-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Jgy3U6Z6QUxFYzxMAP1TmuNivh1DRD3DuCFHcg/SSHCzgy2lJxW6hrx+Bqn0CGke UxlxRrUT9pPiKgolgWfcSQ== 0001144204-09-008376.txt : 20090217 0001144204-09-008376.hdr.sgml : 20090216 20090217063542 ACCESSION NUMBER: 0001144204-09-008376 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090217 DATE AS OF CHANGE: 20090217 EFFECTIVENESS DATE: 20090217 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Vicis Capital, LLC CENTRAL INDEX KEY: 0001341950 IRS NUMBER: 450538105 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11503 FILM NUMBER: 09606854 BUSINESS ADDRESS: STREET 1: TOWER 56, SUITE 700, 126 E. 56TH STREET STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-909-4600 MAIL ADDRESS: STREET 1: TOWER 56, SUITE 700, 126 E. 56TH STREET STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 v140285_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment |_|; Amendment Number: This Amendment (Check only one): |_| is a restatement |_| adds new holding entries Institutional Investment Manager Filing this Report: Name: Vicis Capital LLC Address: 445 Park Avenue 16th Floor New York, NY 10022 Form 13F File Number: 28-11503 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: Keith Hughes Title: Chief Financial Officer Phone: 212-909-4600 Signature, Place and Date of Signing: /s/ Keith Hughes New York, NY February 17, 2009 - ------------------- ----------------------------- ----------------- (Signature) (City, State) (Date) Report Type (Check only one): |X| 13F HOLDINGS REPORT: (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE: (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT: (Check here if a portion of the holding 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: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 923 Form 13F Information Table Value Total: $4,891,843 (in thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Name Title CUSIP Value Shrs or SH/ Put/ Investment Other Voting Authority of Issuer of Class (X$1,000) Prn Amt PRN Call Discretion Managers Sole Shared None 3M CO COM 88579Y101 212 3030 CALL Sole 3M CO COM 88579Y101 359 200 PUT Sole X 3M CO COM 88579Y101 620 500 PUT Sole X 3M CO COM 88579Y101 9058 2800 PUT Sole X AAR CORP NOTE 2.250% 3/0 000361AL9 4641 7500000 PRN Sole X AAR CORP COM 000361105 3411 185295 SH Sole X ABERCROMBIE & FITCH CO. COM 002896207 10646 461471 SH Sole X ABERCROMBIE & FITCH CO. COM 002896207 14070 3000 PUT Sole X ABERCROMBIE & FITCH CO. COM 002896207 571 110 PUT Sole X ABITIBIBOWATER INC COM 003687100 7538 3045 PUT Sole X ABITIBIBOWATER INC COM 003687100 229 77 PUT Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 7389 18500000 PRN Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 3448 9000000 PRN Sole X ADVANCED MICRO DEVICES INC. COM 007903107 1021 1900 PUT Sole X ADVANCED MICRO DEVICES INC. COM 007903107 463 5000 CALL Sole AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 2283 6000000 PRN Sole X AGILENT TECHNOLOGIES INC COM 00846U101 1395 89267 SH Sole X AGILENT TECHNOLOGIES INC COM 00846U101 3059 1400 PUT Sole X AGNICO-EAGLE MINES LTD COM 008474108 7700 150000 SH Sole X AGNICO-EAGLE MINES LTD COM 008474108 4313 1500 PUT Sole X AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 1173 150000 PRN Sole X AIRTRAN HOLDINGS INC COM 00949P108 381 1250 PUT Sole X ALCOA INC COM 013817101 680 60400 SH Sole X ALCOA INC COM 013817101 1316 617 PUT Sole X ALLSTATE CORPORATION COM 020002101 1475 2500 CALL Sole ALLSTATE CORPORATION COM 020002101 2047 6712 CALL Sole ALLSTATE CORPORATION COM 020002101 1650 8150 CALL Sole ALLSTATE CORPORATION COM 020002101 629 1746 CALL Sole ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 12480 20000000 PRN Sole X ALTRIA GROUP INC COM 02209S103 5481 363954 SH Sole X ALTRIA GROUP INC COM 02209S103 980 2000 PUT Sole X ALTRIA GROUP INC COM 02209S103 444 600 PUT Sole X AMAZON.COM INC COM 023135106 4734 92318 SH Sole X AMAZON.COM INC COM 023135106 365 518 PUT Sole X AMAZON.COM INC COM 023135106 2878 1000 PUT Sole X AMAZON.COM INC COM 023135106 1163 300 PUT Sole X AMBAC FINANCIAL GROUP INC COM 023139108 9942 7647909 SH Sole X AMERICAN AXLE & MFG INC COM 024061103 1807 625250 SH Sole X AMERICAN ELEC PWR INC COM 025537101 1281 38500 SH Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 2785 1139 PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 829 475 PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 369 200 PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 210 100 PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 4297 1914 PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 59894 10247 PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 3343 1000 PUT Sole X AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3820 2000 PUT Sole X AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4432 143000 SH Sole X AMERICAN AXLE & MFG INC COM 024061103 13851 8100 PUT Sole X AMERICAN AXLE & MFG INC COM 024061103 6763 3060 PUT Sole X AMERICAN ELEC PWR INC COM 025537101 675 1000 PUT Sole X AMERICAN EXPRESS COMPANY COM 025816109 409 353 PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 3256 2074183 SH Sole X AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 11041 12682000 PRN Sole X AMERIGROUP CORP COM 03073T102 7024 237925 SH Sole X AMGEN INC. NOTE 0.125% 2/0 031162AN0 55548 57850000 PRN Sole X AMGEN INC. NOTE 0.375% 2/0 031162AQ3 73369 77500000 PRN Sole X AMGEN INC. COM 031162100 10105 12872 CALL Sole AMGEN INC. COM 031162100 4987 13951 CALL Sole AMR CORP COM 001765106 1606 3650 PUT Sole X AMR CORP COM 001765106 231 195 PUT Sole X AMR CORP COM 001765106 320 1000 CALL Sole AMR CORP COM 001765106 220 500 CALL Sole AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 1308 3000000 PRN Sole X AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE8 4359 10000000 PRN Sole X ANADARKO PETROLEUM CORP COM 032511107 1014 26291 SH Sole X ANADARKO PETROLEUM CORP COM 032511107 1823 500 PUT Sole X ANALOG DEVICES INC COM 032654105 800 500 PUT Sole X ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 10801 17780000 PRN Sole X ANNTAYLOR STORES CORP COM 036115103 726 300 PUT Sole X AON CORP COM 037389103 539 11800 SH Sole X APEX SILVER MINES LTD COM G04074103 910 928340 SH Sole X APPLE INC COM 037833100 13181 154437 SH Sole X APPLE INC COM 037833100 3010 2000 PUT Sole X APPLE INC COM 037833100 4440 1500 PUT Sole X APPLE INC COM 037833100 1729 500 PUT Sole X APPLE INC COM 037833100 9330 2092 PUT Sole X APPLE INC COM 037833100 6143 1125 PUT Sole X APPLE INC COM 037833100 548 2500 PUT Sole X APPLE INC COM 037833100 336 1400 CALL Sole APPLE INC COM 037833100 347 3000 CALL Sole APPLE INC COM 037833100 488 3000 CALL Sole APPLE INC COM 037833100 4035 2000 CALL Sole APPLIED ENERGETICS INC COM 03819M106 652 2036498 SH Sole X APPLIED MATLS INC COM 038222105 675 5000 CALL Sole ARCADIA RESOURCES INC COM 039209101 5073 13711922 SH Sole X ARCADIA RESOURCES INC COM 039209101 1770 4785050 SH Sole X ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 7024 7275000 PRN Sole X ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 25013 688500 PRN Sole X AT&T INC COM 00206R102 7427 260600 SH Sole X AUTOMATIC DATA PROCESSING COM 053015103 293 500 PUT Sole X AUTOMATIC DATA PROCESSING COM 053015103 868 800 PUT Sole X AUTOMATIC DATA PROCESSING COM 053015103 3965 100800 SH Sole X AUTOZONE INC COM 053332102 1724 843 CALL Sole AUTOZONE INC COM 053332102 800 1000 CALL Sole AUTOZONE INC COM 053332102 643 500 CALL Sole AUTOZONE INC COM 053332102 663 500 PUT Sole X BANK OF AMERICA CORP COM 060505104 256 990 CALL Sole BANK OF AMERICA CORP COM 060505104 1454 1700 PUT Sole X BANK OF AMERICA CORP COM 060505104 5954 5400 PUT Sole X BANK OF AMERICA CORP COM 060505104 1440 1067 PUT Sole X BANK OF AMERICA CORP COM 060505104 800 500 PUT Sole X BANK OF AMERICA CORP COM 060505104 3201 1730 PUT Sole X BANK OF AMERICA CORP COM 060505104 1684 801 PUT Sole X BANK OF AMERICA CORP COM 060505104 23400 9000 PUT Sole X BANK OF AMERICA CORP COM 060505104 6814 2034 PUT Sole X BANK OF AMERICA CORP COM 060505104 545 450 PUT Sole X BANK OF AMERICA CORP COM 060505104 4725 7000 PUT Sole X BANK OF AMERICA CORP COM 060505104 428 1250 PUT Sole X BANK OF NEW YORK MELLON CORP. COM 064058100 4248 1800 PUT Sole X BANK OF NEW YORK MELLON CORP. COM 064058100 3034 107100 SH Sole X BARRICK GOLD CORP COM 067901108 613 2500 PUT Sole X BARRICK GOLD CORP COM 067901108 293 750 CALL Sole BARRICK GOLD CORP COM 067901108 230 1000 PUT Sole X BARRICK GOLD CORP COM 067901108 928 700 PUT Sole X BARRICK GOLD CORP COM 067901108 375 600 PUT Sole X BARRICK GOLD CORP COM 067901108 20092 546429 SH Sole X BEAZER HOMES USA INC COM 07556Q105 807 600 PUT Sole X BEAZER HOMES USA INC COM 07556Q105 319 200 PUT Sole X BED BATH & BEYOND COM 075896100 456 950 PUT Sole X BED BATH & BEYOND COM 075896100 5237 5455 PUT Sole X BED BATH & BEYOND COM 075896100 517 2200 PUT Sole X BEST BUY INC SDCV 2.250% 1/1 086516AF8 39476 44545000 PRN Sole X BEST BUY INC COM 086516101 582 400 PUT Sole X BEST BUY INC COM 086516101 6749 3970 PUT Sole X BEST BUY INC COM 086516101 441 200 PUT Sole X BEST BUY INC COM 086516101 338 12036 SH Sole X BHP BILLITON LTD SPONSORED ADR 088606108 280 800 CALL Sole BHP BILLITON LTD SPONSORED ADR 088606108 1629 600 PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 8038 2500 PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 5230 121901 SH Sole X BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 6332 9050000 PRN Sole X BLACK & DECKER CORP COM 091797100 280 1000 CALL Sole BOEING CO COM 097023105 340 100 PUT Sole X BOEING CO COM 097023105 8675 5000 PUT Sole X BOEING CO COM 097023105 224 100 PUT Sole X BOEING CO COM 097023105 15643 366601 SH Sole X BOSTON SCIENTIFIC CORP COM 101137107 24004 3101325 SH Sole X ABITIBIBOWATER INC COM 003687100 1105 318 PUT Sole X BRISTOW GROUP INC COM 110394103 3369 125742 SH Sole X BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1061 3000000 PRN Sole X BUCYRUS INTL INC NEW COM 118759109 1135 61265 SH Sole X BUCYRUS INTL INC NEW COM 118759109 252 49 PUT Sole X BUCYRUS INTL INC NEW COM 118759109 2658 470 PUT Sole X BUCYRUS INTL INC NEW COM 118759109 567 110 PUT Sole X BUNGE LIMITED COM G16962105 6495 1500 PUT Sole X BURGER KING HOLDINGS INC COM 121208201 1868 78208 SH Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 23369 308667 SH Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 448 700 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 2804 6230 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1298 1450 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 19517 8065 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 3358 1150 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 18050 5270 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 9813 2500 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 201 750 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 245 500 PUT Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 1003 18233 SH Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 338 338 PUT Sole X CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 3371 200149 SH Sole X CACI INTL INC NOTE 2.125% 5/0 127190AD8 15507 17000000 PRN Sole X CALPINE CORP COM 131347304 393 54000 SH Sole X CANADIAN NAT RAILWAY CO COM 136375102 1046 28461 SH Sole X CANADIAN NAT RAILWAY CO COM 136375102 465 200 PUT Sole X CANADIAN NAT RAILWAY CO COM 136375102 283 100 PUT Sole X CAPITAL ONE FINANCIAL CORP COM 14040H105 1965 1500 PUT Sole X CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 7073 7923000 PRN Sole X CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 6053 13915000 PRN Sole X CATERPILLAR INC COM 149123101 35766 800661 SH Sole X CATERPILLAR INC COM 149123101 3116 1500 PUT Sole X CATERPILLAR INC COM 149123101 3116 1500 PUT Sole X CATERPILLAR INC COM 149123101 5480 2128 PUT Sole X CATERPILLAR INC COM 149123101 308 100 PUT Sole X CATERPILLAR INC COM 149123101 24873 6100 PUT Sole X CATERPILLAR INC COM 149123101 9118 1993 PUT Sole X CBS CORP CL B 124857202 2088 958 PUT Sole X CBS CORP CL B 124857202 737 90000 SH Sole X CENTEX CORP COM 152312104 311 450 PUT Sole X CENTEX CORP COM 152312104 7450 3850 PUT Sole X CENTEX CORP COM 152312104 3986 374644 SH Sole X CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 9443 20790000 PRN Sole X CENTURY ALUM CO COM 156431108 257 25698 SH Sole X CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 2616 5000000 PRN Sole X CEPHALON INC COM 156708109 1005 3000 CALL Sole CHAMPION ENTERPRISES INC NOTE 2.750%11/0 158496AC3 460 6000000 PRN Sole X CHARLES SCHWAB CORP COM 808513105 728 45000 SH Sole X CHATTEM INC NOTE 1.625% 5/0 162456AR8 304 290000 PRN Sole X CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 8670 12750000 PRN Sole X CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 9623 21500000 PRN Sole X CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 8409 15000000 PRN Sole X CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 2751 6350000 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 1536 800 PUT Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 2190 750 PUT Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 7866 2300 PUT Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 1378 1300 PUT Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 214 3050 CALL Sole CHINA MOBILE LTD SPONSORED ADR 16941M109 4545 3050 PUT Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 2918 1500 PUT Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 35087 690000 SH Sole X CHINA SUNERGY CO LTD SPON ADR 16942X104 966 244525 SH Sole X CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 7569 9500000 PRN Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2903 2250 PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 1260 550 PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 5580 2000 PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 23150 10000 PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2985 2000 PUT Sole X CIENA CORP NOTE 0.875% 6/1 171779AE1 6650 19500000 PRN Sole X CISCO SYSTEMS INC COM 17275R102 380 2500 PUT Sole X CISCO SYSTEMS INC COM 17275R102 5363 5500 PUT Sole X CISCO SYSTEMS INC COM 17275R102 2133 1900 PUT Sole X CISCO SYSTEMS INC COM 17275R102 620 2400 PUT Sole X CIT GROUP INC COM 125581108 5429 3425 PUT Sole X CITIGROUP INC COM 172967101 1337 1255 PUT Sole X CITIGROUP INC COM 172967101 3511 1700 PUT Sole X CITIGROUP INC COM 172967101 22224 9600 PUT Sole X CITIGROUP INC COM 172967101 2565 1000 PUT Sole X CITIGROUP INC COM 172967101 3372 1100 PUT Sole X CITIGROUP INC COM 172967101 246 2700 PUT Sole X CITIGROUP INC COM 172967101 395 5000 CALL Sole CITIGROUP INC COM 172967101 840 5000 CALL Sole CITIGROUP INC COM 172967101 869 3000 CALL Sole CITIGROUP INC COM 172967101 585 1000 PUT Sole X CITIGROUP INC COM 172967101 3290 4000 PUT Sole X COCA COLA ENTERPRISES INC COM 191219104 477 39675 SH Sole X COCA COLA ENTERPRISES INC COM 191219104 523 500 PUT Sole X COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR9 829 3000000 PRN Sole X COEUR D ALENE MINES CORP IDA COM 192108108 2285 2596323 SH Sole X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 488 27000 SH Sole X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 635 1000 PUT Sole X COLGATE PALMOLIVE CO COM 194162103 2310 3000 CALL Sole COMMSCOPE INC SDCV 1.000% 3/1 203372AD9 4942 5000000 PRN Sole X COMPUCREDIT CORP COM 20478N100 2670 6000 PUT Sole X CONOCOPHILLIPS COM 20825C104 23166 447226 SH Sole X CONOCOPHILLIPS COM 20825C104 1140 400 PUT Sole X CONOCOPHILLIPS COM 20825C104 4625 2000 PUT Sole X CONOCOPHILLIPS COM 20825C104 10547 3750 PUT Sole X CONOCOPHILLIPS COM 20825C104 602 1604 PUT Sole X CONSECO INC COM 208464883 243 500 PUT Sole X CONSOL ENERGY INC COM 20854P109 429 15000 SH Sole X CONSOLIDATED EDISON INC COM 209115104 1207 31000 SH Sole X CONSOLIDATED EDISON INC COM 209115104 605 1000 PUT Sole X CONTINENTAL AIRLS INC CL B 210795308 725 1150 CALL Sole COSTCO WHOLESALE CORP COM 22160K105 473 500 CALL Sole COSTCO WHOLESALE CORP COM 22160K105 765 1000 PUT Sole X COVIDIEN LTD COM G2552X108 9478 261541 SH Sole X COVIDIEN LTD COM G2552X108 3774 2735 PUT Sole X CSX CORP COM 126408103 5758 3290 PUT Sole X CSX CORP COM 126408103 15511 5630 PUT Sole X CSX CORP COM 126408103 3731 1148 PUT Sole X CSX CORP COM 126408103 18940 583294 SH Sole X CUMMINS INC COM 231021106 714 26724 SH Sole X CUMMINS INC COM 231021106 1234 400 PUT Sole X CUMMINS INC COM 231021106 434 100 PUT Sole X CUMMINS INC COM 231021106 1738 400 PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 9032 745791 SH Sole X CVS CAREMARK CORPORATION COM 126650100 565 500 PUT Sole X CYPRESS SEMICONDUCTOR CORP COM 232806109 246 55000 SH Sole X D.R. HORTON INC COM 23331A109 592 83733 SH Sole X D.R. HORTON INC COM 23331A109 790 1000 PUT Sole X DANAHER CORP COM 235851102 2845 1000 PUT Sole X DANAHER CORP COM 235851102 1673 500 PUT Sole X DANAHER CORP COM 235851102 2622 46311 SH Sole X DEERE & CO COM 244199105 2917 1752 PUT Sole X DEERE & CO COM 244199105 821 340 PUT Sole X DEERE & CO COM 244199105 2583 500 PUT Sole X DEERE & CO COM 244199105 11282 294419 SH Sole X DELL INC COM 24702R101 1955 2000 PUT Sole X DELL INC COM 24702R101 4144 2800 PUT Sole X DELL INC COM 24702R101 3654 356798 SH Sole X DELTA AIR LINES INC COM 247361702 6523 569200 SH Sole X DELTA PETROLEUM CORP NOTE 3.750% 5/0 247907AD0 4510 10070000 PRN Sole X DIAMONDS TR UNIT SER 1 252787106 7740 9000 PUT Sole X DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 2011 3000000 PRN Sole X DILLARDS INC CL A 254067101 333 300 PUT Sole X DOVER CORP COM 260003108 1614 944 PUT Sole X DOVER CORP COM 260003108 394 318 PUT Sole X DOVER CORP COM 260003108 2955 89775 SH Sole X DOW CHEMICAL CORP COM 260543103 332 22000 SH Sole X DRYSHIPS INC COM 021263672 1832 171865 SH Sole X DRYSHIPS INC COM 021263672 1289 200 PUT Sole X DRYSHIPS INC COM 021263672 12362 1556 PUT Sole X DRYSHIPS INC COM 021263672 323 50 PUT Sole X DU PONT E I DE NEMOURS & CO COM 263534109 19596 774530 SH Sole X DU PONT E I DE NEMOURS & CO COM 263534109 234 600 PUT Sole X DU PONT E I DE NEMOURS & CO COM 263534109 2955 1500 PUT Sole X DU PONT E I DE NEMOURS & CO COM 263534109 13634 5520 PUT Sole X EASTMAN KODAK CO COM 277461109 1845 1000 PUT Sole X EBAY INC COM 278642103 1160 83100 SH Sole X EBAY INC COM 278642103 2083 1300 PUT Sole X EBAY INC COM 278642103 1952 750 PUT Sole X LILLY ELI & CO COM 532457108 1463 1500 PUT Sole X LILLY ELI & CO COM 532457108 1980 1000 PUT Sole X LILLY ELI & CO COM 532457108 3030 3000 PUT Sole X E M C CORP MASS NOTE 1.750%12/0 268648AK8 55090 56283000 PRN Sole X E M C CORP MASS NOTE 1.750%12/0 268648AM4 78629 84529000 PRN Sole X EMERSON ELECTRIC CO. COM 291011104 334 400 PUT Sole X ENCANA CORP COM 292505104 5429 1251 PUT Sole X ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 19635 20500000 PRN Sole X ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 5850 11842000 PRN Sole X ENERGY CONVERSION DEVICES IN COM 292659109 858 34050 SH Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 340 800 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1392 1600 PUT Sole X ENERSYS NOTE 3.375% 6/0 29275YAA0 6600 11689000 PRN Sole X ENSCO INTL INC COM 26874Q100 2083 500 PUT Sole X ENSCO INTL INC COM 26874Q100 1388 48900 SH Sole X ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 836 75000 PRN Sole X EQUINIX INC NOTE 3.000%10/1 29444UAG1 16419 27063000 PRN Sole X ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 12830 15685000 PRN Sole X EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 1670 5300000 PRN Sole X EXCEL MARITIME CARRIERS NOTE 1.875% 10/1 300668AA8 4382 13890000 PRN Sole X EXXON MOBIL CORPORATION COM 30231G102 306 4500 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 998 1500 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 1484 3452 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 998 1000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 595 2350 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 6613 5000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 294 500 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 653 2300 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 786 750 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 1155 500 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 480 1000 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 1059 3258 CALL Sole FANNIE MAE COM 313586109 2930 1000 PUT Sole X FANNIE MAE COM 313586109 3419 870 PUT Sole X FANNIE MAE COM 313586109 3253 549 PUT Sole X FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 2892 64000 PRN Sole X FEDEX CORP COM 31428X106 330 500 CALL Sole FEDEX CORP COM 31428X106 1050 1400 PUT Sole X FEDEX CORP COM 31428X106 330 320 PUT Sole X FEDEX CORP COM 31428X106 717 200 PUT Sole X FEDEX CORP COM 31428X106 951 600 PUT Sole X FEDEX CORP COM 31428X106 938 450 PUT Sole X FEDEX CORP COM 31428X106 2068 800 PUT Sole X FERRO CORP NOTE 6.500% 8/1 315405AL4 10450 19000000 PRN Sole X FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 5900 75000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10119 808202 SH Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 245 2780 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 406 9782 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 792 2200 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3510 7630 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 480 500 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3780 3000 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3901 2350 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1276 725 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 272 1500 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1240 4000 PUT Sole X FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 1404 1681000 PRN Sole X FORD MOTOR CO. COM PAR $0.01 345370860 12098 15560 PUT Sole X FORD MOTOR CO. COM PAR $0.01 345370860 259 8500 CALL Sole FEDERAL HOME LN MTG CORP COM 313400301 1076 1473682 SH Sole X FEDERAL HOME LN MTG CORP COM 313400301 972 400 PUT Sole X FREEPORT-MCMORAN COPPER & GO COM 35671D857 13931 2737 PUT Sole X GAMESTOP CORP CL A 36467W109 1893 87400 SH Sole X GAMESTOP CORP CL A 36467W109 369 900 PUT Sole X GAMESTOP CORP CL A 36467W109 230 1000 CALL Sole GAMESTOP CORP CL A 36467W109 418 500 PUT Sole X GAMESTOP CORP CL A 36467W109 851 300 PUT Sole X GENENTECH INC COM 368710406 50062 603808 SH Sole X GENENTECH INC COM 368710406 1125 2500 CALL Sole GENERAL ELECTRIC CO COM 369604103 243 500 PUT Sole X GENERAL ELECTRIC CO COM 369604103 3770 2000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 12641 5300 PUT Sole X GENERAL ELECTRIC CO COM 369604103 692 1600 PUT Sole X GENERAL ELECTRIC CO COM 369604103 1975 2000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 8700 6000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 2595 6000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 429 600 PUT Sole X GENERAL ELECTRIC CO COM 369604103 1377 1700 PUT Sole X GENERAL ELECTRIC CO COM 369604103 363 300 PUT Sole X GENERAL MTRS CORP SENIOR DEBEN D 370442691 3785 500000 PRN Sole X GENERAL MTRS CORP COM 370442105 5790 4000 PUT Sole X GENERAL MTRS CORP COM 370442105 6738 2500 PUT Sole X GENERAL MTRS CORP COM 370442105 1503 5000 PUT Sole X GENERAL MTRS CORP COM 370442105 669 1487 PUT Sole X GENERAL MTRS CORP COM 370442105 3655 4300 PUT Sole X GENERAL MTRS CORP COM 370442105 4785 6000 PUT Sole X GENERAL MTRS CORP COM 370442105 2613 2500 PUT Sole X GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 17245 12700000 PRN Sole X GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 17901 13000000 PRN Sole X GLOBALOPTIONS GROUP INC COM NEW 37946D209 580 291448 SH Sole X GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 201 1500000 PRN Sole X GOLD FIELDS LTD SPONSORED ADR 38059T106 368 5660 CALL Sole GOLDCORP INC COM 380956409 3925 124491 SH Sole X GOLDEN STAR RESOURCES COM 38119T104 4064 4063571 SH Sole X GOLDMAN SACHS GROUP INC COM 38141G104 1219 200 PUT Sole X GREAT ATLANTIC & PAC TEA INC NOTE 5.125% 6/1 390064AJ2 1308 2400000 PRN Sole X GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 2375 4700000 PRN Sole X GREAT ATLANTIC & PAC TEA INC COM 390064103 3963 632065 SH Sole X GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 5378 12000000 PRN Sole X BLOCK H & R INC COM 093671105 215 5365 CALL Sole HALLIBURTON CO COM 406216101 4605 253300 SH Sole X HALLIBURTON CO COM 406216101 4206 2500 PUT Sole X HALLIBURTON CO COM 406216101 2435 1000 PUT Sole X HALLIBURTON CO COM 406216101 2683 1000 PUT Sole X HARLEY-DAVIDSON INC COM 412822108 1925 113446 SH Sole X HARLEY-DAVIDSON INC COM 412822108 767 300 PUT Sole X HARLEY-DAVIDSON INC COM 412822108 281 100 PUT Sole X HARLEY-DAVIDSON INC COM 412822108 3939 915 PUT Sole X HEALTH MGMT ASSOC INC CL A 421933102 860 480550 SH Sole X HEINZ H J CO COM 423074103 9300 7500 PUT Sole X HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AA7 6497 14000000 PRN Sole X HEWLETT PACKARD CO COM 428236103 878 4500 CALL Sole HEWLETT PACKARD CO COM 428236103 4273 4911 PUT Sole X HEWLETT PACKARD CO COM 428236103 280 250 PUT Sole X HEWLETT PACKARD CO COM 428236103 4325 5000 PUT Sole X HEWLETT PACKARD CO COM 428236103 7566 208489 SH Sole X HEINZ H J CO COM 423074103 22147 589011 SH Sole X HECLA MNG CO 6.5% CONV PFD 422704304 834 30000 PRN Sole X HOLOGIC INC FRNT 2.000%12/1 436440AA9 32617 55527000 PRN Sole X HOLOGIC INC COM 436440101 3390 2000 PUT Sole X HOME DEPOT INC COM 437076102 475 1000 PUT Sole X HOME DEPOT INC COM 437076102 4259 6150 PUT Sole X HONEYWELL INTERNATIONAL INC COM 438516106 6986 212794 SH Sole X HONEYWELL INTERNATIONAL INC COM 438516106 5550 2500 PUT Sole X HOVNANIAN ENTERPRISES CL A 442487203 970 900 PUT Sole X HOVNANIAN ENTERPRISES CL A 442487203 266 200 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 5897 1878 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 6734 1850 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 829 200 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 260 5205 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 4051 1465 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 13191 4040 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 326 21726 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 2501 587 PUT Sole X HUNT (JB) TRANSPORT SVCS INC COM 445658107 2451 93286 SH Sole X HUNT J B TRANS SVCS INC COM 445658107 744 850 PUT Sole X HUNT J B TRANS SVCS INC COM 445658107 690 500 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 2299 65602 SH Sole X ILLINOIS TOOL WORKS INC COM 452308109 287 585 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 990 1000 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 2831 1900 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 1526 613 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 241 900 PUT Sole X SELECT SECT SPDR TR SBI INT-INDS 81369Y704 227 22723 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 980 1000 PUT Sole X SELECT SECT SPDR TR SBI INT-INDS 81369Y704 2950 2000 PUT Sole X INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 9223 10000000 PRN Sole X INGERSOLL-RAND COMPANY LTD CL A G4776G101 1211 69781 SH Sole X INGERSOLL-RAND COMPANY LTD CL A G4776G101 1760 1000 PUT Sole X INGERSOLL-RAND COMPANY LTD CL A G4776G101 402 200 PUT Sole X INTEL CORP COM 458140100 6827 465700 SH Sole X INTEL CORP COM 458140100 261 5028 CALL Sole INTEL CORP COM 458140100 1070 2000 PUT Sole X INTEL CORP COM 458140100 518 500 PUT Sole X INTEL CORP COM 458140100 2303 1500 PUT Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 287 79 PUT Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 2208 1600 PUT Sole X ISHARES TR DJ US REAL EST 464287739 280 1350 CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 439 2250 CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 4163 2250 PUT Sole X ISHARES INC MSCI BRAZIL 464286400 25805 737492 SH Sole X ISHARES INC MSCI BRAZIL 464286400 27542 6100 PUT Sole X ISHARES INC MSCI BRAZIL 464286400 13830 2510 PUT Sole X ISHARES INC MSCI SOUTH KOREA 464286772 265 2000 CALL Sole ISHARES TR RUSSELL 2000 464287655 85092 1728108 SH Sole X ISHARES TR RUSSELL 2000 464287655 327 50250 CALL Sole ISHARES TR RUSSELL 2000 464287655 287 20500 CALL Sole ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 2134 2000000 PRN Sole X ISTAR FINL INC COM 45031U101 286 128065 SH Sole X ISTAR FINL INC FRNT 10/0 45031UBF7 1926 6500000 PRN Sole X ITRON INC NOTE 2.500% 8/0 465741AJ5 24820 22810000 PRN Sole X IVANHOE MINES LTD COM 46579N103 1537 569100 SH Sole X PENNEY J C INC COM 708160106 5355 5100 PUT Sole X PENNEY J C INC COM 708160106 614 300 PUT Sole X PENNEY J C INC COM 708160106 1397 458 PUT Sole X JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 3404 8500000 PRN Sole X JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 659 150875 SH Sole X JOHNSON & JOHNSON COM 478160104 4837 80845 SH Sole X JOHNSON & JOHNSON COM 478160104 428 800 PUT Sole X JOHNSON & JOHNSON COM 478160104 2745 1800 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 5588 600 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 1600 2500 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 565 500 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 3243 2350 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 6520 4000 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 3290 1750 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 3570 1500 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 316 2000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 282 3000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 1278 3705 CALL Sole JP MORGAN CHASE & CO COM 46625H100 972 900 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 636 500 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 585 5000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 1393 1000 PUT Sole X JUNIPER NETWORKS INC COM 48203R104 3125 2500 PUT Sole X JUNIPER NETWORKS INC COM 48203R104 4209 240370 SH Sole X KB HOME COM 48666K109 2515 184691 SH Sole X KB HOME COM 48666K109 2870 1750 PUT Sole X KB HOME COM 48666K109 378 400 PUT Sole X KELLOGG CO COM 487836108 8529 194510 SH Sole X KELLOGG CO COM 487836108 1242 2020 PUT Sole X KELLOGG CO COM 487836108 229 200 PUT Sole X KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 13955 18500000 PRN Sole X KEYCORP PFD 7.75% SR A 493267405 4192 60000 PRN Sole X KOHLS CORP COM 500255104 329 700 PUT Sole X KOHLS CORP COM 500255104 6925 5000 PUT Sole X KOHLS CORP COM 500255104 754 20830 SH Sole X KRAFT FOODS INC CL A 50075N104 2390 88999 SH Sole X KRAFT FOODS INC CL A 50075N104 320 1000 PUT Sole X KRAFT FOODS INC CL A 50075N104 410 500 PUT Sole X KRAFT FOODS INC CL A 50075N104 450 1200 CALL Sole KRAFT FOODS INC CL A 50075N104 545 1980 PUT Sole X KRAFT FOODS INC CL A 50075N104 903 3375 CALL Sole KRAFT FOODS INC CL A 50075N104 499 5250 PUT Sole X KRAFT FOODS INC CL A 50075N104 494 2500 PUT Sole X L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 5576 10689000 PRN Sole X L-1 IDENTITY SOLUTIONS INC COM 50212A106 1802 267375 SH Sole X L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 24298 24852000 PRN Sole X LAM RESEARCH CORP COM 512807108 1383 65000 SH Sole X LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 7503 10000000 PRN Sole X LEGG MASON INC UNIT 99/99/9999 524901303 10262 480000 PRN Sole X LENNAR CORP COM 526057104 2559 295185 SH Sole X LENNAR CORP COM 526057104 440 500 PUT Sole X LENNAR CORP COM 526057104 3065 2700 PUT Sole X INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 13677 16303000 PRN Sole X LIFE TECHNOLOGIES CORP COM 53217V109 5360 229935 SH Sole X LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 33785 54970000 PRN Sole X LILLY ELI & CO COM 532457108 19603 486800 SH Sole X LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 19541 27000000 PRN Sole X LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 18430 20500000 PRN Sole X LINEAR TECHNOLOGY CORP COM 535678106 217 700 PUT Sole X LINEAR TECHNOLOGY CORP COM 535678106 732 926 PUT Sole X LINEAR TECHNOLOGY CORP COM 535678106 965 748 PUT Sole X LIVE NATION INC COM 538034109 398 69356 SH Sole X LIVE NATION INC NOTE 2.875% 7/1 538034AB5 656 2000000 PRN Sole X LOWES COS INC COM 548661107 2593 4250 PUT Sole X MACYS INC. COM 55616P104 242 200 PUT Sole X MACYS INC. COM 55616P104 416 40156 SH Sole X MARATHON OIL CORP. COM 565849106 3600 2000 PUT Sole X MARATHON OIL CORP. COM 565849106 4574 167196 SH Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3090 3000 PUT Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 5777 170503 SH Sole X MARSH & MCLENNAN COM 571748102 1514 1402 PUT Sole X MARSH & MCLENNAN COM 571748102 570 23500 SH Sole X MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 15860 31000000 PRN Sole X MAXTOR CORP NOTE 2.375% 8/1 577729AE6 4422 7500000 PRN Sole X MCDONALDS CORP COM 580135101 8098 130220 SH Sole X MCDONALDS CORP COM 580135101 1140 2000 PUT Sole X MEDTRONIC NOTE 1.500% 4/1 585055AL0 36177 38700000 PRN Sole X MEDTRONIC NOTE 1.625% 4/1 585055AM8 19755 22500000 PRN Sole X MEDTRONIC COM 585055106 1855 1000 PUT Sole X MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 8760 16207000 PRN Sole X MERRILL LYNCH & CO COM 590188108 2074 178221 SH Sole X MERRILL LYNCH & CO COM 590188108 264 200 PUT Sole X MERRILL LYNCH & CO COM 590188108 1470 1100 PUT Sole X MERRILL LYNCH & CO COM 590188108 431 300 PUT Sole X MERRILL LYNCH & CO COM 590188108 1101 708 PUT Sole X MERRILL LYNCH & CO COM 590188108 1704 830 PUT Sole X MERRILL LYNCH & CO COM 590188108 12903 4600 PUT Sole X MERRILL LYNCH & CO COM 590188108 2807 850 PUT Sole X MERRILL LYNCH & CO COM 590188108 961 200 PUT Sole X MERRILL LYNCH & CO COM 590188108 2036 1500 PUT Sole X MGIC INVESTMENT COM 552848103 1697 300 PUT Sole X MGIC INVESTMENT COM 552848103 668 192000 SH Sole X MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 30888 49310000 PRN Sole X MICROSOFT CORP COM 594918104 225 3000 CALL Sole MICROSOFT CORP COM 594918104 2410 4000 PUT Sole X MICROSOFT CORP COM 594918104 5289 6550 PUT Sole X MICROSOFT CORP COM 594918104 10046 9500 PUT Sole X MICROSOFT CORP COM 594918104 11663 7500 PUT Sole X MICROSOFT CORP COM 594918104 6165 3000 PUT Sole X MICROSOFT CORP COM 594918104 3425 10000 CALL Sole MICROSOFT CORP COM 594918104 10925 9500 PUT Sole X MICROSOFT CORP COM 594918104 440 22000 CALL Sole MIDCAP SPDR TR UNIT SER 1 595635103 12650 2500 PUT Sole X MCMORAN EXPLORATION CO PFD MAND CNV 582411500 3160 45000 PRN Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1334 50000 SH Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2313 500 PUT Sole X MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 2409 4275000 PRN Sole X MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 57734 48500000 PRN Sole X MONSANTO CO COM 61166W101 2691 1806 PUT Sole X MONSANTO CO COM 61166W101 3738 500 PUT Sole X MONSANTO CO COM 61166W101 4423 1780 PUT Sole X MORGAN STANLEY COM 617446448 1657 103294 SH Sole X MORGAN STANLEY COM 617446448 1240 3100 PUT Sole X MORGAN STANLEY COM 617446448 4028 4500 PUT Sole X MORGAN STANLEY COM 617446448 803 350 PUT Sole X MORGAN STANLEY COM 617446448 2395 1000 PUT Sole X MORGAN STANLEY COM 617446448 4343 1500 PUT Sole X MORGAN STANLEY COM 617446448 2419 700 PUT Sole X MOTOROLA INC COM 620076109 1292 291662 SH Sole X MOTOROLA INC COM 620076109 12694 8150 PUT Sole X MOTOROLA INC COM 620076109 273 5000 CALL Sole MOTOROLA INC COM 620076109 390 14450 CALL Sole 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1500 PUT Sole X NEWMONT MINING CORP COM 651639106 1864 3500 CALL Sole NEWMONT MINING CORP COM 651639106 1610 3500 PUT Sole X NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 14782 16900000 PRN Sole X NIKE INC CL B 654106103 200 400 PUT Sole X NIKE INC CL B 654106103 532 700 PUT Sole X NIKE INC CL B 654106103 450 1000 PUT Sole X NIKE INC CL B 654106103 703 502 PUT Sole X NIKE INC CL B 654106103 855 450 PUT Sole X NIKE INC CL B 654106103 1450 28439 SH Sole X NOKIA CORP SPONSORED ADR 654902204 5772 370000 SH Sole X NOKIA CORP SPONSORED ADR 654902204 3880 2000 PUT Sole X NORDSTROM INC COM 655664100 2015 151396 SH Sole X NORDSTROM INC COM 655664100 445 1000 CALL Sole NORDSTROM INC COM 655664100 389 1110 PUT Sole X NORDSTROM INC COM 655664100 3006 1800 PUT Sole X NORDSTROM INC COM 655664100 434 200 PUT Sole X NORDSTROM INC COM 655664100 11297 4231 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 589 458 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 2938 1646 PUT Sole X NORFOLK SOUTHERN CORP COM 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