESIGN AUTOMATION 559181102 98 26500 SH DEFINED 01 26500 0 0
MANITOWOC INC 563571108 1,132 93500 SH DEFINED 01 93500 0 0
MARINER ENERGY INC 56845T305 627 25895 SH DEFINED 01 25895 0 0
MASCO CORP 574599BB1 167 321000 SH DEFINED 01 321000 0 0
MBIA INC 55262C100 3,948 392911 SH DEFINED 01 392911 0 0
MCAFEE INC 579064106 3,308 70009 SH DEFINED 01 70009 0 0
MCCLATCHY CO 579489105 157 40000 SH DEFINED 01 40000 0 0
MCDONALDS CORP 580135101 1,928 25958 SH DEFINED 02 25958 0 0
MCKESSON CORP 58155Q103 235 3793 SH DEFINED 02 3793 0 0
MEAD JOHNSON NUTRITION CO 582839106 3,428 60493 SH DEFINED 02 60493 0 0
MECHEL OAO 583840103 2,253 90698 SH DEFINED 02 90698 0 0
MEDCO HEALTH SOLUTIONS INC 58405U102 2,202 42306 SH DEFINED 01 42306 0 0
MEDTRONIC INC 585055AM8 8,621 8621000 PRN DEFINED 01 8621000 0 0
MEMC ELECTR MATLS INC 552715104 1,414 118637 SH DEFINED 01 118637 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
MERCK & CO INC NEW 58933Y105 852 23155 SH DEFINED 01 23155 0 0
MERCK & CO INC NEW 58933Y105 586 15795 SH DEFINED 02 15795 0 0
METLIFE INC 59156R108 1,376 35301 SH DEFINED 02 35301 0 0
MF GLOBAL LTD 55276YAB2 93 81000 PRN DEFINED 01 81000 0 0
MGIC INVT CORP WIS 552848AD5 1,088 1000000 PRN DEFINED 01 1000000 0 0
MICROCHIP TECHNOLOGY INC 595017AB0 1,009 900000 PRN DEFINED 01 900000 0 0
MICRON TECHNOLOGY INC 595112103 1,471 204090 SH DEFINED 01 204090 0 0
MICRON TECHNOLOGY INC 595112103 111 15450 SH DEFINED 02 15450 0 0
MICRON TECHNOLOGY INC 595112AH6 4,655 5216000 PRN DEFINED 01 5216000 0 0
MICRON TECHNOLOGY INC 595112AJ2 4,770 3003000 PRN DEFINED 01 3003000 0 0
MICROSOFT CORP 594918104 23,489 959131 SH DEFINED 01 959131 0 0
MILLICOM INTL CELLULAR S A L6388F110 1,919 20000 SH DEFINED 01 20000 0 0
MILLICOM INTL CELLULAR S A L6388F110 424 4443 SH DEFINED 02 4443 0 0
MINEFINDERS LTD 602900AB8 1,613 1500000 SH DEFINED 01 1500000 0 0
MOBILE TELESYSTEMS OJSC 607409109 6,150 292583 SH DEFINED 02 292583 0 0
MOHAWK INDS INC 608190104 290 5468 SH DEFINED 02 5468 0 0
MOLSON COORS BREWING CO 60871RAA8 125 112000 PRN DEFINED 01 112000 0 0
MOLYCORP INC DEL 608753109 557 19700 SH DEFINED 01 19700 0 0
MONSANTO CO NEW 61166W101 26,094 544432 SH DEFINED 01 544432 0 0
MONSANTO CO NEW 61166W101 7,327 152584 SH DEFINED 02 152584 0 0
MORGAN STANLEY 617446448 545 22100 SH DEFINED 01 22100 0 0
MOSAIC CO 61945A107 205 3500 SH DEFINED 01 3500 0 0
MOTOROLA INC 620076109 2,033 238422 SH DEFINED 01 238422 0 0
MUELLER WTR PRODS INC 624758108 764 253300 SH DEFINED 01 253300 0 0
NASH FINCH CO 631158102 518 12195 SH DEFINED 01 12195 0 0
NASH FINCH CO 631158AD4 1,169 2362000 PRN DEFINED 01 2362000 0 0
NAVISTAR INTL CORP NEW 63934E108 901 20650 SH DEFINED 01 20650 0 0
NAVISTAR INTL CORP NEW 63934EAL2 3,028 2698000 PRN DEFINED 01 2698000 0 0
NBTY INC 628782104 558 10150 SH DEFINED 01 10150 0 0
NETAPP INC 64110DAB0 7,802 4788000 PRN DEFINED 01 4788000 0 0
NETEZZA CORP 64111N101 269 10000 SH DEFINED 01 10000 0 0
NETEZZA CORP 64111N101 840 31249 SH DEFINED 02 31249 0 0
NETLIST INC 64118P109 1,407 472360 SH DEFINED 01 472360 0 0
NEWMONT MINING CORP 651639106 4,421 70400 SH DEFINED 01 70400 0 0
NEWMONT MINING CORP 651639AH9 1,441 993000 PRN DEFINED 01 993000 0 0
NII HLDGS INC 62913FAJ1 3,655 3770000 PRN DEFINED 01 3770000 0 0
NORDSTROM INC 655664100 10,819 290838 SH DEFINED 01 290838 0 0
NORTHROP GRUMMAN CORP 666807102 293 4859 SH DEFINED 02 4859 0 0
NOVARTIS A G 66987V109 576 10000 SH DEFINED 01 10000 0 0
NPS PHARMACEUTICALS INC 62936P103 181 26500 SH DEFINED 01 26500 0 0
NRG ENERGY INC 629377508 367 17650 SH DEFINED 01 17650 0 0
NUTRI SYS INC NEW 67069D108 495 25756 SH DEFINED 01 25756 0 0
NYSE EURONEXT 629491101 1,551 54289 SH DEFINED 01 54289 0 0
OASIS PETE INC NEW 674215108 718 37100 SH DEFINED 01 37100 0 0
OCCIDENTAL PETE CORP DEL 674599105 475 6075 SH DEFINED 01 6075 0 0
OIL STS INTL INC 678026AB1 1,850 1208000 PRN DEFINED 01 1208000 0 0
OLD REP INTL CORP 680223104 988 71385 SH DEFINED 01 71385 0 0
OLD REP INTL CORP 680223AF1 7,610 5832000 PRN DEFINED 01 5832000 0 0
OMNICARE INC 681904AL2 278 323000 PRN DEFINED 01 323000 0 0
OMNIVISION TECHNOLOGIES INC 682128103 1,547 67147 SH DEFINED 01 67147 0 0
ONYX PHARMACEUTICALS INC 683399109 413 15683 SH DEFINED 01 15683 0 0
OPLINK COMMUNICATIONS INC 68375Q403 1,608 79500 SH DEFINED 02 79500 0 0
ORACLE CORP 68389X105 15,887 591701 SH DEFINED 01 591701 0 0
ORASURE TECHNOLOGIES INC 68554V108 506 125000 SH DEFINED 01 125000 0 0
ORIGIN AGRITECH LIMITED G67828106 680 83379 SH DEFINED 02 83379 0 0
ORMAT TECHNOLOGIES INC 686688102 273 9370 SH DEFINED 01 9370 0 0
OWENS ILL INC 690768403 202 7200 SH DEFINED 01 7200 0 0
PACCAR INC 693718108 515 10784 SH DEFINED 02 10784 0 0
PACTIV CORP 695257105 2,796 84808 SH DEFINED 01 84808 0 0
PDL BIOPHARMA INC 69329Y104 404 76900 SH DEFINED 01 76900 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
PETROHAWK ENERGY CORP 716495106 606 37553 SH DEFINED 01 37553 0 0
PETROHAWK ENERGY CORP 716495106 234 14513 SH DEFINED 02 14513 0 0
PETROLEO BRASILEIRO SA PETRO 71654V101 341 10392 SH DEFINED 01 10392 0 0
PETROLEO BRASILEIRO SA PETRO 71654V408 785 21832 SH DEFINED 02 21832 0 0
PFIZER INC 717081103 7,726 450000 SH DEFINED 01 450000 0 0
PFIZER INC 717081103 482 27784 SH DEFINED 02 27784 0 0
PG&E CORP 69331C108 464 10220 SH DEFINED 01 10220 0 0
PG&E CORP 69331C108 279 6127 SH DEFINED 02 6127 0 0
PHARMACYCLICS INC 716933106 189 23500 SH DEFINED 01 23500 0 0
PHH CORP 693320AH6 1,172 1000000 PRN DEFINED 01 1000000 0 0
PIEDMONT OFFICE REALTY TR IN 720190206 1,032 54579 SH DEFINED 01 54579 0 0
PLACER DOME INC 725906AK7 376 200000 SH DEFINED 01 200000 0 0
PLAINS EXPL& PRODTN CO 726505100 3,554 133267 SH DEFINED 01 133267 0 0
PLUM CREEK TIMBER CO INC 729251108 1,506 42675 SH DEFINED 01 42675 0 0
PNC FINL SVCS GROUP INC 693475105 3,275 63108 SH DEFINED 01 63108 0 0
POLYCOM INC 73172K104 862 31604 SH DEFINED 01 31604 0 0
POSCO 693483109 382 3357 SH DEFINED 01 3357 0 0
POTASH CORP SASK INC 73755L107 1,627 11300 SH DEFINED 01 11300 0 0
POTLATCH CORP NEW 737630103 1,088 32000 SH DEFINED 01 32000 0 0
POWERSHARES QQQ TRUST 73935A104 8,299 169126 SH DEFINED 01 169126 0 0
PPL CORP 69351T106 989 36328 SH DEFINED 01 36328 0 0
PROCTER & GAMBLE CO 742718109 1,799 30000 SH DEFINED 01 30000 0 0
PROCTER & GAMBLE CO 742718109 475 7882 SH DEFINED 02 7882 0 0
PROGRESSIVE CORP OHIO 743315103 909 43592 SH DEFINED 01 43592 0 0
PROLOGIS 743410102 581 48451 SH DEFINED 02 48451 0 0
PROLOGIS 743410AQ5 1,209 1250000 PRN DEFINED 01 1250000 0 0
PROLOGIS 743410AY8 2,961 3000000 PRN DEFINED 01 3000000 0 0
PROSPECT CAPITAL CORPORATION 74348T102 149 15400 SH DEFINED 01 15400 0 0
PROTALIX BIOTHERAPEUTICS INC 74365A101 347 40000 SH DEFINED 02 40000 0 0
PRUDENTIAL FINL INC 744320102 6,347 117150 SH DEFINED 01 117150 0 0
PUBLIC SVC ENTERPRISE GROUP 744573106 832 25096 SH DEFINED 02 25096 0 0
PULTE GROUP INC 745867101 452 51660 SH DEFINED 01 51660 0 0
QLIK TECHNOLOGIES INC 74733T105 227 10300 SH DEFINED 01 10300 0 0
QUAD / GRAPHICS INC 747301109 517 11082 SH DEFINED 01 7696 0 3386
QUALCOMM INC 747525103 6,788 150413 SH DEFINED 01 150413 0 0
QUALITY DISTR INC FLA 74756M102 1,286 202006 SH DEFINED 01 179784 0 22222
QUANTUM FUEL SYS TECH WORLDW 74765E109 37 74800 SH DEFINED 01 74800 0 0
QUIKSILVER INC 74838C106 500 127890 SH DEFINED 01 127890 0 0
QWEST COMMUNICATIONS INTL IN 749121BY4 3,324 2540000 PRN DEFINED 01 2540000 0 0
RADIANT SYSTEMS INC 75025N102 234 13700 SH DEFINED 01 13700 0 0
RASER TECHNOLOGIES INC 754055101 37 160800 SH DEFINED 01 160800 0 0
RAYONIER INC 754907103 1,573 31400 SH DEFINED 01 31400 0 0
RAYONIER TRS HLDGS INC 75508AAB2 1,361 1246000 PRN DEFINED 01 1246000 0 0
RAYTHEON CO 755111507 312 6837 SH DEFINED 02 6837 0 0
REALD INC 75604L105 205 11100 SH DEFINED 01 11100 0 0
REALPAGE INC 75606N109 207 10900 SH DEFINED 01 10900 0 0
REALTY INCOME CORP 756109104 277 8220 SH DEFINED 01 8220 0 0
REGAL ENTMT GROUP 758766109 2,296 175000 SH DEFINED 01 175000 0 0
REGIS CORP MINN 758932107 573 30000 SH DEFINED 01 30000 0 0
REGIS CORP MINN 758932AA5 1,408 1000000 PRN DEFINED 01 1000000 0 0
RESEARCH IN MOTION LTD 760975102 627 12887 SH DEFINED 01 12887 0 0
RESEARCH IN MOTION LTD 760975102 416 8494 SH DEFINED 02 8494 0 0
RETAIL HOLDRS TR 76127U101 2,818 28550 SH DEFINED 01 28550 0 0
RIO TINTO PLC 767204100 2,443 41604 SH DEFINED 01 41604 0 0
ROWAN COS INC 779382100 1,025 34591 SH DEFINED 02 34591 0 0
RUBICON TECHNOLOGY INC 78112T107 2,055 90609 SH DEFINED 01 90609 0 0
RUDDICK CORP 781258108 512 14792 SH DEFINED 01 14792 0 0
SAFEWAY INC 786514208 552 26107 SH DEFINED 01 26107 0 0
SANDERSON FARMS INC 800013104 571 13729 SH DEFINED 02 13729 0 0
SANDISK CORP 80004CAC5 2,504 2727000 PRN DEFINED 01 2727000 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
SANDISK CORP 80004CAD3 4,097 4406000 PRN DEFINED 01 4406000 0 0
SANDRIDGE ENERGY INC 80007P307 366 64500 SH DEFINED 02 64500 0 0
SBA COMMUNICATIONS CORP 78388JAM8 11,631 7910000 PRN DEFINED 01 7910000 0 0
SBA COMMUNICATIONS CORP 78388JAN6 2,050 1846000 PRN DEFINED 01 1846000 0 0
SCHLUMBERGER LTD 806857108 757 12302 SH DEFINED 01 12302 0 0
SEAGATE TECHNOLOGY PLC G7945M107 5,902 501241 SH DEFINED 01 501241 0 0
SELECT SECTOR SPDR TR 81369Y308 358 12842 SH DEFINED 02 12842 0 0
SELECT SECTOR SPDR TR 81369Y100 25,749 785514 SH DEFINED 01 785514 0 0
SELECT SECTOR SPDR TR 81369Y209 269 8837 SH DEFINED 02 8837 0 0
SELECT SECTOR SPDR TR 81369Y605 1,049 72698 SH DEFINED 02 72698 0 0
SEMICONDUCTOR HLDRS TR 816636203 665 24000 SH DEFINED 02 24000 0 0
SESI L L C 78412FAH7 485 500000 PRN DEFINED 01 500000 0 0
SILICONWARE PRECISION INDS L 827084864 123 22801 SH DEFINED 01 22801 0 0
SIX FLAGS ENTMT CORP NEW 83001A102 877 19953 SH DEFINED 01 19953 0 0
SMITHFIELD FOODS INC 832248AR9 2,732 2597000 PRN DEFINED 01 2597000 0 0
SMURFIT-STONE CONTAINER CORP 83272A104 10,780 586849 SH DEFINED 01 452824 0 134025
SOCIEDAD QUIMICA MINERA DE C 833635105 220 4578 SH DEFINED 01 4578 0 0
SOLUTIA INC 834376501 2,891 180511 SH DEFINED 01 167289 0 13222
SOTHEBYS 835898107 940 25537 SH DEFINED 01 25537 0 0
SPDR DOW JONES INDL AVRG ETF 78467X109 18,182 168500 SH DEFINED 01 168500 0 0
SPDR GOLD TRUST 78463V107 86,707 677877 SH DEFINED 01 677877 0 0
SPDR GOLD TRUST 78463V107 383 3017 SH DEFINED 02 3017 0 0
SPDR S&P 500 ETF TR 78462F103 140,098 1227533 SH DEFINED 01 1227533 0 0
SPDR SERIES TRUST 78464A417 2,000 50000 SH DEFINED 01 50000 0 0
SPDR SERIES TRUST 78464A888 989 63027 SH DEFINED 02 63027 0 0
SPRINT NEXTEL CORP 852061100 1,048 226550 SH DEFINED 01 226550 0 0
ST JUDE MED INC 790849103 1,573 40000 SH DEFINED 01 40000 0 0
STANLEY BLACK & DECKER INC 854502101 402 6571 SH DEFINED 01 6571 0 0
STEEL DYNAMICS INC 858119AP5 1,348 1193000 PRN DEFINED 01 1193000 0 0
STERLITE INDS INDIA LTD 859737AB4 897 927000 SH DEFINED 01 927000 0 0
STRYKER CORP 863667101 247 4901 SH DEFINED 02 4901 0 0
SUPERVALU INC 868536103 566 49149 SH DEFINED 01 49149 0 0
SVB FINL GROUP 78486QAB7 6,669 6548000 PRN DEFINED 01 6548000 0 0
SYMANTEC CORP 871503AF5 1,839 1704000 PRN DEFINED 01 1704000 0 0
TAIWAN SEMICONDUCTOR MFG LTD 874039100 449 44289 SH DEFINED 01 44289 0 0
TAIWAN SEMICONDUCTOR MFG LTD 874039100 506 50000 SH DEFINED 02 50000 0 0
TAKE-TWO INTERACTIVE SOFTWAR 874054AA7 3,567 3030000 PRN DEFINED 01 3030000 0 0
TALBOTS INC 874161102 306 23393 SH DEFINED 01 23393 0 0
TECH DATA CORP 878237AE6 17 17000 PRN DEFINED 01 17000 0 0
TEKELEC 879101103 2,331 179894 SH DEFINED 01 179894 0 0
TERADATA CORP DEL 88076W103 1,171 30386 SH DEFINED 01 30386 0 0
TEREX CORP NEW 880779AV5 5,234 3291000 PRN DEFINED 01 3291000 0 0
TESLA MTRS INC 88160R101 436 21400 SH DEFINED 01 21400 0 0
TEVA PHARMACEUTICAL FIN CO B 88165FAA0 2,813 2408000 SH DEFINED 01 2408000 0 0
TEVA PHARMACEUTICAL FIN II L 88164RAB3 1,559 1025000 PRN DEFINED 01 1025000 0 0
TEVA PHARMACEUTICAL FIN LLC 88163VAE9 130 107000 PRN DEFINED 01 107000 0 0
TEXTRON INC 883203101 2,073 100872 SH DEFINED 01 100872 0 0
TEXTRON INC 883203BN0 17,826 10483000 PRN DEFINED 01 10483000 0 0
THERMO FISHER SCIENTIFIC INC 883556102 3,880 81044 SH DEFINED 01 81044 0 0
TIFFANY & CO NEW 886547108 404 8691 SH DEFINED 02 8691 0 0
TIME WARNER CABLE INC 88732J207 302 5595 SH DEFINED 02 5595 0 0
TIME WARNER TELECOM INC 887319AC5 1,162 1000000 PRN DEFINED 01 1000000 0 0
TORONTO DOMINION BK ONT 891160509 1,022 14150 SH DEFINED 01 14150 0 0
TOWERS WATSON & CO 891894107 290 5900 SH DEFINED 01 5900 0 0
TRANSDIGM GROUP INC 893641100 273 4400 SH DEFINED 02 4400 0 0
TRANSOCEAN INC 893830AU3 2,033 2045000 SH DEFINED 01 2045000 0 0
TRANSOCEAN INC 893830AV1 2,444 2505000 SH DEFINED 01 2505000 0 0
TRANSOCEAN INC 893830AW9 10 11000 SH DEFINED 01 11000 0 0
TRW AUTOMOTIVE HLDGS CORP 87264S106 7,896 190000 SH DEFINED 01 190000 0 0
TYSON FOODS INC 902494103 512 32581 SH DEFINED 02 32581 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- ----------------- ---------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- -------- ------ ------
TYSON FOODS INC 902494AP8 7,086 6000000 PRN DEFINED 01 6000000 0 0
UAL CORP 902549807 2,564 108410 SH DEFINED 01 108410 0 0
UAL CORP 902549AH7 2,422 2400000 PRN DEFINED 01 2400000 0 0
UDR INC 902653104 566 26810 SH DEFINED 01 26810 0 0
UIL HLDG CORP 902748102 1,912 67900 SH DEFINED 01 67900 0 0
UNION PAC CORP 907818108 245 3008 SH DEFINED 02 3008 0 0
UNITED MICROELECTRONICS CORP 910873405 182 65507 SH DEFINED 01 65507 0 0
UNITED RENTALS INC 911363AL3 857 565000 PRN DEFINED 01 565000 0 0
UNITED STATES NATL GAS FUND 912318102 1,542 250000 SH DEFINED 01 250000 0 0
UNITED STATES OIL FUND LP 91232N108 938 27323 SH DEFINED 02 27323 0 0
UNITED STATES STL CORP NEW 912909108 526 12000 SH DEFINED 01 12000 0 0
UNITED STATES STL CORP NEW 912909AE8 11,894 7694000 PRN DEFINED 01 7694000 0 0
UNITED TECHNOLOGIES CORP 913017109 628 8779 SH DEFINED 02 8779 0 0
UNITED THERAPEUTICS CORP DEL 91307CAD4 7,196 4750000 PRN DEFINED 01 4750000 0 0
UQM TECHNOLOGIES INC 903213106 104 40800 SH DEFINED 01 40800 0 0
URS CORP NEW 903236107 288 7600 SH DEFINED 01 7600 0 0
US BANCORP DEL 902973304 1,933 89306 SH DEFINED 02 89306 0 0
VALE CAP II 91912F201 5,860 66300 PRN DEFINED 01 66300 0 0
VALE CAP II 91912F300 4,612 51000 PRN DEFINED 01 51000 0 0
VALE S A 91912E105 1,312 41958 SH DEFINED 01 41958 0 0
VALEANT PHARMACEUTICALS INTL 91911X104 2,580 103015 SH DEFINED 01 103015 0 0
VALEANT PHARMACEUTICALS INTL 91911XAD6 3,090 1616000 PRN DEFINED 01 1616000 0 0
VALERO ENERGY CORP NEW 91913Y100 2,395 136779 SH DEFINED 01 136779 0 0
VALMONT INDS INC 920253101 567 7840 SH DEFINED 01 7840 0 0
VARIAN MED SYS INC 92220P105 260 4285 SH DEFINED 02 4285 0 0
VCA ANTECH INC 918194101 576 27373 SH DEFINED 02 27373 0 0
VERIZON COMMUNICATIONS INC 92343V104 4,156 126914 SH DEFINED 02 126914 0 0
VIRGIN MEDIA INC 92769LAB7 4,419 3000000 PRN DEFINED 01 3000000 0 0
VISA INC 92826C839 116,379 1567185 SH DEFINED 01 1567185 0 0
VMWARE INC 928563402 1,714 20188 SH DEFINED 01 20188 0 0
VOLCANO CORPORATION 928645100 982 37808 SH DEFINED 01 37808 0 0
VORNADO RLTY L P 929043AC1 2,742 2406000 PRN DEFINED 01 2406000 0 0
VORNADO RLTY L P 929043AE7 815 800000 PRN DEFINED 01 800000 0 0
VULCAN MATLS CO 929160109 768 20807 SH DEFINED 02 20807 0 0
WABASH NATL CORP 929566107 291 36000 SH DEFINED 01 36000 0 0
WELLPOINT INC 94973V107 3,681 65000 SH DEFINED 01 65000 0 0
WELLS FARGO & CO NEW 949746101 7,394 294431 SH DEFINED 01 294431 0 0
WELLS FARGO & CO NEW 949746101 2,074 82627 SH DEFINED 02 82627 0 0
WHITING PETE CORP NEW 966387102 1,038 10877 SH DEFINED 01 10877 0 0
WHOLE FOODS MKT INC 966837106 505 13610 SH DEFINED 01 13610 0 0
WIMM BILL DANN FOODS OJSC 97263M109 779 34956 SH DEFINED 02 34956 0 0
WINN DIXIE STORES INC 974280307 496 69646 SH DEFINED 01 69646 0 0
WINTHROP RLTY TR 976391300 202 16400 SH DEFINED 01 16400 0 0
WORLD FUEL SVCS CORP 981475106 764 29380 SH DEFINED 01 29380 0 0
XEROX CORP 984121103 517 50000 SH DEFINED 01 50000 0 0
XEROX CORP 984121103 168 16289 SH DEFINED 02 16289 0 0
XILINX INC 983919AD3 134 138000 PRN DEFINED 01 138000 0 0
YAHOO INC 984332106 8,685 612925 SH DEFINED 01 612925 0 0
ZIMMER HLDGS INC 98956P102 1,486 28400 SH DEFINED 01 28400 0 0
ZIONS BANCORPORATION 989701107 1,617 75643 SH DEFINED 02 75643 0 0
ZOLTEK COS INC 98975W104 466 48000 SH DEFINED 01 48000 0 0