13F-HR 1 y38348n2e13fvhr.txt 13F-HR 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, 2007 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: S.A.C. Capital Advisors, LLC Address: 72 Cummings Point Road Stamford, Connecticut 06902 Form 13F File Number: 28-4043 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: Peter Nussbaum Title: General Counsel Phone: 203-890-2094 Signature, Place, and Date of Signing: /s/ Peter Nussbaum Stamford, Connecticut August 14, 2007 ------------------------------------- --------------------- --------------- [Signature] [City, State] [Date] Report type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this report manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holding are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section] Form 13F File Number: 28-10113 Name Sigma Capital Management, LLC Form 13F File Number: 28-11740 Name CR Intrinsic Investors, LLC Form 13F File Number: 28-11739 Name Canvas Capital Management, L.P. Form 13F File Number: 28-11288 Name Walter Capital Management, LLP. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1,881* Form 13F Information Table Value Total: $14,272,963 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.]
No. Form 13F File Number Name --- -------------------- ---- 1 28-5608 S.A.C. Capital Management, LLC
* Positions that are exempt from reporting under Special Instruction 9 to the Form 13F are excluded. However, positions that would not be exempt when aggregated with positions of the same security held by (i) the Other Included Managers or (ii) certain affiliates of the Reporting Manager which include the Reporting Manager as an Other Included Manager on their own Forms 13F, are listed herein.
SHARES OR VOTING TITLE VALUE PRINCIPLE SHRS / PUT / INVESTMENT OTHER AUTHORITY NAME OF ISSUER OF CLASS CUSIP (X$1000) AMOUNT PRN CALL DISCRETION MANAGER - SHARED -------------- --------- --------- -------- ----------- ------ ----- -------------- ------- ----------- 3COM CORP Common 885535104 1,188 287,746 SHRS Shared-Defined 1 287,746 3M CO Common 88579Y101 599 6,900 SHRS Shared-Defined 1 6,900 99 CENTS ONLY STORES Common 65440K106 19,064 1,454,180 SHRS Shared-Defined 1 1,454,180 A C MOORE ARTS & CRAFTS INC Common 00086T103 1,459 74,425 SHRS Shared-Defined 1 74,425 A D C TELECOMMUNICATIONS Common 000886309 5,477 298,813 SHRS Shared-Defined 1 298,813 A D C TELECOMMUNICATIONS Debt 000886AB7 4,892 5,000,000 PRN Shared-Defined 1 5,000,000 A D C TELECOMMUNICATIONS Debt 000886AD3 4,819 5,000,000 PRN Shared-Defined 1 5,000,000 ABBOTT LABS Common 002824100 728 13,600 SHRS Shared-Defined 1 13,600 ABERCROMBIE & FITCH CO Common 002896207 1,277 17,500 SHRS Shared-Defined 1 17,500 ABRAXIS BIOSCIENCE INC Common 00383E106 976 43,900 SHRS Shared-Defined 1 43,900 ACA CAPITAL HOLDINGS INC Common 000833103 1,308 109,900 SHRS Shared-Defined 1 109,900 ACACIA RESH CORP Common 003881307 81 5,000 SHRS Shared-Defined 1 5,000 ACCELRYS INC Common 00430U103 72 11,500 SHRS Shared-Defined 1 11,500 ACCENTURE LTD BERMUDA Common G1150G111 6,232 145,300 SHRS Shared-Defined 1 145,300 ACCURIDE CORP Common 004398103 564 36,600 SHRS Shared-Defined 1 36,600 ACE LTD Common G0070K103 5,883 94,100 SHRS Shared-Defined 1 94,100 ACME PACKET INC Common 004764106 177 15,418 SHRS Shared-Defined 1 15,418 ACORDA THERAPEUTICS INC Common 00484M106 5,853 343,064 SHRS Shared-Defined 1 343,064 ACTIVISION INC NEW Common 004930202 4,533 242,800 SHRS Shared-Defined 1 242,800 ACTUANT CORP Common 00508X203 4,212 66,800 SHRS Shared-Defined 1 66,800 ACTUATE CORP Common 00508B102 88 12,961 SHRS Shared-Defined 1 12,961 ACUITY BRANDS INC Common 00508Y102 675 11,200 SHRS Shared-Defined 1 11,200 ACXIOM CORP Common 005125109 257 9,700 SHRS Shared-Defined 1 9,700 ADAPTEC INC Common 00651F108 138 36,300 SHRS Shared-Defined 1 36,300 ADAPTEC INC Debt 00651FAG3 14,444 15,550,000 PRN Shared-Defined 1 15,550,000 ADOBE SYS INC Common 00724F101 21,646 539,122 SHRS Shared-Defined 1 539,122 ADOBE SYS INC Option 00724F901 4,015 100,000 CALL Shared-Defined 1 100,000 ADOLOR CORP Common 00724X102 106 28,574 SHRS Shared-Defined 1 28,574 ADTRAN INC Common 00738A106 1,522 58,600 SHRS Shared-Defined 1 58,600 ADVANCE AUTO PARTS INC Common 00751Y106 446 11,000 SHRS Shared-Defined 1 11,000 ADVANCED ANALOGIC TECHNOLOGI Common 00752J108 354 36,515 SHRS Shared-Defined 1 36,515 ADVANCED ENERGY INDS Common 007973100 3,617 159,634 SHRS Shared-Defined 1 159,634 ADVANCED MAGNETICS INC Common 00753P103 35,752 614,725 SHRS Shared-Defined 1 614,725 ADVANCED MICRO DEVICES INC Common 007903107 6,451 451,100 SHRS Shared-Defined 1 451,100 ADVANCIS PHARMACEUTICALS COR Common 00764L109 256 101,284 SHRS Shared-Defined 1 101,284
ADVENT SOFTWARE INC Common 007974108 287 8,810 SHRS Shared-Defined 1 8,810 AEROPOSTALE Common 007865108 2,405 57,700 SHRS Shared-Defined 1 57,700 AES CORP Common 00130H105 438 20,000 SHRS Shared-Defined 1 20,000 AETNA INC NEW Common 00817Y108 361 7,300 SHRS Shared-Defined 1 7,300 AFFILIATED COMPUTER SERVICES Common 008190100 30,861 544,100 SHRS Shared-Defined 1 544,100 AFFILIATED MANAGERS GROUP Common 008252108 502 3,900 SHRS Shared-Defined 1 3,900 AFFILIATED MANAGERS GROUP Debt 008252AE8 117,580 36,000,000 PRN Shared-Defined 1 36,000,000 AFFYMETRIX INC Common 00826T108 3,012 121,000 SHRS Shared-Defined 1 121,000 AFLAC INC Common 001055102 2,015 39,200 SHRS Shared-Defined 1 39,200 AFTERMARKET TECHNOLOGY CORP Common 008318107 838 28,222 SHRS Shared-Defined 1 28,222 AGCO CORP Common 001084102 1,632 37,600 SHRS Shared-Defined 1 37,600 AGERE SYS INC Debt 00845VAA8 52,327 51,307,000 PRN Shared-Defined 1 51,307,000 AGILYSYS INC Common 00847J105 816 36,281 SHRS Shared-Defined 1 36,281 AGL RES INC Common 001204106 931 23,000 SHRS Shared-Defined 1 23,000 AGRIUM INC Common 008916108 2,570 58,500 SHRS Shared-Defined 1 58,500 AIRCASTLE LTD Common G0129K104 6,071 152,500 SHRS Shared-Defined 1 152,500 AIRGAS INC Common 009363102 1,585 33,100 SHRS Shared-Defined 1 33,100 AK STL HLDG CORP Common 001547108 4,518 120,900 SHRS Shared-Defined 1 120,900 AKAMAI TECHNOLOGIES INC Common 00971T101 16,472 338,645 SHRS Shared-Defined 1 338,645 AKORN INC Common 009728106 16,779 2,400,400 SHRS Shared-Defined 1 2,400,400 ALASKA AIR GROUP INC Common 011659109 2,368 85,000 SHRS Shared-Defined 1 85,000 ALASKA COMMUNICATIONS SYS GR Common 01167P101 295 18,600 SHRS Shared-Defined 1 18,600 ALBANY MOLECULAR RESH INC Common 012423109 579 38,992 SHRS Shared-Defined 1 38,992 ALBEMARLE CORP Common 012653101 14,114 366,300 SHRS Shared-Defined 1 366,300 ALCAN INC Common 013716105 341 4,200 SHRS Shared-Defined 1 4,200 ALCOA INC Common 013817101 285,242 7,037,800 SHRS Shared-Defined 1 7,037,800 ALCOA INC Option 013817901 288,756 7,124,500 CALL Shared-Defined 1 7,124,500 ALCON INC Common H01301102 567 4,200 SHRS Shared-Defined 1 4,200 ALEXION PHARMACEUTICALS INC Common 015351109 20,491 454,756 SHRS Shared-Defined 1 454,756 ALEXION PHARMACEUTICALS INC Debt 015351AF6 5,418 3,500,000 PRN Shared-Defined 1 3,500,000 ALEXZA PHARMACEUTICALS INC Common 015384100 164 19,800 SHRS Shared-Defined 1 19,800 ALIGN TECHNOLOGY INC Common 016255101 626 25,910 SHRS Shared-Defined 1 25,910 ALKERMES INC Common 01642T108 4,038 276,600 SHRS Shared-Defined 1 276,600 ALLEGHENY TECHNOLOGIES INC Common 01741R102 5,231 49,880 SHRS Shared-Defined 1 49,880 ALLERGAN INC Common 018490102 15,603 270,700 SHRS Shared-Defined 1 270,700 ALLIANCE DATA SYSTEMS CORP Common 018581108 379 4,900 SHRS Shared-Defined 1 4,900 ALLIANT TECHSYSTEMS INC Common 018804104 1,190 12,000 SHRS Shared-Defined 1 12,000
ALLIED WASTE INDS INC Common 019589308 973 72,300 SHRS Shared-Defined 1 72,300 ALLIED WRLD ASSUR COM HLDG L Common G0219G203 5,843 114,000 SHRS Shared-Defined 1 114,000 ALLSTATE CORP Common 020002101 16,946 275,500 SHRS Shared-Defined 1 275,500 ALPHA NATURAL RESOURCES INC Common 02076X102 12,266 590,000 SHRS Shared-Defined 1 590,000 ALPHARMA INC Common 020813101 25,241 970,450 SHRS Shared-Defined 1 970,450 ALPHARMA INC Debt 020813AH4 4,537 4,500,000 PRN Shared-Defined 1 4,500,000 ALTERA CORP Common 021441100 2,555 115,432 SHRS Shared-Defined 1 115,432 ALTRA HOLDINGS INC Common 02208R106 18,799 1,087,922 SHRS Shared-Defined 1 1,087,922 ALTRIA GROUP INC Common 02209S103 5,338 76,100 SHRS Shared-Defined 1 76,100 AMAZON COM INC Common 023135106 9,434 137,908 SHRS Shared-Defined 1 137,908 AMAZON COM INC Option 023135956 1,443 21,100 PUT Shared-Defined 1 21,100 AMAZON COM INC Debt 023135AF3 53,220 52,000,000 PRN Shared-Defined 1 52,000,000 AMB PROPERTY CORP Common 00163T109 644 12,100 SHRS Shared-Defined 1 12,100 AMBAC FINL GROUP INC Common 023139108 1,072 12,300 SHRS Shared-Defined 1 12,300 AMDOCS LTD Common G02602103 239 6,000 SHRS Shared-Defined 1 6,000 AMEDISYS INC Common 023436108 3,489 96,044 SHRS Shared-Defined 1 96,044 AMEREN CORP Common 023608102 471 9,619 SHRS Shared-Defined 1 9,619 AMERICA MOVIL SAB DE CV Common 02364W105 48,497 783,100 SHRS Shared-Defined 1 783,100 AMERICAN AXLE & MFG HLDGS IN Common 024061103 974 32,899 SHRS Shared-Defined 1 32,899 AMERICAN CAPITAL STRATEGIES Common 024937104 4,601 108,200 SHRS Shared-Defined 1 108,200 AMERICAN COMMERCIAL LINES Common 025195207 1,399 53,706 SHRS Shared-Defined 1 53,706 AMERICAN EAGLE OUTFITTERS NE Common 02553E106 6,292 245,200 SHRS Shared-Defined 1 245,200 AMERICAN ECOLOGY CORP Common 025533407 293 13,700 SHRS Shared-Defined 1 13,700 AMERICAN ELEC PWR INC Common 025537101 3,450 76,600 SHRS Shared-Defined 1 76,600 AMERICAN EXPRESS CO Common 025816109 9,177 150,000 SHRS Shared-Defined 1 150,000 AMERICAN FINL GROUP INC OHIO Common 025932104 1,093 32,000 SHRS Shared-Defined 1 32,000 AMERICAN FINL RLTY TR Common 02607P305 516 50,000 SHRS Shared-Defined 1 50,000 AMERICAN GREETINGS CORP Common 026375105 1,524 53,800 SHRS Shared-Defined 1 53,800 AMERICAN INTL GROUP INC Common 026874107 8,460 120,800 SHRS Shared-Defined 1 120,800 AMERICAN MED SYS HLDGS INC Debt 02744MAA6 10,102 9,000,000 PRN Shared-Defined 1 9,000,000 AMERICAN ORIENTAL BIOENGR IN Common 028731107 4,895 550,000 SHRS Shared-Defined 1 550,000 AMERICAN PHYSICIANS CAPITAL Common 028884104 261 6,447 SHRS Shared-Defined 1 6,447 AMERICAN RAILCAR INDS INC Common 02916P103 271 6,959 SHRS Shared-Defined 1 6,959 AMERICAN REPROGRAPHICS CO Common 029263100 65,549 2,128,915 SHRS Shared-Defined 1 2,128,915 AMERICAN STD COS INC DEL Common 029712106 63,462 1,076,000 SHRS Shared-Defined 1 1,076,000 AMERICAN TOWER CORP Common 029912201 13,801 328,600 SHRS Shared-Defined 1 328,600 AMERICAN TOWER CORP Debt 029912AF9 34,198 34,232,000 PRN Shared-Defined 1 34,232,000
AMERICREDIT CORP Common 03060R101 2,554 96,200 SHRS Shared-Defined 1 96,200 AMERIGROUP CORP Common 03073T102 24,585 1,033,000 SHRS Shared-Defined 1 1,033,000 AMERISOURCEBERGEN CORP Common 03073E105 796 16,100 SHRS Shared-Defined 1 16,100 AMERON INTL INC Common 030710107 262 2,900 SHRS Shared-Defined 1 2,900 AMETEK INC NEW Common 031100100 1,643 41,400 SHRS Shared-Defined 1 41,400 AMGEN INC Common 031162100 15,577 281,728 SHRS Shared-Defined 1 281,728 AMGEN INC Option 031162900 1,382 25,000 CALL Shared-Defined 1 25,000 AMICUS THERAPEUTICS INC Common 03152W109 1,438 125,000 SHRS Shared-Defined 1 125,000 AMKOR TECHNOLOGY INC Common 031652100 1,177 74,700 SHRS Shared-Defined 1 74,700 AMPHENOL CORP NEW Common 032095101 538 15,100 SHRS Shared-Defined 1 15,100 AMR CORP Common 001765106 8,814 334,500 SHRS Shared-Defined 1 334,500 AMTRUST FINANCIAL SERVICES I Common 032359309 390 20,746 SHRS Shared-Defined 1 20,746 AMYLIN PHARMACEUTICALS INC Common 032346108 19,168 465,690 SHRS Shared-Defined 1 465,690 AMYLIN PHARMACEUTICALS INC Debt 032346AE8 4,875 5,000,000 PRN Shared-Defined 1 5,000,000 ANADARKO PETE CORP Common 032511107 4,497 86,500 SHRS Shared-Defined 1 86,500 ANADIGICS INC Common 032515108 400 29,000 SHRS Shared-Defined 1 29,000 ANADYS PHARMACEUTICALS INC Common 03252Q408 81 21,894 SHRS Shared-Defined 1 21,894 ANALOG DEVICES INC Common 032654105 602 16,000 SHRS Shared-Defined 1 16,000 ANALOG DEVICES INC Option 032654905 2,627 69,800 CALL Shared-Defined 1 69,800 ANALOGIC CORP Common 032657207 1,161 15,792 SHRS Shared-Defined 1 15,792 ANAREN INC Common 032744104 2,209 125,438 SHRS Shared-Defined 1 125,438 ANDERSONS INC Common 034164103 1,721 37,972 SHRS Shared-Defined 1 37,972 ANDREW CORP Common 034425108 9,104 630,500 SHRS Shared-Defined 1 630,500 ANGIOTECH PHARMACEUTICALS IN Common 034918102 117 16,325 SHRS Shared-Defined 1 16,325 ANHEUSER BUSCH COS INC Common 035229103 187,839 3,601,200 SHRS Shared-Defined 1 3,601,200 ANNTAYLOR STORES CORP Common 036115103 26,097 736,800 SHRS Shared-Defined 1 736,800 ANNTAYLOR STORES CORP Option 036115903 1,771 50,000 CALL Shared-Defined 1 50,000 ANSYS INC Common 03662Q105 3,320 125,298 SHRS Shared-Defined 1 125,298 ANTARES PHARMA INC Common 036642106 395 250,000 SHRS Shared-Defined 1 250,000 ANTIGENICS INC DEL Common 037032109 51 17,800 SHRS Shared-Defined 1 17,800 AON CORP Common 037389103 539 12,643 SHRS Shared-Defined 1 12,643 AON CORP Debt 037389AT0 36,741 18,500,000 PRN Shared-Defined 1 18,500,000 APACHE CORP Common 037411105 24,836 304,400 SHRS Shared-Defined 1 304,400 APACHE CORP Option 037411905 8,975 110,000 CALL Shared-Defined 1 110,000 APACHE CORP Option 037411955 8,975 110,000 PUT Shared-Defined 1 110,000 APARTMENT INVT & MGMT CO Common 03748R101 1,145 22,700 SHRS Shared-Defined 1 22,700 APOGEE ENTERPRISES INC Common 037598109 509 18,300 SHRS Shared-Defined 1 18,300
APOLLO GROUP INC Common 037604105 775 13,271 SHRS Shared-Defined 1 13,271 APOLLO INVT CORP Common 03761U106 351 16,300 SHRS Shared-Defined 1 16,300 APPLE INC Common 037833100 8,026 65,768 SHRS Shared-Defined 1 65,768 APPLE INC Option 037833900 10,068 82,500 CALL Shared-Defined 1 82,500 APPLE INC Option 037833950 57,115 468,000 PUT Shared-Defined 1 468,000 APPLEBEES INTL INC Common 037899101 6,378 264,627 SHRS Shared-Defined 1 264,627 APPLERA CORP Common 038020103 17,264 565,300 SHRS Shared-Defined 1 565,300 APPLERA CORP Option 038020903 21,528 704,900 CALL Shared-Defined 1 704,900 APPLIED MATLS INC Common 038222105 1,019 51,300 SHRS Shared-Defined 1 51,300 APPLIED MICRO CIRCUITS CORP Common 03822W109 22,784 9,113,518 SHRS Shared-Defined 1 9,113,518 APRIA HEALTHCARE GROUP INC Common 037933108 2,727 94,800 SHRS Shared-Defined 1 94,800 APTARGROUP INC Common 038336103 366 10,300 SHRS Shared-Defined 1 10,300 AQUA AMERICA INC Common 03836W103 310 13,800 SHRS Shared-Defined 1 13,800 ARACRUZ CELULOSE S A Common 038496204 5,962 90,000 SHRS Shared-Defined 1 90,000 ARBITRON INC Common 03875Q108 201 3,900 SHRS Shared-Defined 1 3,900 ARCH CAP GROUP LTD Common G0450A105 5,253 72,418 SHRS Shared-Defined 1 72,418 ARCH CHEMICALS INC Common 03937R102 186 5,300 SHRS Shared-Defined 1 5,300 ARCH COAL INC Common 039380100 9,135 262,500 SHRS Shared-Defined 1 262,500 ARCHER DANIELS MIDLAND CO Common 039483102 12,139 366,850 SHRS Shared-Defined 1 366,850 ARCHSTONE SMITH OPER TR Debt 039584AC1 1,577 1,500,000 PRN Shared-Defined 1 1,500,000 ARENA PHARMACEUTICALS INC Common 040047102 338 30,800 SHRS Shared-Defined 1 30,800 ARIAD PHARMACEUTICALS INC Common 04033A100 1,375 250,400 SHRS Shared-Defined 1 250,400 ARMSTRONG WORLD INDS INC NEW Common 04247X102 76,233 1,520,100 SHRS Shared-Defined 1 1,520,100 ARRIS GROUP INC Common 04269Q100 1,022 58,102 SHRS Shared-Defined 1 58,102 ARROW ELECTRS INC Option 042735950 1,922 50,000 PUT Shared-Defined 1 50,000 ARTHROCARE CORP Common 043136100 911 20,739 SHRS Shared-Defined 1 20,739 ARVINMERITOR INC Common 043353101 7,182 323,500 SHRS Shared-Defined 1 323,500 ASBURY AUTOMOTIVE GROUP INC Common 043436104 883 35,400 SHRS Shared-Defined 1 35,400 ASE TEST LTD Common Y02516105 295 20,985 SHRS Shared-Defined 1 20,985 ASML HLDG NV Common N07059111 964 35,114 SHRS Shared-Defined 1 35,114 ASML HLDG NV Option N07059951 2,432 88,600 PUT Shared-Defined 1 88,600 ASPECT MED SYS INC Common 045235108 1,385 92,600 SHRS Shared-Defined 1 92,600 ASPEN INSURANCE HOLDINGS LTD Common G05384105 758 27,000 SHRS Shared-Defined 1 27,000 ASPEN TECHNOLOGY INC Common 045327103 3,978 284,114 SHRS Shared-Defined 1 284,114 ASPREVA PHARMACEUTICALS CORP Common 04538T109 1,664 97,700 SHRS Shared-Defined 1 97,700 ASSET ACCEP CAP CORP Common 04543P100 292 16,514 SHRS Shared-Defined 1 16,514 ASSISTED LIVING CONCPT NEV N Common 04544X102 11,981 1,124,975 SHRS Shared-Defined 1 1,124,975
ASSURANT INC Common 04621X108 3,453 58,600 SHRS Shared-Defined 1 58,600 ASTA FDG INC Common 046220109 1,739 45,258 SHRS Shared-Defined 1 45,258 ASTEC INDS INC Common 046224101 325 7,686 SHRS Shared-Defined 1 7,686 ASTORIA FINL CORP Common 046265104 4,512 180,200 SHRS Shared-Defined 1 180,200 ASYST TECHNOLOGY CORP Common 04648X107 188 26,067 SHRS Shared-Defined 1 26,067 AT&T INC Common 00206R102 203 4,900 SHRS Shared-Defined 1 4,900 ATHEROGENICS INC Common 047439104 130 60,700 SHRS Shared-Defined 1 60,700 ATHEROS COMMUNICATIONS INC Common 04743P108 2,019 65,472 SHRS Shared-Defined 1 65,472 ATLANTIC TELE NETWORK INC Common 049079205 238 8,300 SHRS Shared-Defined 1 8,300 ATLAS AIR WORLDWIDE HLDGS IN Common 049164205 309 5,237 SHRS Shared-Defined 1 5,237 ATLAS AMER INC Common 049167109 629 11,700 SHRS Shared-Defined 1 11,700 ATMEL CORP Common 049513104 2,725 490,194 SHRS Shared-Defined 1 490,194 ATMI INC Common 00207R101 2,300 76,660 SHRS Shared-Defined 1 76,660 ATMOS ENERGY CORP Common 049560105 1,142 38,000 SHRS Shared-Defined 1 38,000 ATP OIL & GAS CORP Common 00208J108 10,137 208,400 SHRS Shared-Defined 1 208,400 AUTODESK INC Common 052769106 483 10,266 SHRS Shared-Defined 1 10,266 AUTOLIV INC Common 052800109 5,107 89,800 SHRS Shared-Defined 1 89,800 AUTOZONE INC Common 053332102 1,257 9,200 SHRS Shared-Defined 1 9,200 AUXILIUM PHARMACEUTICALS INC Common 05334D107 17 1,095 SHRS Shared-Defined 1 1,095 AVALONBAY CMNTYS INC Common 053484101 1,655 13,918 SHRS Shared-Defined 1 13,918 AVANEX CORP Common 05348W109 360 200,000 SHRS Shared-Defined 1 200,000 AVANIR PHARMACEUTICALS Common 05348P401 100 42,000 SHRS Shared-Defined 1 42,000 AVAYA INC Common 053499109 5,136 305,000 SHRS Shared-Defined 1 305,000 AVERY DENNISON CORP Common 053611109 1,037 15,600 SHRS Shared-Defined 1 15,600 AVIS BUDGET GROUP Common 053774105 950 33,420 SHRS Shared-Defined 1 33,420 AVNET INC Common 053807103 9,625 242,800 SHRS Shared-Defined 1 242,800 AVNET INC Option 053807953 1,982 50,000 PUT Shared-Defined 1 50,000 AVOCENT CORP Option 053893953 1,451 50,000 PUT Shared-Defined 1 50,000 AVON PRODS INC Common 054303102 625 17,000 SHRS Shared-Defined 1 17,000 AXCAN PHARMA INC Common 054923107 2,793 143,794 SHRS Shared-Defined 1 143,794 AXCAN PHARMA INC Debt 054923AB3 2,742 2,000,000 PRN Shared-Defined 1 2,000,000 BAKER HUGHES INC Common 057224107 5,393 64,100 SHRS Shared-Defined 1 64,100 BAKER HUGHES INC Option 057224957 2,945 35,000 PUT Shared-Defined 1 35,000 BALDOR ELEC CO Common 057741100 63,302 1,284,544 SHRS Shared-Defined 1 1,284,544 BALL CORP Common 058498106 1,170 22,000 SHRS Shared-Defined 1 22,000 BALLY TECHNOLOGIES INC Common 05874B107 3,303 125,000 SHRS Shared-Defined 1 125,000 BANCOLOMBIA S A Common 05968L102 4,925 150,000 SHRS Shared-Defined 1 150,000
BANK NOVA SCOTIA HALIFAX Common 064149107 449 9,200 SHRS Shared-Defined 1 9,200 BANK OF AMERICA CORPORATION Common 060505104 3,373 69,000 SHRS Shared-Defined 1 69,000 BANK OF AMERICA CORPORATION Option 060505904 9,778 200,000 CALL Shared-Defined 1 200,000 BANK OF AMERICA CORPORATION Option 060505954 12,223 250,000 PUT Shared-Defined 1 250,000 BANKUNITED FINL CORP Common 06652B103 2,176 108,400 SHRS Shared-Defined 1 108,400 BARE ESCENTUALS INC Common 067511105 6,391 187,137 SHRS Shared-Defined 1 187,137 BARNES & NOBLE INC Common 067774109 5,363 139,400 SHRS Shared-Defined 1 139,400 BARNES GROUP INC Common 067806109 554 17,500 SHRS Shared-Defined 1 17,500 BARR PHARMACEUTICALS INC Common 068306109 934 18,600 SHRS Shared-Defined 1 18,600 BARR PHARMACEUTICALS INC Option 068306959 753 15,000 PUT Shared-Defined 1 15,000 BARRICK GOLD CORP Common 067901108 4,303 147,595 SHRS Shared-Defined 1 147,595 BAUSCH & LOMB INC Common 071707103 66,405 956,300 SHRS Shared-Defined 1 956,300 BAUSCH & LOMB INC Option 071707903 3,472 50,000 CALL Shared-Defined 1 50,000 BAYER A G Common 072730302 2,824 37,500 SHRS Shared-Defined 1 37,500 BAYTEX ENERGY TR Common 073176109 944 47,000 SHRS Shared-Defined 1 47,000 BCE INC Common 05534B760 2,319 61,100 SHRS Shared-Defined 1 61,100 BE AEROSPACE INC Common 073302101 817 19,785 SHRS Shared-Defined 1 19,785 BEA SYS INC Common 073325102 107,946 7,885,000 SHRS Shared-Defined 1 7,885,000 BEAR STEARNS COS INC Common 073902108 13,608 97,200 SHRS Shared-Defined 1 97,200 BEAR STEARNS COS INC Option 073902958 14,000 100,000 PUT Shared-Defined 1 100,000 BEARINGPOINT INC Common 074002106 4,931 674,500 SHRS Shared-Defined 1 674,500 BEAZER HOMES USA INC Common 07556Q105 624 25,300 SHRS Shared-Defined 1 25,300 BECKMAN COULTER INC Common 075811109 1,022 15,800 SHRS Shared-Defined 1 15,800 BECTON DICKINSON & CO Common 075887109 402 5,400 SHRS Shared-Defined 1 5,400 BELDEN INC Option 077454956 5,762 104,100 PUT Shared-Defined 1 104,100 BELO CORP Common 080555105 319 15,500 SHRS Shared-Defined 1 15,500 BENCHMARK ELECTRS INC Option 08160H951 1,810 80,000 PUT Shared-Defined 1 80,000 BENIHANA INC Common 082047200 238 11,900 SHRS Shared-Defined 1 11,900 BERKLEY W R CORP Common 084423102 2,766 85,000 SHRS Shared-Defined 1 85,000 BERKSHIRE HILLS BANCORP INC Common 084680107 646 20,500 SHRS Shared-Defined 1 20,500 BERRY PETE CO Common 085789105 2,001 53,100 SHRS Shared-Defined 1 53,100 BEST BUY INC Common 086516101 597 12,800 SHRS Shared-Defined 1 12,800 BEST BUY INC Option 086516951 4,667 100,000 PUT Shared-Defined 1 100,000 BEVERLY HILLS BANCORP DEL Common 087866109 227 29,000 SHRS Shared-Defined 1 29,000 BHP BILLITON LTD Common 088606108 8,963 150,000 SHRS Shared-Defined 1 150,000 BIG LOTS INC Common 089302103 1,200 40,800 SHRS Shared-Defined 1 40,800 BIODEL INC Common 09064M105 3,379 170,644 SHRS Shared-Defined 1 170,644
BIOGEN IDEC INC Common 09062X103 5,831 108,987 SHRS Shared-Defined 1 108,987 BIOGEN IDEC INC Option 09062X903 3,322 62,100 CALL Shared-Defined 1 62,100 BIOLASE TECHNOLOGY INC Common 090911108 1,544 254,400 SHRS Shared-Defined 1 254,400 BIOMARIN PHARMACEUTICAL INC Common 09061G101 56,946 3,174,251 SHRS Shared-Defined 1 3,174,251 BIOMIMETIC THERAPEUTICS INC Common 09064X101 1,645 105,277 SHRS Shared-Defined 1 105,277 BIOPURE CORP Common 09065H303 15 18,200 SHRS Shared-Defined 1 18,200 BIO-REFERENCE LABS INC Common 09057G602 339 12,397 SHRS Shared-Defined 1 12,397 BIOSITE INC Common 090945106 370 4,000 SHRS Shared-Defined 1 4,000 BJ SVCS CO Common 055482103 1,564 55,000 SHRS Shared-Defined 1 55,000 BJ SVCS CO Option 055482903 2,133 75,000 CALL Shared-Defined 1 75,000 BJS WHOLESALE CLUB INC Common 05548J106 360 10,000 SHRS Shared-Defined 1 10,000 BLACK & DECKER CORP Common 091797100 1,395 15,800 SHRS Shared-Defined 1 15,800 BLACK BOX CORP DEL Common 091826107 244 5,900 SHRS Shared-Defined 1 5,900 BLACKBAUD INC Common 09227Q100 1,029 46,600 SHRS Shared-Defined 1 46,600 BLACKROCK INC Common 09247X101 3,915 25,000 SHRS Shared-Defined 1 25,000 BLOCK H & R INC Common 093671105 3,319 142,000 SHRS Shared-Defined 1 142,000 BLOCKBUSTER INC Common 093679108 99 22,900 SHRS Shared-Defined 1 22,900 BLUE COAT SYSTEMS INC Common 09534T508 906 18,287 SHRS Shared-Defined 1 18,287 BLYTH INC Common 09643P108 332 12,500 SHRS Shared-Defined 1 12,500 BMC SOFTWARE INC Common 055921100 9,990 329,700 SHRS Shared-Defined 1 329,700 BOB EVANS FARMS INC Common 096761101 4,300 116,700 SHRS Shared-Defined 1 116,700 BOEING CO Common 097023105 29,665 308,500 SHRS Shared-Defined 1 308,500 BON-TON STORES INC Common 09776J101 2,412 60,198 SHRS Shared-Defined 1 60,198 BOOKHAM INC Common 09856E105 125 55,500 SHRS Shared-Defined 1 55,500 BOOKS-A-MILLION INC Common 098570104 186 11,000 SHRS Shared-Defined 1 11,000 BORDERS GROUP INC Common 099709107 5,890 309,000 SHRS Shared-Defined 1 309,000 BOSTON BEER INC Common 100557107 453 11,500 SHRS Shared-Defined 1 11,500 BOSTON PRIVATE FINL HLDGS IN Common 101119105 1,679 62,500 SHRS Shared-Defined 1 62,500 BOSTON SCIENTIFIC CORP Common 101137107 1,652 107,700 SHRS Shared-Defined 1 107,700 BOSTON SCIENTIFIC CORP Option 101137907 3,068 200,000 CALL Shared-Defined 1 200,000 BOWATER INC Common 102183100 387 15,500 SHRS Shared-Defined 1 15,500 BOYD GAMING CORP Common 103304101 13,232 269,000 SHRS Shared-Defined 1 269,000 BP PLC Common 055622104 3,246 45,000 SHRS Shared-Defined 1 45,000 BRANDYWINE RLTY TR Common 105368203 252 8,800 SHRS Shared-Defined 1 8,800 BRE PROPERTIES INC Common 05564E106 1,423 23,995 SHRS Shared-Defined 1 23,995 BRE PROPERTIES INC Debt 05564EBH8 9,313 9,000,000 PRN Shared-Defined 1 9,000,000 BRIGHAM EXPLORATION CO Common 109178103 1,000 170,364 SHRS Shared-Defined 1 170,364
BRIGHTPOINT INC Common 109473405 8,024 581,900 SHRS Shared-Defined 1 581,900 BRINKER INTL INC Common 109641100 5,805 198,338 SHRS Shared-Defined 1 198,338 BRINKS CO Common 109696104 2,965 47,900 SHRS Shared-Defined 1 47,900 BRISTOL MYERS SQUIBB CO Common 110122108 6,637 210,300 SHRS Shared-Defined 1 210,300 BROADCOM CORP Common 111320107 10,688 365,400 SHRS Shared-Defined 1 365,400 BROADRIDGE FINL SOLUTIONS IN Common 11133T103 1,912 100,000 SHRS Shared-Defined 1 100,000 BROOKFIELD ASSET MGMT INC Common 112585104 281 7,000 SHRS Shared-Defined 1 7,000 BROOKS AUTOMATION INC Common 114340102 675 37,192 SHRS Shared-Defined 1 37,192 BROWN & BROWN INC Common 115236101 292 11,600 SHRS Shared-Defined 1 11,600 BROWN SHOE INC NEW Common 115736100 3,276 134,700 SHRS Shared-Defined 1 134,700 BRUKER BIOSCIENCES CORP Common 116794108 308 34,207 SHRS Shared-Defined 1 34,207 BUCKEYE PARTNERS L P Option 118230951 3,079 60,000 PUT Shared-Defined 1 60,000 BUFFALO WILD WINGS INC Common 119848109 4,376 105,208 SHRS Shared-Defined 1 105,208 BUILD A BEAR WORKSHOP Common 120076104 1,150 44,000 SHRS Shared-Defined 1 44,000 BURGER KING HLDGS INC Common 121208201 32,390 1,229,700 SHRS Shared-Defined 1 1,229,700 BURLINGTON NORTHN SANTA FE C Common 12189T104 3,857 45,300 SHRS Shared-Defined 1 45,300 BUSINESS OBJECTS S A Common 12328X107 2,152 55,400 SHRS Shared-Defined 1 55,400 C COR INC Common 125010108 3,669 260,966 SHRS Shared-Defined 1 260,966 C D I CORP Common 125071100 293 9,100 SHRS Shared-Defined 1 9,100 C D W CORP Common 12512N105 2,035 23,945 SHRS Shared-Defined 1 23,945 C H ROBINSON WORLDWIDE INC Common 12541W209 1,933 36,800 SHRS Shared-Defined 1 36,800 CA INC Common 12673P105 881 34,100 SHRS Shared-Defined 1 34,100 CABOT CORP Common 127055101 213,382 4,475,300 SHRS Shared-Defined 1 4,475,300 CABOT OIL & GAS CORP Common 127097103 17,415 472,200 SHRS Shared-Defined 1 472,200 CACI INTL INC Common 127190304 1,558 31,900 SHRS Shared-Defined 1 31,900 CADENCE DESIGN SYSTEM INC Common 127387108 13,129 597,843 SHRS Shared-Defined 1 597,843 CADENCE PHARMACEUTICALS INC Common 12738T100 7,845 646,783 SHRS Shared-Defined 1 646,783 CADIZ INC Common 127537207 367 16,328 SHRS Shared-Defined 1 16,328 CAE INC Common 124765108 5,501 411,700 SHRS Shared-Defined 1 411,700 CALAMP CORP Common 128126109 63 15,135 SHRS Shared-Defined 1 15,135 CALIFORNIA COASTAL CMNTYS IN Common 129915203 179 10,546 SHRS Shared-Defined 1 10,546 CALIFORNIA PIZZA KITCHEN INC Common 13054D109 1,031 48,000 SHRS Shared-Defined 1 48,000 CALLAWAY GOLF CO Common 131193104 1,744 97,900 SHRS Shared-Defined 1 97,900 CAMERON INTERNATIONAL CORP Common 13342B105 12,870 180,080 SHRS Shared-Defined 1 180,080 CAMERON INTERNATIONAL CORP Option 13342B905 3,574 50,000 CALL Shared-Defined 1 50,000 CAMPBELL SOUP CO Common 134429109 1,105 28,473 SHRS Shared-Defined 1 28,473 CANADIAN NAT RES LTD Common 136385101 11,796 177,100 SHRS Shared-Defined 1 177,100
CANADIAN NATL RY CO Common 136375102 5,353 105,100 SHRS Shared-Defined 1 105,100 CANADIAN PAC RY LTD Common 13645T100 5,467 79,200 SHRS Shared-Defined 1 79,200 CANDELA CORP Common 136907102 1,157 99,875 SHRS Shared-Defined 1 99,875 CANETIC RES TR Common 137513107 168 10,300 SHRS Shared-Defined 1 10,300 CAPITALSOURCE INC Common 14055X102 5,402 219,700 SHRS Shared-Defined 1 219,700 CARACO PHARMACEUTICAL LABS L Common 14075T107 3,353 220,900 SHRS Shared-Defined 1 220,900 CARAUSTAR INDS INC Common 140909102 793 151,080 SHRS Shared-Defined 1 151,080 CARDINAL HEALTH INC Common 14149Y108 6,372 90,200 SHRS Shared-Defined 1 90,200 CARDIOME PHARMA CORP Common 14159U202 5,151 559,259 SHRS Shared-Defined 1 559,259 CARDIOME PHARMA CORP Option 14159U902 2,413 262,000 CALL Shared-Defined 1 262,000 CAREER EDUCATION CORP Common 141665109 3,033 89,824 SHRS Shared-Defined 1 89,824 CARMAX INC Common 143130102 862 33,800 SHRS Shared-Defined 1 33,800 CARNIVAL CORP Common 143658300 24,117 494,495 SHRS Shared-Defined 1 494,495 CARNIVAL CORP Debt 143658AN2 25,207 20,000,000 PRN Shared-Defined 1 20,000,000 CARPENTER TECHNOLOGY CORP Common 144285103 208 1,600 SHRS Shared-Defined 1 1,600 CARRIER ACCESS CORP Common 144460102 65 13,900 SHRS Shared-Defined 1 13,900 CARRIZO OIL & CO INC Common 144577103 78 1,882 SHRS Shared-Defined 1 1,882 CASCADE CORP Common 147195101 3,420 43,600 SHRS Shared-Defined 1 43,600 CASEYS GEN STORES INC Common 147528103 469 17,200 SHRS Shared-Defined 1 17,200 CASH AMER INTL INC Common 14754D100 1,495 37,700 SHRS Shared-Defined 1 37,700 CASUAL MALE RETAIL GRP INC Common 148711104 9,090 900,000 SHRS Shared-Defined 1 900,000 CATALINA MARKETING CORP Common 148867104 214 6,800 SHRS Shared-Defined 1 6,800 CATERPILLAR INC DEL Common 149123101 7,290 93,100 SHRS Shared-Defined 1 93,100 CBEYOND INC Common 149847105 451 11,711 SHRS Shared-Defined 1 11,711 CBRL GROUP INC Common 12489V106 2,927 68,900 SHRS Shared-Defined 1 68,900 CBS CORP NEW Common 124857202 290 8,700 SHRS Shared-Defined 1 8,700 CDN IMPERIAL BK OF COMMERCE Common 136069101 2,114 23,400 SHRS Shared-Defined 1 23,400 CELANESE CORP DEL Common 150870103 466 12,025 SHRS Shared-Defined 1 12,025 CELESTICA INC Common 15101Q108 4,456 712,800 SHRS Shared-Defined 1 712,800 CELGENE CORP Common 151020104 5,535 96,545 SHRS Shared-Defined 1 96,545 CELL GENESYS INC Common 150921104 56 16,815 SHRS Shared-Defined 1 16,815 CENTENE CORP DEL Common 15135B101 3,007 140,400 SHRS Shared-Defined 1 140,400 CENTENNIAL BK HLDGS INC DEL Common 151345303 847 100,000 SHRS Shared-Defined 1 100,000 CENTENNIAL COMMUNCTNS CORP N Common 15133V208 1,427 150,400 SHRS Shared-Defined 1 150,400 CENTERPOINT ENERGY INC Common 15189T107 927 53,300 SHRS Shared-Defined 1 53,300 CENTEX CORP Common 152312104 3,356 83,700 SHRS Shared-Defined 1 83,700 CENTRAL GARDEN & PET CO Common 153527205 982 83,684 SHRS Shared-Defined 1 83,684
CENTURY ALUM CO Common 156431108 1,928 35,300 SHRS Shared-Defined 1 35,300 CENTURYTEL INC Common 156700106 368 7,500 SHRS Shared-Defined 1 7,500 CENTURYTEL INC Debt 156700AH9 40,062 32,073,000 PRN Shared-Defined 1 32,073,000 CEPHALON INC Common 156708109 9,610 119,545 SHRS Shared-Defined 1 119,545 CEPHEID Common 15670R107 4,891 335,000 SHRS Shared-Defined 1 335,000 CERADYNE INC Common 156710105 3,935 53,200 SHRS Shared-Defined 1 53,200 CERADYNE INC Debt 156710AA3 5,564 4,000,000 PRN Shared-Defined 1 4,000,000 CERNER CORP Common 156782104 569 10,258 SHRS Shared-Defined 1 10,258 CHAMPION ENTERPRISES INC Common 158496109 104 10,600 SHRS Shared-Defined 1 10,600 CHAPARRAL STL CO DEL Common 159423102 42,865 596,427 SHRS Shared-Defined 1 596,427 CHARLES RIV LABS INTL INC Common 159864107 310 6,000 SHRS Shared-Defined 1 6,000 CHARLOTTE RUSSE HLDG INC Common 161048103 39,826 1,482,175 SHRS Shared-Defined 1 1,482,175 CHARLOTTE RUSSE HLDG INC Option 161048903 7,666 285,300 CALL Shared-Defined 1 285,300 CHARMING SHOPPES INC Common 161133103 934 86,200 SHRS Shared-Defined 1 86,200 CHART INDS INC Common 16115Q308 1,422 50,000 SHRS Shared-Defined 1 50,000 CHARTER COMMUNICATIONS INC D Common 16117M107 874 215,858 SHRS Shared-Defined 1 215,858 CHECK POINT SOFTWARE TECH LT Common M22465104 6,239 273,516 SHRS Shared-Defined 1 273,516 CHECKFREE CORP NEW Common 162813109 15,333 381,415 SHRS Shared-Defined 1 381,415 CHEESECAKE FACTORY INC Common 163072101 4,207 171,586 SHRS Shared-Defined 1 171,586 CHEMED CORP NEW Common 16359R103 2,314 34,900 SHRS Shared-Defined 1 34,900 CHENIERE ENERGY INC Option 16411R908 3,879 100,000 CALL Shared-Defined 1 100,000 CHESAPEAKE ENERGY CORP Common 165167107 2,640 76,300 SHRS Shared-Defined 1 76,300 CHESAPEAKE ENERGY CORP Debt 165167BZ9 25,455 25,000,000 PRN Shared-Defined 1 25,000,000 CHEVRON CORP NEW Common 166764100 8,201 97,357 SHRS Shared-Defined 1 97,357 CHICAGO BRIDGE & IRON CO N V Common 167250109 600 15,900 SHRS Shared-Defined 1 15,900 CHICOS FAS INC Common 168615102 360 14,800 SHRS Shared-Defined 1 14,800 CHILDRENS PL RETAIL STORES I Common 168905107 5,164 100,000 SHRS Shared-Defined 1 100,000 CHINA MED TECHNOLOGIES INC Common 169483104 840 26,409 SHRS Shared-Defined 1 26,409 CHINA PETE & CHEM CORP Common 16941R108 205,932 1,844,611 SHRS Shared-Defined 1 1,844,611 CHIPOTLE MEXICAN GRILL INC Common 169656204 40,703 517,647 SHRS Shared-Defined 1 517,647 CHOICEPOINT INC Common 170388102 947 22,300 SHRS Shared-Defined 1 22,300 CHORDIANT SOFTWARE INC Common 170404305 548 35,000 SHRS Shared-Defined 1 35,000 CHRISTOPHER & BANKS CORP Common 171046105 2,548 148,565 SHRS Shared-Defined 1 148,565 CHRISTOPHER & BANKS CORP Option 171046905 1,509 88,000 CALL Shared-Defined 1 88,000 CHUBB CORP Common 171232101 9,729 179,700 SHRS Shared-Defined 1 179,700 CIBER INC Common 17163B102 214 26,200 SHRS Shared-Defined 1 26,200 CIBER INC Debt 17163BAB8 11,283 11,700,000 PRN Shared-Defined 1 11,700,000
CIENA CORP Common 171779309 7,297 201,962 SHRS Shared-Defined 1 201,962 CIENA CORP Debt 171779AA9 17,798 18,000,000 PRN Shared-Defined 1 18,000,000 CIGNA CORP Common 125509109 308 5,900 SHRS Shared-Defined 1 5,900 CIMAREX ENERGY CO Common 171798101 4,599 116,700 SHRS Shared-Defined 1 116,700 CINCINNATI BELL INC NEW Common 171871106 4,317 746,800 SHRS Shared-Defined 1 746,800 CINCINNATI FINL CORP Common 172062101 12,726 293,216 SHRS Shared-Defined 1 293,216 CINTAS CORP Common 172908105 355 9,010 SHRS Shared-Defined 1 9,010 CIRRUS LOGIC INC Common 172755100 903 108,800 SHRS Shared-Defined 1 108,800 CISCO SYS INC Common 17275R102 4,996 179,400 SHRS Shared-Defined 1 179,400 CISCO SYS INC Option 17275R902 12,354 443,600 CALL Shared-Defined 1 443,600 CISCO SYS INC Option 17275R952 2,785 100,000 PUT Shared-Defined 1 100,000 CIT GROUP INC Common 125581108 3,410 62,200 SHRS Shared-Defined 1 62,200 CITADEL BROADCASTING CORP Debt 17285TAB2 860 1,000,000 PRN Shared-Defined 1 1,000,000 CITIGROUP INC Option 172967901 2,565 50,000 CALL Shared-Defined 1 50,000 CITIZENS COMMUNICATIONS CO Common 17453B101 536 35,100 SHRS Shared-Defined 1 35,100 CITRIX SYS INC Option 177376950 2,525 75,000 PUT Shared-Defined 1 75,000 CITY BK LYNNWOOD WASH Common 17770A109 211 6,700 SHRS Shared-Defined 1 6,700 CLARCOR INC Common 179895107 741 19,800 SHRS Shared-Defined 1 19,800 CLECO CORP NEW Common 12561W105 730 29,800 SHRS Shared-Defined 1 29,800 CLEVELAND CLIFFS INC Common 185896107 4,738 61,000 SHRS Shared-Defined 1 61,000 CLOROX CO DEL Common 189054109 1,441 23,200 SHRS Shared-Defined 1 23,200 CMS ENERGY CORP Common 125896100 4,398 255,700 SHRS Shared-Defined 1 255,700 CNET NETWORKS INC Common 12613R104 250 30,571 SHRS Shared-Defined 1 30,571 CNH GLOBAL N V Common N20935206 2,810 55,000 SHRS Shared-Defined 1 55,000 COACH INC Common 189754104 1,414 29,841 SHRS Shared-Defined 1 29,841 COCA COLA CO Common 191216100 10,462 200,000 SHRS Shared-Defined 1 200,000 COCA COLA ENTERPRISES INC Common 191219104 4,063 169,300 SHRS Shared-Defined 1 169,300 COEUR D ALENE MINES CORP IDA Common 192108108 246 67,799 SHRS Shared-Defined 1 67,799 COGENT COMM GROUP INC Common 19239V302 701 23,476 SHRS Shared-Defined 1 23,476 COGNIZANT TECHNOLOGY SOLUTIO Common 192446102 18,465 245,906 SHRS Shared-Defined 1 245,906 COGNOS INC Common 19244C109 95,623 2,410,053 SHRS Shared-Defined 1 2,410,053 COHEN & STEERS INC Common 19247A100 313 7,200 SHRS Shared-Defined 1 7,200 COINSTAR INC Common 19259P300 485 15,411 SHRS Shared-Defined 1 15,411 COLDWATER CREEK INC Common 193068103 4,078 175,552 SHRS Shared-Defined 1 175,552 COLGATE PALMOLIVE CO Common 194162103 18,910 291,600 SHRS Shared-Defined 1 291,600 COLONIAL BANCGROUP INC Common 195493309 3,855 154,400 SHRS Shared-Defined 1 154,400 COLOR KINETICS INC Common 19624P100 33,410 1,000,000 SHRS Shared-Defined 1 1,000,000
COLUMBIA SPORTSWEAR CO Common 198516106 246 3,584 SHRS Shared-Defined 1 3,584 COMCAST CORP NEW Common 20030N101 15,669 557,230 SHRS Shared-Defined 1 557,230 COMERICA INC Common 200340107 577 9,700 SHRS Shared-Defined 1 9,700 COMMERCE BANCORP INC NJ Common 200519106 16,472 445,300 SHRS Shared-Defined 1 445,300 COMMERCE GROUP INC MASS Common 200641108 653 18,800 SHRS Shared-Defined 1 18,800 COMMERCIAL METALS CO Common 201723103 669 19,800 SHRS Shared-Defined 1 19,800 COMMSCOPE INC Common 203372107 10,474 179,500 SHRS Shared-Defined 1 179,500 COMMUNITY BANCORP NEV Common 20343T100 482 17,220 SHRS Shared-Defined 1 17,220 COMMUNITY TR BANCORP INC Common 204149108 307 9,500 SHRS Shared-Defined 1 9,500 COMMVAULT SYSTEMS INC Common 204166102 337 19,523 SHRS Shared-Defined 1 19,523 COMPLETE PRODUCTION SERVICES Common 20453E109 750 29,000 SHRS Shared-Defined 1 29,000 COMPTON PETE CORP Common 204940100 197 19,800 SHRS Shared-Defined 1 19,800 COMPUCREDIT CORP Common 20478N100 2,038 58,200 SHRS Shared-Defined 1 58,200 COMPUWARE CORP Common 205638109 911 76,800 SHRS Shared-Defined 1 76,800 COMSTOCK RES INC Common 205768203 599 20,000 SHRS Shared-Defined 1 20,000 COMTECH TELECOMMUNICATIONS C Common 205826209 3,704 79,800 SHRS Shared-Defined 1 79,800 COMVERGE INC Common 205859101 12 400 SHRS Shared-Defined 1 400 CONAGRA FOODS INC Common 205887102 2,286 85,100 SHRS Shared-Defined 1 85,100 CONCURRENT COMPUTER CORP NEW Common 206710204 12,172 6,800,269 SHRS Shared-Defined 1 6,800,269 CONMED CORP Common 207410101 205 7,018 SHRS Shared-Defined 1 7,018 CONNS INC Common 208242107 3,706 129,761 SHRS Shared-Defined 1 129,761 CONOCOPHILLIPS Common 20825C104 52,361 667,020 SHRS Shared-Defined 1 667,020 CONOCOPHILLIPS Option 20825C904 7,850 100,000 CALL Shared-Defined 1 100,000 CONOCOPHILLIPS Option 20825C954 7,850 100,000 PUT Shared-Defined 1 100,000 CONSOL ENERGY INC Common 20854P109 20,966 454,700 SHRS Shared-Defined 1 454,700 CONSOLIDATED EDISON INC Common 209115104 2,680 59,400 SHRS Shared-Defined 1 59,400 CONSOLIDATED GRAPHICS INC Common 209341106 42 600 SHRS Shared-Defined 1 600 CONSTELLATION BRANDS INC Common 21036P108 13,653 562,300 SHRS Shared-Defined 1 562,300 CONSTELLATION ENERGY GROUP I Common 210371100 29,246 335,500 SHRS Shared-Defined 1 335,500 CONTINENTAL AIRLS INC Common 210795308 2,967 87,600 SHRS Shared-Defined 1 87,600 CONVERGYS CORP Common 212485106 1,634 67,400 SHRS Shared-Defined 1 67,400 COOPER COS INC Common 216648402 3,580 67,138 SHRS Shared-Defined 1 67,138 COOPER TIRE & RUBR CO Common 216831107 602 21,800 SHRS Shared-Defined 1 21,800 CORE LABORATORIES N V Common N22717107 336 3,300 SHRS Shared-Defined 1 3,300 CORINTHIAN COLLEGES INC Common 218868107 335 20,544 SHRS Shared-Defined 1 20,544 CORN PRODS INTL INC Common 219023108 3,481 76,600 SHRS Shared-Defined 1 76,600 CORNING INC Common 219350105 12,672 495,965 SHRS Shared-Defined 1 495,965
CORNING INC Option 219350905 2,555 100,000 CALL Shared-Defined 1 100,000 CORNING INC Option 219350955 2,555 100,000 PUT Shared-Defined 1 100,000 CORRECTIONS CORP AMER NEW Common 22025Y407 9,858 156,200 SHRS Shared-Defined 1 156,200 CORUS BANKSHARES INC Common 220873103 3,312 191,900 SHRS Shared-Defined 1 191,900 CORUS ENTERTAINMENT INC Common 220874101 1,106 23,600 SHRS Shared-Defined 1 23,600 COST PLUS INC CALIF Common 221485105 242 28,515 SHRS Shared-Defined 1 28,515 COSTAR GROUP INC Common 22160N109 573 10,837 SHRS Shared-Defined 1 10,837 COVANTA HLDG CORP Common 22282E102 207 8,400 SHRS Shared-Defined 1 8,400 COWEN GROUP INC Common 223621103 179 10,000 SHRS Shared-Defined 1 10,000 CREDENCE SYS CORP Common 225302108 201 55,700 SHRS Shared-Defined 1 55,700 CREE INC Common 225447101 383 14,800 SHRS Shared-Defined 1 14,800 CRESCENT REAL ESTATE EQUITIE Common 225756105 1,501 66,900 SHRS Shared-Defined 1 66,900 CROCS INC Common 227046109 21,307 495,158 SHRS Shared-Defined 1 495,158 CROSS CTRY HEALTHCARE INC Common 227483104 233 13,951 SHRS Shared-Defined 1 13,951 CROWN CASTLE INTL CORP Common 228227104 3,235 89,200 SHRS Shared-Defined 1 89,200 CROWN MEDIA HLDGS INC Common 228411104 136 18,823 SHRS Shared-Defined 1 18,823 CRYSTALLEX INTL CORP Common 22942F101 3,011 725,100 SHRS Shared-Defined 1 725,100 CSG SYS INTL INC Common 126349109 643 24,272 SHRS Shared-Defined 1 24,272 CSK AUTO CORP Common 125965103 549 29,852 SHRS Shared-Defined 1 29,852 CSX CORP Common 126408103 2,376 52,700 SHRS Shared-Defined 1 52,700 CTRIP COM INTL LTD Common 22943F100 558 7,100 SHRS Shared-Defined 1 7,100 CUBIST PHARMACEUTICALS INC Common 229678107 5,674 287,889 SHRS Shared-Defined 1 287,889 CULLEN FROST BANKERS INC Common 229899109 251 4,700 SHRS Shared-Defined 1 4,700 CUMMINS INC Common 231021106 1,279 12,639 SHRS Shared-Defined 1 12,639 CVS CAREMARK CORPORATION Common 126650100 3,841 105,382 SHRS Shared-Defined 1 105,382 CYBERONICS INC Common 23251P102 310 18,406 SHRS Shared-Defined 1 18,406 CYBERSOURCE CORP Common 23251J106 344 28,500 SHRS Shared-Defined 1 28,500 CYMER INC Common 232572107 1,039 25,852 SHRS Shared-Defined 1 25,852 CYMER INC Debt 232572AE7 60,516 59,600,000 PRN Shared-Defined 1 59,600,000 CYPRESS BIOSCIENCES INC Common 232674507 5,533 417,249 SHRS Shared-Defined 1 417,249 CYPRESS SEMICONDUCTOR CORP Common 232806109 12,709 545,700 SHRS Shared-Defined 1 545,700 CYTYC CORP Common 232946103 6,898 160,000 SHRS Shared-Defined 1 160,000 D R HORTON INC Common 23331A109 1,993 100,000 SHRS Shared-Defined 1 100,000 D R HORTON INC Option 23331A909 1,993 100,000 CALL Shared-Defined 1 100,000 DADE BEHRING HLDGS INC Common 23342J206 7,105 133,753 SHRS Shared-Defined 1 133,753 DANAHER CORP DEL Common 235851102 3,852 51,020 SHRS Shared-Defined 1 51,020 DANAHER CORP DEL Debt 235851AF9 169,413 153,924,000 PRN Shared-Defined 1 153,924,000
DARDEN RESTAURANTS INC Common 237194105 14,028 318,900 SHRS Shared-Defined 1 318,900 DARLING INTL INC Common 237266101 274 30,000 SHRS Shared-Defined 1 30,000 DAVITA INC Option 23918K908 5,388 100,000 CALL Shared-Defined 1 100,000 DAWSON GEOPHYSICAL CO Common 239359102 454 7,380 SHRS Shared-Defined 1 7,380 DEALERTRACK HLDGS INC Common 242309102 203 5,500 SHRS Shared-Defined 1 5,500 DECKERS OUTDOOR CORP Common 243537107 717 7,106 SHRS Shared-Defined 1 7,106 DEERE & CO Common 244199105 9,731 80,595 SHRS Shared-Defined 1 80,595 DELIA'S INC NEW Common 246911101 1,161 152,114 SHRS Shared-Defined 1 152,114 DELL INC Common 24702R101 5,184 181,573 SHRS Shared-Defined 1 181,573 DELPHI FINL GROUP INC Common 247131105 343 8,200 SHRS Shared-Defined 1 8,200 DELTA AIR LINES INC DEL Common 247361702 28,023 1,422,500 SHRS Shared-Defined 1 1,422,500 DELTA PETE CORP Common 247907207 709 35,300 SHRS Shared-Defined 1 35,300 DELUXE CORP Common 248019101 2,039 50,200 SHRS Shared-Defined 1 50,200 DENBURY RES INC Common 247916208 13,125 350,000 SHRS Shared-Defined 1 350,000 DENISON MINES CORP Common 248356107 1,694 141,200 SHRS Shared-Defined 1 141,200 DENTSPLY INTL INC NEW Common 249030107 51,438 1,344,432 SHRS Shared-Defined 1 1,344,432 DEUTSCHE BANK AG NAMEN Common D18190898 246 1,700 SHRS Shared-Defined 1 1,700 DEVELOPERS DIVERSIFIED RLTY Common 251591103 1,903 36,100 SHRS Shared-Defined 1 36,100 DEVON ENERGY CORP NEW Common 25179M103 13,388 171,000 SHRS Shared-Defined 1 171,000 DEVON ENERGY CORP NEW Debt 25179MAA1 38,195 24,235,000 PRN Shared-Defined 1 24,235,000 DEVON ENERGY CORP NEW Debt 25179MAB9 62,925 39,919,000 PRN Shared-Defined 1 39,919,000 DEVRY INC DEL Common 251893103 456 13,400 SHRS Shared-Defined 1 13,400 DIAMOND OFFSHORE DRILLING IN Common 25271C102 41,436 408,000 SHRS Shared-Defined 1 408,000 DIAMONDROCK HOSPITALITY CO Common 252784301 8,670 454,400 SHRS Shared-Defined 1 454,400 DIGITAL RIV INC Common 25388B104 580 12,810 SHRS Shared-Defined 1 12,810 DILLARDS INC Common 254067101 2,160 60,103 SHRS Shared-Defined 1 60,103 DIME BANCORP INC NEW Warrant 25429Q110 52 200,000 SHRS Shared-Defined 1 200,000 DIODES INC Common 254543101 1,423 34,069 SHRS Shared-Defined 1 34,069 DIONEX CORP Common 254546104 256 3,612 SHRS Shared-Defined 1 3,612 DIRECTV GROUP INC Common 25459L106 1,574 68,100 SHRS Shared-Defined 1 68,100 DISCOVERY HOLDING CO Common 25468Y107 1,603 69,714 SHRS Shared-Defined 1 69,714 DISCOVERY LABORATORIES INC N Common 254668106 105 37,160 SHRS Shared-Defined 1 37,160 DISNEY WALT CO Common 254687106 253 7,400 SHRS Shared-Defined 1 7,400 DOBSON COMMUNICATIONS CORP Common 256069105 2,806 252,600 SHRS Shared-Defined 1 252,600 DOLLAR FINL CORP Common 256664103 376 13,200 SHRS Shared-Defined 1 13,200 DOLLAR GEN CORP Common 256669102 436 19,900 SHRS Shared-Defined 1 19,900 DOLLAR THRIFTY AUTOMOTIVE GP Common 256743105 237 5,800 SHRS Shared-Defined 1 5,800
DOLLAR TREE STORES INC Common 256747106 24,910 571,995 SHRS Shared-Defined 1 571,995 DOMINION RES INC VA NEW Common 25746U109 14,914 172,800 SHRS Shared-Defined 1 172,800 DOMINION RES INC VA NEW Debt 25746UAT6 52,777 45,000,000 PRN Shared-Defined 1 45,000,000 DOMINOS PIZZA INC Common 25754A201 285 15,600 SHRS Shared-Defined 1 15,600 DOMTAR CORP Common 257559104 222 19,944 SHRS Shared-Defined 1 19,944 DONALDSON INC Common 257651109 1,689 47,500 SHRS Shared-Defined 1 47,500 DOREL INDS INC Common 25822C205 2,463 71,700 SHRS Shared-Defined 1 71,700 DOUBLE-TAKE SOFTWARE INC Common 258598101 342 20,863 SHRS Shared-Defined 1 20,863 DOVER DOWNS GAMING & ENTMT I Common 260095104 191 12,700 SHRS Shared-Defined 1 12,700 DOW CHEM CO Common 260543103 429 9,700 SHRS Shared-Defined 1 9,700 DOW JONES & CO INC Common 260561105 1,180 20,540 SHRS Shared-Defined 1 20,540 DOW JONES & CO INC Option 260561905 17,913 311,800 CALL Shared-Defined 1 311,800 DOWNEY FINL CORP Common 261018105 396 6,000 SHRS Shared-Defined 1 6,000 DPL INC Common 233293109 6 200 SHRS Shared-Defined 1 200 DRESS BARN INC Common 261570105 4,585 223,461 SHRS Shared-Defined 1 223,461 DRIL-QUIP INC Common 262037104 728 16,200 SHRS Shared-Defined 1 16,200 DRYSHIPS INC Common Y2109Q101 390 9,000 SHRS Shared-Defined 1 9,000 DSP GROUP INC Common 23332B106 595 29,076 SHRS Shared-Defined 1 29,076 DST SYS INC DEL Common 233326107 1,568 19,800 SHRS Shared-Defined 1 19,800 DTE ENERGY CO Common 233331107 530 11,000 SHRS Shared-Defined 1 11,000 DU PONT E I DE NEMOURS & CO Common 263534109 341 6,700 SHRS Shared-Defined 1 6,700 DUKE ENERGY CORP NEW Common 26441C105 785 42,912 SHRS Shared-Defined 1 42,912 DYCOM INDS INC Common 267475101 1,664 55,500 SHRS Shared-Defined 1 55,500 E M C CORP MASS Common 268648102 60,907 3,365,000 SHRS Shared-Defined 1 3,365,000 E M C CORP MASS Option 268648902 8,145 450,000 CALL Shared-Defined 1 450,000 E M C CORP MASS Debt 268648AM4 6,369 5,000,000 PRN Shared-Defined 1 5,000,000 E TRADE FINANCIAL CORP Common 269246104 11,929 540,000 SHRS Shared-Defined 1 540,000 EARTHLINK INC Common 270321102 582 77,919 SHRS Shared-Defined 1 77,919 EAST WEST BANCORP INC Common 27579R104 358 9,200 SHRS Shared-Defined 1 9,200 EASTMAN CHEM CO Common 277432100 5,610 87,200 SHRS Shared-Defined 1 87,200 EASTMAN KODAK CO Common 277461109 565 20,300 SHRS Shared-Defined 1 20,300 EATON CORP Common 278058102 2,483 26,700 SHRS Shared-Defined 1 26,700 EBAY INC Common 278642103 4,250 132,055 SHRS Shared-Defined 1 132,055 EBAY INC Option 278642953 6,436 200,000 PUT Shared-Defined 1 200,000 ECOLAB INC Common 278865100 3,454 80,900 SHRS Shared-Defined 1 80,900 ECTEL LTD Common M29925100 940 287,600 SHRS Shared-Defined 1 287,600 EDGE PETE CORP DEL Common 279862106 441 31,500 SHRS Shared-Defined 1 31,500
EDISON INTL Common 281020107 1,454 25,900 SHRS Shared-Defined 1 25,900 EDO CORP Common 281347104 34,352 1,045,100 SHRS Shared-Defined 1 1,045,100 EDWARDS AG INC Common 281760108 769 9,100 SHRS Shared-Defined 1 9,100 EGL INC Common 268484102 1,771 38,100 SHRS Shared-Defined 1 38,100 EL PASO CORP Common 28336L109 29,897 1,735,200 SHRS Shared-Defined 1 1,735,200 EL PASO ELEC CO Common 283677854 312 12,700 SHRS Shared-Defined 1 12,700 ELAN PLC Common 284131208 19,737 900,000 SHRS Shared-Defined 1 900,000 ELAN PLC Option 284131908 2,193 100,000 CALL Shared-Defined 1 100,000 ELECTRONIC ARTS INC Common 285512109 1,514 31,990 SHRS Shared-Defined 1 31,990 ELECTRONIC DATA SYS NEW Common 285661104 10,038 362,000 SHRS Shared-Defined 1 362,000 ELECTRONIC DATA SYS NEW Option 285661904 1,387 50,000 CALL Shared-Defined 1 50,000 ELECTRONICS FOR IMAGING INC Common 286082102 6,285 222,701 SHRS Shared-Defined 1 222,701 ELLIS PERRY INTL INC Common 288853104 42 1,300 SHRS Shared-Defined 1 1,300 EMBARQ CORP Common 29078E105 501 7,900 SHRS Shared-Defined 1 7,900 EMCOR GROUP INC Common 29084Q100 365 5,000 SHRS Shared-Defined 1 5,000 EMERITUS CORP Common 291005106 3,718 120,000 SHRS Shared-Defined 1 120,000 EMERSON ELEC CO Common 291011104 1,736 37,100 SHRS Shared-Defined 1 37,100 EMULEX CORP Common 292475209 1,845 84,500 SHRS Shared-Defined 1 84,500 ENCANA CORP Common 292505104 2,059 33,400 SHRS Shared-Defined 1 33,400 ENCORE ACQUISITION CO Common 29255W100 9,035 325,000 SHRS Shared-Defined 1 325,000 ENCORE WIRE CORP Common 292562105 244 8,300 SHRS Shared-Defined 1 8,300 ENDEAVOR ACQUISITION CORP Common 292577103 9,735 825,000 SHRS Shared-Defined 1 825,000 ENDO PHARMACEUTICALS HLDGS I Common 29264F205 5,020 146,659 SHRS Shared-Defined 1 146,659 ENDURANCE SPECIALTY HLDGS LT Common G30397106 3,179 79,400 SHRS Shared-Defined 1 79,400 ENERGEN CORP Common 29265N108 1,626 29,600 SHRS Shared-Defined 1 29,600 ENERGY EAST CORP Common 29266M109 261 10,000 SHRS Shared-Defined 1 10,000 ENERGY METALS CORP Common 29271B106 94 6,400 SHRS Shared-Defined 1 6,400 ENERGY PARTNERS LTD Common 29270U105 2,610 156,400 SHRS Shared-Defined 1 156,400 ENERGY TRANSFER PRTNRS L P Option 29273R959 7,864 127,400 PUT Shared-Defined 1 127,400 ENPRO INDS INC Common 29355X107 278 6,500 SHRS Shared-Defined 1 6,500 ENTEGRIS INC Common 29362U104 3,631 305,600 SHRS Shared-Defined 1 305,600 ENTERCOM COMMUNICATIONS CORP Common 293639100 236 9,500 SHRS Shared-Defined 1 9,500 ENTERGY CORP NEW Common 29364G103 32,205 300,000 SHRS Shared-Defined 1 300,000 ENTERPRISE PRODS PARTNERS L Option 293792957 2,545 80,000 PUT Shared-Defined 1 80,000 ENTRUST INC Common 293848107 1,624 400,000 SHRS Shared-Defined 1 400,000 EOG RES INC Common 26875P101 3,595 49,200 SHRS Shared-Defined 1 49,200 EP MEDSYSTEMS INC Common 26881P103 4,020 2,208,709 SHRS Shared-Defined 1 2,208,709
EPICOR SOFTWARE CORP Common 29426L108 888 59,726 SHRS Shared-Defined 1 59,726 EPICOR SOFTWARE CORP Debt 29426LAA6 8,323 8,000,000 PRN Shared-Defined 1 8,000,000 EPIQ SYS INC Common 26882D109 869 53,773 SHRS Shared-Defined 1 53,773 EQUITABLE RES INC Common 294549100 6,349 128,100 SHRS Shared-Defined 1 128,100 ERICSSON L M TEL CO Common 294821608 399 10,000 SHRS Shared-Defined 1 10,000 ESPEED INC Common 296643109 88 10,135 SHRS Shared-Defined 1 10,135 ESS TECHNOLOGY INC Common 269151106 513 308,800 SHRS Shared-Defined 1 308,800 ESTERLINE TECHNOLOGIES CORP Common 297425100 565 11,700 SHRS Shared-Defined 1 11,700 EURONET WORLDWIDE INC Common 298736109 542 18,582 SHRS Shared-Defined 1 18,582 EUROSEAS LTD Common Y23592200 194 13,600 SHRS Shared-Defined 1 13,600 EVEREST RE GROUP LTD Common G3223R108 739 6,800 SHRS Shared-Defined 1 6,800 EXELIXIS INC Common 30161Q104 344 28,449 SHRS Shared-Defined 1 28,449 EXELON CORP Common 30161N101 62,429 859,900 SHRS Shared-Defined 1 859,900 EXFO ELECTRO OPTICAL ENGR IN Common 302043104 866 124,015 SHRS Shared-Defined 1 124,015 EXPEDITORS INTL WASH INC Common 302130109 2,633 63,744 SHRS Shared-Defined 1 63,744 EXPONENT INC Common 30214U102 298 13,300 SHRS Shared-Defined 1 13,300 EXPRESS SCRIPTS INC Common 302182100 5,619 112,356 SHRS Shared-Defined 1 112,356 EXPRESSJET HOLDINGS INC Common 30218U108 564 94,300 SHRS Shared-Defined 1 94,300 EXULT INC DEL Debt 302284AB0 2,878 3,000,000 PRN Shared-Defined 1 3,000,000 EXXON MOBIL CORP Common 30231G102 18,219 217,200 SHRS Shared-Defined 1 217,200 EZCORP INC Common 302301106 2,353 177,744 SHRS Shared-Defined 1 177,744 F M C CORP Common 302491303 805 9,000 SHRS Shared-Defined 1 9,000 F5 NETWORKS INC Common 315616102 509 6,311 SHRS Shared-Defined 1 6,311 FACTSET RESH SYS INC Common 303075105 1,927 28,200 SHRS Shared-Defined 1 28,200 FAIR ISAAC CORP Common 303250104 1,004 25,029 SHRS Shared-Defined 1 25,029 FAIR ISAAC CORP Option 303250904 2,768 69,000 CALL Shared-Defined 1 69,000 FARO TECHNOLOGIES INC Common 311642102 1,679 52,700 SHRS Shared-Defined 1 52,700 FASTENAL CO Common 311900104 230 5,500 SHRS Shared-Defined 1 5,500 FEDERAL HOME LN MTG CORP Common 313400301 1,414 23,300 SHRS Shared-Defined 1 23,300 FEDERATED INVS INC PA Common 314211103 993 25,900 SHRS Shared-Defined 1 25,900 FEI CO Common 30241L109 3,290 101,349 SHRS Shared-Defined 1 101,349 FELCOR LODGING TR INC Common 31430F101 10,714 411,587 SHRS Shared-Defined 1 411,587 FIBERTOWER CORP Common 31567R100 14,073 3,250,000 SHRS Shared-Defined 1 3,250,000 FIDELITY NATIONAL FINANCIAL Common 31620R105 2,771 116,900 SHRS Shared-Defined 1 116,900 FIDELITY NATL INFORMATION SV Common 31620M106 364 6,700 SHRS Shared-Defined 1 6,700 FIFTH THIRD BANCORP Common 316773100 1,158 29,115 SHRS Shared-Defined 1 29,115 FIFTH THIRD BANCORP Option 316773900 3,977 100,000 CALL Shared-Defined 1 100,000
FINANCIAL FED CORP Common 317492106 1,079 36,200 SHRS Shared-Defined 1 36,200 FINISH LINE INC Common 317923100 1,045 114,700 SHRS Shared-Defined 1 114,700 FINLAY ENTERPRISES INC Common 317884203 4 800 SHRS Shared-Defined 1 800 FIRST CASH FINL SVCS INC Common 31942D107 1,113 47,500 SHRS Shared-Defined 1 47,500 FIRST DATA CORP Common 319963104 20,311 621,700 SHRS Shared-Defined 1 621,700 FIRST MARBLEHEAD CORP Common 320771108 13,184 341,200 SHRS Shared-Defined 1 341,200 FIRST MERCHANTS CORP Common 320817109 481 20,000 SHRS Shared-Defined 1 20,000 FIRST SOLAR INC Common 336433107 519 5,813 SHRS Shared-Defined 1 5,813 FIRST SOLAR INC Option 336433957 12,501 140,000 PUT Shared-Defined 1 140,000 FIRST ST BANCORPORATION Common 336453105 585 27,500 SHRS Shared-Defined 1 27,500 FIRSTENERGY CORP Common 337932107 28,539 440,900 SHRS Shared-Defined 1 440,900 FIRSTFED FINL CORP Common 337907109 267 4,700 SHRS Shared-Defined 1 4,700 FISERV INC Common 337738108 1,439 25,331 SHRS Shared-Defined 1 25,331 FLAMEL TECHNOLOGIES SA Option 338488959 3,146 150,000 PUT Shared-Defined 1 150,000 FLIR SYS INC Common 302445101 801 17,322 SHRS Shared-Defined 1 17,322 FLORIDA ROCK INDS INC Common 341140101 230 3,400 SHRS Shared-Defined 1 3,400 FLOWERS FOODS INC Common 343498101 250 7,500 SHRS Shared-Defined 1 7,500 FLOWSERVE CORP Common 34354P105 408 5,700 SHRS Shared-Defined 1 5,700 FLUOR CORP NEW Common 343412102 1,325 11,900 SHRS Shared-Defined 1 11,900 FMC TECHNOLOGIES INC Common 30249U101 1,814 22,900 SHRS Shared-Defined 1 22,900 FOOT LOCKER INC Option 344849904 2,180 100,000 CALL Shared-Defined 1 100,000 FORCE PROTECTION INC Common 345203202 1,238 60,000 SHRS Shared-Defined 1 60,000 FORD MTR CO CAP TR II Preferred 345395206 966 25,000 SHRS Shared-Defined 1 25,000 FORD MTR CO DEL Common 345370860 1,215 129,000 SHRS Shared-Defined 1 129,000 FORD MTR CO DEL Debt 345370CF5 91,418 73,000,000 PRN Shared-Defined 1 73,000,000 FOREST LABS INC Common 345838106 1,228 26,900 SHRS Shared-Defined 1 26,900 FOREST OIL CORP Common 346091705 4,302 101,800 SHRS Shared-Defined 1 101,800 FORMFACTOR INC Common 346375108 2,667 69,643 SHRS Shared-Defined 1 69,643 FORTRESS INVESTMENT GROUP LL Common 34958B106 476 20,000 SHRS Shared-Defined 1 20,000 FORTUNE BRANDS INC Common 349631101 14,415 175,000 SHRS Shared-Defined 1 175,000 FORWARD AIR CORP Common 349853101 516 15,145 SHRS Shared-Defined 1 15,145 FOSSIL INC Common 349882100 662 22,455 SHRS Shared-Defined 1 22,455 FOUNDATION COAL HLDGS INC Common 35039W100 711 17,500 SHRS Shared-Defined 1 17,500 FOUNDRY NETWORKS INC Common 35063R100 3,526 211,627 SHRS Shared-Defined 1 211,627 FPL GROUP INC Common 302571104 5,311 93,600 SHRS Shared-Defined 1 93,600 FRANKLIN RES INC Common 354613101 9,803 73,998 SHRS Shared-Defined 1 73,998 FREDS INC Common 356108100 218 16,269 SHRS Shared-Defined 1 16,269
FREEPORT-MCMORAN COPPER & GO Preferred 35671D782 70,529 550,000 SHRS Shared-Defined 1 550,000 FREEPORT-MCMORAN COPPER & GO Common 35671D857 112,072 1,353,200 SHRS Shared-Defined 1 1,353,200 FREEPORT-MCMORAN COPPER & GO Option 35671D907 83,648 1,010,000 CALL Shared-Defined 1 1,010,000 FREIGHTCAR AMER INC Common 357023100 31,786 664,433 SHRS Shared-Defined 1 664,433 FREMONT GEN CORP Common 357288109 332 30,900 SHRS Shared-Defined 1 30,900 FRESH DEL MONTE PRODUCE INC Common G36738105 684 27,300 SHRS Shared-Defined 1 27,300 FRONTIER AIRLINES HOLDINGS I Common 359059102 941 168,055 SHRS Shared-Defined 1 168,055 FTD GROUP INC Common 30267U108 265 14,400 SHRS Shared-Defined 1 14,400 FUEL SYS SOLUTIONS INC Common 35952W103 402 24,250 SHRS Shared-Defined 1 24,250 FULLER H B CO Common 359694106 5,601 187,400 SHRS Shared-Defined 1 187,400 FULTON FINL CORP PA Common 360271100 679 47,100 SHRS Shared-Defined 1 47,100 GAMCO INVESTORS INC Common 361438104 437 7,800 SHRS Shared-Defined 1 7,800 GAMESTOP CORP NEW Common 36467W109 3,828 97,900 SHRS Shared-Defined 1 97,900 GANDER MOUNTAIN CO Common 36471P108 218 19,200 SHRS Shared-Defined 1 19,200 GAP INC DEL Common 364760108 49,421 2,587,500 SHRS Shared-Defined 1 2,587,500 GAP INC DEL Option 364760908 1,433 75,000 CALL Shared-Defined 1 75,000 GARMIN LTD Common G37260109 3,699 50,000 SHRS Shared-Defined 1 50,000 GARTNER INC Common 366651107 1,734 70,500 SHRS Shared-Defined 1 70,500 GATEHOUSE MEDIA INC Common 367348109 1,855 100,000 SHRS Shared-Defined 1 100,000 GEMSTAR-TV GUIDE INTL INC Common 36866W106 416 84,487 SHRS Shared-Defined 1 84,487 GENCORP INC Common 368682100 342 26,200 SHRS Shared-Defined 1 26,200 GENENTECH INC Common 368710406 88,333 1,167,500 SHRS Shared-Defined 1 1,167,500 GENENTECH INC Option 368710906 15,132 200,000 CALL Shared-Defined 1 200,000 GENERAL CABLE CORP DEL NEW Common 369300108 15,529 205,000 SHRS Shared-Defined 1 205,000 GENERAL DYNAMICS CORP Common 369550108 9,214 117,800 SHRS Shared-Defined 1 117,800 GENERAL MLS INC Common 370334104 20,733 354,900 SHRS Shared-Defined 1 354,900 GENERAL MTRS CORP Common 370442105 10,421 275,701 SHRS Shared-Defined 1 275,701 GENERAL MTRS CORP Preferred 370442717 1,869 75,000 SHRS Shared-Defined 1 75,000 GENERAL MTRS CORP Preferred 370442733 1,643 75,000 SHRS Shared-Defined 1 75,000 GENERAL MTRS CORP Option 370442905 28,350 750,000 CALL Shared-Defined 1 750,000 GENESCO INC Common 371532102 643 12,300 SHRS Shared-Defined 1 12,300 GENESIS LEASE LTD Common 37183T107 4,110 150,000 SHRS Shared-Defined 1 150,000 GENLYTE GROUP INC Common 372302109 1,707 21,740 SHRS Shared-Defined 1 21,740 GEN-PROBE INC NEW Common 36866T103 1,052 17,410 SHRS Shared-Defined 1 17,410 GENTIVA HEALTH SERVICES INC Common 37247A102 6,018 300,000 SHRS Shared-Defined 1 300,000 GENWORTH FINL INC Common 37247D106 1,025 29,800 SHRS Shared-Defined 1 29,800 GENZYME CORP Common 372917104 4,887 75,886 SHRS Shared-Defined 1 75,886
GENZYME CORP Option 372917904 7,825 121,500 CALL Shared-Defined 1 121,500 GENZYME CORP Option 372917954 1,179 18,300 PUT Shared-Defined 1 18,300 GEO GROUP INC Common 36159R103 9,391 322,700 SHRS Shared-Defined 1 322,700 GEORGIA GULF CORP Common 373200203 627 34,600 SHRS Shared-Defined 1 34,600 GERDAU AMERISTEEL CORP Common 37373P105 1,703 115,000 SHRS Shared-Defined 1 115,000 GERON CORP Common 374163103 429 60,996 SHRS Shared-Defined 1 60,996 GILAT SATELLITE NETWORKS LTD Common M51474118 113 11,783 SHRS Shared-Defined 1 11,783 GILDAN ACTIVEWEAR INC Common 375916103 2,012 58,800 SHRS Shared-Defined 1 58,800 GILEAD SCIENCES INC Common 375558103 6,595 170,100 SHRS Shared-Defined 1 170,100 GILEAD SCIENCES INC Debt 375558AG8 9,060 8,000,000 PRN Shared-Defined 1 8,000,000 GLOBAL PMTS INC Common 37940X102 246 6,200 SHRS Shared-Defined 1 6,200 GLOBALSANTAFE CORP Common G3930E101 14,289 197,771 SHRS Shared-Defined 1 197,771 GMX RES INC Common 38011M108 421 12,176 SHRS Shared-Defined 1 12,176 GOLD RESV INC Debt 38068NAB4 2,073 2,000,000 PRN Shared-Defined 1 2,000,000 GOLDCORP INC NEW Common 380956409 4,744 200,247 SHRS Shared-Defined 1 200,247 GOLDCORP INC NEW Option 380956909 71,070 3,000,000 CALL Shared-Defined 1 3,000,000 GOLDEN STAR RES LTD CDA Common 38119T104 298 81,311 SHRS Shared-Defined 1 81,311 GOLDMAN SACHS GROUP INC Common 38141G104 9,775 45,100 SHRS Shared-Defined 1 45,100 GOLDMAN SACHS GROUP INC Option 38141G954 2,168 10,000 PUT Shared-Defined 1 10,000 GOODRICH PETE CORP Common 382410405 1,720 49,665 SHRS Shared-Defined 1 49,665 GOODYEAR TIRE & RUBR CO Common 382550101 3,374 97,073 SHRS Shared-Defined 1 97,073 GOOGLE INC Common 38259P508 6,608 12,625 SHRS Shared-Defined 1 12,625 GOOGLE INC Option 38259P908 15,701 30,000 CALL Shared-Defined 1 30,000 GOOGLE INC Option 38259P958 10,468 20,000 PUT Shared-Defined 1 20,000 GRACE W R & CO DEL NEW Common 38388F108 744 30,400 SHRS Shared-Defined 1 30,400 GRACO INC Common 384109104 1,494 37,100 SHRS Shared-Defined 1 37,100 GRAFTECH INTL LTD Common 384313102 697 41,400 SHRS Shared-Defined 1 41,400 GRAFTECH INTL LTD Debt 384313AB8 5,623 5,000,000 PRN Shared-Defined 1 5,000,000 GRANITE CONSTR INC Common 387328107 36,821 573,722 SHRS Shared-Defined 1 573,722 GRANT PRIDECO INC Common 38821G101 17,016 316,100 SHRS Shared-Defined 1 316,100 GREAT PLAINS ENERGY INC Common 391164100 2,510 86,200 SHRS Shared-Defined 1 86,200 GREAT WOLF RESORTS INC Common 391523107 356 25,000 SHRS Shared-Defined 1 25,000 GREENBRIER COS INC Common 393657101 19,286 638,200 SHRS Shared-Defined 1 638,200 GREENFIELD ONLINE INC Common 395150105 2,772 174,211 SHRS Shared-Defined 1 174,211 GREENHILL & CO INC Common 395259104 2,906 42,300 SHRS Shared-Defined 1 42,300 GREENLIGHT CAPITAL RE LTD Common G4095J109 2,253 100,000 SHRS Shared-Defined 1 100,000 GREIF INC Common 397624107 835 14,000 SHRS Shared-Defined 1 14,000
GREY WOLF INC Common 397888108 176 21,400 SHRS Shared-Defined 1 21,400 GROUPE CGI INC Common 39945C109 4,241 377,137 SHRS Shared-Defined 1 377,137 GRUPO TELEVISA SA DE CV Common 40049J206 531 19,250 SHRS Shared-Defined 1 19,250 GUITAR CTR MGMT INC Common 402040109 520 8,700 SHRS Shared-Defined 1 8,700 GULFMARK OFFSHORE INC Common 402629109 1,129 22,039 SHRS Shared-Defined 1 22,039 GYMBOREE CORP Common 403777105 6,054 153,612 SHRS Shared-Defined 1 153,612 HAIN CELESTIAL GROUP INC Common 405217100 492 18,136 SHRS Shared-Defined 1 18,136 HALLIBURTON CO Common 406216101 352 10,200 SHRS Shared-Defined 1 10,200 HALLIBURTON CO Debt 406216AM3 46,218 25,000,000 PRN Shared-Defined 1 25,000,000 HANOVER COMPRESSOR CO Common 410768105 850 35,630 SHRS Shared-Defined 1 35,630 HANOVER INS GROUP INC Common 410867105 532 10,900 SHRS Shared-Defined 1 10,900 HANSEN NAT CORP Common 411310105 1,119 26,037 SHRS Shared-Defined 1 26,037 HARLEY DAVIDSON INC Common 412822108 2,712 45,500 SHRS Shared-Defined 1 45,500 HARMONIC INC Common 413160102 622 70,166 SHRS Shared-Defined 1 70,166 HARRIS CORP DEL Common 413875105 322 5,900 SHRS Shared-Defined 1 5,900 HARSCO CORP Common 415864107 494 9,500 SHRS Shared-Defined 1 9,500 HARVEST ENERGY TR Common 41752X101 1,894 61,100 SHRS Shared-Defined 1 61,100 HASBRO INC Debt 418056AN7 14,570 10,000,000 PRN Shared-Defined 1 10,000,000 HAYNES INTERNATIONAL INC Common 420877201 960 11,370 SHRS Shared-Defined 1 11,370 HCC INS HLDGS INC Common 404132102 762 22,800 SHRS Shared-Defined 1 22,800 HEALTH CARE PPTY INVS INC Common 421915109 746 25,772 SHRS Shared-Defined 1 25,772 HEALTH NET INC Common 42222G108 1,035 19,600 SHRS Shared-Defined 1 19,600 HEALTHEXTRAS INC Option 422211902 1,707 57,700 CALL Shared-Defined 1 57,700 HEALTHWAYS INC Common 422245100 2,313 48,825 SHRS Shared-Defined 1 48,825 HEARTLAND EXPRESS INC Common 422347104 227 13,938 SHRS Shared-Defined 1 13,938 HEELYS INC Common 42279M107 2,808 108,569 SHRS Shared-Defined 1 108,569 HELIX ENERGY SOLUTIONS GRP I Common 42330P107 14,619 366,300 SHRS Shared-Defined 1 366,300 HENRY JACK & ASSOC INC Common 426281101 803 31,200 SHRS Shared-Defined 1 31,200 HERBALIFE LTD Common G4412G101 714 18,000 SHRS Shared-Defined 1 18,000 HERCULES INC Common 427056106 3,930 200,000 SHRS Shared-Defined 1 200,000 HERCULES TECH GROWTH CAP INC Common 427096508 189 14,000 SHRS Shared-Defined 1 14,000 HERLEY INDS INC DEL Common 427398102 2,019 123,347 SHRS Shared-Defined 1 123,347 HESS CORP Common 42809H107 24,150 409,600 SHRS Shared-Defined 1 409,600 HEWLETT PACKARD CO Common 428236103 9,076 203,400 SHRS Shared-Defined 1 203,400 HEXCEL CORP NEW Common 428291108 10,535 500,000 SHRS Shared-Defined 1 500,000 HIBBETT SPORTS INC Common 428567101 235 8,600 SHRS Shared-Defined 1 8,600 HIGHLAND DISTRESSED OPPORT I Common 430067108 1,442 101,200 SHRS Shared-Defined 1 101,200
HIGHLAND HOSPITALITY CORP Common 430141101 411 21,400 SHRS Shared-Defined 1 21,400 HIGHWOODS PPTYS INC Common 431284108 323 8,600 SHRS Shared-Defined 1 8,600 HILLENBRAND INDS INC Common 431573104 1,021 15,700 SHRS Shared-Defined 1 15,700 HILTON HOTELS CORP Common 432848109 41,383 1,236,420 SHRS Shared-Defined 1 1,236,420 HLTH CORPORATION Common 40422Y101 4,248 303,218 SHRS Shared-Defined 1 303,218 HNI CORP Common 404251100 590 14,400 SHRS Shared-Defined 1 14,400 HOLLYWOOD MEDIA CORP Common 436233100 11,355 2,604,381 SHRS Shared-Defined 1 2,604,381 HOLOGIC INC Common 436440101 11,610 209,905 SHRS Shared-Defined 1 209,905 HOLOGIC INC Option 436440901 8,297 150,000 CALL Shared-Defined 1 150,000 HOME DEPOT INC Common 437076102 1,051 26,700 SHRS Shared-Defined 1 26,700 HOME PROPERTIES INC Common 437306103 3,375 65,000 SHRS Shared-Defined 1 65,000 HONEYWELL INTL INC Common 438516106 1,368 24,300 SHRS Shared-Defined 1 24,300 HORIZON OFFSHORE INC Common 44043J204 17,280 900,000 SHRS Shared-Defined 1 900,000 HORNBECK OFFSHORE SVCS INC N Common 440543106 271 7,000 SHRS Shared-Defined 1 7,000 HOSPITALITY PPTYS TR Common 44106M102 904 21,800 SHRS Shared-Defined 1 21,800 HOST HOTELS & RESORTS INC Common 44107P104 10,537 455,774 SHRS Shared-Defined 1 455,774 HOT TOPIC INC Common 441339108 21,081 1,939,420 SHRS Shared-Defined 1 1,939,420 HOVNANIAN ENTERPRISES INC Common 442487203 879 53,200 SHRS Shared-Defined 1 53,200 HUB GROUP INC Common 443320106 1,312 37,320 SHRS Shared-Defined 1 37,320 HUBBELL INC Common 443510201 342 6,300 SHRS Shared-Defined 1 6,300 HUDSON HIGHLAND GROUP INC Common 443792106 282 13,199 SHRS Shared-Defined 1 13,199 HUMANA INC Common 444859102 11,640 191,100 SHRS Shared-Defined 1 191,100 HUNT J B TRANS SVCS INC Common 445658107 8,943 305,000 SHRS Shared-Defined 1 305,000 HUNT J B TRANS SVCS INC Option 445658907 586 20,000 CALL Shared-Defined 1 20,000 HURCO COMPANIES INC Common 447324104 240 4,808 SHRS Shared-Defined 1 4,808 I2 TECHNOLOGIES INC Common 465754208 4,332 232,400 SHRS Shared-Defined 1 232,400 IBERIABANK CORP Common 450828108 223 4,500 SHRS Shared-Defined 1 4,500 ICICI BK LTD Common 45104G104 1,950 39,667 SHRS Shared-Defined 1 39,667 ICO GLOBAL COMM HLDGS LTD DE Common 44930K108 403 115,703 SHRS Shared-Defined 1 115,703 ICONIX BRAND GROUP INC Common 451055107 566 25,462 SHRS Shared-Defined 1 25,462 ICU MED INC Common 44930G107 300 6,989 SHRS Shared-Defined 1 6,989 IDACORP INC Common 451107106 484 15,100 SHRS Shared-Defined 1 15,100 IDEXX LABS INC Common 45168D104 7,619 80,512 SHRS Shared-Defined 1 80,512 IHS INC Common 451734107 2,760 60,000 SHRS Shared-Defined 1 60,000 ILLINOIS TOOL WKS INC Common 452308109 55,808 1,029,860 SHRS Shared-Defined 1 1,029,860 ILLINOIS TOOL WKS INC Option 452308909 9,646 178,000 CALL Shared-Defined 1 178,000 ILLUMINA INC Common 452327109 1,625 40,029 SHRS Shared-Defined 1 40,029
IMAX CORP Common 45245E109 79 18,800 SHRS Shared-Defined 1 18,800 IMCLONE SYS INC Common 45245W109 3,396 96,050 SHRS Shared-Defined 1 96,050 IMMUCOR INC Common 452526106 1,736 62,074 SHRS Shared-Defined 1 62,074 IMMUNOMEDICS INC Common 452907108 135 32,588 SHRS Shared-Defined 1 32,588 IMPERIAL OIL LTD Common 453038408 2,128 45,600 SHRS Shared-Defined 1 45,600 IMS HEALTH INC Common 449934108 463 14,400 SHRS Shared-Defined 1 14,400 INDEVUS PHARMACEUTICALS INC Common 454072109 11,946 1,775,000 SHRS Shared-Defined 1 1,775,000 INDYMAC BANCORP INC Common 456607100 8,033 275,400 SHRS Shared-Defined 1 275,400 INFINEON TECHNOLOGIES AG Common 45662N103 16,942 1,024,900 SHRS Shared-Defined 1 1,024,900 INFINITY PPTY & CAS CORP Common 45665Q103 514 10,134 SHRS Shared-Defined 1 10,134 INFORMATICA CORP Common 45666Q102 402 27,204 SHRS Shared-Defined 1 27,204 INFOSYS TECHNOLOGIES LTD Common 456788108 556 11,028 SHRS Shared-Defined 1 11,028 INGERSOLL-RAND COMPANY LTD Common G4776G101 351 6,400 SHRS Shared-Defined 1 6,400 INGRAM MICRO INC Common 457153104 1,072 49,400 SHRS Shared-Defined 1 49,400 INNOSPEC INC Common 45768S105 445 7,513 SHRS Shared-Defined 1 7,513 INPHONIC INC Common 45772G105 1,118 240,000 SHRS Shared-Defined 1 240,000 INPUT/OUTPUT INC Common 457652105 386 24,700 SHRS Shared-Defined 1 24,700 INTEGRA LIFESCIENCES HLDGS C Common 457985208 1,870 37,836 SHRS Shared-Defined 1 37,836 INTEGRATED DEVICE TECHNOLOGY Common 458118106 480 31,434 SHRS Shared-Defined 1 31,434 INTEGRYS ENERGY GROUP INC Common 45822P105 14,007 276,100 SHRS Shared-Defined 1 276,100 INTEL CORP Common 458140100 2,255 94,900 SHRS Shared-Defined 1 94,900 INTEL CORP Option 458140900 2,376 100,000 CALL Shared-Defined 1 100,000 INTER PARFUMS INC Common 458334109 272 10,234 SHRS Shared-Defined 1 10,234 INTERACTIVE BROKERS GROUP IN Common 45841N107 901 33,200 SHRS Shared-Defined 1 33,200 INTERACTIVE DATA CORP Common 45840J107 503 18,800 SHRS Shared-Defined 1 18,800 INTERFACE INC Common 458665106 1,233 65,388 SHRS Shared-Defined 1 65,388 INTERMUNE INC Option 45884X903 2,594 100,000 CALL Shared-Defined 1 100,000 INTERNAP NETWORK SVCS CORP Common 45885A300 992 68,782 SHRS Shared-Defined 1 68,782 INTERNATIONAL BUSINESS MACHS Common 459200101 589 5,600 SHRS Shared-Defined 1 5,600 INTERNATIONAL GAME TECHNOLOG Common 459902102 5,137 129,398 SHRS Shared-Defined 1 129,398 INTERNATIONAL GAME TECHNOLOG Debt 459902AP7 4,874 5,000,000 PRN Shared-Defined 1 5,000,000 INTERNATIONAL RECTIFIER CORP Common 460254105 924 24,800 SHRS Shared-Defined 1 24,800 INTERNATIONAL RECTIFIER CORP Debt 460254AE5 22,488 22,500,000 PRN Shared-Defined 1 22,500,000 INTEROIL CORP Common 460951106 975 51,500 SHRS Shared-Defined 1 51,500 INTERPUBLIC GROUP COS INC Common 460690100 705 61,800 SHRS Shared-Defined 1 61,800 INTERPUBLIC GROUP COS INC Debt 460690AT7 1,117 1,000,000 PRN Shared-Defined 1 1,000,000 INTERPUBLIC GROUP COS INC Debt 460690AZ3 7,020 6,000,000 PRN Shared-Defined 1 6,000,000
INTERSIL CORP Common 46069S109 10,105 321,200 SHRS Shared-Defined 1 321,200 INTEVAC INC Common 461148108 1,860 87,500 SHRS Shared-Defined 1 87,500 INTL PAPER CO Common 460146103 3,518 90,100 SHRS Shared-Defined 1 90,100 INTUIT Common 461202103 2,028 67,415 SHRS Shared-Defined 1 67,415 INTUITIVE SURGICAL INC Common 46120E602 16,277 117,296 SHRS Shared-Defined 1 117,296 INVENTIV HEALTH INC Common 46122E105 2,488 67,958 SHRS Shared-Defined 1 67,958 INVESTOOLS INC Common 46145P103 475 47,695 SHRS Shared-Defined 1 47,695 INVESTORS BANCORP INC Common 46146P102 190 14,170 SHRS Shared-Defined 1 14,170 INVITROGEN CORP Common 46185R100 8,106 109,913 SHRS Shared-Defined 1 109,913 INVITROGEN CORP Debt 46185RAK6 2,764 3,000,000 PRN Shared-Defined 1 3,000,000 IONATRON INC Common 462070103 20,575 5,275,585 SHRS Shared-Defined 1 5,275,585 IPC HLDGS LTD Common G4933P101 2,325 72,000 SHRS Shared-Defined 1 72,000 IRON MTN INC Common 462846106 2,145 82,100 SHRS Shared-Defined 1 82,100 ISHARES INC Common 464286400 921 15,000 SHRS Shared-Defined 1 15,000 ISHARES INC Common 464286665 3,003 20,500 SHRS Shared-Defined 1 20,500 ISHARES INC Common 464286822 308 5,000 SHRS Shared-Defined 1 5,000 ISHARES TR Common 464287184 30,280 235,000 SHRS Shared-Defined 1 235,000 ISHARES TR Common 464287234 16,456 125,000 SHRS Shared-Defined 1 125,000 ISHARES TR Common 464287556 617 7,900 SHRS Shared-Defined 1 7,900 ISHARES TR Common 464287655 42,490 512,178 SHRS Shared-Defined 1 512,178 ISHARES TR Common 464287739 31,567 407,732 SHRS Shared-Defined 1 407,732 ISHARES TR Option 464287954 13,165 100,000 PUT Shared-Defined 1 100,000 ISHARES TR Option 464287955 102,207 1,232,000 PUT Shared-Defined 1 1,232,000 ISIS PHARMACEUTICALS INC Common 464330109 188 19,459 SHRS Shared-Defined 1 19,459 ISLE OF CAPRI CASINOS INC Common 464592104 719 30,000 SHRS Shared-Defined 1 30,000 ISTAR FINL INC Common 45031U101 904 20,400 SHRS Shared-Defined 1 20,400 ITLA CAP CORP Common 450565106 719 13,800 SHRS Shared-Defined 1 13,800 ITRON INC Debt 465741AJ5 13,456 10,000,000 PRN Shared-Defined 1 10,000,000 ITT CORP NEW Common 450911102 5,244 76,800 SHRS Shared-Defined 1 76,800 IXIA Common 45071R109 926 100,000 SHRS Shared-Defined 1 100,000 J2 GLOBAL COMMUNICATIONS INC Common 46626E205 517 14,801 SHRS Shared-Defined 1 14,801 JABIL CIRCUIT INC Common 466313103 6,105 276,600 SHRS Shared-Defined 1 276,600 JACK IN THE BOX INC Common 466367109 1,206 17,000 SHRS Shared-Defined 1 17,000 JACKSON HEWITT TAX SVCS INC Common 468202106 776 27,600 SHRS Shared-Defined 1 27,600 JAKKS PAC INC Common 47012E106 997 35,443 SHRS Shared-Defined 1 35,443 JANUS CAP GROUP INC Common 47102X105 526 18,900 SHRS Shared-Defined 1 18,900 JARDEN CORP Common 471109108 2,310 53,700 SHRS Shared-Defined 1 53,700
JAVELIN PHARMACEUTICALS INC Common 471894105 933 150,700 SHRS Shared-Defined 1 150,700 JDA SOFTWARE GROUP INC Common 46612K108 4,135 210,638 SHRS Shared-Defined 1 210,638 JDS UNIPHASE CORP Common 46612J507 1,904 141,800 SHRS Shared-Defined 1 141,800 JDS UNIPHASE CORP Debt 46612JAB7 9,257 10,000,000 PRN Shared-Defined 1 10,000,000 JEFFERIES GROUP INC NEW Common 472319102 3,942 146,100 SHRS Shared-Defined 1 146,100 JMP GROUP INC Common 46629U107 919 87,900 SHRS Shared-Defined 1 87,900 JO-ANN STORES INC Common 47758P307 296 10,400 SHRS Shared-Defined 1 10,400 JOHNSON & JOHNSON Common 478160104 277 4,500 SHRS Shared-Defined 1 4,500 JOHNSON & JOHNSON Option 478160954 6,408 104,000 PUT Shared-Defined 1 104,000 JOHNSON CTLS INC Common 478366107 10,636 91,874 SHRS Shared-Defined 1 91,874 JONES APPAREL GROUP INC Common 480074103 1,158 41,000 SHRS Shared-Defined 1 41,000 JONES LANG LASALLE INC Common 48020Q107 1,056 9,300 SHRS Shared-Defined 1 9,300 JOS A BANK CLOTHIERS INC Common 480838101 5,679 136,943 SHRS Shared-Defined 1 136,943 JOURNAL COMMUNICATIONS INC Common 481130102 295 22,700 SHRS Shared-Defined 1 22,700 JOURNAL REGISTER CO Common 481138105 1,010 225,400 SHRS Shared-Defined 1 225,400 JOY GLOBAL INC Common 481165108 3,692 63,300 SHRS Shared-Defined 1 63,300 JP MORGAN CHASE & CO Common 46625H100 13,590 280,500 SHRS Shared-Defined 1 280,500 JUNIPER NETWORKS INC Common 48203R104 252 10,000 SHRS Shared-Defined 1 10,000 JUPITERMEDIA CORP Common 48207D101 155 21,288 SHRS Shared-Defined 1 21,288 K V PHARMACEUTICAL CO Debt 482740AC1 63,894 52,500,000 PRN Shared-Defined 1 52,500,000 KAISER ALUMINUM CORP Common 483007704 505 6,935 SHRS Shared-Defined 1 6,935 KANSAS CITY SOUTHERN Common 485170302 788 21,000 SHRS Shared-Defined 1 21,000 KAYNE ANDERSON ENERGY DEV CO Common 48660Q102 378 15,000 SHRS Shared-Defined 1 15,000 KB HOME Option 48666K909 3,461 87,900 CALL Shared-Defined 1 87,900 KBW INC Common 482423100 2,057 70,000 SHRS Shared-Defined 1 70,000 KELLWOOD CO Common 488044108 675 24,000 SHRS Shared-Defined 1 24,000 KENDLE INTERNATIONAL INC Common 48880L107 3,485 94,788 SHRS Shared-Defined 1 94,788 KENEXA CORP Common 488879107 740 19,625 SHRS Shared-Defined 1 19,625 KENNAMETAL INC Common 489170100 28,538 347,900 SHRS Shared-Defined 1 347,900 KEYSTONE AUTOMOTIVE INDS INC Common 49338N109 993 23,998 SHRS Shared-Defined 1 23,998 KIMBERLY CLARK CORP Common 494368103 7,185 107,410 SHRS Shared-Defined 1 107,410 KIMCO REALTY CORP Common 49446R109 2,376 62,400 SHRS Shared-Defined 1 62,400 KINDER MORGAN ENERGY PARTNER Option 494550956 16,557 300,000 PUT Shared-Defined 1 300,000 KINETIC CONCEPTS INC Common 49460W208 124,728 2,400,000 SHRS Shared-Defined 1 2,400,000 KING PHARMACEUTICALS INC Common 495582108 3,812 186,300 SHRS Shared-Defined 1 186,300 KINROSS GOLD CORP Common 496902404 2,227 191,000 SHRS Shared-Defined 1 191,000 KIRBY CORP Common 497266106 1,920 50,000 SHRS Shared-Defined 1 50,000
KLA-TENCOR CORP Common 482480100 1,928 35,086 SHRS Shared-Defined 1 35,086 KNIGHT CAPITAL GROUP INC Common 499005106 4,141 249,430 SHRS Shared-Defined 1 249,430 KNOLL INC Common 498904200 623 27,800 SHRS Shared-Defined 1 27,800 KNOLOGY INC Common 499183804 481 27,685 SHRS Shared-Defined 1 27,685 KODIAK OIL & GAS CORP Common 50015Q100 33,370 5,753,500 SHRS Shared-Defined 1 5,753,500 KOHLS CORP Common 500255104 46,716 657,700 SHRS Shared-Defined 1 657,700 KOHLS CORP Option 500255904 26,991 380,000 CALL Shared-Defined 1 380,000 KOPIN CORP Common 500600101 109 27,845 SHRS Shared-Defined 1 27,845 KOSAN BIOSCIENCES INC Common 50064W107 173 33,200 SHRS Shared-Defined 1 33,200 KRAFT FOODS INC Common 50075N104 4,403 124,900 SHRS Shared-Defined 1 124,900 KRISPY KREME DOUGHNUTS INC Common 501014104 9,476 1,023,300 SHRS Shared-Defined 1 1,023,300 KROGER CO Common 501044101 61,205 2,175,800 SHRS Shared-Defined 1 2,175,800 K-SWISS INC Common 482686102 394 13,912 SHRS Shared-Defined 1 13,912 KULICKE & SOFFA INDS INC Common 501242101 3,069 293,115 SHRS Shared-Defined 1 293,115 KULICKE & SOFFA INDS INC Debt 501242AL5 2,343 2,500,000 PRN Shared-Defined 1 2,500,000 KYPHON INC Common 501577100 4,979 103,400 SHRS Shared-Defined 1 103,400 L-3 COMMUNICATIONS HLDGS INC Common 502424104 7,733 79,400 SHRS Shared-Defined 1 79,400 LA Z BOY INC Common 505336107 198 17,300 SHRS Shared-Defined 1 17,300 LABOR READY INC Common 505401208 411 17,800 SHRS Shared-Defined 1 17,800 LABORATORY CORP AMER HLDGS Debt 50540RAG7 155,691 147,648,000 PRN Shared-Defined 1 147,648,000 LAM RESEARCH CORP Common 512807108 6,909 134,411 SHRS Shared-Defined 1 134,411 LAMSON & SESSIONS CO Common 513696104 3,847 144,800 SHRS Shared-Defined 1 144,800 LANDAMERICA FINL GROUP INC Common 514936103 6,497 67,337 SHRS Shared-Defined 1 67,337 LAS VEGAS SANDS CORP Common 517834107 6,256 81,900 SHRS Shared-Defined 1 81,900 LATTICE SEMICONDUCTOR CORP Common 518415104 13,253 2,316,904 SHRS Shared-Defined 1 2,316,904 LATTICE SEMICONDUCTOR CORP Debt 518415AE4 9,483 10,000,000 PRN Shared-Defined 1 10,000,000 LAUDER ESTEE COS INC Common 518439104 223 4,900 SHRS Shared-Defined 1 4,900 LAWSON SOFTWARE INC NEW Common 52078P102 11,221 1,134,567 SHRS Shared-Defined 1 1,134,567 LAYNE CHRISTENSEN CO Common 521050104 319 7,800 SHRS Shared-Defined 1 7,800 LCA-VISION INC Common 501803308 354 7,500 SHRS Shared-Defined 1 7,500 LDK SOLAR CO LTD Common 50183L107 9,077 290,000 SHRS Shared-Defined 1 290,000 LEAP WIRELESS INTL INC Common 521863308 13,573 160,622 SHRS Shared-Defined 1 160,622 LEAR CORP Common 521865105 274 7,700 SHRS Shared-Defined 1 7,700 LEGG MASON INC Common 524901105 216 2,200 SHRS Shared-Defined 1 2,200 LEHMAN BROS HLDGS INC Common 524908100 14,621 196,200 SHRS Shared-Defined 1 196,200 LENNAR CORP Common 526057104 914 25,000 SHRS Shared-Defined 1 25,000 LENNOX INTL INC Common 526107107 356 10,400 SHRS Shared-Defined 1 10,400
LEVEL 3 COMMUNICATIONS INC Common 52729N100 559 95,500 SHRS Shared-Defined 1 95,500 LEXICON PHARMACEUTICALS INC Common 528872104 656 204,483 SHRS Shared-Defined 1 204,483 LEXMARK INTL NEW Common 529771107 2,608 52,900 SHRS Shared-Defined 1 52,900 LHC GROUP INC Common 50187A107 995 37,979 SHRS Shared-Defined 1 37,979 LIBERTY MEDIA HLDG CORP Common 53071M104 502 22,500 SHRS Shared-Defined 1 22,500 LIBERTY MEDIA HLDG CORP Common 53071M302 1,145 9,732 SHRS Shared-Defined 1 9,732 LIBERTY PPTY TR Common 531172104 1,704 38,787 SHRS Shared-Defined 1 38,787 LIFE SCIENCES RESH INC Common 532169109 934 60,047 SHRS Shared-Defined 1 60,047 LIFECELL CORP Common 531927101 1,091 35,738 SHRS Shared-Defined 1 35,738 LIFEPOINT HOSPITALS INC Common 53219L109 10,267 265,440 SHRS Shared-Defined 1 265,440 LIFEPOINT HOSPITALS INC Debt 53219LAH2 5,072 5,000,000 PRN Shared-Defined 1 5,000,000 LIGAND PHARMACEUTICALS INC Common 53220K207 10,308 1,498,300 SHRS Shared-Defined 1 1,498,300 LILLY ELI & CO Common 532457108 933 16,700 SHRS Shared-Defined 1 16,700 LIMELIGHT NETWORKS INC Common 53261M104 1,000 50,560 SHRS Shared-Defined 1 50,560 LINCARE HLDGS INC Common 532791100 1,501 37,677 SHRS Shared-Defined 1 37,677 LINCARE HLDGS INC Debt 532791AB6 20,758 21,000,000 PRN Shared-Defined 1 21,000,000 LINCOLN ELEC HLDGS INC Common 533900106 520 7,000 SHRS Shared-Defined 1 7,000 LINCOLN NATL CORP IND Common 534187109 13,672 192,700 SHRS Shared-Defined 1 192,700 LINEAR TECHNOLOGY CORP Common 535678106 985 27,227 SHRS Shared-Defined 1 27,227 LINEAR TECHNOLOGY CORP Option 535678906 5,789 160,000 CALL Shared-Defined 1 160,000 LIONBRIDGE TECHNOLOGIES INC Common 536252109 109 18,552 SHRS Shared-Defined 1 18,552 LIQUIDITY SERVICES INC Common 53635B107 2,621 139,553 SHRS Shared-Defined 1 139,553 LITTELFUSE INC Common 537008104 588 17,400 SHRS Shared-Defined 1 17,400 LIVEPERSON INC Common 538146101 120 22,476 SHRS Shared-Defined 1 22,476 LOCKHEED MARTIN CORP Common 539830109 26,215 278,500 SHRS Shared-Defined 1 278,500 LOCKHEED MARTIN CORP Option 539830909 18,826 200,000 CALL Shared-Defined 1 200,000 LOCKHEED MARTIN CORP Debt 539830AP4 4,023 3,000,000 PRN Shared-Defined 1 3,000,000 LOEWS CORP Common 540424207 5,726 74,100 SHRS Shared-Defined 1 74,100 LOGITECH INTL S A Common H50430232 306 11,600 SHRS Shared-Defined 1 11,600 LO-JACK CORP Common 539451104 3,076 138,000 SHRS Shared-Defined 1 138,000 LONGS DRUG STORES CORP Common 543162101 2,474 47,100 SHRS Shared-Defined 1 47,100 LOOPNET INC Common 543524300 757 32,436 SHRS Shared-Defined 1 32,436 LOUISIANA PAC CORP Common 546347105 745 39,400 SHRS Shared-Defined 1 39,400 LOWES COS INC Option 548661907 1,535 50,000 CALL Shared-Defined 1 50,000 LOWES COS INC Debt 548661CG0 88,987 83,000,000 PRN Shared-Defined 1 83,000,000 LSI CORPORATION Common 502161102 5,820 775,000 SHRS Shared-Defined 1 775,000 LTX CORP Common 502392103 484 87,044 SHRS Shared-Defined 1 87,044
LUBRIZOL CORP Common 549271104 1,575 24,400 SHRS Shared-Defined 1 24,400 LYONDELL CHEMICAL CO Common 552078107 107,180 2,887,400 SHRS Shared-Defined 1 2,887,400 LYONDELL CHEMICAL CO Option 552078907 14,848 400,000 CALL Shared-Defined 1 400,000 M & F WORLDWIDE CORP Common 552541104 2,730 41,000 SHRS Shared-Defined 1 41,000 M & T BK CORP Common 55261F104 1,048 9,800 SHRS Shared-Defined 1 9,800 MACERICH CO Common 554382101 610 7,400 SHRS Shared-Defined 1 7,400 MACROVISION CORP Common 555904101 1,412 46,971 SHRS Shared-Defined 1 46,971 MACYS INC Common 55616P104 11,888 298,850 SHRS Shared-Defined 1 298,850 MADDEN STEVEN LTD Common 556269108 1,069 32,632 SHRS Shared-Defined 1 32,632 MAGELLAN HEALTH SVCS INC Common 559079207 5,601 120,531 SHRS Shared-Defined 1 120,531 MAGELLAN MIDSTREAM HLDGS LP Option 55907R958 4,098 136,600 PUT Shared-Defined 1 136,600 MAGELLAN MIDSTREAM PRTNRS LP Option 559080956 15,371 330,000 PUT Shared-Defined 1 330,000 MAGMA DESIGN AUTOMATION Common 559181102 359 25,597 SHRS Shared-Defined 1 25,597 MAGNA ENTMT CORP Common 559211107 58 19,814 SHRS Shared-Defined 1 19,814 MAGNA INTL INC Common 559222401 3,757 40,988 SHRS Shared-Defined 1 40,988 MAGUIRE PPTYS INC Common 559775101 1,138 33,146 SHRS Shared-Defined 1 33,146 MAINSOURCE FINANCIAL GP INC Common 56062Y102 386 23,000 SHRS Shared-Defined 1 23,000 MAJESCO ENTERTAINMENT CO Common 560690208 1,440 960,000 SHRS Shared-Defined 1 960,000 MANHATTAN ASSOCS INC Common 562750109 525 18,821 SHRS Shared-Defined 1 18,821 MANITOWOC INC Common 563571108 3,617 45,000 SHRS Shared-Defined 1 45,000 MANNKIND CORP Option 56400P901 3,699 300,000 CALL Shared-Defined 1 300,000 MANOR CARE INC NEW Common 564055101 178,666 2,736,500 SHRS Shared-Defined 1 2,736,500 MANPOWER INC Common 56418H100 4,188 45,400 SHRS Shared-Defined 1 45,400 MANTECH INTL CORP Common 564563104 1,019 33,047 SHRS Shared-Defined 1 33,047 MARATHON OIL CORP Common 565849106 14,935 249,082 SHRS Shared-Defined 1 249,082 MARCHEX INC Common 56624R108 619 37,903 SHRS Shared-Defined 1 37,903 MARINEMAX INC Common 567908108 601 30,000 SHRS Shared-Defined 1 30,000 MARRIOTT INTL INC NEW Common 571903202 7,852 181,600 SHRS Shared-Defined 1 181,600 MARSH & MCLENNAN COS INC Common 571748102 3,184 103,100 SHRS Shared-Defined 1 103,100 MARTEK BIOSCIENCES CORP Common 572901106 1,801 69,368 SHRS Shared-Defined 1 69,368 MARVEL ENTERTAINMENT INC Common 57383T103 663 26,032 SHRS Shared-Defined 1 26,032 MARVELL TECHNOLOGY GROUP LTD Common G5876H105 16,098 884,000 SHRS Shared-Defined 1 884,000 MARVELL TECHNOLOGY GROUP LTD Option G5876H905 1,109 60,900 CALL Shared-Defined 1 60,900 MASCO CORP Common 574599106 2,466 86,600 SHRS Shared-Defined 1 86,600 MASCO CORP Debt 574599BB1 7,048 15,075,000 PRN Shared-Defined 1 15,075,000 MASSEY ENERGY CORP Common 576206106 1,218 45,700 SHRS Shared-Defined 1 45,700 MATTEL INC Common 577081102 1,305 51,600 SHRS Shared-Defined 1 51,600
MAX CAPITAL GROUP LTD Common G6052F103 708 25,000 SHRS Shared-Defined 1 25,000 MAXIM INTEGRATED PRODS INC Common 57772K101 10,865 325,200 SHRS Shared-Defined 1 325,200 MAXIMUS INC Common 577933104 217 5,000 SHRS Shared-Defined 1 5,000 MAXYGEN INC Common 577776107 5,142 600,000 SHRS Shared-Defined 1 600,000 MBIA INC Common 55262C100 8,443 135,700 SHRS Shared-Defined 1 135,700 MCAFEE INC Common 579064106 1,795 51,000 SHRS Shared-Defined 1 51,000 MCCLATCHY CO Common 579489105 955 37,723 SHRS Shared-Defined 1 37,723 MCCORMICK & CO INC Common 579780206 1,439 37,700 SHRS Shared-Defined 1 37,700 MCCORMICK & SCHMICKS SEAFD R Common 579793100 255 9,848 SHRS Shared-Defined 1 9,848 MCDERMOTT INTL INC Common 580037109 2,568 30,900 SHRS Shared-Defined 1 30,900 MCDONALDS CORP Common 580135101 249 4,900 SHRS Shared-Defined 1 4,900 MCGRAW HILL COS INC Common 580645109 16,966 249,200 SHRS Shared-Defined 1 249,200 MCKESSON CORP Common 58155Q103 5,958 99,900 SHRS Shared-Defined 1 99,900 MCMORAN EXPLORATION CO Common 582411104 1,005 71,800 SHRS Shared-Defined 1 71,800 MDU RES GROUP INC Common 552690109 1,559 55,600 SHRS Shared-Defined 1 55,600 MEDAREX INC Common 583916101 1,154 80,763 SHRS Shared-Defined 1 80,763 MEDCATH CORP Common 58404W109 3,955 124,383 SHRS Shared-Defined 1 124,383 MEDCO HEALTH SOLUTIONS INC Common 58405U102 951 12,200 SHRS Shared-Defined 1 12,200 MEDIACOM COMMUNICATIONS CORP Common 58446K105 293 30,200 SHRS Shared-Defined 1 30,200 MEDICAL ACTION INDS INC Common 58449L100 327 18,120 SHRS Shared-Defined 1 18,120 MEDICIS PHARMACEUTICAL CORP Common 584690309 440 14,400 SHRS Shared-Defined 1 14,400 MEDICIS PHARMACEUTICAL CORP Debt 58470KAA2 24,714 22,000,000 PRN Shared-Defined 1 22,000,000 MEDICURE INC Common 58469E101 324 240,100 SHRS Shared-Defined 1 240,100 MEDIMMUNE INC Common 584699102 1,764 30,425 SHRS Shared-Defined 1 30,425 MEDTRONIC INC Common 585055106 13,255 255,600 SHRS Shared-Defined 1 255,600 MEDTRONIC INC Debt 585055AL0 57,654 55,000,000 PRN Shared-Defined 1 55,000,000 MELLON FINL CORP Common 58551A108 22,000 500,000 SHRS Shared-Defined 1 500,000 MEMC ELECTR MATLS INC Common 552715104 1,834 30,000 SHRS Shared-Defined 1 30,000 MENS WEARHOUSE INC Common 587118100 14,841 290,600 SHRS Shared-Defined 1 290,600 MENTOR CORP MINN Common 587188103 1,497 36,800 SHRS Shared-Defined 1 36,800 MENTOR GRAPHICS CORP Common 587200106 7,242 549,900 SHRS Shared-Defined 1 549,900 MENTOR GRAPHICS CORP Option 587200906 1,317 100,000 CALL Shared-Defined 1 100,000 MENTOR GRAPHICS CORP Option 587200956 1,976 150,000 PUT Shared-Defined 1 150,000 MENTOR GRAPHICS CORP Debt 587200AD8 1,021 1,000,000 PRN Shared-Defined 1 1,000,000 MERCER INTL INC Common 588056101 4,998 490,000 SHRS Shared-Defined 1 490,000 MERCK & CO INC Common 589331107 40,886 821,000 SHRS Shared-Defined 1 821,000 MERCURY COMPUTER SYS Debt 589378AB4 7,363 8,000,000 PRN Shared-Defined 1 8,000,000
MERCURY GENL CORP NEW Common 589400100 766 13,900 SHRS Shared-Defined 1 13,900 MERIDIAN GOLD INC Common 589975101 433 15,800 SHRS Shared-Defined 1 15,800 MERITAGE HOMES CORP Common 59001A102 666 24,900 SHRS Shared-Defined 1 24,900 MERRILL LYNCH & CO INC Common 590188108 19,767 236,500 SHRS Shared-Defined 1 236,500 MERRILL LYNCH & CO INC Option 590188958 16,716 200,000 PUT Shared-Defined 1 200,000 MESA AIR GROUP INC Common 590479101 992 150,039 SHRS Shared-Defined 1 150,039 METALLICA RES INC Common 59125J104 4,167 900,000 SHRS Shared-Defined 1 900,000 METLIFE INC Common 59156R108 7,209 111,800 SHRS Shared-Defined 1 111,800 METTLER TOLEDO INTERNATIONAL Common 592688105 6,619 69,300 SHRS Shared-Defined 1 69,300 MGIC INVT CORP WIS Common 552848103 4,907 86,300 SHRS Shared-Defined 1 86,300 MGM MIRAGE Common 552953101 19,424 235,497 SHRS Shared-Defined 1 235,497 MGM MIRAGE Option 552953901 6,186 75,000 CALL Shared-Defined 1 75,000 MICREL INC Common 594793101 641 50,407 SHRS Shared-Defined 1 50,407 MICRON TECHNOLOGY INC Debt 595112AH6 10,605 10,000,000 PRN Shared-Defined 1 10,000,000 MICROS SYS INC Common 594901100 1,476 27,133 SHRS Shared-Defined 1 27,133 MICROSEMI CORP Common 595137100 1,398 58,385 SHRS Shared-Defined 1 58,385 MICROSOFT CORP Common 594918104 4,367 148,200 SHRS Shared-Defined 1 148,200 MICROSOFT CORP Option 594918954 1,474 50,000 PUT Shared-Defined 1 50,000 MICROTUNE INC DEL Common 59514P109 319 61,000 SHRS Shared-Defined 1 61,000 MIDCAP SPDR TR Option 595635953 68,439 420,000 PUT Shared-Defined 1 420,000 MIDDLEBY CORP Common 596278101 852 14,237 SHRS Shared-Defined 1 14,237 MIDWEST AIR GROUP INC Common 597911106 288 19,200 SHRS Shared-Defined 1 19,200 MILLENNIUM PHARMACEUTICALS I Common 599902103 2,137 202,200 SHRS Shared-Defined 1 202,200 MILLICOM INTL CELLULAR S A Common L6388F110 1,032 11,258 SHRS Shared-Defined 1 11,258 MILLIPORE CORP Common 601073109 4,340 57,800 SHRS Shared-Defined 1 57,800 MIPS TECHNOLOGIES INC Common 604567107 402 45,700 SHRS Shared-Defined 1 45,700 MIRANT CORP NEW Common 60467R100 12,910 302,700 SHRS Shared-Defined 1 302,700 MOBILE MINI INC Common 60740F105 224 7,665 SHRS Shared-Defined 1 7,665 MOBILE TELESYSTEMS OJSC Common 607409109 24,228 400,000 SHRS Shared-Defined 1 400,000 MOLEX INC Common 608554101 364 12,135 SHRS Shared-Defined 1 12,135 MOLSON COORS BREWING CO Common 60871R209 20,323 219,800 SHRS Shared-Defined 1 219,800 MOMENTA PHARMACEUTICALS INC Option 60877T900 2,520 250,000 CALL Shared-Defined 1 250,000 MONEYGRAM INTL INC Common 60935Y109 809 28,955 SHRS Shared-Defined 1 28,955 MONOGRAM BIOSCIENCES INC Common 60975U108 1,099 650,000 SHRS Shared-Defined 1 650,000 MONOLITHIC PWR SYS INC Common 609839105 1,447 82,928 SHRS Shared-Defined 1 82,928 MONSANTO CO NEW Common 61166W101 1,047 15,500 SHRS Shared-Defined 1 15,500 MONSTER WORLDWIDE INC Common 611742107 31,100 756,700 SHRS Shared-Defined 1 756,700
MONTPELIER RE HOLDINGS LTD Common G62185106 1,531 82,600 SHRS Shared-Defined 1 82,600 MOODYS CORP Common 615369105 4,875 78,369 SHRS Shared-Defined 1 78,369 MORGAN STANLEY Common 617446448 70,038 834,983 SHRS Shared-Defined 1 834,983 MORGAN STANLEY Common 61747S165 6,951 100,000 SHRS Shared-Defined 1 100,000 MOSAIC CO Common 61945A107 11,909 305,210 SHRS Shared-Defined 1 305,210 MOTOROLA INC Option 620076909 63,189 3,570,000 CALL Shared-Defined 1 3,570,000 MOVIE GALLERY INC Common 624581104 23 11,900 SHRS Shared-Defined 1 11,900 MULTIMEDIA GAMES INC Common 625453105 239 18,697 SHRS Shared-Defined 1 18,697 MURPHY OIL CORP Common 626717102 7,834 131,800 SHRS Shared-Defined 1 131,800 MYLAN LABS INC Common 628530107 3,201 176,000 SHRS Shared-Defined 1 176,000 NABI BIOPHARMACEUTICALS Common 629519109 97 21,045 SHRS Shared-Defined 1 21,045 NABORS INDS INC Debt 629568AL0 536 500,000 PRN Shared-Defined 1 500,000 NABORS INDUSTRIES LTD Common G6359F103 3,522 105,500 SHRS Shared-Defined 1 105,500 NABORS INDUSTRIES LTD Option G6359F903 2,871 86,000 CALL Shared-Defined 1 86,000 NASH FINCH CO Common 631158102 2,213 44,700 SHRS Shared-Defined 1 44,700 NATIONAL FINL PARTNERS CORP Common 63607P208 931 20,100 SHRS Shared-Defined 1 20,100 NATIONAL INSTRS CORP Common 636518102 1,826 56,065 SHRS Shared-Defined 1 56,065 NATIONAL MED HEALTH CARD SYS Common 636918302 5,750 360,261 SHRS Shared-Defined 1 360,261 NATIONAL OILWELL VARCO INC Common 637071101 813 7,800 SHRS Shared-Defined 1 7,800 NATIONAL SEMICONDUCTOR CORP Common 637640103 2,072 73,300 SHRS Shared-Defined 1 73,300 NATIONWIDE FINL SVCS INC Common 638612101 714 11,300 SHRS Shared-Defined 1 11,300 NAVIGANT CONSULTING INC Common 63935N107 1,561 84,100 SHRS Shared-Defined 1 84,100 NAVIGATORS GROUP INC Common 638904102 453 8,406 SHRS Shared-Defined 1 8,406 NAVTEQ CORP Common 63936L100 1,325 31,300 SHRS Shared-Defined 1 31,300 NBTY INC Common 628782104 1,464 33,900 SHRS Shared-Defined 1 33,900 NCI BUILDING SYS INC Common 628852105 1,480 30,000 SHRS Shared-Defined 1 30,000 NCR CORP NEW Common 62886E108 525 10,000 SHRS Shared-Defined 1 10,000 NEENAH PAPER INC Common 640079109 421 10,200 SHRS Shared-Defined 1 10,200 NEKTAR THERAPEUTICS Common 640268108 1,418 149,428 SHRS Shared-Defined 1 149,428 NEOPHARM INC Common 640919106 21 18,150 SHRS Shared-Defined 1 18,150 NESS TECHNOLOGIES INC Common 64104X108 2,602 200,000 SHRS Shared-Defined 1 200,000 NET 1 UEPS TECHNOLOGIES INC Common 64107N206 7,797 322,847 SHRS Shared-Defined 1 322,847 NETEASE COM INC Common 64110W102 291 17,109 SHRS Shared-Defined 1 17,109 NETFLIX INC Common 64110L106 1,134 58,501 SHRS Shared-Defined 1 58,501 NETGEAR INC Common 64111Q104 1,736 47,877 SHRS Shared-Defined 1 47,877 NETLOGIC MICROSYSTEMS INC Common 64118B100 780 24,494 SHRS Shared-Defined 1 24,494 NETSCOUT SYS INC Common 64115T104 125 14,400 SHRS Shared-Defined 1 14,400
NETWORK APPLIANCE INC Common 64120L104 3,184 109,043 SHRS Shared-Defined 1 109,043 NEUSTAR INC Common 64126X201 2,714 93,700 SHRS Shared-Defined 1 93,700 NEW JERSEY RES Common 646025106 1,423 27,900 SHRS Shared-Defined 1 27,900 NEW YORK & CO INC Common 649295102 5,922 540,300 SHRS Shared-Defined 1 540,300 NEWALLIANCE BANCSHARES INC Common 650203102 4,618 313,700 SHRS Shared-Defined 1 313,700 NEWCASTLE INVT CORP Common 65105M108 451 18,000 SHRS Shared-Defined 1 18,000 NEWELL RUBBERMAID INC Common 651229106 388 13,200 SHRS Shared-Defined 1 13,200 NEWFIELD EXPL CO Common 651290108 6,240 137,000 SHRS Shared-Defined 1 137,000 NEWMONT MINING CORP Common 651639106 7,824 200,300 SHRS Shared-Defined 1 200,300 NEWS CORP Common 65248E203 695 30,300 SHRS Shared-Defined 1 30,300 NEXEN INC Common 65334H102 8,388 270,300 SHRS Shared-Defined 1 270,300 NEXTWAVE WIRELESS INC Common 65337Y102 134 16,100 SHRS Shared-Defined 1 16,100 NICOR INC Common 654086107 6,269 146,054 SHRS Shared-Defined 1 146,054 NIGHTHAWK RADIOLOGY HLDGS IN Common 65411N105 191 10,585 SHRS Shared-Defined 1 10,585 NII HLDGS INC Common 62913F201 12,327 152,673 SHRS Shared-Defined 1 152,673 NIKE INC Common 654106103 12,719 218,200 SHRS Shared-Defined 1 218,200 NISOURCE INC Common 65473P105 897 43,300 SHRS Shared-Defined 1 43,300 NN INC Common 629337106 401 34,000 SHRS Shared-Defined 1 34,000 NOBLE CORPORATION Common G65422100 18,675 191,500 SHRS Shared-Defined 1 191,500 NOBLE ENERGY INC Common 655044105 1,267 20,300 SHRS Shared-Defined 1 20,300 NOKIA CORP Common 654902204 2,412 85,800 SHRS Shared-Defined 1 85,800 NORDSTROM INC Common 655664100 10,848 212,200 SHRS Shared-Defined 1 212,200 NORFOLK SOUTHERN CORP Common 655844108 352 6,700 SHRS Shared-Defined 1 6,700 NORTEL NETWORKS CORP NEW Common 656568508 1,249 51,900 SHRS Shared-Defined 1 51,900 NORTEL NETWORKS CORP NEW Debt 656568AB8 14,846 15,000,000 PRN Shared-Defined 1 15,000,000 NORTHEAST UTILS Common 664397106 820 28,900 SHRS Shared-Defined 1 28,900 NORTHERN ORION RES INC Common 665575106 2,102 368,000 SHRS Shared-Defined 1 368,000 NORTHERN TR CORP Common 665859104 2,711 42,200 SHRS Shared-Defined 1 42,200 NORTHGATE MINERALS CORP Common 666416102 2,042 709,078 SHRS Shared-Defined 1 709,078 NORTHWEST AIRLS CORP Common 667280408 777 35,000 SHRS Shared-Defined 1 35,000 NORTHWEST NAT GAS CO Common 667655104 365 7,900 SHRS Shared-Defined 1 7,900 NOVA CHEMICALS CORP Common 66977W109 2,294 64,100 SHRS Shared-Defined 1 64,100 NOVACEA INC Common 66987B103 134 14,146 SHRS Shared-Defined 1 14,146 NOVARTIS A G Common 66987V109 11,904 212,305 SHRS Shared-Defined 1 212,305 NOVATEL WIRELESS INC Common 66987M604 3,380 129,913 SHRS Shared-Defined 1 129,913 NOVELL INC Common 670006105 1,619 207,797 SHRS Shared-Defined 1 207,797 NOVELL INC Debt 670006AC9 18,550 19,000,000 PRN Shared-Defined 1 19,000,000
NOVEN PHARMACEUTICALS INC Common 670009109 2,022 86,229 SHRS Shared-Defined 1 86,229 NPS PHARMACEUTICALS INC Common 62936P103 522 126,040 SHRS Shared-Defined 1 126,040 NRG ENERGY INC Common 629377508 24,460 588,400 SHRS Shared-Defined 1 588,400 NRG ENERGY INC Preferred 629377870 11,819 32,000 SHRS Shared-Defined 1 32,000 NSTAR Common 67019E107 325 10,000 SHRS Shared-Defined 1 10,000 NUCOR CORP Common 670346105 1,003 17,100 SHRS Shared-Defined 1 17,100 NVIDIA CORP Common 67066G104 3,202 77,510 SHRS Shared-Defined 1 77,510 NVIDIA CORP Option 67066G904 6,197 150,000 CALL Shared-Defined 1 150,000 NYMEX HOLDINGS INC Option 62948N904 6,282 50,000 CALL Shared-Defined 1 50,000 O CHARLEYS INC Common 670823103 1,635 81,100 SHRS Shared-Defined 1 81,100 OCCIDENTAL PETE CORP DEL Common 674599105 8,613 148,800 SHRS Shared-Defined 1 148,800 ODYSSEY RE HLDGS CORP Common 67612W108 244 5,700 SHRS Shared-Defined 1 5,700 OFFICE DEPOT INC Common 676220106 879 29,000 SHRS Shared-Defined 1 29,000 OFFICEMAX INC DEL Common 67622P101 703 17,900 SHRS Shared-Defined 1 17,900 OGE ENERGY CORP Common 670837103 10,236 279,300 SHRS Shared-Defined 1 279,300 OHIO CAS CORP Common 677240103 359 8,300 SHRS Shared-Defined 1 8,300 OIL STS INTL INC Common 678026105 19,157 463,400 SHRS Shared-Defined 1 463,400 OLD REP INTL CORP Common 680223104 1,726 81,200 SHRS Shared-Defined 1 81,200 OM GROUP INC Common 670872100 15,182 286,887 SHRS Shared-Defined 1 286,887 OM GROUP INC Option 670872900 7,938 150,000 CALL Shared-Defined 1 150,000 OMI CORP Debt 670874AF3 16,661 14,000,000 PRN Shared-Defined 1 14,000,000 OMNI ENERGY SERVICES Common 68210T208 362 32,279 SHRS Shared-Defined 1 32,279 OMNICARE INC Common 681904108 7,940 220,200 SHRS Shared-Defined 1 220,200 OMNICELL INC Common 68213N109 504 24,241 SHRS Shared-Defined 1 24,241 OMNICOM GROUP INC Common 681919106 33,488 632,800 SHRS Shared-Defined 1 632,800 OMNICOM GROUP INC Option 681919906 17,993 340,000 CALL Shared-Defined 1 340,000 OMNIVISION TECHNOLOGIES INC Common 682128103 7,376 407,299 SHRS Shared-Defined 1 407,299 OMNIVISION TECHNOLOGIES INC Option 682128903 1,811 100,000 CALL Shared-Defined 1 100,000 ON SEMICONDUCTOR CORP Common 682189105 1,221 113,927 SHRS Shared-Defined 1 113,927 ON SEMICONDUCTOR CORP Debt 682189AD7 4,172 2,500,000 PRN Shared-Defined 1 2,500,000 ONYX PHARMACEUTICALS INC Common 683399109 1,217 45,250 SHRS Shared-Defined 1 45,250 OPEN TEXT CORP Common 683715106 1,994 90,800 SHRS Shared-Defined 1 90,800 OPENTV CORP Common G67543101 350 165,300 SHRS Shared-Defined 1 165,300 OPLINK COMMUNICATIONS INC Common 68375Q403 556 37,051 SHRS Shared-Defined 1 37,051 OPNEXT INC Common 68375V105 4,495 339,465 SHRS Shared-Defined 1 339,465 OPSWARE INC Common 68383A101 2,235 235,000 SHRS Shared-Defined 1 235,000 OPTICAL COMMUNICATION PRODS Common 68382T101 60 37,200 SHRS Shared-Defined 1 37,200
OPTION CARE INC Common 683948103 2,437 158,266 SHRS Shared-Defined 1 158,266 OPTIONSXPRESS HLDGS INC Common 684010101 772 30,104 SHRS Shared-Defined 1 30,104 OPTIUM CORP Common 68402T107 1,214 96,000 SHRS Shared-Defined 1 96,000 ORACLE CORP Common 68389X105 33,701 1,709,824 SHRS Shared-Defined 1 1,709,824 ORBCOMM INC Common 68555P100 6,649 405,200 SHRS Shared-Defined 1 405,200 ORBITAL SCIENCES CORP Common 685564106 258 12,300 SHRS Shared-Defined 1 12,300 ORIENTAL FINL GROUP INC Common 68618W100 109 10,000 SHRS Shared-Defined 1 10,000 ORIENT-EXPRESS HOTELS LTD Common G67743107 3,049 57,100 SHRS Shared-Defined 1 57,100 ORTHOFIX INTL N V Common N6748L102 256 5,702 SHRS Shared-Defined 1 5,702 OSCIENT PHARMACEUTICALS CORP Common 68812R303 113 24,716 SHRS Shared-Defined 1 24,716 OSHKOSH TRUCK CORP Common 688239201 6,298 100,100 SHRS Shared-Defined 1 100,100 OSHKOSH TRUCK CORP Option 688239901 3,146 50,000 CALL Shared-Defined 1 50,000 OSI PHARMACEUTICALS INC Common 671040103 1,463 40,390 SHRS Shared-Defined 1 40,390 OSIRIS THERAPEUTICS INC Common 68827R108 249 18,407 SHRS Shared-Defined 1 18,407 OVERSEAS SHIPHOLDING GROUP I Common 690368105 58,193 714,900 SHRS Shared-Defined 1 714,900 OWENS & MINOR INC NEW Common 690732102 332 9,500 SHRS Shared-Defined 1 9,500 OWENS CORNING NEW Common 690742101 747 22,200 SHRS Shared-Defined 1 22,200 OWENS ILL INC Common 690768403 8,708 248,800 SHRS Shared-Defined 1 248,800 PACCAR INC Common 693718108 2,167 24,893 SHRS Shared-Defined 1 24,893 PACIFIC CAP BANCORP NEW Common 69404P101 629 23,300 SHRS Shared-Defined 1 23,300 PACIFIC SUNWEAR CALIF INC Common 694873100 13,741 624,597 SHRS Shared-Defined 1 624,597 PACIFIC SUNWEAR CALIF INC Option 694873900 1,100 50,000 CALL Shared-Defined 1 50,000 PACKAGING CORP AMER Common 695156109 5,206 205,700 SHRS Shared-Defined 1 205,700 PACTIV CORP Common 695257105 2,408 75,500 SHRS Shared-Defined 1 75,500 PAIN THERAPEUTICS INC Common 69562K100 436 50,000 SHRS Shared-Defined 1 50,000 PALM INC NEW Common 696643105 2,200 137,384 SHRS Shared-Defined 1 137,384 PALOMAR MED TECHNOLOGIES INC Common 697529303 1,012 29,152 SHRS Shared-Defined 1 29,152 PAN AMERICAN SILVER CORP Common 697900108 451 17,231 SHRS Shared-Defined 1 17,231 PANACOS PHARMACEUTICALS INC Common 69811Q106 42 12,945 SHRS Shared-Defined 1 12,945 PANERA BREAD CO Common 69840W108 3,138 68,130 SHRS Shared-Defined 1 68,130 PANTRY INC Common 698657103 35,577 771,726 SHRS Shared-Defined 1 771,726 PAPA JOHNS INTL INC Common 698813102 1,033 35,918 SHRS Shared-Defined 1 35,918 PAR PHARMACEUTICAL COS INC Common 69888P106 6,138 217,430 SHRS Shared-Defined 1 217,430 PAR PHARMACEUTICAL COS INC Option 69888P906 3,388 120,000 CALL Shared-Defined 1 120,000 PARALLEL PETE CORP DEL Common 699157103 3,285 150,000 SHRS Shared-Defined 1 150,000 PARAMETRIC TECHNOLOGY CORP Common 699173209 5,683 263,001 SHRS Shared-Defined 1 263,001 PAREXEL INTL CORP Common 699462107 949 22,559 SHRS Shared-Defined 1 22,559
PARKER DRILLING CO Common 701081101 3,443 326,700 SHRS Shared-Defined 1 326,700 PARKER HANNIFIN CORP Common 701094104 695 7,100 SHRS Shared-Defined 1 7,100 PARTNERRE LTD Common G6852T105 5,766 74,400 SHRS Shared-Defined 1 74,400 PATTERSON COMPANIES INC Common 703395103 7,329 196,651 SHRS Shared-Defined 1 196,651 PAYLESS SHOESOURCE INC Common 704379106 79 2,500 SHRS Shared-Defined 1 2,500 PDL BIOPHARMA INC Common 69329Y104 6,286 269,793 SHRS Shared-Defined 1 269,793 PEABODY ENERGY CORP Common 704549104 8,984 185,700 SHRS Shared-Defined 1 185,700 PEABODY ENERGY CORP Debt 704549AG9 11,169 10,500,000 PRN Shared-Defined 1 10,500,000 PENGROWTH ENERGY TR Common 706902509 286 15,000 SHRS Shared-Defined 1 15,000 PENN NATL GAMING INC Common 707569109 35,495 590,694 SHRS Shared-Defined 1 590,694 PENN VA CORP Common 707882106 41,277 1,026,800 SHRS Shared-Defined 1 1,026,800 PENN WEST ENERGY TR Common 707885109 255 7,600 SHRS Shared-Defined 1 7,600 PENNANTPARK INVT CORP Common 708062104 4,212 300,000 SHRS Shared-Defined 1 300,000 PENNEY J C INC Common 708160106 2,591 35,800 SHRS Shared-Defined 1 35,800 PENWEST PHARMACEUTICALS CO Common 709754105 6,048 485,000 SHRS Shared-Defined 1 485,000 PEOPLES UNITED FINANCIAL INC Common 712704105 4,596 259,200 SHRS Shared-Defined 1 259,200 PEP BOYS MANNY MOE & JACK Common 713278109 246 12,200 SHRS Shared-Defined 1 12,200 PEP BOYS MANNY MOE & JACK Option 713278959 1,411 70,000 PUT Shared-Defined 1 70,000 PEPSIAMERICAS INC Common 71343P200 722 29,400 SHRS Shared-Defined 1 29,400 PEPSICO INC Common 713448108 1,621 25,000 SHRS Shared-Defined 1 25,000 PEREGRINE PHARMACEUTICALS IN Common 713661106 82 106,105 SHRS Shared-Defined 1 106,105 PERFORMANCE FOOD GROUP CO Common 713755106 406 12,510 SHRS Shared-Defined 1 12,510 PERINI CORP Common 713839108 1,624 26,400 SHRS Shared-Defined 1 26,400 PERRIGO CO Common 714290103 744 38,000 SHRS Shared-Defined 1 38,000 PETMED EXPRESS INC Common 716382106 296 23,029 SHRS Shared-Defined 1 23,029 PETRO-CDA Common 71644E102 30,136 564,330 SHRS Shared-Defined 1 564,330 PETROHAWK ENERGY CORP Common 716495106 14,274 900,000 SHRS Shared-Defined 1 900,000 PETROLEO BRASILEIRO SA PETRO Common 71654V408 9,100 75,042 SHRS Shared-Defined 1 75,042 PETROQUEST ENERGY INC Common 716748108 2,982 205,100 SHRS Shared-Defined 1 205,100 PFIZER INC Common 717081103 2,130 83,300 SHRS Shared-Defined 1 83,300 PG&E CORP Common 69331C108 951 21,000 SHRS Shared-Defined 1 21,000 PHARMACEUTICAL HLDRS TR Option 71712A956 6,125 75,000 PUT Shared-Defined 1 75,000 PHARMACEUTICAL PROD DEV INC Common 717124101 457 11,947 SHRS Shared-Defined 1 11,947 PHARMANET DEV GROUP INC Common 717148100 567 17,791 SHRS Shared-Defined 1 17,791 PHARMION CORP Common 71715B409 28,950 1,000,000 SHRS Shared-Defined 1 1,000,000 PHI INC Common 69336T205 4,725 158,608 SHRS Shared-Defined 1 158,608 PHILADELPHIA CONS HLDG CORP Common 717528103 2,710 64,841 SHRS Shared-Defined 1 64,841
PHILLIPS VAN HEUSEN CORP Common 718592108 690 11,400 SHRS Shared-Defined 1 11,400 PHOENIX COS INC NEW Common 71902E109 3,740 249,200 SHRS Shared-Defined 1 249,200 PHOTON DYNAMICS INC Common 719364101 740 67,931 SHRS Shared-Defined 1 67,931 PIEDMONT NAT GAS INC Common 720186105 1,447 58,700 SHRS Shared-Defined 1 58,700 PIER 1 IMPORTS INC Common 720279108 2,547 300,000 SHRS Shared-Defined 1 300,000 PILGRIMS PRIDE CORP Common 721467108 779 20,400 SHRS Shared-Defined 1 20,400 PINNACLE ENTMT INC Common 723456109 5,531 196,500 SHRS Shared-Defined 1 196,500 PINNACLE WEST CAP CORP Common 723484101 877 22,000 SHRS Shared-Defined 1 22,000 PIONEER NAT RES CO Common 723787107 843 17,300 SHRS Shared-Defined 1 17,300 PIPER JAFFRAY COS Common 724078100 206 3,700 SHRS Shared-Defined 1 3,700 PLAINS EXPL& PRODTN CO Common 726505100 7,181 150,200 SHRS Shared-Defined 1 150,200 PLANTRONICS INC NEW Common 727493108 333 12,700 SHRS Shared-Defined 1 12,700 PLATINUM UNDERWRITER HLDGS L Common G7127P100 698 20,100 SHRS Shared-Defined 1 20,100 PLAYTEX PRODS INC Common 72813P100 19,253 1,300,000 SHRS Shared-Defined 1 1,300,000 PLEXUS CORP Common 729132100 937 40,755 SHRS Shared-Defined 1 40,755 PLUG POWER INC Common 72919P103 77 24,500 SHRS Shared-Defined 1 24,500 PMC-SIERRA INC Common 69344F106 2,239 289,619 SHRS Shared-Defined 1 289,619 PMI GROUP INC Common 69344M101 2,032 45,500 SHRS Shared-Defined 1 45,500 PNM RES INC Common 69349H107 484 17,400 SHRS Shared-Defined 1 17,400 POGO PRODUCING CO Common 730448107 3,195 62,900 SHRS Shared-Defined 1 62,900 POINT THERAPEUTICS INC Common 730694106 92 737,700 SHRS Shared-Defined 1 737,700 POLYCOM INC Common 73172K104 3,560 105,963 SHRS Shared-Defined 1 105,963 POLYONE CORP Common 73179P106 6,471 900,000 SHRS Shared-Defined 1 900,000 PONIARD PHARMACEUTICALS INC Common 732449301 97 14,300 SHRS Shared-Defined 1 14,300 PORTFOLIO RECOVERY ASSOCS IN Common 73640Q105 1,220 20,324 SHRS Shared-Defined 1 20,324 PORTLAND GEN ELEC CO Common 736508847 741 27,000 SHRS Shared-Defined 1 27,000 POTASH CORP SASK INC Common 73755L107 4,291 54,760 SHRS Shared-Defined 1 54,760 POWER-ONE INC Common 739308104 4,638 1,165,440 SHRS Shared-Defined 1 1,165,440 POWERSHARES QQQ TRUST Option 73935A904 53,788 1,130,000 CALL Shared-Defined 1 1,130,000 POWERSHARES QQQ TRUST Option 73935A954 38,794 815,000 PUT Shared-Defined 1 815,000 POWERWAVE TECHNOLOGIES INC Option 739363909 235 35,000 CALL Shared-Defined 1 35,000 PPG INDS INC Common 693506107 700 9,200 SHRS Shared-Defined 1 9,200 PPL CORP Common 69351T106 24,190 517,000 SHRS Shared-Defined 1 517,000 PRA INTL Common 69353C101 509 20,100 SHRS Shared-Defined 1 20,100 PRECISION CASTPARTS CORP Common 740189105 3,519 29,000 SHRS Shared-Defined 1 29,000 PREMIER EXIBITIONS INC Common 74051E102 178 11,293 SHRS Shared-Defined 1 11,293 PRG-SCHULTZ INTERNATIONAL IN Common 69357C503 359 22,554 SHRS Shared-Defined 1 22,554
PRICE T ROWE GROUP INC Common 74144T108 5,561 107,168 SHRS Shared-Defined 1 107,168 PRICELINE COM INC Common 741503403 3,005 43,713 SHRS Shared-Defined 1 43,713 PRIDE INTL INC DEL Common 74153Q102 33,414 892,000 SHRS Shared-Defined 1 892,000 PRIDE INTL INC DEL Debt 74153QAD4 14,183 9,500,000 PRN Shared-Defined 1 9,500,000 PRIMEDIA INC Common 74157K101 3,110 1,091,306 SHRS Shared-Defined 1 1,091,306 PRINCIPAL FINANCIAL GROUP IN Common 74251V102 25,630 439,700 SHRS Shared-Defined 1 439,700 PROCTER & GAMBLE CO Common 742718109 4,161 68,000 SHRS Shared-Defined 1 68,000 PROCTER & GAMBLE CO Option 742718909 24,476 400,000 CALL Shared-Defined 1 400,000 PROCTER & GAMBLE CO Option 742718959 12,238 200,000 PUT Shared-Defined 1 200,000 PROGEN PHARMACEUTICALS LIMIT Common Q7759R100 5,531 1,396,839 SHRS Shared-Defined 1 1,396,839 PROGRESS ENERGY INC Common 743263105 7,778 170,600 SHRS Shared-Defined 1 170,600 PROGRESS SOFTWARE CORP Common 743312100 3,159 99,363 SHRS Shared-Defined 1 99,363 PROLOGIS Common 743410102 4,932 86,670 SHRS Shared-Defined 1 86,670 PROSPERITY BANCSHARES INC Common 743606105 1,821 55,600 SHRS Shared-Defined 1 55,600 PROTECTIVE LIFE CORP Common 743674103 1,143 23,900 SHRS Shared-Defined 1 23,900 PROVIDENT BANKSHARES CORP Common 743859100 6,097 186,000 SHRS Shared-Defined 1 186,000 PRUDENTIAL FINL INC Common 744320102 16,270 167,333 SHRS Shared-Defined 1 167,333 PRUDENTIAL FINL INC Option 744320902 33,058 340,000 CALL Shared-Defined 1 340,000 PRUDENTIAL FINL INC Debt 744320AG7 45,827 45,000,000 PRN Shared-Defined 1 45,000,000 PSS WORLD MED INC Common 69366A100 3,284 180,250 SHRS Shared-Defined 1 180,250 PUBLIC STORAGE Common 74460D109 1,083 14,100 SHRS Shared-Defined 1 14,100 PUBLIC SVC ENTERPRISE GROUP Common 744573106 15,010 171,000 SHRS Shared-Defined 1 171,000 QIAGEN N V Common N72482107 228 12,840 SHRS Shared-Defined 1 12,840 QIMONDA AG Common 746904101 433 28,000 SHRS Shared-Defined 1 28,000 QLT INC Common 746927102 200 27,538 SHRS Shared-Defined 1 27,538 QUADRA REALTY TRUST INC Common 746945104 8,185 654,300 SHRS Shared-Defined 1 654,300 QUALCOMM INC Common 747525103 91,883 2,117,612 SHRS Shared-Defined 1 2,117,612 QUALCOMM INC Option 747525903 10,848 250,000 CALL Shared-Defined 1 250,000 QUANEX CORP Common 747620102 346 7,100 SHRS Shared-Defined 1 7,100 QUANTA SVCS INC Common 74762E102 78,393 2,556,000 SHRS Shared-Defined 1 2,556,000 QUANTUM CORP Common 747906204 2,720 858,116 SHRS Shared-Defined 1 858,116 QUANTUM FUEL SYS TECH WORLDW Common 74765E109 54 34,400 SHRS Shared-Defined 1 34,400 QUEST DIAGNOSTICS INC Common 74834L100 5,682 110,000 SHRS Shared-Defined 1 110,000 QUEST SOFTWARE INC Common 74834T103 2,718 167,900 SHRS Shared-Defined 1 167,900 QUESTAR CORP Common 748356102 102,281 1,935,300 SHRS Shared-Defined 1 1,935,300 QUESTAR CORP Option 748356902 31,446 595,000 CALL Shared-Defined 1 595,000 QUICKSILVER RESOURCES INC Common 74837R104 23,092 518,001 SHRS Shared-Defined 1 518,001
QUIKSILVER INC Common 74838C106 8,503 601,783 SHRS Shared-Defined 1 601,783 QUINTANA MARITIME LTD Common Y7169G109 346 21,900 SHRS Shared-Defined 1 21,900 QWEST COMMUNICATIONS INTL IN Common 749121109 359 37,000 SHRS Shared-Defined 1 37,000 QWEST COMMUNICATIONS INTL IN Debt 749121BY4 87,607 50,000,000 PRN Shared-Defined 1 50,000,000 R H DONNELLEY CORP Common 74955W307 6,062 80,000 SHRS Shared-Defined 1 80,000 RADIAN GROUP INC Common 750236101 605 11,200 SHRS Shared-Defined 1 11,200 RADIATION THERAPY SVCS INC Common 750323206 1,146 43,500 SHRS Shared-Defined 1 43,500 RADIO ONE INC Common 75040P405 225 31,826 SHRS Shared-Defined 1 31,826 RADIOSHACK CORP Common 750438103 739 22,300 SHRS Shared-Defined 1 22,300 RADISYS CORP Common 750459109 139 11,200 SHRS Shared-Defined 1 11,200 RALCORP HLDGS INC NEW Common 751028101 2,117 39,600 SHRS Shared-Defined 1 39,600 RAMBUS INC DEL Common 750917106 2,842 158,039 SHRS Shared-Defined 1 158,039 RANGE RES CORP Common 75281A109 389 10,400 SHRS Shared-Defined 1 10,400 RARE HOSPITALITY INTL INC Option 753820909 803 30,000 CALL Shared-Defined 1 30,000 RASER TECHNOLOGIES INC Common 754055101 7,390 1,000,000 SHRS Shared-Defined 1 1,000,000 RAYMOND JAMES FINANCIAL INC Common 754730109 11,371 368,000 SHRS Shared-Defined 1 368,000 RAYTHEON CO Common 755111507 6,402 118,800 SHRS Shared-Defined 1 118,800 RBC BEARINGS INC Common 75524B104 1,274 30,887 SHRS Shared-Defined 1 30,887 RCN CORP Common 749361200 438 23,322 SHRS Shared-Defined 1 23,322 REALNETWORKS INC Common 75605L104 946 115,731 SHRS Shared-Defined 1 115,731 REALNETWORKS INC Debt 75605LAB0 21,283 20,500,000 PRN Shared-Defined 1 20,500,000 RED HAT INC Common 756577102 1,742 78,200 SHRS Shared-Defined 1 78,200 RED HAT INC Option 756577902 2,005 90,000 CALL Shared-Defined 1 90,000 RED ROBIN GOURMET BURGERS IN Common 75689M101 3,483 86,285 SHRS Shared-Defined 1 86,285 REGENCY CTRS CORP Common 758849103 1,530 21,700 SHRS Shared-Defined 1 21,700 REGENERON PHARMACEUTICALS Common 75886F107 490 27,333 SHRS Shared-Defined 1 27,333 REGIONAL BK HOLDRS TR Common 75902E100 54,093 350,000 SHRS Shared-Defined 1 350,000 REGIONS FINANCIAL CORP NEW Common 7591EP100 665 20,100 SHRS Shared-Defined 1 20,100 REINSURANCE GROUP AMER INC Common 759351109 307 5,100 SHRS Shared-Defined 1 5,100 RELIANCE STEEL & ALUMINUM CO Common 759509102 2,470 43,900 SHRS Shared-Defined 1 43,900 RENAISSANCERE HOLDINGS LTD Common G7496G103 527 8,500 SHRS Shared-Defined 1 8,500 RENOVIS INC Common 759885106 40 11,213 SHRS Shared-Defined 1 11,213 RENT A CTR INC NEW Common 76009N100 37 1,400 SHRS Shared-Defined 1 1,400 RENTECH INC Common 760112102 518 200,000 SHRS Shared-Defined 1 200,000 REPUBLIC PROPERTY TR Common 760737106 123 10,000 SHRS Shared-Defined 1 10,000 RES-CARE INC Common 760943100 482 22,800 SHRS Shared-Defined 1 22,800 RESEARCH IN MOTION LTD Common 760975102 50,063 249,900 SHRS Shared-Defined 1 249,900
RESEARCH IN MOTION LTD Option 760975902 8,200 41,000 CALL Shared-Defined 1 41,000 RESMED INC Common 761152107 1,155 28,000 SHRS Shared-Defined 1 28,000 RESPIRONICS INC Common 761230101 384 9,008 SHRS Shared-Defined 1 9,008 RETAIL HOLDRS TR Option 76127U951 15,687 150,000 PUT Shared-Defined 1 150,000 REYNOLDS AMERICAN INC Common 761713106 1,689 25,900 SHRS Shared-Defined 1 25,900 RF MICRODEVICES INC Common 749941100 2,045 327,712 SHRS Shared-Defined 1 327,712 RF MICRODEVICES INC Debt 749941AE0 4,958 5,000,000 PRN Shared-Defined 1 5,000,000 RIGEL PHARMACEUTICALS INC Common 766559603 198 22,169 SHRS Shared-Defined 1 22,169 RIO NARCEA GOLD MINES INC Common 766909105 1,942 382,100 SHRS Shared-Defined 1 382,100 RITCHIE BROS AUCTIONEERS Common 767744105 227 3,627 SHRS Shared-Defined 1 3,627 RITE AID CORP Common 767754104 255 40,000 SHRS Shared-Defined 1 40,000 RIVERBED TECHNOLOGY INC Common 768573107 3,661 83,557 SHRS Shared-Defined 1 83,557 ROBBINS & MYERS INC Common 770196103 494 9,300 SHRS Shared-Defined 1 9,300 ROCK-TENN CO Common 772739207 1,088 34,300 SHRS Shared-Defined 1 34,300 ROGERS COMMUNICATIONS INC Common 775109200 10,685 250,000 SHRS Shared-Defined 1 250,000 ROSETTA GENOMICS LTD Common M82183100 404 63,122 SHRS Shared-Defined 1 63,122 ROSETTA RESOURCES INC Common 777779307 403 18,730 SHRS Shared-Defined 1 18,730 ROSS STORES INC Common 778296103 1,958 63,573 SHRS Shared-Defined 1 63,573 ROYAL GOLD INC Common 780287108 306 12,900 SHRS Shared-Defined 1 12,900 RPC INC Common 749660106 765 44,900 SHRS Shared-Defined 1 44,900 RPM INTL INC Common 749685103 1,712 74,100 SHRS Shared-Defined 1 74,100 RSC HOLDINGS INC Common 74972L102 6,000 300,000 SHRS Shared-Defined 1 300,000 RTI INTL METALS INC Common 74973W107 3,829 50,800 SHRS Shared-Defined 1 50,800 RUTHS CHRIS STEAK HSE INC Common 783332109 2,229 131,206 SHRS Shared-Defined 1 131,206 RYANAIR HLDGS PLC Common 783513104 2,497 66,139 SHRS Shared-Defined 1 66,139 RYDER SYS INC Common 783549108 640 11,900 SHRS Shared-Defined 1 11,900 RYERSON INC Common 78375P107 723 19,200 SHRS Shared-Defined 1 19,200 RYLAND GROUP INC Common 783764103 295 7,900 SHRS Shared-Defined 1 7,900 S1 CORPORATION Common 78463B101 223 27,900 SHRS Shared-Defined 1 27,900 SAFECO CORP Common 786429100 3,225 51,800 SHRS Shared-Defined 1 51,800 SAFEWAY INC Common 786514208 8,576 252,000 SHRS Shared-Defined 1 252,000 SAFEWAY INC Option 786514908 2,042 60,000 CALL Shared-Defined 1 60,000 SAIA INC Common 78709Y105 2,491 91,371 SHRS Shared-Defined 1 91,371 SAIC INC Common 78390X101 525 29,079 SHRS Shared-Defined 1 29,079 SALESFORCE COM INC Option 79466L952 4,286 100,000 PUT Shared-Defined 1 100,000 SALIX PHARMACEUTICALS INC Common 795435106 450 36,600 SHRS Shared-Defined 1 36,600 SALIX PHARMACEUTICALS INC Option 795435956 3,383 275,000 PUT Shared-Defined 1 275,000
SANDERSON FARMS INC Common 800013104 630 14,000 SHRS Shared-Defined 1 14,000 SANDISK CORP Common 80004C101 2,341 47,836 SHRS Shared-Defined 1 47,836 SANDISK CORP Option 80004C901 13,214 270,000 CALL Shared-Defined 1 270,000 SANDISK CORP Option 80004C951 4,894 100,000 PUT Shared-Defined 1 100,000 SANDISK CORP Debt 80004CAC5 8,834 10,000,000 PRN Shared-Defined 1 10,000,000 SANMINA SCI CORP Common 800907107 3,796 1,212,854 SHRS Shared-Defined 1 1,212,854 SANTARUS INC Common 802817304 126 24,388 SHRS Shared-Defined 1 24,388 SAPIENT CORP Common 803062108 843 109,006 SHRS Shared-Defined 1 109,006 SAVIENT PHARMACEUTICALS INC Common 80517Q100 509 40,999 SHRS Shared-Defined 1 40,999 SAVVIS INC Common 805423308 7,519 151,877 SHRS Shared-Defined 1 151,877 SBA COMMUNICATIONS CORP Common 78388J106 6,519 194,075 SHRS Shared-Defined 1 194,075 SCANA CORP NEW Common 80589M102 5,200 135,800 SHRS Shared-Defined 1 135,800 SCANSOURCE INC Common 806037107 228 7,118 SHRS Shared-Defined 1 7,118 SCHEIN HENRY INC Common 806407102 345 6,464 SHRS Shared-Defined 1 6,464 SCHERING PLOUGH CORP Common 806605101 283 9,300 SHRS Shared-Defined 1 9,300 SCHERING PLOUGH CORP Option 806605951 1,522 50,000 PUT Shared-Defined 1 50,000 SCHLUMBERGER LTD Common 806857108 3,839 45,200 SHRS Shared-Defined 1 45,200 SCHLUMBERGER LTD Option 806857908 19,961 235,000 CALL Shared-Defined 1 235,000 SCHNITZER STL INDS Common 806882106 1,251 26,105 SHRS Shared-Defined 1 26,105 SCHOLASTIC CORP Common 807066105 2,002 55,712 SHRS Shared-Defined 1 55,712 SCHWAB CHARLES CORP NEW Common 808513105 17,381 847,033 SHRS Shared-Defined 1 847,033 SCHWAB CHARLES CORP NEW Option 808513905 3,062 149,200 CALL Shared-Defined 1 149,200 SCIELE PHARMA INC Debt 808627AA1 2,041 2,000,000 PRN Shared-Defined 1 2,000,000 SCIENTIFIC GAMES CORP Common 80874P109 1,178 33,700 SHRS Shared-Defined 1 33,700 SCOTTS MIRACLE GRO CO Common 810186106 1,378 32,100 SHRS Shared-Defined 1 32,100 SCRIPPS E W CO OHIO Common 811054204 1,800 39,400 SHRS Shared-Defined 1 39,400 SEALED AIR CORP NEW Common 81211K100 1,176 37,900 SHRS Shared-Defined 1 37,900 SEARS HLDGS CORP Common 812350106 144,397 851,900 SHRS Shared-Defined 1 851,900 SECURE COMPUTING CORP Common 813705100 228 30,031 SHRS Shared-Defined 1 30,031 SEI INVESTMENTS CO Common 784117103 5,746 197,852 SHRS Shared-Defined 1 197,852 SELECT COMFORT CORP Common 81616X103 315 19,400 SHRS Shared-Defined 1 19,400 SELECT SECTOR SPDR TR Common 81369Y100 32,400 800,000 SHRS Shared-Defined 1 800,000 SELECT SECTOR SPDR TR Common 81369Y506 10,349 150,000 SHRS Shared-Defined 1 150,000 SELECT SECTOR SPDR TR Common 81369Y605 5,427 150,000 SHRS Shared-Defined 1 150,000 SELECT SECTOR SPDR TR Common 81369Y886 82,456 2,083,268 SHRS Shared-Defined 1 2,083,268 SELECTIVE INS GROUP INC Common 816300107 599 22,300 SHRS Shared-Defined 1 22,300 SEMICONDUCTOR HLDRS TR Option 816636903 9,589 252,000 CALL Shared-Defined 1 252,000
SEMICONDUCTOR HLDRS TR Option 816636953 1,522 40,000 PUT Shared-Defined 1 40,000 SEMPRA ENERGY Common 816851109 4,419 74,600 SHRS Shared-Defined 1 74,600 SEMTECH CORP Common 816850101 1,545 89,146 SHRS Shared-Defined 1 89,146 SENOMYX INC Common 81724Q107 229 16,928 SHRS Shared-Defined 1 16,928 SEPRACOR INC Common 817315104 1,875 45,700 SHRS Shared-Defined 1 45,700 SEPRACOR INC Debt 817315AW4 2,324 2,500,000 PRN Shared-Defined 1 2,500,000 SERVICE CORP INTL Common 817565104 5,112 400,000 SHRS Shared-Defined 1 400,000 SHERWIN WILLIAMS CO Common 824348106 958 14,407 SHRS Shared-Defined 1 14,407 SHIRE PLC Common 82481R106 30,329 409,134 SHRS Shared-Defined 1 409,134 SHIRE PLC Option 82481R906 7,858 106,000 CALL Shared-Defined 1 106,000 SHUFFLE MASTER INC Common 825549108 1,660 100,000 SHRS Shared-Defined 1 100,000 SHUTTERFLY INC Common 82568P304 400 18,576 SHRS Shared-Defined 1 18,576 SI INTL INC Common 78427V102 357 10,800 SHRS Shared-Defined 1 10,800 SIERRA PAC RES NEW Common 826428104 439 25,000 SHRS Shared-Defined 1 25,000 SIERRA WIRELESS INC Common 826516106 3,352 134,520 SHRS Shared-Defined 1 134,520 SIGMA ALDRICH CORP Common 826552101 533 12,500 SHRS Shared-Defined 1 12,500 SIGMA DESIGNS INC Common 826565103 3,577 137,096 SHRS Shared-Defined 1 137,096 SILGAN HOLDINGS INC Common 827048109 1,498 27,100 SHRS Shared-Defined 1 27,100 SILICON IMAGE INC Common 82705T102 157 18,323 SHRS Shared-Defined 1 18,323 SILICON LABORATORIES INC Common 826919102 502 14,500 SHRS Shared-Defined 1 14,500 SIMON PPTY GROUP INC NEW Common 828806109 1,855 19,942 SHRS Shared-Defined 1 19,942 SINA CORP Common G81477104 1,523 36,394 SHRS Shared-Defined 1 36,394 SINCLAIR BROADCAST GROUP INC Common 829226109 3,957 278,300 SHRS Shared-Defined 1 278,300 SIRENZA MICRODEVICES INC Common 82966T106 575 48,473 SHRS Shared-Defined 1 48,473 SIRF TECHNOLOGY HLDGS INC Common 82967H101 816 39,321 SHRS Shared-Defined 1 39,321 SIRIUS SATELLITE RADIO INC Common 82966U103 780 258,300 SHRS Shared-Defined 1 258,300 SIX FLAGS INC Common 83001P109 12,905 2,119,000 SHRS Shared-Defined 1 2,119,000 SKECHERS U S A INC Common 830566105 913 31,262 SHRS Shared-Defined 1 31,262 SKILLED HEALTHCARE GROUP INC Common 83066R107 2,258 145,567 SHRS Shared-Defined 1 145,567 SKYWEST INC Common 830879102 212 8,900 SHRS Shared-Defined 1 8,900 SKYWORKS SOLUTIONS INC Common 83088M102 116 15,800 SHRS Shared-Defined 1 15,800 SKYWORKS SOLUTIONS INC Debt 83088MAB8 826 825,000 PRN Shared-Defined 1 825,000 SLM CORP Common 78442P106 4,647 80,700 SHRS Shared-Defined 1 80,700 SLM CORP Option 78442P956 8,637 150,000 PUT Shared-Defined 1 150,000 SLM CORP Debt 78442PAC0 35,009 35,000,000 PRN Shared-Defined 1 35,000,000 SMART MODULAR TECHNOLOGIES I Common G82245104 259 18,841 SHRS Shared-Defined 1 18,841 SMITH & WESSON HLDG CORP Common 831756101 987 58,914 SHRS Shared-Defined 1 58,914
SMITH A O Common 831865209 778 19,500 SHRS Shared-Defined 1 19,500 SMITH MICRO SOFTWARE INC Common 832154108 278 18,463 SHRS Shared-Defined 1 18,463 SMUCKER J M CO Common 832696405 1,114 17,500 SHRS Shared-Defined 1 17,500 SNAP ON INC Common 833034101 939 18,600 SHRS Shared-Defined 1 18,600 SOMANETICS CORP Common 834445405 922 50,366 SHRS Shared-Defined 1 50,366 SONIC AUTOMOTIVE INC Common 83545G102 681 23,500 SHRS Shared-Defined 1 23,500 SONIC CORP Common 835451105 1,867 84,401 SHRS Shared-Defined 1 84,401 SONOCO PRODS CO Common 835495102 818 19,100 SHRS Shared-Defined 1 19,100 SONUS NETWORKS INC Common 835916107 490 57,551 SHRS Shared-Defined 1 57,551 SOTHEBYS Common 835898107 7,147 155,300 SHRS Shared-Defined 1 155,300 SOURCE INTERLINK COS INC Common 836151209 725 145,600 SHRS Shared-Defined 1 145,600 SOURCEFIRE INC Common 83616T108 185 13,219 SHRS Shared-Defined 1 13,219 SOURCEFORGE INC Common 83616W101 157 37,153 SHRS Shared-Defined 1 37,153 SOUTHERN UN CO NEW Common 844030106 6,857 210,400 SHRS Shared-Defined 1 210,400 SOUTHWEST GAS CORP Common 844895102 2,032 60,100 SHRS Shared-Defined 1 60,100 SOUTHWESTERN ENERGY CO Common 845467109 4,797 107,800 SHRS Shared-Defined 1 107,800 SOVEREIGN BANCORP INC Common 845905108 987 46,700 SHRS Shared-Defined 1 46,700 SPANSION INC Common 84649R101 244 22,000 SHRS Shared-Defined 1 22,000 SPARTAN MTRS INC Common 846819100 2,602 152,884 SHRS Shared-Defined 1 152,884 SPARTAN STORES INC Common 846822104 1,386 42,106 SHRS Shared-Defined 1 42,106 SPARTECH CORP Common 847220209 972 36,600 SHRS Shared-Defined 1 36,600 SPDR TR Common 78462F103 8,439 56,100 SHRS Shared-Defined 1 56,100 SPDR TR Option 78462F903 120,344 800,000 CALL Shared-Defined 1 800,000 SPECTRUM BRANDS INC Common 84762L105 179 26,400 SHRS Shared-Defined 1 26,400 SPIRIT AEROSYSTEMS HLDGS INC Common 848574109 51,767 1,435,975 SHRS Shared-Defined 1 1,435,975 SPRINT NEXTEL CORP Common 852061100 4,709 227,400 SHRS Shared-Defined 1 227,400 SPSS INC Common 78462K102 1,120 25,381 SHRS Shared-Defined 1 25,381 ST JOE CO Common 790148100 5,264 113,600 SHRS Shared-Defined 1 113,600 ST JUDE MED INC Common 790849103 1,386 33,400 SHRS Shared-Defined 1 33,400 ST MARY LD & EXPL CO Common 792228108 1,282 35,000 SHRS Shared-Defined 1 35,000 STANCORP FINL GROUP INC Common 852891100 1,060 20,200 SHRS Shared-Defined 1 20,200 STANDARD MICROSYSTEMS CORP Common 853626109 560 16,299 SHRS Shared-Defined 1 16,299 STANDARD PAC CORP NEW Common 85375C101 4,383 250,000 SHRS Shared-Defined 1 250,000 STANLEY WKS Common 854616109 6,069 99,991 SHRS Shared-Defined 1 99,991 STANTEC INC Common 85472N109 2,292 69,200 SHRS Shared-Defined 1 69,200 STARBUCKS CORP Common 855244109 6,470 246,563 SHRS Shared-Defined 1 246,563 STARENT NETWORKS CORP Common 85528P108 441 30,000 SHRS Shared-Defined 1 30,000
STARWOOD HOTELS&RESORTS WRLD Common 85590A401 20,899 311,600 SHRS Shared-Defined 1 311,600 STATE STR CORP Common 857477103 7,524 110,000 SHRS Shared-Defined 1 110,000 STATION CASINOS INC Common 857689103 1,736 20,000 SHRS Shared-Defined 1 20,000 STEEL DYNAMICS INC Common 858119100 2,502 59,700 SHRS Shared-Defined 1 59,700 STEREOTAXIS INC Common 85916J102 3,743 286,585 SHRS Shared-Defined 1 286,585 STERICYCLE INC Common 858912108 2,495 56,114 SHRS Shared-Defined 1 56,114 STERLING BANCSHARES INC Common 858907108 2,149 190,000 SHRS Shared-Defined 1 190,000 STERLING FINL CORP WASH Common 859319105 379 13,100 SHRS Shared-Defined 1 13,100 STMICROELECTRONICS N V Common 861012102 1,044 54,400 SHRS Shared-Defined 1 54,400 STONE ENERGY CORP Common 861642106 939 27,400 SHRS Shared-Defined 1 27,400 STRATASYS INC Common 862685104 448 9,528 SHRS Shared-Defined 1 9,528 STRYKER CORP Common 863667101 808 12,800 SHRS Shared-Defined 1 12,800 SUN COMMUNITIES INC Common 866674104 5,222 175,400 SHRS Shared-Defined 1 175,400 SUN HEALTHCARE GROUP INC Common 866933401 5,796 400,000 SHRS Shared-Defined 1 400,000 SUN HYDRAULICS CORP Common 866942105 947 19,224 SHRS Shared-Defined 1 19,224 SUN LIFE FINL INC Common 866796105 2,875 60,200 SHRS Shared-Defined 1 60,200 SUN MICROSYSTEMS INC Common 866810104 1,704 324,043 SHRS Shared-Defined 1 324,043 SUNCOR ENERGY INC Common 867229106 1,029 11,400 SHRS Shared-Defined 1 11,400 SUNOCO INC Common 86764P109 2,972 37,300 SHRS Shared-Defined 1 37,300 SUNOPTA INC Common 8676EP108 184 16,473 SHRS Shared-Defined 1 16,473 SUNRISE SENIOR LIVING INC Common 86768K106 63,586 1,590,037 SHRS Shared-Defined 1 1,590,037 SUNSTONE HOTEL INVS INC NEW Common 867892101 17,929 631,513 SHRS Shared-Defined 1 631,513 SUNTECH PWR HLDGS CO LTD Common 86800C104 748 20,500 SHRS Shared-Defined 1 20,500 SUNTRUST BKS INC Common 867914103 984 11,476 SHRS Shared-Defined 1 11,476 SUPERIOR ENERGY SVCS INC Common 868157108 595 14,900 SHRS Shared-Defined 1 14,900 SUPERTEX INC Common 868532102 492 15,700 SHRS Shared-Defined 1 15,700 SUPERVALU INC Common 868536103 22,530 486,400 SHRS Shared-Defined 1 486,400 SUPERVALU INC Debt 868536AP8 3,586 8,000,000 PRN Shared-Defined 1 8,000,000 SUSQUEHANNA BANCSHARES INC P Common 869099101 313 14,000 SHRS Shared-Defined 1 14,000 SVB FINL GROUP Common 78486Q101 1,099 20,694 SHRS Shared-Defined 1 20,694 SWIFT ENERGY CO Common 870738101 4,250 99,400 SHRS Shared-Defined 1 99,400 SYBASE INC Common 871130100 2,274 95,200 SHRS Shared-Defined 1 95,200 SYCAMORE NETWORKS INC Common 871206108 120 29,883 SHRS Shared-Defined 1 29,883 SYMANTEC CORP Common 871503108 9,654 477,926 SHRS Shared-Defined 1 477,926 SYMANTEC CORP Debt 871503AD0 3,504 3,000,000 PRN Shared-Defined 1 3,000,000 SYNAPTICS INC Common 87157D109 349 9,761 SHRS Shared-Defined 1 9,761 SYNCHRONOSS TECHNOLOGIES INC Common 87157B103 591 20,149 SHRS Shared-Defined 1 20,149
SYNNEX CORP Common 87162W100 478 23,200 SHRS Shared-Defined 1 23,200 SYNOPSYS INC Common 871607107 1,308 49,500 SHRS Shared-Defined 1 49,500 SYNTA PHARMACEUTICALS CORP Common 87162T206 13 1,600 SHRS Shared-Defined 1 1,600 SYNTROLEUM CORP Common 871630109 225 81,700 SHRS Shared-Defined 1 81,700 SYSCO CORP Common 871829107 6,892 208,900 SHRS Shared-Defined 1 208,900 TAKE-TWO INTERACTIVE SOFTWAR Common 874054109 206 10,300 SHRS Shared-Defined 1 10,300 TALBOTS INC Common 874161102 498 19,900 SHRS Shared-Defined 1 19,900 TALEO CORP Common 87424N104 2,559 113,588 SHRS Shared-Defined 1 113,588 TALISMAN ENERGY INC Common 87425E103 1,537 79,300 SHRS Shared-Defined 1 79,300 TARGET CORP Common 87612E106 2,646 41,600 SHRS Shared-Defined 1 41,600 TASEKO MINES LTD Common 876511106 86 23,185 SHRS Shared-Defined 1 23,185 TASER INTL INC Common 87651B104 209 15,000 SHRS Shared-Defined 1 15,000 TBS INTERNATIONAL LIMITED Common G86975151 229 8,059 SHRS Shared-Defined 1 8,059 TCF FINL CORP Common 872275102 5,674 204,100 SHRS Shared-Defined 1 204,100 TD AMERITRADE HLDG CORP Common 87236Y108 17,069 853,425 SHRS Shared-Defined 1 853,425 TECHNE CORP Common 878377100 755 13,195 SHRS Shared-Defined 1 13,195 TECHNIP NEW Common 878546209 6,194 75,000 SHRS Shared-Defined 1 75,000 TECHNITROL INC Common 878555101 249 8,700 SHRS Shared-Defined 1 8,700 TECHTARGET INC Common 87874R100 497 38,700 SHRS Shared-Defined 1 38,700 TECHWELL INC Common 87874D101 150 11,457 SHRS Shared-Defined 1 11,457 TECK COMINCO LTD Common 878742204 1,888 44,400 SHRS Shared-Defined 1 44,400 TEEKAY CORPORATION Common Y8564W103 735 12,700 SHRS Shared-Defined 1 12,700 TEKELEC Common 879101103 438 30,374 SHRS Shared-Defined 1 30,374 TEKTRONIX INC Common 879131100 214 6,354 SHRS Shared-Defined 1 6,354 TELECOM ITALIA S P A NEW Common 87927Y102 404 14,700 SHRS Shared-Defined 1 14,700 TELECOMMUNICATION SYS INC Common 87929J103 100 19,600 SHRS Shared-Defined 1 19,600 TELEFLEX INC Common 879369106 270 3,300 SHRS Shared-Defined 1 3,300 TELEPHONE & DATA SYS INC Common 879433100 457 7,300 SHRS Shared-Defined 1 7,300 TELETECH HOLDINGS INC Common 879939106 2,637 81,179 SHRS Shared-Defined 1 81,179 TELIK INC Common 87959M109 283 83,700 SHRS Shared-Defined 1 83,700 TELLABS INC Common 879664100 1,155 107,300 SHRS Shared-Defined 1 107,300 TEMPLE INLAND INC Common 879868107 40,363 655,990 SHRS Shared-Defined 1 655,990 TENET HEALTHCARE CORP Common 88033G100 2,682 412,000 SHRS Shared-Defined 1 412,000 TENNECO INC Common 880349105 352 10,049 SHRS Shared-Defined 1 10,049 TERADYNE INC Common 880770102 788 44,800 SHRS Shared-Defined 1 44,800 TEREX CORP NEW Common 880779103 2,325 28,600 SHRS Shared-Defined 1 28,600 TERRA INDS INC Common 880915103 27,993 1,101,200 SHRS Shared-Defined 1 1,101,200
TERREMARK WORLDWIDE INC Common 881448203 180 27,942 SHRS Shared-Defined 1 27,942 TESORO CORP Common 881609101 28,158 492,700 SHRS Shared-Defined 1 492,700 TESSERA TECHNOLOGIES INC Common 88164L100 1,247 30,751 SHRS Shared-Defined 1 30,751 TETRA TECH INC NEW Common 88162G103 269 12,487 SHRS Shared-Defined 1 12,487 TEVA PHARMACEUTICAL FIN II L Debt 88164RAB3 59,179 48,500,000 PRN Shared-Defined 1 48,500,000 TEVA PHARMACEUTICAL FIN LLC Debt 88163VAE9 3,509 3,500,000 PRN Shared-Defined 1 3,500,000 TEVA PHARMACEUTICAL INDS LTD Option 881624909 20,831 505,000 CALL Shared-Defined 1 505,000 TEXAS INDS INC Common 882491103 2,454 31,300 SHRS Shared-Defined 1 31,300 TEXAS INSTRS INC Common 882508104 252 6,700 SHRS Shared-Defined 1 6,700 TEXAS ROADHOUSE INC Common 882681109 406 31,711 SHRS Shared-Defined 1 31,711 TEXTRON INC Common 883203101 9,844 89,400 SHRS Shared-Defined 1 89,400 THERMO FISHER SCIENTIFIC INC Common 883556102 7,220 139,600 SHRS Shared-Defined 1 139,600 THERMOGENESIS CORP Common 883623209 70 25,374 SHRS Shared-Defined 1 25,374 THIRD WAVE TECHNOLOGIES INC Common 88428W108 8 1,402 SHRS Shared-Defined 1 1,402 THOMSON CORP Common 884903105 3,762 91,900 SHRS Shared-Defined 1 91,900 THORATEC CORP Common 885175307 222 12,089 SHRS Shared-Defined 1 12,089 THORNBURG MTG INC Common 885218107 563 21,500 SHRS Shared-Defined 1 21,500 THQ INC Common 872443403 2,203 72,181 SHRS Shared-Defined 1 72,181 TIDEWATER INC Common 886423102 8,669 122,300 SHRS Shared-Defined 1 122,300 TIM HORTONS INC Common 88706M103 1,079 34,900 SHRS Shared-Defined 1 34,900 TIMBERLAND CO Option 887100905 3,779 150,000 CALL Shared-Defined 1 150,000 TIME WARNER CABLE INC Common 88732J108 3,179 81,155 SHRS Shared-Defined 1 81,155 TIME WARNER INC Option 887317905 736 35,000 CALL Shared-Defined 1 35,000 TIME WARNER TELECOM INC Common 887319101 546 27,142 SHRS Shared-Defined 1 27,142 TITAN INTL INC ILL Common 88830M102 1,767 55,900 SHRS Shared-Defined 1 55,900 TITANIUM METALS CORP Common 888339207 1,876 58,800 SHRS Shared-Defined 1 58,800 TIVO INC Common 888706108 1,747 301,800 SHRS Shared-Defined 1 301,800 TJX COS INC NEW Debt 872540AL3 59,100 64,500,000 PRN Shared-Defined 1 64,500,000 TLC VISION CORP Common 872549100 1,705 327,600 SHRS Shared-Defined 1 327,600 TONGJITANG CHINESE MED CO Common 89025E103 1,918 170,500 SHRS Shared-Defined 1 170,500 TOP TANKERS INC Common Y8897Y107 72 10,000 SHRS Shared-Defined 1 10,000 TORCHMARK CORP Common 891027104 704 10,507 SHRS Shared-Defined 1 10,507 TORO CO Common 891092108 2,102 35,700 SHRS Shared-Defined 1 35,700 TORONTO DOMINION BK ONT Common 891160509 1,200 17,500 SHRS Shared-Defined 1 17,500 TOTAL SYS SVCS INC Common 891906109 2,026 68,662 SHRS Shared-Defined 1 68,662 TOUSA INC Common 872962105 62 14,900 SHRS Shared-Defined 1 14,900 TRACTOR SUPPLY CO Common 892356106 394 7,579 SHRS Shared-Defined 1 7,579
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UNITED STATES STL CORP NEW Common 912909108 20,445 188,000 SHRS Shared-Defined 1 188,000 UNITED STATIONERS INC Common 913004107 482 7,235 SHRS Shared-Defined 1 7,235 UNITED TECHNOLOGIES CORP Common 913017109 7,093 100,000 SHRS Shared-Defined 1 100,000 UNITED THERAPEUTICS CORP DEL Common 91307C102 6,268 98,304 SHRS Shared-Defined 1 98,304 UNITEDHEALTH GROUP INC Common 91324P102 4,410 86,230 SHRS Shared-Defined 1 86,230 UNITEDHEALTH GROUP INC Option 91324P952 22,190 433,900 PUT Shared-Defined 1 433,900 UNIVERSAL AMERN FINL CORP Common 913377107 5,115 240,381 SHRS Shared-Defined 1 240,381 UNIVERSAL COMPRESSION HLDGS Common 913431102 12,030 166,000 SHRS Shared-Defined 1 166,000 UNIVERSAL CORP VA Common 913456109 518 8,500 SHRS Shared-Defined 1 8,500 UNIVERSAL DISPLAY CORP Common 91347P105 204 12,986 SHRS Shared-Defined 1 12,986 UNIVERSAL ELECTRS INC Common 913483103 623 17,154 SHRS Shared-Defined 1 17,154 UNIVERSAL HLTH SVCS INC Common 913903100 10,763 175,000 SHRS Shared-Defined 1 175,000 UNUM GROUP Common 91529Y106 856 32,800 SHRS Shared-Defined 1 32,800 URBAN OUTFITTERS INC Common 917047102 4,686 195,000 SHRS Shared-Defined 1 195,000 URS CORP NEW Common 903236107 675 13,900 SHRS Shared-Defined 1 13,900 US BANCORP DEL Common 902973304 652 19,800 SHRS Shared-Defined 1 19,800 US BANCORP DEL Debt 902973AK2 22,653 22,500,000 PRN Shared-Defined 1 22,500,000 US BANCORP DEL Debt 902973AQ9 997 1,000,000 PRN Shared-Defined 1 1,000,000 USA TECHNOLOGIES INC Common 90328S500 17,917 1,666,667 SHRS Shared-Defined 1 1,666,667 USANA HEALTH SCIENCES INC Common 90328M107 2,505 56,000 SHRS Shared-Defined 1 56,000 USF&G CORP Debt 903290AD6 46,716 48,395,000 PRN Shared-Defined 1 48,395,000 UTI WORLDWIDE INC Common G87210103 374 13,951 SHRS Shared-Defined 1 13,951 UTILITIES HOLDRS TR Common 918019100 18,633 131,540 SHRS Shared-Defined 1 131,540 UTILITIES HOLDRS TR Option 918019950 43,912 310,000 PUT Shared-Defined 1 310,000 VAIL RESORTS INC Common 91879Q109 9,114 149,724 SHRS Shared-Defined 1 149,724 VALASSIS COMMUNICATIONS INC Common 918866104 414 24,100 SHRS Shared-Defined 1 24,100 VALASSIS COMMUNICATIONS INC Debt 918866AK0 14,396 22,500,000 PRN Shared-Defined 1 22,500,000 VALEANT PHARMACEUTICALS INTL Common 91911X104 394 23,628 SHRS Shared-Defined 1 23,628 VALEANT PHARMACEUTICALS INTL Debt 91911XAB0 951 1,000,000 PRN Shared-Defined 1 1,000,000 VALERO ENERGY CORP NEW Common 91913Y100 17,733 240,093 SHRS Shared-Defined 1 240,093 VALLEY NATL BANCORP Common 919794107 1,687 75,000 SHRS Shared-Defined 1 75,000 VALSPAR CORP Common 920355104 372 13,100 SHRS Shared-Defined 1 13,100 VANDA PHARMACEUTICALS INC Common 921659108 2,330 115,000 SHRS Shared-Defined 1 115,000 VANDA PHARMACEUTICALS INC Option 921659908 2,026 100,000 CALL Shared-Defined 1 100,000 VARIAN INC Common 922206107 1,205 21,971 SHRS Shared-Defined 1 21,971 VARIAN MED SYS INC Common 92220P105 5,144 121,000 SHRS Shared-Defined 1 121,000 VARIAN MED SYS INC Option 92220P905 12,753 300,000 CALL Shared-Defined 1 300,000
VARIAN SEMICONDUCTOR EQUIPMN Common 922207105 5,056 126,204 SHRS Shared-Defined 1 126,204 VASCO DATA SEC INTL INC Common 92230Y104 1,007 44,248 SHRS Shared-Defined 1 44,248 VCA ANTECH INC Common 918194101 1,331 35,315 SHRS Shared-Defined 1 35,315 VECTREN CORP Common 92240G101 299 11,100 SHRS Shared-Defined 1 11,100 VENOCO INC Common 92275P307 8,704 466,200 SHRS Shared-Defined 1 466,200 VENTAS INC Common 92276F100 308 8,500 SHRS Shared-Defined 1 8,500 VERAZ NETWORKS INC Common 923359103 1,456 223,300 SHRS Shared-Defined 1 223,300 VERIFONE HLDGS INC Common 92342Y109 11,803 334,845 SHRS Shared-Defined 1 334,845 VERIGY LTD Common Y93691106 1,267 44,301 SHRS Shared-Defined 1 44,301 VERISIGN INC Common 92343E102 3,332 105,000 SHRS Shared-Defined 1 105,000 VERIZON COMMUNICATIONS Common 92343V104 7,584 184,200 SHRS Shared-Defined 1 184,200 VERTEX PHARMACEUTICALS INC Common 92532F100 1,043 36,511 SHRS Shared-Defined 1 36,511 VINEYARD NATL BANCORP Common 927426106 482 21,000 SHRS Shared-Defined 1 21,000 VIRGIN MEDIA INC Common 92769L101 2,742 112,500 SHRS Shared-Defined 1 112,500 VIROPHARMA INC Common 928241108 1,274 92,301 SHRS Shared-Defined 1 92,301 VISHAY INTERTECHNOLOGY INC Common 928298108 824 52,100 SHRS Shared-Defined 1 52,100 VISHAY INTERTECHNOLOGY INC Option 928298958 4,746 300,000 PUT Shared-Defined 1 300,000 VISTACARE INC Common 92839Y109 6,351 646,695 SHRS Shared-Defined 1 646,695 VISTEON CORP Common 92839U107 308 38,000 SHRS Shared-Defined 1 38,000 VISUAL SCIENCES INC Common 92845H108 156 10,071 SHRS Shared-Defined 1 10,071 VOLCOM INC Common 92864N101 5,542 110,559 SHRS Shared-Defined 1 110,559 VORNADO RLTY L P Debt 929043AE7 34,163 35,000,000 PRN Shared-Defined 1 35,000,000 VULCAN MATLS CO Common 929160109 504 4,400 SHRS Shared-Defined 1 4,400 W HLDG CO INC Common 929251106 460 174,400 SHRS Shared-Defined 1 174,400 WABTEC CORP Common 929740108 826 22,600 SHRS Shared-Defined 1 22,600 WACHOVIA CORP NEW Common 929903102 579 11,300 SHRS Shared-Defined 1 11,300 WADDELL & REED FINL INC Common 930059100 5,202 200,000 SHRS Shared-Defined 1 200,000 WAL MART STORES INC Common 931142103 796 16,555 SHRS Shared-Defined 1 16,555 WALGREEN CO Common 931422109 29,265 672,142 SHRS Shared-Defined 1 672,142 WALTER INDS INC Common 93317Q105 602 20,800 SHRS Shared-Defined 1 20,800 WARNACO GROUP INC Common 934390402 4,024 102,289 SHRS Shared-Defined 1 102,289 WARREN RES INC Common 93564A100 15,914 1,362,500 SHRS Shared-Defined 1 1,362,500 WASHINGTON GROUP INTL INC Common 938862208 8,001 100,000 SHRS Shared-Defined 1 100,000 WASTE CONNECTIONS INC Common 941053100 780 25,800 SHRS Shared-Defined 1 25,800 WATERS CORP Common 941848103 1,781 30,000 SHRS Shared-Defined 1 30,000 WATSCO INC Common 942622200 506 9,300 SHRS Shared-Defined 1 9,300 WATSON PHARMACEUTICALS INC Debt 942683AC7 9,666 10,000,000 PRN Shared-Defined 1 10,000,000
WATSON WYATT WORLDWIDE INC Common 942712100 596 11,800 SHRS Shared-Defined 1 11,800 WCI CMNTYS INC Common 92923C104 66,720 4,000,000 SHRS Shared-Defined 1 4,000,000 WEATHERFORD INTERNATIONAL LT Common G95089101 8,286 150,000 SHRS Shared-Defined 1 150,000 WEBMD HEALTH CORP Common 94770V102 1,182 25,103 SHRS Shared-Defined 1 25,103 WEBSENSE INC Common 947684106 262 12,334 SHRS Shared-Defined 1 12,334 WEBSTER FINL CORP CONN Common 947890109 1,152 27,000 SHRS Shared-Defined 1 27,000 WEINGARTEN RLTY INVS Common 948741103 518 12,600 SHRS Shared-Defined 1 12,600 WEINGARTEN RLTY INVS Debt 948741AF0 5,051 5,000,000 PRN Shared-Defined 1 5,000,000 WELLCARE HEALTH PLANS INC Common 94946T106 3,702 40,900 SHRS Shared-Defined 1 40,900 WELLCARE HEALTH PLANS INC Option 94946T956 3,620 40,000 PUT Shared-Defined 1 40,000 WELLPOINT INC Common 94973V107 8,382 105,000 SHRS Shared-Defined 1 105,000 WELLS FARGO & CO NEW Common 949746101 274 7,800 SHRS Shared-Defined 1 7,800 WESCO INTL INC Common 95082P105 2,454 40,600 SHRS Shared-Defined 1 40,600 WEST PHARMACEUTICAL SVSC INC Common 955306105 1,028 21,800 SHRS Shared-Defined 1 21,800 WESTAR ENERGY INC Common 95709T100 719 29,600 SHRS Shared-Defined 1 29,600 WESTERN UN CO Common 959802109 15,664 752,000 SHRS Shared-Defined 1 752,000 WESTERN UN CO Option 959802909 1,042 50,000 CALL Shared-Defined 1 50,000 WESTLAKE CHEM CORP Common 960413102 501 17,800 SHRS Shared-Defined 1 17,800 WESTWOOD ONE INC Common 961815107 175 24,400 SHRS Shared-Defined 1 24,400 WEYERHAEUSER CO Common 962166104 12,195 154,500 SHRS Shared-Defined 1 154,500 WEYERHAEUSER CO Option 962166904 19,733 250,000 CALL Shared-Defined 1 250,000 WGL HLDGS INC Common 92924F106 2,849 87,300 SHRS Shared-Defined 1 87,300 W-H ENERGY SVCS INC Common 92925E108 421 6,800 SHRS Shared-Defined 1 6,800 WHIRLPOOL CORP Common 963320106 1,301 11,700 SHRS Shared-Defined 1 11,700 WHITING PETE CORP NEW Common 966387102 2,836 70,000 SHRS Shared-Defined 1 70,000 WHOLE FOODS MKT INC Common 966837106 506 13,200 SHRS Shared-Defined 1 13,200 WILLIAMS CLAYTON ENERGY INC Common 969490101 347 13,100 SHRS Shared-Defined 1 13,100 WILLIAMS COS INC DEL Common 969457100 28,025 886,300 SHRS Shared-Defined 1 886,300 WILLIAMS SONOMA INC Common 969904101 625 19,800 SHRS Shared-Defined 1 19,800 WILSHIRE BANCORP INC Common 97186T108 122 10,000 SHRS Shared-Defined 1 10,000 WINN DIXIE STORES INC Common 974280307 971 33,138 SHRS Shared-Defined 1 33,138 WINTRUST FINANCIAL CORP Common 97650W108 267 6,100 SHRS Shared-Defined 1 6,100 WIRELESS FACILITIES INC Common 97653A103 104 62,200 SHRS Shared-Defined 1 62,200 WISCONSIN ENERGY CORP Common 976657106 10,933 247,174 SHRS Shared-Defined 1 247,174 WMS INDS INC Common 929297109 1,593 55,200 SHRS Shared-Defined 1 55,200 WOODWARD GOVERNOR CO Common 980745103 2,158 40,200 SHRS Shared-Defined 1 40,200 WORLD ACCEP CORP DEL Common 981419104 209 4,900 SHRS Shared-Defined 1 4,900
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