-----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, TrOS8ASeUju0tBN8e4J58hTrmxwBVIGEbdtc+hd6tfQaBW9zjIQipYPOnQcoSiQR duQr6lLkejzoJkfXcrM/iA== 0001085146-08-000766.txt : 20080523 0001085146-08-000766.hdr.sgml : 20080523 20080522213851 ACCESSION NUMBER: 0001085146-08-000766 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080523 DATE AS OF CHANGE: 20080522 EFFECTIVENESS DATE: 20080523 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10917 FILM NUMBER: 08856221 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/A 1 jeffa11q08.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: March 31, 2008 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: 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 May 22, 2008 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: 874 Form13F Information Table Value Total: $2,993,357 (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 28-10432 Jefferies & Company, Inc. 02 28-11329 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 422 5328 SH SOLE 01 5328 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 130 10725 SH SOLE 01 10725 0 0 A S DAMPSKIBSSELSKABET TORM SPONSORED ADR 00208W109 343 11541 SH SOLE 01 11541 0 0 ABB LTD SPONSORED ADR 000375204 12114 450000 SH SOLE 01 450000 0 0 ABBOTT LABS COM 002824100 2847 51627 SH SOLE 01 02 51627 0 0 ABERCROMBIE & FITCH CO CL A 002896207 30871 422087 SH SOLE 01 02 422087 0 0 ACTIVISION INC NEW COM NEW 004930202 1126 41256 SH SOLE 01 41256 0 0 ACTIVISION INC NEW COM NEW 004930202 1775 65000 SH CALL SOLE 01 65000 0 0 ADAPTEC INC NOTE 0.750%12/2 00651FAG3 222 230000 PRN SOLE 01 230000 0 0 ADOBE SYS INC COM 00724F101 285 8016 SH SOLE 01 8016 0 0 ADVOCAT INC COM 007586100 126 12200 SH SOLE 02 12200 0 0 AEP INDS INC COM 001031103 6664 220000 SH SOLE 04 220000 0 0 AEROPOSTALE COM 007865108 17397 641700 SH SOLE 01 02 641700 0 0 AEROPOSTALE COM 007865108 3364 124100 SH CALL SOLE 01 124100 0 0 AEROPOSTALE COM 007865108 4563 168300 SH PUT SOLE 01 168300 0 0 AETNA INC NEW COM 00817Y108 1729 41078 SH SOLE 01 41078 0 0 AFLAC INC COM 001055102 861 13258 SH SOLE 01 13258 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 83 50000 PRN SOLE 01 50000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 306 10263 SH SOLE 01 10263 0 0 AIR PRODS & CHEMS INC COM 009158106 1200 13040 SH SOLE 01 13040 0 0 AIRGAS INC COM 009363102 232 5099 SH SOLE 01 5099 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 690 24506 SH SOLE 01 24506 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 177 30700 SH SOLE 01 30700 0 0 ALCOA INC COM 013817101 3937 109167 SH SOLE 01 109167 0 0 ALCOA INC COM 013817101 2719 75400 SH PUT SOLE 01 75400 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 237 4000 SH PUT SOLE 01 4000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 237 4000 SH CALL SOLE 01 4000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1120 18881 SH SOLE 01 18881 0 0 ALIGN TECHNOLOGY INC COM 016255101 1111 100000 SH SOLE 02 100000 0 0 ALLEGHENY ENERGY INC COM 017361106 383 7594 SH SOLE 01 7594 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1250 17519 SH SOLE 01 17519 0 0 ALLERGAN INC COM 018490102 664 11772 SH SOLE 01 11772 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 242 5100 SH SOLE 01 5100 0 0 ALLIANCE IMAGING INC COM NEW 018606202 176 20297 SH SOLE 02 20297 0 0 ALLIANT ENERGY CORP COM 018802108 228 6500 SH SOLE 01 6500 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 216 2083 SH SOLE 01 2083 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 3403 2500000 PRN SOLE 01 2500000 0 0 ALLIANZ SE SP ADR 1/10 SH 018805101 9830 500000 SH SOLE 01 500000 0 0 ALLION HEALTHCARE INC COM 019615103 604 146169 SH SOLE 01 146169 0 0 ALTRIA GROUP INC COM 02209S103 707 31820 SH SOLE 01 31820 0 0 AMAZON COM INC COM 023135106 349 4893 SH SOLE 01 4893 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 683 20000 SH PUT SOLE 02 20000 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 853 24972 SH SOLE 01 24972 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 15740 898922 SH SOLE 01 02 898922 0 0 AMERICAN ELEC PWR INC COM 025537101 542 13021 SH SOLE 01 13021 0 0 AMERICAN EXPRESS CO COM 025816109 715 16351 SH SOLE 01 16351 0 0 AMERICAN EXPRESS CO COM 025816109 8744 200000 SH PUT SOLE 01 200000 0 0 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 444 986000 PRN SOLE 01 986000 0 0 AMERICAN INTL GROUP INC COM 026874107 712 16470 SH SOLE 01 16470 0 0 AMERICAN TOWER CORP CL A 029912201 906 23106 SH SOLE 01 23106 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 3500 5750000 PRN SOLE 04 5750000 0 0 AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 3052 3300000 PRN SOLE 04 3300000 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 7595 14000000 PRN SOLE 04 14000000 0 0 AMERIPRISE FINL INC COM 03076C106 420 8096 SH SOLE 01 8096 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2261 55173 SH SOLE 01 02 55173 0 0 AMGEN INC COM 031162100 4270 102200 SH CALL SOLE 01 102200 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 386 25000 SH SOLE 02 25000 0 0 AMPCO-PITTSBURGH CORP COM 032037103 228 5300 SH SOLE 01 5300 0 0 AMR CORP COM 001765106 301 33398 SH SOLE 01 33398 0 0 AMR CORP COM 001765106 2463 273100 SH CALL SOLE 01 273100 0 0 AMSURG CORP COM 03232P405 237 10000 SH CALL SOLE 01 10000 0 0 ANADARKO PETE CORP COM 032511107 783 12423 SH SOLE 01 12423 0 0 ANALOG DEVICES INC COM 032654105 425 14400 SH SOLE 01 14400 0 0 ANALOGIC CORP COM PAR $0.05 032657207 1036 15566 SH SOLE 01 02 15566 0 0 ANHEUSER BUSCH COS INC COM 035229103 896 18874 SH SOLE 01 02 18874 0 0 ANNALY CAP MGMT INC COM 035710409 514 33544 SH SOLE 01 33544 0 0 ANNTAYLOR STORES CORP COM 036115103 5291 218829 SH SOLE 01 02 218829 0 0 AON CORP COM 037389103 451 11216 SH SOLE 01 11216 0 0 APACHE CORP COM 037411105 244 2016 SH SOLE 01 2016 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 741 20704 SH SOLE 01 20704 0 0 APOLLO GROUP INC CL A 037604105 1365 31600 SH CALL SOLE 01 31600 0 0 APOLLO GROUP INC CL A 037604105 1598 37000 SH PUT SOLE 01 37000 0 0 APPLE INC COM 037833100 459 3198 SH SOLE 01 3198 0 0 APPLE INC COM 037833100 7175 50000 SH CALL SOLE 01 50000 0 0 APPLE INC COM 037833100 7175 50000 SH PUT SOLE 01 50000 0 0 APPLERA CORP COM AP BIO GRP 038020103 771 23477 SH SOLE 01 23477 0 0 APPLIED MATLS INC COM 038222105 412 21118 SH SOLE 01 21118 0 0 APRIA HEALTHCARE GROUP INC COM 037933108 261 13228 SH SOLE 01 13228 0 0 ARCH COAL INC COM 039380100 400 9200 SH SOLE 01 9200 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 617 14996 SH SOLE 01 14996 0 0 ARROW ELECTRS INC COM 042735100 764 22700 SH SOLE 01 22700 0 0 ASHLAND INC NEW COM 044209104 462 9770 SH SOLE 01 9770 0 0 ASM INTL N V COM N07045102 8202 442631 SH SOLE 01 442631 0 0 ASML HOLDING N V NY REG SHS N07059186 744 30000 SH SOLE 02 30000 0 0 ASTORIA FINL CORP COM 046265104 272 10000 SH SOLE 02 10000 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 47252 859113 SH SOLE 01 04 859113 0 0 AUTODESK INC COM 052769106 372 11807 SH SOLE 01 11807 0 0 AUTOZONE INC COM 053332102 652 5730 SH SOLE 01 5730 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 548 20500 SH SOLE 01 02 20500 0 0 AVNET INC COM 053807103 831 25386 SH SOLE 01 25386 0 0 AVNET INC DBCV 2.000% 3/1 053807AL7 4067 3615000 PRN SOLE 01 3615000 0 0 AVON PRODS INC COM 054303102 747 18883 SH SOLE 01 18883 0 0 BALL CORP COM 058498106 411 8948 SH SOLE 01 8948 0 0 BANK MONTREAL QUE COM 063671101 625 13957 SH SOLE 01 13957 0 0 BANK OF AMERICA CORPORATION COM 060505104 546 14400 SH SOLE 01 14400 0 0 BANK OF AMERICA CORPORATION COM 060505104 948 25000 SH CALL SOLE 01 25000 0 0 BARD C R INC COM 067383109 791 8202 SH SOLE 01 8202 0 0 BARR PHARMACEUTICALS INC COM 068306109 1757 36360 SH SOLE 01 02 36360 0 0 BARRICK GOLD CORP COM 067901108 326 7500 SH SOLE 01 7500 0 0 BAXTER INTL INC COM 071813109 401 6937 SH SOLE 01 6937 0 0 BE AEROSPACE INC COM 073302101 730 20878 SH SOLE 01 20878 0 0 BE AEROSPACE INC COM 073302101 3422 97900 SH CALL SOLE 01 97900 0 0 BEAR STEARNS COS INC COM 073902108 330 31500 SH PUT SOLE 01 31500 0 0 BEBE STORES INC COM 075571109 5856 544769 SH SOLE 02 544769 0 0 BECKMAN COULTER INC COM 075811109 316 4900 SH SOLE 01 4900 0 0 BECTON DICKINSON & CO COM 075887109 1891 22025 SH SOLE 01 22025 0 0 BEST BUY INC SDCV 2.250% 1/1 086516AF8 5066 4713000 PRN SOLE 01 4713000 0 0 BEST BUY INC COM 086516101 10782 260075 SH SOLE 01 260075 0 0 BEST BUY INC COM 086516101 2073 50000 SH CALL SOLE 01 50000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 6881 104500 SH SOLE 01 104500 0 0 BIOGEN IDEC INC COM 09062X103 558 9044 SH SOLE 01 9044 0 0 BIOGEN IDEC INC COM 09062X103 802 13000 SH PUT SOLE 01 13000 0 0 BIOVAIL CORP COM 09067J109 115 10809 SH SOLE 01 10809 0 0 BIOVAIL CORP COM 09067J109 735 69000 SH CALL SOLE 01 69000 0 0 BLACKROCK INC COM 09247X101 633 3100 SH SOLE 01 3100 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 159 10000 SH SOLE 02 10000 0 0 BLOCK H & R INC COM 093671105 579 27883 SH SOLE 01 27883 0 0 BORDERS GROUP INC COM 099709107 105 17924 SH SOLE 01 17924 0 0 BORGWARNER INC COM 099724106 232 5382 SH SOLE 01 5382 0 0 BOSTON PROPERTIES INC COM 101121101 594 6450 SH SOLE 01 6450 0 0 BOSTON SCIENTIFIC CORP COM 101137107 6988 543000 SH CALL SOLE 01 543000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1936 150404 SH SOLE 01 150404 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 477 28124 SH SOLE 01 28124 0 0 BRE PROPERTIES INC CL A 05564E106 363 7978 SH SOLE 01 7978 0 0 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 331 7697 SH SOLE 01 02 7697 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 700 32897 SH SOLE 01 32897 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 4352 204300 SH CALL SOLE 01 204300 0 0 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 198 200000 PRN SOLE 01 200000 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2388 89001 SH SOLE 01 89001 0 0 BROWN FORMAN CORP CL B 115637209 810 12239 SH SOLE 01 12239 0 0 BRUKER CORP COM 116794108 942 61253 SH SOLE 01 02 61253 0 0 BRUNSWICK CORP COM 117043109 236 14791 SH SOLE 01 14791 0 0 BUCYRUS INTL INC NEW CL A 118759109 254 2500 SH SOLE 01 2500 0 0 BUNGE LIMITED COM G16962105 7385 85000 SH PUT SOLE 01 85000 0 0 BURGER KING HLDGS INC COM 121208201 246 8900 SH SOLE 01 8900 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 1876 20339 SH SOLE 01 20339 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 1337 14500 SH PUT SOLE 01 14500 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 764 14045 SH SOLE 01 14045 0 0 CA INC COM 12673P105 346 15379 SH SOLE 01 15379 0 0 CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB4 38 39000 PRN SOLE 01 39000 0 0 CADENCE PHARMACEUTICALS INC COM 12738T100 119 20000 SH SOLE 02 20000 0 0 CAMDEN PPTY TR SH BEN INT 133131102 305 6084 SH SOLE 01 6084 0 0 CAPITAL ONE FINL CORP COM 14040H105 367 7460 SH SOLE 01 7460 0 0 CAPITAL ONE FINL CORP COM 14040H105 2707 55000 SH CALL SOLE 01 55000 0 0 CAPITAL SR LIVING CORP COM 140475104 225 27782 SH SOLE 01 02 27782 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 2741 2500000 PRN SOLE 01 2500000 0 0 CARNIVAL CORP PAIRED CTF 143658300 893 22060 SH SOLE 01 02 22060 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 420 7500 SH PUT SOLE 01 7500 0 0 CATERPILLAR INC DEL COM 149123101 268 3428 SH SOLE 01 3428 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 708 32704 SH SOLE 01 32704 0 0 CBL & ASSOC PPTYS INC COM 124830100 257 10938 SH SOLE 01 10938 0 0 CBS CORP NEW CL B 124857202 1182 53554 SH SOLE 01 53554 0 0 CELANESE CORP DEL COM SER A 150870103 219 5600 SH SOLE 01 5600 0 0 CELGENE CORP COM 151020104 576 9400 SH SOLE 01 9400 0 0 CELGENE CORP COM 151020104 6062 98900 SH PUT SOLE 01 98900 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 343 58100 SH SOLE 01 58100 0 0 CENTERPOINT ENERGY INC COM 15189T107 235 16432 SH SOLE 01 16432 0 0 CENTRAL FD CDA LTD CL A 153501101 555 44100 SH SOLE 11 44100 0 0 CEPHALON INC COM 156708109 779 12100 SH SOLE 01 02 12100 0 0 CF INDS HLDGS INC COM 125269100 290 2800 SH SOLE 01 2800 0 0 CF INDS HLDGS INC COM 125269100 5834 56300 SH CALL SOLE 01 56300 0 0 CF INDS HLDGS INC COM 125269100 3627 35000 SH PUT SOLE 01 35000 0 0 CHATTEM INC COM 162456107 587 8850 SH SOLE 01 8850 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 609 27217 SH SOLE 01 02 27217 0 0 CHEESECAKE FACTORY INC COM 163072101 270 12400 SH SOLE 01 12400 0 0 CHESAPEAKE ENERGY CORP 6.25% PFD CONV 165167818 686 2000 SH SOLE 01 2000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1197 25927 SH SOLE 01 25927 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2561 55500 SH CALL SOLE 01 55500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1168 25300 SH PUT SOLE 01 25300 0 0 CHEVRON CORP NEW COM 166764100 1546 18107 SH SOLE 01 18107 0 0 CHICOS FAS INC COM 168615102 1067 150100 SH SOLE 02 150100 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4406 51246 SH SOLE 01 51246 0 0 CHINDEX INTERNATIONAL INC COM 169467107 230 6100 SH SOLE 01 6100 0 0 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 335 55300 SH SOLE 01 55300 0 0 CHUBB CORP COM 171232101 506 10219 SH SOLE 01 10219 0 0 CIBER INC SDCV 2.875%12/1 17163BAB8 969 1000000 PRN SOLE 01 1000000 0 0 CIENA CORP COM NEW 171779309 729 23637 SH SOLE 01 23637 0 0 CIENA CORP NOTE 0.250% 5/0 171779AB7 2970 3172000 PRN SOLE 01 3172000 0 0 CIGNA CORP COM 125509109 1010 24889 SH SOLE 01 24889 0 0 CINCINNATI BELL INC NEW COM 171871106 95 22400 SH SOLE 01 22400 0 0 CINTAS CORP COM 172908105 324 11349 SH SOLE 01 11349 0 0 CIRCUIT CITY STORE INC COM 172737108 47 11700 SH SOLE 01 11700 0 0 CISCO SYS INC COM 17275R102 2822 117147 SH SOLE 01 117147 0 0 CISCO SYS INC COM 17275R102 2409 100000 SH PUT SOLE 01 100000 0 0 CITIGROUP INC COM 172967101 405 18904 SH SOLE 01 02 18904 0 0 CITIGROUP INC COM 172967101 2870 134000 SH CALL SOLE 01 134000 0 0 CITIGROUP INC COM 172967101 12957 604900 SH PUT SOLE 01 604900 0 0 CITRIX SYS INC COM 177376100 14392 490700 SH PUT SOLE 01 490700 0 0 CITRIX SYS INC COM 177376100 2355 80292 SH SOLE 01 80292 0 0 CITRIX SYS INC COM 177376100 1241 42300 SH CALL SOLE 01 42300 0 0 CLAUDE RES INC COM 182873109 39 40000 SH SOLE 01 40000 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 5131 175600 SH SOLE 01 02 175600 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3390 116000 SH PUT SOLE 01 116000 0 0 CLEVELAND CLIFFS INC COM 185896107 347 2895 SH SOLE 01 2895 0 0 CLOROX CO DEL COM 189054109 1305 23039 SH SOLE 01 23039 0 0 CMS ENERGY CORP COM 125896100 2037 150444 SH SOLE 01 150444 0 0 CNET NETWORKS INC COM 12613R104 50739 7146368 SH SOLE 01 7146368 0 0 COACH INC COM 189754104 1270 42128 SH SOLE 01 42128 0 0 COCA COLA CO COM 191216100 2303 37835 SH SOLE 01 02 37835 0 0 COCA COLA CO COM 191216100 80811 1327600 SH CALL SOLE 01 1327600 0 0 COCA COLA ENTERPRISES INC COM 191219104 491 20285 SH SOLE 01 20285 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 381 13225 SH SOLE 01 13225 0 0 COLLAGENEX PHARMACEUTICALS I COM 19419B100 1163 70192 SH SOLE 02 70192 0 0 COMCAST CORP NEW CL A 20030N101 358 18500 SH SOLE 01 18500 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 1848 55000 SH SOLE 02 55000 0 0 COMPASS MINERALS INTL INC COM 20451N101 4777 81000 SH PUT SOLE 01 81000 0 0 COMPASS MINERALS INTL INC COM 20451N101 4486 76068 SH SOLE 01 76068 0 0 CONAGRA FOODS INC COM 205887102 446 18632 SH SOLE 01 18632 0 0 CONEXANT SYSTEMS INC COM 207142100 1783 3075000 SH SOLE 02 3075000 0 0 CONOCOPHILLIPS COM 20825C104 18378 241155 SH SOLE 01 241155 0 0 CONOCOPHILLIPS COM 20825C104 11432 150000 SH CALL SOLE 01 150000 0 0 CONOCOPHILLIPS COM 20825C104 23488 308200 SH PUT SOLE 01 308200 0 0 CONSOL ENERGY INC COM 20854P109 1446 20900 SH SOLE 01 20900 0 0 CONSOLIDATED EDISON INC COM 209115104 284 7146 SH SOLE 01 7146 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 235 4200 SH SOLE 01 4200 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1078 61027 SH SOLE 01 61027 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 1944 22020 SH SOLE 01 22020 0 0 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 117 100000 PRN SOLE 01 100000 0 0 COOPER COS INC DBCV 2.625% 7/0 216648AG0 2497 2500000 PRN SOLE 01 2500000 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 148 100000 PRN SOLE 01 100000 0 0 COSTCO WHSL CORP NEW COM 22160K105 572 8805 SH SOLE 01 8805 0 0 COTT CORP QUE COM 22163N106 239 68165 SH SOLE 01 68165 0 0 COVANTA HLDG CORP COM 22282E102 1155 42000 SH CALL SOLE 01 42000 0 0 COVENTRY HEALTH CARE INC COM 222862104 614 15209 SH SOLE 01 15209 0 0 COVIDIEN LTD COM G2552X108 2290 51750 SH SOLE 02 51750 0 0 CRAY INC NOTE 3.000%12/0 225223AB2 1260 1436000 PRN SOLE 01 1436000 0 0 CROCS INC COM 227046109 183 10483 SH SOLE 01 10483 0 0 CROWN HOLDINGS INC COM 228368106 603 23971 SH SOLE 01 02 23971 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 316 393000 PRN SOLE 01 393000 0 0 CSX CORP COM 126408103 469 8365 SH SOLE 01 8365 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1810 2020000 PRN SOLE 01 2020000 0 0 CUMMINS INC COM 231021106 1209 25828 SH SOLE 01 25828 0 0 CVS CAREMARK CORPORATION COM 126650100 5064 125000 SH CALL SOLE 01 125000 0 0 CVS CAREMARK CORPORATION COM 126650100 5064 125000 SH PUT SOLE 01 125000 0 0 CVS CAREMARK CORPORATION COM 126650100 9691 239224 SH SOLE 01 02 239224 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 380 16100 SH SOLE 01 16100 0 0 DAIMLER AG REG SHS D1668R123 5176 60500 SH SOLE 01 60500 0 0 DANAHER CORP DEL COM 235851102 1119 14716 SH SOLE 01 14716 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 33 29000 PRN SOLE 01 29000 0 0 DARDEN RESTAURANTS INC COM 237194105 948 29126 SH SOLE 01 02 29126 0 0 DAVITA INC COM 23918K108 776 16181 SH SOLE 01 02 16181 0 0 DEERE & CO COM 244199105 1551 19284 SH SOLE 01 19284 0 0 DENDREON CORP COM 24823Q107 9626 1997000 SH CALL SOLE 1997000 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 11350 100400 SH SOLE 01 100400 0 0 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 68 45000 PRN SOLE 01 45000 0 0 DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 932 945000 PRN SOLE 01 945000 0 0 DICKS SPORTING GOODS INC COM 253393102 244 9100 SH SOLE 01 9100 0 0 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 180 180000 PRN SOLE 01 180000 0 0 DILLARDS INC CL A 254067101 356 20666 SH SOLE 01 20666 0 0 DIME CMNTY BANCSHARES COM 253922108 262 15000 SH SOLE 02 15000 0 0 DIRECTV GROUP INC COM 25459L106 476 19203 SH SOLE 01 19203 0 0 DISNEY WALT CO COM DISNEY 254687106 412 13140 SH SOLE 01 13140 0 0 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 486 455000 PRN SOLE 01 455000 0 0 DOLBY LABORATORIES INC COM 25659T107 307 8466 SH SOLE 01 8466 0 0 DOMINION RES INC VA NEW COM 25746U109 283 6926 SH SOLE 01 6926 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 2809 2497000 PRN SOLE 01 2497000 0 0 DOUGLAS EMMETT INC COM 25960P109 950 43058 SH SOLE 01 43058 0 0 DOW CHEM CO COM 260543103 1813 49192 SH SOLE 01 49192 0 0 DRESS BARN INC COM 261570105 360 27828 SH SOLE 01 02 27828 0 0 DRS TECHNOLOGIES INC COM 23330X100 396 6800 SH SOLE 01 6800 0 0 DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 2981 2190000 PRN SOLE 01 2190000 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 277 190000 PRN SOLE 01 190000 0 0 DTE ENERGY CO COM 233331107 268 6888 SH SOLE 01 6888 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1588 33962 SH SOLE 01 33962 0 0 DUKE ENERGY CORP NEW COM 26441C105 1062 59483 SH SOLE 01 59483 0 0 DUKE REALTY CORP COM NEW 264411505 396 17377 SH SOLE 01 17377 0 0 E M C CORP MASS COM 268648102 452 31524 SH SOLE 01 31524 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 590 503000 PRN SOLE 01 503000 0 0 EASTMAN CHEM CO COM 277432100 1176 18831 SH SOLE 01 18831 0 0 EASTMAN KODAK CO COM 277461109 187 10559 SH SOLE 01 10559 0 0 EBAY INC COM 278642103 8654 290000 SH CALL SOLE 01 290000 0 0 ECOLAB INC COM 278865100 738 16996 SH SOLE 01 16996 0 0 EDISON INTL COM 281020107 1253 25568 SH SOLE 01 25568 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 571 12809 SH SOLE 01 12809 0 0 EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 5549 5515000 PRN SOLE 01 5515000 0 0 ELAN PLC ADR 284131208 3515 168500 SH CALL SOLE 01 168500 0 0 ELAN PLC ADR 284131208 2023 97000 SH PUT SOLE 01 97000 0 0 ELECTRONIC DATA SYS NEW COM 285661104 251 15085 SH SOLE 01 15085 0 0 EMBARQ CORP COM 29078E105 640 15972 SH SOLE 01 15972 0 0 EMCORE CORP COM 290846104 87 15100 SH SOLE 01 15100 0 0 EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 45 70000 PRN SOLE 01 70000 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 346 147023 SH SOLE 02 147023 0 0 ENDEAVOUR INTL CORP COM 29259G101 4174 3138400 SH SOLE 01 3138400 0 0 ENERGIZER HLDGS INC COM 29266R108 203 2239 SH SOLE 01 2239 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 365 12200 SH SOLE 01 12200 0 0 ENTERGY CORP NEW COM 29364G103 780 7147 SH SOLE 01 7147 0 0 EOG RES INC COM 26875P101 291 2423 SH SOLE 01 2423 0 0 EQUIFAX INC COM 294429105 528 15311 SH SOLE 01 15311 0 0 EQUITABLE RES INC COM 294549100 565 9588 SH SOLE 01 9588 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 17903 911107 SH SOLE 01 911107 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 364 12800 SH SOLE 01 12800 0 0 EVANS & SUTHERLAND COMPUTER COM 299096107 22 28372 SH SOLE 01 28372 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 478 16300 SH PUT SOLE 02 16300 0 0 EXELON CORP COM 30161N101 461 5675 SH SOLE 01 5675 0 0 EXPEDIA INC DEL COM 30212P105 489 22319 SH SOLE 01 22319 0 0 EXPRESS SCRIPTS INC COM 302182100 237 3681 SH SOLE 01 3681 0 0 EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB4 400 422000 PRN SOLE 01 422000 0 0 EXXON MOBIL CORP COM 30231G102 967 11432 SH SOLE 01 11432 0 0 F M C CORP COM NEW 302491303 205 3700 SH SOLE 01 3700 0 0 FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 628 630000 PRN SOLE 01 630000 0 0 FAMILY DLR STORES INC COM 307000109 2424 124329 SH SOLE 01 124329 0 0 FAMILY DLR STORES INC COM 307000109 1954 100200 SH PUT SOLE 01 100200 0 0 FEDERAL HOME LN MTG CORP COM 313400301 906 35800 SH SOLE 01 35800 0 0 FEDERAL HOME LN MTG CORP COM 313400301 970 38300 SH PUT SOLE 01 38300 0 0 FEI CO NOTE 2.875% 6/0 30241LAF6 501 503000 PRN SOLE 01 503000 0 0 FEI CO NOTE 6/1 30241LAD1 6692 9701000 PRN SOLE 01 9701000 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 356 19404 SH SOLE 01 19404 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 238 6247 SH SOLE 01 6247 0 0 FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 192 200000 PRN SOLE 01 200000 0 0 FINISH LINE INC CL A 317923100 246 51726 SH SOLE 01 51726 0 0 FIRST HORIZON NATL CORP COM 320517105 333 23798 SH SOLE 01 23798 0 0 FISERV INC COM 337738108 611 12703 SH SOLE 01 12703 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 265 28200 SH SOLE 01 28200 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1298 226978 SH SOLE 01 02 226978 0 0 FOREST LABS INC COM 345838106 1180 29500 SH SOLE 02 29500 0 0 FOREST OIL CORP COM PAR $0.01 346091705 607 12400 SH SOLE 01 12400 0 0 FPL GROUP INC COM 302571104 540 8609 SH SOLE 01 8609 0 0 FRANKLIN ELEC INC COM 353514102 214 6265 SH SOLE 01 6265 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 12891 133979 SH SOLE 01 133979 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 19995 207800 SH CALL SOLE 01 207800 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 17464 181500 SH PUT SOLE 01 181500 0 0 FRONTLINE LTD SHS G3682E127 137159 2980432 SH SOLE 01 2980432 0 0 FRONTLINE LTD SHS G3682E127 690 15000 SH PUT SOLE 01 15000 0 0 FURNITURE BRANDS INTL INC COM 360921100 253 21600 SH SOLE 01 21600 0 0 GALLAGHER ARTHUR J & CO COM 363576109 215 9094 SH SOLE 01 9094 0 0 GAMESTOP CORP NEW CL A 36467W109 207 4006 SH SOLE 01 4006 0 0 GANNETT INC COM 364730101 1368 47100 SH CALL SOLE 01 47100 0 0 GAP INC DEL COM 364760108 295 15000 SH PUT SOLE 02 15000 0 0 GAP INC DEL COM 364760108 273 13893 SH SOLE 01 13893 0 0 GARMIN LTD ORD G37260109 216 4000 SH SOLE 01 4000 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 1326 23500 SH CALL SOLE 01 23500 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 2940 3500000 PRN SOLE 01 3500000 0 0 GENENTECH INC COM NEW 368710406 12989 160000 SH CALL SOLE 01 160000 0 0 GENENTECH INC COM NEW 368710406 10553 130000 SH PUT SOLE 01 130000 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 382 6461 SH SOLE 01 6461 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 738 544000 PRN SOLE 01 544000 0 0 GENERAL DYNAMICS CORP COM 369550108 1201 14403 SH SOLE 01 14403 0 0 GENERAL ELECTRIC CO COM 369604103 6666 180097 SH SOLE 01 02 180097 0 0 GENERAL GROWTH PPTYS INC COM 370021107 1633 42770 SH SOLE 01 42770 0 0 GENERAL MLS INC COM 370334104 1533 25607 SH SOLE 01 25607 0 0 GENERAL MTRS CORP COM 370442105 8464 444300 SH PUT SOLE 01 444300 0 0 GENERAL MTRS CORP COM 370442105 8276 434431 SH SOLE 01 434431 0 0 GENERAL MTRS CORP COM 370442105 7412 389100 SH CALL SOLE 01 389100 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 287 13137 SH SOLE 01 02 13137 0 0 GENWORTH FINL INC COM CL A 37247D106 544 24014 SH SOLE 01 24014 0 0 GENZYME CORP COM 372917104 2957 39673 SH SOLE 01 02 39673 0 0 GENZYME CORP COM 372917104 5143 69000 SH PUT SOLE 01 69000 0 0 GENZYME CORP NOTE 1.250%12/0 372917AN4 225 194000 PRN SOLE 01 194000 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 317 45800 SH CALL SOLE 01 45800 0 0 GETTY IMAGES INC SDCV 0.500% 6/0 374276AH6 16 16000 PRN SOLE 01 16000 0 0 GILEAD SCIENCES INC COM 375558103 317 6150 SH SOLE 01 6150 0 0 GLOBAL PMTS INC COM 37940X102 360 8700 SH SOLE 01 8700 0 0 GMX RES INC COM 38011M108 15070 431425 SH SOLE 431425 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1793 10820 SH SOLE 01 10820 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1654 10000 SH PUT SOLE 01 10000 0 0 GOODRICH CORP COM 382388106 1276 22192 SH SOLE 01 22192 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 214 8308 SH SOLE 01 8308 0 0 GOOGLE INC CL A 38259P508 308 700 SH SOLE 01 700 0 0 GOOGLE INC CL A 38259P508 28675 65100 SH PUT SOLE 01 65100 0 0 GRACE W R & CO DEL NEW COM 38388F108 1271 55716 SH SOLE 01 55716 0 0 GRACE W R & CO DEL NEW COM 38388F108 4064 178100 SH CALL SOLE 01 178100 0 0 GRACE W R & CO DEL NEW COM 38388F108 541 23700 SH PUT SOLE 01 23700 0 0 GRAFTECH INTL LTD COM 384313102 314 19400 SH SOLE 01 19400 0 0 GRAINGER W W INC COM 384802104 313 4100 SH SOLE 01 4100 0 0 GRANITE CONSTR INC COM 387328107 3874 118448 SH SOLE 01 118448 0 0 GRANITE CONSTR INC COM 387328107 3968 121300 SH CALL SOLE 01 121300 0 0 GRANITE CONSTR INC COM 387328107 3006 91900 SH PUT SOLE 01 91900 0 0 GREAT WOLF RESORTS INC COM 391523107 96 15000 SH SOLE 02 15000 0 0 GREATBATCH INC COM 39153L106 598 32500 SH SOLE 02 32500 0 0 HARLEY DAVIDSON INC COM 412822108 1943 51800 SH CALL SOLE 01 51800 0 0 HARLEY DAVIDSON INC COM 412822108 3930 104800 SH PUT SOLE 01 104800 0 0 HARLEY DAVIDSON INC COM 412822108 3547 94595 SH SOLE 01 94595 0 0 HARMAN INTL INDS INC COM 413086109 628 14427 SH SOLE 01 14427 0 0 HARSCO CORP COM 415864107 261 4715 SH SOLE 01 4715 0 0 HASBRO INC COM 418056107 425 15244 SH SOLE 01 15244 0 0 HAYES LEMMERZ INTL INC COM NEW 420781304 6554 2349082 SH SOLE 04 2349082 0 0 HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF9 9937 10000000 PRN SOLE 01 10000000 0 0 HEALTH NET INC COM 42222G108 647 21000 SH SOLE 01 21000 0 0 HEALTHSOUTH CORP COM NEW 421924309 859 48285 SH SOLE 01 48285 0 0 HEALTHSOUTH CORP COM NEW 421924309 2697 151600 SH PUT SOLE 01 151600 0 0 HELICOS BIOSCIENCES CORP COM 42326R109 184 30634 SH SOLE 02 30634 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 740 23500 SH CALL SOLE 01 23500 0 0 HERCULES INC COM 427056106 498 27240 SH SOLE 01 27240 0 0 HESS CORP COM 42809H107 1270 14405 SH SOLE 01 14405 0 0 HESS CORP COM 42809H107 2645 30000 SH CALL SOLE 01 30000 0 0 HEWLETT PACKARD CO COM 428236103 599 13118 SH SOLE 01 13118 0 0 HILLENBRAND INDS INC COM 431573104 284 5940 SH SOLE 01 5940 0 0 HOLLY CORP COM PAR $0.01 435758305 212 4876 SH SOLE 01 4876 0 0 HOLOGIC INC COM 436440101 267 4800 SH SOLE 01 4800 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 4752 104057 SH SOLE 01 104057 0 0 HOSPIRA INC COM 441060100 372 8690 SH SOLE 01 8690 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 276 8112 SH SOLE 01 8112 0 0 HOST HOTELS & RESORTS INC COM 44107P104 948 59573 SH SOLE 01 59573 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 1815 2350000 PRN SOLE 01 2350000 0 0 HUMANA INC COM 444859102 669 14921 SH SOLE 01 14921 0 0 HUNTINGTON BANCSHARES INC COM 446150104 538 50000 SH PUT SOLE 02 50000 0 0 HUNTSMAN CORP COM 447011107 1187 50378 SH SOLE 01 02 50378 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 240 15111 SH SOLE 01 15111 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 495 98589 SH SOLE 01 98589 0 0 IHOP CORP COM 449623107 220 4600 SH SOLE 01 4600 0 0 ILLINOIS TOOL WKS INC COM 452308109 540 11200 SH SOLE 01 11200 0 0 IMS HEALTH INC COM 449934108 469 22318 SH SOLE 01 22318 0 0 INCYTE CORP NOTE 3.500% 2/1 45337CAE2 1064 1000000 PRN SOLE 01 1000000 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 223 5000 SH CALL SOLE 01 5000 0 0 INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB1 326 100000 PRN SOLE 01 100000 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 422 9700 SH PUT SOLE 01 9700 0 0 INTEL CORP COM 458140100 2157 101859 SH SOLE 01 101859 0 0 INTERMUNE INC COM 45884X103 3337 228900 SH CALL SOLE 01 228900 0 0 INTERMUNE INC COM 45884X103 6589 451900 SH PUT SOLE 01 451900 0 0 INTERMUNE INC COM 45884X103 3591 246300 SH SOLE 01 246300 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 11514 100000 SH PUT SOLE 01 100000 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 1472 36613 SH SOLE 01 02 36613 0 0 INTERPUBLIC GROUP COS INC COM 460690100 107 12719 SH SOLE 01 12719 0 0 INTERSIL CORP CL A 46069S109 203 7900 SH SOLE 01 7900 0 0 INTERSTATE HOTELS & RESRTS I COM 46088S106 716 149798 SH SOLE 01 149798 0 0 INTL PAPER CO COM 460146103 501 18416 SH SOLE 01 18416 0 0 INTUIT COM 461202103 920 34054 SH SOLE 01 34054 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 527 1625 SH SOLE 01 1625 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 369 8000 SH SOLE 01 8000 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 1109 1093000 PRN SOLE 01 1093000 0 0 ISHARES TR RUSSELL1000VAL 464287598 804 10943 SH SOLE 01 10943 0 0 ISHARES TR RUSSELL 2000 464287655 48895 715986 SH SOLE 01 715986 0 0 ISHARES TR RUSSELL 2000 464287655 18390 269300 SH PUT SOLE 01 269300 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1395 195108 SH SOLE 01 195108 0 0 ITT CORP NEW COM 450911102 875 16888 SH SOLE 01 16888 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 3936 85700 SH PUT SOLE 01 85700 0 0 IVANHOE MINES LTD COM 46579N103 877 85000 SH SOLE 01 85000 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1185 16099 SH SOLE 01 16099 0 0 JANUS CAP GROUP INC COM 47102X105 900 38680 SH SOLE 01 38680 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 181 13507 SH SOLE 01 13507 0 0 JO-ANN STORES INC COM 47758P307 628 42645 SH SOLE 02 42645 0 0 JOHNSON & JOHNSON COM 478160104 1548 23861 SH SOLE 01 23861 0 0 JOHNSON CTLS INC COM 478366107 765 22641 SH SOLE 01 22641 0 0 JP MORGAN CHASE & CO COM 46625H100 3115 72535 SH SOLE 01 72535 0 0 JP MORGAN CHASE & CO COM 46625H100 859 20000 SH CALL SOLE 01 20000 0 0 JP MORGAN CHASE & CO COM 46625H100 5154 120000 SH PUT SOLE 01 120000 0 0 JUNIPER NETWORKS INC COM 48203R104 660 26395 SH SOLE 01 26395 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 245 3535 SH SOLE 01 3535 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 201 5000 SH PUT SOLE 01 5000 0 0 KB HOME COM 48666K109 868 35100 SH CALL SOLE 01 35100 0 0 KB HOME COM 48666K109 215 8700 SH PUT SOLE 01 8700 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 71 118235 SH SOLE 01 118235 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 28 47400 SH CALL SOLE 01 47400 0 0 KINDRED HEALTHCARE INC COM 494580103 206 9500 SH SOLE 02 9500 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 624 49300 SH SOLE 02 49300 0 0 KLA-TENCOR CORP COM 482480100 243 6555 SH SOLE 01 6555 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 1241 76400 SH PUT SOLE 01 76400 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 191750 5001302 SH SOLE 01 5001302 0 0 KROGER CO COM 501044101 926 36448 SH SOLE 01 36448 0 0 LA Z BOY INC COM 505336107 5708 684357 SH SOLE 01 684357 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 717 9729 SH SOLE 01 9729 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1474 20000 SH CALL SOLE 01 20000 0 0 LAMAR ADVERTISING CO CL A 512815101 212 5914 SH SOLE 01 5914 0 0 LAS VEGAS SANDS CORP COM 517834107 884 12000 SH SOLE 01 12000 0 0 LAZARD LTD SHS A G54050102 382 10000 SH SOLE 01 10000 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 73 10300 SH SOLE 01 02 10300 0 0 LEAR CORP COM 521865105 2073 80000 SH PUT SOLE 01 80000 0 0 LEHMAN BROS HLDGS INC COM 524908100 12748 338677 SH SOLE 01 338677 0 0 LEHMAN BROS HLDGS INC COM 524908100 482 12800 SH CALL SOLE 01 12800 0 0 LEHMAN BROS HLDGS INC COM 524908100 60875 1617300 SH PUT SOLE 01 1617300 0 0 LEUCADIA NATL CORP COM 527288104 427 9432 SH SOLE 01 9432 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 37119 17814000 PRN SOLE 01 17814000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 1373 1965000 PRN SOLE 01 1965000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 32 15000 SH SOLE 01 15000 0 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 42 62000 PRN SOLE 01 62000 0 0 LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 45 45000 PRN SOLE 01 45000 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 405 25100 SH SOLE 01 25100 0 0 LIFECELL CORP COM 531927101 372 8862 SH SOLE 01 8862 0 0 LIMITED BRANDS INC COM 532716107 1502 87856 SH SOLE 01 87856 0 0 LIMITED BRANDS INC COM 532716107 6041 353300 SH CALL SOLE 01 353300 0 0 LINDSAY CORP COM 535555106 307 3000 SH SOLE 01 3000 0 0 LIZ CLAIBORNE INC COM 539320101 353 19460 SH SOLE 01 19460 0 0 LOCKHEED MARTIN CORP COM 539830109 713 7179 SH SOLE 01 7179 0 0 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 4661 3403000 PRN SOLE 01 3403000 0 0 LOEWS CORP COM 540424108 5425 134872 SH SOLE 01 134872 0 0 LOGITECH INTL S A SHS H50430232 5551 218200 SH SOLE 01 218200 0 0 M D C HLDGS INC COM 552676108 342 7803 SH SOLE 01 7803 0 0 MACK CALI RLTY CORP COM 554489104 484 13540 SH SOLE 01 13540 0 0 MACROVISION CORP NOTE 2.625% 8/1 555904AB7 127 149000 PRN SOLE 01 149000 0 0 MACYS INC COM 55616P104 1672 72504 SH SOLE 02 72504 0 0 MAGUIRE PPTYS INC COM 559775101 30309 2118046 SH SOLE 01 04 2118046 0 0 MANITOWOC INC COM 563571108 389 9546 SH SOLE 01 9546 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 1083 1650000 PRN SOLE 01 1650000 0 0 MARATHON OIL CORP COM 565849106 652 14300 SH SOLE 01 14300 0 0 MARRIOTT INTL INC NEW CL A 571903202 376 10950 SH SOLE 01 10950 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 232 10000 SH SOLE 02 10000 0 0 MASCO CORP COM 574599106 309 15571 SH SOLE 01 15571 0 0 MASSEY ENERGY CORP COM 576206106 363 9950 SH SOLE 01 9950 0 0 MASTERCARD INC CL A 57636Q104 38198 171300 SH PUT SOLE 01 171300 0 0 MASTERCARD INC CL A 57636Q104 14716 65994 SH SOLE 01 65994 0 0 MASTERCARD INC CL A 57636Q104 46070 206600 SH CALL SOLE 01 206600 0 0 MATTEL INC COM 577081102 937 47095 SH SOLE 01 47095 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 684 500000 PRN SOLE 01 500000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 1627 1522000 PRN SOLE 01 1522000 0 0 MCAFEE INC COM 579064106 331 10000 SH CALL SOLE 01 10000 0 0 MCAFEE INC COM 579064106 351 10600 SH PUT SOLE 01 10600 0 0 MCCLATCHY CO CL A 579489105 474 44300 SH SOLE 01 44300 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1246 33714 SH SOLE 01 33714 0 0 MCDONALDS CORP COM 580135101 647 11619 SH SOLE 01 02 11619 0 0 MCGRAW HILL COS INC COM 580645109 226 6114 SH SOLE 01 6114 0 0 MCGRAW HILL COS INC COM 580645109 7021 190000 SH CALL SOLE 01 190000 0 0 MCKESSON CORP COM 58155Q103 579 11049 SH SOLE 01 11049 0 0 MCKESSON CORP COM 58155Q103 576 11000 SH PUT SOLE 01 11000 0 0 MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 142 115000 PRN SOLE 01 115000 0 0 MDU RES GROUP INC COM 552690109 323 13152 SH SOLE 01 13152 0 0 MEADWESTVACO CORP COM 583334107 503 18464 SH SOLE 01 18464 0 0 MEDTRONIC INC COM 585055106 2334 48250 SH SOLE 02 48250 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 6100 5795000 PRN SOLE 01 5795000 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 465 33341 SH SOLE 01 02 33341 0 0 MEMC ELECTR MATLS INC COM 552715104 326 4600 SH SOLE 01 4600 0 0 MENTOR CORP MINN COM 587188103 221 8600 SH SOLE 01 8600 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 1673 1780000 PRN SOLE 01 1780000 0 0 MERCK & CO INC COM 589331107 2535 66800 SH CALL SOLE 01 66800 0 0 MERCK & CO INC COM 589331107 3795 100000 SH PUT SOLE 01 100000 0 0 MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB4 2290 2602000 PRN SOLE 01 2602000 0 0 MEREDITH CORP COM 589433101 305 7978 SH SOLE 01 7978 0 0 MERRILL LYNCH & CO INC COM 590188108 13888 340900 SH CALL SOLE 01 340900 0 0 MERRILL LYNCH & CO INC COM 590188108 21124 518500 SH PUT SOLE 01 518500 0 0 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 5568 5237000 PRN SOLE 01 5237000 0 0 MERRILL LYNCH & CO INC COM 590188108 1450 35595 SH SOLE 01 35595 0 0 METHANEX CORP COM 59151K108 550 21000 SH CALL SOLE 01 21000 0 0 MGM MIRAGE COM 552953101 294 5000 SH SOLE 01 02 5000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 564 17227 SH SOLE 01 17227 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 982 30000 SH PUT SOLE 02 30000 0 0 MICRON TECHNOLOGY INC COM 595112103 63 10450 SH SOLE 01 02 10450 0 0 MICROSOFT CORP COM 594918104 390 13723 SH SOLE 01 13723 0 0 MICROSOFT CORP COM 594918104 3150 111000 SH CALL SOLE 01 111000 0 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 224 14500 SH CALL SOLE 01 14500 0 0 MILLIPORE CORP COM 601073109 585 8672 SH SOLE 01 8672 0 0 MINDSPEED TECHNOLOGIES INC COM 602682106 480 1000000 SH SOLE 02 1000000 0 0 MIRANT CORP NEW *W EXP 01/03/201 60467R126 562 33340 SH SOLE 01 33340 0 0 MIRANT CORP NEW COM 60467R100 5240 144000 SH CALL SOLE 01 144000 0 0 MIRANT CORP NEW *W EXP 01/03/201 60467R118 753 47509 SH SOLE 01 47509 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 3959 455000 SH SOLE 01 455000 0 0 MOHAWK INDS INC COM 608190104 237 3305 SH SOLE 01 3305 0 0 MOLEX INC COM 608554101 200 8638 SH SOLE 01 8638 0 0 MOLSON COORS BREWING CO CL B 60871R209 1146 21808 SH SOLE 01 21808 0 0 MONSANTO CO NEW COM 61166W101 3806 34138 SH SOLE 01 34138 0 0 MONSANTO CO NEW COM 61166W101 3903 35000 SH CALL SOLE 01 35000 0 0 MORGAN STANLEY COM NEW 617446448 2173 47555 SH SOLE 01 47555 0 0 MORGAN STANLEY COM NEW 617446448 3428 75000 SH PUT SOLE 01 75000 0 0 MOTOROLA INC COM 620076109 164 17641 SH SOLE 01 17641 0 0 MTR GAMING GROUP INC COM 553769100 6091 870183 SH SOLE 04 870183 0 0 MURPHY OIL CORP COM 626717102 469 5708 SH SOLE 01 5708 0 0 MURPHY OIL CORP COM 626717102 4107 50000 SH CALL SOLE 01 50000 0 0 MYLAN INC COM 628530107 2039 175782 SH SOLE 01 175782 0 0 MYLAN INC COM 628530107 2900 250000 SH PUT SOLE 01 250000 0 0 MYRIAD GENETICS INC COM 62855J104 3392 84179 SH SOLE 01 84179 0 0 NASDAQ OMX GROUP INC COM 631103108 1017 26300 SH SOLE 01 26300 0 0 NATIONAL HEALTHCARE CORP COM 635906100 403 8202 SH SOLE 01 02 8202 0 0 NATIONAL OILWELL VARCO INC COM 637071101 362 6204 SH SOLE 01 6204 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 599 32687 SH SOLE 01 32687 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 301 8930 SH SOLE 01 8930 0 0 NAVIGANT CONSULTING INC COM 63935N107 2313 121874 SH SOLE 01 121874 0 0 NAVTEQ CORP COM 63936L100 1618 23800 SH SOLE 01 02 23800 0 0 NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG0 23 25000 PRN SOLE 01 25000 0 0 NETFLIX INC COM 64110L106 1161 33500 SH PUT SOLE 01 33500 0 0 NEW YORK & CO INC COM 649295102 12848 2238362 SH SOLE 01 02 2238362 0 0 NEW YORK TIMES CO CL A 650111107 370 19600 SH CALL SOLE 01 19600 0 0 NEW YORK TIMES CO CL A 650111107 531 28100 SH PUT SOLE 01 28100 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 184 15000 SH SOLE 02 15000 0 0 NEWMONT MINING CORP COM 651639106 1666 36768 SH SOLE 01 36768 0 0 NEWMONT MINING CORP COM 651639106 6881 151900 SH CALL SOLE 01 151900 0 0 NEXCEN BRANDS INC COM 653351106 1137 331428 SH SOLE 01 331428 0 0 NIKE INC CL B 654106103 2033 29900 SH SOLE 01 29900 0 0 NISOURCE INC COM 65473P105 460 26694 SH SOLE 01 26694 0 0 NOBEL LEARNING CMNTYS INC COM 654889104 1175 87787 SH SOLE 01 87787 0 0 NOBLE CORPORATION SHS G65422100 932 18767 SH SOLE 01 18767 0 0 NOKIA CORP SPONSORED ADR 654902204 4306 135271 SH SOLE 01 135271 0 0 NOKIA CORP SPONSORED ADR 654902204 14642 460000 SH PUT SOLE 01 460000 0 0 NORDSTROM INC COM 655664100 717 22000 SH SOLE 01 22000 0 0 NORTHROP GRUMMAN CORP COM 666807102 787 10118 SH SOLE 01 10118 0 0 NOVAMED INC DEL COM 66986W108 125 32200 SH SOLE 02 32200 0 0 NOVARTIS A G SPONSORED ADR 66987V109 3596 70200 SH SOLE 01 70200 0 0 NOVELLUS SYS INC COM 670008101 396 18793 SH SOLE 01 18793 0 0 NRG ENERGY INC COM NEW 629377508 283 7267 SH SOLE 01 7267 0 0 NUCOR CORP COM 670346105 1972 29108 SH SOLE 01 29108 0 0 NYSE EURONEXT COM 629491101 617 10000 SH SOLE 02 10000 0 0 O REILLY AUTOMOTIVE INC COM 686091109 560 19649 SH SOLE 01 19649 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 973 13300 SH SOLE 01 13300 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 592 65798 SH SOLE 01 02 65798 0 0 OFFICE DEPOT INC COM 676220106 388 35107 SH SOLE 01 35107 0 0 OFFICEMAX INC DEL COM 67622P101 796 41581 SH SOLE 01 41581 0 0 OM GROUP INC COM 670872100 1526 27973 SH SOLE 01 27973 0 0 OM GROUP INC COM 670872100 9975 182900 SH PUT SOLE 01 182900 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 3500 116650 SH SOLE 01 116650 0 0 OMNICARE INC COM 681904108 458 25200 SH SOLE 01 02 25200 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 5083 7673000 PRN SOLE 01 7673000 0 0 OMNICOM GROUP INC COM 681919106 286 6474 SH SOLE 01 6474 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 94 103000 PRN SOLE 01 103000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 3919 160000 SH CALL SOLE 01 02 160000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 726 25000 SH PUT SOLE 01 25000 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 310 50000 SH SOLE 02 50000 0 0 ORACLE CORP COM 68389X105 19445 994100 SH PUT SOLE 01 994100 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 895 12773 SH SOLE 01 12773 0 0 OWENS & MINOR INC NEW COM 690732102 1031 26200 SH SOLE 01 02 26200 0 0 OWENS CORNING NEW COM 690742101 522 28800 SH SOLE 01 28800 0 0 PACCAR INC COM 693718108 1420 31547 SH SOLE 01 31547 0 0 PACTIV CORP COM 695257105 358 13669 SH SOLE 01 13669 0 0 PAETEC HOLDING CORP COM 695459107 21980 3301500 SH SOLE 01 04 3301500 0 0 PALL CORP COM 696429307 598 17044 SH SOLE 01 17044 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 3538 4550000 PRN SOLE 01 4550000 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 4651 267452 SH SOLE 01 267452 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 5739 330000 SH CALL SOLE 01 330000 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 5739 330000 SH PUT SOLE 01 330000 0 0 PARTNERRE LTD COM G6852T105 229 3000 SH SOLE 01 3000 0 0 PDL BIOPHARMA INC COM 69329Y104 1999 188723 SH SOLE 01 188723 0 0 PDL BIOPHARMA INC COM 69329Y104 685 64700 SH CALL SOLE 01 64700 0 0 PEABODY ENERGY CORP COM 704549104 982 19255 SH SOLE 01 19255 0 0 PENN NATL GAMING INC COM 707569109 875 20000 SH SOLE 02 20000 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 619 31804 SH SOLE 02 31804 0 0 PEPCO HOLDINGS INC COM 713291102 540 21841 SH SOLE 01 21841 0 0 PEPSI BOTTLING GROUP INC COM 713409100 686 20226 SH SOLE 01 20226 0 0 PEPSICO INC COM 713448108 1292 17900 SH PUT SOLE 01 17900 0 0 PEPSICO INC COM 713448108 1330 18427 SH SOLE 01 18427 0 0 PEPSICO INC COM 713448108 967 13400 SH CALL SOLE 01 13400 0 0 PERKINELMER INC COM 714046109 315 12973 SH SOLE 01 12973 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 237 2800 SH SOLE 01 2800 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 265 2600 SH SOLE 01 2600 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5483 53700 SH CALL SOLE 01 53700 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2195 21500 SH PUT SOLE 01 21500 0 0 PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC2 2197 2500000 PRN SOLE 01 2500000 0 0 PHARMERICA CORP COM 71714F104 2486 150000 SH SOLE 02 150000 0 0 PHOTRONICS INC NOTE 2.250% 4/1 719405AE2 7000 7000000 PRN SOLE 01 7000000 0 0 PINNACLE ENTMT INC COM 723456109 332 25900 SH SOLE 02 25900 0 0 PINNACLE WEST CAP CORP COM 723484101 1117 31852 SH SOLE 01 31852 0 0 PIONEER NAT RES CO COM 723787107 5661 115243 SH SOLE 01 115243 0 0 PIONEER NAT RES CO COM 723787107 1474 30000 SH PUT SOLE 01 30000 0 0 PIONEER NAT RES CO COM 723787107 3930 80000 SH CALL SOLE 01 80000 0 0 PITNEY BOWES INC COM 724479100 782 22321 SH SOLE 01 22321 0 0 PLUM CREEK TIMBER CO INC COM 729251108 215 5278 SH SOLE 01 5278 0 0 POLO RALPH LAUREN CORP CL A 731572103 4372 75000 SH CALL SOLE 01 75000 0 0 POTASH CORP SASK INC COM 73755L107 11020 71000 SH CALL SOLE 01 71000 0 0 POTASH CORP SASK INC COM 73755L107 2763 17800 SH PUT SOLE 01 17800 0 0 POZEN INC COM 73941U102 311 30000 SH SOLE 02 30000 0 0 PPG INDS INC COM 693506107 452 7473 SH SOLE 01 7473 0 0 PPL CORP COM 69351T106 1975 43003 SH SOLE 01 43003 0 0 PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE7 22 12000 PRN SOLE 01 12000 0 0 PRAXAIR INC COM 74005P104 741 8793 SH SOLE 01 8793 0 0 PRECISION CASTPARTS CORP COM 740189105 4083 40000 SH CALL SOLE 01 40000 0 0 PRECISION CASTPARTS CORP COM 740189105 4083 40000 SH PUT SOLE 01 40000 0 0 PRECISION CASTPARTS CORP COM 740189105 1694 16595 SH SOLE 01 16595 0 0 PROCTER & GAMBLE CO COM 742718109 13411 191400 SH CALL SOLE 01 191400 0 0 PROCTER & GAMBLE CO COM 742718109 7007 100000 SH PUT SOLE 01 100000 0 0 PROCTER & GAMBLE CO COM 742718109 6091 86932 SH SOLE 01 86932 0 0 PROGRESS ENERGY INC COM 743263105 926 22196 SH SOLE 01 22196 0 0 PROGRESSIVE GAMING INTL CORP COM 74332S102 219 103345 SH SOLE 02 103345 0 0 PROLOGIS SH BEN INT 743410102 362 6144 SH SOLE 01 6144 0 0 PROSHARES TR REAL EST PRO 74347R552 2980 30000 SH SOLE 04 30000 0 0 PROSHARES TR ULTRASHRT FINL 74347R628 705 6000 SH SOLE 02 6000 0 0 PROSHARES TR ULTRASHT SP500 74347R883 387 6000 SH SOLE 6000 0 0 PROSHARES TR ULTSHT RUS2000 74347R834 495 6000 SH SOLE 02 6000 0 0 PRUDENTIAL FINL INC COM 744320102 6468 82657 SH SOLE 01 82657 0 0 PRUDENTIAL FINL INC COM 744320102 6260 80000 SH PUT SOLE 01 80000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 711 17700 SH SOLE 01 17700 0 0 PUGET ENERGY INC NEW COM 745310102 419 16200 SH SOLE 01 16200 0 0 QIMONDA AG SPONSORED ADR 746904101 248 57500 SH SOLE 57500 0 0 QUALCOMM INC COM 747525103 28171 687100 SH CALL SOLE 01 687100 0 0 QUALCOMM INC COM 747525103 19594 477900 SH PUT SOLE 01 477900 0 0 QUEST DIAGNOSTICS INC COM 74834L100 724 16000 SH SOLE 02 16000 0 0 QUESTAR CORP COM 748356102 1437 25404 SH SOLE 01 25404 0 0 QUINTANA MARITIME LTD SHS Y7169G109 947 40000 SH SOLE 02 40000 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 54 11972 SH SOLE 01 11972 0 0 RALCORP HLDGS INC NEW COM 751028101 285 4900 SH SOLE 01 4900 0 0 RAM ENERGY RESOURCES INC COM 75130P109 67886 13798035 SH SOLE 01 04 13798035 0 0 RAYTHEON CO COM NEW 755111507 973 15065 SH SOLE 01 15065 0 0 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 39 42000 PRN SOLE 01 42000 0 0 RED HAT INC COM 756577102 1315 71500 SH SOLE 01 71500 0 0 RED HAT INC DBCV 0.500% 1/1 756577AB8 181 184000 PRN SOLE 01 184000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 246 12833 SH SOLE 01 12833 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 352 17848 SH SOLE 01 17848 0 0 REHABCARE GROUP INC COM 759148109 173 11600 SH SOLE 01 02 11600 0 0 RENT A CTR INC NEW COM 76009N100 918 50000 SH CALL SOLE 01 50000 0 0 RESEARCH IN MOTION LTD COM 760975102 898 8000 SH SOLE 02 8000 0 0 RESEARCH IN MOTION LTD COM 760975102 16240 144700 SH CALL SOLE 01 144700 0 0 RESEARCH IN MOTION LTD COM 760975102 1122 10000 SH PUT SOLE 01 10000 0 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 6756 97500 SH SOLE 02 97500 0 0 REYNOLDS AMERICAN INC COM 761713106 885 14991 SH SOLE 01 14991 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 601 32200 SH CALL SOLE 01 32200 0 0 ROBERT HALF INTL INC COM 770323103 779 30250 SH SOLE 01 30250 0 0 ROCKWELL COLLINS INC COM 774341101 419 7324 SH SOLE 01 7324 0 0 ROCKWOOD HLDGS INC COM 774415103 262 8000 SH CALL SOLE 01 8000 0 0 ROHM & HAAS CO COM 775371107 247 4575 SH SOLE 01 4575 0 0 ROSS STORES INC COM 778296103 900 30031 SH SOLE 01 02 30031 0 0 ROWAN COS INC COM 779382100 1183 28727 SH SOLE 01 28727 0 0 RUBY TUESDAY INC COM 781182100 242 32250 SH SOLE 02 32250 0 0 RUDDICK CORP COM 781258108 461 12500 SH SOLE 01 02 12500 0 0 RUSH ENTERPRISES INC CL A 781846209 522 32977 SH SOLE 01 02 32977 0 0 RYDER SYS INC COM 783549108 573 9407 SH SOLE 01 9407 0 0 SAFEWAY INC COM NEW 786514208 429 14600 SH SOLE 01 14600 0 0 SANDISK CORP COM 80004C101 320 14200 SH SOLE 01 14200 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 64110 1293325 SH SOLE 01 1293325 0 0 SARA LEE CORP COM 803111103 354 25300 SH CALL SOLE 01 25300 0 0 SARA LEE CORP COM 803111103 2097 150000 SH PUT SOLE 01 150000 0 0 SCANA CORP NEW COM 80589M102 355 9700 SH SOLE 01 9700 0 0 SCHERING PLOUGH CORP COM 806605101 5764 400000 SH PUT SOLE 01 400000 0 0 SCHERING PLOUGH CORP COM 806605101 7159 496792 SH SOLE 01 496792 0 0 SCHERING PLOUGH CORP COM 806605101 1287 89300 SH CALL SOLE 01 89300 0 0 SCHLUMBERGER LTD COM 806857108 1305 15000 SH CALL SOLE 01 15000 0 0 SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC2 478 199000 PRN SOLE 01 199000 0 0 SCHWAB CHARLES CORP NEW COM 808513105 463 24608 SH SOLE 01 24608 0 0 SEALED AIR CORP NEW COM 81211K100 574 22719 SH SOLE 01 22719 0 0 SEARS HLDGS CORP COM 812350106 1341 13131 SH SOLE 01 13131 0 0 SEARS HLDGS CORP COM 812350106 1021 10000 SH CALL SOLE 01 10000 0 0 SEARS HLDGS CORP COM 812350106 5105 50000 SH PUT SOLE 01 50000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 31946 1284500 SH PUT SOLE 01 1284500 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 37370 930300 SH PUT SOLE 01 930300 0 0 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 426 19000 SH SOLE 01 19000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12845 516500 SH CALL SOLE 01 516500 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3532 142000 SH SOLE 01 142000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1559 50000 SH PUT SOLE 02 50000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1130 36800 SH SOLE 01 36800 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 714 19100 SH SOLE 01 19100 0 0 SEMPRA ENERGY COM 816851109 300 5626 SH SOLE 01 5626 0 0 SENORX INC COM 81724W104 161 25000 SH SOLE 02 25000 0 0 SEPRACOR INC COM 817315104 1675 85835 SH SOLE 01 85835 0 0 SEPRACOR INC NOTE 10/1 817315AW4 3579 3988000 PRN SOLE 01 3988000 0 0 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 954 1000000 PRN SOLE 01 1000000 0 0 SIGMA ALDRICH CORP COM 826552101 384 6444 SH SOLE 01 6444 0 0 SIGMATEL INC COM 82661W107 997 345103 SH SOLE 02 345103 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 255 10000 SH SOLE 02 10000 0 0 SINA CORP ORD G81477104 1699 48200 SH CALL SOLE 01 48200 0 0 SLM CORP COM 78442P106 614 40000 SH PUT SOLE 01 40000 0 0 SLM CORP COM 78442P106 1049 68313 SH SOLE 01 68313 0 0 SLM CORP COM 78442P106 312 20300 SH CALL SOLE 01 20300 0 0 SMITH MICRO SOFTWARE INC COM 832154108 64 10500 SH SOLE 01 10500 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 253 10800 SH SOLE 01 10800 0 0 SOUTHERN CO COM 842587107 267 7488 SH SOLE 01 7488 0 0 SOUTHWESTERN ENERGY CO COM 845467109 408 12100 SH SOLE 01 12100 0 0 SPDR SERIES TRUST KBW REGL BKG 78464A698 351 10000 SH SOLE 02 10000 0 0 SPDR TR UNIT SER 1 78462F103 5675 43000 SH CALL SOLE 01 43000 0 0 SPDR TR UNIT SER 1 78462F103 162693 1232800 SH PUT SOLE 01 1232800 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 70 10436 SH SOLE 01 10436 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 10662 1593700 SH CALL SOLE 01 1593700 0 0 ST JOE CO COM 790148100 240 5586 SH SOLE 01 5586 0 0 ST JUDE MED INC COM 790849103 3455 80000 SH CALL SOLE 01 80000 0 0 STANCORP FINL GROUP INC COM 852891100 617 12933 SH SOLE 01 12933 0 0 STARBUCKS CORP COM 855244109 314 17896 SH SOLE 01 17896 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1605 21018 SH SOLE 01 02 21018 0 0 STATE STR CORP COM 857477103 483 6116 SH SOLE 01 6116 0 0 STEEL DYNAMICS INC COM 858119100 406 12300 SH SOLE 01 12300 0 0 STILLWATER MNG CO COM 86074Q102 210 13600 SH SOLE 01 13600 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 411 4544 SH SOLE 4544 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 243 19108 SH SOLE 01 02 19108 0 0 SUNOCO INC COM 86764P109 1153 21982 SH SOLE 01 21982 0 0 SUNOCO INC COM 86764P109 614 11700 SH CALL SOLE 01 11700 0 0 SUNPOWER CORP COM CL A 867652109 231 3100 SH SOLE 01 3100 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 110 75000 PRN SOLE 01 75000 0 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 203 5000 SH CALL SOLE 01 5000 0 0 SUNTRUST BKS INC COM 867914103 563 10211 SH SOLE 01 10211 0 0 SUNTRUST BKS INC COM 867914103 425 7700 SH CALL SOLE 01 7700 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 139 119000 PRN SOLE 01 119000 0 0 SYMANTEC CORP COM 871503108 416 25005 SH SOLE 01 25005 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 48 52000 PRN SOLE 01 52000 0 0 SYSTEMAX INC COM 871851101 603 50000 SH SOLE 02 50000 0 0 T-3 ENERGY SRVCS INC COM 87306E107 221 5200 SH SOLE 01 5200 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6918 271100 SH CALL SOLE 01 271100 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 531 20800 SH PUT SOLE 01 20800 0 0 TARGET CORP COM 87612E106 4830 95300 SH CALL SOLE 01 95300 0 0 TECH DATA CORP COM 878237106 9075 276683 SH SOLE 01 276683 0 0 TECH DATA CORP COM 878237106 17164 523300 SH PUT SOLE 01 523300 0 0 TECHWELL INC COM 87874D101 342 31584 SH SOLE 02 31584 0 0 TEKELEC NOTE 2.250% 6/1 879101AE3 491 500000 PRN SOLE 01 500000 0 0 TELEFLEX INC COM 879369106 1685 35307 SH SOLE 01 02 35307 0 0 TELETECH HOLDINGS INC COM 879939106 243 10800 SH SOLE 01 10800 0 0 TEMPUR PEDIC INTL INC COM 88023U101 139 12600 SH SOLE 01 12600 0 0 TEMPUR PEDIC INTL INC COM 88023U101 2360 214500 SH CALL SOLE 01 214500 0 0 TEMPUR PEDIC INTL INC COM 88023U101 882 80200 SH PUT SOLE 01 80200 0 0 TEREX CORP NEW COM 880779103 684 10936 SH SOLE 01 10936 0 0 TESORO CORP COM 881609101 360 12000 SH SOLE 01 12000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3105 67220 SH SOLE 01 67220 0 0 TEXAS INDS INC COM 882491103 210 3500 SH SOLE 01 3500 0 0 TEXAS ROADHOUSE INC CL A 882681109 146 14900 SH SOLE 01 02 14900 0 0 TEXTRON INC COM 883203101 2799 50500 SH CALL SOLE 01 50500 0 0 TEXTRON INC COM 883203101 504 9100 SH PUT SOLE 01 9100 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 270 4751 SH SOLE 01 4751 0 0 THORNBURG MTG INC COM 885218107 908 750200 SH PUT SOLE 02 750200 0 0 TIBCO SOFTWARE INC COM 88632Q103 162 22700 SH SOLE 01 22700 0 0 TIFFANY & CO NEW COM 886547108 1510 36100 SH SOLE 01 36100 0 0 TIME WARNER INC COM 887317105 380 27110 SH SOLE 01 27110 0 0 TIME WARNER TELECOM INC CL A 887319101 736 47533 SH SOLE 01 47533 0 0 TITANIUM METALS CORP COM NEW 888339207 557 37031 SH SOLE 01 37031 0 0 TJX COS INC NEW NOTE 2/1 872540AL3 171 154000 PRN SOLE 01 154000 0 0 TORO CO COM 891092108 327 7900 SH SOLE 01 7900 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 51 10087 SH SOLE 01 10087 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 254 10862 SH SOLE 01 10862 0 0 TWEEN BRANDS INC COM 901166108 9114 368400 SH SOLE 01 02 368400 0 0 TYSON FOODS INC CL A 902494103 518 32473 SH SOLE 01 32473 0 0 TYSON FOODS INC CL A 902494103 3190 200000 SH CALL SOLE 01 200000 0 0 U S AIRWAYS GROUP INC COM 90341W108 742 83300 SH SOLE 01 83300 0 0 UAL CORP COM NEW 902549807 1070 49700 SH SOLE 01 49700 0 0 UAL CORP COM NEW 902549807 2584 120000 SH CALL SOLE 01 120000 0 0 UAP HLDG CORP COM 903441103 521 13600 SH SOLE 01 02 13600 0 0 UBS AG SHS NEW H89231338 239 8300 SH SOLE 01 02 8300 0 0 UCBH HOLDINGS INC COM 90262T308 233 30000 SH SOLE 02 30000 0 0 UDR INC COM 902653104 250 10212 SH SOLE 01 10212 0 0 UNION PAC CORP COM 907818108 641 5115 SH SOLE 01 5115 0 0 UNION PAC CORP COM 907818108 6269 50000 SH PUT SOLE 01 50000 0 0 UNISYS CORP COM 909214108 63 14200 SH SOLE 01 14200 0 0 UNITED RENTALS INC COM 911363109 279 14800 SH SOLE 01 14800 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 20 20000 PRN SOLE 01 20000 0 0 UNITED STATES STL CORP NEW COM 912909108 1078 8499 SH SOLE 01 8499 0 0 UNITED STATES STL CORP NEW COM 912909108 5722 45100 SH PUT SOLE 01 45100 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1089 15823 SH SOLE 01 15823 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1029 11864 SH SOLE 01 11864 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 8540 98500 SH CALL SOLE 01 98500 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 867 10000 SH PUT SOLE 01 10000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 795 23123 SH SOLE 01 23123 0 0 UNITEDHEALTH GROUP INC COM 91324P102 344 10000 SH CALL SOLE 02 10000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 3065 57100 SH SOLE 01 02 57100 0 0 URS CORP NEW COM 903236107 487 14900 SH CALL SOLE 01 14900 0 0 US BANCORP DEL COM NEW 902973304 367 11335 SH SOLE 01 11335 0 0 UST INC COM 902911106 2126 39000 SH PUT SOLE 01 39000 0 0 VAALCO ENERGY INC COM NEW 91851C201 55 10968 SH SOLE 01 10968 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 740 57716 SH SOLE 01 57716 0 0 VALERO ENERGY CORP NEW COM 91913Y100 717 14600 SH SOLE 01 14600 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 351 15000 SH SOLE 02 15000 0 0 VARIAN MED SYS INC COM 92220P105 970 20701 SH SOLE 01 02 20701 0 0 VECTOR GROUP LTD COM 92240M108 58436 3322136 SH SOLE 01 3322136 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH1 6950 5500000 PRN SOLE 01 5500000 0 0 VERIFONE HLDGS INC COM 92342Y109 698 44000 SH SOLE 02 44000 0 0 VERISIGN INC COM 92343E102 581 17479 SH SOLE 01 17479 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 444 18600 SH SOLE 01 18600 0 0 VIACOM INC NEW CL B 92553P201 408 10300 SH SOLE 02 10300 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 164 18100 SH SOLE 01 18100 0 0 VISTEON CORP COM 92839U107 1195 317902 SH SOLE 01 317902 0 0 VISTEON CORP COM 92839U107 169 45000 SH PUT SOLE 01 45000 0 0 VULCAN MATLS CO COM 929160109 1034 15573 SH SOLE 01 15573 0 0 VULCAN MATLS CO COM 929160109 1335 20100 SH PUT SOLE 01 20100 0 0 VYYO INC COM NEW 918458209 273 667000 SH SOLE 02 667000 0 0 WACHOVIA CORP NEW COM 929903102 2430 90000 SH PUT SOLE 01 90000 0 0 WACHOVIA CORP NEW COM 929903102 1636 60608 SH SOLE 01 60608 0 0 WADDELL & REED FINL INC CL A 930059100 247 7700 SH SOLE 01 7700 0 0 WAL MART STORES INC COM 931142103 590 11200 SH SOLE 02 11200 0 0 WALGREEN CO COM 931422109 561 14741 SH SOLE 01 14741 0 0 WARNACO GROUP INC COM NEW 934390402 204 5170 SH SOLE 01 5170 0 0 WASHINGTON FED INC COM 938824109 264 11572 SH SOLE 01 11572 0 0 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK7 53 57000 PRN SOLE 01 57000 0 0 WATERS CORP COM 941848103 4991 89609 SH SOLE 01 02 89609 0 0 WELLPOINT INC COM 94973V107 1380 31275 SH SOLE 01 31275 0 0 WELLPOINT INC COM 94973V107 3981 90200 SH CALL SOLE 01 90200 0 0 WELLPOINT INC COM 94973V107 2043 46300 SH PUT SOLE 01 46300 0 0 WERNER ENTERPRISES INC COM 950755108 312 16800 SH SOLE 01 16800 0 0 WESTERN DIGITAL CORP COM 958102105 324 12000 SH SOLE 01 12000 0 0 WESTERN UN CO COM 959802109 249 11705 SH SOLE 01 11705 0 0 WET SEAL INC CL A 961840105 821 242197 SH SOLE 01 02 242197 0 0 WEYERHAEUSER CO COM 962166104 494 7590 SH SOLE 01 7590 0 0 WHIRLPOOL CORP COM 963320106 964 11110 SH SOLE 01 11110 0 0 WHIRLPOOL CORP COM 963320106 868 10000 SH PUT SOLE 01 10000 0 0 WHOLE FOODS MKT INC COM 966837106 1314 39858 SH SOLE 01 39858 0 0 WILLIAMS COS INC DEL COM 969457100 302 9149 SH SOLE 01 9149 0 0 WILMINGTON TRUST CORP COM 971807102 224 7200 SH SOLE 01 02 7200 0 0 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 236 2300 SH SOLE 01 2300 0 0 WMS INDS INC COM 929297109 212 5901 SH SOLE 01 5901 0 0 WORLD ACCEP CORP DEL COM 981419104 440 13800 SH SOLE 01 13800 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 798 1000000 PRN SOLE 01 1000000 0 0 WORTHINGTON INDS INC COM 981811102 229 13600 SH SOLE 01 13600 0 0 WYETH DBCV 1/1 983024AD2 1709 1704000 PRN SOLE 01 1704000 0 0 WYETH COM 983024100 704 16866 SH SOLE 01 16866 0 0 WYETH COM 983024100 4176 100000 SH CALL SOLE 01 100000 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 349 16871 SH SOLE 01 16871 0 0 XCEL ENERGY INC COM 98389B100 416 20867 SH SOLE 01 20867 0 0 XEROX CORP COM 984121103 932 62268 SH SOLE 01 62268 0 0 XILINX INC COM 983919101 507 21356 SH SOLE 01 21356 0 0 XL CAP LTD CL A G98255105 663 22435 SH SOLE 01 22435 0 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 655 56400 SH SOLE 01 56400 0 0 YAHOO INC COM 984332106 2706 93548 SH SOLE 01 93548 0 0 YAHOO INC COM 984332106 7820 270300 SH CALL SOLE 01 270300 0 0 YAHOO INC COM 984332106 5786 200000 SH PUT SOLE 01 200000 0 0 YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB1 419 545000 PRN SOLE 01 545000 0 0 YRC WORLDWIDE INC COM 984249102 178 13600 SH SOLE 01 13600 0 0 YUM BRANDS INC COM 988498101 215 5772 SH SOLE 01 5772 0 0 ZIMMER HLDGS INC COM 98956P102 2344 30100 SH SOLE 01 02 30100 0 0 ZIONS BANCORPORATION COM 989701107 524 11503 SH SOLE 01 11503 0 0
-----END PRIVACY-ENHANCED MESSAGE-----