-----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, RExtyFzopIExLe9386PGdZeE+xDpxrYl2TDf7zak/8JNm9LHzspu2SCw0y4UKwba Ppfz0rB+KQmAxw/9h5Dg/w== 0001085146-09-000973.txt : 20090213 0001085146-09-000973.hdr.sgml : 20090213 20090213112304 ACCESSION NUMBER: 0001085146-09-000973 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090213 DATE AS OF CHANGE: 20090213 EFFECTIVENESS DATE: 20090213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JEFFERIES GROUP INC /DE/ CENTRAL INDEX KEY: 0001084580 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 954719745 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10917 FILM NUMBER: 09599570 BUSINESS ADDRESS: STREET 1: 520 MADISON AVENUE STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-284-2550 MAIL ADDRESS: STREET 1: 520 MADISON AVENUE STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 FORMER COMPANY: FORMER CONFORMED NAME: JEF HOLDING CO INC DATE OF NAME CHANGE: 19990419 13F-HR 1 jeff4q08.txt JEFFERIES GROUP INC. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Jefferies Group Inc. Address: 520 Madison Ave., 12th Floor New York, NY 10022 13F File Number: 28-10917 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: Roland Kelly Title: Assistant Secretary Phone: 310- 914-1373 Signature, Place, and Date of Signing: /s/ Roland Kelly Los Angeles, CA February 11, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form13F Information Table Entry Total: 935 Form13F Information Table Value Total: $1,219,361 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 01 28-13184 Jefferies & Company, Inc. 02 28-11239 Jefferies Asset Management, LLC 04 28-13012 Jefferies High Yield Trading, LLC FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 985 1670 SH PUT SOLE 01 1670 0 0 3M CO COM 88579Y101 9739 169255 SH SOLE 01 169255 0 0 ABBOTT LABS COM 002824100 1139 21336 SH SOLE 01 21336 0 0 ABBOTT LABS COM 002824100 395 250000 SH CALL SOLE 01 250000 0 0 ABBOTT LABS COM 002824100 360 250000 SH PUT SOLE 01 250000 0 0 ABERCROMBIE & FITCH CO CL A 002896207 4267 192100 SH SOLE 02 192100 0 0 ABITIBIBOWATER INC COM 003687100 10 21833 SH SOLE 01 21833 0 0 ADOBE SYS INC COM 00724F101 524 24601 SH SOLE 01 24601 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 61 30000 SH CALL SOLE 01 30000 0 0 AEROPOSTALE COM 007865108 1913 235800 SH SOLE 01 02 235800 0 0 AEROPOSTALE COM 007865108 506 31000 SH CALL SOLE 02 31000 0 0 AEROPOSTALE COM 007865108 1680 192900 SH PUT SOLE 01 192900 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 540 97600 SH PUT SOLE 01 97600 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1319 28712 SH SOLE 01 28712 0 0 AFFILIATED MANAGERS GROUP COM 008252108 4 77500 SH CALL SOLE 01 77500 0 0 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 17 45000 PRN SOLE 01 45000 0 0 AFLAC INC COM 001055102 389 8493 SH SOLE 01 8493 0 0 AGCO CORP COM 001084102 296 85900 SH PUT SOLE 01 85900 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 25 35000 PRN SOLE 01 35000 0 0 AGERE SYS INC NOTE 6.500%12/1 00845VAA8 645 657000 PRN SOLE 01 657000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1183 75662 SH SOLE 01 75662 0 0 AGL RES INC COM 001204106 251 8007 SH SOLE 01 8007 0 0 AGNICO EAGLE MINES LTD COM 008474108 647 12605 SH SOLE 01 12605 0 0 AIR PRODS & CHEMS INC COM 009158106 733 14584 SH SOLE 01 14584 0 0 ALBEMARLE CORP COM 012653101 32 20000 SH CALL SOLE 01 20000 0 0 ALBEMARLE CORP COM 012653101 42 15900 SH PUT SOLE 01 15900 0 0 ALBERTO CULVER CO NEW COM 013078100 369 15062 SH SOLE 01 15062 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 15 1520000 SH CALL SOLE 01 1520000 0 0 ALCOA INC COM 013817101 346 30716 SH SOLE 01 30716 0 0 ALCOA INC COM 013817101 1 23500 SH CALL SOLE 01 23500 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 822 22700 SH SOLE 01 22700 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 91 20000 SH CALL SOLE 01 20000 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 206 206000 PRN SOLE 01 206000 0 0 ALLIANCE ONE INTL INC COM 018772103 39 13340 SH SOLE 01 13340 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 212 2468 SH SOLE 01 2468 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 160 15000 SH CALL SOLE 01 15000 0 0 ALLSTATE CORP COM 020002101 857 26151 SH SOLE 01 26151 0 0 ALLSTATE CORP COM 020002101 422 37000 SH CALL SOLE 01 37000 0 0 ALLSTATE CORP COM 020002101 3242 540300 SH PUT SOLE 01 540300 0 0 ALON USA ENERGY INC COM 020520102 154 16800 SH SOLE 01 16800 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 10 16000 PRN SOLE 01 16000 0 0 ALPHARMA INC CL A 020813101 7 32600 SH PUT SOLE 01 32600 0 0 ALTERA CORP COM 021441100 1027 61433 SH SOLE 01 61433 0 0 ALTERA CORP COM 021441100 70 80000 SH CALL SOLE 01 80000 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 924 100000 SH SOLE 02 100000 0 0 ALTRIA GROUP INC COM 02209S103 611 40595 SH SOLE 01 40595 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1148 32025 SH SOLE 01 32025 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1405 51800 SH PUT SOLE 01 51800 0 0 AMAZON COM INC COM 023135106 436 8509 SH SOLE 01 8509 0 0 AMAZON COM INC COM 023135106 502 20000 SH PUT SOLE 01 20000 0 0 AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 14 14000 PRN SOLE 01 14000 0 0 AMDOCS LTD ORD G02602103 2 30400 SH CALL SOLE 01 30400 0 0 AMERICAN CAP LTD COM 02503Y103 44 13598 SH SOLE 01 13598 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3958 125522 SH SOLE 01 02 125522 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 228 25000 SH PUT SOLE 02 25000 0 0 AMERICAN ELEC PWR INC COM 025537101 820 24639 SH SOLE 01 24639 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 137 19600 SH SOLE 01 19600 0 0 AMERICAN EXPRESS CO COM 025816109 1108 59720 SH SOLE 01 59720 0 0 AMERICAN EXPRESS CO COM 025816109 894 382700 SH PUT SOLE 01 382700 0 0 AMERICAN EXPRESS CO COM 025816109 266 96000 SH CALL SOLE 01 96000 0 0 AMERICAN INTL GROUP INC COM 026874107 1 2000000 SH CALL SOLE 01 2000000 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 198 12116 SH SOLE 01 12116 0 0 AMERICAN TOWER CORP CL A 029912201 284 9700 SH SOLE 01 9700 0 0 AMERICAN TOWER CORP CL A 029912201 17 111200 SH CALL SOLE 01 111200 0 0 AMERICREDIT CORP COM 03060R101 168 22000 SH SOLE 01 22000 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 2559 5750000 PRN SOLE 04 5750000 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 5495 14000000 PRN SOLE 04 14000000 0 0 AMERIGROUP CORP COM 03073T102 6 25300 SH CALL SOLE 01 25300 0 0 AMGEN INC COM 031162100 333 5758 SH SOLE 01 5758 0 0 AMGEN INC COM 031162100 1274 693800 SH CALL SOLE 01 693800 0 0 AMGEN INC COM 031162100 293 352800 SH PUT SOLE 01 352800 0 0 AMKOR TECHNOLOGY INC COM 031652100 52 24050 SH SOLE 01 24050 0 0 AMPHENOL CORP NEW CL A 032095101 260 10845 SH SOLE 01 10845 0 0 AMPHENOL CORP NEW CL A 032095101 187 25000 SH CALL SOLE 01 25000 0 0 AMR CORP COM 001765106 57 119500 SH CALL SOLE 01 119500 0 0 AMSURG CORP COM 03232P405 65 50000 SH CALL SOLE 01 50000 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 181 15600 SH SOLE 01 15600 0 0 ANADARKO PETE CORP COM 032511107 17 15000 SH CALL SOLE 01 15000 0 0 ANALOG DEVICES INC COM 032654105 342 17989 SH SOLE 01 17989 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 113 181000 PRN SOLE 01 181000 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 3355 6500000 PRN SOLE 01 6500000 0 0 ANNALY CAP MGMT INC COM 035710409 64 20000 SH CALL SOLE 01 20000 0 0 ANNALY CAP MGMT INC COM 035710409 26 20000 SH PUT SOLE 01 20000 0 0 ANNTAYLOR STORES CORP COM 036115103 185 32136 SH SOLE 01 32136 0 0 ANNTAYLOR STORES CORP COM 036115103 623 30400 SH PUT SOLE 01 30400 0 0 AON CORP COM 037389103 256 5600 SH SOLE 01 5600 0 0 APACHE CORP COM 037411105 493 6620 SH SOLE 01 6620 0 0 APACHE CORP COM 037411105 77 221400 SH PUT SOLE 01 221400 0 0 APOGEE ENTERPRISES INC COM 037598109 159 15388 SH SOLE 01 15388 0 0 APOLLO GROUP INC CL A 037604105 97047 1266595 SH SOLE 01 1266595 0 0 APOLLO GROUP INC CL A 037604105 19928 1392300 SH CALL SOLE 01 1392300 0 0 APOLLO GROUP INC CL A 037604105 6833 1530300 SH PUT SOLE 01 1530300 0 0 APPLE INC COM 037833100 6820 79911 SH SOLE 01 02 79911 0 0 APPLE INC COM 037833100 5 127400 SH CALL SOLE 01 127400 0 0 APPLE INC COM 037833100 866 90600 SH PUT SOLE 01 90600 0 0 APPLIED MATLS INC COM 038222105 119 11794 SH SOLE 01 11794 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 30147 1226000 SH SOLE 01 1226000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 7 100000 SH CALL SOLE 01 100000 0 0 ARCH CAP GROUP LTD ORD G0450A105 890 12700 SH SOLE 01 12700 0 0 ARCH CAP GROUP LTD ORD G0450A105 54 14300 SH CALL SOLE 01 14300 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 644 22342 SH SOLE 01 22342 0 0 ARCTIC CAT INC COM 039670104 84 17548 SH SOLE 01 17548 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 547 850000 PRN SOLE 01 850000 0 0 ARVINMERITOR INC COM 043353101 1735 608777 SH SOLE 01 608777 0 0 ARVINMERITOR INC COM 043353101 71 947500 SH CALL SOLE 01 947500 0 0 ARVINMERITOR INC COM 043353101 10661 959200 SH PUT SOLE 01 959200 0 0 ASM INTL N V COM N07045102 1663 190985 SH SOLE 01 190985 0 0 AT&T INC COM 00206R102 358 212800 SH CALL SOLE 01 212800 0 0 AT&T INC COM 00206R102 654 225900 SH PUT SOLE 01 225900 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 621 68500 SH SOLE 02 68500 0 0 ATMOS ENERGY CORP COM 049560105 363 15328 SH SOLE 01 15328 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1225 31137 SH SOLE 01 31137 0 0 AUTONATION INC COM 05329W102 144 14600 SH SOLE 01 14600 0 0 AVERY DENNISON CORP COM 053611109 665 20313 SH SOLE 01 20313 0 0 AVERY DENNISON CORP COM 053611109 25 25000 SH PUT SOLE 01 25000 0 0 AVNET INC DBCV 2.000% 3/1 053807AL7 160 163000 PRN SOLE 01 163000 0 0 BAKER HUGHES INC COM 057224107 1 15000 SH CALL SOLE 01 15000 0 0 BAKER HUGHES INC COM 057224107 294 9178 SH SOLE 01 9178 0 0 BANCO SANTANDER SA ADR 05964H105 4745 500000 SH SOLE 01 500000 0 0 BANK OF AMERICA CORPORATION COM 060505104 1342 95339 SH SOLE 01 95339 0 0 BANK OF AMERICA CORPORATION COM 060505104 20 264700 SH CALL SOLE 01 264700 0 0 BANK OF AMERICA CORPORATION COM 060505104 3825 200000 SH PUT SOLE 01 200000 0 0 BARD C R INC COM 067383109 871 10333 SH SOLE 01 10333 0 0 BARD C R INC COM 067383109 376 40000 SH CALL SOLE 01 40000 0 0 BARRICK GOLD CORP COM 067901108 368 10000 SH SOLE 01 10000 0 0 BARRICK GOLD CORP COM 067901108 88 80800 SH CALL SOLE 01 80800 0 0 BAXTER INTL INC COM 071813109 1333 24879 SH SOLE 01 24879 0 0 BB&T CORP COM 054937107 514 18700 SH SOLE 01 18700 0 0 BEAZER HOMES USA INC COM 07556Q105 520 83800 SH PUT SOLE 01 83800 0 0 BEAZER HOMES USA INC COM 07556Q105 11 143300 SH CALL SOLE 01 143300 0 0 BECTON DICKINSON & CO COM 075887109 280 4100 SH SOLE 01 4100 0 0 BED BATH & BEYOND INC COM 075896100 2723 504200 SH PUT SOLE 01 504200 0 0 BED BATH & BEYOND INC COM 075896100 886 34842 SH SOLE 01 34842 0 0 BEMIS INC COM 081437105 1732 73154 SH SOLE 01 73154 0 0 BEST BUY INC COM 086516101 6532 232358 SH SOLE 01 232358 0 0 BEST BUY INC COM 086516101 16 92600 SH CALL SOLE 01 92600 0 0 BEST BUY INC COM 086516101 1176 270000 SH PUT SOLE 01 270000 0 0 BEST BUY INC SDCV 2.250% 1/1 086516AF8 203 227000 PRN SOLE 01 227000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 5 50000 SH CALL SOLE 01 50000 0 0 BIG LOTS INC COM 089302103 798 55105 SH SOLE 01 55105 0 0 BIGBAND NETWORKS INC COM 089750509 115 20900 SH SOLE 01 20900 0 0 BIOGEN IDEC INC COM 09062X103 661 13869 SH SOLE 01 13869 0 0 BIOGEN IDEC INC COM 09062X103 85 30000 SH CALL SOLE 01 30000 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 9 15000 SH PUT SOLE 01 15000 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 25 23000 SH CALL SOLE 01 23000 0 0 BJ SVCS CO COM 055482103 1 34900 SH CALL SOLE 01 34900 0 0 BJS WHOLESALE CLUB INC COM 05548J106 502 14655 SH SOLE 01 14655 0 0 BJS WHOLESALE CLUB INC COM 05548J106 145 73800 SH PUT SOLE 01 73800 0 0 BLACK & DECKER CORP COM 091797100 1225 29307 SH SOLE 01 29307 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 701 501000 PRN SOLE 01 501000 0 0 BLOCKBUSTER INC CL A 093679108 1 42400 SH CALL SOLE 01 42400 0 0 BMC SOFTWARE INC COM 055921100 231 8573 SH SOLE 01 8573 0 0 BOEING CO COM 097023105 4171 97740 SH SOLE 01 97740 0 0 BOEING CO COM 097023105 3831 189000 SH PUT SOLE 01 189000 0 0 BOSTON PROPERTIES INC COM 101121101 825 15000 SH SOLE 01 15000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 38 693000 SH CALL SOLE 01 693000 0 0 BPW ACQUISITION CORP COM 055637102 762 85000 SH SOLE 02 85000 0 0 BRINKS CO COM 109696104 9 563900 SH CALL SOLE 01 563900 0 0 BRINKS CO COM 109696104 401 25800 SH PUT SOLE 01 25800 0 0 BRINKS CO COM 109696104 434 16143 SH SOLE 01 16143 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 300 13700 SH SOLE 01 13700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 61 211400 SH CALL SOLE 01 211400 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 230 489600 SH PUT SOLE 01 489600 0 0 BROADCOM CORP CL A 111320107 983 57952 SH SOLE 01 57952 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 12 166600 SH CALL SOLE 01 166600 0 0 BROWN SHOE INC NEW COM 115736100 106 12525 SH SOLE 01 12525 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 1538 20309 SH SOLE 01 20309 0 0 C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 32 51000 PRN SOLE 01 51000 0 0 CA INC COM 12673P105 1481 79948 SH SOLE 02 79948 0 0 CABOT CORP COM 127055101 332 90000 SH CALL SOLE 01 90000 0 0 CACI INTL INC NOTE 2.125% 5/0 127190AD8 5893 6269000 PRN SOLE 01 6269000 0 0 CAMDEN PPTY TR SH BEN INT 133131102 381 12155 SH SOLE 01 12155 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 297 14511 SH SOLE 01 14511 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 960 105500 SH SOLE 02 105500 0 0 CARMAX INC COM 143130102 1 28400 SH CALL SOLE 01 28400 0 0 CARNIVAL CORP DBCV 4/2 143658AV4 68 110000 PRN SOLE 01 110000 0 0 CARNIVAL CORP PAIRED CTF 143658300 377 15518 SH SOLE 01 15518 0 0 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 23 50000 PRN SOLE 01 50000 0 0 CATERPILLAR INC DEL COM 149123101 576 12902 SH SOLE 01 12902 0 0 CATERPILLAR INC DEL COM 149123101 15 184800 SH CALL SOLE 01 184800 0 0 CBS CORP NEW CL B 124857202 408 49768 SH SOLE 01 49768 0 0 CBS CORP NEW CL B 124857202 847 52400 SH PUT SOLE 01 52400 0 0 CELGENE CORP COM 151020104 203 3666 SH SOLE 01 3666 0 0 CELGENE CORP COM 151020104 127 97500 SH CALL SOLE 01 97500 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 213 172500 SH CALL SOLE 01 172500 0 0 CENTERPOINT ENERGY INC COM 15189T107 418 33140 SH SOLE 01 33140 0 0 CENTRAL VT PUB SVC CORP COM 155771108 222 9300 SH SOLE 01 9300 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 588 1113000 PRN SOLE 01 1113000 0 0 CENTURYTEL INC COM 156700106 250 9147 SH SOLE 01 9147 0 0 CENVEO INC COM 15670S105 89 20100 SH SOLE 01 20100 0 0 CEPHALON INC COM 156708109 1013 13154 SH SOLE 01 13154 0 0 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 580 750000 PRN SOLE 01 750000 0 0 CHECKPOINT SYS INC COM 162825103 1297 68314 SH SOLE 02 68314 0 0 CHESAPEAKE ENERGY CORP COM 165167107 593 36685 SH SOLE 01 36685 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1 25000 SH CALL SOLE 01 25000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 315 703000 PRN SOLE 01 703000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 63 100000 PRN SOLE 01 100000 0 0 CHEVRON CORP NEW COM 166764100 1554 21004 SH SOLE 01 21004 0 0 CHICOS FAS INC COM 168615102 42 10000 SH CALL SOLE 02 10000 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3090 50000 SH SOLE 01 50000 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 4279 350700 SH SOLE 01 350700 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 66 15900 SH CALL SOLE 01 15900 0 0 CHUBB CORP COM 171232101 328 6438 SH SOLE 01 6438 0 0 CHUBB CORP COM 171232101 395 42000 SH PUT SOLE 01 42000 0 0 CIENA CORP COM NEW 171779309 15 12800 SH PUT SOLE 01 12800 0 0 CIGNA CORP COM 125509109 180 10706 SH SOLE 01 10706 0 0 CINCINNATI FINL CORP COM 172062101 380 13080 SH SOLE 01 13080 0 0 CINTAS CORP COM 172908105 559 24075 SH SOLE 01 24075 0 0 CISCO SYS INC COM 17275R102 6597 404731 SH SOLE 01 02 404731 0 0 CISCO SYS INC COM 17275R102 138 2676100 SH CALL SOLE 01 2676100 0 0 CISCO SYS INC COM 17275R102 533 396400 SH PUT SOLE 01 396400 0 0 CIT GROUP INC COM 125581108 9 267500 SH CALL SOLE 01 267500 0 0 CITIGROUP INC COM 172967101 3580 533445 SH SOLE 01 533445 0 0 CITIGROUP INC COM 172967101 5624 608000 SH PUT SOLE 01 608000 0 0 CITRIX SYS INC COM 177376100 276 11691 SH SOLE 01 11691 0 0 CLAUDE RES INC COM 182873109 13 40000 SH SOLE 01 40000 0 0 CME GROUP INC COM 12572Q105 437 2100 SH SOLE 01 2100 0 0 COACH INC COM 189754104 688 33107 SH SOLE 01 33107 0 0 COACH INC COM 189754104 86 128800 SH CALL SOLE 01 128800 0 0 COCA COLA CO COM 191216100 2559 1422300 SH CALL SOLE 01 1422300 0 0 COCA COLA CO COM 191216100 521 11500 SH SOLE 01 11500 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1441 79780 SH SOLE 01 79780 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10 100800 SH CALL SOLE 01 100800 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1452 171800 SH PUT SOLE 01 171800 0 0 COLEMAN CABLE INC COM 193459302 64 14200 SH SOLE 01 14200 0 0 COLGATE PALMOLIVE CO COM 194162103 590 8601 SH SOLE 01 8601 0 0 COMCAST CORP NEW CL A 20030N101 243 14400 SH SOLE 01 14400 0 0 COMCAST CORP NEW CL A 20030N101 253 49100 SH CALL SOLE 01 49100 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 316 21700 SH SOLE 01 21700 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 205 20500 SH PUT SOLE 01 20500 0 0 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 74 12500 SH PUT SOLE 01 12500 0 0 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 610 50400 SH SOLE 01 50400 0 0 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 38 124400 SH CALL SOLE 01 124400 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 53 49000 PRN SOLE 01 49000 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1458 31818 SH SOLE 01 31818 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 22 29200 SH CALL SOLE 01 29200 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 43 38200 SH PUT SOLE 01 38200 0 0 CONAGRA FOODS INC COM 205887102 1610 97560 SH SOLE 01 97560 0 0 CONAGRA FOODS INC COM 205887102 7 50000 SH CALL SOLE 01 50000 0 0 CONAGRA FOODS INC COM 205887102 280 50000 SH PUT SOLE 01 50000 0 0 CONEXANT SYSTEMS INC COM NEW 207142308 202 296903 SH SOLE 01 296903 0 0 CONOCOPHILLIPS COM 20825C104 3278 63286 SH SOLE 01 63286 0 0 CONOCOPHILLIPS COM 20825C104 7 150000 SH CALL SOLE 01 150000 0 0 CONOCOPHILLIPS COM 20825C104 1620 50000 SH PUT SOLE 01 50000 0 0 CONSOL ENERGY INC COM 20854P109 509 17806 SH SOLE 01 17806 0 0 CONSOLIDATED EDISON INC COM 209115104 1182 30369 SH SOLE 01 30369 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 312 13800 SH SOLE 01 13800 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 124 87000 SH CALL SOLE 01 87000 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 12 10000 SH PUT SOLE 01 10000 0 0 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 103 100000 PRN SOLE 01 100000 0 0 CONTINENTAL RESOURCES INC COM 212015101 19 151500 SH CALL SOLE 01 151500 0 0 COOPER COS INC COM NEW 216648402 328 19992 SH SOLE 01 19992 0 0 COOPER COS INC COM NEW 216648402 4 29700 SH CALL SOLE 01 29700 0 0 COOPER COS INC COM NEW 216648402 200 27100 SH PUT SOLE 01 27100 0 0 CORE LABORATORIES N V COM N22717107 572 9555 SH SOLE 01 9555 0 0 CORE LABORATORIES N V COM N22717107 636 10000 SH PUT SOLE 01 10000 0 0 CORINTHIAN COLLEGES INC COM 218868107 367 22400 SH SOLE 01 22400 0 0 CORN PRODS INTL INC COM 219023108 41 15700 SH CALL SOLE 01 15700 0 0 CORNING INC COM 219350105 595 62395 SH SOLE 02 62395 0 0 CORNING INC COM 219350105 491 130000 SH CALL SOLE 01 130000 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 882 741000 PRN SOLE 01 741000 0 0 COSTCO WHSL CORP NEW COM 22160K105 1194 22741 SH SOLE 01 22741 0 0 COVANCE INC COM 222816100 3 20000 SH CALL SOLE 01 20000 0 0 COVANTA HLDG CORP COM 22282E102 1 20200 SH CALL SOLE 01 20200 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 137 150000 PRN SOLE 01 150000 0 0 COVIDIEN LTD COM G2552X108 603 16629 SH SOLE 01 16629 0 0 CROCS INC COM 227046109 7 361900 SH CALL SOLE 01 361900 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 520 593000 PRN SOLE 01 593000 0 0 CSX CORP COM 126408103 625 19245 SH SOLE 01 19245 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 2082 2230000 PRN SOLE 01 2230000 0 0 CURTISS WRIGHT CORP COM 231561101 20 12000 SH PUT SOLE 01 12000 0 0 CVR ENERGY INC COM 12662P108 100 25100 SH SOLE 01 25100 0 0 CVS CAREMARK CORPORATION COM 126650100 22734 791019 SH SOLE 01 791019 0 0 CVS CAREMARK CORPORATION COM 126650100 1094 1837100 SH CALL SOLE 01 1837100 0 0 CVS CAREMARK CORPORATION COM 126650100 17018 1960700 SH PUT SOLE 01 1960700 0 0 DAIMLER AG REG SHS D1668R123 3074 80300 SH SOLE 01 80300 0 0 DAKTRONICS INC COM 234264109 189 20200 SH SOLE 01 20200 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 823 938000 PRN SOLE 01 938000 0 0 DANAHER CORP DEL COM 235851102 748 13209 SH SOLE 01 13209 0 0 DARDEN RESTAURANTS INC COM 237194105 608 21587 SH SOLE 01 21587 0 0 DAVITA INC COM 23918K108 845 17038 SH SOLE 01 17038 0 0 DEL MONTE FOODS CO COM 24522P103 86 12067 SH SOLE 01 12067 0 0 DELL INC COM 24702R101 539 52645 SH SOLE 01 52645 0 0 DELL INC COM 24702R101 381 60000 SH PUT SOLE 01 60000 0 0 DELUXE CORP COM 248019101 299 20000 SH SOLE 01 20000 0 0 DENDREON CORP COM 24823Q107 8 388200 SH CALL SOLE 01 388200 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 3052 75000 SH SOLE 01 75000 0 0 DEUTSCHE BK AG LONDON BRH PS CR OIL DD ETN 25154K882 64 25000 SH SOLE 01 25000 0 0 DEVON ENERGY CORP NEW COM 25179M103 1214 18473 SH SOLE 01 18473 0 0 DEVRY INC DEL COM 251893103 33 15000 SH CALL SOLE 01 15000 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 365 6190 SH SOLE 01 6190 0 0 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 12 12000 PRN SOLE 01 12000 0 0 DILLARDS INC CL A 254067101 1 23100 SH CALL SOLE 01 23100 0 0 DISNEY WALT CO COM DISNEY 254687106 827 36445 SH SOLE 01 36445 0 0 DOLLAR FINL CORP COM 256664103 190 18400 SH SOLE 01 18400 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 738 1600000 PRN SOLE 01 1600000 0 0 DOLLAR TREE INC COM 256746108 467 11198 SH SOLE 01 11198 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 930 889000 PRN SOLE 01 889000 0 0 DONNELLEY R R & SONS CO COM 257867101 312 22989 SH SOLE 01 22989 0 0 DOW CHEM CO COM 260543103 1498 99287 SH SOLE 01 99287 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1025 63087 SH SOLE 01 63087 0 0 DST SYS INC DEL COM 233326107 375 9878 SH SOLE 01 9878 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 4566 4775000 PRN SOLE 01 4775000 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 199 227000 PRN SOLE 01 227000 0 0 DSW INC CL A 23334L102 556 44641 SH SOLE 01 44641 0 0 DSW INC CL A 23334L102 53 352200 SH CALL SOLE 01 352200 0 0 DSW INC CL A 23334L102 565 173900 SH PUT SOLE 01 173900 0 0 DTE ENERGY CO COM 233331107 946 26527 SH SOLE 01 26527 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1074 42448 SH SOLE 01 42448 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2 12100 SH CALL SOLE 01 12100 0 0 DUKE ENERGY CORP NEW COM 26441C105 181 12081 SH SOLE 01 12081 0 0 DUKE REALTY CORP COM NEW 264411505 69 71000 SH CALL SOLE 01 71000 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 207 2679 SH SOLE 01 2679 0 0 E M C CORP MASS COM 268648102 283 27120 SH SOLE 01 27120 0 0 E M C CORP MASS COM 268648102 1 50000 SH CALL SOLE 01 50000 0 0 EARTHLINK INC COM 270321102 93 13800 SH SOLE 01 13800 0 0 EARTHLINK INC COM 270321102 17 47700 SH CALL SOLE 01 47700 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 7382 8341000 PRN SOLE 01 8341000 0 0 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 389 482000 PRN SOLE 01 482000 0 0 EATON VANCE TAX MNG GBL DV E COM 27829F108 345 35000 SH SOLE 02 35000 0 0 EBAY INC COM 278642103 1 290000 SH CALL SOLE 01 290000 0 0 ECOLAB INC COM 278865100 1801 51240 SH SOLE 01 51240 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 348 6328 SH SOLE 01 6328 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 52 15000 SH PUT SOLE 01 15000 0 0 ELAN PLC ADR 284131208 671 111866 SH SOLE 01 111866 0 0 ELAN PLC ADR 284131208 3 117700 SH CALL SOLE 01 117700 0 0 ELAN PLC ADR 284131208 231 132700 SH PUT SOLE 01 132700 0 0 ELECTRONIC ARTS INC COM 285512109 215 13409 SH SOLE 01 13409 0 0 ELECTRONIC ARTS INC COM 285512109 380 75000 SH CALL SOLE 01 75000 0 0 EMERSON ELEC CO COM 291011104 522 14245 SH SOLE 01 14245 0 0 EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 25 70000 PRN SOLE 01 70000 0 0 EMPLOYERS HOLDINGS INC COM 292218104 182 11000 SH SOLE 01 11000 0 0 ENCORE ACQUISITION CO COM 29255W100 33 11100 SH CALL SOLE 01 11100 0 0 ENCORE ACQUISITION CO COM 29255W100 28 12400 SH PUT SOLE 01 12400 0 0 ENSCO INTL INC COM 26874Q100 260 9148 SH SOLE 01 9148 0 0 ENTERGY CORP NEW EQUITY UNIT 29364G202 768 15400 SH SOLE 01 15400 0 0 ENTERGY CORP NEW COM 29364G103 1201 14443 SH SOLE 01 14443 0 0 ENTERGY CORP NEW COM 29364G103 27 10900 SH PUT SOLE 01 10900 0 0 EOG RES INC COM 26875P101 1358 20400 SH SOLE 01 20400 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1187 39790 SH SOLE 01 39790 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 95 46500 SH CALL SOLE 01 46500 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 535 59600 SH PUT SOLE 01 59600 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 3 152800 SH CALL SOLE 01 152800 0 0 EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 1783 2012000 PRN SOLE 01 2012000 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 32 50000 PRN SOLE 01 50000 0 0 EXPEDITORS INTL WASH INC COM 302130109 593 17825 SH SOLE 01 17825 0 0 EXPEDITORS INTL WASH INC COM 302130109 9 10000 SH CALL SOLE 01 10000 0 0 EXPEDITORS INTL WASH INC COM 302130109 100 12800 SH PUT SOLE 01 12800 0 0 EXPRESS SCRIPTS INC COM 302182100 1161 21116 SH SOLE 01 21116 0 0 EXXON MOBIL CORP COM 30231G102 1780 22300 SH SOLE 01 22300 0 0 EXXON MOBIL CORP COM 30231G102 228 25000 SH PUT SOLE 01 25000 0 0 EXXON MOBIL CORP COM 30231G102 325 48900 SH CALL SOLE 01 48900 0 0 F5 NETWORKS INC COM 315616102 606 26511 SH SOLE 01 02 26511 0 0 FACTSET RESH SYS INC COM 303075105 367 8300 SH SOLE 01 8300 0 0 FAMILY DLR STORES INC COM 307000109 17 20000 SH CALL SOLE 01 20000 0 0 FASTENAL CO COM 311900104 256 7359 SH SOLE 01 7359 0 0 FEDERAL HOME LN MTG CORP COM 313400301 6 603100 SH CALL SOLE 01 603100 0 0 FEDERAL NATL MTG ASSN COM 313586109 6 626700 SH CALL SOLE 01 626700 0 0 FEDERAL SIGNAL CORP COM 313855108 133 16200 SH SOLE 01 16200 0 0 FEDERATED INVS INC PA CL B 314211103 507 29900 SH SOLE 01 29900 0 0 FEDEX CORP COM 31428X106 240 10000 SH CALL SOLE 01 10000 0 0 FERRO CORP NOTE 6.500% 8/1 315405AL4 48 100000 PRN SOLE 01 100000 0 0 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 3813 45180 SH SOLE 01 45180 0 0 FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 193 200000 PRN SOLE 01 200000 0 0 FIRST SOLAR INC COM 336433107 381 22400 SH CALL SOLE 01 22400 0 0 FIRST SOLAR INC COM 336433107 491 25700 SH PUT SOLE 01 25700 0 0 FIRSTENERGY CORP COM 337932107 410 8446 SH SOLE 01 8446 0 0 FISERV INC COM 337738108 384 10548 SH SOLE 01 10548 0 0 FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW5 4257 2901000 PRN SOLE 01 2901000 0 0 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 16 19000 PRN SOLE 01 19000 0 0 FLOWSERVE CORP COM 34354P105 571 11090 SH SOLE 01 11090 0 0 FLUOR CORP NEW COM 343412102 1536 34243 SH SOLE 01 34243 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 1163 715000 PRN SOLE 01 715000 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1000 100000 SH CALL SOLE 01 100000 0 0 FORCE PROTECTION INC COM NEW 345203202 166 27700 SH SOLE 01 27700 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 324 141281 SH SOLE 01 141281 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 795 155200 SH PUT SOLE 01 155200 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 14 55000 PRN SOLE 01 55000 0 0 FORTUNE BRANDS INC COM 349631101 200 4852 SH SOLE 01 4852 0 0 FOUNDRY NETWORKS INC COM 35063R100 15 25200 SH PUT SOLE 01 25200 0 0 FPL GROUP INC COM 302571104 1004 19946 SH SOLE 01 19946 0 0 FRANKLIN RES INC COM 354613101 1419 22241 SH SOLE 01 22241 0 0 FRANKLIN RES INC COM 354613101 444 21600 SH PUT SOLE 01 21600 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 761 31153 SH SOLE 01 31153 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3 179700 SH CALL SOLE 01 179700 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 492 18600 SH PUT SOLE 01 18600 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 233 10400 SH SOLE 01 10400 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 186 21300 SH SOLE 01 21300 0 0 FRONTLINE LTD SHS G3682E127 23841 805168 SH SOLE 01 805168 0 0 FTI CONSULTING INC COM 302941109 659 14744 SH SOLE 01 14744 0 0 FTI CONSULTING INC COM 302941109 114 30000 SH CALL SOLE 01 30000 0 0 G-III APPAREL GROUP LTD COM 36237H101 134 20900 SH SOLE 01 20900 0 0 GAMESTOP CORP NEW CL A 36467W109 1443 66634 SH SOLE 01 66634 0 0 GAMESTOP CORP NEW CL A 36467W109 4 82100 SH CALL SOLE 01 82100 0 0 GANNETT INC COM 364730101 15 1500000 SH CALL SOLE 01 1500000 0 0 GAP INC DEL COM 364760108 2136 178018 SH SOLE 01 02 178018 0 0 GAP INC DEL COM 364760108 132 10000 SH CALL SOLE 02 10000 0 0 GARDNER DENVER INC COM 365558105 235 103200 SH PUT SOLE 01 103200 0 0 GARMIN LTD ORD G37260109 260 13564 SH SOLE 01 13564 0 0 GENENTECH INC COM NEW 368710406 885 10676 SH SOLE 01 10676 0 0 GENENTECH INC COM NEW 368710406 385 154600 SH CALL SOLE 01 154600 0 0 GENENTECH INC COM NEW 368710406 81 59500 SH PUT SOLE 01 59500 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 267 50300 SH CALL SOLE 01 50300 0 0 GENERAL DYNAMICS CORP COM 369550108 585 10152 SH SOLE 01 10152 0 0 GENERAL ELECTRIC CO COM 369604103 768 47453 SH SOLE 01 47453 0 0 GENERAL ELECTRIC CO COM 369604103 7 15000 SH CALL SOLE 01 15000 0 0 GENERAL MLS INC COM 370334104 472 7774 SH SOLE 01 7774 0 0 GENERAL MTRS CORP COM 370442105 600 187591 SH SOLE 01 187591 0 0 GENERAL MTRS CORP COM 370442105 15222 516300 SH PUT SOLE 01 516300 0 0 GENERAL MTRS CORP COM 370442105 55 1744200 SH CALL SOLE 01 1744200 0 0 GENUINE PARTS CO COM 372460105 593 15674 SH SOLE 01 15674 0 0 GENZYME CORP COM 372917104 1055 15890 SH SOLE 01 15890 0 0 GENZYME CORP COM 372917104 12 14800 SH PUT SOLE 01 14800 0 0 GEOEYE INC COM 37250W108 20 29000 SH PUT SOLE 01 29000 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 15 722000 SH CALL SOLE 01 722000 0 0 GERBER SCIENTIFIC INC COM 373730100 107 21000 SH SOLE 01 21000 0 0 GILEAD SCIENCES INC COM 375558103 955 18668 SH SOLE 01 18668 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 2534 276000 SH SOLE 02 276000 0 0 GLOBAL SHIP LEASE INC NEW SHS A Y27183105 315 110301 SH SOLE 01 110301 0 0 GOLDCORP INC NEW COM 380956409 315 10000 SH SOLE 01 10000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 802 229600 SH CALL SOLE 01 229600 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1704 139700 SH PUT SOLE 01 139700 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4883 57863 SH SOLE 01 57863 0 0 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 26 34000 PRN SOLE 01 34000 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 125 20900 SH SOLE 01 20900 0 0 GOOGLE INC CL A 38259P508 884 2872 SH SOLE 02 2872 0 0 GOOGLE INC CL A 38259P508 1914 66800 SH CALL SOLE 01 66800 0 0 GOOGLE INC CL A 38259P508 2560 35000 SH PUT SOLE 01 35000 0 0 GRAFTECH INTL LTD COM 384313102 84 10100 SH SOLE 01 10100 0 0 GRAINGER W W INC COM 384802104 847 10740 SH SOLE 01 10740 0 0 GRANITE CONSTR INC COM 387328107 334 7600 SH SOLE 01 7600 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 402 469000 PRN SOLE 01 469000 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 13 15000 PRN SOLE 01 15000 0 0 GUESS INC COM 401617105 2151 135500 SH SOLE 01 02 135500 0 0 HALLIBURTON CO COM 406216101 363 19962 SH SOLE 01 19962 0 0 HARLEY DAVIDSON INC COM 412822108 1 42000 SH CALL SOLE 01 42000 0 0 HARLEY DAVIDSON INC COM 412822108 3456 174300 SH PUT SOLE 01 174300 0 0 HARLEY DAVIDSON INC COM 412822108 2320 136735 SH SOLE 01 136735 0 0 HASBRO INC COM 418056107 1209 41445 SH SOLE 01 41445 0 0 HASBRO INC DBCV 2.750%12/0 418056AN7 97 71000 PRN SOLE 01 71000 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 232 10487 SH SOLE 01 10487 0 0 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 11587 9646000 PRN SOLE 01 9646000 0 0 HCP INC COM 40414L109 697 25100 SH SOLE 01 25100 0 0 HCP INC COM 40414L109 9 41400 SH CALL SOLE 01 41400 0 0 HCP INC COM 40414L109 469 39400 SH PUT SOLE 01 39400 0 0 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 1455 4000000 PRN SOLE 01 4000000 0 0 HEALTH CARE REIT INC COM 42217K106 325 7690 SH SOLE 01 7690 0 0 HEALTH NET INC COM 42222G108 2 61600 SH CALL SOLE 01 61600 0 0 HECLA MNG CO 6.5% CONV PFD 422704304 236 8300 SH SOLE 01 8300 0 0 HEINZ H J CO COM 423074103 1620 43084 SH SOLE 01 43084 0 0 HERBALIFE LTD COM USD SHS G4412G101 1224 85000 SH PUT SOLE 01 85000 0 0 HERBALIFE LTD COM USD SHS G4412G101 1825 84200 SH SOLE 01 84200 0 0 HERSHEY CO COM 427866108 675 19425 SH SOLE 01 19425 0 0 HEWITT ASSOCS INC COM 42822Q100 268 9450 SH SOLE 01 9450 0 0 HEWLETT PACKARD CO COM 428236103 12 50000 SH CALL SOLE 01 50000 0 0 HICKS ACQUISITION CO I INC COM 429086309 3084 337000 SH SOLE 02 337000 0 0 HOLLY CORP COM PAR $0.01 435758305 78 55000 SH PUT SOLE 01 55000 0 0 HOME DEPOT INC COM 437076102 1165 50616 SH SOLE 01 50616 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 1802 110257 SH SOLE 01 110257 0 0 HORSEHEAD HLDG CORP COM 440694305 102 21600 SH SOLE 01 21600 0 0 HOSPIRA INC COM 441060100 968 36106 SH SOLE 01 36106 0 0 HUDSON CITY BANCORP COM 443683107 521 32636 SH SOLE 01 32636 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 696 2350000 PRN SOLE 01 2350000 0 0 HUMANA INC COM 444859102 31 25000 SH CALL SOLE 01 25000 0 0 HUMANA INC COM 444859102 276 25000 SH PUT SOLE 01 25000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 219 28626 SH SOLE 01 28626 0 0 HUNTSMAN CORP COM 447011107 32 58700 SH CALL SOLE 01 58700 0 0 HUNTSMAN CORP COM 447011107 180 52376 SH SOLE 01 52376 0 0 I2 TECHNOLOGIES INC COM NEW 465754208 100 15600 SH SOLE 01 15600 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 589 101809 SH SOLE 01 101809 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 225 100000 SH PUT SOLE 01 100000 0 0 IHS INC CL A 451734107 250 6682 SH SOLE 01 6682 0 0 ILLINOIS TOOL WKS INC COM 452308109 294 8400 SH SOLE 01 8400 0 0 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 3047 2500000 PRN SOLE 01 2500000 0 0 IMMUNOMEDICS INC COM 452907108 27 15600 SH SOLE 01 15600 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 451 10497 SH SOLE 01 10497 0 0 INTEL CORP COM 458140100 10 262700 SH CALL SOLE 01 262700 0 0 INTEL CORP COM 458140100 157 25000 SH PUT SOLE 01 25000 0 0 INTEL CORP COM 458140100 608 41471 SH SOLE 01 41471 0 0 INTERMUNE INC COM 45884X103 1595 150719 SH SOLE 01 150719 0 0 INTERMUNE INC COM 45884X103 208 206500 SH CALL SOLE 01 206500 0 0 INTERMUNE INC COM 45884X103 5099 269100 SH PUT SOLE 01 269100 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 236 2800 SH SOLE 01 2800 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 515 48000 SH PUT SOLE 01 48000 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 75 32500 SH SOLE 01 04 32500 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 325 70000 SH CALL SOLE 01 70000 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 425 450000 PRN SOLE 01 450000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 53 13419 SH SOLE 01 13419 0 0 INTL PAPER CO COM 460146103 593 50245 SH SOLE 01 50245 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 481 3785 SH SOLE 01 3785 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 79 50000 SH PUT SOLE 01 50000 0 0 INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1 46126PAD8 202 321000 PRN SOLE 01 321000 0 0 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 3368 27500 SH SOLE 01 27500 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 107 143000 PRN SOLE 01 143000 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 936 1000000 PRN SOLE 01 1000000 0 0 ISHARES INC MSCI SPAIN 464286764 304 8040 SH SOLE 01 8040 0 0 ISHARES INC MSCI SWITZERLD 464286749 334 18004 SH SOLE 01 18004 0 0 ISHARES INC MSCI STH AFRCA 464286780 318 8247 SH SOLE 01 8247 0 0 ISHARES INC MSCI CHILE INVES 464286640 324 10858 SH SOLE 01 10858 0 0 ISHARES INC MSCI GERMAN 464286806 329 17140 SH SOLE 01 17140 0 0 ISHARES INC MSCI JAPAN 464286848 329 34327 SH SOLE 01 34327 0 0 ISHARES INC MSCI MALAYSIA 464286830 328 44958 SH SOLE 01 44958 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 448 40000 SH SOLE 01 40000 0 0 ISHARES TR S&P LTN AM 40 464287390 286 11223 SH SOLE 01 11223 0 0 ISHARES TR S&P/TOPIX 150 464287382 326 7850 SH SOLE 01 7850 0 0 ISHARES TR RUSSELL 2000 464287655 10667 1888100 SH PUT SOLE 01 1888100 0 0 ISHARES TR RUSSELL 2000 464287655 14 622100 SH CALL SOLE 01 622100 0 0 ISHARES TR MSCI EMERG MKT 464287234 5573 372900 SH PUT SOLE 01 372900 0 0 ISHARES TR MSCI EMERG MKT 464287234 4732 189502 SH SOLE 01 189502 0 0 ISHARES TR FTSE XNHUA IDX 464287184 196 93500 SH PUT SOLE 01 93500 0 0 ISHARES TR FTSE XNHUA IDX 464287184 375 130500 SH CALL SOLE 01 130500 0 0 ISHARES TR FTSE XNHUA IDX 464287184 288 9909 SH SOLE 01 9909 0 0 ISHARES TR TRANSP AVE IDX 464287192 4972 78536 SH SOLE 01 78536 0 0 ISHARES TR MSCI EMERG MKT 464287234 818 375000 SH CALL SOLE 01 375000 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 1201 1120000 PRN SOLE 01 1120000 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 4058 562500 SH CALL SOLE 01 562500 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 3180 416300 SH PUT SOLE 01 416300 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 228 2400 SH SOLE 01 2400 0 0 IVANHOE MINES LTD COM 46579N103 6 123000 SH CALL SOLE 01 123000 0 0 J CREW GROUP INC COM 46612H402 258 21150 SH SOLE 01 21150 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 648 13475 SH SOLE 01 13475 0 0 JOHNSON & JOHNSON COM 478160104 287 4800 SH SOLE 01 4800 0 0 JONES APPAREL GROUP INC COM 480074103 197 33700 SH SOLE 01 33700 0 0 JONES APPAREL GROUP INC COM 480074103 255 34500 SH PUT SOLE 01 34500 0 0 JOY GLOBAL INC COM 481165108 10 15000 SH CALL SOLE 01 15000 0 0 JPMORGAN & CHASE & CO COM 46625H100 6300 200000 SH PUT SOLE 02 200000 0 0 JPMORGAN & CHASE & CO COM 46625H100 15 15000 SH CALL SOLE 01 15000 0 0 JPMORGAN & CHASE & CO COM 46625H100 546 17300 SH SOLE 01 02 17300 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 1 50400 SH CALL SOLE 01 50400 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 358 5000 SH SOLE 01 5000 0 0 KILROY RLTY CORP COM 49427F108 206 6170 SH SOLE 01 6170 0 0 KIMBERLY CLARK CORP COM 494368103 975 18478 SH SOLE 01 18478 0 0 KIMCO REALTY CORP COM 49446R109 237 12990 SH SOLE 01 12990 0 0 KIMCO REALTY CORP COM 49446R109 24 25000 SH CALL SOLE 01 25000 0 0 KOHLS CORP COM 500255104 1945 55900 SH SOLE 02 55900 0 0 KOHLS CORP COM 500255104 252 126200 SH CALL SOLE 01 126200 0 0 KOHLS CORP COM 500255104 330 234500 SH PUT SOLE 01 234500 0 0 KRAFT FOODS INC CL A 50075N104 602 22451 SH SOLE 01 22451 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 552 555000 PRN SOLE 01 555000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 692 9386 SH SOLE 01 9386 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 839 13022 SH SOLE 01 13022 0 0 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1849 2077000 PRN SOLE 01 2077000 0 0 LAM RESEARCH CORP COM 512807108 21 23800 SH CALL SOLE 01 23800 0 0 LAMAR ADVERTISING CO CL A 512815101 129 10261 SH SOLE 01 10261 0 0 LAMAR ADVERTISING CO CL A 512815101 11 211300 SH CALL SOLE 01 211300 0 0 LAMAR ADVERTISING CO CL A 512815101 371 35200 SH PUT SOLE 01 35200 0 0 LEAR CORP COM 521865105 72 51064 SH SOLE 01 51064 0 0 LEAR CORP COM 521865105 1408 80000 SH PUT SOLE 01 80000 0 0 LEGG MASON INC COM 524901105 2 25000 SH CALL SOLE 01 25000 0 0 LEGGETT & PLATT INC COM 524660107 182 11976 SH SOLE 01 11976 0 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 20 62000 PRN SOLE 01 62000 0 0 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 55 77000 PRN SOLE 01 77000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 645 27668 SH SOLE 01 27668 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 119 40000 SH PUT SOLE 01 40000 0 0 LIFE TIME FITNESS INC COM 53217R207 196 15100 SH SOLE 01 15100 0 0 LIFE TIME FITNESS INC COM 53217R207 1022 42800 SH PUT SOLE 01 42800 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 20 160000 SH CALL SOLE 01 160000 0 0 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 53 79000 PRN SOLE 01 79000 0 0 LIMITED BRANDS INC COM 532716107 12 492100 SH CALL SOLE 01 492100 0 0 LINEAR TECHNOLOGY CORP COM 535678106 798 36056 SH SOLE 01 36056 0 0 LINEAR TECHNOLOGY CORP COM 535678106 630 320900 SH PUT SOLE 01 320900 0 0 LITHIA MTRS INC CL A 536797103 49 15160 SH SOLE 01 15160 0 0 LIVE NATION INC COM 538034109 114 19800 SH SOLE 01 19800 0 0 LO-JACK CORP COM 539451104 67 16200 SH SOLE 01 16200 0 0 LOCKHEED MARTIN CORP COM 539830109 1049 12481 SH SOLE 01 12481 0 0 LOEWS CORP COM 540424108 2788 98684 SH SOLE 01 98684 0 0 LOEWS CORP COM 540424108 1780 100000 SH PUT SOLE 01 100000 0 0 LOGITECH INTL S A SHS H50430232 5737 368200 SH SOLE 01 368200 0 0 LORILLARD INC COM 544147101 350 6203 SH SOLE 01 6203 0 0 LOWES COS INC COM 548661107 3194 148398 SH SOLE 01 148398 0 0 LOWES COS INC COM 548661107 99 122000 SH PUT SOLE 01 122000 0 0 LSI CORPORATION COM 502161102 38 11610 SH SOLE 01 11610 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 24 26000 PRN SOLE 01 26000 0 0 LSI INDS INC COM 50216C108 125 18186 SH SOLE 01 18186 0 0 MACERICH CO COM 554382101 236 13011 SH SOLE 01 13011 0 0 MACYS INC COM 55616P104 165 15914 SH SOLE 01 15914 0 0 MAKO SURGICAL CORP COM 560879108 321 48032 SH SOLE 01 48032 0 0 MANITOWOC INC COM 563571108 120 13912 SH SOLE 01 13912 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 881 1650000 PRN SOLE 01 1650000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1186 35000 SH SOLE 01 35000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 733 235000 SH CALL SOLE 01 235000 0 0 MARRIOTT INTL INC NEW CL A 571903202 932 47900 SH SOLE 01 47900 0 0 MARRIOTT INTL INC NEW CL A 571903202 792 50000 SH PUT SOLE 01 50000 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 222 16265 SH SOLE 01 16265 0 0 MARTIN MARIETTA MATLS INC COM 573284106 229 2358 SH SOLE 01 2358 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 79 11800 SH SOLE 01 11800 0 0 MASTERCARD INC CL A 57636Q104 2397 171400 SH CALL SOLE 01 171400 0 0 MASTERCARD INC CL A 57636Q104 735 7000 SH PUT SOLE 01 7000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 465 522000 PRN SOLE 01 522000 0 0 MAXYGEN INC COM 577776107 182 20348 SH SOLE 01 20348 0 0 MCAFEE INC COM 579064106 74 20000 SH PUT SOLE 01 20000 0 0 MCCORMICK & CO INC COM NON VTG 579780206 679 21320 SH SOLE 01 21320 0 0 MCDATA CORP NOTE 2.250% 2/1 580031AD4 31 35000 PRN SOLE 01 35000 0 0 MCDONALDS CORP COM 580135101 1229 19761 SH SOLE 01 19761 0 0 MCGRAW HILL COS INC COM 580645109 857 36950 SH SOLE 01 36950 0 0 MCGRAW HILL COS INC COM 580645109 186 35500 SH PUT SOLE 01 35500 0 0 MEADWESTVACO CORP COM 583334107 15 20000 SH CALL SOLE 01 20000 0 0 MEADWESTVACO CORP COM 583334107 373 33373 SH SOLE 01 33373 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 691 16496 SH SOLE 01 16496 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 31 11100 SH PUT SOLE 01 11100 0 0 MEDTRONIC INC COM 585055106 650 20700 SH SOLE 01 20700 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 49 56000 PRN SOLE 01 56000 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 548 69697 SH SOLE 02 69697 0 0 MEMC ELECTR MATLS INC COM 552715104 211 14757 SH SOLE 01 14757 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 297 509000 PRN SOLE 01 509000 0 0 MERCK & CO INC COM 589331107 8746 287700 SH SOLE 01 287700 0 0 MERCK & CO INC COM 589331107 59 316800 SH CALL SOLE 01 316800 0 0 MERCK & CO INC COM 589331107 2781 349300 SH PUT SOLE 01 349300 0 0 MERRILL LYNCH & CO INC COM 590188108 403 500000 SH CALL SOLE 01 500000 0 0 MERRILL LYNCH & CO INC COM 590188108 1142 264800 SH PUT SOLE 01 264800 0 0 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 10217 9460000 PRN SOLE 01 9460000 0 0 METLIFE INC COM 59156R108 284 8146 SH SOLE 01 8146 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 311 4613 SH SOLE 01 4613 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 555 28418 SH SOLE 01 28418 0 0 MICROSOFT CORP COM 594918104 1280 65838 SH SOLE 01 65838 0 0 MICROSOFT CORP COM 594918104 22 1569400 SH CALL SOLE 01 1569400 0 0 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 164 193108 SH SOLE 01 193108 0 0 MIRANT CORP NEW COM 60467R100 4 103000 SH CALL SOLE 01 103000 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3 35000 SH CALL SOLE 01 35000 0 0 MOLSON COORS BREWING CO CL B 60871R209 94 20900 SH CALL SOLE 01 20900 0 0 MOLSON COORS BREWING CO CL B 60871R209 150 17000 SH PUT SOLE 01 17000 0 0 MONSANTO CO NEW COM 61166W101 2131 30285 SH SOLE 01 30285 0 0 MOODYS CORP COM 615369105 503 25052 SH SOLE 01 25052 0 0 MORGAN STANLEY COM NEW 617446448 3914 244021 SH SOLE 01 244021 0 0 MORGAN STANLEY COM NEW 617446448 3 156000 SH CALL SOLE 01 156000 0 0 MORGAN STANLEY COM NEW 617446448 5712 243600 SH PUT SOLE 01 243600 0 0 MTR GAMING GROUP INC COM 553769100 82 48752 SH SOLE 01 48752 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 163 13943 SH SOLE 01 13943 0 0 MURPHY OIL CORP COM 626717102 758 17097 SH SOLE 01 17097 0 0 MVC CAPITAL INC COM 553829102 117 10700 SH SOLE 01 10700 0 0 MYLAN INC COM 628530107 1579 159682 SH SOLE 01 159682 0 0 MYLAN INC COM 628530107 356 250000 SH PUT SOLE 01 250000 0 0 MYLAN INC PFD CONV 628530206 2025 3073 SH SOLE 01 3073 0 0 MYRIAD GENETICS INC COM 62855J104 706 10650 SH SOLE 01 10650 0 0 MYRIAD GENETICS INC COM 62855J104 312 94000 SH CALL SOLE 01 94000 0 0 MYRIAD GENETICS INC COM 62855J104 8 170000 SH PUT SOLE 01 170000 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 127 154000 PRN SOLE 01 154000 0 0 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 878 985000 PRN SOLE 01 985000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 44 250000 PRN SOLE 01 250000 0 0 NATIONAL INSTRS CORP COM 636518102 304 12466 SH SOLE 01 12466 0 0 NATIONAL OILWELL VARCO INC COM 637071101 200 8164 SH SOLE 01 8164 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 342 33933 SH SOLE 01 33933 0 0 NESS TECHNOLOGIES INC COM 64104X108 88 20620 SH SOLE 01 20620 0 0 NETAPP INC COM 64110D104 715 51150 SH SOLE 01 02 51150 0 0 NETFLIX INC COM 64110L106 7 33500 SH PUT SOLE 01 33500 0 0 NEW YORK & CO INC COM 649295102 336 112448 SH SOLE 02 112448 0 0 NEWMONT MINING CORP COM 651639106 1263 31043 SH SOLE 01 31043 0 0 NEWMONT MINING CORP COM 651639106 218 171200 SH CALL SOLE 01 171200 0 0 NEWPORT CORP COM 651824104 180 26500 SH SOLE 01 26500 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 437 504000 PRN SOLE 01 504000 0 0 NICOR INC COM 654086107 1104 31777 SH SOLE 01 31777 0 0 NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 54 11159 SH SOLE 01 11159 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 641 1058000 PRN SOLE 01 1058000 0 0 NISOURCE INC COM 65473P105 664 60504 SH SOLE 01 60504 0 0 NOBLE CORPORATION SHS G65422100 648 29317 SH SOLE 01 29317 0 0 NOBLE ENERGY INC COM 655044105 360 7324 SH SOLE 01 7324 0 0 NOKIA CORP SPONSORED ADR 654902204 7260 465415 SH SOLE 01 465415 0 0 NOKIA CORP SPONSORED ADR 654902204 284 113000 SH CALL SOLE 01 113000 0 0 NORDSTROM INC COM 655664100 582 40000 SH PUT SOLE 01 40000 0 0 NORDSTROM INC COM 655664100 498 37424 SH SOLE 01 37424 0 0 NORFOLK SOUTHERN CORP COM 655844108 287 6094 SH SOLE 01 6094 0 0 NORFOLK SOUTHERN CORP COM 655844108 468 203000 SH CALL SOLE 01 203000 0 0 NORFOLK SOUTHERN CORP COM 655844108 244 50800 SH PUT SOLE 01 50800 0 0 NORTHERN TR CORP COM 665859104 245 4700 SH SOLE 01 4700 0 0 NORTHROP GRUMMAN CORP COM 666807102 784 17405 SH SOLE 01 17405 0 0 NORTHWEST PIPE CO COM 667746101 251 5900 SH SOLE 01 5900 0 0 NOVELLUS SYS INC COM 670008101 137 11137 SH SOLE 01 11137 0 0 NRDC ACQUISITION CORP COM 62941R102 221 24141 SH SOLE 02 24141 0 0 NRG ENERGY INC COM NEW 629377508 20 100000 SH CALL SOLE 01 100000 0 0 NUCOR CORP COM 670346105 917 19838 SH SOLE 01 19838 0 0 NVIDIA CORP COM 67066G104 201 24939 SH SOLE 01 24939 0 0 NYSE EURONEXT COM 629491101 10775 295000 SH PUT SOLE 01 295000 0 0 NYSE EURONEXT COM 629491101 2 458000 SH CALL SOLE 01 458000 0 0 NYSE EURONEXT COM 629491101 7233 264182 SH SOLE 01 264182 0 0 O REILLY AUTOMOTIVE INC COM 686091109 1643 53461 SH SOLE 01 53461 0 0 O REILLY AUTOMOTIVE INC COM 686091109 58 18100 SH PUT SOLE 01 18100 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 926 15432 SH SOLE 01 15432 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1056 120000 SH CALL SOLE 01 120000 0 0 OGE ENERGY CORP COM 670837103 225 8740 SH SOLE 01 8740 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 1675 46068 SH SOLE 01 46068 0 0 OMNICARE INC COM 681904108 69 30000 SH CALL SOLE 01 30000 0 0 OMNICOM GROUP INC COM 681919106 765 28400 SH SOLE 01 28400 0 0 OMNICOM GROUP INC COM 681919106 130 100000 SH CALL SOLE 01 100000 0 0 OMNICOM GROUP INC NOTE 7/0 681919AT3 19 21000 PRN SOLE 01 21000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 1406 1687000 PRN SOLE 01 1687000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 926 1706000 PRN SOLE 01 1706000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 483 231800 SH CALL SOLE 01 231800 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2 25000 SH PUT SOLE 01 25000 0 0 ORACLE CORP COM 68389X105 1518 85602 SH SOLE 01 85602 0 0 ORACLE CORP COM 68389X105 112 249900 SH CALL SOLE 01 249900 0 0 ORACLE CORP COM 68389X105 385 351000 SH PUT SOLE 01 351000 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 202 4800 SH SOLE 01 4800 0 0 OWENS CORNING NEW COM 690742101 30293 1751051 SH SOLE 01 04 1751051 0 0 PACCAR INC COM 693718108 534 18662 SH SOLE 01 18662 0 0 PALL CORP COM 696429307 987 34708 SH SOLE 01 34708 0 0 PAN AMERICAN SILVER CORP COM 697900108 444 26000 SH SOLE 01 26000 0 0 PAN AMERICAN SILVER CORP COM 697900108 1 20000 SH CALL SOLE 01 20000 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 193 14400 SH SOLE 01 14400 0 0 PARALLEL PETE CORP DEL COM 699157103 39 19200 SH SOLE 01 19200 0 0 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 1133 1750000 PRN SOLE 01 1750000 0 0 PARKWAY PPTYS INC COM 70159Q104 193 10700 SH SOLE 01 10700 0 0 PARTNERRE LTD COM G6852T105 791 11100 SH SOLE 01 11100 0 0 PATTERSON COMPANIES INC COM 703395103 273 14539 SH SOLE 01 14539 0 0 PEABODY ENERGY CORP COM 704549104 325 14278 SH SOLE 01 14278 0 0 PEABODY ENERGY CORP COM 704549104 7 100000 SH CALL SOLE 01 100000 0 0 PENN VA CORP COM 707882106 75 50000 SH CALL SOLE 01 50000 0 0 PENN VA CORP NOTE 4.500%11/1 707882AA4 1740 2400000 PRN SOLE 01 2400000 0 0 PENNEY J C INC COM 708160106 662 33627 SH SOLE 01 33627 0 0 PENNEY J C INC COM 708160106 560 36500 SH PUT SOLE 01 36500 0 0 PENTAIR INC COM 709631105 327 13810 SH SOLE 01 13810 0 0 PEPCO HOLDINGS INC COM 713291102 232 13067 SH SOLE 01 13067 0 0 PEPSICO INC COM 713448108 32768 598284 SH SOLE 01 598284 0 0 PEPSICO INC COM 713448108 90 595600 SH CALL SOLE 01 595600 0 0 PEPSICO INC COM 713448108 9240 655900 SH PUT SOLE 01 655900 0 0 PERKINELMER INC COM 714046109 196 14095 SH SOLE 01 14095 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2 25000 SH CALL SOLE 01 25000 0 0 PG&E CORP COM 69331C108 951 24570 SH SOLE 01 24570 0 0 PIKE ELEC CORP COM 721283109 193 15700 SH SOLE 01 15700 0 0 PINNACLE WEST CAP CORP COM 723484101 475 14795 SH SOLE 01 14795 0 0 PIONEER DRILLING CO COM 723655106 58 10400 SH SOLE 01 10400 0 0 PIONEER NAT RES CO COM 723787107 484 29922 SH SOLE 01 29922 0 0 PIONEER NAT RES CO COM 723787107 631 15800 SH PUT SOLE 01 15800 0 0 PLACER DOME INC DBCV 2.750%10/1 725906AK7 71 47000 PRN SOLE 01 47000 0 0 PLAINS EXPL& PRODTN CO COM 726505100 54 61000 SH CALL SOLE 01 61000 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1064 30636 SH SOLE 01 30636 0 0 PMA CAP CORP CL A 693419202 125 17627 SH SOLE 01 17627 0 0 PNC FINL SVCS GROUP INC COM 693475105 358 7300 SH SOLE 01 7300 0 0 PNC FINL SVCS GROUP INC COM 693475105 128 24400 SH CALL SOLE 01 24400 0 0 PNC FINL SVCS GROUP INC COM 693475105 172 49100 SH PUT SOLE 01 49100 0 0 PNM RES INC COM 69349H107 202 20023 SH SOLE 01 20023 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 50 250000 PRN SOLE 01 250000 0 0 PPG INDS INC COM 693506107 481 11340 SH SOLE 01 11340 0 0 PRAXAIR INC COM 74005P104 811 13663 SH SOLE 01 13663 0 0 PRECISION CASTPARTS CORP COM 740189105 398 6683 SH SOLE 01 6683 0 0 PROCTER & GAMBLE CO COM 742718109 14115 228326 SH SOLE 01 228326 0 0 PROCTER & GAMBLE CO COM 742718109 1054 2865 SH CALL SOLE 01 2865 0 0 PROCTER & GAMBLE CO COM 742718109 2189 4074 SH PUT SOLE 01 4074 0 0 PROGRESS ENERGY INC COM 743263105 703 17633 SH SOLE 01 17633 0 0 PROGRESSIVE CORP OHIO COM 743315103 160 10782 SH SOLE 01 10782 0 0 PROLOGIS NOTE 2.250% 4/0 743410AQ5 8 19000 PRN SOLE 01 19000 0 0 PROSHARES TR PSHS UT SHT MSCI 74347R354 1235 23500 SH SOLE 01 23500 0 0 PROSHARES TR PSHS REAL ESTAT 74347R552 710 14000 SH SOLE 01 14000 0 0 PROSHARES TR PSHS ULSHT SP500 74347R883 10776 151900 SH SOLE 01 04 151900 0 0 PROSHARES TR PSHS ULTSH 20YRS 74347R297 925 24507 SH SOLE 01 24507 0 0 PROSPECT ACQUISITION CORP COM 74347T103 667 72906 SH SOLE 02 72906 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 160 13400 SH SOLE 01 13400 0 0 PROVIDENT BANKSHARES CORP COM 743859100 1383 143120 SH SOLE 01 02 143120 0 0 PROVIDENT BANKSHARES CORP COM 743859100 483 50000 SH PUT SOLE 02 50000 0 0 PRUDENTIAL FINL INC COM 744320102 633 20908 SH SOLE 01 20908 0 0 PRUDENTIAL FINL INC COM 744320102 887 1504 SH PUT SOLE 01 1504 0 0 QUALCOMM INC COM 747525103 5889 164348 SH SOLE 01 164348 0 0 QUALCOMM INC COM 747525103 610 2504 SH CALL SOLE 01 2504 0 0 QUALCOMM INC COM 747525103 937 1055 SH PUT SOLE 01 1055 0 0 QUESTAR CORP COM 748356102 381 11649 SH SOLE 01 11649 0 0 RADIOSHACK CORP COM 750438103 247 20649 SH SOLE 01 20649 0 0 RADIOSHACK CORP COM 750438103 1686 2194 SH PUT SOLE 01 2194 0 0 RAM ENERGY RESOURCES INC COM 75130P109 15070 17124998 SH SOLE 01 04 17124998 0 0 RAYONIER INC COM 754907103 276 8809 SH SOLE 01 8809 0 0 RAYTHEON CO COM NEW 755111507 1388 27203 SH SOLE 01 27203 0 0 RED HAT INC COM 756577102 389 29450 SH SOLE 01 29450 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 352 17646 SH SOLE 01 17646 0 0 RENT A CTR INC NEW COM 76009N100 247 550 SH CALL SOLE 01 550 0 0 RESEARCH IN MOTION LTD COM 760975102 611 15059 SH SOLE 01 15059 0 0 REYNOLDS AMERICAN INC COM 761713106 1380 34229 SH SOLE 01 34229 0 0 RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 170 211000 PRN SOLE 01 211000 0 0 RIMAGE CORP COM 766721104 219 16300 SH SOLE 01 16300 0 0 ROHM & HAAS CO COM 775371107 684 11075 SH SOLE 01 11075 0 0 ROHM & HAAS CO COM 775371107 316 350 SH CALL SOLE 01 350 0 0 ROHM & HAAS CO COM 775371107 698 1109 SH PUT SOLE 01 1109 0 0 ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA4 399 745000 PRN SOLE 01 745000 0 0 ROWAN COS INC COM 779382100 509 32008 SH SOLE 01 32008 0 0 ROWAN COS INC COM 779382100 412 233 SH PUT SOLE 01 233 0 0 SALESFORCE COM INC COM 79466L302 1292 40348 SH SOLE 01 40348 0 0 SALESFORCE COM INC COM 79466L302 914 250 SH PUT SOLE 01 250 0 0 SANDISK CORP COM 80004C101 364 37960 SH SOLE 01 37960 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 16983 468873 SH SOLE 01 468873 0 0 SAPIENT CORP COM 803062108 71 15900 SH SOLE 01 15900 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 2201 240000 SH SOLE 02 240000 0 0 SARA LEE CORP COM 803111103 105 10775 SH SOLE 01 10775 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 203 125 SH PUT SOLE 01 125 0 0 SAVVIS INC NOTE 3.000% 5/1 805423AA8 23 55000 PRN SOLE 01 55000 0 0 SCHEIN HENRY INC COM 806407102 524 14286 SH SOLE 01 14286 0 0 SCHERING PLOUGH CORP COM 806605101 620 36430 SH SOLE 01 36430 0 0 SCHLUMBERGER LTD COM 806857108 559 13216 SH SOLE 01 13216 0 0 SCHNITZER STL INDS CL A 806882106 200 5300 SH SOLE 01 5300 0 0 SCHWAB CHARLES CORP NEW COM 808513105 353 1123 SH PUT SOLE 01 1123 0 0 SCHWAB CHARLES CORP NEW COM 808513105 294 18200 SH SOLE 01 18200 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1193 2500 SH CALL SOLE 01 2500 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 244 12200 SH SOLE 01 12200 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 351 11818 SH SOLE 01 11818 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 478 21713 SH SOLE 01 21713 0 0 SEALED AIR CORP NEW COM 81211K100 964 64515 SH SOLE 01 64515 0 0 SEALY CORP COM 812139301 51 20200 SH SOLE 01 20200 0 0 SEARS HLDGS CORP COM 812350106 902 23208 SH SOLE 01 23208 0 0 SEI INVESTMENTS CO COM 784117103 168 10700 SH SOLE 01 10700 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4168 87250 SH SOLE 01 87250 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4595 367052 SH SOLE 01 02 367052 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 334 12026 SH CALL SOLE 01 12026 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 20435 10829 SH PUT SOLE 01 10829 0 0 SEPRACOR INC NOTE 10/1 817315AW4 1836 1988000 PRN SOLE 01 1988000 0 0 SIGMA ALDRICH CORP COM 826552101 1540 36449 SH SOLE 01 36449 0 0 SILICON IMAGE INC COM 82705T102 118 28100 SH SOLE 01 28100 0 0 SINA CORP ORD G81477104 22 38200 SH CALL SOLE 01 38200 0 0 SKYWORKS SOLUTIONS INC NOTE 1.250% 3/0 83088MAF9 1721 1860000 PRN SOLE 01 1860000 0 0 SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 3065 4000000 PRN SOLE 01 4000000 0 0 SLM CORP COM 78442P106 354 39800 SH SOLE 01 39800 0 0 SLM CORP COM 78442P106 828 400 SH PUT SOLE 01 400 0 0 SMITH INTL INC COM 832110100 1379 60235 SH SOLE 01 60235 0 0 SMITHTOWN BANCORP INC COM 832449102 2396 149500 SH SOLE 02 149500 0 0 SNAP ON INC COM 833034101 254 6438 SH SOLE 01 6438 0 0 SONY CORP ADR NEW 835699307 501 22900 SH SOLE 01 22900 0 0 SOTHEBYS COM 835898107 699 521 SH PUT SOLE 01 521 0 0 SOUTHERN CO COM 842587107 496 13400 SH SOLE 01 13400 0 0 SOUTHERN UN CO NEW COM 844030106 185 14170 SH SOLE 01 14170 0 0 SOUTHWESTERN ENERGY CO COM 845467109 622 21484 SH SOLE 01 21484 0 0 SP ACQUISITION HOLDINGS INC COM 78470A104 1861 204100 SH SOLE 02 204100 0 0 SPARTAN MTRS INC COM 846819100 96 20400 SH SOLE 01 20400 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 5624 65000 SH SOLE 01 65000 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1696 141600 SH SOLE 01 141600 0 0 SPDR SERIES TRUST KBW REGN BK ETF 78464A698 729 25000 SH SOLE 02 25000 0 0 SPDR TR UNIT SER 1 78462F103 2229 24700 SH SOLE 01 02 24700 0 0 SPDR TR UNIT SER 1 78462F103 2377 4742 SH PUT SOLE 01 4742 0 0 SPECTRA ENERGY CORP COM 847560109 786 49918 SH SOLE 01 49918 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 137 15100 SH SOLE 02 15100 0 0 SPSS INC NOTE 2.500% 3/1 78462KAB8 53 69000 PRN SOLE 01 69000 0 0 ST JUDE MED INC COM 790849103 275 8329 SH SOLE 01 8329 0 0 STANLEY WKS COM 854616109 1995 58500 SH SOLE 01 58500 0 0 STANLEY WKS COM 854616109 881 618 SH PUT SOLE 01 618 0 0 STAPLES INC COM 855030102 2113 117886 SH SOLE 01 117886 0 0 STAPLES INC COM 855030102 600 2580 SH PUT SOLE 01 2580 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3295 500 SH PUT SOLE 01 500 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 893 49900 SH SOLE 01 49900 0 0 STATE STR CORP COM 857477103 6725 170999 SH SOLE 01 170999 0 0 STATE STR CORP COM 857477103 2054 6510 SH PUT SOLE 01 6510 0 0 STERICYCLE INC COM 858912108 1232 23660 SH SOLE 01 23660 0 0 STRYKER CORP COM 863667101 795 19898 SH SOLE 01 19898 0 0 SUNTRUST BKS INC COM 867914103 2623 88791 SH SOLE 01 88791 0 0 SUNTRUST BKS INC COM 867914103 3215 1135 SH PUT SOLE 01 1135 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 278 255000 PRN SOLE 01 255000 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 47 52000 PRN SOLE 01 52000 0 0 SYNOPSYS INC COM 871607107 262 14162 SH SOLE 01 14162 0 0 SYSCO CORP COM 871829107 1378 60087 SH SOLE 01 60087 0 0 TARGET CORP COM 87612E106 1139 32972 SH SOLE 01 32972 0 0 TARGET CORP COM 87612E106 298 1672 SH CALL SOLE 01 1672 0 0 TARGET CORP COM 87612E106 451 2682 SH PUT SOLE 01 2682 0 0 TAUBMAN CTRS INC COM 876664103 265 10402 SH SOLE 01 10402 0 0 TBS INTERNATIONAL LIMITED COM CL A G86975151 165 16500 SH SOLE 01 16500 0 0 TECH DATA CORP DBCV 2.750%12/1 878237AE6 465 637000 PRN SOLE 01 637000 0 0 TECH DATA CORP COM 878237106 1020 57181 SH SOLE 01 02 57181 0 0 TECHWELL INC COM 87874D101 307 47266 SH SOLE 02 47266 0 0 TELEPHONE & DATA SYS INC COM 879433100 237 7450 SH SOLE 01 7450 0 0 TEMPUR PEDIC INTL INC COM 88023U101 337 47600 SH SOLE 01 47600 0 0 TEMPUR PEDIC INTL INC COM 88023U101 457 802 SH PUT SOLE 01 802 0 0 TEREX CORP NEW COM 880779103 189 10904 SH SOLE 01 10904 0 0 TESORO CORP COM 881609101 316 24014 SH SOLE 01 24014 0 0 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 233 206000 PRN SOLE 01 206000 0 0 TEXTRON INC COM 883203101 375 27052 SH SOLE 01 27052 0 0 TIFFANY & CO NEW COM 886547108 750 1000 SH CALL SOLE 01 1000 0 0 TIME WARNER INC COM 887317105 267 26548 SH SOLE 01 26548 0 0 TIMKEN CO COM 887389104 259 13200 SH SOLE 01 13200 0 0 TJX COS INC NEW COM 872540109 539 26190 SH SOLE 01 26190 0 0 TOTAL SYS SVCS INC COM 891906109 296 21171 SH SOLE 01 21171 0 0 TRAVELERS COMPANIES INC COM 89417E109 342 7564 SH SOLE 01 7564 0 0 TRIAN ACQUISITION I CORP COM 89582E108 989 111000 SH SOLE 02 111000 0 0 TRINITY INDS INC COM 896522109 254 16100 SH SOLE 01 16100 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 671 1475000 PRN SOLE 01 1475000 0 0 TRIPLECROWN ACQUISITION CORP COM 89677G109 2489 275000 SH SOLE 02 275000 0 0 TWEEN BRANDS INC COM 901166108 6947 1726600 SH SOLE 01 02 1726600 0 0 TWEEN BRANDS INC COM 901166108 80 20000 SH CALL SOLE 02 20000 0 0 TYSON FOODS INC CL A 902494103 270 30824 SH SOLE 01 30824 0 0 U S G CORP COM NEW 903293405 439 54621 SH SOLE 01 54621 0 0 U S G CORP COM NEW 903293405 3310 1522 SH PUT SOLE 01 1522 0 0 UNION PAC CORP COM 907818108 2562 53606 SH SOLE 01 53606 0 0 UNION PAC CORP COM 907818108 1377 500 SH PUT SOLE 01 500 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 81 145000 PRN SOLE 01 145000 0 0 UNITED ONLINE INC COM 911268100 163 26878 SH SOLE 01 26878 0 0 UNITED PARCEL SERVICE INC CL B 911312106 409 7420 SH SOLE 01 7420 0 0 UNITED RENTALS INC COM 911363109 135 14800 SH SOLE 01 14800 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 173 245000 PRN SOLE 01 245000 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 331 10000 SH SOLE 01 10000 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 5776 92338 SH SOLE 01 92338 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 2207 750 SH PUT SOLE 01 750 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2385 89659 SH SOLE 01 89659 0 0 UNIVERSAL AMERICAN CORP COM 913377107 98 11106 SH SOLE 01 11106 0 0 URBAN OUTFITTERS INC COM 917047102 4000 267634 SH SOLE 01 02 267634 0 0 URBAN OUTFITTERS INC COM 917047102 1916 2434 SH PUT SOLE 01 2434 0 0 US BANCORP DEL COM NEW 902973304 496 19824 SH SOLE 01 19824 0 0 V F CORP COM 918204108 854 15589 SH SOLE 01 15589 0 0 VAALCO ENERGY INC COM NEW 91851C201 118 15900 SH SOLE 01 15900 0 0 VALE CAP LTD NT RIO CV VALE 91912C208 1525 55455 SH SOLE 01 55455 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 2693 117601 SH SOLE 01 117601 0 0 VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD6 9 10000 PRN SOLE 01 10000 0 0 VARIAN MED SYS INC COM 92220P105 864 24649 SH SOLE 01 24649 0 0 VECTOR GROUP LTD COM 92240M108 47510 3488241 SH SOLE 01 3488241 0 0 VECTOR GROUP LTD DBCV 5.750% 6/1 92240MAL2 1434 1500000 PRN SOLE 01 1500000 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH1 6146 5500000 PRN SOLE 01 5500000 0 0 VECTREN CORP COM 92240G101 407 16280 SH SOLE 01 16280 0 0 VERISIGN INC COM 92343E102 1527 80026 SH SOLE 01 80026 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 863 25446 SH SOLE 01 25446 0 0 VICTORY ACQUISITION CORP COM 92644D100 486 50100 SH SOLE 02 50100 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 690 900000 PRN SOLE 01 900000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 43 12500 SH SOLE 01 12500 0 0 VISTEON CORP COM 92839U107 125 358071 SH SOLE 01 358071 0 0 VISTEON CORP COM 92839U107 2593 3950 SH PUT SOLE 01 3950 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1265 61900 SH SOLE 01 61900 0 0 VULCAN MATLS CO COM 929160109 212 3046 SH SOLE 01 3046 0 0 WACHOVIA CORP NEW COM 929903102 348 62762 SH SOLE 01 62762 0 0 WACHOVIA CORP NEW COM 929903102 716 750 SH PUT SOLE 01 750 0 0 WAL MART STORES INC COM 931142103 393 7010 SH SOLE 01 7010 0 0 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 2063 1928000 PRN SOLE 01 1928000 0 0 WATERS CORP COM 941848103 1601 43694 SH SOLE 01 43694 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1025 79693 SH SOLE 01 79693 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2160 850 SH PUT SOLE 01 850 0 0 WELLPOINT INC COM 94973V107 2111 50106 SH SOLE 01 50106 0 0 WELLPOINT INC COM 94973V107 497 500 SH PUT SOLE 01 500 0 0 WELLS FARGO & CO NEW COM 949746101 4422 150000 SH PUT SOLE 02 150000 0 0 WEYERHAEUSER CO COM 962166104 2039 66610 SH SOLE 01 66610 0 0 WHOLE FOODS MKT INC COM 966837106 211 22400 SH SOLE 01 22400 0 0 WILLIAMS COS INC DEL COM 969457100 272 18782 SH SOLE 01 18782 0 0 WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 36 42000 PRN SOLE 01 42000 0 0 WISCONSIN ENERGY CORP COM 976657106 727 17329 SH SOLE 01 17329 0 0 WMS INDS INC NOTE 2.750% 7/1 929297AE9 695 340000 PRN SOLE 01 340000 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 293 500000 PRN SOLE 01 500000 0 0 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 384 500000 PRN SOLE 01 500000 0 0 WYETH COM 983024100 911 24290 SH SOLE 01 24290 0 0 WYETH COM 983024100 2106 16235 SH CALL SOLE 01 16235 0 0 WYETH DBCV 1/1 983024AD2 42 42000 PRN SOLE 01 42000 0 0 WYNN RESORTS LTD COM 983134107 352 8336 SH SOLE 01 8336 0 0 XTO ENERGY INC COM 98385X106 1404 39795 SH SOLE 01 39795 0 0 YAHOO INC COM 984332106 262 21500 SH SOLE 01 21500 0 0 YAHOO INC COM 984332106 371 3362 SH CALL SOLE 01 3362 0 0 YRC WORLDWIDE INC COM 984249102 29 10000 SH SOLE 01 10000 0 0 YUM BRANDS INC COM 988498101 956 30340 SH SOLE 01 30340 0 0 ZIMMER HLDGS INC COM 98956P102 318 7873 SH SOLE 01 7873 0 0 ZIONS BANCORPORATION COM 989701107 319 13000 SH SOLE 01 13000 0 0
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