-----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, UfiVIiH2j19mieNXVTEWbvXB/7+RWOIkCTbTe/L9pt/rfWi4uSv8MUqeam3xkyBH krlPgNaiaa2TBvISRdjV6A== 0001085146-08-000987.txt : 20080814 0001085146-08-000987.hdr.sgml : 20080814 20080814162431 ACCESSION NUMBER: 0001085146-08-000987 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 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: 081019435 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 jeff2q08.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: June 30, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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 August 14, 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: 851 Form13F Information Table Value Total: $1,590,826 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABBOTT LABS COM 002824100 1584 29908 SH SOLE 01 29908 0 0 ABERCROMBIE & FITCH CO CL A 002896207 11854 189108 SH SOLE 01 02 189108 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1254 20000 SH CALL SOLE 02 20000 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1108 27200 SH SOLE 01 27200 0 0 ACORDA THERAPEUTICS INC COM 00484M106 1477 45000 SH SOLE 02 45000 0 0 ACORDA THERAPEUTICS INC COM 00484M106 529 16100 SH PUT SOLE 02 16100 0 0 ACTIVISION INC NEW COM NEW 004930202 370 10856 SH SOLE 01 10856 0 0 ADAPTEC INC NOTE 0.750%12/2 00651FAG3 256 262000 PRN SOLE 01 262000 0 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 187 10000 SH SOLE 02 10000 0 0 ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG3 2762 3040000 PRN SOLE 01 3040000 0 0 ADVOCAT INC COM 007586100 134 12400 SH SOLE 02 12400 0 0 AEP INDS INC COM 001031103 3821 220000 SH SOLE 01 220000 0 0 AEROPOSTALE COM 007865108 8067 257490 SH SOLE 02 257490 0 0 AEROPOSTALE COM 007865108 336 10713 SH CALL SOLE 01 02 10713 0 0 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 37 45000 PRN SOLE 01 45000 0 0 AFLAC INC COM 001055102 1201 19131 SH SOLE 01 19131 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 51 35000 PRN SOLE 01 35000 0 0 AGERE SYS INC NOTE 6.500%12/1 00845VAA8 68 67000 PRN SOLE 01 67000 0 0 AGNICO EAGLE MINES LTD COM 008474108 558 7500 SH SOLE 01 7500 0 0 AIR PRODS & CHEMS INC COM 009158106 1036 10484 SH SOLE 01 10484 0 0 AK STL HLDG CORP COM 001547108 15005 217466 SH SOLE 01 217466 0 0 AK STL HLDG CORP COM 001547108 269 3902 SH CALL SOLE 01 3902 0 0 ALBEMARLE CORP COM 012653101 343 8600 SH SOLE 01 8600 0 0 ALCOA INC COM 013817101 1048 29421 SH SOLE 01 29421 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1086 14981 SH SOLE 01 14981 0 0 ALIGN TECHNOLOGY INC COM 016255101 1100 104900 SH SOLE 01 02 104900 0 0 ALLEGHENY ENERGY INC COM 017361106 792 15803 SH SOLE 01 15803 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 760 12819 SH SOLE 01 12819 0 0 ALLERGAN INC COM 018490102 1714 32926 SH SOLE 01 32926 0 0 ALLIANCE IMAGING INC COM NEW 018606202 88 10197 SH SOLE 02 10197 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 4706 3545000 PRN SOLE 01 3545000 0 0 ALLOS THERAPEUTICS INC COM 019777101 691 100000 SH SOLE 02 100000 0 0 ALLSTATE CORP COM 020002101 520 11400 SH SOLE 01 11400 0 0 ALPHATEC HOLDINGS INC COM 02081G102 408 100000 SH SOLE 02 100000 0 0 ALTERA CORP COM 021441100 1599 77228 SH SOLE 01 77228 0 0 ALTRIA GROUP INC COM 02209S103 1495 72737 SH SOLE 01 72737 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 818 23997 SH SOLE 01 23997 0 0 AMAZON COM INC COM 023135106 438 5969 SH SOLE 01 5969 0 0 AMB PROPERTY CORP COM 00163T109 302 5992 SH SOLE 01 5992 0 0 AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 304 310000 PRN SOLE 01 310000 0 0 AMEREN CORP COM 023608102 781 18499 SH SOLE 01 18499 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 134 16800 SH SOLE 01 16800 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 1563 65759 SH SOLE 01 65759 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 17896 1313022 SH SOLE 02 1313022 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1363 100000 SH CALL SOLE 02 100000 0 0 AMERICAN ELEC PWR INC COM 025537101 646 16057 SH SOLE 01 16057 0 0 AMERICAN EXPRESS CO COM 025816109 454 12040 SH SOLE 01 12040 0 0 AMERICAN INTL GROUP INC COM 026874107 2401 90738 SH SOLE 01 90738 0 0 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 1415 23700 SH SOLE 01 23700 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 539 13800 SH SOLE 01 13800 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 233 6500 SH SOLE 01 6500 0 0 AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 3101 3375000 PRN SOLE 01 3375000 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 3565 5750000 PRN SOLE 01 5750000 0 0 AMERICREDIT CORP COM 03060R101 190 22000 SH SOLE 01 22000 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 8260 14000000 PRN SOLE 01 14000000 0 0 AMERIPRISE FINL INC COM 03076C106 1068 26267 SH SOLE 01 02 26267 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1956 48906 SH SOLE 01 02 48906 0 0 AMERON INTL INC COM 030710107 468 3900 SH SOLE 01 3900 0 0 AMETEK INC NEW COM 031100100 252 5342 SH SOLE 01 5342 0 0 ANADARKO PETE CORP COM 032511107 1444 19301 SH SOLE 01 19301 0 0 ANALOG DEVICES INC COM 032654105 486 15300 SH SOLE 01 15300 0 0 ANGLOGOLD ASHANTI LTD RIGHT 06/23/2008 035128115 87 15000 SH SOLE 01 15000 0 0 ANHEUSER BUSCH COS INC COM 035229103 390 6274 SH SOLE 01 6274 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 166 151000 PRN SOLE 01 151000 0 0 ANNALY CAP MGMT INC COM 035710409 437 28144 SH SOLE 01 28144 0 0 ANNTAYLOR STORES CORP COM 036115103 1563 65200 SH SOLE 01 02 65200 0 0 ANTHRACITE CAP INC COM 037023108 92 13000 SH SOLE 01 13000 0 0 APACHE CORP COM 037411105 880 6330 SH SOLE 01 6330 0 0 APOGEE ENTERPRISES INC COM 037598109 186 11488 SH SOLE 01 11488 0 0 APOLLO GROUP INC CL A 037604105 507 11457 SH SOLE 01 11457 0 0 APOLLO GROUP INC CL A 037604105 576 13017 SH CALL SOLE 01 13017 0 0 APOLLO GROUP INC CL A 037604105 598 13507 SH PUT SOLE 01 13507 0 0 APOLLO INVT CORP COM 03761U106 172 12000 SH SOLE 01 12000 0 0 APPLERA CORP COM AP BIO GRP 038020103 317 9477 SH SOLE 01 9477 0 0 APPLIED MATLS INC COM 038222105 1079 56526 SH SOLE 01 56526 0 0 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 228 3100 SH SOLE 01 3100 0 0 ARDEA BIOSCIENCES INC COM 03969P107 308 24000 SH SOLE 02 24000 0 0 ARKANSAS BEST CORP DEL COM 040790107 245 6700 SH SOLE 01 6700 0 0 ARVINMERITOR INC COM 043353101 423 33906 SH SOLE 01 33906 0 0 ASA LIMITED COM G3156P103 423 5000 SH SOLE 01 5000 0 0 ASHLAND INC NEW COM 044209104 3071 63721 SH SOLE 01 63721 0 0 ASM INTL N V COM N07045102 17005 566831 SH SOLE 01 566831 0 0 ASPENBIO PHARMA INC COM 045346103 115 17960 SH SOLE 01 17960 0 0 ASSURANT INC COM 04621X108 502 7609 SH SOLE 01 7609 0 0 ASTORIA FINL CORP COM 046265104 267 13300 SH SOLE 01 13300 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 366 8600 SH SOLE 01 8600 0 0 AT&T INC COM 00206R102 6461 191783 SH SOLE 01 191783 0 0 AT&T INC COM 00206R102 447 13256 SH CALL SOLE 01 13256 0 0 AT&T INC COM 00206R102 437 12957 SH PUT SOLE 01 12957 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5091 102940 SH SOLE 01 102940 0 0 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 223 5700 SH SOLE 01 5700 0 0 ATMOS ENERGY CORP COM 049560105 524 19000 SH SOLE 01 19000 0 0 ATWOOD OCEANICS INC COM 050095108 398 3200 SH SOLE 01 3200 0 0 AUTODESK INC COM 052769106 537 15893 SH SOLE 01 15893 0 0 AUTOLIV INC COM 052800109 303 6500 SH SOLE 01 6500 0 0 AUTONATION INC COM 05329W102 1200 119714 SH SOLE 01 119714 0 0 AUTOZONE INC COM 053332102 287 2373 SH SOLE 01 2373 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 49 11100 SH SOLE 01 11100 0 0 AVERY DENNISON CORP COM 053611109 1150 26167 SH SOLE 01 26167 0 0 AVON PRODS INC COM 054303102 202 5601 SH SOLE 01 5601 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 73 15000 SH SOLE 01 15000 0 0 AZZ INC COM 002474104 742 18600 SH SOLE 01 18600 0 0 BAKER HUGHES INC COM 057224107 1851 21190 SH SOLE 01 21190 0 0 BALL CORP COM 058498106 2308 48353 SH SOLE 01 48353 0 0 BANCORPSOUTH INC COM 059692103 751 42921 SH SOLE 01 02 42921 0 0 BANK OF AMERICA CORPORATION COM 060505104 2416 101200 SH SOLE 01 101200 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 250 6601 SH SOLE 01 6601 0 0 BARCLAYS PLC ADR 06738E204 317 13700 SH SOLE 01 13700 0 0 BARD C R INC COM 067383109 1289 14658 SH SOLE 01 14658 0 0 BARE ESCENTUALS INC COM 067511105 223 11920 SH SOLE 01 11920 0 0 BARRICK GOLD CORP COM 067901108 678 14900 SH SOLE 01 14900 0 0 BAXTER INTL INC COM 071813109 953 14900 SH SOLE 01 14900 0 0 BB&T CORP COM 054937107 888 38995 SH SOLE 01 38995 0 0 BB&T CORP COM 054937107 342 15000 SH SOLE 02 15000 0 0 BCE INC COM NEW 05534B760 226 6500 SH SOLE 01 6500 0 0 BEBE STORES INC COM 075571109 6023 626759 SH SOLE 02 626759 0 0 BECKMAN COULTER INC COM 075811109 1169 17316 SH SOLE 01 17316 0 0 BED BATH & BEYOND INC COM 075896100 4575 162808 SH SOLE 01 162808 0 0 BEMIS INC COM 081437105 760 33912 SH SOLE 01 33912 0 0 BERRY PETE CO CL A 085789105 565 9600 SH SOLE 01 9600 0 0 BGC PARTNERS INC CL A 05541T101 944 125000 SH SOLE 02 125000 0 0 BIOGEN IDEC INC COM 09062X103 1205 21568 SH SOLE 01 21568 0 0 BJ SVCS CO COM 055482103 794 24862 SH SOLE 01 24862 0 0 BLACK HILLS CORP COM 092113109 1452 45300 SH SOLE 01 45300 0 0 BLACKROCK INC COM 09247X101 690 3900 SH SOLE 01 3900 0 0 BLOCK H & R INC COM 093671105 672 31402 SH SOLE 01 31402 0 0 BMC SOFTWARE INC COM 055921100 647 17970 SH SOLE 01 17970 0 0 BOEING CO COM 097023105 2710 41232 SH SOLE 01 41232 0 0 BOSTON SCIENTIFIC CORP COM 101137107 896 72905 SH SOLE 01 72905 0 0 BPZ RESOURCES INC COM 055639108 858 29200 SH SOLE 01 29200 0 0 BRIGHTPOINT INC COM NEW 109473405 80 11000 SH SOLE 01 11000 0 0 BRINKS CO COM 109696104 21779 332910 SH SOLE 01 332910 0 0 BRINKS CO COM 109696104 338 5170 SH CALL SOLE 01 5170 0 0 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 199 200000 PRN SOLE 01 200000 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 226 10745 SH SOLE 01 10745 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 199 24136 SH CALL SOLE 01 24136 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 199 24137 SH PUT SOLE 01 24137 0 0 BROOKDALE SR LIVING INC COM 112463104 226 11111 SH SOLE 01 11111 0 0 BRUKER CORP COM 116794108 5616 437053 SH SOLE 01 02 437053 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 1845 18475 SH SOLE 01 18475 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2587 47174 SH SOLE 01 47174 0 0 C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 55 51000 PRN SOLE 01 51000 0 0 CA INC COM 12673P105 1413 61155 SH SOLE 01 02 61155 0 0 CABOT CORP COM 127055101 226 9312 SH SOLE 01 9312 0 0 CACHE INC COM NEW 127150308 246 23000 SH CALL SOLE 02 23000 0 0 CACI INTL INC NOTE 2.125% 5/0 127190AD8 4204 3990000 PRN SOLE 01 3990000 0 0 CADBURY PLC SPONS ADR 12721E102 352 7000 SH SOLE 01 7000 0 0 CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB4 45 45000 PRN SOLE 01 45000 0 0 CADENCE PHARMACEUTICALS INC COM 12738T100 122 20000 SH SOLE 02 20000 0 0 CALPINE CORP COM NEW 131347304 790 35000 SH SOLE 01 35000 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 17 10000 PRN SOLE 01 10000 0 0 CAMPBELL SOUP CO COM 134429109 450 13463 SH SOLE 01 13463 0 0 CAPELLA EDUCATION COMPANY COM 139594105 233 3900 SH SOLE 01 3900 0 0 CAPITAL SR LIVING CORP COM 140475104 89 11796 SH SOLE 01 02 11796 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 109 10000 SH SOLE 02 10000 0 0 CARDIOME PHARMA CORP COM NEW 14159U202 132 15000 SH SOLE 02 15000 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 2857 2805000 PRN SOLE 01 2805000 0 0 CARNIVAL CORP PAIRED CTF 143658300 1073 32557 SH SOLE 01 32557 0 0 CASCAL N V COM N1842P109 3596 292350 SH SOLE 01 292350 0 0 CATERPILLAR INC DEL COM 149123101 1104 14949 SH SOLE 01 14949 0 0 CBS CORP NEW CL B 124857202 680 34868 SH SOLE 01 34868 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 3940 159500 SH SOLE 01 159500 0 0 CENTERPOINT ENERGY INC COM 15189T107 570 35534 SH SOLE 01 35534 0 0 CENTEX CORP COM 152312104 428 32000 SH SOLE 01 02 32000 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 716 9650 SH SOLE 01 9650 0 0 CENTURYTEL INC COM 156700106 3218 90432 SH SOLE 01 90432 0 0 CEPHALON INC COM 156708109 253 3800 SH SOLE 01 3800 0 0 CERNER CORP COM 156782104 506 11189 SH SOLE 01 02 11189 0 0 CF INDS HLDGS INC COM 125269100 260 1700 SH SOLE 01 1700 0 0 CHATTEM INC COM 162456107 293 4500 SH SOLE 01 4500 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 853 36017 SH SOLE 02 36017 0 0 CHESAPEAKE ENERGY CORP 6.25% PFD CONV 165167818 960 2000 SH SOLE 01 2000 0 0 CHESAPEAKE ENERGY CORP PFD CONV 165167842 476 2959 SH SOLE 01 2959 0 0 CHESAPEAKE ENERGY CORP COM 165167107 4922 74622 SH SOLE 01 74622 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1330 740000 PRN SOLE 01 740000 0 0 CHEVRON CORP NEW COM 166764100 1227 12375 SH SOLE 01 12375 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 938 25980 SH CALL SOLE 01 02 25980 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4775 51400 SH SOLE 01 51400 0 0 CHINA UNICOM LTD SPONSORED ADR 16945R104 6482 350000 SH SOLE 01 350000 0 0 CHRISTOPHER & BANKS CORP COM 171046105 332 48800 SH SOLE 01 02 48800 0 0 CHUBB CORP COM 171232101 1180 24069 SH SOLE 01 24069 0 0 CHURCH & DWIGHT INC DBCV 5.250% 8/1 171340AC6 456 250000 PRN SOLE 01 250000 0 0 CIENA CORP NOTE 0.250% 5/0 171779AB7 1245 1507000 PRN SOLE 01 1507000 0 0 CIGNA CORP COM 125509109 781 22077 SH SOLE 01 22077 0 0 CIMAREX ENERGY CO COM 171798101 732 10500 SH SOLE 01 10500 0 0 CINCINNATI FINL CORP COM 172062101 1829 72022 SH SOLE 01 72022 0 0 CISCO SYS INC COM 17275R102 873 37536 SH SOLE 01 37536 0 0 CIT GROUP INC 8.75%PFD SER C 125581603 409 10000 SH SOLE 01 10000 0 0 CITIGROUP INC COM 172967101 4364 260357 SH SOLE 01 260357 0 0 CITRIX SYS INC COM 177376100 268 9119 SH SOLE 01 9119 0 0 CLARCOR INC COM 179895107 347 9877 SH SOLE 01 9877 0 0 CLAUDE RES INC COM 182873109 35 40000 SH SOLE 01 40000 0 0 CLEAN HARBORS INC COM 184496107 276 3887 SH SOLE 01 3887 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 4580 130100 SH SOLE 01 130100 0 0 CME GROUP INC COM 12572Q105 1533 4000 SH SOLE 01 4000 0 0 CNA FINL CORP COM 126117100 269 10700 SH SOLE 01 10700 0 0 COCA COLA CO COM 191216100 832 16013 SH CALL SOLE 01 16013 0 0 COCA COLA CO COM 191216100 1229 23650 SH SOLE 01 23650 0 0 COCA COLA ENTERPRISES INC COM 191219104 666 38479 SH SOLE 01 38479 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 435 13384 SH PUT SOLE 01 13384 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 449 13819 SH CALL SOLE 01 13819 0 0 COINSTAR INC COM 19259P300 414 12648 SH SOLE 01 12648 0 0 COLGATE PALMOLIVE CO COM 194162103 1061 15355 SH SOLE 01 15355 0 0 COMCAST CORP NEW CL A 20030N101 1320 69568 SH SOLE 01 69568 0 0 COMERICA INC COM 200340107 1992 77742 SH SOLE 01 02 77742 0 0 COMMERCIAL METALS CO COM 201723103 430 11400 SH SOLE 01 11400 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 4037 122400 SH SOLE 01 02 122400 0 0 CONAGRA FOODS INC COM 205887102 728 37750 SH SOLE 01 37750 0 0 CONEXANT SYSTEMS INC COM 207142100 1348 299538 SH SOLE 02 299538 0 0 CONOCOPHILLIPS COM 20825C104 7311 77455 SH SOLE 01 77455 0 0 CONSTELLATION BRANDS INC CL A 21036P108 505 25444 SH SOLE 01 25444 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 1039 12655 SH SOLE 01 12655 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 372 4000 SH SOLE 01 4000 0 0 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 77 100000 PRN SOLE 01 100000 0 0 COOPER COS INC COM NEW 216648402 535 14400 SH SOLE 01 02 14400 0 0 COOPER INDS LTD CL A G24182100 264 6674 SH SOLE 01 6674 0 0 CORNING INC COM 219350105 1959 85000 SH SOLE 01 02 85000 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 591 21516 SH SOLE 01 21516 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 159 100000 PRN SOLE 01 100000 0 0 COVANCE INC COM 222816100 903 10500 SH SOLE 01 10500 0 0 COVANTA HLDG CORP COM 22282E102 486 18200 SH SOLE 01 18200 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 1592 1500000 PRN SOLE 01 1500000 0 0 COVENTRY HEALTH CARE INC COM 222862104 340 11170 SH SOLE 01 11170 0 0 CRANE CO COM 224399105 270 7000 SH SOLE 01 7000 0 0 CRESUD S A C I F Y A SPONSORED ADR 226406106 2711 182422 SH SOLE 01 182422 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 327 393000 PRN SOLE 01 393000 0 0 CSX CORP COM 126408103 1487 23671 SH SOLE 01 23671 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1829 2072000 PRN SOLE 01 2072000 0 0 CUMMINS INC COM 231021106 1193 18214 SH SOLE 01 18214 0 0 CVS CAREMARK CORPORATION COM 126650100 12600 318431 SH SOLE 01 02 318431 0 0 CYMER INC COM 232572107 298 11100 SH SOLE 01 11100 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 216 30000 SH SOLE 02 30000 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 5826 235400 SH SOLE 01 235400 0 0 D R HORTON INC COM 23331A109 543 50000 SH PUT SOLE 02 50000 0 0 DAIMLER AG REG SHS D1668R123 333 5400 SH SOLE 01 5400 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 33 29000 PRN SOLE 01 29000 0 0 DARDEN RESTAURANTS INC COM 237194105 1623 50826 SH SOLE 01 50826 0 0 DAVITA INC COM 23918K108 873 16429 SH SOLE 01 02 16429 0 0 DEAN FOODS CO NEW COM 242370104 1368 69711 SH SOLE 01 69711 0 0 DECKERS OUTDOOR CORP COM 243537107 485 3482 SH SOLE 01 3482 0 0 DEERE & CO COM 244199105 1673 23190 SH SOLE 01 23190 0 0 DELL INC COM 24702R101 931 42565 SH SOLE 01 42565 0 0 DELTA PETE CORP COM NEW 247907207 276 10800 SH SOLE 01 10800 0 0 DENTSPLY INTL INC NEW COM 249030107 208 5641 SH SOLE 01 5641 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1655 101100 SH SOLE 01 101100 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 524 15096 SH SOLE 01 15096 0 0 DEVON ENERGY CORP NEW COM 25179M103 316 2631 SH SOLE 01 2631 0 0 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 19 10000 PRN SOLE 01 10000 0 0 DICKS SPORTING GOODS INC COM 253393102 574 32355 SH SOLE 01 32355 0 0 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 4485 4328000 PRN SOLE 01 4328000 0 0 DILLARDS INC CL A 254067101 225 19438 SH SOLE 01 19438 0 0 DIODES INC COM 254543101 936 33882 SH SOLE 01 33882 0 0 DIRECTV GROUP INC COM 25459L106 811 31310 SH SOLE 01 31310 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 244 11132 SH SOLE 01 11132 0 0 DISNEY WALT CO COM DISNEY 254687106 1178 37756 SH SOLE 01 37756 0 0 DOLBY LABORATORIES INC COM 25659T107 335 8317 SH SOLE 01 8317 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1901 2600000 PRN SOLE 01 2600000 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 1931 1506000 PRN SOLE 01 1506000 0 0 DONALDSON INC COM 257651109 384 8600 SH SOLE 01 8600 0 0 DOW CHEM CO COM 260543103 1731 49591 SH SOLE 01 49591 0 0 DPL INC COM 233293109 385 14608 SH SOLE 01 14608 0 0 DRESS BARN INC COM 261570105 149 11168 SH SOLE 01 11168 0 0 DST SYS INC DEL COM 233326107 284 5162 SH SOLE 01 5162 0 0 DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 2868 2505000 PRN SOLE 01 2505000 0 0 DTE ENERGY CO COM 233331107 822 19369 SH SOLE 01 19369 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2884 67234 SH SOLE 01 67234 0 0 DYNEGY INC DEL CL A 26817G102 96 11200 SH SOLE 01 11200 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 574 503000 PRN SOLE 01 503000 0 0 EARTHLINK INC COM 270321102 107 12400 SH SOLE 01 12400 0 0 EASTMAN CHEM CO COM 277432100 2108 30611 SH SOLE 01 30611 0 0 EASTMAN KODAK CO COM 277461109 360 25003 SH SOLE 01 25003 0 0 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 415 440000 PRN SOLE 01 440000 0 0 EATON CORP COM 278058102 2387 28089 SH SOLE 01 28089 0 0 EATON VANCE CORP COM NON VTG 278265103 625 15723 SH SOLE 01 02 15723 0 0 EBAY INC COM 278642103 626 22880 SH SOLE 01 02 22880 0 0 ECOLAB INC COM 278865100 472 10986 SH SOLE 01 10986 0 0 EDISON INTL COM 281020107 260 5067 SH SOLE 01 5067 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 683 11009 SH SOLE 01 02 11009 0 0 ELECTRONIC ARTS INC COM 285512109 328 7388 SH SOLE 01 7388 0 0 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 249 250000 PRN SOLE 01 250000 0 0 EMERSON ELEC CO COM 291011104 273 5516 SH SOLE 01 5516 0 0 EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 42 70000 PRN SOLE 01 70000 0 0 ENERGEN CORP COM 29265N108 429 5500 SH SOLE 01 5500 0 0 ENERGY PARTNERS LTD COM 29270U105 746 50000 SH SOLE 01 50000 0 0 ENSCO INTL INC COM 26874Q100 718 8891 SH SOLE 01 8891 0 0 ENSIGN GROUP INC COM 29358P101 118 10233 SH SOLE 02 10233 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 73 10400 SH SOLE 01 10400 0 0 ENTERGY CORP NEW COM 29364G103 531 4408 SH SOLE 01 4408 0 0 ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 213 8000 SH SOLE 01 8000 0 0 EOG RES INC COM 26875P101 1013 7718 SH SOLE 01 7718 0 0 EQUIFAX INC COM 294429105 1233 36681 SH SOLE 01 36681 0 0 EQUINIX INC COM NEW 29444U502 2659 29800 SH SOLE 01 29800 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 306 8005 SH SOLE 01 8005 0 0 EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 11 12000 PRN SOLE 01 12000 0 0 EVERGREEN SOLAR INC COM 30033R108 636 65600 SH SOLE 01 65600 0 0 EXCO RESOURCES INC COM 269279402 281 7600 SH SOLE 01 7600 0 0 EXPEDIA INC DEL COM 30212P105 291 15828 SH SOLE 01 15828 0 0 EXPRESS SCRIPTS INC COM 302182100 727 11585 SH SOLE 01 11585 0 0 EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB4 25 36000 PRN SOLE 01 36000 0 0 EXXON MOBIL CORP COM 30231G102 652 7400 SH SOLE 01 7400 0 0 FACTSET RESH SYS INC COM 303075105 340 6029 SH SOLE 01 6029 0 0 FEDERAL NATL MTG ASSN COM 313586109 1368 70094 SH SOLE 01 70094 0 0 FEDEX CORP COM 31428X106 834 10585 SH SOLE 01 10585 0 0 FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 1411 1920000 PRN SOLE 01 1920000 0 0 FIFTH THIRD BANCORP COM 316773100 407 40000 SH SOLE 02 40000 0 0 FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 197 200000 PRN SOLE 01 200000 0 0 FINISH LINE INC CL A 317923100 319 36620 SH SOLE 01 36620 0 0 FIRST HORIZON NATL CORP COM 320517105 423 56991 SH SOLE 01 02 56991 0 0 FISERV INC COM 337738108 1073 23642 SH SOLE 01 23642 0 0 FLOTEK INDS INC DEL COM 343389102 256 12400 SH SOLE 01 12400 0 0 FLUOR CORP NEW COM 343412102 1762 9468 SH SOLE 01 9468 0 0 FMC TECHNOLOGIES INC COM 30249U101 454 5900 SH SOLE 01 5900 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 961 199844 SH SOLE 01 199844 0 0 FOREST OIL CORP COM PAR $0.01 346091705 842 11306 SH SOLE 01 11306 0 0 FPL GROUP INC COM 302571104 468 7136 SH SOLE 01 7136 0 0 FRANCE TELECOM SPONSORED ADR 35177Q105 889 30007 SH SOLE 01 30007 0 0 FRANKLIN RES INC COM 354613101 2456 26798 SH SOLE 01 26798 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 21314 181876 SH SOLE 01 181876 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 3093 18400 SH SOLE 01 18400 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 212 1813 SH PUT SOLE 01 1813 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 211 1797 SH CALL SOLE 01 1797 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 259 11000 SH SOLE 01 11000 0 0 FRONTLINE LTD SHS G3682E127 41675 597232 SH SOLE 01 597232 0 0 FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 13668 5863000 PRN SOLE 01 5863000 0 0 FURNITURE BRANDS INTL INC COM 360921100 270 20200 SH SOLE 01 20200 0 0 GAMESTOP CORP NEW CL A 36467W109 2081 51506 SH SOLE 01 51506 0 0 GANNETT INC COM 364730101 595 27480 SH SOLE 01 27480 0 0 GAP INC DEL COM 364760108 4501 270000 SH CALL SOLE 02 270000 0 0 GARMIN LTD ORD G37260109 446 10400 SH SOLE 01 10400 0 0 GAYLORD ENTMT CO NEW COM 367905106 333 13900 SH SOLE 01 13900 0 0 GEN-PROBE INC NEW COM 36866T103 433 9111 SH SOLE 01 9111 0 0 GENENTECH INC COM NEW 368710406 1553 20450 SH SOLE 01 20450 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 735 544000 PRN SOLE 01 544000 0 0 GENERAL DYNAMICS CORP COM 369550108 281 3337 SH SOLE 01 3337 0 0 GENERAL ELECTRIC CO COM 369604103 2142 80300 SH SOLE 01 02 80300 0 0 GENERAL GROWTH PPTYS INC COM 370021107 803 22916 SH SOLE 01 22916 0 0 GENERAL MLS INC COM 370334104 1902 31291 SH SOLE 01 31291 0 0 GENERAL MTRS CORP COM 370442105 2287 198867 SH SOLE 01 198867 0 0 GENERAL MTRS CORP COM 370442105 182 15827 SH PUT SOLE 01 15827 0 0 GENZYME CORP COM 372917104 4957 68957 SH SOLE 01 02 68957 0 0 GILEAD SCIENCES INC COM 375558103 1294 24438 SH SOLE 01 24438 0 0 GLG PARTNERS INC *W EXP 12/28/201 37929X115 96 50000 SH SOLE 01 50000 0 0 GLOBAL INDS LTD COM 379336100 216 12053 SH SOLE 01 12053 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 3370 4300000 PRN SOLE 01 4300000 0 0 GMX RES INC COM 38011M108 14721 198664 SH SOLE 01 198664 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 282 18200 SH SOLE 01 18200 0 0 GOLDCORP INC NEW COM 380956409 970 21000 SH SOLE 01 21000 0 0 GOODRICH CORP COM 382388106 2324 48963 SH SOLE 01 48963 0 0 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 52 34000 PRN SOLE 01 34000 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 651 36500 SH SOLE 01 36500 0 0 GRAINGER W W INC COM 384802104 2052 25082 SH SOLE 01 25082 0 0 GRAN TIERRA ENERGY INC COM 38500T101 399 50000 SH SOLE 01 50000 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 285 12500 SH SOLE 01 12500 0 0 GREAT PLAINS ENERGY INC COM 391164100 273 10804 SH SOLE 01 10804 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 637 834000 PRN SOLE 01 834000 0 0 GULFMARK OFFSHORE INC COM 402629109 227 3900 SH SOLE 01 3900 0 0 HALLIBURTON CO COM 406216101 536 10107 SH SOLE 01 10107 0 0 HANESBRANDS INC COM 410345102 383 14126 SH SOLE 01 14126 0 0 HANSEN NAT CORP COM 411310105 562 19500 SH SOLE 01 19500 0 0 HARLEY DAVIDSON INC COM 412822108 279 7700 SH SOLE 01 7700 0 0 HARRIS CORP DEL COM 413875105 626 12400 SH SOLE 01 12400 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1290 19975 SH SOLE 01 19975 0 0 HASBRO INC COM 418056107 231 6479 SH SOLE 01 6479 0 0 HCP INC COM 40414L109 294 9228 SH SOLE 01 9228 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 380 5300 SH SOLE 01 5300 0 0 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 2770 4000000 PRN SOLE 01 4000000 0 0 HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF9 9962 10000000 PRN SOLE 01 10000000 0 0 HEALTHSOUTH CORP COM NEW 421924309 1138 68439 SH SOLE 01 68439 0 0 HEALTHWAYS INC COM 422245100 832 28100 SH SOLE 01 28100 0 0 HEINZ H J CO COM 423074103 361 7549 SH SOLE 01 7549 0 0 HELICOS BIOSCIENCES CORP COM 42326R109 143 30634 SH SOLE 02 30634 0 0 HELMERICH & PAYNE INC COM 423452101 859 11925 SH SOLE 01 11925 0 0 HERBALIFE LTD COM USD SHS G4412G101 543 14000 SH SOLE 01 14000 0 0 HERCULES INC COM 427056106 188 11105 SH SOLE 01 11105 0 0 HESS CORP COM 42809H107 1502 11905 SH SOLE 01 11905 0 0 HEWLETT PACKARD CO COM 428236103 4191 94808 SH SOLE 01 94808 0 0 HEWLETT PACKARD CO COM 428236103 484 10952 SH CALL SOLE 01 10952 0 0 HEWLETT PACKARD CO COM 428236103 523 11832 SH PUT SOLE 01 11832 0 0 HILL ROM HLDGS INC COM 431475102 323 11984 SH SOLE 01 11984 0 0 HOLOGIC INC COM 436440101 1524 69908 SH SOLE 01 69908 0 0 HOLOGIC INC COM 436440101 1838 26583 SH CALL SOLE 01 02 26583 0 0 HOME DEPOT INC COM 437076102 770 32873 SH SOLE 01 32873 0 0 HONEYWELL INTL INC COM 438516106 512 10185 SH SOLE 01 10185 0 0 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 2456 1863000 PRN SOLE 01 1863000 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 5456 96557 SH SOLE 01 96557 0 0 HOSPIRA INC COM 441060100 600 14965 SH SOLE 01 14965 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 320 13078 SH SOLE 01 13078 0 0 HUB GROUP INC CL A 443320106 259 7596 SH SOLE 01 7596 0 0 HUBBELL INC CL B 443510201 271 6800 SH SOLE 01 6800 0 0 HUDSON CITY BANCORP COM 443683107 509 30523 SH SOLE 01 30523 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 1806 2350000 PRN SOLE 01 2350000 0 0 HUMANA INC COM 444859102 525 13204 SH SOLE 01 13204 0 0 HUNTSMAN CORP COM 447011107 3139 275376 SH SOLE 01 02 275376 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 203 15111 SH SOLE 01 15111 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 1736 238784 SH SOLE 01 02 238784 0 0 IGATE CORP COM 45169U105 82 10069 SH SOLE 01 10069 0 0 IHS INC CL A 451734107 327 4700 SH SOLE 01 4700 0 0 INCYTE CORP NOTE 3.500% 2/1 45337CAE2 1023 1100000 PRN SOLE 01 1100000 0 0 INFORMATICA CORP COM 45666Q102 635 42251 SH SOLE 01 42251 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 10823 289160 SH SOLE 01 289160 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 358 9575 SH CALL SOLE 01 9575 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 282 7544 SH PUT SOLE 01 7544 0 0 INNOPHOS HOLDINGS INC COM 45774N108 268 8400 SH SOLE 01 8400 0 0 INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB1 411 100000 PRN SOLE 01 100000 0 0 INSULET CORP COM 45784P101 250 15900 SH SOLE 01 15900 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 823 16200 SH SOLE 01 16200 0 0 INTEL CORP COM 458140100 2942 136959 SH SOLE 01 136959 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 547 4794 SH SOLE 01 4794 0 0 INTERMUNE INC COM 45884X103 4083 311219 SH SOLE 01 311219 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 729 6155 SH SOLE 01 6155 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 1965 150500 SH SOLE 01 150500 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 1202 48099 SH SOLE 01 48099 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 591 30807 SH SOLE 01 30807 0 0 INTL PAPER CO COM 460146103 331 14189 SH SOLE 01 14189 0 0 INTUIT COM 461202103 678 24601 SH SOLE 01 24601 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 485 1800 SH SOLE 01 1800 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 267 8043 SH SOLE 01 8043 0 0 INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1 46126PAD8 1248 1295000 PRN SOLE 01 1295000 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 847 25301 SH SOLE 01 02 25301 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 999 1043000 PRN SOLE 01 1043000 0 0 IRON MTN INC COM 462846106 261 9838 SH SOLE 01 9838 0 0 ISHARES INC MSCI MEXICO 464286822 637 11196 SH SOLE 01 11196 0 0 ISHARES INC MSCI BRAZIL 464286400 1318 14761 SH SOLE 01 02 14761 0 0 ISHARES INC MSCI CDA INDEX 464286509 645 19442 SH SOLE 01 19442 0 0 ISHARES INC MSCI CHILE IND 464286640 616 13502 SH SOLE 01 13502 0 0 ISHARES INC MSCI ISRAEL FD 464286632 681 12406 SH SOLE 01 12406 0 0 ISHARES INC MSCI SPAIN 464286764 578 10687 SH SOLE 01 10687 0 0 ISHARES INC MSCI TAIWAN 464286731 578 40876 SH SOLE 01 40876 0 0 ISHARES INC MSCI MALAYSIA 464286830 514 49440 SH SOLE 01 49440 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 1036 6000 SH SOLE 01 6000 0 0 ISHARES TR MSCI EMERG MKT 464287234 20822 152680 SH SOLE 01 152680 0 0 ISHARES TR RUSSELL 2000 464287655 496 7179 SH PUT SOLE 01 7179 0 0 ISHARES TR S&P LTN AM 40 464287390 650 2363 SH SOLE 01 2363 0 0 ITRON INC COM 465741106 394 4009 SH SOLE 01 4009 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 926 11205 SH SOLE 01 11205 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 213 2579 SH CALL SOLE 01 2579 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 239 14200 SH SOLE 01 14200 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 2787 34530 SH SOLE 01 34530 0 0 JANUS CAP GROUP INC COM 47102X105 369 13931 SH SOLE 01 13931 0 0 JOHNSON & JOHNSON COM 478160104 418 6500 SH SOLE 01 6500 0 0 JOHNSON CTLS INC COM 478366107 469 16369 SH SOLE 01 16369 0 0 JOS A BANK CLOTHIERS INC COM 480838101 572 21400 SH SOLE 01 02 21400 0 0 JOY GLOBAL INC COM 481165108 838 11050 SH SOLE 01 11050 0 0 JP MORGAN CHASE & CO COM 46625H100 1905 55535 SH SOLE 01 02 55535 0 0 JUNIPER NETWORKS INC COM 48203R104 412 18556 SH SOLE 01 18556 0 0 JUNIPER NETWORKS INC COM 48203R104 365 16457 SH CALL SOLE 01 16457 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 209 3900 SH SOLE 01 3900 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 362 8231 SH SOLE 01 8231 0 0 KELLOGG CO COM 487836108 1123 23385 SH SOLE 01 23385 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 58 118235 SH SOLE 01 118235 0 0 KEYCORP NEW COM 493267108 1065 96949 SH SOLE 01 02 96949 0 0 KIMCO REALTY CORP COM 49446R109 432 12518 SH SOLE 01 12518 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 523 13100 SH SOLE 01 13100 0 0 KING PHARMACEUTICALS INC COM 495582108 576 55045 SH SOLE 01 55045 0 0 KINROSS GOLD CORP COM NO PAR 496902404 588 24900 SH SOLE 01 24900 0 0 KIRBY CORP COM 497266106 547 11400 SH SOLE 01 11400 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 263 25000 SH SOLE 02 25000 0 0 KOHLS CORP COM 500255104 2223 55520 SH SOLE 01 02 55520 0 0 KOHLS CORP COM 500255104 801 20000 SH CALL SOLE 02 20000 0 0 KRAFT FOODS INC CL A 50075N104 284 9976 SH SOLE 01 9976 0 0 KROGER CO COM 501044101 491 17013 SH SOLE 01 17013 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 933 10269 SH SOLE 01 10269 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 714 10248 SH SOLE 01 10248 0 0 LAM RESEARCH CORP COM 512807108 582 16100 SH SOLE 01 16100 0 0 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 2089 2121000 PRN SOLE 01 2121000 0 0 LAUDER ESTEE COS INC CL A 518439104 369 7941 SH SOLE 01 7941 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 815 18875 SH SOLE 01 18875 0 0 LEAR CORP COM 521865105 202 14264 SH SOLE 01 14264 0 0 LEGG MASON INC COM 524901105 210 4828 SH SOLE 01 4828 0 0 LEGG MASON INC UNIT 99/99/9999 524901303 2102 50000 SH SOLE 01 50000 0 0 LEGGETT & PLATT INC COM 524660107 790 47093 SH SOLE 01 47093 0 0 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 281 350 SH SOLE 01 350 0 0 LEHMAN BROS HLDGS INC COM 524908100 5409 273027 SH SOLE 01 273027 0 0 LEUCADIA NATL CORP COM 527288104 46635 993500 SH SOLE 01 993500 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 38213 17794000 PRN SOLE 01 17794000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 2019 2415000 PRN SOLE 01 2415000 0 0 LEXMARK INTL NEW CL A 529771107 593 17730 SH SOLE 01 17730 0 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 40 62000 PRN SOLE 01 62000 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 369 25000 SH SOLE 01 25000 0 0 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1327 1559000 PRN SOLE 01 1559000 0 0 LILLY ELI & CO COM 532457108 268 5800 SH SOLE 01 5800 0 0 LIMITED BRANDS INC COM 532716107 2603 154508 SH SOLE 01 154508 0 0 LINCARE HLDGS INC COM 532791100 369 13000 SH SOLE 01 13000 0 0 LINCOLN NATL CORP IND COM 534187109 467 10301 SH SOLE 01 10301 0 0 LOCKHEED MARTIN CORP COM 539830109 2158 21878 SH SOLE 01 21878 0 0 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 83 61000 PRN SOLE 01 61000 0 0 LOEWS CORP COM 540424108 1349 28771 SH SOLE 01 28771 0 0 LOGITECH INTL S A SHS H50430232 9935 370700 SH SOLE 01 370700 0 0 LORILLARD INC COM 544147101 339 4900 SH SOLE 01 4900 0 0 LOWES COS INC COM 548661107 724 34900 SH SOLE 01 34900 0 0 LSI CORPORATION COM 502161102 100 16218 SH SOLE 01 16218 0 0 LUBRIZOL CORP COM 549271104 332 7170 SH SOLE 01 7170 0 0 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 911 1000000 PRN SOLE 01 1000000 0 0 LUFKIN INDS INC COM 549764108 214 2570 SH SOLE 01 2570 0 0 LUMINEX CORP DEL COM 55027E102 255 12400 SH SOLE 01 12400 0 0 MACERICH CO COM 554382101 257 4138 SH SOLE 01 4138 0 0 MACROVISION CORP NOTE 2.625% 8/1 555904AB7 133 149000 PRN SOLE 01 149000 0 0 MACYS INC COM 55616P104 8452 435204 SH SOLE 02 435204 0 0 MAGNA INTL INC CL A 559222401 326 5500 SH SOLE 01 5500 0 0 MAGUIRE PPTYS INC COM 559775101 28298 2325246 SH SOLE 01 2325246 0 0 MAKO SURGICAL CORP COM 560879108 732 100000 SH SOLE 02 100000 0 0 MANITOWOC INC COM 563571108 713 21929 SH SOLE 01 21929 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 881 1650000 PRN SOLE 01 1650000 0 0 MANPOWER INC COM 56418H100 384 6600 SH SOLE 01 6600 0 0 MARATHON OIL CORP COM 565849106 673 12966 SH SOLE 01 12966 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 729 15000 SH SOLE 01 15000 0 0 MARRIOTT INTL INC NEW CL A 571903202 281 10720 SH SOLE 01 10720 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 556 36242 SH SOLE 01 36242 0 0 MASCO CORP COM 574599106 234 14900 SH SOLE 01 14900 0 0 MASTERCARD INC CL A 57636Q104 584 2200 SH SOLE 01 2200 0 0 MATTEL INC COM 577081102 669 39061 SH SOLE 01 39061 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 2326 1850000 PRN SOLE 01 1850000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 1596 1522000 PRN SOLE 01 1522000 0 0 MCAFEE INC COM 579064106 339 9961 SH SOLE 01 9961 0 0 MCDONALDS CORP COM 580135101 403 7182 SH SOLE 01 7182 0 0 MCKESSON CORP COM 58155Q103 1242 22213 SH SOLE 01 22213 0 0 MCMORAN EXPLORATION CO COM 582411104 8183 297350 SH SOLE 01 297350 0 0 MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 115 115000 PRN SOLE 01 115000 0 0 MDU RES GROUP INC COM 552690109 654 18750 SH SOLE 01 18750 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 292 6187 SH SOLE 01 6187 0 0 MEDTRONIC INC COM 585055106 3760 72650 SH SOLE 01 02 72650 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 464 34241 SH SOLE 02 34241 0 0 MEMC ELECTR MATLS INC COM 552715104 1281 20820 SH SOLE 01 20820 0 0 MENS WEARHOUSE INC COM 587118100 1256 77100 SH SOLE 01 02 77100 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 1049 950000 PRN SOLE 01 950000 0 0 MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB4 88 100000 PRN SOLE 01 100000 0 0 MERRILL LYNCH & CO INC COM 590188108 8332 262749 SH SOLE 01 02 262749 0 0 MERRILL LYNCH & CO INC COM 590188108 227 7151 SH PUT SOLE 01 7151 0 0 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 1060 1041000 PRN SOLE 01 1041000 0 0 METLIFE INC COM 59156R108 950 17995 SH SOLE 01 17995 0 0 MFA MTG INVTS INC COM 55272X102 359 55000 SH SOLE 02 55000 0 0 MICRON TECHNOLOGY INC COM 595112103 89 14857 SH SOLE 01 14857 0 0 MILLER HERMAN INC COM 600544100 528 21200 SH SOLE 01 21200 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 373 3600 SH SOLE 01 3600 0 0 MILLIPORE CORP COM 601073109 650 9575 SH SOLE 01 9575 0 0 MINDSPEED TECHNOLOGIES INC COM 602682106 857 974109 SH SOLE 02 974109 0 0 MINE SAFETY APPLIANCES CO COM 602720104 260 6500 SH SOLE 01 6500 0 0 MINERALS TECHNOLOGIES INC COM 603158106 203 3200 SH SOLE 01 3200 0 0 MIRANT CORP NEW *W EXP 01/03/201 60467R118 1815 100309 SH SOLE 01 100309 0 0 MIRANT CORP NEW *W EXP 01/03/201 60467R126 840 43840 SH SOLE 01 43840 0 0 MIRANT CORP NEW COM 60467R100 2298 58688 SH SOLE 01 58688 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 5939 674901 SH SOLE 01 674901 0 0 MOLEX INC COM 608554101 2019 82701 SH SOLE 01 82701 0 0 MOLSON COORS BREWING CO CL B 60871R209 1069 19684 SH SOLE 01 19684 0 0 MONSANTO CO NEW COM 61166W101 4283 33871 SH SOLE 01 33871 0 0 MORGAN STANLEY COM NEW 617446448 346 9587 SH SOLE 01 9587 0 0 MSC INDL DIRECT INC CL A 553530106 414 9378 SH SOLE 01 9378 0 0 MTR GAMING GROUP INC COM 553769100 1796 376489 SH SOLE 01 376489 0 0 MYLAN INC COM 628530107 1278 105845 SH SOLE 01 105845 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 246 294000 PRN SOLE 01 294000 0 0 MYRIAD GENETICS INC COM 62855J104 2481 54500 SH SOLE 01 54500 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1663 33778 SH SOLE 01 33778 0 0 NASDAQ OMX GROUP INC COM 631103108 632 23772 SH SOLE 01 23772 0 0 NATIONAL CINEMEDIA INC COM 635309107 222 20800 SH SOLE 01 20800 0 0 NATIONAL CITY CORP COM 635405103 191 40000 SH SOLE 02 40000 0 0 NATIONAL FUEL GAS CO N J COM 636180101 238 4000 SH SOLE 01 4000 0 0 NATIONAL HEALTHCARE CORP COM 635906100 256 5594 SH SOLE 01 02 5594 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1448 70487 SH SOLE 01 70487 0 0 NBTY INC COM 628782104 542 16900 SH SOLE 01 16900 0 0 NCI BUILDING SYS INC COM 628852105 327 8900 SH SOLE 01 8900 0 0 NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG0 16 15000 PRN SOLE 01 15000 0 0 NETAPP INC COM 64110D104 3734 172376 SH SOLE 01 172376 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 5965 179676 SH SOLE 01 179676 0 0 NEW YORK & CO INC COM 649295102 16541 1809687 SH SOLE 01 02 1809687 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 305 17100 SH SOLE 01 17100 0 0 NEWELL RUBBERMAID INC COM 651229106 1298 77285 SH SOLE 01 77285 0 0 NEWFIELD EXPL CO COM 651290108 824 12625 SH SOLE 01 12625 0 0 NEWMONT MINING CORP COM 651639106 756 14500 SH SOLE 01 14500 0 0 NEWS CORP CL A 65248E104 1429 95043 SH SOLE 01 95043 0 0 NICOR INC COM 654086107 670 15726 SH SOLE 01 15726 0 0 NOBEL LEARNING CMNTYS INC COM 654889104 918 65198 SH SOLE 01 65198 0 0 NOBLE CORPORATION SHS G65422100 413 6355 SH SOLE 01 6355 0 0 NOBLE ENERGY INC COM 655044105 1619 16096 SH SOLE 01 16096 0 0 NOKIA CORP SPONSORED ADR 654902204 25926 1058209 SH SOLE 01 1058209 0 0 NORDSTROM INC COM 655664100 801 26426 SH SOLE 01 26426 0 0 NOVARTIS A G SPONSORED ADR 66987V109 3985 72400 SH SOLE 01 72400 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 354 22600 SH SOLE 01 22600 0 0 NUCOR CORP COM 670346105 721 9657 SH SOLE 01 9657 0 0 NVIDIA CORP COM 67066G104 284 15154 SH SOLE 01 15154 0 0 NYSE EURONEXT COM 629491101 9988 197143 SH SOLE 01 02 197143 0 0 NYSE EURONEXT COM 629491101 232 4580 SH CALL SOLE 01 4580 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 566 58098 SH SOLE 01 02 58098 0 0 OFFICEMAX INC DEL COM 67622P101 181 13000 SH SOLE 01 13000 0 0 OGE ENERGY CORP COM 670837103 355 11200 SH SOLE 01 11200 0 0 OLD DOMINION FGHT LINES INC COM 679580100 267 8900 SH SOLE 01 8900 0 0 OM GROUP INC COM 670872100 288 8782 SH SOLE 01 8782 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 3523 90650 SH SOLE 01 90650 0 0 OMNICARE INC COM 681904108 2051 78200 SH SOLE 01 02 78200 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 1518 1388000 PRN SOLE 01 1388000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 463 13000 SH SOLE 01 13000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 973 27318 SH CALL SOLE 01 02 27318 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 811 100000 SH SOLE 02 100000 0 0 ORACLE CORP COM 68389X105 3701 176256 SH SOLE 01 176256 0 0 ORACLE CORP COM 68389X105 245 11688 SH CALL SOLE 01 11688 0 0 ORACLE CORP COM 68389X105 315 15014 SH PUT SOLE 01 15014 0 0 OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC9 28 69000 PRN SOLE 01 69000 0 0 OSHKOSH CORP COM 688239201 320 15443 SH SOLE 01 15443 0 0 OWENS ILL INC COM NEW 690768403 791 18965 SH SOLE 01 18965 0 0 PACCAR INC COM 693718108 754 18032 SH SOLE 01 18032 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 1877 220100 SH SOLE 02 220100 0 0 PACTIV CORP COM 695257105 245 11517 SH SOLE 01 11517 0 0 PAETEC HOLDING CORP COM 695459107 15232 2398800 SH SOLE 01 2398800 0 0 PALL CORP COM 696429307 1143 28813 SH SOLE 01 28813 0 0 PALM INC NEW COM 696643105 80 14900 SH SOLE 01 14900 0 0 PAN AMERICAN SILVER CORP COM 697900108 484 14000 SH SOLE 01 14000 0 0 PANERA BREAD CO CL A 69840W108 1059 22900 SH SOLE 01 22900 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 5127 315882 SH SOLE 01 315882 0 0 PAREXEL INTL CORP COM 699462107 200 7600 SH SOLE 01 7600 0 0 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 2015 2000000 PRN SOLE 01 2000000 0 0 PARKER HANNIFIN CORP COM 701094104 1266 17753 SH SOLE 01 17753 0 0 PATTERSON COMPANIES INC COM 703395103 1157 39368 SH SOLE 01 39368 0 0 PDL BIOPHARMA INC COM 69329Y104 116 10900 SH SOLE 01 10900 0 0 PEDIATRIX MED GROUP COM 705324101 492 10000 SH CALL SOLE 02 10000 0 0 PENN NATL GAMING INC COM 707569109 723 22500 SH SOLE 01 22500 0 0 PENNEY J C INC COM 708160106 907 25000 SH CALL SOLE 02 25000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 803 51500 SH SOLE 01 02 51500 0 0 PEPSI BOTTLING GROUP INC COM 713409100 1063 38078 SH SOLE 01 38078 0 0 PEPSIAMERICAS INC COM 71343P200 231 11660 SH SOLE 01 11660 0 0 PEPSICO INC COM 713448108 1524 23967 SH SOLE 01 23967 0 0 PERKINELMER INC COM 714046109 536 19257 SH SOLE 01 19257 0 0 PETROHAWK ENERGY CORP COM 716495106 1241 26800 SH SOLE 01 26800 0 0 PFIZER INC COM 717081103 1268 72554 SH SOLE 01 72554 0 0 PINNACLE WEST CAP CORP COM 723484101 1251 40656 SH SOLE 01 40656 0 0 PIONEER NAT RES CO COM 723787107 12016 153495 SH SOLE 01 153495 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 582 374000 PRN SOLE 01 374000 0 0 PIPER JAFFRAY COS COM 724078100 742 25283 SH SOLE 01 25283 0 0 PLACER DOME INC DBCV 2.750%10/1 725906AK7 2852 1500000 PRN SOLE 01 1500000 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1153 15800 SH SOLE 01 15800 0 0 PLANTRONICS INC NEW COM 727493108 346 15500 SH SOLE 01 15500 0 0 PNC FINL SVCS GROUP INC COM 693475105 587 10280 SH SOLE 01 10280 0 0 POLARIS INDS INC COM 731068102 630 15600 SH SOLE 01 15600 0 0 POLO RALPH LAUREN CORP CL A 731572103 2220 35361 SH SOLE 01 02 35361 0 0 PONIARD PHARMACEUTICALS INC COM NEW 732449301 161 37900 SH SOLE 02 37900 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 678 15000 SH SOLE 02 15000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 452 10000 SH PUT SOLE 01 10000 0 0 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 203 5000 SH SOLE 01 5000 0 0 PPG INDS INC COM 693506107 325 5669 SH SOLE 01 5669 0 0 PRAXAIR INC COM 74005P104 1027 10893 SH SOLE 01 10893 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1450 34538 SH SOLE 01 34538 0 0 PROCTER & GAMBLE CO COM 742718109 10103 166136 SH SOLE 01 166136 0 0 PROGRESS ENERGY INC COM 743263105 816 19500 SH SOLE 01 19500 0 0 PROGRESSIVE CORP OHIO COM 743315103 415 22191 SH SOLE 01 22191 0 0 PROLOGIS SH BEN INT 743410102 894 16444 SH SOLE 01 16444 0 0 PROSHARES TR REAL EST PRO 74347R552 420 4000 SH SOLE 01 4000 0 0 PROSHARES TR ULTRASHRT FINL 74347R628 1250 8000 SH SOLE 02 8000 0 0 PROSHARES TR ULTRASHT MD400 74347R859 562 10000 SH SOLE 01 10000 0 0 PROSHARES TR ULTRASHT SP500 74347R883 733 11000 SH SOLE 01 11000 0 0 PROVIDENT BANKSHARES CORP COM 743859100 2508 393120 SH SOLE 01 02 393120 0 0 PRUDENTIAL FINL INC COM 744320102 5230 87547 SH SOLE 01 87547 0 0 PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 5703 5330000 PRN SOLE 01 5330000 0 0 QIMONDA AG SPONSORED ADR 746904101 161 67500 SH SOLE 01 67500 0 0 QUALCOMM INC COM 747525103 15565 350811 SH SOLE 01 350811 0 0 QUEST DIAGNOSTICS INC COM 74834L100 776 16000 SH SOLE 02 16000 0 0 QUICKSILVER RESOURCES INC COM 74837R104 966 24990 SH SOLE 01 24990 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 2454 2495000 PRN SOLE 01 2495000 0 0 RAM ENERGY RESOURCES INC COM 75130P109 95805 15207132 SH SOLE 01 15207132 0 0 RANGE RES CORP COM 75281A109 2510 38294 SH SOLE 01 38294 0 0 RAYTHEON CO COM NEW 755111507 1670 29666 SH SOLE 01 29666 0 0 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 47 50000 PRN SOLE 01 50000 0 0 RED HAT INC DBCV 0.500% 1/1 756577AB8 165 163000 PRN SOLE 01 163000 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 309 28300 SH SOLE 01 02 28300 0 0 RELIANT ENERGY INC COM 75952B105 21296 1001199 SH SOLE 01 1001199 0 0 RELIANT ENERGY INC COM 75952B105 280 13185 SH PUT SOLE 01 13185 0 0 REYNOLDS AMERICAN INC COM 761713106 2573 55138 SH SOLE 01 55138 0 0 RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 261 400000 PRN SOLE 01 400000 0 0 RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 963 1308000 PRN SOLE 01 1308000 0 0 RIVERBED TECHNOLOGY INC COM 768573107 476 34700 SH SOLE 01 34700 0 0 ROBBINS & MYERS INC COM 770196103 349 7000 SH SOLE 01 7000 0 0 ROBERT HALF INTL INC COM 770323103 699 29175 SH SOLE 01 29175 0 0 ROHM & HAAS CO COM 775371107 1956 42126 SH SOLE 01 42126 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 296 13177 SH SOLE 01 13177 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 281 9800 SH SOLE 01 9800 0 0 RYDER SYS INC COM 783549108 1104 16021 SH SOLE 01 16021 0 0 SAFEWAY INC COM NEW 786514208 561 19639 SH SOLE 01 19639 0 0 SAKS INC COM 79377W108 343 31200 SH SOLE 01 31200 0 0 SANDERSON FARMS INC COM 800013104 987 28600 SH SOLE 01 28600 0 0 SANDISK CORP COM 80004C101 3358 179576 SH SOLE 01 179576 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 70307 1349213 SH SOLE 01 1349213 0 0 SAVVIS INC NOTE 3.000% 5/1 805423AA8 298 411000 PRN SOLE 01 411000 0 0 SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 4571 3701000 PRN SOLE 01 3701000 0 0 SCHLUMBERGER LTD COM 806857108 449 4177 SH SOLE 01 4177 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 2038 68800 SH SOLE 01 68800 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 592 33722 SH SOLE 01 33722 0 0 SCRIPPS E W CO OHIO CL A 811054204 2929 70499 SH SOLE 01 70499 0 0 SEACOR HOLDINGS INC COM 811904101 296 3304 SH SOLE 01 3304 0 0 SEALED AIR CORP NEW COM 81211K100 1276 67139 SH SOLE 01 67139 0 0 SEALY CORP COM 812139301 68 11900 SH SOLE 01 11900 0 0 SEARS HLDGS CORP COM 812350106 1570 21319 SH SOLE 01 21319 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 257 12692 SH PUT SOLE 01 12692 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 322 7727 SH PUT SOLE 01 7727 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 4578 109707 SH SOLE 01 109707 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1469 36100 SH SOLE 01 36100 0 0 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 745 32500 SH SOLE 01 32500 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 474 5357 SH SOLE 01 5357 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1862 91900 SH SOLE 01 91900 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3039 150000 SH SOLE 02 150000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 605 19800 SH SOLE 01 19800 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 387 13600 SH SOLE 01 13600 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 200 9867 SH CALL SOLE 01 9867 0 0 SENORX INC COM 81724W104 310 40000 SH SOLE 02 40000 0 0 SEPRACOR INC NOTE 10/1 817315AW4 1819 1988000 PRN SOLE 01 1988000 0 0 SERVICE CORP INTL COM 817565104 550 55830 SH SOLE 01 55830 0 0 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 893 1000000 PRN SOLE 01 1000000 0 0 SHERWIN WILLIAMS CO COM 824348106 760 16541 SH SOLE 01 16541 0 0 SHIRE LIMITED SPONSORED ADR 82481R106 344 7000 SH SOLE 01 7000 0 0 SIGMA ALDRICH CORP COM 826552101 563 10446 SH SOLE 01 10446 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 258 10000 SH SOLE 01 10000 0 0 SILGAN HOLDINGS INC COM 827048109 244 4800 SH SOLE 01 4800 0 0 SILICON LABORATORIES INC COM 826919102 1127 31220 SH SOLE 01 31220 0 0 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 146 159000 PRN SOLE 01 159000 0 0 SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 2420 2000000 PRN SOLE 01 2000000 0 0 SL GREEN RLTY CORP COM 78440X101 304 3676 SH SOLE 01 3676 0 0 SLM CORP COM 78442P106 795 41103 SH SOLE 01 41103 0 0 SNAP ON INC COM 833034101 1394 26808 SH SOLE 01 26808 0 0 SONOCO PRODS CO COM 835495102 374 12069 SH SOLE 01 12069 0 0 SONY CORP ADR NEW 835699307 9417 215300 SH SOLE 01 215300 0 0 SOTHEBYS COM 835898107 287 10900 SH SOLE 01 10900 0 0 SOUTHERN CO COM 842587107 449 12847 SH SOLE 01 12847 0 0 SOUTHERN COPPER CORP COM 84265V105 586 5497 SH SOLE 01 5497 0 0 SOUTHWESTERN ENERGY CO COM 845467109 481 10100 SH SOLE 01 10100 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 823 9000 SH SOLE 01 9000 0 0 SPDR SERIES TRUST KBW REGL BKG 78464A698 399 15000 SH SOLE 02 15000 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1864 63756 SH SOLE 01 63756 0 0 SPDR TR UNIT SER 1 78462F103 655 5118 SH CALL SOLE 01 5118 0 0 SPDR TR UNIT SER 1 78462F103 1482 11582 SH PUT SOLE 01 11582 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 284 14824 SH SOLE 01 14824 0 0 SPX CORP COM 784635104 777 5900 SH SOLE 01 5900 0 0 ST JUDE MED INC DBCV 1.220%12/1 790849AD5 11 11000 PRN SOLE 01 11000 0 0 STAGE STORES INC COM NEW 85254C305 502 43037 SH SOLE 01 43037 0 0 STARBUCKS CORP COM 855244109 951 60418 SH SOLE 01 60418 0 0 STARENT NETWORKS CORP COM 85528P108 1025 81500 SH SOLE 01 81500 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 454 11318 SH SOLE 01 11318 0 0 STATE STR CORP COM 857477103 775 12111 SH SOLE 01 12111 0 0 STATOILHYDRO ASA SPONSORED ADR 85771P102 942 25200 SH SOLE 01 25200 0 0 STERICYCLE INC COM 858912108 445 8608 SH SOLE 01 8608 0 0 STILLWATER MNG CO COM 86074Q102 321 27100 SH SOLE 01 27100 0 0 STONE ENERGY CORP COM 861642106 343 5200 SH SOLE 01 5200 0 0 STRAYER ED INC COM 863236105 335 1600 SH SOLE 01 1600 0 0 SUNTRUST BKS INC COM 867914103 2468 68141 SH SOLE 01 02 68141 0 0 SUPERIOR WELL SVCS INC COM 86837X105 342 10800 SH SOLE 01 10800 0 0 SUPERVALU INC COM 868536103 817 26446 SH SOLE 01 26446 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 1026 816000 PRN SOLE 01 816000 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 53 52000 PRN SOLE 01 52000 0 0 SYNGENTA AG SPONSORED ADR 87160A100 259 4000 SH SOLE 01 4000 0 0 SYSCO CORP COM 871829107 502 18233 SH SOLE 01 18233 0 0 TARGET CORP COM 87612E106 674 14496 SH SOLE 01 14496 0 0 TATA MTRS LTD SPONSORED ADR 876568502 210 20900 SH SOLE 01 20900 0 0 TECH DATA CORP COM 878237106 342 10104 SH SOLE 01 10104 0 0 TECH DATA CORP DBCV 2.750%12/1 878237AE6 877 947000 PRN SOLE 01 947000 0 0 TECHWELL INC COM 87874D101 1019 82671 SH SOLE 01 02 82671 0 0 TECUMSEH PRODS CO CL A 878895200 249 7600 SH SOLE 01 7600 0 0 TELEFLEX INC COM 879369106 1902 34207 SH SOLE 01 02 34207 0 0 TENNECO INC COM 880349105 139 10300 SH SOLE 01 10300 0 0 TEREX CORP NEW COM 880779103 1611 31366 SH SOLE 01 31366 0 0 TERRA INDS INC COM 880915103 933 18910 SH SOLE 01 18910 0 0 TESORO CORP COM 881609101 251 12719 SH SOLE 01 12719 0 0 TETRA TECH INC NEW COM 88162G103 219 9696 SH SOLE 01 9696 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1315 28720 SH SOLE 01 28720 0 0 TEXTRON INC COM 883203101 1493 31149 SH SOLE 01 31149 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 206 3700 SH SOLE 01 3700 0 0 TIBCO SOFTWARE INC COM 88632Q103 223 29092 SH SOLE 01 29092 0 0 TIFFANY & CO NEW COM 886547108 1217 29863 SH SOLE 01 29863 0 0 TIME WARNER INC COM 887317105 1498 101200 SH SOLE 01 101200 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 597 564000 PRN SOLE 01 564000 0 0 TITAN INTL INC ILL COM 88830M102 527 14800 SH SOLE 01 14800 0 0 TJX COS INC NEW COM 872540109 8031 255182 SH SOLE 01 02 255182 0 0 TOMOTHERAPY INC COM 890088107 357 40000 SH SOLE 02 40000 0 0 TORO CO COM 891092108 318 9550 SH SOLE 01 9550 0 0 TOTAL SYS SVCS INC COM 891906109 897 40347 SH SOLE 01 40347 0 0 TRADESTATION GROUP INC COM 89267P105 152 15000 SH SOLE 02 15000 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 1741 1551000 PRN SOLE 01 1551000 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 2275 2000000 PRN SOLE 01 2000000 0 0 TRAVELERS COMPANIES INC COM 89417E109 584 13461 SH SOLE 01 13461 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 16 17000 PRN SOLE 01 17000 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 345 9300 SH SOLE 01 9300 0 0 TWEEN BRANDS INC COM 901166108 13232 803900 SH SOLE 02 803900 0 0 TYCO INTL LTD BERMUDA SHS G9143X208 675 16870 SH SOLE 01 16870 0 0 UBS AG SHS NEW H89231338 207 10000 SH SOLE 01 10000 0 0 UGI CORP NEW COM 902681105 216 7531 SH SOLE 01 7531 0 0 ULURU INC COM 90403T100 79 84541 SH SOLE 01 84541 0 0 UNIONBANCAL CORP COM 908906100 216 5357 SH SOLE 01 02 5357 0 0 UNIT CORP COM 909218109 428 5154 SH SOLE 01 5154 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 710 766000 PRN SOLE 01 766000 0 0 UNITED RENTALS INC COM 911363109 290 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 797 4311 SH SOLE 01 4311 0 0 UNITED TECHNOLOGIES CORP COM 913017109 485 7853 SH SOLE 01 7853 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1297 13264 SH SOLE 01 13264 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1489 56716 SH SOLE 01 56716 0 0 UNITRIN INC COM 913275103 294 10675 SH SOLE 01 10675 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 3913 61900 SH SOLE 01 02 61900 0 0 UNUM GROUP COM 91529Y106 617 30173 SH SOLE 01 30173 0 0 URS CORP NEW COM 903236107 259 6180 SH SOLE 01 6180 0 0 US BANCORP DEL COM NEW 902973304 811 29078 SH SOLE 01 29078 0 0 UST INC COM 902911106 833 15247 SH SOLE 01 15247 0 0 VALE CAP LTD NT RIO CV VALE 91912C208 2798 41355 SH SOLE 01 41355 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 1624 94916 SH SOLE 01 94916 0 0 VALERO ENERGY CORP NEW COM 91913Y100 504 12247 SH SOLE 01 12247 0 0 VALLEY NATL BANCORP COM 919794107 272 17257 SH SOLE 01 17257 0 0 VARIAN MED SYS INC COM 92220P105 998 19243 SH SOLE 01 02 19243 0 0 VECTOR GROUP LTD COM 92240M108 56087 3477195 SH SOLE 01 3477195 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 2217 2000000 PRN SOLE 01 2000000 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH1 6648 5500000 PRN SOLE 01 5500000 0 0 VERIFONE HLDGS INC COM 92342Y109 805 67400 SH SOLE 02 67400 0 0 VERISIGN INC COM 92343E102 1049 27757 SH SOLE 01 27757 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 512 14456 SH SOLE 01 14456 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 754 900000 PRN SOLE 01 900000 0 0 VISTEON CORP COM 92839U107 957 363994 SH SOLE 01 363994 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 362 12300 SH SOLE 01 12300 0 0 VULCAN MATLS CO COM 929160109 1744 29166 SH SOLE 01 29166 0 0 WACHOVIA CORP NEW COM 929903102 4225 272081 SH SOLE 01 02 272081 0 0 WAL MART STORES INC COM 931142103 1131 20130 SH SOLE 01 20130 0 0 WALGREEN CO COM 931422109 788 24240 SH SOLE 01 24240 0 0 WASHINGTON MUT INC COM 939322103 370 75000 SH SOLE 02 75000 0 0 WASHINGTON MUT INC COM 939322103 493 100000 SH PUT SOLE 02 100000 0 0 WASHINGTON POST CO CL B 939640108 528 900 SH SOLE 01 900 0 0 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK7 95 104000 PRN SOLE 01 104000 0 0 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 22 20000 PRN SOLE 01 20000 0 0 WATERS CORP COM 941848103 645 10000 SH SOLE 02 10000 0 0 WATSCO INC COM 942622200 297 7117 SH SOLE 01 7117 0 0 WEBSTER FINL CORP CONN COM 947890109 216 11633 SH SOLE 01 02 11633 0 0 WELLPOINT INC COM 94973V107 7587 159193 SH SOLE 01 02 159193 0 0 WESTERN UN CO COM 959802109 1905 77071 SH SOLE 01 77071 0 0 WET SEAL INC CL A 961840105 265 55540 SH SOLE 01 02 55540 0 0 WEYERHAEUSER CO COM 962166104 1136 22208 SH SOLE 01 22208 0 0 WGL HLDGS INC COM 92924F106 205 5900 SH SOLE 01 5900 0 0 WHIRLPOOL CORP COM 963320106 541 8768 SH SOLE 01 8768 0 0 WHOLE FOODS MKT INC COM 966837106 301 12700 SH SOLE 01 12700 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 209 1900 SH SOLE 01 1900 0 0 WILLIAMS COS INC DEL COM 969457100 978 24250 SH SOLE 01 24250 0 0 WILLIAMS SONOMA INC COM 969904101 429 21600 SH SOLE 01 21600 0 0 WILMINGTON TRUST CORP COM 971807102 260 9852 SH SOLE 01 9852 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 796 1000000 PRN SOLE 01 1000000 0 0 WORTHINGTON INDS INC COM 981811102 201 9800 SH SOLE 01 9800 0 0 WYETH COM 983024100 1432 29855 SH SOLE 01 29855 0 0 WYETH DBCV 1/1 983024AD2 133 130000 PRN SOLE 01 130000 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 469 26171 SH SOLE 01 26171 0 0 WYNN RESORTS LTD COM 983134107 701 8609 SH SOLE 01 8609 0 0 XENOPORT INC COM 98411C100 242 6200 SH SOLE 01 6200 0 0 XILINX INC COM 983919101 2125 84148 SH SOLE 01 84148 0 0 XL CAP LTD CL A G98255105 1853 90120 SH SOLE 01 90120 0 0 XOMA LTD ORD G9825R107 48 28613 SH SOLE 01 28613 0 0 XTO ENERGY INC COM 98385X106 5207 76008 SH SOLE 01 76008 0 0 XTO ENERGY INC COM 98385X106 326 4756 SH CALL SOLE 01 4756 0 0 YAHOO INC COM 984332106 1601 77500 SH SOLE 01 77500 0 0 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 391 4200 SH SOLE 01 4200 0 0 YUCHENG TECHNOLOGIES LTD COM G98777108 122 10900 SH SOLE 01 10900 0 0 YUM BRANDS INC COM 988498101 641 18274 SH SOLE 01 18274 0 0 ZIMMER HLDGS INC COM 98956P102 3232 47500 SH SOLE 02 47500 0 0 ZIONS BANCORPORATION COM 989701107 315 10001 SH SOLE 01 10001 0 0 ZOLL MED CORP COM 989922109 1178 35000 SH SOLE 02 35000 0 0
-----END PRIVACY-ENHANCED MESSAGE-----